0001190935-20-000039.txt : 20200924
0001190935-20-000039.hdr.sgml : 20200924
20200924135343
ACCESSION NUMBER: 0001190935-20-000039
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200731
FILED AS OF DATE: 20200924
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO CORPORATE & INCOME OPPORTUNITY FUND
CENTRAL INDEX KEY: 0001190935
IRS NUMBER: 466121513
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21238
FILM NUMBER: 201194869
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-739-4000
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO CORPORATE OPPORTUNITY FUND
DATE OF NAME CHANGE: 20021022
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO CORPORATE ADVANTAGE FUND
DATE OF NAME CHANGE: 20020919
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2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2029-06-19
13372181.200000
USD
0.000000
USD
263700000.000000
USD
46096006.730000
N
N
N
N/A
N/A
IRS USD 3.50000 06/19/13-31Y CME
000000000
1.000000
NC
USD
189775972.650000
15.2129515
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2044-06-20
0.000000
USD
-9953160.350000
USD
305100000.000000
USD
199729133.000000
N
N
N
ASSOCIATED MATERIALS LLC / AMH NEW FINANCE INC
N/A
ASSOC MAT LLC/AMH NEW FI SR SECURED 144A 01/24 9
04570XAB5
2792000.000000
PA
USD
2411282.880000
0.1932949
Long
DBT
CORP
US
N
2
2024-01-01
Fixed
9
N
N
N
N
N
N
N/A
N/A
UKRAINE EM SP BRC
000000000
1.000000
NC
USD
176.130000
0.0000141
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
UKRAINE GOVT
UKRAINE GOVERNMENT
Y
Single Leg Swap
2022-12-21
1036031.700000
USD
0.000000
USD
16900000.000000
USD
-1035855.570000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/28 1.65
00206RKG6
1692000.000000
PA
USD
1725859.150000
0.1383495
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/32 2.25
00206RKH4
2668000.000000
PA
USD
2742372.390000
0.2198359
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/43 3.1
00206RKD3
2896000.000000
PA
USD
2978339.940000
0.2387517
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.1
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/52 3.3
00206RKE1
2896000.000000
PA
USD
3025539.640000
0.2425354
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.3
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/61 3.5
00206RKF8
2934000.000000
PA
USD
3075817.790000
0.2465658
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
3.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/41 3.5
00206RJZ6
2282000.000000
PA
USD
2485411.890000
0.1992373
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/51 3.65
00206RKA9
4860000.000000
PA
USD
5326392.520000
0.4269779
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/60 3.85
00206RKB7
3282000.000000
PA
USD
3663403.220000
0.2936682
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85
N
N
N
N
N
N
AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)
95980020140005848404
GENERALITAT DE CATALUNYA SR UNSECURED 09/21 4.9
B5BMDRII6
2650000.000000
PA
3281174.030000
0.2630277
Long
DBT
NUSS
ES
N
2
2021-09-15
Fixed
4.9
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR INC USD TERM LOAN B3
05350NAC8
37907.180000
PA
USD
37717.640000
0.0030235
Long
LON
CORP
US
N
2
2024-11-21
Floating
3.25
N
N
N
N
N
N
AVON INTERNATIONAL CAPITAL PLC
N/A
AVON INTERNATIONAL CAPIT SR SECURED 144A 08/22 6.5
05409AAA1
52000.000000
PA
USD
51890.280000
0.0041597
Long
DBT
CORP
GB
N
2
2022-08-15
Fixed
6.5
N
N
N
N
N
N
AXALTA COATING SYSTEMS US HOLDINGS INC
549300NZ43V4QV4UGN28
U S COATINGS ACQUISITION INC TERM LOAN B 2
90347BAH1
324536.420000
PA
USD
317538.770000
0.0254548
Long
LON
CORP
NL
N
2
2024-06-01
Floating
2.0579
N
N
N
N
N
N
BANC OF AMERICA ALT LOAN TRUST 2005-12
N/A
BANC OF AMERICA ALTERNATIVE LO BOAA 2005 12 3CB1
05948KY60
144283.470000
PA
USD
141909.590000
0.0113759
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
6
Y
N
N
N
N
N
BANC OF AMERICA ALT LOAN TRUST 2006-3
N/A
BANC OF AMERICA ALTERNATIVE LO BOAA 2006 3 2CB1
05948K4E6
2195117.440000
PA
USD
2214421.300000
0.1775140
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6
Y
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2005-8
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4
05946XZ48
215077.840000
PA
USD
198191.020000
0.0158875
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.5
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2007-5
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3
059523AG5
459063.790000
PA
USD
443566.760000
0.0355575
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
BANC OF AMERICA FUNDING TRUST 2014-R8
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2014 R8 A2 144A
05969MAB5
17790061.090000
PA
USD
16330884.700000
1.3091276
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Floating
0.41163
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/49 VAR
ACI0LW0M3
600000.000000
PA
730587.840000
0.0585659
Long
DBT
CORP
ES
N
2
2021-04-14
Floating
8.875
N
N
N
N
Y
BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
BANCO BILBAO VIZCAYA ARGENTA
EUR
XXXX
N
N
N
BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH
ZXLTQRYIK6IJH3R0IK66
BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5
05971AAE1
400000.000000
PA
USD
400800.000000
0.0321292
Long
DBT
CORP
BR
N
2
2025-01-10
Fixed
4.5
N
N
N
N
N
N
BANCO DE CREDITO DEL PERU
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
1600000.000000
PA
471080.930000
0.0377631
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA JR SUBORDINA REGS 09/49 VAR
BQQ3S0II9
2200000.000000
PA
2490301.460000
0.1996293
Long
DBT
CORP
ES
N
2
2021-09-11
Floating
6.25
N
N
N
N
Y
BANCO SANTANDER SA
BANCO SANTANDER SA
EUR
XXXX
N
N
N
BANIJAY GROUP US HOLDING INC
5493008PW5N0VVCH7279
BANIJAY ENTERTAINMENT SAS USD TERM LOAN
F6456UAB9
32000.000000
PA
USD
31040.000000
0.0024882
Long
LON
CORP
FR
N
3
2025-03-01
Floating
3.9056
N
N
N
N
N
N
BANNER HEALTH SYSTEMS
PLD0E0WJKFN8IZJ2WD85
BANNER HEALTH UNSECURED 01/50 3.181
06654DAC1
542000.000000
PA
USD
606022.370000
0.0485804
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.181
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC SUBORDINATED 11/22 7.625
06740L8C2
10650000.000000
PA
USD
11710867.370000
0.9387746
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.625
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBA2
2000000.000000
PA
USD
2038341.280000
0.1633989
Long
DBT
CORP
GB
N
2
2023-09-15
Floating
7.75
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBG9
1000000.000000
PA
USD
1059278.570000
0.0849146
Long
DBT
CORP
GB
N
2
2024-06-15
Floating
8
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR
ACI0G5LH6
4625000.000000
PA
6173602.680000
0.4948926
Long
DBT
CORP
GB
N
2
2022-09-15
Floating
7.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA VAR
ACI1CH093
2200000.000000
PA
2941415.970000
0.2357918
Long
DBT
CORP
GB
N
2
2025-06-15
Floating
7.125
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL)
KOO0397YRO83WY5MGD97
BAUSCH HEALTH COMPANIES INC. FIRST INCREMENTAL TERM LOAN
C9413PBB8
120000.000000
PA
USD
117870.000000
0.0094488
Long
LON
CORP
CA
N
2
2025-11-27
Floating
2.9256
N
N
N
N
N
N
BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL)
KOO0397YRO83WY5MGD97
BAUSCH HEALTH COMPANIES INC. INITIAL TERM
C9413PAZ6
327772.180000
PA
USD
323060.450000
0.0258974
Long
LON
CORP
CA
N
2
2025-06-02
Floating
3.1756
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
1167686.000000
NS
USD
1070184.220000
0.0857888
Long
EC
CORP
US
N
1
N
N
N
BCAP LLC TRUST 2009-RR14
N/A
BCAP LLC TRUST BCAP 2009 RR14 5A2 144A
05532LAM1
3605196.920000
PA
USD
3334046.450000
0.2672661
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Variable
7
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR11
N/A
BCAP LLC TRUST BCAP 2010 RR11 6A2 144A
05533JBJ1
3721235.010000
PA
USD
3031463.540000
0.2430103
Long
ABS-MBS
CORP
US
N
2
2036-03-27
Variable
3.43257
N
N
N
N
N
N
BCAP LLC TRUST 2011-R11
N/A
BCAP LLC TRUST BCAP 2011 R11 32A7 144A
05533FLT6
2648111.640000
PA
USD
2468045.870000
0.1978452
Long
ABS-MBS
CORP
US
N
2
2036-02-26
Variable
3.52095
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
05534AAP6
1398447.600000
PA
USD
1620050.360000
0.1298676
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.85733
N
N
N
N
N
N
BEAR STEARNS COMM MTGE SEC 2006-T22
N/A
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T22 H 144A
07387BGC1
370000.000000
PA
USD
369626.490000
0.0296303
Long
ABS-MBS
CORP
US
N
2
2038-04-12
Variable
5.77986
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-7
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1
07386HVV0
768074.350000
PA
USD
563281.000000
0.0451541
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.35619
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-5
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2
073873AK7
2690865.320000
PA
USD
1763031.820000
0.1413294
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.61736
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-6
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1
073868BE0
635393.830000
PA
USD
421745.390000
0.0338082
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.66753
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-8
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 8 2A1
07387QAM2
3602789.790000
PA
USD
2825472.400000
0.2264975
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
3.54194
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST-2004-11
N/A
BEAR STEARNS ALT A TRUST BALTA 2004 11 2A2
07386HMW8
203274.700000
PA
USD
193040.630000
0.0154747
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
4.11555
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AC3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 AC3 A1
07386VAA8
12287088.600000
PA
USD
9941305.220000
0.7969217
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.57163
N
N
N
N
N
N
BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1
N/A
BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AC1 A1
07400XAA6
1108049.760000
PA
USD
1080396.050000
0.0866074
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
7.5
N
N
N
N
N
N
BELLE HAVEN ABS CDO LTD 2006-1A
N/A
BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A
078452AA7
324259965.520000
PA
USD
810649.910000
0.0649839
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
1.623
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST 2020-B18
N/A
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 C
08163AAJ2
5000000.000000
PA
USD
5236902.000000
0.4198041
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
3.772
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC SR UNSECURED 07/23 5.375
05541TAK7
490000.000000
PA
USD
509622.580000
0.0408527
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.375
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC SR UNSECURED 144A 12/25 4.375
05541TAN1
1000000.000000
PA
USD
1000762.620000
0.0802238
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.375
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
149047.140000
PA
USD
107872.870000
0.0086474
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD 2015-1A
N/A
BLUEMOUNTAIN CLO LTD BLUEM 2015 1A D 144A
09628AAA8
1000000.000000
PA
USD
905303.130000
0.0725715
Long
ABS-CBDO
CORP
KY
N
2
2027-04-13
Floating
5.71625
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS JR SUBORDINA 144A 12/49 VAR
05565AAQ6
200000.000000
PA
USD
204675.000000
0.0164073
Long
DBT
CORP
FR
N
2
2021-03-30
Floating
7.625
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/23 4.508
097023CS2
698000.000000
PA
USD
730170.880000
0.0585325
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.508
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/25 4.875
097023CT0
958000.000000
PA
USD
1035767.260000
0.0830299
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/27 5.04
097023CU7
766000.000000
PA
USD
829621.350000
0.0665047
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/30 5.15
097023CY9
1342000.000000
PA
USD
1472504.010000
0.1180399
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/40 5.705
097023CV5
1723000.000000
PA
USD
1953868.270000
0.1566273
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.705
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/50 5.805
097023CW3
1470000.000000
PA
USD
1730599.170000
0.1387295
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/60 5.93
097023CX1
1992000.000000
PA
USD
2399730.830000
0.1923689
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BOELS TOPHOLDING BV
724500V913SEHSEW2O75
BOELS TOPHOLDING BV 2020 EUR TL B
938UKAII9
2000000.000000
PA
2285224.260000
0.1831897
Long
LON
CORP
NL
N
2
2027-02-05
Floating
4
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 03/22 5.75
097751AY7
2300000.000000
PA
USD
2175800.000000
0.1744180
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
5.75
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 04/27 7.875
097751BT7
2107000.000000
PA
USD
1683766.910000
0.1349753
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 10/22 6
097751BJ9
264000.000000
PA
USD
246180.000000
0.0197344
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 12/24 7.5
097751BR1
6827000.000000
PA
USD
5547654.340000
0.4447149
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
BRINK S CO/THE COMPANY GUAR 144A 07/25 5.5
109696AB0
2700000.000000
PA
USD
2873812.500000
0.2303725
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.5
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 04/30 5
11135FAH4
2092000.000000
PA
USD
2490867.100000
0.1996746
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 11/30 4.15
11135FAP6
2080000.000000
PA
USD
2340741.100000
0.1876401
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 11/32 4.3
11135FAR2
2761000.000000
PA
USD
3174957.610000
0.2545131
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.3
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
BROOKFIELD FINANCE INC COMPANY GUAR 01/28 3.9
11271LAC6
28000.000000
PA
USD
31667.580000
0.0025386
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.9
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7
11271LAB8
464000.000000
PA
USD
577225.240000
0.0462719
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.7
N
N
N
N
N
N
CABLEVISION (CSC HOLDINGS LLC)
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5
126307AZ0
300000.000000
PA
USD
344062.500000
0.0275810
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.5
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
COLT MERGER SUB INC SR SECURED 144A 07/25 6.25
28470RAH5
8200000.000000
PA
USD
8596511.000000
0.6891194
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25
N
N
N
N
N
N
CAESARS HOLDINGS INC
529900CJT4VQO26ONP04
CAESARS HOLDINGS INC SR UNSECURED 10/24 5
127686AA1
1049721.000000
PA
USD
1603593.570000
0.1285484
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5
N
N
N
Y
N
Caesars Entertainment Corporation
Caesars Entertainment Corporation
USD
XXXX
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
12769LAD1
1600000.000000
PA
USD
1547332.800000
0.1240384
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.7151
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC TERM B LOANS
12769LAB5
8278772.380000
PA
USD
7640123.040000
0.6124528
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.9111
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP SR UNSECURED 144A 02/29 4.625
131347CP9
3385000.000000
PA
USD
3427244.800000
0.2747371
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.625
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP SR UNSECURED 144A 02/31 5
131347CQ7
3385000.000000
PA
USD
3477681.300000
0.2787803
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875
138616AE7
64000.000000
PA
USD
69719.650000
0.0055889
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.875
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP UNSECURED 144A 06/22 6.5
138616AC1
10000000.000000
PA
USD
10777047.300000
0.8639170
Long
DBT
CORP
US
N
2
2022-06-17
Fixed
6.5
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A
14311CAA6
6000000.000000
PA
USD
1727937.120000
0.1385161
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Variable
0
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION USD TERM LOAN B
P2121YAN8
1500000.000000
PA
USD
1477500.000000
0.1184404
Long
LON
CORP
PA
N
2
2025-06-30
Floating
8.5
N
N
N
N
N
N
CBL & ASSOCIATES LIMITED PARTNERSHIP
549300VS75TWHD9JTH89
CBL + ASSOCIATES LP COMPANY GUAR 12/26 5.95
12505JAD5
4986000.000000
PA
USD
1173729.330000
0.0940893
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.95
N
N
N
N
N
N
CBL & ASSOCIATES LIMITED PARTNERSHIP
549300VS75TWHD9JTH89
CBL + ASSOCIATES LP LIMITD GUARA 10/24 4.6
12505JAB9
6000.000000
PA
USD
1461.870000
0.0001172
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.6
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/25 3.625
15236FAA8
200000.000000
PA
USD
199190.000000
0.0159676
Long
DBT
CORP
BR
N
2
2025-02-04
Fixed
3.625
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/30 4.625
15236FAB6
200000.000000
PA
USD
202375.000000
0.0162229
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.625
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 2020 TERM LOAN B
15669GAH7
1624305.620000
PA
USD
1569936.860000
0.1258504
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.4111
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC SR SECURED 144A 02/27 4
156700BC9
128000.000000
PA
USD
133863.680000
0.0107309
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25
1248EPCK7
15924000.000000
PA
USD
16636431.800000
1.3336210
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75
1248EPCD3
362000.000000
PA
USD
385756.250000
0.0309233
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
349000.000000
PA
USD
370343.100000
0.0296877
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2
16117LBX6
357994.430000
PA
USD
349971.420000
0.0280546
Long
LON
CORP
US
N
2
2027-02-01
Floating
1.92
N
N
N
N
N
N
CHASE MORGAGE FINANCE CORP 2005-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
16162WPE3
13021.450000
PA
USD
12477.130000
0.0010002
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.79909
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5
16163FAE5
1520091.900000
PA
USD
974528.790000
