0001752724-20-097151.txt : 20200520
0001752724-20-097151.hdr.sgml : 20200520
20200520160950
ACCESSION NUMBER: 0001752724-20-097151
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200520
PERIOD START: 20200331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: EATON VANCE LTD DURATION INCOME FUND
CENTRAL INDEX KEY: 0001222922
IRS NUMBER: 000000000
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21323
FILM NUMBER: 20898179
BUSINESS ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-482-8260
MAIL ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: EATON VANCE LIMITED DURATION INCOME FUND
DATE OF NAME CHANGE: 20030313
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001222922
XXXXXXXX
Eaton Vance Ltd Duration Income Fund
811-21323
0001222922
NZ7KR43H6Z5W1GY0QX46
TWO INTERNATIONAL PLACE
BOSTON
02110
617-482-8260
Eaton Vance Ltd Duration Income Fund
NZ7KR43H6Z5W1GY0QX46
2020-03-31
2020-03-31
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0.00000000
0.00000000
66480156.45000000
0.00000000
0.00000000
0.00000000
525000000.00000000
0.00000000
0.00000000
0.00000000
26208641.08000000
0.00000000
216000000.00000000
20724065.36000000
USD
EUR
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Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5C5
42735.53000000
PA
USD
47160.67000000
0.003452435015
Long
ABS-MBS
USGSE
US
N
2
2028-09-20
Fixed
8.20000000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
N/A
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
725058.96000000
PA
USD
651646.74000000
0.047704326988
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
Apollo Commercial Real Estate Finance, Inc
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc Term Loan B
03768DAB3
447750.00000000
PA
USD
355961.25000000
0.026058431390
Long
LON
CORP
US
N
2
2026-05-15
Floating
3.45000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AWGX9
816034.43000000
PA
USD
821335.43000000
0.060126524870
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
3.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAA6
2310000.00000000
PA
USD
2350891.00000000
0.172098878262
Long
DBT
CORP
NL
N
2
2027-05-25
Fixed
3.63000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688LAA5
1000000.00000000
PA
USD
625431.00000000
0.045785182524
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
7.44000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC 2019 Term Loan B
01957TAC1
2768062.50000000
PA
USD
2560457.81000000
0.187440386193
Long
LON
CORP
US
N
2
2026-07-10
Floating
5.24000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358HH40
14892.36000000
PA
USD
15565.97000000
0.001139519431
Long
ABS-MBS
USGSE
US
N
2
2021-08-25
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
608000.00000000
PA
USD
182400.00000000
0.013352739618
Long
DBT
NUSS
EC
Y
2
2030-03-27
Fixed
9.50000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
1378000.00000000
PA
USD
892358.35000000
0.065325815209
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
750000.00000000
PA
USD
774931.88000000
0.056729515438
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072TAA3
2816000.00000000
PA
USD
3050080.00000000
0.223283574870
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4L6
101197.72000000
PA
USD
108324.92000000
0.007930013437
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225APY0
5275.65000000
PA
USD
5411.99000000
0.000396189107
Long
ABS-MBS
USGA
US
N
2
2021-12-15
Fixed
9.50000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
747000.00000000
PA
USD
710001.02000000
0.051976199282
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
745000.00000000
PA
USD
727840.79000000
0.053282174083
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
GBT US III LLC
N/A
GBT US LLC DELAYED DRAW TERM LOAN
000000000
1230530.97000000
PA
USD
1076714.60000000
0.078821763692
Long
LON
CORP
US
N
2
2027-02-26
None
0.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1258000.00000000
PA
USD
1135722.40000000
0.083141477447
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAF9
1900000.00000000
PA
USD
1807365.50000000
0.132309654152
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAJ6
1845000.00000000
PA
USD
1616002.66000000
0.118300782577
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.75000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
802000.00000000
PA
USD
786683.81000000
0.057589824984
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Telesat Canada
N/A
Telesat Canada Term Loan B5
000000000
1396500.00000000
PA
USD
1302236.25000000
0.095331258598
Long
LON
CORP
CA
N
2
2026-12-07
Floating
3.74000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BFMJ7
1223371.60000000
PA
USD
1243585.61000000
0.091037691030
Long
ABS-MBS
USGSE
US
N
2
2044-12-15
Floating
5.89000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PLD5
185071.43000000
PA
USD
192095.56000000
0.014062510935
Long
ABS-MBS
USGSE
US
N
2
2024-06-17
Fixed
8.00000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
000000000
250000.00000000
PA
254085.97000000
0.018600569069
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PKS3
38733.71000000
PA
USD
42758.99000000
0.003130206468
Long
ABS-MBS
USGSE
US
N
2
2031-01-17
Fixed
9.00000000
N
N
N
N
N
N
DAVID S BRIDAL, LLC SERIES A
N/A
DAVID S BRIDAL, LLC SERIES A
000000000
1136.00000000
NS
USD
90880.00000000
0.006652943950
Long
EP
CORP
US
N
3
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31290LEG8
8.42000000
PA
USD
8.58000000
0.000000628105
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YSK1
9732267.42000000
PA
USD
9750522.23000000
0.713794871075
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.50000000
N
N
N
N
N
N
BARDOT CLO LTD
549300KP12IHV6MTDK86
Bardot CLO Ltd
06744PAA0
1850000.00000000
PA
USD
1093988.25000000
0.080086295220
Long
ABS-CBDO
CORP
KY
N
2
2032-10-22
Floating
8.82000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc Term Loan B
00769QAG8
300973.21000000
PA
USD
281409.95000000
0.020600843138
Long
LON
CORP
US
N
2
2026-07-31
Floating
3.81000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
1073000.00000000
PA
USD
1044029.00000000
0.076428987891
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142ED1
1000000.00000000
PA
USD
1093664.99000000
0.080062630710
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
3.55000000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2018 Incremental Term Loan
26658NAH2
320937.50000000
PA
USD
265575.78000000
0.019441689908
Long
LON
CORP
US
N
2
2024-07-19
Floating
5.70000000
N
N
N
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2020 Term Loan B
00489DAH4
400000.00000000
PA
USD
365000.00000000
0.026720120399
Long
LON
CORP
US
N
2
2025-08-18
Floating
8.19000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
1574000.00000000
PA
USD
1441075.70000000
0.105495112900
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
EAB Global, Inc.
N/A
EAB Global, Inc. 1st Lien Term Loan
000000000
1396500.00000000
PA
USD
1207972.50000000
0.088430604490
Long
LON
CORP
US
N
2
2024-11-15
Floating
5.74000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
1455000.00000000
PA
USD
1492175.25000000
0.109235896813
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
American Axle and Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle and Manufacturing, Inc. Term Loan B
02406MAP2
2636068.69000000
PA
USD
2234068.21000000
0.163546771374
Long
LON
CORP
US
N
2
2024-04-06
Floating
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380FYW0
7202228.60000000
PA
USD
1165278.09000000
0.085305125653
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Floating
5.43000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAE1
1722000.00000000
PA
USD
1542137.10000000
0.112893394477
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Emerald Expositions Holding, Inc.
549300YQCBSQUCZ74696
Emerald Expositions Holding, Inc. 2017 Term Loan B
29088UAF4
1194804.76000000
PA
USD
949869.78000000
0.069535985987
Long
LON
CORP
US
N
2
2024-05-22
Floating
3.74000000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAB7
2560000.00000000
PA
USD
2326387.20000000
0.170305057752
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FDTL6
1988361.76000000
PA
USD
1884002.20000000
0.137919905799
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
None
0.00000000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
000000000
450000.00000000
PA
USD
255361.50000000
0.018693945274
Long
DBT
CORP
GB
Y
2
2025-05-15
Fixed
6.63000000
N
N
N
N
N
N
Calpine Construction Finance Company, L.P.
V0Q3DOB0FIB2XI1KWU77
Calpine Construction Finance Company, L.P. 2017 Term Loan B
13134NAG6
2742863.82000000
PA
USD
2537149.03000000
0.185734048089
Long
LON
CORP
US
N
2
2025-01-15
Floating
2.99000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. USD Term Loan B
000000000
3685930.49000000
PA
USD
2534077.21000000
0.185509173020
Long
LON
CORP
LU
N
2
2024-09-24
Floating
4.20000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
345000.00000000
PA
USD
341982.98000000
0.025035140822
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
109602.06000000
0.008023507504
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1742441.78000000
GBP
2275193.35000000
USD
2020-04-30
109602.06000000
N
N
N
Millennium Health, LLC
N/A
MILLENNIUM HEALTH EQUITY
000000000
42216.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Hanger, Inc.
254900ZJJJYVLHJXSZ60
Hanger, Inc. 2018 1st Lien Term Loan
41043BAF5
1127000.00000000
PA
USD
1065015.00000000
0.077965285005
Long
LON
CORP
US
N
2
2025-03-06
Floating
4.49000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2018 EUR Term Loan
31732FAN6
1392000.00000000
PA
1331817.21000000
0.097496756715
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A1A62
2150998.60000000
PA
USD
143041.19000000
0.010471446079
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
Chassix Inc.
2549001WCU4UIV6EH563
Chassix Inc. 2017 1st Lien Term Loan
16169TAD1
1470000.00000000
PA
USD
1095150.00000000
0.080171342069
Long
LON
CORP
US
N
2
2023-11-15
Floating
7.44000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
000000000
300000.00000000
PA
325082.25000000
0.023797909204
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3XPFH4 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XPFH4 / Short: BEV3XPFH4 IRS EUR P F .26120 CCP LCH/BSV3XPFH4
000000000
1500000.00000000
OU
Notional Amount
-43181.17000000
-0.00316111249
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-25
0.00000000
EUR
0.00000000
EUR
1500000.00000000
EUR
-43181.17000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3RBYE8 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3RBYE8 IRS USD P F 1.87070 CCP LCH
000000000
1400000.00000000
OU
Notional Amount
USD
-358541.69000000
-0.02624733458
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-10-25
0.00000000
USD
0.00000000
USD
1400000.00000000
USD
-358541.69000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
31142.80000000
0.002279833878
N/A
DFE
XX
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1072250.00000000
USD
1000000.00000000
EUR
2020-04-15
31142.80000000
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
793000.00000000
PA
USD
809058.25000000
0.059227763972
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Greatbatch Ltd.
C59TZ5M84XYPM9PQ3G72
Greatbatch Ltd. 2019 Term Loan B
39154EAG6
1173775.81000000
PA
USD
1120955.90000000
0.082060483864
Long
LON
CORP
US
N
2
2022-10-27
Floating
3.51000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300MJK1HWQWCLYA68
Galaxy XV CLO Ltd
36319FAG1
3275000.00000000
PA
USD
2079464.53000000
0.152228883857
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
8.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2E4
8624.34000000
PA
USD
9136.12000000
0.000668817058
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
8.23000000
N
N
N
N
N
N
PGX Holdings, Inc.
N/A
PGX Holdings, Inc. 1st Lien Term Loan
69340LAE7
1448735.24000000
PA
USD
700825.67000000
0.051304510359
Long
LON
CORP
US
N
2
2020-09-29
Floating
6.25000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
2175000.00000000
PA
USD
540579.94000000
0.039573592006
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.38000000
N
N
N
N
N
N
Diamond Sports Group, LLC
N/A
Diamond Sports Group, LLC Term Loan
25277BAB4
3084500.00000000
PA
USD
2421332.50000000
0.177255605279
Long
LON
CORP
US
N
2
2026-08-24
Floating
4.18000000
N
N
N
N
N
N
Hoya Midco, LLC
549300LK73TSUP0YKH27
Hoya Midco, LLC 2017 1st Lien Term Loan
44325HAB4
2093004.50000000
PA
USD
1632543.51000000
0.119511668888
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.57000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PH73
114464.57000000
PA
USD
119690.11000000
0.008762011369
Long
ABS-MBS
USGSE
US
N
2
2024-08-17
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHD0
47764.25000000
PA
USD
50496.04000000
0.003696603475
Long
ABS-MBS
USGSE
US
N
2
2024-09-17
Fixed
7.00000000
N
N
N
N
N
N
Bank of Industry Limited
N/A
Bank Of Industry Limited Syndicated Term Loan Facility
000000000
1187500.00000000
PA
USD
1129067.88000000
0.082654327925
Long
LON
CORP
NG
N
2
2020-04-14
Floating
7.85000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. 2018 Term Loan B
000000000
2113021.39000000
PA
USD
1457984.76000000
0.106732954322
Long
LON
CORP
LU
N
2
2025-02-24
Floating
4.70000000
N
N
N
N
N
N
Centurion Pipeline Company LLC
54930040AX5IIFI80J88
Centurion Pipeline Company LLC 2018 Term Loan B
15643YAC0
271562.50000000
PA
USD
203671.88000000
0.014909964809
Long
LON
CORP
US
N
2
2025-09-29
Floating
4.24000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
000000000
300000.00000000
PA
306054.59000000
0.022404973955
Long
DBT
CORP
DE
Y
2
2027-02-11
Fixed
3.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6648.07000000
0.000486677344
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
204851.39000000
EUR
232819.75000000
USD
2020-04-30
6648.07000000
N
N
N
Pregis TopCo Corporation
549300LJXHJYHS1GM034
Pregis TopCo Corporation 1st Lien Term Loan
74045BAC1
648375.00000000
PA
USD
570570.00000000
0.041769038619
Long
LON
CORP
US
N
2
2026-07-31
Floating
4.99000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZM8
410000.00000000
PA
USD
398725.00000000
0.029188986318
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.60000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2019 Incremental Term Loan B
90351NAF2
1421437.50000000
PA
USD
1300615.31000000
0.095212596373
Long
LON
CORP
US
N
2
2026-12-02
Floating
4.99000000
N
N
N
N
N
N
Nine Point Energy Holdings Inc
N/A
NINE POINT ENERGY HLDGS (COM) COMMON STOCK
000000000
29787.00000000
NS
USD
297.87000000
0.000021805814
Long
EC
CORP
US
N
3
N
N
N
Gemini HDPE LLC
N/A
Gemini HDPE LLC Term Loan B
45672UAB1
1862948.34000000
PA
USD
1564876.61000000
0.114558058710
Long
LON
CORP
US
N
2
2024-08-07
Floating
4.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TSC4
189000.12000000
PA
USD
211175.71000000
0.015459288757
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Avantor Funding, Inc.
N/A
Avantor Funding, Inc. USD Term Loan B3
05350NAC8
1167313.58000000
PA
USD
1117702.75000000
0.081822334385
Long
LON
CORP
US
N
2
2024-11-21
Floating
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BTF55
5990876.90000000
PA
USD
6151284.73000000
0.450309776976
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6P6
674405.96000000
PA
USD
744945.52000000
0.054534339685
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
9.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
985000.00000000
PA
USD
825550.17000000
0.060435068323
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
Regatta XII Funding Ltd.
N/A
Regata XII Funding LTD
75888LAA0
2000000.00000000
PA
USD
1172478.00000000
0.085832200892
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
8.85000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BTT35
10616068.30000000
PA
USD
10479906.61000000
0.767190044913
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Floating
2.36000000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
N/A
Autokiniton US Holdings, Inc. 2018 Term Loan B
05278GAB4
835124.06000000
PA
USD
684801.73000000
0.050131464863
Long
LON
CORP
US
N
2
2025-05-22
Floating
7.36000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / Pharmaceutical Product Development LLC
47010DAA8
3240000.00000000
PA
USD
3320902.80000000
0.243109377125
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.38000000
N
N
N
N
N
N
BMO Capital Markets Corp.
RUC0QBLBRPRCU4W1NE59
REVERSE REPO 8/23/2012 UNDERLYING SECURITY
000000000
-4329492.68000000
PA
USD
-4329492.68000000
-0.31694401555
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2020-04-21
4329492.68000000
USD
4333473.18000000
USD
AMBS
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
954000.00000000
PA
USD
741830.40000000
0.054306294805
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
IBC Capital Limited
5493003ZYID1KN87T037
IBC Capital Limited 2018 1st Lien Term Loan
44928QAE9
363136.13000000
PA
USD
307757.87000000
0.022529663945
Long
LON
CORP
US
N
2
2023-09-11
Floating
4.64000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1511000.00000000
PA
USD
1401452.50000000
0.102594464476
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
McDermott Technology Americas Inc
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc 2020 DIP New Money Term Loan
58004GAK4
625000.00000000
PA
USD
576562.50000000
0.042207724432
Long
LON
CORP
US
N
2
2020-10-21
Floating
10.81000000
N
N
N
N
N
N
Kayne CLO
N/A
Kayne CLO 5 Ltd
48661MAA8
4550000.00000000
PA
USD
2659729.80000000
0.194707672563
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Variable
8.50000000
N
N
N
N
N
N
Tweddle Group, Inc.
N/A
Tweddle Group, Inc. 2018 Exit Term Loan
000000000
576317.42000000
PA
USD
419270.92000000
0.030693067020
Long
LON
CORP
US
N
2
2023-09-17
Floating
5.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397UJH3
499626.61000000
PA
USD
560775.66000000
0.041052036033
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Floating
6.00000000
N
N
N
N
N
N
Aristocrat Technologies, Inc.
549300FMN7FEICZ8D332
Aristocrat Technologies, Inc. 2018 1st Lien Term Loan
04044PAF1
1060695.12000000
PA
USD
965232.56000000
0.070660630730
Long
LON
CORP
AU
N
2
2024-10-19
Floating
3.58000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAC7
655000.00000000
PA
USD
654980.35000000
0.047948366606
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
2506000.00000000
PA
USD
717342.50000000
0.052513638267
Long
DBT
NUSS
EC
Y
2
2025-03-27
Fixed
7.88000000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AW1
1032000.00000000
PA
USD
1025335.86000000
0.075060541449
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B1TS3
19054398.82000000
PA
USD
1305001.48000000
0.095533689498
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Fixed
3.00000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
995000.00000000
PA
USD
618148.73000000
0.045252078055
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
1511000.00000000
PA
USD
1416675.83000000
0.103708900669
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAA2
200000.00000000
PA
USD
139689.20000000
0.010226060938
Long
DBT
CORP
MX
N
2
2022-12-19
Fixed
10.00000000
N
N
N
N
N
N
UPC Broadband Holding B.V.
2138005HEGTBAGASUY97
UPC Broadband Holding B.V. 2020 EUR Term Loan B
000000000
1500000.00000000
PA
1561291.98000000
0.114295642970
Long
LON
CORP
NL
N
2
2029-04-30
Floating
2.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIV Ltd
09629XAA7
1000000.00000000
PA
USD
620511.00000000
0.045425009942
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.58000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
3219000.00000000
PA
USD
2177830.55000000
0.159429847960
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
529000.00000000
PA
USD
148783.90000000
0.010891845812
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3PCCE2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3PCCE2 IRS USD P F 1.69750 CCP LCH
000000000
88000.00000000
OU
Notional Amount
USD
-18636.96000000
-0.00136433373
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-09-12
0.00000000
USD
0.00000000
USD
88000.00000000
USD
-18636.96000000
N
N
N
Noranda Aluminum Acquisition Corporation
N/A
Noranda Aluminum Acquisition Corporation New Term Loan B
000000000
451835.82000000
PA
USD
31628.51000000
0.002315390671
Long
LON
CORP
US
N
2
2021-02-28
None
0.00000000
Y
N
N
N
N
N
Cohu, Inc.
529900FJPORJ3JJ2XS33
Cohu, Inc. 2018 Term Loan B
19257PAB0
812625.00000000
PA
USD
609468.75000000
0.044616653094
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.99000000
N
N
N
N
N
N
McDermott Technology Americas Inc
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc 2018 1st Lien Term Loan
58004GAB4
1301812.50000000
PA
USD
393147.38000000
0.028780672132
Long
LON
CORP
US
N
2
2025-05-09
None
0.00000000
Y
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNL81
1391804.10000000
PA
USD
1393422.49000000
0.102006621095
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
4.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
614000.00000000
PA
USD
611054.25000000
0.044732720905
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5J0
170678.32000000
PA
USD
186636.09000000
0.013662846015
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Fixed
7.89000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHF5
346953.48000000
PA
USD
362192.20000000
0.026514573128
Long
ABS-MBS
USGSE
US
N
2
2030-12-17
Fixed
8.00000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2
829229AQ6
488921.73000000
PA
USD
469364.86000000
0.034360234439
Long
LON
CORP
US
N
2
2024-01-03
Floating
3.24000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
524.25000000
0.000038378145
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
116713.66000000
USD
94330.00000000
GBP
2020-04-30
524.25000000
N
N
N
Mirion Technologies, Inc.
549300EBD5JHM14L3R48
Mirion Technologies, Inc. 2019 Term Loan B
60470FAG6
445810.77000000
PA
USD
394542.53000000
0.028882805217
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.07000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BLW6
260136.29000000
PA
USD
274317.33000000
0.020081622151
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AC1
545000.00000000
PA
USD
559697.29000000
0.040973093084
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.50000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 USD 2nd Lien Term Loan
45673YAE6
500000.00000000
PA
USD
450000.00000000
0.032942614191
Long
LON
CORP
US
N
2
2025-02-25
Fixed
7.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHK4
263798.90000000
PA
USD
276389.18000000
0.020233293607
Long
ABS-MBS
USGSE
US
N
2
2024-10-17
Fixed
7.00000000
N
N
N
N
N
N
ASGN Incorporated
LZBNYYCBUKY537072438
ASGN Incorporated 2019 Term Loan B3
68216FAX1
313467.15000000
PA
USD
292464.85000000
0.021410126039
Long
LON
CORP
US
N
2
2025-04-02
Floating
2.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XLX3
16713.68000000
PA
USD
18472.85000000
0.001352319934
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
9.50000000
N
N
N
N
N
N
Phoenix Services International, LLC
5493009O25GX6RO6AZ98
Phoenix Services International, LLC Term Loan
71913YAC6
882000.00000000
PA
USD
732060.00000000
0.053591044765
Long
LON
CORP
US
N
2
2025-03-01
Floating
4.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEL8
215000.00000000
PA
USD
211192.35000000
0.015460506902
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25000000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
54930093YQIEW0FV8L89
Kronos Acquisition Holdings Inc. 2015 Term Loan B
49387TAR7
2115404.41000000
PA
USD
1911796.74000000
0.139954627594
Long
LON
CORP
US
N
2
2023-05-15
Floating
5.00000000
N
N
N
N
N
N
Southcross Holding GP LLC
N/A
SOUTHCROSS HOLDING GP LLC
000000000
78.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
3366233.66000000
PA
USD
2881496.01000000
0.210942247445
Long
LON
CORP
LU
N
2
2025-06-30
Floating
4.77000000
N
N
N
N
N
N
Gardner Denver, Inc.
549300MJL50HVCB7RP74
Gardner Denver Inc 2020 EUR Term Loan B
365556AS8
1444349.77000000
PA
1486773.81000000
0.108840480027
Long
LON
CORP
US
N
2
2027-03-01
Floating
2.00000000
N
N
N
N
N
N
EnergySolutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC 2018 Term Loan B
29276MAL1
5256996.84000000
PA
USD
4468447.31000000
0.327116301702
Long
LON
CORP
US
N
2
2025-05-09
Floating
5.20000000
N
N
N
N
N
N
athenahealth, Inc.
549300Z86PUW4ENZCD61
Athenahealth, Inc. 2019 Term Loan B
04685YAK5
1955250.00000000
PA
USD
1837935.00000000
0.134547519140
Long
LON
CORP
US
N
2
2026-02-11
Floating
5.28000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BFCT6
5567861.86000000
PA
USD
452208.93000000
0.033104320699
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
3.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAL5
1245000.00000000
PA
USD
1230987.53000000
0.090115438388
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
Gamma Infrastructure III B.V.
724500E59GCONA8JI480
GAMMA INFRASTRUCTURE III B.V. EUR 1ST LIEN TERM LOAN B
000000000
1700000.00000000
PA
1640562.88000000
0.120098733359
Long
LON
CORP
NL
N
2
2025-01-09
Floating
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AW6P7
6371292.10000000
PA
USD
6697621.72000000
0.490304818487
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
2.75000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AA7
1335000.00000000
PA
USD
1314691.31000000
0.096243041345
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FDBE1
871540.37000000
PA
USD
872204.48000000
0.063850434845
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
USIC Holdings, Inc.
5493009ZYUWB7X699U62
USIC Holdings, Inc. 2017 Term Loan B
90290HAM4
196081.44000000
PA
USD
165688.82000000
0.012129384162
Long
LON
CORP
US
N
2
2023-12-08
Floating
4.25000000
N
N
N
N
N
N
DAVID S BRIDAL, LLC SERIES B C
N/A
DAVID S BRIDAL, LLC SERIES B C
000000000
4631.00000000
NS
USD
374925.76000000
0.027446743693
Long
EP
CORP
US
N
3
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225BDS4
4635.47000000
PA
USD
4738.83000000
0.000346909885
Long
ABS-MBS
USGA
US
N
2
2021-07-20
Fixed
9.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1615000.00000000
PA
USD
1354088.68000000
0.099127157701
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
663000.00000000
PA
USD
633529.65000000
0.046378050752
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
1265000.00000000
PA
USD
1183561.83000000
0.086643601637
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.63000000
N
N
N
N
N
N
HARMAN INTL IND
1VWDHRIRERCQ5D5M5681
Harman International Industries Inc
413086AH2
940000.00000000
PA
USD
976002.36000000
0.071449042655
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
BMO Capital Markets Corp.
RUC0QBLBRPRCU4W1NE59
REVERSE REPO UNDERLYING SEC 31410KBG8
000000000
-2522796.98000000
PA
USD
-2522796.98000000
-0.18468339465
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2020-04-21
2522796.98000000
USD
2525116.42000000
USD
AMBS
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1266000.00000000
PA
USD
1107844.95000000
0.081100686158
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
TI Group Automotive Systems, L.L.C.
549300VLRJU586QFQP25
TI Group Automotive Systems, L.L.C. 2015 EUR Term Loan
87247EAR0
907250.00000000
PA
885535.86000000
0.064826369307
Long
LON
CORP
US
N
2
2022-06-30
Floating
3.50000000
N
N
N
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
2615000.00000000
PA
USD
2574781.30000000
0.188488948871
Long
DBT
NUSS
BY
Y
2
2023-02-28
Fixed
6.88000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
1014000.00000000
PA
USD
942462.30000000
0.068993715418
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31398LPD4
2650306.75000000
PA
USD
2495013.35000000
0.182649471534
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AU6K0
4095647.84000000
PA
USD
838804.65000000
0.061405373259
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
4.95000000
N
N
N
N
N
N
Vestcom Parent Holdings, Inc.
549300NPX4A4HDY3WX41
Vestcom Parent Holdings, Inc. 2016 1st Lien Term Loan
92548VAC1
602557.44000000
PA
USD
485058.74000000
0.035509117626
Long
LON
CORP
US
N
2
2023-12-19
Floating
6.25000000
N
N
N
N
N
N
GlobalLogic Holdings Inc.
549300047NM5XM5G8O91
GlobalLogic Holdings Inc. 2018 Add On 1st Lien Term Loan
37953UAJ1
453714.88000000
PA
USD
431029.14000000
0.031553837031
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31365KMC0
24399.44000000
PA
USD
25842.54000000
0.001891824055
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
6.75000000
N
N
N
N
N
N
Vungle, Inc.
254900IADTL7913IZI83
Vungle, Inc. Term Loan B
92941TAB1
4527250.00000000
PA
USD
4051888.75000000
0.296621795191
Long
LON
CORP
US
N
2
2026-09-30
Floating
6.49000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
960000.00000000
PA
USD
825120.00000000
0.060403577380
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
Hearthside Food Solutions, LLC
549300JY2LK0EQ95YT44
Hearthside Food Solutions, LLC 2018 Term Loan B
40422KAB7
761437.50000000
PA
USD
651029.06000000
0.047659109223
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.68000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
480000.00000000
PA
USD
463802.40000000
0.033953030053
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
647000.00000000
PA
USD
596048.75000000
0.043634231133
Long
DBT
NUSS
SV
Y
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
2780000.00000000
PA
USD
2882165.00000000
0.210991221399
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4954.23000000
-0.00036267841
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
235000.00000000
EUR
254503.83000000
USD
2020-04-30
-4954.23000000
N
N
N
Gran Tierra Energy Inc
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38502JAA9
405000.00000000
PA
USD
105806.25000000
0.007745632161
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X1TL3 IRS EUR R V 06MEURIB EUR006M+0BPS/ BSV3X1TL3 / Short: BEV3X1TL3 IRS EUR P F .37770 CCP LCH BSV3X1TL3
000000000
207000.00000000
OU
Notional Amount
-13686.80000000
-0.00100195327
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-13
0.00000000
EUR
0.00000000
EUR
207000.00000000
EUR
-13683.45000000
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
3913000.00000000
PA
USD
3382592.85000000
0.247625447161
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
6.50000000
N
N
Y
N
N
N
UPC Broadband Holding B.V.
213800DXWIS9KORQ3X94
UPC Broadband Holding B.V. 2020 USD Term Loan B
000000000
900000.00000000
PA
USD
817499.70000000
0.059845727151
Long
LON
CORP
NL
N
2
2028-04-30
Floating
2.95000000
N
N
N
N
N
N
SUNRISE OIL GAS INC. CLASS A SUNRISE OIL GAS INC. CLASS A
N/A
SUNRISE OIL GAS INC. CLASS A SUNRISE OIL GAS INC. CLASS A
000000000
15647.00000000
NS
USD
109529.00000000
0.008018159088
Long
EC
CORP
US
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8612.43000000
0.000630479908
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1682724.31000000
EUR
1866469.39000000
USD
2020-04-30
8612.43000000
N
N
N
Q-PARK HOLDING BV
2549003839B7HE3NDP48
Q-Park Holding I BV
000000000
300000.00000000
PA
284382.61000000
0.020818459119
Long
DBT
CORP
NL
Y
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
1200000.00000000
PA
USD
1285243.85000000
0.094087316204
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Orion Engineered Carbons GmbH
549300OYUPKC8M68U288
Orion Engineered Carbons GmbH 2017 EUR Term Loan B
000000000
964371.97000000
PA
957244.75000000
0.070075876634
Long
LON
CORP
DE
N
2
2024-07-25
Floating
2.25000000
N
N
N
N
N
N
Recorded Books Inc.
549300YXME0U2XYD7K47
Recorded Books Inc. 2018 Term Loan B
37610GAB4
250000.00000000
PA
USD
218750.00000000
0.016013770787
Long
LON
CORP
US
N
2
2025-08-29
None
0.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
34268.63000000
0.002508662793
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
10844000.00000000
EUR
12006878.03000000
USD
2020-04-30
34268.63000000
N
N
N
CryoLife, Inc.
N/A
CryoLife, Inc. Term Loan B
22904TAC1
537625.00000000
PA
USD
470421.88000000
0.034437614444
Long
LON
CORP
US
N
2
2024-11-14
Floating
4.70000000
N
N
N
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc. 2019 Term Loan B
26908BAK9
1202516.27000000
PA
USD
1050698.59000000
0.076917240625
Long
LON
CORP
US
N
2
2026-09-18
Floating
2.99000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN20 XCBT 20200619
000000000
310.00000000
NC
USD
1571406.38000000
0.115036075808
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYM0 Comdty
2020-06-19
41421718.62000000
USD
1571406.38000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380U5G4
4525598.83000000
PA
USD
4796348.89000000
0.351120602241
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BJN9
1607.61000000
PA
USD
1617.68000000
0.000118423573
Long
ABS-MBS
USGA
US
N
2
2020-12-15
Fixed
9.50000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
460000.00000000
PA
USD
468625.00000000
0.034306072389
Long
DBT
US
N
2
2024-09-01
Fixed
4.88000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
851000.00000000
PA
USD
835654.34000000
0.061174752265
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4W2
54346.46000000
PA
USD
60049.35000000
0.004395961265
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
8.29000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MAE70
1118754.58000000
PA
USD
1264538.93000000
0.092571595778
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.50000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
2729245.68000000
PA
USD
2535925.02000000
0.185644443447
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.99000000
N
N
N
N
N
N
Sheridan Production Partners I-M LP
F8GWB3VZN7SSFDLW4W10
SHERIDAN INVT PARTNERS I LLC TERM LOAN B2 I M
000000000
108359.59000000
PA
USD
12461.35000000
0.000912243211
Long
LON
CORP
US
N
2
2021-02-28
None
0.00000000
Y
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBV38
898.20000000
PA
USD
907.84000000
0.000066459161
Long
ABS-MBS
USGSE
US
N
2
2021-05-01
Fixed
6.00000000
N
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc. 2017 1st Lien Term Loan B
12541HAR4
2609966.01000000
PA
USD
2362019.24000000
0.172913530078
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.45000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A9Z50
3270588.77000000
PA
USD
162827.90000000
0.011919948198
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
1.57000000
N
N
N
N
N
N
Greenhill & Co., Inc.
529900VEOQHHHSPI9C69
Greenhill & Co. Inc Term Loan B
39525YAE9
1143333.33000000
PA
USD
1011850.00000000
0.074073298153
Long
LON
CORP
US
N
2
2024-04-12
Floating
3.86000000
N
N
N
N
N
N
Sunrise Oil & Gas Properties, LLC
N/A
Sunrise Oil & Gas Properties, LLC First Out Term Loan
86771DAB3
106923.11000000
PA
USD
101576.95000000
0.007436022832
Long
LON
CORP
US
N
2
2023-01-17
Floating
8.00000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
939000.00000000
PA
USD
924330.94000000
0.067666394536
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAC1
3000000.00000000
PA
USD
2632851.00000000
0.192739988256
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.08000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PKJ3
4145.31000000
PA
USD
4343.45000000
0.000317965772
Long
ABS-MBS
USGSE
US
N
2
2022-02-17
Fixed
8.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6553.59000000
-0.00047976085
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
544116.47000000
USD
486889.00000000
EUR
2020-04-30
-6553.59000000
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AG5
818000.00000000
PA
USD
743187.77000000
0.054405662174
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
CRYSTAL ALMOND SARL
549300CMCWS54UGKRP88
Crystal Almond SARL
000000000
286000.00000000
PA
276883.78000000
0.020269501200
Long
DBT
CORP
LU
Y
2
2024-10-15
Fixed
4.25000000
N
N
N
N
N
N
Ancestry.com Operations Inc.
N/A
Ancestry.com Operations Inc. 2019 Extended Term Loan B
03280FAK7
6755218.68000000
PA
USD
5640607.60000000
0.412925244377
Long
LON
CORP
US
N
2
2026-08-27
Floating
5.24000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
300000.00000000
PA
342201.45000000
0.025051134095
Long
DBT
CORP
PT
Y
2
2079-04-30
Fixed
4.50000000
N
N
N
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AB7
1310000.00000000
PA
USD
515083.75000000
0.037707122782
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.95000000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAG7
860000.00000000
PA
USD
798720.70000000
0.058470995258
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.88000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CA8
1278000.00000000
PA
USD
1345797.90000000
0.098520224441
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3LUR00 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3LUR00 IRS USD P F 2.02650 CCP LCH
000000000
427000.00000000
OU
Notional Amount
USD
-50625.80000000
-0.00370610266
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2029-07-17
362.20000000
USD
0.00000000
USD
427000.00000000
USD
-50988.00000000
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
202000.00000000
PA
USD
180015.26000000
0.013178162797
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
Harbourvest Partners, LLC
54930029KR62LTFQ8M21
Harbourvest Partners, LLC 2018 Term Loan B
41165QAG2
1052923.78000000
PA
USD
900249.83000000
0.065903517389
Long
LON
CORP
US
N
2
2025-03-03
Floating
3.93000000
N
N
N
N
N
N
Motion Finco Sarl
N/A
Motion Finco Sarl USD Term Loan B1
000000000
528977.27000000
PA
USD
446324.57000000
0.032673551363
Long
LON
CORP
GB
N
2
2026-11-13
Floating
4.70000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAS4
4437000.00000000
PA
USD
3968082.75000000
0.290486709136
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
4.31000000
N
N
N
N
N
N
Brookfield Property REIT Inc.
N/A
Brookfield Property REIT Inc. 1st Lien Term Loan B
11283HAB3
1009625.00000000
PA
USD
724910.75000000
0.053067678133
Long
LON
CORP
US
N
2
2025-08-27
Floating
3.49000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KHFY7
19811117.40000000
PA
USD
20822349.14000000
1.524316920600
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 EUR Term Loan B
45673YAC0
3500000.00000000
PA
3373769.30000000
0.246979512043
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.50000000
N
N
N
N
N
N
AI Convoy (Luxembourg) S.A.R.L
222100GQMVQ4KP4KJS35
AI Convoy (Luxembourg) S.A.R.L USD Term Loan B
00135BAC7
750000.00000000
PA
USD
705000.00000000
0.051610095565
Long
LON
CORP
LU
N
2
2027-01-17
Floating
5.34000000
N
N
N
N
N
N
Caldic B.V.
724500AETT6YKEA44B62
CALDIC B.V. EUR TERM LOAN
000000000
1000000.00000000
PA
908053.48000000
0.066474789903
Long
LON
CORP
NL
N
2
2024-07-18
Floating
3.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
2837.05000000
0.000207688541
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
51367.31000000
USD
43613.00000000
GBP
2020-04-30
2837.05000000
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC USD Term Loan B3
55280FAG6
533361.46000000
PA
USD
486248.04000000
0.035596181295
Long
LON
CORP
US
N
2
2024-06-21
Floating
3.49000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AK1
216000.00000000
PA
USD
88288.92000000
0.006463261842
Long
DBT
CORP
CA
N
2
2023-12-15
Fixed
7.75000000
N
N
N
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC 2017 Term Loan B2
55280FAJ0
4335873.30000000
PA
USD
4097400.27000000
0.299953502846
Long
LON
CORP
US
N
2
2021-11-19
Floating
3.24000000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2018 Term Loan B
03167DAH7
3683508.33000000
PA
USD
3232278.56000000
0.236621567911
Long
LON
CORP
US
N
2
2025-05-04
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B66T3
502881.90000000
PA
USD
851710.63000000
0.062350165969
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Floating
8.38000000
N
N
N
N
N
N
Infor (US), Inc.
CIOT8TLNSHRE7MIBDR09
Infor (US), Inc. EUR 2017 Term Loan B
45672LAF2
3979643.77000000
PA
4197121.61000000
0.307253684246
Long
LON
CORP
US
N
2
2022-02-01
Floating
3.25000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
2408000.00000000
PA
USD
2409497.78000000
0.176389235023
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
294000.00000000
PA
USD
240188.45000000
0.017583189869
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.88000000
N
N
N
N
N
N
RadNet, Inc.
549300T3TJ6A0P5TXM13
RadNet, Inc. Reprice Term Loan
75049EAK0
1823035.74000000
PA
USD
1622501.81000000
0.118776558113
Long
LON
CORP
US
N
2
2023-06-30
Floating
5.35000000
N
N
N
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
200000.00000000
PA
195709.50000000
0.014327072337
Long
DBT
CORP
LU
Y
2
2026-09-15
Fixed
3.13000000
N
N
N
N
N
N
DAVID S BRIDAL, LLC WARRANT
N/A
DAVID S BRIDAL, LLC WARRANT
000000000
7886.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
174562.50000000
PA
USD
155797.03000000
0.011405247669
Long
LON
CORP
US
N
2
2027-02-12
Floating
4.49000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4197.41000000
0.000307274796
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
373251.14000000
USD
341868.00000000
EUR
2020-04-30
4197.41000000
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AX5
4410000.00000000
PA
USD
4226566.05000000
0.309409188306
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAB0
765000.00000000
PA
USD
533587.50000000
0.039061704777
Long
DBT
CORP
MX
N
2
2025-02-10
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358NC91
23277.44000000
PA
USD
24772.77000000
0.001813510676
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358PKY2
655.88000000
PA
USD
686.27000000
0.000050238950
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
8.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-69.59000000
-0.00000509439
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
231685.04000000
USD
209782.00000000
EUR
2020-04-30
-69.59000000
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAB0
1745000.00000000
PA
USD
1592260.15000000
0.116562692918
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Vistra Energy Corp
549300KP43CPCUJOOG15
Vistra Energy Corp
26817RBA5
2315000.00000000
PA
USD
2421490.00000000
0.177267135194
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
8.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
341.24000000
0.000024980750
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
314965.57000000
USD
285584.11000000
EUR
2020-04-30
341.24000000
N
N
N
Atkins Nutritionals Holdings II, Inc.
N/A
Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B
04761PAF2
387795.57000000
PA
USD
362588.86000000
0.026543610944
Long
LON
CORP
US
N
2
2024-07-07
Floating
4.75000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FENW8
2532807.56000000
PA
USD
2423992.58000000
0.177450338588
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
Zephyr Bidco Limited
549300ZI8D8NFMCTDS74
Zephyr Bidco Limited 2018 GBP Term Loan B1
000000000
775000.00000000
PA
813420.40000000
0.059547098694
Long
LON
CORP
GB
N
2
2025-07-23
Floating
4.74000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corporation 2019 Term Loan B
72108PAP9
502867.65000000
PA
USD
469342.97000000
0.034358631964
Long
LON
CORP
US
N
2
2026-07-24
Floating
4.25000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
980000.00000000
PA
USD
1002589.00000000
0.073395339153
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B3
78466DBD5
1649936.04000000
PA
USD
1571564.08000000
0.115047620364
Long
LON
CORP
US
N
2
2025-04-16
Floating
2.74000000
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38748YAA0
514000.00000000
PA
USD
445359.16000000
0.032602877742
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
11.00000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
1277250.00000000
PA
USD
1136752.50000000
0.083216886751
Long
LON
CORP
US
N
2
2025-05-30
Floating
4.24000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-4-R Ltd
14314TAA6
1250000.00000000
PA
USD
742858.75000000
0.054381575999
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.48000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6043.04000000
0.000442385633
N/A
DFE
US
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
292658.25000000
EUR
330068.75000000
USD
2020-07-17
6043.04000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
537000.00000000
PA
USD
522527.85000000
0.038252074148
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KHW1
1546364.00000000
PA
USD
1641439.56000000
0.120162911428
Long
ABS-MBS
USGA
US
N
2
2024-08-15
Fixed
6.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ES8
1000000.00000000
PA
USD
1038824.23000000
0.076047968491
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.95000000
N
N
N
N
N
N
Motion Finco Sarl
N/A
Motion Finco Sarl Delayed Draw Term Loan B2
000000000
69522.73000000
PA
USD
56661.02000000
0.004147915825
Long
LON
CORP
GB
N
2
2026-11-04
Floating
4.70000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A1S55
3004332.05000000
PA
USD
3086739.98000000
0.225967298375
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
3.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3YTUE5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3YTUE5 IRS USD P F .54900 CCP LCH
000000000
2680000.00000000
OU
Notional Amount
USD
-9677.77000000
-0.00070846898
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2023-03-12
0.00000000
USD
0.00000000
USD
2680000.00000000
USD
-9677.77000000
N
N
N
ATLAS AIR WORLDWIDE HLDG
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164BH8
1700000.00000000
PA
USD
1511937.50000000
0.110682608318
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.25000000
N
N
N
N
Y
Atlas Air Worldwide Holdings Inc
Atlas Air Worldwide Holdings Inc
USD
XXXX
N
N
N
Dole Food Company Inc.
549300BHY23LFYB85T03
Dole Food Company Inc. 2017 Term Loan B
256604BF5
1862500.00000000
PA
USD
1690218.75000000
0.123733831510
Long
LON
CORP
US
N
2
2024-04-06
Floating
3.75000000
N
N
N
N
N
N
Ferro Corporation
1YTO5R7OHOPE81ZNYD08
Ferro Corporation 2018 USD Term Loan B2
315409AM4
346688.17000000
PA
USD
301907.50000000
0.022101382875
Long
LON
CORP
US
N
2
2024-02-14
Floating
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3L7
27506.61000000
PA
USD
29197.81000000
0.002137449311
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
6.50000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC Term Loan B
01881UAF2
471437.50000000
PA
USD
437258.28000000
0.032009846266
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.86000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A3QY8
673316.33000000
PA
USD
842200.09000000
0.061653939192
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
7.29000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
1609000.00000000
PA
USD
1641904.05000000
0.120196914795
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YJH8
7713374.25000000
PA
USD
7714106.63000000
0.564717418979
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.50000000
N
N
N
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
2226000.00000000
PA
USD
2125217.85000000
0.155578292676
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
Emerald Performance Materials, LLC
5493008XNNJD0P8UF383
Emerald Performance Materials, LLC New 1st Lien Term Loan
29089CAD8
2620918.57000000
PA
USD
2288934.68000000
0.167563315714
Long
LON
CORP
US
N
2
2021-08-01
Floating
4.50000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AT1
190000.00000000
PA
USD
162925.00000000
0.011927056482
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X54N7 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH / Short: BEV3X54N7 IRS EUR P F .38970 CCP LCH
000000000
104000.00000000
OU
Notional Amount
-7285.29000000
-0.00053332555
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-14
0.00000000
EUR
0.00000000
EUR
104000.00000000
EUR
-7285.29000000
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
993000.00000000
PA
USD
1129388.55000000
0.082677802832
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AT8
446000.00000000
PA
USD
451617.82000000
0.033061048013
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
SERVICEMASTER COMPANY LL
HZPA4EQ289DXC7NQGK91
ServiceMaster Co LLC/The
817609AB6
4075000.00000000
PA
USD
3600435.69000000
0.263572808567
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31363WHM0
414.96000000
PA
USD
417.56000000
0.000030567817
Long
ABS-MBS
USGSE
US
N
2
2021-04-15
Fixed
9.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TM7F7
587333.37000000
PA
USD
687769.31000000
0.050348708959
Long
ABS-MBS
USGSE
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CNT6
150826.89000000
PA
USD
166066.70000000
0.012157047173
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Fixed
7.00000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc. Term Loan Y
08579JBF8
992500.00000000
PA
USD
939897.50000000
0.068805957159
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.86000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
1915000.00000000
PA
USD
571708.89000000
0.041852411984
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Del Monte Foods, Inc.
549300U9K7TD84Q24R17
Del Monte Foods, Inc. 1st Lien Term Loan
24521TAB2
3719209.49000000
PA
USD
3040453.76000000
0.222578878180
Long
LON
CORP
US
N
2
2021-02-18
Floating
5.50000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
948000.00000000
PA
USD
855541.56000000
0.062630612301
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Henry Company LLC
N/A
Henry Company LLC Term Loan B
40426BAC1
2297812.50000000
PA
USD
1972288.30000000
0.144382961200
Long
LON
CORP
US
N
2
2023-10-05
Floating
5.00000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2018 USD Term Loan B
05988HAB3
2987187.50000000
PA
USD
2560019.69000000
0.187408313264
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.24000000
N
N
N
N
N
N
Mehilainen Yhtiot Oy
2138006X78HGYRHS5865
Mehilainen Yhtiot Oy 2018 EUR Term Loan B
000000000
750000.00000000
PA
718262.97000000
0.052581022018
Long
LON
CORP
FI
N
2
2025-08-09
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3J2
115284.37000000
PA
USD
123940.57000000
0.009073169733
Long
ABS-MBS
USGSE
US
N
2
2029-07-15
Fixed
6.50000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
1815875.00000000
PA
USD
1725081.25000000
0.126285969037
Long
LON
CORP
US
N
2
2026-04-06
Floating
4.24000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CF1
310000.00000000
PA
USD
289075.00000000
0.021161969327
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
Global Eagle Entertainment, Inc.
5493000LLKPEGV8XVG26
Global Eagle Entertainment, Inc. 1st Lien Term Loan
37955UAB6
2172845.06000000
PA
USD
1423213.51000000
0.104187496825
Long
LON
CORP
US
N
2
2023-01-06
Floating
9.38000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 USD Repriced Term Loan B
36740UAP7
4933301.47000000
PA
USD
4439971.32000000
0.325031693808
Long
LON
CORP
US
N
2
2024-04-01
Floating
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31323AC26
1061797.78000000
PA
USD
1117002.24000000
0.081771052984
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Alliance Healthcare Services, Inc.
QMTS6H0M4KKDC3CRG252
Alliance Healthcare Services, Inc. 2017 Term Loan B
01860YAJ1
820312.50000000
PA
USD
643945.31000000
0.047140537572
Long
LON
CORP
US
N
2
2023-10-24
Floating
5.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
955000.00000000
PA
USD
970810.03000000
0.071068933935
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Aernnova Aerospace S.A.U
95980020140005473208
Aernnova Aerospace S.A.U EUR Term Loan B
000000000
795918.37000000
PA
697865.23000000
0.051087788953
Long
LON
CORP
ES
N
2
2027-02-26
Floating
3.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
3463000.00000000
PA
USD
2891154.81000000
0.211649327716
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
CITGO Holding Inc.
549300NYHOALWZ2BSL72
CITGO Holding Inc. 2019 Term Loan B
17304YAD4
248750.00000000
PA
USD
201487.50000000
0.014750055504
Long
LON
CORP
US
N
2
2023-08-01
Floating
8.00000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAF6
1160000.00000000
PA
USD
995909.30000000
0.072906346309
Long
DBT
CORP
MX
N
2
2031-10-04
Fixed
5.75000000
N
N
N
N
N
N
WR Grace & Co-Conn
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AE8
2170000.00000000
PA
USD
2211881.00000000
0.161922538709
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.13000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2017 Term Loan B
40416VAB1
1178210.04000000
PA
USD
1042715.89000000
0.076332860611
Long
LON
CORP
US
N
2
2024-08-01
Floating
4.33000000
N
N
N
N
N
N
Sheridan Production Partners I, LLC
CTND1OK5IPOPMHC6GY05
Sheridan Production Partners I, LLC Term Loan B2 I-A
000000000
177404.38000000
PA
USD
20401.50000000
0.001493508318
Long
LON
CORP
US
N
2
2021-02-28
None
0.00000000
Y
N
N
N
N
N
Azelis Finance S.A.
254900ZN2UG0KPRXXK17
Azelis Finance S.A. 2020 EUR Term Loan
000000000
1925000.00000000
PA
1734557.48000000
0.126979684124
Long
LON
CORP
LU
N
2
2025-11-10
Floating
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HEA7
382846.45000000
PA
USD
404727.04000000
0.029628370514
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAME7
37728658.38000000
PA
USD
40635072.37000000
2.974723359354
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X5415 IRS USD R V 03MLIBOR US003M+0BPS CCP LCH / Short: BEV3X5415 IRS USD P F 1.58220 CCP LCH
000000000
370000.00000000
OU
Notional Amount
USD
-30076.45000000
-0.00220177086
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2030-02-14
0.00000000
USD
0.00000000
USD
370000.00000000
USD
-30076.45000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAJ1
2419000.00000000
PA
USD
2452261.25000000
0.179519769454
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
6.50000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
000000000
115000.00000000
PA
115055.43000000
0.008422725869
Long
DBT
CORP
FR
Y
2
2025-03-01
Fixed
3.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAA6
995000.00000000
PA
USD
983507.75000000
0.071998480804
Long
DBT
CORP
US
N
2
2020-10-26
Fixed
5.00000000
N
N
N
N
N
N
Apergy Corporation
549300EP2909K6DYYP38
Apergy Corporation 2018 1st Lien Term Loan
03755PAB1
212349.41000000
PA
USD
185805.73000000
0.013602058839
Long
LON
CORP
US
N
2
2025-05-09
Floating
4.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BN8
675000.00000000
PA
USD
700110.02000000
0.051252120622
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQBQ4
5880639.64000000
PA
USD
6087630.51000000
0.445649918285
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
4.37000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AEXG7
2865494.80000000
PA
USD
465405.93000000
0.034070417764
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
5.30000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
355000.00000000
PA
USD
311068.75000000
0.022772039595
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
American Money Management Corporation
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd
00176EAG2
2000000.00000000
PA
USD
1199008.00000000
0.087774351013
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
7.91000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AL5Y3
3863678.72000000
PA
USD
286667.57000000
0.020985731465
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Fixed
3.50000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
1070000.00000000
PA
1051471.21000000
0.076973800897
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
CGMS Commercial Mortgage Trust 2017-MDDR
125333BA1
5000000.00000000
PA
USD
4909425.50000000
0.359398466991
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Floating
3.20000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AVNB1
9442192.20000000
PA
USD
9702751.38000000
0.710297767339
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Fixed
3.00000000
N
N
N
N
N
N
Flint Group GmbH
549300Q6D2JN1G0T8E41
FLINT GROUP GMBH USD TERM LOAN C
000000000
187681.42000000
PA
USD
133723.01000000
0.009789301170
Long
LON
CORP
DE
N
2
2021-09-07
Floating
4.80000000
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
200000.00000000
PA
263952.51000000
0.019322857114
Long
DBT
CORP
GB
N
2
2022-02-24
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297PLR0
23291.55000000
PA
USD
26169.19000000
0.001915736733
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2Z7
51323.66000000
PA
USD
54414.97000000
0.003983491917
Long
ABS-MBS
USGSE
US
N
2
2025-01-15
Fixed
7.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
333000.00000000
PA
USD
344005.65000000
0.025183212016
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-16896.43000000
-0.00123691683
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1530250.13000000
EUR
1674532.21000000
USD
2020-05-29
-16896.43000000
N
N
N
Agate Bay Mortgage Loan Trust
N/A
Agate Bay Mortgage Trust 2015-1
00841WAD4
1319452.04000000
PA
USD
1327468.24000000
0.097178386847
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Variable
3.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
544000.00000000
PA
USD
567582.40000000
0.041550328944
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
TriTech Software Systems
549300NZTUTB6TE4LW44
TriTech Software Systems 2018 Term Loan B
86845PAC6
891000.00000000
PA
USD
694980.00000000
0.050876573356
Long
LON
CORP
US
N
2
2025-08-29
Floating
5.20000000
N
N
N
N
N
N
EXC Holdings III Corp.
5493001KJFQIB7D17Q74
EXC Holdings III Corp. USD 2017 1st Lien Term Loan
26929CAC0
513187.50000000
PA
USD
454170.94000000
0.033247951229
Long
LON
CORP
US
N
2
2024-12-02
Floating
4.95000000
N
N
N
N
N
N
IRI Holdings, Inc.
5493006U4KVBN1X1PI38
IRI Holdings, Inc. 2018 1st Lien Term Loan
45004KAC0
10033434.70000000
PA
USD
8076914.93000000
0.591277094206
Long
LON
CORP
US
N
2
2025-12-01
Floating
6.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5B7
103155.53000000
PA
USD
112329.15000000
0.008223146335
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358PKX4
403.08000000
PA
USD
421.76000000
0.000030875282
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
8.00000000
N
N
N
N
N
N
Datto, Inc.
N/A
Datto, Inc. 2019 Term Loan B
23820PAD6
372187.50000000
PA
USD
322640.04000000
0.023619125245
Long
LON
CORP
US
N
2
2026-04-02
Floating
5.24000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
3059000.00000000
PA
USD
2773362.75000000
0.203026264633
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
1400000.00000000
PA
USD
1359909.01000000
0.099553239669
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
Altice Finco SA
549300IGQP5SEZB5Z419
Altice Finco SA
000000000
716000.00000000
PA
653835.92000000
0.047864587681
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3WAB66 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3WAB66 IRS USD P F 1.41300 CCP LCH
000000000
800000.00000000
OU
Notional Amount
USD
-34162.04000000
-0.00250085978
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2025-02-03
0.00000000
USD
0.00000000
USD
800000.00000000
USD
-34162.04000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92RHAZ46 CDS USD R F 1.00000 CCP ICE / Short: S92RHAZ46 CDS USD P V 03MEVENT 9J0135AB9/US900123AL40 CCP ICE
000000000
1200000.00000000
OU
Notional Amount
USD
-7249.20000000
-0.00053068355
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Turkey Government International Bond
Turkey Government International Bond
Y
sell protection
2020-06-20
0.00000000
USD
-8727.51000000
USD
1200000.00000000
USD
1478.31000000
N
N
N
Acadia Healthcare Company, Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc. 2018 Term Loan B3
00404DAF0
273392.40000000
PA
USD
254254.93000000
0.018612937922
Long
LON
CORP
US
N
2
2022-02-11
Floating
3.50000000
N
N
N
N
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc. 2017 Term Loan
87305VAH3
297450.86000000
PA
USD
279603.81000000
0.020468623198
Long
LON
CORP
US
N
2
2024-09-28
Floating
4.08000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378AL25
593336.34000000
PA
USD
594933.51000000
0.043552589087
Long
ABS-MBS
USGA
US
N
2
2041-12-16
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FERK8
6532234.20000000
PA
USD
249592.10000000
0.018271591678
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3WPKD8 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3WPKD8 IRS USD P F 1.60770 CCP LCH
000000000
787000.00000000
OU
Notional Amount
USD
-65804.01000000
-0.00481723580
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2030-02-07
0.00000000
USD
0.00000000
USD
787000.00000000
USD
-65804.01000000
N
N
N
NCI Building Systems, Inc.
549300IW41QEWQ6T0H29
NCI Building Systems, Inc. 2018 Term Loan
72431HAB6
789974.95000000
PA
USD
691228.08000000
0.050601911016
Long
LON
CORP
US
N
2
2025-04-12
Floating
4.56000000
N
N
N
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc. USD Term Loan B
88516DAB9
1096487.02000000
PA
USD
942978.84000000
0.069031529147
Long
LON
CORP
US
N
2
2026-02-01
Floating
5.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133T17A4
138604.11000000
PA
USD
148853.62000000
0.010896949721
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAE9
3470000.00000000
PA
USD
3335520.15000000
0.244179452061
Long
DBT
CORP
CA
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EAL9
3577365.00000000
PA
USD
2612652.69000000
0.191261354626
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.00000000
N
N
N
N
N
N
American Money Management Corporation
549300D0GYBG49KJD582
AMMC CLO 15 Ltd
00175NAE8
500000.00000000
PA
USD
306872.50000000
0.022464849718
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
8.74000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDN3
495000.00000000
PA
USD
502154.69000000
0.036760640481
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.00000000
N
N
N
N
N
N
Synlab Bondco PLC
5493007KBBOGQWJ10272
Synlab Bondco PLC
000000000
580000.00000000
PA
600513.31000000
0.043961062862
Long
DBT
CORP
GB
Y
2
2022-07-01
Floating
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
USD IRS 10YR PRIM JUN20 XCBT 20200615
000000000
-12.00000000
NC
USD
12843.75000000
0.000940237113
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
USD IRS 10YR PRIME
CNPM0 Comdty
2020-06-15
-1275656.25000000
USD
12843.75000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382BBU6
8070204.32000000
PA
USD
8058275.35000000
0.589912568667
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2018 Incremental Term Loan
90351JAE4
3522250.00000000
PA
USD
3313849.03000000
0.242593000183
Long
LON
CORP
US
N
2
2023-07-13
Floating
4.49000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
23128.67000000
0.001693153005
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2820520.00000000
EUR
3137199.52000000
USD
2020-04-30
23128.67000000
N
N
N
Loire Finco Luxembourg Sarl
N/A
LGC LIMITED TERM LOAN
000000000
350000.00000000
PA
USD
311500.00000000
0.022803609601
Long
LON
CORP
GB
N
2
2027-01-22
None
0.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AYBX0
2432677.60000000
PA
USD
2435593.16000000
0.178299568435
Long
ABS-MBS
USGSE
US
N
2
2057-09-25
Fixed
3.00000000
N
N
N
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc. 2017 USD Term Loan B2
44969CBH2
1486875.00000000
PA
USD
1388369.53000000
0.101636715069
Long
LON
CORP
US
N
2
2025-01-17
Floating
2.74000000
N
N
N
N
N
N
CityCenter Holdings, LLC
54930012KUDSU3GT0X08
CityCenter Holdings, LLC 2017 Term Loan B
17875LAL3
2775666.88000000
PA
USD
2459934.77000000
0.180081515696
Long
LON
CORP
US
N
2
2024-04-18
Floating
3.24000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
1062000.00000000
PA
USD
957347.87000000
0.070083425617
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Fort Washington CLO 2019-1
N/A
Fort Washington CLO 2019-1
34919EAA6
1500000.00000000
PA
USD
895234.50000000
0.065536366097
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
9.16000000
N
N
N
N
N
N
Belfor Holdings Inc.
N/A
Belfor Holdings Inc. Term Loan B
07768YAJ1
545875.00000000
PA
USD
526769.38000000
0.038562578784
Long
LON
CORP
US
N
2
2026-04-06
Floating
4.99000000
N
N
N
N
N
N
One Call Corporation
549300WUCCV86ZQHG041
One Call Corporation Extended Term Loan B
68347RAF6
1489457.51000000
PA
USD
1233766.81000000
0.090318897830
Long
LON
CORP
US
N
2
2022-11-25
Floating
6.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HEC3
56531.29000000
PA
USD
59688.26000000
0.004369527379
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
1885000.00000000
PA
USD
1915065.75000000
0.140193938117
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
Motel 6 Trust
N/A
Motel 6 Trust 2017-MTL6
61975FAJ8
2407343.57000000
PA
USD
2094662.38000000
0.153341454766
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Floating
2.10000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
1356000.00000000
PA
USD
1291549.32000000
0.094548913238
Long
DBT
CORP
FR
N
2
2025-09-15
Fixed
4.88000000
N
N
N
N
N
N
Celestica Inc.
549300J3CG5T6RZWLN53
Celestica Inc. 2018 Add On Term Loan B
000000000
281250.00000000
PA
USD
250312.50000000
0.018324329143
Long
LON
CORP
CA
N
2
2025-06-27
Floating
3.46000000
N
N
N
N
N
N
Spectrum Brands Inc
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAU9
3470000.00000000
PA
USD
3270370.90000000
0.239410148489
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
CPM Holdings, Inc.
549300FBUISJCXV8IB65
CPM Holdings, Inc. 2018 1st Lien Term Loan
12654NAC7
320937.50000000
PA
USD
265575.78000000
0.019441689908
Long
LON
CORP
US
N
2
2025-11-17
Floating
5.35000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137ASS96
1925394.83000000
PA
USD
237465.49000000
0.017383853379
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Floating
5.40000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A4DC0
1196631.11000000
PA
USD
36651.26000000
0.002683085150
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
4.55000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAR2
459000.00000000
PA
USD
393018.75000000
0.028771255669
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Thermon Industries, Inc.
549300IU0CUM1UQT3H57
Thermon Industries, Inc. Term Loan B
88362WAB2
281600.00000000
PA
USD
240768.00000000
0.017625616296
Long
LON
CORP
US
N
2
2024-10-30
Floating
5.33000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AM6
223000.00000000
PA
USD
162299.40000000
0.011881258928
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
610000.00000000
PA
USD
605175.68000000
0.044302375431
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.25000000
N
N
N
N
N
N
Jagged Peak Energy LLC
549300RX1X1CBWDBPJ74
Jagged Peak Energy LLC
47009LAC9
507000.00000000
PA
USD
382743.17000000
0.028019023519
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.88000000
N
N
N
N
N
N
Bright Bidco B.V.
549300IL6Q1JWU688H15
Bright Bidco B.V. 2018 Term Loan B
000000000
1752018.02000000
PA
USD
623718.42000000
0.045659811719
Long
LON
CORP
NL
N
2
2024-06-30
Floating
4.95000000
N
N
N
N
N
N
AI Alpine AT Bidco GmbH
549300KQQI7KQCL6ZI60
AI Alpine AT Bidco GmbH 2018 EUR Term Loan B
000000000
750000.00000000
PA
691207.74000000
0.050600422010
Long
LON
CORP
AT
N
2
2025-10-31
Floating
3.00000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
N/A
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
1025000.00000000
PA
USD
968625.00000000
0.070908977046
Long
LON
CORP
US
N
2
2027-02-01
Floating
4.99000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
1536000.00000000
PA
USD
1401660.15000000
0.102609665663
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.88000000
N
N
N
N
N
N
DEBT AND ASSET TRADING C
N/A
Viet Nam Debt & Asset Trading Corp
000000000
2600000.00000000
PA
USD
2021500.00000000
0.147985543527
Long
DBT
NUSS
VN
Y
2
2025-10-10
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MYN6
4107775.50000000
PA
USD
4615832.98000000
0.337905788956
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
6.50000000
N
N
N
N
N
N
Patriot Container Corp.
549300V4U8NYJ3YQD526
Patriot Container Corp. 2018 1st Lien Term Loan
40435YAB2
147000.00000000
PA
USD
131565.00000000
0.009631322302
Long
LON
CORP
US
N
2
2025-03-20
Floating
4.50000000
N
N
N
N
N
N
Allegheny Ludlum LLC
KCBRRAMO64UL0JAYG446
Allegheny Ludlum LLC
016900AC6
225000.00000000
PA
USD
208967.63000000
0.015297644474
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.95000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1000000.00000000
PA
USD
1050550.00000000
0.076906362974
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAH3
58000.00000000
PA
USD
17617.21000000
0.001289682115
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DF2
750000.00000000
PA
USD
792370.06000000
0.058006091518
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.85000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YJ6
230000.00000000
PA
USD
186992.54000000
0.013688940226
Long
DBT
CORP
US
N
2
2022-03-28
Floating
2.64000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08182JAA9
3000000.00000000
PA
USD
1786734.00000000
0.130799308497
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
8.54000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
837000.00000000
PA
USD
734530.28000000
0.053771883612
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3245.71000000
0.000237604827
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
122664.06000000
EUR
138676.26000000
USD
2020-04-30
3245.71000000
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
446000.00000000
PA
USD
416906.31000000
0.030519963831
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
562000.00000000
PA
USD
499202.12000000
0.036544495205
Long
DBT
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
2092000.00000000
PA
USD
2181014.60000000
0.159662938917
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382BJ95
11583913.80000000
PA
USD
11580699.26000000
0.847774461743
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
Harland Clarke Holdings Corp.
549300J73P7FL8TVF308
Harland Clarke Holdings Corp. Term Loan B7
181593AN4
6661.20000000
PA
USD
4236.52000000
0.000310137875
Long
LON
CORP
US
N
2
2023-11-03
Floating
6.46000000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2016 Term Loan B
42804VAS0
1195312.50000000
PA
USD
856641.02000000
0.062711099160
Long
LON
CORP
US
N
2
2023-06-30
Floating
3.74000000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2018 1st Lien Term Loan
77051UAF6
1029000.00000000
PA
USD
668850.00000000
0.048963705559
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.25000000
N
N
N
N
N
N
Aenova Holding GmbH
529900MPQ4WWJFDTB881
AENOVA HOLDING GMBH 2020 EUR TERM LOAN
000000000
500000.00000000
PA
468732.25000000
0.034313923712
Long
LON
CORP
DE
N
2
2025-02-14
Floating
5.00000000
N
N
N
N
N
N
SENSATA TECH UK FIN CO
635400EUADS212PJER83
Sensata Technologies UK Financing Co PLC
81727TAA6
2735000.00000000
PA
USD
2695479.25000000
0.197324739983
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137ASP99
8235129.36000000
PA
USD
480556.03000000
0.035179493096
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
3.50000000
N
N
N
N
N
N
Hearthside Food Solutions, LLC
549300JY2LK0EQ95YT44
Hearthside Food Solutions, LLC 2018 Incremental Term Loan
40422KAD3
469062.50000000
PA
USD
405739.06000000
0.029702456257
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.99000000
N
N
N
N
N
N
Intertrust Group BV
724500E2H60ZHP192G28
Intertrust Group BV
000000000
340000.00000000
PA
361051.33000000
0.026431054816
Long
DBT
CORP
NL
Y
2
2025-11-15
Fixed
3.38000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
2040000.00000000
PA
USD
1938693.60000000
0.141923633998
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.13000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1661000.00000000
PA
USD
1428966.61000000
0.104608657166
Long
DBT
NUSS
SV
Y
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
619000.00000000
PA
USD
663807.86000000
0.048594591619
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6N1
588003.39000000
PA
USD
660699.78000000
0.048367062108
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
8.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
1549000.00000000
PA
USD
1411714.33000000
0.103345690046
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
1350000.00000000
PA
USD
1448617.50000000
0.106047216473
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391WSS1
70056.58000000
PA
USD
72882.51000000
0.005335423129
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
6.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN20 XCBT 20200619
000000000
158.00000000
NC
USD
2002500.69000000
0.146594683662
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USM0 Comdty
2020-06-19
26289374.31000000
USD
2002500.69000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-9806.19000000
-0.00071787007
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
280772.87000000
USD
245423.75000000
EUR
2020-04-30
-9806.19000000
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BXJC7
1676424.96000000
PA
USD
1728075.86000000
0.126505191886
Long
ABS-MBS
USGSE
US
N
2
2047-04-15
Floating
10.58000000
N
N
N
N
N
N
J. Crew Group, Inc.
STJVF3IZKPXHGSIMTQ42
J. Crew Group, Inc. Non-Consenting Term Loan
46613BAE7
3695557.27000000
PA
USD
2274245.94000000
0.166488014615
Long
LON
CORP
US
N
3
2021-03-05
Floating
4.78000000
N
N
N
N
N
N
StepStone Group LP
N/A
STEPSTONE GROUP LP TERM LOAN B
000000000
637000.00000000
PA
USD
601965.00000000
0.044067335003
Long
LON
CORP
US
N
2
2025-03-27
Floating
5.00000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
1078000.00000000
PA
USD
1000968.82000000
0.073276732565
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
TALKTALK TELECOM GROUP
213800WF53FVDRRHRF44
TalkTalk Telecom Group PLC
000000000
420000.00000000
PA
474209.03000000
0.034714855824
Long
DBT
CORP
GB
Y
2
2025-02-20
Fixed
3.88000000
N
N
N
N
N
N
UGI Energy Services, LLC
5493001O7RUKEUP5XR11
UGI Energy Services, LLC Term Loan B
90276DAB5
1066937.50000000
PA
USD
922900.94000000
0.067561710228
Long
LON
CORP
US
N
2
2026-08-13
Floating
4.74000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHL2
84053.57000000
PA
USD
88200.94000000
0.006456821194
Long
ABS-MBS
USGSE
US
N
2
2024-05-17
Fixed
7.00000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2019 EUR Term Loan B
12546FAD4
2000000.00000000
PA
1974189.95000000
0.144522173028
Long
LON
CORP
US
N
2
2025-03-31
Floating
3.50000000
N
N
N
N
N
N
Republic of Seychelles
N/A
Seychelles International Bond
000000000
1344360.00000000
PA
USD
1336879.98000000
0.097867380890
Long
DBT
NUSS
SC
Y
2
2026-01-01
Variable
8.00000000
N
N
N
N
N
N
Ceridian HCM Holding Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc. 2018 Term Loan B
15677GAF1
1526750.00000000
PA
USD
1427511.25000000
0.104502116360
Long
LON
CORP
US
N
2
2025-04-30
Floating
3.49000000
N
N
N
N
N
N
Motion Finco Sarl
N/A
Motion Finco SARL EUR Term Loan B
000000000
1375000.00000000
PA
1349673.16000000
0.098803915986
Long
LON
CORP
GB
N
2
2026-11-13
Floating
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ABVH3
2167734.87000000
PA
USD
143892.51000000
0.010533767648
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
4.70000000
N
N
N
N
N
N
Louvre Bidco SAS
549300TKER1HK6VEM485
Louvre Bidco SAS
000000000
390000.00000000
PA
384614.33000000
0.028156003301
Long
DBT
CORP
FR
Y
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
Prairie ECI Acquiror LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP Term Loan B
73955HAB0
853577.92000000
PA
USD
448128.41000000
0.032805602930
Long
LON
CORP
US
N
2
2026-03-11
Floating
6.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BSV3XJE89 IRS EUR R F .00000 CCP LCH/BEV3XJE89 / Short: BSV3XJE89 IRS EUR P V 06MEURIB EUR006M+0BPS /BEV3XJE89
000000000
525000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-21
0.00000000
EUR
0.00000000
EUR
525000.00000000
EUR
-0.07000000
N
N
N
Digicel International Finance Limited
N/A
Digicel International Finance Limited 2017 Term Loan B
000000000
4952230.48000000
PA
USD
3868930.06000000
0.283228156219
Long
LON
CORP
BM
N
2
2024-05-28
Floating
4.87000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FV0
400000.00000000
PA
USD
434977.64000000
0.031842890169
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.13000000
N
N
N
N
N
N
EMPRESA ELECTRICA COCHRA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
29246XAB6
2230000.00000000
PA
USD
2032087.50000000
0.148760610033
Long
DBT
CORP
CL
N
2
2027-05-14
Fixed
5.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV2NJH55 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV2NJH55 IRS USD P F 1.92850 CCP LCH
000000000
760000.00000000
OU
Notional Amount
USD
-4546.12000000
-0.00033280239
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2020-11-03
0.00000000
USD
0.00000000
USD
760000.00000000
USD
-4546.12000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617L7YU7
1775879.48000000
PA
USD
1898289.34000000
0.138965807445
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
AppLovin Corporation
549300LLVXMUAOL3SQ07
AppLovin Corporation 2018 Term Loan B
03835EAC8
2272982.44000000
PA
USD
2051366.65000000
0.150171955811
Long
LON
CORP
US
N
2
2025-08-15
Floating
4.49000000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
200000.00000000
PA
220226.95000000
0.016121892107
Long
DBT
CORP
ES
Y
2
2024-01-16
Fixed
2.38000000
N
N
N
N
N
N
Purchasing Power Funding
549300DP4RU1UHI1IM42
Purchasing Power Funding 2018-A LLC
74614NAA0
3200000.00000000
PA
USD
3191203.84000000
0.233614659791
Long
ABS-O
CORP
US
N
2
2022-08-15
Fixed
3.34000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co., Inc. 2020 Term Loan B1
26812CAE6
663559.16000000
PA
USD
522884.62000000
0.038278191784
Long
LON
CORP
US
N
2
2026-04-06
Floating
4.95000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TMSJ8 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TMSJ8 IRS USD P F 1.76320 CCP LCH
000000000
800000.00000000
OU
Notional Amount
USD
-79341.17000000
-0.00580823456
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2029-12-12
0.00000000
USD
0.00000000
USD
800000.00000000
USD
-79341.17000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4267.35000000
0.000312394810
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
21685000.00000000
EUR
23973309.63000000
USD
2020-05-29
4267.35000000
N
N
N
Pinewood Finance Co Ltd
N/A
Pinewood Finance Co Ltd
000000000
450000.00000000
PA
521775.26000000
0.038196980188
Long
DBT
CORP
GB
Y
2
2025-09-30
Fixed
3.25000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
500000.00000000
PA
520145.56000000
0.038077676680
Long
DBT
CORP
IT
Y
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Cablevision Systems Corp
N/A
Cablevision Systems Corp
12686CBB4
1085000.00000000
PA
USD
1101643.90000000
0.080646733274
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359G6Y7
363646.80000000
PA
USD
391070.08000000
0.028628601704
Long
ABS-MBS
USGSE
US
N
2
2024-02-25
Fixed
6.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
1665000.00000000
PA
USD
1710912.38000000
0.125248725442
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc. Term Loan W
08579JBD3
960738.19000000
PA
USD
927592.72000000
0.067905175780
Long
LON
CORP
US
N
2
2022-10-01
Floating
2.86000000
N
N
N
N
N
N
SMG US Midco 2, Inc.
N/A
SMG US Midco 2, Inc. 2020 Term Loan
78453JAD8
245625.00000000
PA
USD
185446.88000000
0.013575788935
Long
LON
CORP
US
N
2
2025-01-23
Floating
3.43000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
989.11000000
0.000072408598
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
100000.00000000
EUR
111396.80000000
USD
2020-04-30
989.11000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
2858000.00000000
PA
USD
2888151.90000000
0.211429497259
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1674000.00000000
PA
USD
1467177.30000000
0.107405901652
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAH3
1495000.00000000
PA
USD
1127803.69000000
0.082561781873
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359KK48
303757.41000000
PA
USD
342939.31000000
0.025105149733
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Fixed
7.00000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BA5
550000.00000000
PA
USD
515216.87000000
0.037716867940
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31394VX39
3658767.90000000
PA
USD
3471065.06000000
0.254102126896
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3814.64000000
0.000279253808
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
75633.21000000
USD
63924.00000000
GBP
2020-04-30
3814.64000000
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
2448000.00000000
PA
USD
2521440.00000000
0.184584055835
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BWXW9
12791527.05000000
PA
USD
441559.68000000
0.032324733734
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
4.00000000
N
N
N
N
N
N
Boyd Gaming Corporation
254900787YGRYS2A1Z35
Boyd Gaming Corporation Term Loan B3
10330JAU2
732500.96000000
PA
USD
645821.92000000
0.047277916325
Long
LON
CORP
US
N
2
2023-09-15
Floating
2.93000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
637000.00000000
PA
USD
514727.85000000
0.037681068835
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A73L4
6191356.96000000
PA
USD
529279.91000000
0.038746364164
Long
ABS-MBS
USGSE
US
N
2
2041-03-25
Floating
5.20000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAA7
218281.43000000
PA
USD
196099.30000000
0.014355607962
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Floating
2.65000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359FJJ8
1737984.44000000
PA
USD
1868138.53000000
0.136758592998
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387VQ28
23070.11000000
PA
USD
24304.78000000
0.001779251090
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJD8
7747.87000000
PA
USD
7855.22000000
0.000575047737
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
7.65000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3472.32000000
0.000254193995
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
251007.46000000
USD
230491.00000000
EUR
2020-04-30
3472.32000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-6882.56000000
-0.00050384337
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
179775.23000000
USD
139110.00000000
GBP
2020-04-30
-6882.56000000
N
N
N
LKQ EURO HOLDINGS BV
549300J0BGI20W62GB49
LKQ European Holdings BV
000000000
125000.00000000
PA
124348.05000000
0.009102999636
Long
DBT
CORP
NL
Y
2
2026-04-01
Fixed
3.63000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WAL6
3500000.00000000
PA
USD
2601118.45000000
0.190416981252
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
3.05000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A8D49
2699594.47000000
PA
USD
78703.98000000
0.005761588552
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
5.15000000
N
N
N
N
N
N
Trafigura Securitisation Finance PLC
N/A
Trafigura Securitisation Finance PLC 2017-1
892725AG7
1500000.00000000
PA
USD
1493070.00000000
0.109301397711
Long
ABS-O
CORP
IE
N
2
2020-12-15
Floating
2.40000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 1st Lien Term Loan
75025KAB4
609881.75000000
PA
USD
565970.26000000
0.041432310930
Long
LON
CORP
US
N
2
2024-02-01
Floating
3.99000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
355000.00000000
PA
USD
358104.48000000
0.026215328277
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Rain Carbon GmbH
25490038N6JQH7QXUK52
Rain Carbon GmbH EUR Term Loan B
000000000
1025000.00000000
PA
977858.19000000
0.071584900192
Long
LON
CORP
DE
N
2
2025-01-16
Floating
3.00000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016268AA2
1000000.00000000
PA
USD
583419.00000000
0.042709660063
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.82000000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2019 Term Loan B1
03765VAJ9
1719507.80000000
PA
USD
1564752.10000000
0.114548943855
Long
LON
CORP
US
N
2
2026-09-23
Floating
4.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJAH1
1097454.92000000
PA
USD
1118758.28000000
0.081899605313
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
3.52000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
536000.00000000
PA
USD
159745.42000000
0.011694292755
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
Delos Finance Sarl
549300HX549YWOJQT076
Delos Finance Sarl 2018 Term Loan B
000000000
2292500.00000000
PA
USD
2047489.06000000
0.149888093697
Long
LON
CORP
LU
N
2
2023-10-06
Floating
3.20000000
N
N
N
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt Inc
563568AB0
414000.00000000
PA
USD
355520.43000000
0.026026160805
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
SkillSoft Corporation
213800Y2WBMGMF48QG13
SkillSoft Corporation 1st Lien Term Loan
000000000
8157539.94000000
PA
USD
5370377.74000000
0.393142848775
Long
LON
CORP
LU
N
2
2021-04-28
Floating
6.53000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12.74000000
-0.00000093264
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
100443.67000000
EUR
110884.79000000
USD
2020-04-30
-12.74000000
N
N
N
USI, Inc.
N/A
USI, Inc. 2017 Repriced Term Loan
90351NAE5
3168750.00000000
PA
USD
2891484.38000000
0.211673454154
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.99000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
532.32000000
0.000038968916
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
974893.70000000
USD
882476.36000000
EUR
2020-05-29
532.32000000
N
N
N
Flexera Software LLC
FHBIRN3K4PSRU4ZOQQ49
Flexera Software LLC 2018 1st Lien Term Loan
33937KAQ7
269561.38000000
PA
USD
245974.76000000
0.018006781376
Long
LON
CORP
US
N
2
2025-02-26
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PLC7
243456.64000000
PA
USD
258106.67000000
0.018894907666
Long
ABS-MBS
USGSE
US
N
2
2028-06-17
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BUXF0
2786313.42000000
PA
USD
68765.66000000
0.005034045793
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KMJ4
768980.92000000
PA
USD
817688.40000000
0.059859541088
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
7.50000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
790000.00000000
PA
USD
739143.75000000
0.054109616417
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
GESTAMP FUND LUX SA
529900Q1Z4A4N2WA7F68
Gestamp Funding Luxembourg SA
000000000
300000.00000000
PA
296790.23000000
0.021726768983
Long
DBT
CORP
LU
Y
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAD2
510000.00000000
PA
USD
389359.50000000
0.028503377311
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
Seattle Spinco, Inc.
213800AAQDP1DDU8BK05
Seattle Spinco, Inc. USD Term Loan B3
81271EAB7
3601921.63000000
PA
USD
3283753.09000000
0.240389802538
Long
LON
CORP
US
N
2
2024-06-21
Floating
3.49000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
1080000.00000000
PA
USD
1190429.94000000
0.087146387188
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
1040000.00000000
PA
USD
1001269.33000000
0.073298731643
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
Townsquare Media, Inc.
549300XBA8C68H0DR538
Townsquare Media, Inc. 2017 Term Loan B
89223EAD5
2275826.80000000
PA
USD
2028330.64000000
0.148485586056
Long
LON
CORP
US
N
2
2022-04-01
Floating
4.00000000
N
N
N
N
N
N
GBT III BV
549300UC8NY9TD9P6X22
GBT US LLC TERM LOAN
000000000
1469469.03000000
PA
USD
1285785.40000000
0.094126960810
Long
LON
CORP
US
N
2
2027-02-26
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137ASUX0
2933631.28000000
PA
USD
509433.58000000
0.037293497515
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
5.30000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
500000.00000000
PA
USD
169271.25000000
0.012391638849
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.13000000
N
N
N
N
N
N
Arbor Pharmaceuticals, Inc.
549300KF2BE7P33CQW43
Arbor Pharmaceuticals, Inc. Term Loan B
03879RAB8
1810777.57000000
PA
USD
1358083.18000000
0.099419578306
Long
LON
CORP
US
N
2
2023-07-05
Floating
6.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
3325000.00000000
PA
USD
3476935.88000000
0.254531905026
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAE8
1423000.00000000
PA
USD
1222890.63000000
0.089522698270
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
J2 CLOUD LLC/CLOUD INC
N/A
j2 Cloud Services LLC / j2 Cloud Co-Obligor Inc
466253AA9
1915000.00000000
PA
USD
1912596.68000000
0.140013187849
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PC78
667.28000000
PA
USD
694.17000000
0.000050817276
Long
ABS-MBS
USGSE
US
N
2
2022-12-25
Fixed
9.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
935000.00000000
PA
USD
874295.13000000
0.064003482570
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AX2H7
1632083.21000000
PA
USD
1634040.24000000
0.119621238219
Long
ABS-MBS
USGSE
US
N
2
2057-09-25
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
61691GAC4
1600000.00000000
PA
USD
1160032.00000000
0.084921081389
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.40000000
N
N
N
N
N
N
Ameriforge Group Inc.
N/A
Ameriforge Group Inc.
000000000
29751.00000000
NS
USD
552476.07000000
0.040444457830
Long
EC
CORP
US
N
3
N
N
N
Virgin Media SFA Finance Limited
N/A
Virgin Media SFA Finance Limited EUR Term Loan O
000000000
1300000.00000000
PA
1335556.04000000
0.097770460791
Long
LON
CORP
GB
N
2
2029-01-31
Floating
2.50000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAB9
605000.00000000
PA
USD
537690.73000000
0.039362085049
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
7.50000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAF9
4896000.00000000
PA
USD
4753844.65000000
0.348009044953
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.88000000
N
N
N
N
N
N
Flavors Holdings Inc.
549300E1TR6BMHGB2L22
Flavors Holdings Inc. 1st Lien Term Loan
33886FAD8
759750.00000000
PA
USD
729360.00000000
0.053393389080
Long
LON
CORP
US
N
2
2020-06-30
Floating
7.20000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
728000.00000000
PA
USD
686540.40000000
0.050258745608
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BA3
47000.00000000
PA
USD
51758.99000000
0.003789058752
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
Richmond UK Bidco Limited
213800T46ULFSS9OTP04
RICHMOND UK BIDCO LIMITED 2017 GBP TERM LOAN B
000000000
1000000.00000000
PA
1049574.70000000
0.076834965348
Long
LON
CORP
GB
N
2
2024-03-03
Floating
4.98000000
N
N
N
N
N
N
Cole Park CLO Limited
N/A
Cole Park CLO Ltd 2015-1
19329MAE5
2000000.00000000
PA
USD
1370004.00000000
0.100292251582
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
8.42000000
N
N
N
N
N
N
Pattern Energy Group Inc
549300YTEUCT3H1Y2T51
Pattern Energy Group Inc
70338PAC4
970000.00000000
PA
USD
971382.25000000
0.071110823763
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ANDJ3
4312393.98000000
PA
USD
349284.08000000
0.025569623756
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Floating
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615TV8
117122.81000000
PA
USD
124263.04000000
0.009096776410
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
12886.08000000
0.000943335915
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4071244.00000000
EUR
4507852.35000000
USD
2020-04-30
12886.08000000
N
N
N
Bluemountain CLO Ltd
549300EYIDIF4X8MHI21
BlueMountain CLO 2016-3 Ltd
09628XAE0
2000000.00000000
PA
USD
1213776.00000000
0.088855454405
Long
ABS-CBDO
CORP
KY
N
2
2030-11-15
Floating
7.64000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FEZD5
22162939.73000000
PA
USD
2729135.53000000
0.199788575199
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Variable
5.50000000
N
N
N
N
N
N
FRIGOGLASS FINANCE BV
213800PPSK7DU449EC41
Frigoglass Finance BV
000000000
100000.00000000
PA
79315.39000000
0.005806347315
Long
DBT
CORP
NL
Y
2
2025-02-12
Fixed
6.88000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
7659000.00000000
PA
USD
7476026.49000000
0.547288569648
Long
DBT
NUSS
UA
Y
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation Term Loan B9
13134MBQ5
918062.50000000
PA
USD
885930.31000000
0.064855245338
Long
LON
CORP
US
N
2
2026-04-05
Floating
3.24000000
N
N
N
N
N
N
AT Securities BV
894500FVP65TB5QVZL54
AT Securities BV
000000000
500000.00000000
PA
USD
456890.00000000
0.033447002217
Long
DBT
CORP
NL
Y
2
2023-07-21
Fixed
5.25000000
N
N
N
N
N
N
LKQ Italia Bondco SpA
815600EF740BA0904235
LKQ Italia Bondco SpA
000000000
200000.00000000
PA
219904.91000000
0.016098316908
Long
DBT
CORP
IT
Y
2
2024-04-01
Fixed
3.88000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAD0
2700000.00000000
PA
USD
2642064.75000000
0.193414488282
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Allsup's Convenience Stores Inc
N/A
Allsup's Convenience Stores Inc Term Loan
05604YAB0
641875.00000000
PA
USD
539175.00000000
0.039470742236
Long
LON
CORP
US
N
2
2024-11-18
Floating
7.18000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 EUR Repriced Term Loan B
36740UAN2
970125.00000000
PA
909457.75000000
0.066577590625
Long
LON
CORP
US
N
2
2024-04-01
Floating
3.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-14806.34000000
-0.00108391010
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
732523.00000000
EUR
793454.26000000
USD
2020-04-15
-14806.34000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAM2
375000.00000000
PA
USD
377335.88000000
0.027623178478
Long
DBT
CORP
XX
N
2
2022-09-15
Fixed
4.25000000
N
N
N
N
N
N
EIG Investors Corp
549300AWVC7LBOKRMB96
EIG Investors Corp
26854XAB5
3810000.00000000
PA
USD
3271818.45000000
0.239516117558
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
10.88000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDF6
650000.00000000
PA
USD
729913.51000000
0.053433909228
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Arterra Wines Canada, Inc.
N/A
Arterra Wines Canada, Inc. 2017 USD Term Loan B1
000000000
2882905.04000000
PA
USD
2450469.28000000
0.179388586840
Long
LON
CORP
CA
N
2
2023-12-15
Floating
3.80000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAD2
1045000.00000000
PA
USD
728550.49000000
0.053334128246
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
JSL EUROPE
54930068BSUST41D5C30
JSL Europe SA
46590PAB9
1000000.00000000
PA
USD
727545.00000000
0.053260520536
Long
DBT
CORP
LU
N
2
2024-07-26
Fixed
7.75000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954XAA5
3000000.00000000
PA
USD
1787361.00000000
0.130845208540
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
8.86000000
N
N
N
N
N
N
Ion Media Networks Inc
N/A
ION Media Networks Inc
46205A103
5187.00000000
NS
USD
1962397.71000000
0.143658912555
Long
EC
CORP
US
N
3
N
N
N
LSF9 Atlantis Holdings, LLC
N/A
LSF9 Atlantis Holdings, LLC 2017 Term Loan
50226BAD0
1078125.00000000
PA
USD
870585.94000000
0.063731948314
Long
LON
CORP
US
N
2
2023-05-01
Floating
7.00000000
N
N
N
N
N
N
Paragon Offshore PLC
5493009D85BF18WG1Z30
Paragon Offshore PLC
000000000
1011.00000000
NS
USD
19461.75000000
0.001424713159
Long
EC
CORP
GB
N
2
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAE4
340000.00000000
PA
USD
324798.23000000
0.023777117290
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
4.38000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3423000.00000000
PA
4009430.19000000
0.293513581944
Long
DBT
NUSS
RO
Y
2
2049-04-03
Fixed
4.63000000
N
N
N
N
N
N
PrestigeBidCo GmbH
529900CSF1DNOCHMI763
PrestigeBidCo GmbH
000000000
265000.00000000
PA
275272.07000000
0.020151514665
Long
DBT
CORP
DE
Y
2
2023-12-15
Fixed
6.25000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TenneT Holding BV
000000000
350000.00000000
PA
373800.13000000
0.027364341038
Long
DBT
CORP
NL
Y
2
2024-03-01
Fixed
3.00000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAB1
1821000.00000000
PA
USD
316020.89000000
0.023134565012
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.63000000
N
N
N
N
N
N
Da Vinci Purchaser Corp.
N/A
Da Vinci Purchaser Corp. 2019 Term Loan
23343FAB0
425000.00000000
PA
USD
396843.75000000
0.029051267889
Long
LON
CORP
US
N
2
2027-01-08
Floating
5.87000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3XJE89 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XJE89 / Short: BEV3XJE89 IRS EUR P F .31900 CCP LCH/BSV3XJE89
000000000
525000.00000000
OU
Notional Amount
-24857.96000000
-0.00181974707
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-21
0.00000000
EUR
0.00000000
EUR
525000.00000000
EUR
-24857.96000000
N
N
N
Etraveli Holding AB
N/A
Etraveli Holding AB 2019 EUR Term Loan
000000000
950000.00000000
PA
827726.01000000
0.060594352451
Long
LON
CORP
SE
N
2
2024-08-02
Floating
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGH2
6879768.46000000
PA
USD
7534444.82000000
0.551565130775
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ABAD5
4133276.88000000
PA
USD
732190.16000000
0.053600573234
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
5.20000000
N
N
N
N
N
N
Orano SA
969500161UMNDC85C891
Orano SA
000000000
200000.00000000
PA
227151.40000000
0.016628802073
Long
DBT
CORP
FR
N
2
2024-09-23
Fixed
4.88000000
N
N
N
N
N
N
Ditech Holding Corporation
Z4TM9IUZR644E7BFXU45
Ditech Holding Corporation 2013 Term Loan
93317CAL0
4057868.02000000
PA
USD
1596093.40000000
0.116843309086
Long
LON
CORP
US
N
2
2022-06-30
None
0.00000000
Y
N
N
N
N
N
SGS Cayman, L.P.
549300WBG08FJUD5JQ65
SGS Cayman, L.P. 2014 Term Loan B
86933BAL0
249813.56000000
PA
USD
186111.10000000
0.013624413697
Long
LON
CORP
US
N
2
2021-04-23
Floating
6.83000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
325000.00000000
PA
USD
301845.38000000
0.022096835330
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc. Term Loan B2
14880BAG6
841500.00000000
PA
USD
820462.50000000
0.060062621323
Long
LON
CORP
US
N
2
2026-05-18
Floating
3.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAS8
2000000.00000000
PA
USD
1624097.80000000
0.118893393853
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.15000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
520000.00000000
PA
USD
496275.00000000
0.036330213017
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.63000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
1312000.00000000
PA
USD
1289761.60000000
0.094418041749
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
617000.00000000
PA
USD
214407.50000000
0.015695874560
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
244000.00000000
PA
USD
214722.04000000
0.015718900715
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
354000.00000000
PA
USD
320591.25000000
0.023469141915
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
Univar Inc.
5493008FTB9VZW6CVA82
Univar Inc. 2017 USD Term Loan B3
91335PAE9
2088910.91000000
PA
USD
1958353.98000000
0.143362888028
Long
LON
CORP
US
N
2
2024-07-01
Floating
3.70000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-555.42000000
-0.00004065997
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
18105.68000000
USD
14121.00000000
GBP
2020-04-30
-555.42000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-58614.31000000
-0.00429090800
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
23976442.55000000
EUR
26384990.09000000
USD
2020-04-02
-58614.31000000
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
380000.00000000
PA
USD
375646.15000000
0.027499480426
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BWX82
8471893.07000000
PA
USD
8738739.91000000
0.639726527490
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
3.00000000
N
N
N
N
N
N
Pier 1 Imports (U.S.), Inc.
549300E5HXR394OL0M84
Pier 1 Imports (U.S.), Inc. Term Loan B
72027RAB4
637875.00000000
PA
USD
130764.38000000
0.009572712267
Long
LON
CORP
US
N
2
2021-04-30
None
0.00000000
Y
N
N
N
N
N
Murray Energy Corporation
549300WM5IIFYHZYTT63
MURRAY ENERGY CORPORATION DIP TERM LOAN
000000000
631110.76000000
PA
USD
625809.43000000
0.045812885799
Long
LON
CORP
US
N
2
2020-07-31
Floating
13.00000000
N
N
N
N
N
N
Ascena Retail Group, Inc.
549300315OFTD1VN3V49
Ascena Retail Group, Inc. 2015 Term Loan B
04349TAF5
3226180.38000000
PA
USD
1005493.96000000
0.073607999101
Long
LON
CORP
US
N
2
2022-08-21
Floating
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31290K2G3
1217.91000000
PA
USD
1242.54000000
0.000090961146
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
8.50000000
N
N
N
N
N
N
Regatta XIV Funding Ltd
N/A
Regatta XIV Funding Ltd
75888NAA6
1000000.00000000
PA
USD
576853.00000000
0.042228990719
Long
ABS-O
CORP
KY
N
2
2031-10-25
Floating
7.74000000
N
N
N
N
N
N
Arconic Rolled Products Corp
549300B4YFWH3U74B152
ARCONIC ROLLED PRODUTS CORPRTN TERM LOAN B
000000000
525000.00000000
PA
USD
480375.00000000
0.035166240648
Long
LON
CORP
US
N
2
2027-02-04
None
0.00000000
N
N
N
N
N
N
Coinamatic Canada Inc.
N/A
Coinamatic Canada Inc. Canadian 1st Lien Term Loan
93710HAG3
53231.47000000
PA
USD
45246.75000000
0.003312324952
Long
LON
CORP
US
N
2
2022-05-14
Floating
4.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AAWG6
2825375.12000000
PA
USD
2735471.54000000
0.200252407939
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV2P7FL6 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV2P7FL6 IRS USD P F 1.96469 CCP LCH
000000000
100000.00000000
OU
Notional Amount
USD
-682.57000000
-0.00004996808
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2020-11-17
57.03000000
USD
0.00000000
USD
100000.00000000
USD
-739.60000000
N
N
N
Fieldwood Energy LLC
549300KTQCELOBO6BF21
Fieldwood Energy LLC Exit 1st Lien TL
31659HAQ4
2770937.22000000
PA
USD
969828.03000000
0.070997045830
Long
LON
CORP
US
N
2
2022-04-11
Floating
7.03000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BGKT5
11913914.96000000
PA
USD
1036652.38000000
0.075888976454
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
3.50000000
N
N
N
N
N
N
Momentive Performance Materials Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials Inc. Term Loan B
60877JAB8
471437.50000000
PA
USD
388935.94000000
0.028472370258
Long
LON
CORP
US
N
2
2024-05-15
Floating
4.24000000
N
N
N
N
N
N
Playa Resorts Holding B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding B.V. 2017 Term Loan B
000000000
2655351.42000000
PA
USD
1889725.98000000
0.138338919746
Long
LON
CORP
NL
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358QF83
35031.71000000
PA
USD
37144.17000000
0.002719169026
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Fixed
7.00000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd
15034MAA7
1500000.00000000
PA
USD
876942.00000000
0.064197248830
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
9.13000000
N
N
N
N
N
N
Eircom Finco S.a.r.l.
6354009LHESIJBCL1Y98
Eircom Finco S.a.r.l. 2019 EUR Term Loan B
000000000
1785614.05000000
PA
1879747.14000000
0.137608410688
Long
LON
CORP
IE
N
2
2026-05-15
Floating
3.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
149.09000000
0.000010914254
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3284.90000000
USD
2763.00000000
GBP
2020-04-30
149.09000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92RFXHZ9 CDS USD R F 1.00000 / Short: S92RFXHZ9 CDS USD P V 00MEVENT
000000000
3725000.00000000
OU
Notional Amount
USD
-226930.72000000
-0.01661264701
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-349800.71000000
USD
3725000.00000000
USD
122869.99000000
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2018 Term Loan B
00709LAF4
1817879.98000000
PA
USD
1631547.28000000
0.119438739065
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.20000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300Y43K78UTRMTN21
Palmer Square CLO 2019-1 Ltd
69700WAA5
2000000.00000000
PA
USD
1272662.00000000
0.093166251692
Long
ABS-CBDO
CORP
KY
N
2
2032-11-14
Fixed
8.93000000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417MAA5
1575450.00000000
PA
USD
1503497.62000000
0.110064760072
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
3.86000000
N
N
N
N
N
N
Vertiv Group Corporation
549300ZT8RQ5VK10E643
Vertiv Group Corporation Term Loan B
92537EAB4
100000.00000000
PA
USD
91000.00000000
0.006661728647
Long
LON
CORP
US
N
2
2027-03-02
Floating
4.58000000
N
N
N
N
N
N
Kronos Incorporated
5493000E2HBSA8M27B95
Kronos Incorporated 2017 Term Loan B
50105JAM9
6833171.33000000
PA
USD
6329224.94000000
0.463336034059
Long
LON
CORP
US
N
2
2023-11-01
Floating
4.76000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
1990000.00000000
PA
USD
2093977.50000000
0.153291317571
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
9042838.48000000
PA
USD
4846961.43000000
0.354825734194
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.74000000
N
N
N
N
N
N
Galaxy CLO Ltd
5493000B2531UL3WQV87
Galaxy XIX CLO Ltd
36319RAS9
1600000.00000000
PA
USD
1018689.60000000
0.074573996607
Long
ABS-CBDO
CORP
KY
N
2
2030-07-24
Floating
8.80000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/VA
00130HBY0
445000.00000000
PA
USD
448573.35000000
0.032838175123
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCJ0
771000.00000000
PA
USD
756216.08000000
0.055359410152
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc. 2018 Term Loan B3
03852JAL5
932662.50000000
PA
USD
875148.00000000
0.064065917609
Long
LON
CORP
US
N
2
2025-03-11
Floating
2.74000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
1000000.00000000
PA
USD
810305.00000000
0.059319033315
Long
DBT
NUSS
CR
Y
2
2045-03-12
Fixed
7.16000000
N
N
N
N
N
N
MILLER HOMES GRP HLDS
213800RZPP7QB22XZM09
Miller Homes Group Holdings PLC
000000000
100000.00000000
PA
109901.68000000
0.008045441429
Long
DBT
CORP
GB
Y
2
2024-10-15
Fixed
5.50000000
N
N
N
N
N
N
Ziggo B.V.
213800TQASLF9JXH5J59
Ziggo B.V. 2019 EUR Term Loan H
000000000
3750000.00000000
PA
3838238.85000000
0.280981381352
Long
LON
CORP
NL
N
2
2029-01-31
Floating
3.00000000
N
N
N
N
N
N
MTS SYSTEMS CORP
549300E7ZL4ZDETLML64
MTS Systems Corp
553777AA1
360000.00000000
PA
USD
336975.30000000
0.024668549555
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
2914000.00000000
PA
USD
2444132.07000000
0.178924666253
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
10989.82000000
0.000804518667
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
170000.00000000
GBP
222274.08000000
USD
2020-04-30
10989.82000000
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
716000.00000000
PA
USD
669460.00000000
0.049008361102
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
670000.00000000
PA
USD
703131.50000000
0.051473310511
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
3005000.00000000
PA
USD
2729441.50000000
0.199810973981
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F4MF6
3900732.60000000
PA
USD
3973472.68000000
0.290881283324
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-11183.91000000
-0.00081872718
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
276544.51000000
USD
213510.00000000
GBP
2020-04-30
-11183.91000000
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
100000.00000000
PA
98880.45000000
0.007238623367
Long
DBT
CORP
LU
Y
2
2025-01-15
Fixed
2.25000000
N
N
N
N
N
N
EV CASH RESERVES FUND LLC
N/A
EV CASH RESERVES FUND LLC
000000000
24671567.04400000
NS
USD
24661698.43000000
1.805379592611
Long
STIV
US
N
2
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B7PR6
3473504.38000000
PA
USD
3472724.93000000
0.254223639023
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
3.00000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
230000.00000000
PA
228544.97000000
0.016730819493
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
3.38000000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
2300000.00000000
PA
2021319.05000000
0.147972296935
Long
DBT
CORP
LU
Y
2
2024-08-08
Fixed
3.00000000
N
N
N
N
N
N
Berry Petroleum Co LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
722000.00000000
PA
USD
294967.69000000
0.021593348467
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
Bass Pro Group, LLC
N/A
Bass Pro Group, LLC Term Loan B
07014QAK7
1511250.00000000
PA
USD
1284562.50000000
0.094037437426
Long
LON
CORP
US
N
2
2024-09-25
Floating
6.07000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
3456250.00000000
PA
USD
3260394.68000000
0.238679831230
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07000000
N
N
N
N
N
N
Garda World Security Corporation
N/A
Garda World Security Corporation 2019 1st Lien Term Loan B
000000000
858831.71000000
PA
USD
820184.28000000
0.060042254003
Long
LON
CORP
CA
N
2
2026-10-30
Floating
6.39000000
N
N
N
N
N
N
BANK OF AMERICA INTL NY UNITED STATES
B4TYDEB6GKMZO031MB27
RRP GNMA 17 137E CASH RRP REPO RRP GNMA 17 137E CASH RRP
000000000
-10540871.70000000
PA
USD
-10540871.70000000
-0.77165304366
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.05000000
2020-04-21
10540871.70000000
USD
10550094.42000000
USD
AMBS
N
N
N
Venator Materials Corporation
2221000BJZTBBAJL7429
Venator Materials Corporation Term Loan B
92260UAB1
414375.00000000
PA
USD
362578.13000000
0.026542825445
Long
LON
CORP
US
N
2
2024-08-08
Floating
3.99000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359FXM5
397838.67000000
PA
USD
426353.32000000
0.031211539844
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Fixed
6.40000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358U5G7
41513.22000000
PA
USD
44774.46000000
0.003277750580
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAG1
4100000.00000000
PA
USD
3376588.62000000
0.247185902645
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.11000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493001ND55H5MJDIQ39
Benefit Street Partners CLO XVII Ltd
08182AAA8
3000000.00000000
PA
USD
1737321.00000000
0.127181989842
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
8.43000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CJ3
285000.00000000
PA
USD
272878.95000000
0.019976324379
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.50000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319YAA3
1000000.00000000
PA
USD
577881.00000000
0.042304246291
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
7.74000000
N
N
N
N
N
N
Azul Investments LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAA6
1030000.00000000
PA
USD
575517.65000000
0.042131235342
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376UX53
179955.63000000
PA
USD
178809.01000000
0.013089858289
Long
ABS-MBS
USGA
US
N
2
2043-02-16
Fixed
2.50000000
N
N
N
N
N
N
Switch, Ltd.
N/A
Switch, Ltd. 2017 Term Loan B
87104NAG6
267437.50000000
PA
USD
247379.69000000
0.018109630414
Long
LON
CORP
US
N
2
2024-06-27
Floating
3.24000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
2000000.00000000
PA
USD
1585674.00000000
0.116080548477
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
4.36000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
172000.00000000
PA
147920.98000000
0.010828675055
Long
DBT
CORP
LU
Y
2
2027-06-30
Variable
5.00000000
N
N
Y
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
63193.68000000
0.004626144487
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1979336.67000000
USD
1851964.31000000
EUR
2020-04-02
63193.68000000
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAC3
1052000.00000000
PA
USD
550953.44000000
0.040332992469
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1830.09000000
0.000133973219
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
146631.90000000
USD
119453.00000000
GBP
2020-04-30
1830.09000000
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
1055000.00000000
PA
USD
1059694.75000000
0.077575811798
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
000000000
150000.00000000
PA
109249.91000000
0.007997728078
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING S.A.
N/A
ALTICE FRANCE HOLDING S.A.
000000000
1429000.00000000
PA
1576043.26000000
0.115375522361
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
44485HAA2
1870000.00000000
PA
USD
1825975.53000000
0.133672016460
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
7.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
475000.00000000
PA
USD
497294.27000000
0.036404829502
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
1900000.00000000
PA
USD
1776621.60000000
0.130059022071
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BF5
523000.00000000
PA
USD
249454.00000000
0.018261481956
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
2850000.00000000
PA
USD
2025671.70000000
0.148290936201
Long
DBT
NUSS
GH
Y
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
811000.00000000
PA
USD
783046.86000000
0.057323579116
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
304000.00000000
PA
USD
319960.00000000
0.023422930747
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
3915000.00000000
PA
USD
2899449.00000000
0.212256510607
Long
DBT
NUSS
UA
Y
2
2040-05-31
None
0.00000000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
140000.00000000
PA
144409.68000000
0.010571627497
Long
DBT
CORP
SE
Y
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A5SP2
3845775.21000000
PA
USD
245409.30000000
0.017965386419
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
3.50000000
N
N
N
N
N
N
Colorado Buyer Inc
N/A
Colorado Buyer Inc Term Loan B
19633FAD3
923875.00000000
PA
USD
627465.41000000
0.045934113155
Long
LON
CORP
US
N
2
2024-05-01
Floating
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHB4
105623.50000000
PA
USD
113207.43000000
0.008287441533
Long
ABS-MBS
USGSE
US
N
2
2022-12-25
Fixed
8.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BJ5
2052000.00000000
PA
USD
1853058.60000000
0.135654654518
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31394FAX3
947997.76000000
PA
USD
1777892.68000000
0.130152072511
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
20.41000000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
200000.00000000
PA
177379.31000000
0.012985195944
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
3.25000000
N
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd
75888QAA9
1800000.00000000
PA
USD
1063348.20000000
0.077843265562
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
8.90000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BSV3NGLL9 IRS EUR R F .52600 CCP LCH/BEV3NGLL9 / Short: BSV3NGLL9 IRS EUR P V 06MEURIB EUR006M+0BPS CCP LCH/BEV3NGLL9
000000000
950000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2024-08-22
0.00000000
EUR
0.00000000
EUR
950000.00000000
EUR
0.00000000
N
N
N
Ring Container Technologies Group, LLC
N/A
Ring Container Technologies Group, LLC 1st Lien Term Loan
76680YAB8
898675.66000000
PA
USD
786341.20000000
0.057564743942
Long
LON
CORP
US
N
2
2024-10-31
Floating
3.74000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A1B20
6662033.98000000
PA
USD
442428.34000000
0.032388324692
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
Paragon Offshore PLC
5493009D85BF18WG1Z30
Paragon Offshore PLC
000000000
2021.00000000
NS
USD
606.30000000
0.000044384682
Long
EC
CORP
GB
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-12059.34000000
-0.00088281374
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1001233.81000000
USD
895929.00000000
EUR
2020-04-30
-12059.34000000
N
N
N
GreenSky Holdings, LLC
549300MOPD0ZSYHGVQ20
GreenSky Holdings, LLC 2018 Term Loan B
39571LAD2
1519000.00000000
PA
USD
1253175.00000000
0.091739690086
Long
LON
CORP
US
N
2
2025-03-31
Floating
4.25000000
N
N
N
N
N
N
BANCO COMERC PORTUGUES
JU1U6S0DG9YLT7N8ZV32
Banco Comercial Portugues SA
000000000
500000.00000000
PA
422107.18000000
0.030900697728
Long
DBT
CORP
PT
Y
2
2027-12-07
Fixed
4.50000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
2220000.00000000
PA
USD
637639.50000000
0.046678915647
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
Alkermes, Inc.
549300YHRMYLL071E243
Alkermes, Inc. 2018 Term Loan B
01642UAG0
1115307.24000000
PA
USD
992623.44000000
0.072665802268
Long
LON
CORP
US
N
2
2023-03-27
Floating
2.87000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
9217000.00000000
PA
USD
8088194.01000000
0.592102788385
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18.29000000
0.000001338934
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
98646.00000000
EUR
108931.06000000
USD
2020-04-30
18.29000000
N
N
N
BioClinica Holding I, LP
549300D4PMVULHQ96536
BioClinica Holding I, LP 1st Lien Term Loan
09090EAC5
3924000.05000000
PA
USD
3256920.04000000
0.238425467397
Long
LON
CORP
US
N
2
2023-10-20
Floating
5.25000000
N
N
N
N
N
N
Badger Buyer Corp.
549300RK8L3MFML49K35
Badger Buyer Corp. 2018 Term Loan B
05651XAC2
390000.00000000
PA
USD
292500.00000000
0.021412699224
Long
LON
CORP
US
N
2
2024-09-30
Floating
4.50000000
N
N
N
N
N
N
Vue International Bidco p.l.c.
2138002KEV3Y56IJTC64
Vue International Bidco p.l.c. 2019 EUR Term Loan B
000000000
1080681.82000000
PA
881993.68000000
0.064567061153
Long
LON
CORP
GB
N
2
2026-07-03
Floating
4.25000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAA6
1671000.00000000
PA
USD
1588489.36000000
0.116286649184
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
1500000.00000000
PA
USD
1362578.78000000
0.099748682343
Long
DBT
CORP
AU
N
2
2034-09-12
Fixed
3.61000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
3265000.00000000
PA
USD
3383062.40000000
0.247659820949
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc. 2018 Term Loan B
98379EAE6
650000.00000000
PA
USD
610458.55000000
0.044689112205
Long
LON
CORP
US
N
2
2025-02-24
Floating
3.61000000
N
N
N
N
N
N
Minerals Technologies Inc.
549300D3I1QU67GP6403
Minerals Technologies Inc. 2017 Term Loan B
60315GAF5
1107211.55000000
PA
USD
1024170.68000000
0.074975243504
Long
LON
CORP
US
N
2
2024-02-14
Floating
3.77000000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AA4
1990000.00000000
PA
USD
1957652.55000000
0.143311539277
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.38000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAN8
3205000.00000000
PA
USD
2277350.57000000
0.166715291567
Long
ABS-O
CORP
US
N
2
2032-11-05
Variable
3.84000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
1845375.00000000
PA
USD
1670064.38000000
0.122258414543
Long
LON
CORP
US
N
2
2026-10-31
Floating
4.24000000
N
N
N
N
N
N
Plantronics Inc
5493006O3W5M472F6668
Plantronics Inc 2018 Term Loan B
72749DAC0
1304218.13000000
PA
USD
1017290.14000000
0.074471548005
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.46000000
N
N
N
N
N
N
Riverbed Technology Inc
XWT9B0BASIY6FJ5R7M02
Riverbed Technology Inc
74339KAA0
2199000.00000000
PA
USD
1407360.00000000
0.103026927795
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
8.88000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
7381500.00000000
PA
USD
6860181.56000000
0.502205143136
Long
LON
CORP
US
N
2
2027-03-15
Floating
3.24000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AEJ24
4449675.84000000
PA
USD
4370700.32000000
0.319960654191
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
1.25000000
N
N
N
N
N
N
GARRET LX I / BORROWING
N/A
Garrett LX I Sarl / Garrett Borrowing LLC
000000000
200000.00000000
PA
141093.92000000
0.010328894602
Long
DBT
CORP
XX
Y
2
2026-10-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358TLW7
87466.17000000
PA
USD
93931.49000000
0.006876330745
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
7.50000000
N
N
N
N
N
N
Solera, LLC
549300F7JH48O4IYRX29
Solera, LLC USD Term Loan B
83421MAB4
854961.84000000
PA
USD
801526.73000000
0.058676412955
Long
LON
CORP
US
N
2
2023-03-03
Floating
4.36000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2019 Term Loan
50217UAW7
199500.00000000
PA
USD
152284.93000000
0.011148141546
Long
LON
CORP
US
N
2
2026-07-24
Floating
5.74000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FCN91
9434558.43000000
PA
USD
850728.29000000
0.062278252975
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
3036000.00000000
PA
USD
2272878.63000000
0.166387919580
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3X1
22696.61000000
PA
USD
24535.56000000
0.001796145526
Long
ABS-MBS
USGSE
US
N
2
2024-09-20
Fixed
8.50000000
N
N
N
N
N
N
Element Materials Technology Group US Holdings Inc.
213800MZCFTKB2RNBJ45
Element Materials Technology Group US Holdings Inc. 2017 USD Term Loan B
000000000
415439.98000000
PA
USD
348969.58000000
0.025546600529
Long
LON
CORP
US
N
2
2024-06-28
Floating
4.95000000
N
N
N
N
N
N
GVC Holdings PLC
N/A
GVC HOLDINGS PLC 2019 EUR TERM LOAN B
000000000
1850000.00000000
PA
1764914.78000000
0.129202014839
Long
LON
CORP
IM
N
2
2024-03-29
Floating
2.50000000
N
N
N
N
N
N
AP MOLLER-MAERSK A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
00203QAE7
1000000.00000000
PA
USD
1023048.25000000
0.074893075107
Long
DBT
CORP
DK
N
2
2029-06-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B3C24
22067356.90000000
PA
USD
3772752.29000000
0.276187384728
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
5.05000000
N
N
N
N
N
N
CeramTec AcquiCo GmbH
3912006DWJ216KSA8A82
CeramTec AcquiCo GmbH EUR 2017 Term Loan B1
000000000
902519.57000000
PA
846435.41000000
0.061963989220
Long
LON
CORP
DE
N
2
2025-03-07
Floating
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MAE88
3012476.90000000
PA
USD
3441717.20000000
0.251953693053
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
7.00000000
N
N
N
N
N
N
Cushman & Wakefield U.S. Borrower, LLC
N/A
Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B
23340DAP7
5826250.00000000
PA
USD
5243625.00000000
0.383863811861
Long
LON
CORP
GB
N
2
2025-08-21
Floating
3.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3A1
3286.49000000
PA
USD
3438.11000000
0.000251689625
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
9.13000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAS0
1758000.00000000
PA
USD
1776546.90000000
0.130053553597
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. 2015 Term Loan
48853UAY6
420510.75000000
PA
USD
357434.14000000
0.026166255494
Long
LON
CORP
US
N
2
2022-07-31
Floating
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAA7
2000000.00000000
PA
USD
1916479.60000000
0.140297440150
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.40000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
756000.00000000
PA
USD
527310.00000000
0.038602155309
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/VA
00130HBZ7
595000.00000000
PA
USD
588008.75000000
0.043045656427
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
4.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
148000.00000000
PA
USD
92418.60000000
0.006765578408
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAF9
930000.00000000
PA
USD
842817.15000000
0.061699111568
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel Outdoor Holdings Inc
18453H106
74443.00000000
NS
USD
47643.52000000
0.003487782440
Long
EC
CORP
US
N
1
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
40000.00000000
NS
USD
560000.00000000
0.040995253215
Long
EP
CORP
BM
N
1
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
03524BAF3
860000.00000000
PA
USD
906825.69000000
0.066384908542
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.63000000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
450000.00000000
PA
466774.60000000
0.034170612359
Long
DBT
CORP
CZ
Y
2
2024-05-04
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
2637.75000000
0.000193098623
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3686943.00000000
GBP
4587177.97000000
USD
2020-05-29
2637.75000000
N
N
N
SENSATA TECH INC
N/A
Sensata Technologies Inc
81728UAA2
627000.00000000
PA
USD
569049.53000000
0.041657731383
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Virtus Investment Partners, Inc.
549300HWF93HB8BDM648
Virtus Investment Partners, Inc. Term Loan
92827RAJ7
571254.96000000
PA
USD
514843.53000000
0.037689537283
Long
LON
CORP
US
N
2
2024-06-01
Floating
3.27000000
N
N
N
N
N
N
Alphabet Holding Company, Inc.
5493000J3OND4HN47659
Alphabet Holding Company, Inc. 2017 1st Lien Term Loan
18913EAB3
3839966.43000000
PA
USD
3114212.77000000
0.227978466201
Long
LON
CORP
US
N
2
2024-09-26
Floating
4.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4J1
70045.93000000
PA
USD
75257.92000000
0.005509316940
Long
ABS-MBS
USGSE
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2019 Term Loan B4
65336RAW8
504328.17000000
PA
USD
476590.12000000
0.034889165445
Long
LON
CORP
US
N
2
2026-09-18
Floating
4.33000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AE5
41004.01000000
PA
USD
31109.74000000
0.002277413694
Long
DBT
CORP
CA
N
2
2021-12-15
Fixed
6.50000000
N
N
N
N
N
N
Realogy Group LLC
LF6PBYTYG3BDVEF4FI12
Realogy Group LLC 2018 Term Loan B
75605NAQ3
900605.84000000
PA
USD
779024.05000000
0.057029086054
Long
LON
CORP
US
N
2
2025-02-08
Floating
3.83000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJ48
89319.40000000
PA
USD
94976.92000000
0.006952862294
Long
ABS-MBS
USGSE
US
N
2
2026-11-17
Fixed
7.50000000
N
N
N
N
N
N
Tecomet Inc.
549300IXCNJ4GPQ18L22
Tecomet Inc. 2017 Repriced Term Loan
87876HAC4
1174480.60000000
PA
USD
1004180.91000000
0.073511876213
Long
LON
CORP
US
N
2
2024-05-01
Floating
5.50000000
N
N
N
N
N
N
ProQuest LLC
549300HEWVTWR2ZQ4F35
PROQUEST LLC 2019 TERM LOAN
74347CAL4
1596000.00000000
PA
USD
1508220.00000000
0.110410465722
Long
LON
CORP
US
N
2
2026-10-23
Floating
4.49000000
N
N
N
N
N
N
McDermott Technology Americas Inc
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc 2020 SP DIP Roll Up Term Loan
58004GAL2
499297.10000000
PA
USD
494304.13000000
0.036185933883
Long
LON
CORP
US
N
2
2020-10-22
Floating
10.65000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
4904000.00000000
PA
USD
5139637.20000000
0.376251300803
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PEB7
96770.75000000
PA
USD
98508.43000000
0.007211389342
Long
ABS-MBS
USGSE
US
N
2
2026-04-17
Fixed
7.50000000
N
N
N
N
N
N
DIOCLE SPA
98450058C8B4646FKE32
Diocle Spa
000000000
140000.00000000
PA
138046.61000000
0.010105813808
Long
DBT
CORP
IT
Y
2
2026-06-30
Floating
3.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3677.63000000
0.000269223880
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
306603.30000000
USD
281032.00000000
EUR
2020-04-30
3677.63000000
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
1951000.00000000
PA
USD
577578.92000000
0.042282132280
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
ITHACA ENERGY NORTH
213800BMMUN3AKWBIO91
Ithaca Energy North Sea PLC
46567TAA2
200000.00000000
PA
USD
95494.00000000
0.006990715554
Long
DBT
CORP
GB
N
2
2024-07-15
Fixed
9.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615TA4
266095.71000000
PA
USD
281986.81000000
0.020643072641
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.00000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
400000.00000000
PA
431894.09000000
0.031617156396
Long
DBT
CORP
IT
Y
2
2023-07-19
Fixed
2.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/VA
00130HBW4
309000.00000000
PA
USD
305128.23000000
0.022337159021
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.50000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. Term Loan B5
78488CAG5
2196694.59000000
PA
USD
1845223.46000000
0.135081076753
Long
LON
CORP
US
N
2
2024-03-31
Floating
3.99000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
371000.00000000
PA
USD
206109.05000000
0.015088379812
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AK0
880000.00000000
PA
USD
816173.60000000
0.059748648928
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
KKR GRP FIN CO VI LLC
549300TUJWGHJM3FSJ07
KKR Group Finance Co VI LLC
48252AAA9
1000000.00000000
PA
USD
1000243.38000000
0.073223626143
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.75000000
N
N
N
N
N
N
MDC Partners Inc
529900SR4J92B5C43M74
MDC Partners Inc
552697AQ7
131000.00000000
PA
USD
99232.50000000
0.007264395472
Long
DBT
CORP
CA
N
2
2024-05-01
Fixed
6.50000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
1275000.00000000
PA
USD
956427.70000000
0.070016063828
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
725000.00000000
PA
USD
680443.31000000
0.049812403200
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.88000000
N
N
N
N
N
N
Ineos Finance PLC
2138002D68XDR4LZCG32
Ineos Finance PLC 2017 EUR Term Loan B
000000000
1230852.04000000
PA
1255693.05000000
0.091924025974
Long
LON
CORP
US
N
2
2024-04-01
Floating
2.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-17861.45000000
-0.00130756190
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
778910.46000000
USD
689308.00000000
EUR
2020-04-30
-17861.45000000
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64131XAA3
1000000.00000000
PA
USD
650803.00000000
0.047642560318
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.57000000
N
N
N
N
N
N
Bracket Intermediate Holding Corp
54930011OZELK2VOFB56
Bracket Intermediate Holding Corp 2018 1st Lien Term Loan B
10378RAF0
935750.00000000
PA
USD
753278.75000000
0.055144380532
Long
LON
CORP
US
N
2
2025-09-05
Floating
6.16000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN20 XCBT 20200619
000000000
475.00000000
NC
USD
1424159.25000000
0.104256730487
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYM0 Comdty
2020-06-19
72690684.50000000
USD
1424159.25000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X2RV1 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X2RV1 / Short: BEV3X2RV1 IRS EUR P F .38320 CCP LCH/BSV3X2RV1
000000000
61000.00000000
OU
Notional Amount
-4141.34000000
-0.00030317014
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-13
0.00000000
EUR
0.00000000
EUR
61000.00000000
EUR
-4141.34000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RH59
3717454.30000000
PA
USD
4115425.07000000
0.301273022918
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AF3
1097000.00000000
PA
USD
1073667.36000000
0.078598688022
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
6.25000000
N
N
N
N
N
N
NATIONAL OILWELL VARCO I
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071AM3
1000000.00000000
PA
USD
751634.08000000
0.055023981133
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc. 2018 Term Loan B
24664GAD3
1385957.68000000
PA
USD
1027919.07000000
0.075249647428
Long
LON
CORP
US
N
2
2025-03-31
Floating
3.24000000
N
N
N
N
N
N
Ares CLO Ltd
N/A
Ares XXXVR CLO Ltd
00192TAA2
2000000.00000000
PA
USD
1257366.00000000
0.092046495633
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.53000000
N
N
N
N
N
N
CM Acquisition Co.
N/A
CM Acquisition Co. Takeback Term Loan
12567JAB4
265394.42000000
PA
USD
248475.53000000
0.018189852268
Long
LON
CORP
US
N
2
2023-07-26
Floating
11.45000000
N
N
N
N
N
N
Rohm Holding GmbH
529900TDB6090VCVJG31
Rohm Holding GmbH USD Term Loan B
000000000
349122.81000000
PA
USD
240894.74000000
0.017634894401
Long
LON
CORP
US
N
2
2026-07-31
Floating
6.78000000
N
N
N
N
N
N
CORE & MAIN HOLDING LP
N/A
Core & Main Holdings LP
21871MAA1
1191000.00000000
PA
USD
1100180.30000000
0.080539589252
Long
DBT
CORP
US
N
2
2024-09-15
Variable
8.63000000
N
N
Y
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
200000.00000000
PA
208447.99000000
0.015259603807
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382A5C5
6463566.57000000
PA
USD
6462807.42000000
0.473115047617
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
555000.00000000
PA
USD
344405.25000000
0.025212465058
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Blackstone CQP Holdco LP
N/A
Blackstone CQP Holdco LP Term Loan B
09259HAB7
1017312.50000000
PA
USD
829109.69000000
0.060695645866
Long
LON
CORP
US
N
2
2024-09-30
Floating
4.62000000
N
N
N
N
N
N
Longview Power LLC
549300U2KHA24XFUQ603
Longview Power LLC Term Loan B
54323MAS7
334250.00000000
PA
USD
71028.13000000
0.005199671740
Long
LON
CORP
US
N
2
2021-04-13
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B66P1
2262968.55000000
PA
USD
2621073.25000000
0.191877788535
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Fixed
4.00000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GBY4
975000.00000000
PA
USD
1028156.83000000
0.075267052841
Long
DBT
CORP
US
N
2
2026-12-18
Fixed
3.45000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
155494.21000000
0.011383079486
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2470000.00000000
GBP
3225330.20000000
USD
2020-04-30
155494.21000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31363WH81
147757.05000000
PA
USD
160609.15000000
0.011757522808
Long
ABS-MBS
USGSE
US
N
2
2024-12-15
Fixed
8.00000000
N
N
N
N
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc. 2017 Add on Term Loan
55278RAF6
1462033.44000000
PA
USD
1330450.43000000
0.097396700479
Long
LON
CORP
US
N
2
2024-05-17
Floating
3.24000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TMWV4
656850.12000000
PA
USD
762413.95000000
0.055813130241
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAL1
1675000.00000000
PA
USD
1305638.05000000
0.095580290120
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
4.43000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBH7
2000000.00000000
PA
USD
1587811.20000000
0.116237003932
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.68000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAS8
1408000.00000000
PA
USD
1336896.00000000
0.097868553647
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
Ferro Corporation
1YTO5R7OHOPE81ZNYD08
Ferro Corporation 2018 USD Term Loan B1
315409AP7
485100.00000000
PA
USD
422441.09000000
0.030925141880
Long
LON
CORP
US
N
2
2024-02-14
Floating
3.70000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
482000.00000000
PA
USD
457707.90000000
0.033506877248
Long
DBT
CORP
AU
N
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAA3
1296000.00000000
PA
USD
1143118.01000000
0.083682879062
Long
DBT
CORP
AU
N
2
2026-04-30
Fixed
5.75000000
N
N
N
N
N
N
Horizon Therapeutics USA Inc
N/A
Horizon Therapeutics USA Inc Term Loan B
44055UAC9
653925.21000000
PA
USD
619594.14000000
0.045357890464
Long
LON
CORP
US
N
2
2026-05-22
Floating
3.31000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
3111500.00000000
PA
USD
2652553.75000000
0.194182344016
Long
LON
CORP
CA
N
2
2025-03-28
Floating
4.45000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
Front Range BidCo Inc
98919VAB1
1067000.00000000
PA
USD
1019651.88000000
0.074644441093
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAC2
5763000.00000000
PA
USD
5059625.85000000
0.370394005172
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
1000000.00000000
PA
USD
1019025.00000000
0.074598549835
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68000000
N
N
N
N
N
N
Aruba Investments, Inc.
549300CH22U9L3I13F89
Aruba Investments, Inc. USD 2015 Term Loan B
04317MAE1
358964.55000000
PA
USD
335631.85000000
0.024570201210
Long
LON
CORP
US
N
2
2022-02-02
Floating
4.32000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAF0
1000000.00000000
PA
USD
1030860.80000000
0.075464999153
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Fixed
4.27000000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
4062800.00000000
PA
USD
3656520.00000000
0.267678505870
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5277.44000000
0.000386339266
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
750000.00000000
EUR
832452.00000000
USD
2020-04-02
5277.44000000
N
N
N
David's Bridal LLC
YEMD6E68QLMSL3ZMES44
David's Bridal LLC
000000000
40851.00000000
NS
USD
688339.35000000
0.050390439199
Long
EC
CORP
US
N
3
N
N
N
Carestream Dental Equipment, Inc
549300E3FODU7LS3DY31
Carestream Dental Equipment, Inc 2017 1st Lien Term Loan
14173MAC7
265140.30000000
PA
USD
218740.75000000
0.016013093633
Long
LON
CORP
US
N
2
2024-09-01
Floating
4.32000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
549300HP7ONDQODZJV16
Open Text Holdings Inc
683720AA4
883000.00000000
PA
USD
835207.63000000
0.061142050498
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.13000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
3200000.00000000
PA
USD
1890112.00000000
0.138367178652
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
WASH Multifamily Laundry Systems, LLC
N/A
WASH Multifamily Laundry Systems, LLC 2015 1st Lien Term Loan
93710HAC2
303955.29000000
PA
USD
258362.00000000
0.018913599305
Long
LON
CORP
US
N
2
2022-05-14
Floating
4.25000000
N
N
N
N
N
N
WireCo WorldGroup, Inc.
5493008NQ1Q5T2GZOJ37
WireCo WorldGroup, Inc. 2016 2nd Lien Term Loan
97654QAG2
1425000.00000000
PA
USD
1200562.50000000
0.087888149443
Long
LON
CORP
US
N
2
2024-09-30
Floating
10.07000000
N
N
N
N
N
N
Advanced Disposal Services Inc.
549300ML1GEF4BKIM713
Advanced Disposal Services Inc. Term Loan B3
00100UAG7
2314753.21000000
PA
USD
2303179.44000000
0.168606114899
Long
LON
CORP
US
N
2
2023-11-10
Floating
2.89000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc
045054AD5
1425000.00000000
PA
USD
1311000.00000000
0.095972816009
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.13000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
1690000.00000000
PA
USD
1096379.05000000
0.080261315669
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Citco Funding LLC
N/A
Citco Funding LLC 2017 Term Loan
17302JAC1
3955013.21000000
PA
USD
3841306.58000000
0.281205957009
Long
LON
CORP
US
N
2
2023-09-28
Floating
3.57000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
300000.00000000
PA
USD
82500.00000000
0.006039479268
Long
DBT
NUSS
EC
Y
2
2027-06-02
Fixed
9.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FQVA8
5062862.11000000
PA
USD
5066990.87000000
0.370933167421
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
3.50000000
N
N
N
N
N
N
SMURFIT KAPPA ACQUISITIO
6354002XN4LUSDRPTR29
Smurfit Kappa Acquisitions ULC
000000000
200000.00000000
PA
221233.90000000
0.016195606697
Long
DBT
CORP
IE
Y
2
2024-02-01
Fixed
2.38000000
N
N
N
N
N
N
Transocean Guardian Ltd
N/A
Transocean Guardian Ltd
893800AA0
885100.00000000
PA
USD
714691.70000000
0.052319584308
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Murphy Oil USA Inc
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AD0
560000.00000000
PA
USD
553471.80000000
0.040517351051
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
Carlyle C17 CLO
N/A
Cent CLO 17 Ltd
14308FAA4
1750000.00000000
PA
USD
1119907.25000000
0.081983716592
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
7.77000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629UAA3
1000000.00000000
PA
USD
627463.00000000
0.045933936729
Long
ABS-CBDO
CORP
KY
N
2
2030-07-30
Floating
7.72000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAA3
689000.00000000
PA
USD
128322.81000000
0.009393975159
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.38000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
2545000.00000000
PA
USD
1075453.38000000
0.078729435061
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.13000000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA Lux S.A. 2019 Term Loan B
46611VAU9
4727250.00000000
PA
USD
4463875.99000000
0.326781654522
Long
LON
CORP
LU
N
2
2026-05-01
Floating
3.07000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BBB74
4486802.39000000
PA
USD
4547854.31000000
0.332929355403
Long
ABS-MBS
USGSE
US
N
2
2049-04-15
Fixed
3.50000000
N
N
N
N
N
N
VICI Properties 1 LLC
549300XI4XP4JVS3XU20
VICI Properties 1 LLC Replacement Term Loan B
92565EAB9
2314772.73000000
PA
USD
2139236.57000000
0.156604544419
Long
LON
CORP
US
N
2
2024-12-20
Floating
2.67000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BSXZ1
7291729.71000000
PA
USD
7326618.08000000
0.536351006076
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Fixed
3.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AZ0
185000.00000000
PA
USD
176907.18000000
0.012950633285
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.50000000
N
N
N
N
N
N
CM Wind Down Topco Inc
549300OW8SUYVNKSAC51
CM Wind Down Topco Inc
231082603
4883.00000000
NS
USD
267344.25000000
0.019571152186
Long
EC
CORP
US
N
2
N
N
N
TI Group Automotive Systems, L.L.C.
549300VLRJU586QFQP25
TI Group Automotive Systems, L.L.C. 2015 USD Term Loan
87247EAQ2
1064771.93000000
PA
USD
974266.32000000
0.071321954442
Long
LON
CORP
US
N
2
2022-06-30
Floating
3.49000000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2017 2nd Lien Term Loan
50118YAB5
425000.00000000
PA
USD
359125.00000000
0.026290036269
Long
LON
CORP
US
N
2
2025-08-18
Floating
9.70000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
505000.00000000
PA
USD
488739.00000000
0.035778534038
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAJ5
1825000.00000000
PA
USD
1870625.00000000
0.136940617046
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AQX45
6900823.40000000
PA
USD
997434.32000000
0.073017986632
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Floating
5.40000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325TWD7
3256362.10000000
PA
USD
490674.67000000
0.035920236326
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
5.40000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAJ0
531000.00000000
PA
USD
543611.25000000
0.039795501508
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
2705000.00000000
PA
USD
2831999.75000000
0.207318833674
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJZ9
1685.52000000
PA
USD
1728.67000000
0.000126548686
Long
ABS-MBS
USGSE
US
N
2
2021-11-25
Fixed
9.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4970.97000000
-0.00036390388
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
95000.00000000
GBP
113099.65000000
USD
2020-04-30
-4970.97000000
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
786000.00000000
PA
USD
778572.30000000
0.056996015330
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
TMS INTL HOLDING CORP
N/A
Tms International Holding Corp
87261QAB9
543000.00000000
PA
USD
493448.54000000
0.036123299725
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
566000.00000000
PA
USD
486760.00000000
0.035633659741
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CGC4
1771427.58000000
PA
USD
2061140.31000000
0.150887444502
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
7.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
1042000.00000000
PA
USD
1039395.00000000
0.076089752171
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137ATNM0
1279119.64000000
PA
USD
1331947.28000000
0.097506278595
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Fixed
3.00000000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2019 Term Loan B
03759DAF5
4454032.21000000
PA
USD
3465793.81000000
0.253716240774
Long
LON
CORP
US
N
2
2024-08-01
Floating
6.50000000
N
N
N
N
N
N
Answers.com Corp
549300X4RCUNHIMQRV95
Answers.com Corp
03662X100
78756.00000000
NS
USD
145698.60000000
0.010665983928
Long
EC
CORP
US
N
3
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
100000.00000000
PA
88766.53000000
0.006498225668
Long
DBT
CORP
GB
Y
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
158.02000000
0.000011567981
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3133.04000000
USD
2648.00000000
GBP
2020-04-30
158.02000000
N
N
N
Dynacast International LLC
X7KHAIMGSSPZ1XIJIL51
Dynacast International LLC Term Loan B2
26779UAG2
1438321.72000000
PA
USD
970867.16000000
0.071073116183
Long
LON
CORP
US
N
2
2022-01-28
Floating
4.70000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
362000.00000000
PA
USD
349556.25000000
0.025589548181
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.88000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
1276000.00000000
PA
USD
1201928.20000000
0.087988126617
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AE6
935000.00000000
PA
USD
920156.84000000
0.067360826167
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
5.63000000
N
N
N
N
N
N
Verifone Systems, Inc.
N/A
Verifone Systems, Inc. 2018 1st Lien Term Loan
92346NAB5
1260427.15000000
PA
USD
836082.92000000
0.061206126811
Long
LON
CORP
US
N
2
2025-08-20
Floating
5.69000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAU7
66000.00000000
PA
USD
66000.00000000
0.004831583414
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398N4A9
1133224.74000000
PA
USD
39313.27000000
0.002877959747
Long
ABS-MBS
USGSE
US
N
2
2038-11-25
Floating
5.10000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1599000.00000000
PA
USD
1694940.00000000
0.124079454437
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS, INC. EUR TERM LOAN
98919XAC5
1000000.00000000
PA
995366.72000000
0.072866626301
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X57A2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3X57A2 IRS USD P F 1.57320 CCP LCH
000000000
720000.00000000
OU
Notional Amount
USD
-57907.48000000
-0.00423916393
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2030-02-14
0.00000000
USD
0.00000000
USD
720000.00000000
USD
-57907.48000000
N
N
N
Tronox Finance LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC Term Loan B
89705DAD4
3183139.80000000
PA
USD
2862174.26000000
0.209527783099
Long
LON
CORP
US
N
2
2024-09-23
Floating
4.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NLCU8 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NLCU8 IRS USD P F 1.71320 CCP LCH
000000000
128000.00000000
OU
Notional Amount
USD
-27386.75000000
-0.00200486919
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-08-27
0.00000000
USD
0.00000000
USD
128000.00000000
USD
-27386.75000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
1640000.00000000
PA
USD
1616425.00000000
0.118331700319
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JBH0
1000000.00000000
PA
USD
959663.57000000
0.070252948310
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXBB0
2347278.02000000
PA
USD
2301257.05000000
0.168465384783
Long
ABS-MBS
USGSE
US
N
2
2039-04-15
None
0.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3709.82000000
0.000271580375
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
137369.12000000
USD
127780.00000000
EUR
2020-04-30
3709.82000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
1500000.00000000
PA
USD
1573682.18000000
0.115202677588
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2018 Term Loan C
389376AY0
637232.14000000
PA
USD
614929.02000000
0.045016376579
Long
LON
CORP
US
N
2
2026-01-02
Floating
4.02000000
N
N
N
N
N
N
Prairie ECI Acquiror LP
549300EXIECHUG4F3335
PRAIRIE ECI ACQUIROR LP DELAYED DRAW TERM LOAN
73955HAC8
450000.00000000
PA
USD
236250.00000000
0.017294872450
Long
LON
CORP
US
N
2
2026-03-11
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BUPX0
6883202.04000000
PA
USD
359029.20000000
0.026283023153
Long
ABS-MBS
USGSE
US
N
2
2045-01-15
Fixed
3.50000000
N
N
N
N
N
N
SS&C Technologies Holdings Europe S.A.R.L.
549300KY09TR3J12JU49
SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4
78466DBE3
1177342.98000000
PA
USD
1121419.19000000
0.082094399383
Long
LON
CORP
LU
N
2
2025-04-16
Floating
2.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406C7A0
1635478.28000000
PA
USD
1776008.55000000
0.130014143250
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Floating
6.32000000
N
N
N
N
N
N
Agro Merchants NAI Holdings, LLC
254900CNYE1KUANE0T31
Agro Merchants NAI Holdings, LLC 2017 1st Lien Term Loan B
00856RAB1
17179.55000000
PA
USD
14430.82000000
0.001056419857
Long
LON
CORP
US
N
2
2024-12-06
Floating
5.20000000
N
N
N
N
N
N
CGG Holding US Inc
529900JBHEI5OYZ4YS46
CGG Holding US Inc
12532MAA1
200000.00000000
PA
USD
169200.00000000
0.012386422935
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.00000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674PAL7
2715000.00000000
PA
USD
1989986.40000000
0.145678564934
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
5.38000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
1530000.00000000
PA
USD
1512148.73000000
0.110698071581
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
Travel Leaders Group, LLC
549300ELYRGQJOXAK024
Travel Leaders Group, LLC 2018 Term Loan B
89416FAQ0
957937.50000000
PA
USD
735217.03000000
0.053822157702
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.96000000
N
N
N
N
N
N
Vibrant CLO Ltd
5493008IYL3HLPE46G85
Vibrant CLO XI Ltd
92558MAA2
575000.00000000
PA
USD
333155.58000000
0.024388923861
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Variable
8.59000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
100000.00000000
PA
118959.67000000
0.008708538918
Long
DBT
CORP
GB
Y
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology Incorporated 2018 Term Loan B
59501NAJ8
1566579.64000000
PA
USD
1485639.17000000
0.108757417787
Long
LON
CORP
US
N
2
2025-05-29
Floating
2.99000000
N
N
N
N
N
N
Blackhawk Network Holdings, Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan
09238FAK7
835125.00000000
PA
USD
690370.28000000
0.050539115073
Long
LON
CORP
US
N
2
2025-06-15
Floating
3.99000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
2670531.32000000
PA
USD
2577062.72000000
0.188655962069
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.99000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
500000.00000000
PA
USD
557211.42000000
0.040791112959
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385WS83
10170.42000000
PA
USD
10360.56000000
0.000758453179
Long
ABS-MBS
USGSE
US
N
2
2021-01-01
Fixed
10.50000000
N
N
N
N
N
N
Focus Financial Partners, LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2020 Term Loan
34416DAT5
3007293.56000000
PA
USD
2766710.08000000
0.202539250541
Long
LON
CORP
US
N
2
2024-07-03
Floating
2.99000000
N
N
N
N
N
N
ADVANCED DISPOSAL SRVCES
549300ML1GEF4BKIM713
Advanced Disposal Services Inc
00790XAA9
1405000.00000000
PA
USD
1434849.23000000
0.105039299124
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.63000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
2942195.85000000
PA
USD
2692109.20000000
0.197078032746
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.86000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
1850000.00000000
PA
USD
928228.25000000
0.067951700268
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
N/A
Suriname Government International Bond
000000000
2289000.00000000
PA
USD
1238509.23000000
0.090666070524
Long
DBT
NUSS
SR
Y
2
2026-10-26
Fixed
9.25000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
1332000.00000000
PA
USD
1148856.66000000
0.084102981580
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-26157.97000000
-0.00191491536
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
698635.45000000
USD
609736.00000000
EUR
2020-04-02
-26157.97000000
N
N
N
NH Hotel Group SA
959800LM1RW3PKJ4A296
NH Hotel Group SA
000000000
224801.56000000
PA
203523.65000000
0.014899113512
Long
DBT
CORP
ES
Y
2
2023-10-01
Fixed
3.75000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568QAB3
3900000.00000000
PA
USD
3862189.50000000
0.282734708069
Long
DBT
CORP
ID
Y
2
2042-10-24
Fixed
5.25000000
N
N
N
N
N
N
ViaSat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAL4
796000.00000000
PA
USD
790467.80000000
0.057866835035
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
103.75000000
0.000007595102
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8312.82000000
USD
6772.00000000
GBP
2020-04-30
103.75000000
N
N
N
GHX Ultimate Parent Corporation
549300DSS2JT4D8XDT30
GHX Ultimate Parent Corporation 2017 1st Lien Term Loan
36172KAC5
950643.32000000
PA
USD
888851.50000000
0.065069093416
Long
LON
CORP
US
N
2
2024-06-28
Floating
4.62000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAU5
1833000.00000000
PA
USD
1711563.75000000
0.125296409510
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
770000.00000000
PA
USD
785318.91000000
0.057489906375
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
CARLYLE FINANCE SUB LLC
N/A
Carlyle Finance Subsidiary LLC
14314DAA1
1000000.00000000
PA
USD
898295.93000000
0.065760480558
Long
DBT
CORP
US
N
2
2029-09-19
Fixed
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3UASZ6 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3UASZ6 IRS USD P F 2.05300 CCP LCH
000000000
1313000.00000000
OU
Notional Amount
USD
-401997.18000000
-0.02942852890
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-12-30
0.00000000
USD
0.00000000
USD
1313000.00000000
USD
-401997.18000000
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2018 Term Loan
90351JAD6
7791474.68000000
PA
USD
7355152.10000000
0.538439862103
Long
LON
CORP
US
N
2
2025-04-04
Floating
5.00000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2
26812CAF3
356752.24000000
PA
USD
281120.77000000
0.020579673482
Long
LON
CORP
US
N
2
2026-04-06
Floating
4.95000000
N
N
N
N
N
N
Eldorado Resorts LLC
5299000BKFWWVND5L441
Eldorado Resorts LLC 2017 Term Loan B
28470YAB3
480323.26000000
PA
USD
470716.79000000
0.034459203569
Long
LON
CORP
US
N
2
2024-04-17
Floating
3.25000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AH7
216000.00000000
PA
USD
202763.52000000
0.014843467580
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.63000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
1259000.00000000
PA
USD
1165445.55000000
0.085317384698
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
4338000.00000000
PA
USD
3536728.02000000
0.258909037025
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
Hexion Inc
N/A
Hexion Inc EUR Exit Term Loan
42829HAG8
1575000.00000000
PA
1380967.93000000
0.101094874951
Long
LON
CORP
US
N
2
2026-07-01
Floating
4.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BN8
2330000.00000000
PA
USD
2307329.10000000
0.168909894117
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.00000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440AK7
1665000.00000000
PA
USD
1659247.43000000
0.121466550964
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BFA35
97010.48000000
PA
USD
99533.89000000
0.007286458971
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Floating
6.16000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AD7
798000.00000000
PA
USD
629418.51000000
0.046077091421
Long
DBT
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
Iceland Bondco PLC
2138002DRBYIA8QXHO36
Iceland Bondco PLC
000000000
186828.61000000
PA
230044.19000000
0.016840571106
Long
DBT
CORP
GB
N
2
2020-07-15
Floating
4.98000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc
172441AZ0
2730000.00000000
PA
USD
2061068.10000000
0.150882158310
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.88000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1653000.00000000
PA
USD
1525727.27000000
0.111692099591
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
FIJI GOVT INTL BOND
N/A
Fiji Government International Bond
000000000
2443000.00000000
PA
USD
2452161.25000000
0.179512448873
Long
DBT
NUSS
FJ
Y
2
2020-10-02
Fixed
6.63000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
1004000.00000000
PA
USD
1027443.40000000
0.075214825620
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
600000.00000000
PA
525619.80000000
0.038478422850
Long
DBT
CORP
LU
Y
2
2025-11-01
Fixed
3.50000000
N
N
N
N
N
N
Consolidated Container Company LLC
549300FG8OPBIML5F686
Consolidated Container Company LLC 2017 1st Lien Term Loan
20902CAQ3
438775.29000000
PA
USD
412448.77000000
0.030193646008
Long
LON
CORP
US
N
2
2024-05-22
Floating
3.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
1347000.00000000
PA
USD
1502835.60000000
0.110016296363
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AB7
1410000.00000000
PA
USD
1330680.45000000
0.097413539279
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MZ88
636285.30000000
PA
USD
734665.25000000
0.053781764200
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.00000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAL2
795000.00000000
PA
USD
651397.72000000
0.047686097277
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.84000000
N
N
N
N
N
N
RAC Bond Co PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
250000.00000000
PA
250948.60000000
0.018370895359
Long
DBT
CORP
GB
Y
2
2022-11-06
Fixed
5.00000000
N
N
N
N
N
N
EIG Management Company, LLC
5493007EDFEL0IR8BD89
EIG Management Company, LLC 2018 Term Loan B
26858HAB6
269500.00000000
PA
USD
238507.50000000
0.017460134564
Long
LON
CORP
US
N
2
2025-02-22
Floating
4.74000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283GBN6
192.43000000
PA
USD
201.08000000
0.000014720224
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AFPA6
6255744.42000000
PA
USD
655681.46000000
0.047999691931
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.30000000
N
N
N
N
N
N
Lincoln Financing SARL
222100831I4WRVCLV609
Lincoln Financing SARL
000000000
145000.00000000
PA
133429.76000000
0.009767833567
Long
DBT
CORP
LU
Y
2
2024-04-01
Fixed
3.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-780.33000000
-0.00005712468
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
200000.00000000
EUR
220035.04000000
USD
2020-04-30
-780.33000000
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2019 Term Loan B
90351HAD0
1716375.00000000
PA
USD
1599089.95000000
0.117062673954
Long
LON
CORP
US
N
2
2026-09-13
Floating
3.07000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation 2019 Term Loan
62886VAP5
945250.00000000
PA
USD
864903.75000000
0.063315978996
Long
LON
CORP
US
N
2
2026-08-28
Floating
3.49000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A9E61
23357974.44000000
PA
USD
2769629.77000000
0.202752988811
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688CAA5
2000000.00000000
PA
USD
1250750.00000000
0.091562165998
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
7.69000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380WV97
2784573.53000000
PA
USD
2796841.66000000
0.204745057241
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Floating
4.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
268000.00000000
PA
USD
258030.40000000
0.018889324259
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
248.66000000
0.000018203356
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4619.58000000
USD
3917.00000000
GBP
2020-04-30
248.66000000
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
1213000.00000000
PA
USD
1052241.11000000
0.077030162050
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAC8
780000.00000000
PA
USD
771225.00000000
0.056458150287
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.38000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAG6
3000000.00000000
PA
USD
2337769.50000000
0.171138308235
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.36000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
250000.00000000
PA
234550.59000000
0.017170465765
Long
DBT
CORP
JP
Y
2
2025-09-19
Fixed
3.13000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan C
53226GAH4
58942.89000000
PA
USD
43765.10000000
0.003203859565
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4B8
132463.96000000
PA
USD
141731.48000000
0.010375567698
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3Q1QB6 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3Q1QB6 IRS USD P F 1.44000 CCP LCH
000000000
1146000.00000000
OU
Notional Amount
USD
-48430.44000000
-0.00354538955
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2024-09-26
0.00000000
USD
0.00000000
USD
1146000.00000000
USD
-48430.44000000
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
1614000.00000000
PA
USD
1503037.50000000
0.110031076615
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
526000.00000000
PA
USD
449273.53000000
0.032889432366
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
SurveyMonkey Inc.
549300ZHYZVBTZKNCN97
SurveyMonkey Inc. 2018 Term Loan B
86901UAD4
722333.35000000
PA
USD
595925.01000000
0.043625172647
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.37000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
120000.00000000
PA
127742.22000000
0.009351472598
Long
DBT
CORP
ES
Y
2
2025-02-15
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
312915LK5
114029.30000000
PA
USD
122701.80000000
0.008982484573
Long
ABS-MBS
USGSE
US
N
2
2023-04-15
Fixed
7.00000000
N
N
N
N
N
N
IAP Worldwide Services, Inc.
N/A
IAP Worldwide Services, Inc. Revolver
44928PAB7
172298.17000000
PA
USD
154172.40000000
0.011286315315
Long
LON
CORP
US
N
2
2021-07-19
Floating
7.00000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
995000.00000000
PA
USD
924791.34000000
0.067700098490
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
LSC Communications, Inc.
5493000O7BCKOMYMHF87
LSC Communications, Inc. 2017 Term Loan B
50219CAD7
843125.00000000
PA
USD
137710.14000000
0.010081182249
Long
LON
CORP
US
N
2
2022-09-30
None
0.00000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
550000.00000000
PA
591896.89000000
0.043330290862
Long
DBT
CORP
ES
Y
2
2025-05-01
Fixed
3.20000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
5493007TBMWZWGZIB256
Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B
000000000
5275812.50000000
PA
USD
4735041.72000000
0.346632561245
Long
LON
CORP
LU
N
2
2024-04-29
Floating
5.25000000
N
N
N
N
N
N
Clearwater Paper Corporation
549300HCVV19GXN4P292
Clearwater Paper Corporation Term Loan B
18538YAD0
349125.00000000
PA
USD
331668.75000000
0.024280079267
Long
LON
CORP
US
N
2
2026-07-26
Floating
4.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AWP50
10307757.82000000
PA
USD
353983.87000000
0.025913675687
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Fixed
3.00000000
N
N
N
N
N
N
Delachaux Group SA
969500XJHVZW0HF1ZQ71
Delachaux Group SA Eur Term Loan B
000000000
375000.00000000
PA
347413.31000000
0.025432672524
Long
LON
CORP
FR
N
2
2026-04-16
Floating
3.75000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
368000.00000000
PA
USD
260743.64000000
0.019087949189
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
3279000.00000000
PA
USD
2392686.30000000
0.175158537024
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
13431.00000000
0.000983227224
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
262486.00000000
GBP
339661.35000000
USD
2020-04-30
13431.00000000
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAA1
1045000.00000000
PA
USD
519098.53000000
0.038001028002
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.25000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2012-3 Ltd
14312GAC2
2000000.00000000
PA
USD
1259940.00000000
0.092234927386
Long
ABS-CBDO
CORP
KY
N
2
2032-01-14
Floating
8.34000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
820000.00000000
PA
USD
780029.10000000
0.057102661553
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
7516667.00000000
PA
USD
6363591.49000000
0.465851865165
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
2.75000000
N
N
N
N
N
N
Axel Springer SE
529900TJUCAM0UQXSF21
AXEL SPRINGER SE EUR TERM LOAN B
000000000
1000000.00000000
PA
940332.04000000
0.068837768011
Long
LON
CORP
DE
N
2
2026-12-18
Floating
5.00000000
N
N
N
N
N
N
AlixPartners, LLP
5493005G2MHUFTGARL57
AlixPartners, LLP EUR Term Loan
01642PAY2
1762224.88000000
PA
1749201.10000000
0.128051682177
Long
LON
CORP
US
N
2
2024-04-04
Floating
3.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358NTD4
8424.68000000
PA
USD
8929.35000000
0.000653680293
Long
ABS-MBS
USGSE
US
N
2
2022-06-25
Fixed
7.50000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
485000.00000000
PA
486420.11000000
0.035608777818
Long
DBT
CORP
JE
Y
2
2025-08-28
Fixed
4.88000000
N
N
N
N
N
N
DXP Enterprises, Inc.
N/A
DXP Enterprises, Inc. 2017 Term Loan B
23338DAM8
560625.00000000
PA
USD
507365.63000000
0.037142111561
Long
LON
CORP
US
N
2
2023-08-29
Floating
5.74000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAA2
1000000.00000000
PA
USD
765028.40000000
0.056004523169
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.23000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAM3
1706000.00000000
PA
USD
1759312.50000000
0.128791895397
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
88.98000000
0.000006513852
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3230.67000000
USD
2671.00000000
GBP
2020-04-30
88.98000000
N
N
N
Advisor Group, Inc.
N/A
Advisor Group, Inc. 2019 Term Loan B
00775KAB4
1145625.00000000
PA
USD
882131.25000000
0.064577132076
Long
LON
CORP
US
N
2
2026-07-31
Floating
5.99000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WBB2
2475000.00000000
PA
USD
1938454.65000000
0.141906141470
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.85000000
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II, Inc. 2018 1st Lien Term Loan
69346EAB3
2684122.29000000
PA
USD
1630604.29000000
0.119369706719
Long
LON
CORP
US
N
2
2025-03-31
Floating
4.50000000
N
N
N
N
N
N
Gardner Denver, Inc.
549300MJL50HVCB7RP74
Gardner Denver Inc 2020 USD Term Loan
365556AT6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-03-01
Floating
2.74000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
000000000
440000.00000000
PA
469730.90000000
0.034387030694
Long
DBT
US
N
2
2026-02-01
Fixed
2.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
11016.80000000
0.000806493760
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
175000.00000000
GBP
228515.30000000
USD
2020-04-30
11016.80000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3881.66000000
0.000284160061
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
140942.51000000
USD
116526.00000000
GBP
2020-04-30
3881.66000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358PRY5
41488.36000000
PA
USD
43464.88000000
0.003181881717
Long
ABS-MBS
USGSE
US
N
2
2022-08-25
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2581.34000000
0.000188969083
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
821000.00000000
EUR
909028.44000000
USD
2020-04-30
2581.34000000
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAA5
2240000.00000000
PA
USD
2361227.32000000
0.172855556933
Long
DBT
CORP
BM
N
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
780000.00000000
PA
USD
925587.90000000
0.067758411310
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
595000.00000000
PA
USD
614724.25000000
0.045001386225
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
236051.65000000
0.017280352078
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
24239895.00000000
EUR
26998758.65000000
USD
2020-04-30
236051.65000000
N
N
N
ACC CLAIMS HLDGS LLC MUTUAL FUND
N/A
ACC CLAIMS HLDGS LLC MUTUAL FUND
00084K104
2257600.00000000
NS
USD
0.00000000
0.000000
Long
EC
RF
US
N
3
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan G
89364MBS2
1374215.76000000
PA
USD
1268858.76000000
0.092887832430
Long
LON
CORP
US
N
2
2024-08-22
Floating
3.24000000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan
26658NAC3
1588437.50000000
PA
USD
1334287.50000000
0.097677596294
Long
LON
CORP
US
N
2
2024-07-19
Floating
4.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJK2
920254.27000000
PA
USD
1000283.26000000
0.073226545590
Long
ABS-MBS
USGSE
US
N
2
2026-06-17
Fixed
7.50000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
1000000.00000000
PA
USD
1010754.26000000
0.073993083620
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358RAL7
70991.55000000
PA
USD
74949.41000000
0.005486732216
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Fixed
7.00000000
N
N
N
N
N
N
GKN Holdings Ltd
213800WS7P9FYSAIJ240
GKN Holdings Ltd
000000000
120000.00000000
PA
143366.59000000
0.010495267249
Long
DBT
CORP
GB
Y
2
2032-05-12
Fixed
4.63000000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829LAF1
488000.00000000
PA
USD
418496.60000000
0.030636382297
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.88000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
200000.00000000
PA
USD
208780.00000000
0.015283908868
Long
DBT
CORP
DE
Y
2
2075-07-30
Fixed
6.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN20 XCBT 20200619
000000000
-24.00000000
NC
USD
-277783.80000000
-0.02033538789
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USM0 Comdty
2020-06-19
-4019716.20000000
USD
-277783.80000000
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
673000.00000000
PA
USD
696925.15000000
0.051018969636
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B0NY8
1247293.53000000
PA
USD
1235951.89000000
0.090478858379
Long
ABS-MBS
USGSE
US
N
2
2057-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KD57
46927.55000000
PA
USD
51510.73000000
0.003770884677
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
6.50000000
N
N
N
N
N
N
Garrett LX III S.a r.l.
549300YP11GTX4YFND06
Garrett LX III S.a r.l. 2018 USD Term Loan B
36641DAD2
295500.00000000
PA
USD
246742.50000000
0.018062984404
Long
LON
CORP
CH
N
2
2025-09-27
Floating
3.77000000
N
N
N
N
N
N
NEUBERGER BERMAN GRP/FIN
N/A
Neuberger Berman Group LLC / Neuberger Berman Finance Corp
64128XAE0
688000.00000000
PA
USD
630199.39000000
0.046134256373
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
4.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-18032.67000000
-0.00132009620
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
786377.42000000
USD
695916.00000000
EUR
2020-04-30
-18032.67000000
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2018 USD Term Loan
25213YAK1
924103.04000000
PA
USD
792418.36000000
0.058009627358
Long
LON
CORP
US
N
2
2024-07-24
Floating
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GWN0
6274819.60000000
PA
USD
6228072.82000000
0.455931111250
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
1.27000000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
STACR Trust 2018-DNA2
35563TAB7
7000000.00000000
PA
USD
5837582.80000000
0.427344973308
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Floating
3.10000000
N
N
N
N
N
N
Entercom Media Corp.
549300S5JUSXRHNCHD80
Entercom Media Corp. 2019 Term Loan
12506KAE9
1004875.35000000
PA
USD
904387.82000000
0.066206442296
Long
LON
CORP
US
N
2
2024-11-18
Floating
3.49000000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2017 Term Loan
68162RAC5
1197437.43000000
PA
USD
922026.82000000
0.067497719566
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.45000000
N
N
N
N
N
N
EWT Holdings III Corp.
5493007CXSSB57GCEB24
EWT Holdings III Corp. 2020 Term Loan
92938NAJ2
2012287.94000000
PA
USD
1851304.90000000
0.135526273490
Long
LON
CORP
US
N
2
2024-12-20
Floating
3.74000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
1665000.00000000
PA
USD
1061204.40000000
0.077686326948
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
1990000.00000000
PA
USD
1512729.48000000
0.110740585855
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-2 Ltd
13876WAG8
3350000.00000000
PA
USD
1925121.05000000
0.140930044491
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
7.83000000
N
N
N
N
N
N
Regatta IX Funding Ltd
254900JVS76S6N8G1I74
Regatta IX Funding Ltd
75887WAA7
450000.00000000
PA
USD
281665.80000000
0.020619572844
Long
ABS-O
CORP
KY
N
2
2030-04-17
Floating
7.84000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X2QW0 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X2QW0 / Short: BEV3X2QW0 IRS EUR P F .38670 CCP LCH/BSV3X2QW0
000000000
242000.00000000
OU
Notional Amount
-16702.31000000
-0.00122270612
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-13
0.00000000
EUR
0.00000000
EUR
242000.00000000
EUR
-16702.31000000
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2017 Term Loan B
02083JAC8
1194375.00000000
PA
USD
1082900.40000000
0.079274600187
Long
LON
CORP
US
N
2
2024-07-12
Floating
4.00000000
N
N
N
N
N
N
Regatta XIII Funding LLC
N/A
Regatta XIII Funding Ltd
75888GAA1
2000000.00000000
PA
USD
1134596.00000000
0.083059018423
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
7.78000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AX4R3
945857.20000000
PA
USD
939047.69000000
0.068743746130
Long
ABS-MBS
USGSE
US
N
2
2057-10-25
Fixed
3.00000000
N
N
N
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605HAA8
1305000.00000000
PA
USD
1263947.96000000
0.092528333341
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
312916LA5
199770.07000000
PA
USD
215908.11000000
0.015805727929
Long
ABS-MBS
USGSE
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
Evergood 4 ApS
5493004DVX7E2HIJTK34
Evergood 4 ApS 2018 EUR Term Loan B2 (Dotpay)
000000000
750000.00000000
PA
750660.91000000
0.054952739436
Long
LON
CORP
DK
N
2
2025-02-06
Floating
3.75000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
Select Medical Corp
816196AT6
1312000.00000000
PA
USD
1319222.56000000
0.096574755169
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92RHAZK0 CDS USD R F 1.00000 CCP ICE / Short: S92RHAZK0 CDS USD P V 00MEVENT CCP ICE
000000000
2400000.00000000
OU
Notional Amount
USD
-473755.20000000
-0.03468163283
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Turkey Government International Bond
Turkey Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-448605.99000000
USD
2400000.00000000
USD
-25149.21000000
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc. 2019 Term Loan B
85570DAD4
522375.00000000
PA
USD
467525.63000000
0.034225592118
Long
LON
CORP
US
N
2
2026-07-27
Floating
3.49000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
2352000.00000000
PA
USD
2346296.40000000
0.171762526851
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Tweddle Group Inc
549300VH0BJ6NTH0IO64
Tweddle Group Inc
000000000
5433.00000000
NS
USD
48245.04000000
0.003531817198
Long
EC
CORP
US
N
3
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
000000000
165000.00000000
PA
186285.83000000
0.013637204948
Long
DBT
CORP
XX
Y
2
2026-10-15
Fixed
3.63000000
N
N
N
N
N
N
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613AJ3
1175000.00000000
PA
USD
1177902.25000000
0.086229287503
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.25000000
N
N
N
N
N
N
Clipper Acquisitions Corp.
549300ZU8KO4V4SDYV11
Clipper Acquisitions Corp. 2017 Term Loan B
18883UAH0
1249500.00000000
PA
USD
1168282.50000000
0.085525065919
Long
LON
CORP
US
N
2
2024-12-27
Floating
3.13000000
N
N
N
N
N
N
CABOT FINANCIAL LUXEMBOU
222100HFIGXFXSXUFI06
Cabot Financial Luxembourg II SA
000000000
500000.00000000
PA
513537.54000000
0.037593931228
Long
DBT
CORP
LU
Y
2
2024-06-14
Floating
6.38000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
1280000.00000000
PA
USD
1254338.09000000
0.091824835031
Long
DBT
CORP
GB
N
2
2032-10-18
Fixed
4.13000000
N
N
N
N
N
N
Drax Finco PLC
5493000MW6H7G7JFNQ88
Drax Finco PLC
26151AAA7
806000.00000000
PA
USD
813056.53000000
0.059520461296
Long
DBT
CORP
GB
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
AEROVIAS DE MEXICO S.A.
549300TK6ZHQ3FJ26B03
Aerovias de Mexico SA de CV
008065AD6
925000.00000000
PA
USD
284437.50000000
0.020822477386
Long
DBT
CORP
MX
N
2
2025-02-05
Fixed
7.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAC9
1012000.00000000
PA
USD
914595.00000000
0.066953667168
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
FIRST MIDWEST BANCORP
7XRS7ORI584PF41IVU88
First Midwest Bancorp Inc/IL
320867AC8
1000000.00000000
PA
USD
1131899.06000000
0.082861586748
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.88000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
1592000.00000000
PA
USD
1652575.60000000
0.120978134249
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BM4
800000.00000000
PA
USD
829897.27000000
0.060753301297
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
Oz Management LP
HL5S0Q35D58KLZHEX572
Oz Management LP 1st Lien Term Loan
69247PAH5
50400.00000000
PA
USD
46620.00000000
0.003412854830
Long
LON
CORP
US
N
2
2023-04-10
Floating
5.56000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/VA
00130HBX2
1694000.00000000
PA
USD
1677991.70000000
0.122838740419
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.00000000
N
N
N
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
1530000.00000000
PA
USD
1503225.00000000
0.110044802705
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
543000.00000000
PA
USD
588674.45000000
0.043094389534
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Delachaux Group SA
969500XJHVZW0HF1ZQ71
Delachaux Group SA USD Term Loan B
000000000
475000.00000000
PA
USD
396625.00000000
0.029035254118
Long
LON
CORP
FR
N
2
2026-04-16
Floating
6.35000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. CAD Term Loan B
48853UAZ3
127875.46000000
PA
USD
108694.14000000
0.007957042486
Long
LON
CORP
US
N
2
2022-07-31
Floating
4.00000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
2563835.78000000
PA
USD
2127983.70000000
0.155780768964
Long
LON
CORP
US
N
2
2024-04-03
Floating
5.08000000
N
N
N
N
N
N
Verisure Midholding AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
200000.00000000
PA
194130.15000000
0.014211454742
Long
DBT
CORP
SE
Y
2
2023-12-01
Fixed
5.75000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAH5
1541000.00000000
PA
USD
1285194.00000000
0.094083666894
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
Samson Resouces II LLC
N/A
SAMSON RESOURCES II LLC CLASS A UNITS
000000000
45294.00000000
NS
USD
826615.50000000
0.060513056668
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BPUM9
3030227.31000000
PA
USD
3106823.88000000
0.227437556529
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Fixed
3.00000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AY6
1040000.00000000
PA
USD
866372.00000000
0.063423463426
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2S3
38790.78000000
PA
USD
42560.70000000
0.003115690488
Long
ABS-MBS
USGSE
US
N
2
2029-10-15
Fixed
8.28000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
500000.00000000
PA
USD
458204.33000000
0.033543218808
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371TB27
14200.41000000
PA
USD
14799.79000000
0.001083430604
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
1226000.00000000
PA
USD
1104074.30000000
0.080824652673
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X80N5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3X80N5 IRS USD P F 1.55950 CCP LCH
000000000
890000.00000000
OU
Notional Amount
USD
-70461.18000000
-0.00515816770
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2030-02-18
0.00000000
USD
0.00000000
USD
890000.00000000
USD
-70461.18000000
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
274000.00000000
PA
USD
256427.33000000
0.018771970222
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNFR6
3858217.75000000
PA
USD
3872017.82000000
0.283454198189
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
3.50000000
N
N
N
N
N
N
Adtalem Global Education Inc.
549300Z467EZLMODV621
Adtalem Global Education Inc. 2018 Term Loan B
00737RAC4
417562.50000000
PA
USD
375806.25000000
0.027511200676
Long
LON
CORP
US
N
2
2025-04-11
Floating
3.99000000
N
N
N
N
N
N
Messer Industries GmbH
529900HNC1EZT3TC1260
Messer Industries GmbH 2018 USD Term Loan
000000000
1608750.00000000
PA
USD
1445864.06000000
0.105845648669
Long
LON
CORP
US
N
2
2026-03-01
Floating
3.95000000
N
N
N
N
N
N
Radiology Partners Inc
549300SFTAG2177WUZ08
Radiology Partners Inc 2018 1st Lien Term Loan B
75041EAB8
596769.94000000
PA
USD
506259.63000000
0.037061145936
Long
LON
CORP
US
N
2
2025-07-09
Floating
5.99000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
581556.09000000
PA
USD
500138.24000000
0.036613024627
Long
LON
CORP
US
N
2
2024-09-27
Floating
3.74000000
N
N
N
N
N
N
Prometric Holdings, Inc.
54930034OH1XQT27TX40
Prometric Holdings, Inc. 1st Lien Term Loan
80358TAC0
318532.48000000
PA
USD
246862.67000000
0.018071781546
Long
LON
CORP
US
N
2
2025-01-29
Floating
4.00000000
N
N
N
N
N
N
Hexion Inc
54930030FZF8HYAEHM46
Hexion Inc USD Exit Term Loan
42829HAF0
771125.00000000
PA
USD
659311.88000000
0.048265459765
Long
LON
CORP
US
N
2
2026-07-01
Floating
5.41000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-18703.89000000
-0.00136923340
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
903000.00000000
EUR
978277.51000000
USD
2020-04-30
-18703.89000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359H6F6
290951.46000000
PA
USD
323193.48000000
0.023659640268
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
8.00000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
2245116.83000000
PA
USD
1751191.13000000
0.128197363934
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.95000000
N
N
N
N
N
N
Navicure, Inc.
549300BIRBTAWWHCSZ09
Navicure, Inc. 2019 Term Loan B
63939WAG8
1000000.00000000
PA
USD
945000.00000000
0.069179489801
Long
LON
CORP
US
N
2
2026-10-22
Floating
4.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HHS0
1923784.33000000
PA
USD
2169929.07000000
0.158851413722
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AB7
200000.00000000
PA
USD
187110.00000000
0.013697538980
Long
DBT
CORP
NL
N
2
2026-09-30
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PH57
93207.47000000
PA
USD
97482.92000000
0.007136316052
Long
ABS-MBS
USGSE
US
N
2
2027-06-17
Fixed
8.00000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
3076000.00000000
PA
USD
3231491.80000000
0.236563972508
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
GVC Holdings PLC
213800GNI3K45LQR8L28
GVC Holdings PLC 2020 USD Term Loan B3
000000000
1151500.00000000
PA
USD
957664.55000000
0.070106608433
Long
LON
CORP
IM
N
2
2024-03-29
Floating
3.31000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6058.94000000
-0.00044354960
N/A
DFE
US
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
413923.95000000
EUR
450661.77000000
USD
2020-04-15
-6058.94000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1720.22000000
-0.00012593009
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
209059.23000000
USD
187794.00000000
EUR
2020-04-30
-1720.22000000
N
N
N
Four Seasons Hotels Limited
5493009FUVX8LHYY2202
Four Seasons Hotels Limited New 1st Lien Term Loan
000000000
1064250.00000000
PA
USD
979110.00000000
0.071676539956
Long
LON
CORP
CA
N
2
2023-11-30
Floating
2.99000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
114000.00000000
PA
USD
113073.75000000
0.008277655380
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.88000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-32405.00000000
-0.00237223425
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2116203.99000000
EUR
2302599.24000000
USD
2020-04-15
-32405.00000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B6AT0
3371082.50000000
PA
USD
3377291.02000000
0.247237322406
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
3.50000000
N
N
N
N
N
N
SolarWinds Holdings, Inc.
549300GUYI8M0E3S0X29
SolarWinds Holdings, Inc. 2018 Term Loan B
83417UAH9
1173000.00000000
PA
USD
1094409.00000000
0.080117096564
Long
LON
CORP
US
N
2
2024-02-05
Floating
3.74000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TA8A5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TA8A5 IRS USD P F 1.81220 CCP LCH
000000000
90517.00000000
OU
Notional Amount
USD
-21973.11000000
-0.00160855930
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-12-06
0.00000000
USD
0.00000000
USD
90517.00000000
USD
-21973.11000000
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AA0
2400000.00000000
PA
USD
2493108.00000000
0.182509988845
Long
DBT
NUSS
PL
N
2
2021-04-21
Fixed
5.13000000
N
N
N
N
N
N
Numericable Group SA
5493001ZMCICV4N02J21
Numericable Group SA USD Term Loan B11
67053NAK0
2090875.00000000
PA
USD
1925346.70000000
0.140946563382
Long
LON
CORP
FR
N
2
2025-07-31
Floating
3.74000000
N
N
N
N
N
N
Digicel Ltd
N/A
Digicel Ltd
25380QAG4
1942000.00000000
PA
USD
1123835.40000000
0.082271279992
Long
DBT
CORP
BM
N
2
2021-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5A9
34667.24000000
PA
USD
38409.73000000
0.002811815370
Long
ABS-MBS
USGSE
US
N
2
2027-08-15
Fixed
8.00000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
549300ITPIHLG0LHEC09
Hilcorp Energy I LP / Hilcorp Finance Co
431318AQ7
113000.00000000
PA
USD
52968.19000000
0.003877579216
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 1st Lien Term Loan
81753HAB7
11161239.72000000
PA
USD
4594714.07000000
0.336359762058
Long
LON
CORP
US
N
2
2023-11-08
Floating
4.50000000
N
N
N
N
N
N
LSF10 WOLVERINE INVEST
222100GZXIAZBMS7YB76
LSF10 Wolverine Investments SCA
000000000
150943.40000000
PA
156094.64000000
0.011427034450
Long
DBT
CORP
LU
Y
2
2024-03-15
Floating
4.63000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAD8
1000000.00000000
PA
USD
1006035.84000000
0.073647667865
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6166.96000000
0.000451457297
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
552134.89000000
USD
505673.00000000
EUR
2020-04-30
6166.96000000
N
N
N
Travis Perkins PLC
2138001I27OUBAF22K83
Travis Perkins PLC
000000000
175000.00000000
PA
186175.30000000
0.013629113510
Long
DBT
CORP
GB
Y
2
2023-09-07
Fixed
4.50000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AF7
2221000.00000000
PA
USD
2187696.11000000
0.160152064264
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3459.08000000
-0.00025322475
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
167000.00000000
EUR
180921.75000000
USD
2020-04-30
-3459.08000000
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd
64131CAF8
1500000.00000000
PA
USD
947131.50000000
0.069335527983
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
7.90000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
779000.00000000
PA
USD
779484.54000000
0.057062796597
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6516.45000000
0.000477041996
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
196907.15000000
USD
184247.68000000
EUR
2020-04-30
6516.45000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2336.47000000
0.000171043177
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
77624.09000000
USD
72423.00000000
EUR
2020-04-30
2336.47000000
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MAC5
1500000.00000000
PA
USD
1063227.45000000
0.077834425961
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Fixed
2.94000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 1st Lien Term Loan
04629UAB2
775000.00000000
PA
USD
658750.00000000
0.048224326885
Long
LON
CORP
US
N
2
2027-03-01
Floating
6.50000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
150000.00000000
PA
124655.21000000
0.009125485533
Long
DBT
CORP
FR
Y
2
2026-02-15
Fixed
4.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-39742.60000000
-0.00290938919
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3004176.53000000
USD
2687855.21000000
EUR
2020-04-02
-39742.60000000
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
1121000.00000000
PA
USD
1064240.97000000
0.077908621513
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BJ6V0
1796053.34000000
PA
USD
1686204.56000000
0.123439969482
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TRSR9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TRSR9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH
000000000
3160000.00000000
OU
Notional Amount
USD
-241308.75000000
-0.01766520233
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2026-12-16
0.00000000
USD
0.00000000
USD
3160000.00000000
USD
-241308.75000000
N
N
N
Gentiva Health Services, Inc.
549300STP29LPEN7S547
Gentiva Health Services, Inc. 2020 Term Loan
37249UAU0
2521333.30000000
PA
USD
2382659.97000000
0.174424551422
Long
LON
CORP
US
N
2
2025-07-02
Floating
4.25000000
N
N
N
N
N
N
Financiere CEP SAS
9695005IGWHETETB8U84
Financiere CEP SAS EUR 2017 Term Loan B
000000000
550000.00000000
PA
516110.77000000
0.037782306613
Long
LON
CORP
FR
N
2
2025-01-16
Floating
4.00000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2016 Term Loan B
90351HAB4
857188.30000000
PA
USD
808614.01000000
0.059195243024
Long
LON
CORP
US
N
2
2023-06-27
Floating
2.82000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AVFM6
606921.67000000
PA
USD
605875.88000000
0.044353634138
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Floating
2.58000000
N
N
N
N
N
N
Nidda Healthcare Holding AG
549300Q89C4WAO6L0L19
Nidda Healthcare Holding AG 2020 EUR Term Loan F
000000000
1000000.00000000
PA
988013.69000000
0.072328341789
Long
LON
CORP
DE
N
2
2026-08-21
None
0.00000000
N
N
N
N
N
N
Citgo Petroleum Corporation
YX52P86PXMLYDOTUQ225
Citgo Petroleum Corporation New Term Loan B
17302UAJ1
1709416.10000000
PA
USD
1581209.89000000
0.115753749691
Long
LON
CORP
US
N
2
2021-07-29
Floating
5.50000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1256.23000000
0.000091963333
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
208219.00000000
EUR
231146.01000000
USD
2020-04-30
1256.23000000
N
N
N
Medical Solutions L.L.C.
549300JH2XHZ7TIKYR39
Medical Solutions L.L.C. 2017 Term Loan
58462QAC5
1228986.68000000
PA
USD
1093798.15000000
0.080072378796
Long
LON
CORP
US
N
2
2024-06-14
Floating
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AUJD2
87405.45000000
PA
USD
22101.59000000
0.001617964783
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Floating
5.45000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359UNJ0
172604.92000000
PA
USD
195521.04000000
0.014313275970
Long
ABS-MBS
USGSE
US
N
2
2028-07-20
Fixed
6.50000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
8896000.00000000
PA
USD
7539360.00000000
0.551924950505
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
982000.00000000
PA
USD
933710.15000000
0.068353007194
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 USD Term Loan B
45673YAB2
5750000.00000000
PA
USD
5088750.00000000
0.372526062143
Long
LON
CORP
US
N
2
2027-02-25
Floating
4.24000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AFEL4
2783707.17000000
PA
USD
2738225.01000000
0.200453977939
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
1.95000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
200000.00000000
PA
160416.72000000
0.011743435815
Long
DBT
CORP
SE
Y
2
2026-07-15
Fixed
3.50000000
N
N
N
N
N
N
Sunrise Oil & Gas Properties, LLC
N/A
Sunrise Oil & Gas Properties, LLC Second Out Term Loan
86771DAC1
106923.11000000
PA
USD
90350.03000000
0.006614147067
Long
LON
CORP
US
N
2
2023-01-17
Floating
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YUU6
4851110.27000000
PA
USD
4853771.10000000
0.355324241597
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
500000.00000000
PA
USD
498288.97000000
0.036477647320
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.38000000
N
N
N
N
N
N
Vero Parent, Inc.
N/A
Vero Parent, Inc. 2018 Term Loan B
92484PAF3
2590706.25000000
PA
USD
2085518.53000000
0.152672071826
Long
LON
CORP
US
N
2
2024-08-16
Floating
7.86000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
2440000.00000000
PA
USD
2528450.00000000
0.185097228558
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Andromeda Investissements
N/A
Andromeda Investissements 2019 EUR Term Loan B3
000000000
1250000.00000000
PA
1268334.32000000
0.092849440375
Long
LON
CORP
FR
N
2
2026-06-12
Floating
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-394.30000000
-0.00002886505
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
330000.00000000
EUR
363951.06000000
USD
2020-04-30
-394.30000000
N
N
N
FrontDoor Inc
5493008RB0JZJI3QGZ06
FrontDoor Inc 2018 Term Loan B
00130FAC3
467875.00000000
PA
USD
451499.38000000
0.033052377517
Long
LON
CORP
US
N
2
2025-08-16
Floating
3.50000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
502000.00000000
PA
USD
486663.90000000
0.035626624663
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
715.03000000
0.000052344349
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
115000.00000000
EUR
127683.87000000
USD
2020-04-30
715.03000000
N
N
N
GARDA WORLD SECURITY COR
N/A
Garda World Security Corp
36257BAA7
3375000.00000000
PA
USD
3035643.75000000
0.222226757505
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KH92
734220.76000000
PA
USD
829966.45000000
0.060758365675
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AXRJ4
3241047.10000000
PA
USD
495570.52000000
0.036278640988
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Floating
5.55000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-39815.15000000
-0.00291470027
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2155199.11000000
EUR
2338216.03000000
USD
2020-04-15
-39815.15000000
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NAJ5
5276000.00000000
PA
USD
4510722.53000000
0.330211093396
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.55000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ABV42
4406154.00000000
PA
USD
4395307.81000000
0.321762065412
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Fixed
1.50000000
N
N
N
N
N
N
Sound Inpatient Physicians
N/A
Sound Inpatient Physicians 2018 1st Lien Term Loan
46322EAB9
491250.00000000
PA
USD
439668.75000000
0.032186306673
Long
LON
CORP
US
N
2
2025-06-27
Floating
3.74000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2018 Incremental Term Loan
64072UAH5
1064250.00000000
PA
USD
1029661.88000000
0.075377231244
Long
LON
CORP
US
N
2
2026-01-15
Floating
2.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4C6
45151.85000000
PA
USD
48742.17000000
0.003568210002
Long
ABS-MBS
USGSE
US
N
2
2026-03-20
Fixed
7.50000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC TERM LOAN B
000000000
1850000.00000000
PA
USD
1774843.75000000
0.129928873123
Long
LON
CORP
US
N
2
2027-02-04
None
0.00000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
2646000.00000000
PA
USD
2164803.73000000
0.158476209059
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 2nd Lien Term Loan
75972JAE4
200000.00000000
PA
USD
158000.00000000
0.011566517871
Long
LON
CORP
US
N
2
2026-05-29
Floating
7.99000000
N
N
N
N
N
N
Franklin Square Holdings, L.P.
N/A
Franklin Square Holdings, L.P. 2018 Term Loan B
30259HAE7
541749.62000000
PA
USD
501118.40000000
0.036684778033
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.25000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
1278000.00000000
PA
USD
1304262.90000000
0.095479621151
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Infoblox Inc.
N/A
Infoblox Inc. 2018 1st Lien Term Loan
45673MAF9
999224.33000000
PA
USD
889309.65000000
0.065102632658
Long
LON
CORP
US
N
2
2023-11-07
Floating
5.49000000
N
N
N
N
N
N
Match Group Inc.
549300BIJKT86CPCKK96
Match Group Inc. 2020 Term Loan B
57665VAF4
675000.00000000
PA
USD
631125.00000000
0.046202016402
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.46000000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
3725000.00000000
PA
USD
2113825.75000000
0.154744324776
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.63000000
N
N
N
N
N
N
Jacobs Douwe Egberts International B.V.
724500LEDYB2X5NCX785
Jacobs Douwe Egberts International B.V. 2018 EUR Term Loan B
67180FAK3
2221384.78000000
PA
2364215.23000000
0.173074289303
Long
LON
CORP
NL
N
2
2025-11-01
Floating
2.25000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC Term Loan B
00687MAB7
719562.50000000
PA
USD
639511.17000000
0.046815932764
Long
LON
CORP
US
N
2
2024-05-06
Floating
5.74000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2018 EUR Term Loan B
05988HAC1
296250.00000000
PA
285483.79000000
0.020899071892
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.75000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING S.A.
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING S.A. 03/27 8
000000000
140000.00000000
PA
173359.97000000
0.012690956906
Long
DBT
CORP
LU
N
2
2027-03-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401CYF4
574839.43000000
PA
USD
650326.45000000
0.047607674090
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Minimax Viking GmbH
549300Z5C6IXF1KV0Z78
Minimax Viking GmbH 2018 EUR Term Loan B2C
000000000
975029.01000000
PA
958862.06000000
0.070194273122
Long
LON
CORP
DE
N
2
2025-07-31
Floating
3.00000000
N
N
N
N
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp. 2018 Term Loan B
02208HAB4
706865.70000000
PA
USD
648549.28000000
0.047477574922
Long
LON
CORP
US
N
2
2025-10-01
Floating
2.99000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A8XT2
4411230.99000000
PA
USD
291600.90000000
0.021346879881
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Floating
5.70000000
N
N
N
N
N
N
ADLER Real Estate AG
529900Y6QFNN3D363B76
ADLER Real Estate AG
000000000
300000.00000000
PA
301293.04000000
0.022056400833
Long
DBT
CORP
DE
Y
2
2023-04-27
Fixed
1.88000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AD7
1240000.00000000
PA
USD
967138.00000000
0.070800120007
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FKTS5
7707058.20000000
PA
USD
7822104.16000000
0.572623465566
Long
ABS-MBS
USGSE
US
N
2
2043-10-15
Fixed
4.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
1590000.00000000
PA
USD
1490577.30000000
0.109118917590
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
1005000.00000000
PA
USD
893193.75000000
0.065386971342
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3CMES1 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3CMES1 IRS USD P F 2.87500 CCP LCH
000000000
1280000.00000000
OU
Notional Amount
USD
-650509.06000000
-0.04762104220
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-01-31
647.43000000
USD
0.00000000
USD
1280000.00000000
USD
-651156.49000000
N
N
N
Claros Mortgage Trust, Inc.
N/A
Claros Mortgage Trust, Inc. Term Loan B
18269PAB8
798000.00000000
PA
USD
642390.00000000
0.047026679844
Long
LON
CORP
US
N
2
2026-08-09
Floating
4.26000000
N
N
N
N
N
N
SPEEDWAY MOT/SPEEDWAY FD
N/A
Speedway Motorsports LLC / Speedway Funding II Inc
84779MAA2
871000.00000000
PA
USD
790432.50000000
0.057864250870
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FKME3
4020116.38000000
PA
USD
4057741.86000000
0.297050276846
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Fixed
4.50000000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. Term Loan B
88145LAB0
1870312.50000000
PA
USD
1621327.15000000
0.118690566177
Long
LON
CORP
US
N
2
2026-12-17
Floating
5.70000000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
1731000.00000000
PA
USD
1579589.43000000
0.115635122606
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4UL0
3000000.00000000
PA
USD
3378780.00000000
0.247346324391
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
5.82000000
N
N
N
N
N
N
Ares CLO Ltd
N/A
ARES LII CLO Ltd
04009FAA7
1000000.00000000
PA
USD
628162.00000000
0.045985107589
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Variable
8.35000000
N
N
N
N
N
N
Ensemble RCM, LLC
N/A
Ensemble RCM, LLC Term Loan
29359BAB7
522375.00000000
PA
USD
486679.55000000
0.035627770334
Long
LON
CORP
US
N
2
2026-08-03
Floating
5.51000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
1754000.00000000
PA
USD
1593947.50000000
0.116686216740
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Almonde, Inc.
549300ZB2RO6QC7YTK71
Almonde, Inc. USD 1st Lien Term Loan
02034DAC1
2778139.08000000
PA
USD
2416981.00000000
0.176937050200
Long
LON
CORP
US
N
2
2024-06-13
Floating
5.28000000
N
N
N
N
N
N
Elsan SAS
969500KPGB0PD8HGDD09
Elsan SAS EUR Term Loan B3
000000000
1500000.00000000
PA
1488914.21000000
0.108997169741
Long
LON
CORP
FR
N
2
2024-10-31
Floating
3.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PAN0
2974000.00000000
PA
USD
2451767.68000000
0.179483637262
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
3.95000000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc. 2017 Term Loan B
03234TAR9
4343836.04000000
PA
USD
4066916.49000000
0.297721913060
Long
LON
CORP
US
N
2
2024-01-25
Floating
3.77000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
808000.00000000
PA
USD
756075.90000000
0.055349148161
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
ClubCorp Holdings, Inc.
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc. 2017 Term Loan B
18948TAB9
1950000.00000000
PA
USD
1252875.00000000
0.091717728343
Long
LON
CORP
US
N
2
2024-09-18
Floating
4.20000000
N
N
N
N
N
N
Oxbow Carbon LLC
IH5EFCAY91O8SVS0VX92
Oxbow Carbon LLC 2017 1st Lien Term Loan B
69138EAU3
621250.00000000
PA
USD
543593.75000000
0.039794220406
Long
LON
CORP
US
N
2
2023-01-04
Floating
4.74000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TMJX7 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TMJX7 IRS USD P F 1.73700 CCP LCH
000000000
3170000.00000000
OU
Notional Amount
USD
-306580.08000000
-0.02244344287
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2029-12-12
0.00000000
USD
0.00000000
USD
3170000.00000000
USD
-306580.08000000
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2019 Term Loan B
63689EAJ4
618501.05000000
PA
USD
562835.96000000
0.041202861962
Long
LON
CORP
US
N
2
2026-03-09
Floating
4.99000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11975.19000000
0.000876653475
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
997468.28000000
EUR
1112082.37000000
USD
2020-04-02
11975.19000000
N
N
N
Speedster Bidco GmbH
N/A
SPEEDSTER BIDCO GMBH EUR 1ST LIEN TERM LOAN
000000000
1000000.00000000
PA
948497.91000000
0.069435557133
Long
LON
CORP
DE
N
2
2027-02-12
None
0.00000000
N
N
N
N
N
N
CMA CGM SA
969500BZJ49IICIBZZ08
CMA CGM SA
000000000
185000.00000000
PA
119559.41000000
0.008752443370
Long
DBT
CORP
FR
Y
2
2025-01-15
Fixed
5.25000000
N
N
N
N
N
N
Ameriforge Group, Inc.
549300T5I2LOKUMVKN83
Ameriforge Group, Inc. Exit Term Loan
03074EAN4
735504.37000000
PA
USD
714358.62000000
0.052295200917
Long
LON
CORP
US
N
2
2022-06-08
Floating
8.45000000
N
N
N
N
N
N
Amer Sports Oyj
7437004VPYN53GU01U11
AMER SPORTS OYJ EUR TERM LOAN B
000000000
1550000.00000000
PA
1239383.21000000
0.090730050937
Long
LON
CORP
FI
N
2
2026-03-30
Floating
4.50000000
N
N
N
N
N
N
Jaguar Holding Company II
N/A
Jaguar Holding Company II 2018 Term Loan
47009YAK3
6296756.77000000
PA
USD
6071125.08000000
0.444441624924
Long
LON
CORP
US
N
2
2022-08-18
Floating
3.50000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GX0
650000.00000000
PA
USD
616552.63000000
0.045135234263
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.13000000
N
N
N
N
N
N
Numericable Group SA
5493001ZMCICV4N02J21
Numericable Group SA EUR Term Loan B11
67053NAL8
510562.50000000
PA
523682.15000000
0.038336575613
Long
LON
CORP
FR
N
2
2025-07-31
Floating
3.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
1862000.00000000
PA
USD
1804743.50000000
0.132117708520
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AF3
414000.00000000
PA
USD
167152.50000000
0.012236534041
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ARF78
776965.94000000
PA
USD
784162.00000000
0.057405213842
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
3.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
530000.00000000
PA
USD
541642.78000000
0.039651398068
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Carlyle Global Market Strategies
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1000000.00000000
PA
USD
653843.00000000
0.047865105978
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
8.52000000
N
N
N
N
N
N
PSC Industrial Holdings Corp.
N/A
PSC Industrial Holdings Corp. 2017 1st Lien Term Loan
69361CAJ0
782000.00000000
PA
USD
722372.50000000
0.052881863488
Long
LON
CORP
US
N
2
2024-10-11
Floating
4.75000000
N
N
N
N
N
N
PQ Corporation
2H1FRGMQKKSWC9PFJY28
PQ Corporation 2018 Term Loan B
69353FAX2
1740883.52000000
PA
USD
1571147.38000000
0.115017115503
Long
LON
CORP
US
N
2
2027-02-07
Floating
4.03000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4683.91000000
-0.00034288942
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
134110.98000000
USD
117226.50000000
EUR
2020-04-30
-4683.91000000
N
N
N
BlackRock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund Inc
09255P107
2089114.00000000
NS
USD
18384203.20000000
1.345830473838
Long
EC
RF
US
N
1
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2019 Term Loan B
11823LAH8
2775000.00000000
PA
USD
2580750.00000000
0.188925892385
Long
LON
CORP
US
N
2
2026-11-01
Floating
4.27000000
N
N
N
N
N
N
INEOS Enterprises Holdings II Limited
213800M8Z1KMM5H1JM42
INEOS Enterprises Holdings II Limited 2020 EUR Term Loan B
000000000
200000.00000000
PA
203760.67000000
0.014916464753
Long
LON
CORP
GB
N
2
2026-08-28
Floating
3.25000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
82000.00000000
PA
USD
59757.09000000
0.004374566135
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
Infor US Inc
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672NAG6
1760000.00000000
PA
USD
1724201.60000000
0.126221573547
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930AC5
650000.00000000
PA
USD
653946.31000000
0.047872668871
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
6.13000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
357000.00000000
PA
USD
329403.90000000
0.024114279090
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
000000000
300000.00000000
PA
277326.81000000
0.020301933570
Long
DBT
CORP
XX
Y
2
2026-05-15
Fixed
4.38000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
570000.00000000
PA
USD
563359.50000000
0.041241188131
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2016-SFR1 Trust
89613BAD9
1300000.00000000
PA
USD
1276953.47000000
0.093480412226
Long
ABS-O
CORP
US
N
2
2033-11-17
Fixed
3.89000000
N
N
N
N
N
N
AI Alpine AT Bidco GmbH
N/A
AI Alpine AT Bidco GmbH 2018 USD Term Loan B
000000000
222750.00000000
PA
USD
189337.50000000
0.013860604920
Long
LON
CORP
AT
N
2
2025-10-31
Floating
4.62000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
3343000.00000000
PA
USD
2756778.21000000
0.201812179960
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Reynolds Consumer Products LLC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC Term Loan
76171JAB7
2500000.00000000
PA
USD
2373437.50000000
0.173749413042
Long
LON
CORP
US
N
2
2027-02-04
Floating
3.50000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
124547.25000000
0.009117582234
Long
DBT
NUSS
SV
Y
2
2041-02-01
Fixed
7.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
1035000.00000000
PA
USD
1248817.96000000
0.091420729446
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
1857000.00000000
PA
USD
1749201.15000000
0.128051685837
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2016 1st Lien Term Loan
74839XAF6
2997295.65000000
PA
USD
2607647.22000000
0.190894925143
Long
LON
CORP
US
N
2
2027-02-01
Floating
3.49000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BH1
960000.00000000
PA
USD
1040269.25000000
0.076153752350
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3FEQ38 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3FEQ38 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH
000000000
1954000.00000000
OU
Notional Amount
USD
-330784.77000000
-0.02421536679
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2029-03-25
0.00000000
USD
-16659.08000000
USD
1954000.00000000
USD
-314125.69000000
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2017-2 Ltd
05683HAL9
2000000.00000000
PA
USD
1280588.00000000
0.093746480937
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
8.14000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
5529610.55000000
PA
USD
5170185.86000000
0.378487640182
Long
LON
CORP
US
N
2
2025-12-09
Floating
3.24000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
2340000.00000000
PA
USD
2484378.00000000
0.181870902130
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
595000.00000000
PA
USD
628052.25000000
0.045977073252
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBF4
500000.00000000
PA
USD
458735.00000000
0.033582066935
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
Telenet International Finance S.a.r.l.
213800UQWC6KB34WEQ10
Telenet International Finance S.a.r.l. 2020 EUR Term Loan AQ
000000000
3750000.00000000
PA
3925633.97000000
0.287379211842
Long
LON
CORP
LU
N
2
2029-04-30
Floating
2.25000000
N
N
N
N
N
N
CONSUS REAL ESTATE
9676007H44QN6VYEBV03
Consus Real Estate AG
000000000
250000.00000000
PA
230230.25000000
0.016854191779
Long
DBT
CORP
DE
Y
2
2024-05-15
Fixed
9.63000000
N
N
N
N
N
N
Restaurant Technologies, Inc.
5493001IZARCKDSJPT54
Restaurant Technologies, Inc. 2018 1st Lien Term Loan
76126KAG9
222187.50000000
PA
USD
187192.97000000
0.013703612866
Long
LON
CORP
US
N
2
2025-10-01
Floating
4.70000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
17261.36000000
0.001263631828
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5490000.00000000
EUR
6078643.29000000
USD
2020-04-30
17261.36000000
N
N
N
IPC Corp.
549300ZZAXMZC4O5ZU96
IPC Corp. 2015 Term Loan B
44987VAF3
1087836.50000000
PA
USD
652701.90000000
0.047781570829
Long
LON
CORP
US
N
2
2021-08-06
Floating
6.28000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-3800.85000000
-0.00027824430
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
123902.28000000
USD
96634.00000000
GBP
2020-04-30
-3800.85000000
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
577000.00000000
PA
USD
594002.75000000
0.043484452048
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Avast Software B.V.
724500OSR54E88XS1J19
Avast Software B.V. 2019 EUR Term Loan B
000000000
2118859.70000000
PA
2237571.33000000
0.163803220109
Long
LON
CORP
NL
N
2
2023-09-29
None
0.00000000
N
N
N
N
N
N
CD&R Hydra Buyer Inc.
N/A
CD&R Hydra Buyer Inc. 2018 PIK Term Loan
000000000
156739.72000000
PA
USD
114905.89000000
0.008411778672
Long
LON
CORP
US
N
3
2021-08-15
Floating
7.50000000
N
N
Y
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BD5
750000.00000000
PA
USD
909016.81000000
0.066545311255
Long
DBT
CORP
US
N
2
2045-02-12
Fixed
3.75000000
N
N
N
N
N
N
ROSSINI SARL
549300EC5JCCW6F83R11
Rossini Sarl
000000000
300000.00000000
PA
291039.38000000
0.021305773354
Long
DBT
CORP
LU
Y
2
2025-10-30
Floating
3.88000000
N
N
N
N
N
N
Penn Engineering & Manufacturing Corp.
549300X4DC5C4RYZW296
Penn Engineering & Manufacturing Corp. 2017 EUR Term Loan C
707388AT1
1454774.51000000
PA
1399900.03000000
0.102480814654
Long
LON
CORP
US
N
2
2024-06-27
None
0.00000000
N
N
N
N
N
N
Valeo F1 Company Limited (Ireland)
635400BBDQLZDVQCGQ78
Valeo F1 Company Limited (Ireland) 2017 EUR Term Loan B
000000000
1000000.00000000
PA
896657.22000000
0.065640517466
Long
LON
CORP
IE
N
2
2024-08-27
Floating
3.75000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2017 USD Term Loan B1
00216EAB5
832099.94000000
PA
USD
698963.95000000
0.051168221640
Long
LON
CORP
US
N
2
2024-10-17
Floating
4.70000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAB0
517000.00000000
PA
USD
494019.35000000
0.036165086333
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.63000000
N
N
N
N
N
N
Accelerated Health Systems, LLC
549300FAKU4HJQC25564
Accelerated Health Systems, LLC Term Loan B
04747LAJ2
569250.00000000
PA
USD
513748.13000000
0.037609347639
Long
LON
CORP
US
N
2
2025-10-31
Floating
4.30000000
N
N
N
N
N
N
Neenah Foundry Company
5493002ILPHPXMKSG064
Neenah Foundry Company 2017 Term Loan
640072AN4
747166.68000000
PA
USD
653770.85000000
0.047859824179
Long
LON
CORP
US
N
2
2022-12-13
Floating
8.12000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAE3
775000.00000000
PA
USD
780808.62000000
0.057159726945
Long
DBT
CORP
GB
N
2
2048-01-09
Fixed
4.34000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TLC63
59534.11000000
PA
USD
68443.53000000
0.005010464005
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
Ziggo Financing Partnership
N/A
Ziggo Financing Partnership USD Term Loan I
000000000
4150000.00000000
PA
USD
3875062.50000000
0.283677086452
Long
LON
CORP
NL
N
2
2028-04-30
Floating
3.20000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686JAA9
1000000.00000000
PA
USD
905753.79000000
0.066306439235
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.13000000
N
N
N
N
N
N
Ingersoll-Rand Services Company
N/A
Ingersoll-Rand Services Company 2020 USD Spinco Term Loan
365556AU3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
BM
N
2
2027-03-01
Floating
2.74000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
1300000.00000000
PA
USD
1326910.00000000
0.097137520436
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
KINETIC CONCEPT/KCI USA
N/A
Kinetic Concepts Inc / KCI USA Inc
49461BAH7
2480000.00000000
PA
USD
2501576.00000000
0.183129895638
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
12.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
248.31000000
0.000018177734
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
100000.00000000
EUR
110656.00000000
USD
2020-04-30
248.31000000
N
N
N
Entravision Communications Corporation
549300SKHY2ALCLKV539
Entravision Communications Corporation 2017 Term Loan B
29382XAE4
851875.00000000
PA
USD
702796.88000000
0.051448814383
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.74000000
N
N
N
N
N
N
ARES CLO Ltd
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd
04015HAL1
2000000.00000000
PA
USD
1244350.00000000
0.091093648819
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
7.63000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAA2
478000.00000000
PA
USD
478599.89000000
0.035036292284
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.00000000
N
N
N
N
N
N
Hubbard Radio, LLC
N/A
Hubbard Radio, LLC 2015 Term Loan B
44344HAH8
813965.92000000
PA
USD
701367.57000000
0.051344180588
Long
LON
CORP
US
N
2
2025-03-28
Floating
4.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVII Ltd
55819AAL6
2000000.00000000
PA
USD
1275576.00000000
0.093379573420
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
8.32000000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
000000000
350000.00000000
PA
USD
293301.75000000
0.021471391981
Long
DBT
CORP
XX
Y
2
2026-07-31
Fixed
7.13000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. Term Loan C5
914908AX6
7528012.55000000
PA
USD
6436450.73000000
0.471185584795
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75000000
N
N
N
N
N
N
Akorn, Inc.
549300REUQNNF5W5TA64
Akorn, Inc. Term Loan B
00973DAB0
1148300.10000000
PA
USD
884191.08000000
0.064727923599
Long
LON
CORP
US
N
2
2021-04-16
Floating
15.38000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-137.87000000
-0.00001009288
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
438601.01000000
USD
397131.00000000
EUR
2020-04-30
-137.87000000
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90470TAD0
620000.00000000
PA
USD
377302.55000000
0.027620738528
Long
DBT
CORP
MX
N
2
2026-02-12
Fixed
7.38000000
N
N
N
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc. 2019 USD Term Loan B
37427UAJ9
1074615.38000000
PA
USD
875811.53000000
0.064114491859
Long
LON
CORP
US
N
2
2026-02-19
Floating
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AJYP3
1205863.99000000
PA
USD
34704.16000000
0.002540546119
Long
ABS-MBS
USGSE
US
N
2
2030-04-15
Floating
5.95000000
N
N
N
N
N
N
Voya CLO Ltd
254900MS3D9HONB0N824
Voya CLO 2015-3 Ltd
92913DAJ3
3000000.00000000
PA
USD
1908591.00000000
0.139719948803
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
8.02000000
N
N
N
N
N
N
NIELSEN CO LUX SARL/THE
549300MFMRJBOPHHM352
Nielsen Co Luxembourg SARL/The
65410CAA8
1250000.00000000
PA
USD
1233437.50000000
0.090294790425
Long
DBT
CORP
LU
N
2
2021-10-01
Fixed
5.50000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAB0
1020000.00000000
PA
USD
1027322.58000000
0.075205980894
Long
DBT
US
N
2
2022-10-01
Fixed
4.00000000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2018 Incremental Term Loan
48244EAJ3
2288867.75000000
PA
USD
1722372.98000000
0.126087707940
Long
LON
CORP
US
N
2
2025-02-21
Floating
5.20000000
N
N
N
N
N
N
Summit Materials Companies I, LLC
549300C97P3BW8QROE16
Summit Materials Companies I, LLC 2017 Term Loan B
86614DAH1
684250.00000000
PA
USD
606416.56000000
0.044393215055
Long
LON
CORP
US
N
2
2024-11-21
Floating
2.99000000
N
N
N
N
N
N
STARS GRP HLDS/STARS GRP
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
3930000.00000000
PA
USD
3716797.50000000
0.272091169041
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
3078517.28000000
PA
USD
2834433.96000000
0.207497031987
Long
LON
CORP
US
N
2
2024-09-19
Floating
4.70000000
N
N
N
N
N
N
Rohm Holding GmbH
529900TDB6090VCVJG31
Rohm Holding GmbH EUR Term Loan B
000000000
500000.00000000
PA
400145.69000000
0.029292989079
Long
LON
CORP
DE
N
2
2026-07-31
Floating
5.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359DJT1
52395.94000000
PA
USD
56813.81000000
0.004159100941
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
7.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132WAA4
2250000.00000000
PA
USD
1368533.25000000
0.100184584138
Long
ABS-CBDO
CORP
KY
N
2
2032-10-16
Floating
8.94000000
N
N
N
N
N
N
Eldorado Gold Corp
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AE3
537000.00000000
PA
USD
533641.07000000
0.039065626412
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
9.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
715000.00000000
PA
USD
659290.57000000
0.048263899749
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
5122000.00000000
PA
USD
4840290.00000000
0.354337346761
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.55000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
1259062.50000000
PA
USD
1112171.46000000
0.081417411824
Long
LON
CORP
US
N
2
2025-12-31
Floating
4.24000000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
36166LAA5
2279000.00000000
PA
USD
1909813.40000000
0.139809435584
Long
DBT
CORP
XX
N
2
2026-07-31
Fixed
7.13000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
703000.00000000
PA
USD
252197.74000000
0.018462339663
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NPJ99 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NPJ99 IRS USD P F 1.64620 CCP LCH
000000000
160000.00000000
OU
Notional Amount
USD
-31477.47000000
-0.00230433366
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-08-28
0.00000000
USD
0.00000000
USD
160000.00000000
USD
-31477.47000000
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
517000.00000000
PA
USD
536064.38000000
0.039243026781
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Sheridan Production Partners I, LLC
N/A
Sheridan Production Partners I, LLC Term Loan B2
000000000
1338817.51000000
PA
USD
153964.01000000
0.011271059957
Long
LON
CORP
US
N
2
2021-02-28
None
0.00000000
Y
N
N
N
N
N
Select Medical Corporation
N/A
Select Medical Corporation 2017 Term Loan B
816194AV6
2968269.78000000
PA
USD
2834697.64000000
0.207516334895
Long
LON
CORP
US
N
2
2025-03-06
Floating
3.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3Z6
44842.91000000
PA
USD
47422.32000000
0.003471589315
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Flint Group US LLC
549300Q6D2JN1G0T8E41
Flint Group US LLC USD 1st Lien Term Loan B2
000000000
1135318.52000000
PA
USD
808914.45000000
0.059217236977
Long
LON
CORP
US
N
2
2021-09-07
Floating
4.80000000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 USD Term Loan
000000000
2200000.00000000
PA
USD
2112000.00000000
0.154610669269
Long
LON
CORP
GB
N
2
2027-01-29
Floating
3.24000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5650.79000000
0.000413670655
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
237915.19000000
USD
220606.00000000
EUR
2020-04-30
5650.79000000
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
1856250.00000000
PA
USD
1398374.38000000
0.102369128211
Long
LON
CORP
US
N
2
2026-04-22
Floating
4.08000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
653000.00000000
PA
USD
344109.78000000
0.025190834937
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2017 Term Loan B4
04649VAT7
4658691.69000000
PA
USD
4332583.27000000
0.317170264698
Long
LON
CORP
US
N
2
2022-08-04
Floating
3.99000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
222.95000000
0.000016321235
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
458985.00000000
EUR
506977.66000000
USD
2020-04-30
222.95000000
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAB6
502000.00000000
PA
USD
473135.00000000
0.034636230589
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.63000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
2325000.00000000
PA
USD
2179687.50000000
0.159565787487
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.99000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHE8
30804.15000000
PA
USD
32210.42000000
0.002357989864
Long
ABS-MBS
USGSE
US
N
2
2025-08-17
Fixed
7.50000000
N
N
N
N
N
N
NIDDA HEALTHCARE HOLDING
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
000000000
124000.00000000
PA
127124.13000000
0.009306224819
Long
DBT
CORP
DE
Y
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJP1
6865.10000000
PA
USD
7294.90000000
0.000534029058
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
9.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
1945000.00000000
PA
USD
2073707.38000000
0.151807427032
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
THAMES WATER KEMBLE FINA
213800S7UU2MQXYJQO60
Thames Water Kemble Finance PLC
000000000
200000.00000000
PA
250377.51000000
0.018329088253
Long
DBT
CORP
GB
Y
2
2022-07-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDR2
2513155.19000000
PA
USD
2830141.21000000
0.207182777749
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAX7
390000.00000000
PA
USD
387662.10000000
0.028379117770
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
796000.00000000
PA
USD
551309.60000000
0.040359065450
Long
DBT
CORP
MX
Y
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
1288000.00000000
PA
USD
1295148.40000000
0.094812386802
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6861.88000000
-0.00050232947
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
467239.85000000
USD
416980.00000000
EUR
2020-04-30
-6861.88000000
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAA1
150000.00000000
PA
USD
134400.08000000
0.009838866628
Long
DBT
CORP
NO
N
2
2022-07-01
Fixed
6.00000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
2276000.00000000
PA
USD
2293843.84000000
0.167922694745
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
INFRABUILD AUSTRALIA PTY
549300W2CPB5W6GFH859
Infrabuild Australia Pty Ltd
45682RAA8
2494000.00000000
PA
USD
2004540.03000000
0.146743975197
Long
DBT
CORP
AU
N
2
2024-10-01
Fixed
12.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31392BWG7
61284.77000000
PA
USD
66368.43000000
0.004858554631
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
7.00000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
3452723.48000000
PA
USD
2580910.80000000
0.188937663879
Long
LON
CORP
US
N
2
2025-09-06
Floating
4.49000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 1st Lien Term Loan
29426NAE4
219771.16000000
PA
USD
203837.75000000
0.014922107457
Long
LON
CORP
US
N
2
2022-06-01
Floating
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31392PAB1
674401.67000000
PA
USD
812888.13000000
0.059508133437
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
7.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
1615000.00000000
PA
USD
1535254.53000000
0.112389550370
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
1172000.00000000
PA
USD
817557.90000000
0.059849987730
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc 2020 Term Loan B
88632NAP5
5130874.44000000
PA
USD
4874330.72000000
0.356829325218
Long
LON
CORP
US
N
2
2026-06-30
Floating
4.74000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAE5
410000.00000000
PA
USD
417978.60000000
0.030598461688
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.75000000
N
N
N
N
N
N
MTS Systems Corporation
549300E7ZL4ZDETLML64
MTS Systems Corporation 2017 Term Loan B
55377VAK6
596155.52000000
PA
USD
557405.41000000
0.040805314154
Long
LON
CORP
US
N
2
2023-07-05
Floating
4.24000000
N
N
N
N
N
N
Virgin Media SFA Finance Limited
N/A
Virgin Media SFA Finance Limited GBP Term Loan M
000000000
1500000.00000000
PA
1710992.46000000
0.125254587763
Long
LON
CORP
GB
N
2
2027-11-15
Floating
3.50000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
800000.00000000
PA
USD
815035.17000000
0.059665309238
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
360000.00000000
PA
USD
329598.00000000
0.024128488338
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.13000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LIMITED 2019 INCREMENTAL TERM LOAN B
44332EAT3
1870312.50000000
PA
USD
1748742.19000000
0.128018087299
Long
LON
CORP
US
N
2
2025-04-25
Floating
5.69000000
N
N
N
N
N
N
Loire Finco Luxembourg Sarl
N/A
LGC GROUP HOLDINGS LTD EUR TERM LOAN B
000000000
1000000.00000000
PA
954795.46000000
0.069896574378
Long
LON
CORP
GB
N
2
2027-01-22
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TJNE9
50578.00000000
PA
USD
57457.93000000
0.004206254267
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
Lindblad Expeditions, Inc.
549300OMT7I0PWV74187
Lindblad Expeditions, Inc. 2018 Cayman Borrower Term Loan
53521WAE8
465177.31000000
PA
USD
369815.96000000
0.027072676648
Long
LON
CORP
US
N
2
2025-03-27
Floating
4.24000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
532716AN7
254000.00000000
PA
USD
157557.47000000
0.011534122104
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
660000.00000000
PA
USD
647628.30000000
0.047410153835
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31323ADM1
341155.88000000
PA
USD
358893.09000000
0.026273059110
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Cumulus Media New Holdings Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc. Term Loan B
23108LAB2
472625.00000000
PA
USD
383614.12000000
0.028082782118
Long
LON
CORP
US
N
2
2026-03-31
Floating
4.82000000
N
N
N
N
N
N
Mission Broadcasting, Inc.
N/A
Mission Broadcasting, Inc. 2018 Term Loan B3
605024AQ1
35325.26000000
PA
USD
33170.42000000
0.002428267441
Long
LON
CORP
US
N
2
2024-01-17
Floating
3.83000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
475000.00000000
PA
USD
473559.56000000
0.034667310847
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-14680.59000000
-0.00107470447
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
417825.42000000
USD
365142.00000000
EUR
2020-04-30
-14680.59000000
N
N
N
Sparta Systems, Inc.
N/A
Sparta Systems, Inc. 2018 1st Lien Term Loan
74339TAD5
4476401.67000000
PA
USD
3916851.46000000
0.286736281089
Long
LON
CORP
US
N
2
2024-08-21
Floating
4.56000000
N
N
N
N
N
N
Golden Nugget, Inc.
N/A
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
4296767.04000000
PA
USD
3358641.00000000
0.245872032598
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.70000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAJ4
2395000.00000000
PA
USD
2345088.20000000
0.171674079592
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJB2
41184.39000000
PA
USD
41962.83000000
0.003071922931
Long
ABS-MBS
USGSE
US
N
2
2028-01-17
Fixed
8.00000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
895000.00000000
PA
USD
749085.91000000
0.054837440286
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
1259000.00000000
PA
USD
1127591.88000000
0.082546276150
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
46349.76000000
0.003393071692
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3500000.00000000
EUR
3914998.50000000
USD
2020-05-29
46349.76000000
N
N
N
BMO Capital Markets Corp.
RUC0QBLBRPRCU4W1NE59
REVERSE REPO 08/32 FIXED .23
000000000
-1573502.69000000
PA
USD
-1573502.69000000
-0.11518953787
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2020-04-21
1573502.69000000
USD
1574949.35000000
USD
AMBS
N
N
N
BANK OF AMERICA INTL NY UNITED STATES
B4TYDEB6GKMZO031MB27
RRP GNMA 17 137E REPO RRP GNMA 17 137E CASH RRP
000000000
-5931273.23000000
PA
USD
-5931273.23000000
-0.43420365706
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.05000000
2020-04-21
5931273.23000000
USD
5936462.79000000
USD
AMBS
N
N
N
Tata Chemicals North America Inc.
549300TP6NHS5PMXX264
Tata Chemicals North America Inc. Term Loan B
87656DAC9
1019213.70000000
PA
USD
952964.81000000
0.069762560163
Long
LON
CORP
US
N
2
2020-08-07
Floating
4.38000000
N
N
N
N
N
N
L1R HB Finance Limited
5493006YYJYLS7TR4S85
L1R HB Finance Limited EUR Term Loan B
000000000
750000.00000000
PA
459770.92000000
0.033657902297
Long
LON
CORP
GB
N
2
2024-08-09
Floating
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M4BX0
1591011.85000000
PA
USD
1789028.39000000
0.130967271174
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
WireCo WorldGroup, Inc.
5493008NQ1Q5T2GZOJ37
WireCo WorldGroup, Inc. 1st Lien Term Loan
97654QAE7
1353256.42000000
PA
USD
1089371.42000000
0.079748316443
Long
LON
CORP
US
N
2
2023-09-30
Floating
6.07000000
N
N
N
N
N
N
MACYS RETAIL HLDGS INC
549300JMONK27O4SQQ19
Macy's Retail Holdings Inc
55616XAJ6
1252000.00000000
PA
USD
775286.35000000
0.056755464701
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.30000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
612000.00000000
PA
USD
322504.11000000
0.023609174379
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Inovyn Finance PLC
N/A
Inovyn Finance PLC 2020 EUR Term Loan B
000000000
1000000.00000000
PA
1010071.68000000
0.073943114798
Long
LON
CORP
GB
N
2
2027-02-25
Floating
2.50000000
N
N
N
N
N
N
Alliance Healthcare Services, Inc.
QMTS6H0M4KKDC3CRG252
Alliance Healthcare Services, Inc. 2017 2nd Lien Term Loan
000000000
525000.00000000
PA
USD
380625.00000000
0.027863961169
Long
LON
CORP
US
N
2
2024-04-24
Floating
11.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAE5
601000.00000000
PA
USD
531509.38000000
0.038909574320
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.63000000
N
N
N
N
N
N
EIG Investors Corp.
549300AWVC7LBOKRMB96
EIG Investors Corp. 2018 1st Lien Term Loan
26852BAP4
3157134.77000000
PA
USD
2588850.51000000
0.189518896775
Long
LON
CORP
US
N
2
2023-02-09
Floating
5.39000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
2690000.00000000
PA
USD
2785925.40000000
0.203945923593
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
Nets Holding A/S
5493004DVX7E2HIJTK34
Nets Holding A/S EUR Term Loan B1E
000000000
1000000.00000000
PA
996056.03000000
0.072917087797
Long
LON
CORP
DK
N
2
2025-02-06
Floating
3.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
16272.81000000
0.001191264225
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
997500.00000000
EUR
1116414.97000000
USD
2020-04-02
16272.81000000
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
179033.00000000
PA
USD
170417.57000000
0.012475556133
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXVI Ltd
09630HAA9
6500000.00000000
PA
USD
4246755.50000000
0.310887173333
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
9.53000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4540.75000000
0.000332409278
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
164749.31000000
USD
153331.77000000
EUR
2020-04-30
4540.75000000
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CJ7
840000.00000000
PA
USD
864521.64000000
0.063288006325
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FCT20
4127819.70000000
PA
USD
376010.53000000
0.027526155159
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AT7
158000.00000000
PA
USD
127186.22000000
0.009310770168
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MAE96
1048388.19000000
PA
USD
1204780.87000000
0.088196958633
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJR7
219.54000000
PA
USD
225.68000000
0.000016521087
Long
ABS-MBS
USGSE
US
N
2
2021-10-17
Fixed
9.00000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation Term Loan B5
13134MBE2
3095687.50000000
PA
USD
2989917.15000000
0.218879304745
Long
LON
CORP
US
N
2
2024-01-15
Floating
3.24000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-3 Ltd
67400GAA7
3625000.00000000
PA
USD
2121607.38000000
0.155313985298
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
8.59000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-24012.23000000
-0.00175783473
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1139000.00000000
EUR
1233531.31000000
USD
2020-04-30
-24012.23000000
N
N
N
GEORGIAN OIL & GAS CORP
5493001K58EJICR6I331
Georgian Oil and Gas Corp JSC
000000000
615000.00000000
PA
USD
596316.30000000
0.043653817348
Long
DBT
CORP
GE
Y
2
2021-04-26
Fixed
6.75000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-4 Ltd
92917UAA0
3000000.00000000
PA
USD
1848576.00000000
0.135326502157
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
9.22000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
852000.00000000
PA
USD
755877.36000000
0.055334613880
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
1060000.00000000
PA
USD
590722.10000000
0.043244289409
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B2EJ5
5709674.98000000
PA
USD
956947.81000000
0.070054138901
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Floating
5.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BPL6
260330.20000000
PA
USD
286155.58000000
0.020948250823
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
718592AB4
3740000.00000000
PA
USD
3896311.62000000
0.285232645479
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.75000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11180.99000000
0.000818513421
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
2242006.65000000
EUR
2486528.64000000
USD
2020-04-30
11180.99000000
N
N
N
retl
N/A
RETL 2019-RVP
74952PAG2
735000.00000000
PA
USD
655915.32000000
0.048016811841
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
2.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ACRV5
1920567.99000000
PA
USD
384323.71000000
0.028134728228
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
5.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BAF5
11543.91000000
PA
USD
11842.24000000
0.000866920763
Long
ABS-MBS
USGA
US
N
2
2021-09-15
Fixed
9.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3YD219 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3YD219 IRS USD P F .82900 CCP LCH
000000000
120000.00000000
OU
Notional Amount
USD
-1872.79000000
-0.00013709910
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2025-03-05
0.00000000
USD
0.00000000
USD
120000.00000000
USD
-1872.79000000
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158NAB8
2126000.00000000
PA
USD
2166195.77000000
0.158578114474
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.13000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
1249000.00000000
PA
USD
1268421.95000000
0.092855855400
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Buzz Merger Sub Ltd
N/A
Buzz Merger Sub Ltd Term Loan B
000000000
575000.00000000
PA
USD
531875.00000000
0.038936339828
Long
LON
CORP
BM
N
2
2027-01-29
Floating
3.74000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AG1
622000.00000000
PA
USD
241025.00000000
0.017644430189
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380HLG5
1816898.72000000
PA
USD
1819520.60000000
0.133199478085
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2019 Term Loan C
63689EAK1
28019.15000000
PA
USD
25497.43000000
0.001866559998
Long
LON
CORP
US
N
2
2026-03-09
Floating
5.46000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAL9
357000.00000000
PA
USD
356214.60000000
0.026076978082
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAH7
1000000.00000000
PA
USD
1075060.07000000
0.078700642484
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
CABOT FINANCIAL LUXEMBOU
2221003LZ2TH3GI7JG79
Cabot Financial Luxembourg SA
000000000
100000.00000000
PA
116648.12000000
0.008539320029
Long
DBT
CORP
LU
Y
2
2023-10-01
Fixed
7.50000000
N
N
N
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc. 2018 Term Loan B
88037HAG9
3727812.50000000
PA
USD
2628107.81000000
0.192392759193
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.99000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BQJP3
493254.18000000
PA
USD
490725.46000000
0.035923954449
Long
ABS-MBS
USGSE
US
N
2
2046-06-15
Floating
2.36000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
148.31000000
0.000010857153
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2685.38000000
USD
2280.00000000
GBP
2020-04-30
148.31000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
1810000.00000000
PA
USD
1946745.50000000
0.142513079854
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AM8
285000.00000000
PA
USD
266059.61000000
0.019477109075
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.13000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2018 Term Loan B3
65336RAU2
136966.52000000
PA
USD
128611.56000000
0.009415113336
Long
LON
CORP
US
N
2
2024-01-17
Floating
3.19000000
N
N
N
N
N
N
Sunrise Oil & Gas Properties, LLC
549300YJTCF9RR4MS182
Sunrise Oil & Gas Properties, LLC Last Out Term Loan
86771DAE7
123526.23000000
PA
USD
87085.99000000
0.006375200377
Long
LON
CORP
US
N
2
2023-01-17
Floating
8.00000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AH8
923000.00000000
PA
USD
655837.65000000
0.048011125946
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
2822000.00000000
PA
USD
2850925.50000000
0.208704308519
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TU46
11151411.48000000
PA
USD
11041497.59000000
0.808301767107
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Floating
1.27000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
284000.00000000
PA
USD
205900.00000000
0.015073076137
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
6.63000000
N
N
N
N
N
N
Apro, LLC
549300HALLMPVGYAKP14
Apro, LLC 2019 Term Loan B
03834XAJ2
525000.00000000
PA
USD
460687.50000000
0.033725001278
Long
LON
CORP
US
N
2
2026-11-14
Floating
5.00000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA EUR Term Loan B
000000000
750000.00000000
PA
687933.78000000
0.050360749118
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3W7V38 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3W7V38 IRS USD P F 1.46450 CCP LCH
000000000
461000.00000000
OU
Notional Amount
USD
-20829.59000000
-0.00152484699
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2025-01-30
0.00000000
USD
0.00000000
USD
461000.00000000
USD
-20829.59000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1479.84000000
0.000108332884
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
131593.44000000
USD
120529.00000000
EUR
2020-04-30
1479.84000000
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
120000.00000000
PA
USD
85366.86000000
0.006249350074
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Floating
4.20000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YL1
530000.00000000
PA
USD
495709.00000000
0.036288778528
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.34000000
N
N
N
N
N
N
SRAM, LLC
5493005GYDYQG38FCT53
SRAM, LLC 2018 Term Loan B
85232BAN6
1100340.88000000
PA
USD
1050825.54000000
0.076926534102
Long
LON
CORP
US
N
2
2024-03-15
Floating
5.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1042.29000000
0.000076301682
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
154578.45000000
USD
140951.00000000
EUR
2020-04-30
1042.29000000
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
31500.00000000
NS
USD
305550.00000000
0.022368035035
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371SPC2
29544.66000000
PA
USD
31308.80000000
0.002291986042
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fieldwood Energy LLC
N/A
FIELDWOOD ENERGY LLC COMMON SHARES
31660T102
8193.00000000
NS
USD
12289.50000000
0.000899662793
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJE6
1810.81000000
PA
USD
1919.76000000
0.000140537584
Long
ABS-MBS
USGSE
US
N
2
2025-04-17
Fixed
9.50000000
N
N
N
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc. 2017 USD Term Loan B1
44969CBF6
1502705.65000000
PA
USD
1403151.40000000
0.102718833826
Long
LON
CORP
US
N
2
2024-03-07
Floating
2.74000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAY8
4500000.00000000
PA
USD
4064283.45000000
0.297529159236
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
5.12000000
N
N
N
N
N
N
NPC International, Inc.
549300VENVGR7A6TZR37
NPC International, Inc. 1st Lien Term Loan
62936DAR1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-04-19
None
0.00000000
Y
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AR1
1055000.00000000
PA
USD
1065286.25000000
0.077985142081
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
7.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
406000.00000000
PA
USD
348568.26000000
0.025517221574
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-2 Ltd
13887VAA0
1000000.00000000
PA
USD
603405.00000000
0.044172751368
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
9.24000000
N
N
N
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
280000.00000000
PA
USD
262563.00000000
0.019221136910
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
2758000.00000000
PA
2732743.96000000
0.200052733238
Long
DBT
NUSS
RO
Y
2
2050-01-28
Fixed
3.38000000
N
N
N
N
N
N
Pelican Products, Inc.
5493008CRWH2WFODTF44
Pelican Products, Inc. 2018 1st Lien Term Loan
70583GAW2
638625.00000000
PA
USD
522075.94000000
0.038218991710
Long
LON
CORP
US
N
2
2025-05-01
Floating
4.50000000
N
N
N
N
N
N
MVW Owner Trust
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1
553891AA0
336785.69000000
PA
USD
333279.78000000
0.024398016022
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B04K9
21476641.20000000
PA
USD
22485213.26000000
1.646048234282
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
4.50000000
N
N
N
N
N
N
Dayco Products, LLC
549300KMSX88XFVFQO13
Dayco Products, LLC 2017 Term Loan B
239579BA2
1167000.00000000
PA
USD
875250.00000000
0.064073384601
Long
LON
CORP
US
N
2
2023-05-19
Floating
5.86000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AS1
710000.00000000
PA
USD
678643.48000000
0.049680645188
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
3500000.00000000
PA
USD
3129247.45000000
0.229079092119
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.03000000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc. 2017 Term Loan
10524MAN7
583500.00000000
PA
USD
476525.19000000
0.034884412192
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.12000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
500000.00000000
PA
541845.66000000
0.039666250063
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NBK1
730000.00000000
PA
USD
659374.47000000
0.048270041716
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.55000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
845000.00000000
PA
USD
883911.63000000
0.064707466235
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1927.31000000
0.000141090288
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
608914.00000000
EUR
674215.16000000
USD
2020-04-30
1927.31000000
N
N
N
Nvent Finance Sarl
549300KO1OQ4MVFB6X02
Nvent Finance Sarl
67078AAD5
1500000.00000000
PA
USD
1676876.15000000
0.122757075679
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
1716375.00000000
PA
USD
1621974.38000000
0.118737947173
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4A0
63580.10000000
PA
USD
68409.81000000
0.005007995506
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
2352250.00000000
PA
USD
1517201.25000000
0.111067945397
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915KAE6
1400000.00000000
PA
USD
809824.40000000
0.059283850603
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
7.90000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC 2016 Term Loan B
55328HAE1
9123414.98000000
PA
USD
8302307.63000000
0.607777149223
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.20000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
08652BAA7
1000000.00000000
PA
USD
1028404.75000000
0.075285202025
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.45000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBP7
230000.00000000
PA
USD
236613.65000000
0.017321493742
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
Babson CLO Ltd
N/A
Babson CLO Ltd 2016-I
06759NAA7
1000000.00000000
PA
USD
618311.00000000
0.045263957162
Long
ABS-CBDO
CORP
KY
N
2
2030-07-23
Floating
7.81000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651AB3
795000.00000000
PA
USD
782085.23000000
0.057253182214
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAJ4
1785000.00000000
PA
USD
1988757.75000000
0.145588620617
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
514000.00000000
PA
USD
466506.40000000
0.034150978561
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: BEV25JPD9 CDS USD R F 1.00000 DEUB BAHAMAS CDS 20220620 / Short: BEV25JPD9 CDS USD P V 03MLIBOR DEUB BAHAMAS CDS 20220620
000000000
1150000.00000000
OU
Notional Amount
USD
-57912.85000000
-0.00423955705
N/A
DCR
BS
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Bahamas Government International Bond
Bahamas Government International Bond
Y
sell protection
2022-06-20
0.00000000
USD
-45872.58000000
USD
1150000.00000000
USD
-12040.27000000
N
N
N
Magnetite CLO Ltd
5493000081NBXWGGSW23
Magnetite XXII Ltd
55954DAA9
1500000.00000000
PA
USD
996438.00000000
0.072945050220
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
8.58000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PBB6
2770000.00000000
PA
USD
2335971.19000000
0.171006661496
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.36000000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
000000000
475000.00000000
PA
513578.84000000
0.037596954628
Long
DBT
CORP
NL
Y
2
2022-07-15
Fixed
4.50000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
250000.00000000
PA
243481.59000000
0.017824266848
Long
DBT
CORP
GB
Y
2
2025-04-01
Floating
2.88000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
400000.00000000
PA
USD
430179.63000000
0.031491647964
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAH1
1823000.00000000
PA
USD
1239640.00000000
0.090748849457
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Aernnova Aerospace S.A.U
95980020140005473208
Aernnova Aerospace S.A.U EUR Delayed Draw Term Loan
000000000
204081.60000000
PA
178939.77000000
0.013099430681
Long
LON
CORP
ES
N
2
2027-02-22
Floating
3.00000000
N
N
N
N
N
N
PFS Holding Corporation
549300FH8MR2WVZR1175
PFS Holding Corporation 1st Lien Term Loan
69339HAB5
2212764.09000000
PA
USD
793829.12000000
0.058112903186
Long
LON
CORP
US
N
2
2021-01-31
None
0.00000000
Y
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
1595000.00000000
PA
USD
1628790.08000000
0.119236896008
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc. 2018 Term Loan B
38431EAB4
6043774.12000000
PA
USD
5288302.36000000
0.387134454157
Long
LON
CORP
US
N
2
2025-02-12
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B1DK5
1992450.62000000
PA
USD
137634.70000000
0.010075659603
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
3.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAQ4
1795000.00000000
PA
USD
1808372.75000000
0.132383390704
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
1773000.00000000
PA
USD
547045.85000000
0.040046934180
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
BENIN INTL GOV BOND
N/A
Benin Government International Bond
000000000
1928000.00000000
PA
1792110.92000000
0.131192930277
Long
DBT
NUSS
BJ
Y
2
2026-03-26
Fixed
5.75000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AC8
948000.00000000
PA
USD
810055.48000000
0.059300767002
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.13000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
1108000.00000000
PA
USD
1056062.50000000
0.077309909998
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283GLA3
50.04000000
PA
USD
55.43000000
0.000004057798
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
9.50000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
620000.00000000
PA
USD
614141.00000000
0.044958688937
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc. 2019 Term Loan B4
05508TAU6
273625.00000000
PA
USD
260855.74000000
0.019096155560
Long
LON
CORP
US
N
2
2026-10-10
Floating
3.49000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
1040000.00000000
PA
USD
995246.20000000
0.072857803537
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EAJ4
4488667.00000000
PA
USD
3248804.26000000
0.237831345154
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.31000000
N
N
N
N
N
N
Nidda Healthcare Holding GmbH
549300Q89C4WAO6L0L19
NIDDA HEALTHCARE HOLDING AG 2020 EUR TL E2
000000000
625000.00000000
PA
610902.88000000
0.044721639742
Long
LON
CORP
DE
N
2
2026-08-21
None
0.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
26260.77000000
0.001922440921
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1015081.87000000
USD
944186.41000000
EUR
2020-04-02
26260.77000000
N
N
N
Phoenix Guarantor Inc
N/A
PHOENIX GUARANTOR INC 2020 TERM LOAN B
71913BAE2
1940250.00000000
PA
USD
1785030.00000000
0.130674565798
Long
LON
CORP
US
N
2
2026-03-05
Floating
4.11000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
200000.00000000
PA
204142.27000000
0.014944400090
Long
DBT
CORP
IT
Y
2
2024-10-31
Fixed
1.75000000
N
N
N
N
N
N
BANK OF AMERICA INTL NY UNITED STATES
B4TYDEB6GKMZO031MB27
REPO FNMA REV REPO
000000000
-9087115.00000000
PA
USD
-9087115.00000000
-0.66522960789
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.05000000
2020-04-21
9087115.00000000
USD
9095065.76000000
USD
ACMO
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BSV3X54N7 IRS EUR R F .00000 CCP LCH /BEV3X54N7 / Short: BSV3X54N7 IRS EUR P V 06MEURIB EUR006M+0BPS CCP LCH/BEV3X54N7
000000000
104000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-14
0.00000000
EUR
0.00000000
EUR
104000.00000000
EUR
0.00000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6Q4
115501.39000000
PA
USD
127657.50000000
0.009345270602
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
9.50000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
2055000.00000000
PA
USD
517793.21000000
0.037905470995
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BSV3X0JL6 IRS EUR R F .37120 CCP LCH/BEV3X0JL6 / Short: BSV3X0JL6 IRS EUR P V 06MEURIB EUR006M+0BPS /BEV3X0JL6
000000000
246000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-12
0.00000000
EUR
0.00000000
EUR
246000.00000000
EUR
0.00000000
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320XAM6
1100000.00000000
PA
USD
613431.50000000
0.044906749415
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.07000000
N
N
N
N
N
N
Matador Bidco S.a.r.l.
549300CNVJU6794GIZ49
Matador Bidco S.a.r.l. Term Loan
000000000
1750000.00000000
PA
USD
1583750.00000000
0.115939700500
Long
LON
CORP
LU
N
2
2026-10-15
Floating
5.74000000
N
N
N
N
N
N
Brightsphere Investment Group Inc
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
2195000.00000000
PA
USD
2074485.65000000
0.151864400917
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
2549004JK1JYCMYC3T80
Golub Capital Partners CLO 37B Ltd
38175VAA8
3000000.00000000
PA
USD
1712421.00000000
0.125359165190
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.57000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
2767000.00000000
PA
USD
2155493.00000000
0.157794609534
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
2590000.00000000
PA
USD
2164139.25000000
0.158427565263
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-34736.68000000
-0.00254292677
N/A
DFE
US
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
2430362.42000000
EUR
2646907.71000000
USD
2020-04-15
-34736.68000000
N
N
N
BANK OF AMERICA INTL NY UNITED STATES
B4TYDEB6GKMZO031MB27
RRP GNMA17 137E CASH/RRP REPO RRP GNMA17 137E CASH/RRP
966SQT000
-10135691.21000000
PA
USD
-10135691.21000000
-0.74199147797
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.05000000
2020-04-21
10135691.21000000
USD
10144559.42000000
USD
ACMO
N
N
N
Nine Point Energy Holdings Inc
N/A
NINE POINT ENERGY HLDGS (PREF) PREFERRED STOCK
000000000
555.00000000
NS
USD
320662.91000000
0.023474387843
Long
EP
CORP
US
N
3
N
N
N
Panther BF Aggregator 2 LP
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP EUR Term Loan B
000000000
1500000.00000000
PA
1459963.10000000
0.106877780303
Long
LON
CORP
CA
N
2
2026-04-30
None
0.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
250000.00000000
PA
223863.68000000
0.016388121870
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
1443000.00000000
PA
USD
1465438.65000000
0.107278622372
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TJCE1
74652.36000000
PA
USD
84806.92000000
0.006208359213
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
510000.00000000
PA
USD
461868.75000000
0.033811475640
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Rockwood Service Corporation
549300PFYAJBMVGJ7074
Rockwood Service Corporation 2020 Term Loan
000000000
500000.00000000
PA
USD
455625.00000000
0.033354396868
Long
LON
CORP
US
N
2
2027-01-23
Floating
5.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TQ2
500000.00000000
PA
USD
499995.28000000
0.036602559125
Long
STIV
UST
US
N
2
2020-04-09
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJN6
63482.67000000
PA
USD
67863.76000000
0.004968021473
Long
ABS-MBS
USGSE
US
N
2
2027-10-17
Fixed
7.00000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
775000.00000000
PA
USD
544954.05000000
0.039893802268
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
Inovalon Holdings, Inc.
5493007H9QSF4NHIHL56
Inovalon Holdings, Inc. 2020 Term Loan B1
45781BAG0
1214173.47000000
PA
USD
1118557.31000000
0.081884893141
Long
LON
CORP
US
N
2
2025-04-02
Floating
3.75000000
N
N
N
N
N
N
Drax Finco PLC
5493000MW6H7G7JFNQ88
Drax Finco PLC
000000000
325000.00000000
PA
378563.83000000
0.027713071551
Long
DBT
CORP
GB
Y
2
2022-05-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396WS49
4726859.70000000
PA
USD
5314469.10000000
0.389050011536
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
5.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
6354001JXMLKNZDZR978
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
500000.00000000
PA
530643.51000000
0.038846187606
Long
DBT
CORP
XX
Y
2
2024-03-15
Fixed
2.75000000
N
N
N
N
N
N
Monitronics International Inc.
SCAKOG18M6QWWML8YF46
Monitronics International Inc. Takeback Term Loan
60945HAB0
2012925.14000000
PA
USD
1522274.64000000
0.111439347018
Long
LON
CORP
US
N
2
2024-03-29
Floating
7.75000000
N
N
N
N
N
N
Sunshine Investments B.V.
7245000VQPPP2TVGEK53
Sunshine Investments B.V. GBP Term Loan B2
000000000
750000.00000000
PA
875680.67000000
0.064104912147
Long
LON
CORP
NL
N
2
2025-03-28
Floating
4.76000000
N
N
N
N
N
N
RE/MAX International, Inc.
549300GN7WEUE9HKXH55
RE/MAX International, Inc. 2016 Term Loan B
75523KAG0
2210641.58000000
PA
USD
1934311.38000000
0.141602830037
Long
LON
CORP
US
N
2
2023-12-15
Floating
3.74000000
N
N
N
N
N
N
David's Bridal, Inc.
YEMD6E68QLMSL3ZMES44
David's Bridal, Inc. 2019 New Money Term Loan
000000000
578186.55000000
PA
USD
446649.11000000
0.032697309576
Long
LON
CORP
US
N
2
2023-06-30
Floating
7.65000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
551000.00000000
PA
USD
542431.95000000
0.039709169897
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X0JL6 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X0JL6 / Short: BEV3X0JL6 IRS EUR P F .37120 CCP LCH / BSV3X0JL6
000000000
246000.00000000
OU
Notional Amount
-15742.50000000
-0.00115244245
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-12
0.00000000
EUR
0.00000000
EUR
246000.00000000
EUR
-15742.50000000
N
N
N
Nomad Foods Europe Midco Limited
213800FGWQXPVI86SE26
Nomad Foods Europe Midco Limited 2017 EUR Term Loan B3
000000000
3000000.00000000
PA
3115691.94000000
0.228086750038
Long
LON
CORP
GB
N
2
2024-05-15
Floating
2.75000000
N
N
N
N
N
N
Red Ventures, LLC
N/A
Red Ventures, LLC 2020 Term Loan B
75703UAH8
1538350.27000000
PA
USD
1297341.55000000
0.094972938123
Long
LON
CORP
US
N
2
2024-11-08
Floating
3.49000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BJ5
1606000.00000000
PA
USD
1618591.04000000
0.118490267030
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359WJ44
48692.71000000
PA
USD
55788.82000000
0.004084065718
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2NT5
2286724.80000000
PA
USD
2541402.14000000
0.186045400449
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAC8
2000000.00000000
PA
USD
1220934.00000000
0.089379461588
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.13000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
549300ITPIHLG0LHEC09
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
2325000.00000000
PA
USD
1042861.31000000
0.076343506200
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
US Ecology Holdings, Inc.
N/A
US Ecology Holdings, Inc. Term Loan B
90349YAF3
274312.50000000
PA
USD
264711.56000000
0.019378423984
Long
LON
CORP
US
N
2
2026-11-01
Floating
3.49000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
2698000.00000000
PA
USD
2239340.00000000
0.163932697027
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AS3
136000.00000000
PA
USD
116620.00000000
0.008537261482
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Aptean, Inc.
549300D5LUPGZUDZXC96
Aptean, Inc. 2019 2nd Lien Term Loan
000000000
1450000.00000000
PA
USD
1332187.50000000
0.097523864094
Long
LON
CORP
US
N
2
2027-04-23
Floating
9.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4T9
11403.20000000
PA
USD
11815.52000000
0.000864964704
Long
ABS-MBS
USGSE
US
N
2
2021-09-15
Fixed
9.00000000
N
N
N
N
N
N
Flavors Holdings Inc.
549300E1TR6BMHGB2L22
Flavors Holdings Inc. 2nd Lien Term Loan
33886FAF3
1000000.00000000
PA
USD
910000.00000000
0.066617286475
Long
LON
CORP
US
N
2
2021-10-03
Floating
11.45000000
N
N
N
N
N
N
Quimper AB
549300EI2YNCQDXVO313
Quimper AB EUR Term Loan B1
000000000
1875000.00000000
PA
1616437.65000000
0.118332626372
Long
LON
CORP
SE
N
2
2026-02-13
Floating
4.25000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
1336000.00000000
PA
USD
995754.20000000
0.072894992088
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.88000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDIN
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAB0
574000.00000000
PA
USD
242209.35000000
0.017731131490
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.88000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
1076000.00000000
PA
USD
1141905.00000000
0.083594079684
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAN5
1395000.00000000
PA
USD
1435113.23000000
0.105058625458
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.38000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1009000.00000000
PA
USD
953189.69000000
0.069779022685
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA/Cayman Islands
05971AAE1
1100000.00000000
PA
USD
968000.00000000
0.070863223415
Long
DBT
CORP
BR
N
2
2025-01-10
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KBG8
2404323.92000000
PA
USD
2688707.35000000
0.196828997563
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AWE6
74361.00000000
PA
USD
77049.75000000
0.005640489306
Long
ABS-MBS
USGA
US
N
2
2021-12-15
Fixed
9.00000000
N
N
N
N
N
N
Werner FinCo LP
N/A
Werner FinCo LP 2017 Term Loan
95075EAC3
1027048.74000000
PA
USD
908938.13000000
0.066539551422
Long
LON
CORP
US
N
2
2024-07-24
Floating
5.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
412000.00000000
PA
USD
426481.80000000
0.031220945326
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 EUR Term Loan
000000000
1275000.00000000
PA
1322411.34000000
0.096808192389
Long
LON
CORP
GB
N
2
2027-01-29
Floating
2.63000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
490000.00000000
PA
USD
476522.55000000
0.034884218928
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
8.00000000
N
N
N
N
N
N
Zekelman Industries, Inc.
549300S5LMRAKDWWI425
Zekelman Industries, Inc. 2020 Term Loan
98931YAC7
1150000.00000000
PA
USD
1075250.00000000
0.078714546464
Long
LON
CORP
US
N
2
2027-01-24
Floating
3.21000000
N
N
N
N
N
N
BANK OF AMERICA INTL NY UNITED STATES
B4TYDEB6GKMZO031MB27
REVERSE REPO 12/20/2013 UNDERLYING SECURITY
000000000
-3986716.95000000
PA
USD
-3986716.95000000
-0.29185084082
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.00000000
2020-04-21
3986716.95000000
USD
3990027.95000000
USD
AMBS
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
5848000.00000000
PA
USD
5919404.08000000
0.433334766329
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc. Term Loan B
44932UAB0
580500.00000000
PA
USD
557280.00000000
0.040796133414
Long
LON
CORP
US
N
2
2026-06-28
Floating
3.25000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085790BA0
485000.00000000
PA
USD
483333.54000000
0.035382822964
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
850000.00000000
PA
USD
872922.38000000
0.063902989295
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
SISAL PAY SPA
815600A354E81B97D398
Sisal Pay SpA
000000000
110000.00000000
PA
103060.44000000
0.007544622918
Long
DBT
CORP
IT
Y
2
2026-12-17
Floating
3.88000000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AJ1
248600.00000000
PA
USD
243006.50000000
0.017789487500
Long
DBT
NUSS
BB
N
2
2021-02-01
Fixed
6.50000000
N
N
N
N
N
N
BJ's Wholesale Club, Inc.
549300H2XDOGOSR9L398
BJ's Wholesale Club, Inc. 2017 1st Lien Term Loan
09179FAU6
911954.92000000
PA
USD
870916.95000000
0.063756180169
Long
LON
CORP
US
N
2
2024-02-03
Floating
3.05000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
500000.00000000
PA
USD
427508.73000000
0.031296122568
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
500000.00000000
PA
USD
471100.00000000
0.034487256767
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7723.25000000
0.000565386766
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
122783.32000000
GBP
160324.32000000
USD
2020-04-30
7723.25000000
N
N
N
SMURFIT KAPPA ACQUISITIO
6354002XN4LUSDRPTR29
Smurfit Kappa Acquisitions ULC
000000000
100000.00000000
PA
108610.78000000
0.007950940050
Long
DBT
CORP
IE
Y
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
BANK OF AMERICA INTL NY UNITED STATES
B4TYDEB6GKMZO031MB27
REVERSE REPO 7/23/2013 UNDERLYING SECURITY
000000000
-7307500.15000000
PA
USD
-7307500.15000000
-0.53495146253
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.00000000
2020-04-21
7307500.15000000
USD
7313569.08000000
USD
AMBS
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
500000.00000000
PA
560548.63000000
0.041035416118
Long
DBT
CORP
IT
N
2
2024-06-09
Fixed
5.88000000
N
N
N
N
N
N
Hayward Industries, Inc.
549300NV8ZMMEDUHQ091
Hayward Industries, Inc. 1st Lien Term Loan
421300AG9
478267.77000000
PA
USD
385005.55000000
0.028184642877
Long
LON
CORP
US
N
2
2024-08-05
Floating
4.49000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3LPMY2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3LPMY2 IRS USD P F 2.08500 CCP LCH
000000000
5222000.00000000
OU
Notional Amount
USD
-646511.22000000
-0.04732837709
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2029-07-15
0.00000000
USD
-1646.52000000
USD
5222000.00000000
USD
-644864.70000000
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC 2019 Term Loan B
87422LAM2
422002.19000000
PA
USD
373471.94000000
0.027340315623
Long
LON
CORP
US
N
2
2026-07-08
Floating
4.74000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358TN96
198409.86000000
PA
USD
213662.75000000
0.015641354533
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
TVL FINANCE PLC
549300DUQXE7VXG8YA50
TVL Finance PLC
000000000
300000.00000000
PA
285062.01000000
0.020868195146
Long
DBT
CORP
JE
Y
2
2025-07-15
Floating
6.10000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVIII Ltd
08186QAA9
4500000.00000000
PA
USD
2655486.00000000
0.194397001750
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
8.81000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
569000.00000000
PA
USD
520947.95000000
0.038136416289
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.13000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
5768378.67000000
PA
USD
5326134.38000000
0.389903977799
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAD3
870000.00000000
PA
USD
878995.80000000
0.064347598922
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5122.60000000
0.000375004078
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1621000.00000000
EUR
1794831.18000000
USD
2020-04-30
5122.60000000
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AF2
1170000.00000000
PA
USD
899431.65000000
0.065843621860
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.25000000
N
N
N
N
N
N
Transocean Pontus Ltd
N/A
Transocean Pontus Ltd
89382PAA3
605375.00000000
PA
USD
494875.90000000
0.036227790769
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.13000000
N
N
N
N
N
N
BidFair MergerRight Inc
549300P5BAAMQQ7VL735
BidFair MergerRight Inc Term Loan B
08883CAB4
648259.37000000
PA
USD
521848.79000000
0.038202363011
Long
LON
CORP
US
N
2
2027-01-15
Floating
6.50000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
1036000.00000000
PA
USD
917429.80000000
0.067161190997
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
921000.00000000
PA
USD
762127.50000000
0.055792160437
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-8.90000000
-0.00000065153
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
44893.00000000
GBP
55786.30000000
USD
2020-04-30
-8.90000000
N
N
N
ECI Macola Max Holdings LLC
N/A
ECI Macola Max Holdings LLC 1st Lien Term Loan
26825UAC5
831789.13000000
PA
USD
747223.62000000
0.054701109840
Long
LON
CORP
US
N
2
2024-09-27
Floating
5.70000000
N
N
N
N
N
N
Ares CLO Ltd
N/A
Ares XL CLO Ltd
04016HAK2
1000000.00000000
PA
USD
637710.00000000
0.046684076657
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
8.18000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1518.59000000
-0.00011116960
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
374788.89000000
EUR
412277.15000000
USD
2020-04-30
-1518.59000000
N
N
N
UFC Holdings, LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC 2019 Term Loan
90266UAF0
3133064.84000000
PA
USD
2804093.03000000
0.205275899651
Long
LON
CORP
US
N
2
2026-04-29
Floating
4.25000000
N
N
N
N
N
N
Tervita Corp
N/A
Tervita Corp
88158UAA6
2381000.00000000
PA
USD
1682771.75000000
0.123188667848
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
7.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AZL4
2548998.98000000
PA
USD
2931141.08000000
0.214576554973
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2018 EUR Term Loan B1
25213YAH8
802276.62000000
PA
718924.71000000
0.052629465230
Long
LON
CORP
US
N
2
2024-07-24
Floating
3.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358MW26
72491.26000000
PA
USD
75742.98000000
0.005544826150
Long
ABS-MBS
USGSE
US
N
2
2022-05-25
Fixed
8.00000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAA0
855000.00000000
PA
USD
787673.03000000
0.057662241635
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.38000000
N
N
N
N
N
N
U.S. Anesthesia Partners, Inc.
549300J001GMNRO7SQ51
U.S. Anesthesia Partners, Inc. 2017 Term Loan
90350HAF6
1684078.90000000
PA
USD
1275689.77000000
0.093387902045
Long
LON
CORP
US
N
2
2024-06-23
Floating
4.00000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
1592000.00000000
PA
USD
1300667.18000000
0.095216393559
Long
DBT
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 EUR Term Loan
22834KAC5
291615.98000000
PA
217095.59000000
0.015892658364
Long
LON
CORP
US
N
2
2025-02-28
Floating
2.38000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
280000.00000000
PA
283319.42000000
0.020740627435
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1497000.00000000
PA
USD
1576864.95000000
0.115435674842
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
CPG International Inc.
N/A
CPG International Inc. 2017 Term Loan
12626JAE7
1680801.35000000
PA
USD
1411873.13000000
0.103357315129
Long
LON
CORP
US
N
2
2024-05-05
Floating
5.93000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AUKB4
163677.08000000
PA
USD
940.42000000
0.000068844207
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Floating
5.40000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
50833.82000000
0.003721330933
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1607158.50000000
USD
1500000.00000000
EUR
2020-05-29
50833.82000000
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AV1
1426000.00000000
PA
USD
1457193.75000000
0.106675047795
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BH7M3
3136610.04000000
PA
USD
3161010.51000000
0.231404332632
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Fixed
3.00000000
N
Y
N
N
N
N
Marcel LUX IV SARL
2138005L24MEKHQKLX11
Marcel LUX IV SARL EUR Term Loan B2
000000000
1500000.00000000
PA
1458585.02000000
0.106776896841
Long
LON
CORP
LU
N
2
2026-03-16
Floating
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QZJ3
709758.39000000
PA
USD
708972.47000000
0.051900903447
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.99000000
N
N
N
N
N
N
Kingdom of Jordan
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
2600000.00000000
PA
USD
2193170.20000000
0.160552799453
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
1610000.00000000
PA
USD
1670495.75000000
0.122289993333
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A6XE9
166507.00000000
PA
USD
3286.23000000
0.000240571126
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Floating
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381XWS1
3794469.00000000
PA
USD
3808808.68000000
0.278826921939
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.50000000
N
N
N
N
N
N
NASCAR Holdings, Inc
254900HRWKQR5V0WN013
NASCAR Holdings, Inc Term Loan B
63108EAB4
731303.19000000
PA
USD
646594.15000000
0.047334448048
Long
LON
CORP
US
N
2
2026-10-19
Floating
3.67000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAE2
198000.00000000
PA
USD
195771.51000000
0.014331611830
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
5.50000000
N
N
N
N
N
N
CITGO Petroleum Corporation
YX52P86PXMLYDOTUQ225
Citgo Petroleum Corporation 2019 Term Loan B
17302UAM4
2524500.00000000
PA
USD
2208937.50000000
0.161707057410
Long
LON
CORP
US
N
2
2024-03-28
Floating
6.00000000
N
N
N
N
N
N
Onvoy, LLC
549300LHK9RYYM718X74
Onvoy, LLC 2017 1st Lien Term Loan B
68339FAE5
824500.00000000
PA
USD
638987.50000000
0.046777597078
Long
LON
CORP
US
N
2
2024-02-10
Floating
5.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AK3U5
3126199.80000000
PA
USD
3250084.85000000
0.237925091781
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.00000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
3677000.00000000
PA
USD
1939507.19000000
0.141983193513
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3952.43000000
0.000289340836
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
87083.74000000
USD
73248.00000000
GBP
2020-04-30
3952.43000000
N
N
N
BMO Capital Markets Corp.
RUC0QBLBRPRCU4W1NE59
RRP FNMA 30YR CASH REV REPO
000000000
-4251056.76000000
PA
USD
-4251056.76000000
-0.31120205055
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2020-04-21
4251056.76000000
USD
4254965.14000000
USD
AMBS
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
14320.52000000
0.001048345256
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
253935.00000000
GBP
329923.27000000
USD
2020-04-30
14320.52000000
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
31657.00000000
NS
USD
231412.67000000
0.016940751792
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7248.34000000
0.000530620595
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
268395.49000000
USD
249660.00000000
EUR
2020-04-30
7248.34000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBG7
3605000.00000000
PA
USD
3718395.28000000
0.272208135819
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B7ZX2
6327921.32000000
PA
USD
6333730.98000000
0.463665902364
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
3.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
1051000.00000000
PA
USD
779053.75000000
0.057031260267
Long
DBT
CORP
MX
Y
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAB5
657000.00000000
PA
USD
682787.25000000
0.049983993225
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3MLKR7 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3MLKR7 IRS USD P F 2.20500 CCP LCH
000000000
944800.00000000
OU
Notional Amount
USD
-322424.72000000
-0.02360336257
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-08-01
0.00000000
USD
0.00000000
USD
944800.00000000
USD
-322424.72000000
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 1st Lien Term Loan
33936HAB8
1529968.87000000
PA
USD
1364222.75000000
0.099869030497
Long
LON
CORP
US
N
2
2023-12-29
Floating
4.91000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3XZ4U5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3XZ4U5 IRS USD P F 1.16450 CCP LCH
000000000
200000.00000000
OU
Notional Amount
USD
-6258.46000000
-0.00045815562
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2025-02-28
0.00000000
USD
0.00000000
USD
200000.00000000
USD
-6258.46000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TA7J7 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TA7J7 IRS USD P F 1.81770 CCP LCH
000000000
646552.00000000
OU
Notional Amount
USD
-157884.69000000
-0.01155807650
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-12-06
0.00000000
USD
0.00000000
USD
646552.00000000
USD
-157884.69000000
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
000000000
145000.00000000
PA
149525.59000000
0.010946141829
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
1.50000000
N
N
N
N
N
N
FinCo I LLC
5493001RSEZ0X6VJMC68
FinCo I LLC 2018 Term Loan B
31774BAD6
955300.68000000
PA
USD
878876.63000000
0.064338874985
Long
LON
CORP
US
N
2
2022-12-27
Floating
2.99000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAA2
1050000.00000000
PA
USD
981727.95000000
0.071868189105
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
4.50000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
2715000.00000000
PA
USD
1365645.00000000
0.099973147459
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
25655.79000000
0.001878152870
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1000000.00000000
EUR
1128555.20000000
USD
2020-04-02
25655.79000000
N
N
N
Spectrum Holdings III Corp.
N/A
Spectrum Holdings III Corp. 1st Lien Term Loan
84763NAB6
207101.68000000
PA
USD
162574.82000000
0.011901421272
Long
LON
CORP
US
N
2
2025-01-31
Floating
4.70000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan B
53226GAG6
1045057.49000000
PA
USD
775955.19000000
0.056804427674
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-6982.64000000
-0.00051116981
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
133471.07000000
USD
101773.00000000
GBP
2020-04-30
-6982.64000000
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAC7
675000.00000000
PA
USD
599241.87000000
0.043867986067
Long
DBT
CORP
NO
N
2
2025-03-31
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381BDB2
113947.28000000
PA
USD
124823.69000000
0.009137819247
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
RELIANCE INTERMEDIATE
549300F3NZL11SQLVG51
Reliance Intermediate Holdings LP
75947TAB0
4610000.00000000
PA
USD
4717113.35000000
0.345320100409
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
6.50000000
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AL0
575000.00000000
PA
USD
552658.38000000
0.040457803981
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.13000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
656000.00000000
PA
USD
639960.80000000
0.046848848292
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERT
549300AK9XBIDV7T6V58
Gateway Casinos & Entertainment Ltd
36760BAE9
2255000.00000000
PA
USD
1981569.98000000
0.145062434097
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AKBJ1
1241932.80000000
PA
USD
148939.78000000
0.010903257133
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation 2018 Term Loan B4
95810DAR2
1535329.27000000
PA
USD
1485431.07000000
0.108742183658
Long
LON
CORP
US
N
2
2023-04-29
Floating
3.35000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
150000.00000000
PA
139124.14000000
0.010184695263
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A93D8
7895145.80000000
PA
USD
877489.40000000
0.064237321690
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
AI Convoy (Luxembourg) S.A.R.L
222100GQMVQ4KP4KJS35
AI Convoy (Luxembourg) S.A.R.L EUR Term Loan B
00135BAB9
1000000.00000000
PA
978823.23000000
0.071655546726
Long
LON
CORP
GB
N
2
2027-01-17
Floating
3.75000000
N
N
N
N
N
N
CCC Information Services, Inc.
5493006JEEL9RIWY5T17
CCC Information Services, Inc. 2017 1st Lien Term Loan
124886AH5
1933778.85000000
PA
USD
1786674.36000000
0.130794942503
Long
LON
CORP
US
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAV7
1045000.00000000
PA
USD
1084762.25000000
0.079410898423
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
PODS, LLC
N/A
PODS, LLC 2018 1st Lien Term Loan
00190NAJ8
658129.80000000
PA
USD
577508.90000000
0.042277006410
Long
LON
CORP
US
N
2
2024-12-06
Floating
3.75000000
N
N
N
N
N
N
BMO Capital Markets Corp.
RUC0QBLBRPRCU4W1NE59
RRP FNMA REV REPO
000000000
-1657110.83000000
PA
USD
-1657110.83000000
-0.12131013943
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2020-04-21
1657110.83000000
USD
1658634.36000000
USD
AMBS
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2265.28000000
0.000165831655
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
201248.00000000
EUR
224458.54000000
USD
2020-04-30
2265.28000000
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAB1
392000.00000000
PA
USD
366227.24000000
0.026809961496
Long
DBT
CORP
US
N
2
2022-04-29
Fixed
4.50000000
N
N
N
N
N
N
Atkore International, Inc.
549300G7TKUUPGRV2D81
Atkore International, Inc. 2016 1st Lien Term Loan
04765BAG7
393633.57000000
PA
USD
346397.54000000
0.025358312259
Long
LON
CORP
US
N
2
2023-12-22
Floating
4.02000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCY6
475000.00000000
PA
USD
509111.99000000
0.037269955259
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.38000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
332000.00000000
PA
USD
311596.11000000
0.022810645411
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BSTQ6
6522189.00000000
PA
USD
425799.15000000
0.031170971380
Long
ABS-MBS
USGSE
US
N
2
2046-11-15
Fixed
3.50000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc
457153AG9
1889000.00000000
PA
USD
1545243.12000000
0.113120773185
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.45000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAE8
1000000.00000000
PA
USD
997132.40000000
0.072995884334
Long
DBT
CORP
IT
N
2
2028-09-12
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPA20
4006556.64000000
PA
USD
4519501.26000000
0.330853747431
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12897.04000000
-0.00094413825
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
637117.18000000
EUR
690093.47000000
USD
2020-04-15
-12897.04000000
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2018 Term Loan B1
68162RAD3
343875.00000000
PA
USD
258594.00000000
0.018930583053
Long
LON
CORP
US
N
2
2024-10-10
Floating
4.95000000
N
N
N
N
N
N
IAP Worldwide Services LLC
N/A
IAP WORLDWIDE SERVICES LLC UNITS
000000000
30.60500000
NS
USD
409333.31000000
0.029965576237
Long
EC
CORP
US
N
3
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1584.58000000
0.000116000461
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
189273.00000000
GBP
236822.26000000
USD
2020-04-30
1584.58000000
N
N
N
VENATOR FIN SARL/VENATOR
N/A
Venator Finance Sarl / Venator Materials LLC
9226APAA3
424000.00000000
PA
USD
333900.00000000
0.024443419729
Long
DBT
CORP
XX
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AD2
310000.00000000
PA
USD
254438.70000000
0.018626390954
Long
DBT
CORP
MX
N
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1427.54000000
0.000104504221
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
73827.44000000
USD
68161.00000000
EUR
2020-04-30
1427.54000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-17395.61000000
-0.00127345970
N/A
DFE
XX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
2492743.26000000
USD
2242006.65000000
EUR
2020-04-30
-17395.61000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AU1
2000000.00000000
PA
USD
2082635.00000000
0.152460980679
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Studio City Co Ltd
N/A
Studio City Co Ltd
86400GAB5
845000.00000000
PA
USD
825607.25000000
0.060439246911
Long
DBT
CORP
VG
N
2
2021-11-30
Fixed
7.25000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
646750.00000000
PA
USD
599052.19000000
0.043854100389
Long
LON
CORP
US
N
2
2026-09-30
Floating
3.21000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
1051000.00000000
PA
USD
1002864.20000000
0.073415485392
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YXW9
1750291.36000000
PA
USD
1751759.07000000
0.128238940441
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.50000000
N
N
N
N
N
N
Veritas Bermuda Ltd.
549300RFUWCPWS8FQ104
Veritas Bermuda Ltd. USD Repriced Term Loan B
000000000
2658282.99000000
PA
USD
2272831.96000000
0.166384503065
Long
LON
CORP
US
N
2
2023-01-27
Floating
5.95000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X84H4 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3X84H4 IRS USD P F 1.43800 CCP LCH
000000000
260000.00000000
OU
Notional Amount
USD
-11496.60000000
-0.00084161790
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2025-02-18
0.00000000
USD
0.00000000
USD
260000.00000000
USD
-11496.60000000
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
520000.00000000
PA
USD
512876.00000000
0.037545502657
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUBH2
5767172.82000000
PA
USD
6406213.92000000
0.468972074648
Long
ABS-MBS
USGA
US
N
2
2047-10-15
Fixed
4.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXV Ltd
09630CAA0
4500000.00000000
PA
USD
2751912.00000000
0.201455945119
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
8.53000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
397.10000000
0.000029070026
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
817500.00000000
EUR
902979.93000000
USD
2020-04-30
397.10000000
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 2nd Lien Term Loan
03827FAZ4
475000.00000000
PA
USD
439375.00000000
0.032164802467
Long
LON
CORP
US
N
2
2025-09-19
Floating
8.45000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3W1YA2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3W1YA2 IRS USD P F 1.49050 CCP LCH
000000000
200000.00000000
OU
Notional Amount
USD
-9266.18000000
-0.00067833820
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2025-01-28
0.00000000
USD
0.00000000
USD
200000.00000000
USD
-9266.18000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ACM73
8409862.75000000
PA
USD
1609399.64000000
0.117817403154
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Floating
5.25000000
N
N
N
N
N
N
Viant Medical Holdings, Inc.
549300E68YOWU15QSF58
Viant Medical Holdings, Inc. 2018 1st Lien Term Loan
58506PAF8
492500.00000000
PA
USD
437093.75000000
0.031997801714
Long
LON
CORP
US
N
2
2025-07-02
Floating
5.20000000
N
N
N
N
N
N
Vibrant CLO Ltd
N/A
Vibrant CLO 1X LTD
92558JAA9
1000000.00000000
PA
USD
574199.00000000
0.042034702501
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
8.07000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NGLL9 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3NGLL9 / Short: BEV3NGLL9 IRS EUR P F .00000 CCP LCH -VE FIXED/BSV3NGLL9
000000000
950000.00000000
OU
Notional Amount
12191.56000000
0.000892493016
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2024-08-22
0.00000000
EUR
0.00000000
EUR
950000.00000000
EUR
12191.56000000
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2018 EUR Term Loan B2
25213YAJ4
320908.98000000
PA
287568.39000000
0.021051676722
Long
LON
CORP
US
N
2
2024-07-24
Floating
3.75000000
N
N
N
N
N
N
Ministry of Finance of Tanzania
N/A
Ministry of Finance of Tanzania 5 Year Term Loan
000000000
1700000.00000000
PA
USD
1593998.20000000
0.116689928275
Long
LON
CORP
TZ
N
2
2020-05-26
Floating
7.09000000
N
N
N
N
N
N
The Ministry of Finance and Planning, Government of the United Republic of Tanzania
N/A
The Ministry of Finance and Planning, Government of the United Republic of Tanzania Term Loan
000000000
2553571.42000000
PA
USD
2440006.44000000
0.178622646170
Long
LON
CORP
TZ
N
2
2022-06-23
Floating
7.12000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AD4
1245000.00000000
PA
USD
1243185.41000000
0.091008394065
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
1117000.00000000
PA
USD
1019768.75000000
0.074652996656
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133T3Q84
111919.70000000
PA
USD
121400.55000000
0.008887225513
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
Refinitiv US Holdings Inc. 2018 USD Term Loan
31740MAC5
1209687.50000000
PA
USD
1169364.99000000
0.085604310475
Long
LON
CORP
US
N
2
2025-10-01
Floating
4.24000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
840000.00000000
PA
USD
964110.00000000
0.070578452817
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FL3
410000.00000000
PA
USD
440321.66000000
0.032234103478
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-413.97000000
-0.00003030500
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10861.36000000
USD
8406.00000000
GBP
2020-04-30
-413.97000000
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
309.52000000
0.000022658662
N/A
DFE
XX
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
20882.02000000
USD
19140.08000000
EUR
2020-07-17
309.52000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358TWE5
104844.14000000
PA
USD
113016.60000000
0.008273471668
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
1661000.00000000
PA
USD
1711743.55000000
0.125309571914
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2020-1 Ltd
94949HAC3
2000000.00000000
PA
USD
1940000.00000000
0.142019270068
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
8.42000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AQWC8
2669337.39000000
PA
USD
206013.85000000
0.015081410619
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
3.50000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc. 2018 Term Loan B
46284NAQ2
906500.00000000
PA
USD
874772.50000000
0.064038428827
Long
LON
CORP
US
N
2
2026-01-02
Floating
2.74000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAC0
1850000.00000000
PA
USD
1345964.91000000
0.098532450543
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.14000000
N
N
N
N
N
N
Booz Allen Hamilton Inc
549300D7XCH2480XU542
Booz Allen Hamilton Inc
099500AA8
695000.00000000
PA
USD
687177.78000000
0.050305405527
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.13000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAJ0
2450000.00000000
PA
USD
2495949.75000000
0.182718021454
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F4VX7
5124078.60000000
PA
USD
5301787.03000000
0.388121610338
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Fixed
4.50000000
N
N
N
N
N
N
BW NHHC Holdco, Inc.
549300Y5ZHAEE7MHCH51
BW NHHC Holdco, Inc. 2018 1st Lien Term Loan
05606CAE0
3787288.76000000
PA
USD
2291309.70000000
0.167737180976
Long
LON
CORP
US
N
2
2025-05-15
Floating
6.62000000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2017 Term Loan B
86880NAU7
1072500.00000000
PA
USD
845666.25000000
0.061907682240
Long
LON
CORP
US
N
2
2024-09-03
Floating
4.25000000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
3563211.54000000
PA
USD
3416229.06000000
0.250087813137
Long
LON
CORP
NL
N
2
2025-07-10
Floating
4.95000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136APHR6
3356874.10000000
PA
USD
322772.84000000
0.023628846976
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.50000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
453000.00000000
PA
USD
414778.13000000
0.030364168692
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
870000.00000000
PA
USD
742581.98000000
0.054361314827
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
Altran Technologies
969500T0V37NV3M8PR58
Altran Technologies 2018 EUR Term Loan B
000000000
1398214.12000000
PA
1480405.96000000
0.108374316414
Long
LON
CORP
FR
N
2
2025-03-20
Floating
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BRBK0
5974154.84000000
PA
USD
6041501.79000000
0.442273028005
Long
ABS-MBS
USGSE
US
N
2
2055-01-15
Fixed
3.50000000
N
N
N
N
N
N
GREAT WST PTRLM/GRT FNCE
N/A
Great Western Petroleum LLC / Great Western Finance Corp
39143GAA8
2423000.00000000
PA
USD
1571800.10000000
0.115064898399
Long
DBT
CORP
US
N
2
2021-09-30
Fixed
9.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
13482.32000000
0.000986984147
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
567646.32000000
USD
526348.00000000
EUR
2020-04-30
13482.32000000
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
527000.00000000
PA
USD
527000.00000000
0.038579461508
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PJ30
3829.58000000
PA
USD
3934.90000000
0.000288057539
Long
ABS-MBS
USGSE
US
N
2
2021-12-17
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CPL0
3144800.07000000
PA
USD
3481796.37000000
0.254887721130
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
1100000.00000000
PA
USD
1061500.00000000
0.077707966586
Long
LON
CORP
US
N
2
2027-02-28
Floating
4.86000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
1260000.00000000
PA
USD
1066281.30000000
0.078057985522
Long
DBT
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
1250000.00000000
PA
USD
981937.50000000
0.071883529382
Long
DBT
US
N
2
2027-10-01
Fixed
4.63000000
N
N
N
N
N
N
HLF Financing S.a r.l.
549300VKVJUV5OGV2R51
HLF Financing S.a r.l. 2018 Term Loan B
40421YAF9
1083500.00000000
PA
USD
978761.31000000
0.071651013823
Long
LON
CORP
KY
N
2
2025-08-18
Floating
3.74000000
N
N
N
N
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
593000.00000000
PA
USD
560711.15000000
0.041047313526
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F4VY5
12983857.00000000
PA
USD
13445466.23000000
0.984286236963
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Fixed
4.50000000
N
N
N
N
N
N
Guggenheim Partners, LLC
N/A
Guggenheim Partners, LLC 2016 Term Loan
40166KAC5
2707103.23000000
PA
USD
2436392.91000000
0.178358114781
Long
LON
CORP
US
N
2
2023-07-21
Floating
3.74000000
N
N
N
N
N
N
Vue International Bidco p.l.c.
2138002KEV3Y56IJTC64
Vue International Bidco p.l.c. 2019 EUR Delayed Draw Term Loan B
000000000
194318.18000000
PA
158591.92000000
0.011609849854
Long
LON
CORP
GB
N
2
2026-07-03
None
0.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-35092.47000000
-0.00256897266
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1780944.91000000
EUR
1929502.43000000
USD
2020-04-09
-35092.47000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359QZ72
157326.79000000
PA
USD
180196.51000000
0.013191431350
Long
ABS-MBS
USGSE
US
N
2
2027-11-18
Fixed
7.00000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
1722000.00000000
PA
USD
1531503.75000000
0.112114971485
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
1280000.00000000
PA
USD
966400.00000000
0.070746094120
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. 2018 Term Loan B
000000000
5366373.35000000
PA
USD
5142772.67000000
0.376480835422
Long
LON
CORP
CA
N
2
2025-06-02
Floating
3.61000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
1607000.00000000
PA
USD
1540711.25000000
0.112789013974
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
INEOS Enterprises Holdings US Finco LLC
N/A
INEOS Enterprises Holdings US Finco LLC 2020 USD Term Loan B
000000000
224860.05000000
PA
USD
207995.55000000
0.015226482571
Long
LON
CORP
US
N
2
2026-08-28
Floating
5.11000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
1030000.00000000
PA
USD
520150.00000000
0.038078001714
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
50522.00000000
NS
USD
273829.24000000
0.020045891127
Long
EC
CORP
US
N
1
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAL1
412000.00000000
PA
USD
360014.87000000
0.026355179923
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
140000.00000000
PA
147260.32000000
0.010780310905
Long
DBT
CORP
IT
Y
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
GALAXY FINCO LTD
984500E65BE1F6988518
Galaxy Finco Ltd
000000000
575000.00000000
PA
651714.47000000
0.047709285217
Long
DBT
CORP
JE
Y
2
2027-07-31
Fixed
9.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
1607000.00000000
PA
USD
1536693.75000000
0.112494909635
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4S8
19492588.33000000
PA
USD
1481007.88000000
0.108418380454
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Fixed
3.50000000
N
N
N
N
N
N
HILLMAN GROUP INC
BDPO7HREUXNPHVMSIT54
Hillman Group Inc/The
40423BAA8
2695000.00000000
PA
USD
2114728.77000000
0.154810431086
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
6.38000000
N
N
N
N
N
N
Sutherland Global Services Inc.
549300CEE3NVW1MK2B79
Sutherland Global Services Inc. Term Loan B
86933BAG1
1073186.43000000
PA
USD
799523.89000000
0.058529793432
Long
LON
CORP
US
N
2
2021-04-23
Floating
6.83000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBN4
1180000.00000000
PA
USD
1218712.65000000
0.089216845863
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
1118000.00000000
PA
USD
1132008.54000000
0.082869601320
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B0AS5
1199845.29000000
PA
USD
1190098.65000000
0.087122134836
Long
ABS-MBS
USGSE
US
N
2
2057-12-25
Fixed
3.00000000
N
N
N
N
N
N
SEVEN GENERATIONS ENERGY
549300XZHTA2VXQWAL67
Seven Generations Energy Ltd
699320AH0
1250000.00000000
PA
USD
868306.25000000
0.063565061763
Long
DBT
CORP
CA
N
2
2023-06-30
Fixed
6.88000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802AH2
872000.00000000
PA
USD
842630.73000000
0.061685464541
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
Carlisle Foodservice Products Inc.
N/A
Carlisle Foodservice Products Inc. 2018 1st Lien Term Loan
14235UAB7
269892.44000000
PA
USD
232107.50000000
0.016991617385
Long
LON
CORP
US
N
2
2025-03-20
Floating
4.00000000
N
N
N
N
N
N
Syniverse Holdings, Inc.
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc. 2018 1st Lien Term Loan
87164GAM5
1056187.50000000
PA
USD
705884.96000000
0.051674879778
Long
LON
CORP
US
N
2
2023-03-09
Floating
6.87000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5082.67000000
0.000372080970
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
262858.01000000
USD
242683.00000000
EUR
2020-04-30
5082.67000000
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
646750.00000000
PA
USD
601477.50000000
0.044031647171
Long
LON
CORP
US
N
2
2026-09-19
Floating
3.19000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
365000.00000000
PA
USD
381768.10000000
0.027947642730
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV2UTQ30 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV2UTQ30 IRS USD P F 2.68400 CCP LCH
000000000
650000.00000000
OU
Notional Amount
USD
-13598.04000000
-0.00099545552
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2021-03-16
94.84000000
USD
0.00000000
USD
650000.00000000
USD
-13692.88000000
N
N
N
INEOS Styrolution Group GmbH
5299003M4PGUGL48LS74
INEOS Styrolution Group GmbH 2020 EUR Term Loan
45673NAF7
1000000.00000000
PA
1006395.71000000
0.073674012440
Long
LON
CORP
DE
N
2
2027-01-22
Floating
2.50000000
N
N
N
N
N
N
Alpha 3 B.V.
549300RVASWYF4HCO804
Alpha 3 B.V. 2017 Term Loan B1
000000000
675004.81000000
PA
USD
626066.96000000
0.045831738491
Long
LON
CORP
NL
N
2
2024-01-31
Floating
4.45000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
530000.00000000
PA
USD
519445.05000000
0.038026395279
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HWC62
3975501.80000000
PA
USD
3799653.83000000
0.278156733735
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
None
0.00000000
N
N
N
N
N
N
EP ENER/EVEREST ACQ FIN
N/A
EP Energy LLC / Everest Acquisition Finance Inc
268787AJ7
480000.00000000
PA
USD
69600.00000000
0.005095124328
Long
DBT
CORP
US
N
2
2026-05-15
None
0.00000000
Y
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-225.36000000
-0.00001649766
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
716951.20000000
USD
649163.00000000
EUR
2020-04-30
-225.36000000
N
N
N
Radio Systems Corporation
549300WUUUH6LHROHH87
Radio Systems Corporation Term Loan B
75040DAB1
461937.50000000
PA
USD
420363.13000000
0.030773023137
Long
LON
CORP
US
N
2
2024-05-02
Floating
3.75000000
N
N
N
N
N
N
USI Inc/NY
N/A
USI Inc/NY
91739VAA6
3948000.00000000
PA
USD
3701131.56000000
0.270944331225
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
665000.00000000
PA
USD
217787.50000000
0.015943310195
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
APi Group DE, Inc.
549300XP4G7B4QYA0G83
APi Group DE, Inc. Term Loan B
00186XAB9
1525000.00000000
PA
USD
1403000.00000000
0.102707750466
Long
LON
CORP
US
N
2
2026-10-01
Floating
3.49000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AT6
1015000.00000000
PA
USD
1013726.18000000
0.074210645429
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358UKD7
259114.34000000
PA
USD
276083.18000000
0.020210892629
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BFVY4
533126.46000000
PA
USD
473452.60000000
0.034659480754
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
None
0.00000000
N
N
N
N
N
N
Murray Energy Corporation
549300WM5IIFYHZYTT63
Murray Energy Corporation 2018 Term Loan B2
627048AQ4
2267291.91000000
PA
USD
253181.69000000
0.018534370519
Long
LON
CORP
US
N
2
2022-10-17
None
0.00000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUP2
426698.76000000
PA
USD
477866.94000000
0.034982636086
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
7.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN20 XEUR 20200608
000000000
-11.00000000
NC
11525.30000000
0.000843718914
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEM0 Comdty
2020-06-08
-1497760.00000000
EUR
11525.30000000
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAD5
1106000.00000000
PA
USD
930518.42000000
0.068119354017
Long
DBT
CORP
NO
N
2
2024-06-15
Fixed
4.75000000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
660000.00000000
PA
USD
655738.05000000
0.048003834647
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LDCD4
461417.34000000
PA
USD
516143.81000000
0.037784725333
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
5.50000000
N
N
N
N
N
N
Castle US Holding Corporation
N/A
Castle US Holding Corporation USD Term Loan B
14852DAC5
1060000.00000000
PA
USD
923525.00000000
0.067607395046
Long
LON
CORP
US
N
2
2027-01-29
Floating
5.20000000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2018 Term Loan
92937JAM5
6667495.28000000
PA
USD
5083965.15000000
0.372175783326
Long
LON
CORP
US
N
2
2025-04-30
Floating
5.53000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
9822000.00000000
PA
USD
10889012.97000000
0.797139007093
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Electro Rent Corporation
549300L5Z681EV5LDY95
Electro Rent Corporation 1st Lien Term Loan
28521VAF9
1850967.13000000
PA
USD
1559439.81000000
0.114160053366
Long
LON
CORP
US
N
2
2024-01-31
Floating
6.80000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
1346000.00000000
PA
USD
907607.80000000
0.066442163538
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3UPDC0 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3UPDC0 IRS USD P F 1.93670 CCP LCH
000000000
19242.00000000
OU
Notional Amount
USD
-5291.99000000
-0.00038740441
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2050-01-09
0.00000000
USD
0.00000000
USD
19242.00000000
USD
-5291.99000000
N
N
N
Nine Energy Service Inc
549300KRLJCZBPZMKT65
Nine Energy Service Inc
65441VAA9
500000.00000000
PA
USD
129925.00000000
0.009511264775
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
8.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300GTVIVSKVBYOB52
Dryden 42 Senior Loan Fund
26244YAU0
1000000.00000000
PA
USD
616434.00000000
0.045126549858
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.38000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
1583000.00000000
PA
USD
1341592.50000000
0.098212364731
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BK8
2190000.00000000
PA
USD
2209151.55000000
0.161722727113
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.38000000
N
N
N
N
N
N
Government of The Republic of Kenya Acting through The National Treasury
N/A
Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan
000000000
4500000.00000000
PA
USD
4264983.00000000
0.312221532222
Long
LON
CORP
KE
N
2
2020-06-30
Floating
8.37000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-50920.25000000
-0.00372765811
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1419186.08000000
USD
1240608.00000000
EUR
2020-04-02
-50920.25000000
N
N
N
STG-Fairway Holdings, LLC
N/A
STG-Fairway Holdings, LLC Term Loan B
78477MAC5
425000.00000000
PA
USD
388875.00000000
0.028467909096
Long
LON
CORP
US
N
2
2027-01-31
Floating
4.57000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BF7
1286000.00000000
PA
USD
914673.93000000
0.066959445303
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
6.13000000
N
N
N
N
N
N
Fieldwood Energy Inc
N/A
Fieldwood Energy Inc
31660T201
1892.00000000
NS
USD
2838.00000000
0.000207758086
Long
EC
CORP
US
N
2
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
2770498.00000000
PA
USD
2374178.26000000
0.173803640977
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
Ferro Corporation
1YTO5R7OHOPE81ZNYD08
Ferro Corporation 2018 USD Term Loan B3
315409AN2
339311.83000000
PA
USD
295483.94000000
0.021631140966
Long
LON
CORP
US
N
2
2024-02-14
Floating
3.70000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
841000.00000000
PA
USD
792095.85000000
0.057986017753
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
FIAT CHRYSLER FINANCE EU
549300WNB3BQ4638PG80
Fiat Chrysler Finance Europe SENC
000000000
325000.00000000
PA
359456.35000000
0.026314293014
Long
DBT
CORP
LU
Y
2
2021-03-22
Fixed
4.75000000
N
N
N
N
N
N
BMO Capital Markets Corp.
RUC0QBLBRPRCU4W1NE59
REV REPO RRP FNMA 30YR REV REPO
000000000
-2380594.85000000
PA
USD
-2380594.85000000
-0.17427337264
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2020-04-21
2380594.85000000
USD
2382783.55000000
USD
AMBS
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
46642MAG3
2600000.00000000
PA
USD
2298545.34000000
0.168266871858
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.77000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2018 1st Lien Term Loan
44908XAT5
5569918.61000000
PA
USD
5203234.16000000
0.380906967729
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.24000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
1000000.00000000
PA
USD
1037960.12000000
0.075984710619
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.09000000
N
N
N
N
N
N
VIRGIN MEDIA RECEIVABLE
635400OWHDEIMY4JKH31
Virgin Media Receivables Financing Notes I DAC
000000000
250000.00000000
PA
302388.06000000
0.022136562659
Long
DBT
CORP
IE
Y
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
Wink Holdco, Inc
N/A
Wink Holdco, Inc 1st Lien Term Loan B
97417AAB6
488750.00000000
PA
USD
418492.19000000
0.030636059460
Long
LON
CORP
US
N
2
2024-12-02
Floating
4.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHN8
83204.10000000
PA
USD
86847.49000000
0.006357740792
Long
ABS-MBS
USGSE
US
N
2
2025-08-17
Fixed
7.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAL5
2775000.00000000
PA
USD
2847843.75000000
0.208478706516
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVI Ltd
55819NAA2
1500000.00000000
PA
USD
940965.00000000
0.068884104360
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
9.19000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2NS7
1563533.36000000
PA
USD
1753449.97000000
0.128362724144
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
8.00000000
N
N
N
N
N
N
CPI International Inc.
5493003UP57IOOYDIV65
CPI International Inc. 2017 1st Lien Term Loan
12632BAG1
706875.00000000
PA
USD
593775.00000000
0.043467779425
Long
LON
CORP
US
N
2
2024-07-26
Floating
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TMBQ0 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TMBQ0 IRS USD P F 1.74420 CCP LCH
000000000
1885000.00000000
OU
Notional Amount
USD
-183580.06000000
-0.01343912686
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2029-12-12
0.00000000
USD
0.00000000
USD
1885000.00000000
USD
-183580.06000000
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
912000.00000000
PA
USD
855565.44000000
0.062632360455
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358TMN6
69858.20000000
PA
USD
74895.89000000
0.005482814241
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
7.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust 2015-LC22
94989TBF0
1250000.00000000
PA
USD
1096293.25000000
0.080255034611
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.53000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AEUU9
1775513.40000000
PA
USD
136964.88000000
0.010026624887
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
5.35000000
N
N
N
N
N
N
Libbey Glass Inc.
A7JTTZYG0P336HI4K290
Libbey Glass Inc. Term Loan B
529897AF7
6752168.67000000
PA
USD
3218535.98000000
0.235615531220
Long
LON
CORP
US
N
2
2021-04-09
Floating
4.01000000
N
N
N
N
N
N
Steinway Musical Instruments, Inc.
54930055OPID242NEX87
Steinway Musical Instruments, Inc. 2018 Term Loan B
85849GAF7
518038.61000000
PA
USD
484366.10000000
0.035458412354
Long
LON
CORP
US
N
2
2025-02-14
Floating
4.45000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
100000.00000000
PA
80245.64000000
0.005874447020
Long
DBT
CORP
GB
Y
2
2026-11-15
Fixed
6.88000000
N
N
N
N
N
N
NFP Corp
VO2L9FZNXDJNQNEYH039
NFP Corp. 2020 Term Loan
62910PAF0
3186571.46000000
PA
USD
2788250.03000000
0.204116100014
Long
LON
CORP
US
N
2
2027-02-15
Floating
4.24000000
N
N
N
N
N
N
BMO Capital Markets Corp.
RUC0QBLBRPRCU4W1NE59
REVERSE REPO UNDERLYING SECURITY 31419AZL4
000000000
-2776433.42000000
PA
USD
-2776433.42000000
-0.20325105551
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2020-04-21
2776433.42000000
USD
2778986.04000000
USD
AMBS
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133T4E85
1439831.44000000
PA
USD
1564268.66000000
0.114513553238
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc 2020 2nd Lien Term Loan
88632NAN0
475000.00000000
PA
USD
453625.00000000
0.033207985249
Long
LON
CORP
US
N
2
2028-03-03
Floating
8.24000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc. 2020 Term Loan
45174UAF5
498750.00000000
PA
USD
427179.38000000
0.031272012234
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.99000000
N
N
N
N
N
N
UPCB Finance VII Ltd
5493006V3WX8F38SQ991
UPCB Finance VII Ltd
000000000
200000.00000000
PA
201269.00000000
0.014734060034
Long
DBT
CORP
KY
Y
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
1789000.00000000
PA
USD
1794456.45000000
0.131364636699
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2017 1st Lien Term Loan
64072UAE2
3953668.38000000
PA
USD
3835058.33000000
0.280748548811
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.86000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBA2
1236000.00000000
PA
USD
786040.38000000
0.057542722170
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.50000000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
200000.00000000
PA
195725.38000000
0.014328234846
Long
DBT
CORP
LU
Y
2
2025-08-01
Fixed
4.13000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAJ6
950000.00000000
PA
USD
925694.25000000
0.067766196748
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.88000000
N
N
N
N
N
N
Apro, LLC
549300HALLMPVGYAKP14
Apro, LLC 2019 Delayed Draw Term Loan
03834XAK9
150000.00000000
PA
USD
131625.00000000
0.009635714650
Long
LON
CORP
US
N
2
2026-11-14
Fixed
4.00000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2019 Incremental Term Loan
22834KAD3
1517375.00000000
PA
USD
1004502.25000000
0.073535400168
Long
LON
CORP
US
N
2
2026-09-30
Floating
3.57000000
N
N
N
N
N
N
Lindblad Expeditions, Inc.
N/A
Lindblad Expeditions, Inc. 2018 Term Loan
53521WAF5
1860709.35000000
PA
USD
1479263.93000000
0.108290713183
Long
LON
CORP
US
N
2
2025-03-27
Floating
4.24000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PH81
47177.09000000
PA
USD
49500.49000000
0.003623723431
Long
ABS-MBS
USGSE
US
N
2
2025-09-17
Fixed
6.50000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
000000000
1374000.00000000
PA
1408655.31000000
0.103121752012
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
2.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
1755000.00000000
PA
USD
1771777.80000000
0.129704427772
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6022.66000000
-0.00044089369
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
410094.91000000
USD
365982.00000000
EUR
2020-04-30
-6022.66000000
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
1390000.00000000
PA
USD
952914.50000000
0.069758877178
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHP3
25138.69000000
PA
USD
26297.42000000
0.001925123913
Long
ABS-MBS
USGSE
US
N
2
2023-10-17
Fixed
7.00000000
N
N
N
N
N
N
Fiserv Investment Solutions, Inc.
N/A
Fiserv Investment Solutions, Inc. 2020 Term Loan B
33774UAC2
525000.00000000
PA
USD
475125.00000000
0.034781910150
Long
LON
CORP
US
N
2
2027-02-18
Floating
6.44000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BTEM9
3320640.54000000
PA
USD
3320912.00000000
0.243110050618
Long
ABS-MBS
USGSE
US
N
2
2044-12-15
Floating
2.66000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC Term Loan
88023HAC4
972500.00000000
PA
USD
873628.84000000
0.063954706271
Long
LON
CORP
US
N
2
2024-05-01
Floating
3.74000000
N
N
N
N
N
N
Southcross Holding LP
N/A
SOUTHCROSS HOLDING LP CLASS A
000000000
78.00000000
NS
USD
565.50000000
0.000041397885
Long
EC
CORP
US
N
2
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BJ9
2843000.00000000
PA
USD
2153572.50000000
0.157654017777
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
790000.00000000
PA
USD
829128.03000000
0.060696988460
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3XUNG6 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XUNG6 / Short: BEV3XUNG6 IRS EUR P F .21020 CCP LCH BSV3XUNG6
000000000
260000.00000000
OU
Notional Amount
-3214.39000000
-0.00023531202
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-02-26
0.00000000
EUR
0.00000000
EUR
260000.00000000
EUR
-3216.68000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AB3
62000.00000000
PA
USD
60293.14000000
0.004413808109
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
3810000.00000000
PA
USD
3929081.55000000
0.287631594726
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3544.93000000
0.000259509469
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
65858.22000000
USD
55842.00000000
GBP
2020-04-30
3544.93000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817FAA1
5500000.00000000
PA
USD
3617564.50000000
0.264826736965
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
8.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AKZ89
3081818.90000000
PA
USD
296903.36000000
0.021735050756
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
3.50000000
N
N
N
N
N
N
Aptean, Inc.
549300D5LUPGZUDZXC96
Aptean, Inc. 2019 Term Loan
000000000
743996.22000000
PA
USD
610076.90000000
0.044661173207
Long
LON
CORP
US
N
2
2026-04-23
Floating
5.24000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3118.93000000
0.000228323794
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
380350.00000000
EUR
423054.56000000
USD
2020-04-30
3118.93000000
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AK0
1377000.00000000
PA
USD
1424781.90000000
0.104302312084
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BWL51
8294255.45000000
PA
USD
266401.53000000
0.019502139605
Long
ABS-MBS
USGSE
US
N
2
2042-05-15
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAR7
7167000.00000000
PA
USD
6938358.37000000
0.507928139782
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
5.42000000
N
N
N
N
N
N
Cloud Crane LLC
N/A
Cloud Crane LLC
18911YAA3
860000.00000000
PA
USD
682629.30000000
0.049972430367
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133THV79
380206.98000000
PA
USD
432267.81000000
0.031644514871
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAB8
1050000.00000000
PA
USD
990774.70000000
0.072530463760
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHW5
500000.00000000
PA
USD
520715.12000000
0.038119371781
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.80000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4J8
15939324.90000000
PA
USD
1517656.44000000
0.111101267949
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
1000000.00000000
PA
USD
859664.50000000
0.062932435460
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAH9
1000000.00000000
PA
USD
1066091.41000000
0.078044084471
Long
DBT
CORP
FI
N
2
2033-09-13
Fixed
4.63000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
2106000.00000000
PA
USD
1984905.00000000
0.145306576935
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DG2
500000.00000000
PA
USD
600821.53000000
0.043983626356
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NLUP9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NLUP9 IRS USD P F 1.70220 CCP LCH
000000000
148000.00000000
OU
Notional Amount
USD
-31242.04000000
-0.00228709882
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-08-27
0.00000000
USD
0.00000000
USD
148000.00000000
USD
-31242.04000000
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B4
000000000
1500000.00000000
PA
USD
1399999.50000000
0.102488096435
Long
LON
CORP
LU
N
2
2024-01-02
Floating
6.43000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
USD IRS 5YR PRIM JUN20 XCBT 20200615
000000000
-9.00000000
NC
USD
-3867.19000000
-0.00028310077
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
USD IRS 5YR PRIME
CFPM0 Comdty
2020-06-15
-930937.50000000
USD
-3867.19000000
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc. 2017 Term Loan B
07368RAD3
637000.00000000
PA
USD
579670.00000000
0.042435211484
Long
LON
CORP
US
N
2
2025-01-02
Floating
3.24000000
N
N
N
N
N
N
Welbilt, Inc.
549300UR3W71YLZWI068
Welbilt, Inc. 2018 Term Loan B
56356XAE9
1766878.20000000
PA
USD
1413502.56000000
0.103476598871
Long
LON
CORP
US
N
2
2025-10-23
Floating
3.49000000
N
N
N
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 2018 Incremental Term Loan
33936HAH5
1516703.36000000
PA
USD
1352394.33000000
0.099003121438
Long
LON
CORP
US
N
2
2025-06-29
Floating
5.16000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
1065000.00000000
PA
USD
687244.50000000
0.050310289818
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358SCE9
626061.30000000
PA
USD
718246.29000000
0.052579800945
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Fixed
6.00000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
573000.00000000
PA
USD
500658.75000000
0.036651128983
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAU5
3000000.00000000
PA
USD
2651511.60000000
0.194106052581
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.28000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2018 Term Loan B
92531HAB3
1576000.00000000
PA
USD
1497200.00000000
0.109603737704
Long
LON
CORP
US
N
2
2025-08-27
Floating
5.49000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
429000.00000000
PA
USD
299674.73000000
0.021937931140
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
ELLAKTOR VALUE PLC
213800GIKEWMKWHBOI27
Ellaktor Value Plc
000000000
455000.00000000
PA
351282.00000000
0.025715883107
Long
DBT
CORP
GB
N
2
2024-12-15
Fixed
6.38000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAK6
561000.00000000
PA
USD
242107.40000000
0.017723668157
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
Victory Capital Holdings, Inc.
549300BN5LH2CIPPHS71
Victory Capital Holdings, Inc. 2020 Term Loan B
92645DAG4
1204818.18000000
PA
USD
1072288.18000000
0.078497724034
Long
LON
CORP
US
N
2
2026-07-01
Floating
4.02000000
N
N
N
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc. 2019 Term Loan B6
55314NAL8
331898.72000000
PA
USD
304185.18000000
0.022268122283
Long
LON
CORP
US
N
2
2026-02-02
Floating
2.74000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
2550000.00000000
PA
USD
2131162.50000000
0.156013475590
Long
DBT
NUSS
PK
Y
2
2027-12-05
Fixed
6.88000000
N
N
N
N
N
N
Ultra Clean Holdings, Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc Term Loan B
90385YAB7
808348.21000000
PA
USD
687095.98000000
0.050299417291
Long
LON
CORP
US
N
2
2025-08-27
Floating
5.49000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2017 Term Loan B
389376AX2
278200.86000000
PA
USD
263595.31000000
0.019296707999
Long
LON
CORP
US
N
2
2024-02-07
Floating
3.77000000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 EUR Incremental Term Loan
000000000
975000.00000000
PA
1036794.74000000
0.075899398033
Long
LON
CORP
NL
N
2
2025-07-10
Floating
3.75000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
1249000.00000000
PA
USD
1267422.75000000
0.092782708155
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
3000000.00000000
PA
USD
2867979.30000000
0.209952745750
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.57000000
N
N
N
N
N
N
IG Investment Holdings, LLC
549300E2BEZMEPIYGU19
IG Investment Holdings, LLC 2018 1st Lien Term Loan
44958AAJ6
2902470.79000000
PA
USD
2351001.34000000
0.172106955791
Long
LON
CORP
US
N
2
2025-05-23
Floating
5.45000000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
1071000.00000000
PA
USD
821992.50000000
0.060174626212
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
Pre-Paid Legal Services, Inc.
549300DKH5WJ2J8QU878
Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan
74006LAN2
493749.82000000
PA
USD
422156.10000000
0.030904278957
Long
LON
CORP
US
N
2
2025-05-01
Floating
4.24000000
N
N
N
N
N
N
Southwick Park CLO, Ltd.
N/A
Southwick Park CLO LLC
84604YAA7
6000000.00000000
PA
USD
3654516.00000000
0.267531801428
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
8.52000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300WWWM7IDWOVIL36
Neuberger Berman Loan Advisers CLO 30 Ltd
64132FAA1
2000000.00000000
PA
USD
1330762.00000000
0.097419509213
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.57000000
N
N
N
N
N
N
Orion Engineered Carbons GmbH
549300OYUPKC8M68U288
Orion Engineered Carbons GmbH 2017 USD Term Loan B
000000000
705901.82000000
PA
USD
598251.79000000
0.043795506460
Long
LON
CORP
DE
N
2
2024-07-25
Floating
3.45000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31392CPT5
411785.06000000
PA
USD
483623.41000000
0.035404043131
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
IAP Worldwide Services, Inc.
N/A
IAP Worldwide Services, Inc. New 2nd Lien Term Loan
44920JAM5
224588.75000000
PA
USD
175875.45000000
0.012875104655
Long
LON
CORP
US
N
3
2020-07-18
Floating
8.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2017 2nd Lien Term Loan
04649VAU4
2750000.00000000
PA
USD
2571250.00000000
0.188230437197
Long
LON
CORP
US
N
2
2025-08-04
Floating
7.49000000
N
N
N
N
N
N
Hanjin International Corp.
54930024Y0JUNH5S0F24
Hanjin International Corp. 2017 Term Loan B
41043UAB2
550000.00000000
PA
USD
440000.00000000
0.032210556097
Long
LON
CORP
US
N
2
2020-10-18
Floating
3.49000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAM5
875000.00000000
PA
USD
828393.73000000
0.060643233434
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AC4
967000.00000000
PA
USD
1043622.42000000
0.076399223873
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
1325000.00000000
PA
USD
1288059.00000000
0.094293401538
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80000000
N
N
N
N
N
N
Parts Europe SA
969500DL3O9K7T2M4M15
Parts Europe SA
000000000
447300.97000000
PA
384272.90000000
0.028131008641
Long
DBT
CORP
FR
Y
2
2022-05-01
Floating
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31290LDR5
361.90000000
PA
USD
364.61000000
0.000026691570
Long
ABS-MBS
USGSE
US
N
2
2020-11-01
Fixed
10.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ATZ3
38577.29000000
PA
USD
40167.80000000
0.002940516307
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
8.50000000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc. 2017 Term Loan B
84850XAG7
3857729.27000000
PA
USD
3452667.70000000
0.252755333268
Long
LON
CORP
US
N
2
2022-11-14
Floating
5.09000000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc. 2019 Term Loan
02474RAH6
2437750.00000000
PA
USD
2214288.77000000
0.162098801461
Long
LON
CORP
US
N
2
2027-01-15
Floating
2.99000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
N/A
Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4
000000000
825618.24000000
PA
860112.60000000
0.062965238983
Long
LON
CORP
DE
N
2
2025-07-15
Floating
2.88000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5647.82000000
-0.00041345323
N/A
DFE
XX
N
2
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
308481.81000000
USD
273518.00000000
EUR
2020-07-17
-5647.82000000
N
N
N
GE CAPITAL UK FUNDING UN
BR7Z6BPTFF652NNO9651
GE Capital UK Funding Unlimited Co
000000000
106000.00000000
PA
133867.84000000
0.009799903568
Long
DBT
CORP
IE
N
2
2020-11-04
Fixed
5.88000000
N
N
N
N
N
N
GRAN TIERRA ENERGY INTL
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings Ltd
38502HAA3
550000.00000000
PA
USD
142312.50000000
0.010418101737
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
1357812.50000000
PA
USD
1314814.65000000
0.096252070550
Long
LON
CORP
US
N
2
2027-04-15
Floating
3.11000000
N
N
N
N
N
N
DAYCO PRODUCTS COMMON STOCK UNIT
N/A
DAYCO PRODUCTS COMMON STOCK UNIT
000000000
27250.00000000
NS
USD
204375.00000000
0.014961437278
Long
EC
CORP
US
N
2
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
2300000.00000000
PA
USD
2290478.00000000
0.167676295704
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
338.66000000
0.000024791879
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
156411.00000000
EUR
173028.42000000
USD
2020-04-30
338.66000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B46Y9
23398763.81000000
PA
USD
2562188.04000000
0.187567049081
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Variable
5.10000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
770000.00000000
PA
USD
786522.28000000
0.057578000050
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
SEVEN GENERATIONS ENERGY
549300XZHTA2VXQWAL67
Seven Generations Energy Ltd
81783QAC9
1710000.00000000
PA
USD
953273.70000000
0.069785172705
Long
DBT
CORP
CA
N
2
2025-09-30
Fixed
5.38000000
N
N
N
N
N
N
FHLMC-GNMA
N/A
FHLMC-GNMA
3133T2HS2
149089.39000000
PA
USD
160181.49000000
0.011726215612
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283H6C4
776971.41000000
PA
USD
894840.30000000
0.065507508367
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
ELLAKTOR VALUE PLC
213800GIKEWMKWHBOI27
Ellaktor Value Plc
000000000
3372000.00000000
PA
2522693.55000000
0.184675822977
Long
DBT
CORP
GB
Y
2
2024-12-15
Fixed
6.38000000
N
N
N
N
N
N
Aretec Group, Inc.
549300NV2T8A33L0PQ58
Aretec Group, Inc. 2018 Term Loan
04009DAB0
2377895.32000000
PA
USD
1640747.77000000
0.120112268382
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.24000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NUMH6 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NUMH6 IRS USD P F 1.53750 CCP LCH
000000000
85000.00000000
OU
Notional Amount
USD
-14317.58000000
-0.00104813003
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
ICE Libor USD 3 Months
US0003M Index
Y
2049-08-30
0.00000000
USD
0.00000000
USD
85000.00000000
USD
-14317.58000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
1108000.00000000
PA
USD
1050522.50000000
0.076904349814
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
ANGLIAN WATER OSPREY FIN
21380072JDZ74GW9ZY87
Anglian Water Osprey Financing PLC
000000000
325000.00000000
PA
391572.10000000
0.028665352485
Long
DBT
CORP
GB
Y
2
2026-03-08
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335PHQ1
32895.01000000
PA
USD
33514.80000000
0.002453478057
Long
ABS-MBS
USGSE
US
N
2
2023-02-20
Fixed
7.13000000
N
N
N
N
N
N
Moto Finance PLC
213800CQ4OEGFC3IJW73
Moto Finance PLC
000000000
250000.00000000
PA
279472.55000000
0.020459014203
Long
DBT
CORP
GB
Y
2
2022-10-01
Fixed
4.50000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
955000.00000000
PA
USD
869050.00000000
0.063619508583
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
700000.00000000
PA
USD
688585.10000000
0.050408429526
Long
DBT
NUSS
UA
Y
2
2020-09-01
Fixed
7.75000000
N
N
N
N
N
N
2020-04-24
Eaton Vance Ltd Duration Income Fund
James Kirchner
James Kirchner
Treasurer