0001190935-22-000009.txt : 20220325
0001190935-22-000009.hdr.sgml : 20220325
20220325103942
ACCESSION NUMBER: 0001190935-22-000009
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220325
PERIOD START: 20220731
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: 22768897
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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BARCLAYS BANK PLC
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N/A
N/A
TRS IBOXHY/3ML INDX 03/21/22 MYC
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MORGAN STANLEY CAPITAL SERVICES LLC
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N/A
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2022-03-21
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N/A
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MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
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2022-03-21
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N/A
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MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
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2022-06-21
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400000.000000
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N/A
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CDX ITRAXX EXJP IG36 5Y ICE
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104983.060000
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DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
ITRAXX ASIA EX-JAPAN IG SERIES 36
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Single Leg Swap
2026-12-22
80451.140000
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N/A
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JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE
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39669.050000
0.0024420
N/A
DCR
GB
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
JAGUAR LAND ROVER AUTOMO
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56221.090000
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N
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N/A
N/A
JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE
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516522.900000
0.0317962
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DCR
GB
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
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423668.840000
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N
N/A
N/A
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2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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45591.920000
CNY
2022-02-18
-1.140000
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N
N
N/A
N/A
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-5730.530000
-0.0003528
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ID
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2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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19191059498.000000
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2022-02-22
-5730.530000
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N
N/A
N/A
BOUGHT INR/SOLD USD
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26998.910000
0.0016620
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DFE
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2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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172345931.660000
INR
2022-02-10
26998.910000
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N
N
N/A
N/A
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27760.250000
0.0017089
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2
JPMorgan Chase Bank, National Association
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123978614.850000
INR
2022-02-10
27760.250000
N
N
N
N/A
N/A
MGM RESORTS INTERNATIONAL SNR S* ICE
000000000
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USD
405344.780000
0.0249523
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
MGM RESORTS INTERNATIONAL
MGM RESORTS INTL SR UNSEC
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Single Leg Swap
2026-06-21
500999.980000
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-95655.200000
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N
N
N/A
N/A
BOUGHT IDR/SOLD USD
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-2204.380000
-0.0001357
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DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
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27409301744.000000
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2022-02-22
-2204.380000
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N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
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-9904.950000
-0.0006097
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
313804.000000
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23752609.270000
RUB
2022-03-18
-9904.950000
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N
N
N/A
N/A
SOLD CHF/BOUGHT USD
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7821.270000
0.0004815
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
776163.210000
CHF
845744.100000
USD
2022-02-17
7821.270000
N
N
N
N/A
N/A
SOLD HUF/BOUGHT USD
000000000
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NC
-42024.500000
-0.0025870
N/A
DFE
HU
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
308282000.000000
HUF
931531.320000
USD
2022-02-09
-42024.500000
N
N
N
N/A
N/A
SPRINGLEAF FINANCE CORP (A SNR S* SP JPM
000000000
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NC
USD
148286.570000
0.0091283
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
SPRINGLEAF FINANCE CORP SR UNSEC
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Single Leg Swap
2022-06-21
619725.070000
USD
0.000000
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6570000.000000
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-471438.500000
N
N
N
N/A
N/A
PETROBRAS INTL FINANC SNR LA SP BPS
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-38973.990000
-0.0023992
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
PETROBRAS GLOBAL FINANCE BV
PETROBRAS GLOBAL FINANCE SR UNSEC
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Single Leg Swap
2024-12-21
0.000000
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-351602.180000
USD
1800000.000000
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312628.190000
N
N
N
N/A
N/A
PETROBRAS INTL FINANC SNR LA SP GST
000000000
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USD
-51965.320000
-0.0031989
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
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PETROBRAS GLOBAL FINANCE BV
PETROBRAS GLOBAL FINANCE SR UNSEC
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Single Leg Swap
2024-12-21
0.000000
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-476232.110000
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2400000.000000
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424266.790000
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N
N
N/A
N/A
PETROBRAS INTL FINANC SNR LA SP HUS
000000000
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USD
-64956.660000
-0.0039986
N/A
DCR
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
PETROBRAS GLOBAL FINANCE BV
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2024-12-21
0.000000
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-622803.330000
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557846.670000
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N
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ROLLS-ROYCE PLC SNR SE ICE
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-27068.850000
-0.0016663
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DCR
GB
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2
Intercontinental Exchange
5493000F4ZO33MV32P92
ROLLS-ROYCE PLC
ROLLS-ROYCE PLC
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0.000000
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335151.380000
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N
N/A
N/A
ROLLS-ROYCE PLC SNR SE ICE
000000000
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-611113.610000
-0.0376190
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DCR
GB
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ROLLS-ROYCE PLC
ROLLS-ROYCE PLC
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2025-12-21
0.000000
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-4886552.220000
EUR
27400000.000000
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4275438.610000
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N
N
N/A
N/A
ROLLS-ROYCE PLC SNR SE ICE
000000000
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-369533.120000
-0.0227478
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DCR
GB
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ROLLS-ROYCE PLC
ROLLS-ROYCE PLC CO GTD SR UNSEC REGS
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2026-06-21
0.000000
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-852995.510000
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11400000.000000
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483462.390000
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N
N
N/A
N/A
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000000000
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-600969.970000
-0.0369946
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DCR
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N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
RUSSIAN GOVT
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2026-12-21
0.000000
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N
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N/A
N/A
RUSSIA EM SP JPM
000000000
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-128779.270000
-0.0079274
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DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
RUSSIAN GOVT
RUSSIAN FEDERATION SR UNSEC REGS
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2026-12-21
0.000000
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-86475.500000
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-42303.770000
N
N
N
N/A
N/A
SEQUA CORP WARRANT
000000000
313000.000000
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USD
212204.920000
0.0130629
N/A
DE
US
N
3
None
N/A
Call
Purchased
SEQUA CORPORATION
SEQUA CORPORATION 144A
N/A
0.000000
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2024-04-28
XXXX
212204.920000
N
N
N
N/A
N/A
SEQUA CORP WARRANT
000000000
1042000.000000
NC
USD
320485.860000
0.0197285
N/A
DE
US
N
3
None
N/A
Call
Purchased
SEQUA CORPORATION
SEQUA CORPORATION 144A
N/A
0.000000
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2024-04-28
XXXX
320485.850000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP DUB
000000000
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-14438.520000
-0.0008888
N/A
DCR
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N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
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SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
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2026-12-21
0.000000
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-13336.860000
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-1101.660000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP GST
000000000
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-14438.520000
-0.0008888
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
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2026-12-21
0.000000
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-13469.300000
USD
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-969.220000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP MYC
000000000
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-813369.990000
-0.0500696
N/A
DCR
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
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2026-12-21
0.000000
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-755261.560000
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16900000.000000
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-58108.430000
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N
N
N/A
N/A
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000000000
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-425.880000
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DFE
CL
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2
STANDARD CHARTERED BANK
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2022-02-25
-425.880000
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N
N/A
N/A
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000000000
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-25997.580000
-0.0016004
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DFE
RU
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2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
800652.000000
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2022-04-21
-25997.580000
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N
N
N/A
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SOLD CLP/BOUGHT USD
000000000
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444.230000
0.0000273
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DFE
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2
STANDARD CHARTERED BANK
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130273780.000000
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162842.230000
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2022-02-16
444.230000
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N
N
N/A
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000000000
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2516679.490000
0.1549222
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DFE
N/A
N
2
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174775000.000000
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198867712.780000
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2022-02-02
2516679.490000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
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NC
-417250.050000
-0.0256852
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
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169747000.000000
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-417250.050000
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N
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N/A
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000000000
1.000000
NC
152660.390000
0.0093975
N/A
DFE
GB
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2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
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21855303.120000
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2022-02-02
152660.390000
N
N
N
N/A
N/A
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000000000
1.000000
NC
-41986.860000
-0.0025846
N/A
DFE
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2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
12855000.000000
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17243533.480000
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2022-03-02
-41986.860000
N
N
N
N/A
N/A
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000000000
1.000000
NC
-7220.320000
-0.0004445
N/A
DFE
PE
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2
STANDARD CHARTERED BANK
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621405.000000
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149909.530000
USD
2022-11-29
-7220.320000
N
N
N
BANC OF AMERICA FUNDING CORP 2005-8
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4
05946XZ48
182135.150000
PA
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170913.710000
0.0105211
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.5
N
N
N
N
N
N
N/A
N/A
CIRS USD 5.25Y MAT 1.60% M 2/2022 MYC
000000000
1.000000
NC
USD
-112406.970000
-0.0069196
N/A
DIR
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
N/A
OTC USD ECAL 1.6 SW5 02/15/27 MYC
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
Call
Written
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
N/A
IRS USD R 1.60000 02/15/22-5Y MYC
000000000
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0.000000
0.000000
DIR
US
N/A
IRS USD R 1.60000 02/15/22-5Y MYC
N/A
2027-02-15
0.000000
USD
0.000000
USD
N/A
USD
N/A
USD
1.600000
USD
2022-02-15
Y
2027-02-16
0.000000
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-10209.000000
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49800000.000000
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-102197.970000
N
N
N
N/A
N/A
CIRS USD 5.25Y MAT 1.65% M 2/2022 GLM
000000000
1.000000
NC
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-35509.120000
-0.0021859
N/A
DIR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
OTC USD ECAL 1.65 SW5 02/24/27 GLM
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
Call
Written
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
IRS USD R 1.65000 02/24/22-5Y GLM
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
IRS USD R 1.65000 02/24/22-5Y GLM
N/A
2027-02-24
0.000000
USD
0.000000
USD
N/A
USD
N/A
USD
1.650000
USD
2022-02-24
Y
2027-02-24
0.000000
USD
-1791.000000
USD
19900000.000000
USD
-33718.120000
N
N
N
N/A
N/A
CIRS USD 5.25Y MAT 1.70% M 2/2022 GLM
000000000
1.000000
NC
USD
45437.900000
0.0027971
N/A
DIR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
OTC USD ECAL 1.7 SW5 02/17/27 GLM
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
Call
Written
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
IRS USD R 1.70000 02/17/22-5Y GLM
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
IRS USD R 1.70000 02/17/22-5Y GLM
N/A
2027-02-17
0.000000
USD
0.000000
USD
N/A
USD
N/A
USD
1.700000
USD
2022-02-17
Y
2027-02-17
0.000000
USD
-18495.000000
USD
82200000.000000
USD
63932.900000
N
N
N
BANC OF AMERICA FUNDING CORP 2007-5
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3
059523AG5
358575.680000
PA
USD
357339.130000
0.0219971
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
N/A
N/A
IRS AUD 3.50000 06/17/15-10Y CME
000000000
1.000000
NC
614695.880000
0.0378396
N/A
DIR
AU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUD-BBR-BBSW-Bloomberg 6M
N/A
N/A
Y
2025-06-17
332029.910000
AUD
0.000000
AUD
13400000.000000
AUD
282665.970000
N
N
N
N/A
N/A
IRS CZK 1.80000 05/17/21-5Y CME
000000000
1.000000
NC
-3210794.200000
-0.1976507
N/A
DIR
CZ
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CZK-PRIBOR-Reference Banks 6M
N/A
N/A
Y
2026-05-18
0.000000
CZK
0.000000
CZK
814100000.000000
CZK
-3210794.200000
N
N
N
BANC OF AMERICA FUNDING TRUST 2014-R8
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2014 R8 A2 144A
05969MAB5
5195723.950000
PA
USD
4908166.090000
0.3021378
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Floating
0.34771
N
N
N
N
N
N
N/A
N/A
IRS EUR -0.15000 03/18/20-10Y LCH
000000000
1.000000
NC
994698.160000
0.0612318
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2030-03-18
391645.480000
EUR
0.000000
EUR
21400000.000000
EUR
603052.680000
N
N
N
N/A
N/A
IRS EUR 0.25000 03/16/22-10Y LCH
000000000
1.000000
NC
469567.240000
0.0289057
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2032-03-16
0.000000
EUR
-374231.340000
EUR
19500000.000000
EUR
843798.580000
N
N
N
N/A
N/A
IRS HUF 2.12100 05/17/21-5Y CME
000000000
1.000000
NC
-3628023.130000
-0.2233345
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-05-18
0.000000
HUF
0.000000
HUF
11300600000.000000
HUF
-3628023.130000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
ACI1T7K79
500000.000000
PA
535594.280000
0.0329702
Long
DBT
CORP
IT
N
2
2026-01-09
Fixed
1.875
N
N
N
N
N
N
N/A
N/A
IRS MXN 4.50000 03/05/21-2Y CME
000000000
1.000000
NC
-306698.280000
-0.0188798
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2023-03-03
0.000000
MXN
-7890.310000
MXN
218400000.000000
MXN
-298807.970000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
19170000.000000
PA
21209575.230000
1.3056229
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
N/A
N/A
IRS MXN 4.55000 03/01/21-2Y CME
000000000
1.000000
NC
-155144.180000
