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
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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