NPORT-P false 0001798618 XXXXXXXX PIMCO Dynamic Income Opportunities Fund 811-23505 0001798618 549300MWJBXCL907ZB49 1633 BROADWAY NEW YORK 10019 844-337-4626 PIMCO Dynamic Income Opportunities Fund 549300MWJBXCL907ZB49 2026-06-30 2026-06-30 N 3092831518.15 1231343136.34 1861488381.81 0.00000000 0.00000000 1019216479.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 58440295.61000000 0.00000000 0.00000000 0.00000000 BRL COP EUR GBP USD N Aames Mortgage Investment Trust N/A 00252FAL5 4972991.57000000 PA USD 4052114.37000000 0.217681421468 Long ABS-O CORP US N 2 2035-01-25 Floating 6.46000000 N N N N N N Aames Mortgage Investment Trust N/A 00252FCZ2 4000000.00000000 PA USD 40.00000000 0.000002148818 Long ABS-O CORP US N 2 2035-10-25 Floating 5.56000000 N N N N N N Accredited Mortgage Loan Trust N/A 004375CX7 420319.37000000 PA USD 434585.98000000 0.023346155917 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.53000000 N N N N N N Ace Securities Corp. N/A 00441YAF9 25414137.53000000 PA USD 21389780.90000000 1.149068729572 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.14000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036VC7 5754892.79000000 PA USD 3613519.63000000 0.194119913146 Long ABS-MBS CORP US N 2 2036-02-25 Variable 4.30000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036VE3 962198.03000000 PA USD 604661.41000000 0.032482685141 Long ABS-MBS CORP US N 2 2036-02-25 Variable 4.30000000 N N N N N N Aegis Asset Backed Securities Trust N/A 00764MFJ1 1000000.00000000 PA USD 10.00000000 0.000000537204 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.79000000 N N N N N N Aegis Asset Backed Securities Trust N/A 00764MFK8 3000000.00000000 PA USD 30.00000000 0.000001611613 Long ABS-MBS CORP US N 2 2035-06-25 Floating 6.39000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AT7 2100000.00000000 PA USD 2097270.00000000 0.112666295449 Long DBT CORP BM N 2 2028-06-07 Floating 14.31000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAA6 1111718.00000000 PA USD 1129378.75000000 0.060670738589 Long DBT CORP FR N 2 2029-11-01 Fixed 9.50000000 N N N N N N ALTICE FRAN LUX 3/HOLD 1 N/A 020956AA6 3244704.00000000 PA USD 3195043.16000000 0.171639167411 Long DBT CORP LU N 2 2033-01-15 Fixed 10.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02146XAS7 4522726.68000000 PA USD 1729287.61000000 0.092898114589 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6.25000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A 03072SC86 7500000.00000000 PA USD 6512004.00000000 0.349827807878 Long ABS-O CORP US N 2 2035-07-25 Floating 5.56000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A 03072SE84 1729197.61000000 PA USD 2151813.16000000 0.115596378737 Long ABS-O CORP US N 2 2035-07-25 Floating 5.59000000 N N N N N N Argent Securities Inc. N/A 040104QQ7 21502297.32000000 PA USD 23490305.12000000 1.261909843195 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.45000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HV5 10733000.00000000 PA USD 8049750.00000000 0.432436220320 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N ARMOR RE II LTD 549300X573KDIHEJL317 04227FAE5 250000.00000000 PA USD 260037.50000000 0.013969332419 Long DBT CORP BM N 2 2031-05-07 Floating 13.75000000 N N N N N N ARMOR RE II LTD 549300X573KDIHEJL317 04227FAF2 250000.00000000 PA USD 263850.00000000 0.014174141648 Long DBT CORP BM N 2 2032-01-07 Floating 12.05000000 N N N N N N ARMOR RE II LTD 549300X573KDIHEJL317 04227FAH8 300000.00000000 PA USD 298500.00000000 0.016035555360 Long DBT CORP BM N 2 2033-06-07 Floating 18.56000000 N N N N N N Ashford Hospitality Trust N/A 04410RAG1 900000.00000000 PA USD 900330.48000000 0.048366161658 Long ABS-MBS CORP US N 2 2035-04-15 Floating 5.05000000 N N N N N N Ashford Hospitality Trust N/A 04410RAJ5 4000000.00000000 PA USD 3994156.00000000 0.214567871549 Long ABS-MBS CORP US N 2 2035-04-15 Floating 5.20000000 N N N N N N Ashford Hospitality Trust N/A 04410RAL0 2500000.00000000 PA USD 2484921.75000000 0.133491123247 Long ABS-MBS CORP US N 2 2035-04-15 Floating 5.90000000 N N N N N N Ashford Hospitality Trust N/A 04410RAN6 8700000.00000000 PA USD 8573306.25000000 0.460561899487 Long ABS-MBS CORP US N 2 2035-04-15 Floating 6.90000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04541GRS3 644928.54000000 PA USD 547630.17000000 0.029418941066 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.79000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04541GRT1 1379779.25000000 PA USD 1488181.61000000 0.079945790934 Long ABS-MBS CORP US N 2 2035-05-25 Floating 6.39000000 N N N N N N Asset Backed Funding Certificates N/A 04542BMF6 747974.78000000 PA USD 767744.88000000 0.041243603102 Long ABS-MBS CORP US N 2 2034-04-25 Floating 5.64000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04544TAD3 7268557.15000000 PA USD 5239437.66000000 0.281464967023 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.99000000 N N N N N N ASTON MARTIN CAPITAL HOL 213800H4GKEF3CJ8C774 04625HAJ8 4600000.00000000 PA USD 3583016.04000000 0.192481246459 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N ARMOR HOLDCO INC 254900X6HLK0YPTHHF09 04625PAA9 3100000.00000000 PA USD 3120469.30000000 0.167633025835 Long DBT CORP US N 2 2029-11-15 Fixed 8.50000000 N N N N N N Atrium Hotel Portfolio Trust N/A 04965JAA1 653531.34000000 PA USD 650784.48000000 0.034960437376 Long ABS-MBS CORP US N 2 2036-12-15 Floating 4.85000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BH9 900000.00000000 PA USD 909567.00000000 0.048862351701 Long DBT CORP US N 2 2031-02-15 Fixed 8.00000000 N N N N N N Ayresome CDO Ltd 549300NTJS8VK8BTQE73 05473WAN6 25992360.16000000 PA USD 6974997.86000000 0.374700047991 Long ABS-CBDO CORP KY N 2 2045-12-08 Floating 7.12000000 N N N N N N BBCCRE Trust N/A 05490TAA0 3441206.36000000 PA USD 3216511.76000000 0.172792470338 Long ABS-MBS CORP US N 2 2033-08-10 Fixed 3.97000000 N N N N N N BBCCRE Trust N/A 05490TAJ1 16650000.00000000 PA USD 13568289.80000000 0.728894680868 Long ABS-MBS CORP US N 2 2033-08-10 Variable 4.71000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492TBH2 12650000.00000000 PA USD 9735548.79000000 0.522998095778 Long ABS-MBS CORP US N 2 2053-02-15 Variable 3.81000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492TBK5 3000000.00000000 PA USD 2053171.20000000 0.110297287915 Long ABS-MBS CORP US N 2 2053-02-15 Variable 3.81000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAD7 3720000.00000000 PA USD 3437211.14000000 0.184648541112 Long DBT CORP US N 2 2031-06-15 Fixed 11.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05549RAA5 7000000.00000000 PA USD 6817425.30000000 0.366235178613 Long ABS-MBS CORP US N 2 2037-07-15 Floating 4.92000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05549RAJ6 2100000.00000000 PA USD 1576413.51000000 0.084685648613 Long ABS-MBS CORP US N 2 2037-07-15 Floating 7.47000000 N N N N N N BCP Trust N/A 05553BAL9 10000000.00000000 PA USD 1567550.00000000 0.084209496836 Long ABS-MBS CORP US N 2 2038-06-15 Floating 6.23000000 N N N N N N BCP Trust N/A 05553BAN5 5000000.00000000 PA USD 468932.50000000 0.025191266546 Long ABS-MBS CORP US N 2 2038-06-15 Floating 7.38000000 N N N N N N BNC Mortgage Loan Trust N/A 05570GAB9 32782500.00000000 PA USD 23438572.87000000 1.259130763266 Long ABS-MBS CORP US N 2 2037-11-25 Floating 5.26000000 N N N N N N BSST Mortgage Trust N/A 055742AA8 3000000.00000000 PA USD 2677970.70000000 0.143861800383 Long ABS-MBS CORP US N 2 2037-02-15 Floating 4.93000000 N N N N N N BSREP Commercial Mortgage Trust 2021-DC N/A 05591UAA5 2274308.67000000 PA USD 2191296.40000000 0.117717436295 Long ABS-MBS CORP US N 2 2038-08-15 Floating 4.69000000 N N N N N N BXP Trust N/A 05607CAL3 2963000.00000000 PA USD 2400022.59000000 0.128930301873 Long ABS-MBS CORP US N 2 2037-08-13 Variable 3.67000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05956GAD9 251079.16000000 PA USD 134749.24000000 0.007238790277 Long ABS-MBS CORP US N 2 2036-05-26 Fixed 5.75000000 N N N N N N Banc of America Funding Corporation 549300UKLRORHBR16839 05963SAE2 3637898.44000000 PA USD 2670059.21000000 0.143436791552 Long ABS-MBS CORP US N 2 2036-09-26 Variable 1.46000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05969MAB5 2569153.77000000 PA USD 2194762.04000000 0.117903612047 Long ABS-MBS CORP US N 2 2036-06-26 Floating 4.00000000 N N N N N N BAYOU RE LTD N/A 07304LAF8 300000.00000000 PA USD 299220.00000000 0.016074234087 Long DBT CORP BM N 2 2033-05-09 Floating 10.02000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073857AD6 6306798.06000000 PA USD 5900787.21000000 0.316992964751 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.42000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879R75 996311.96000000 PA USD 1105640.56000000 0.059395512258 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.56000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879RZ3 83005.93000000 PA USD 83049.13000000 0.004461436923 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.31000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879VK1 399197.32000000 PA USD 404033.12000000 0.021704842423 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.95000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879VL9 286012.10000000 PA USD 292499.25000000 0.015713192349 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.95000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879YB8 3111551.08000000 PA USD 3195587.85000000 0.171668428405 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.67000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust N/A 07388VAH1 11923.08000000 PA USD 11842.81000000 0.000636201123 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.57000000 N N N N N N BSST Mortgage Trust N/A 07403PAA0 4000000.00000000 PA USD 3470940.00000000 0.186460470767 Long ABS-MBS CORP US N 2 2036-03-15 Floating 4.79000000 N N N N N N BSST Mortgage Trust N/A 07403PAN2 5750000.00000000 PA USD 857992.00000000 0.046091719313 Long ABS-MBS CORP US N 2 2036-03-15 Floating 7.19000000 N N N N N N BSST Mortgage Trust N/A 07403PAQ5 7125000.00000000 PA USD 614289.00000000 0.032999883641 Long ABS-MBS CORP US N 2 2036-03-15 Floating 8.19000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QAE9 6103000.00000000 PA USD 5244127.25000000 0.281716893924 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 2.44000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AC2 250000.00000000 PA USD 250125.00000000 0.013436828424 Long DBT CORP BM N 2 2029-01-08 Floating 7.02000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAR2 400000.00000000 PA USD 364000.00000000 0.019554245063 Long DBT CORP BM N 2 2027-01-08 Floating 3.51000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AC4 1200000.00000000 PA USD 1172842.25000000 0.063005617518 Long DBT CORP XX N 2 2032-01-15 Fixed 8.75000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AD2 2400000.00000000 PA USD 2322668.76000000 0.124774819047 Long DBT CORP XX N 2 2034-01-15 Fixed 9.00000000 N N N N N N TURKISH AIRLN 15-1 A PTT N/A 10010YAA0 71422.86000000 PA USD 70713.48000000 0.003798760212 Long DBT CORP TR N 2 2028-09-15 Fixed 4.20000000 N N N N N N BUTTONWOOD RE LTD 254900LIULF6LIE6J986 12423PAC2 250000.00000000 PA USD 249950.00000000 0.013427427344 Long DBT CORP BM N 2 2029-05-29 Floating 11.55000000 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531QAA3 1501000.00000000 PA USD 1595334.62000000 0.085702099222 Long DBT CORP FR N 2 2030-10-15 Fixed 10.00000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAL6 482000.00000000 PA USD 462057.25000000 0.024821924999 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.00000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAN2 9000000.00000000 PA USD 8474062.50000000 0.455230480233 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.70000000 N N N N N N CHARLOTTE BUYER INC N/A 12568YAJ3 800000.00000000 PA USD 800304.00000000 0.042992693793 Long LON CORP US N 2 2031-06-30 Floating 8.15000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12636GAA9 400000.00000000 PA USD 394830.44000000 0.021210470280 Long ABS-MBS CORP US N 2 2036-10-10 Fixed 3.14000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 126395AG7 2000000.00000000 PA USD 1946500.00000000 0.104566862679 Long ABS-MBS CORP US N 2 2037-10-15 Floating 6.24000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 126405AG4 8144350.00000000 PA USD 6250738.94000000 0.335792530379 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.96000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12651QAN9 19982000.00000000 PA USD 19872618.53000000 1.067566079068 Long ABS-MBS CORP US N 2 2032-07-15 Floating 6.99000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12653JAM5 8962982.64000000 PA USD 7247932.05000000 0.389362196445 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.51000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12664VAG8 11699250.00000000 PA USD 8925733.37000000 0.479494444188 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.00000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12664VAH6 12125800.00000000 PA USD 8924962.27000000 0.479453020347 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.00000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12664VAJ2 9126228.90000000 PA USD 1612844.67000000 0.086642747049 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.04000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12664VAK9 321640115.50000000 PA USD 125069.76000000 0.006718804222 Long ABS-MBS CORP US N 2 2067-02-25 Variable 0.00000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12664VAL7 321640115.50000000 PA USD 36795.63000000 0.001976677929 Long ABS-MBS CORP US N 2 2067-02-25 Variable 0.00000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126673C26 2340000.00000000 PA USD 2197907.01000000 0.118072561262 Long ABS-O CORP US N 2 2035-08-25 Floating 5.71000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 126673F56 543517.05000000 PA USD 784222.71000000 0.042128799602 Long ABS-O CORP US N 2 2035-05-25 Floating 5.79000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12668HAF7 5738967.01000000 PA USD 5552215.28000000 0.298267522604 Long ABS-O CORP US N 2 2037-06-25 Floating 4.14000000 N N N N N N Countrywide Home Loans N/A 12669GU58 2128082.20000000 PA USD 1637266.85000000 0.087954717633 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.16000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAF9 1800000.00000000 PA USD 1796850.00000000 0.096527596817 Long DBT CORP BM N 2 2027-04-05 Floating 12.23000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAH5 350000.00000000 PA USD 346500.00000000 0.018614137127 Long DBT CORP BM N 2 2033-03-21 Floating 8.77000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAJ1 350000.00000000 PA USD 349755.00000000 0.018788997203 Long DBT CORP BM N 2 2033-03-21 Floating 9.52000000 N N N N N N Carrington Mortgage Loan Trust N/A 144531CQ1 788529.51000000 PA USD 617234.56000000 0.033158120460 Long ABS-O CORP US N 2 2035-05-25 Floating 5.79000000 N N N N N N Carrington Mortgage Loan Trust N/A 144531DD9 242633.13000000 PA USD 653078.10000000 0.035083651683 Long ABS-O CORP US N 2 2035-06-25 Floating 5.71000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 1.00000000 PA USD 1.03000000 0.000000055332 Long DBT CORP US N 2 2030-06-01 Fixed 9.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687D102 10050.00000000 PA USD 872205.85000000 0.046855293781 Long ABS-O CORP US N 3 2028-01-10 None 0.00000000 N N N N N N Central Parent Inc N/A 15477BAE7 19490712.27000000 PA USD 12863870.10000000 0.691052935151 Long LON CORP US N 3 2029-07-06 Floating 6.98000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 7900000.00000000 PA USD 5135000.00000000 0.275854528568 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N CNT PRNT/CDK GLO II/FIN N/A 154915AA0 7470000.00000000 PA USD 4855500.00000000 0.260839661823 Long DBT CORP US N 2 2029-06-15 Fixed 8.00000000 N N N N N N CHARLOTTE BUYER INC N/A 160924AA4 300000.00000000 PA USD 303881.06000000 0.016324628344 Long DBT CORP US N 2 2031-06-30 Fixed 8.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GQT8 462455.46000000 PA USD 436020.26000000 0.023423206089 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.64000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309RAA0 912218.19000000 PA USD 839637.09000000 0.045105685225 Long ABS-MBS CORP US N 2 2036-08-25 Variable 4.58000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CBK7 1500000.00000000 PA USD 962460.75000000 0.051703827937 Long ABS-MBS CORP US N 2 2072-12-15 Variable 3.92000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CBM3 4750000.00000000 PA USD 1506539.93000000 0.080932008210 Long ABS-MBS CORP US N 2 2072-12-15 Variable 3.92000000 N N N N N N CITRUS RE LTD 549300VWWT5SE805NK88 177510AS3 250000.00000000 PA USD 253500.00000000 0.013618134954 Long DBT CORP BM N 2 2033-06-07 Floating 9.06000000 N N N N N N CITRUS RE LTD 549300VWWT5SE805NK88 177510AT1 250000.00000000 PA USD 253500.00000000 0.013618134954 Long DBT CORP BM N 2 2033-06-07 Floating 10.04000000 N N N N N N Clover Holdings 2 LLC N/A 18914DAD0 1807539.00000000 PA USD 1668177.74000000 0.089615264661 Long LON CORP US N 2 2029-12-10 Floating 3.25000000 N N N N N N Forward Air Corporation N/A 18948EAC0 7877449.00000000 PA USD 7448640.06000000 0.400144321758 Long LON CORP US N 2 2030-12-19 Floating 8.16000000 N N N N N N COGENT COMMS GRP / FIN 549300KFWFYF8Q1U0Y26 19240CAE3 500000.00000000 PA USD 496992.41000000 0.026698657636 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N COGENT COMMS GRP / FIN 549300KFWFYF8Q1U0Y26 19240WAA7 1440000.00000000 PA USD 1430314.27000000 0.076837131189 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N College Ave Student Loans N/A 19424R108 10952.00000000 PA USD 6109080.36000000 0.328182567223 Long ABS-O CORP US N 3 2054-06-25 None 0.00000000 N N N N N N College Ave Student Loans N/A 19424RAE8 1971000.00000000 PA USD 2059903.93000000 0.110658973224 Long ABS-O CORP US N 2 2054-06-25 Fixed 8.66000000 N N N N N N COLT Funding LLC 2138001HZNOLT1K3WY73 19688NAE8 3288000.00000000 PA USD 3279135.88000000 0.176156666463 Long ABS-MBS CORP US N 2 2068-04-25 Variable 7.89000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 20048FAQ1 5000000.00000000 PA USD 4786026.50000000 0.257107513899 Long ABS-MBS CORP US N 2 2038-12-15 Floating 8.74000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 20048GAG1 5000000.00000000 PA USD 4622597.50000000 0.248328033909 Long ABS-MBS CORP US N 2 2034-06-15 Floating 5.07000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 20048GAJ5 500000.00000000 PA USD 440634.50000000 0.023671085154 Long ABS-MBS CORP US N 2 2034-06-15 Floating 5.32000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 20048GAN6 7400000.00000000 PA USD 5157948.00000000 0.277087305534 Long ABS-MBS CORP US N 2 2034-06-15 Floating 6.17000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 20048GAU0 3065000.00000000 PA USD 2953187.27000000 0.158646559326 Long ABS-MBS CORP US N 2 2034-06-15 Floating 4.87000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754AAJ2 8900000.00000000 PA USD 9070074.55000000 0.487248517832 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 9.13000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754RAJ5 7100000.00000000 PA USD 7202113.62000000 0.386900809608 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 9.63000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAK4 1200000.00000000 PA USD 1183559.88000000 0.063581373462 Long DBT CORP US N 2 2032-07-15 Fixed 9.63000000 N N N N N N COREWEAVE FINANCING DDTL V LLC N/A 21882DAB6 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-11-17 Floating 8.23000000 N N N N N N COX ASSET MEXICO SA CV 4469000001ERQUPOUR24 22389AAA0 300000.00000000 PA USD 304676.66000000 0.016367368336 Long DBT CORP MX N 2 2032-01-08 Fixed 7.13000000 N N N N N N COX ASSET MEXICO SA CV 4469000001ERQUPOUR24 22389AAB8 400000.00000000 PA USD 409600.00000000 0.022003897741 Long DBT CORP MX N 2 2036-05-08 Fixed 7.75000000 N N N N N N CPS Auto Trust N/A 22411GAA9 7730417.11000000 PA USD 7768845.63000000 0.417345910182 Long ABS-O CORP US N 3 2032-06-16 Fixed 11.00000000 N N N N N N DOLP Trust N/A 23345LAC3 309500000.00000000 PA USD 8038612.55000000 0.431837911455 Long ABS-MBS CORP US N 2 2041-05-10 Variable 0.67000000 N N N N N N DOLP Trust N/A 23345LAN9 26400000.00000000 PA USD 22048538.16000000 1.184457468306 Long ABS-MBS CORP US N 2 2041-05-10 Variable 3.70000000 N N N N N N DOLP Trust N/A 23345LAQ2 6000000.00000000 PA USD 4630719.00000000 0.248764324572 Long ABS-MBS CORP US N 2 2041-05-10 Variable 3.70000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAE1 3848253.28000000 PA USD 3843442.96000000 0.206471498697 Long LON CORP US N 2 2032-01-05 Floating 8.11000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAF8 851746.72000000 PA USD 851746.72000000 0.045756220039 Long LON CORP US N 2 2032-01-05 Fixed 1.00000000 N N N N N N DRC INTERNATIONAL BOND N/A 24811WAA6 2500000.00000000 PA USD 2591246.73000000 0.139202949388 Long DBT NUSS CD N 2 2032-04-16 Fixed 8.75000000 N N N N N N DRC INTERNATIONAL BOND N/A 24811WAB4 300000.00000000 PA USD 314535.66000000 0.016896998287 Long DBT NUSS CD N 2 2037-04-16 Fixed 9.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 13900.82000000 0.000746758354 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 78494.40000000 KWD 270000.00000000 USD 2029-07-02 13900.82000000 N N N Deutsche Mortgage and Asset Receiving Corp. 529900JBPP7HAVCM8C23 25160HAN5 5678682.34000000 PA USD 5929965.17000000 0.318560417993 Long ABS-MBS CORP US N 2 2036-11-27 Floating 4.29000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAE2 900000.00000000 PA USD 915098.40000000 0.049159501017 Long DBT CORP US N 2 2032-06-01 Fixed 9.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 3700000.00000000 PA USD 3590850.00000000 0.192902090342 Long DBT CORP US N 2 2026-08-15 Fixed 3.38000000 N N N N Y DISH Network Corp USD XXXX N N N DISH DBS CORP N/A 25470XAY1 14600000.00000000 PA USD 14600000.00000000 0.784318620662 Long DBT CORP US N 2 2026-07-01 None 0.00000000 N N N N N N DISH DBS CORP N/A 25470XBE4 30500000.00000000 PA USD 30193170.92000000 1.621990833520 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N DISH DBS CORP N/A 25470XBF1 13100000.00000000 PA USD 12701039.50000000 0.682305601480 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 25472YAB7 14025000.00000000 PA USD 14046318.00000000 0.754574572544 Long LON CORP US N 2 2033-06-03 Floating 6.14000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 66846.67000000 0.003591033425 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 378655.52000000 KWD 1304000.00000000 USD 2030-05-09 66846.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -834.66000000 -0.00004483831 N/A DFE KW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 60407.00000000 USD 18323.26000000 KWD 2027-06-10 -834.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -830.76000000 -0.00004462880 N/A DFE KW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 60407.00000000 USD 18324.46000000 KWD 2027-06-10 -830.76000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -884.65000000 -0.00004752379 N/A DFE KW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 61996.00000000 USD 18929.24000000 KWD 2026-07-07 -884.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1273.34000000 -0.00006840440 N/A DFE KW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 93008.00000000 USD 28409.60000000 KWD 2026-07-13 -1273.34000000 N N N Duke Funding Ltd 5493002WNDT27IQSJY17 2644EPAQ5 29909825.30000000 PA USD 206168.43000000 0.011075461550 Long ABS-CBDO CORP KY N 2 2049-08-02 Floating 5.10000000 N N N N N N Duke Funding Ltd 5493002WNDT27IQSJY17 2644EPAS1 840369607.80000000 PA USD 110088.42000000 0.005913999844 Long ABS-CBDO CORP KY N 2 2049-08-02 Fixed 0.09000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -406765.77000000 -0.02185164162 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 14936335133.70000000 COP 3915878.44000000 USD 2026-08-18 -406765.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -4444.54000000 -0.00023876270 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 154029492.93000000 COP 40501.14000000 USD 2026-07-13 -4444.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -77817.52000000 -0.00418039246 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2605958202.30000000 COP 682599.00000000 USD 2026-07-13 -77817.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -77817.52000000 -0.00418039246 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2605958202.30000000 COP 682599.00000000 USD 2026-07-13 -77817.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -125848.41000000 -0.00676063365 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4258502712.36000000 COP 1116779.27000000 USD 2026-07-13 -125848.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -65357.43000000 -0.00351103077 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2218155338.75000000 COP 572095.00000000 USD 2026-09-16 -65357.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -215627.92000000 -0.01158362964 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7925355144.00000000 COP 2092889.81000000 USD 2026-07-21 -215627.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1912.25000000 -0.00010272693 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 70194237.18000000 COP 18534.11000000 USD 2026-07-21 -1912.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -55.77000000 -0.00000299598 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7308.64000000 BRL 1360.00000000 USD 2026-07-02 -55.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -195023.70000000 -0.01047676160 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7592453637.00000000 COP 2010181.00000000 USD 2026-08-03 -195023.70000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -165771.12000000 -0.00890529973 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 6490842402.60000000 COP 1719474.00000000 USD 2026-08-03 -165771.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -123105.33000000 -0.00661327415 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4831531375.12000000 COP 1280198.03000000 USD 2026-08-03 -123105.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -54611.74000000 -0.00293376743 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2131321466.40000000 COP 564424.00000000 USD 2026-08-03 -54611.74000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -263.15000000 -0.00001413653 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8692.00000000 USD 151855324.00000000 IDR 2026-09-16 -263.15000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -243.30000000 -0.00001307018 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8611.00000000 USD 150753638.00000000 IDR 2026-09-16 -243.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 104850.10000000 0.005632594918 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1258606.52000000 USD 67335448.82000000 EGP 2026-07-13 104850.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -676401.03000000 -0.03633657005 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 23959000098.70000000 COP 6208925.08000000 USD 2026-09-16 -676401.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -190560.12000000 -0.01023697605 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6787041816.38000000 COP 1759896.75000000 USD 2026-09-16 -190560.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 339640.82000000 0.018245658867 N/A DFE EG N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3655013.53000000 USD 197279355.28000000 EGP 2026-07-13 339640.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 58380.10000000 0.003136205445 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2999590.59000000 USD 143957851.39000000 TRY 2026-07-13 58380.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -111819.99000000 -0.00600702056 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3842824349.34000000 COP 992529.05000000 USD 2026-09-16 -111819.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 45966.28000000 0.002469329405 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2380518.66000000 USD 114319647.61000000 TRY 2026-07-14 45966.28000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -1733251.22000000 -0.09311104151 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 59472988427.16000000 COP 14635902.16000000 USD 2027-03-17 -1733251.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 16709.64000000 0.000897649438 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 839919.96000000 USD 40548815.91000000 TRY 2026-07-20 16709.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 17576.14000000 0.000944198211 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 916278.60000000 USD 44238847.09000000 TRY 2026-07-21 17576.14000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -954794.98000000 -0.05129201929 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 30700116462.94000000 COP 7867789.97000000 USD 2026-09-16 -954794.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -70.14000000 -0.00000376795 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6938.00000000 USD 123732292.00000000 IDR 2026-09-16 -70.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -46.28000000 -0.00000248618 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4251.00000000 USD 75752820.00000000 IDR 2026-09-16 -46.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -46.51000000 -0.00000249853 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4251.00000000 USD 75748569.00000000 IDR 2026-09-16 -46.51000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -61.22000000 -0.00000328876 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5382.00000000 USD 95859878.00000000 IDR 2026-09-16 -61.22000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -52.22000000 -0.00000280528 N/A DFE ID N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 4245.00000000 USD 75537653.00000000 IDR 2026-09-16 -52.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -80004.44000000 -0.00429787479 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4551306.00000000 USD 23426937.37000000 BRL 2026-09-02 -80004.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -60370.89000000 -0.00324315158 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3418035.00000000 USD 17467184.26000000 BRL 2026-08-04 -60370.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -44076.94000000 -0.00236783320 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2102029.00000000 USD 10705843.90000000 BRL 2026-08-04 -44076.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5144329.38000000 0.276355707092 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 229513036.79000000 EUR 267385901.04000000 USD 2026-07-02 5144329.38000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -677086.13000000 -0.03637337394 N/A DFE BR N 2 Banco Santander SA 5493006QMFDDMYWIAM13 35229133.47000000 USD 179746084.79000000 BRL 2026-08-04 -677086.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -734245.73000000 -0.03944401357 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 33245878985.20000000 COP 8819939.24000000 USD 2026-09-16 -734245.73000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 9778.23000000 0.000525290949 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 486418.18000000 CAD 352748.92000000 USD 2026-07-02 9778.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -724220.22000000 -0.03890543863 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 37522458302.20000000 COP 10058966.10000000 USD 2026-09-16 -724220.22000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 754484.62000000 0.040531255922 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 41260103.00000000 GBP 55483945.87000000 USD 2026-07-02 754484.62000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 484.67000000 0.000026036692 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 3481376.00000000 JPY 21896.00000000 USD 2026-07-02 484.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 91.33000000 0.000004906289 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 656993.00000000 JPY 4132.00000000 USD 2026-07-02 91.33000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2956.06000000 0.000158800883 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 85644.87000000 CHF 108952.19000000 USD 2026-07-02 2956.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1500.99000000 0.000080633863 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 97000.00000000 GBP 130166.63000000 USD 2026-07-02 1500.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4.94000000 0.000000265379 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6658.00000000 USD 120040411.00000000 IDR 2026-09-16 4.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 144090.60000000 0.007740612372 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6179000.00000000 EUR 7204215.35000000 USD 2026-07-02 144090.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 41352.72000000 0.002221486870 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1747000.00000000 EUR 2037474.74000000 USD 2026-07-02 41352.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -20677.82000000 -0.00111082186 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 80695589.37000000 TRY 1692121.65000000 USD 2026-07-14 -20677.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -20.46000000 -0.00000109912 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6452.00000000 USD 115871468.00000000 IDR 2026-09-16 -20.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -161537.41000000 -0.00867786291 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8181446.07000000 USD 7019000.00000000 EUR 2026-07-02 -161537.41000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 22.04000000 0.000001183998 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5443.00000000 USD 98458971.00000000 IDR 2026-09-16 22.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 44.70000000 0.000002401304 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5153.00000000 USD 93642532.00000000 IDR 2026-09-16 44.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 46.83000000 0.000002515728 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4909.00000000 USD 89284892.00000000 IDR 2026-09-16 46.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11242.77000000 -0.00060396670 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 41439492.15000000 TRY 864203.16000000 USD 2026-07-20 -11242.77000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -64319.77000000 -0.00345528721 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3505830.65000000 USD 3012000.00000000 EUR 2026-07-02 -64319.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -40470.68000000 -0.00217410328 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2209125.28000000 USD 1898000.00000000 EUR 2026-07-02 -40470.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -69309.80000000 -0.00372335388 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3586232.28000000 USD 3078000.00000000 EUR 2026-07-02 -69309.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 36708.25000000 0.001971983836 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1636000.00000000 EUR 1906001.68000000 USD 2026-07-02 36708.25000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 5133.95000000 0.000275798122 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 556372.00000000 GBP 743133.56000000 USD 2026-07-02 5133.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -17605.34000000 -0.00094576684 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2326799.73000000 USD 2021000.00000000 EUR 2026-07-02 -17605.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 23015.59000000 0.001236407931 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2683000.00000000 EUR 3088611.11000000 USD 2026-07-02 23015.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 25223.26000000 0.001355004965 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1766000.00000000 EUR 2043054.67000000 USD 2026-07-02 25223.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 5321.31000000 0.000285863186 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 403000.00000000 GBP 539880.64000000 USD 2026-07-02 5321.31000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 53593.82000000 0.002879084313 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3873000.00000000 EUR 4478883.21000000 USD 2026-07-02 53593.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7317.93000000 0.000393122518 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 209521.00000000 USD 744428113.00000000 COP 2026-07-21 7317.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7469.07000000 -0.00040124182 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 766134488.60000000 COP 209521.00000000 USD 2026-11-17 -7469.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 6138.89000000 0.000329783954 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 206809.00000000 USD 731069815.00000000 COP 2026-07-21 6138.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -6236.05000000 -0.00033500343 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 752205694.80000000 COP 206809.00000000 USD 2026-11-17 -6236.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5837.69000000 0.000313603354 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 206809.00000000 USD 730035770.00000000 COP 2026-07-21 5837.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -5931.47000000 -0.00031864125 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 751130288.00000000 COP 206809.00000000 USD 2026-11-17 -5931.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5837.69000000 0.000313603354 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 206809.00000000 USD 730035770.00000000 COP 2026-07-21 5837.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -5931.47000000 -0.00031864125 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 751130288.00000000 COP 206809.00000000 USD 2026-11-17 -5931.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 25454.07000000 0.001367404183 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2187000.00000000 EUR 2524320.04000000 USD 2026-07-02 25454.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 20056.00000000 0.001077417414 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 904540.00000000 USD 3168603620.00000000 COP 2026-07-13 20056.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3332.46000000 0.000179021262 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 212228.00000000 USD 740039036.00000000 COP 2026-07-21 3332.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 15455.16000000 0.000830258203 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 897929.00000000 USD 3130180494.00000000 COP 2026-07-13 15455.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -20306.84000000 -0.00109089265 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3265389400.00000000 COP 904540.00000000 USD 2026-11-17 -20306.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 13084.60000000 0.000702910645 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 800937.00000000 USD 2789663571.00000000 COP 2026-07-13 13084.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3332.45000000 0.000179020725 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 212227.00000000 USD 740035549.00000000 COP 2026-07-21 3332.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3413.97000000 -0.00018340001 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 756292137.20000000 COP 212227.00000000 USD 2026-10-19 -3413.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -15835.02000000 -0.00085066445 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3226258897.00000000 COP 897929.00000000 USD 2026-11-17 -15835.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -13296.57000000 -0.00071429776 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2874843220.95000000 COP 800937.00000000 USD 2026-11-17 -13296.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3427.08000000 -0.00018410429 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 761421007.00000000 COP 212228.00000000 USD 2026-11-17 -3427.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 296.41000000 0.000015923279 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 55291.31000000 USD 2594904.12000000 TRY 2026-07-02 296.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -17634.15000000 -0.00094731453 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1280207.03000000 USD 1105000.00000000 EUR 2026-07-02 -17634.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13679.38000000 -0.00073486249 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1212790.13000000 USD 904000.00000000 GBP 2026-07-02 -13679.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -20472.21000000 -0.00109977640 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1235055.90000000 USD 1063000.00000000 EUR 2026-07-02 -20472.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4263.14000000 0.000229017814 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 839207.70000000 USD 39492359.08000000 TRY 2026-07-06 4263.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -69898.12000000 -0.00375495870 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6329718.00000000 USD 102697775.63000000 ZAR 2026-07-21 -69898.12000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -41710.00000000 -0.00224068011 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2584000.00000000 USD 13124063.65000000 BRL 2026-07-02 -41710.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 28757.40000000 0.001544860568 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1577000.00000000 EUR 1830637.43000000 USD 2026-07-02 28757.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 43679.10000000 0.002346461059 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2398000.00000000 EUR 2783633.65000000 USD 2026-07-02 43679.10000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -64898.96000000 -0.00348640156 N/A DFE ZA N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4887024.00000000 USD 79111144.51000000 ZAR 2026-07-21 -64898.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 6622.71000000 0.000355774984 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1037840.23000000 USD 3585737994.65000000 COP 2026-07-21 6622.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -7013.12000000 -0.00037674798 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3694192298.69000000 COP 1037840.23000000 USD 2026-11-23 -7013.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -30594.68000000 -0.00164356008 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 374610616.96000000 TRY 7883385.95000000 USD 2026-07-20 -30594.68000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 72841.74000000 0.003913091304 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4077000.00000000 EUR 4731221.51000000 USD 2026-07-02 72841.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 5914.98000000 0.000317755407 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 394000.00000000 GBP 528536.26000000 USD 2026-07-02 5914.98000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3102.48000000 0.000166666632 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 24108359.48000000 HKD 3082398.00000000 USD 2026-08-19 3102.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -34267.27000000 -0.00184085328 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4144480.00000000 USD 67431605.53000000 ZAR 2026-07-21 -34267.27000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 15601.20000000 0.000838103538 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 171524.25000000 KWD 577037.00000000 USD 2031-06-25 15601.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -25543.59000000 -0.00137221323 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 304027509.13000000 TRY 6387280.15000000 USD 2026-07-22 -25543.59000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -29.12000000 -0.00000156433 N/A DFE ZA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2099758.00000000 USD 34447873.84000000 ZAR 2026-07-21 -29.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2607.02000000 0.000140050296 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 25546818.36000000 HKD 3265633.00000000 USD 2026-08-19 2607.02000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 522.13000000 0.000028049060 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 6876802.33000000 HKD 878877.48000000 USD 2026-08-19 522.13000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 40350.03000000 0.002167621909 N/A DFE ZA N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 6829261.36000000 USD 112701934.37000000 ZAR 2026-07-21 40350.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8183.12000000 -0.00043960091 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2554780.69000000 USD 13436358.08000000 BRL 2026-10-02 -8183.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8066.74000000 0.000433348930 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13146901.43000000 BRL 2554780.69000000 USD 2026-07-02 8066.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2825.28000000 0.000151775322 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1617761.17000000 USD 76830875.26000000 TRY 2026-07-22 2825.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3323.61000000 0.000178545836 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1695862.08000000 USD 80871592.53000000 TRY 2026-07-27 3323.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -34.01000000 -0.00000182703 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 209437779.00000000 IDR 11591.00000000 USD 2026-09-16 -34.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 35.45000000 0.000001904390 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11591.00000000 USD 210863472.00000000 IDR 2026-12-16 35.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -25.38000000 -0.00000136342 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 122732715.00000000 IDR 6787.00000000 USD 2026-09-16 -25.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 29839.96000000 0.001603016182 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4010526.56000000 USD 3046000.00000000 GBP 2026-07-02 29839.96000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 26.18000000 0.000001406401 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6787.00000000 USD 123567516.00000000 IDR 2026-12-16 26.18000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2.14000000 -0.00000011496 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1960774.00000000 COP 569.00000000 USD 2026-07-21 -2.14000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2.35000000 0.000000126243 N/A DFE CO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 569.00000000 USD 2007090.60000000 COP 2026-10-26 2.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1114.37000000 -0.00005986446 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 472524.92000000 CAD 332535.00000000 USD 2026-08-04 -1114.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -28.96000000 -0.00000155574 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 316326581.00000000 IDR 17529.00000000 USD 2026-09-16 -28.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 27.90000000 0.000001498800 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 17529.00000000 USD 318421297.00000000 IDR 2026-12-16 27.90000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -125.04000000 -0.00000671720 N/A DFE JP N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 25573.90000000 USD 4137857.00000000 JPY 2026-07-02 -125.04000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 125.69000000 0.000006752123 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 4127029.00000000 JPY 25573.90000000 USD 2026-08-04 125.69000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -26265.54000000 -0.00141099671 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2662000.00000000 GBP 3504744.21000000 USD 2026-07-02 -26265.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4424.60000000 0.000237691518 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2977822.26000000 USD 142048375.23000000 TRY 2026-07-28 4424.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1113.73000000 0.000059830080 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 332535.00000000 USD 473197.31000000 CAD 2026-07-02 1113.73000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 501175.84000000 0.026923393393 N/A DFE XX N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 271940385.08000000 USD 238440036.79000000 EUR 2026-07-02 501175.84000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -499826.52000000 -0.02685090731 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 238440036.79000000 EUR 272307105.86000000 USD 2026-08-04 -499826.52000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -189897.55000000 -0.01020138249 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 41422475.00000000 GBP 54753743.52000000 USD 2026-08-04 -189897.55000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 189919.66000000 0.010202570258 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 54754919.92000000 USD 41422475.00000000 GBP 2026-07-02 189919.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6738.04000000 -0.00036197056 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1392000.00000000 GBP 1839680.28000000 USD 2026-07-02 -6738.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 13045.12000000 0.000700789761 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6847171.77000000 USD 5996000.00000000 EUR 2026-08-04 13045.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 750.99000000 0.000040343523 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1207679.09000000 USD 57648561.36000000 TRY 2026-07-30 750.99000000 N N N EAST LANE RE VII LTD N/A 27332EAC5 450000.00000000 PA USD 452092.50000000 0.024286614110 Long DBT CORP KY N 2 2032-03-31 Floating 12.05000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AW9 16600000.00000000 PA USD 17392401.00000000 0.934327668652 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N Encore Credit Receivables Trust N/A 29256PAL8 6338964.06000000 PA USD 6032108.12000000 0.324047583586 Long ABS-O CORP US N 2 2035-10-25 Floating 5.52000000 N N N N N N EVERGLADES RE II LTD 5493000EE11S6ONK0372 30014LAX2 250000.00000000 PA USD 249800.00000000 0.013419369276 Long DBT CORP BM N 2 2033-05-22 Floating 9.29000000 N N N N N N EVERGLADES RE II LTD 5493000EE11S6ONK0372 30014LAY0 250000.00000000 PA USD 249775.00000000 0.013418026265 Long DBT CORP BM N 2 2033-05-22 Floating 10.29000000 N N N N N N EVERGLADES RE II LTD 5493000EE11S6ONK0372 30014LAZ7 250000.00000000 PA USD 249725.00000000 0.013415340242 Long DBT CORP BM N 2 2033-05-22 Floating 12.04000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165JAN6 12395.00000000 PA USD 511126.28000000 0.027457935542 Long ABS-O CORP US N 2 2033-12-15 None 0.00000000 N N N N N N FBR Securitization Trust N/A 30246QAN3 4000000.00000000 PA USD 40.00000000 0.000002148818 Long ABS-O CORP US N 2 2035-09-25 Floating 5.64000000 N N N N N N FBR Securitization Trust N/A 30246QBJ1 4000000.00000000 PA USD 40.00000000 0.000002148818 Long ABS-O CORP US N 2 2035-10-25 Floating 5.56000000 N N N N N N FBR Securitization Trust N/A 30246QCW1 1000000.00000000 PA USD 10.00000000 0.000000537204 Long ABS-O CORP US N 2 2035-11-25 Floating 7.14000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491BA2 600000.00000000 PA USD 624893.68000000 0.033569571860 Long DBT CORP US N 2 2031-06-01 Fixed 8.00000000 N N N N N N FAIRFAX INDIA HOLDINGS 549300K2JHXU7AX7CV78 303897AA0 18350000.00000000 PA USD 17678522.12000000 0.949698224966 Long DBT CORP CA N 2 2028-02-26 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAPX7 971066.06000000 PA USD 60192.60000000 0.003233573767 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCK33 8888944.31000000 PA USD 1169404.62000000 0.062820946476 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCYT1 8787845.21000000 PA USD 1235970.88000000 0.066396916149 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDHS0 3389104.17000000 PA USD 565097.53000000 0.030357295566 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDWU8 5413238.90000000 PA USD 905214.80000000 0.048628549543 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGB75 19557717.20000000 PA USD 4675266.43000000 0.251157432712 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARYF7 1268479.13000000 PA USD 109551.06000000 0.005885132621 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 2.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F63T2 11941342.47000000 PA USD 1212151.34000000 0.065117319659 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8PA5 6469001.33000000 PA USD 679330.53000000 0.036493944127 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8XG3 4059206.16000000 PA USD 320819.36000000 0.017234561501 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBQG4 164012.13000000 PA USD 22688.67000000 0.001218845641 Long ABS-MBS USGSE US N 2 2047-11-15 Floating 2.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFMC8 9371465.00000000 PA USD 1464703.75000000 0.078684549649 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFME4 7746476.92000000 PA USD 1363393.88000000 0.073242137491 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FV3C4 5933887.03000000 PA USD 511361.62000000 0.027470578113 Long ABS-MBS USGSE US N 2 2043-03-15 Floating 2.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXUX4 4729582.52000000 PA USD 1105357.35000000 0.059380298088 Long ABS-MBS USGSE US N 2 2048-11-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYKD7 4312797.86000000 PA USD 714678.91000000 0.038392875130 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYR32 5899785.39000000 PA USD 602809.98000000 0.032383225481 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0ZX9 6095643.54000000 PA USD 1101799.15000000 0.059189149970 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H24K7 3400622.42000000 PA USD 756406.91000000 0.040634522213 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H26C3 7585514.33000000 PA USD 974019.48000000 0.052324768154 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 3.00000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395Q3H1 1882464.01000000 PA USD 368338.17000000 0.019787293522 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 5.00000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31397VFZ5 1465959.93000000 PA USD 49325.61000000 0.002649794136 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 3.50000000 N N N N N N Fieldstone Mortgage Investment Corp. 549300VDVZHMT2SH4W85 31659TBT1 2283694.56000000 PA USD 1847584.03000000 0.099253051915 Long ABS-O CORP US N 2 2034-08-25 Floating 6.69000000 N N N N N N Finastra USA Inc 549300ZB2RO6QC7YTK71 31772YAB2 900000.00000000 PA USD 792000.00000000 0.042546599148 Long LON CORP US N 2 2033-09-15 Floating 10.75000000 N N N N N N Finastra USA Inc 549300ZB2RO6QC7YTK71 31772YAD8 13167000.00000000 PA USD 12172891.50000000 0.653933251421 Long LON CORP US N 2 2032-09-15 Floating 7.75000000 N N N N N N First Citizens Loan Trust N/A 31960CAH9 10200000.00000000 PA USD 591977.09000000 0.031801277718 Long ABS-MBS CORP US N 3 2053-05-27 Fixed 1.92000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027LAF2 5811085.06000000 PA USD 4882562.58000000 0.262293475893 Long ABS-O CORP US N 2 2036-10-25 Floating 4.07000000 N N N N N N First NLC Trust N/A 32113JBV6 7780810.12000000 PA USD 7068576.55000000 0.379727137653 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.78000000 N N N N N N Flagship Credit Auto Trust N/A 33843WAL5 10000.00000000 PA USD 351750.07000000 0.018896173268 Long ABS-O CORP US N 3 2028-04-17 None 0.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563P4Q9 5392100.89000000 PA USD 4067375.47000000 0.218501254681 Long ABS-MBS USGSE US N 2 2060-11-25 Variable 10.45000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563P6P9 3263000.00000000 PA USD 3043820.37000000 0.163515410557 Long ABS-MBS USGSE US N 2 2061-03-25 Variable 4.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PDN6 4917078.52000000 PA USD 994860.20000000 0.053444341083 Long ABS-MBS USGSE US N 2 2057-06-25 Variable 2.69000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PEX3 18093588.96000000 PA USD 7903639.72000000 0.424587109822 Long ABS-MBS USGSE US N 2 2057-05-25 Variable 3.40000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PWQ8 5210051.96000000 PA USD 5094996.30000000 0.273705511664 Long ABS-MBS USGSE US N 2 2060-09-25 Fixed 4.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PWX3 4176963.93000000 PA USD 3159616.75000000 0.169736044601 Long ABS-MBS USGSE US N 2 2060-09-25 Variable 10.93000000 N N N N N N Freddie Mac - STACR 5493000IT1PBTE7DAT80 35564KBE8 1700000.00000000 PA USD 1895793.42000000 0.101842882207 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 8.38000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLV9 23500000.00000000 PA USD 23941069.15000000 1.286125091295 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 11.13000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KNE5 14300000.00000000 PA USD 14656862.22000000 0.787373284905 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 11.43000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQZ5 4800000.00000000 PA USD 4948805.76000000 0.265852089562 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 10.73000000 N N N N N N Fremont Home Loan Trust N/A 35729PHQ6 7208644.59000000 PA USD 6217716.19000000 0.334018533274 Long ABS-O CORP US N 2 2035-01-25 Floating 4.81000000 N N N N N N GSC ABS CDO Ltd 549300IG2DMNW88NH917 3622X4AJ2 1500000.00000000 PA USD 0.02000000 0.000000001074 Long ABS-CBDO CORP KY N 3 2045-06-08 Floating 8.00000000 N N N N N N GSAMP Trust N/A 362341BT5 1133021.23000000 PA USD 1095855.64000000 0.058869861918 Long ABS-O CORP US N 2 2035-06-25 Floating 5.56000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 362341YH6 8077612.37000000 PA USD 7577984.58000000 0.407092768026 Long ABS-O CORP US N 2 2035-11-25 Floating 4.69000000 N N N N N N GSAMP Trust N/A 362437AF2 17064360.66000000 PA USD 14275085.11000000 0.766864045432 Long ABS-O CORP US N 2 2036-08-25 Floating 4.21000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 36256AAN2 10782000.00000000 PA USD 10676498.13000000 0.573546321015 Long ABS-MBS CORP US N 2 2032-11-15 Floating 6.47000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 36257CAA5 2783612.85000000 PA USD 2494269.66000000 0.133993297211 Long ABS-MBS CORP US N 2 2034-05-10 Fixed 2.86000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 36257CAG2 1116000.00000000 PA USD 880945.51000000 0.047324792279 Long ABS-MBS CORP US N 2 2034-05-10 Fixed 3.10000000 N N N N N N GS Mortgage-Backed Securities Trust 254900X1ABPQ6D4G6D07 36261WAH0 129216.75000000 PA USD 123323.21000000 0.006624978764 Long ABS-MBS CORP US N 2 2060-12-25 None 0.00000000 N N N N N N GS Mortgage-Backed Securities Trust 254900X1ABPQ6D4G6D07 36261WAP2 34467607.90000000 PA USD 23315520.30000000 1.252520323405 Long ABS-MBS CORP US N 2 2060-12-25 Variable 3.91000000 N N N N N N GS Mortgage-Backed Securities Trust 254900X1ABPQ6D4G6D07 36261WAQ0 125552614.37000000 PA USD 1003749.21000000 0.053921862731 Long ABS-MBS CORP US N 2 2060-12-25 Variable 0.17000000 N N N N N N GS Mortgage-Backed Securities Trust 254900X1ABPQ6D4G6D07 36261WAR8 146431566.35000000 PA USD 4754442.60000000 0.255410812469 Long ABS-MBS CORP US N 2 2060-12-25 Variable 0.00000000 N N N N N N GS Mortgage-Backed Securities Trust 254900W4Z6DJOVCWAH28 36274UAL0 4034168.00000000 PA USD 3737402.50000000 0.200774957099 Long ABS-MBS CORP US N 2 2066-05-25 Variable 7.18000000 N N N N N N GS Mortgage-Backed Securities Trust 254900W4Z6DJOVCWAH28 36274UAM8 325243111.13000000 PA USD 10838759.20000000 0.582263059276 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.77000000 N N N N N N GAIA PURCHASER INC N/A 36276MAA0 400000.00000000 PA USD 404834.96000000 0.021747917631 Long DBT CORP US N 2 2033-07-15 Fixed 7.63000000 N N N N N N GSR Mortgage Loan Trust N/A 36298NAU8 3899142.65000000 PA USD 934935.64000000 0.050225166546 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25000000 N N N N N N Galaxy US Opco Inc N/A 36321DAB3 14843925.55000000 PA USD 13647208.27000000 0.733134216864 Long LON CORP US N 2 2030-07-31 Floating 5.66000000 N N Y N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAU0 250000.00000000 PA USD 250275.00000000 0.013444886492 Long DBT CORP BM N 2 2029-07-06 Floating 5.55000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CBA3 1800000.00000000 PA USD 1800000.00000000 0.096696816246 Long DBT CORP BM N 2 2029-07-06 Floating 5.55000000 N N N N N N GOLDEN BEAR RE LTD N/A 38090EAA8 1080000.00000000 PA USD 1108134.00000000 0.059529460985 Long DBT CORP BM N 2 2029-01-08 Floating 13.30000000 N N N N N N GOLDEN BEAR RE LTD N/A 38090EAB6 500000.00000000 PA USD 504275.00000000 0.027089881673 Long DBT CORP BM N 2 2032-03-08 Floating 13.29000000 N N N N N N GREENGROVE RE LTD 254900WH3CK41D9L7T70 39526JAA9 300000.00000000 PA USD 306180.00000000 0.016448128443 Long DBT CORP BM N 2 2032-04-08 Floating 11.27000000 N N N N N N Greenwood Park CLO, Ltd N/A 39729TAB0 27000000.00000000 PA USD 1039500.00000000 0.055842411382 Long ABS-CBDO CORP KY N 2 2031-04-15 Variable 0.00000000 N N N N N N HERBIE RE LTD N/A 42703VAN3 250000.00000000 PA USD 250150.00000000 0.013438171435 Long DBT CORP BM N 2 2030-01-07 Floating 7.76000000 N N N N N N HESTIA RE LTD 549300QRKQ1ZKOXEMZ38 42815KAA0 67056.14000000 PA USD 37551.44000000 0.002017280385 Long DBT CORP BM N 2 2029-04-22 Floating 3.62000000 N N N N N N HESTIA RE LTD 549300QRKQ1ZKOXEMZ38 42815KAC6 250000.00000000 PA USD 256125.00000000 0.013759151145 Long DBT CORP BM N 2 2032-03-13 Floating 10.27000000 N N N N N N HESTIA RE LTD 549300QRKQ1ZKOXEMZ38 42815KAD4 250000.00000000 PA USD 255450.00000000 0.013722889838 Long DBT CORP BM N 2 2032-03-13 Floating 11.77000000 N N N N N N HESTIA RE LTD 549300QRKQ1ZKOXEMZ38 42815KAG7 250000.00000000 PA USD 186300.00000000 0.010008120481 Long DBT CORP BM N 2 2027-04-16 Floating 3.52000000 N N N N N N Houghton Mifflin Harcourt Publishing Company 549300L3IA0HX4NLPQ61 44157YAE4 199483.20000000 PA USD 158496.38000000 0.008514497406 Long LON CORP US N 2 2029-04-09 None 0.00000000 N N N N N N The Huntington National Bank N/A 44644NAK5 456373.07000000 PA USD 455522.12000000 0.024470854852 Long ABS-O CORP US N 2 2032-10-20 Floating 7.61000000 N N N N N N The Huntington National Bank N/A 44644NAL3 522862.17000000 PA USD 515527.25000000 0.027694357646 Long ABS-O CORP US N 2 2032-10-20 Floating 11.11000000 N N N N N N IIFL FINANCE LTD 335800CZ46UJRS34JR78 44964HAB0 800000.00000000 PA USD 804438.70000000 0.043214811752 Long DBT CORP IN N 2 2029-09-10 Fixed 7.60000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174UAJ7 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2029-05-01 Floating 9.53000000 N N N N N N INCORA INTERMEDIATE II N/A 45338XAA3 31962350.00000000 PA USD 31962350.00000000 1.717031935967 Long DBT CORP US N 3 2030-01-31 Variable 11.69000000 N N Y N N N INTEGRITY RE III 254900VWHVNG2WMBWC74 45870GAE6 400000.00000000 PA USD 414280.00000000 0.022255309463 Long DBT CORP BM N 2 2028-06-06 Floating 15.77000000 N N N N N N INTEGRITY RE III 254900VWHVNG2WMBWC74 45870GAF3 300000.00000000 PA USD 313815.00000000 0.016858284105 Long DBT CORP BM N 2 2027-06-06 Floating 29.02000000 N N N N N N ION PLATFORM FINANCE US 213800FKHT3BRRKMCC89 46205QAB4 4300000.00000000 PA USD 3120918.93000000 0.167657180162 Long DBT CORP US N 2 2032-09-30 Fixed 7.88000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAB8 2700000.00000000 PA USD 2466388.44000000 0.132495505430 Long DBT CORP US N 2 2029-05-30 Fixed 9.50000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAD4 3500000.00000000 PA USD 3126401.60000000 0.167951711681 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 5100000.00000000 PA USD 4542027.36000000 0.243999769452 Long DBT CORP US N 2 2029-08-01 Fixed 9.00000000 N N N N N N Ivanti Software Inc 254900GHAXAYKWDX9F60 46583DAH2 11215851.09000000 PA USD 4963014.11000000 0.266615368567 Long LON CORP US N 2 2029-06-01 Floating 8.41000000 N N N N N N Ivanti Software Inc 254900GHAXAYKWDX9F60 46583VAB5 1498989.33000000 PA USD 1455893.39000000 0.078211253114 Long LON CORP US N 2 2029-06-01 Floating 9.41000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46592FAA1 700000.00000000 PA USD 651476.63000000 0.034997619988 Long ABS-MBS CORP US N 2 2040-01-05 Fixed 1.97000000 N N N N N N J&J Ventures Gaming, LLC 549300BYPH8FLKS5ZS70 46604BAG3 2544675.00000000 PA USD 2544675.00000000 0.136701094933 Long LON CORP US N 3 2028-04-26 Floating 8.76000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 466287AA7 10178913.80000000 PA USD 9025861.71000000 0.484873384018 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.04000000 N N N N N N JP Morgan ReRemic 5493004MQHFTPQUDN572 46644BAH3 9673909.32000000 PA USD 8124029.09000000 0.436426526718 Long ABS-MBS CORP US N 2 2046-12-27 Floating 4.06000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WAG8 5012000.00000000 PA USD 2581180.00000000 0.138662160087 Long ABS-MBS CORP US N 2 2033-07-05 Floating 6.10000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WAL7 10000000.00000000 PA USD 3860000.00000000 0.207360950394 Long ABS-MBS CORP US N 2 2033-07-05 Floating 6.45000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WAU7 7745000.00000000 PA USD 7330158.44000000 0.393779435403 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649JAL2 1234177.22000000 PA USD 1192126.09000000 0.064041554148 Long ABS-MBS CORP US N 2 2035-02-15 Floating 5.97000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652DAE5 1700000.00000000 PA USD 53496.45000000 0.002873853553 Long ABS-MBS CORP US N 2 2036-12-15 Floating 5.49000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652WAA1 7000000.00000000 PA USD 6618949.40000000 0.355572963263 Long ABS-MBS CORP US N 2 2042-03-05 Fixed 2.29000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46653DAG9 25550000.00000000 PA USD 13986923.37000000 0.751383866086 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.84000000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 5024000.00000000 PA USD 4557109.13000000 0.244809968975 Long DBT CORP XX N 2 2031-09-20 Fixed 9.88000000 N N N N N N KKR Financial CLO Ltd 5493005MGEI63K1CMN61 48254MAC7 10000000.00000000 PA USD 1635231.80000000 0.087845393824 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.00000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AR5 2000000.00000000 PA USD 1992164.00000000 0.107019953466 Long DBT NUSS KE N 2 2034-02-26 Fixed 7.88000000 N N N N N N LOCKE TAVERN RE LTD N/A 539694AB5 300000.00000000 PA USD 298515.00000000 0.016036361167 Long DBT CORP BM N 2 2033-04-11 Floating 6.80000000 N N N N N N LOCKE TAVERN RE LTD N/A 539694AC3 300000.00000000 PA USD 300630.00000000 0.016149979926 Long DBT CORP BM N 2 2033-04-11 Floating 7.80000000 N N N N N N LONG POINT RE IV LTD 254900AFEMV23AH77Q24 54279PAB1 500000.00000000 PA USD 499950.00000000 0.026857540712 Long DBT CORP BM N 2 2034-06-01 Floating 7.29000000 N N N N N N LONGLEAF PINE RE LTD N/A 54307MAA6 280000.00000000 PA USD 285950.00000000 0.015361363669 Long DBT CORP BM N 2 2031-05-27 Floating 21.45000000 N N N N N N LUCA RE LTD 2549001YET1TWKCC6Y26 54930CAA3 700000.00000000 PA USD 727965.00000000 0.039106609910 Long DBT CORP BM N 2 2031-07-22 Floating 10.80000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AF9 11682844.00000000 PA USD 11575595.49000000 0.621846238908 Long DBT CORP US N 2 2030-12-31 Fixed 11.50000000 N N Y N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AG7 13500000.00000000 PA USD 11272147.52000000 0.605544876355 Long DBT CORP US N 2 2030-12-31 Fixed 5.75000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAP6 283246.92000000 PA USD 284191.55000000 0.015266898938 Long LON CORP US N 2 2030-12-31 Floating 7.41000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAQ4 5712425.97000000 PA USD 5044386.31000000 0.270986720051 Long LON CORP US N 2 2030-12-31 Floating 8.26000000 N N N N N N MNSN Holdings Inc N/A 55339C109 8417.00000000 NS USD 707028.00000000 0.037981864775 Long EC CORP US Y 1 N N N MRCD Mortgage Trust N/A 55348UAU2 15715000.00000000 PA USD 10290339.15000000 0.552801685498 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N MRCD Mortgage Trust N/A 55348UAW8 13000000.00000000 PA USD 6312280.00000000 0.339098544029 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N Morgan Stanley Mortgage Capital Holdings LLC N/A 55375KAE6 8400000.00000000 PA USD 7987474.32000000 0.429090742550 Long ABS-MBS CORP US N 2 2039-09-13 Fixed 3.69000000 N N N N N N Morgan Stanley Mortgage Capital Holdings LLC N/A 55375KAJ5 3000000.00000000 PA USD 2794002.00000000 0.150095054436 Long ABS-MBS CORP US N 2 2039-09-13 Variable 3.86000000 N N N N N N Morgan Stanley Mortgage Capital Holdings LLC N/A 55375KAS5 3000000.00000000 PA USD 2881796.10000000 0.154811393300 Long ABS-MBS CORP US N 2 2039-09-13 Fixed 3.40000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55820UAC9 5600000.00000000 PA USD 341040.00000000 0.018320823451 Long ABS-CBDO CORP KY N 2 2047-07-27 Variable 0.00000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 57108R101 37840.00000000 PA USD 2815.25000000 0.000151236506 Long ABS-O CORP US N 3 2030-09-16 None 0.00000000 N N N N N N MASTR Asset Backed Securities Trust N/A 57643LQE9 6454159.61000000 PA USD 5342551.96000000 0.287004313978 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.35000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAF4 1091687.66000000 PA USD 973239.55000000 0.052282869960 Long LON CORP US N 2 2029-03-01 Floating 6.64000000 N N N N N N Mill City Mortgage Trust N/A 59980TAH9 20617238.00000000 PA USD 15667684.48000000 0.841675115090 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.88000000 N N N N N N Mill City Mortgage Trust N/A 59980TAJ5 122821077.21000000 PA USD 3576500.64000000 0.192131236216 Long ABS-MBS CORP US N 2 2057-04-25 Variable 0.00000000 N N N N N N Mill City Mortgage Trust N/A 59980TAK2 122005346.85000000 PA USD 364814.29000000 0.019597989091 Long ABS-MBS CORP US N 2 2057-04-25 Variable 0.00000000 N N N N N N Mill City Mortgage Trust N/A 59981HAH4 16205000.00000000 PA USD 11293024.67000000 0.606666406320 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.81000000 N N N N N N Mill City Mortgage Trust N/A 59981HAK7 95689189.38000000 PA USD 221998.92000000 0.011925882652 Long ABS-MBS CORP US N 2 2058-11-25 Variable 0.00000000 N N N N N N Mill City Mortgage Trust N/A 59981HAL5 95689189.38000000 PA USD 366489.60000000 0.019687987504 Long ABS-MBS CORP US N 2 2058-11-25 Variable 0.00000000 N N N N N N Montauk Point CDO Ltd 549300MLKGLRDNIGTC32 612180AA7 213556426.87000000 PA USD 20919133.35000000 1.123785329761 Long ABS-CBDO CORP KY N 2 2042-10-06 Floating 7.07000000 N N N N N N Montauk Point CDO Ltd 54930046COUSLUSBKU90 612181AA5 327058386.20000000 PA USD 10157452.30000000 0.545662943656 Long ABS-CBDO CORP KY N 2 2046-04-06 Floating 7.06000000 N N N N N N Montauk Point CDO Ltd 54930046COUSLUSBKU90 612181AC1 4400000.00000000 PA USD 0.04000000 0.000000002148 Long ABS-CBDO CORP KY N 2 2046-04-06 Floating 7.17000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691KAN1 2055316.66000000 PA USD 2058031.32000000 0.110558375765 Long ABS-MBS CORP US N 2 2034-11-15 Floating 7.07000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61692AAN2 4294000.00000000 PA USD 45087.00000000 0.002422094085 Long ABS-MBS CORP US N 2 2036-12-15 Floating 5.98000000 N N N N N N Morgan Stanley Home Equity Loan Trust 549300C5U61AIRK1S645 61744CQQ2 5340537.20000000 PA USD 5321148.91000000 0.285854532426 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.83000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CRX6 348920.79000000 PA USD 329513.85000000 0.017701633446 Long ABS-O CORP US N 2 2035-06-25 Floating 5.56000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CSL1 9606195.51000000 PA USD 7810562.22000000 0.419586944314 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.87000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61759HAZ0 2231630.98000000 PA USD 2357242.12000000 0.126632115625 Long ABS-MBS CORP US N 2 2037-03-26 Variable 3.06000000 N N N N N N MOUNTAIN RE LTD N/A 62426LAB5 250000.00000000 PA USD 249962.50000000 0.013428098850 Long DBT CORP BM N 2 2033-06-07 Floating 10.77000000 N N N N N N Myers Park CLO LTD N/A 62848GAC4 13000000.00000000 PA USD 1777338.29000000 0.095479418908 Long ABS-CBDO CORP KY N 3 2030-10-20 Variable 0.00000000 N N N N N N NATIONAL MENTOR HOLDINGS 5493004QULJVJP3CNZ62 63688RAF4 700000.00000000 PA USD 738283.70000000 0.039660935153 Long DBT CORP US N 2 2030-12-15 Fixed 10.50000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63873VAA1 790000.00000000 PA USD 729807.61000000 0.039205595755 Long ABS-MBS CORP US N 2 2036-08-15 Fixed 3.05000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63874AAA6 269169.98000000 PA USD 266741.77000000 0.014329488843 Long ABS-MBS CORP US N 2 2038-08-15 Floating 4.84000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63874EAA8 4250000.00000000 PA USD 4075141.40000000 0.218918443962 Long ABS-MBS CORP US N 2 2037-04-10 Fixed 3.86000000 N N N N N N NATURE COAST RE LTD N/A 63901CAE1 250000.00000000 PA USD 259600.00000000 0.013945829720 Long DBT CORP BM N 2 2033-04-10 Floating 13.27000000 N N N N N N NATURE COAST RE LTD N/A 63901CAF8 400000.00000000 PA USD 403320.00000000 0.021666533293 Long DBT CORP BM N 2 2030-02-26 Floating 11.79000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VKY6 17592046.75000000 PA USD 18441429.47000000 0.990681953763 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.78000000 N N N N N N New Orleans Hotel Trust N/A 647622AJ8 11978000.00000000 PA USD 11799588.89000000 0.633879265930 Long ABS-MBS CORP US N 2 2032-04-15 Floating 6.36000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64830NAK7 5000000.00000000 PA USD 3999269.00000000 0.214842544228 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.96000000 N N N N N N NEWFOLD DIGITAL HLDGS GR 549300UTQC2651SB0W88 650929AC6 502911.00000000 PA USD 445076.24000000 0.023909697441 Long DBT CORP US N 2 2029-04-30 Fixed 11.75000000 N N N N N N NEWFOLD DIGITAL HLDGS GR 549300UTQC2651SB0W88 650929AD4 10073930.00000000 PA USD 5536008.15000000 0.297396868231 Long DBT CORP US N 2 2029-04-30 Fixed 11.75000000 N N N N N N Newfold Digital Holdings Group Inc. 549300UTQC2651SB0W88 65131PAB5 1703670.54000000 PA USD 1384240.83000000 0.074362045099 Long LON CORP US N 2 2029-04-30 Floating 9.36000000 N N N N N N Newfold Digital Holdings Group Inc. 549300UTQC2651SB0W88 65131PAC3 11961486.36000000 PA USD 9688803.95000000 0.520486941776 Long LON CORP US N 2 2029-04-30 Floating 7.21000000 N N N N N N Newfold Digital Holdings Group Inc. 549300UTQC2651SB0W88 65131PAD1 3851191.48000000 PA USD 1667238.56000000 0.089564811485 Long LON CORP US N 2 2029-04-30 Floating 7.21000000 N N N N N N OI S.A. 254900YEMWCRRAGD4978 67117EAE8 33261969.00000000 PA USD 16215209.89000000 0.871088428402 Long DBT CORP BR N 2 2027-06-30 None 0.00000000 Y N N N N N OI S.A. 254900YEMWCRRAGD4978 67117EAG3 69006997.00000000 PA USD 733199.34000000 0.039387801028 Long DBT CORP BR N 2 2028-12-31 None 0.00000000 Y N N N N N 123 LIGHTS RE LTD N/A 68302QAA2 350000.00000000 PA USD 368287.50000000 0.019784571507 Long DBT CORP BM N 2 2031-09-14 Floating 14.52000000 N N N N N N PALM RE LTD 984500D3C66DA10DAP11 69664FAB4 300000.00000000 PA USD 306255.00000000 0.016452157477 Long DBT CORP BM N 2 2032-06-07 Floating 11.27000000 N N N N N N PALM RE LTD 984500D3C66DA10DAP11 69664FAC2 400000.00000000 PA USD 405800.00000000 0.021799760018 Long DBT CORP BM N 2 2033-06-07 Floating 8.55000000 N N N N N N Paradigm Parent LLC 254900EDT9YE5UFH3458 69902BAB5 3573000.00000000 PA USD 3077264.12000000 0.165312023973 Long LON CORP US N 2 2032-04-16 Floating 8.23000000 N N N N N N Park Place Securities Inc N/A 70069FGG6 2045571.87000000 PA USD 1567869.47000000 0.084226658910 Long ABS-O CORP US N 2 2035-03-25 Floating 5.64000000 N N N N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 556200.00000000 NS USD 6273936.00000000 0.337038686961 Long EC US N 1 N N N People's Choice Home Loan Securities Trust N/A 71085PCH4 1000000.00000000 PA USD 10.00000000 0.000000537204 Long ABS-O CORP US N 2 2035-05-25 Floating 5.79000000 N N N N N N People's Choice Home Loan Securities Trust N/A 71085PCJ0 3000000.00000000 PA USD 30.00000000 0.000001611613 Long ABS-O CORP US N 2 2035-05-25 Floating 6.39000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 46511740.89000000 PA USD 42093125.51000000 2.261261790367 Long LON CORP US N 2 2028-02-01 Floating 7.51000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAG2 10928981.00000000 PA USD 7431707.08000000 0.399234674393 Long LON CORP US N 2 2029-02-01 Floating 11.52000000 N N N N N N PIMCO PRV SHORT TERM FLT III LWVQWTQCFH3YG7CVH718 72201W154 19590782.78000000 NS USD 190833815.05000000 10.25167908189 Long STIV RF US N 1 N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 31623772.33000000 PA USD 27563596.20000000 1.480728887128 Long LON CORP US N 2 2028-06-02 Floating 7.93000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAC2 1937827.68000000 PA 1924017.95000000 0.103359116758 Long LON CORP US N 2 2028-06-02 Floating 6.15000000 N N N N N N POLESTAR RE LTD 254900VQQ6V3O4PG3408 73110JAB8 1800000.00000000 PA USD 1848240.00000000 0.099288290921 Long DBT CORP BM N 2 2027-01-07 Floating 16.80000000 N N N N N N POLESTAR RE LTD 254900VQQ6V3O4PG3408 73110JAC6 600000.00000000 PA USD 625200.00000000 0.033586027509 Long DBT CORP BM N 2 2028-01-07 Floating 14.14000000 N N N N N N PROFRAC HOLDINGS II LLC N/A 74319TAA5 5363000.00000000 PA USD 5141776.25000000 0.276218551791 Long DBT CORP US N 2 2029-01-23 Floating 10.98000000 N N N N N N PURPLE RE LTD N/A 74639NAC7 300000.00000000 PA USD 308100.00000000 0.016551271714 Long DBT CORP BM N 2 2031-06-06 Floating 12.68000000 N N N N N N PURPLE RE LTD N/A 74639NAF0 350000.00000000 PA USD 350000.00000000 0.018802158714 Long DBT CORP BM N 2 2033-06-07 Floating 10.05000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74738PCQ9 3400000.00000000 PA USD 3418267.69000000 0.183630890388 Long DBT NUSS QA N 2 2033-04-08 Fixed 4.80000000 N N N N N N Residential Accredit Loans, Inc. N/A 74923YAB0 611084.65000000 PA USD 564161.90000000 0.030307033098 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.18000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 44008000.00000000 PA USD 43886725.83000000 2.357614812901 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N Reach Financial LLC N/A 75525PAD4 500000.00000000 PA USD 516610.50000000 0.027752550327 Long ABS-O CORP US N 2 2032-08-16 Fixed 7.75000000 N N N N N N RECOLETOS RE DAC 635400FIY9UG8ZHKYH56 755933AB4 250000.00000000 PA USD 249850.00000000 0.013422055299 Long DBT CORP IE N 2 2032-07-06 Floating 5.31000000 N N N N N N Residential Asset Securitization Trust N/A 761119AJ5 5344293.01000000 PA USD 1360542.63000000 0.073088967048 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.50000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BKG4 5326867.12000000 PA USD 4648121.44000000 0.249699191540 Long ABS-O CORP US N 2 2035-02-25 Floating 4.61000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BRS1 1228920.29000000 PA USD 973633.61000000 0.052304039042 Long ABS-O CORP US N 2 2035-05-25 Floating 5.56000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 78307ADE0 1000000.00000000 PA USD 700000.00000000 0.037604317429 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.63000000 N Y N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 5248992.21000000 NS USD 5248992.21000000 0.281978241781 Long STIV RF US N 2 N N N SFO Commerical Mortgage Trust N/A 78432WAJ2 18000000.00000000 PA USD 17972161.20000000 0.965472649500 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.89000000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAL7 8000000.00000000 PA USD 7939873.60000000 0.426533610286 Long ABS-MBS CORP US N 2 2038-05-15 Floating 7.64000000 N N N N N N SVB FINANCIAL TRUST N/A 78500B205 9596.00000000 NS USD 4414160.00000000 0.237130676889 Long EP CORP US N 2 N N N SVB FINANCIAL TRUST N/A 78500B403 51680.00000000 NS USD 5168.00000000 0.000277627303 Long EP CORP US N 2 N N N SANDERS RE III LTD 2549000GJLHSUST2YF91 80000XAC3 2168186.77000000 PA USD 711165.26000000 0.038204120259 Long DBT CORP BM N 2 2029-04-09 Floating 15.87000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCM4 767605.84000000 PA USD 780202.64000000 0.041912839619 Long ABS-O CORP US N 2 2032-06-15 Fixed 7.76000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCN2 1779886.04000000 PA USD 1837938.80000000 0.098734905786 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 80290CCP7 1570233.68000000 PA USD 1619550.32000000 0.087002977607 Long ABS-O CORP US N 2 2032-06-15 Fixed 13.03000000 N N N N N N Saxon Asset Securities Trust N/A 805564SY8 2000000.00000000 PA USD 128093.80000000 0.006881257022 Long ABS-O CORP US N 2 2035-11-25 Floating 1.39000000 N N N N N N Saxon Asset Securities Trust N/A 80556XAJ6 11257412.08000000 PA USD 9558852.09000000 0.513505868927 Long ABS-O CORP US N 2 2036-09-25 Floating 4.24000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81375WEH5 357624.23000000 PA USD 236439.29000000 0.012701625876 Long ABS-O CORP US N 2 2035-03-25 Floating 5.56000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81376VAC1 1300812.88000000 PA USD 825857.09000000 0.044365417376 Long ABS-O CORP US N 2 2036-03-25 Floating 4.26000000 N N N N N N Sierra Madre Funding Ltd 549300B6LY40X183EI41 82639RAB3 853390.54000000 PA USD 440712.21000000 0.023675259770 Long ABS-CBDO CORP KY N 2 2039-09-07 Floating 4.11000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83206NAF4 4992.00000000 PA USD 4268079.03000000 0.229283140937 Long ABS-O CORP US N 3 2055-02-16 None 0.00000000 N N N N N N SOHO Trust 2021-SOHO N/A 83410JAE8 5000000.00000000 PA USD 4168037.50000000 0.223908864580 Long ABS-MBS CORP US N 2 2038-08-10 Variable 2.79000000 N N N N N N Soundview Home Equity Loan Trust N/A 83611MEE4 119649.32000000 PA USD 65977.63000000 0.003544348202 Long ABS-O CORP US N 2 2035-05-25 Floating 5.64000000 N N N N N N Soundview Home Equity Loan Trust N/A 83611MEX2 1819323.62000000 PA USD 1761994.55000000 0.094655146237 Long ABS-O CORP US N 2 2035-07-25 Floating 5.71000000 N N N N N N Soundview Home Equity Loan Trust N/A 83611MJM1 6311920.98000000 PA USD 6081385.64000000 0.326694794306 Long ABS-O CORP US N 2 2035-12-25 Floating 4.59000000 N N N N N N Specialty Underwriting & Residential Finance N/A 84751YAD2 20770252.81000000 PA USD 6841532.27000000 0.367530215974 Long ABS-O CORP US N 2 2037-09-25 Floating 4.06000000 N N N N N N STINGRAY COMPUTE N/A 86083AAA4 300000.00000000 PA USD 300966.90000000 0.016168078347 Long DBT CORP US N 2 2031-06-15 Fixed 6.00000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAA9 289335.06000000 PA USD 296945.73000000 0.015952059271 Long ABS-O CORP US N 2 2044-07-15 Fixed 6.27000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579U71 2854512.19000000 PA USD 2784521.83000000 0.149585775404 Long ABS-MBS CORP US N 2 2036-03-25 Variable 5.03000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EUD6 10560840.38000000 PA USD 8577030.87000000 0.460761987762 Long ABS-O CORP US N 2 2035-07-25 Floating 4.74000000 N N N N N N SFA Collateralized ABS Ltd 549300ZSXHRK3RTLFZ34 86358WAC0 41770162.16000000 PA USD 4759459.36000000 0.255680315091 Long ABS-CBDO CORP KY N 2 2037-07-02 Floating 6.75000000 N N N N N N Structured Asset Securities Corporation N/A 86359UAG4 17987170.76000000 PA USD 15320536.72000000 0.823026180002 Long ABS-O CORP US N 2 2036-04-25 Floating 4.06000000 N N N N N N Summer Street Ltd 5493005R6FKYBFT8OB92 86565MAA5 56060040.86000000 PA USD 11014228.35000000 0.591689341584 Long ABS-CBDO CORP KY N 2 2045-12-06 Floating 4.16000000 N N N N N N SUTTER RE LTD 254900Z7PVZQSOLFRZ02 86944RAG3 400000.00000000 PA USD 400000.00000000 0.021488181388 Long DBT CORP BM N 2 2034-06-07 Floating 7.29000000 N N N N N N SUTTER RE LTD 254900Z7PVZQSOLFRZ02 86944RAH1 300000.00000000 PA USD 300450.00000000 0.016140310245 Long DBT CORP BM N 2 2034-06-07 Floating 9.29000000 N N N N N N TIMES SQUARE HOTEL TRUST N/A 887367AA8 23943.60000000 PA USD 23952.75000000 0.001286752591 Long DBT CORP US N 2 2026-08-01 Fixed 8.53000000 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAB9 25000000.00000000 PA USD 2505147.50000000 0.134577659709 Long DBT MUN US N 2 2047-06-01 None 0.00000000 N N N N N N TORREY PINES RE LTD N/A 89141WAH5 400000.00000000 PA USD 411380.00000000 0.022099520148 Long DBT CORP BM N 2 2032-06-07 Floating 9.59000000 N N N N N N TORREY PINES RE LTD N/A 89141WAJ1 300000.00000000 PA USD 309180.00000000 0.016609289803 Long DBT CORP BM N 2 2032-06-07 Floating 10.66000000 N N N N N N TORREY PINES RE LTD N/A 89141WAP7 300000.00000000 PA USD 301965.00000000 0.016221696732 Long DBT CORP BM N 2 2034-06-07 Floating 6.79000000 N N N N N N TOUCAN FINCO LTD/CAN/US N/A 89157UAA5 6767000.00000000 PA USD 6385232.25000000 0.343017571981 Long DBT CORP XX N 2 2030-05-15 Fixed 9.50000000 N N N N N N TREMONT RE LTD N/A 89479VAA4 250000.00000000 PA USD 249237.50000000 0.013389151521 Long DBT CORP BM N 2 2033-03-22 Floating 7.81000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAL4 1000000.00000000 PA USD 857490.50000000 0.046064778506 Long ABS-MBS CORP US N 2 2035-05-15 Variable 3.20000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAN0 1000000.00000000 PA USD 797488.50000000 0.042841443857 Long ABS-MBS CORP US N 2 2035-05-15 Variable 3.20000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAQ3 4750000.00000000 PA USD 4664857.20000000 0.250598244156 Long ABS-MBS CORP US N 2 2034-09-15 Floating 6.74000000 N N N N N N US Renal Care Inc 54930058SS5MF69JGN89 90290PAS3 40761581.63000000 PA USD 40187250.94000000 2.158877344210 Long LON CORP US N 2 2028-06-28 Floating 8.76000000 N N N N N N MARKET GARDEN N/A 000000000 11964744.55000000 NS USD 13159531.98000000 0.706936025418 Long EC CORP US Y 3 N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAN0 2000000.00000000 PA USD 2037600.00000000 0.109460795990 Long DBT CORP BM N 2 2028-12-07 Floating 12.80000000 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAR1 900000.00000000 PA USD 929565.00000000 0.049936653329 Long DBT CORP BM N 2 2028-02-22 Floating 11.02000000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 7140700.00000000 PA USD 6640851.00000000 0.356749527146 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 200000.00000000 PA USD 188817.08000000 0.010143339160 Long DBT CORP US N 2 2029-05-15 Fixed 9.75000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CA8 1613673.00000000 PA USD 1137639.47000000 0.061114508213 Long DBT NUSS UA N 2 2034-02-01 Variable 4.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CB6 1737802.00000000 PA USD 1207772.39000000 0.064882080479 Long DBT NUSS UA N 2 2035-02-01 Variable 4.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CC4 1613673.00000000 PA USD 1106979.68000000 0.059467450391 Long DBT NUSS UA N 2 2036-02-01 Variable 4.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CD2 271221.00000000 PA USD 195279.12000000 0.010490482879 Long DBT NUSS UA N 2 2030-02-01 Variable 0.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CE0 1013511.00000000 PA USD 575167.49000000 0.030898258384 Long DBT NUSS UA N 2 2034-02-01 Variable 0.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CF7 856488.00000000 PA USD 516890.51000000 0.027767592591 Long DBT NUSS UA N 2 2035-02-01 Variable 0.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CG5 713740.00000000 PA USD 430028.35000000 0.023101317966 Long DBT NUSS UA N 2 2036-02-01 Variable 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TP2 440000.00000000 PA USD 439036.48000000 0.023585238795 Long STIV UST US N 2 2026-07-23 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UH8 41000.00000000 PA USD 40646.52000000 0.002183549486 Long STIV UST US N 2 2026-09-24 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UQ8 16862000.00000000 PA USD 16828308.71000000 0.904024375034 Long STIV UST US N 2 2026-07-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UR6 438000.00000000 PA USD 436814.53000000 0.023465874633 Long STIV UST US N 2 2026-07-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797US4 1239000.00000000 PA USD 1234782.28000000 0.066333064018 Long STIV UST US N 2 2026-08-04 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UT2 4864000.00000000 PA USD 4843896.94000000 0.260216340178 Long STIV UST US N 2 2026-08-11 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UV7 1598000.00000000 PA USD 1589088.93000000 0.085366577923 Long STIV UST US N 2 2026-08-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 935000.00000000 PA USD 928133.59000000 0.049859757335 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPZ8 860000.00000000 PA USD 839171.88000000 0.045080693932 Long DBT UST US N 2 2036-02-15 Fixed 4.13000000 N N N N N N UNITI GRP/UNITI HLD/CSL N/A 91327AAB8 15602000.00000000 PA USD 15253858.53000000 0.819444197399 Long DBT US N 2 2030-01-15 Fixed 6.00000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAA8 16604000.00000000 PA USD 16486224.51000000 0.885647456685 Long DBT CORP US N 2 2029-02-15 Fixed 6.50000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -6043333.00000000 PA USD -6043333.00000000 -0.32465058923 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2026-07-06 8100000.00000000 USD 7919257.41000000 USD CDS N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -12901315.24000000 PA USD -12901315.24000000 -0.69306450505 Short RA CORP US N 2 Reverse repurchase N 4.01000000 2026-09-04 14000000.00000000 USD 13961419.78000000 USD CDS N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -1493437.50000000 PA USD -1493437.50000000 -0.08022813972 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2028-06-29 2700000.00000000 USD 1959646.77000000 USD CDS N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -2061388.00000000 PA USD -2061388.00000000 -0.11073869813 Short RA CORP US N 2 Reverse repurchase N 4.45000000 2026-10-09 2893176.11000000 USD 2822237.75000000 USD PLCMO N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -528939.86000000 PA USD -528939.86000000 -0.02841488913 Short RA CORP US N 2 Reverse repurchase N 4.65000000 2026-10-09 810799.89000000 USD 824105.52000000 USD ABS N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -1129794.15000000 PA USD -1129794.15000000 -0.06069305406 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2026-10-09 1874974.74000000 USD 1936128.92000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1907400.00000000 PA USD -1907400.00000000 -0.10246639294 Short RA CORP US N 2 Reverse repurchase N 3.58000000 2027-12-12 2200000.00000000 USD 1995549.38000000 USD CDS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -15848682.29000000 PA USD -15848682.29000000 -0.85139839952 Short RA CORP US N 2 Reverse repurchase N 4.02000000 2026-07-15 119588947.57000000 USD 19042652.99000000 USD ACMO N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -5788223.44000000 PA USD -5788223.44000000 -0.31094598798 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2026-10-15 6945000.00000000 USD 6573008.44000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -4200004.00000000 PA USD -4200004.00000000 -0.22562611945 Short RA CORP US N 2 Reverse repurchase N 4.61000000 2026-08-25 5963000.00000000 USD 5194024.59000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -3754161.37000000 PA USD -3754161.37000000 -0.20167525119 Short RA CORP US N 2 Reverse repurchase N 4.67000000 2026-07-07 6442147.35000000 USD 5332608.58000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -5661596.74000000 PA USD -5661596.74000000 -0.30414354423 Short RA CORP US N 2 Reverse repurchase N 4.69000000 2026-10-07 9011837.42000000 USD 7287438.55000000 USD PLCMO N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -9990000.00000000 PA USD -9990000.00000000 -0.53666733016 Short RA CORP US N 2 Reverse repurchase N 4.76000000 2026-10-02 16650000.00000000 USD 13568289.80000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -18375660.00000000 PA USD -18375660.00000000 -0.98714878801 Short RA CORP US N 2 Reverse repurchase N 4.78000000 2026-10-09 32400000.00000000 USD 26679257.16000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -7911816.00000000 PA USD -7911816.00000000 -0.42502634329 Short RA CORP US N 2 Reverse repurchase N 4.78000000 2026-10-16 12650000.00000000 USD 9735548.79000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -3967392.00000000 PA USD -3967392.00000000 -0.21313009733 Short RA CORP US N 2 Reverse repurchase N 4.70000000 2026-10-15 6216000.00000000 USD 5086932.85000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1370320.00000000 PA USD -1370320.00000000 -0.07361421179 Short RA CORP US N 2 Reverse repurchase N 4.81000000 2026-07-22 2000000.00000000 USD 1984968.40000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -620000.00000000 PA USD -620000.00000000 -0.03330668115 Short RA CORP US N 2 Reverse repurchase N 4.81000000 2026-09-10 1000000.00000000 USD 797488.50000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -10156650.00000000 PA USD -10156650.00000000 -0.54561984373 Short RA CORP US N 2 Reverse repurchase N 4.81000000 2026-10-02 32675000.00000000 USD 14601212.37000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -3574200.00000000 PA USD -3574200.00000000 -0.19200764479 Short RA CORP US N 2 Reverse repurchase N 4.83000000 2026-07-08 7400000.00000000 USD 5157948.00000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -7192540.00000000 PA USD -7192540.00000000 -0.38638651040 Short RA CORP US N 2 Reverse repurchase N 4.83000000 2026-08-04 17512000.00000000 USD 8926101.75000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -15828550.83000000 PA USD -15828550.83000000 -0.85031692836 Short RA CORP US N 2 Reverse repurchase N 4.83000000 2026-10-09 35308733.27000000 USD 21700496.77000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -3034625.00000000 PA USD -3034625.00000000 -0.16302143111 Short RA CORP US N 2 Reverse repurchase N 4.83000000 2026-10-16 10100000.00000000 USD 4098517.21000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1793375.00000000 PA USD -1793375.00000000 -0.09634091824 Short RA CORP US N 2 Reverse repurchase N 4.84000000 2026-10-07 14750000.00000000 USD 3074089.93000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -630000.00000000 PA USD -630000.00000000 -0.03384388568 Short RA CORP US N 2 Reverse repurchase N 4.87000000 2026-10-22 1500000.00000000 USD 962460.75000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -12017425.00000000 PA USD -12017425.00000000 -0.64558152054 Short RA CORP US N 2 Reverse repurchase N 4.88000000 2026-10-09 22715000.00000000 USD 16455449.15000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -8880011.98000000 PA USD -8880011.98000000 -0.47703827038 Short RA CORP US N 2 Reverse repurchase N 4.80000000 2026-09-09 23150514.78000000 USD 8727535.98000000 USD ABS 3502303.84000000 USD 3052440.48000000 USD PLCMO N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -64410.00000000 PA USD -64410.00000000 -0.00346013440 Short RA CORP US N 2 Reverse repurchase N 4.91000000 2026-07-22 4294000.00000000 USD 45087.00000000 USD ABS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1647682.44000000 PA USD -1647682.44000000 -0.08851424785 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2028-02-06 2100000.00000000 USD 1918302.12000000 USD CDS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -3654229.71000000 PA USD -3654229.71000000 -0.19630687710 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2028-04-15 4619094.00000000 USD 4557090.08000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -6278200.00000000 PA USD -6278200.00000000 -0.33726775097 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2027-12-12 9000000.00000000 USD 7919011.12000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -1944177.00000000 PA USD -1944177.00000000 -0.10444207006 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2028-06-24 2100000.00000000 USD 2011833.60000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2031425.00000000 PA USD -2031425.00000000 -0.10912907219 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2027-12-12 2350000.00000000 USD 2334740.20000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2326073.70000000 PA USD -2326073.70000000 -0.12495773396 Short RA CORP US N 2 Reverse repurchase N 4.01000000 2028-02-02 2800000.00000000 USD 2180966.28000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -13946062.50000000 PA USD -13946062.50000000 -0.74918880162 Short RA CORP US N 2 Reverse repurchase N 4.09000000 2026-08-21 16000000.00000000 USD 15433452.70000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -7011852.28000000 PA USD -7011852.28000000 -0.37667988414 Short RA CORP US N 2 Reverse repurchase N 4.19000000 2026-09-25 8074308.65000000 USD 7827320.48000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2341618.03000000 PA USD -2341618.03000000 -0.12579278242 Short RA CORP US N 2 Reverse repurchase N 4.24000000 2026-09-25 2949605.46000000 USD 2757010.09000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -3260281.25000000 PA USD -3260281.25000000 -0.17514378718 Short RA CORP US N 2 Reverse repurchase N 4.34000000 2026-08-21 4250000.00000000 USD 4075141.40000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -7110400.00000000 PA USD -7110400.00000000 -0.38197391235 Short RA CORP US N 2 Reverse repurchase N 4.35000000 2026-08-07 8800000.00000000 USD 8952076.32000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2269500.00000000 PA USD -2269500.00000000 -0.12191856915 Short RA CORP US N 2 Reverse repurchase N 4.39000000 2026-08-21 3000000.00000000 USD 2677970.70000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -7409613.32000000 PA USD -7409613.32000000 -0.39804778758 Short RA CORP US N 2 Reverse repurchase N 4.45000000 2026-08-21 10195546.35000000 USD 9040610.15000000 USD PLCMO N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -3884750.00000000 PA USD -3884750.00000000 -0.20869053161 Short RA CORP US N 2 Reverse repurchase N 4.49000000 2026-08-21 5000000.00000000 USD 4786026.50000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -4617542.87000000 PA USD -4617542.87000000 -0.24805649689 Short RA CORP US N 2 Reverse repurchase N 4.60000000 2026-08-21 5721177.22000000 USD 5612292.67000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -4416766.74000000 PA USD -4416766.74000000 -0.23727071214 Short RA CORP US N 2 Reverse repurchase N 4.65000000 2026-08-21 6311921.03000000 USD 6081385.69000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2575412.85000000 PA USD -2575412.85000000 -0.13835234617 Short RA CORP US N 2 Reverse repurchase N 4.66000000 2026-08-28 4034168.00000000 USD 3737402.50000000 USD PLCMO N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -26166390.00000000 PA USD -26166390.00000000 -1.40567033647 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-08-21 18000000.00000000 USD 17972161.20000000 USD ABS 16500000.00000000 USD 16859735.59000000 USD PLCMO N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -5524929.12000000 PA USD -5524929.12000000 -0.29680169771 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2026-08-07 7730417.12000000 USD 7768845.64000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -246888.00000000 PA USD -246888.00000000 -0.01326293531 Short RA CORP US N 2 Reverse repurchase N 4.84000000 2026-08-03 400000.00000000 USD 411380.00000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2401014.00000000 PA USD -2401014.00000000 -0.12898356086 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2026-08-21 3200000.00000000 USD 3423946.77000000 USD PLCMO N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -1326019.01000000 PA USD -1326019.01000000 -0.07123434252 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2028-02-02 1500000.00000000 USD 1335890.40000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2722090.00000000 PA USD -2722090.00000000 -0.14623190918 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2026-08-03 5400000.00000000 USD 5491980.00000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -1476279.00000000 PA USD -1476279.00000000 -0.07930637732 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2026-08-21 1971000.00000000 USD 2059903.93000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -12711875.31000000 PA USD -12711875.31000000 -0.68288770610 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2026-08-21 540614814.14000000 USD 31076585.76000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -1375000.00000000 PA USD -1375000.00000000 -0.07386562352 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2026-08-21 10000000.00000000 USD 1635231.80000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -9184740.90000000 PA USD -9184740.90000000 -0.49340844615 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2026-08-21 67762522.23000000 USD 11734457.22000000 USD ABS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2037072.00000000 PA USD -2037072.00000000 -0.10943243159 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2026-08-21 10952.00000000 USD 6109080.36000000 USD ABS N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -1846402.78000000 PA USD -1846402.78000000 -0.09918959462 Short RA CORP US N 2 Reverse repurchase N 4.87000000 2026-07-29 2276502.38000000 USD 2404639.19000000 USD PLCMO N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -466879.26000000 PA USD -466879.26000000 -0.02508096556 Short RA CORP US N 2 Reverse repurchase N 4.93000000 2026-09-23 623037.33000000 USD 575196.79000000 USD PLCMO N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -1474674.49000000 PA USD -1474674.49000000 -0.07922018232 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2026-11-16 1653531.34000000 USD 1637872.68000000 USD ABS N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -1430701.72000000 PA USD -1430701.72000000 -0.07685794517 Short RA CORP US N 2 Reverse repurchase N 4.20000000 2026-11-16 1692000.00000000 USD 1620143.17000000 USD ABS N N N Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 000000000 -364320.00000000 PA USD -364320.00000000 -0.01957143560 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2028-06-29 400000.00000000 USD 409600.00000000 USD CDS N N N F. H. Deacon Hodgson N/A 000000000 -274994.41000000 PA USD -274994.41000000 -0.01477282440 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2026-07-08 500000.00000000 USD 301250.00000000 USD CDS N N N F. H. Deacon Hodgson N/A 000000000 -288714.79000000 PA USD -288714.79000000 -0.01550988944 Short RA CORP US N 2 Reverse repurchase N 3.63000000 2026-07-31 500000.00000000 USD 362897.55000000 USD CDS N N N F. H. Deacon Hodgson N/A 000000000 -2532494.56000000 PA USD -2532494.56000000 -0.13604675617 Short RA CORP US N 2 Reverse repurchase N 4.51000000 2026-11-04 3065000.00000000 USD 2953187.27000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -3846250.00000000 PA USD -3846250.00000000 -0.20662229415 Short RA CORP US N 2 Reverse repurchase N 4.61000000 2026-11-04 5000000.00000000 USD 4622597.50000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -9585736.22000000 PA USD -9585736.22000000 -0.51495009658 Short RA CORP US N 2 Reverse repurchase N 4.61000000 2026-11-12 12612810.82000000 USD 12382406.30000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -3132185.63000000 PA USD -3132185.63000000 -0.16826243239 Short RA CORP US N 2 Reverse repurchase N 4.71000000 2026-11-04 4750000.00000000 USD 4664857.20000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -6185655.00000000 PA USD -6185655.00000000 -0.33229619160 Short RA CORP US N 2 Reverse repurchase N 4.72000000 2026-12-30 9000000.00000000 USD 8474062.50000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -4121320.64000000 PA USD -4121320.64000000 -0.22139921367 Short RA CORP US N 2 Reverse repurchase N 4.76000000 2026-11-04 5677923.32000000 USD 5493158.02000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -20440764.57000000 PA USD -20440764.57000000 -1.09808714197 Short RA CORP US N 2 Reverse repurchase N 4.77000000 2026-12-30 27683046.87000000 USD 28406619.50000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -6559200.00000000 PA USD -6559200.00000000 -0.35236319840 Short RA CORP US N 2 Reverse repurchase N 4.82000000 2026-12-30 10000000.00000000 USD 9081493.00000000 USD ABS N N N Nomura Fixed Income Securities Private Ltd. 335800QFR6AM34FHIC10 000000000 -853742.00000000 PA USD -853742.00000000 -0.04586340738 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2028-05-28 981000.00000000 USD 998967.41000000 USD N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 -3157258.50000000 PA USD -3157258.50000000 -0.16960935834 Short RA CORP US N 2 Reverse repurchase N 4.17000000 2026-10-27 4103000.00000000 USD 3525586.45000000 USD ABS N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 -3072760.00000000 PA USD -3072760.00000000 -0.16507006060 Short RA CORP US N 2 Reverse repurchase N 4.57000000 2026-10-27 4500000.00000000 USD 3987550.50000000 USD ABS N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 -2839718.31000000 PA USD -2839718.31000000 -0.15255095534 Short RA CORP US N 2 Reverse repurchase N 4.72000000 2026-10-27 11422420.37000000 USD 3948983.41000000 USD PLCMO N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -4331155.83000000 PA USD -4331155.83000000 -0.23267165523 Short RA CORP US N 2 Reverse repurchase N 3.96000000 2026-08-04 4600000.00000000 USD 4587323.64000000 USD CDS N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -153232.00000000 PA USD -153232.00000000 -0.00823169252 Short RA CORP US N 2 Reverse repurchase N 4.08000000 2026-07-07 200000.00000000 USD 192681.44000000 USD CDS N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -2401568.00000000 PA USD -2401568.00000000 -0.12901332199 Short RA CORP US N 2 Reverse repurchase N 4.45000000 2026-08-28 3263000.00000000 USD 3043820.37000000 USD PLCMO N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -4560307.28000000 PA USD -4560307.28000000 -0.24498177504 Short RA CORP US N 2 Reverse repurchase N 4.55000000 2026-08-28 9570160.50000000 USD 7227821.03000000 USD PLCMO N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -9865493.69000000 PA USD -9865493.69000000 -0.52997879473 Short RA CORP US N 2 Reverse repurchase N 4.66000000 2026-09-10 476051134.17000000 USD 15738569.73000000 USD PLCMO N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -9219340.00000000 PA USD -9219340.00000000 -0.49526712549 Short RA CORP US N 2 Reverse repurchase N 4.82000000 2026-07-23 13800000.00000000 USD 14069314.80000000 USD PLCMO N N N Upstart Securitization Trust N/A 91684FAE8 8800000.00000000 PA USD 8952076.32000000 0.480909599408 Long ABS-O CORP US N 2 2035-09-20 Fixed 7.41000000 N N N N N N URSA RE II LTD N/A 91734PAK2 500000.00000000 PA USD 514300.00000000 0.027628429219 Long DBT CORP BM N 2 2028-06-07 Floating 11.26000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAB1 2100000.00000000 PA USD 2011833.60000000 0.108076613298 Long DBT CORP NL N 2 2033-01-15 Fixed 7.50000000 N N N N N N VASA Trust N/A 92230AAJ5 10000000.00000000 PA USD 9081493.00000000 0.487861922144 Long ABS-MBS CORP US N 2 2039-07-15 Floating 6.89000000 N N N N N N VASA Trust N/A 92230AAL0 7000000.00000000 PA USD 6165110.00000000 0.331192504892 Long ABS-MBS CORP US N 2 2039-07-15 Floating 7.64000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AS3 5300000.00000000 PA USD 2616875.00000000 0.140579711674 Long DBT NUSS VE N 2 2027-09-15 None 0.00000000 Y N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -626700.00000000 PA USD -626700.00000000 -0.03366660818 Short RA CORP US N 2 Reverse repurchase N 4.12000000 2026-09-30 700000.00000000 USD 738283.70000000 USD CDS N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -2336706.94000000 PA USD -2336706.94000000 -0.12552895644 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-09-01 3000000.00000000 USD 2621498.45000000 USD CDS N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -2404490.88000000 PA USD -2404490.88000000 -0.12917034043 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-09-09 3200000.00000000 USD 2712419.17000000 USD CDS N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -4295191.90000000 PA USD -4295191.90000000 -0.23073965660 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-09-30 5700000.00000000 USD 5042593.05000000 USD CDS N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -6794012.66000000 PA USD -6794012.66000000 -0.36497744097 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-10-20 8473000.00000000 USD 7749763.61000000 USD CDS N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -224718.75000000 PA USD -224718.75000000 -0.01207199315 Short RA CORP US N 2 Reverse repurchase N 4.15000000 2026-09-18 300000.00000000 USD 254289.30000000 USD CDS N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -3232868.00000000 PA USD -3232868.00000000 -0.17367113496 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2026-09-09 3727000.00000000 USD 3904908.35000000 USD CDS N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 -1019546.25000000 PA USD -1019546.25000000 -0.05477048688 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2026-09-30 1200000.00000000 USD 1172842.25000000 USD CDS N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 1260000.00000000 PA USD 1228638.60000000 0.066003022742 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N VERAISON RE LTD 2549007WYB39A966J434 92335TAG4 250000.00000000 PA USD 250362.50000000 0.013449587031 Long DBT CORP BM N 2 2034-03-08 Floating 7.67000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 -4319774.52000000 PA USD -4319774.52000000 -0.23206024610 Short RA CORP US N 2 Reverse repurchase N 3.85000000 2028-05-12 4528000.00000000 USD 4515522.05000000 USD CDS N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 -3482875.20000000 PA USD -3482875.20000000 -0.18710163512 Short RA CORP US N 2 Reverse repurchase N 5.02000000 2026-07-21 4800000.00000000 USD 4948805.76000000 USD PLCMO N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -5808156.00000000 PA USD -5808156.00000000 -0.31201677414 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2026-07-01 6500000.00000000 USD 6585475.00000000 USD CDS N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -1696389.23000000 PA USD -1696389.23000000 -0.09113079869 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2028-01-31 79200000.00000000 USD 1714164.98000000 USD N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -8498821.00000000 PA USD -8498821.00000000 -0.45656051808 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2028-02-03 396200000.00000000 USD 8538390.08000000 USD N N N Verus Securitization Trust 213800DTJD5UKJR53O34 92540DAE5 4538000.00000000 PA USD 4577739.27000000 0.245918229451 Long ABS-MBS CORP US N 2 2068-12-25 Variable 8.07000000 N N N N N N Mizuho Securities USA LLC 7TK5RJIZDFROZCA6XF66 000000000 -10443417.48000000 PA USD -10443417.48000000 -0.56102512280 Short RA CORP US N 2 Reverse repurchase N 4.79000000 2026-12-17 11365451.54000000 USD 10179295.86000000 USD ABS 4627931.51000000 USD 3627448.87000000 USD PLCMO N N N Mizuho Securities USA LLC 7TK5RJIZDFROZCA6XF66 000000000 -4617326.95000000 PA USD -4617326.95000000 -0.24804489757 Short RA CORP US N 2 Reverse repurchase N 4.89000000 2026-12-17 17539703.51000000 USD 7661691.53000000 USD PLCMO N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -583660.35000000 PA USD -583660.35000000 -0.03135449867 Short RA CORP US N 2 Reverse repurchase N 4.23000000 2026-07-15 700000.00000000 USD 651476.63000000 USD ABS N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -6824662.68000000 PA USD -6824662.68000000 -0.36662397394 Short RA CORP US N 2 Reverse repurchase N 4.32000000 2026-08-24 309500000.00000000 USD 8038612.55000000 USD ABS N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -1710000.00000000 PA USD -1710000.00000000 -0.09186197543 Short RA CORP US N 2 Reverse repurchase N 4.34000000 2026-09-28 2000000.00000000 USD 1946500.00000000 USD ABS N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -386750.00000000 PA USD -386750.00000000 -0.02077638537 Short RA CORP US N 2 Reverse repurchase N 4.43000000 2026-07-15 500000.00000000 USD 467352.35000000 USD ABS N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -3548750.00000000 PA USD -3548750.00000000 -0.19064045925 Short RA CORP US N 2 Reverse repurchase N 4.54000000 2026-09-28 5000000.00000000 USD 4168037.50000000 USD ABS N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAE0 13800000.00000000 PA USD 11697307.66000000 0.628384671873 Long DBT CORP GB N 2 2033-01-15 Fixed 6.75000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAD8 1800000.00000000 PA USD 1865610.00000000 0.100221415198 Long DBT CORP PE N 2 2032-10-28 Fixed 8.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CBL5 11680176.54000000 PA USD 10490266.73000000 0.563541885757 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.81000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92927BAA0 1669088.12000000 PA USD 1420758.85000000 0.076323809693 Long ABS-MBS CORP US N 2 2047-07-25 Floating 4.55000000 N N N N N N WSTN Trust N/A 92943AAC8 692000.00000000 PA USD 698572.27000000 0.037527619125 Long ABS-MBS CORP US N 2 2037-07-05 Variable 7.26000000 N N N N N N LUXCO3 SHARES N/A 000000000 108759.00000000 NS 2205757.39000000 0.118494287235 Long EC CORP FR Y 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -581268.40000000 PA USD -581268.40000000 -0.03122600203 Short RA CORP US N 2 Reverse repurchase N 3.86000000 2028-06-10 600000.00000000 USD 624893.68000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -7445348.32000000 PA USD -7445348.32000000 -0.39996748799 Short RA CORP US N 2 Reverse repurchase N 4.04000000 2026-09-04 8000000.00000000 USD 7977954.16000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1954311.75000000 PA USD -1954311.75000000 -0.10498651343 Short RA CORP US N 2 Reverse repurchase N 4.07000000 2028-06-10 2700000.00000000 USD 2675214.00000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -639189.00000000 PA USD -639189.00000000 -0.03433752293 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2026-09-14 790000.00000000 USD 729807.61000000 USD ABS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -4959909.15000000 PA USD -4959909.15000000 -0.26644856870 Short RA CORP US N 2 Reverse repurchase N 4.71000000 2026-12-17 8144350.00000000 USD 6250738.94000000 USD PLCMO N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -6105037.16000000 PA USD -6105037.16000000 -0.32796536468 Short RA CORP US N 2 Reverse repurchase N 4.81000000 2026-12-17 12125800.00000000 USD 8924962.27000000 USD PLCMO N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -15644060.63000000 PA USD -15644060.63000000 -0.84040603115 Short RA CORP US N 2 Reverse repurchase N 4.84000000 2026-12-17 25219136.14000000 USD 21225658.19000000 USD ABS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -86927987.00000000 PA USD -86927987.00000000 -4.66981088087 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2026-07-23 58215503.42000000 USD 50168566.63000000 USD ABS 88420188.59000000 USD 65626816.54000000 USD PLCMO N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -14710718.88000000 PA USD -14710718.88000000 -0.79026648910 Short RA CORP US N 2 Reverse repurchase N 5.21000000 2026-07-22 22000000.00000000 USD 22412915.80000000 USD PLCMO N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -9411632.11000000 PA USD -9411632.11000000 -0.50559714484 Short RA CORP US N 2 Reverse repurchase N 4.72000000 2026-12-23 11257412.08000000 USD 9558852.09000000 USD ABS 4538000.00000000 USD 4577739.27000000 USD PLCMO N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -13428743.88000000 PA USD -13428743.88000000 -0.72139821076 Short RA CORP US N 2 Reverse repurchase N 4.73000000 2026-11-30 17029995.53000000 USD 14872987.77000000 USD ABS 3288000.00000000 USD 3279135.88000000 USD PLCMO N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -4353484.10000000 PA USD -4353484.10000000 -0.23387114002 Short RA CORP US N 2 Reverse repurchase N 4.82000000 2026-10-19 7500000.00000000 USD 6512004.00000000 USD ABS N N N SYNIVERSE PFD PIK 549300CYZBHMZC8VLL59 000000000 9670512.94000000 NS USD 7045113.73000000 0.378466704323 Long EC CORP US Y 3 N N N Cerba Healthcare SAS 9845000C1FYE89DC8677 000000000 10900000.00000000 PA 8953299.66000000 0.480975317788 Long LON CORP FR N 2 2028-06-30 Floating 5.84000000 N N N N N N Greenwood Park CLO Ltd. N/A 000000000 27000000.00000000 PA USD 0.27000000 0.000000014504 Long ABS-MBS CORP US N 3 2031-04-15 None 0.00000000 N N N N N N Myers Park CLO Ltd. N/A 000000000 13000000.00000000 PA USD 0.13000000 0.000000006983 Long ABS-MBS CORP US N 3 2030-10-20 None 0.00000000 N N N N N N Cerba Healthcare SAS 9845000C1FYE89DC8677 000000000 8300000.00000000 PA 6828176.97000000 0.366812763201 Long LON CORP FR N 2 2029-02-16 Floating 6.09000000 N N N N N N Comexposium 9695009FFM30CUZ8FO85 000000000 21514594.07000000 PA 30974041.88000000 1.663939575592 Long LON CORP FR N 2 2031-03-28 None 0.00000000 N N N N N N STEINHOFF CVR N/A 000000000 115240755.31000000 NS 131.67000000 0.000007073372 N/A DE NL Y 3 N/A N/A Steinhoff International Holdings N.V. Steinhoff International Holdings N.V. 2099-12-31 XXXX 130.40000000 N N N Espai Barca Fondo De Titulizacion 959800V9QYJFCA8KGA69 000000000 6120000.00000000 PA 7722141.85000000 0.414836961941 Long LON CORP ES N 3 2028-06-30 Fixed 11.50000000 N N N N N N Steenbok Lux Finco 2 SARL N/A 000000000 10723020.00000000 PA 1947168.41000000 0.104602769967 Long LON CORP LU N 2 2028-12-31 Fixed 10.00000000 N N N N N N Steenbok Lux Finco 2 Sarl N/A 000000000 45140903.40000000 PA 21060841.26000000 1.131397942947 Long LON CORP LU N 2 2028-12-31 Fixed 10.00000000 N N N N N N Steenbok Lux Finco 2 Sarl N/A 000000000 8234740.80000000 PA 3559712.26000000 0.191229356829 Long LON CORP LU N 2 2028-12-31 Fixed 10.00000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 94985AAA7 135947.37000000 PA USD 131485.77000000 0.007063475189 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.79000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300FWFHJGIW2B2U59 95000DAL5 7852948.94000000 PA USD 7709495.20000000 0.414157578168 Long ABS-MBS CORP US N 2 2049-06-15 Variable 5.42000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95003WAE6 1000000.00000000 PA USD 921570.90000000 0.049507206652 Long ABS-MBS CORP US N 2 2039-12-15 Fixed 4.42000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95004QAA6 1000000.00000000 PA USD 987088.20000000 0.053026825718 Long ABS-MBS CORP US N 2 2040-09-15 Variable 5.76000000 N N N N N N CS AT1 CLAIMS US225401AK46 549300506SI9CRFV9Z86 000000000 200000.00000000 PA USD 70500.00000000 0.003787291969 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N CS AT1 CLAIMS US225401AL29 549300506SI9CRFV9Z86 000000000 600000.00000000 PA USD 211500.00000000 0.011361875908 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N Poseidon Bidco SASU 254900LGX7YG7Y9YM766 000000000 12700000.00000000 PA 4208195.41000000 0.226066165715 Long LON CORP FR N 2 2030-03-13 Variable 7.50000000 Y N N N N N BNY Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 000000000 -2909547.00000000 PA USD -2909547.00000000 -0.15630218423 Short RA CORP US N 2 Reverse repurchase N 4.69000000 2026-10-08 5755411.25000000 USD 3613845.17000000 USD PLCMO N N N BNY Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 000000000 -12552540.00000000 PA USD -12552540.00000000 -0.67432814100 Short RA CORP US N 2 Reverse repurchase N 4.74000000 2026-10-08 26000000.00000000 USD 18589274.60000000 USD ABS N N N BNY Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 000000000 -15963136.00000000 PA USD -15963136.00000000 -0.85754690472 Short RA CORP US N 2 Reverse repurchase N 4.76000000 2026-10-08 23962081.50000000 USD 23434804.16000000 USD ABS N N N BNY Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 000000000 -3992424.00000000 PA USD -3992424.00000000 -0.21447482772 Short RA CORP US N 2 Reverse repurchase N 4.77000000 2026-10-08 7208624.65000000 USD 6217698.99000000 USD ABS N N N CLOVER 2024 HOLDINGS INC N/A 000000000 16329.00000000 NS USD 312970.94000000 0.016812940819 Long EC CORP US Y 3 N N N CLOVER 2024 HOLDINGS INC N/A 000000000 11281.00000000 NS USD 216218.09000000 0.011615333843 Long EC CORP US Y 3 N N N INCORA NEW EQUITY N/A 000000000 947048.00000000 NS USD 37330191.62000000 2.005394821949 Long EC CORP US Y 3 N N N INCORA TOP HOLDCO LLC N/A 000000000 21892024.21000000 PA USD 34504312.93000000 1.853587337270 Long DBT CORP US Y 3 2033-01-30 Variable 6.00000000 N N N N N N ATLAS RE LIMITED N/A 000000000 140.00000000 NS USD 13938974.16000000 0.748808012782 Long EP CORP US N 3 N N N WAFC VOUSSOIR N/A 000000000 3846808.00000000 NS USD 3846808.00000000 0.206652270172 Long EP CORP US N 3 N N N PETERSEN CLAIM UNITS N/A 000000000 120711.00000000 PA USD 513021.75000000 0.027559761049 Long DBT CORP US Y 3 2099-12-31 None 0.00000000 N N N N N N MUSTANG EXPRESS SERIES A PFD U N/A 000000000 36757.79000000 NS USD 36757790.00000000 1.974645147355 Long EP CORP US N 3 N N N Comexposium 9695009FFM30CUZ8FO85 000000000 17436015.00000000 PA 25102210.02000000 1.348502105373 Long LON CORP FR N 2 2031-07-10 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -3506232.75000000 PA -4650842.23000000 -0.24984535361 Short RA CORP GB N 2 Reverse repurchase N 4.47800000 2026-09-14 4682000.00000000 USD 6226018.14000000 USD CDS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -3281707.44000000 PA -4353020.64000000 -0.23384624274 Short RA CORP GB N 2 Reverse repurchase N 4.51000000 2026-09-14 4682000.00000000 USD 6213868.03000000 USD CDS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -1428082.50000000 PA -1894279.95000000 -0.10176157791 Short RA CORP GB N 2 Reverse repurchase N 4.54000000 2026-09-14 1940000.00000000 USD 2531012.77000000 USD AMBS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -71783.27000000 PA -95216.91000000 -0.00511509558 Short RA CORP GB N 2 Reverse repurchase N 4.61000000 2026-09-14 84450.95000000 USD 112084.93000000 USD CDS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -4129096.40000000 PA -5477039.68000000 -0.29422905528 Short RA CORP GB N 2 Reverse repurchase N 4.76000000 2026-09-14 7804000.00000000 USD 9515888.04000000 USD CDS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -4754603.07000000 PA -6306742.97000000 -0.33880109226 Short RA CORP GB N 2 Reverse repurchase N 4.96000000 2026-09-14 6244000.00000000 USD 9889453.43000000 USD CDS N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -2524928.00000000 PA -2884982.47000000 -0.15498256654 Short RA CORP LU N 2 Reverse repurchase N 2.60000000 2028-06-16 2800000.00000000 USD 3143292.89000000 USD CDS N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -196036.00000000 PA -223990.71000000 -0.01203288251 Short RA CORP LU N 2 Reverse repurchase N 1.25000000 2028-06-16 200000.00000000 USD 224520.92000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -703504.00000000 PA -803823.60000000 -0.04318176830 Short RA CORP LU N 2 Reverse repurchase N -0.25000000 2028-06-16 800000.00000000 USD 808866.10000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -868920.00000000 PA -992827.90000000 -0.05333516500 Short RA CORP LU N 2 Reverse repurchase N 1.85000000 2028-06-16 1200000.00000000 USD 1106023.21000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5539225.00000000 PA -6329117.90000000 -0.34000308365 Short RA CORP LU N 2 Reverse repurchase N 1.95000000 2028-06-16 6700000.00000000 USD 6929430.31000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1563586.00000000 PA -1786553.20000000 -0.09597444805 Short RA CORP LU N 2 Reverse repurchase N 2.05000000 2028-06-16 2300000.00000000 USD 1961531.92000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1987466.00000000 PA -2270878.44000000 -0.12199261957 Short RA CORP LU N 2 Reverse repurchase N 2.47180000 2026-09-14 2600000.00000000 USD 2396383.62000000 USD CDS N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -3745600.00000000 PA -4968350.90000000 -0.26690206334 Short RA CORP GB N 2 Reverse repurchase N 4.41950000 2026-09-24 4682000.00000000 USD 6226130.55000000 USD CDS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -11527361.00000000 PA -15290467.33000000 -0.82141083873 Short RA CORP GB N 2 Reverse repurchase N 4.05000000 2028-02-03 12200000.00000000 USD 16873515.78000000 USD CDS N N N WINDROSE RE LTD N/A 972917AA6 250000.00000000 PA USD 249950.00000000 0.013427427344 Long DBT CORP BM N 2 2033-02-11 Floating 8.78000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -731796.00000000 PA USD -731796.00000000 -0.03931241296 Short RA CORP US N 2 Reverse repurchase N 4.12000000 2026-07-13 8197467.55000000 USD 860304.79000000 USD ACMO N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -425940.00000000 PA -486679.00000000 -0.02614461657 Short RA CORP LU N 2 Reverse repurchase N 1.75000000 2026-07-08 500000.00000000 USD 460843.00000000 USD CDS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -725235.00000000 PA -828653.43000000 -0.04451563802 Short RA CORP LU N 2 Reverse repurchase N 1.70000000 2026-07-08 700000.00000000 USD 825444.61000000 USD EQT N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -5507424.00000000 PA -6292782.08000000 -0.33805110692 Short RA CORP LU N 2 Reverse repurchase N 2.55000000 2026-07-08 7200000.00000000 USD 7532489.60000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -11784465.00000000 PA USD -11784465.00000000 -0.63306680370 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2026-08-03 12800000.00000000 USD 12764726.66000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -10710551.35000000 PA USD -10710551.35000000 -0.57537567543 Short RA CORP US N 2 Reverse repurchase N 4.06000000 2026-08-26 12400000.00000000 USD 12203873.77000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -1410477.00000000 PA USD -1410477.00000000 -0.07577146404 Short RA CORP US N 2 Reverse repurchase N 4.11000000 2026-10-08 1500000.00000000 USD 1594271.78000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -7596506.00000000 PA USD -7596506.00000000 -0.40808774710 Short RA CORP US N 2 Reverse repurchase N 4.12000000 2026-07-31 8700000.00000000 USD 9115294.50000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -10210602.44000000 PA USD -10210602.44000000 -0.54851819327 Short RA CORP US N 2 Reverse repurchase N 4.12000000 2026-10-08 12553010.40000000 USD 12250473.47000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -1088757.72000000 PA USD -1088757.72000000 -0.05848855843 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-07-23 1260000.00000000 USD 1228640.14000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -1187720.00000000 PA USD -1187720.00000000 -0.06380485699 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-09-01 1517000.00000000 USD 1413352.76000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -24257884.67000000 PA USD -24257884.67000000 -1.30314456469 Short RA CORP US N 2 Reverse repurchase N 4.15000000 2026-07-21 29307120.00000000 USD 28352979.99000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -1366798.00000000 PA USD -1366798.00000000 -0.07342500836 Short RA CORP US N 2 Reverse repurchase N 4.21000000 2026-07-31 1424000.00000000 USD 1291664.69000000 USD CDS N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AA9 250000.00000000 PA USD 256625.00000000 0.013786011371 Long DBT CORP BM N 2 2031-02-26 Floating 13.73000000 N N N N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AB7 1400000.00000000 PA USD 1427790.00000000 0.076701526259 Long DBT CORP BM N 2 2031-02-26 Floating 15.21000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -5812622.00000000 PA -7710152.12000000 -0.41419286820 Short RA CORP GB N 2 Reverse repurchase N 4.26400000 2026-09-30 6300000.00000000 USD 8773054.22000000 USD CDS N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -16865049.00000000 PA -19270003.21000000 -1.03519331080 Short RA CORP LU N 2 Reverse repurchase N 2.48000000 2026-09-10 16284208.23000000 USD 18580939.16000000 USD CDS N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -2706732.00000000 PA -3092711.70000000 -0.16614187497 Short RA CORP LU N 2 Reverse repurchase N 2.53000000 2026-09-30 3600000.00000000 USD 3589320.16000000 USD CDS N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -437690.00000000 PA -500104.55000000 -0.02686584320 Short RA CORP XX N 2 Reverse repurchase N 2.43000000 2028-06-16 500000.00000000 USD 517121.67000000 USD CDS N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -2100912.00000000 PA -2400501.83000000 -0.12895604686 Short RA CORP XX N 2 Reverse repurchase N 2.46000000 2028-06-16 2400000.00000000 USD 2482183.99000000 USD CDS N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -899592.00000000 PA -1027873.72000000 -0.05521784234 Short RA CORP XX N 2 Reverse repurchase N 2.47000000 2028-06-16 1200000.00000000 USD 1106023.21000000 USD CDS N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -5915635.00000000 PA -6759203.93000000 -0.36310750021 Short RA CORP XX N 2 Reverse repurchase N 2.48000000 2028-06-28 6490000.00000000 USD 7653050.77000000 USD EQT N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -2395164.00000000 PA USD -2395164.00000000 -0.12866929621 Short RA CORP US N 2 Reverse repurchase N 4.06000000 2026-11-20 3000000.00000000 USD 2673379.20000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -6660207.00000000 PA USD -6660207.00000000 -0.35778934024 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2028-01-30 10733000.00000000 USD 8049750.00000000 USD N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -1801065.00000000 PA USD -1801065.00000000 -0.09675402852 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-12-11 2200000.00000000 USD 1963035.52000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -903367.00000000 PA USD -903367.00000000 -0.04852928488 Short RA CORP US N 2 Reverse repurchase N 4.15000000 2026-11-20 1300000.00000000 USD 1012591.49000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -3003825.00000000 PA USD -3003825.00000000 -0.16136684114 Short RA CORP US N 2 Reverse repurchase N 4.15000000 2026-11-30 4400000.00000000 USD 3673885.12000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -966034.00000000 PA USD -966034.00000000 -0.05189578454 Short RA CORP US N 2 Reverse repurchase N 4.15500000 2026-10-19 1100000.00000000 USD 1117474.60000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -15814094.22000000 PA USD -15814094.22000000 -0.84954031271 Short RA CORP US N 2 Reverse repurchase N 4.16000000 2026-11-30 19713750.00000000 USD 19566310.52000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -1804000.00000000 PA USD -1804000.00000000 -0.09691169805 Short RA CORP US N 2 Reverse repurchase N 4.17000000 2026-08-04 2000000.00000000 USD 1992164.00000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -26562024.00000000 PA USD -26562024.00000000 -1.42692397436 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2026-07-27 31200000.00000000 USD 30690336.65000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -2325939.00000000 PA USD -2325939.00000000 -0.12495049782 Short RA CORP US N 2 Reverse repurchase N 4.37000000 2026-10-08 2800000.00000000 USD 2780139.04000000 USD CDS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -4246939.92000000 PA USD -4246939.92000000 -0.22814753836 Short RA CORP US N 2 Reverse repurchase N 4.46000000 2026-09-04 5747165.68000000 USD 6001478.91000000 USD PLCMO N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -3281963.91000000 PA USD -3281963.91000000 -0.17630858951 Short RA CORP US N 2 Reverse repurchase N 4.47000000 2026-10-01 4107863.04000000 USD 4301228.41000000 USD ABS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -4963331.69000000 PA USD -4963331.69000000 -0.26663242910 Short RA CORP US N 2 Reverse repurchase N 4.49000000 2026-10-26 7337916.75000000 USD 6623626.70000000 USD ABS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -1315990.81000000 PA USD -1315990.81000000 -0.07069562307 Short RA CORP US N 2 Reverse repurchase N 4.52000000 2026-10-01 1728723.56000000 USD 2151223.25000000 USD ABS N N N BNY Mellon NA 4EP6JBYBTPTQ47LZOB67 000000000 -12457487.66000000 PA USD -12457487.66000000 -0.66922188619 Short RA CORP US N 2 Reverse repurchase N 4.78000000 2026-12-04 5000000.00000000 USD 4074121.50000000 USD ABS 15091567.42000000 USD 12987907.41000000 USD PLCMO N N N Worldwide Plaza Trust N/A 98162JAA4 5100000.00000000 PA USD 4205987.34000000 0.225947547193 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 3.53000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1494946.00000000 PA -1708125.14000000 -0.09176125710 Short RA CORP GB N 2 Reverse repurchase N 1.75000000 2028-06-16 1700000.00000000 USD 1718840.46000000 USD CDS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -851880.00000000 PA -973358.00000000 -0.05228923314 Short RA CORP GB N 2 Reverse repurchase N 1.85000000 2028-06-16 1000000.00000000 USD 921686.01000000 USD CDS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -2227345.60000000 PA -2544964.85000000 -0.13671666580 Short RA CORP GB N 2 Reverse repurchase N 1.90000000 2028-06-16 2290000.00000000 USD 2368417.23000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -3223001.00000000 PA USD -3223001.00000000 -0.17314107525 Short RA CORP US N 2 Reverse repurchase N 3.91000000 2028-05-07 3400000.00000000 USD 3418267.69000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -785412.00000000 PA USD -785412.00000000 -0.04219268880 Short RA CORP US N 2 Reverse repurchase N 3.96000000 2028-06-24 900000.00000000 USD 915098.40000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -3338376.57000000 PA USD -3338376.57000000 -0.17933910319 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2027-12-12 903407.42000000 USD 940568.37000000 USD CDS 3800000.00000000 USD 3287000.00000000 USD N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -1790840.00000000 PA USD -1790840.00000000 -0.09620473689 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2028-03-09 500000.00000000 USD 389458.27000000 USD CDS 2160000.00000000 USD 1868400.00000000 USD N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -1348184.00000000 PA USD -1348184.00000000 -0.07242505584 Short RA CORP US N 2 Reverse repurchase N 4.22000000 2026-08-04 2000000.00000000 USD 1669947.78000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -1239555.00000000 PA USD -1239555.00000000 -0.06658945670 Short RA CORP US N 2 Reverse repurchase N 4.23000000 2026-07-07 1440000.00000000 USD 1430314.27000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -257930.00000000 PA USD -257930.00000000 -0.01385611656 Short RA CORP US N 2 Reverse repurchase N 4.23000000 2026-07-08 300000.00000000 USD 298195.45000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -1589988.74000000 PA USD -1589988.74000000 -0.08541491612 Short RA CORP US N 2 Reverse repurchase N 4.23000000 2026-07-16 1800000.00000000 USD 1865610.00000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -6987468.46000000 PA USD -6987468.46000000 -0.37536997427 Short RA CORP US N 2 Reverse repurchase N 4.34000000 2026-10-13 11699250.00000000 USD 8925733.37000000 USD PLCMO N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -8251599.38000000 PA USD -8251599.38000000 -0.44327966054 Short RA CORP US N 2 Reverse repurchase N 4.44000000 2026-10-13 10782000.00000000 USD 10676498.13000000 USD ABS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -21899880.00000000 PA USD -21899880.00000000 -1.17647148453 Short RA CORP US N 2 Reverse repurchase N 4.54000000 2026-10-13 29439000.00000000 USD 29221591.11000000 USD ABS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -7505183.61000000 PA USD -7505183.61000000 -0.40318186690 Short RA CORP US N 2 Reverse repurchase N 4.59000000 2026-12-11 10041738.62000000 USD 8989800.08000000 USD ABS 4523320.18000000 USD 1729514.54000000 USD PLCMO N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -4166658.65000000 PA USD -4166658.65000000 -0.22383479213 Short RA CORP US N 2 Reverse repurchase N 4.73000000 2026-10-30 6306798.04000000 USD 5900787.19000000 USD ABS N N N MUSTANG EXPRESS SERIES A PFD N/A 000000000 16801.21000000 NS USD 18036098.94000000 0.968907413886 Long EC CORP US N 3 N N N PROJECT CASHMERE CLASS E 144A N/A 000000000 6100000.00000000 PA 4214026.83000000 0.226379432242 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 7.56000000 N N N N N N PROJECT CASHMERE CLASS F 144A N/A 000000000 6800000.00000000 PA 4682637.33000000 0.251553400803 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 8.64000000 N N N N N N PROJECT CASHMERE CLASS G 144A N/A 000000000 9300000.00000000 PA 6406249.88000000 0.344146648595 Long ABS-MBS CORP AU N 3 2057-12-30 None 0.00000000 N N N N N N PROJECT CASHMERE CLASS M 144A N/A 000000000 6100000.00000000 PA 4223335.52000000 0.226879499290 Long ABS-MBS CORP AU N 3 2057-12-30 None 0.00000000 N N N N N N Nigeria OMO Bill 549300G1JG004Y3K8S97 000000000 20805800000.00000000 PA 13495947.63000000 0.725008426691 Long STIV NUSS NG N 2 2027-01-21 Variable 0.01000000 N N N N N N Nigeria OMO Bill 549300G1JG004Y3K8S97 000000000 21650600000.00000000 PA 14106318.50000000 0.757797826612 Long STIV NUSS NG N 2 2027-01-14 Variable 0.01000000 N N N N N N Nigeria OMO Bill 549300G1JG004Y3K8S97 000000000 20877000000.00000000 PA 13481816.52000000 0.724249297053 Long STIV NUSS US N 2 2027-01-28 Fixed 17.15000000 N N N N N N AMSURG ESCROW N/A 000000000 1571862.00000000 NS USD 1461831.66000000 0.078530259672 Long STIV CORP US N 2 N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 5143.00000000 NS 254892.80000000 0.013692956802 Long EC CORP CH N 1 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 359300000.00000000 PA 83387.34000000 0.004479605718 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N CORESTATE CAPITAL HOLD 529900GNB86RB7HRX793 000000000 1858982.97000000 PA 1104518.34000000 0.059335226090 Long DBT CORP LU N 2 2028-12-31 Fixed 8.00000000 N N Y N N Corestate Capital Holding SA EUR XXXX N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 981000.00000000 PA USD 998967.41000000 0.053664982266 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N GAZPROM PJSC (GAZ FN) 213800UNP9N6BPNYMQ45 000000000 200000.00000000 PA USD 181000.00000000 0.009723402078 Long DBT CORP GB N 2 2027-06-29 Fixed 3.00000000 N N N N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 1521358.00000000 PA USD 1399948.61000000 0.075205874163 Long DBT NUSS EC N 2 2035-07-31 Fixed 6.90000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 5580000.00000000 PA USD 4826700.00000000 0.259292512763 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N UBISOFT ENTERTAINMENT SA 969500I7C8V1LBIMSM05 000000000 7700000.00000000 PA 7785336.22000000 0.418231792154 Long DBT CORP FR N 2 2027-11-24 Fixed 0.88000000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 10000.00000000 PA 1982851.75000000 0.106519695173 Long ABS-MBS CORP GB N 2 2059-07-15 None 0.00000000 N N N N N N NGD HOLDINGS BV 984500ED2ABF0UF46690 000000000 648158.00000000 PA USD 635194.84000000 0.034122954846 Long DBT CORP NL N 2 2029-12-31 Fixed 9.88000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 394600000.00000000 PA 94006.42000000 0.005050067511 Long DBT NUSS CO N 2 2042-05-28 Fixed 9.25000000 N N N N N N Banca Monte dei Paschi di Siena SpA J4CP7MHCXR8DAQMKIL78 000000000 2274000.00000000 NS 28259948.66000000 1.518137257054 Long EC CORP IT N 1 N N N UBISOFT ENTERTAINMENT SA 969500I7C8V1LBIMSM05 000000000 3000000.00000000 PA 3367813.81000000 0.180920485075 Long DBT CORP FR N 2 2028-11-15 Fixed 2.38000000 N N N N N Ubisoft Entertainment SA EUR XXXX N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 36879400000.00000000 PA 11385485.20000000 0.611633427920 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 000000000 3600000.00000000 PA 3589320.15000000 0.192819906107 Long DBT CORP LU N 2 2030-06-15 Fixed 7.38000000 N N N N N N CORESTATE CAPITAL HOLD 529900GNB86RB7HRX793 000000000 222607.50000000 PA 235301.61000000 0.012640509191 Long DBT CORP LU N 2 2026-12-31 Fixed 10.00000000 N N Y N N N CORESTATE CAPITAL HOLDING 529900GNB86RB7HRX793 000000000 632951.00000000 NS 0.72000000 0.000000038678 Long EC CORP LU Y 3 N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 7285366.13000000 PA 8878810.03000000 0.476973701085 Long DBT CORP AT N 2 2029-03-30 Fixed 10.50000000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 4682000.00000000 PA 6226130.55000000 0.334470556509 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 6.75000000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 84450.90000000 PA 112084.86000000 0.006021249506 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 9.75000000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 6244000.00000000 PA 9889453.44000000 0.531265923367 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 8.75000000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 4682000.00000000 PA 6226018.14000000 0.334464517793 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 7.50000000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 4682000.00000000 PA 6213868.03000000 0.333811808374 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 9.25000000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 7804000.00000000 PA 9515888.03000000 0.511197820141 Long ABS-MBS CORP GB N 2 2059-07-15 None 0.00000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 400000.00000000 PA 8604.51000000 0.000462238179 Long DBT NUSS TR N 2 2026-08-19 Floating 40.76000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 79200000.00000000 PA 1714168.41000000 0.092085904309 Long DBT NUSS TR N 2 2028-05-17 Floating 40.76000000 N N N N N N QUERCUS RE DAC 635400YNKWICCYBDBC76 000000000 250000.00000000 PA 290248.94000000 0.015592304675 Long DBT CORP IE N 2 2031-01-06 Floating 10.15000000 N N N N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 000000000 11900000.00000000 PA 16386384.55000000 0.880284008760 Long DBT CORP GB N 2 2029-08-08 Fixed 10.50000000 N N N N N N TITANIUM 2L BONDCO SARL 636700S4QMU2DWYOSF67 000000000 20125000.00000000 PA 3366953.93000000 0.180874291932 Long DBT CORP LU N 2 2031-01-14 Fixed 6.25000000 N N Y N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 396200000.00000000 PA 8538392.95000000 0.458686341179 Long DBT NUSS TR N 2 2028-09-06 Floating 40.30000000 N N N N N N ADLER Group SA 391200OYYFJ3DWAMEC69 000000000 3588226.00000000 NS 4.10000000 0.000000220253 Long EC CORP LU N 3 N N N AVENIR ISSUER IV IRLND 894500E9CKDEAOMG0B46 000000000 2826011.68000000 PA USD 2794918.18000000 0.150144272041 Long DBT NUSS IE N 2 2027-10-25 Fixed 6.00000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 877000000.00000000 PA 17326328.31000000 0.930778213783 Long DBT NUSS EG N 2 2028-03-04 Fixed 21.95000000 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 000000000 1898842.10000000 PA 2299322.60000000 0.123520652745 Long DBT CORP FR N 2 2030-10-15 Fixed 8.50000000 N N N N N N THAMES WATER SUPER SEN 635400LBEYCV7F4FC741 000000000 451640.00000000 PA 636301.78000000 0.034182420165 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 38101900000.00000000 PA 11629917.72000000 0.624764453737 Long DBT NUSS CO N 2 2040-11-28 Fixed 12.75000000 N N N N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 000000000 7300000.00000000 PA 10226478.47000000 0.549371060809 Long DBT CORP GB N 2 2030-06-15 Fixed 11.00000000 N N N N N N TOUCAN FINCO LTD/CAN/US N/A 000000000 12200000.00000000 PA 12763385.16000000 0.685654838607 Long DBT CORP XX N 2 2030-05-15 Fixed 8.25000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 39572900000.00000000 PA 11237378.26000000 0.603677055941 Long DBT NUSS CO N 2 2029-08-22 Fixed 11.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 86760400000.00000000 PA 24931730.00000000 1.339343841392 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 705047800.00000000 PA 204494.02000000 0.010985511486 Long DBT NUSS CO N 2 2031-01-22 Fixed 6.50000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 5100000.00000000 PA 99192.04000000 0.005328641369 Long STIV NUSS EG N 2 2026-09-15 None 0.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 3279498.64000000 PA 3846311.68000000 0.206625607636 Long DBT CORP FR N 2 2029-11-01 Fixed 12.88000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 3800000.00000000 PA 3502406.83000000 0.188150883144 Long DBT CORP LU N 2 2030-09-30 Fixed 6.50000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 4700000.00000000 PA 4008347.85000000 0.215330264167 Long DBT CORP LU N 2 2032-09-30 Fixed 6.88000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 2700000.00000000 PA 2488552.22000000 0.133686153742 Long DBT CORP LU N 2 2030-09-30 Fixed 6.50000000 N N N N N N ALTICE HOLDINGS 1 213800KN5HWZ17ATLB25 000000000 37628.00000000 PA 580415.61000000 0.031180189770 Long DBT CORP LU N 3 2099-12-31 None 0.00000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 11890000.00000000 PA 12297153.20000000 0.660608646294 Long DBT CORP LU N 2 2029-05-01 Fixed 7.88000000 N N N N N N ION PLATFORM FINANCE SAR 6488IU1F9M51Z3P60R77 000000000 2100000.00000000 PA 2171911.00000000 0.116676043816 Long DBT CORP LU N 2 2029-05-01 Fixed 7.88000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 36775000.00000000 PA 702617.33000000 0.037744921583 Long STIV NUSS EG N 2 2026-10-13 None 0.00000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 363500000.00000000 PA 7242402.71000000 0.389065157793 Long STIV NUSS EG N 2 2026-08-04 None 0.00000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 6800000.00000000 PA 129359.17000000 0.006949233272 Long STIV NUSS EG N 2 2026-10-20 None 0.00000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 418000000.00000000 PA 8109693.47000000 0.435656410711 Long DBT NUSS EG N 2 2030-10-14 Fixed 19.70000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 19600000.00000000 PA 366447.79000000 0.019685741451 Long STIV NUSS EG N 2 2026-11-17 None 0.00000000 N N N N N N QUERCUS II RE DAC 635400PTO1PTKKKHEA32 000000000 350000.00000000 PA 405728.65000000 0.021795927063 Long DBT CORP IE N 2 2031-01-07 Floating 13.32000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 89401200000.00000000 PA 26322748.02000000 1.414069960211 Long DBT NUSS CO N 2 2030-02-27 Fixed 12.50000000 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 000000000 1400000.00000000 PA 1596239.34000000 0.085750701191 Long DBT CORP NL N 2 2030-10-31 Fixed 7.50000000 N N N N N N SONANGOL FINANCE LTD N/A 000000000 5700000.00000000 PA USD 5746402.96000000 0.308699372832 Long DBT CORP AO N 2 2031-01-29 Fixed 10.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 3000000.00000000 PA USD 3039450.00000000 0.163280632299 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N REP ANGOLA AVENIR IV N/A 000000000 180681.47000000 PA USD 185645.79000000 0.009972976023 Long DBT NUSS IE N 2 2029-02-05 Fixed 10.75000000 N N N N N N GSG BIDCO LTD 984500F49D98F3GDZ668 000000000 2600000.00000000 PA 3003675.74000000 0.161358822829 Long DBT CORP JE N 2 2051-06-15 Fixed 6.38000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 200663.94000000 0.010779757851 Long DBT NUSS PK N 2 2029-04-24 Fixed 6.98000000 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 7190000.00000000 PA 8478495.38000000 0.455468616557 Long DBT CORP AT N 2 2032-05-31 Fixed 7.25000000 N N N N N N LUMINIS SA 875500OWYYK4PN9ZTF50 000000000 800000.00000000 PA USD 934400.00000000 0.050196391722 Long DBT CORP LU N 3 2038-09-15 Floating 9.65000000 N N N N N N THAMES WATER SUPER SEN 635400LBEYCV7F4FC741 000000000 104732.00000000 PA 147553.71000000 0.007926652212 Long DBT CORP GB N 3 2027-10-10 Fixed 9.75000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 000000000 2300000.00000000 PA 2591936.55000000 0.139240006831 Long DBT CORP US N 2 2032-07-15 Fixed 8.50000000 N N N N N N YARDSTICK RE DAC 635400Q8SLHRKDHDXR77 000000000 300000.00000000 PA 342779.97000000 0.018414295428 Long DBT CORP IE N 3 2034-07-08 Floating 4.27000000 N N N N N N VALE SA 254900SMTWBX7RU2SR20 000000000 340000000.00000000 PA 26756484.51000000 1.437370481140 Long DBT CORP BR N 2 2049-12-29 None 0.00000000 N N N N N N Coreweave Compute Acquisition Co., IV, LLC N/A 000000000 9166617.51000000 PA USD 9451626.35000000 0.507745653551 Long LON CORP US N 3 2029-05-16 Floating 9.73000000 N N N N N N Puris LLC N/A 000000000 4148286.87000000 PA USD 4024145.32000000 0.216178911419 Long LON CORP US N 3 2031-06-30 Floating 9.48000000 N N N N N N Obol France 3 SAS 969500K3AWY66FOPOS97 000000000 0.00000000 PA 0.00000000 0.000000 Long LON CORP FR N 2 2028-12-31 Floating 7.53000000 N N N N N N UNICORN BAY N/A 000000000 74552609.77000000 PA 9624628.47000000 0.517039405888 Long LON CORP HK N 3 2026-12-31 Fixed 13.00000000 N N N N N N Subcalidora 2 N/A 000000000 14400000.00000000 PA 16365152.62000000 0.879143419852 Long LON CORP LU N 3 2029-08-14 Floating 8.04000000 N N N N N N HARP FINCO LIMITED 213800HW9TBHVUD68363 000000000 5324914.29000000 PA 7133864.57000000 0.383234439694 Long LON CORP GB N 3 2032-03-27 Floating 8.73000000 N N N N N N Stepstone Group Midco 2 GmbH/ The 894500DB5T5ENCFFQU61 000000000 18600000.00000000 PA 17446804.55000000 0.937250252028 Long LON CORP DE N 2 2032-04-26 Floating 6.89000000 N N N N N N OCS Group Holdings Ltd 54930002RKY3Y4LURL90 000000000 0.00000000 PA 0.00000000 0.000000 Long LON CORP GB N 2 2031-11-28 None 0.00000000 N N N N N N Stepstone Group Midco 2 GmbH/ The 894500DB5T5ENCFFQU61 000000000 12039323.83000000 PA USD 9759376.88000000 0.524278151578 Long LON CORP DE N 2 2031-12-19 Floating 8.18000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 3333333.34000000 PA USD 3346989.74000000 0.179801806592 Long LON NUSS KE N 3 2028-04-05 Floating 9.09000000 N N N N N N Gateway Casinos & Entertainment Limited 549300JSKBQMMD1B3U44 000000000 33911026.72000000 PA USD 33847443.54000000 1.818300015769 Long LON CORP CA N 2 2030-12-18 Floating 9.92000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 595733.94000000 PA USD 595733.94000000 0.032003097404 Long LON CORP US N 3 2032-01-30 Floating 8.46000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 2616978.73000000 PA USD 2633831.52000000 0.141490623618 Long LON CORP US N 3 2032-01-30 Floating 8.41000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 50661437.00000000 PA 313997.78000000 0.016868103130 Long LON CORP US N 3 2032-01-30 Floating 5.98000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 473804.02000000 PA 336293.98000000 0.018065865104 Long LON CORP US N 3 2032-01-30 Floating 7.05000000 N N N N N N Transnet SOC Ltd 378900B07CD6F01EA796 000000000 59751153.71000000 PA 3644848.68000000 0.195802923919 Long LON CORP ZA N 3 2028-03-02 Floating 10.66000000 N N N N N N Aligned Data Centers International LP 2549007PAQ06QVDCLR50 000000000 8077260.40000000 PA USD 8077260.40000000 0.433914091483 Long LON CORP US N 3 2028-05-16 Floating 7.16000000 N N N N N N Dun & Bradstreet Corporation (The) 2549003M8H6SW81O1D67 000000000 3799090.92000000 PA USD 3582770.15000000 0.192468037136 Long LON CORP US N 3 2032-08-26 Floating 9.15000000 N N N N N N Dun & Bradstreet Corporation (The) 2549003M8H6SW81O1D67 000000000 381818.18000000 PA USD 377470.02000000 0.020277860645 Long LON CORP US N 3 2032-08-26 Floating 9.12000000 N N N N N N SOFTBANK VISION FUND II N/A 000000000 706025.32000000 PA USD 718323.52000000 0.038588665232 Long LON CORP GB N 3 2029-04-25 Floating 7.38000000 N N N N N N SOFTBANK VISION FUND II N/A 000000000 5517007.16000000 PA USD 5613107.47000000 0.301538678664 Long LON CORP GB N 3 2029-04-25 Floating 7.38000000 N N N N N N Promotora de Informaciones SA 959800U3NGPXSCQHQW54 000000000 39500160.23000000 PA 44117389.14000000 2.370006150513 Long LON CORP ES N 2 2029-12-31 Floating 7.67000000 N N N N N N Aston (XLN) Topco Limited N/A 000000000 3230000.00000000 PA 4172289.64000000 0.224137291469 Long LON CORP JE N 3 2032-07-30 Floating 9.85000000 N N N N N N Guardian N/A 000000000 5100000.00000000 PA USD 5100000.00000000 0.273974312697 Long LON CORP US N 3 2032-08-29 Floating 9.12000000 N N N N N N Guardian N/A 000000000 700000.00000000 PA USD 700000.00000000 0.037604317429 Long LON CORP US N 3 2032-08-29 Fixed 1.00000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 4862751.65000000 PA USD 4884634.03000000 0.262404755126 Long LON CORP US N 2 2029-05-14 Floating 9.05000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 1111135.64000000 PA USD 1117158.00000000 0.060014234357 Long LON CORP FR N 2 2028-04-30 Floating 7.80000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 2265566.38000000 PA 2595754.66000000 0.139445117432 Long LON CORP FR N 2 2028-10-30 Floating 6.58000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 14577981.13000000 PA USD 14913274.70000000 0.801147879606 Long LON CORP US N 2 2031-05-31 Floating 10.55000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 74948.53000000 PA 87516.32000000 0.004701416396 Long LON CORP FR N 2 2031-05-30 Floating 9.08000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 5248374.27000000 PA USD 5251654.50000000 0.282121261207 Long LON CORP US N 2 2028-10-30 Floating 8.74000000 N N N N N N STRATEGIC GAMING COMMITMENT N/A 000000000 5500000.00000000 PA USD 5908825.45000000 0.317424782649 Long LON CORP US N 3 2030-10-15 Floating 10.67000000 N N N N N N Upfield B.V. 2549002VGA888UKFKS25 000000000 16900000.00000000 PA 21475489.86000000 1.153673053769 Long LON CORP NL N 2 2030-10-31 Floating 8.98000000 N N N N N N Nscale N/A 000000000 4768927.52000000 PA USD 4769770.09000000 0.256234212182 Long LON CORP US N 3 2032-08-23 Floating 8.66000000 N N N N N N PIONEER OPCO LLC N/A 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2033-05-16 Floating 6.89000000 N N N N N N DIALYSIS HOLDCO LLC 254900F4RYW3DP9YA695 000000000 15050000.00000000 PA USD 15294562.50000000 0.821630833125 Long LON CORP US N 3 2030-11-26 Floating 9.64000000 N N N N N N DIALYSIS HOLDCO LLC 254900F4RYW3DP9YA695 000000000 1968750.00000000 PA USD 2000742.19000000 0.107480777723 Long LON CORP US N 3 2030-11-26 Floating 9.64000000 N N N N N N STORMLIGHT N/A 000000000 7692000.00000000 PA USD 7692000.00000000 0.413217728091 Long LON CORP US N 3 2030-05-13 Floating 8.37000000 N N N N N N GAIA PURCHASER INC N/A 000000000 1000000.00000000 PA USD 1001250.00000000 0.053787604036 Long LON CORP US N 2 2033-06-25 Floating 7.63000000 N N N N N N Promotora de Informaciones SA 959800U3NGPXSCQHQW54 000000000 1623357.00000000 NS 567939.48000000 0.030509966409 Long EC CORP ES N 1 N N N Bausch Health Companies Inc B3BS7ACMDUWISF18KY76 000000000 8734710.20000000 PA USD 8490400.36000000 0.456108157481 Long LON CORP CA N 2 2030-10-08 Floating 9.89000000 N N N N N N Envalior Finance GmbH 254900GAG6U7Z5TROP43 000000000 5200000.00000000 PA 5529861.28000000 0.297066655587 Long LON CORP DE N 2 2030-03-29 Floating 7.65000000 N N N N N N SCUR-Alpha 1503 GmbH 254900GAG6U7Z5TROP43 000000000 16680019.98000000 PA USD 14568246.05000000 0.782612784068 Long LON CORP DE N 2 2030-03-29 Floating 9.16000000 N N N N N N Great Hall Mortgages Plc 213800TM9KICQKGTYR78 000000000 1940000.00000000 PA 2531012.77000000 0.135967153742 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 7.72000000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 000000000 6340659.26000000 PA USD 5855598.83000000 0.314565424486 Long LON CORP US N 2 2030-02-18 Floating 6.89000000 N N N N N N JetBlue Airways Corporation 54930070J9H97ZO93T57 000000000 1200000.00000000 PA USD 1072128.00000000 0.057595202337 Long LON CORP US N 2 2029-08-27 Floating 8.42000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 2900000.00000000 PA USD 2785986.50000000 0.149664458141 Long LON CORP US N 2 2029-01-31 None 0.00000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 1000000.00000000 PA USD 890140.00000000 0.047818724451 Long LON CORP US N 2 2031-03-31 Floating 6.97000000 N N N N N N SES S A 5493008JPA4HYMH1HX51 000000000 652149.00000000 NS USD 9863753.63000000 0.529885317920 Long EC CORP LU N 3 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1600000.00000000 PA USD 772000.00000000 0.041472190078 Long DBT NUSS VE N 2 2028-05-07 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 800000.00000000 PA USD 436000.00000000 0.023422117712 Long DBT NUSS VE N 2 2031-08-05 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 100000.00000000 PA USD 55000.00000000 0.002954624940 Long DBT NUSS VE N 2 2026-10-21 None 0.00000000 Y N N N N N PERU LNG SRL 254900F70J1LOALV5K70 000000000 9018470.00000000 PA USD 8777199.77000000 0.471515151841 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 200000.00000000 PA USD 73800.00000000 0.003964569466 Long DBT CORP VE N 2 2027-04-12 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 4200000.00000000 PA USD 1878660.00000000 0.100922467115 Long DBT CORP VE N 2 2035-05-17 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 8900000.00000000 PA USD 3359750.00000000 0.180487293545 Long DBT CORP VE N 2 2026-11-15 None 0.00000000 Y N N N N N Venezuela Government International Bonds 529900XM8PJTJK5OJI77 000000000 100000.00000000 PA USD 44000.00000000 0.002363699952 Long DBT NUSS VE N 2 2038-03-31 None 0.00000000 Y N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1900000.00000000 OU Notional Amount USD -25333.32000000 -0.00136091743 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2028-12-20 0.00000000 USD -192585.27000000 USD 1900000.00000000 USD 167251.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6200000.00000000 OU Notional Amount USD -170218.58000000 -0.00914421930 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Egypt Government International Bonds Egypt Government International Bonds Y sell protection 2028-12-20 0.00000000 USD -581046.91000000 USD 6200000.00000000 USD 410828.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1900000.00000000 OU Notional Amount USD -63896.45000000 -0.00343254626 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Egypt Government International Bonds Egypt Government International Bonds Y sell protection 2029-06-20 0.00000000 USD -243443.01000000 USD 1900000.00000000 USD 179546.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 800000.00000000 OU Notional Amount USD 27291.00000000 0.001466084895 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -55699.71000000 USD 800000.00000000 USD 82990.71000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 700000.00000000 OU Notional Amount USD 23879.63000000 0.001282824552 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -38089.81000000 USD 700000.00000000 USD 61969.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 100000.00000000 OU Notional Amount USD 3411.38000000 0.000183260880 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -6969.40000000 USD 100000.00000000 USD 10380.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 100000.00000000 OU Notional Amount USD 3411.38000000 0.000183260880 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -5971.25000000 USD 100000.00000000 USD 9382.63000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 300000.00000000 OU Notional Amount USD 10234.13000000 0.000549782104 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -19998.59000000 USD 300000.00000000 USD 30232.72000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 6600000.00000000 OU Notional Amount USD 130597.33000000 0.007015747789 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2026-12-20 34343.01000000 USD 0.00000000 USD 6600000.00000000 USD 96254.32000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10500000.00000000 OU Notional Amount USD 1190092.89000000 0.063932329722 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Venture Global LNG, Inc. Venture Global LNG, Inc. Y sell protection 2030-12-20 101896.79000000 USD 0.00000000 USD 10500000.00000000 USD 1088196.10000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 29100000.00000000 OU Notional Amount -4981744.34000000 -0.26762156501 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Worldline SA Worldline SA Y sell protection 2030-12-20 0.00000000 EUR -3733256.61000000 EUR 29100000.00000000 EUR -603923.18000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 900000.00000000 OU Notional Amount -25238.07000000 -0.00135580056 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Worldline SA Worldline SA Y sell protection 2027-12-20 0.00000000 EUR -54342.81000000 EUR 900000.00000000 EUR 37835.99000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount -15156.52000000 -0.00081421512 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Worldline SA Worldline SA Y sell protection 2028-12-20 0.00000000 EUR -20183.12000000 EUR 200000.00000000 EUR 8284.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2600000.00000000 OU Notional Amount USD -104573.03000000 -0.00561771059 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2030-12-20 0.00000000 USD -189929.87000000 USD 2600000.00000000 USD 85356.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4800000.00000000 OU Notional Amount USD -193057.90000000 -0.01037115793 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2030-12-20 0.00000000 USD -340547.00000000 USD 4800000.00000000 USD 147489.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126000000.00000000 OU Notional Amount -44469.64000000 -0.00238892922 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y sell protection 2030-12-20 0.00000000 JPY -10238896.00000000 JPY 126000000.00000000 JPY 20177.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 134000000.00000000 OU Notional Amount -47293.11000000 -0.00254060731 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y sell protection 2030-12-20 0.00000000 JPY -10864524.00000000 JPY 134000000.00000000 JPY 21304.57000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 270000000.00000000 OU Notional Amount -95292.08000000 -0.00511913374 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y sell protection 2030-12-20 0.00000000 JPY -21037140.00000000 JPY 270000000.00000000 JPY 40749.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130000000.00000000 OU Notional Amount -45881.37000000 -0.00246476800 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y sell protection 2030-12-20 0.00000000 JPY -9797996.00000000 JPY 130000000.00000000 JPY 18169.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1000000.00000000 OU Notional Amount USD 36547.65000000 0.001963356331 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 23706.05000000 USD 0.00000000 USD 1000000.00000000 USD 12841.60000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 500000.00000000 OU Notional Amount USD 17056.88000000 0.000916303328 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2027-06-20 5332.72000000 USD 0.00000000 USD 500000.00000000 USD 11724.16000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2200000.00000000 OU Notional Amount USD 4078.14000000 0.000219079530 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Discovery Global Holdings, Inc. Discovery Global Holdings, Inc. Y sell protection 2026-12-20 0.00000000 USD -5217.44000000 USD 2200000.00000000 USD 9295.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9600000.00000000 OU Notional Amount USD -991496.54000000 -0.05326364374 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2036-06-20 0.00000000 USD -1317026.06000000 USD 9600000.00000000 USD 325529.52000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 9560000.00000000 OU Notional Amount USD -987365.30000000 -0.05304171165 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2036-06-20 0.00000000 USD -1297139.67000000 USD 9560000.00000000 USD 309774.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 2420000.00000000 OU Notional Amount USD -249939.75000000 -0.01342687671 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2036-06-20 0.00000000 USD -332252.01000000 USD 2420000.00000000 USD 82312.26000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 400000.00000000 OU Notional Amount -12189.52000000 -0.00065482654 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2028-06-20 0.00000000 EUR -22233.10000000 EUR 400000.00000000 EUR 13783.61000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 400000.00000000 OU Notional Amount -12189.52000000 -0.00065482654 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2028-06-20 0.00000000 EUR -20404.66000000 EUR 400000.00000000 EUR 11780.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 500000.00000000 OU Notional Amount -15236.90000000 -0.00081853317 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2028-06-20 0.00000000 EUR -25628.49000000 EUR 500000.00000000 EUR 14754.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 400000.00000000 OU Notional Amount -12189.52000000 -0.00065482654 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2028-06-20 0.00000000 EUR -20577.08000000 EUR 400000.00000000 EUR 11979.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 400000.00000000 OU Notional Amount -12189.52000000 -0.00065482654 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2028-06-20 0.00000000 EUR -20577.08000000 EUR 400000.00000000 EUR 11979.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200000.00000000 OU Notional Amount -6094.76000000 -0.00032741327 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2028-06-20 0.00000000 EUR -8615.86000000 EUR 200000.00000000 EUR 3931.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1600000.00000000 OU Notional Amount USD -79066.19000000 -0.00424747158 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2031-06-20 0.00000000 USD -89511.70000000 USD 1600000.00000000 USD 10445.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 8700000.00000000 OU Notional Amount USD -429922.43000000 -0.02309562789 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2031-06-20 0.00000000 USD -440087.15000000 USD 8700000.00000000 USD 10164.72000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 500000.00000000 OU Notional Amount -113087.99000000 -0.00607513810 N/A DCR GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2031-06-20 0.00000000 EUR -107383.48000000 EUR 500000.00000000 EUR 11474.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 500000.00000000 OU Notional Amount -113087.99000000 -0.00607513810 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2031-06-20 0.00000000 EUR -106149.17000000 EUR 500000.00000000 EUR 10043.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 500000.00000000 OU Notional Amount -113087.99000000 -0.00607513810 N/A DCR GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2031-06-20 0.00000000 EUR -103878.76000000 EUR 500000.00000000 EUR 6642.10000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 300000.00000000 OU Notional Amount -67852.79000000 -0.00364508264 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2031-06-20 0.00000000 EUR -63811.24000000 EUR 300000.00000000 EUR 5695.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 400000.00000000 OU Notional Amount -65682.75000000 -0.00352850711 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2030-06-20 0.00000000 EUR -57739.17000000 EUR 400000.00000000 EUR 902.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 600000.00000000 OU Notional Amount -135705.59000000 -0.00729016583 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2031-06-20 0.00000000 EUR -119574.89000000 EUR 600000.00000000 EUR 2303.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 700000.00000000 OU Notional Amount -158323.19000000 -0.00850519356 N/A DCR GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 ION Platform Finance SARL ION Platform Finance SARL Y sell protection 2031-06-20 0.00000000 EUR -140437.75000000 EUR 700000.00000000 EUR 3771.59000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1200000.00000000 OU Notional Amount USD 68255.27000000 0.003666704056 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Ecuador Government International Bonds Ecuador Government International Bonds Y sell protection 2031-06-20 62123.32000000 USD 0.00000000 USD 1200000.00000000 USD 6131.95000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2800000.00000000 OU Notional Amount USD -269601.29000000 -0.01448310355 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Republic of Kenya Government International Bonds Republic of Kenya Government International Bonds Y sell protection 2031-06-20 0.00000000 USD -272435.19000000 USD 2800000.00000000 USD 2833.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 50200000.00000000 OU Notional Amount 8221591.69000000 0.441667633832 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-09-21 2850407.33000000 EUR 0.00000000 EUR 50200000.00000000 EUR 5118262.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9800000.00000000 OU Notional Amount 7860207.28000000 0.422253899449 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-09-21 192581.01000000 GBP 0.00000000 GBP 9800000.00000000 GBP 7596201.74000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 40100000.00000000 OU Notional Amount USD 15722456.12000000 0.844617472428 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-06-15 9129321.36000000 USD 0.00000000 USD 40100000.00000000 USD 6593134.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27100000.00000000 OU Notional Amount USD 10726703.03000000 0.576243351009 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-12-21 6117215.81000000 USD 0.00000000 USD 27100000.00000000 USD 4609487.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5700000.00000000 OU Notional Amount 408777.76000000 0.021959726635 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-03-15 317591.59000000 EUR 0.00000000 EUR 5700000.00000000 EUR 105487.31000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 81300000.00000000 OU Notional Amount USD 9513449.58000000 0.511066825501 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-12-21 0.00000000 USD -229884.69000000 USD 81300000.00000000 USD 9743334.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 29900000.00000000 OU Notional Amount 4055020.33000000 0.217837530957 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-12-09 170516.96000000 EUR 0.00000000 EUR 29900000.00000000 EUR 3873332.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 29300000.00000000 OU Notional Amount USD 162477.29000000 0.008728353697 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-20 0.00000000 USD -333577.89000000 USD 29300000.00000000 USD 496055.18000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20500000.00000000 OU Notional Amount USD 113793.45000000 0.006113035735 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-06-20 0.00000000 USD -241341.57000000 USD 20500000.00000000 USD 355135.02000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 58100000.00000000 OU Notional Amount USD -45178.56000000 -0.00242701273 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-12-18 68806.59000000 USD 0.00000000 USD 58100000.00000000 USD -113985.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 673000000.00000000 OU Notional Amount USD -2807957.90000000 -0.15084477171 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-18 2996347.66000000 USD 0.00000000 USD 673000000.00000000 USD -5804305.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 53800000.00000000 OU Notional Amount USD -291025.72000000 -0.01563403364 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-12-18 488244.66000000 USD 0.00000000 USD 53800000.00000000 USD -779270.38000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 159500000.00000000 OU Notional Amount USD -952294.75000000 -0.05115770580 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-12-18 1711863.99000000 USD 0.00000000 USD 159500000.00000000 USD -2664158.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 30600000.00000000 OU Notional Amount USD -499257.36000000 -0.02682033177 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-12-18 582001.07000000 USD 0.00000000 USD 30600000.00000000 USD -1081258.43000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18000000.00000000 OU Notional Amount USD -306889.20000000 -0.01648622698 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-12-18 341610.86000000 USD 0.00000000 USD 18000000.00000000 USD -648500.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 172300000.00000000 OU Notional Amount USD -4190921.82000000 -0.22513822062 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 0.00000000 USD -1277393.19000000 USD 172300000.00000000 USD -2913528.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 352060000.00000000 OU Notional Amount USD -6214246.27000000 -0.33383212759 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 1397700.49000000 USD 0.00000000 USD 352060000.00000000 USD -7611946.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21090000.00000000 OU Notional Amount USD 424691.44000000 0.022814616741 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-17 0.00000000 USD -330776.04000000 USD 21090000.00000000 USD 755467.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13270000.00000000 OU Notional Amount USD 856386.08000000 0.046005448563 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-12-17 252206.00000000 USD 0.00000000 USD 13270000.00000000 USD 604180.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 47400000.00000000 OU Notional Amount -626335.31000000 -0.03364701687 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 11051.51000000 EUR 0.00000000 EUR 47400000.00000000 EUR -639347.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21510000.00000000 OU Notional Amount -680920.41000000 -0.03657935320 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 GBP -66051.20000000 GBP 21510000.00000000 GBP -591372.93000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 198570000.00000000 OU Notional Amount USD -5916135.01000000 -0.31781745552 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-17 0.00000000 USD -2834366.39000000 USD 198570000.00000000 USD -3081768.62000000 N N N BNP Paribas Suisse SA R0MUWSFPU8MPRO8K5P83 000000000 3927581.86000000 OU Notional Amount USD -1651984.57000000 -0.08874536022 N/A DIR US N 2 BNP Paribas Suisse SA R0MUWSFPU8MPRO8K5P83 SYNIVERSE TL TSFR3M SYNIVERSE TL TSFR3M Y equity-performance leg 2026-06-10 0.00000000 USD 0.00000000 USD 0.00000000 USD -1651984.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3500000.00000000 OU Notional Amount -11438.28000000 -0.00061446958 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 3500000.00000000 BRL -11438.28000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 37800000.00000000 OU Notional Amount -152513.62000000 -0.00819310082 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 11681.29000000 BRL 0.00000000 BRL 37800000.00000000 BRL -154853.95000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 322900000.00000000 OU Notional Amount -1284900.94000000 -0.06902546116 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -651565.75000000 BRL 322900000.00000000 BRL -1154024.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 47100000.00000000 OU Notional Amount USD 49200.66000000 0.002643081766 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 0.00000000 USD -29580.40000000 USD 47100000.00000000 USD 78781.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 381200000.00000000 OU Notional Amount USD 1550759.72000000 0.083307515381 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-07-02 1990157.87000000 USD 0.00000000 USD 381200000.00000000 USD -439398.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 151200000.00000000 OU Notional Amount -188938.35000000 -0.01014985383 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 151200000.00000000 BRL -188938.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 40000000.00000000 OU Notional Amount -37630.12000000 -0.00202150711 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 40000000.00000000 BRL -37630.12000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 196900000.00000000 OU Notional Amount -100977.29000000 -0.00542454580 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 196900000.00000000 BRL -100977.29000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12420400000.00000000 OU Notional Amount 5726.53000000 0.000307631788 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-17 0.00000000 COP 0.00000000 COP 12420400000.00000000 COP 5726.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21257200000.00000000 OU Notional Amount 57748.95000000 0.003102299781 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-17 0.00000000 COP 0.00000000 COP 21257200000.00000000 COP 57748.95000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2294500000.00000000 OU Notional Amount 1716.60000000 0.000092216530 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-17 0.00000000 COP -3733349.26000000 COP 2294500000.00000000 COP 2803.98000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10781500000.00000000 OU Notional Amount -4279.20000000 -0.00022988056 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-17 0.00000000 COP -7482557.16000000 COP 10781500000.00000000 COP -2099.55000000 N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 0.00000000 0.000000 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.10000000 N Y N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 3200000.00000000 PA USD 2240000.00000000 0.120333815772 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.63000000 N Y N N N N 2026-08-03 PIMCO Dynamic Income Opportunities Fund Bijal Parikh Bijal Parikh Treasurer