-0.0095504
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2023-02-27
13553.990000
MXN
0.000000
MXN
117300000.000000
MXN
-168698.170000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625
BJSF9FII4
9609000.000000
PA
10804155.930000
0.6650842
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR
ACI0ZY1X9
3200000.000000
PA
2747510.150000
0.1691317
Long
DBT
CORP
IT
N
2
2028-01-18
Floating
5.375
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
6129000.000000
PA
5509018.140000
0.3391251
Long
DBT
CORP
IT
N
2
2030-01-22
Floating
8
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
3939000.000000
PA
3909912.700000
0.2406871
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
N/A
N/A
IRS USD 0.25000 06/16/21-3Y CME
000000000
1.000000
NC
USD
275502.160000
0.0169594
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2024-06-17
27250.590000
USD
0.000000
USD
10000000.000000
USD
248251.570000
N
N
N
N/A
N/A
IRS USD 0.25000 12/18/20-2Y CME
000000000
1.000000
NC
USD
380308.270000
0.0234111
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2022-12-19
38045.330000
USD
0.000000
USD
78000000.000000
USD
342262.940000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR
ACI1R35P7
4500000.000000
PA
4119141.910000
0.2535669
Long
DBT
CORP
IT
N
2
2030-09-10
Floating
8.5
N
N
N
N
N
N
N/A
N/A
IRS USD 0.50000 06/16/21-5Y LCH
000000000
1.000000
NC
USD
1689506.540000
0.1040030
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-06-16
543604.290000
USD
0.000000
USD
35000000.000000
USD
1145902.250000
N
N
N
N/A
N/A
IRS USD 0.75000 06/16/21-10Y CME
000000000
1.000000
NC
USD
1888684.620000
0.1162640
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-06-16
1395409.990000
USD
0.000000
USD
19700000.000000
USD
493274.630000
N
N
N
N/A
N/A
IRS USD 1.00000 12/16/20-10Y CME
000000000
1.000000
NC
USD
110354.900000
0.0067932
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-12-16
0.000000
USD
-71968.000000
USD
1600000.000000
USD
182322.900000
N
N
N
N/A
N/A
IRS USD 1.00000 12/16/20-10Y LCH
000000000
1.000000
NC
USD
134249.030000
0.0082641
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-12-16
0.000000
USD
-3470.000000
USD
2000000.000000
USD
137719.030000
N
N
N
N/A
N/A
IRS USD 1.16000 04/12/21-10Y CME
000000000
1.000000
NC
USD
340761.620000
0.0209767
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-04-15
0.000000
USD
0.000000
USD
6100000.000000
USD
340761.620000
N
N
N
N/A
N/A
IRS USD 1.25000 12/16/20-30Y CME
000000000
1.000000
NC
USD
2750967.460000
0.1693446
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-12-16
1650115.340000
USD
0.000000
USD
17000000.000000
USD
1100852.120000
N
N
N
N/A
N/A
IRS USD 1.35000 02/09/22-10Y CME
000000000
1.000000
NC
USD
6262903.320000
0.3855329
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2032-02-09
1004206.000000
USD
0.000000
USD
128200000.000000
USD
5258697.320000
N
N
N
N/A
N/A
IRS USD 1.36000 02/15/22-5Y CME
000000000
1.000000
NC
USD
206894.100000
0.0127360
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-16
0.000000
USD
0.000000
USD
12450000.000000
USD
206894.100000
N
N
N
N/A
N/A
IRS USD 1.38000 08/24/21-7Y CME
000000000
1.000000
NC
USD
1319037.350000
0.0811975
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2028-08-24
0.000000
USD
0.000000
USD
71000000.000000
USD
1319037.350000
N
N
N
N/A
N/A
IRS USD 1.42000 02/24/22-5Y CME
000000000
1.000000
NC
USD
84997.200000
0.0052323
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-24
0.000000
USD
0.000000
USD
6000000.000000
USD
84997.200000
N
N
N
N/A
N/A
IRS USD 1.42000 08/17/21-7Y CME
000000000
1.000000
NC
USD
730271.990000
0.0449542
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2028-08-17
0.000000
USD
0.000000
USD
47100000.000000
USD
730271.990000
N
N
N
N/A
N/A
IRS USD 1.45000 02/17/22-5Y CME
000000000
1.000000
NC
USD
254618.060000
0.0156738
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-17
0.000000
USD
0.000000
USD
20600000.000000
USD
254618.060000
N
N
N
N/A
N/A
IRS USD 1.70000 02/01/22-30Y CME
000000000
1.000000
NC
USD
17489699.120000
1.0766341
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2052-02-01
2056494.000000
USD
0.000000
USD
288800000.000000
USD
15433205.120000
N
N
N
N/A
N/A
IRS USD 1.75000 01/22/20-30Y CME
000000000
1.000000
NC
USD
1373510.520000
0.0845508
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-01-24
0.000000
USD
-65185.770000
USD
28200000.000000
USD
1438696.290000
N
N
N
N/A
N/A
IRS USD 1.75000 12/15/21-10Y LCH
000000000
1.000000
NC
USD
657055.130000
0.0404471
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-12-15
0.000000
USD
-1546544.700000
USD
97600000.000000
USD
2203599.830000
N
N
N
N/A
N/A
IRS USD 1.87500 02/07/20-30Y CME
000000000
1.000000
NC
USD
370040.360000
0.0227790
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-02-07
0.000000
USD
-113494.630000
USD
29300000.000000
USD
483534.990000
N
N
N
N/A
N/A
IRS USD 2.00000 01/15/20-30Y CME
000000000
1.000000
NC
USD
-142842.890000
-0.0087931
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-01-18
0.000000
USD
-142548.450000
USD
19800000.000000
USD
-294.440000
N
N
N
N/A
N/A
IRS USD 2.25000 03/12/20-30Y CME
000000000
1.000000
NC
USD
-694784.720000
-0.0427697
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-03-14
0.000000
USD
-29493.720000
USD
9800000.000000
USD
-665291.000000
N
N
N
N/A
N/A
IRS USD 2.25000 06/15/16-10Y CME
000000000
1.000000
NC
USD
1239735.320000
0.0763159
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-06-15
2099171.960000
USD
0.000000
USD
44400000.000000
USD
-859436.640000
N
N
N
N/A
N/A
IRS USD 2.25000 12/11/19-30Y CME
000000000
1.000000
NC
USD
-141892.300000
-0.0087346
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2049-12-13
0.000000
USD
-2934.210000
USD
2200000.000000
USD
-138958.090000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y CME
000000000
1.000000
NC
USD
3242921.700000
0.1996284
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-12-20
481660.550000
USD
0.000000
USD
71200000.000000
USD
2761261.150000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y LCH
000000000
1.000000
NC
USD
124824.110000
0.0076839
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-12-20
48114.000000
USD
0.000000
USD
2700000.000000
USD
76710.110000
N
N
N
N/A
N/A
IRS USD 2.75000 06/17/15-10Y CME
000000000
1.000000
NC
USD
359343.990000
0.0221206
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2025-06-17
540983.460000
USD
0.000000
USD
8580000.000000
USD
-181639.470000
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
401999.610000
0.0247464
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
N/A
N/A
IRS USD 3.00000 06/19/19-10Y CME
000000000
1.000000
NC
USD
22949493.900000
1.4127291
N/A
DIR
US
N
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
9577312.700000
N
N
N
N/A
N/A
IRS USD 3.50000 06/19/13-31Y CME
000000000
1.000000
NC
USD
86532627.350000
5.3267912
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
96485787.700000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 03/16/22-10Y LCH
000000000
1.000000
NC
1427964.790000
0.0879029
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2032-03-16
0.000000
GBP
-183504.490000
GBP
23800000.000000
GBP
1611469.280000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 03/16/22-30Y LCH
000000000
1.000000
NC
821909.470000
0.0505953
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2052-03-18
0.000000
GBP
-112334.140000
GBP
7800000.000000
GBP
934243.610000
N
N
N
N/A
N/A
OIS USD FEDL01/0.10000 01/13/22-1Y LCH
000000000
1.000000
NC
USD
63770.600000
0.0039256
N/A
DIR
US
N
2
London Clearing house
N/A
N/A
US Federal Funds Effective Rate (continuous series)
Y
2023-01-13
0.000000
USD
-696.910000
USD
10000000.000000
USD
64467.510000
N
N
N
N/A
N/A
ZCS BRL 6.17 03/18/21-01/02/23 CME
000000000
1.000000
NC
-1326084.310000
-0.0816313
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
-31142.770000
BRL
168900000.000000
BRL
-1294941.540000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
177094.630000
0.0109016
N/A
DFE
MX
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
9084550.580000
USD
192488000.010000
MXN
2022-03-18
177094.630000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-16022.600000
-0.0009863
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
509272.000000
USD
38552145.040000
RUB
2022-03-18
-16022.600000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-24030.770000
-0.0014793
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
773242.000000
USD
58558003.280000
RUB
2022-03-18
-24030.770000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-26669.120000
-0.0016417
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
773582.000000
USD
58378365.630000
RUB
2022-03-18
-26669.120000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-8539.800000
-0.0005257
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
318002.000000
USD
24187422.920000
RUB
2022-03-18
-8539.800000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-13706.170000
-0.0008437
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1659962.000000
USD
129858827.260000
RUB
2022-04-21
-13706.170000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
278971.020000
0.0171729
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9408000.000000
GBP
12931785.220000
USD
2022-02-02
278971.020000
N
N
N
N/A
N/A
UKRAINE EM SP BRC
000000000
1.000000
NC
USD
-609661.350000
-0.0375296
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
-1645693.050000
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
1181266.000000
NC
USD
29267046.420000
1.8016262
N/A
DE
US
N
3
None
N/A
Call
Purchased
WINDSTREAM HOLDINGS INC
WINDSTREAM *BACKSTOP COMMITMENT*
N/A
0.000000
USD
2055-09-21
XXXX
19472001.180000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBA2
2000000.000000
PA
USD
2130000.000000
0.1311189
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
1092220.000000
0.0672351
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 12/99 VAR
06738EBT1
800000.000000
PA
USD
757280.000000
0.0466168
Long
DBT
CORP
GB
N
2
2028-03-15
Floating
4.375
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
5025000.000000
PA
6992146.770000
0.4304238
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 REGS 12/49 VAR
ACI0PG9W3
200000.000000
PA
USD
201412.800000
0.0123986
Long
DBT
CORP
GB
N
2
2022-03-15
Floating
7.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS VAR
931ZUKII2
3800000.000000
PA
5264958.640000
0.3241013
Long
DBT
CORP
GB
N
2
2024-09-15
Floating
5.875
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
3206757.040000
0.1974021
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
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
1167686.000000
NS
USD
3573119.160000
0.2199547
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL)
KOO0397YRO83WY5MGD97
BAUSCH HEALTH COMPANIES INC. FIRST INCREMENTAL TERM LOAN
C9413PBB8
99208.500000
PA
USD
99115.440000
0.0061014
Long
LON
CORP
CA
N
2
2025-11-27
Floating
2.855
N
N
N
N
N
N
BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL)
KOO0397YRO83WY5MGD97
BAUSCH HEALTH COMPANIES INC. INITIAL TERM
C9413PAZ6
264415.230000
PA
USD
264291.220000
0.0162693
Long
LON
CORP
CA
N
2
2025-06-02
Floating
3.105
N
N
N
N
N
N
BCAP LLC TRUST 2009-RR14
N/A
BCAP LLC TRUST BCAP 2009 RR14 5A2 144A
05532LAM1
2346155.000000
PA
USD
1909453.200000
0.1175425
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Variable
6.99999
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR11
N/A
BCAP LLC TRUST BCAP 2010 RR11 6A2 144A
05533JBJ1
2778009.900000
PA
USD
2265780.160000
0.1394773
Long
ABS-MBS
CORP
US
N
2
2036-03-27
Variable
2.90293
N
N
N
N
N
N
BCAP LLC TRUST 2011-R11
N/A
BCAP LLC TRUST BCAP 2011 R11 32A7 144A
05533FLT6
1861128.650000
PA
USD
1824787.510000
0.1123306
Long
ABS-MBS
CORP
US
N
2
2036-02-26
Variable
2.7432
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
05534AAP6
1286106.060000
PA
USD
1995067.650000
0.1228127
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.79727
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR
20453QAA0
4400000.000000
NS
USD
4488000.000000
0.2762731
Long
EP
CORP
US
N
2
N
N
N
BEAR STEARNS ALT-A TRUST 2005-7
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1
07386HVV0
574866.650000
PA
USD
420244.710000
0.0258695
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.07543
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
2150755.730000
PA
USD
1358060.510000
0.0835997
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.29405
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
547035.030000
PA
USD
354698.610000
0.0218346
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.88165
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
2840340.630000
PA
USD
2240427.170000
0.1379166
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
2.87181
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
194131.530000
PA
USD
200737.130000
0.0123570
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
2.71009
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
9267974.210000
PA
USD
8106632.170000
0.4990295
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.50771
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG REG COMMON STOCK CHF.04
717158901
92485.000000
NS
874298.390000
0.0538202
Long
EC
CORP
CH
N
2
N
N
N
BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1
N/A
BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AC1 A1
07400XAA6
346321.560000
PA
USD
347234.600000
0.0213751
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
768820.380000
0.0473272
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
0.45913
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/33 6.125
097023AU9
3988000.000000
PA
USD
4855556.140000
0.2988992
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.125
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/40 5.705
097023CV5
1723000.000000
PA
USD
2076561.860000
0.1278294
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
1851963.010000
0.1140035
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
2532048.750000
0.1558683
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 03/25 7.5
097751BM2
17337000.000000
PA
USD
17584919.100000
1.0824956
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.5
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 06/26 7.125
097751BV2
3200000.000000
PA
USD
3257856.000000
0.2005477
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.125
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 12/24 7.5
097751BR1
9527000.000000
PA
USD
9874116.250000
0.6078326
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST
N/A
BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25
11044MAA4
57418.860000
PA
USD
60199.290000
0.0037058
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
4.25
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/30 4.15
11135FAQ4
2638000.000000
PA
USD
2809755.300000
0.1729634
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 04/34 3.469
11135FBL4
200000.000000
PA
USD
198397.540000
0.0122130
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.469
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 11/35 3.137
11135FBP5
300000.000000
PA
USD
284834.250000
0.0175339
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.137
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 11/36 3.187
11135FBQ3
2434000.000000
PA
USD
2315794.130000
0.1425561
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.187
N
N
N
N
N
N
BROOKS AUTOMATION (ALTAR BIDCO INC)
N/A
ALTAR BIDCO, INC. 2021 2ND LIEN TERM LOAN
943ZYXII6
3200000.000000
PA
USD
3224000.000000
0.1984636
Long
LON
CORP
US
N
2
2029-11-04
Floating
7
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR SECURED 144A 07/25 6.25
28470RAH5
1000000.000000
PA
USD
1036135.000000
0.0637826
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC TERM B LOANS
12769LAB5
31361842.000000
PA
USD
31229965.450000
1.9224599
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.855
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
2945173.800000
0.1812995
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Variable
0
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SECURED 144A 02/26 10.5
143658BG6
400000.000000
PA
USD
449760.000000
0.0276864
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.5
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 2021 INCREMENTAL TERM LOAN B
P2121YAS7
2551000.000000
PA
USD
2531867.500000
0.1558572
Long
LON
CORP
PA
N
2
2028-10-18
Floating
4
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION EUR TERM LOAN B
P2121YAP3
10750780.940000
PA
12062871.040000
0.7425684
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION USD TERM LOAN B
P2121YAN8
1795443.040000
PA
USD
1781528.360000
0.1096676
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75
N
N
N
N
N
N
CASINO GUICHARD PERRACHON SA
969500VHL8F83GBL6L29
CASINO GUICHARD PERRACHON SA 2021 EUR TERM LOAN
944WEWII6
5600000.000000
PA
6264451.670000
0.3856283
Long
LON
CORP
FR
N
2
2025-08-31
Floating
4
N
N
N
N
N
N
CBL & ASSOCIATES HOLDCO II LLC
N/A
CBL + ASSOCIATES HOLD SR SECURED 11/28 7
12511CAC4
163601.000000
PA
USD
319526.330000
0.0196695
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7
N
N
N
Y
N
CBL & Associates Properties Inc
CBL & Associates Properties Inc
USD
XXXX
N
N
N
CDW LLC / CDW FINANCE CORP
N/A
CDW LLC/CDW FINANCE COMPANY GUAR 12/28 3.276
12513GBH1
700000.000000
PA
USD
695679.250000
0.0428247
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.276
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP
N/A
CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569
12513GBJ7
2300000.000000
PA
USD
2293847.500000
0.1412051
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.569
N
N
N
N
N
N
CELLNEX FINANCE COMPANY SA
549300OUROMFTRFA7T23
CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875
15118JAA3
1400000.000000
PA
USD
1298150.000000
0.0799118
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.875
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC 2021 TERM LOAN B
15134NAF3
8418352.000000
PA
USD
8459921.820000
0.5207774
Long
LON
CORP
US
N
2
2026-07-14
Floating
5.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 7.75
ACI1WM066
13419000.000000
PA
15254602.640000
0.9390456
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 8.75
12531TAF6
8648000.000000
PA
USD
8659588.320000
0.5330685
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED REGS 04/27 7.75
ACI1WLTT7
300000.000000
PA
341037.390000
0.0209936
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5
161175CE2
1000000.000000
PA
USD
898519.920000
0.0553113
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7
161175BV5
400000.000000
PA
USD
354806.160000
0.0218412
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.7
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85
161175BY9
1300000.000000
PA
USD
1121282.050000
0.0690241
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9
161175CA0
5600000.000000
PA
USD
5140015.550000
0.3164100
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.9
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95
161175CG7
4700000.000000
PA
USD
4157075.980000
0.2559020
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4
161175CC6
4900000.000000
PA
USD
4648016.520000
0.2861234
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.4
N
N
N
N
N
N
CHASE MORGAGE FINANCE CORP 2005-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
16162WPE3
9172.230000
PA
USD
9205.740000
0.0005667
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.92593
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5
16163FAE5
1212347.920000
PA
USD
667531.010000
0.0410920
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
306471.610000
PA
USD
207881.040000
0.0127968
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
1101834.520000
PA
USD
724054.250000
0.0445715
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 01/27 2.75
168863DX3
2000000.000000
PA
USD
2031020.000000
0.1250259
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 01/34 3.5
000000000
2500000.000000
PA
USD
2561250.000000
0.1576659
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.5
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 01/52 4
000000000
1200000.000000
PA
USD
1236000.000000
0.0760859
Long
DBT
NUSS
CL
N
2
2052-01-31
Fixed
4
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
12543DBF6
17948000.000000
PA
USD
18583359.200000
1.1439578
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
3827619.360000
0.2356213
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CIENA CORPORATION
W0CZ7N0GH8UIGXDM1H41
CIENA CORP COMPANY GUAR 144A 01/30 4
171779AL5
1600000.000000
PA
USD
1586528.000000
0.0976638
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4
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
1819345.070000
0.1119956
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
1103158.200000
0.0679084
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
405697.560000
PA
USD
182456.920000
0.0112317
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.66914
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
1070000.030000
0.0658673
Long
EP
USGSE
US
N
2
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2009-6 2009-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 6 17A2 144A
17315JBM3
9927276.200000
PA
USD
7026218.350000
0.4325212
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
11723149.900000
PA
USD
7684816.670000
0.4730633
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.69565
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR4
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A
17311WAA5
312162.360000
PA
USD
311228.710000
0.0191587
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.14919
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR5
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A
17311LAJ0
2101308.580000
PA
USD
1883086.210000
0.1159194
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.55112
Y
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
655974.740000
PA
USD
630277.780000
0.0387988
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4
N/A
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A13
12566VAN2
158149.000000
PA
USD
157292.450000
0.0096826
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
1274708.200000
PA
USD
1261266.270000
0.0776413
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
Y
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/29 FIXED 7.045
167486ZZ5
145000.000000
PA
USD
165831.140000
0.0102083
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
12100000.000000
PA
USD
16795392.900000
1.0338938
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
57541.570000
0.0035422
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
11817528.280000
PA
USD
11673838.950000
0.7186203
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.7985
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
1055851.550000
PA
USD
182926.280000
0.0112606
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.67299
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
1343000.000000
NS
USD
1319497.500000
0.0812259
Long
EP
CORP
US
N
2
N
N
N
CORK STREET CLO DESIGNATED ACTIVITY CO 1A
N/A
CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A
ACI0QPJC5
1150560.870000
PA
967587.150000
0.0595629
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL SECURED 144A 01/29 VAR
ACI236434
1100000.000000
PA
1217247.960000
0.0749316
Long
DBT
CORP
JE
N
3
2029-01-28
Floating
5.2
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL UNSECURED 144A 01/27 VAR
ACI236343
1300000.000000
PA
1441778.820000
0.0887533
Long
DBT
CORP
JE
N
3
2027-01-28
Floating
4.85
N
N
N
N
N
N
COSAINT RE PTE LTD
N/A
COSAINT RE PTE LTD BONDS 144A 04/28 VAR
22112CAA0
1900000.000000
PA
USD
1949400.000000
0.1200015
Long
DBT
CORP
SG
N
2
2028-04-03
Floating
9.426
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 3.875
ACI1YJLH4
6600000.000000
PA
7436275.090000
0.4577636
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.875
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 5
222070AE4
8900000.000000
PA
USD
8951086.000000
0.5510126
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC TERM LOAN B
22207EBG8
2867773.510000
PA
USD
2828341.620000
0.1741076
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.3541
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC TERM LOAN B
22207EBK9
4211952.650000
PA
4657391.910000
0.2867006
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.5
N
N
N
N
N
N
COTY INC, HFC PRESTIGE PRODUCTS INC AND HFC PRESTIGE INTERNATIONAL US LLC
N/A
COTY/HFC PRESTIGE/INT US SR SECURED 144A 01/29 4.75
222070AG9
10900000.000000
PA
USD
10752795.500000
0.6619225
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 01/24 8
G24524AV5
300000.000000
PA
USD
276300.000000
0.0170085
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7
ACI1TXND6
300000.000000
PA
USD
234000.000000
0.0144046
Long
DBT
CORP
KY
N
2
2026-07-12
Fixed
2.7
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 08/30 4.8
ACI1PP9T8
200000.000000
PA
USD
155500.000000
0.0095723
Long
DBT
CORP
KY
N
2
2030-08-06
Fixed
4.8
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 09/25 6.15
ACI1FGXS4
200000.000000
PA
USD
174500.000000
0.0107419
Long
DBT
CORP
KY
N
2
2025-09-17
Fixed
6.15
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125
ACI1S6K23
200000.000000
PA
USD
161000.000000
0.0099109
Long
DBT
CORP
KY
N
2
2025-10-22
Fixed
3.125
N
N
N
N
N
N
COUNTRYWIDE ALT LN TRUST 2005-1CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2
12667F2R5
399032.100000
PA
USD
239547.590000
0.0147461
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
525252.970000
PA
USD
500185.320000
0.0307905
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
2570060.820000
PA
USD
1607739.840000
0.0989695
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
303092.510000
PA
USD
308961.140000
0.0190191
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
399418.120000
PA
USD
355217.430000
0.0218665
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
3349180.390000
PA
USD
2789682.390000
0.1717278
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
1042116.080000
PA
USD
1201112.040000
0.0739383
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
21.2384
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J12
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1
12668ASY2
242843.020000
PA
USD
161642.800000
0.0099504
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.64771
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A3
12668BZD8
1435916.250000
PA
USD
948013.160000
0.0583580
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
325885.080000
PA
USD
229313.790000
0.0141161
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
1628377.140000
PA
USD
1295836.470000
0.0797693
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
519252.860000
PA
USD
271143.770000
0.0166911
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
1604418.930000
PA
USD
1202950.480000
0.0740514
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
1286746.620000
PA
USD
806702.120000
0.0496591
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-19
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2
02151AAB6
6761624.300000
PA
USD
4686465.570000
0.2884903
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
14656411.290000
PA
USD
2704581.290000
0.1664891
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
5.14229
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A8
02149VAH2
4004103.700000
PA
USD
2498564.710000
0.1538071
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
403985.140000
PA
USD
252100.460000
0.0155188
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
1329420.030000
PA
USD
1208060.860000
0.0743660
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
3.25199
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2008-2R
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1
021482AJ3
1553702.740000
PA
USD
1144693.130000
0.0704652
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
678719.280000
PA
USD
338119.280000
0.0208140
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
3106240.170000
PA
USD
2633264.160000
0.1620990
Long
ABS-MBS
CORP
US
N
2
2046-03-20
Floating
0.52371
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-J2
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 J2 1A6
126694H68
279481.060000
PA
USD
213369.090000
0.0131346
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
460258.520000
PA
USD
301766.340000
0.0185762
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.5
Y
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR
F22797RT7
400000.000000
PA
USD
434710.000000
0.0267600
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 12/49 VAR
225436AA2
300000.000000
PA
USD
315375.000000
0.0194139
Long
DBT
CORP
CH
N
2
2024-12-18
Floating
6.25
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR
22546DAB2
1100000.000000
PA
USD
1175344.500000
0.0723521
Long
DBT
CORP
CH
N
2
2023-12-11
Floating
7.5
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
625434.000000
0.0385006
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
213780.000000
0.0131599
Long
DBT
CORP
CH
N
2
2025-09-12
Floating
7.25
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AR9
600000.000000
PA
USD
599820.000000
0.0369238
Long
DBT
CORP
CH
N
2
2027-02-11
Floating
5.25
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A VAR
225401AL2
1300000.000000
PA
USD
1360125.000000
0.0837268
Long
DBT
CORP
CH
N
2
2026-08-21
Floating
6.375
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/49 VAR
ACI07D348
2736000.000000
PA
USD
2923402.320000
0.1799593
Long
DBT
CORP
CH
N
2
2023-12-11
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/99 VAR
H3698DBW3
700000.000000
PA
USD
729673.000000
0.0449173
Long
DBT
CORP
CH
N
2
2023-07-17
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERT 2006
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11
225470P23
968037.230000
PA
USD
667651.890000
0.0410994
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
4020.030000
PA
USD
4019.900000
0.0002475
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
6.153
Y
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
275106.000000
NS
USD
5543385.900000
0.3412408
Long
EC
CORP
US
N
1
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507
126650BS8
1467881.770000
PA
USD
1778547.390000
0.1094841
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
213502.000000
NS
USD
3871858.770000
0.2383446
Long
EC
CORP
US
N
3
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
2170000.000000
PA
USD
2473065.560000
0.1522374
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DELUXE CORPORATION
KWGNKB8TX9LE5TV29231
DELUXE CORP COMPANY GUAR 144A 06/29 8
248019AU5
2691000.000000
PA
USD
2784969.720000
0.1714377
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV FINANCING LLC TERM LOAN
25460HAB8
4496500.000000
PA
USD
4508910.340000
0.2775603
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.75
N
N
N
N
N
N
DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC
N/A
DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875
25461LAA0
8400000.000000
PA
USD
8451240.000000
0.5202430
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.875
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
4220000.000000
PA
USD
4101312.500000
0.2524693
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/28 5.75
25470XBF1
6710000.000000
PA
USD
6433513.780000
0.3960354
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
5900000.000000
PA
USD
5506408.350000
0.3389645
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
37290.780000
PA
USD
37253.720000
0.0022933
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
28762.430000
PA
USD
28507.890000
0.0017549
Long
DBT
CORP
GG
N
2
2024-11-30
Fixed
5.125
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
10679014.170000
0.6573807
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 COMPANY GUAR REGS 12/27 7
ACI1XVP76
8878091.000000
PA
USD
4525518.110000
0.2785827
Long
DBT
CORP
GB
N
2
2027-12-31
Fixed
5
N
N
Y
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
DUFRY ONE BV COMPANY GUAR REGS 10/24 2.5
BF15FKII5
300000.000000
PA
331585.920000
0.0204118
Long
DBT
CORP
NL
N
2
2024-10-15
Fixed
2.5
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
DUN + BRADSTREET CORP THE 2022 INCREMENTAL TERM LOAN
26483NAS9
2500000.000000
PA
USD
2503125.000000
0.1540878
Long
LON
CORP
US
N
2
2029-01-18
Floating
3.3
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/26 3.875
03846JAA8
1500000.000000
PA
USD
1376358.000000
0.0847261
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5
03846JAC4
4200000.000000
PA
USD
3272619.000000
0.2014565
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.5
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/30 5.625
ACI120PQ6
4000000.000000
PA
3915034.570000
0.2410024
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.625
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375
ACI1B3V91
1724000.000000
PA
1707200.010000
0.1050921
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.375
N
N
N
N
N
N
EMBECTA CORP
N/A
EMBECTA CORP TERM LOAN B
944ZGVII9
4200000.000000
PA
USD
4201969.800000
0.2586656
Long
LON
CORP
US
N
2
2029-01-27
Floating
3.5
N
N
N
N
N
N
ENCINA SPV
N/A
ENCINA PRIVATE CREDIT LLC NOTE
938DREII2
27443839.960000
PA
USD
27443839.960000
1.6893929
Long
DBT
CORP
US
N
3
2025-11-30
Floating
2.2779
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/44 5.3
86765BAP4
100000.000000
PA
USD
106715.370000
0.0065692
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.3
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
50110101.330000
PA
USD
38978493.090000
2.3994452
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.855
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
29373TAA2
9851000.000000
PA
USD
5140399.570000
0.3164337
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75
N
N
N
N
N
N
ERSTE GROUP BANK AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR
BN13P8II9
1600000.000000
PA
1806454.220000
0.1112020
Long
DBT
CORP
AT
N
2
2027-10-15
Floating
4.25
N
N
N
N
N
N
ESSENTIAL PROPERTIES LP
254900XX9FNFCDE1NX02
ESSENTIAL PROPER COMPANY GUAR 07/31 2.95
29670VAA7
500000.000000
PA
USD
477371.430000
0.0293861
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
4487014.220000
PA
5572667.690000
0.3430433
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
1.44463
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
1394472.450000
PA
1808857.410000
0.1113500
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
4.09463
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5
30162RAC5
158000.000000
PA
USD
99540.000000
0.0061275
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
11.5
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
207728.000000
0.0127874
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
AMH NEW FINANCE INC
N/A
ASSOCIATED MATERIALS GROUP INC
931WQR908
411442.000000
NS
USD
2871865.160000
0.1767868
Long
EC
CORP
US
Y
3
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP SR UNSECURED 144A 06/28 4
303250AF1
2200000.000000
PA
USD
2182862.000000
0.1343730
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4
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
2274856.490000
0.1400360
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
5.85771
N
N
N
N
N
N
FANNIE MAE INTEREST STRIP 368
N/A
FANNIEMAE STRIP FNS 368 18
3136FCJ80
290152.810000
PA
USD
38809.270000
0.0023890
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
2436.350000
PA
USD
9.490000
0.0000006
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Floating
5.99229
N
N
N
N
N
N
FANNIE MAE REMICS 2013-32
N/A
FANNIE MAE FNR 2013 32 HI
3136ADJF7
1138206.710000
PA
USD
109053.980000
0.0067132
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS 2013-53
N/A
FANNIE MAE FNR 2013 53 MI
3136AEFR3
225065.810000
PA
USD
10609.470000
0.0006531
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS 2020-47
N/A
FANNIE MAE FNR 2020 47 IN
3136BAQ23
6399077.800000
PA
USD
895207.310000
0.0551073
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
4.5
N
N
N
N
N
N
FERROGLOBE FINANCE COMPANY PLC / GLOBE SPECIALTY METALS INC
N/A
FERROGLOBE / GLOBE SPEC SR SECURED 12/25 9.375
ACI1ZL3W5
2700000.000000
PA
USD
2808000.000000
0.1728554
Long
DBT
CORP
GB
Y
2
2025-12-31
Fixed
9.375
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD COMMON STOCK
G5924V106
57728.000000
NS
USD
36945.920000
0.0022743
Long
EC
CORP
BM
N
2
N
N
N
FIRST FRANKLIN MTG LOAN ABS 2006-FF13
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2C
30247DAD3
3185029.650000
PA
USD
2540412.450000
0.1563832
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.42771
N
N
N
N
N
N
FIRST HORIZON ALT MTG SEC 2006-FA6
N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A1
32052FAH9
1061424.090000
PA
USD
532625.050000
0.0327874
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
2888000.000000
PA
USD
2924186.640000
0.1800076
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
1882000.000000
PA
USD
1945846.850000
0.1197828
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
1139518.280000
0.0701467
Long
ABS-O
CORP
US
N
3
2025-05-15
Fixed
0
N
N
N
N
N
N
FLY LEASING (FLY WILLOW FUNDING LTD)
N/A
FLY FUNDING II SARL 2020 TERM LOAN B
G3643LAB9
10140069.580000
PA
USD
10171757.300000
0.6261549
Long
LON
CORP
LU
N
2
2025-10-08
Floating
7
N
N
N
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
152491.000000
NS
USD
22109670.090000
1.3610311
Long
EC
CORP
US
Y
3
N
N
N
NOBLE CORPORATION
N/A
NOBLE CORP COMMON STOCK USD.00001
000000000
42080.000000
NS
USD
1038955.200000
0.0639562
Long
EC
CORP
KY
Y
2
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE CORP COMMON STOCK
000000000
3270.000000
NS
USD
80736.300000
0.0049700
Long
EC
CORP
KY
N
2
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
935327.430000
PA
USD
93.530000
0.0000058
Long
LON
CORP
US
N
3
2022-06-30
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
39424428.420000
2.4268961
Long
DBT
CORP
US
N
2
2097-05-15
Fixed
7.7
N
N
N
N
N
N
FOREST CITY ENTERPRISES LP
54930078MCT017XXRD21
FOREST CITY ENTERPRISES L P TERM LOAN B
34555QAF7
63941.140000
PA
USD
63601.480000
0.0039152
Long
LON
CORP
US
N
2
2025-12-08
Floating
3.6013
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
807364.650000
0.0496999
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
1142864.500000
PA
USD
201895.700000
0.0124283
Long
ABS-MBS
USGSE
US
N
2
2034-02-15
Floating
6.99025
N
N
N
N
N
N
FREDDIE MAC 3751
N/A
FREDDIE MAC FHR 3751 SB
3137A3J42
686836.250000
PA
USD
4399.940000
0.0002709
Long
ABS-MBS
USGSE
US
N
2
2039-05-15
Floating
5.93371
N
N
N
N
N
N
FREDDIE MAC 4520
N/A
FREDDIE MAC FHR 4520 AI
3137BLTL2
1190695.460000
PA
USD
123929.010000
0.0076288
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
13851413.030000
PA
USD
8521389.300000
0.5245612
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
6.16987
N
N
N
N
N
N
FREDDIE MAC REMICS 4102
N/A
FREDDIE MAC FHR 4102 NS
3137AUN54
766652.720000
PA
USD
644843.260000
0.0396954
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
2.51321
N
N
N
N
N
N
FREDDIE MAC REMICS 4182
N/A
FREDDIE MAC FHR 4182 HS
3137B0WN0
69589.640000
PA
USD
57557.860000
0.0035432
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Floating
5.69057
N
N
N
N
N
N
FREDDIE MAC REMICS 4246
N/A
FREDDIE MAC FHR 4246 SN
3137B4PY6
5227744.940000
PA
USD
6164637.860000
0.3794839
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Floating
11.7283
N
N
N
N
N
N
FREDDIE MAC REMICS 4300
N/A
FREDDIE MAC FHR 4300 SC
3137B82L0
2207386.990000
PA
USD
2313155.480000
0.1423936
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
9.09561
N
N
N
N
N
N
FREDDIE MAC REMICS 4319
N/A
FREDDIE MAC FHR 4319 ES
3137B8LB1
1821655.900000
PA
USD
1958736.240000
0.1205762
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Floating
10.3703
N
N
N
N
N
N
FREDDIE MAC REMICS 5060
N/A
FREDDIE MAC FHR 5060 PI
3137F8A29
8601654.640000
PA
USD
1152787.730000
0.0709635
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Fixed
3
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA7
N/A
FREDDIE MAC STACR STACR 2021 DNA7 B2 144A
35564KNE5
8800000.000000
PA
USD
8826751.120000
0.5433587
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.84967
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
4399949.390000
PA
USD
4626815.180000
0.2848183
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Floating
7.65771
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
1343187.960000
PA
USD
1371970.730000
0.0844560
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Floating
10.8577
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
2296890.150000
PA
USD
1929387.730000
0.1187696
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 X2B 144A
30291XAC6
2297228.520000
PA
USD
512.280000
0.0000315
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
12190500.260000
PA
USD
9847152.090000
0.6061728
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.58771
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-E
N/A
FREMONT HOME LOAN TRUST FHLT 2006 E 2A3
35729NAD7
5823407.510000
PA
USD
3396531.550000
0.2090843
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.25771
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
12460165.000000
0.7670251
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP 2021 DIP TERM LOAN B
35906EAQ3
9478544.790000
PA
USD
9480914.430000
0.5836279
Long
LON
CORP
US
N
2
2028-05-01
Floating
4.5
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS SECURED 144A 01/30 6
35908MAB6
3984000.000000
PA
USD
3851073.840000
0.2370651
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
N
N
N
N
N
N
FUTURE DIAMOND LIMITED
98450078C09D9F084D16
FUTURE DIAMOND LTD COMPANY GUAR REGS 09/22 4.25
ACI20GSS4
200000.000000
PA
USD
163620.000000
0.0100721
Long
DBT
CORP
VG
N
2
2022-09-22
Fixed
4.25
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN
943ZHKII3
3392936.930000
PA
2672523.380000
0.1645157
Long
LON
CORP
CA
N
3
2027-10-18
Floating
8.75
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN
943ZERII1
15551723.250000
PA
USD
15580882.730000
0.9591308
Long
LON
CORP
CA
N
2
2027-10-15
Fixed
8.75
N
N
Y
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8
37185LAM4
7412000.000000
PA
USD
7472704.280000
0.4600061
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8
N
N
N
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 10/25 6.5
37185LAJ1
8100000.000000
PA
USD
7938121.500000
0.4886563
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA BANK GUARANT 144A 10/30 10.75
374422AD5
800000.000000
PA
USD
857800.000000
0.0528046
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
886325.000000
0.0545606
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
979888.000000
0.0603201
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
298140.400000
0.0183530
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II BLUE HOLDING L P TERM LOAN B
31575AAB3
2567000.000000
PA
USD
2571813.130000
0.1583161
Long
LON
CORP
US
N
2
2028-09-29
Floating
5.5
N
N
N
N
N
N
GLACIER FUNDING CDO III LTD 2005-3A
N/A
GLACIER FUNDING CDO GLCR 2005 3A A1 144A
37638XAA7
7305674.750000
PA
USD
1244273.300000
0.0765952
Long
ABS-CBDO
CORP
KY
N
2
2035-08-04
Floating
0.415
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25
361841AR0
400000.000000
PA
USD
387038.000000
0.0238254
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORP PREFERRED STOCK
000000000
40476.000000
NS
USD
43867888.800000
2.7004275
Long
EP
CORP
US
N
3
N
N
N
STEARNS HOLDINGS LLC
549300B7MV13XJXKBZ36
STEARNS HOLDING LLC CLASS B STEARNS HOLDING LLC CLASSB
9353MP906
42113.000000
NS
USD
29119.030000
0.0017925
Long
EC
CORP
US
N
3
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
N/A
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
BJBQCWII7
29098525.000000
NS
42352138.750000
2.6071207
Long
EP
CORP
NL
N
2
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES
942WZK900
6085.240000
NS
USD
89614.290000
0.0055165
Long
EC
CORP
US
Y
3
N
N
N
GOLDEN NUGGET LLC (FERTITTA ENTERTAINMENT LLC/FERTITTA ENTERTAINMENT FINANCE CO)
N/A
FERTITTA ENTERTAINMENT SR SECURED 144A 01/29 4.625
31556TAA7
3500000.000000
PA
USD
3416630.000000
0.2103215
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.625
N
N
N
N
N
N
GOLDEN STATE TOBACCO SECURITIZATION
N/A
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85
38122ND82
1000000.000000
PA
USD
1000769.600000
0.0616056
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
3.85
N
N
N
N
N
N
GOLDEN STATE TOBACCO SECURITIZATION
N/A
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214
38122ND66
2400000.000000
PA
USD
2285823.120000
0.1407111
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
4.214
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-143
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 143 IJ
38378GRT7
310053.300000
PA
USD
33937.600000
0.0020891
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
182905.670000
PA
USD
22011.140000
0.0013550
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
1086270.100000
PA
USD
169313.550000
0.0104226
Long
ABS-MBS
USGSE
US
N
2
2042-01-20
Floating
6.64629
N
N
N
N
N
N
GREENE KING FINANCE PLC
213800QIJMYMW6TSBG41
GREENE KING FINANCE PLC SECURED 12/34 VAR
B06FKZII2
350000.000000
PA
397746.880000
0.0244846
Long
DBT
CORP
GB
N
2
2034-12-15
Floating
1.89838
N
N
N
N
N
N
GREENSKY HOLDINGS LLC
549300MOPD0ZSYHGVQ20
GREENSKY LLC TERM LOAN B 1
39571LAD2
8731958.770000
PA
USD
8737416.240000
0.5378595
Long
LON
CORP
US
N
3
2025-03-31
Floating
3.375
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
438611.750000
0.0270001
Long
ABS-CBDO
CORP
NL
N
2
2029-04-30
Variable
0
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
7633643.160000
0.4699132
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
1350657.420000
0.0831440
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
1418063.350000
PA
USD
948734.580000
0.0584024
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.24771
N
N
N
N
N
N
GSPA MONETIZATION TRUST
N/A
GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
36298GAA7
5371544.070000
PA
USD
5608046.010000
0.3452211
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
758883.690000
PA
USD
726982.190000
0.0447517
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.14003
Y
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2007-AR1
N/A
GSR MORTGAGE LOAN TRUST GSR 2007 AR1 1A1
362290AA6
1382064.200000
PA
USD
1045752.140000
0.0643746
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.38466
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
2000275.020000
0.1231333
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 11/95 7.5
197677AH0
4800000.000000
PA
USD
6190560.000000
0.3810796
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP/THE COMPANY GUAR 144A 12/26 4.625
428040DA4
2300000.000000
PA
USD
2236209.500000
0.1376570
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.625
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP/THE COMPANY GUAR 144A 12/29 5
428040DB2
6700000.000000
PA
USD
6462652.500000
0.3978291
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP SR UNSECURED 10/30 4.5
436106AC2
22914000.000000
PA
USD
24097173.100000
1.4833782
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.5
N
N
N
N
N
N
HOMEBANC MORTGAGE TRUST 2005-1
N/A
HOMEBANC MORTGAGE TRUST HMBT 2005 1 M6
43739EAX5
104152.270000
PA
USD
98061.410000
0.0060365
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.30771
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375
44107TAY2
100000.000000
PA
USD
99506.750000
0.0061255
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.375
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9
44107TBA3
200000.000000
PA
USD
188169.830000
0.0115834
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.9
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY PARTNERS LLC
N/A
HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/27 6.75
442722AA2
3000000.000000
PA
USD
3082035.000000
0.1897245
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BL2
600000.000000
PA
USD
634878.000000
0.0390819
Long
DBT
CORP
GB
N
2
2027-05-22
Floating
6
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
404280BP3
400000.000000
PA
USD
430482.000000
0.0264997
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
404280CQ0
300000.000000
PA
USD
290250.000000
0.0178673
Long
DBT
CORP
GB
N
2
2031-03-09
Floating
4.7
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
600000.000000
PA
847275.370000
0.0521567
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
2804944.470000
0.1726673
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
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
572252.000000
NS
USD
6901359.120000
0.4248351
Long
EC
CORP
US
N
1
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 CO COMPANY GUAR REGS 04/27 4.75
G463PSAE4
200000.000000
PA
USD
201500.000000
0.0124040
Long
DBT
CORP
VG
N
2
2027-04-27
Fixed
4.75
N
N
N
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 CO COMPANY GUAR REGS 11/27 4.25
ACI0YNJ23
200000.000000
PA
USD
197000.000000
0.0121270
Long
DBT
CORP
VG
N
2
2027-11-07
Fixed
4.25
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 02/30 3.375
ACI1K6N02
300000.000000
PA
USD
275625.000000
0.0169670
Long
DBT
CORP
VG
N
2
2030-02-24
Fixed
3.375
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 05/29 4.5
ACI1C6PX7
1300000.000000
PA
USD
1291875.000000
0.0795255
Long
DBT
CORP
VG
N
2
2029-05-29
Fixed
4.5
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 09/30 3.625
ACI1RSZZ7
300000.000000
PA
USD
279000.000000
0.0171747
Long
DBT
CORP
VG
N
2
2030-09-30
Fixed
3.625
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 11/29 3.875
ACI1GS152
700000.000000
PA
USD
666750.000000
0.0410439
Long
DBT
CORP
VG
N
2
2029-11-13
Fixed
3.875
N
N
N
N
N
N
HUDSON RIVER TRADING LLC
549300SMOBUC8O5UOE10
HUDSON RIVER TRADING LLC 2022 TERM LOAN B
944ZDPII5
4800000.000000
PA
USD
4746000.000000
0.2921551
Long
LON
CORP
US
N
2
2028-03-18
Floating
3.0496
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD COMMON STOCK USD.01
G9460G101
2895.000000
NS
USD
120113.550000
0.0073940
Long
EC
CORP
BM
N
2
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-F2
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
45670JAE2
6452821.830000
PA
USD
3098116.560000
0.1907144
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.5
Y
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
858541.000000
NS
USD
24571443.420000
1.5125734
Long
EC
CORP
US
N
1
N
N
N
INDYMAC RESIDENTIAL ASSET BACKED 2007-B
N/A
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2
43710EAD2
2695936.850000
PA
USD
1805108.730000
0.1111192
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.26771
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS FIN PLC EURO TERM
G4768PAH4
17147779.220000
PA
19133948.300000
1.1778511
Long
LON
CORP
US
N
2
2024-04-01
Floating
2.5
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
1939000.000000
PA
USD
12118.750000
0.0007460
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
30246.720000
0.0018619
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
14709000.000000
PA
USD
6435040.410000
0.3961294
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
4671571.910000
0.2875735
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
22898000.000000
PA
USD
10334783.320000
0.6361905
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
158632.500000
0.0097651
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
10872.990000
PA
USD
10872.990000
0.0006693
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
341.920000
PA
USD
342.260000
0.0000211
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 S.A. 01/30 6.5
45824TBC8
33857000.000000
PA
USD
33010575.000000
2.0320710
Long
DBT
CORP
LU
N
2
2030-01-27
Fixed
6.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2021 DIP TERM LOAN
L5137LAM7
5275555.440000
PA
USD
5273081.200000
0.3246013
Long
LON
CORP
LU
N
2
2022-10-13
Floating
3.6
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2021 TERM LOAN B
941CXNII2
13021869.020000
PA
USD
13001005.120000
0.8003182
Long
LON
CORP
LU
N
3
2028-12-01
Floating
4.75
N
N
N
N
N
N
INTER MEDIA AND COMMUNICATION SPA
81560082CE2ED97AFD36
INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75
ACI239TV9
7000000.000000
PA
7882633.140000
0.4852406
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.75
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
942UCF009
2841.170000
NS
USD
0.000000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA JR SUBORDINA REGS 12/49 VAR
ACI0RSP49
2400000.000000
PA
3169612.920000
0.1951156
Long
DBT
CORP
IT
N
2
2027-01-11
Floating
7.75
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 01/32 4.875
ACI1T3TK0
3400000.000000
PA
3594770.690000
0.2212875
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 03/48 6.625
ACI11JRN1
1600000.000000
PA
1719601.590000
0.1058555
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.625
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 01/32 4.875
ACI1T3QV9
2500000.000000
PA
2643213.740000
0.1627114
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
4368000.000000
PA
USD
3832279.650000
0.2359082
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.2424
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
4818427.930000
PA
USD
5063911.410000
0.3117252
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.09356
Y
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
45070.000000
NS
USD
4.510000
0.0000003
Long
EC
CORP
US
Y
3
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2
466247F57
1056281.780000
PA
USD
876734.900000
0.0539702
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.66712
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 3A1
46628LAK4
370341.510000
PA
USD
301429.070000
0.0185554
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
2.97162
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A7
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M
46629DBJ3
508571.900000
PA
USD
455380.870000
0.0280324
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
2.60849
Y
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-WF1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3A
46628SAE3
106052.300000
PA
USD
42605.070000
0.0026227
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
6.33
Y
N
N
N
N
N
JP MORGAN MTGE TRUST 2005-A7
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1
466247WT6
13796.130000
PA
USD
13783.140000
0.0008485
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.72605
N
N
N
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
7556.150000
PA
USD
7565.600000
0.0004657
Long
LON
CORP
LU
N
2
2026-12-04
Floating
5.1801
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
CORPIJ9A0
944BMK007
33857000.000000
PA
USD
33857000.000000
2.0841754
Long
ABS-CBDO
CORP
US
N
2
2029-12-01
Fixed
6.5
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP SR UNSECURED 08/24 3.2
517834AG2
200000.000000
PA
USD
202534.250000
0.0124676
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.2
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5
517834AE7
300000.000000
PA
USD
302043.720000
0.0185933
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.5
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
895382.890000
PA
USD
575252.710000
0.0354115
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
LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL
N5200EAC5
189424.820000
PA
USD
118390.510000
0.0072879
Long
LON
CORP
US
N
3
2024-06-28
Floating
3.1043
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
2052704.570000
PA
USD
985298.190000
0.0606532
Long
LON
CORP
US
N
2
2025-06-30
Fixed
1.1043
N
N
Y
N
N
N
LEHMAN MORTGAGE TRUST 2007-6
N/A
LEHMAN MORTGAGE TRUST LMT 2007 6 1A11
52521NAJ9
74349.800000
PA
USD
74619.970000
0.0045935
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
787717.970000
PA
USD
841190.940000
0.0517822
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.79
N
N
N
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
1888747.060000
PA
USD
1824961.430000
0.1123413
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.32771
Y
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
REGIONALCARE HOSPITAL PARTNERS 2018 TERM LOAN B
75915TAD4
86539.240000
PA
USD
86389.010000
0.0053180
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.855
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
539439AU3
700000.000000
PA
USD
776777.630000
0.0478170
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
6568110.750000
0.4043210
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
5721000.000000
PA
9344084.570000
0.5752049
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
3230768.610000
PA
USD
74239.830000
0.0045701
Long
ABS-CBDO
CORP
KY
N
2
2043-02-28
Floating
0.38914
Y
N
N
N
N
N
AA BOND CO LIMITED
2138002EPF6QVRZBMC58
AA BOND CO LTD SR SECURED REGS 07/50 5.5
ACI1JGR32
3541000.000000
PA
5192390.380000
0.3196341
Long
DBT
CORP
JE
N
2
2050-07-31
Fixed
5.5
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
4888620.330000
PA
USD
4699192.160000
0.2892737
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.70771
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN
02376CBJ3
12003000.000000
PA
USD
12480971.460000
0.7683059
Long
LON
CORP
KY
N
2
2028-04-20
Floating
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
1473610.760000
0.0907128
Long
ABS-O
CORP
US
N
3
2029-09-17
Fixed
0
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
BW4532OH033VURR0IT68
MARRIOTT OWNERSHIP RESOR SR SECURED 144A 09/25 6.125
57164PAG1
402000.000000
PA
USD
416025.780000
0.0256098
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
2902894.080000
PA
USD
1543572.420000
0.0950195
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.75
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP HLD II LLC SR UNSECURED 144A 10/31 3.625
57667JAA0
9500000.000000
PA
USD
8720691.250000
0.5368299
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.625
N
N
N
N
N
N
MAVENIR SYSTEMS INC
549300Q70CXM8TJLTD42
MAVENIR SYSTEMS INC 2021 TERM LOAN B
57767EAE2
6100000.000000
PA
USD
6102543.700000
0.3756615
Long
LON
CORP
US
N
2
2028-08-18
Floating
5.25
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75
58547DAE9
4100000.000000
PA
USD
3941801.500000
0.2426501
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
200000.000000
PA
USD
191763.000000
0.0118046
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.375
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED REGS 07/28 5.75
G5975LAF3
200000.000000
PA
USD
192283.000000
0.0118366
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A2D
59020U6M2
6282110.970000
PA
USD
1914299.300000
0.1178408
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
6.395
Y
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
59020U5W1
2267232.890000
PA
USD
1437027.750000
0.0884608
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.70885
Y
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/24 5.375
55300RAA9
300000.000000
PA
USD
298851.000000
0.0183967
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.375
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
797936.000000
0.0491195
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
2376846.000000
0.1463143
Long
DBT
CORP
KY
N
2
2025-06-18
Fixed
5.25
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED REGS 02/27 4.75
G60744AG7
200000.000000
PA
USD
191913.000000
0.0118138
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 01/28 4.5
55303XAF2
3050000.000000
PA
USD
3232588.250000
0.1989923
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.5
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 02/27 5.75
55303XAJ4
600000.000000
PA
USD
664146.000000
0.0408836
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 09/26 4.5
55303XAB1
2400000.000000
PA
USD
2511108.000000
0.1545792
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.5
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 02/29 3.875
55303XAL9
3300000.000000
PA
USD
3395881.500000
0.2090443
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD
N/A
MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5
599191AA1
500000.000000
PA
USD
532087.500000
0.0327543
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.5
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC SR UNSECURED 144A 05/32 3.875
60855RAL4
2200000.000000
PA
USD
2126135.000000
0.1308810
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.875
N
N
N
N
N
N
MOLY-COP (GRINDING MEDIA INC)
254900IYFJ03EGFQ8C34
GRINDING MEDIA INC 2021 TERM LOAN B
39854KAB6
6184500.000000
PA
USD
6199961.250000
0.3816583
Long
LON
CORP
US
N
2
2028-10-12
Floating
4.75
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-NC5
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C
61749BAE3
6087804.020000
PA
USD
3948081.540000
0.2430367
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.25771
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
854072.990000
PA
USD
525211.930000
0.0323311
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.25
Y
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
8535438.000000
0.5254260
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.375
N
N
N
N
N
N
MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP
N/A
MPT OPER PARTNERSP/FINL COMPANY GUAR 04/30 3.375
ACI1WKS78
2100000.000000
PA
2822023.800000
0.1737187
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
3.375
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
1121321.450000
0.0690265
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
N
N
N
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B
55328HAK7
15860250.000000
PA
USD
15426567.320000
0.9496314
Long
LON
CORP
US
N
2
2028-08-17
Floating
4.75
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
575274.360000
PA
USD
573990.350000
0.0353338
Long
ABS-CBDO
CORP
KY
N
2
2041-02-01
Floating
0.52629
N
N
N
N
N
N
NAKED JUICE CO
549300Y5TU1XQ1KVLJ64
NAKED JUICE LLC 2ND LIEN TERM LOAN
62984CAB9
2200000.000000
PA
USD
2219936.400000
0.1366552
Long
LON
CORP
US
N
2
2030-01-24
Floating
6.5
N
N
N
N
N
N
NAKED JUICE CO
549300Y5TU1XQ1KVLJ64
NAKED JUICE LLC DELAYED DRAW TERM LOAN
944ZGLII1
278181.820000
PA
USD
278147.050000
0.0171222
Long
LON
CORP
US
N
2
2029-01-24
Floating
3.75
N
N
N
N
N
N
NAKED JUICE CO
549300Y5TU1XQ1KVLJ64
NAKED JUICE LLC TERM LOAN
944ZGNII7
4821818.180000
PA
USD
4821215.450000
0.2967853
Long
LON
CORP
US
N
2
2029-01-24
Floating
3.75
N
N
N
N
N
N
NATIONAL HEALTH INVS INC
549300ZPKZIG6DKDEC02
NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3
63633DAF1
800000.000000
PA
USD
750660.930000
0.0462093
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3
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
4462862.850000
0.2747257
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.35629
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
15325000.000000
PA
USD
17283918.130000
1.0639666
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR
780097BQ3
4900000.000000
PA
USD
5172440.000000
0.3184060
Long
DBT
CORP
GB
N
2
2025-12-29
Floating
6
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-1
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1
007036AT3
2950977.960000
PA
USD
2870902.580000
0.1767275
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.25771
Y
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/24 6.125
78442FET1
289000.000000
PA
USD
301328.740000
0.0185492
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.125
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/26 10.25
62886HAY7
6253000.000000
PA
USD
7089151.160000
0.4363953
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 05/24 12.25
62886HAR2
4498000.000000
PA
USD
5243903.340000
0.3228052
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25
N
N
N
N
N
N
NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL)
254900CHQOBZNYV4DY60
SUNSHINE LUXEMBOURG VII SARL 2021 TERM LOAN B3
L8908YAE8
491287.500000
PA
USD
493875.600000
0.0304021
Long
LON
CORP
LU
N
2
2026-10-01
Floating
4.5
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2006-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1
007034AQ4
1521317.900000
PA
USD
651664.740000
0.0401153
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.44771
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
135168.000000
0.0083207
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125
N
N
N
N
N
N
NGD HOLDINGS BV
984500ED2ABF0UF46690
NGD HOLDINGS BV SR SECURED 12/26 6.75
ACI1XVPP6
1260719.000000
PA
USD
1039462.820000
0.0639874
Long
DBT
CORP
NL
N
2
2026-12-31
Fixed
6.75
N
N
N
N
N
N
NIELSEN FINANCE LLC / NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/CO COMPANY GUAR 144A 10/28 5.625
65409QBD3
1700000.000000
PA
USD
1700765.000000
0.1046960
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.625
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
654744AD3
21100000.000000
PA
USD
22878197.860000
1.4083403
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81
N
N
N
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE FINANCE CO SECURED 02/28 11
65505JAC5
61021.000000
PA
USD
67885.860000
0.0041789
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11
N
N
Y
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE FINANCE CO SECURED 144A 02/28 11
65505JAA9
43594.000000
PA
USD
48498.330000
0.0029855
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11
N
N
Y
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35
G67106AC1
347026.000000
PA
USD
188265.080000
0.0115893
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
1631989.650000
PA
USD
1615686.070000
0.0994587
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
9086804.000000
PA
USD
1896870.340000
0.1167679
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
3717.590000
0.0002288
Long
DBT
CORP
KY
N
2
2022-03-07
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
2679.830000
0.0001650
Long
DBT
CORP
KY
N
2
2022-03-07
None
0
N
N
N
N
N
N
OI MOVEL SA
254900M3NQMOCMEIGF93
OI MOVEL SA SR SECURED REGS 07/26 8.75
ACI1ZJ987
19123000.000000
PA
USD
19505460.000000
1.2007207
Long
DBT
CORP
BR
N
2
2026-07-30
Fixed
8.75
N
N
N
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI SA COMPANY GUAR 07/25 VAR
P7354PAA2
9090000.000000
PA
USD
7572742.650000
0.4661643
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10
N
N
Y
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/41 3.65
68389XBZ7
2800000.000000
PA
USD
2609311.010000
0.1606244
Long
DBT
CORP
US
Y
2
2041-03-25
Fixed
3.65
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/51 3.95
68389XCA1
2400000.000000
PA
USD
2266431.260000
0.1395174
Long
DBT
CORP
US
Y
2
2051-03-25
Fixed
3.95
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/61 4.1
68389XCB9
2600000.000000
PA
USD
2426999.070000
0.1494016
Long
DBT
CORP
US
Y
2
2061-03-25
Fixed
4.1
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 04/60 3.85
68389XBY0
200000.000000
PA
USD
177978.340000
0.0109560
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VB 144A
68619MAQ4
59207986.550000
PA
USD
20523501.210000
1.2633894
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
0.48438
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VF 144A
68619MAL5
59026922.370000
PA
USD
20460738.210000
1.2595258
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
0.48438
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
1207000.000000
PA
USD
1291345.160000
0.0794929
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
494000.000000
PA
USD
518314.680000
0.0319065
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
15063000.000000
PA
USD
14851592.450000
0.9142370
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 03/27 3.3
694308HS9
3862000.000000
PA
USD
3884260.840000
0.2391080
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
257000.000000
PA
USD
241436.040000
0.0148624
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA 2021 TERM LOAN B
C0102MAP0
300000.000000
PA
USD
301312.500000
0.0185482
Long
LON
CORP
CA
N
2
2028-08-11
Floating
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
694308GZ4
2491000.000000
PA
USD
2400789.480000
0.1477882
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
694308HD2
1036000.000000
PA
USD
1011686.260000
0.0622776
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
256500.000000
PA
USD
261869.870000
0.0161202
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 07/30 4.55
694308JM0
7090000.000000
PA
USD
7388482.480000
0.4548215
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA SR SECURED 144A 08/26 3.875
008911BK4
7000000.000000
PA
USD
6843865.000000
0.4212959
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.875
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5
694308JQ1
4723000.000000
PA
USD
4629891.860000
0.2850077
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
8191000.000000
PA
USD
8383207.060000
0.5160550
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 08/42 3.75
694308HA8
46000.000000
PA
USD
40397.920000
0.0024868
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 1ST MORTGAGE 12/41 4.5
694308GY7
65000.000000
PA
USD
61601.900000
0.0037921
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA SR SECURED 144A 08/29 4.625
008911BJ7
2500000.000000
PA
1954431.030000
0.1203112
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.625
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
694308HR1
1006000.000000
PA
USD
923913.300000
0.0568744
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST
N/A
AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25
00909DAA1
1398874.820000
PA
USD
1514196.380000
0.0932112
Long
DBT
CORP
CA
N
2
2030-10-01
Fixed
5.25
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/50 4.5
698299BH6
2000000.000000
PA
USD
2058200.000000
0.1266990
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.5
N
N
N
N
N
N
PAREXEL (PHOENIX NEWCO INC)
254900PHGVI5379Z9791
PAREXEL INTERNATIONAL CORP 2021 1ST LIEN TERM LOAN
71911KAC8
10130787.000000
PA
USD
10144240.690000
0.6244610
Long
LON
CORP
US
N
2
2028-11-15
Floating
4
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
16656000.000000
PA
USD
14421847.440000
0.8877827
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
800000.000000
PA
1167480.330000
0.0718680
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 06/50 6.75
71647NBG3
4745000.000000
PA
USD
4758262.280000
0.2929100
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/26 6.25
B71QWNII2
4976000.000000
PA
7234135.630000
0.4453202
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
6.25
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95
71654QDE9
5741000.000000
PA
USD
5470914.660000
0.3367796
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 01/50 7.69
71654QDD1
4940000.000000
PA
USD
4585159.800000
0.2822541
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 01/60 6.95
71654QDF6
660000.000000
PA
USD
566260.200000
0.0348579
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 09/47 6.75
71654QCC4
6568000.000000
PA
USD
5645458.720000
0.3475242
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 02/32 6.7
71643VAA3
17638000.000000
PA
USD
17489047.090000
1.0765939
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.7
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 02/28 4.875
BYWQJHII7
2647000.000000
PA
2982872.800000
0.1836202
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.875
N
N
N
N
N
N
PETSMART LLC
N/A
PETSMART INC 2021 TERM LOAN B
71677HAL9
5074500.000000
PA
USD
5073708.380000
0.3123283
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.5
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA GROUP INC COMPANY GUAR 144A 09/25 7.375
69354NAC0
4420000.000000
PA
USD
4692802.400000
0.2888804
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375
N
N
N
N
N
N
PRESS GANEY (AKA: AZALEA TOPCO INC)
549300HC42NZULO53062
EMERALD TOPCO INC TERM LOAN
29102TAB8
227757.500000
PA
USD
226927.100000
0.0139692
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.7985
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
300000.000000
PA
USD
313309.500000
0.0192868
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2018 EUR TERM LOAN 2
933NSTII1
14000139.900000
PA
15335250.390000
0.9440101
Long
LON
CORP
ES
N
2
2022-11-30
Fixed
4.5
N
N
Y
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/27 3.257
74365PAG3
1500000.000000
PA
USD
1499351.210000
0.0922973
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.257
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/32 4.193
74365PAH1
2600000.000000
PA
USD
2578962.100000
0.1587562
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.193
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/34 2.778
ACI22XT05
1600000.000000
PA
1762903.890000
0.1085212
Long
DBT
CORP
NL
N
2
2034-01-19
Fixed
2.778
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/52 4.987
74365PAJ7
2200000.000000
PA
USD
2154223.520000
0.1326101
Long
DBT
CORP
NL
N
2
2052-01-19
Fixed
4.987
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 07/31 3.061
74365PAF5
3700000.000000
PA
USD
3404428.200000
0.2095704
Long
DBT
CORP
NL
N
2
2031-07-13
Fixed
3.061
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 07/33 1.985
ACI1Z3X77
1800000.000000
PA
1871248.550000
0.1151907
Long
DBT
CORP
NL
N
2
2033-07-13
Fixed
1.985
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 08/50 4.027
74365PAD0
1500000.000000
PA
USD
1305450.480000
0.0803612
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.027
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 01/30 3.68
N7163RAA1
5100000.000000
PA
USD
4993956.470000
0.3074189
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 02/51 3.832
N7163RAQ6
1900000.000000
PA
USD
1598641.530000
0.0984095
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.832
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
199459.630000
0.0122784
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.9216
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
3116734.610000
0.1918605
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.9216
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/35 FIXED 8
74514L2G1
7900000.000000
PA
USD
7129750.000000
0.4388944
Long
DBT
MUN
PR
N
2
2035-07-01
Fixed
8
Y
Y
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 03/43 5.95
747262AM5
4186000.000000
PA
USD
3814869.240000
0.2348364
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
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
1329350.610000
0.0818324
Long
ABS-MBS
CORP
US
N
2
2036-10-27
Floating
0.32771
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
4507168.790000
0.2774531
Long
ABS-MBS
CORP
US
N
2
2037-08-27
Floating
0.58188
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
4471516.720000
0.2752584
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.612
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
3550000.000000
PA
USD
4725363.220000
0.2908848
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
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
8298083.780000
PA
USD
4756615.970000
0.2928086
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
486343.380000
PA
USD
498590.920000
0.0306924
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.48771
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QS7
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3
74923WAC2
1241771.540000
PA
USD
1213086.120000
0.0746754
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
375001.750000
PA
USD
370358.400000
0.0227986
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
191775.180000
PA
USD
159039.500000
0.0097902
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.33771
Y
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 4.25
ACI1ZNKP7
1326000.000000
PA
1403504.370000
0.0863972
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
4.25
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
02154CAH6
7651000.000000
PA
USD
7162024.590000
0.4408812
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5
761143AE6
4774168.620000
PA
USD
2723518.540000
0.1676548
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
306249.430000
PA
USD
174397.780000
0.0107356
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
1520520.800000
PA
USD
946098.910000
0.0582401
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
1708475.170000
PA
USD
1352462.260000
0.0832551
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.89139
Y
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
2233006.070000
PA
USD
2383131.070000
0.1467012
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
2346971.300000
PA
USD
2504758.180000
0.1541884
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
395126.780000
PA
USD
448142.920000
0.0275869
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
328212.000000
PA
USD
362429.740000
0.0223105
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
3373290.000000
PA
USD
3724972.350000
0.2293025
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR 144A 02/26 4.625
ACI1S61C2
1900000.000000
PA
2325559.960000
0.1431572
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.625
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625
77578JAB4
200000.000000
PA
USD
196681.000000
0.0121073
Long
DBT
CORP
GB
N
2
2025-10-14
Fixed
3.625
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75
77578JAC2
300000.000000
PA
USD
315493.500000
0.0194212
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625
ACI1S5ZS2
200000.000000
PA
244795.780000
0.0150692
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.625
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 06/23 9.125
780153BC5
700000.000000
PA
USD
738482.500000
0.0454596
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.125
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE HOLDCO 2 LP 2021 TERM LOAN
75774EAG0
7329028.290000
PA
USD
6829738.240000
0.4204263
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.5
N
N
N
N
N
N
RZD CAPITAL PUBLIC LIMITED COMPANY
635400VKMH1VQDFMW392
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
B3SXQ5II3
1500000.000000
PA
2512368.370000
0.1546568
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.487
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP COMPANY GUAR 12/31 3.2
78574MAA1
2100000.000000
PA
USD
1995557.130000
0.1228429
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.2
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 06/30 4.375
80007RAL9
200000.000000
PA
USD
195450.000000
0.0120315
Long
DBT
CORP
KY
N
2
2030-06-18
Fixed
4.375
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
13590000.000000
PA
USD
14039285.400000
0.8642329
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.4
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 03/27 2.3
80007RAM7
1800000.000000
PA
USD
1639413.000000
0.1009193
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.3
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 03/29 2.85
80007RAP0
1600000.000000
PA
USD
1445072.000000
0.0889560
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
2.85
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 08/31 3.25
80007RAR6
1300000.000000
PA
USD
1164767.500000
0.0717010
Long
DBT
CORP
KY
N
2
2031-08-08
Fixed
3.25
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
13423517.250000
0.8263273
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649
803014AA7
2300000.000000
PA
USD
2292119.300000
0.1410987
Long
DBT
CORP
AU
N
2
2031-04-29
Fixed
3.649
N
N
N
N
N
N
SASOL FINANCING LIMITED
378900A5BC68CC18C276
SASOL LTD REVOLVER
937HWVII0
10438283.570000
PA
USD
10121141.270000
0.6230391
Long
LON
CORP
ZA
N
3
2022-11-23
Floating
0.6585
N
N
N
N
N
N
AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST
N/A
AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7
02377AAA6
938048.570000
PA
USD
937641.550000
0.0577195
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.7
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
499678.000000
0.0307593
Long
DBT
CORP
LU
N
2
2022-02-07
Fixed
6.125
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
900000.000000
PA
1010286.310000
0.0621914
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
N/A
AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375
023770AA8
270548.970000
PA
USD
267760.230000
0.0164828
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.375
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
3351375.950000
0.2063046
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
5.375
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC TERM B 5
80875AAP6
22865569.130000
PA
USD
22824113.850000
1.4050109
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.855
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN COMPANY GUAR 06/29 4.091
81180WBC4
2000000.000000
PA
USD
1962940.000000
0.1208350
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.091
N
N
N
N
N
N
SEAZEN GROUP (NEW METRO GLOBAL LIMITED)
549300HJRNTCANEH0D47
NEW METRO GLOBAL LTD COMPANY GUAR REGS 08/22 5
ACI0WMNR7
200000.000000
PA
USD
168568.000000
0.0103767
Long
DBT
CORP
VG
N
2
2022-08-08
Fixed
5
N
N
N
N
N
N
SEAZEN GROUP LIMITED
5493006M8GRAQRCSCD67
SEAZEN GROUP LTD SR SECURED REGS 06/22 6.45
ACI1MWRT6
300000.000000
PA
USD
255343.500000
0.0157185
Long
DBT
CORP
KY
N
2
2022-06-11
Fixed
6.45
N
N
N
N
N
N
SEAZEN GROUP LIMITED
5493006M8GRAQRCSCD67
SEAZEN GROUP LTD SR SECURED REGS 08/24 6
ACI1Q0RZ8
200000.000000
PA
USD
135439.000000
0.0083374
Long
DBT
CORP
KY
N
2
2024-08-12
Fixed
6
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 NC2 M1
81376EAD7
10892010.210000
PA
USD
11673844.150000
0.7186206
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.52771
Y
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 2ND LIEN TERM LOAN
81733HAF3
5598166.270000
PA
USD
5598166.270000
0.3446129
Long
LON
CORP
US
N
2
2024-04-28
Fixed
11.75
N
N
Y
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 EXTENDED TERM LOAN
81733HAE6
2235294.270000
PA
USD
2254853.090000
0.1388047
Long
LON
CORP
US
N
2
2023-11-28
Fixed
7.75
N
N
Y
N
N
N
AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST
N/A
AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35
02376AAA7
1215858.230000
PA
USD
1232310.490000
0.0758588
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.35
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B
24736CBS2
15100000.000000
PA
USD
15970348.900000
0.9831056
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.75
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
110000.000000
NS
USD
124689.400000
0.0076757
Long
EP
CORP
US
N
2
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
7097500.000000
0.4369092
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
3015482.400000
0.1856276
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 REGS 07/24 4.875
ACI0W96J3
200000.000000
PA
226459.280000
0.0139404
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.875
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
1218249.180000
0.0749932
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
1122170.000000
0.0690787
Long
ABS-O
CORP
US
N
3
2046-09-18
Fixed
0
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
00253XAA9
14000000.000000
PA
USD
14355810.000000
0.8837176
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBU2
400000.000000
PA
USD
427000.000000
0.0262853
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
1372403.500000
0.0844827
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75
00253XAB7
3800000.000000
PA
USD
3896748.000000
0.2398767
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75
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
1011723.750000
0.0622799
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
620249.580000
0.0381814
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
619069.400000
0.0381088
Long
ABS-O
CORP
US
N
3
2040-09-25
Fixed
0
N
N
N
N
N
N
SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)
549300YU2GGVCBN3MY89
OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 5.375
ACI20N5P0
6300000.000000
PA
6641571.590000
0.4088431
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.375
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375
02401LAA2
2200000.000000
PA
USD
2187409.660000
0.1346530
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.375
N
N
N
N
N
N
SOUND UNITED (DEI SALES INC)
5493000ZI2GDB6NYME53
DEI SALES INC 2021 TERM LOAN B
23319HAJ9
15997500.000000
PA
USD
15977503.130000
0.9835460
Long
LON
CORP
US
N
2
2028-04-28
Floating
6.25
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75
836205BB9
3216000.000000
PA
USD
2953188.480000
0.1817929
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
18996781.830000
PA
USD
2180811.560000
0.1342468
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
0.74563
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
358793.220000
0.0220867
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.875
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 2021 TERM LOAN B
84857HAX8
2961764.530000
PA
USD
2977367.110000
0.1832813
Long
LON
CORP
US
N
2
2025-01-15
Floating
4.25
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/23 3.95
85205TAJ9
6753000.000000
PA
USD
6777040.680000
0.4171823
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95
N
N
N
N
N
N
SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)
N/A
AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR
00846NAA5
1800000.000000
PA
USD
1060040.160000
0.0652541
Long
DBT
CORP
US
N
2
2067-01-15
Floating
1.99129
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 2021 INCREMENTAL TERM LOAN
78466YAP3
2500000.000000
PA
USD
2500520.000000
0.1539275
Long
LON
CORP
US
N
2
2028-06-02
Floating
4
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC JR SUBORDINA 144A 12/49 VAR
853254BA7
200000.000000
PA
USD
201802.000000
0.0124226
Long
DBT
CORP
GB
N
2
2022-04-02
Floating
7.5
N
N
N
N
Y
STANDARD CHARTERED PLC
STANDARD CHARTERED PLC
GBP
XXXX
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR
853254BX7
3400000.000000
PA
USD
3278875.000000
0.2018416
Long
DBT
CORP
GB
N
2
2031-01-14
Floating
4.75
N
N
N
N
Y
STANDARD CHARTERED PLC
STANDARD CHARTERED PLC
GBP
XXXX
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC SR UNSECURED 144A 07/30 4.375
853496AG2
5800000.000000
PA
USD
5549353.000000
0.3416081
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.375
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC SR UNSECURED REGS 11/26 2.25
ACI1GX0P8
1000000.000000
PA
1063640.090000
0.0654757
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.25
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375
85571BAY1
3000000.000000
PA
USD
2995515.000000
0.1843985
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.375
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2
935YNTII0
41104314.650000
PA
38743892.630000
2.3850036
Long
LON
CORP
LU
N
2
2022-12-29
Fixed
10.75
N
N
Y
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-15
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1
863579UU0
1024558.230000
PA
USD
957018.940000
0.0589123
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
2.78302
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
4619413.550000
PA
USD
3377575.220000
0.2079174
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.90087
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
86361QAD6
2496504.310000
PA
USD
2386522.810000
0.1469100
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.81812
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2006-AR7
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG
86361HAB0
117411.680000
PA
USD
111827.560000
0.0068839
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.22771
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC 2021 INCREMENTAL TERM LOAN B
74530DAG0
6009937.500000
PA
USD
6028718.550000
0.3711170
Long
LON
CORP
US
N
2
2027-02-12
Floating
4.75
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
9708352.230000
PA
USD
9653742.750000
0.5942669
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.605
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
3936156.000000
0.2423026
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 01/29 5
86389QAG7
1200000.000000
PA
USD
1044696.000000
0.0643096
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6
86389QAE2
4400000.000000
PA
USD
4148628.000000
0.2553820
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR REGS 01/29 5
G85381AG9
200000.000000
PA
USD
174116.000000
0.0107183
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5
N
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1
78473NAC7
243090.440000
PA
USD
225596.920000
0.0138873
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.29833
Y
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2
78473NAF0
1827705.710000
PA
USD
1722267.010000
0.1060196
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.11303
Y
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-2
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3
78473TAG5
228401.350000
PA
USD
150128.940000
0.0092417
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.22517
Y
N
N
N
N
N
SURGERY PARTNERS (SURGERY CENTER HOLDINGS INC)
54930054EVI5HWPPW113
SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN
86880NAX1
4267750.000000
PA
USD
4269230.910000
0.2628061
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.5
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
3596317.560000
0.2213828
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
4.83843
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
212303.930000
0.0130690
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
600000.000000
PA
USD
661339.360000
0.0407108
Long
DBT
CORP
NL
N
2
2028-04-24
Fixed
5.182
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/48 5.676
87164KAJ3
5748000.000000
PA
USD
6778843.560000
0.4172933
Long
DBT
CORP
NL
N
2
2048-04-24
Fixed
5.676
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
33341978.630000
PA
USD
33306269.370000
2.0502734
Long
LON
CORP
US
N
2
2023-03-09
Floating
6
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC SECOND LIEN TERM LOAN
87164GAN3
3909000.000000
PA
USD
3904926.820000
0.2403802
Long
LON
CORP
US
N
2
2024-03-11
Floating
10
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HOLDINGS INC 2021 BRIDGE TERM LOAN
943ZZEII7
38914000.000000
PA
USD
38687343.850000
2.3815225
Long
LON
CORP
US
N
3
2028-10-15
Floating
4.5
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T MOBILE USA INC SR SECURED 144A 10/52 3.4
87264ACM5
2500000.000000
PA
USD
2304901.280000
0.1418855
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.4
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2005-3A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2005 3A A1A 144A
87330WAA5
4143911.430000
PA
USD
3770959.400000
0.2321334
Long
ABS-CBDO
CORP
KY
N
2
2036-02-05
Floating
0.53975
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
87331BAA0
490688.650000
PA
USD
434259.460000
0.0267322
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.51975
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
87331BAB8
9504820.750000
PA
USD
8411766.360000
0.5178130
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.51975
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A
87331AAA2
78856.100000
PA
USD
68999.090000
0.0042475
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.49975
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A
87331AAB0
10513070.770000
PA
USD
9198936.920000
0.5662698
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.49975
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
20061574.820000
PA
USD
19354404.310000
1.1914219
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75
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
1150902.790000
PA
1936153.940000
0.1191861
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
1629124.010000
PA
2740684.730000
0.1687116
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
394804.230000
PA
663550.330000
0.0408470
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
507468.410000
PA
852359.550000
0.0524697
Long
DBT
CORP
GB
N
2
2041-10-13
Fixed
5.6611
N
N
N
N
N
N
AMERIQUEST MORTGAGE SECURITIES 2003-2
N/A
AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1
03072SES0
45406.450000
PA
USD
46315.700000
0.0028511
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
1.45771
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
8387806.650000
0.5163381
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
1310000.000000
PA
USD
1361165.850000
0.0837909
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
4143438.000000
PA
USD
4640882.550000
0.2856843
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
32926656.000000
PA
USD
38279951.410000
2.3564442
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2020 TERM LOAN E
89364MBQ6
4098632.900000
PA
USD
4062769.860000
0.2500967
Long
LON
CORP
US
N
2
2025-05-30
Floating
2.355
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2020 TERM LOAN F
89364MBR4
24661366.830000
PA
USD
24439981.740000
1.5044808
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.355
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2020 TERM LOAN G
89364MBS2
11593766.420000
PA
USD
11509444.960000
0.7085005
Long
LON
CORP
US
N
2
2024-08-22
Floating
2.355
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LIMITED
N/A
TRANSOCEAN GUARDIAN LTD SR SECURED 144A 01/24 5.875
893800AA0
104302.020000
PA
USD
100416.770000
0.0061815
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
281373.360000
0.0173208
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
168745.680000
0.0103877
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
5136491.790000
PA
USD
5189192.200000
0.3194372
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
201000.000000
PA
USD
198373.940000
0.0122115
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
23483000.000000
PA
USD
22816200.220000
1.4045238
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
200000.000000
PA
USD
198362.000000
0.0122108
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SECURED 144A 09/24 6.25
896818AQ4
152000.000000
PA
USD
151652.680000
0.0093355
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 2021 1ST LIEN TERM LOAN B
90351JAG9
3191731.270000
PA
USD
3190483.300000
0.1964004
Long
LON
CORP
US
N
2
2025-04-04
Floating
3.605
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5
90353TAF7
1200000.000000
PA
USD
1255980.000000
0.0773158
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.5
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5
90353TAK6
300000.000000
PA
USD
291562.500000
0.0179481
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.5
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES, INC. 2021 TERM LOAN B
90351JAF1
1396315.790000
PA
USD
1396206.880000
0.0859480
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.605
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG JR SUBORDINA REGS 12/99 VAR
ACI1PGJL4
200000.000000
PA
USD
207138.000000
0.0127510
Long
DBT
CORP
CH
N
2
2026-07-29
Floating
5.125
N
N
N
N
N
N
ANCESTRY.COM
2549009ADY4208OH2Y47
ARCHES BUYER INC SR SECURED 144A 06/28 4.25
039524AA1
3400000.000000
PA
USD
3219103.000000
0.1981621
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
2495000.000000
PA
2163292.050000
0.1331683
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
9433921.000000
0.5807350
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75
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
318355.500000
0.0195974
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
816272.000000
PA
1213172.980000
0.0746807
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST
N/A
UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15
90931CAA6
81945.690000
PA
USD
88769.090000
0.0054645
Long
DBT
CORP
US
N
2
2033-02-25
Fixed
4.15
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC SR SECURED 144A 04/26 4.375
90932LAG2
4100000.000000
PA
USD
4076917.000000
0.2509676
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
90932LAH0
10100000.000000
PA
USD
10010968.500000
0.6162570
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
2691466.100000
PA
USD
2699457.060000
0.1661737
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796T25
31800000.000000
PA
USD
31793940.190000
1.9571771
Long
DBT
UST
US
N
2
2022-03-29
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 04/22 0.00000
912796U23
19200000.000000
PA
USD
19192204.800000
1.1814372
Long
DBT
UST
US
N
2
2022-04-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 05/22 0.00000
912796U98
7500000.000000
PA
USD
7494148.430000
0.4613262
Long
DBT
UST
US
N
2
2022-05-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 05/22 0.00000
912796V22
6200000.000000
PA
USD
6194927.040000
0.3813484
Long
DBT
UST
US
N
2
2022-05-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L80
2409000.000000
PA
USD
2408972.980000
0.1482920
Long
DBT
UST
US
N
2
2022-02-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796R92
6600000.000000
PA
USD
6599907.600000
0.4062783
Long
DBT
UST
US
N
2
2022-02-22
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796F38
290000.000000
PA
USD
289970.210000
0.0178500
Long
DBT
UST
US
N
2
2022-03-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796N21
3100000.000000
PA
USD
3099898.660000
0.1908241
Long
DBT
UST
US
N
2
2022-03-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796S83
1700000.000000
PA
USD
1699940.010000
0.1046452
Long
DBT
UST
US
N
2
2022-03-15
None
0
N
N
N
N
N
N
APIDOS CLO 2017-28A
N/A
APIDOS CLO APID 2017 28A SUB 144A
03766YAB9
8800000.000000
PA
USD
4606580.880000
0.2835727
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
0
N
N
N
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
549300E0AN7M2AQHSY29
APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625
03762UAD7
4500000.000000
PA
USD
4293450.000000
0.2642970
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.625
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6
91327AAB8
15647000.000000
PA
USD
14336094.340000
0.8825039
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
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
30470000.000000
PA
USD
31775639.500000
1.9560506
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW
914908AX6
715723.890000
PA
USD
715634.420000
0.0440532
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
767000.000000
PA
USD
773810.960000
0.0476344
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125
N
N
N
N
N
N
UPFIELD BV (AKA: FLORA FOOD GROUP, SIGMA BIDCO BV)
2549002VGA888UKFKS25
SIGMA BIDCO B.V. 2018 EUR TERM LOAN B
933XDNII8
7000000.000000
PA
7608567.430000
0.4683696
Long
LON
CORP
NL
N
2
2025-07-02
Floating
3.5
N
N
N
N
N
N
US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST
N/A
US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95
90346WAA1
611533.430000
PA
USD
612279.200000
0.0376908
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.95
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
3577097.940000
PA
USD
3537352.800000
0.2177530
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.1042
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC 2021 TERM LOAN B
90290PAQ7
16159500.000000
PA
USD
16085441.010000
0.9901905
Long
LON
CORP
US
N
2
2026-06-26
Floating
6.5
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
5864000.000000
PA
USD
5988815.240000
0.3686606
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SR SECURED 04/28 8.25
000000000
7674000.000000
PA
USD
7991933.820000
0.4919689
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SR SECURED 144A 04/28 8.25
91889FAA9
3859000.000000
PA
USD
4018878.370000
0.2473948
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25
N
N
Y
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
320000.000000
PA
USD
408163.200000
0.0251258
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875
91911TAK9
90000.000000
PA
USD
116185.050000
0.0071521
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
250000000.000000
PA
23717136.210000
1.4599838
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
3.20163
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
598000.000000
PA
USD
35880.000000
0.0022087
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
4200.000000
0.0002585
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VERITAS US INC
549300RFUWCPWS8FQ104
VERITAS US INC 2021 TERM LOAN B
G9341JAN0
7015820.890000
PA
USD
7024590.670000
0.4324210
Long
LON
CORP
US
N
2
2025-09-01
Floating
6
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
92346LAE3
4500000.000000
PA
USD
4596615.000000
0.2829593
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
VIAD CORP INITIAL TERM LOAN
92553BAL7
4488750.000000
PA
USD
4477528.130000
0.2756285
Long
LON
CORP
US
N
3
2028-07-30
Floating
5.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
13655000.000000
PA
USD
15275097.480000
0.9403072
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VIKING OCEAN CRUISES SHIP VII LTD
N/A
VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625
92682RAA0
100000.000000
PA
USD
97902.000000
0.0060267
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.625
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD SR SECURED 144A 02/28 5
91832VAA2
14138000.000000
PA
USD
13752456.740000
0.8465762
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
92918XAA3
20412000.000000
PA
USD
19034416.570000
1.1717241
Long
DBT
CORP
US
N
2
2026-05-09
Fixed
8.5
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
603053.080000
PA
USD
598317.970000
0.0368314
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.0747
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
484953.610000
PA
USD
488909.670000
0.0300964
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
2.93078
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
958096.520000
PA
USD
973375.090000
0.0599192
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.16664
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR12
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
93363NAM7
841340.810000
PA
USD
822966.850000
0.0506603
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.26206
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
1383839.610000
PA
USD
1416673.280000
0.0872078
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
2579161.550000
PA
USD
2490497.460000
0.1533105
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
108688.720000
PA
USD
12473.140000
0.0007678
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.92716
Y
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WOLVERINE ESCROW LLC SR SECURED 144A 11/24 8.5
97789LAC0
27364000.000000
PA
USD
23841842.740000
1.4676605
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.5
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WOLVERINE ESCROW LLC SR SECURED 144A 11/26 9
97789LAB2
19602000.000000
PA
USD
17186837.580000
1.0579905
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
9
N
N
N
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
N/A
RISING TIDE HOLDINGS INC TERM LOAN
76770EAB3
5174000.000000
PA
USD
5168608.690000
0.3181702
Long
LON
CORP
US
N
2
2028-06-01
Floating
5.5
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
3969722.760000
PA
USD
1230614.060000
0.0757544
Long
LON
CORP
US
N
2
2029-03-15
Fixed
15
N
N
Y
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
5853234.610000
PA
USD
5877010.450000
0.3617781
Long
LON
CORP
US
N
2
2027-09-21
Floating
7.25
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
17794000.000000
PA
USD
17974164.250000
1.1064569
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
WMALT MTGE PASS-THRU CERT 2005-8
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1
93934FDF6
1034472.460000
PA
USD
846553.610000
0.0521123
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6
Y
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5
983130AV7
8500000.000000
PA
USD
8559201.650000
0.5268889
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.5
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25
983130AX3
3400000.000000
PA
USD
3353369.000000
0.2064273
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5
98313RAG1
500000.000000
PA
USD
470005.000000
0.0289327
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.5
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625
98313RAH9
4535000.000000
PA
USD
4155987.380000
0.2558350
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.625
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 10/24 4.875
98313RAC0
600000.000000
PA
USD
570660.000000
0.0351288
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.875
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5
98313RAD8
1100000.000000
PA
USD
1019997.000000
0.0627892
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
1087728.000000
0.0669586
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS FINANCE LLC SR UNSECURED 144A 04/25 7.75
983133AB5
1300000.000000
PA
USD
1355204.500000
0.0834239
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
N/A
AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B
938QUEII9
5671187.500000
PA
USD
5676507.070000
0.3494355
Long
LON
CORP
US
N
2
2027-09-01
Floating
6.25
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
N/A
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B
938QVBII4
19730000.000000
PA
USD
19945806.740000
1.2278276
Long
LON
CORP
US
N
2
2027-09-01
Floating
6.25
N
N
N
N
N
N
N/A
N/A
BARCLAYS REV REPO EUR
000000000
-2418234.000000
PA
-2715284.400000
-0.1671480
Short
RA
GB
N
2
Reverse repurchase
N
-0.2500000
2022-02-09
2640000.000000
EUR
2648078.400000
EUR
CDS
N
N
N
N/A
N/A
BARCLAYS REV REPO EUR
000000000
-3840385.000000
PA
-4301624.430000
-0.2648002
Short
RA
GB
N
2
Reverse repurchase
N
-2.0000000
2023-12-09
4500000.000000
EUR
3666510.000000
EUR
CDS
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-3217386.000000
PA
USD
-3218190.350000
-0.1981059
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-01
4000000.000000
USD
3645360.000000
USD
CDS
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
2846000.000000
PA
USD
2846000.000000
0.1751946
Long
RA
US
N
2
Repurchase
N
0.0000001
2022-02-01
2919900.000000
USD
2903019.330000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-17066181.800000
PA
USD
-17130179.990000
-1.0545027
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-01
16606000.000000
USD
20797899.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2430309.370000
PA
USD
-2433352.660000
-0.1497928
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-02-16
2700000.000000
USD
2808000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-868915.450000
PA
USD
-870003.530000
-0.0535558
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-02-16
1000000.000000
USD
977695.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1880667.000000
PA
USD
-1880949.100000
-0.1157878
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-02-18
1900000.000000
USD
1975446.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-13201861.230000
PA
USD
-13220634.630000
-0.8138382
Short
RA
US
N
2
Reverse repurchase
N
0.5100000
2022-03-21
17523000.000000
USD
13017504.930000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5163841.600000
PA
USD
-5170611.980000
-0.3182935
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2022-03-01
4449449.910000
USD
5201976.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1992813.000000
PA
USD
-1996085.880000
-0.1228754
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-02
2100000.000000
USD
2290547.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-9987887.330000
PA
USD
-10025119.950000
-0.6171282
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-02
11700000.000000
USD
11055084.020000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-9171676.650000
PA
USD
-9205166.000000
-0.5666533
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-07
9952713.980000
USD
10130036.340000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5275225.000000
PA
USD
-5285335.850000
-0.3253557
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-16
5900000.000000
USD
6150387.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-19026135.390000
PA
USD
-19059565.310000
-1.1732722
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-23
21786332.000000
USD
21539561.890000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3501969.000000
PA
USD
-3508097.440000
-0.2159521
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-28
3800000.000000
USD
3957693.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4382103.480000
PA
USD
-4387215.930000
-0.2700690
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-13
5700000.000000
USD
4648977.000000
USD
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-17357291.810000
PA
USD
-17375183.790000
-1.0695847
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-19
19834000.000000
USD
19662949.580000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-19533622.620000
PA
USD
-19561626.310000
-1.2041781
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-05-04
22300000.000000
USD
22647107.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-14179046.000000
PA
USD
-14185643.190000
-0.8732424
Short
RA
US
N
2
Reverse repurchase
N
0.6700000
2022-07-06
13800000.000000
USD
16234891.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-23104671.200000
PA
USD
-23115010.430000
-1.4229180
Short
RA
US
N
2
Reverse repurchase
N
0.6700000
2022-07-08
23411533.430000
USD
26364854.850000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5612293.480000
PA
USD
-5614351.310000
-0.3456093
Short
RA
US
N
2
Reverse repurchase
N
0.2400000
2023-12-08
5763000.000000
USD
5639449.510000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-631594.320000
PA
USD
-631825.900000
-0.0388941
Short
RA
US
N
2
Reverse repurchase
N
0.2400000
2023-12-08
700000.000000
USD
666750.000000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 08/23 1.45
ACI1WSBF1
22800000.000000
PA
169658.000000
0.0104438
Long
DBT
NUSS
AR
N
2
2023-08-13
Fixed
1.45
N
N
N
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-4443441.000000
PA
USD
-4451710.730000
-0.2740392
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-17
5041000.000000
USD
5162274.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-1253327.000000
PA
USD
-1253558.520000
-0.0771668
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2024-01-10
1500000.000000
USD
1443967.500000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-1833894.080000
PA
USD
-1834215.010000
-0.1129109
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2024-01-14
2200000.000000
USD
2117819.000000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-1783671.130000
PA
USD
-1783671.130000
-0.1097996
Short
RA
US
N
2
Reverse repurchase
N
0.0000000
2022-03-17
2230495.960000
USD
2208213.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-459400.000000
PA
USD
-459320.240000
-0.0282749
Short
RA
US
N
2
Reverse repurchase
N
-0.2500000
2024-01-07
1500000.000000
USD
572250.000000
USD
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO EUR ZCP
000000000
-1344784.000000
PA
-1505514.010000
-0.0926767
Short
RA
LU
N
2
Reverse repurchase
N
-5.0000000
2024-01-07
1600000.000000
EUR
1222800.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-4954149.000000
PA
-5564793.650000
-0.3425586
Short
RA
LU
N
2
Reverse repurchase
N
-0.3200000
2022-04-25
5500000.000000
EUR
5565312.500000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-2796690.000000
PA
-3141547.970000
-0.1933880
Short
RA
LU
N
2
Reverse repurchase
N
-0.3000000
2022-05-10
3000000.000000
EUR
2983110.000000
EUR
CDS
N
N
N
N/A
N/A
REV REPO STANDARD CHARTERED BA ZCP
000000000
-1937785.000000
PA
-2175191.510000
-0.1339008
Short
RA
LU
N
2
Reverse repurchase
N
-0.3500000
2022-02-07
1900000.000000
EUR
2070015.800000
EUR
CDS
N
N
N
N/A
N/A
REV REPO STANDARD CHARTERED BA ZCP
000000000
-5201557.000000
PA
-5842950.820000
-0.3596814
Short
RA
LU
N
2
Reverse repurchase
N
-0.3500000
2022-04-19
5900000.000000
EUR
5552523.510000
EUR
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-896114.000000
PA
-1005953.910000
-0.0619247
Short
RA
LU
N
2
Reverse repurchase
N
-0.4500000
2022-03-01
1000000.000000
EUR
946762.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2508681.000000
PA
-2816423.380000
-0.1733739
Short
RA
LU
N
2
Reverse repurchase
N
-0.4000000
2022-03-01
2400000.000000
EUR
2821320.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1451673.000000
PA
-1629807.730000
-0.1003280
Short
RA
LU
N
2
Reverse repurchase
N
-0.3800000
2022-03-01
1600000.000000
EUR
1607952.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-5715776.000000
PA
-6425144.840000
-0.3955202
Short
RA
LU
N
2
Reverse repurchase
N
-0.3800000
2022-03-08
6600000.000000
EUR
6619140.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-3679119.000000
PA
-4132474.770000
-0.2543876
Short
RA
LU
N
2
Reverse repurchase
N
-0.3800000
2022-04-25
4219000.000000
EUR
4269100.620000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-3286096.000000
PA
-3691611.030000
-0.2272489
Short
RA
LU
N
2
Reverse repurchase
N
-0.3800000
2022-04-28
3700000.000000
EUR
3743937.500000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2368404.000000
PA
-2660396.090000
-0.1637691
Short
RA
LU
N
2
Reverse repurchase
N
-0.3500000
2022-05-11
2330000.000000
EUR
2496723.150000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-887705.000000
PA
-996308.700000
-0.0613310
Short
RA
LU
N
2
Reverse repurchase
N
-0.4000000
2023-11-05
1000000.000000
EUR
883542.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1276751.000000
PA
-1423531.710000
-0.0876300
Short
RA
LU
N
2
Reverse repurchase
N
-5.0000000
2023-12-09
1600000.000000
EUR
1222800.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-5288262.000000
PA
-5918661.350000
-0.3643420
Short
RA
LU
N
2
Reverse repurchase
N
-2.5000000
2023-12-09
6129000.000000
EUR
4903659.670000
EUR
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 04/22 0.00000
ACI22DS59
237282000.000000
PA
886916.070000
0.0545969
Long
DBT
NUSS
AR
N
2
2022-04-29
None
0
N
N
N
N
N
N
N/A
N/A
REVERSE REPO CANADIAN IMPERIAL
000000000
-1639605.000000
PA
-1840809.500000
-0.1133169
Short
RA
N/A
N
2
Reverse repurchase
N
-0.3000000
2022-02-09
1800000.000000
EUR
1665626.400000
EUR
CDS
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-8978967.370000
PA
USD
-9000117.820000
-0.5540309
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2022-02-11
10880266.000000
USD
11661256.930000
USD
PLCMO
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-1650363.000000
PA
-2221229.300000
-0.1367348
Short
RA
GB
N
2
Reverse repurchase
N
0.3500000
2022-02-09
1500000.000000
GBP
1868071.500000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-777365.180000
PA
-1046080.930000
-0.0643948
Short
RA
GB
N
2
Reverse repurchase
N
0.3400000
2022-02-28
800000.000000
GBP
868080.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-390516.000000
PA
-525326.210000
-0.0323381
Short
RA
GB
N
2
Reverse repurchase
N
0.6000000
2022-04-19
400000.000000
GBP
419994.400000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-21309500.990000
PA
-28665546.000000
-1.7645989
Short
RA
GB
N
2
Reverse repurchase
N
0.4500000
2022-05-05
21356000.000000
GBP
23329667.750000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-9091708.000000
PA
-12229707.480000
-0.7528386
Short
RA
GB
N
2
Reverse repurchase
N
0.4500000
2022-05-06
9400000.000000
GBP
9975750.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-1967812.000000
PA
-2648305.550000
-0.1630249
Short
RA
GB
N
2
Reverse repurchase
N
0.2500000
2023-10-25
2100000.000000
GBP
2098315.800000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-4562516.000000
PA
-6137252.690000
-0.3777981
Short
RA
GB
N
2
Reverse repurchase
N
0.3500000
2024-01-13
4950000.000000
GBP
5350836.150000
GBP
CDS
N
N
N
N/A
N/A
REV REPO CANADIAN IMPERIAL BA
000000000
-3837605.000000
PA
-5163995.280000
-0.3178862
Short
RA
GB
N
2
Reverse repurchase
N
0.2000000
2023-10-25
3541000.000000
GBP
3860801.870000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-1699129.000000
PA
-2287018.930000
-0.1407847
Short
RA
GB
N
2
Reverse repurchase
N
0.3000000
2023-10-25
1458681.040000
GBP
1823150.280000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO STANDARD CHARTERE
000000000
-2651179.000000
PA
-3568155.050000
-0.2196491
Short
RA
GB
N
2
Reverse repurchase
N
0.3400000
2022-02-09
2223618.400000
GBP
2781467.910000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-13609700.000000
PA
USD
-13611862.430000
-0.8379215
Short
RA
US
N
2
Reverse repurchase
N
0.2600000
2022-02-04
13000000.000000
USD
14095572.140000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-1878435.000000
PA
USD
-1878748.070000
-0.1156523
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-04-12
1800000.000000
USD
1951694.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-4469637.000000
PA
USD
-4469696.600000
-0.2751464
Short
RA
US
N
2
Reverse repurchase
N
0.1200000
2024-01-06
5800000.000000
USD
5549353.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-1001465.390000
PA
USD
-1001548.850000
-0.0616535
Short
RA
US
N
2
Reverse repurchase
N
0.1200000
2024-01-07
1343000.000000
USD
1319497.500000
USD
CDS
N
N
N
CAYENNE AVIATION LLC
N/A
VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
942UCF900
17047.000000
NS
USD
5231350.560000
0.3220324
Long
EP
CORP
US
N
3
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-430990.000000
PA
USD
-431621.870000
-0.0265699
Short
RA
US
N
2
Reverse repurchase
N
0.2900000
2022-02-03
400000.000000
USD
433709.910000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2882293.030000
PA
USD
-2887606.050000
-0.1777558
Short
RA
US
N
2
Reverse repurchase
N
0.4200000
2022-02-03
3100000.000000
USD
3237561.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-4440050.550000
PA
USD
-4448164.740000
-0.2738209
Short
RA
US
N
2
Reverse repurchase
N
0.4300000
2022-02-03
4000000.000000
USD
5292580.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-7991380.550000
PA
USD
-7995808.120000
-0.4922074
Short
RA
US
N
2
Reverse repurchase
N
0.4200000
2022-02-10
9200000.000000
USD
9136197.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-3231284.750000
PA
USD
-3234103.230000
-0.1990855
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-03-09
3356500.000000
USD
3173224.610000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-401488.000000
PA
USD
-402360.230000
-0.0247686
Short
RA
US
N
2
Reverse repurchase
N
0.3300000
2022-03-09
320000.000000
USD
408163.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-7055212.000000
PA
USD
-7060809.140000
-0.4346506
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2022-03-10
7000000.000000
USD
7294693.560000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-19375189.710000
PA
USD
-19380840.810000
-1.1930493
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2022-03-17
18628874.820000
USD
19633873.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-4618165.600000
PA
USD
-4620159.110000
-0.2844086
Short
RA
US
N
2
Reverse repurchase
N
0.3700000
2022-03-17
4000000.000000
USD
5292580.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-15957410.000000
PA
USD
-15962250.410000
-0.9826071
Short
RA
US
N
2
Reverse repurchase
N
0.2600000
2022-03-21
15530000.000000
USD
15587305.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-12085174.390000
PA
USD
-12090391.160000
-0.7442625
Short
RA
US
N
2
Reverse repurchase
N
0.3700000
2022-03-24
11060000.000000
USD
12858161.570000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2190790.000000
PA
USD
-2191863.490000
-0.1349271
Short
RA
US
N
2
Reverse repurchase
N
0.4200000
2022-03-24
2380000.000000
USD
2662375.100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-3900794.560000
PA
USD
-3902798.050000
-0.2402492
Short
RA
US
N
2
Reverse repurchase
N
0.4300000
2022-03-25
4500000.000000
USD
4527450.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-4966954.070000
PA
USD
-4972127.980000
-0.3060752
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-03-29
5100000.000000
USD
4993956.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-621172.600000
PA
USD
-622071.230000
-0.0382936
Short
RA
US
N
2
Reverse repurchase
N
0.4200000
2022-03-30
600000.000000
USD
661339.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-458223.410000
PA
USD
-458902.090000
-0.0282492
Short
RA
US
N
2
Reverse repurchase
N
0.4300000
2022-03-30
424613.840000
USD
481586.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-1182032.850000
PA
USD
-1183175.480000
-0.0728341
Short
RA
US
N
2
Reverse repurchase
N
0.2900000
2022-04-01
1400000.000000
USD
1177946.390000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-487704.000000
PA
USD
-488199.560000
-0.0300527
Short
RA
US
N
2
Reverse repurchase
N
0.3100000
2022-04-06
600000.000000
USD
554625.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-297275.580000
PA
USD
-297548.410000
-0.0183165
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2022-04-06
300000.000000
USD
280038.350000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-6144225.000000
PA
USD
-6152444.600000
-0.3787333
Short
RA
US
N
2
Reverse repurchase
N
0.4300000
2022-04-12
7100000.000000
USD
7051153.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-966450.000000
PA
USD
-967772.960000
-0.0595743
Short
RA
US
N
2
Reverse repurchase
N
0.4400000
2022-04-12
1200000.000000
USD
1087728.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-417417.750000
PA
USD
-417417.750000
-0.0256955
Short
RA
US
N
2
Reverse repurchase
N
0.3400000
2022-05-09
400000.000000
USD
433709.910000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-5760165.080000
PA
USD
-5760165.080000
-0.3545853
Short
RA
US
N
2
Reverse repurchase
N
0.4600000
2022-05-09
5300000.000000
USD
6585261.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-1703283.300000
PA
USD
-1703283.300000
-0.1048510
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-05-09
1800000.000000
USD
1944880.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1810937.500000
PA
USD
-1811317.800000
-0.1115014
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2022-02-03
1500000.000000
USD
1833970.260000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-19489846.710000
PA
USD
-19497216.550000
-1.2002132
Short
RA
US
N
2
Reverse repurchase
N
0.2900000
2022-02-03
18957489.710000
USD
19178564.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5406162.750000
PA
USD
-5416315.580000
-0.3334185
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-03-14
4672000.000000
USD
5620701.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-7350963.000000
PA
USD
-7361215.180000
-0.4531430
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-03-15
7583000.000000
USD
7942239.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4212812.500000
PA
USD
-4220324.180000
-0.2597955
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-03-23
5000000.000000
USD
4863650.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1956679.820000
PA
USD
-1958832.160000
-0.1205821
Short
RA
US
N
2
Reverse repurchase
N
0.3300000
2022-04-04
2100000.000000
USD
1995557.130000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-25220942.340000
PA
USD
-25249586.390000
-1.5543186
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-04-04
28800000.000000
USD
27794195.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-703526.860000
PA
USD
-703632.190000
-0.0433143
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-04-06
800000.000000
USD
804592.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-575492.790000
PA
USD
-576409.260000
-0.0354827
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-04-07
625365.710000
USD
625094.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-906390.770000
PA
USD
-907511.170000
-0.0558647
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-07
1800000.000000
USD
1060040.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-15941983.980000
PA
USD
-15953723.070000
-0.9820822
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-04-14
16995000.000000
USD
17710523.970000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-11022174.280000
PA
USD
-11030519.950000
-0.6790188
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-04-18
12930000.000000
USD
12487270.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-21651452.170000
PA
USD
-21652745.250000
-1.3329036
Short
RA
US
N
2
Reverse repurchase
N
0.4300000
2022-05-02
21234881.740000
USD
22249548.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-18759240.290000
PA
USD
-18759240.290000
-1.1547847
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2022-05-09
18857489.710000
USD
19445190.890000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4919596.860000
PA
USD
-4920972.980000
-0.3029261
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2022-07-14
5050000.000000
USD
4887550.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-279034.000000
PA
USD
-279272.730000
-0.0171915
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2023-11-05
300000.000000
USD
313888.500000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
9499313.000000
PA
USD
2849793.900000
0.1754281
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-30922783.000000
PA
USD
-30926390.650000
-1.9037724
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-03-22
30491000.000000
USD
31244149.720000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3397622.000000
PA
USD
-3398966.890000
-0.2092342
Short
RA
US
N
2
Reverse repurchase
N
0.5700000
2022-07-08
3700000.000000
USD
3404428.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4504339.000000
PA
USD
-4512527.440000
-0.2777830
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-07
4743438.000000
USD
5210027.430000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-16256495.000000
PA
USD
-16296910.440000
-1.0032082
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-07
18553000.000000
USD
18927114.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-917893.750000
PA
USD
-918059.480000
-0.0565141
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-23
1000000.000000
USD
1042850.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-12659956.410000
PA
USD
-12662066.400000
-0.7794538
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-24
15647000.000000
USD
14336094.340000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-13905266.280000
PA
USD
-13907776.950000
-0.8561375
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-02
16174000.000000
USD
15934657.120000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2082440.740000
PA
USD
-2084557.640000
-0.1283216
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-03
2400000.000000
USD
2380118.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-24737907.810000
PA
USD
-24756066.450000
-1.5239384
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-08
30408493.780000
USD
28971518.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1921073.000000
PA
USD
-1924915.140000
-0.1184943
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-10
2135000.000000
USD
1956567.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3843546.740000
PA
USD
-3844614.390000
-0.2366675
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-14
4400000.000000
USD
4469694.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2576395.230000
PA
USD
-2580268.410000
-0.1588366
Short
RA
US
N
2
Reverse repurchase
N
0.4100000
2022-03-21
2736000.000000
USD
2923402.320000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2473914.380000
PA
USD
-2478381.170000
-0.1525646
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-24
2785000.000000
USD
2821294.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4077833.970000
PA
USD
-4078643.870000
-0.2510739
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-11
3745000.000000
USD
4955178.020000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
9460000.000000
PA
USD
2861650.000000
0.1761580
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-11806874.000000
PA
USD
-11805038.320000
-0.7266967
Short
RA
US
N
2
Reverse repurchase
N
-0.5000000
2024-01-20
15787000.000000
USD
13754976.290000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-5727724.390000
PA
USD
-5728042.600000
-0.3526079
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2022-02-18
7228000.000000
USD
6211718.920000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1543558.030000
PA
USD
-1546812.370000
-0.0952190
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-28
1700000.000000
USD
1700765.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-15975675.630000
PA
USD
-16003513.240000
-0.9851472
Short
RA
US
N
2
Reverse repurchase
N
0.5100000
2022-03-21
17794000.000000
USD
17974164.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-3378171.050000
PA
USD
-3383538.590000
-0.2082845
Short
RA
US
N
2
Reverse repurchase
N
0.5200000
2022-04-18
3984000.000000
USD
3851073.840000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-714342.360000
PA
USD
-715374.190000
-0.0440371
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-03
800000.000000
USD
795496.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-20493970.750000
PA
USD
-20522423.210000
-1.2633231
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-02-16
23483000.000000
USD
22816200.210000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1049703.340000
PA
USD
-1051003.520000
-0.0646979
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-02-16
1000000.000000
USD
1118645.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-558945.270000
PA
USD
-559636.500000
-0.0344502
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2022-05-12
600000.000000
USD
620952.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2571701.900000
PA
USD
-2573872.130000
-0.1584429
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-02-24
3012000.000000
USD
3036668.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-696249.280000
PA
USD
-696249.280000
-0.0428598
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-10
800000.000000
USD
795496.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1741049.000000
PA
USD
-1742831.160000
-0.1072855
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-02
1690000.000000
USD
1915986.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1020095.000000
PA
USD
-1022993.770000
-0.0629736
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-02
994000.000000
USD
1132823.580000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-863294.000000
PA
USD
-863623.730000
-0.0531631
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-02
939000.000000
USD
971789.880000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1436949.000000
PA
USD
-1439683.190000
-0.0886243
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-17
1600500.000000
USD
1616921.130000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1132059.000000
PA
USD
-1132247.680000
-0.0696991
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-27
1384000.000000
USD
1205858.440000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-8150111.100000
PA
USD
-8162562.660000
-0.5024725
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-13
9000000.000000
USD
9385650.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1625625.000000
PA
USD
-1627995.700000
-0.1002165
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-19
1800000.000000
USD
1876284.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-913248.260000
PA
USD
-914531.880000
-0.0562969
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-27
1000000.000000
USD
1036135.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-354630.910000
PA
USD
-355049.570000
-0.0218562
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-19
400000.000000
USD
397748.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-783265.000000
PA
USD
-784174.460000
-0.0482724
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-27
780000.000000
USD
884301.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1277040.920000
PA
USD
-1277704.270000
-0.0786532
Short
RA
US
N
2
Reverse repurchase
N
0.3400000
2023-12-08
1735000.000000
USD
1502275.770000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3449701.810000
PA
USD
-3451915.370000
-0.2124936
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-27
3900000.000000
USD
3923790.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1894268.000000
PA
USD
-1894383.760000
-0.1166148
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-05-04
2200000.000000
USD
2182862.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3541830.700000
PA
USD
-3543158.890000
-0.2181104
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-13
4200000.000000
USD
3936156.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1711024.500000
PA
USD
-1711642.370000
-0.1053656
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-01
2000000.000000
USD
1872180.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3744943.050000
PA
USD
-3746243.380000
-0.2306119
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-01
4400000.000000
USD
4148628.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4313602.440000
PA
USD
-4314459.170000
-0.2655903
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-05-04
5000000.000000
USD
4932475.000000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
92410000.000000
PA
168642.380000
0.0103813
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-4800558.000000
PA
USD
-4806007.970000
-0.2958491
Short
RA
US
N
2
Reverse repurchase
N
0.6100000
2022-03-25
4498000.000000
USD
5243903.340000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-6245616.000000
PA
USD
-6248491.590000
-0.3846458
Short
RA
US
N
2
Reverse repurchase
N
0.6400000
2022-03-25
7912000.000000
USD
6937162.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-28426759.780000
PA
USD
-28524199.480000
-1.7558979
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2022-03-25
33445000.000000
USD
33569006.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-8239501.000000
PA
USD
-8240270.020000
-0.5072560
Short
RA
US
N
2
Reverse repurchase
N
0.5600000
2022-04-29
9624000.000000
USD
9821387.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF MONTREAL REVERSE REPO
000000000
-10078868.100000
PA
USD
-10079506.430000
-0.6204761
Short
RA
US
N
2
Reverse repurchase
N
0.5700000
2022-04-01
24257520.270000
USD
12484524.620000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-241490.390000
PA
USD
-241561.770000
-0.0148701
Short
RA
US
N
2
Reverse repurchase
N
0.5600000
2022-03-18
3550535.570000
USD
297920.970000
USD
AMBS
N
N
N
N/A
N/A
ABX.HE.AA.06-1 SP GST
000000000
1.000000
NC
USD
-728434.110000
-0.0448411
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
-506828.550000
USD
10670075.680000
USD
-221605.560000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
22690737.000000
PA
USD
8656516.170000
0.5328794
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2
N
N
N
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP BRC
000000000
1.000000
NC
USD
266468.750000
0.0164033
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-6443495.470000
USD
26589138.240000
USD
6709964.220000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP GST
000000000
1.000000
NC
USD
22541.560000
0.0013876
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-543322.180000
USD
2249232.240000
USD
565863.740000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP MEI
000000000
1.000000
NC
USD
310585.030000
0.0191190
N/A
DCR
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-7453865.570000
USD
30991207.050000
USD
7764450.600000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP MYC
000000000
1.000000
NC
USD
338117.450000
0.0208139
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
-5344257.330000
USD
33738483.560000
USD
5682374.780000
N
N
N
N/A
N/A
ATLANTIA SPA SNR SE ICE
000000000
1.000000
NC
-4535.830000
-0.0002792
N/A
DCR
IT
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ATLANTIA SPA
ATLANTIA SPA SR UNSEC
Y
Single Leg Swap
2025-12-21
0.000000
EUR
-44643.230000
EUR
1000000.000000
EUR
40107.400000
N
N
N
N/A
N/A
ATLANTIA SPA SNR SE ICE
000000000
1.000000
NC
-45951.270000
-0.0028287
N/A
DCR
IT
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ATLANTIA SPA
ATLANTIA SPA SR UNSEC
Y
Single Leg Swap
2026-06-21
0.000000
EUR
-154901.040000
EUR
4500000.000000
EUR
108949.770000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
-17.180000
-0.0000011
N/A
DFE
CN
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
9853.000000
USD
62719.270000
CNY
2022-02-18
-17.180000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
040114HX1
1351570.000000
PA
USD
480145.240000
0.0295569
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
-47395.650000
-0.0029176
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3198115.470000
USD
4005070.360000
CAD
2022-02-17
-47395.650000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
040114HS2
1104647.000000
PA
USD
376132.300000
0.0231540
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-24019.720000
-0.0014786
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
5408997.190000
USD
4004000.000000
GBP
2022-02-02
-24019.720000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-10729.280000
-0.0006605
N/A
DFE
ID
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1914234.000000
USD
27415659348.000000
IDR
2022-02-24
-10729.280000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-5401.970000
-0.0003325
N/A
DFE
ID
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1331154.000000
USD
19086219167.000000
IDR
2022-02-18
-5401.970000
N
N
N
N/A
N/A
BOUGHT INR/SOLD USD
000000000
1.000000
NC
17351.750000
0.0010681
N/A
DFE
IN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
967736.210000
USD
73567306.680000
INR
2022-02-10
17351.750000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
-411.720000
-0.0000253
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
498983.930000
USD
10362000.000000
MXN
2022-03-18
-411.720000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
040114HT0
404987.000000
PA
USD
125950.960000
0.0077533
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
194858.870000
0.0119952
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6729991.750000
USD
27039087.870000
PEN
2022-07-21
194858.870000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-228.620000
-0.0000141
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
33730.000000
USD
2599780.230000
RUB
2022-02-18
-228.620000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
17490552.000000
PA
USD
6261617.620000
0.3854538
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.5
N
N
N
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
178.870000
0.0000110
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2946000.000000
MXN
142626.000000
USD
2022-02-18
178.870000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-3866.050000
-0.0002380
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
5861000.000000
MXN
278862.850000
USD
2022-03-04
-3866.050000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
040114HW3
114993.000000
PA
USD
36510.280000
0.0022475
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-53335.300000
-0.0032832
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3109908.440000
PEN
744888.250000
USD
2022-06-27
-53335.300000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA UNSECURED 10/22 VAR
P0761DAQ6
116000.000000
PA
226.230000
0.0000139
Long
DBT
NUSS
AR
N
2
2022-10-04
Floating
34.1625
N
N
N
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
8564.740000
0.0005272
N/A
DFE
HU
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
247382.020000
USD
81047000.000000
HUF
2022-02-09
8564.740000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-36514.260000
-0.0022478
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
5061707.630000
USD
4473000.000000
EUR
2022-02-02
-36514.260000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-14165.080000
-0.0008720
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
2116140.670000
USD
1871000.000000
EUR
2022-02-02
-14165.080000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-103267.910000
-0.0063570
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
6131702.440000
USD
5366000.000000
EUR
2022-02-02
-103267.910000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-15199.520000
-0.0009357
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
2713727.240000
USD
2402000.000000
EUR
2022-02-02
-15199.520000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
6193.880000
0.0003813
N/A
DFE
ID
N
2
BNP Paribas S.A.
N/A
1894128.000000
USD
27358027181.000000
IDR
2022-02-18
6193.880000
N
N
N
N/A
N/A
BOUGHT INR/SOLD USD
000000000
1.000000
NC
21891.330000
0.0013476
N/A
DFE
IN
N
2
BNP Paribas S.A.
N/A
1710920.000000
USD
129408000.580000
INR
2022-02-10
21891.330000
N
N
N
N/A
N/A
BOUGHT INR/SOLD USD
000000000
1.000000
NC
28617.070000
0.0017616
N/A
DFE
IN
N
2
BNP Paribas S.A.
N/A
4316951.140000
USD
325832679.670000
INR
2022-03-16
28617.070000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
-999.770000
-0.0000615
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
143446.900000
USD
2946000.000000
MXN
2022-02-18
-999.770000
N
N
N
N/A
N/A
BOUGHT NOK/SOLD USD
000000000
1.000000
NC
-152049.120000
-0.0093599
N/A
DFE
NO
N
2
BNP Paribas S.A.
N/A
7101008.960000
USD
61820000.000000
NOK
2022-02-17
-152049.120000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
275.860000
0.0000170
N/A
DFE
ZA
N
2
BNP Paribas S.A.
N/A
25225.000000
USD
407074.690000
ZAR
2022-11-08
275.860000
N
N
N
N/A
N/A
SOLD CZK/BOUGHT USD
000000000
1.000000
NC
22742.880000
0.0014000
N/A
DFE
CZ
N
2
BNP Paribas S.A.
N/A
36465238.840000
CZK
1698625.310000
USD
2022-03-16
22742.880000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
71684.290000
0.0044128
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
3058000.000000
EUR
3507195.430000
USD
2022-02-02
71684.290000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
48854.620000
0.0030074
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
10260000.000000
EUR
11575455.120000
USD
2022-02-02
48854.620000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
6619.310000
0.0004075
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
683000.000000
GBP
925185.650000
USD
2022-02-02
6619.310000
N
N
N
N/A
N/A
SOLD INR/BOUGHT USD
000000000
1.000000
NC
-28847.570000
-0.0017758
N/A
DFE
IN
N
2
BNP Paribas S.A.
N/A
324548386.710000
INR
4316951.140000
USD
2022-02-10
-28847.570000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
956.780000
0.0000589
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
2946000.000000
MXN
141459.720000
USD
2022-05-04
956.780000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
-14441.440000
-0.0008890
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2026-06-21
0.000000
USD
-231323.810000
USD
12700000.000000
USD
216882.370000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
191057.600000
0.0117612
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
200201.810000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
39142.700000
0.0024096
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
41199.230000
N
N
N
N/A
N/A
CDX HY36 5Y ICE
000000000
1.000000
NC
USD
89383.850000
0.0055023
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.36
Y
Single Leg Swap
2026-06-21
101870.000000
USD
0.000000
USD
1200000.000000
USD
-12486.150000
N
N
N
N/A
N/A
CDX HY37 5Y ICE
000000000
1.000000
NC
USD
692395.280000
0.0426226
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.37
Y
Single Leg Swap
2026-12-22
858155.600000
USD
0.000000
USD
9400000.000000
USD
-165760.320000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
6927.040000
0.0004264
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
155470.960000
USD
130273780.000000
CLP
2022-02-16
6927.040000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
69308.480000
0.0042665
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1264676.630000
USD
5171895.070000
PEN
2022-05-05
69308.480000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
19228.190000
0.0011837
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
498471.030000
USD
2022546.200000
PEN
2022-07-27
19228.190000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-87044.390000
-0.0053583
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2421088.000000
USD
182427770.260000
RUB
2022-03-18
-87044.390000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-15870.170000
-0.0009769
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
569230.000000
USD
43649751.780000
RUB
2022-04-21
-15870.170000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-5029.290000
-0.0003096
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
585790.000000
USD
45391988.420000
RUB
2022-03-18
-5029.290000
N
N
N
ASSOCIATED MATERIALS LLC / AMH NEW FINANCE INC
N/A
ASSOC MAT LLC/AMH NEW FI SR SECURED 144A 09/25 9
04570XAC3
1077000.000000
PA
USD
1135841.900000
0.0699204
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
9
N
N
N
N
N
N
2022-03-08
PIMCO Corporate & Income Opportunity Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer