0001296250-20-000012.txt : 20200319 0001296250-20-000012.hdr.sgml : 20200319 20200319135151 ACCESSION NUMBER: 0001296250-20-000012 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200131 FILED AS OF DATE: 20200319 PERIOD START: 20200731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIMCO Income Strategy Fund II CENTRAL INDEX KEY: 0001296250 IRS NUMBER: 201619298 FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21601 FILM NUMBER: 20727749 BUSINESS ADDRESS: STREET 1: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212 739-4000 MAIL ADDRESS: STREET 1: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: PIMCO Floating Rate Strategy Fund DATE OF NAME CHANGE: 20040701 NPORT-P 1 primary_doc.xml NPORT-P false 0001296250 XXXXXXXX PIMCO Income Strategy Fund II 811-21601 0001296250 RS8VXHJKKVE627NLC573 1633 Broadway New York 10019 (844) 337-4626 N/A N/A 2020-07-31 2020-01-31 N 981039569.150000 303129551.190000 677910017.960000 0.000000 0.000000 97409324.580000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 87425000.000000 10242978.940000 USD AUD EUR GBP ARS PEN N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC USD 37322.150000 0.0055055 N/A DFE RU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3254854.780000 USD 211502091.000000 RUB 2020-03-16 37322.150000 N N N ARBYS RESTAURANT (IRB HOLDING CORP) 549300HVW4WNWYBXN830 IRB HLDG CORP TERM LOAN B 44988LAC1 947446.000000 PA USD 950308.230000 0.1401821 Long LON CORP US N 2 2025-02-05 Floating 4.3842 N N N N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC USD -3704.390000 -0.0005464 N/A DFE N/A N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 523848.610000 USD 469000.000000 EUR 2020-02-04 -3704.390000 N N N ARDONAGH MIDCO 3 PLC 549300C8F38DVT8CAO43 ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.375 ACI0VMSV4 3380000.000000 PA 4554001.340000 0.6717708 Long DBT CORP GB N 2 2023-07-15 Fixed 8.375 N N N N N N ARDONAGH MIDCO 3 PLC 549300C8F38DVT8CAO43 ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.625 039854AB0 600000.000000 PA USD 616749.000000 0.0909780 Long DBT CORP GB N 2 2023-07-15 Fixed 8.625 N N N N N N ARDONAGH MIDCO 3 PLC 549300C8F38DVT8CAO43 ARDONAGH MIDCO THREE PLC SR SECURED REGS 07/23 8.375 ACI0VMP62 8648000.000000 PA 11651776.200000 1.7187792 Long DBT CORP GB N 2 2023-07-15 Fixed 8.375 N N N N N N N/A 549300FNENFFSMO3GT38 PETROBRAS INTL FINANC SNR LA SP BPS 000000000 1.000000 NC USD -15357.100000 -0.0022654 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -195334.540000 USD 1000000.000000 USD 179977.440000 N N N N/A 549300FNENFFSMO3GT38 PETROBRAS INTL FINANC SNR LA SP GST 000000000 1.000000 NC USD -21499.940000 -0.0031715 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -277802.060000 USD 1400000.000000 USD 256302.120000 N N N N/A 549300FNENFFSMO3GT38 PETROBRAS INTL FINANC SNR LA SP HUS 000000000 1.000000 NC USD -26107.070000 -0.0038511 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -352921.900000 USD 1700000.000000 USD 326814.830000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD 1337.130000 0.0001972 N/A DFE ID N 2 Royal Bank of Canada 549300XWG7K5S2JIV532 1716000.000000 USD 23538629400.000000 IDR 2020-03-18 1337.130000 N N N N/A 549300JLD7TQRZ92KO78 SEQUA CORP WARRANT 000000000 189000.000000 NC USD 576596.480000 0.0850550 N/A DE US N 3 None N/A Call Purchased SEQUA CORPORATION SEQUA CORPORATION 144A N/A 0.000000 USD 2024-04-28 XXXX 576596.480000 N N N N/A 549300JLD7TQRZ92KO78 SEQUA CORP WARRANT 000000000 630000.000000 NC USD 1236434.220000 0.1823891 N/A DE US N 3 None N/A Call Purchased SEQUA CORPORATION SEQUA CORPORATION 144A N/A 0.000000 USD 2024-04-28 XXXX 1236434.210000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD 3.920000 0.0000006 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 101318.000000 USD 1388765826.000000 IDR 2020-03-18 3.920000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC USD -659.810000 -0.0000973 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 210994.000000 USD 15077631.240000 INR 2020-03-18 -659.810000 N N N ARGENT SECURITIES INC. 2006-W2 N/A ARGENT SECURITIES INC. ARSI 2006 W2 A2B 040104RV5 3637586.160000 PA USD 2267557.360000 0.3344924 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.85088 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ARGENT LETRAS DEL TESORO BILLS 04/20 0.00000 ACI15S998 27443000.000000 PA 299916.090000 0.0442413 Long DBT NUSS AR N 2 2020-04-28 None 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ARGENT LETRAS DEL TESORO BILLS 04/20 VAR ACI1HS2L5 6160000.000000 PA 75075.820000 0.0110746 Long DBT NUSS AR N 2 2020-04-03 Floating 37.7637 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ARGENT LETRAS DEL TESORO BILLS 05/20 0.00000 ACI1DM1J8 5500000.000000 PA 64991.400000 0.0095870 Long DBT NUSS AR N 2 2020-05-13 None 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ARGENT LETRAS DEL TESORO BILLS 06/20 VAR ACI1HPG77 11000000.000000 PA 133628.860000 0.0197119 Long DBT NUSS AR N 2 2020-06-22 Floating 39.4136 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ARGENT LETRAS DEL TESORO BILLS 08/20 0.00000 ACI1DBMZ3 9696000.000000 PA 118250.450000 0.0174434 Long DBT NUSS AR N 2 2020-08-27 None 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 BONCER BONDS 07/21 2.5 ACI0NWBB3 16166529.600000 PA 138967.700000 0.0204994 Long DBT NUSS AR N 2 2021-07-22 Fixed 2.5 N N N N N N N/A N/A IRS AUD 3.50000 06/17/15-10Y CME 000000000 1.000000 NC 780826.060000 0.1151814 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2025-06-17 200704.640000 AUD 0.000000 AUD 8100000.000000 AUD 580121.420000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BONDS 03/20 4 ACI116JC2 108159647.890000 PA 1167747.250000 0.1722570 Long DBT NUSS AR N 2 2020-03-06 Fixed 4 N N N N N N N/A N/A IRS EUR -0.15000 03/18/20-10Y LCH 000000000 1.000000 NC 153325.590000 0.0226174 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-03-18 239745.600000 EUR 0.000000 EUR 13100000.000000 EUR -86420.010000 N N N N/A N/A IRS EUR 0.15000 06/17/20-10Y LCH 000000000 1.000000 NC -41711.300000 -0.0061529 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-06-17 0.000000 EUR -1486.280000 EUR 2100000.000000 EUR -40225.020000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BONDS 04/22 VAR ACI0TFSY6 63722000.000000 PA 509260.150000 0.0751221 Long DBT NUSS AR N 2 2022-04-03 Floating 52.5635 N N N N N N N/A N/A IRS GBP 0.75000 03/18/20-10Y LCH 000000000 1.000000 NC -71640.720000 -0.0105679 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-18 269382.670000 GBP 0.000000 GBP 25900000.000000 GBP -341023.390000 N N N N/A N/A IRS GBP 0.75000 03/18/20-30Y CME 000000000 1.000000 NC 63889.480000 0.0094245 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-03-18 35421.360000 GBP 0.000000 GBP 2300000.000000 GBP 28468.120000 N N N N/A N/A IRS GBP 0.75000 03/18/20-30Y LCH 000000000 1.000000 NC 25000.230000 0.0036878 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-03-18 21923.210000 GBP 0.000000 GBP 900000.000000 GBP 3077.020000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BONDS 06/20 VAR ACI0VSDQ8 121110653.000000 PA 1088159.870000 0.1605169 Long DBT NUSS AR N 2 2020-06-21 Floating 70.2531 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BONDS 10/26 15.5 ACI0QD081 61630000.000000 PA 281859.560000 0.0415777 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 01/23 3.375 ACI0YQ3V9 200000.000000 PA 100409.900000 0.0148117 Long DBT NUSS AR N 2 2023-01-15 Fixed 3.375 N N N N N N N/A N/A IRS USD 1.62500 01/16/20-30Y CME 000000000 1.000000 NC USD 1496427.290000 0.2207413 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-18 202062.530000 USD 0.000000 USD 107500000.000000 USD 1294364.760000 N N N N/A N/A IRS USD 1.62500 02/03/20-30Y CME 000000000 1.000000 NC USD 1010588.400000 0.1490741 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-02-03 0.000000 USD -263225.380000 USD 74000000.000000 USD 1273813.780000 N N N N/A N/A IRS USD 1.75000 01/22/20-30Y CME 000000000 1.000000 NC USD -352479.980000 -0.0519951 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-24 0.000000 USD -48773.750000 USD 21100000.000000 USD -303706.230000 N N N N/A N/A IRS USD 1.87500 02/07/20-30Y CME 000000000 1.000000 NC USD -1042877.000000 -0.1538371 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-02-07 0.000000 USD -85217.810000 USD 22000000.000000 USD -957659.190000 N N N N/A N/A IRS USD 2.00000 01/15/20-30Y CME 000000000 1.000000 NC USD -2004655.020000 -0.2957111 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-18 0.000000 USD -185744.950000 USD 25800000.000000 USD -1818910.070000 N N N N/A N/A IRS USD 2.25000 03/12/20-30Y CME 000000000 1.000000 NC USD -833592.600000 -0.1229651 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-03-14 0.000000 USD -18081.180000 USD 6000000.000000 USD -815511.420000 N N N N/A N/A IRS USD 2.25000 06/15/16-10Y CME 000000000 1.000000 NC USD 1468973.910000 0.2166916 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-06-15 1267067.760000 USD 0.000000 USD 26800000.000000 USD 201906.150000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 12/33 7.82 989HBRII9 710069.510000 PA 419525.650000 0.0618852 Long DBT NUSS AR N 2 2033-12-31 Fixed 7.82 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 12/33 7.82 B06GDDII7 9079119.400000 PA 5375485.970000 0.7929498 Long DBT NUSS AR N 2 2033-12-31 Variable 7.82 N N N N N N N/A N/A IRS USD 2.25000 12/11/19-30Y CME 000000000 1.000000 NC USD -1734216.630000 -0.2558181 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2049-12-13 0.000000 USD -49887.790000 USD 12500000.000000 USD -1684328.840000 N N N N/A N/A IRS USD 2.50000 12/20/17-10Y CME 000000000 1.000000 NC USD 4016745.580000 0.5925190 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-12-20 332701.510000 USD 0.000000 USD 48400000.000000 USD 3684044.070000 N N N N/A N/A IRS USD 2.50000 12/20/17-10Y LCH 000000000 1.000000 NC USD 50269.570000 0.0074154 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-12-20 10692.000000 USD 0.000000 USD 600000.000000 USD 39577.570000 N N N N/A N/A IRS USD 2.75000 06/17/15-10Y CME 000000000 1.000000 NC USD 11078362.720000 1.6341937 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-06-17 9091555.040000 USD 0.000000 USD 149020000.000000 USD 1986807.680000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 12/38 VAR B0R174II4 3270000.000000 PA 1513661.780000 0.2232836 Long DBT NUSS AR N 2 2038-12-31 Variable 3.38 N N N N N N N/A N/A IRS USD 3.00000 06/19/19-10Y CME 000000000 1.000000 NC USD 10395172.080000 1.5334147 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-06-19 4674876.750000 USD 0.000000 USD 75000000.000000 USD 5720295.330000 N N N N/A N/A IRS USD 3.00000 06/19/19-3Y CME 000000000 1.000000 NC USD -5748612.390000 -0.8479905 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2022-06-20 0.000000 USD -4603229.640000 USD 145200000.000000 USD -1145382.750000 N N N N/A N/A IRS USD 3.50000 06/19/13-31Y CME 000000000 1.000000 NC USD 76429857.870000 11.2743367 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2044-06-20 0.000000 USD -6573457.260000 USD 201500000.000000 USD 83003315.130000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED REGS 01/28 5.25 ACI0YQ3F4 200000.000000 PA 93723.390000 0.0138253 Long DBT NUSS AR N 2 2028-01-15 Fixed 5.25 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED REGS 11/47 6.25 ACI0YQ3P2 100000.000000 PA 45847.080000 0.0067630 Long DBT NUSS AR N 2 2047-11-09 Fixed 6.25 N N N N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC USD 1161513.180000 0.1713374 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 75382580.290000 USD 57966000.000000 GBP 2020-02-04 1161513.180000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA UNSECURED 03/20 VAR BYQ696II3 1200000.000000 PA 14093.140000 0.0020789 Long DBT NUSS AR N 2 2020-03-01 Floating 59.1587 N N N N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -1155631.150000 -0.1704697 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 57966000.000000 GBP 75445531.370000 USD 2020-03-03 -1155631.150000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA UNSECURED 10/22 VAR P0761DAQ6 58000.000000 PA 740.390000 0.0001092 Long DBT NUSS AR N 2 2022-10-04 Floating 59.9281 N N N N N N ASSOCIATED MATERIALS LLC / AMH NEW FINANCE INC N/A ASSOC MAT LLC/AMH NEW FI SR SECURED 144A 01/24 9 04570XAB5 788000.000000 PA USD 689500.000000 0.1017097 Long DBT CORP US N 2 2024-01-01 Fixed 9 N N N N N N AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) 95980020140005848404 GENERALITAT DE CATALUNYA SR UNSECURED 09/21 4.9 B5BMDRII6 1500000.000000 PA 1789605.810000 0.2639887 Long DBT NUSS ES N 2 2021-09-15 Fixed 4.9 N N N N N N AVOCA CLO XX DAC 20A N/A AVOCA CLO AVOCA 20A SUB 144A ACI19ZJ22 2230000.000000 PA 2020637.510000 0.2980687 Long ABS-CBDO CORP IE N 2 2032-07-15 Variable 0 N N N N N N AVON INTERNATIONAL CAPITAL PLC N/A AVON INTERNATIONAL CAPIT SR SECURED 144A 08/22 6.5 05409AAA1 26000.000000 PA USD 26983.110000 0.0039803 Long DBT CORP GB N 2 2022-08-15 Fixed 6.5 N N N N N N BAFFINLAND IRON MINES CORP / BAFFINLAND IRON MINES LP N/A BAFFINLAND IRON CORP/LP SR SECURED 144A 07/26 8.75 056623AA9 1300000.000000 PA USD 1352845.000000 0.1995611 Long DBT CORP CA N 2 2026-07-15 Fixed 8.75 N N N N N N BANC OF AMERICA ALT LOAN TRUST 2005-12 N/A BANC OF AMERICA ALTERNATIVE LO BOAA 2005 12 3CB1 05948KY60 83448.910000 PA USD 83339.200000 0.0122935 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-J N/A BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 05951EAM9 783420.210000 PA USD 767540.200000 0.1132215 Long ABS-MBS CORP US N 2 2047-01-20 Floating 4.18269 Y N N N N N BANC OF AMERICA FUNDING CORP 2008-R3 N/A BANC OF AMERICA FUNDING CORPOR BAFC 2008 R3 3A3 144A 05954XAN2 5025558.610000 PA USD 4884019.280000 0.7204524 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/49 VAR BVG7GWII3 1600000.000000 PA 1779213.530000 0.2624557 Long DBT CORP ES N 2 2020-02-18 Floating 6.75 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) BANCO BILBAO VIZCAYA ARGENTA EUR XXXX N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5 05971AAE1 200000.000000 PA USD 205750.000000 0.0303506 Long DBT CORP BR N 2 2025-01-10 Fixed 4.5 N N N N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 05971U2B2 800000.000000 PA 241287.660000 0.0355929 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA JR SUBORDINA REGS 09/49 VAR BQQ3S0II9 400000.000000 PA 475751.190000 0.0701791 Long DBT CORP ES N 2 2021-09-11 Floating 6.25 N N N N Y BANCO SANTANDER SA BANCO SANTANDER SA EUR XXXX N N N BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND) Q2GQA2KF6XJ24W42G291 GOVERNOR + CO OF THE BAN JR SUBORDINA REGS 12/49 VAR ACI0CWJH4 200000.000000 PA 227188.790000 0.0335131 Long DBT CORP IE N 2 2020-06-18 Floating 7.375 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC SUBORDINATED 11/22 7.625 06740L8C2 4400000.000000 PA USD 4964344.000000 0.7323013 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC JR SUBORDINA 12/99 VAR 06738EBA2 1000000.000000 PA USD 1095695.000000 0.1616284 Long DBT CORP GB N 2 2023-09-15 Floating 7.75 N N N N Y BARCLAYS PLC BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC JR SUBORDINA 12/99 VAR 06738EBG9 400000.000000 PA USD 451722.000000 0.0666345 Long DBT CORP GB N 2 2024-06-15 Floating 8 N N N N Y BARCLAYS PLC BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR ACI0G5LH6 415000.000000 PA 609808.980000 0.0899543 Long DBT CORP GB N 2 2022-09-15 Floating 7.875 N N N N Y BARCLAYS PLC BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC JR SUBORDINA VAR ACI1CH093 1200000.000000 PA 1821220.170000 0.2686522 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 01/33 3.25 ACI0ZVTR8 200000.000000 PA 285409.670000 0.0421014 Long DBT CORP GB N 2 2033-01-17 Fixed 3.25 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/28 5 071734AH0 92000.000000 PA USD 93380.000000 0.0137747 Long DBT CORP CA N 2 2028-01-30 Fixed 5 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/30 5.25 071734AJ6 92000.000000 PA USD 93955.000000 0.0138595 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK 18453H106 549096.000000 NS USD 1499032.080000 0.2211255 Long EC CORP US N 1 N N N BCAP LLC 2011-RR8 TRUST N/A BCAP LLC TRUST BCAP 2011 RR8 2A4 144A 05536LAL9 13292638.110000 PA USD 10601785.450000 1.5638927 Long ABS-MBS CORP US N 2 2037-08-26 Floating 3.76218 N N N N N N BCAP LLC 2013-RR5 TRUST N/A BCAP LLC TRUST BCAP 2013 RR5 4A2 144A 05542MAP0 4950401.790000 PA USD 4644327.360000 0.6850950 Long ABS-MBS CORP US N 2 2036-09-26 Floating 4.65724 N N N N N N BCAP LLC TRUST 2010-RR6 N/A BCAP LLC TRUST BCAP 2010 RR6 1812 144A 05533CLD8 3653363.000000 PA USD 3191966.630000 0.4708540 Long ABS-MBS CORP US N 2 2036-11-26 Fixed 6.25 N N N N N N BCAP LLC TRUST 2010-RR9 N/A BCAP LLC TRUST BCAP 2010 RR9 1A10 144A 05533GAK5 5852609.860000 PA USD 5818086.480000 0.8582388 Long ABS-MBS CORP US N 2 2037-08-28 Floating 3.68952 N N N N N N BCAP LLC TRUST 2010-RR9 N/A BCAP LLC TRUST BCAP 2010 RR9 5A10 144A 05533GCJ6 3147183.780000 PA USD 2884592.520000 0.4255126 Long ABS-MBS CORP US N 2 2035-12-26 Variable 5.75 N N N N N N BCAP LLC TRUST 2011-RR5 N/A BCAP LLC TRUST BCAP 2011 RR5 12A2 144A 05534AAP6 743035.500000 PA USD 906555.170000 0.1337280 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.84984 N N N N N N BCAP LLC TRUST 2011-RR5 N/A BCAP LLC TRUST BCAP 2011 RR5 15A2 144A 05534AAS0 121241.640000 PA USD 61683.010000 0.0090990 Long ABS-MBS CORP US N 2 2036-06-26 Floating 0 N N N N N N BCAP LLC TRUST 2011-RR5 N/A BCAP LLC TRUST BCAP 2011 RR5 9A2 144A 05534AAM3 1070210.980000 PA USD 466102.140000 0.0687558 Long ABS-MBS CORP US N 2 2037-05-26 Floating 9.05699 N N N N N N BCAP LLC TRUST 2011-RR6 N/A BCAP LLC TRUST BCAP 2011 RR6 6A1 144A 05535YAG3 7831448.340000 PA USD 8013879.580000 1.1821450 Long ABS-MBS CORP US N 2 2037-07-26 Floating 3.9429 N N N N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 07386HYW5 983711.970000 PA USD 1149574.560000 0.1695763 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.16088 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1 07386HVV0 472728.530000 PA USD 391074.370000 0.0576882 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.22876 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-9 N/A BEAR STEARNS ALT A TRUST BALTA 2005 9 25A1 07386HYF2 5680277.640000 PA USD 4899643.330000 0.7227572 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.08871 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 073868BE0 378958.330000 PA USD 316541.540000 0.0466937 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.80051 Y N N N N N BEAR STEARNS ALT-A TRUST II 2007-1 N/A BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 07389KAA9 5338946.510000 PA USD 4310907.270000 0.6359114 Long ABS-MBS CORP US N 2 2047-09-25 Floating 3.82641 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AQ1 N/A BEAR STEARNS ASSET BACKED SECU BSABS 2006 AQ1 12A 07389PAD2 3638761.430000 PA USD 4426065.690000 0.6528987 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.80088 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1 N/A BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A 07389QAE8 342072.220000 PA USD 256907.050000 0.0378969 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.5 Y N N N N N BELLE HAVEN ABS CDO LTD 2006-1A N/A BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A 078452AA7 180259327.050000 PA USD 252363.060000 0.0372266 Long ABS-CBDO CORP KY N 2 2046-07-05 Floating 2.15025 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 BGC PARTNERS INC SR UNSECURED 10/24 3.75 05541TAM3 1200000.000000 PA USD 1227529.940000 0.1810756 Long DBT CORP US N 2 2024-10-01 Fixed 3.75 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LTD N/A BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000 09076AAA5 150000.000000 PA USD 105877.500000 0.0156182 Long DBT CORP KY N 2 2034-06-05 None 0 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 01/23 6.125 097751BF7 830000.000000 PA USD 820882.450000 0.1210902 Long DBT CORP CA N 2 2023-01-15 Fixed 6.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 03/25 7.5 097751BM2 777000.000000 PA USD 747862.500000 0.1103188 Long DBT CORP CA N 2 2025-03-15 Fixed 7.5 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 04/27 7.875 097751BT7 2803000.000000 PA USD 2662779.930000 0.3927925 Long DBT CORP CA N 2 2027-04-15 Fixed 7.875 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 10/22 6 097751BJ9 32000.000000 PA USD 31440.000000 0.0046378 Long DBT CORP CA N 2 2022-10-15 Fixed 6 N N N N N N BROOKFIELD FINANCE INC N/A BROOKFIELD FINANCE INC COMPANY GUAR 01/28 3.9 11271LAC6 12000.000000 PA USD 13251.830000 0.0019548 Long DBT CORP CA N 2 2028-01-25 Fixed 3.9 N N N N N N BROOKFIELD FINANCE INC N/A BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7 11271LAB8 142000.000000 PA USD 173107.050000 0.0255354 Long DBT CORP CA N 2 2047-09-20 Fixed 4.7 N N N N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5 127686AA1 1066082.000000 PA USD 2061536.070000 0.3041017 Long DBT CORP US N 2 2024-10-01 Fixed 5 N N N Y N CAESARS ENTERTAINMENT CORPORATION CAESARS ENTERTAINMENT CORP USD XXXX N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875 138616AE7 31000.000000 PA USD 33535.450000 0.0049469 Long DBT CORP US N 2 2024-05-01 Fixed 4.875 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 CANTOR FITZGERALD LP UNSECURED 144A 06/22 6.5 138616AC1 8500000.000000 PA USD 9284606.270000 1.3695927 Long DBT CORP US N 2 2022-06-17 Fixed 6.5 N N N N N N CBL & ASSOCIATES LIMITED PARTNERSHIP 549300VS75TWHD9JTH89 CBL + ASSOCIATES LP COMPANY GUAR 12/26 5.95 12505JAD5 2716000.000000 PA USD 1365272.090000 0.2013943 Long DBT CORP US N 2 2026-12-15 Fixed 5.95 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 144A 01/25 4.75 15135BAN1 178000.000000 PA USD 184303.870000 0.0271871 Long DBT CORP US N 2 2025-01-15 Fixed 4.75 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 144A 12/27 4.25 15135BAQ4 61000.000000 PA USD 63857.850000 0.0094198 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 144A 12/29 4.625 15135BAS0 124000.000000 PA USD 133690.600000 0.0197210 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 CENTRAIS ELETRICAS BRASI 02/25 3.625 15236FAA8 200000.000000 PA USD 201450.000000 0.0297163 Long DBT CORP BR N 2 2025-02-04 Fixed 3.625 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 CENTRAIS ELETRICAS BRASI 02/30 4.625 15236FAB6 200000.000000 PA USD 202550.000000 0.0298786 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 CENTURYLINK ESCROW LLC TERM LOAN B 15670BAB8 271342.880000 PA USD 272000.070000 0.0401233 Long LON CORP US N 2 2025-01-31 Floating 4.5494 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 CENTURYLINK INC 2020 TERM LOAN B 938JZGII5 271342.880000 PA USD 271342.880000 0.0400264 Long LON CORP US N 2 2027-03-15 Floating 3.90438 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 CENTURYLINK INC SR SECURED 144A 02/27 4 156700BC9 62000.000000 PA USD 62438.340000 0.0092104 Long DBT CORP US N 2 2027-02-15 Fixed 4 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75 1248EPCD3 176000.000000 PA USD 181275.600000 0.0267404 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8 161175BT0 218000.000000 PA USD 235603.420000 0.0347544 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2 16162WPE3 6353.530000 PA USD 6380.600000 0.0009412 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.78383 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-S1 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2 16162WQY8 11340.900000 PA USD 10167.290000 0.0014998 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.5 Y N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CHS/COMMUNITY HEALTH SYS SR SECURED 03/23 6.25 12543DAY6 7950000.000000 PA USD 8128875.000000 1.1991083 Long DBT CORP US N 2 2023-03-31 Fixed 6.25 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CHS/COMMUNITY HEALTH SYS SR SECURED 08/21 5.125 12543DAU4 2259000.000000 PA USD 2265889.950000 0.3342464 Long DBT CORP US N 2 2021-08-01 Fixed 5.125 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/24 8.625 12543DBB5 846000.000000 PA USD 900981.540000 0.1329058 Long DBT CORP US N 2 2024-01-15 Fixed 8.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625 12543DBF6 1624000.000000 PA USD 1644592.320000 0.2425974 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8 12543DBC3 494000.000000 PA USD 515772.560000 0.0760827 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N CIFC FUNDING LTD 2014-2RA N/A CIFC FUNDING LTD CIFC 2014 2RA INC 144A 125475AA1 2400000.000000 PA USD 1168196.540000 0.1723232 Long ABS-CBDO CORP KY N 2 2030-04-24 Fixed 0 N N N N N N CIFC FUNDING LTD 2014-3A N/A CIFC FUNDING LTD CIFC 2014 3A INC 144A 12549TAA7 1500000.000000 PA USD 650340.060000 0.0959331 Long ABS-CBDO CORP KY N 2 2026-07-22 Floating 0 N N N N N N CITICORP MORTGAGE SECURITIES 2007-3 N/A CITICORP MORTGAGE SECURITIES, CMSI 2007 3 3A1 17312FAR4 76001.170000 PA USD 79221.880000 0.0116862 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.5 N N N N N N CITICORP MORTGAGE SECURITIES 2007-8 N/A CITICORP MORTGAGE SECURITIES, CMSI 2007 8 1A1 17312DAA6 878308.260000 PA USD 909659.470000 0.1341859 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A 17311BAS2 1846734.310000 PA USD 1275663.490000 0.1881759 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.82088 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B 17311BAB9 14487836.580000 PA USD 7799787.600000 1.1505638 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.81088 N N N N N N CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3 N/A CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ 14986DAJ9 1541547.250000 PA USD 932636.090000 0.1375752 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 5.688 Y N N N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 CITY OF BUENOS AIRES SR UNSECURED 01/22 VAR ACI0SB547 93360000.000000 PA 1050553.300000 0.1549694 Long DBT MUN AR N 2 2022-01-23 Floating 50.8475 N N N N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 CITY OF BUENOS AIRES UNSECURED 03/24 VAR BD8QV0II3 199019000.000000 PA 2166980.510000 0.3196561 Long DBT MUN AR N 2 2024-03-29 Floating 54.1271 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 CHICAGO IL CHI 01/42 FIXED 7.75 167486D22 56000.000000 PA USD 64331.680000 0.0094897 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CITYCENTER HOLDINGS LLC 54930012KUDSU3GT0X08 CITYCENTER HLDGS LLC TERM LOAN B 17875LAL3 247461.920000 PA USD 248234.250000 0.0366176 Long LON CORP US N 2 2024-04-18 Floating 3.8953 N N N N N N CLARIVATE (CAMELOT FINANCE SA) N/A CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5 13323AAB6 9000.000000 PA USD 9174.370000 0.0013533 Long DBT CORP LU N 2 2026-11-01 Fixed 4.5 N N N N N N CLEAR CHANNEL WORLDWIDE HOLDINGS INC N/A CLEAR CHANNEL WORLDWIDE COMPANY GUAR 144A 02/24 9.25 18451QAN8 1890000.000000 PA USD 2061678.150000 0.3041227 Long DBT CORP US N 2 2024-02-15 Fixed 9.25 N N N N N N COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1 N/A COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM 20173WAH1 1866770.610000 PA USD 1239775.570000 0.1828820 Long ABS-MBS CORP US N 2 2049-12-10 Variable 6.25362 N N N N N N CORK STREET CLO DESIGNATED ACTIVITY CO 1A N/A CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A ACI0QPJC5 2366444.000000 PA 2511441.150000 0.3704682 Long ABS-CBDO CORP IE N 2 2028-11-27 Fixed 0 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 PISCES MIDCO INC TERM LOAN B 72431HAB6 39498.750000 PA USD 39481.960000 0.0058241 Long LON CORP US N 2 2025-04-12 Floating 5.4336 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 CORNING INC SR UNSECURED 11/79 5.45 219350BQ7 77000.000000 PA USD 88604.250000 0.0130702 Long DBT CORP US N 2 2079-11-15 Fixed 5.45 N N N N N N COUNTRYWIDE ALT LN TRUST 2005-1CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2 12667F2R5 274495.060000 PA USD 196884.770000 0.0290429 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2004-35T2 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5 12667FQ99 357272.260000 PA USD 355252.740000 0.0524041 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 6 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A3 02146XAB4 738914.090000 PA USD 494218.550000 0.0729033 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 5.75 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7 02146XAF5 537536.980000 PA USD 382216.050000 0.0563815 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1 12667FYU3 247391.570000 PA USD 255298.200000 0.0376596 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 5.75 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4 12667FJ55 320947.240000 PA USD 318122.450000 0.0469269 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.75 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A3 12668BAC7 495640.890000 PA USD 439776.410000 0.0648724 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-22R N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1 02147LAA1 2126003.270000 PA USD 1775721.270000 0.2619406 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2 02146VAB8 675872.150000 PA USD 621068.250000 0.0916151 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A4 12668BMX8 464701.550000 PA USD 329122.180000 0.0485495 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9 02149VAJ8 1021677.060000 PA USD 722067.500000 0.1065138 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A13 02147BAN5 576532.570000 PA USD 387644.010000 0.0571822 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2008-2R N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1 021482AJ3 994905.280000 PA USD 775003.550000 0.1143225 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1 12668BNK5 911433.900000 PA USD 844215.560000 0.1245321 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.53776 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3 02147RAQ3 455487.690000 PA USD 272588.250000 0.0402101 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.5 Y N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-BC5 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 2A3 12666SAD0 1188181.850000 PA USD 1124290.580000 0.1658466 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.83088 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5 1266732L5 4008000.000000 PA USD 4032491.280000 0.5948417 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.41088 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-16 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A 23242FAA4 11790403.140000 PA USD 10898170.280000 1.6076131 Long ABS-MBS CORP US N 2 2046-12-25 Floating 1.80088 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-24 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A 23243HAA9 1352947.060000 PA USD 1246556.710000 0.1838823 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.80088 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-9 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A 12670FAA8 9044005.420000 PA USD 8366426.730000 1.2341500 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.86088 Y N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3 N/A COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9 17025QAJ6 1477336.590000 PA USD 1065305.200000 0.1571455 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 N N N N N N COUNTRYWIDE HOME LOANS 2005-1 N/A COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1 12669GRQ6 3934840.600000 PA USD 3462974.910000 0.5108311 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.24088 Y N N N N N COUNTRYWIDE HOME LOANS 2006-J4 N/A COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3 12669YAC6 520249.820000 PA USD 387408.550000 0.0571475 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.25 Y N N N N N FORBES ENERGY SERVICES LTD 5493000KNGZL65YWY755 FORBES ENERGY SERVICES LTD COMMON STOCK 345143200 21825.000000 NS USD 3382.880000 0.0004990 Long EC CORP US Y 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR F22797RT7 300000.000000 PA USD 341912.100000 0.0504362 Long DBT CORP FR N 2 2024-01-23 Floating 7.875 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR 22546DAB2 5780000.000000 PA USD 6567224.440000 0.9687457 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR 225401AJ7 200000.000000 PA USD 220509.000000 0.0325278 Long DBT CORP CH N 2 2023-07-17 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/49 VAR ACI07D348 1463000.000000 PA USD 1662257.670000 0.2452033 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERT 2006 N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11 225470P23 145219.810000 PA USD 112282.720000 0.0165631 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 5.75 Y N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-2R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2010 2R 2A16 144A 12643GBA9 7024139.740000 PA USD 5476227.260000 0.8078103 Long ABS-MBS CORP US N 2 2036-10-26 Variable 4.12519 N N N N N N CRH EUROPE (CLAY HOLDCO BV) N/A CLAY HOLDCO BV EUR TERM LOAN A 965PCGII2 3020447.280000 PA 3336218.580000 0.4921330 Long LON CORP NL N 2 2025-11-30 Floating 4.5 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-10 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 8A3 225470FG3 386858.350000 PA USD 317418.090000 0.0468230 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6 Y N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR 369604BQ5 268000.000000 NS USD 265522.340000 0.0391678 Long EP CORP US N 2 N N N DEALER TIRE LLC / DT ISSUER LLC N/A DEALER TIRE LLC/DT ISSR SR UNSECURED 144A 02/28 8 24229JAA1 32000.000000 PA USD 32480.000000 0.0047912 Long DBT CORP US N 2 2028-02-01 Fixed 8 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL INT LLC / EMC CORP SR SECURED 144A 06/26 6.02 25272KAK9 2534000.000000 PA USD 2961993.260000 0.4369302 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/25 VAR 251526CB3 1200000.000000 PA USD 1255288.910000 0.1851704 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 DIAMOND RESORTS INTL INC SR SECURED 144A 09/23 7.75 23422RAB8 764000.000000 PA USD 787676.360000 0.1161919 Long DBT CORP US N 2 2023-09-01 Fixed 7.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 DIAMOND RESORTS INTL INC SR UNSECURED 144A 09/24 10.75 23422RAA0 2500000.000000 PA USD 2607287.500000 0.3846067 Long DBT CORP US N 2 2024-09-01 Fixed 10.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 DIAMOND RESORTS INTL INC TERM LOAN 25272YAE3 378431.230000 PA USD 372754.760000 0.0549859 Long LON CORP US N 2 2023-09-02 Floating 5.3953 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 DISH NETWORK CORP SR UNSECURED 08/26 3.375 25470MAB5 3400000.000000 PA USD 3308791.530000 0.4880871 Long DBT CORP US N 2 2026-08-15 Fixed 3.375 N N N Y N DISH NETWORK CORPORATION DISH NETWORK CORP-A USD XXXX N N N DRIVETIME AUTOMOTIVE GROUP INC / BRIDGECREST ACCEPTANCE CORP N/A DRIVETIME AUTO GP + BRID SR SECURED 144A 06/21 8 26209NAK9 1670000.000000 PA USD 1694006.250000 0.2498866 Long DBT CORP US N 2 2021-06-01 Fixed 8 N N N N N N DTEK FINANCE PLC 549300VBCR9V58ZYQ356 DTEK FINANCE PLC SR SECURED 12/24 10.75 ACI0RPV63 1252000.000000 PA USD 1302080.000000 0.1920727 Long DBT CORP GB N 2 2024-12-31 Fixed 10.75 N N Y N N N DUBAI WORLD CORP N/A DUBAI WORLD TL B1 922KUQII3 5450886.240000 PA USD 5096578.630000 0.7518075 Long LON CORP AE N 2 2022-09-30 Fixed 3 N N Y N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSECURED 03/23 2.95 281020AJ6 5000.000000 PA USD 5125.070000 0.0007560 Long DBT CORP US N 2 2023-03-15 Fixed 2.95 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 281020AN7 65000.000000 PA USD 75185.820000 0.0110908 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSECURED 09/22 2.4 281020AL1 62000.000000 PA USD 62222.070000 0.0091785 Long DBT CORP US N 2 2022-09-15 Fixed 2.4 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSECURED 11/22 3.125 281020AP2 70000.000000 PA USD 71588.800000 0.0105602 Long DBT CORP US N 2 2022-11-15 Fixed 3.125 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSECURED 11/24 3.55 281020AQ0 77000.000000 PA USD 81126.240000 0.0119671 Long DBT CORP US N 2 2024-11-15 Fixed 3.55 N N N N N N ELDORADO RESORTS INC 5299000BKFWWVND5L441 ELDORADO RESORTS INC COMPANY GUAR 09/26 6 28470RAG7 2200000.000000 PA USD 2415872.800000 0.3563707 Long DBT CORP US N 2 2026-09-15 Fixed 6 N N N N N N EMERALD BAY SA 2221008SU8XG8LZVS860 EMERALD BAY SA PASS THRU CE 144A 10/20 0.0000 ACI0YB9V6 1873000.000000 PA 2048682.550000 0.3022057 Long DBT CORP LU N 2 2020-10-08 None 0 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9 29278NAP8 39000.000000 PA USD 39458.390000 0.0058206 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75 29278NAQ6 86000.000000 PA USD 87946.150000 0.0129731 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5 29278NAR4 78000.000000 PA USD 80236.270000 0.0118358 Long DBT CORP US N 2 2050-05-15 Fixed 5 N N N N N N ENSCO JERSEY FINANCE LIMITED N/A ENSCO JERSEY FINANCE LTD COMPANY GUAR 01/24 3 29359WAB1 10000.000000 PA USD 6550.000000 0.0009662 Long DBT CORP JE N 2 2024-01-31 Fixed 3 N N N Y N VALARIS PLC VALARIS PLC USD XXXX N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 ENTERPRISE MERGER SUB INC INITIAL TERM LOANS 29373UAC5 16168122.540000 PA USD 13679379.610000 2.0178754 Long LON CORP US N 2 2025-10-10 Floating 5.3953 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75 29373TAA2 2356000.000000 PA USD 1427376.710000 0.2105555 Long DBT CORP US N 2 2026-10-15 Fixed 8.75 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5 054561AM7 9000.000000 PA USD 10372.590000 0.0015301 Long DBT CORP US N 2 2048-04-20 Fixed 5 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 ESH HOSPITALITY INC COMPANY GUAR 144A 10/27 4.625 26907YAB0 58000.000000 PA USD 58397.300000 0.0086143 Long DBT CORP US N 2 2027-10-01 Fixed 4.625 N N N N N N EXELA INTERMEDIATE LLC / EXELA FINANCE INC N/A EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10 30162RAA9 120000.000000 PA USD 46500.000000 0.0068593 Long DBT CORP US N 2 2023-07-15 Fixed 10 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 EXPORT CREDIT BANK OF TU SR UNSECURED 144A 01/24 8.25 90015LAF4 200000.000000 PA USD 223503.800000 0.0329695 Long DBT CORP TR N 2 2024-01-24 Fixed 8.25 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 FAIR ISAAC CORP SR UNSECURED 144A 06/28 4 303250AF1 10000.000000 PA USD 10200.000000 0.0015046 Long DBT CORP US N 2 2028-06-15 Fixed 4 N N N N N N FANNIE MAE 2009-106 N/A FANNIE MAE FNR 2009 106 SN 31398GUS6 268842.490000 PA USD 47472.740000 0.0070028 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 4.58912 N N N N N N FANNIE MAE REMICS 2012-102 N/A FANNIE MAE FNR 2012 102 HI 3136A8SR2 675051.840000 PA USD 69662.180000 0.0102760 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2012-138 N/A FANNIE MAE FNR 2012 138 QI 3136AAEQ4 1815739.420000 PA USD 271750.820000 0.0400866 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.5 N N N N N N FERROGLOBE PLC / GLOBE SPECIALTY METALS INC N/A FERROGLOBE / GLOBE SPEC COMPANY GUAR 144A 03/22 9.375 315419AA9 1700000.000000 PA USD 1279780.400000 0.1887832 Long DBT CORP GB N 2 2022-03-01 Fixed 9.375 N N N N N N IHEARTMEDIA INC N/A IHEARTMEDIA INC CLASS A COMMON STOCK 45174J509 30657.000000 NS USD 542015.760000 0.0799539 Long EC CORP US N 1 N N N IHEARTMEDIA INC N/A IHEARTMEDIA INC COMMON STOCK UNIT 45174J608 412.000000 NS USD 6555.740000 0.0009671 Long EC CORP US N 3 N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR5 N/A FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR5 1A1 32051GXN0 186528.680000 PA USD 171514.970000 0.0253006 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.5 Y N N N N N FIRST HORIZON MTGE PT TR 2007-AR1 N/A FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR1 1A1 32053EAA6 227960.570000 PA USD 170785.980000 0.0251930 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.5942 Y N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS L COMPANY GUAR 144A 02/21 7 335934AF2 160000.000000 PA USD 160224.000000 0.0236350 Long DBT CORP CA N 2 2021-02-15 Fixed 7 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5 335934AP0 1452000.000000 PA USD 1401768.060000 0.2067779 Long DBT CORP CA N 2 2024-03-01 Fixed 6.5 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/26 6.875 335934AR6 1000000.000000 PA USD 961850.000000 0.1418846 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2018-1 N/A FLAGSHIP CREDIT AUTO TRUST FCAT 2018 1 R 144A 33844M102 8000.000000 PA USD 871665.240000 0.1285813 Long ABS-O CORP US N 3 2025-05-15 Fixed 0 N N N N N N FLAGSTAR BANCORP INC 549300Q22V2Y3J4R2715 FLAGSTAR BANCORP INC SR UNSECURED 07/21 6.125 337930AC5 3500000.000000 PA USD 3650543.330000 0.5384997 Long DBT CORP US N 2 2021-07-15 Fixed 6.125 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 FLEX LTD SR UNSECURED 06/29 4.875 33938XAA3 83000.000000 PA USD 93067.260000 0.0137286 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR ACI07BWB4 35500.000000 NS 7922338.760000 1.1686416 Long EP CORP GB N 2 N N N FORBES ENERGY SERVICES LLC N/A FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN 962XCSII2 340716.120000 PA USD 341075.920000 0.0503129 Long LON CORP US N 2 2021-04-13 Fixed 6.9094 N N Y N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR COMPANY SR UNSECURED 05/97 7.7 345370BS8 9770000.000000 PA USD 11691342.900000 1.7246157 Long DBT CORP US N 2 2097-05-15 Fixed 7.7 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/23 3.087 345397A29 400000.000000 PA USD 403554.710000 0.0595292 Long DBT CORP US N 2 2023-01-09 Fixed 3.087 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 FORTRESS TRANS + INFRAST SR UNSECURED 144A 03/22 6.75 34960PAA9 482000.000000 PA USD 497317.960000 0.0733605 Long DBT CORP US N 2 2022-03-15 Fixed 6.75 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5 34960PAB7 377000.000000 PA USD 401348.550000 0.0592038 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A 35563CAH1 8497790.400000 PA USD 5157937.150000 0.7608587 Long ABS-MBS USGSE US N 3 2055-11-25 Floating 6.17204 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A 35563CAB4 35041450.290000 PA USD 2947119.130000 0.4347360 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 0.7 N N N N N N FREDDIE MAC REMICS 4204 N/A FREDDIE MAC FHR 4204 YI 3137B1ZZ8 1540961.390000 PA USD 147212.510000 0.0217156 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4246 N/A FREDDIE MAC FHR 4246 NS 3137B4PM2 776223.110000 PA USD 1007151.810000 0.1485672 Long ABS-MBS USGSE US N 2 2035-09-15 Floating 7.25099 N N N N N N FREDDIE MAC STRIPS 304 N/A FREDDIEMAC STRIP FHS 304 C52 31325UP91 2659643.300000 PA USD 293045.350000 0.0432278 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 3.5 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2 N/A FREDDIE MAC STACR STACR 2015 DNA2 B 3137G0FZ7 2879347.940000 PA USD 3458235.660000 0.5101320 Long ABS-MBS USGSE US N 2 2027-12-25 Floating 9.21088 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1 N/A FREDDIE MAC STACR STACR 2015 HQ1 B 3137G0EM7 720391.580000 PA USD 942103.760000 0.1389718 Long ABS-MBS USGSE US N 2 2025-03-25 Floating 12.4109 N N N N N N FREMF MORTGAGE TRUST 2014-K715 N/A FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A 30291XAJ1 6583000.000000 PA USD 6152943.800000 0.9076343 Long ABS-MBS USGSE US N 2 2046-02-25 None 0 N N N N N N FREMF MORTGAGE TRUST 2014-K715 N/A FREMF MORTGAGE TRUST FREMF 2014 K715 X2A 144A 30291XAA0 65158666.070000 PA USD 34332.100000 0.0050644 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 0.1 N N N N N N FREMF MORTGAGE TRUST 2014-K715 N/A FREMF MORTGAGE TRUST FREMF 2014 K715 X2B 144A 30291XAC6 13827000.000000 PA USD 11080.960000 0.0016346 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 0.1 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 35729NAD7 13776851.650000 PA USD 7914850.870000 1.1675371 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.81088 N N N N N N FRESH MARKET INC/THE 529900QM5ZSBEBR6CS58 FRESH MARKET INC SR SECURED 144A 05/23 9.75 35804HAA4 7590000.000000 PA USD 3757050.000000 0.5542107 Long DBT CORP US N 2 2023-05-01 Fixed 9.75 N N N N N N FRONERI US INC N/A FRONERI INTERNATIONAL PLC 2020 USD 2ND LIEN TERM LOAN 938JWZII6 8000.000000 PA USD 8160.000000 0.0012037 Long LON CORP GB N 3 2028-01-31 Floating 7.4078 N N N N N N FRONERI US INC N/A FRONERI INTERNATIONAL PLC 2020 USD TERM LOAN 938JXAII0 122000.000000 PA USD 122533.750000 0.0180752 Long LON CORP GB N 2 2027-01-31 Floating 3.90775 N N N N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 FRONTIER COMMUNICATIONS CORP TERM LOAN B 35906EAJ9 586466.160000 PA USD 592519.080000 0.0874038 Long LON CORP US N 2 2024-06-15 Floating 5.4 N N N N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 FRONTIER COMMUNICATIONS SR SECURED 144A 04/27 8 35906ABC1 106000.000000 PA USD 110838.900000 0.0163501 Long DBT CORP US N 2 2027-04-01 Fixed 8 N N N N N N FRONTIER FINANCE PLC 213800XVLIFOCEEVIS52 FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8 ACI0T8JS5 4600000.000000 PA 6260355.030000 0.9234788 Long DBT CORP GB N 2 2022-03-23 Fixed 8 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 FULL HOUSE RESORTS INC 02/24 1 359678AB5 25000.000000 PA USD 24591.490000 0.0036275 Long DBT CORP US N 3 2024-02-02 Floating 9.7375 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 FULL HSE RESORTS INC 01/24 1 359678AA7 292000.000000 PA USD 287228.570000 0.0423697 Long DBT CORP US N 2 2024-01-31 Floating 9.13175 N N N N N N GARDA WORLD SECURITY CORPORATION N/A GARDA WORLD SECURITY SR SECURED 144A 02/27 4.625 36485MAK5 93000.000000 PA USD 92302.500000 0.0136157 Long DBT CORP CA N 2 2027-02-15 Fixed 4.625 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 GAZPROM NEFT (GPN CAPITA SR UNSECURED REGS 11/23 6 ACI079GD3 9600000.000000 PA USD 10728105.600000 1.5825265 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 01/38 5.875 36962G3P7 22000.000000 PA USD 28336.970000 0.0041800 Long DBT CORP US N 2 2038-01-14 Fixed 5.875 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875 36962G4B7 9000.000000 PA USD 12764.970000 0.0018830 Long DBT CORP US N 2 2039-01-10 Fixed 6.875 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 05/22 0.375 369604BR3 200000.000000 PA 223083.890000 0.0329076 Long DBT CORP US N 2 2022-05-17 Fixed 0.375 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 08/37 6.15 36962G3A0 6000.000000 PA USD 7918.920000 0.0011681 Long DBT CORP US N 2 2037-08-07 Fixed 6.15 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 BI 38378HR99 232798.270000 PA USD 25687.380000 0.0037892 Long ABS-MBS USGSE US N 2 2042-10-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 CI 38378HU95 79428.360000 PA USD 11168.560000 0.0016475 Long ABS-MBS USGSE US N 2 2042-10-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 KI 38378HT55 247227.250000 PA USD 37148.270000 0.0054798 Long ABS-MBS USGSE US N 2 2042-10-16 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI 38378HFV3 323908.130000 PA USD 39419.810000 0.0058149 Long ABS-MBS USGSE US N 2 2042-06-20 Fixed 3.5 N N N N N N GROSVENOR PLACE CLO BV 2015-1A N/A GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A 39927WAV9 500000.000000 PA 342785.610000 0.0505651 Long ABS-CBDO CORP NL N 2 2029-04-30 Variable 0 N N N N N N GS MORTGAGE SECURITIES CORP II 2006-GG8 N/A GS MORTGAGE SECURITIES TRUST GSMS 2006 GG8 AJ 362332AH1 683706.360000 PA USD 535542.270000 0.0789990 Long ABS-MBS CORP US N 2 2039-11-10 Fixed 5.622 N N N N N N GSPA MONETIZATION TRUST N/A GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 36298GAA7 3314362.820000 PA USD 3878568.390000 0.5721362 Long DBT CORP US N 2 2029-10-09 Fixed 6.422 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 11/95 7.5 197677AH0 1200000.000000 PA USD 1480122.000000 0.2183361 Long DBT CORP US N 2 2095-11-15 Fixed 7.5 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 HSBC BANK 05/23 0 ACI16FNH1 5900000.000000 PA USD 6238704.960000 0.9202851 Long DBT CORP GB N 2 2023-05-23 Floating 6.15263 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR 404280BP3 500000.000000 PA USD 557282.500000 0.0822060 Long DBT CORP GB N 2 2028-03-23 Floating 6.5 N N N N Y HSBC HOLDINGS PLC HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR BFM4XMII1 200000.000000 PA 295636.670000 0.0436100 Long DBT CORP GB N 2 2026-09-28 Floating 5.875 N N N N Y HSBC HOLDINGS PLC HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR ACI0H2TW1 2470000.000000 PA 3170844.110000 0.4677382 Long DBT CORP GB N 2 2023-09-29 Floating 6 N N N N Y HSBC HOLDINGS PLC HSBC HOLDINGS PLC GBP XXXX N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A5 44328AAF7 2754046.630000 PA USD 1182374.180000 0.1744146 Long ABS-MBS CORP US N 2 2036-10-25 None 0 N N N N N N HUNT COMPANIES INC 549300ODPWDNCH5TKM49 HUNT COS INC SR SECURED 144A 02/26 6.25 445587AC2 26000.000000 PA USD 25224.620000 0.0037209 Long DBT CORP US N 2 2026-02-15 Fixed 6.25 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 IHEARTCOMMUNICATIONS INC. EXIT TERM LOAN 45175AAB7 3654320.470000 PA USD 3668784.270000 0.5411904 Long LON CORP US N 2 2026-05-01 Floating 5.655 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375 45174HBD8 1454500.000000 PA USD 1584445.030000 0.2337250 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375 45174HBC0 1177100.000000 PA USD 1273473.890000 0.1878529 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 ILLINOIS ST ILS 04/35 FIXED 6.725 452152FA4 35000.000000 PA USD 42576.800000 0.0062806 Long DBT MUN US N 2 2035-04-01 Fixed 6.725 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 ILLINOIS ST ILS 06/33 FIXED 5.1 452151LF8 280000.000000 PA USD 315907.200000 0.0466002 Long DBT MUN US N 2 2033-06-01 Fixed 5.1 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 ILLINOIS ST ILS 07/35 FIXED 7.35 452152GS4 20000.000000 PA USD 25292.200000 0.0037309 Long DBT MUN US N 2 2035-07-01 Fixed 7.35 N N N N N N INDYMAC IMSC MTGE LN TRUST 2007-F2 N/A INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1 45670JAE2 3508700.720000 PA USD 1998548.210000 0.2948102 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.5 Y N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2007-B N/A INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2 43710EAD2 2934596.080000 PA USD 1989014.350000 0.2934039 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.82088 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV JR SUBORDINA VAR 456837AR4 400000.000000 PA USD 428534.000000 0.0632140 Long DBT CORP NL N 2 2026-11-16 Floating 5.75 N N N N Y ING GROEP NV ING GROEP NV EUR XXXX N N N INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC) N/A CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75 20752TAA2 62000.000000 PA USD 65720.000000 0.0096945 Long DBT CORP LU N 2 2026-10-01 Fixed 6.75 N N N N N N INTELSAT (LUXEMBOURG) SA 54930027UF5LR7S2XC75 INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75 458204AP9 6892000.000000 PA USD 4479800.000000 0.6608252 Long DBT CORP LU N 2 2021-06-01 Fixed 7.75 N N N N N N INTELSAT (LUXEMBOURG) SA 54930027UF5LR7S2XC75 INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125 458204AQ7 7535000.000000 PA USD 3127025.000000 0.4612743 Long DBT CORP LU N 2 2023-06-01 Fixed 8.125 N N N N N N INTELSAT CONNECT FINANCE SA 549300T8SOCBO2H77X11 INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5 45827AAD5 52000.000000 PA USD 27690.000000 0.0040846 Long DBT CORP LU N 2 2023-02-15 Fixed 9.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75 45824TAY1 524000.000000 PA USD 453477.460000 0.0668935 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5 45824TBA2 217000.000000 PA USD 183817.450000 0.0271153 Long DBT CORP LU N 2 2024-10-15 Fixed 8.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8 45824TAR6 11000.000000 PA USD 11279.570000 0.0016639 Long DBT CORP LU N 2 2024-02-15 Fixed 8 N N N N N N INTERNET BRANDS INC (MH SUB I LLC) N/A MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM 45567YAJ4 117300.000000 PA USD 117287.800000 0.0173014 Long LON CORP US N 2 2024-09-13 Floating 5.3953 N N N N N N INTRADO CORPORATION 5493005Z5DB0O5S30R71 OLYMPUS MERGER SUB INC TERM LOAN B 68162RAC5 40502.970000 PA USD 34673.420000 0.0051148 Long LON CORP US N 2 2024-10-10 Floating 5.6453 N N N N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 JEFFERIES FINANCE LLC 2019 TERM LOAN 47232UAB0 22942.360000 PA USD 23014.050000 0.0033949 Long LON CORP US N 2 2026-06-03 Floating 4.9375 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A1 N/A J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 4A1 46627MDA2 1577809.950000 PA USD 1441728.580000 0.2126726 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.90304 Y N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A2 N/A J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 46628GAL3 1409437.300000 PA USD 1057211.170000 0.1559515 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.89005 Y N N N N N SEQUA CORPORATION 549300JLD7TQRZ92KO78 SEQUA CORP PREFERRED STOCK 000000000 19661.000000 NS USD 23114061.430000 3.4096061 Long EP CORP US N 3 N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A1 N/A J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1 466287AR0 838512.700000 PA USD 833833.460000 0.1230006 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.66731 Y N N N N N JP MORGAN CHASE CMML MTGE SEC 2006-CB16 N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB16 AJ 46629GAJ7 116533.720000 PA USD 106045.690000 0.0156430 Long ABS-MBS CORP US N 2 2045-05-12 Fixed 5.623 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2 466247F57 243457.800000 PA USD 200859.840000 0.0296293 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.63962 Y N N N N N JP MORGAN MORTGAGE TRUST-2005-S2 N/A JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16 466247VJ9 85594.640000 PA USD 83604.630000 0.0123327 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6.5 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1 466247WT6 183956.750000 PA USD 183472.590000 0.0270644 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.08251 N N N N N N KANTAR GROUP (SUMMER BC HOLDCO B SARL) 984500NRF59D5DB9B654 SUMMER (BC) HOLDCO B S.A R.L ADDITIONAL TERM LOAN B1 938ELNII6 664000.000000 PA USD 646570.000000 0.0953770 Long LON CORP LU N 3 2026-12-04 Floating 6.78513 N N N N N N KANTAR GROUP (SUMMER BC HOLDCO B SARL) 984500NRF59D5DB9B654 SUMMER BC HOLDCO B SARL TERM LOAN B 938BZLII1 2656000.000000 PA USD 2586280.000000 0.3815079 Long LON CORP LU N 3 2026-10-15 Floating 7.01563 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 KENNEDY WILSON INC COMPANY GUAR 04/24 5.875 489399AG0 68000.000000 PA USD 69872.720000 0.0103071 Long DBT CORP US N 2 2024-04-01 Fixed 5.875 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN INC/DELAWA COMPANY GUAR 08/31 7.8 28368EAD8 3500000.000000 PA USD 4847660.130000 0.7150890 Long DBT CORP US N 2 2031-08-01 Fixed 7.8 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A LADDER CAP FIN LLLP/CORP SR UNSECURED 144A 02/27 4.25 505742AM8 62000.000000 PA USD 61922.500000 0.0091343 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N LAMAR MEDIA CORP N/A LAMAR MEDIA CORP SR UNSECURED 144A 02/28 3.75 513075BQ3 60000.000000 PA USD 60550.800000 0.0089320 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N LAMAR MEDIA CORP N/A LAMAR MEDIA CORP SR UNSECURED 144A 02/30 4 513075BS9 26000.000000 PA USD 26260.000000 0.0038737 Long DBT CORP US N 2 2030-02-15 Fixed 4 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 LAREDO PETROLEUM INC COMPANY GUAR 01/25 9.5 516806AF3 22000.000000 PA USD 20047.500000 0.0029573 Long DBT CORP US N 2 2025-01-15 Fixed 9.5 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 LAREDO PETROLEUM INC COMPANY GUAR 01/28 10.125 516806AG1 39000.000000 PA USD 34899.150000 0.0051481 Long DBT CORP US N 2 2028-01-15 Fixed 10.125 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7 N/A LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2006 C7 AJ 50180CAG5 741971.150000 PA USD 441472.830000 0.0651226 Long ABS-MBS CORP US N 2 2038-11-15 Fixed 5.407 Y N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2007 C2 AJ 50180JAG0 313556.900000 PA USD 186566.360000 0.0275208 Long ABS-MBS CORP US N 2 2040-02-15 Variable 5.562 Y N N N N N LEHMAN MORTGAGE TRUST 2007-6 N/A LEHMAN MORTGAGE TRUST LMT 2007 6 1A11 52521NAJ9 693873.040000 PA USD 656351.720000 0.0968199 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N LEHMAN MORTGAGE TRUST 2007-8 N/A LEHMAN MORTGAGE TRUST LMT 2007 8 2A1 52521YAC0 2018566.300000 PA USD 1154785.850000 0.1703450 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.5 Y N N N N N LEHMAN XS TRUST 2006-11 N/A LEHMAN XS TRUST LXS 2006 11 2A2 52522WAF6 2076656.560000 PA USD 2083254.510000 0.3073055 Long ABS-MBS CORP US N 2 2046-06-24 Variable 6.29 N N N N N N LEHMAN XS TRUST 2007-7N N/A LEHMAN XS TRUST LXS 2007 7N 1A1A 52524GAA0 1623793.940000 PA USD 1497522.360000 0.2209028 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.88088 Y N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR 539439AU3 5999000.000000 PA USD 6865525.560000 1.0127488 Long DBT CORP GB N 2 2025-09-27 Floating 7.5 N N N N Y LLOYDS BANKING GROUP PLC LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR ACI0808F5 2300000.000000 PA 3421212.380000 0.5046706 Long DBT CORP GB N 2 2023-06-27 Floating 7.625 N N N N Y LLOYDS BANKING GROUP PLC LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR ACI0808H1 6518000.000000 PA 11066370.010000 1.6324246 Long DBT CORP GB N 2 2029-06-27 Floating 7.875 N N N N Y LLOYDS BANKING GROUP PLC LLOYDS BANKING GROUP PLC GBP XXXX N N N LOANCORE CAPITAL MARKETS LLC / JLC FINANCE CORP N/A LOANCORE CAP/JLC FIN COR SR UNSECURED 144A 06/20 6.875 47233GAA2 200000.000000 PA USD 200375.000000 0.0295578 Long DBT CORP US N 2 2020-06-01 Fixed 6.875 N N N N N N LONG BEACH MORTGAGE LOAN TR 2006-WL3 N/A LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 542514SW5 4098565.180000 PA USD 3904293.190000 0.5759309 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.96088 N N N N N N MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC N/A MALLINCKRODT FIN/SB COMPANY GUAR 144A 04/25 5.5 561233AC1 50000.000000 PA USD 18375.000000 0.0027105 Long DBT CORP LU N 2 2025-04-15 Fixed 5.5 N N N N N N MARLETTE FUNDING TRUST 2019-3 N/A MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A 57109M101 7112.000000 PA USD 2630877.860000 0.3880866 Long ABS-O CORP US N 3 2029-09-17 Fixed 0 N N N N N N MARLETTE FUNDING TRUST 2020-1A N/A MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A 57109J108 5733.000000 PA USD 2143657.460000 0.3162156 Long ABS-O CORP US N 3 2030-03-15 Fixed 0 N N N N N N MASTR ASSET SECURITIZATION TR 2007-1 N/A MASTR ASSET SECURITIZATION TRU MASTR 2007 1 1A4 55292AAD0 460269.370000 PA USD 285129.000000 0.0420600 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.5 Y N N N N N MATTEL INC 549300VELLG24KHTJ564 MATTEL INC COMPANY GUAR 144A 12/27 5.875 577081BD3 20000.000000 PA USD 21060.000000 0.0031066 Long DBT CORP US N 2 2027-12-15 Fixed 5.875 N N N N N N MCDERMOTT TECHNOLOGY (AMERICAS) INC 549300MSF84ZAB7RHN59 MCDERMOTT TECHNOLOGY (AMERICAS TERM LOAN 58004GAB4 4611450.620000 PA USD 2939080.380000 0.4335502 Long LON CORP US N 2 2025-05-09 Floating 6.9446 Y Y N N N N MCDERMOTT TECHNOLOGY (AMERICAS) INC 549300MSF84ZAB7RHN59 MCDERMOTT TECHNOLOGY AMERICAS SUPER PRIORITY TERM LOAN 58004GAE8 2574643.900000 PA USD 2695008.500000 0.3975466 Long LON CORP US N 2 2021-10-21 Floating 11 Y Y N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG ENERGY CORP SR UNSECURED 144A 02/27 7.125 552704AE8 78000.000000 PA USD 77439.180000 0.0114232 Long DBT CORP CA N 2 2027-02-01 Fixed 7.125 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C 59021AAC2 499184.810000 PA USD 302385.240000 0.0446055 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.82088 N N N N N N MERRILL LYNCH MTGE INVESTORS 2006-A1 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 59020U5W1 1553037.000000 PA USD 1103961.600000 0.1628478 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.08096 Y N N N N N MESSER INDUSTRIES USA INC 529900HNC1EZT3TC1260 MESSER INDS GMBH TERM LOAN B 1 D6000EAB8 71300.480000 PA USD 71419.340000 0.0105352 Long LON CORP US N 2 2026-03-01 Floating 4.4446 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327 595112BN2 156000.000000 PA USD 183082.410000 0.0270069 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N MORGAN STANLEY MTGE LN TR 2007-10XS N/A MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2 61751MAC8 609342.600000 PA USD 425918.840000 0.0628282 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.25 Y N N N N N NASCAR HOLDINGS LLC N/A NASCAR HOLDINGS INC TERM LOAN B 63108EAB4 72658.510000 PA USD 73475.920000 0.0108386 Long LON CORP US N 2 2026-10-19 Floating 4.4077 N N N N N N NATIONSTAR MORTGAGE LLC / NATIONSTAR CAPITAL CORP N/A NATIONSTAR MORT/CAP CORP COMPANY GUAR 07/21 6.5 63860UAK6 484000.000000 PA USD 485149.500000 0.0715655 Long DBT CORP US N 2 2021-07-01 Fixed 6.5 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 NAVIENT CORP SR UNSECURED 08/33 5.625 78442FAZ1 48000.000000 PA USD 43671.480000 0.0064421 Long DBT CORP US N 2 2033-08-01 Fixed 5.625 N N N N N N NBTY INC (ALPHABET HOLDING CO INC) 5493000J3OND4HN47659 ALPHABET HOLDING COMPANY INC. INITIAL TERM LOAN 18913EAB3 97750.000000 PA USD 93575.290000 0.0138035 Long LON CORP US N 2 2024-09-26 Floating 5.1452 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625 62886HAP6 76000.000000 PA USD 75620.000000 0.0111549 Long DBT CORP BM N 2 2024-12-15 Fixed 3.625 N N N N N N NEIMAN MARCUS GROUP LTD LLC 549300VXED5TMJSBCI17 NEIMAN MARCUS GROUP LTD INC TERM LOAN 64021SAE9 8509782.850000 PA USD 7201403.740000 1.0622949 Long LON CORP US N 2 2023-10-25 Floating 7.2344 N N N N N N NEIMAN MARCUS GROUP LTD LLC 549300VXED5TMJSBCI17 NEIMAN MARCUS GROUP LTD LLC CASH PAY EXTENDED TERM LOAN 64021SAD1 10974786.570000 PA USD 9328568.580000 1.3760777 Long LON CORP US N 2 2023-10-25 Floating 7.7344 N N N N N N NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL) 254900CHQOBZNYV4DY60 SUNSHINE LUXEMBOURG VII SARL USD TERM LOAN B1 L8908YAB4 208000.000000 PA USD 209066.000000 0.0308398 Long LON CORP LU N 2 2026-10-01 Floating 6.1946 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 05/29 4.625 ACI1GLZT8 200000.000000 PA 247770.530000 0.0365492 Long DBT CORP US N 2 2029-05-15 Fixed 4.625 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 144A 06/30 4.875 64110LAV8 100000.000000 PA USD 104497.500000 0.0154147 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 144A 11/29 3.875 ACI1BLL27 634000.000000 PA 743404.660000 0.1096613 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 144A 11/29 5.375 64110LAU0 62000.000000 PA USD 67597.980000 0.0099715 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED REGS 06/30 3.625 ACI1GCPB8 200000.000000 PA 230667.880000 0.0340263 Long DBT CORP US N 2 2030-06-15 Fixed 3.625 N N N N N N NEW ALBERTSONS LP N/A NEW ALBERTSONS LP SR UNSECURED 02/28 6.57 01310QCW3 6800000.000000 PA USD 6683363.000000 0.9858776 Long DBT CORP US N 2 2028-02-23 Fixed 6.57 N N N N N N NEWMARK GROUP INC N/A NEWMARK GROUP INC SR UNSECURED 11/23 6.125 65158NAB8 62000.000000 PA USD 68042.230000 0.0100371 Long DBT CORP US N 2 2023-11-15 Fixed 6.125 N N N N N N NOBLE HOLDING INTERNATIONAL LIMITED 549300GNEZBJHMST9U32 NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875 65504LAQ0 262000.000000 PA USD 188076.050000 0.0277435 Long DBT CORP KY N 2 2026-02-01 Fixed 7.875 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AP2 N/A NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 65535VLL0 10710.270000 PA USD 8339.620000 0.0012302 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.476 Y N N N N N NORTHWESTERN BELL TELEPHONE N/A NORTHWESTERN BELL TELEPH SR UNSECURED 05/30 7.75 668027AT2 12625000.000000 PA USD 13665622.950000 2.0158461 Long DBT CORP US N 2 2030-05-01 Fixed 7.75 N N N N N N NOURYON (STARFRUIT US HOLDCO LLC) 549300K7VB5G6LULFT41 STARFRUIT FINCO B V TERM LOAN B N8232NAB3 182765.520000 PA USD 183176.740000 0.0270208 Long LON CORP NL N 2 2025-10-01 Floating 4.699 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/21 6.35 G67106AB3 63336.930000 PA USD 63362.900000 0.0093468 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35 G67106AC1 223634.000000 PA USD 131462.690000 0.0193924 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72 G6711KAC9 1579995.640000 PA USD 1572095.660000 0.2319033 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/26 7.72 G6711KAD7 7013223.000000 PA USD 1753375.880000 0.2586443 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000 67576JAB7 700265.000000 PA USD 7002.650000 0.0010330 Long DBT CORP KY N 2 2020-03-09 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000 000000000 401060.000000 PA USD 4010.600000 0.0005916 Long DBT CORP KY N 2 2020-03-09 None 0 N N N N N N OHIO STATE UNIVERSITY JFC10ZULKO4X2E3HBY86 OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8 677632PA3 11000000.000000 PA USD 15448730.000000 2.2788762 Long DBT MUN US N 2 2111-06-01 Fixed 4.8 N N N N N N OPPENHEIMER HOLDINGS INC N/A OPPENHEIMER HOLDINGS INC SR SECURED 07/22 6.75 683797AD6 1212000.000000 PA USD 1251390.000000 0.1845953 Long DBT CORP US N 2 2022-07-01 Fixed 6.75 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A ORTHO CLINICAL INC/SA SR UNSECURED 144A 02/28 7.25 68752DAA6 534000.000000 PA USD 544749.420000 0.0803572 Long DBT CORP US N 2 2028-02-01 Fixed 7.25 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A ORTHO CLINICAL INC/SA SR UNSECURED 144A 05/22 6.625 22663AAA7 455000.000000 PA USD 454428.290000 0.0670337 Long DBT CORP US N 2 2022-05-15 Fixed 6.625 N N N N N N ORTHO-CLINICAL DIAGNOSTICS SA 222100N2EDW8BU5UUT55 ORTHO CLINICAL DIAGNOSTICS SA TERM LOAN L7300KAJ3 618387.760000 PA USD 611946.010000 0.0902695 Long LON CORP LU N 2 2025-06-30 Floating 4.905 N N N N N N PACIFIC DRILLING SA 549300VEJMMZCY6OBU06 PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375 694183AA2 362000.000000 PA USD 304981.380000 0.0449885 Long DBT CORP LU N 2 2023-10-01 Fixed 8.375 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 01/40 5.4 694308GS0 18000.000000 PA USD 20814.300000 0.0030704 Long DBT CORP US N 2 2040-01-15 Fixed 5.4 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 02/24 3.75 694308HG5 174000.000000 PA USD 186252.210000 0.0274745 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 02/38 6.35 694308GM3 825000.000000 PA USD 955708.880000 0.1409787 Long DBT CORP US N 2 2038-02-15 Fixed 6.35 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 02/44 4.75 694308HH3 779000.000000 PA USD 886190.400000 0.1307239 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 03/27 3.3 694308HS9 1741000.000000 PA USD 1819388.530000 0.2683820 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 03/34 6.05 694308GE1 2052000.000000 PA USD 2363596.200000 0.3486593 Long DBT CORP US N 2 2034-03-01 Fixed 6.05 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 03/37 5.8 694308GJ0 4220000.000000 PA USD 4863972.000000 0.7174952 Long DBT CORP US N 2 2037-03-01 Fixed 5.8 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 03/39 6.25 694308GQ4 631000.000000 PA USD 726239.990000 0.1071293 Long DBT CORP US N 2 2039-03-01 Fixed 6.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3 694308HL4 27000.000000 PA USD 28527.260000 0.0042081 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 05/21 4.25 694308GV3 2483000.000000 PA USD 2639180.700000 0.3893114 Long DBT CORP US N 2 2021-05-15 Fixed 4.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 06/23 3.25 694308HC4 1593000.000000 PA USD 1657381.100000 0.2444839 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 06/25 3.5 694308HM2 381000.000000 PA USD 401951.190000 0.0592927 Long DBT CORP US N 2 2025-06-15 Fixed 3.5 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 06/43 4.6 694308HD2 18000.000000 PA USD 19726.830000 0.0029099 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 08/22 2.45 694308HB6 310000.000000 PA USD 328696.720000 0.0484868 Long DBT CORP US N 2 2022-08-15 Fixed 2.45 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 08/24 3.4 694308HK6 394000.000000 PA USD 417803.510000 0.0616311 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 08/42 3.75 694308HA8 22000.000000 PA USD 21965.570000 0.0032402 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 09/21 3.25 694308GW1 96000.000000 PA USD 102038.400000 0.0150519 Long DBT CORP US N 2 2021-09-15 Fixed 3.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 11/23 3.85 694308HE0 392000.000000 PA USD 420582.680000 0.0620411 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 11/43 5.125 694308HF7 875000.000000 PA USD 998318.130000 0.1472641 Long DBT CORP US N 2 2043-11-15 Fixed 5.125 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 12/41 4.5 694308GY7 22000.000000 PA USD 24000.570000 0.0035404 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 12/46 4 694308HR1 8000.000000 PA USD 8080.800000 0.0011920 Long DBT CORP US N 2 2046-12-01 Fixed 4 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR UNSECURED 144A 08/28 4.65 694308JA6 1055000.000000 PA USD 1226804.110000 0.1809686 Long DBT CORP US N 2 2028-08-01 Fixed 4.65 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS ELECTRIC COMPANY TERM LOAN 964PHYII9 100000.000000 PA USD 104958.300000 0.0154826 Long LON CORP US N 2 2049-02-22 Floating 7.5 Y Y N N N N PAN AMERICAN ENERGY LLC/ARGENTINA BRANCH N/A PAN AMERICAN ENERGY LLC UNSECURED 11/20 VAR ACI1G4F84 42700000.000000 PA 529949.190000 0.0781740 Long DBT CORP AR N 3 2020-11-20 Floating 56.7 N N N N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 PAR PHARMACEUTICAL INC SR SECURED 144A 04/27 7.5 69888XAA7 110000.000000 PA USD 112202.750000 0.0165513 Long DBT CORP US N 2 2027-04-01 Fixed 7.5 N N N N N N PAREXEL INTERNATIONAL CORPORATION 549300GCZVUYB6P2OA17 PAREXEL INTL CORP TERM LOAN B 69946EAT8 88064.760000 PA USD 86785.090000 0.0128019 Long LON CORP US N 2 2024-09-27 Floating 4.3952 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 VICI PROPERTIES INC REIT USD.01 925652109 423584.000000 NS USD 11352051.200000 1.6745661 Long EC CORP US N 1 N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 715638BX9 2582000.000000 PA 876419.380000 0.1292826 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 08/26 8.2 715638AX0 4536000.000000 PA 1716559.660000 0.2532135 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 08/28 6.35 715638BV3 6436000.000000 PA 2237554.320000 0.3300666 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 715638BD3 929000.000000 PA 337132.070000 0.0497311 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 715638BY7 391000.000000 PA 133655.770000 0.0197159 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 715638CZ3 12000.000000 PA 3823.530000 0.0005640 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 715638AV4 93000.000000 PA 34010.990000 0.0050170 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 P78024AE9 9000.000000 PA 3054.910000 0.0004506 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625 ACI07KN16 100000.000000 PA 161219.820000 0.0237819 Long DBT CORP NL N 2 2034-01-16 Fixed 6.625 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE COMPANY GUAR 144A 01/30 5.093 71647NBF5 4895000.000000 PA USD 5377647.000000 0.7932686 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35 71654QCK6 690000.000000 PA USD 701900.780000 0.1035389 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 03/27 6.5 71654QCG5 2894000.000000 PA USD 3145828.650000 0.4640481 Long DBT CORP MX N 2 2027-03-13 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75 71654QCC4 50000.000000 PA USD 50766.750000 0.0074887 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 144A 01/27 6.49 71654QCQ3 80000.000000 PA USD 86900.000000 0.0128188 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 144A 01/30 6.84 71654QCT7 230000.000000 PA USD 249607.500000 0.0368202 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 144A 01/31 5.95 71654QCZ3 194000.000000 PA USD 196279.500000 0.0289536 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 144A 01/50 7.69 71654QCW0 120000.000000 PA USD 132471.000000 0.0195411 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 144A 01/60 6.95 71654QDA7 320000.000000 PA USD 325488.000000 0.0480135 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR REGS 02/28 4.875 BYWQJHII7 1118000.000000 PA 1340995.420000 0.1978132 Long DBT CORP MX N 2 2028-02-21 Fixed 4.875 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR REGS 02/29 4.75 ACI12SYL6 700000.000000 PA 831182.700000 0.1226096 Long DBT CORP MX N 2 2029-02-26 Fixed 4.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75 ACI0CBT55 7276000.000000 PA 7823931.400000 1.1541254 Long DBT CORP MX N 2 2027-04-21 Fixed 2.75 N N N N N N PETSMART INC N/A PETSMART INC CONSENTING TERM LOAN 71677HAG0 140445.810000 PA USD 140343.430000 0.0207024 Long LON CORP US N 2 2022-03-11 Floating 5.67 N N N N N N PETSMART INC N/A PETSMART INC SR SECURED 144A 06/25 5.875 716768AC0 94000.000000 PA USD 97055.000000 0.0143168 Long DBT CORP US N 2 2025-06-01 Fixed 5.875 N N N N N N PLAYTIKA HOLDING CORP N/A PLAYTIKA HOLDING CORP TERM LOAN B 72814CAE8 4014000.000000 PA USD 4057905.130000 0.5985905 Long LON CORP US N 2 2024-12-10 Floating 7.6453 N N N N N N PPDI (PHARMACEUTICAL PRODUCT DEVELOPMENT) EAGLE HOLDING COMPANY II LLC N/A EAGLE HOLDING CO II LLC UNSECURED 144A 05/22 VAR 26959XAC7 17000.000000 PA USD 17200.260000 0.0025372 Long DBT CORP US N 2 2022-05-15 Fixed 7.75 N N Y N N N PRESS GANEY (EMERALD TOPCO INC) 549300KISPZJ80F65D65 EMERALD TOPCO INC TERM LOAN 29102TAB8 113715.000000 PA USD 114194.760000 0.0168451 Long LON CORP US N 2 2026-07-24 Floating 5.1452 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR ACI11ZNP4 8450000.000000 PA 57928.620000 0.0085452 Long DBT NUSS AR N 2 2025-04-12 Floating 52.2701 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR P1910WRC5 354562000.000000 PA 2430685.080000 0.3585557 Long DBT NUSS AR N 2 2025-04-12 Floating 52.2701 N N N N N N PTC INC 54930050SSMU8SKDJ030 PTC INC SR UNSECURED 144A 02/25 3.625 69370CAB6 31000.000000 PA USD 31310.000000 0.0046186 Long DBT CORP US N 2 2025-02-15 Fixed 3.625 N N N N N N PTC INC 54930050SSMU8SKDJ030 PTC INC SR UNSECURED 144A 02/28 4 69370CAC4 16000.000000 PA USD 16200.000000 0.0023897 Long DBT CORP US N 2 2028-02-15 Fixed 4 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A WESTMORELAND MINING HOLDINGS L COMMON 935ZXN908 53248.000000 NS USD 665600.000000 0.0981841 Long EC CORP US Y 3 N N N QVC INC 549300WBLU5NKPX5X472 QVC INC SR SECURED 03/43 5.95 747262AM5 3245000.000000 PA USD 3300146.830000 0.4868119 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 RADIOLOGY PARTNERS INC COMPANY GUAR 144A 02/28 9.25 75041VAA2 62000.000000 PA USD 64945.000000 0.0095802 Long DBT CORP US N 2 2028-02-01 Fixed 9.25 N N N N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 RANGE RESOURCES CORP COMPANY GUAR 144A 02/26 9.25 75281ABC2 46000.000000 PA USD 40666.990000 0.0059989 Long DBT CORP US N 2 2026-02-01 Fixed 9.25 N N N N N N RCN GRANDE (RADIATE HOLDCO LLC / RADIATE FINANCE INC) N/A RADIATE HOLDCO / FINANCE SR UNSECURED 144A 02/23 6.875 75026JAB6 3000.000000 PA USD 3062.510000 0.0004518 Long DBT CORP US N 2 2023-02-15 Fixed 6.875 N N N N N N RCS & RDS SA 3157008PTGOXBWZDVF10 RCS + RDS SA SR SECURED 144A 02/25 2.5 ACI1JH5Q3 200000.000000 PA 222691.600000 0.0328497 Long DBT CORP RO N 2 2025-02-05 Fixed 2.5 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 FINANCIAL RISK US HLDGS INC TERM LOAN B 31740MAC5 693000.000000 PA USD 701835.750000 0.1035293 Long LON CORP US N 2 2025-10-01 Floating 4.8953 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 REFINITIV US HOLDINGS SR SECURED REGS 05/26 4.5 ACI1544Z8 200000.000000 PA 241451.170000 0.0356170 Long DBT CORP US N 2 2026-05-15 Fixed 4.5 N N N N N N RESIDENTIAL ACCREDIT LOANS 2004-QA6 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1 76110HG94 828361.080000 PA USD 573339.850000 0.0845746 Long ABS-MBS CORP US N 2 2034-12-26 Floating 4.84973 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QS10 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15 751155AQ5 275412.320000 PA USD 269527.810000 0.0397586 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A9 N/A RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5 761143AE6 2609071.380000 PA USD 1589998.360000 0.2345442 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.25 Y N N N N N RESIDENTIAL ASSET SECUR TR 2007-A7 N/A RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1 76114QAA3 1423536.620000 PA USD 860348.240000 0.1269119 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SECUR TRUST 2005-A15 N/A RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2 45660L4H9 1005705.210000 PA USD 695686.820000 0.1026223 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.75 Y N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA2 N/A RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA2 3A1 749574AE9 720578.280000 PA USD 702249.000000 0.1035903 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.2773 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31 76111XYF4 608786.700000 PA USD 449330.490000 0.0662817 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.62692 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375 68245XAJ8 34000.000000 PA USD 34144.500000 0.0050367 Long DBT CORP CA N 2 2028-01-15 Fixed 4.375 N N N N N N REYNOLDS CONSUMER PRODUCTS LLC 549300DWNZYMOSR1X343 REYNOLDS CONSUMER PRODUCTS INC TERM LOAN 76171JAB7 100000.000000 PA USD 100535.700000 0.0148302 Long LON CORP US N 2 2027-01-29 Floating 3.4095 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25 76716XAA0 668926.320000 PA USD 751154.090000 0.1108044 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 RIO OIL FINANCE TRUST SR SECURED REGS 07/24 9.25 U76673AA7 1393596.450000 PA USD 1564904.290000 0.2308425 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 76716XAB8 513940.040000 PA USD 609024.090000 0.0898385 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 76716XAC6 250000.000000 PA USD 293211.880000 0.0432523 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N RIVERSIDE COUNTY REDEVELOPMENT SUCCESSOR AGENCY N/A RIVERSIDE CNTY CA REDEV AGY RIVDEV 10/30 FIXED OID 7.5 769123FT2 1200000.000000 PA USD 1245048.000000 0.1836598 Long DBT MUN US N 2 2030-10-01 Fixed 7.5 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR 780097BB6 2700000.000000 PA USD 2920792.500000 0.4308525 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC RBS GROUP GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR 780099CJ4 3080000.000000 PA USD 3156307.000000 0.4655938 Long DBT CORP GB N 2 2020-08-10 Floating 7.5 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC RBS GROUP GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR 780099CK1 5990000.000000 PA USD 7000243.450000 1.0326213 Long DBT CORP GB N 2 2025-08-10 Floating 8 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC RBS GROUP GBP XXXX N N N RZD CAPITAL PUBLIC LIMITED COMPANY 635400VKMH1VQDFMW392 RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487 B3SXQ5II3 1300000.000000 PA 2424458.830000 0.3576373 Long DBT CORP IE N 2 2031-03-25 Fixed 7.487 N N N N N N SAN FRANCISCO CITY & COUNTY REDEVELOPMENT FINANCING AUTHORITY N/A SAN FRANCISCO CITY CNTY CA R SFOGEN 08/39 FIXED 8.406 79771PU86 1650000.000000 PA USD 2725635.000000 0.4020644 Long DBT MUN US N 2 2039-08-01 Fixed 8.406 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANDS CHINA LTD SR UNSECURED 08/23 4.6 80007RAB1 200000.000000 PA USD 212078.000000 0.0312841 Long DBT CORP KY N 2 2023-08-08 Fixed 4.6 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANDS CHINA LTD SR UNSECURED 08/25 5.125 80007RAF2 200000.000000 PA USD 221683.000000 0.0327009 Long DBT CORP KY N 2 2025-08-08 Fixed 5.125 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANDS CHINA LTD SR UNSECURED 08/28 5.4 80007RAE5 2181000.000000 PA USD 2484415.270000 0.3664816 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/49 VAR ACI0CTJV0 4100000.000000 PA 5951290.850000 0.8778880 Long DBT CORP GB N 2 2022-06-24 Floating 7.375 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/99 VAR ACI0TF455 2025000.000000 PA 2983555.820000 0.4401109 Long DBT CORP GB N 2 2024-06-24 Floating 6.75 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 SBA COMMUNICATIONS CORP SR UNSECURED 144A 02/27 3.875 78410GAC8 176000.000000 PA USD 178860.000000 0.0263840 Long DBT CORP US N 2 2027-02-15 Fixed 3.875 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6 44963BAE8 468000.000000 PA USD 498582.630000 0.0735470 Long DBT CORP DE N 2 2027-05-15 Fixed 6 N N Y N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375 44963BAD0 345000.000000 PA USD 377032.390000 0.0556169 Long DBT CORP DE N 2 2029-05-15 Fixed 6.375 N N Y N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 IHO VERWALTUNGS GMBH SR SECURED REGS 05/25 3.625 ACI1C5ZK6 300000.000000 PA 342403.510000 0.0505087 Long DBT CORP DE N 2 2025-05-15 Fixed 3.625 N N Y N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 IHO VERWALTUNGS GMBH SR SECURED REGS 05/27 3.875 ACI1C6196 200000.000000 PA 230098.050000 0.0339423 Long DBT CORP DE N 2 2027-05-15 Fixed 3.875 N N Y N N N SCHENCK PROCESS (PLATIN 1426 GMBH) 213800NMYXIGFN77O655 PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875 BGGC6YII2 400000.000000 PA 453113.270000 0.0668397 Long DBT CORP DE N 2 2023-06-15 Fixed 6.875 N N N N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 SEALED AIR CORP COMPANY GUAR 144A 12/27 4 81211KAY6 10000.000000 PA USD 10075.000000 0.0014862 Long DBT CORP US N 2 2027-12-01 Fixed 4 N N N N N N SENSATA TECHNOLOGIES INC N/A SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375 81728UAA2 30000.000000 PA USD 30482.250000 0.0044965 Long DBT CORP US N 2 2030-02-15 Fixed 4.375 N N N N N N SEQUA MEZZANINE HOLDINGS LLC N/A SEQUA MEZZANINE HLDGS LLC SECOND LIEN 81733HAC0 90000.000000 PA USD 90562.500000 0.0133591 Long LON CORP US N 3 2022-04-28 Floating 10.7695 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 SILGAN HOLDINGS INC SR UNSECURED 144A 02/28 4.125 827048AV1 2000.000000 PA USD 1993.000000 0.0002940 Long DBT CORP US N 2 2028-02-01 Fixed 4.125 N N N N N N SLM STUDENT LOAN TRUST 2013-M1 N/A SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A 78447T103 1445.000000 PA USD 1538865.010000 0.2270014 Long ABS-O CORP US N 3 2029-10-28 Fixed 0 N N N N N N SLM STUDENT LOAN TRUST-2007-4 N/A SLM STUDENT LOAN TRUST SLMA 2007 4 R 78444A107 4000.000000 PA USD 2630467.090000 0.3880260 Long ABS-O CORP US N 3 2042-01-25 Fixed 0 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 UNITED GROUP BV SR SECURED 144A 02/26 3.125 ACI1JBRD1 242000.000000 PA 266837.350000 0.0393618 Long DBT CORP NL N 2 2026-02-15 Fixed 3.125 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 UNITED GROUP BV SR SECURED 144A 02/26 VAR ACI1JC428 100000.000000 PA 111546.540000 0.0164545 Long DBT CORP NL N 2 2026-02-15 Floating 3.25 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 UNITED GROUP BV SR SECURED 144A 02/28 3.625 ACI1JC436 300000.000000 PA 330652.020000 0.0487752 Long DBT CORP NL N 2 2028-02-15 Fixed 3.625 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 UNITED GROUP BV SR SECURED 144A 07/22 4.375 ACI0W96H7 100000.000000 PA 113340.420000 0.0167191 Long DBT CORP NL N 2 2022-07-01 Fixed 4.375 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 UNITED GROUP BV SR SECURED 144A 07/24 4.875 ACI0W96S3 100000.000000 PA 115105.480000 0.0169795 Long DBT CORP NL N 2 2024-07-01 Fixed 4.875 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A 78448P100 1000.000000 PA USD 749981.390000 0.1106314 Long ABS-O CORP US N 3 2048-10-15 Fixed 0 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-C N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A 78448R106 1318.000000 PA USD 940210.030000 0.1386925 Long ABS-O CORP US N 3 2046-09-18 Fixed 0 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR 83367TBU2 200000.000000 PA USD 224913.000000 0.0331774 Long DBT CORP FR N 2 2028-04-06 Floating 6.75 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR 83367TBV0 600000.000000 PA USD 662463.000000 0.0977214 Long DBT CORP FR N 2 2023-10-04 Floating 7.375 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2017-6 N/A SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 6 R1 144A 83405Q109 46000.000000 PA USD 2183450.850000 0.3220856 Long ABS-O CORP US N 3 2026-11-25 Fixed 0 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A 83403Y104 4400000.000000 PA USD 1553156.000000 0.2291095 Long ABS-O CORP US N 2 2040-05-25 Fixed 0 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A 83405D108 21400.000000 PA USD 863621.710000 0.1273947 Long ABS-O CORP US N 3 2040-07-25 Fixed 0 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A 78471C109 1758000.000000 PA USD 851452.140000 0.1255996 Long ABS-O CORP US N 2 2040-09-25 Fixed 0 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 SOTERA HEALTH HOLDINGS LLC 2019 TERM LOAN 83600VAD3 146000.000000 PA USD 146730.000000 0.0216445 Long LON CORP US N 2 2026-12-11 Floating 6.1453 N N N N N N SOUTH AFRICA GOVT N/A REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85 836205BA1 1200000.000000 PA USD 1214382.000000 0.1791362 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT N/A REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75 836205BB9 1200000.000000 PA USD 1183476.000000 0.1745772 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N SOUTH COAST FUNDING 3A N/A SOUTH COAST FUNDING SCF 3A A1A 144A 83743SAN6 11991403.960000 PA USD 2013464.650000 0.2970106 Long ABS-CBDO CORP KY N 2 2038-08-10 Floating 2.50063 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/30 2.55 842434CU4 78000.000000 PA USD 80199.120000 0.0118303 Long DBT CORP US N 2 2030-02-01 Fixed 2.55 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65 842400GT4 31000.000000 PA USD 32632.670000 0.0048137 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85 842400GS6 16000.000000 PA USD 16564.400000 0.0024435 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST REF MORT 01/34 6 842400ES8 2000.000000 PA USD 2694.280000 0.0003974 Long DBT CORP US N 2 2034-01-15 Fixed 6 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65 842400GJ6 5000.000000 PA USD 5478.000000 0.0008081 Long DBT CORP US N 2 2028-03-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST REF MORT 04/35 5.75 842400EV1 10000.000000 PA USD 13245.500000 0.0019539 Long DBT CORP US N 2 2035-04-01 Fixed 5.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65 842400EB5 40000.000000 PA USD 50409.970000 0.0074361 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N ADAGIO VI CLO DAC VI-A N/A ADAGIO CLO ADAGI VI A SUB 144A ACI0YQYN3 1800000.000000 PA 1359386.210000 0.2005261 Long ABS-CBDO CORP IE N 2 2031-04-30 Variable 0 N N N N N N SPIRIT ISSUER PLC 21380028T2HX6FEHJG11 SPIRIT ISSUER PLC SR SECURED REGS 12/31 VAR B049C9II5 1000000.000000 PA 1309191.790000 0.1931218 Long DBT CORP GB N 2 2031-12-28 Floating 3.49238 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A AGFC CAPITAL TRUST I LIMITD GUARA 144A 01/67 VAR 00846NAA5 1800000.000000 PA USD 902250.000000 0.1330929 Long DBT CORP US N 2 2067-01-15 Floating 3.58125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 SPRINGLEAF FINANCE CORP COMPANY GUAR 03/23 5.625 85172FAL3 1172000.000000 PA USD 1256970.000000 0.1854184 Long DBT CORP US N 2 2023-03-15 Fixed 5.625 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 SPRINGLEAF FINANCE CORP COMPANY GUAR 03/24 6.125 85172FAP4 134000.000000 PA USD 145723.660000 0.0214960 Long DBT CORP US N 2 2024-03-15 Fixed 6.125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875 85172FAM1 104000.000000 PA USD 117518.960000 0.0173355 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 SPRINGLEAF FINANCE CORP COMPANY GUAR 11/29 5.375 85172FAR0 19000.000000 PA USD 19793.250000 0.0029197 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 SPRINT CORP COMPANY GUAR 02/25 7.625 85207UAJ4 494000.000000 PA USD 515484.060000 0.0760402 Long DBT CORP US N 2 2025-02-15 Fixed 7.625 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 SPRINT CORP COMPANY GUAR 03/26 7.625 85207UAK1 2122000.000000 PA USD 2218551.000000 0.3272633 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 SPRINT CORP COMPANY GUAR 06/24 7.125 85207UAH8 430000.000000 PA USD 445022.050000 0.0656462 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 SPRINT CORP COMPANY GUAR 144A 02/28 7.25 85207UAL9 319000.000000 PA USD 316408.130000 0.0466741 Long DBT CORP US N 2 2028-02-01 Fixed 7.25 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 STAPLES INC SR SECURED 144A 04/26 7.5 855030AN2 13000.000000 PA USD 13341.560000 0.0019680 Long DBT CORP US N 2 2026-04-15 Fixed 7.5 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 STATION CASINOS LLC SR UNSECURED 144A 02/28 4.5 857691AG4 62000.000000 PA USD 62059.520000 0.0091545 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-23 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1 863579L48 1917355.580000 PA USD 1424240.490000 0.2100929 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.85554 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2006-10 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1 86361QAD6 1824501.730000 PA USD 1754419.520000 0.2587983 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.73083 Y N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A PRIME SECSRVC BRW/FINANC SECURED 144A 01/28 6.25 74166MAE6 102000.000000 PA USD 101298.750000 0.0149428 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A PRIME SECSRVC BRW/FINANC SECURED 144A 05/23 9.25 74166MAA4 465000.000000 PA USD 487959.380000 0.0719800 Long DBT CORP US N 2 2023-05-15 Fixed 9.25 N N N N N N ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP) 549300WZSXRSISJ4VI31 ADVANZ PHARMA CORP 2018 USD TERM LOAN B 964AWKII5 4709538.100000 PA USD 4474550.990000 0.6600509 Long LON CORP CA N 2 2024-09-06 Floating 7.4466 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-1 N/A SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 78473NAC7 198740.230000 PA USD 190826.140000 0.0281492 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.0491 Y N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B 87164GAM5 8858595.700000 PA USD 8112994.280000 1.1967657 Long LON CORP US N 2 2023-03-09 Floating 6.8725 N N N N N N TABERNA PREFERRED FUNDING LTD 2005-1A N/A TABERNA PREFERED FUNDING LTD TBRNA 2005 1A A1A 144A 87330PAA0 2800504.350000 PA USD 2548458.960000 0.3759288 Long ABS-CBDO CORP KY N 2 2035-07-05 Floating 2.37025 N N N N N N TABERNA PREFERRED FUNDING LTD 2006-5A N/A TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A 87331BAA0 315211.010000 PA USD 280931.810000 0.0414409 Long ABS-CBDO CORP KY N 2 2036-08-05 Floating 2.121 N N N N N N TABERNA PREFERRED FUNDING LTD 2006-5A N/A TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A 87331BAB8 6225417.290000 PA USD 5548403.160000 0.8184572 Long ABS-CBDO CORP KY N 2 2036-08-05 Floating 2.121 N N N N N N TABERNA PREFERRED FUNDING LTD 2006-6A N/A TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A 87331AAA2 4179402.920000 PA USD 3682053.970000 0.5431479 Long ABS-CBDO CORP KY N 2 2036-12-05 Floating 2.2505 N N N N N N TABERNA PREFERRED FUNDING LTD 2006-6A N/A TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A 87331AAB0 773963.500000 PA USD 681861.840000 0.1005829 Long ABS-CBDO CORP KY N 2 2036-12-05 Floating 2.2505 N N N N N N TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC) K5K33XN0PQAU1XF7NN66 TALEN ENERGY SUPPLY LLC SR SECURED 144A 01/28 6.625 87422VAG3 30000.000000 PA USD 30085.430000 0.0044380 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA INC COMPANY GUAR 144A 03/28 4.625 87901JAE5 188000.000000 PA USD 189292.500000 0.0279230 Long DBT CORP US N 2 2028-03-15 Fixed 4.625 N N N N N N TEKNI-PLEX (TRIDENT TPI HOLDINGS INC) 549300TPLK304J3RNC85 TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 08/24 9.25 89616RAB5 19000.000000 PA USD 19340.390000 0.0028529 Long DBT CORP US N 2 2024-08-01 Fixed 9.25 N N N N N N TELESAT CANADA / TELESAT LLC N/A TELESAT CANADA/TELESAT L SR SECURED 144A 06/27 4.875 87952VAP1 34000.000000 PA USD 35014.900000 0.0051651 Long DBT CORP CA N 2 2027-06-01 Fixed 4.875 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 TENET HEALTHCARE CORP SR SECURED 144A 09/24 4.625 88033GDC1 13000.000000 PA USD 13406.250000 0.0019776 Long DBT CORP US N 2 2024-09-01 Fixed 4.625 N N N N N N TESCO PROPERTY FIN 2 PLC 2138008F9VZUZWUBZD27 TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517 B41QB0II2 2319574.490000 PA 4127677.950000 0.6088829 Long DBT CORP GB N 2 2039-10-13 Fixed 6.0517 N N N N N N TESCO PROPERTY FINANCE 6 PLC 213800FORYFOB97FHO66 TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111 B9JST3II3 4280700.640000 PA 7452620.280000 1.0993524 Long DBT CORP GB N 2 2044-07-13 Fixed 5.4111 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 TEVA PHARMACEUT FIN BV COMPANY GUAR 12/22 2.95 88165FAG7 1369000.000000 PA USD 1316676.820000 0.1942259 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95 N N N N N N TEVA PHARMACEUTICAL FINANCE IV BV 549300P1YOE2RRPSGG38 TEVA PHARM FIN IV BV COMPANY GUAR 11/21 3.65 88166JAA1 1913000.000000 PA USD 1894960.410000 0.2795298 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 TEVA PHARM FNC NL II COMPANY GUAR 04/22 3.25 933THVII5 300000.000000 PA 335677.680000 0.0495166 Long DBT CORP NL N 2 2022-04-15 Fixed 3.25 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 TEVA PHARM FNC NL II COMPANY GUAR 144A 01/25 6 ACI1H06K4 100000.000000 PA 119038.280000 0.0175596 Long DBT CORP NL N 2 2025-01-31 Fixed 6 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 TEVA PHARM FNC NL II COMPANY GUAR REGS 07/20 0.375 ACI0NSTB3 1777949.510000 PA 1966510.090000 0.2900842 Long DBT CORP NL N 2 2020-07-25 Fixed 0.375 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA PHARMACEUTICALS NE COMPANY GUAR 07/21 2.2 88167AAC5 612000.000000 PA USD 603921.600000 0.0890858 Long DBT CORP NL N 2 2021-07-21 Fixed 2.2 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 FIXED 7.467 88880LAA1 11810000.000000 PA USD 12711811.600000 1.8751473 Long DBT MUN US N 2 2047-06-01 Fixed 7.467 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0 88880LAB9 45700000.000000 PA USD 2120023.000000 0.3127293 Long DBT MUN US N 2 2047-06-01 None 0 N N N N N N TOBACCO SETTLEMENT FING CORP VA N/A TOBACCO SETTLEMENT FING CORP V TOBGEN 06/46 FIXED OID 6.706 88880NAT6 810000.000000 PA USD 819161.100000 0.1208363 Long DBT MUN US N 2 2046-06-01 Fixed 6.706 N N N N N N TOPAZ SOLAR FARMS LLC N/A TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875 89054XAB1 1703445.750000 PA USD 1826101.050000 0.2693722 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N TOPAZ SOLAR FARMS LLC N/A TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75 89054XAA3 9238245.600000 PA USD 10609739.560000 1.5650661 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N TP ICAP PLC 5493009UWRK48KKUD358 TP ICAP PLC COMPANY GUAR REGS 01/24 5.25 ACI0S0XS7 2980000.000000 PA 4370294.670000 0.6446718 Long DBT CORP GB N 2 2024-01-26 Fixed 5.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TRANSDIGM INC COMPANY GUAR 144A 11/27 5.5 893647BJ5 116000.000000 PA USD 116928.000000 0.0172483 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 TRANSOCEAN INC COMPANY GUAR 144A 01/26 7.5 893830BF5 69000.000000 PA USD 65192.750000 0.0096167 Long DBT CORP KY N 2 2026-01-15 Fixed 7.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 TRANSOCEAN INC COMPANY GUAR 144A 02/27 8 893830BL2 134000.000000 PA USD 124894.700000 0.0184235 Long DBT CORP KY N 2 2027-02-01 Fixed 8 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25 893830BK4 74000.000000 PA USD 69929.260000 0.0103154 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN PONTUS LIMITED N/A TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125 89382PAA3 135280.010000 PA USD 139675.260000 0.0206038 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N TRANSOCEAN POSEIDON LIMITED N/A TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875 89383JAA6 114000.000000 PA USD 119394.770000 0.0176122 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N TRANSOCEAN SENTRY LTD N/A TRANSOCEAN SENTRY LTD SR SECURED 144A 05/23 5.375 89385AAA3 100000.000000 PA USD 100499.000000 0.0148248 Long DBT CORP KY N 2 2023-05-15 Fixed 5.375 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25 896818AL5 25000.000000 PA USD 24632.800000 0.0036336 Long DBT CORP US N 2 2022-06-01 Fixed 5.25 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 TRIUMPH GROUP INC SECURED 144A 09/24 6.25 896818AQ4 70000.000000 PA USD 72552.200000 0.0107023 Long DBT CORP US N 2 2024-09-15 Fixed 6.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY SR UNSECURED 02/26 5.2 933RXJII8 600000.000000 PA 747096.390000 0.1102058 Long DBT NUSS TR N 2 2026-02-16 Fixed 5.2 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY SR UNSECURED 03/25 4.625 900123CU2 1700000.000000 PA 2070791.120000 0.3054670 Long DBT NUSS TR N 2 2025-03-31 Fixed 4.625 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY SR UNSECURED 04/29 7.625 900123CT5 1900000.000000 PA USD 2211942.000000 0.3262884 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.625 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY SR UNSECURED 06/25 3.25 ACI0VN7N3 100000.000000 PA 114236.060000 0.0168512 Long DBT NUSS TR N 2 2025-06-14 Fixed 3.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY SR UNSECURED 11/24 5.6 900123CW8 2900000.000000 PA USD 3059819.000000 0.4513606 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.6 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375 ACI1J9SD5 1205000.000000 PA 1328962.820000 0.1960382 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.375 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 904678AG4 4160000.000000 PA USD 4911400.830000 0.7244916 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNIGEL LUXEMBOURG SA N/A UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75 904752AB8 400000.000000 PA USD 415349.000000 0.0612690 Long DBT CORP LU N 2 2026-10-01 Fixed 8.75 N N N N N N UNIQUE PUB FINANCE CO PLC 213800FOMWLKHQTI5562 UNIQUE PUB FINANCE CO SR SECURED REGS 06/27 5.659 743541II7 2940600.520000 PA 4469467.850000 0.6593010 Long DBT CORP GB N 2 2027-06-30 Fixed 5.659 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/20 0.00000 912796TE9 262000.000000 PA USD 261968.180000 0.0386435 Long DBT UST US N 2 2020-02-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/20 0.00000 912796SH3 1472000.000000 PA USD 1468780.200000 0.2166630 Long DBT UST US N 2 2020-03-26 None 0 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625 013092AC5 54000.000000 PA USD 54849.420000 0.0080910 Long DBT CORP US N 2 2027-01-15 Fixed 4.625 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/23 3.5 013092AD3 54000.000000 PA USD 55089.720000 0.0081264 Long DBT CORP US N 2 2023-02-15 Fixed 3.5 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/30 4.875 013092AE1 62000.000000 PA USD 63860.000000 0.0094201 Long DBT CORP US N 2 2030-02-15 Fixed 4.875 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW 914908AX6 4279264.030000 PA USD 4235581.300000 0.6247999 Long LON CORP US N 2 2024-03-15 Floating 4.3952 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125 914906AS1 711000.000000 PA USD 711000.000000 0.1048812 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 BCPE CYCLE MERGER SUB II SR UNSECURED 144A 07/27 10.625 07335BAA4 75000.000000 PA USD 77505.190000 0.0114330 Long DBT CORP US N 2 2027-07-15 Fixed 10.625 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 U.S. RENAL CARE, INC. 2019 TERM LOAN B 90290PAN4 453862.500000 PA USD 451431.160000 0.0665916 Long LON CORP US N 2 2026-06-26 Floating 6.6452 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 VALARIS PLC SR UNSECURED 02/26 7.75 91889DAE6 18000.000000 PA USD 9135.450000 0.0013476 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 VALARIS PLC SR UNSECURED 10/44 5.75 91889DAF3 309000.000000 PA USD 128523.920000 0.0189588 Long DBT CORP GB N 2 2044-10-01 Fixed 5.75 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 VALE OVERSEAS LIMITED COMPANY GUAR 08/26 6.25 91911TAP8 167000.000000 PA USD 197786.450000 0.0291759 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875 91911TAH6 53000.000000 PA USD 69877.590000 0.0103078 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875 91911TAK9 41000.000000 PA USD 54670.840000 0.0080646 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VALE SA 254900SMTWBX7RU2SR20 VALE SA SR UNSECURED 01/23 3.75 ACI026KA5 100000.000000 PA 120930.650000 0.0178387 Long DBT CORP BR N 2 2023-01-10 Fixed 3.75 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25 922646AS3 315000.000000 PA USD 40162.500000 0.0059245 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25 P97475AP5 28000.000000 PA USD 3570.000000 0.0005266 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 REPUBLIC OF VENEZUELA SR UNSECURED REGS 12/20 6 P97475AG5 248000.000000 PA USD 31620.000000 0.0046643 Long DBT NUSS VE N 2 2020-12-09 Fixed 6 Y Y N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 VIASAT INC SR SECURED 144A 04/27 5.625 92552VAL4 12000.000000 PA USD 12591.000000 0.0018573 Long DBT CORP US N 2 2027-04-15 Fixed 5.625 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 VIASAT INC SR UNSECURED 144A 09/25 5.625 92552VAK6 83000.000000 PA USD 84600.660000 0.0124796 Long DBT CORP US N 2 2025-09-15 Fixed 5.625 N N N N N N VOYAGER AVIATION HOLDINGS LLC / VOYAGER FINANCE CO N/A VOYAGER AVIATION HLDS SR UNSECURED 144A 08/21 8.5 46122XAG8 6929000.000000 PA USD 7104996.600000 1.0480737 Long DBT CORP US N 2 2021-08-15 Fixed 8.5 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 92925VAJ9 483074.810000 PA USD 466920.980000 0.0688765 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.8129 Y N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 3A1 92990GAJ2 1135632.240000 PA USD 1125440.510000 0.1660162 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.92146 Y N N N N N WAMU MTGE P/T CERT 2007-HY7 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1 93364FAL5 827379.300000 PA USD 792024.800000 0.1168333 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.98977 Y N N N N N WASHINGTON MUTUAL 2006-AR12 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3 93363NAM7 731265.100000 PA USD 688959.660000 0.1016300 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.68827 Y N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC COMPANY GUAR 11/31 8 36186CBY8 471000.000000 PA USD 665245.110000 0.0981318 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OPERAT SR UNSECURED 01/23 VAR 958667AD9 46000.000000 PA USD 45998.250000 0.0067853 Long DBT CORP US N 2 2023-01-13 Floating 2.69788 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OPERAT SR UNSECURED 02/25 3.1 958667AB3 32000.000000 PA USD 32207.310000 0.0047510 Long DBT CORP US N 2 2025-02-01 Fixed 3.1 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05 958667AC1 32000.000000 PA USD 32045.890000 0.0047272 Long DBT CORP US N 2 2030-02-01 Fixed 4.05 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 5.25 958667AA5 32000.000000 PA USD 30630.230000 0.0045183 Long DBT CORP US N 2 2050-02-01 Fixed 5.25 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A WESTMORELAND COAL CO PIK TERM LOAN 96106JAE9 3478163.000000 PA USD 2626013.070000 0.3873690 Long LON CORP US N 3 2029-03-15 Fixed 15 N N Y N N N WESTMORELAND MINING HOLDINGS LLC N/A WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS 96106JAB5 1185182.390000 PA USD 1197034.210000 0.1765772 Long LON CORP US N 3 2022-03-15 Floating 10.1496 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC SR UNSECURED 11/31 8 370425RZ5 974000.000000 PA USD 1372095.720000 0.2024009 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP) 549300L3SXBFJVGRCF66 WINDSTREAM CORP TRANCHE B6 TERM LOANS 97381HAR8 8020000.000000 PA USD 7863778.420000 1.1600033 Long LON CORP US N 2 2021-03-29 Floating 9.75 N N N N N N WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP) 549300L3SXBFJVGRCF66 WINDSTREAM CORP TRANCHE B7 97381HAT4 5700000.000000 PA USD 5436375.000000 0.8019317 Long LON CORP US N 2 2024-02-17 Floating 9 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 WPX ENERGY INC SR UNSECURED 01/30 4.5 98212BAL7 70000.000000 PA USD 70522.900000 0.0104030 Long DBT CORP US N 2 2030-01-15 Fixed 4.5 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9 98310WAL2 74000.000000 PA USD 75159.950000 0.0110870 Long DBT CORP US N 2 2023-03-01 Fixed 3.9 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC SR SECURED 04/24 5.4 98310WAP3 10000.000000 PA USD 10704.150000 0.0015790 Long DBT CORP US N 2 2024-04-01 Variable 5.4 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC SR SECURED 04/27 5.75 98310WAN8 740000.000000 PA USD 809632.150000 0.1194306 Long DBT CORP US N 2 2027-04-01 Variable 5.75 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625 98310WAQ1 47000.000000 PA USD 48321.880000 0.0071281 Long DBT CORP US N 2 2030-03-01 Fixed 4.625 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ALTICE FINANCING SA SR SECURED 144A 01/25 2.25 ACI1HZR08 100000.000000 PA 108971.880000 0.0160747 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125 98313RAE6 200000.000000 PA USD 198500.000000 0.0292812 Long DBT CORP KY N 2 2029-12-15 Fixed 5.125 N N N N N N YPF SA 5493003N7447U18U5U53 YPF SOCIEDAD ANONIMA SR UNSECURED 03/21 VAR ACI1J9CS9 7850000.000000 PA 113677.850000 0.0167689 Long DBT CORP AR N 3 2021-03-04 Floating 54.6839 N N N N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -2467925.000000 PA -2736618.440000 -0.4036846 Short RA LU N 2 Reverse repurchase N -0.3000000 2020-04-15 2470000.000000 EUR 2859064.520000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -261066.000000 PA -289506.290000 -0.0427057 Short RA LU N 2 Reverse repurchase N -0.3000000 2020-04-22 300000.000000 EUR 302671.500000 EUR N N N N/A N/A JPM CHASE REVERSE REPO GBP ZCP 000000000 -191623.000000 PA -253147.710000 -0.0373424 Short RA GB N 2 Reverse repurchase N 0.9500000 2020-04-17 200000.000000 GBP 223882.400000 GBP CDS N N N N/A N/A JPM CHASE REVERSE REPO GBP ZCP 000000000 -2799620.000000 PA -3697461.990000 -0.5454208 Short RA GB N 2 Reverse repurchase N 0.9500000 2020-04-28 2980000.000000 GBP 3309576.080000 GBP CDS N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ALTICE FINANCING SA SR SECURED 144A 05/26 7.5 02154CAE3 2600000.000000 PA USD 2783430.000000 0.4105899 Long DBT CORP LU N 2 2026-05-15 Fixed 7.5 N N N N N N N/A N/A PARIBAS REVERSE REPO GBP ZCP 000000000 -1303158.470000 PA -1721618.290000 -0.2539597 Short RA GB N 2 Reverse repurchase N 0.9500000 2020-04-16 1490000.000000 GBP 1520282.760000 GBP CDS N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -10989000.000000 PA USD -11004033.570000 -1.6232292 Short RA US N 2 Reverse repurchase N 1.9700000 2020-02-11 9400000.000000 USD 11892965.810000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -7267000.000000 PA USD -7279520.580000 -1.0738181 Short RA US N 2 Reverse repurchase N 2.2972500 2020-04-06 7785151.500000 USD 8602548.010000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -3227000.000000 PA USD -3231942.260000 -0.4767509 Short RA US N 2 Reverse repurchase N 2.2973000 2020-04-06 3400000.000000 USD 3627562.000000 USD CDS N N N N/A N/A REVERSE REPO CIBC 000000000 -2812000.000000 PA USD -2816061.780000 -0.4154035 Short RA US N 2 Reverse repurchase N 2.0000000 2020-02-10 2581000.000000 USD 2918176.270000 USD CDS N N N N/A N/A REVERSE REPO NOMURA 000000000 -8696000.000000 PA USD -8713222.910000 -1.2853067 Short RA US N 2 Reverse repurchase N 2.3000000 2020-02-04 9391000.000000 USD 9567287.500000 USD CDS N N N N/A N/A REVERSE REPO NOMURA 000000000 -8793000.000000 PA USD -8793000.000000 -1.2970748 Short RA US N 2 Reverse repurchase N 2.2500000 2020-03-03 9391000.000000 USD 9567287.500000 USD CDS N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 ALTICE FRANCE SA SR SECURED 144A 05/26 7.375 67054KAA7 3712000.000000 PA USD 3955692.800000 0.5835130 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 ALTICE FRANCE SA TERM B13 F6628DAM6 296250.000000 PA USD 296751.550000 0.0437745 Long LON CORP FR N 2 2026-08-14 Floating 5.6763 N N N N N N N/A N/A HSBC REPO 000000000 10200000.000000 PA USD 10200000.000000 1.5046245 Long RA US N 2 Repurchase N 1.6400000 2020-02-03 10428100.000000 USD 10536658.190000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 2000000.000000 PA USD 2000000.000000 0.2950244 Long RA US N 2 Repurchase N 1.6400000 2020-02-03 1939000.000000 USD 2026633.710000 USD UST N N N N/A N/A RBC CAPITAL MARKETS REPO REPO 000000000 10200000.000000 PA USD 10200000.000000 1.5046245 Long RA US N 2 Repurchase N 1.6400000 2020-02-03 9638000.000000 USD 10390215.830000 USD UST N N N N/A N/A REVERSE REPO CIBC 000000000 -2797000.000000 PA USD -2799549.160000 -0.4129677 Short RA US N 2 Reverse repurchase N 1.9300000 2020-02-18 2534000.000000 USD 2961112.520000 USD CDS N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -8961000.000000 PA USD -9011891.020000 -1.3293639 Short RA US N 2 Reverse repurchase N 2.3500000 2020-02-06 9600000.000000 USD 10728105.600000 USD CDS N N N N/A N/A REVERSE REPO PARIBAS 000000000 -1816000.000000 PA USD -1818404.680000 -0.2682369 Short RA US N 2 Reverse repurchase N 2.2700000 2020-02-14 1790000.000000 USD 1945761.320000 USD CDS N N N N/A N/A REVERSE REPO ROYAL BANK OF CAN 000000000 -5088000.000000 PA USD -5091222.400000 -0.7510174 Short RA US N 2 Reverse repurchase N 1.9000000 2022-01-16 4900000.000000 USD 5352178.860000 USD CDS N N N N/A N/A CITIGROUP REVERSE REPO 000000000 -4367000.000000 PA USD -4384104.080000 -0.6467088 Short RA US N 2 Reverse repurchase N 1.5000000 2021-10-30 5000000.000000 USD 3250000.000000 USD CDS N N N N/A N/A CITIGROUP REVERSE REPO 000000000 -951000.000000 PA USD -951701.920000 -0.1403876 Short RA US N 2 Reverse repurchase N 1.7500000 2022-01-16 1000000.000000 USD 966850.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -2385000.000000 PA USD -2397455.000000 -0.3536539 Short RA US N 2 Reverse repurchase N 2.0000000 2021-10-31 2500000.000000 USD 2607287.500000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -20000.000000 PA USD -19953.330000 -0.0029434 Short RA US N 2 Reverse repurchase N -7.0000000 2022-01-21 50000.000000 USD 18375.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -2957000.000000 PA USD -2957246.420000 -0.4362299 Short RA US N 2 Reverse repurchase N 1.0000000 2022-01-30 7535000.000000 USD 3014000.000000 USD CDS N N N N/A N/A REVERSE REPO CIBC 000000000 -3729000.000000 PA USD -3732962.060000 -0.5506575 Short RA US N 2 Reverse repurchase N 2.2500000 2020-02-20 3460000.000000 USD 4132101.540000 USD CDS N N N N/A N/A REVERSE REPO NOMURA 000000000 -193000.000000 PA USD -193320.600000 -0.0285171 Short RA US N 2 Reverse repurchase N 2.3000000 2020-02-10 200000.000000 USD 200610.000000 USD CDS N N N N/A N/A REVERSE REPO PARIBAS 000000000 -880000.000000 PA USD -881622.140000 -0.1300500 Short RA US N 2 Reverse repurchase N 2.3700000 2020-02-07 1117000.000000 USD 1187259.300000 USD CDS N N N N/A N/A REVERSE REPO PARIBAS 000000000 -310000.000000 PA USD -310481.530000 -0.0457998 Short RA US N 2 Reverse repurchase N 2.3300000 2020-02-11 300000.000000 USD 341912.100000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -2716000.000000 PA USD -2727275.170000 -0.4023064 Short RA US N 2 Reverse repurchase N 2.4500000 2020-03-03 3080000.000000 USD 3156307.000000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -5098000.000000 PA USD -5106985.230000 -0.7533426 Short RA US N 2 Reverse repurchase N 2.3500000 2020-02-10 5190000.000000 USD 6065319.450000 USD CDS N N N N/A N/A REVERSE REPO/REGIONS BANK 000000000 -4481000.000000 PA USD -4489016.020000 -0.6621846 Short RA US N 2 Reverse repurchase N 2.3000000 2020-02-07 5394000.000000 USD 5531007.600000 USD CDS N N N AMBAC LSNI LLC N/A AMBAC LSNI LLC SR SECURED 144A 02/23 VAR 02315QAA6 499884.070000 PA USD 509253.400000 0.0751211 Long DBT CORP KY N 2 2023-02-12 Floating 6.94463 N N N N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC USD 267973.810000 0.0395294 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 43764282.910000 USD 39702697.010000 EUR 2020-02-04 267973.810000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD -11.960000 -0.0000018 N/A DFE ID N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 25330.000000 USD 347021000.000000 IDR 2020-03-18 -11.960000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD -38.700000 -0.0000057 N/A DFE ID N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 50659.000000 USD 693825664.000000 IDR 2020-03-18 -38.700000 N N N BRIGHTHOUSE HOLDINGS LLC N/A BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR 10924BAA5 70000.000000 NS USD 74000.850000 0.0109160 Long EP CORP US N 2 N N N N/A N/A BOUGHT MXN/SOLD USD 000000000 1.000000 NC USD -46237.440000 -0.0068206 N/A DFE MX N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 4321076.060000 USD 80859000.000000 MXN 2020-02-12 -46237.440000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC -268201.310000 -0.0395630 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 39702697.010000 EUR 43839559.230000 USD 2020-03-03 -268201.310000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD -24.810000 -0.0000037 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 31581.000000 USD 432523902.000000 IDR 2020-03-18 -24.810000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 418385.210000 0.0617169 N/A DFE N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 38222697.010000 EUR 42809248.650000 USD 2020-02-04 418385.210000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD 303.070000 0.0000447 N/A DFE ID N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 342112.000000 USD 4683828023.000000 IDR 2020-02-24 303.070000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD -338.270000 -0.0000499 N/A DFE ID N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 441000.000000 USD 6027724710.000000 IDR 2020-02-24 -338.270000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC USD -469.020000 -0.0000692 N/A DFE ID N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 686000.000000 USD 9377242700.000000 IDR 2020-02-24 -469.020000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC USD -1069.800000 -0.0001578 N/A DFE IN N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 648168.000000 USD 46268844.610000 INR 2020-02-24 -1069.800000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC USD -1391.350000 -0.0002052 N/A DFE IN N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 380000.000000 USD 27071293.100000 INR 2020-02-24 -1391.350000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC USD -4745.740000 -0.0007001 N/A DFE IN N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 1456000.000000 USD 103767647.980000 INR 2020-02-24 -4745.740000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC USD -895.950000 -0.0001322 N/A DFE IN N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 364000.000000 USD 25962682.200000 INR 2020-02-24 -895.950000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC -1811.980000 -0.0002673 N/A DFE PE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 3320093.520000 PEN 978512.680000 USD 2020-02-10 -1811.980000 N N N N/A W7L3VLU8EHQY34Z36697 BOMBARDIER INC SNR S* ICE 000000000 1.000000 NC USD 23509.600000 0.0034680 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOMBARDIER INC BOMBARDIER INC SR UNSEC REGS Y Single Leg Swap 2024-06-21 0.000000 USD -4474.920000 USD 2300000.000000 USD 27984.520000 N N N N/A W7L3VLU8EHQY34Z36697 BOMBARDIER INC SNR S* ICE 000000000 1.000000 NC USD 1577.790000 0.0002327 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOMBARDIER INC BOMBARDIER INC SR UNSEC REGS Y Single Leg Swap 2024-12-21 0.000000 USD -6573.340000 USD 1600000.000000 USD 8151.130000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC USD -151137.660000 -0.0222946 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3050964.680000 USD 12418799.200000 BRL 2020-02-04 -151137.660000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC USD -47747.430000 -0.0070433 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2943192.130000 USD 12418799.200000 BRL 2020-03-03 -47747.430000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC USD -14668.600000 -0.0021638 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 994993.260000 USD 3320093.520000 PEN 2020-02-10 -14668.600000 N N N N/A N/A SOLD BRL/BOUGHT USD 000000000 1.000000 NC 46856.860000 0.0069120 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 12418799.200000 BRL 2946683.880000 USD 2020-02-04 46856.860000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 1725.670000 0.0002546 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 497000.000000 EUR 552923.280000 USD 2020-02-04 1725.670000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 146.910000 0.0000217 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 166000.000000 EUR 184249.130000 USD 2020-02-04 146.910000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -8831.020000 -0.0013027 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 731000.000000 GBP 956454.360000 USD 2020-02-04 -8831.020000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 14896.730000 0.0021974 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3320093.520000 PEN 992524.440000 USD 2020-04-30 14896.730000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC USD -32142.780000 -0.0047415 N/A DFE BR N 2 Credit Suisse International DL6FFRRLF74S01HE2M14 1911000.000000 USD 8058572.340000 BRL 2020-03-03 -32142.780000 N N N N/A 549300ZCZ76HYCS0H445 FRONTIER COMMUNICATIONS CORPO SNR S* ICE 000000000 1.000000 NC USD -3112489.350000 -0.4591302 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FRONTIER COMMUNICATIONS CORPORATION FRONTIER COMM / CITIZENS Y Single Leg Swap 2020-06-21 0.000000 USD -214750.000000 USD 6500000.000000 USD -2897739.350000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC USD 6382.680000 0.0009415 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6319477.930000 USD 405141827.560000 RUB 2020-02-18 6382.680000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC USD -118.560000 -0.0000175 N/A DFE IN N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 33838.000000 USD 2417149.850000 INR 2020-03-18 -118.560000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC USD -893.680000 -0.0001318 N/A DFE IN N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 264000.000000 USD 18812640.000000 INR 2020-02-24 -893.680000 N N N N/A N/A BOUGHT MXN/SOLD USD 000000000 1.000000 NC USD 142189.540000 0.0209747 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 5770369.800000 USD 113206000.000000 MXN 2020-05-05 142189.540000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC -8264.750000 -0.0012192 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1286000.000000 EUR 1417972.920000 USD 2020-02-04 -8264.750000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -51146.150000 -0.0075447 N/A DFE GB N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 6819000.000000 GBP 8953342.230000 USD 2020-02-04 -51146.150000 N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01 127686103 486164.000000 NS USD 6645861.880000 0.9803457 Long EC CORP US N 1 N N N N/A 54930076J6KDZL504O62 IHEARTMEDIA INC WARRANT 000000000 199662.000000 NC USD 3530024.160000 0.5207216 N/A DE US N 2 None N/A Call Purchased IHEARTMEDIA INC IHEARTMEDIA INC - CLASS A N/A 0.000000 USD 2039-05-01 XXXX -599622.370000 N N N APIDOS CDO 2014-18A N/A APIDOS CLO APID 2014 18A SUB 144A 03765EAE8 1500000.000000 PA USD 45000.000000 0.0066380 Long ABS-CBDO CORP KY N 2 2026-07-22 Fixed 0 N N N N N N APIDOS CLO 2017-28A N/A APIDOS CLO APID 2017 28A SUB 144A 03766YAB9 4500000.000000 PA USD 3093683.580000 0.4563561 Long ABS-CBDO CORP KY N 2 2031-01-20 Variable 0 N N N N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -572551.100000 -0.0844583 N/A DFE GB N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 50416000.000000 GBP 66001768.610000 USD 2020-02-04 -572551.100000 N N N 2020-03-09 PIMCO Income Strategy Fund II /s/ Jason Nagler Jason Nagler Assistant Treasurer