0.0781208
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S2
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A8
16163EAH1
371831.090000
PA
USD
278251.430000
0.0223054
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S5
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10
161631AK2
1339434.350000
PA
USD
998675.290000
0.0800565
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 03/23 6.25
12543DAY6
2201000.000000
PA
USD
2220258.750000
0.1779819
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.25
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/24 8.625
12543DBB5
1445000.000000
PA
USD
1492851.180000
0.1196710
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.625
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
12543DBF6
2778000.000000
PA
USD
2813558.400000
0.2255424
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
3672000.000000
PA
USD
3764791.440000
0.3017958
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CIFC FUNDING LTD 2014-2RA
N/A
CIFC FUNDING LTD CIFC 2014 2RA INC 144A
125475AA1
4100000.000000
PA
USD
1285544.670000
0.1030527
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Fixed
0
N
N
N
N
N
N
CIFC FUNDING LTD 2014-3A
N/A
CIFC FUNDING LTD CIFC 2014 3A INC 144A
12549TAA7
3000000.000000
PA
USD
966361.050000
0.0774661
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Floating
0
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
637913.910000
PA
USD
386477.460000
0.0309811
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.58728
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2009-6 2009-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 6 17A2 144A
17315JBM3
12128564.370000
PA
USD
9372792.020000
0.7513482
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2014-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A
17322WAK0
15099567.660000
PA
USD
10558917.780000
0.8464312
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.28327
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR4
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A
17311WAA5
535209.510000
PA
USD
496845.850000
0.0398285
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.00324
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR5
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A
17311LAJ0
2462855.710000
PA
USD
2117171.010000
0.1697181
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
3.8821
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-SHL1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A
17312WAA4
5333969.360000
PA
USD
5118631.680000
0.4103233
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
0.57163
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
9880511.170000
PA
USD
5710216.160000
0.4577463
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2007-CD4
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2007 CD4 AJ
12513YAJ9
5906.390000
PA
USD
5791.470000
0.0004643
Long
ABS-MBS
CORP
US
N
2
2049-12-11
Fixed
5.398
Y
N
N
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4
N/A
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A13
12566VAN2
223314.820000
PA
USD
217865.270000
0.0174647
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
Y
N
N
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4
N/A
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A5
12566VAE2
1799955.980000
PA
USD
1756005.190000
0.1407661
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
Y
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC SR UNSECURED 03/30 3.3
177376AF7
162000.000000
PA
USD
176028.570000
0.0141109
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.3
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES SR UNSECURED 01/22 VAR
ACI0SB547
171140000.000000
PA
1426580.720000
0.1143585
Long
DBT
MUN
AR
N
2
2022-01-23
Floating
29.8231
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
199694000.000000
PA
1610145.670000
0.1290736
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
27.4831
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/29 FIXED 7.045
167486ZZ5
200000.000000
PA
USD
215718.000000
0.0172925
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
7.045
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/40 FIXED 7.517
167486MK2
13700000.000000
PA
USD
16205456.000000
1.2990729
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.517
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/42 FIXED 7.75
167486D22
51000.000000
PA
USD
55746.570000
0.0044688
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75
N
N
N
N
N
N
CLARIVATE (CAMELOT FINANCE SA)
N/A
CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5
13323AAB6
15000.000000
PA
USD
15780.450000
0.0012650
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.5
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
99250.000000
PA
USD
89209.770000
0.0071513
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.7605
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
N/A
CLEAR CHANNEL WORLDWIDE COMPANY GUAR 02/24 9.25
18451QAP3
342000.000000
PA
USD
311279.850000
0.0249530
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25
N
N
N
N
N
N
COBHAM (AI CONVOY LUXEMBOURG SARL)
222100GQMVQ4KP4KJS35
AI CONVOY LUXEMBOURG S A R L USD TERM LOAN B
00135BAC7
160597.500000
PA
USD
156381.820000
0.0125360
Long
LON
CORP
LU
N
2
2027-01-17
Floating
4.6501
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
3902760.830000
PA
USD
1771853.420000
0.1420365
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.0567
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC TERM LOAN B
20337EAQ4
198500.000000
PA
USD
194809.090000
0.0156164
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.4111
N
N
N
N
N
N
CORK STREET CLO DESIGNATED ACTIVITY CO 1A
N/A
CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A
ACI0QPJC5
2667264.000000
PA
1716237.520000
0.1375782
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
PISCES MIDCO INC TERM LOAN B
72431HAB6
287001.550000
PA
USD
282576.850000
0.0226521
Long
LON
CORP
US
N
2
2025-04-12
Floating
3.9282
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC SR UNSECURED 11/79 5.45
219350BQ7
157000.000000
PA
USD
205260.950000
0.0164543
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45
N
N
N
N
N
N
COSTAR GROUP INC
N/A
COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8
22160NAA7
1300000.000000
PA
USD
1376946.700000
0.1103797
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.8
N
N
N
N
N
N
COUNTRYWIDE ALT LN TRUST 2005-1CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2
12667F2R5
460374.430000
PA
USD
301902.130000
0.0242013
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2004-35T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5
12667FQ99
675282.210000
PA
USD
663245.510000
0.0531675
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-36T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7
02146XAF5
3120312.600000
PA
USD
2092461.660000
0.1677373
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1
12667FYU3
440107.370000
PA
USD
443371.470000
0.0355418
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
5.75
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4
12667FJ55
553974.140000
PA
USD
535326.260000
0.0429132
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.75
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-37T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A4
12667G2W2
4123035.950000
PA
USD
3608363.140000
0.2892561
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A6
12668BEL3
1388261.880000
PA
USD
2036621.690000
0.1632611
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
21.004
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J12
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1
12668ASY2
287961.990000
PA
USD
194799.690000
0.0156157
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.71163
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A3
12668BZD8
1666196.990000
PA
USD
1205421.880000
0.0966299
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-26CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 26CB A18
02147WAT6
368966.190000
PA
USD
283239.850000
0.0227053
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-29T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A8
02147PAR5
2022086.090000
PA
USD
1705804.530000
0.1367419
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11
02149JAL0
630529.640000
PA
USD
387588.340000
0.0310701
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 2A2
02149JAR7
1919528.990000
PA
USD
1469975.680000
0.1178372
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A4
12668BMX8
1499440.180000
PA
USD
974820.850000
0.0781443
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-7CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 3A1
12668BYQ0
6253.020000
PA
USD
6201.700000
0.0004971
Long
ABS-MBS
CORP
US
N
2
2021-05-25
Fixed
5.25
Y
N
N
N
N
N
FARM CREDIT BANK OF TEXAS
V1EBJIOLRNYDHDF63Z33
FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR
30767EAD1
1000000.000000
NS
USD
1054475.560000
0.0845296
Long
EP
USGSE
US
N
2
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-19
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2
02151AAB6
8184995.870000
PA
USD
6224411.070000
0.4989655
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A5
02149VAE9
17339085.520000
PA
USD
4407840.020000
0.3533443
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
5.07837
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A8
02149VAH2
4735331.600000
PA
USD
3165808.310000
0.2537797
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9
02149VAJ8
477880.100000
PA
USD
319549.390000
0.0256159
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1
02150QAK2
2163482.580000
PA
USD
2008457.590000
0.1610034
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
3.42282
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2008-2R
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1
021482AJ3
1776234.330000
PA
USD
1435068.210000
0.1150389
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3
02147RAQ3
768286.150000
PA
USD
424933.850000
0.0340638
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1
126694A32
4066476.200000
PA
USD
3400338.190000
0.2725802
Long
ABS-MBS
CORP
US
N
2
2046-03-20
Floating
0.39675
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTS 2006-BC5
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 2A3
12666SAD0
1482048.890000
PA
USD
1414367.570000
0.1133795
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.34163
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-6
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A4
12669LAE0
17597846.330000
PA
USD
12379791.010000
0.9923973
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
0.48163
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-9
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A
12670FAA8
14184250.670000
PA
USD
12626802.930000
1.0121984
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.37163
Y
N
N
N
N
N
FORBES ENERGY SERVICES LTD
5493000KNGZL65YWY755
FORBES ENERGY SERVICES LTD COMMON STOCK
345143200
64837.000000
NS
USD
6937.560000
0.0005561
Long
EC
CORP
US
Y
1
N
N
N
COUNTRYWIDE HOME LOANS 2006-J2
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 J2 1A6
126694H68
330463.690000
PA
USD
269313.040000
0.0215889
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-10
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 10 A2
12545CAB6
604056.280000
PA
USD
447636.870000
0.0358838
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.5
Y
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-2
N/A
CREDIT ACCEPTANCE AUTO LOAN TR CAALT 2020 2A C 144A
22535MAE9
9000000.000000
PA
USD
9061039.800000
0.7263573
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
2.73
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR
F22797RT7
400000.000000
PA
USD
440464.000000
0.0353088
Long
DBT
CORP
FR
N
2
2024-01-23
Floating
7.875
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AJ7
600000.000000
PA
USD
633141.000000
0.0507543
Long
DBT
CORP
CH
N
2
2023-07-17
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AK4
200000.000000
PA
USD
212889.000000
0.0170658
Long
DBT
CORP
CH
N
2
2025-09-12
Floating
7.25
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/49 VAR
ACI07D348
2336000.000000
PA
USD
2571060.000000
0.2061031
Long
DBT
CORP
CH
N
2
2023-12-11
Floating
7.5
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
1343000.000000
NS
USD
1066463.260000
0.0854906
Long
EP
CORP
US
N
2
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERT 2006
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11
225470P23
1277109.290000
PA
USD
937463.860000
0.0751496
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.75
Y
N
N
N
N
N
CREDIT-BASED ASSET SERVC SEC 2005-CB8
N/A
CREDIT BASED ASSET SERVICING A CBASS 2005 CB8 AF5
12489WQG2
16943.480000
PA
USD
17102.610000
0.0013710
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.48404
Y
N
N
N
N
N
CRH EUROPE (BME GROUP HOLDING BV)
549300Y5PCNMQXYRRY06
CLAY HOLDCO BV EUR TERM LOAN A
965PCGII2
2899033.740000
PA
3291127.880000
0.2638256
Long
LON
CORP
NL
N
2
2025-10-30
Floating
4
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507
126650BS8
1612356.380000
PA
USD
2033292.370000
0.1629942
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR SECURED 144A 06/26 6.02
25272KAK9
5180000.000000
PA
USD
6077177.550000
0.4871629
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
1830000.000000
PA
USD
1815799.350000
0.1455594
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC SR UNSECURED 144A 09/24 10.75
23422RAA0
2984000.000000
PA
USD
2659176.680000
0.2131667
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
10.75
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC TERM LOAN
25272YAE3
12179750.730000
PA
USD
10693821.140000
0.8572454
Long
LON
CORP
US
N
2
2023-09-02
Floating
4.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
5900000.000000
PA
USD
5446466.650000
0.4366034
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.375
N
N
N
Y
N
DISH NETWORK CORPORATION
DISH NETWORK CORP-A
USD
XXXX
N
N
N
DORIC NIMROD AIR ALPHA 2013-1 CLASS A PASS THROUGH TRUST
N/A
DORIC NIMROD 2013 1 CL A PASS THRU CE 144A 05/25 5.25
233283AA8
72237.650000
PA
USD
66106.390000
0.0052993
Long
DBT
CORP
GG
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST
N/A
DORIC NIMROD AIR 2012 1A PASS THRU CE 144A 11/24 5.125
258258AA0
69328.440000
PA
USD
64232.080000
0.0051490
Long
DBT
CORP
GG
N
2
2024-11-30
Fixed
5.125
N
N
N
N
N
N
DRIVETIME AUTOMOTIVE GROUP INC / BRIDGECREST ACCEPTANCE CORP
N/A
DRIVETIME AUTO GP + BRID SR SECURED 144A 06/21 8
26209NAK9
14929000.000000
PA
USD
14526588.810000
1.1644904
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
8
N
N
N
N
N
N
DRYDEN 57 CLO LTD 2018-58A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A
26245TAC0
14311000.000000
PA
USD
8646385.780000
0.6931175
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Variable
0
N
N
N
N
N
N
DTEK FINANCE PLC
549300VBCR9V58ZYQ356
DTEK FINANCE PLC SR SECURED 12/24 10.75
ACI0RPV63
3986000.000000
PA
USD
2502649.960000
0.2006191
Long
DBT
CORP
GB
N
2
2024-12-31
Fixed
10.75
N
N
Y
N
N
N
DTEK HOLDINGS LIMITED
N/A
DTEK HOLDINGS LTD EUR TERM LOAN
935YHVII2
766796.000000
PA
479588.340000
0.0384451
Long
LON
CORP
CY
N
3
2026-08-01
Floating
5.375
N
N
N
N
N
N
DTEK HOLDINGS LIMITED
N/A
DTEK HOLDINGS LTD EUR TERM LOAN B
935YHXII8
1879167.000000
PA
1175314.670000
0.0942164
Long
LON
CORP
CY
N
3
2026-08-01
Floating
5.375
N
N
N
N
N
N
DTEK INVESTMENTS LIMITED
635400PXGAR3DIWMKS37
DTEK INVESTMENTS LIMITED TERM LOAN
938TSAII4
1944966.000000
PA
USD
1221166.350000
0.0978920
Long
LON
CORP
GB
N
3
2023-06-30
Floating
5.1669
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
121000.000000
PA
USD
141205.560000
0.0113194
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INCORPORATED
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INCORPORA TERM LOAN B
28414BAF3
274000.000000
PA
USD
268006.250000
0.0214841
Long
LON
CORP
US
N
2
2027-02-04
Floating
3.40438
N
N
N
N
N
N
EMERALD BAY SA
2221008SU8XG8LZVS860
EMERALD BAY SA PASS THRU CE 144A 10/20 0.0000
ACI0YB9V6
1162000.000000
PA
1348420.800000
0.1080930
Long
DBT
CORP
LU
N
2
2020-10-08
None
0
N
N
N
N
N
N
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65
29246QAD7
200000.000000
PA
USD
221875.000000
0.0177861
Long
DBT
CORP
CL
N
2
2030-05-07
Fixed
3.65
N
N
N
N
N
N
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/50 4.7
29246QAE5
300000.000000
PA
USD
375937.500000
0.0301362
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.7
N
N
N
N
N
N
ENCINA SPV
N/A
ENCINA PRIVATE CREDIT LLC NOTE
938DREII2
13897142.810000
PA
USD
13897142.810000
1.1140323
Long
DBT
CORP
US
N
3
2025-11-30
Floating
4.5145
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMPANY GUAR 144A 06/28 4.75
29272WAC3
1400000.000000
PA
USD
1503460.000000
0.1205214
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9
29278NAP8
80000.000000
PA
USD
80992.840000
0.0064926
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75
29278NAQ6
176000.000000
PA
USD
174385.560000
0.0139792
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5
29278NAR4
160000.000000
PA
USD
159315.390000
0.0127711
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5
N
N
N
N
N
N
ENSCO JERSEY FINANCE LIMITED
N/A
ENSCO JERSEY FINANCE LTD COMPANY GUAR 01/24 3
29359WAB1
100000.000000
PA
USD
9001.710000
0.0007216
Long
DBT
CORP
JE
N
2
2024-01-31
Fixed
3
N
N
N
Y
N
VALARIS PLC
VALARIS PLC
USD
XXXX
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
20068728.730000
PA
USD
13446048.250000
1.0778713
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.9111
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
29373TAA2
4951000.000000
PA
USD
1998025.560000
0.1601671
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5
054561AM7
16000.000000
PA
USD
20196.070000
0.0016190
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH HOSPITALITY INC COMPANY GUAR 144A 10/27 4.625
26907YAB0
118000.000000
PA
USD
113698.900000
0.0091144
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.625
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
4487014.220000
PA
4804238.550000
0.3851207
Long
ABS-MBS
CORP
GB
N
3
2045-06-13
Floating
1.54325
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
1394472.450000
PA
1434999.740000
0.1150334
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
4.19325
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10
30162RAA9
217000.000000
PA
USD
55269.900000
0.0044306
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
10
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
EXPEDIA GROUP INC COMPANY GUAR 144A 12/23 3.6
30212PAZ8
2300000.000000
PA
USD
2328635.000000
0.1866696
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.6
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED 144A 01/24 8.25
90015LAF4
200000.000000
PA
USD
204340.000000
0.0163804
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
EYECARE PARTNERS LLC
N/A
EYECARE PARTNERS LLC 2020 DELAYED DRAW TERM LOAN
30233PAC4
23446.970000
PA
USD
21532.130000
0.0017261
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.75
N
N
N
N
N
N
EYECARE PARTNERS LLC
N/A
EYECARE PARTNERS LLC TERM LOAN
30233PAB6
100235.780000
PA
USD
92049.820000
0.0073790
Long
LON
CORP
US
N
2
2027-02-18
Floating
4.822
N
N
N
N
N
N
FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01
N/A
FANNIE MAE CAS CAS 2017 C01 1B1
30711XEQ3
2010000.000000
PA
USD
2110926.520000
0.1692175
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
5.92163
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1
N/A
FANNIE MAE CAS CAS 2020 SBT1 2B1 144A
20753VDL9
2340000.000000
PA
USD
1622524.180000
0.1300659
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
6.77163
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1
N/A
FANNIE MAE CAS CAS 2020 SBT1 2M2 144A
20753VCZ9
640000.000000
PA
USD
605253.060000
0.0485187
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
3.82163
N
N
N
N
N
N
FANNIE MAE INTEREST STRIP 368
N/A
FANNIEMAE STRIP FNS 368 18
3136FCJ80
465549.660000
PA
USD
67882.600000
0.0054417
Long
ABS-MBS
USGSE
US
N
2
2036-02-25
Variable
5
N
N
N
N
N
N
FANNIE MAE REMICS 2012-111
N/A
FANNIE MAE FNR 2012 111 JS
3136A9GJ1
527294.370000
PA
USD
29710.300000
0.0023817
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Floating
5.92837
N
N
N
N
N
N
FANNIE MAE REMICS 2013-32
N/A
FANNIE MAE FNR 2013 32 HI
3136ADJF7
1836992.300000
PA
USD
184896.580000
0.0148218
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Fixed
3.5
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
64921.000000
NS
USD
542739.560000
0.0435075
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE REMICS 2013-53
N/A
FANNIE MAE FNR 2013 53 MI
3136AEFR3
503275.440000
PA
USD
18925.370000
0.0015171
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Fixed
3
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC COMMON STOCK UNIT
45174J608
872.000000
NS
USD
6560.930000
0.0005259
Long
EC
CORP
US
N
3
N
N
N
FANNIE MAE REMICS 2020-47
N/A
FANNIE MAE FNR 2020 47 IN
3136BAQ23
19006489.400000
PA
USD
2078369.120000
0.1666076
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
4.5
N
N
N
N
N
N
FERROGLOBE PLC / GLOBE SPECIALTY METALS INC
N/A
FERROGLOBE / GLOBE SPEC COMPANY GUAR 144A 03/22 9.375
315419AA9
2500000.000000
PA
USD
1087500.000000
0.0871769
Long
DBT
CORP
GB
N
2
2022-03-01
Fixed
9.375
N
N
N
N
N
N
FIRST FRANKLIN MTG LOAN ABS 2006-FF13
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2C
30247DAD3
4203531.240000
PA
USD
3121828.560000
0.2502542
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.33163
N
N
N
N
N
N
FIRST HORIZON ALT MTG SEC 2006-FA6
N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A1
32052FAH9
1268939.070000
PA
USD
769211.200000
0.0616620
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.25
Y
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
3088000.000000
PA
USD
3034932.720000
0.2432884
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.5
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/26 6.875
335934AR6
2082000.000000
PA
USD
2092024.830000
0.1677023
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2018-1
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2018 1 R 144A
33844M102
16000.000000
PA
USD
1346447.600000
0.1079349
Long
ABS-O
CORP
US
N
3
2025-05-15
Fixed
0
N
N
N
N
N
N
FLAGSTAR BANCORP INC
549300Q22V2Y3J4R2715
FLAGSTAR BANCORP INC SR UNSECURED 07/21 6.125
337930AC5
6000000.000000
PA
USD
6154951.380000
0.4933974
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
6.125
N
N
N
N
N
N
FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)
549300EAQH74YHD07T53
FLEX LTD SR UNSECURED 06/29 4.875
33938XAA3
36000.000000
PA
USD
41585.380000
0.0033336
Long
DBT
CORP
SG
N
2
2029-06-15
Fixed
4.875
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD COMMON STOCK
G5924V106
816053.000000
NS
USD
2896988.150000
0.2322303
Long
EC
CORP
BM
N
1
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
1068950.200000
PA
USD
956710.430000
0.0766925
Long
LON
CORP
US
N
3
2021-04-13
Fixed
5.2961
N
N
Y
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 05/97 7.7
345370BS8
29796000.000000
PA
USD
30883554.000000
2.4757086
Long
DBT
CORP
US
N
2
2097-05-15
Fixed
7.7
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/22 3.339
345397YL1
1000000.000000
PA
USD
1010000.000000
0.0809643
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.339
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 12/24 VAR
ACI0Z5575
100000.000000
PA
103431.130000
0.0082913
Long
DBT
CORP
US
N
2
2024-12-01
Floating
0.41
N
N
N
N
N
N
FOREST CITY ENTERPRISES LP
54930078MCT017XXRD21
FOREST CITY ENTERPRISES L P TERM LOAN B
34555QAF7
295500.000000
PA
USD
282664.070000
0.0226591
Long
LON
CORP
US
N
2
2025-12-08
Floating
3.6611
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 03/22 6.75
34960PAA9
1572000.000000
PA
USD
1599250.620000
0.1282002
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.75
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5
34960PAB7
785000.000000
PA
USD
740926.180000
0.0593946
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC 2750
N/A
FREDDIE MAC FHR 2750 SG
31394RFB0
1562828.000000
PA
USD
347737.670000
0.0278756
Long
ABS-MBS
USGSE
US
N
2
2034-02-15
Floating
6.91525
N
N
N
N
N
N
FREDDIE MAC 4520
N/A
FREDDIE MAC FHR 4520 AI
3137BLTL2
2113742.530000
PA
USD
205318.590000
0.0164589
Long
ABS-MBS
USGSE
US
N
2
2035-10-15
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1
N/A
FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A
35563CAH1
14136795.300000
PA
USD
8599412.580000
0.6893520
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
6.1715
N
N
N
N
N
N
FREDDIE MAC REMICS 4102
N/A
FREDDIE MAC FHR 4102 NS
3137AUN54
1344606.730000
PA
USD
1348554.760000
0.1081038
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
2.47371
N
N
N
N
N
N
FREDDIE MAC REMICS 4182
N/A
FREDDIE MAC FHR 4182 HS
3137B0WN0
402961.760000
PA
USD
422652.000000
0.0338809
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Floating
5.58788
N
N
N
N
N
N
FREDDIE MAC REMICS 4246
N/A
FREDDIE MAC FHR 4246 SN
3137B4PY6
5227744.940000
PA
USD
8108057.800000
0.6499637
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Floating
11.544
N
N
N
N
N
N
FREDDIE MAC REMICS 4300
N/A
FREDDIE MAC FHR 4300 SC
3137B82L0
2207386.990000
PA
USD
3046441.050000
0.2442109
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
8.93433
N
N
N
N
N
N
FREDDIE MAC REMICS 4319
N/A
FREDDIE MAC FHR 4319 ES
3137B8LB1
1821655.900000
PA
USD
2704791.770000
0.2168234
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Floating
10.1975
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2
N/A
FREDDIE MAC STACR STACR 2015 DNA2 B
3137G0FZ7
4407742.010000
PA
USD
4317324.680000
0.3460883
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Floating
7.72163
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1
N/A
FREDDIE MAC STACR STACR 2015 HQ1 B
3137G0EM7
2298720.710000
PA
USD
2507052.620000
0.2009721
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Floating
10.9216
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
12790000.000000
PA
USD
11858048.340000
0.9505730
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
None
0
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 X2A 144A
30291XAA0
117818438.820000
PA
USD
31669.600000
0.0025387
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
0.1
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 X2B 144A
30291XAC6
26863000.000000
PA
USD
14076.210000
0.0011284
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
0.1
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-2
N/A
FREMONT HOME LOAN TRUST FHLT 2006 2 M1
35729PPZ7
11915654.440000
PA
USD
6460170.950000
0.5178646
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.49163
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-E
N/A
FREMONT HOME LOAN TRUST FHLT 2006 E 2A3
35729NAD7
6434765.650000
PA
USD
3399925.540000
0.2725472
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.32163
N
N
N
N
N
N
FRESH MARKET INC/THE
529900QM5ZSBEBR6CS58
FRESH MARKET INC SR SECURED 144A 05/23 9.75
35804HAA4
12200000.000000
PA
USD
10126000.000000
0.8117273
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRONERI US INC
N/A
FRONERI INTERNATIONAL PLC 2020 USD TERM LOAN
G3679YAC6
252000.000000
PA
USD
242613.000000
0.0194485
Long
LON
CORP
GB
N
2
2027-01-29
Floating
2.4111
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP TERM LOAN B
35906EAJ9
20339924.800000
PA
USD
20111100.650000
1.6121598
Long
LON
CORP
US
N
2
2024-06-15
Floating
5.3522
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR SECURED 144A 04/27 8
35906ABC1
226000.000000
PA
USD
234289.680000
0.0187813
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
8
N
N
N
N
N
N
FRONTIER FINANCE PLC
213800XVLIFOCEEVIS52
FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8
ACI0T8JS5
8800000.000000
PA
11921103.960000
0.9556277
Long
DBT
CORP
GB
N
2
2022-03-23
Fixed
8
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HOUSE RESORTS INC 02/24 1
359678AB5
58000.000000
PA
USD
55790.490000
0.0044723
Long
DBT
CORP
US
N
3
2024-02-02
Floating
9.7375
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HSE RESORTS INC 01/24 1
359678AA7
680000.000000
PA
USD
654095.400000
0.0524340
Long
DBT
CORP
US
N
2
2024-01-31
Floating
8
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING LLC COMPANY GUAR 144A 05/30 4.4
36166NAB9
2000000.000000
PA
USD
2109967.540000
0.1691407
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.4
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY
549300G6UZOB126GBY72
GE CAPITAL INTL FUNDING COMPANY GUAR 11/25 3.373
36164Q6M5
1000000.000000
PA
USD
1058870.310000
0.0848819
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.373
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY
549300G6UZOB126GBY72
GE CAPITAL INTL FUNDING COMPANY GUAR 11/35 4.418
36164QNA2
200000.000000
PA
USD
206948.060000
0.0165895
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/38 5.875
36962G3P7
22000.000000
PA
USD
26104.100000
0.0020926
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875
36962G4B7
16000.000000
PA
USD
20695.150000
0.0016590
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 05/50 4.35
369604BY8
4000000.000000
PA
USD
4153797.160000
0.3329795
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 08/37 6.15
36962G3A0
82000.000000
PA
USD
98505.020000
0.0078964
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 10/27 6.8
37045VAU4
900000.000000
PA
USD
1097461.790000
0.0879755
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
6.8
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA BANK GUARANT 144A 10/30 10.75
374422AD5
800000.000000
PA
USD
961148.000000
0.0770482
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
1100000.000000
PA
USD
1020250.000000
0.0817860
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875
37443GAH4
1300000.000000
PA
USD
1157520.000000
0.0927899
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.875
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
37443GAJ0
400000.000000
PA
USD
355500.000000
0.0284978
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
GLACIER FUNDING CDO III LTD 2005-3A
N/A
GLACIER FUNDING CDO GLCR 2005 3A A1 144A
37638XAA7
7763448.450000
PA
USD
1676369.190000
0.1343823
Long
ABS-CBDO
CORP
KY
N
2
2035-08-04
Floating
0.51875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-143
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 143 IJ
38378GRT7
485357.680000
PA
USD
52424.260000
0.0042025
Long
ABS-MBS
USGSE
US
N
2
2041-09-16
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI
38378HFV3
503062.510000
PA
USD
50463.060000
0.0040453
Long
ABS-MBS
USGSE
US
N
2
2042-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-97
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 97 WS
38375GYG0
1572365.840000
PA
USD
296289.230000
0.0237513
Long
ABS-MBS
USGSE
US
N
2
2042-01-20
Floating
6.56325
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-100
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 100 KI
38378T8S2
73980.960000
PA
USD
2328.980000
0.0001867
Long
ABS-MBS
USGSE
US
N
2
2042-12-20
Fixed
3
N
N
N
N
N
N
GRAHAM PACKAGING COMPANY INC
N/A
GRAHAM PACKAGING COMPANY INC. TERM LOAN
38469EAC7
3600000.000000
PA
USD
3595050.000000
0.2881889
Long
LON
CORP
US
N
2
2027-08-06
Floating
4.5
N
N
N
N
N
N
GRAND CANAL SECURITIES 2
N/A
GRAND CANAL SECURITIES GCS 2 A REGS
BF2VX2II7
1690364.160000
PA
1919782.270000
0.1538949
Long
ABS-MBS
CORP
IE
N
2
2058-12-24
Floating
0.49
N
N
N
N
N
N
GREENE KING FINANCE PLC
213800QIJMYMW6TSBG41
GREENE KING FINANCE PLC SECURED 12/34 VAR
B06FKZII2
350000.000000
PA
400125.270000
0.0320751
Long
DBT
CORP
GB
N
2
2034-12-15
Floating
1.99325
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
GRIFFON CORPORATION COMPANY GUAR 03/28 5.75
398433AP7
26000.000000
PA
USD
27235.000000
0.0021832
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75
N
N
N
N
N
N
GROSVENOR PLACE CLO BV 2015-1A
N/A
GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A
39927WAV9
750000.000000
PA
249854.280000
0.0200290
Long
ABS-CBDO
CORP
NL
N
2
2029-04-30
Variable
0
N
N
N
N
N
N
GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD
378900C761245FC57265
GROWTHPOINT PROPERTIES L COMPANY GUAR 144A 05/23 5.872
40009VAA6
200000.000000
PA
USD
203500.000000
0.0163131
Long
DBT
CORP
ZA
N
2
2023-05-02
Fixed
5.872
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2006-GG8
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2006 GG8 AJ
362332AH1
1151215.030000
PA
USD
796640.800000
0.0638609
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Fixed
5.622
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP F 144A
36255MAQ0
7800000.000000
PA
USD
6714637.410000
0.5382634
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.5913
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP G 144A
36255MAS6
1400000.000000
PA
USD
1123300.360000
0.0900468
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.5913
N
N
N
N
N
N
GSAMP TRUST 2007-FM1
N/A
GSAMP TRUST GSAMP 2007 FM1 A1
3622MAAA9
1592604.020000
PA
USD
920313.790000
0.0737748
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.31163
N
N
N
N
N
N
GSPA MONETIZATION TRUST
N/A
GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
36298GAA7
5985297.430000
PA
USD
5944574.240000
0.4765330
Long
DBT
CORP
US
N
2
2029-10-09
Fixed
6.422
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR7
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1
362341XE4
1212685.340000
PA
USD
1155356.490000
0.0926165
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
4.18008
Y
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2006-4F
N/A
GSR MORTGAGE LOAN TRUST GSR 2006 4F 2A2
362334QD9
114808.650000
PA
USD
202794.980000
0.0162566
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.5
Y
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2007-AR1
N/A
GSR MORTGAGE LOAN TRUST GSR 2007 AR1 1A1
362290AA6
1900366.620000
PA
USD
1537845.270000
0.1232778
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.57489
Y
N
N
N
N
N
HAMPTON ROADS PPV LLC
N/A
HAMPTON ROADS PPV LLC BONDS 144A 06/53 6.171
409322AC8
1800000.000000
PA
USD
2361345.750000
0.1892918
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
6.171
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 09/30 3.5
404119CA5
140000.000000
PA
USD
147297.280000
0.0118077
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.5
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/95 7.5
197677AH0
4800000.000000
PA
USD
5900616.000000
0.4730092
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES SR UNSECURED 01/31 2.875
42250PAB9
500000.000000
PA
USD
531655.200000
0.0426189
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.875
N
N
N
N
N
N
HOMEBANC MORTGAGE TRUST 2005-1
N/A
HOMEBANC MORTGAGE TRUST HMBT 2005 1 M6
43739EAX5
150638.250000
PA
USD
137534.860000
0.0110252
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.97163
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BP3
400000.000000
PA
USD
404326.000000
0.0324119
Long
DBT
CORP
GB
N
2
2028-03-23
Floating
6.5
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
BFM4XMII1
400000.000000
PA
515723.970000
0.0413418
Long
DBT
CORP
GB
N
2
2026-09-28
Floating
5.875
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR
ACI0H2TW1
2330000.000000
PA
2832321.270000
0.2270465
Long
DBT
CORP
GB
N
2
2023-09-29
Floating
6
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORP PREFERRED STOCK
000000000
34479.000000
NS
USD
25800635.700000
2.0682482
Long
EP
CORP
US
N
3
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25
44409MAC0
1000000.000000
PA
USD
1029558.250000
0.0825322
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.25
N
N
N
N
N
N
HUNT COMPANIES INC
549300ODPWDNCH5TKM49
HUNT COS INC SR SECURED 144A 02/26 6.25
445587AC2
56000.000000
PA
USD
52522.680000
0.0042104
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.25
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2016-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST HART 2016 A R 44930U9A6
932XDGII4
7009750.000000
PA
USD
5293734.180000
0.4243599
Long
ABS-O
CORP
US
N
3
2022-12-15
Fixed
0
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 2020 TERM LOAN
45174UAF5
4837844.610000
PA
USD
4543036.040000
0.3641820
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.1611
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375
45174HBD8
741000.000000
PA
USD
736787.420000
0.0590629
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375
45174HBC0
2492900.000000
PA
USD
2629610.640000
0.2107966
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 04/35 FIXED 6.725
452152FA4
60000.000000
PA
USD
68129.400000
0.0054614
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.725
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 06/33 FIXED 5.1
452151LF8
365000.000000
PA
USD
383253.650000
0.0307226
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.1
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 07/35 FIXED 7.35
452152GS4
40000.000000
PA
USD
46700.000000
0.0037436
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35
N
N
N
N
N
N
INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)
335800F2JHSOGXQEBY56
INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/30 3.249
45434L2A1
200000.000000
PA
USD
201840.360000
0.0161801
Long
DBT
CORP
IN
N
2
2030-02-13
Fixed
3.249
N
N
N
N
N
N
INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)
335800F2JHSOGXQEBY56
INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/50 3.95
45434L2B9
200000.000000
PA
USD
193087.860000
0.0154784
Long
DBT
CORP
IN
N
2
2050-02-13
Fixed
3.95
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/50 3.8
71567PAQ3
1000000.000000
PA
USD
1090000.000000
0.0873773
Long
DBT
NUSS
ID
N
2
2050-06-23
Fixed
3.8
N
N
N
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-F2
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
45670JAE2
6601998.150000
PA
USD
3733855.780000
0.2993159
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.5
Y
N
N
N
N
N
INDYMAC RESIDENTIAL ASSET BACKED 2007-B
N/A
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2
43710EAD2
3032641.620000
PA
USD
1972615.400000
0.1581301
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.33163
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS FIN PLC EURO TERM
G4768PAH4
4972500.000000
PA
5669742.510000
0.4545018
Long
LON
CORP
US
N
2
2024-04-01
Floating
2.5
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA VAR
456837AR4
700000.000000
PA
USD
717790.500000
0.0575400
Long
DBT
CORP
NL
N
2
2026-11-16
Floating
5.75
N
N
N
N
Y
ING GROEP NV
ING GROEP NV
EUR
XXXX
N
N
N
INGERSOLL-RAND SERVICES COMPANY
N/A
INGERSOLL RAND COMPANY LIMITED 2020 USD TERM LOAN B
365556AU3
112717.500000
PA
USD
108502.320000
0.0086978
Long
LON
CORP
BM
N
2
2027-03-01
Floating
1.9111
N
N
N
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
126000.000000
PA
USD
129395.700000
0.0103727
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC SR UNSECURED 144A 02/28 9.375
45774NAB4
258000.000000
PA
USD
263966.250000
0.0211602
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS INC 2020 TERM LOAN B
45778EAG9
47880.000000
PA
USD
47461.050000
0.0038046
Long
LON
CORP
US
N
3
2027-02-04
Floating
3.9111
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75
458204AP9
11828000.000000
PA
USD
680110.000000
0.0545194
Long
DBT
CORP
LU
N
2
2021-06-01
Fixed
7.75
Y
Y
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
1939000.000000
PA
USD
111492.500000
0.0089375
Long
DBT
CORP
LU
N
2
2023-06-01
Fixed
8.125
Y
Y
N
N
N
N
INTELSAT CONNECT FINANCE SA
549300T8SOCBO2H77X11
INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5
45827AAD5
196000.000000
PA
USD
57452.500000
0.0046055
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
9.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5
45824TAP0
6029000.000000
PA
USD
3790884.480000
0.3038875
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75
45824TAY1
10549000.000000
PA
USD
7031963.400000
0.5637011
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.75
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5
45824TBA2
19698000.000000
PA
USD
13049925.000000
1.0461170
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8
45824TAR6
156000.000000
PA
USD
159573.960000
0.0127919
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
8
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS S A TERM LOAN B 3
L5137LAF2
3180000.000000
PA
USD
3207825.000000
0.2571479
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS S A TERM LOAN B 4
L5137LAG0
100000.000000
PA
USD
100875.000000
0.0080864
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2020 DIP TERM LOAN
L5137LAK1
751520.700000
PA
USD
765298.330000
0.0613484
Long
LON
CORP
LU
N
2
2022-07-13
Floating
5.05
N
N
N
N
N
N
INTERNET BRANDS INC (MH SUB I LLC)
N/A
MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM
45567YAJ4
213950.000000
PA
USD
208779.470000
0.0167363
Long
LON
CORP
US
N
2
2024-09-13
Floating
4.572
N
N
N
N
N
N
IOWA TOBACCO SETTLEMENT AUTHORITY
N/A
TOBACCO SETTLEMENT AUTH IA TOB TOBGEN 06/23 FIXED 6.5
888805AP3
425000.000000
PA
USD
425357.000000
0.0340978
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
6.5
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8
ACI1M29S4
900000.000000
PA
USD
1122300.000000
0.0899666
Long
DBT
NUSS
IL
N
2
2060-05-13
Fixed
3.8
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
46646.630000
PA
USD
44984.840000
0.0036061
Long
LON
CORP
US
N
2
2026-06-03
Floating
3.4375
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED REGS 07/30 5.85
ACI1NM4Q8
2300000.000000
PA
USD
2304864.820000
0.1847642
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2007-A1
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 2A1
466287AP4
6590285.850000
PA
USD
6210217.470000
0.4978277
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.28901
Y
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2006-CB16
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB16 AJ
46629GAJ7
187549.300000
PA
USD
168051.670000
0.0134715
Long
ABS-MBS
CORP
US
N
2
2045-05-12
Fixed
5.623
Y
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2006-LDP9
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 LDP9 AJ
46629PAF5
2005648.890000
PA
USD
2322245.580000
0.1861574
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.411
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2
466247F57
1216063.170000
PA
USD
1031016.900000
0.0826491
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.36895
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 3A1
46628LAK4
648830.210000
PA
USD
544875.670000
0.0436787
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.81297
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A7
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M
46629DBJ3
825731.640000
PA
USD
734752.690000
0.0588997
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.68807
Y
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-WF1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3A
46628SAE3
119392.620000
PA
USD
55691.730000
0.0044644
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
5.83
Y
N
N
N
N
N
JP MORGAN MTGE TRUST 2005-A7
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1
466247WT6
28870.930000
PA
USD
27531.470000
0.0022070
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
4.01242
N
N
N
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 0.0000
BJBQCWII7
4873000.000000
NS
6311648.930000
0.5059587
Long
EP
CORP
NL
N
2
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
7713240.000000
PA
USD
7202237.850000
0.5773507
Long
LON
CORP
LU
N
2
2026-12-04
Floating
5.3305
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY WILSON INC COMPANY GUAR 04/24 5.875
489399AG0
134000.000000
PA
USD
134670.000000
0.0107955
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.875
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC/DELAWA COMPANY GUAR 01/32 7.75
28368EAE6
3100000.000000
PA
USD
4511990.540000
0.3616933
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC/DELAWA COMPANY GUAR 08/31 7.8
28368EAD8
6000000.000000
PA
USD
8396710.140000
0.6731028
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
7.8
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 07/25 3.95
50077LAK2
407000.000000
PA
USD
447607.660000
0.0358814
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.95
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 07/45 5.2
50077LAM8
200000.000000
PA
USD
228408.300000
0.0183098
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.2
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 03/31 4.25
50077LBD7
2788000.000000
PA
USD
3083454.930000
0.2471780
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 05/27 3.875
50077LBA3
2788000.000000
PA
USD
3006982.870000
0.2410478
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.875
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/50 5.5
50077LBG0
3373000.000000
PA
USD
3970904.090000
0.3183183
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.5
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25
505742AM8
76000.000000
PA
USD
64410.000000
0.0051633
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25
N
N
N
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7
N/A
LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2006 C7 AJ
50180CAG5
5573015.600000
PA
USD
3138473.270000
0.2515884
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Fixed
5.407
Y
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
MCDERMOTT TECHLGY AMERICAS INC 2020 MAKE WHOLE TL
N5200EAC5
382611.420000
PA
USD
344350.280000
0.0276040
Long
LON
CORP
US
N
3
2024-06-30
Floating
3.1669
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
MCDERMOTT TECHLGY AMERICAS INC 2020 TAKE BACK TL
N5200EAB7
1845539.170000
PA
USD
1510265.610000
0.1210669
Long
LON
CORP
US
N
2
2025-06-30
Floating
4.1669
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC SR SECURED 144A 02/27 4.375
53219LAS8
16000.000000
PA
USD
16390.560000
0.0013139
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.375
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
REGIONALCARE HOSPITAL PARTNERS 2018 TERM LOAN B
75915TAD4
100000.000000
PA
USD
97821.400000
0.0078416
Long
LON
CORP
US
N
2
2025-11-17
Floating
3.9111
N
N
N
N
N
N
LEHMAN MORTGAGE TRUST 2007-6
N/A
LEHMAN MORTGAGE TRUST LMT 2007 6 1A11
52521NAJ9
148368.380000
PA
USD
148783.100000
0.0119269
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
LEHMAN XS TRUST 2006-11
N/A
LEHMAN XS TRUST LXS 2006 11 2A2
52522WAF6
1889441.360000
PA
USD
1909224.760000
0.1530486
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.29
N
N
N
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
2594589.010000
PA
USD
2245733.800000
0.1800241
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.39163
Y
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
539439AU3
700000.000000
PA
USD
741442.280000
0.0594360
Long
DBT
CORP
GB
N
2
2025-09-27
Floating
7.5
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
ACI0808F5
4610000.000000
PA
6260782.890000
0.5018812
Long
DBT
CORP
GB
N
2
2023-06-27
Floating
7.625
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
ACI0808H1
3515000.000000
PA
5190912.690000
0.4161175
Long
DBT
CORP
GB
N
2
2029-06-27
Floating
7.875
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LNR CDO LTD 2005-1A
N/A
LNR CDO LTD LNR 2005 1A A 144A
53944PAA0
4976309.290000
PA
USD
616679.180000
0.0494347
Long
ABS-CBDO
CORP
KY
N
2
2043-02-28
Floating
2.7585
Y
N
N
N
N
N
LOANPAL SOLAR LOAN 2020-2 LTD
N/A
LOANPAL SOLAR LN 2020 2 LTD LPSLT 2020 2GF A 144A
53948KAA7
14100000.000000
PA
USD
14115131.840000
1.1315069
Long
ABS-O
CORP
US
N
3
2047-07-20
Fixed
2.75
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2006-WL2
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL2 2A4
542514SD7
6205907.770000
PA
USD
5562142.890000
0.4458763
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.47163
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC
N/A
MALLINCKRODT FIN/SB COMPANY GUAR 144A 04/25 5.5
561233AC1
2142000.000000
PA
USD
381543.750000
0.0305856
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
5.5
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-3
N/A
MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A
57109M101
14553.000000
PA
USD
4071609.830000
0.3263912
Long
ABS-O
CORP
US
N
3
2029-09-17
Fixed
0
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625
571903BE2
80000.000000
PA
USD
85927.350000
0.0068882
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.625
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
BW4532OH033VURR0IT68
MARRIOTT OWNERSHIP RESOR SR SECURED 144A 09/25 6.125
57164PAG1
800000.000000
PA
USD
856940.000000
0.0686946
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.125
N
N
N
N
N
N
MASTR ALT LN TR 2006-3
N/A
MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2
57645DAG7
3133217.290000
PA
USD
1791994.750000
0.1436511
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.75
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC COMPANY GUAR 144A 12/27 5.875
577081BD3
17000.000000
PA
USD
18348.950000
0.0014709
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875
N
N
N
N
N
N
MAUSER PACKAGING SOLUTIONS HOLDING COMPANY
549300DNGHXL0OMHW304
BWAY HLDG CO TERM LOAN
05604XAP1
1037900.010000
PA
USD
971826.260000
0.0779042
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.5229
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY (AMERICAS) INC
549300MSF84ZAB7RHN59
MCDERMOTT TECHNOLOGY (AMERICAS TERM LOAN
58004GAB4
800000.000000
PA
USD
654666.400000
0.0524798
Long
LON
CORP
US
N
2
2025-05-09
Floating
6.9446
Y
Y
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875
58547DAA7
200000.000000
PA
USD
203224.740000
0.0162910
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.875
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 07/27 5.625
58547DAC3
400000.000000
PA
USD
409045.140000
0.0327902
Long
DBT
CORP
KY
N
2
2027-07-17
Fixed
5.625
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75
58547DAE9
4200000.000000
PA
USD
4270883.780000
0.3423655
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375
58547DAD1
2430000.000000
PA
USD
2459178.400000
0.1971343
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.375
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A2D
59020U6M2
6746480.040000
PA
USD
2509544.850000
0.2011719
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
5.895
Y
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
59020U5W1
2841214.900000
PA
USD
1880572.010000
0.1507517
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.68103
Y
N
N
N
N
N
MESSER INDUSTRIES USA INC
529900HNC1EZT3TC1260
MESSER INDS GMBH TERM LOAN B 1
D6000EAB8
140892.590000
PA
USD
138661.840000
0.0111155
Long
LON
CORP
US
N
2
2026-03-01
Floating
2.8079
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875
55300RAB7
800000.000000
PA
USD
847872.000000
0.0679677
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.875
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED 144A 06/25 5.25
55300RAE1
2400000.000000
PA
USD
2478000.000000
0.1986431
Long
DBT
CORP
KY
N
2
2025-06-18
Fixed
5.25
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 06/25 4.625
55303XAK1
8425000.000000
PA
USD
8865122.000000
0.7106520
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327
595112BN2
330000.000000
PA
USD
402759.270000
0.0322863
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.327
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY S CORPORATION SR UNSECURED 05/50 3.25
615369AT2
100000.000000
PA
USD
115133.200000
0.0092294
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-NC5
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C
61749BAE3
7067007.170000
PA
USD
4381575.540000
0.3512389
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.32163
N
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2007-10XS
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2
61751MAC8
1098287.750000
PA
USD
745731.010000
0.0597798
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.25
Y
N
N
N
N
N
MOTEL 6 TRUST 2017-M6MZ
N/A
MOTEL 6 TRUST MOTEL 2017 M6MZ M 144A
61975GAA5
9936910.060000
PA
USD
7877801.440000
0.6315057
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
7.10125
N
N
N
N
N
N
MOUNTAIN STATES TELEPHONE & TELEGRAPH COMPANY
N/A
MOUNTAIN STATES TEL + TE SR UNSECURED 05/30 7.375
624284BD6
6900000.000000
PA
USD
7528314.000000
0.6034899
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.375
N
N
N
N
N
N
N-STAR REL CDO VIII LTD 2006-8A
N/A
N STAR REAL ESTATE CDO LTD NSTAR 2006 8A B 144A
62940FAD1
789182.300000
PA
USD
755483.430000
0.0605616
Long
ABS-CBDO
CORP
KY
N
2
2041-02-01
Floating
0.59263
N
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
NASCAR HOLDINGS INC TERM LOAN B
63108EAB4
147755.380000
PA
USD
144964.430000
0.0116207
Long
LON
CORP
US
N
2
2026-10-19
Floating
2.9216
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A
63874LAQ7
4500000.000000
PA
USD
4254305.850000
0.3410366
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.42475
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 01/22 7.25
78442FEL8
1100000.000000
PA
USD
1157447.500000
0.0927841
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/24 6.125
78442FET1
289000.000000
PA
USD
300015.240000
0.0240500
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.125
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 06/22 6.5
63938CAF5
600000.000000
PA
USD
628500.000000
0.0503822
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.5
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 08/33 5.625
78442FAZ1
74000.000000
PA
USD
63006.560000
0.0050508
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.625
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 09/23 7.25
63938CAE8
77000.000000
PA
USD
81452.530000
0.0065295
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25
N
N
N
N
N
N
NBTY INC (ALPHABET HOLDING CO INC)
5493000J3OND4HN47659
ALPHABET HOLDING COMPANY INC. INITIAL TERM LOAN
18913EAB3
97250.000000
PA
USD
93522.120000
0.0074970
Long
LON
CORP
US
N
2
2024-09-26
Floating
3.6611
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 05/24 12.25
62886HAR2
6920000.000000
PA
USD
7538475.000000
0.6043044
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625
62886HAP6
152000.000000
PA
USD
100741.800000
0.0080757
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.625
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD INC TERM LOAN
64021SAE9
16975255.340000
PA
USD
3395051.070000
0.2721564
Long
LON
CORP
US
N
2
2023-10-25
Floating
2
Y
Y
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC 2020 DIP TERM LOAN
64021TAB3
10560330.390000
PA
USD
10850739.480000
0.8698244
Long
LON
CORP
US
N
2
2020-10-07
Floating
12.3056
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC 2020 EXIT TERM LOAN
938TURII4
1738728.740000
PA
USD
1782196.960000
0.1428657
Long
LON
CORP
US
N
3
2025-05-08
Floating
13
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC CASH PAY EXTENDED TERM LOAN
64021SAD1
22934500.380000
PA
USD
4510459.390000
0.3615705
Long
LON
CORP
US
N
2
2023-10-25
Floating
7.5
Y
Y
N
N
N
N
NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL)
254900CHQOBZNYV4DY60
SUNSHINE LUXEMBOURG VII SARL USD TERM LOAN B1
L8908YAB4
4756367.470000
PA
USD
4741503.820000
0.3800917
Long
LON
CORP
LU
N
2
2026-10-01
Floating
5.322
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NETAPP INC SR UNSECURED 06/30 2.7
64110DAK0
1000000.000000
PA
USD
1065000.120000
0.0853733
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.7
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 05/29 4.625
ACI1GLZT8
12200000.000000
PA
16750116.620000
1.3427343
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.625
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 06/30 4.875
64110LAV8
300000.000000
PA
USD
353310.000000
0.0283223
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 5.375
64110LAU0
130000.000000
PA
USD
157625.000000
0.0126356
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED REGS 06/30 3.625
ACI1GCPB8
400000.000000
PA
515313.360000
0.0413089
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.625
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED REGS 11/29 3.875
ACI1BLJV6
1333000.000000
PA
1750144.650000
0.1402963
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.875
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
NEWMARK GROUP INC SR UNSECURED 11/23 6.125
65158NAB8
128000.000000
PA
USD
131478.900000
0.0105397
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
NIELSEN FINANCE LLC 2020 USD TERM LOAN B5
938TTTII2
997500.000000
PA
USD
1001864.060000
0.0803121
Long
LON
MUN
US
N
2
2025-06-04
Floating
4.75
N
N
N
N
N
N
NIELSEN HOLDING AND FINANCE BV
549300NW30HMB3SZCZ21
NIELSEN FINANCE LLC 2020 EUR TERM LOAN B3
65409YBL8
997500.000000
PA
1163622.320000
0.0932791
Long
LON
CORP
US
N
2
2025-06-04
Floating
3.75
N
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
858541.000000
NS
USD
18638925.110000
1.4941463
Long
EC
CORP
US
N
1
N
N
N
NISSAN MOTOR ACCEPTANCE CORPORATION
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/23 3.875
654740BL2
1000000.000000
PA
USD
1028182.560000
0.0824219
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.875
N
N
N
N
N
N
NOBLE HOLDING INTERNATIONAL LIMITED
549300GNEZBJHMST9U32
NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875
65504LAQ0
536000.000000
PA
USD
127868.160000
0.0102503
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.875
N
N
N
N
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
NOKIA OYJ SR UNSECURED REGS 05/28 3.125
ACI1M8CF5
2100000.000000
PA
2614053.890000
0.2095496
Long
DBT
CORP
FI
N
2
2028-05-15
Fixed
3.125
N
N
N
N
N
N
NOURYON (STARFRUIT US HOLDCO LLC)
549300K7VB5G6LULFT41
STARFRUIT FINCO B V TERM LOAN B
N8232NAB3
455998.900000
PA
USD
444313.930000
0.0356174
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.1782
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR INC SR UNSECURED 05/30 3
62944TAF2
1300000.000000
PA
USD
1418220.300000
0.1136883
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR SR UNSECURED 08/22 VAR
674599CQ6
1000000.000000
PA
USD
937685.630000
0.0751674
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.84238
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/21 6.35
675757AB4
158346.140000
PA
USD
143303.260000
0.0114876
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/21 6.35
G67106AB3
58338.260000
PA
USD
52796.130000
0.0042323
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35
G67106AC1
321986.000000
PA
USD
91778.890000
0.0073572
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
7.35
N
N
Y
N
N
N
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
549300L7LF2PIRAWID66
ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72
G6711KAC9
5223027.000000
PA
USD
4570148.630000
0.3663554
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
549300L7LF2PIRAWID66
ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/26 7.72
G6711KAD7
8222390.000000
PA
USD
799216.310000
0.0640673
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
7.72
N
N
Y
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000
67576JAB7
743517.000000
PA
USD
2230.550000
0.0001788
Long
DBT
CORP
KY
N
2
2020-09-07
None
0
N
N
N
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000
000000000
535966.000000
PA
USD
1607.900000
0.0001289
Long
DBT
CORP
KY
N
2
2020-09-07
None
0
N
N
N
N
N
N
ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 03/25 6.875
85172FAM1
270000.000000
PA
USD
302350.050000
0.0242372
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.875
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
45070.000000
NS
USD
338025.000000
0.0270970
Long
EC
CORP
US
Y
3
N
N
N
OPPENHEIMER HOLDINGS INC
N/A
OPPENHEIMER HOLDINGS INC SR SECURED 07/22 6.75
683797AD6
2133000.000000
PA
USD
2154330.000000
0.1726969
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
6.75
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 04/60 3.85
68389XBY0
1095000.000000
PA
USD
1374899.510000
0.1102156
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 07/46 4
68389XBJ3
110000.000000
PA
USD
137458.900000
0.0110191
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VB 144A
68619MAQ4
64904338.710000
PA
USD
25669665.960000
2.0577494
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
1.7065
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VF 144A
68619MAL5
64705854.490000
PA
USD
27152955.780000
2.1766538
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
1.7065
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 02/28 7.25
68752DAA6
2012000.000000
PA
USD
2108827.500000
0.1690493
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 06/25 7.375
68752DAC2
823000.000000
PA
USD
878038.130000
0.0703859
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS SA
222100N2EDW8BU5UUT55
ORTHO CLINICAL DIAGNOSTICS SA TERM LOAN
L7300KAJ3
12302749.380000
PA
USD
11958272.400000
0.9586072
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.4056
N
N
N
N
N
N
PACIFIC DRILLING SA
549300VEJMMZCY6OBU06
PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375
694183AA2
763000.000000
PA
USD
166421.750000
0.0133408
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
8.375
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15
694308JP3
2650000.000000
PA
USD
2780734.330000
0.2229111
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/24 3.75
694308HG5
443000.000000
PA
USD
468780.130000
0.0375787
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
1650000.000000
PA
USD
1915071.590000
0.1535173
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95
694308HP5
1522000.000000
PA
USD
1586567.260000
0.1271835
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3
694308HS9
4507000.000000
PA
USD
4787663.280000
0.3837919
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3
694308HL4
57000.000000
PA
USD
63053.010000
0.0050545
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5
694308HM2
1789000.000000
PA
USD
1911139.070000
0.1532020
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
694308HD2
36000.000000
PA
USD
41165.350000
0.0032999
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.6
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45
694308JL2
1627500.000000
PA
USD
1738370.620000
0.1393525
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75
694308JK4
1527500.000000
PA
USD
1671010.370000
0.1339527
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
694308JM0
7174000.000000
PA
USD
8254747.170000
0.6617227
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5
694308JQ1
3911000.000000
PA
USD
4500214.560000
0.3607493
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95
694308JN8
7174000.000000
PA
USD
8726195.550000
0.6995153
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25
694308JB4
800000.000000
PA
USD
855386.380000
0.0685701
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4
694308HK6
910000.000000
PA
USD
958396.960000
0.0768277
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65
694308JC2
2089000.000000
PA
USD
2373900.120000
0.1902982
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 3.85
694308HE0
1017000.000000
PA
USD
1076548.420000
0.0862990
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3
694308HW0
3410000.000000
PA
USD
3608759.760000
0.2892879
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
694308HR1
6000.000000
PA
USD
6416.480000
0.0005144
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/42 3.75
694308HA8
46000.000000
PA
USD
47943.770000
0.0038433
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 12/41 4.5
694308GY7
65000.000000
PA
USD
71011.060000
0.0056924
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
N
N
N
N
N
N
PAN AMERICAN ENERGY LLC/ARGENTINA BRANCH
N/A
PAN AMERICAN ENERGY LLC UNSECURED 11/20 VAR
ACI1G4F84
57610000.000000
PA
470601.810000
0.0377247
Long
DBT
CORP
AR
N
2
2020-11-20
Floating
26.09
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
PAR PHARMACEUTICAL INC SR SECURED 144A 04/27 7.5
69888XAA7
232000.000000
PA
USD
247066.080000
0.0198055
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.5
N
N
N
N
N
N
PAREXEL INTERNATIONAL CORPORATION
549300GCZVUYB6P2OA17
PAREXEL INTL CORP TERM LOAN B
69946EAT8
18187781.680000
PA
USD
17511414.450000
1.4037620
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.9111
N
N
N
N
N
N
PARK PLACE SECURITIES INC 2005-WCW2
N/A
PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4
70069FLK1
6000000.000000
PA
USD
4753038.600000
0.3810163
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
1.14663
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSECURED 06/30 2.3
70450YAH6
324000.000000
PA
USD
351088.960000
0.0281442
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.3
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSECURED 06/50 3.25
70450YAJ2
278000.000000
PA
USD
338256.010000
0.0271155
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25
N
N
N
N
N
N
PELABUHAN INDONESIA III PT (AKA: PELINDO III)
254900Y6SH3NRN1A8R64
PELABUHAN INDONESIA III SR UNSECURED REGS 05/23 4.5
Y7140DAB6
200000.000000
PA
USD
211813.000000
0.0169795
Long
DBT
CORP
ID
N
2
2023-05-02
Fixed
4.5
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)
549300E86RB6YCTMRM83
PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 3.15
71429MAC9
1100000.000000
PA
USD
1174802.750000
0.0941753
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
3.15
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
800000.000000
PA
1099559.910000
0.0881437
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.625
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/26 6.25
B71QWNII2
4976000.000000
PA
7033334.890000
0.5638110
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
6.25
N
N
N
N
N
N
AA BOND CO LIMITED
2138002EPF6QVRZBMC58
AA BOND CO LTD SR SECURED REGS 07/43 2.875
ACI0R61Q4
2700000.000000
PA
3476026.190000
0.2786476
Long
DBT
CORP
JE
N
2
2043-07-31
Fixed
2.875
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 144A 01/30 5.093
71647NBF5
1272000.000000
PA
USD
1312068.000000
0.1051789
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.093
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35
71654QCK6
1406000.000000
PA
USD
1236134.110000
0.0990918
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 03/27 6.5
71654QCG5
13470000.000000
PA
USD
12849975.900000
1.0300886
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
90000.000000
PA
USD
73285.200000
0.0058747
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/27 6.49
71654QCQ3
160000.000000
PA
USD
152960.000000
0.0122617
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/30 6.84
71654QCT7
470000.000000
PA
USD
437675.750000
0.0350853
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/31 5.95
71654QCZ3
402000.000000
PA
USD
346244.610000
0.0277559
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/50 7.69
71654QCW0
240000.000000
PA
USD
211425.600000
0.0169484
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/60 6.95
71654QDA7
660000.000000
PA
USD
546166.500000
0.0437822
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 01/30 6.84
P78625DX8
8819000.000000
PA
USD
8212473.280000
0.6583339
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 02/28 4.875
BYWQJHII7
2647000.000000
PA
2713657.360000
0.2175341
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.875
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75
ACI0CBT55
400000.000000
PA
378145.720000
0.0303132
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/30 3.5
716743AP4
600000.000000
PA
USD
683797.950000
0.0548151
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.5
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55
716743AR0
400000.000000
PA
USD
550808.190000
0.0441543
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8
716743AS8
400000.000000
PA
USD
605749.620000
0.0485585
Long
DBT
CORP
MY
N
2
2060-04-21
Fixed
4.8
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC CONSENTING TERM LOAN
71677HAG0
23068216.220000
PA
USD
23030638.100000
1.8461978
Long
LON
CORP
US
N
2
2022-03-11
Floating
5
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMER PIPELINE SR UNSECURED 01/37 6.65
72650RAR3
150000.000000
PA
USD
170945.300000
0.0137034
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA HOLDING CORP TERM LOAN B
72814CAE8
8281650.000000
PA
USD
8371580.440000
0.6710884
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.072
N
N
N
N
N
N
PRESS GANEY (EMERALD TOPCO INC)
549300KISPZJ80F65D65
EMERALD TOPCO INC TERM LOAN
29102TAB8
231252.500000
PA
USD
227012.950000
0.0181980
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.7604
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS INC DEL TERM LOAN B 4
74112CAT0
90627.010000
PA
USD
89626.310000
0.0071847
Long
LON
CORP
US
N
2
2024-01-26
Floating
2.1611
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 05/22 VAR
ACI0VF965
25434000.000000
PA
208344.710000
0.0167015
Long
DBT
NUSS
AR
N
2
2022-05-31
Floating
29.2219
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
ACI11ZNP4
51870000.000000
PA
373960.080000
0.0299776
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
28.1916
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
810515000.000000
PA
5843459.690000
0.4684274
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
28.1916
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC COMPANY GUAR 144A 02/25 3.625
69370CAB6
65000.000000
PA
USD
67552.550000
0.0054152
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC COMPANY GUAR 144A 02/28 4
69370CAC4
32000.000000
PA
USD
33691.200000
0.0027008
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
QORVO INC COMPANY GUAR 144A 10/29 4.375
74736KAG6
3710000.000000
PA
USD
4000418.800000
0.3206843
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.375
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 03/43 5.95
747262AM5
4464000.000000
PA
USD
4229640.000000
0.3390593
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC COMPANY GUAR 144A 02/28 9.25
75041VAA2
114000.000000
PA
USD
114855.000000
0.0092071
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2011-4
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2011 4 3A2 144A
74930PAF1
3609000.000000
PA
USD
978215.120000
0.0784164
Long
ABS-MBS
CORP
US
N
2
2036-10-27
Floating
0.39163
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2011-4
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2011 4 4A2 144A
74930PAH7
7999999.990000
PA
USD
3532575.200000
0.2831807
Long
ABS-MBS
CORP
US
N
2
2037-08-27
Floating
0.4245
N
N
N
N
N
N
RCN GRANDE (RADIATE HOLDCO LLC / RADIATE FINANCE INC)
N/A
RADIATE HOLDCO / FINANCE SR UNSECURED 144A 02/23 6.875
75026JAB6
7000.000000
PA
USD
7130.520000
0.0005716
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.875
N
N
N
N
N
N
RCS & RDS SA
3157008PTGOXBWZDVF10
RCS + RDS SA SR SECURED 144A 02/25 2.5
ACI1JH5Q3
100000.000000
PA
114702.940000
0.0091949
Long
DBT
CORP
RO
N
2
2025-02-05
Fixed
2.5
N
N
N
N
N
N
REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I)
549300NF240HXJO7N016
FINANCIAL RISK US HLDGS INC TERM LOAN B
31740MAC5
1484395.000000
PA
USD
1474719.710000
0.1182175
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.4111
N
N
N
N
N
N
REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I)
549300NF240HXJO7N016
FINANCIAL RISK US HLDGS INC TERM LOAN B
31740MAD3
994949.500000
PA
1153374.790000
0.0924576
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.25
N
N
N
N
N
N
REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I)
549300NF240HXJO7N016
REFINITIV US HOLDINGS SR SECURED REGS 05/26 4.5
ACI1544Z8
400000.000000
PA
495325.420000
0.0397066
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.5
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
REGENCY CENTERS LP COMPANY GUAR 06/30 3.7
75884RBA0
602000.000000
PA
USD
666645.100000
0.0534401
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.7
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2007-1
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3
75970JAF3
11496275.830000
PA
USD
4664173.610000
0.3738927
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.612
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2007-3
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3
75971FAF0
8862588.550000
PA
USD
4910188.680000
0.3936139
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
7.238
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QA7
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1
751152AA7
760913.940000
PA
USD
704747.760000
0.0564945
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.36163
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QS7
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3
74923WAC2
1737941.900000
PA
USD
1696991.470000
0.1360354
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2006-QS10
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15
751155AQ5
530525.870000
PA
USD
524527.210000
0.0420475
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2007-QH4
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2
74922TAB2
226884.860000
PA
USD
162722.840000
0.0130443
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.40163
Y
N
N
N
N
N
RESIDENTIAL ASSET SEC CORP 2004-KS7
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2004 KS7 A2A
76110WB88
7149383.220000
PA
USD
6074233.950000
0.4869269
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
0.75163
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5
761143AE6
4870485.680000
PA
USD
2690576.590000
0.2156838
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.25
Y
N
N
N
N
N
RESIDENTIAL ASSET SECUR TRUST 2005-A15
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1
45660L4G1
375466.480000
PA
USD
239914.030000
0.0192322
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.75
Y
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A16
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A16 1A3
76114GAC1
1769239.700000
PA
USD
1178608.220000
0.0944804
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTGE SEC 2007-SA1
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2
74958WAC0
2360291.040000
PA
USD
1882035.650000
0.1508690
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.35632
Y
N
N
N
N
N
RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)
N/A
1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375
68245XAJ8
46000.000000
PA
USD
47923.720000
0.0038417
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.375
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUCTS LLC
549300DWNZYMOSR1X343
REYNOLDS CONSUMER PRODUCTS LLC TERM LOAN
76171JAB7
99750.000000
PA
USD
98149.810000
0.0078680
Long
LON
CORP
US
N
2
2027-02-04
Floating
1.9111
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
76716XAA0
3203878.280000
PA
USD
3380091.590000
0.2709572
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED REGS 07/24 9.25
U76673AA7
3367393.620000
PA
USD
3552600.270000
0.2847860
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-3
N/A
RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75
U76673AB5
480639.320000
PA
USD
514284.070000
0.0412264
Long
DBT
CORP
US
N
2
2027-01-06
Variable
9.75
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2
76716XAC6
356400.000000
PA
USD
372438.000000
0.0298556
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2
U76673AC3
3663000.000000
PA
USD
3827835.000000
0.3068495
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
RIVERSIDE COUNTY REDEVELOPMENT SUCCESSOR AGENCY
N/A
RIVERSIDE CNTY CA REDEV AGY RIVDEV 10/30 FIXED OID 7.5
769123FT2
3425000.000000
PA
USD
3461305.000000
0.2774675
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
7.5
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CJ4
1300000.000000
PA
USD
1300273.000000
0.1042334
Long
DBT
CORP
GB
N
2
2020-08-10
Floating
7.5
N
N
N
N
Y
ROYAL BANK OF SCOTLAND GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
15325000.000000
PA
USD
17312959.000000
1.3878533
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
ROYAL BANK OF SCOTLAND GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR
780097BQ3
4900000.000000
PA
USD
5157250.000000
0.4134190
Long
DBT
CORP
GB
N
2
2025-12-29
Floating
6
N
N
N
N
Y
ROYAL BANK OF SCOTLAND GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
RZD CAPITAL PUBLIC LIMITED COMPANY
635400VKMH1VQDFMW392
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
B3SXQ5II3
1500000.000000
PA
2658563.080000
0.2131176
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.487
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SECURED 144A 05/30 4.5
785592AW6
1511000.000000
PA
USD
1739264.930000
0.1394241
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.5
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/23 4.6
80007RAB1
400000.000000
PA
USD
423328.000000
0.0339351
Long
DBT
CORP
KY
N
2
2023-08-08
Fixed
4.6
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/25 5.125
80007RAF2
1400000.000000
PA
USD
1529073.000000
0.1225746
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.125
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
5000000.000000
PA
USD
5600700.000000
0.4489672
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.4
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-2
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2020 2 C
80285RAF5
15000000.000000
PA
USD
15096963.000000
1.2102131
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.46
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-2
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2020 2 D
80285RAG3
15000000.000000
PA
USD
15127893.000000
1.2126925
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/49 VAR
ACI0CTJV0
1640000.000000
PA
2222701.460000
0.1781777
Long
DBT
CORP
GB
N
2
2022-06-24
Floating
7.375
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/99 VAR
ACI0TF455
9405000.000000
PA
12772073.270000
1.0238437
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
N
N
N
N
N
N
ADAGIO VI CLO DAC VI-A
N/A
ADAGIO CLO ADAGI VI A SUB 144A
ACI0YQYN3
1800000.000000
PA
868685.970000
0.0696362
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA SR FIN II LLC TERM LOAN B
78404XAH8
490000.000000
PA
USD
476558.810000
0.0382022
Long
LON
CORP
US
N
2
2025-04-11
Floating
1.92
N
N
N
N
N
N
SBERBANK OF RUSSIA VIA SB CAPITAL SA
222100YFG9QVABDS2B03
SBERBANK (SB CAP SA) SR UNSECURED REGS 02/22 6.125
L8084MAB6
500000.000000
PA
USD
531880.000000
0.0426369
Long
DBT
CORP
LU
N
2
2022-02-07
Fixed
6.125
N
N
N
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6
44963BAE8
974000.000000
PA
USD
1018253.690000
0.0816259
Long
DBT
CORP
DE
N
2
2027-05-15
Fixed
6
N
N
Y
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375
44963BAD0
718000.000000
PA
USD
743891.080000
0.0596323
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.375
N
N
Y
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED REGS 05/25 3.625
ACI1C5ZK6
500000.000000
PA
594357.970000
0.0476453
Long
DBT
CORP
DE
N
2
2025-05-15
Fixed
3.625
N
N
Y
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED REGS 05/27 3.875
ACI1C6196
300000.000000
PA
357566.090000
0.0286635
Long
DBT
CORP
DE
N
2
2027-05-15
Fixed
3.875
N
N
Y
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
900000.000000
PA
1054854.810000
0.0845600
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED REGS 06/23 5.375
932DRGII3
3000000.000000
PA
3397162.550000
0.2723257
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
5.375
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-1
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1
007036AT3
3823600.490000
PA
USD
3491697.820000
0.2799039
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.32163
Y
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 NC2 M1
81376EAD7
10835857.490000
PA
USD
9313584.220000
0.7466019
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.45163
Y
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375
81728UAA2
64000.000000
PA
USD
68558.080000
0.0054958
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HLDGS LLC FIRST LIEN
81733HAB2
2278235.860000
PA
USD
2164324.070000
0.1734980
Long
LON
CORP
US
N
2
2021-11-28
Floating
6
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HLDGS LLC SECOND LIEN
81733HAC0
5370000.000000
PA
USD
4125948.210000
0.3307471
Long
LON
CORP
US
N
2
2022-04-28
Floating
11.25
N
N
N
N
N
N
SERBIA GOVT
N/A
REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125
ACI1MBV00
1158000.000000
PA
1453406.190000
0.1165089
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.125
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC TERM LOAN B2B
82925BAE5
128032.500000
PA
USD
124671.650000
0.0099940
Long
LON
CORP
US
N
2
2026-09-30
Floating
2.68
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2006-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1
007034AQ4
1595660.280000
PA
USD
807984.600000
0.0647702
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.51163
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2013-M1
N/A
SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A
78447T103
8350.000000
PA
USD
8364364.090000
0.6705099
Long
ABS-O
CORP
US
N
3
2029-10-28
Fixed
0
N
N
N
N
N
N
SLM STUDENT LOAN TRUST-2007-4
N/A
SLM STUDENT LOAN TRUST SLMA 2007 4 R
78444A107
7000.000000
PA
USD
3570000.000000
0.2861808
Long
ABS-O
CORP
US
N
3
2042-01-25
Fixed
0
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 02/26 3.125
ACI1JBRD1
500000.000000
PA
566888.750000
0.0454433
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
3.125
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 02/26 VAR
ACI1JC428
200000.000000
PA
228214.750000
0.0182943
Long
DBT
CORP
NL
N
2
2026-02-15
Floating
3.25
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 02/28 3.625
ACI1JC436
600000.000000
PA
680942.170000
0.0545862
Long
DBT
CORP
NL
N
2
2028-02-15
Fixed
3.625
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 07/24 4.875
ACI0W96S3
200000.000000
PA
241352.660000
0.0193475
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.875
N
N
N
N
N
N
ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)
N/A
PRIME SECSRVC BRW/FINANC SECURED 144A 01/28 6.25
74166MAE6
168000.000000
PA
USD
175393.680000
0.0140600
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A
78448P100
3150.000000
PA
USD
1819437.390000
0.1458510
Long
ABS-O
CORP
US
N
3
2048-10-15
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A
78448R106
2737.000000
PA
USD
1326293.630000
0.1063193
Long
ABS-O
CORP
US
N
3
2046-09-18
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBU2
400000.000000
PA
USD
402078.000000
0.0322317
Long
DBT
CORP
FR
N
2
2028-04-06
Floating
6.75
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBV0
1300000.000000
PA
USD
1340163.500000
0.1074311
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC 2017-6
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 6 R1 144A
83405Q109
96000.000000
PA
USD
2848848.280000
0.2283713
Long
ABS-O
CORP
US
N
3
2026-11-25
Fixed
0
N
N
N
N
N
N
ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)
549300WZSXRSISJ4VI31
ADVANZ PHARMA CORP 2018 USD TERM LOAN B
964AWKII5
16573660.270000
PA
USD
15463225.030000
1.2395736
Long
LON
CORP
CA
N
2
2024-09-06
Floating
6.5676
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A
83403Y104
7500000.000000
PA
USD
1515525.000000
0.1214886
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A
83405D108
38200.000000
PA
USD
1005806.000000
0.0806281
Long
ABS-O
CORP
US
N
3
2040-07-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A
78471C109
3226000.000000
PA
USD
912570.880000
0.0731541
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
0
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2019 TERM LOAN
83600VAD3
295260.000000
PA
USD
295149.280000
0.0236600
Long
LON
CORP
US
N
2
2026-12-11
Floating
5.5
N
N
N
N
N
N
SOUTH AFRICA GOVT
N/A
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75
836205BB9
3216000.000000
PA
USD
2869112.590000
0.2299958
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75
N
N
N
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1A 144A
83743SAN6
19514129.380000
PA
USD
2972899.550000
0.2383156
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
1.04763
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65
842400GT4
64000.000000
PA
USD
73426.820000
0.0058861
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875
842400GR8
316000.000000
PA
USD
418796.780000
0.0335719
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.875
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85
842400GS6
32000.000000
PA
USD
34765.080000
0.0027869
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.85
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST REF MORT 01/34 6
842400ES8
34000.000000
PA
USD
46595.120000
0.0037352
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65
842400GJ6
11000.000000
PA
USD
12436.330000
0.0009969
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125
842400GK3
76000.000000
PA
USD
91109.280000
0.0073036
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.125
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST REF MORT 04/35 5.75
842400EV1
22000.000000
PA
USD
30264.730000
0.0024261
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.75
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65
842400FZ1
1110000.000000
PA
USD
1417568.810000
0.1136361
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
4.65
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65
842400EB5
142000.000000
PA
USD
180892.500000
0.0145008
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65
N
N
N
N
N
N
SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)
N/A
AGFC CAPITAL TRUST I LIMITD GUARA 144A 01/67 VAR
00846NAA5
1800000.000000
PA
USD
613461.420000
0.0491767
Long
DBT
CORP
US
N
2
2067-01-15
Floating
2.025
N
N
N
N
N
N
SPRINT CORP (SPRINT COMMUNICATIONS INC)
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS COMPANY GUAR 11/21 11.5
852061AM2
200000.000000
PA
USD
225055.000000
0.0180410
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.5
N
N
N
N
N
N
SPRINT CORP (SPRINT COMMUNICATIONS INC)
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS COMPANY GUAR 11/22 6
852061AS9
1908000.000000
PA
USD
2060640.000000
0.1651864
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 03/26 7.625
85207UAK1
2182000.000000
PA
USD
2730762.090000
0.2189052
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 06/24 7.125
85207UAH8
6469000.000000
PA
USD
7555209.790000
0.6056459
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 09/23 7.875
85207UAF2
14903000.000000
PA
USD
17324737.500000
1.3887975
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC SR SECURED 144A 04/26 7.5
855030AN2
27000.000000
PA
USD
23734.890000
0.0019027
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
STATE OF RIO DE JANEIRO
N/A
STATE OF RIO DE JANEIRO TERM LOAN
932RBYII0
5372987.800000
PA
USD
5422956.590000
0.4347188
Long
LON
NUSS
BR
N
3
2020-12-20
Floating
6.0244
N
N
N
N
N
N
STEARNS HOLDINGS LLC
549300B7MV13XJXKBZ36
ESC CB144A STEARNS HLD 08/20 9.375
858ESCAA4
578000.000000
PA
USD
0.000000
0.0000000
Long
DBT
CORP
US
N
3
2020-08-15
Fixed
0
Y
Y
N
N
N
N
STEARNS HOLDINGS LLC / STEARNS CO-ISSUER INC
N/A
STEARNS HLD/CO ISSUER COMPANY GUAR 144A 11/24 5
85801HAA2
15208.000000
PA
USD
9276.880000
0.0007437
Long
DBT
CORP
US
N
2
2024-11-05
Fixed
5
Y
Y
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-15
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1
863579UU0
1417174.670000
PA
USD
1268348.230000
0.1016742
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
3.19491
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
5670949.910000
PA
USD
3984445.700000
0.3194039
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.58056
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
86361QAD6
3303120.340000
PA
USD
3075010.810000
0.2465011
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.61639
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2006-AR7
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG
86361HAB0
154606.760000
PA
USD
143495.880000
0.0115030
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.29163
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
75620.000000
PA
USD
64466.050000
0.0051678
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.6611
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/28 6.5
86389QAF9
4200000.000000
PA
USD
4369260.000000
0.3502516
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.5
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6
86389QAE2
4200000.000000
PA
USD
4288242.000000
0.3437570
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6
N
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1
78473NAC7
415045.390000
PA
USD
378817.450000
0.0303670
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.93074
Y
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2
78473NAF0
3738917.830000
PA
USD
3469198.650000
0.2781003
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.86582
Y
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-2
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3
78473TAG5
407297.990000
PA
USD
327076.660000
0.0262193
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
3.86287
Y
N
N
N
N
N
SYMPHONY CLO XII LTD 2013-12A
N/A
CALIFORNIA STREET CLO XII, LTD SYMP 2013 12A E 144A
87159FAF9
1400000.000000
PA
USD
1243175.460000
0.0996563
Long
ABS-CBDO
CORP
KY
N
2
2025-10-15
Floating
5.175
N
N
N
N
N
N
SYMPHONY CLO XIV LTD 2014-14A
N/A
SYMPHONY CLO LTD SYMP 2014 14A E 144A
87159QAW8
3600000.000000
PA
USD
2813624.460000
0.2255477
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
4.86813
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/25 4.892
87164KAG9
200000.000000
PA
USD
214479.990000
0.0171933
Long
DBT
CORP
NL
N
2
2025-04-24
Fixed
4.892
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/28 5.182
87164KAC8
200000.000000
PA
USD
217457.910000
0.0174320
Long
DBT
CORP
NL
N
2
2028-04-24
Fixed
5.182
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
14412848.020000
PA
USD
11494246.300000
0.9214096
Long
LON
CORP
US
N
2
2023-03-09
Floating
6
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T MOBILE USA INC SR SECURED 144A 02/31 2.55
87264ABJ3
1600000.000000
PA
USD
1664224.000000
0.1334087
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2005-3A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2005 3A A1A 144A
87330WAA5
4822700.840000
PA
USD
4147522.720000
0.3324766
Long
ABS-CBDO
CORP
KY
N
2
2036-02-05
Floating
2.2905
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
87331BAA0
520988.870000
PA
USD
437630.650000
0.0350816
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.629
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
87331BAB8
10091747.100000
PA
USD
8477067.560000
0.6795445
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.629
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A
87331AAA2
82102.620000
PA
USD
68145.170000
0.0054627
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.609
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A
87331AAB0
10945896.320000
PA
USD
9085093.950000
0.7282855
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.609
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC SR SECURED 144A 01/28 6.625
87422VAG3
64000.000000
PA
USD
64452.160000
0.0051667
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC COMPANY GUAR 144A 03/28 4.625
87901JAE5
385000.000000
PA
USD
381631.250000
0.0305926
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.625
N
N
N
N
N
N
TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)
549300TPLK304J3RNC85
TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 08/24 9.25
89616RAB5
39000.000000
PA
USD
41506.920000
0.0033273
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25
N
N
N
N
N
N
TESCO PROPERTY FIN 2 PLC
2138008F9VZUZWUBZD27
TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517
B41QB0II2
1193635.330000
PA
2131853.990000
0.1708951
Long
DBT
CORP
GB
N
2
2039-10-13
Fixed
6.0517
N
N
N
N
N
N
TESCO PROPERTY FIN 4 PLC
213800UCE6O94DGHWT77
TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006
B3LSHBII8
1660896.370000
PA
2996944.440000
0.2402431
Long
DBT
CORP
GB
N
2
2040-10-13
Fixed
5.8006
N
N
N
N
N
N
TESCO PROPERTY FINANCE 3 PLC
213800HCQGDQGFP75D78
TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744
989XYDII0
404265.210000
PA
722535.940000
0.0579204
Long
DBT
CORP
GB
N
2
2040-04-13
Fixed
5.744
N
N
N
N
N
N
TESCO PROPERTY FINANCE 5 PLC
213800BN1HYPUZMXAF92
TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611
ACI01EQ39
509252.860000
PA
915061.560000
0.0733538
Long
DBT
CORP
GB
N
2
2041-10-13
Fixed
5.6611
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE COMPANY BV
549300Q840R30TDKVK53
TEVA PHARMACEUT FIN BV COMPANY GUAR 12/22 2.95
88165FAG7
2369000.000000
PA
USD
2350581.030000
0.1884289
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE IV BV
549300P1YOE2RRPSGG38
TEVA PHARM FIN IV BV COMPANY GUAR 11/21 3.65
88166JAA1
2220000.000000
PA
USD
2236150.500000
0.1792558
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV
549300HSQCIKJAOYIT23
TEVA PHARM FNC NL II COMPANY GUAR 144A 01/25 6
ACI1H06K4
200000.000000
PA
252672.770000
0.0202549
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 07/23 2.8
88167AAD3
3710000.000000
PA
USD
3605155.400000
0.2889989
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.8
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR
064159VJ2
4456000.000000
PA
USD
4589056.160000
0.3678711
Long
DBT
CORP
CA
N
2
2025-06-04
Floating
4.9
N
N
N
N
Y
THE BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
CAD
XXXX
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/25 3
00973RAE3
200000.000000
PA
USD
198211.270000
0.0158891
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/30 3.75
00973RAF0
175000.000000
PA
USD
174130.730000
0.0139588
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 FIXED 7.467
88880LAA1
9185000.000000
PA
USD
9562136.100000
0.7665265
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
7.467
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
78700000.000000
PA
USD
4242717.000000
0.3401076
Long
DBT
MUN
US
N
2
2047-06-01
None
0
N
N
N
N
N
N
TOBACCO SETTLEMENT FING CORP VA
N/A
TOBACCO SETTLEMENT FING CORP V TOBGEN 06/46 FIXED OID 6.706
88880NAT6
1345000.000000
PA
USD
1353903.900000
0.1085326
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.706
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875
89054XAD7
4599752.170000
PA
USD
5116267.540000
0.4101337
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
4.875
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75
89054XAC9
26401617.210000
PA
USD
31580904.300000
2.5316101
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
N/A
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8
01166VAA7
7100000.000000
PA
USD
7383312.720000
0.5918662
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.8
N
N
N
N
N
N
TP ICAP PLC
5493009UWRK48KKUD358
TP ICAP PLC COMPANY GUAR REGS 01/24 5.25
ACI0S0XS7
9020000.000000
PA
12775910.890000
1.0241513
Long
DBT
CORP
GB
N
2
2024-01-26
Fixed
5.25
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2020 TERM LOAN G
89364MBS2
582134.700000
PA
USD
547024.990000
0.0438510
Long
LON
CORP
US
N
2
2024-08-22
Floating
2.4111
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 11/27 5.5
893647BL0
80000.000000
PA
USD
76056.000000
0.0060969
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.5
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LIMITED
N/A
TRANSOCEAN GUARDIAN LTD SR SECURED 144A 01/24 5.875
893800AA0
467999.820000
PA
USD
415349.840000
0.0332956
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 02/27 8
893830BL2
372000.000000
PA
USD
186809.100000
0.0149751
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25
893830BK4
216000.000000
PA
USD
106920.000000
0.0085710
Long
DBT
CORP
KY
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
TRANSOCEAN PHOENIX 2 LIMITED
N/A
TRANSOCEAN PHOENIX 2 LTD SR SECURED 144A 10/24 7.75
893828AA1
1891500.000000
PA
USD
1820568.750000
0.1459417
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
7.75
N
N
N
N
N
N
TRANSOCEAN PONTUS LIMITED
N/A
TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125
89382PAA3
250500.010000
PA
USD
233591.260000
0.0187253
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.125
N
N
N
N
N
N
TRANSOCEAN POSEIDON LIMITED
N/A
TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875
89383JAA6
238000.000000
PA
USD
218365.000000
0.0175047
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRANSOCEAN PROTEUS LIMITED
5493000CTMQ2LH21VM89
TRANSOCEAN PROTEUS LTD SR SECURED 144A 12/24 6.25
893829AA9
260000.000000
PA
USD
247000.000000
0.0198002
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25
N
N
N
N
N
N
TRANSOCEAN SENTRY LIMITED
N/A
TRANSOCEAN SENTRY LTD SR SECURED 144A 05/23 5.375
89385AAA3
100000.000000
PA
USD
89250.000000
0.0071545
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625
013092AC5
19000.000000
PA
USD
20112.550000
0.0016123
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.625
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25
896818AL5
51000.000000
PA
USD
41640.740000
0.0033380
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.25
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SECURED 144A 09/24 6.25
896818AQ4
152000.000000
PA
USD
134440.960000
0.0107771
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
TROPIC CDO CORP 2003-2A
N/A
TROPIC CDO CORP TROPC 2003 2A A2L 144A
89707UAB8
25000000.000000
PA
USD
22500000.000000
1.8036604
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.175
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/23 3.5
013092AD3
43000.000000
PA
USD
44010.500000
0.0035280
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.5
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/30 4.875
013092AE1
41000.000000
PA
USD
44444.000000
0.0035628
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
2495000.000000
PA
2475189.400000
0.1984178
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/22 7.75
ACI0HJH07
9800000.000000
PA
USD
10227152.600000
0.8198360
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
01F022691
18000000.000000
PA
USD
18881726.580000
1.5136099
Long
ABS-MBS
USGSE
US
N
2
2050-09-14
Fixed
2.5
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83
904678AG4
8660000.000000
PA
USD
10192198.730000
0.8170340
Long
DBT
CORP
IT
N
2
2023-12-04
Fixed
7.83
N
N
N
N
N
N
UNIGEL LUXEMBOURG SA
N/A
UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75
904752AB8
300000.000000
PA
USD
248250.000000
0.0199004
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
8.75
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO SR SECURED REGS 06/27 5.659
743541II7
5045801.160000
PA
6852908.430000
0.5493475
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST
N/A
UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7
90932JAA0
2000000.000000
PA
USD
1843172.600000
0.1477537
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
2.7
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/20 0.00000
912796XG9
3602000.000000
PA
USD
3601807.910000
0.2887306
Long
DBT
UST
US
N
2
2020-08-27
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/20 0.00000
9127962G3
6719000.000000
PA
USD
6718338.580000
0.5385601
Long
DBT
UST
US
N
2
2020-09-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/20 0.00000
9127962H1
224000.000000
PA
USD
223973.310000
0.0179543
Long
DBT
UST
US
N
2
2020-09-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/20 0.00000
912796TJ8
2578000.000000
PA
USD
2577795.900000
0.2066430
Long
DBT
UST
US
N
2
2020-09-10
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 10/20 0.00000
9127962J7
1337000.000000
PA
USD
1336821.970000
0.1071632
Long
DBT
UST
US
N
2
2020-10-01
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 10/20 0.00000
9127962R9
1865000.000000
PA
USD
1864688.000000
0.1494784
Long
DBT
UST
US
N
2
2020-10-15
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 10/20 0.00000
9127962S7
5676000.000000
PA
USD
5674959.420000
0.4549200
Long
DBT
UST
US
N
2
2020-10-22
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 10/20 0.00000
9127962T5
3700000.000000
PA
USD
3699251.120000
0.2965419
Long
DBT
UST
US
N
2
2020-10-29
None
0
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
2407000.000000
PA
USD
3335216.270000
0.2673599
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
3550000.000000
PA
USD
4788627.980000
0.3838693
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 01/25 2.25
ACI1HZR08
300000.000000
PA
339518.010000
0.0272167
Long
DBT
CORP
LU
N
2
2025-01-15
Fixed
2.25
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875
91327AAA0
27960000.000000
PA
USD
29473894.200000
2.3627065
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 01/28 5.5
02156LAC5
1800000.000000
PA
USD
1902375.000000
0.1524995
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.5
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 02/25 2.125
ACI1JBF51
900000.000000
PA
1019292.950000
0.0817093
Long
DBT
CORP
FR
N
2
2025-02-15
Fixed
2.125
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
767000.000000
PA
USD
745907.500000
0.0597939
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
920047.500000
PA
USD
902221.580000
0.0723245
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.1875
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
137000.000000
PA
USD
146307.100000
0.0117284
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 02/26 7.75
91889DAE6
24000.000000
PA
USD
1395.720000
0.0001119
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 10/44 5.75
91889DAF3
184000.000000
PA
USD
10709.720000
0.0008585
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 08/26 6.25
91911TAP8
579000.000000
PA
USD
696826.500000
0.0558595
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
320000.000000
PA
USD
438000.000000
0.0351113
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA TERM B13
F6628DAM6
491250.000000
PA
USD
482609.400000
0.0386873
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.1747
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875
91911TAK9
90000.000000
PA
USD
124249.050000
0.0099601
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SR UNSECURED 01/23 3.75
ACI026KA5
100000.000000
PA
124279.680000
0.0099626
Long
DBT
CORP
BR
N
2
2023-01-10
Fixed
3.75
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
598000.000000
PA
USD
43953.000000
0.0035234
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25
P97475AP5
70000.000000
PA
USD
5145.000000
0.0004124
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 12/20 6
P97475AG5
490000.000000
PA
USD
36015.000000
0.0028871
Long
DBT
NUSS
VE
N
2
2020-12-09
Fixed
6
Y
Y
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR SECURED 144A 04/27 5.625
92552VAL4
28000.000000
PA
USD
29736.420000
0.0023838
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.625
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR UNSECURED 144A 09/25 5.625
92552VAK6
158000.000000
PA
USD
159596.590000
0.0127937
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.625
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
2029000.000000
PA
USD
2216023.080000
0.1776424
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 05/25 4.5
928563AD7
1300000.000000
PA
USD
1473836.720000
0.1181467
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.5
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 05/27 4.65
928563AE5
100000.000000
PA
USD
114635.170000
0.0091895
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 05/30 4.7
928563AF2
300000.000000
PA
USD
352700.490000
0.0282734
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.7
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC / VOYAGER FINANCE CO
N/A
VOYAGER AVIATION HLDS SR UNSECURED 144A 08/21 8.5
46122XAG8
17047000.000000
PA
USD
12506105.380000
1.0025230
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
8.5
N
N
N
N
N
N
AMBAC LSNI LLC
N/A
AMBAC LSNI LLC SR SECURED 144A 02/23 VAR
02315QAA6
996763.990000
PA
USD
997377.000000
0.0799524
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6
N
N
N
N
N
N
WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY COMPANY/THE COMPANY GUAR 01/51 3.6
254687FZ4
3602000.000000
PA
USD
4243895.380000
0.3402020
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.6
N
N
N
N
N
N
WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY COMPANY/THE COMPANY GUAR 05/40 3.5
254687FY7
2030000.000000
PA
USD
2340343.420000
0.1876082
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.5
N
N
N
N
N
N
WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY COMPANY/THE COMPANY GUAR 05/60 3.8
254687GA8
2352000.000000
PA
USD
2903905.970000
0.2327849
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.8
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2
92925VAJ9
858314.870000
PA
USD
772185.120000
0.0619004
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.64401
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY7
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A1
93364FAC5
624564.750000
PA
USD
543790.790000
0.0435917
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.06652
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY7
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1
93364FAL5
1437826.650000
PA
USD
1271347.890000
0.1019147
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.28079
Y
N
N
N
N
N
WARNER MUSIC (WMG ACQUISITION CORP)
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 07/28 2.75
BJK0PLII4
1500000.000000
PA
1812821.880000
0.1453207
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.75
N
N
N
N
N
N
AMDOCS LIMITED
N/A
AMDOCS LTD SR UNSECURED 06/30 2.538
02342TAE9
1000000.000000
PA
USD
1044782.460000
0.0837526
Long
DBT
CORP
GG
N
2
2030-06-15
Fixed
2.538
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR12
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
93363NAM7
1245216.560000
PA
USD
1091798.160000
0.0875215
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.5822
Y
N
N
N
N
N
WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 1A6
93934FLW0
1732150.010000
PA
USD
1762652.480000
0.1412990
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6
Y
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2007-1
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 1 1A8
93935PAH2
3649901.640000
PA
USD
3347568.610000
0.2683501
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2007-OA5
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B
93936RAB0
129511.810000
PA
USD
12438.520000
0.0009971
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
2.16224
Y
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 01/23 VAR
958667AD9
96000.000000
PA
USD
89312.000000
0.0071595
Long
DBT
CORP
US
N
2
2023-01-13
Floating
2.11625
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 6.25
958667AA5
64000.000000
PA
USD
63314.560000
0.0050755
Long
DBT
CORP
US
N
2
2050-02-01
Variable
6
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
3171483.100000
PA
USD
2227966.880000
0.1785998
Long
LON
CORP
US
N
2
2029-03-15
Fixed
15
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS
96106JAB5
791356.750000
PA
USD
751788.910000
0.0602654
Long
LON
CORP
US
N
3
2022-03-15
Floating
9.25
N
N
N
N
N
N
WHATABURGER (WHATABRANDS LLC)
254900HMMX4HTWIP0085
WHATABRANDS LLC 2020 TERM LOAN B
96244UAD9
46648.080000
PA
USD
45219.480000
0.0036249
Long
LON
CORP
US
N
2
2026-07-31
Floating
2.9159
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTERNATIONAL INC
549300V3TCHCBOBTGH07
PICASSO FINANCE SUB INC SR SECURED 144A 06/25 6.125
71953LAA9
177000.000000
PA
USD
188319.150000
0.0150962
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.125
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B6 TERM LOANS
97381HAR8
19926000.000000
PA
USD
12553380.000000
1.0063126
Long
LON
CORP
US
N
3
2021-03-29
Floating
8.25
Y
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B7
97381HAT4
16336225.830000
PA
USD
10169300.580000
0.8151984
Long
LON
CORP
US
N
2
2024-02-17
Floating
7.5
Y
N
N
N
N
N
WMALT MTGE PASS-THRU CERT 2005-8
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1
93934FDF6
1339545.850000
PA
USD
1088824.120000
0.0872831
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6
Y
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9
98310WAL2
155000.000000
PA
USD
150713.480000
0.0120816
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.9
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 04/24 5.4
98310WAP3
20000.000000
PA
USD
20066.100000
0.0016086
Long
DBT
CORP
US
N
2
2024-04-01
Variable
5.4
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 04/27 5.75
98310WAN8
1535000.000000
PA
USD
1525114.600000
0.1222573
Long
DBT
CORP
US
N
2
2027-04-01
Variable
5.75
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625
98310WAQ1
95000.000000
PA
USD
87563.400000
0.0070193
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.625
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5
98313RAD8
800000.000000
PA
USD
800324.000000
0.0641561
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.5
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125
98313RAE6
1200000.000000
PA
USD
1172250.000000
0.0939707
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SOCIEDAD ANONIMA SR UNSECURED 03/21 VAR
ACI1J9CS9
15730000.000000
PA
142054.390000
0.0113875
Long
DBT
CORP
AR
N
2
2021-03-04
Floating
52.9918
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SOCIEDAD ANONIMA SR UNSECURED 09/20 VAR
ACI1FXTB9
11480000.000000
PA
100728.510000
0.0080747
Long
DBT
CORP
AR
N
2
2020-09-24
Floating
47.8249
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
110000.000000
NS
USD
116034.190000
0.0093016
Long
EP
CORP
US
N
2
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125
98919VAB1
163000.000000
PA
USD
168374.110000
0.0134973
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC USD TERM LOAN
98919XAB7
498750.000000
PA
USD
485969.530000
0.0389566
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.1611
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS, INC. EUR TERM LOAN
98919XAC5
997500.000000
PA
1142326.510000
0.0915720
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.25
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
6794000.000000
PA
USD
6794000.000000
0.5446253
Long
RA
US
N
2
Repurchase
N
0.0000001
2020-08-03
6931200.000000
USD
6929966.250000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-38766363.000000
PA
USD
-38844864.880000
-3.1139087
Short
RA
US
N
2
Reverse repurchase
N
1.3500000
2020-09-09
46010456.950000
USD
50728013.020000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1703904.000000
PA
USD
-1706980.490000
-0.1368361
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-03
2000000.000000
USD
2106250.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-30365835.270000
PA
USD
-30417893.630000
-2.4383800
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-11
36488400.000000
USD
36207081.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-17268666.670000
PA
USD
-17278740.080000
-1.3851102
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2020-09-01
16492917.080000
USD
18303536.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-40845142.750000
PA
USD
-40890007.720000
-3.2778528
Short
RA
US
N
2
Reverse repurchase
N
1.4122500
2021-03-31
45132000.000000
USD
50910136.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-22617735.870000
PA
USD
-22624144.230000
-1.8136122
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2022-07-22
28324000.000000
USD
28954653.150000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-9365260.000000
PA
USD
-9369318.290000
-0.7510697
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2020-09-10
10515000.000000
USD
11341265.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-3868083.650000
PA
-5072229.230000
-0.4066035
Short
RA
GB
N
2
Reverse repurchase
N
0.8000000
2020-08-11
4976000.000000
GBP
5373059.920000
GBP
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-1969110.000000
PA
-2320806.370000
-0.1860421
Short
RA
LU
N
2
Reverse repurchase
N
0.2500000
2020-08-11
2600000.000000
EUR
2527576.200000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1873471.960000
PA
-2207360.000000
-0.1769479
Short
RA
LU
N
2
Reverse repurchase
N
0.3000000
2020-10-02
2647000.000000
EUR
2303710.570000
EUR
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1812490.000000
PA
-2134912.920000
-0.1711404
Short
RA
LU
N
2
Reverse repurchase
N
-0.1000000
2020-10-15
2300000.000000
EUR
2373489.600000
EUR
CDS
N
N
N
N/A
N/A
J P MORGAN TERM REPO
000000000
21100000.000000
PA
USD
21100000.000000
1.6914327
Long
RA
US
N
2
Repurchase
N
0.1200000
2020-08-03
15318000.000000
USD
21435027.930000
USD
UST
N
N
N
N/A
N/A
REPO CREDIT AGRICOLE REPO
000000000
35800000.000000
PA
USD
35800000.000000
2.8698241
Long
RA
US
N
2
Repurchase
N
0.1200000
2020-08-03
23530200.000000
USD
36093120.840000
USD
UST
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-9509254.000000
PA
-12450455.940000
-0.9980620
Short
RA
GB
N
2
Reverse repurchase
N
0.4500000
2020-10-15
12105000.000000
GBP
12412605.600000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-298338.240000
PA
-390604.720000
-0.0313119
Short
RA
GB
N
2
Reverse repurchase
N
0.4500000
2020-10-16
400000.000000
GBP
393983.200000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-9447592.750000
PA
-12368567.980000
-0.9914976
Short
RA
GB
N
2
Reverse repurchase
N
0.5000000
2020-10-23
9020000.000000
GBP
9760054.920000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-26078627.400000
PA
USD
-26082213.220000
-2.0908202
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2020-08-27
24198000.000000
USD
27398064.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-216000.000000
PA
USD
-216393.000000
-0.0173466
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2020-12-31
1939000.000000
USD
111492.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-775000.000000
PA
USD
-778519.790000
-0.0624082
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2022-04-16
2000000.000000
USD
1782290.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2518348.590000
PA
USD
-2518313.610000
-0.2018748
Short
RA
US
N
2
Reverse repurchase
N
-0.0500000
2022-07-24
2650000.000000
USD
2789549.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-6240142.770000
PA
USD
-6240922.780000
-0.5002891
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2020-08-26
2282000.000000
USD
6746183.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-162672.000000
PA
USD
-163078.680000
-0.0130728
Short
RA
US
N
2
Reverse repurchase
N
1.0000000
2022-05-04
157000.000000
USD
204445.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-1047938.000000
PA
USD
-1050848.940000
-0.0842389
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2022-05-14
1100000.000000
USD
1175844.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-12968092.210000
PA
USD
-12971010.030000
-1.0397910
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2022-07-16
11061000.000000
USD
13845439.910000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3940857.980000
PA
USD
-3946375.180000
-0.3163520
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-05-08
4200000.000000
USD
4529844.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1539733.000000
PA
USD
-1541888.630000
-0.1236019
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-05-08
1300000.000000
USD
1888288.530000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4264775.870000
PA
USD
-4267263.660000
-0.3420753
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2020-08-10
5170000.000000
USD
5127373.950000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5752224.230000
PA
USD
-5760277.340000
-0.4617593
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-05-11
5800000.000000
USD
6255499.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-7786040.480000
PA
USD
-7802391.160000
-0.6254606
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2022-05-11
9388000.000000
USD
9896313.260000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-942740.650000
PA
USD
-943919.080000
-0.0756671
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-05-20
1000000.000000
USD
1072019.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3560364.680000
PA
USD
-3560898.740000
-0.2854512
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2022-07-22
3392000.000000
USD
3965349.220000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-31555234.580000
PA
USD
-31562597.460000
-2.5301426
Short
RA
US
N
2
Reverse repurchase
N
0.7000000
2022-07-22
36213000.000000
USD
37961650.660000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-9567634.000000
PA
USD
-9574543.950000
-0.7675212
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-06-11
8464000.000000
USD
10139315.680000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-16008492.090000
PA
USD
-16017830.370000
-1.2840323
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-06-22
14770000.000000
USD
17073330.470000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-32776541.740000
PA
USD
-32778726.860000
-2.6276308
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2022-07-28
31205000.000000
USD
35082209.210000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4789495.000000
PA
USD
-4791909.700000
-0.3841323
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2020-08-03
5000000.000000
USD
5600700.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-1631316.000000
PA
USD
-1636934.980000
-0.1312211
Short
RA
US
N
2
Reverse repurchase
N
1.5500000
2020-11-16
2029000.000000
USD
2216023.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-1032861.660000
PA
USD
-1036143.860000
-0.0830601
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2020-12-31
1406000.000000
USD
1236134.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-6935269.650000
PA
USD
-6950045.630000
-0.5571343
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2020-08-20
10047000.000000
USD
7370730.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-13321759.000000
PA
USD
-13327227.490000
-1.0683463
Short
RA
US
N
2
Reverse repurchase
N
1.1367500
2020-08-21
15000000.000000
USD
15547500.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-513000.000000
PA
USD
-515345.410000
-0.0413115
Short
RA
US
N
2
Reverse repurchase
N
1.0900000
2022-03-05
500000.000000
USD
530565.690000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO STANDARD CHARTERE VAR 1
000000000
-990973.440000
PA
USD
-991027.120000
-0.0794434
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2020-09-02
1200000.000000
USD
1070564.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-6757620.000000
PA
USD
-6763187.010000
-0.5421552
Short
RA
US
N
2
Reverse repurchase
N
1.4122500
2021-03-31
8200000.000000
USD
8564736.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8466720.720000
PA
USD
-8471189.270000
-0.6790733
Short
RA
US
N
2
Reverse repurchase
N
1.0000000
2020-09-15
10135000.000000
USD
11449712.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-11588350.510000
PA
USD
-11609676.290000
-0.9306628
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-11
14929000.000000
USD
14526588.810000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-2804458.230000
PA
USD
-2806771.910000
-0.2249984
Short
RA
US
N
2
Reverse repurchase
N
1.1000000
2020-08-11
3203878.280000
USD
3380123.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-3471378.470000
PA
USD
-3474888.420000
-0.2785564
Short
RA
US
N
2
Reverse repurchase
N
1.4000000
2020-09-10
5223027.160000
USD
4570148.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-13734293.450000
PA
USD
-13737498.120000
-1.1012347
Short
RA
US
N
2
Reverse repurchase
N
0.7000000
2020-08-24
29607883.960000
USD
17288894.590000
USD
AMBS
N
N
N
N/A
N/A
ABX.HE.AA.06-1 SP GST
000000000
1.000000
NC
USD
-1439399.780000
-0.1153862
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ABX.HE.AA.06-1
N/A
N/A
Y
Single Leg Swap
2045-07-26
0.000000
USD
-804966.370000
USD
16946661.940000
USD
-634433.410000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP BRC
000000000
1.000000
NC
USD
-3365283.040000
-0.2697701
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-25
0.000000
USD
-7516482.520000
USD
36065004.490000
USD
4151199.480000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP GST
000000000
1.000000
NC
USD
-284676.120000
-0.0228204
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-25
0.000000
USD
-635631.550000
USD
3050816.090000
USD
350955.430000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP MEI
000000000
1.000000
NC
USD
-3922435.640000
-0.3144330
N/A
DCR
US
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-25
0.000000
USD
-8615261.780000
USD
42035887.410000
USD
4692826.140000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP MYC
000000000
1.000000
NC
USD
-4270147.660000
-0.3423065
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-5834965.490000
USD
45762241.350000
USD
1564817.830000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-43349.010000
-0.0034750
N/A
DFE
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
996000.000000
GBP
1260414.890000
USD
2020-08-04
-43349.010000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
20505.910000
0.0016438
N/A
DFE
CL
N
2
BNP Paribas S.A.
N/A
1255092.620000
USD
964977960.000000
CLP
2020-10-27
20505.910000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
42073.340000
0.0033727
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
867304.560000
USD
772000.000000
EUR
2020-08-04
42073.340000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
604329.350000
0.0484447
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
15243732.410000
USD
12107000.000000
GBP
2020-08-04
604329.350000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-64544.230000
-0.0051740
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
1884000.000000
EUR
2154714.790000
USD
2020-08-04
-64544.230000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-58385.230000
-0.0046803
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
1649000.000000
EUR
1884055.390000
USD
2020-08-04
-58385.230000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-334614.320000
-0.0268236
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
13470000.000000
EUR
15532380.920000
USD
2020-08-04
-334614.320000
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2
N/A
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 2 D
03066EAG9
4000000.000000
PA
USD
4038077.600000
0.3237031
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13
N
N
N
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
17944.520000
0.0014385
N/A
DFE
RU
N
2
BNP Paribas S.A.
N/A
28169425.000000
RUB
394504.900000
USD
2020-10-16
17944.520000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-1017718.830000
-0.0815831
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2024-06-21
0.000000
USD
-9144.210000
USD
4700000.000000
USD
-1008574.620000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-229119.090000
-0.0183668
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2024-12-21
0.000000
USD
-2056.530000
USD
1000000.000000
USD
-227062.560000
N
N
N
AMERIQUEST MORTGAGE SECURITIES 2003-2
N/A
AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1
03072SES0
58583.140000
PA
USD
57664.110000
0.0046225
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
1.52163
N
N
N
N
N
N
N/A
N/A
CDX HY33 5Y ICE
000000000
1.000000
NC
USD
121885.250000
0.0097706
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.33
Y
Single Leg Swap
2024-12-21
357616.350000
USD
0.000000
USD
3731000.000000
USD
-235731.100000
N
N
N
N/A
N/A
CDX HY34 5Y ICE
000000000
1.000000
NC
USD
305371.200000
0.0244794
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.34
Y
Single Leg Swap
2025-06-21
41357.100000
USD
0.000000
USD
9588000.000000
USD
264014.100000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-2941.570000
-0.0002358
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
486366.310000
USD
2521809.340000
BRL
2020-08-04
-2941.570000
N
N
N
ANCESTRYCOM OPERATIONS INC
N/A
ANCESTRY COM OPERATIONS INC TERM LOAN B
03280FAH4
99243.400000
PA
USD
97754.750000
0.0078363
Long
LON
CORP
US
N
2
2023-10-19
Floating
4.75
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
164306.580000
0.0131713
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3596450.130000
USD
2873000.000000
GBP
2020-08-04
164306.580000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-248675.660000
-0.0199345
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7746192.220000
USD
26507469.790000
PEN
2020-09-04
-248675.660000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
3068.550000
0.0002460
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2521809.340000
BRL
485874.350000
USD
2020-09-02
3068.550000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
21601.750000
0.0017317
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
19923961.130000
RUB
289754.600000
USD
2020-08-14
21601.750000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-5863.600000
-0.0004700
N/A
DFE
BR
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
2521809.340000
BRL
477561.140000
USD
2020-08-04
-5863.600000
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
API GROUP DE INC TERM LOAN B
00186XAB9
99500.000000
PA
USD
97883.130000
0.0078466
Long
LON
CORP
US
N
2
2026-10-01
Floating
2.6611
N
N
N
N
N
N
APIDOS CLO 2017-28A
N/A
APIDOS CLO APID 2017 28A SUB 144A
03766YAB9
8800000.000000
PA
USD
4707822.060000
0.3773917
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
0
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
56236.250000
0.0045080
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1921662.600000
USD
1511000.000000
GBP
2020-08-04
56236.250000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
16877.450000
0.0013529
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
17303674.000000
RUB
249764.350000
USD
2020-08-14
16877.450000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
9753.510000
0.0007819
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
19823883.000000
RUB
274753.200000
USD
2020-10-16
9753.510000
N
N
N
ARBYS RESTAURANT (IRB HOLDING CORP)
549300HVW4WNWYBXN830
IRB HOLDING CORP. 2020 TERM LOAN B
44988LAF4
1856267.550000
PA
USD
1746216.870000
0.1399814
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75
N
N
N
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-4493.790000
-0.0003602
N/A
DFE
AU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
181000.000000
AUD
124821.670000
USD
2020-08-04
-4493.790000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-5331924.050000
-0.4274213
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
64495000.000000
GBP
79092024.360000
USD
2020-08-04
-5331924.050000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-117204.120000
-0.0093954
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
2159000.000000
GBP
2708926.660000
USD
2020-08-04
-117204.120000
N
N
N
N/A
N/A
IHEARTMEDIA INC CLASS A IHEARTMEDIA INC CLASS CW39
000000000
422815.000000
NC
USD
3095026.520000
0.2481056
N/A
DE
US
N
3
None
N/A
Call
Purchased
IHEARTMEDIA INC
IHEARTMEDIA INC - CLASS A
N/A
0.000000
USD
2039-05-01
XXXX
-5408407.680000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
ARGENT LETRAS DEL TESORO BILLS 08/20 0.00000
ACI1DBMZ3
49543000.000000
PA
557068.540000
0.0446561
Long
DBT
NUSS
AR
N
2
2020-08-27
None
0
N
N
N
N
N
N
2020-09-08
PIMCO Corporate & Income Opportunity Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer