0001296250-21-000009.txt : 20210326
0001296250-21-000009.hdr.sgml : 20210326
20210326172934
ACCESSION NUMBER: 0001296250-21-000009
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210131
FILED AS OF DATE: 20210326
PERIOD START: 20210731
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: 21778693
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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600000.000000
USD
60386.930000
N
N
N
N/A
N/A
IRS USD 2.75000 06/17/15-10Y CME
000000000
1.000000
NC
USD
15468189.480000
2.2085461
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2025-06-17
9091555.040000
USD
0.000000
USD
149020000.000000
USD
6376634.440000
N
N
N
N/A
N/A
IRS USD 3.00000 06/19/19-10Y CME
000000000
1.000000
NC
USD
12683312.370000
1.8109217
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2029-06-19
4674876.750000
USD
0.000000
USD
75000000.000000
USD
8008435.620000
N
N
N
N/A
N/A
IRS USD 3.50000 06/19/13-31Y CME
000000000
1.000000
NC
USD
80693029.970000
11.5213404
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2044-06-20
0.000000
USD
-6573457.260000
USD
201500000.000000
USD
87266487.230000
N
N
N
N/A
N/A
OIS GBP SONIO/0.25000 03/17/21-10Y LCH
000000000
1.000000
NC
105243.270000
0.0150266
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2031-03-17
0.000000
GBP
-58696.450000
GBP
13300000.000000
GBP
163939.720000
N
N
N
N/A
N/A
OIS GBP SONIO/0.25000 03/17/21-30Y LCH
000000000
1.000000
NC
288441.380000
0.0411836
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2051-03-17
140489.970000
GBP
0.000000
GBP
3200000.000000
GBP
147951.410000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
366.680000
0.0000524
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
34797.830000
USD
2665531.000000
RUB
2021-02-16
366.680000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-75.720000
-0.0000108
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
35754.420000
USD
2704507.000000
RUB
2021-02-16
-75.720000
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
565734.000000
NC
USD
10367075.550000
1.4802097
N/A
DE
US
N
3
None
N/A
Call
Purchased
WINDSTREAM HOLDINGS INC
WINDSTREAM *BACKSTOP COMMITMENT*
N/A
0.000000
USD
2055-09-21
XXXX
5676870.780000
N
N
N
BALL CORPORATION
0BGI85ALH27ZJP15DY16
BALL CORP COMPANY GUAR 08/30 2.875
058498AW6
1230000.000000
PA
USD
1225756.500000
0.1750134
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.875
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2006-J
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1
05951EAM9
666069.690000
PA
USD
637875.360000
0.0910758
Long
ABS-MBS
CORP
US
N
2
2047-01-20
Floating
3.3712
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
4174365.150000
PA
USD
4085524.640000
0.5833307
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
2220000.000000
PA
2798408.190000
0.3995564
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625
BJSF9FII4
2103000.000000
PA
2725832.620000
0.3891940
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
700000.000000
PA
1079745.980000
0.1541660
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
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
236736.490000
0.0338012
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
494656.860000
0.0706270
Long
DBT
CORP
ES
N
2
2021-09-11
Floating
6.25
N
N
N
N
Y
BANCO SANTANDER SA
BANCO SANTANDER SA
EUR
XXXX
N
N
N
BANIJAY GROUP US HOLDING INC
5493008PW5N0VVCH7279
BANIJAY ENTERTAINMENT SAS USD TERM LOAN
F6456UAB9
15960.000000
PA
USD
15860.250000
0.0022645
Long
LON
CORP
FR
N
2
2025-03-01
Floating
3.8809
N
N
N
N
N
N
BANK OF IRELAND GROUP PLC
635400C8EK6DRI12LJ39
BANK OF IRELAND GROUP JR SUBORDINA REGS 12/99 VAR
BN15PKII7
2075000.000000
PA
2708711.400000
0.3867495
Long
DBT
CORP
IE
N
2
2026-03-01
Floating
6
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC SUBORDINATED 11/22 7.625
06740L8C2
1073000.000000
PA
USD
1192941.760000
0.1703281
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
1091450.000000
0.1558371
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
448700.680000
0.0640654
Long
DBT
CORP
GB
N
2
2024-06-15
Floating
8
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBN4
2115000.000000
PA
USD
2294833.900000
0.3276561
Long
DBT
CORP
GB
N
2
2025-12-15
Floating
6.125
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
605228.120000
0.0864144
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
1837027.760000
0.2622906
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
BBCMS TRUST 2018-CBM
N/A
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM B 144A
05549RAC1
3200000.000000
PA
USD
3168596.480000
0.4524118
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
1.3171
N
N
N
N
N
N
BCAP LLC 2011-RR8 TRUST
N/A
BCAP LLC TRUST BCAP 2011 RR8 2A4 144A
05536LAL9
11825553.170000
PA
USD
10597685.880000
1.5131362
Long
ABS-MBS
CORP
US
N
2
2037-08-26
Floating
6.5548
N
N
N
N
N
N
BCAP LLC 2013-RR5 TRUST
N/A
BCAP LLC TRUST BCAP 2013 RR5 4A2 144A
05542MAP0
4950148.540000
PA
USD
4948556.080000
0.7065542
Long
ABS-MBS
CORP
US
N
2
2036-09-26
Floating
3.80192
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR6
N/A
BCAP LLC TRUST BCAP 2010 RR6 1812 144A
05533CLD8
3172616.810000
PA
USD
2834557.990000
0.4047178
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
4023057.300000
PA
USD
3992761.260000
0.5700859
Long
ABS-MBS
CORP
US
N
2
2037-08-28
Floating
3.23336
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR9
N/A
BCAP LLC TRUST BCAP 2010 RR9 5A10 144A
05533GCJ6
2585990.470000
PA
USD
2297879.580000
0.3280910
Long
ABS-MBS
CORP
US
N
2
2035-12-26
Variable
5.75
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
549096.000000
NS
USD
1092701.040000
0.1560157
Long
EC
CORP
US
N
1
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
05534AAP6
715803.230000
PA
USD
890665.510000
0.1271691
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.86222
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 15A2 144A
05534AAS0
74366.950000
PA
USD
48842.840000
0.0069738
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Floating
14.9869
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 9A2 144A
05534AAM3
1015438.380000
PA
USD
445040.140000
0.0635428
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Floating
0
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR6
N/A
BCAP LLC TRUST BCAP 2011 RR6 6A1 144A
05535YAG3
6421624.800000
PA
USD
6035099.500000
0.8616907
Long
ABS-MBS
CORP
US
N
2
2037-07-26
Floating
3.30193
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
754166.460000
PA
USD
943714.590000
0.1347434
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.63
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
372546.580000
PA
USD
275811.990000
0.0393804
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.24412
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
4984874.930000
PA
USD
4134470.220000
0.5903191
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.04127
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
356544.140000
PA
USD
238188.880000
0.0340086
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.11347
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
4723653.360000
PA
USD
3263908.900000
0.4660205
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.23575
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
3178797.970000
PA
USD
3960960.920000
0.5655455
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.27
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
339471.850000
PA
USD
238047.100000
0.0339883
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
483095.000000
0.0689762
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
0.52588
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC SR UNSECURED 10/24 3.75
05541TAM3
1200000.000000
PA
USD
1259857.800000
0.1798823
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.75
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC SR UNSECURED 12/25 4.375
05541TAP6
2100000.000000
PA
USD
2245705.620000
0.3206416
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.375
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
147611.380000
PA
USD
114337.560000
0.0163251
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/27 5.04
097023CU7
382000.000000
PA
USD
445457.250000
0.0636023
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/30 5.15
097023CY9
884000.000000
PA
USD
1050866.700000
0.1500426
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/40 5.705
097023CV5
860000.000000
PA
USD
1092770.330000
0.1560256
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.705
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/50 5.805
097023CW3
1116000.000000
PA
USD
1473645.600000
0.2104069
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/60 5.93
097023CX1
1036000.000000
PA
USD
1394215.680000
0.1990659
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 01/23 6.125
097751BF7
830000.000000
PA
USD
834316.000000
0.1191235
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
5828000.000000
PA
USD
5463750.000000
0.7801135
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
2591934.100000
0.3700760
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
1432000.000000
PA
USD
1423945.000000
0.2033107
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 12/24 7.5
097751BR1
3302000.000000
PA
USD
3186446.510000
0.4549604
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 04/30 5
11135FBD2
46000.000000
PA
USD
54820.050000
0.0078272
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/30 4.15
11135FAQ4
586000.000000
PA
USD
665082.500000
0.0949604
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/32 4.3
11135FAS0
676000.000000
PA
USD
782618.040000
0.1117421
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.3
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 02/33 2.6
11135FBF7
1200000.000000
PA
USD
1191777.920000
0.1701619
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.6
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 02/41 3.5
11135FBJ9
2700000.000000
PA
USD
2725424.520000
0.3891358
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.5
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 02/51 3.75
11135FBG5
1100000.000000
PA
USD
1127494.310000
0.1609835
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75
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
176336.550000
0.0251773
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.7
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
12769LAD1
3192000.000000
PA
USD
3197129.540000
0.4564857
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.6207
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC TERM B LOANS
12769LAB5
9642126.010000
PA
USD
9544065.590000
1.3627005
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.8708
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875
138616AE7
31000.000000
PA
USD
34491.300000
0.0049247
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.875
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
1012538.380000
0.1445701
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.95
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/30 4.625
15236FAB6
200000.000000
PA
USD
207288.000000
0.0295966
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.625
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25
1248EPCK7
7759000.000000
PA
USD
7960346.050000
1.1365772
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75
1248EPCD3
176000.000000
PA
USD
187434.720000
0.0267619
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
170000.000000
PA
USD
179243.750000
0.0255924
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7
161175BV5
200000.000000
PA
USD
197988.480000
0.0282688
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.7
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85
161175BY9
400000.000000
PA
USD
384151.340000
0.0548491
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85
N
N
N
N
N
N
CHASE MORGAGE FINANCE CORP 2005-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
16162WPE3
5024.930000
PA
USD
4975.130000
0.0007103
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.06915
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2
16162WQY8
7287.490000
PA
USD
6031.850000
0.0008612
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 144A 01/24 8.625
12543DBB5
846000.000000
PA
USD
883647.000000
0.1261670
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 01/29 6
12543DBH2
1060000.000000
PA
USD
1127575.000000
0.1609950
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
12543DBF6
4788000.000000
PA
USD
5049305.100000
0.7209391
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 02/31 4.75
12543DBK5
600000.000000
PA
USD
600750.000000
0.0857750
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75
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
531544.000000
0.0758938
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625
12543DBG4
5010000.000000
PA
USD
5266762.500000
0.7519877
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625
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
1070810.590000
0.1528902
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
649342.590000
0.0927131
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
42920.780000
PA
USD
44621.580000
0.0063711
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
510609.460000
PA
USD
525344.370000
0.0750086
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
1678044.890000
PA
USD
1170208.260000
0.1670822
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.29
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B
17311BAB9
13474413.570000
PA
USD
6965099.540000
0.9944760
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.28
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
1498307.360000
PA
USD
831289.240000
0.1186914
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
614400.000000
0.0877240
Long
DBT
MUN
AR
N
2
2022-01-23
Floating
38.045
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
260837210.000000
PA
1582371.140000
0.2259307
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
34.9627
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/42 FIXED 7.75
167486D22
56000.000000
PA
USD
63188.160000
0.0090220
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
244923.840000
PA
USD
242688.910000
0.0346511
Long
LON
CORP
US
N
2
2024-04-18
Floating
3
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
N/A
CLEAR CHANNEL WORLDWIDE COMPANY GUAR 02/24 9.25
18451QAP3
161000.000000
PA
USD
167775.690000
0.0239550
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25
N
N
N
N
N
N
COBHAM (AI CONVOY LUXEMBOURG SARL)
222100GQMVQ4KP4KJS35
AI CONVOY LUXEMBOURG S A R L USD TERM LOAN B
00135BAC7
77415.000000
PA
USD
77620.610000
0.0110827
Long
LON
CORP
LU
N
2
2027-01-17
Floating
4.5
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
1474791.060000
PA
USD
631228.420000
0.0901267
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.05475
N
N
N
N
N
N
FARM CREDIT BANK OF TEXAS
V1EBJIOLRNYDHDF63Z33
FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR
30767EAD1
1000000.000000
NS
USD
1095000.000000
0.1563440
Long
EP
USGSE
US
N
2
N
N
N
CORK STREET CLO DESIGNATED ACTIVITY CO 1A
N/A
CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A
ACI0QPJC5
2366444.000000
PA
2288277.880000
0.3267200
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
CORNERSTONE BUILDING BRANDS TERM LOAN B
72431HAB6
39097.750000
PA
USD
39244.370000
0.0056033
Long
LON
CORP
US
N
2
2025-04-12
Floating
3.8764
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC SR UNSECURED 11/79 5.45
219350BQ7
77000.000000
PA
USD
102274.590000
0.0146028
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
238682.720000
PA
USD
152630.440000
0.0217926
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
314059.930000
PA
USD
307908.690000
0.0439632
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
710360.150000
PA
USD
441471.000000
0.0630332
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
516764.870000
PA
USD
340891.960000
0.0486725
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
201875.740000
PA
USD
203241.990000
0.0290189
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
267758.630000
PA
USD
256853.120000
0.0366735
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
397065.790000
PA
USD
326328.840000
0.0465932
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
1862557.200000
PA
USD
1503142.140000
0.2146184
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
586934.110000
PA
USD
524193.670000
0.0748443
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
421045.110000
PA
USD
268787.580000
0.0383775
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
891676.590000
PA
USD
570615.590000
0.0814724
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
544838.960000
PA
USD
333447.330000
0.0476096
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
912565.630000
PA
USD
719162.400000
0.1026819
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
Y
N
N
N
N
N
FORBES ENERGY SERVICES LTD
5493000KNGZL65YWY755
FORBES ENERGY SERVICES LTD COMMON STOCK
345143200
21825.000000
NS
USD
1604.140000
0.0002290
Long
EC
CORP
US
Y
1
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1
12668BNK5
678522.830000
PA
USD
639308.280000
0.0912804
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
3.78324
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3
02147RAQ3
416576.720000
PA
USD
229449.040000
0.0327607
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
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
3959773.740000
0.5653760
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.255
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-16
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A
23242FAA4
10445393.890000
PA
USD
9549172.830000
1.3634297
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.27
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-24
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A
23243HAA9
1218303.620000
PA
USD
1145686.510000
0.1635810
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.27
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-9
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A
12670FAA8
3848771.860000
PA
USD
3571911.610000
0.5099971
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.33
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
1362580.970000
PA
USD
885138.730000
0.1263800
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
268000.000000
NS
USD
253471.720000
0.0361907
Long
EP
CORP
US
N
2
N
N
N
COUNTRYWIDE HOME LOANS 2005-1
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1
12669GRQ6
2858145.610000
PA
USD
2482600.140000
0.3544653
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.71
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-J4
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3
12669YAC6
441724.100000
PA
USD
294432.700000
0.0420391
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.25
Y
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR
F22797RT7
300000.000000
PA
USD
338812.500000
0.0483756
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
6423498.960000
0.9171464
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
218196.000000
0.0311540
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
1625878.720000
0.2321428
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
122403.620000
PA
USD
87606.910000
0.0125085
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
6975073.420000
PA
USD
5462827.980000
0.7799819
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Variable
3.08933
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
371793.830000
PA
USD
314821.180000
0.0449501
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6
Y
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507
126650BS8
781976.050000
PA
USD
1001469.390000
0.1429897
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
920000.000000
PA
USD
1057578.780000
0.1510010
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC SR UNSECURED 144A 09/24 10.75
23422RAA0
1476000.000000
PA
USD
1525660.020000
0.2178335
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
374579.510000
PA
USD
361281.940000
0.0515838
Long
LON
CORP
US
N
2
2023-09-02
Floating
4.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
3400000.000000
PA
USD
3143614.700000
0.4488449
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
DTEK FINANCE PLC
549300VBCR9V58ZYQ356
DTEK FINANCE PLC SR SECURED 12/24 10.75
ACI0RPV63
1252000.000000
PA
USD
853528.710000
0.1218667
Long
DBT
CORP
GB
N
2
2024-12-31
Fixed
10.75
N
N
Y
N
N
N
DTEK INVESTMENTS LIMITED
635400PXGAR3DIWMKS37
DTEK INVESTMENTS LIMITED TERM LOAN
938TSAII4
2947621.590000
PA
USD
1708065.270000
0.2438773
Long
LON
CORP
GB
N
3
2023-06-30
Floating
5.1208
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
65000.000000
PA
USD
78280.770000
0.0111769
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
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
90433.100000
0.0129120
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
80975.400000
0.0115617
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
1450.000000
0.0002070
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
17361740.550000
PA
USD
14939777.740000
2.1330995
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.8707
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
1597650.720000
0.2281124
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
11599.360000
0.0016562
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
30657.000000
NS
USD
445752.780000
0.0636445
Long
EC
CORP
US
N
1
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
412.000000
NS
USD
5391.430000
0.0007698
Long
EC
CORP
US
N
3
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
39150.000000
0.0055898
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
TURK IHRACAT KR BK SR UNSECURED 144A 01/24 8.25
90015LAF4
200000.000000
PA
USD
217730.000000
0.0310875
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
EYECARE PARTNERS LLC
254900ZAACWK09RJ8W93
EYECARE PARTNERS LLC 2020 DELAYED DRAW TERM LOAN
30233PAC4
11281.200000
PA
USD
11123.740000
0.0015882
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.8707
N
N
N
N
N
N
EYECARE PARTNERS LLC
254900ZAACWK09RJ8W93
EYECARE PARTNERS LLC TERM LOAN
30233PAB6
47985.390000
PA
USD
47315.610000
0.0067557
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.8707
N
N
N
N
N
N
FANNIE MAE 2009-106
N/A
FANNIE MAE FNR 2009 106 SN
31398GUS6
222540.640000
PA
USD
39855.600000
0.0056906
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
6.12
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1
N/A
FANNIE MAE CAS CAS 2020 SBT1 2M2 144A
20753VCZ9
310000.000000
PA
USD
322294.570000
0.0460172
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
3.78
N
N
N
N
N
N
FANNIE MAE REMICS 2012-102
N/A
FANNIE MAE FNR 2012 102 HI
3136A8SR2
519610.070000
PA
USD
50872.530000
0.0072636
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
1424285.060000
PA
USD
207020.970000
0.0295584
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
1419500.000000
0.2026760
Long
DBT
CORP
GB
N
2
2022-03-01
Fixed
9.375
N
N
N
N
N
N
FIRST HORIZON MTGE PASS-THRU TR 2005-AR5
N/A
FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR5 1A1
32051GXN0
176526.780000
PA
USD
158085.220000
0.0225714
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.625
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
162384.100000
PA
USD
99085.070000
0.0141474
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.6762
Y
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
1485272.580000
0.2120670
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
1043125.000000
0.1489373
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
820000.000000
0.1170795
Long
ABS-O
CORP
US
N
3
2025-05-15
Fixed
0
N
N
N
N
N
N
FLY LEASING (FLY WILLOW FUNDING LTD)
N/A
FLY FUNDING II SARL 2020 TERM LOAN B
G3643LAB9
5332500.000000
PA
USD
5339165.630000
0.7623254
Long
LON
CORP
LU
N
2
2025-10-08
Floating
7
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR
ACI07BWB4
35500.000000
NS
8950307.390000
1.2779237
Long
EP
CORP
GB
N
2
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
82915.000000
NS
USD
7683150.070000
1.0969992
Long
EC
CORP
US
Y
3
N
N
N
NOBLE CORPORATION PLC
N/A
NOBLE CORP PLC NOBLE CORP PLC
937KPK904
3835.000000
NS
USD
54418.650000
0.0077699
Long
EC
CORP
US
Y
3
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
361356.630000
PA
USD
350701.310000
0.0500731
Long
LON
CORP
US
N
2
2021-04-13
Fixed
5.2961
N
N
Y
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 05/97 7.7
345370BS8
9770000.000000
PA
USD
11417612.800000
1.6302053
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 01/26 4.389
345397XU2
1400000.000000
PA
USD
1491224.000000
0.2129168
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.389
N
N
N
N
N
N
ASSOCIATED MATERIALS (NEW AMI I LLC)
N/A
ASSOCIATED MATERIALS GROUP INC
931WQR908
116123.000000
NS
USD
782669.020000
0.1117494
Long
EC
CORP
US
Y
3
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/21 VAR
ACI12NHY8
100000.000000
PA
121157.140000
0.0172988
Long
DBT
CORP
US
N
2
2021-05-14
Floating
0.000001
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125
345397A60
2700000.000000
PA
USD
2935575.000000
0.4191410
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/23 VAR
ACI12NHW2
100000.000000
PA
116575.270000
0.0166446
Long
DBT
CORP
US
N
2
2023-11-15
Floating
0.217
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375
345397B28
1000000.000000
PA
USD
1017700.000000
0.1453071
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 12/22 VAR
ACI10JHM5
100000.000000
PA
117896.340000
0.0168332
Long
DBT
CORP
US
N
2
2022-12-07
Floating
0.000001
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 03/22 6.75
34960PAA9
247000.000000
PA
USD
247549.580000
0.0353451
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
390901.880000
0.0558129
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
8389206.800000
PA
USD
5120771.830000
0.7311431
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
6.171
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
34612063.730000
PA
USD
2435072.900000
0.3476794
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
1249446.120000
PA
USD
109446.860000
0.0156268
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
1091127.430000
0.1557910
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Floating
11.616
N
N
N
N
N
N
FREDDIE MAC STRIPS 304
N/A
FREDDIEMAC STRIP FHS 304 C52
31325UP91
1995917.450000
PA
USD
205401.820000
0.0293272
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
2868470.370000
PA
USD
3168670.710000
0.4524224
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Floating
7.68
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
714690.440000
PA
USD
772447.930000
0.1102900
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Floating
10.88
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
2697304.250000
PA
USD
2321019.110000
0.3313948
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
7178221.420000
PA
USD
10.770000
0.0000015
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
2697826.650000
PA
USD
1387.220000
0.0001981
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
13170136.040000
PA
USD
7534583.460000
1.0757869
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.28
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
7831931.250000
1.1182421
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
FRESNILLO PLC SR UNSECURED 144A 10/50 4.25
358070AB6
2000000.000000
PA
USD
2132750.000000
0.3045138
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP. 2020 DIP EXIT TERM LOAN
35906EAL4
3000000.000000
PA
USD
3013125.000000
0.4302136
Long
LON
CORP
US
N
2
2021-10-08
Floating
5.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5
35906ABF4
1400000.000000
PA
USD
1454250.000000
0.2076376
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5
N
N
N
N
N
N
FRONTIER FINANCE PLC
213800XVLIFOCEEVIS52
FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8
ACI0T8JS5
3450000.000000
PA
4869017.750000
0.6951977
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
24147.230000
0.0034477
Long
DBT
CORP
US
N
2
2024-02-02
Floating
8
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HSE RESORTS INC 01/24 1
359678AA7
288000.000000
PA
USD
278176.030000
0.0397179
Long
DBT
CORP
US
N
2
2024-02-02
Floating
8
N
N
N
N
N
N
GAINWELL ACQUISITION CORP
N/A
MILANO ACQUISITION CORP TERM LOAN B
59909TAC8
1000000.000000
PA
USD
1003750.000000
0.1433153
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75
N
N
N
N
N
N
GAZPROM OAO VIA GPN CAPITAL SA
54930038HWNV6ZAAFY05
GAZPROM NEFT (GPN CAPITA SR UNSECURED REGS 11/23 6
ACI079GD3
8000000.000000
PA
USD
8929680.000000
1.2749786
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
29434.440000
0.0042026
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
13008.960000
0.0018574
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 05/50 4.35
369604BY8
3700000.000000
PA
USD
4281007.600000
0.6112417
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 08/37 6.15
36962G3A0
6000.000000
PA
USD
8122.150000
0.0011597
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC SR SECURED 144A 09/28 3.5
36168QAM6
3300000.000000
PA
USD
3251556.000000
0.4642567
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.5
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
500000.000000
PA
USD
519047.500000
0.0741095
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875
37443GAH4
600000.000000
PA
USD
607848.000000
0.0867885
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.875
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
37443GAJ0
200000.000000
PA
USD
201250.000000
0.0287344
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 BI
38378HR99
180441.200000
PA
USD
17946.390000
0.0025624
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
61799.350000
PA
USD
7715.620000
0.0011016
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
187938.630000
PA
USD
25824.890000
0.0036873
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
178355.450000
PA
USD
18439.510000
0.0026328
Long
ABS-MBS
USGSE
US
N
2
2042-06-20
Fixed
3.5
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORP PREFERRED STOCK
000000000
21484.000000
NS
USD
28066697.600000
4.0073595
Long
EP
CORP
US
N
3
N
N
N
GROSVENOR PLACE CLO BV 2015-1A
N/A
GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A
39927WAV9
500000.000000
PA
253348.670000
0.0361731
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
682201.500000
PA
USD
238770.530000
0.0340916
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
3113717.720000
PA
USD
3447274.260000
0.4922014
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
1577154.000000
0.2251858
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75
432833AJ0
2200000.000000
PA
USD
2238544.000000
0.3196190
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4
432833AL5
2200000.000000
PA
USD
2264460.000000
0.3233193
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP SR UNSECURED 10/30 4.5
436106AC2
8100000.000000
PA
USD
8520505.180000
1.2165566
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.5
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC COMPANY GUAR 144A 02/29 3.25
436440AP6
2100000.000000
PA
USD
2138062.500000
0.3052723
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BP3
300000.000000
PA
USD
339127.500000
0.0484206
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
300537.240000
0.0429107
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
2070000.000000
PA
2739576.220000
0.3911563
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
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA REGS 12/99 VAR
BYXL2ZII5
4400000.000000
PA
5977034.790000
0.8534003
Long
DBT
CORP
GB
N
2
2029-07-04
Floating
4.75
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HUNT COMPANIES INC
549300ODPWDNCH5TKM49
HUNT COS INC SR SECURED 144A 02/26 6.25
445587AC2
26000.000000
PA
USD
26660.530000
0.0038066
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.25
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375
45174HBC0
1177100.000000
PA
USD
1256189.350000
0.1793586
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
42507.850000
0.0060693
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
100000.000000
PA
USD
111991.000000
0.0159901
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
25054.600000
0.0035773
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35
N
N
N
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5
BJBQCWII7
9096775.000000
NS
14523417.490000
2.0736517
Long
EP
CORP
NL
N
2
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-F2
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
45670JAE2
3426370.700000
PA
USD
1794720.640000
0.2562500
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
2752201.120000
PA
USD
1897599.460000
0.2709390
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.29
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
213800V48W4Y5MT5Q131
INEOS QUATTRO FINANCE 2 SR SECURED 144A 01/26 3.375
45674GAA2
300000.000000
PA
USD
301687.500000
0.0430749
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.375
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA REGS 12/99 VAR
BLGM75II1
2700000.000000
PA
USD
2746936.800000
0.3922073
Long
DBT
CORP
NL
N
2
2029-05-16
Floating
4.875
N
N
N
N
Y
ING GROEP NV
ING GROEP NV
EUR
XXXX
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA VAR
456837AR4
1600000.000000
PA
USD
1735336.000000
0.2477711
Long
DBT
CORP
NL
N
2
2026-11-16
Floating
5.75
N
N
N
N
Y
ING GROEP NV
ING GROEP NV
EUR
XXXX
N
N
N
INGERSOLL-RAND SERVICES COMPANY
N/A
INGERSOLL RAND COMPANY LIMITED 2020 USD TERM LOAN B
365556AU3
53595.000000
PA
USD
53580.640000
0.0076502
Long
LON
CORP
BM
N
2
2027-03-01
Floating
1.8707
N
N
N
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
62000.000000
PA
USD
66330.700000
0.0094707
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC SR UNSECURED 144A 02/28 9.375
45774NAB4
124000.000000
PA
USD
136167.500000
0.0194420
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS INC 2020 TERM LOAN B
45778EAG9
22827.500000
PA
USD
22884.570000
0.0032675
Long
LON
CORP
US
N
2
2027-02-07
Floating
3.6207
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75
458204AP9
1508000.000000
PA
USD
126295.000000
0.0180324
Long
DBT
CORP
LU
N
2
2021-06-01
Fixed
7.75
Y
Y
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
7535000.000000
PA
USD
586147.650000
0.0836901
Long
DBT
CORP
LU
N
2
2023-06-01
Fixed
8.125
Y
Y
N
N
N
N
INTELSAT CONNECT FINANCE SA
549300T8SOCBO2H77X11
INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5
45827AAD5
52000.000000
PA
USD
13162.500000
0.0018793
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
9.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5
45824TAP0
2953000.000000
PA
USD
2059717.500000
0.2940862
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75
45824TAY1
9438000.000000
PA
USD
6857650.800000
0.9791345
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.75
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5
45824TBA2
11500000.000000
PA
USD
8336350.000000
1.1902630
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8
45824TAR6
11000.000000
PA
USD
11293.260000
0.0016125
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
8
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2020 DIP TERM LOAN
L5137LAK1
2405.910000
PA
USD
2460.040000
0.0003512
Long
LON
CORP
LU
N
2
2022-07-13
Floating
6.5
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
116100.000000
PA
USD
115652.550000
0.0165129
Long
LON
CORP
US
N
2
2024-09-13
Floating
3.6207
N
N
N
N
N
N
IVANTI SOFTWARE INC
N/A
IVANTI SOFTWARE, INC. 2020 TERM LOAN B
46583DAB5
2100000.000000
PA
USD
2124374.700000
0.3033179
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.75
N
N
N
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
2116000.000000
PA
USD
2046453.850000
0.2921924
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.2424
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
529900L73GEWN1O5NH84
JAGUAR LAND ROVER AUTOMO SR UNSECURED 144A 01/28 5.875
47010BAK0
6700000.000000
PA
USD
6835340.000000
0.9759490
Long
DBT
CORP
GB
N
2
2028-01-15
Fixed
5.875
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
529900L73GEWN1O5NH84
JAGUAR LAND ROVER AUTOMO SR UNSECURED 144A 10/25 7.75
47010BAJ3
3300000.000000
PA
USD
3586687.500000
0.5121068
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
7.75
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
22711.800000
PA
USD
22720.320000
0.0032440
Long
LON
CORP
US
N
2
2026-06-03
Floating
3.125
N
N
N
N
N
N
JETBLUE 2020-1 CLASS A PASS THROUGH TRUST
N/A
JETBLUE AIRWAYS CORP SR SECURED 05/34 4
477164AA5
1500000.000000
PA
USD
1643337.000000
0.2346354
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
4
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
1251926.560000
PA
USD
1118359.270000
0.1596792
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.02983
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
1151515.400000
PA
USD
887971.520000
0.1267845
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
3.37341
Y
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2007-A1
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1
466287AR0
668913.180000
PA
USD
675934.690000
0.0965099
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.21506
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
110717.990000
PA
USD
102261.170000
0.0146008
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
207742.550000
PA
USD
173253.360000
0.0247371
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.5746
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST-2005-S2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16
466247VJ9
79871.400000
PA
USD
74769.210000
0.0106755
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
104806.290000
PA
USD
103467.210000
0.0147730
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.99198
N
N
N
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
3286800.000000
PA
USD
3266257.500000
0.4663558
Long
LON
CORP
LU
N
2
2026-12-04
Floating
4.9805
N
N
N
N
N
N
KENNEDY WILSON EUROPE REAL ESTATE LIMITED
213800WIL553Z1T6DZ52
KENNEDY WILSON EUR REAL SR UNSECURED REGS 06/22 3.95
ACI0DGFL3
4466000.000000
PA
6206422.370000
0.8861522
Long
DBT
CORP
JE
N
2
2022-06-30
Fixed
3.95
N
N
N
N
N
N
KENNEDY WILSON EUROPE REAL ESTATE LIMITED
213800WIL553Z1T6DZ52
KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25
ACI0HXJ38
200000.000000
PA
250663.510000
0.0357897
Long
DBT
CORP
JE
N
2
2025-11-12
Fixed
3.25
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY WILSON INC COMPANY GUAR 04/24 5.875
489399AG0
68000.000000
PA
USD
69088.000000
0.0098644
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
5075378.110000
0.7246618
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
7.8
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/50 5.5
50077LBJ4
200000.000000
PA
USD
246712.960000
0.0352256
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.5
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25
505742AM8
37000.000000
PA
USD
35541.460000
0.0050746
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25
N
N
N
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7
N/A
LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2006 C7 AJ
50180CAG5
640444.110000
PA
USD
329828.720000
0.0470929
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
298882.660000
PA
USD
156674.290000
0.0223699
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
5.562
Y
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
760188.910000
PA
USD
511227.040000
0.0729929
Long
LON
CORP
US
N
2
2025-06-30
Floating
1.1208
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
MCDERMOTT TECHLGY AMERICAS INC 2020 MAKE WHOLE TL
N5200EAC5
87712.670000
PA
USD
72362.950000
0.0103320
Long
LON
CORP
US
N
3
2024-06-30
Floating
3.1207
N
N
N
N
N
N
LEHMAN MORTGAGE TRUST 2007-6
N/A
LEHMAN MORTGAGE TRUST LMT 2007 6 1A11
52521NAJ9
399564.150000
PA
USD
395973.470000
0.0565370
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
1783768.300000
PA
USD
841493.940000
0.1201484
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
1407226.670000
PA
USD
1431413.240000
0.2043770
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.79
N
N
N
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
1383143.490000
PA
USD
1316842.780000
0.1880186
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.35
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
6856557.050000
0.9789783
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
3429892.840000
0.4897197
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
11089424.360000
1.5833466
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
LOGMEIN INC
549300D12V5KRBV00592
LOGMEIN INC TERM LOAN
54142KAD3
2500000.000000
PA
USD
2500390.000000
0.3570054
Long
LON
CORP
US
N
2
2027-08-31
Floating
4.8809
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
3651961.550000
PA
USD
3316853.540000
0.4735799
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.73
N
N
N
N
N
N
LUMEN TECHNOLOGIES (CENTURYLINK INC)
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 2020 TERM LOAN B
15669GAH7
268629.440000
PA
USD
268144.300000
0.0382856
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.3707
N
N
N
N
N
N
LUMEN TECHNOLOGIES (CENTURYLINK INC)
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4
156700BC9
62000.000000
PA
USD
64194.290000
0.0091657
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4
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
1255037.770000
0.1791941
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
1484390.050000
0.2119410
Long
ABS-O
CORP
US
N
3
2030-03-15
Fixed
0
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625
571903BE2
40000.000000
PA
USD
45827.100000
0.0065432
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.625
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
274273.000000
NS
USD
3376300.630000
0.4820678
Long
EC
CORP
US
N
1
N
N
N
MASTR ASSET SECURITIZATION TR 2007-1
N/A
MASTR ASSET SECURITIZATION TRU MASTR 2007 1 1A4
55292AAD0
368670.510000
PA
USD
174004.920000
0.0248444
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.5
Y
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75
58547DAE9
2100000.000000
PA
USD
2234557.500000
0.3190498
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C
59021AAC2
454123.160000
PA
USD
310603.210000
0.0443479
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.29
N
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
59020U5W1
1292294.340000
PA
USD
863467.790000
0.1232858
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.29351
Y
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 01/28 4.5
55303XAF2
2291000.000000
PA
USD
2413705.960000
0.3446286
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.5
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 02/29 3.875
55303XAL9
3700000.000000
PA
USD
3769375.000000
0.5381909
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL COMPANY GUAR 10/28 4.75
552953CH2
2700000.000000
PA
USD
2817990.000000
0.4023523
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD
N/A
MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5
599191AA1
1200000.000000
PA
USD
1314000.000000
0.1876128
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.5
N
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
423584.000000
NS
USD
10708203.520000
1.5289159
Long
EC
CORP
US
N
1
N
N
N
MOHEGAN GAMING & ENTERTAINMENT
549300UB083Z2NRDHC48
MOHEGAN GAMING + ENT SR SECURED 144A 02/26 8
608328BH2
600000.000000
PA
USD
593679.000000
0.0847654
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8
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
553995.960000
PA
USD
366693.970000
0.0523565
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.25
Y
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
NASCAR HOLDINGS INC TERM LOAN B
63108EAB4
67575.690000
PA
USD
67719.290000
0.0096690
Long
LON
CORP
US
N
2
2026-10-19
Floating
2.8708
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780097BB6
2100000.000000
PA
USD
2178162.000000
0.3109977
Long
DBT
CORP
GB
N
2
2021-08-15
Floating
8.625
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
5990000.000000
PA
USD
7045557.800000
1.0059638
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
53248.000000
NS
USD
399360.000000
0.0570206
Long
EC
CORP
US
Y
3
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR
780097BQ3
2400000.000000
PA
USD
2649000.000000
0.3782239
Long
DBT
CORP
GB
N
2
2025-12-29
Floating
6
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 08/33 5.625
78442FAZ1
48000.000000
PA
USD
45944.400000
0.0065599
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
96750.000000
PA
USD
96772.640000
0.0138172
Long
LON
CORP
US
N
2
2024-09-26
Floating
3.6207
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/26 10.25
62886HAY7
2045000.000000
PA
USD
2377312.500000
0.3394324
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 05/24 12.25
62886HAR2
3440000.000000
PA
USD
4009388.800000
0.5724600
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625
62886HAP6
76000.000000
PA
USD
67402.500000
0.0096237
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 LLC 2020 EXIT TERM LOAN
64021TAD9
6664596.270000
PA
USD
7166520.340000
1.0232349
Long
LON
CORP
US
N
2
2025-09-25
Floating
13
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 05/29 4.625
ACI1GLZT8
5900000.000000
PA
9125059.920000
1.3028749
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
121687.500000
0.0173745
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 5.375
64110LAU0
62000.000000
PA
USD
77577.500000
0.0110765
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
1300000.000000
PA
1917565.040000
0.2737897
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.625
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED REGS 11/29 3.875
ACI1BLJV6
1734000.000000
PA
2579680.340000
0.3683264
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.875
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
6824208.000000
0.9743595
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
67462.240000
0.0096322
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
654744AD3
6400000.000000
PA
USD
7140172.540000
1.0194729
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81
N
N
N
N
N
N
NOBLE CORPORATION PLC
N/A
NOBLE CORP 2L NOTES
942DMGII6
51136.000000
PA
USD
51136.000000
0.0073012
Long
DBT
CORP
US
N
3
2028-02-16
Fixed
15
N
N
Y
N
N
N
NOBLE HOLDING INTERNATIONAL LIMITED
549300GNEZBJHMST9U32
NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875
65504LAQ0
262000.000000
PA
USD
151141.250000
0.0215799
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.875
Y
Y
N
N
N
N
NOMURA ASSET ACCEPTANCE CORP 2005-AP2
N/A
NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5
65535VLL0
8873.980000
PA
USD
6021.320000
0.0008597
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.476
Y
N
N
N
N
N
NORTHRIVER MIDSTREAM FINANCE LP
549300SOLNLY3BL6GF18
NORTHRIVER MIDSTREAM FIN SR SECURED 144A 02/26 5.625
66679NAA8
2300000.000000
PA
USD
2359006.500000
0.3368186
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.625
N
N
N
N
N
N
NORTHWESTERN BELL TELEPHONE
N/A
NORTHWESTERN BELL TELEPH SR UNSECURED 05/30 7.75
668027AT2
12625000.000000
PA
USD
15199080.570000
2.1701228
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
180875.800000
PA
USD
180574.280000
0.0257824
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.1289
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
20003.310000
PA
USD
19553.440000
0.0027918
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
235846.000000
PA
USD
71933.030000
0.0102706
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
1009641.880000
PA
USD
971790.410000
0.1387521
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
7496520.000000
PA
USD
1154763.940000
0.1648770
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
5777.190000
0.0008249
Long
DBT
CORP
KY
N
2
2021-03-08
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
3308.750000
0.0004724
Long
DBT
CORP
KY
N
2
2021-03-08
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
15766630.000000
2.2511574
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.8
N
N
N
N
N
N
ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 03/24 6.125
85172FAP4
134000.000000
PA
USD
146605.380000
0.0209323
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 06/25 7.375
68752DAC2
219000.000000
PA
USD
234740.630000
0.0335162
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
PACIFIC DRILLING CO LLC (AKA: PACIFIC DRILLING CO LTD)
N/A
PACIFIC DRILLING COMPANY LLC EXIT DELAYED DRAW TERM LOAN
938HVKII4
70622.010000
PA
USD
70560.900000
0.0100747
Long
LON
CORP
KY
N
3
2025-12-31
Fixed
1
N
N
N
N
N
N
PACIFIC DRILLING SA
549300VEJMMZCY6OBU06
PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375
694183AA2
405000.000000
PA
USD
106818.750000
0.0152516
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
8.375
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/24 3.75
694308HG5
174000.000000
PA
USD
187120.890000
0.0267171
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
779000.000000
PA
USD
861977.940000
0.1230731
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3
694308HS9
1741000.000000
PA
USD
1866491.540000
0.2664974
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3
694308HL4
27000.000000
PA
USD
28391.990000
0.0040538
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/23 3.25
694308HC4
1593000.000000
PA
USD
1662106.590000
0.2373154
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5
694308HM2
381000.000000
PA
USD
411663.620000
0.0587773
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
694308HD2
18000.000000
PA
USD
19617.950000
0.0028010
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.6
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45
694308JL2
1444500.000000
PA
USD
1562667.570000
0.2231175
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75
694308JK4
1444500.000000
PA
USD
1587138.580000
0.2266114
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
694308JM0
4310500.000000
PA
USD
4925259.200000
0.7032279
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5
694308JQ1
2873000.000000
PA
USD
3147944.610000
0.4494631
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95
694308JN8
4702500.000000
PA
USD
5353605.140000
0.7643871
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4
694308HK6
394000.000000
PA
USD
422880.390000
0.0603788
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65
694308JC2
1055000.000000
PA
USD
1209169.180000
0.1726450
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75
694308HA8
22000.000000
PA
USD
21857.720000
0.0031208
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5
694308GY7
22000.000000
PA
USD
22727.790000
0.0032451
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
694308HR1
8000.000000
PA
USD
8103.150000
0.0011570
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
PAREXEL INTERNATIONAL CORPORATION
549300GCZVUYB6P2OA17
PAREXEL INTL CORP TERM LOAN B
69946EAT8
85643.450000
PA
USD
85668.630000
0.0122318
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.8071
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/30 5.093
71647NBE8
4895000.000000
PA
USD
5383276.250000
0.7686235
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.093
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
100000.000000
PA
170926.240000
0.0244048
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.625
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 06/50 6.75
71647NBG3
2200000.000000
PA
USD
2578499.000000
0.3681578
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/27 6.49
71654QDB5
80000.000000
PA
USD
82400.000000
0.0117651
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 01/30 6.84
71654QDC3
2530000.000000
PA
USD
2545812.500000
0.3634908
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 01/31 5.95
71654QDE9
2594000.000000
PA
USD
2461446.600000
0.3514450
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69
71654QDD1
2320000.000000
PA
USD
2196993.600000
0.3136865
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95
71654QDF6
320000.000000
PA
USD
280944.000000
0.0401131
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 02/28 5.35
71654QCK6
690000.000000
PA
USD
662572.500000
0.0946020
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
3000354.500000
0.4283902
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
43757.000000
0.0062476
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 REGS 02/28 4.875
BYWQJHII7
318000.000000
PA
383801.690000
0.0547992
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.875
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75
ACI0CBT55
6476000.000000
PA
7211762.450000
1.0296945
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
9452731.500000
PA
USD
9458639.460000
1.3505033
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.5
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA HOLDING CORP TERM LOAN B
72814CAE8
3536936.360000
PA
USD
3561885.910000
0.5085656
Long
LON
CORP
US
N
2
2024-12-10
Floating
7
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA GROUP INC COMPANY GUAR 144A 09/25 7.375
69354NAC0
2000000.000000
PA
USD
2148750.000000
0.3067982
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375
N
N
N
N
N
N
PRESS GANEY (AKA: AZALEA TOPCO INC)
549300HC42NZULO53062
EMERALD TOPCO INC TERM LOAN
29102TAB8
112575.000000
PA
USD
112645.360000
0.0160835
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.7113
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
4300000.000000
PA
USD
4617125.000000
0.6592325
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 05/22 VAR
ACI0VF965
16716000.000000
PA
107929.540000
0.0154102
Long
DBT
NUSS
AR
N
2
2022-05-31
Floating
34.1871
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
45989.030000
0.0065663
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
36.0496
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
1929699.770000
0.2755223
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
36.0496
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
1320597.010000
0.1885547
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
N
N
N
N
N
N
QUALITYTECH LP / QTS FINANCE CORP
N/A
QTS LP/FINANCE COMPANY GUAR 144A 10/28 3.875
74759BAF0
2000000.000000
PA
USD
2042900.000000
0.2916850
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.875
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 03/43 5.95
747262AM5
2954000.000000
PA
USD
3073626.660000
0.4388520
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
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
2880402.040000
PA
USD
2880626.710000
0.4112955
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.3967
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2004-QA6
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1
76110HG94
702850.160000
PA
USD
433423.380000
0.0618841
Long
ABS-MBS
CORP
US
N
2
2034-12-26
Floating
3.96952
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2006-QS10
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15
751155AQ5
228375.820000
PA
USD
228037.730000
0.0325592
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
2580918.430000
PA
USD
1368497.160000
0.1953938
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
1386840.970000
PA
USD
785183.310000
0.1121084
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
925328.650000
PA
USD
619410.460000
0.0884393
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
491983.610000
PA
USD
456777.610000
0.0652186
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.76547
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTGE SEC 2005-SA4
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31
76111XYF4
470770.840000
PA
USD
337562.750000
0.0481972
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
4.7058
N
N
N
N
N
N
RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)
N/A
1011778 BC / NEW RED FIN SR SECURED 144A 02/29 3.5
68245XAP4
2000000.000000
PA
USD
2000000.000000
0.2855597
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.5
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
557438.590000
PA
USD
624336.800000
0.0891427
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
1161330.390000
PA
USD
1300701.650000
0.1857140
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
460155.600000
PA
USD
538156.580000
0.0768379
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
242500.000000
PA
USD
277056.250000
0.0395581
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
RITE AID CORPORATION
529900W353T1JY1DKT44
RITE AID CORP SR SECURED 144A 11/26 8
767754CL6
700000.000000
PA
USD
753375.000000
0.1075668
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8
N
N
N
N
N
N
ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)
N/A
PRIME SECSRVC BRW/FINANC SR SECURED 144A 08/27 3.375
74166MAF3
2975000.000000
PA
USD
2940162.750000
0.4197961
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.375
N
N
N
N
N
N
ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)
549300WZSXRSISJ4VI31
ADVANZ PHARMA CORP 2018 USD TERM LOAN B
964AWKII5
4612932.180000
PA
USD
4599960.610000
0.6567818
Long
LON
CORP
CA
N
2
2024-09-06
Floating
6.5
N
N
N
N
N
N
RZD CAPITAL PUBLIC LIMITED COMPANY
635400VKMH1VQDFMW392
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
B3SXQ5II3
1300000.000000
PA
2440676.240000
0.3484794
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
2807277.000000
0.4008226
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 08/25 5.125
80007RAF2
200000.000000
PA
USD
223875.000000
0.0319648
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
5811000.000000
PA
USD
6702988.500000
0.9570518
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
5849342.400000
0.8351684
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
2999453.930000
0.4282616
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
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
498186.000000
0.0711309
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
380728.200000
0.0543603
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.375
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
490152.650000
0.0699839
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 2ND LIEN TERM LOAN
81733HAF3
95424.890000
PA
USD
85405.280000
0.0121942
Long
LON
CORP
US
N
3
2024-04-28
Fixed
5
N
N
Y
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
1518082.380000
0.2167516
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
1997455.530000
0.2851964
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 07/24 4.875
ACI0W96S3
100000.000000
PA
124160.070000
0.0177276
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
446523.020000
0.0637545
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
598830.190000
0.0855009
Long
ABS-O
CORP
US
N
3
2046-09-18
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBU2
200000.000000
PA
USD
221500.000000
0.0316257
Long
DBT
CORP
FR
N
2
2028-04-06
Floating
6.75
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBV0
600000.000000
PA
USD
648237.000000
0.0925552
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
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
872564.000000
0.1245846
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
454527.440000
0.0648974
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
482131.500000
0.0688387
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 2021 TERM LOAN
942EZRII6
152447.000000
PA
USD
152637.560000
0.0217936
Long
LON
CORP
US
N
2
2026-12-11
Floating
3.25
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
1245163.200000
0.1777842
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
1159830.000000
0.1656004
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
11870071.970000
PA
USD
1719854.730000
0.2455606
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
0.84325
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
33442.360000
0.0047749
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 REF MORT 01/34 6
842400ES8
2000.000000
PA
USD
2786.740000
0.0003979
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 04/35 5.75
842400EV1
10000.000000
PA
USD
13657.800000
0.0019501
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
50113.650000
0.0071552
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/21 VAR
85205TAH3
267000.000000
PA
USD
263938.710000
0.0376851
Long
DBT
CORP
US
N
2
2021-06-15
Floating
1.0165
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/23 3.95
85205TAJ9
3142000.000000
PA
USD
3112543.750000
0.4444086
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95
N
N
N
N
N
N
SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)
N/A
AGFC CAPITAL TRUST I LIMITD GUARA 144A 01/67 VAR
00846NAA5
1800000.000000
PA
USD
793016.460000
0.1132268
Long
DBT
CORP
US
N
2
2067-01-15
Floating
1.99125
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 02/25 7.625
85207UAJ4
494000.000000
PA
USD
590947.500000
0.0843754
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
2618579.830000
0.3738805
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
4700000.000000
PA
USD
5486310.000000
0.7833346
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC SR SECURED 144A 04/26 7.5
855030AN2
13000.000000
PA
USD
13280.670000
0.0018962
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
N/A
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8
01166VAA7
1600000.000000
PA
USD
1792821.760000
0.2559789
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.8
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
1650710.370000
PA
USD
1155598.280000
0.1649962
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.00552
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
86361QAD6
1530618.990000
PA
USD
1487204.820000
0.2123429
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.86712
Y
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
5591063.410000
PA
USD
5381398.530000
0.7683554
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.6207
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/28 6.5
86389QAF9
2100000.000000
PA
USD
2257500.000000
0.3223256
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.5
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6
86389QAE2
2100000.000000
PA
USD
2215500.000000
0.3163288
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6
N
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1
78473NAC7
141753.000000
PA
USD
133084.630000
0.0190018
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.55842
Y
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
8768431.860000
PA
USD
8034075.690000
1.1471043
Long
LON
CORP
US
N
2
2023-03-09
Floating
6
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2005-1A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2005 1A A1A 144A
87330PAA0
1937514.200000
PA
USD
1714700.070000
0.2448247
Long
ABS-CBDO
CORP
KY
N
2
2035-07-05
Floating
0.70838
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
87331BAA0
302923.140000
PA
USD
262028.520000
0.0374124
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.60475
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
87331BAB8
5982731.500000
PA
USD
5175062.750000
0.7388948
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.60475
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A
87331AAA2
4058753.430000
PA
USD
3470234.180000
0.4954796
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.58475
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A
87331AAB0
751621.010000
PA
USD
642635.960000
0.0917555
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.58475
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
31288.050000
0.0044673
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
471000.000000
PA
USD
684412.080000
0.0977203
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SR UNSECURED 06/23 6.75
88033GCN8
2100000.000000
PA
USD
2280600.000000
0.3256238
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75
N
N
N
N
N
N
TESCO PROPERTY FIN 2 PLC
2138008F9VZUZWUBZD27
TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517
B41QB0II2
2256451.820000
PA
4235038.260000
0.6046782
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
619421.340000
PA
1148206.580000
0.1639408
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
1374989.380000
0.1963208
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
1946620.980000
0.2779383
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 01/25 6
ACI1QY638
100000.000000
PA
133480.740000
0.0190584
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
974000.000000
PA
USD
1403683.800000
0.2004178
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR
064159VJ2
2191000.000000
PA
USD
2358173.300000
0.3366997
Long
DBT
CORP
CA
N
2
2025-06-04
Floating
4.9
N
N
N
N
Y
THE BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
CAD
XXXX
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 05/26 7.5
02154CAE3
2600000.000000
PA
USD
2730000.000000
0.3897890
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.5
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
4912750.000000
0.7014418
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
800000.000000
PA
USD
849192.000000
0.1212475
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.706
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875
89054XAD7
2140061.000000
PA
USD
2316138.500000
0.3306980
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
4.875
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75
89054XAC9
12465379.000000
PA
USD
14414450.200000
2.0580933
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 SR UNSECURED REGS 01/24 5.25
ACI0S0XS7
2980000.000000
PA
4483676.170000
0.6401787
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 11/27 5.5
893647BL0
116000.000000
PA
USD
119213.200000
0.0170212
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
34672.500000
0.0049505
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
69345.000000
0.0099011
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
41625.000000
0.0059432
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
118560.000000
PA
USD
109890.300000
0.0156901
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
102813.750000
0.0146797
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25
896818AL5
25000.000000
PA
USD
23812.500000
0.0033999
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
69256.250000
0.0098884
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
ALTICE USA (CSC HOLDINGS LLC)
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 02/31 3.375
126307BF3
500000.000000
PA
USD
488549.950000
0.0697551
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.375
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 04/29 7.625
900123CT5
500000.000000
PA
USD
577947.500000
0.0825193
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.625
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC COMPANY GUAR 144A 01/28 6.25
90353TAG5
1600000.000000
PA
USD
1722000.000000
0.2458669
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
1205000.000000
PA
1394308.050000
0.1990791
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE TERM LOAN
938NUEII6
3428000.000000
PA
USD
3423730.940000
0.4888399
Long
LON
NUSS
UA
N
3
2021-06-29
Floating
5.4901
N
N
N
N
N
N
AMBAC LSNI LLC
N/A
AMBAC LSNI LLC SR SECURED 144A 02/23 VAR
02315QAA6
465490.430000
PA
USD
467817.880000
0.0667950
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83
904678AG4
4160000.000000
PA
USD
4910377.180000
0.7011030
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
424904.000000
0.0606677
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
2743295.610000
PA
3944533.400000
0.5632000
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
N/A
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875
90931GAA7
3708135.000000
PA
USD
4151986.890000
0.5928202
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.875
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
9127963W7
96000.000000
PA
USD
95999.770000
0.0137068
Long
DBT
UST
US
N
2
2021-02-04
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
9127964C0
259000.000000
PA
USD
258997.660000
0.0369797
Long
DBT
UST
US
N
2
2021-02-11
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
9127964D8
1309000.000000
PA
USD
1308982.990000
0.1868964
Long
DBT
UST
US
N
2
2021-02-18
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
912796XE4
841000.000000
PA
USD
840980.380000
0.1200751
Long
DBT
UST
US
N
2
2021-02-25
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/21 0.00000
9127964F3
1300000.000000
PA
USD
1299955.230000
0.1856074
Long
DBT
UST
US
N
2
2021-03-04
None
0
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875
91327AAA0
14880000.000000
PA
USD
15996000.000000
2.2839068
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW
914908AX6
3764561.690000
PA
USD
3759385.420000
0.5367646
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
571000.000000
PA
USD
575168.300000
0.0821225
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
449312.500000
PA
USD
450716.600000
0.0643533
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.125
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
70000.000000
NS
USD
69124.090000
0.0098695
Long
EP
CORP
US
N
2
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
69000.000000
PA
USD
75684.380000
0.0108062
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC PIK DIP TERM LOAN
G9447HAB3
37810.790000
PA
USD
37474.900000
0.0053507
Long
LON
CORP
GB
N
3
2021-08-17
Fixed
8
N
N
Y
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 02/26 7.75
91889DAE6
18000.000000
PA
USD
1372.500000
0.0001960
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75
Y
Y
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 10/44 5.75
91889DAF3
309000.000000
PA
USD
21436.880000
0.0030608
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75
Y
Y
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
53000.000000
PA
USD
76031.150000
0.0108557
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
59560.700000
0.0085041
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
315000.000000
PA
USD
30712.500000
0.0043851
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
2730.000000
0.0003898
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
92346LAE3
1123000.000000
PA
USD
1155286.250000
0.1649516
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
2961000.000000
PA
USD
3452170.680000
0.4929005
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I SR SECURED 144A 01/31 4.25
92858RAA8
2000000.000000
PA
USD
2000420.000000
0.2856197
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD SR SECURED 144A 02/28 5
91832VAA2
2200000.000000
PA
USD
2139907.000000
0.3055356
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC / VOYAGER FINANCE CO
N/A
VOYAGER AVIATION HLDS SR UNSECURED 144A 08/21 9
46122XAG8
6929000.000000
PA
USD
4174722.500000
0.5960663
Long
DBT
CORP
US
N
2
2021-08-15
Variable
9
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
392293.680000
PA
USD
385164.760000
0.0549938
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.47024
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
788189.030000
PA
USD
769473.800000
0.1098654
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.46003
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
671808.440000
PA
USD
667606.140000
0.0953207
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.31589
Y
N
N
N
N
N
WARNER MUSIC (WMG ACQUISITION CORP)
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 02/31 3
92933BAR5
5909000.000000
PA
USD
5761275.000000
0.8225941
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR12
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
93363NAM7
538829.140000
PA
USD
516378.930000
0.0737285
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.23605
Y
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 01/23 VAR
958667AD9
46000.000000
PA
USD
45301.730000
0.0064682
Long
DBT
CORP
US
N
2
2023-01-13
Floating
2.3245
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 6.25
958667AA5
32000.000000
PA
USD
36057.280000
0.0051483
Long
DBT
CORP
US
N
2
2050-02-01
Variable
6
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
4039694.290000
PA
USD
2019847.150000
0.2883935
Long
LON
CORP
US
N
2
2029-03-15
Fixed
15
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS
96106JAB5
658434.730000
PA
USD
612344.300000
0.0874304
Long
LON
CORP
US
N
2
2022-03-15
Floating
9.25
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
2834735.090000
PA
USD
2797529.190000
0.3994309
Long
LON
CORP
US
N
2
2027-09-21
Floating
7.25
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
8528000.000000
PA
USD
8650590.000000
1.2351301
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
WORLDWIDE PLAZA TRUST 2017-WWP
N/A
WORLDWIDE PLAZA TRUST WPT 2017 WWP D 144A
98162JAL0
5600000.000000
PA
USD
5692299.760000
0.8127458
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.59554
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
75248.750000
0.0107440
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 5.65
98310WAP3
10000.000000
PA
USD
10736.450000
0.0015329
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 6
98310WAN8
740000.000000
PA
USD
819772.000000
0.1170469
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
48695.760000
0.0069528
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.625
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5
983130AV7
3800000.000000
PA
USD
3919776.000000
0.5596651
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.5
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5
98313RAG1
1600000.000000
PA
USD
1653520.000000
0.2360894
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.5
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625
98313RAH9
1000000.000000
PA
USD
1030325.000000
0.1471097
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.625
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125
98313RAE6
200000.000000
PA
USD
202062.500000
0.0288505
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
59231.800000
0.0084571
Long
DBT
CORP
AR
N
2
2021-03-04
Floating
33.1634
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC SR UNSECURED 03/31 3.625
988498AN1
2700000.000000
PA
USD
2649375.000000
0.3782774
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.625
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125
98919VAB1
77000.000000
PA
USD
80225.340000
0.0114546
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
293000.000000
PA
USD
293000.000000
0.0418345
Long
RA
US
N
2
Repurchase
N
0.0000001
2021-02-01
298800.000000
USD
298935.810000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-2386726.220000
PA
USD
-2389842.220000
-0.3412214
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-02-01
2381000.000000
USD
2739658.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-17906102.760000
PA
USD
-17908202.960000
-2.5569309
Short
RA
US
N
2
Reverse repurchase
N
0.3400000
2021-02-22
17030000.000000
USD
18574721.670000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4866265.580000
PA
USD
-4872948.580000
-0.6957590
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-02-23
4667251.430000
USD
5148712.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5078035.340000
PA
USD
-5085299.760000
-0.7260784
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-03-23
5113000.000000
USD
5474237.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-7691516.000000
PA
USD
-7696967.350000
-1.0989720
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-11-20
6896000.000000
USD
7966210.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-9966796.660000
PA
USD
-9987216.080000
-1.4259734
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-02-16
10442100.000000
USD
11226377.350000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1097442.000000
PA
USD
-1098903.430000
-0.1569013
Short
RA
US
N
2
Reverse repurchase
N
0.4700000
2021-02-24
1117000.000000
USD
1218213.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1395169.710000
PA
USD
-1397048.540000
-0.1994704
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-03-26
1262000.000000
USD
1445771.770000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1773468.000000
PA
USD
-1777299.180000
-0.2537625
Short
RA
US
N
2
Reverse repurchase
N
0.7700000
2021-03-26
2090000.000000
USD
2186092.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-22364362.000000
PA
USD
-22389660.390000
-3.1967928
Short
RA
US
N
2
Reverse repurchase
N
1.3897500
2021-03-31
25366549.000000
USD
28556913.940000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO STANDARD CHARTERE VAR 1
000000000
-3624047.860000
PA
USD
-3631963.650000
-0.5185713
Short
RA
US
N
2
Reverse repurchase
N
0.7700000
2021-02-17
4414000.000000
USD
4397219.500000
USD
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2025857.000000
PA
-2458187.540000
-0.3509797
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2021-04-15
2070000.000000
EUR
2257490.250000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-858467.030000
PA
USD
-860794.550000
-0.1229041
Short
RA
US
N
2
Reverse repurchase
N
1.2050000
2021-02-11
1250134.020000
USD
1175619.660000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-5284811.320000
PA
USD
-5298390.350000
-0.7565035
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2021-02-03
13816500.180000
USD
7141928.560000
USD
PLCMO
N
N
N
N/A
N/A
RBC CAPITAL MARKETS REPO REPO
000000000
39500000.000000
PA
USD
39500000.000000
5.6398049
Long
RA
US
N
2
Repurchase
N
0.0700000
2021-02-01
40342000.000000
USD
40319380.910000
USD
UST
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-3074237.000000
PA
-4212605.480000
-0.6014753
Short
RA
GB
N
2
Reverse repurchase
N
0.3800000
2021-04-22
2980000.000000
GBP
3272397.600000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-189218.000000
PA
-259296.820000
-0.0370224
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-04-19
200000.000000
GBP
219346.200000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-20003180.810000
PA
USD
-20022576.330000
-2.8588209
Short
RA
US
N
2
Reverse repurchase
N
0.4700000
2021-03-10
20247000.000000
USD
21758487.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-880469.470000
PA
USD
-880674.910000
-0.1257427
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-02-08
938000.000000
USD
949297.140000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-1396785.400000
PA
USD
-1396826.140000
-0.1994387
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-03-05
1500000.000000
USD
1497450.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-963062.500000
PA
USD
-963209.630000
-0.1375269
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-03-23
1000000.000000
USD
998300.470000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-413122.350000
PA
USD
-413773.380000
-0.0590785
Short
RA
US
N
2
Reverse repurchase
N
0.6590000
2021-05-05
392000.000000
USD
445108.040000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-1243412.450000
PA
USD
-1243685.990000
-0.1775733
Short
RA
US
N
2
Reverse repurchase
N
0.3300000
2021-02-08
1200000.000000
USD
1322565.910000
USD
CDS
N
N
N
ANCESTRY.COM
N/A
ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125
039524AB9
700000.000000
PA
USD
718812.500000
0.1026320
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.125
N
N
N
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2790516.960000
PA
USD
-2799958.210000
-0.3997777
Short
RA
US
N
2
Reverse repurchase
N
0.8700000
2021-03-15
3300000.000000
USD
3560865.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6362894.340000
PA
USD
-6363639.760000
-0.9085997
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2021-03-26
5300000.000000
USD
6960285.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-8103794.000000
PA
USD
-8104874.510000
-1.1572129
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2021-03-26
8000000.000000
USD
8929680.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6520553.510000
PA
USD
-6520897.650000
-0.9310529
Short
RA
US
N
2
Reverse repurchase
N
0.3800000
2021-03-30
6400000.000000
USD
7131809.860000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3371528.130000
PA
USD
-3371634.890000
-0.4814016
Short
RA
US
N
2
Reverse repurchase
N
0.3800000
2021-04-05
3500000.000000
USD
3677363.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4338397.730000
PA
USD
-4349072.590000
-0.6209600
Short
RA
US
N
2
Reverse repurchase
N
0.8600000
2021-04-19
4386000.000000
USD
5126657.330000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3915249.750000
PA
USD
-3919924.640000
-0.5596863
Short
RA
US
N
2
Reverse repurchase
N
0.6300000
2021-04-28
4302000.000000
USD
4645565.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5364159.000000
PA
USD
-5364531.010000
-0.7659470
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2023-01-27
5955000.000000
USD
6173571.880000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-5571398.000000
PA
USD
-5574787.270000
-0.7959674
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-11-20
5206790.440000
USD
6052740.780000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-5691666.750000
PA
USD
-5694623.250000
-0.8130776
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-12-29
6700000.000000
USD
6864150.000000
USD
CDS
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-12342280.950000
PA
USD
-12348109.550000
-1.7630615
Short
RA
US
N
2
Reverse repurchase
N
0.6538800
2021-04-06
13868000.000000
USD
14853893.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-18955007.140000
PA
USD
-19026653.610000
-2.7166232
Short
RA
US
N
2
Reverse repurchase
N
0.8800000
2021-02-22
22944000.000000
USD
24159054.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-6745968.740000
PA
USD
-6749409.190000
-0.9636798
Short
RA
US
N
2
Reverse repurchase
N
0.6800000
2021-04-05
7813000.000000
USD
7897293.910000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2262460.150000
PA
USD
-2263151.460000
-0.3231325
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2021-04-12
2594000.000000
USD
2465026.320000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2835270.630000
PA
USD
-2836310.230000
-0.4049680
Short
RA
US
N
2
Reverse repurchase
N
0.6600000
2021-04-12
3300000.000000
USD
3262875.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1612508.440000
PA
USD
-1612892.750000
-0.2302886
Short
RA
US
N
2
Reverse repurchase
N
0.6600000
2021-04-23
1909000.000000
USD
1854116.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-115000.000000
PA
USD
-115499.930000
-0.0164911
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-24
1035000.000000
USD
80512.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-11658932.000000
PA
USD
-11691338.960000
-1.6692879
Short
RA
US
N
2
Reverse repurchase
N
0.8701300
2021-04-07
12625000.000000
USD
15183113.730000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-693915.940000
PA
USD
-693973.770000
-0.0990855
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-04
1535000.000000
USD
924837.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5996628.170000
PA
USD
-6016308.770000
-0.8590078
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-03-15
5999000.000000
USD
6856557.050000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4514715.000000
PA
USD
-4526082.050000
-0.6462334
Short
RA
US
N
2
Reverse repurchase
N
0.8800000
2021-03-23
4160000.000000
USD
4910377.180000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5876026.200000
PA
USD
-5889709.180000
-0.8409319
Short
RA
US
N
2
Reverse repurchase
N
0.8300000
2021-02-16
6000000.000000
USD
7011840.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1547658.180000
PA
USD
-1550910.410000
-0.2214388
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-03-03
1870000.000000
USD
1972055.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2607903.000000
PA
USD
-2614414.790000
-0.3732858
Short
RA
US
N
2
Reverse repurchase
N
0.8900000
2021-03-26
2918000.000000
USD
3077249.850000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2447190.380000
PA
USD
-2453153.370000
-0.3502609
Short
RA
US
N
2
Reverse repurchase
N
0.8600000
2021-02-24
5394000.000000
USD
3249885.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-1661769.870000
PA
USD
-1663566.100000
-0.2375238
Short
RA
US
N
2
Reverse repurchase
N
1.3897500
2021-03-31
2000000.000000
USD
2037500.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1002662.490000
PA
USD
-1004163.700000
-0.1433744
Short
RA
US
N
2
Reverse repurchase
N
0.7000000
2021-02-16
1006000.000000
USD
1177648.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-12569289.070000
PA
USD
-12574735.770000
-1.7954192
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2021-04-08
13380000.000000
USD
14627311.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4585159.000000
PA
USD
-4586566.390000
-0.6548694
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2021-04-15
5190000.000000
USD
6104581.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2480965.350000
PA
USD
-2481502.890000
-0.3543087
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2021-04-16
2954000.000000
USD
3073626.660000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-919828.910000
PA
USD
-921805.270000
-0.1316152
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-02-05
776223.110000
USD
1088959.680000
USD
AMBS
N
N
N
APIDOS CDO 2014-18A
N/A
APIDOS CLO APID 2014 18A SUB 144A
03765EAE8
1500000.000000
PA
USD
5625.000000
0.0008031
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
2659924.490000
0.3797837
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
0
N
N
N
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-47603.470000
-0.0067968
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
-43128.550000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-52672.250000
-0.0075205
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
-46098.910000
N
N
N
ARBYS RESTAURANT (IRB HOLDING CORP)
549300HVW4WNWYBXN830
IRB HOLDING CORP. 2020 TERM LOAN B
44988LAF4
937802.760000
PA
USD
938242.590000
0.1339622
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
203178.790000
0.0290098
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
58961276.230000
USD
43181000.000000
GBP
2021-02-02
203178.790000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
23466.150000
0.0033505
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
246812.600000
USD
5570683.880000
MXN
2021-03-25
23466.150000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-6260.200000
-0.0008938
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
719287.380000
USD
2593534.500000
PEN
2021-02-26
-6260.200000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-1612.400000
-0.0002302
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1244479.520000
USD
4523309.710000
PEN
2021-07-08
-1612.400000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
7730.020000
0.0011037
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
523841.330000
BRL
103471.760000
USD
2021-02-02
7730.020000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
117010.060000
0.0167067
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8608000.000000
EUR
10563244.360000
USD
2021-02-02
117010.060000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-1108.020000
-0.0001582
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
357000.000000
GBP
488035.600000
USD
2021-02-02
-1108.020000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-203338.590000
-0.0290327
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
43181000.000000
GBP
58969320.850000
USD
2021-03-02
-203338.590000
N
N
N
ARGENT SECURITIES INC. 2006-W2
N/A
ARGENT SECURITIES INC. ARSI 2006 W2 A2B
040104RV5
3428635.250000
PA
USD
2324924.310000
0.3319524
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.51
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
1608.830000
0.0002297
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4523309.710000
PEN
1245130.400000
USD
2021-02-16
1608.830000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 04/21 1.1
ACI1LPSS3
30478884.400000
PA
204900.040000
0.0292556
Long
DBT
NUSS
AR
N
2
2021-04-17
Fixed
1.1
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 07/21 2.5
ACI0NWBB3
21875172.800000
PA
148123.050000
0.0211490
Long
DBT
NUSS
AR
N
2
2021-07-22
Fixed
2.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 08/21 1
ACI1JWNB3
68797210.040000
PA
465708.970000
0.0664939
Long
DBT
NUSS
AR
N
2
2021-08-05
Fixed
1
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 04/21 0
ACI1VHR44
45514000.000000
PA
275100.040000
0.0392787
Long
DBT
NUSS
AR
N
2
2021-04-30
None
0
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 09/21 0.00000
ACI1TTRK5
76998628.680000
PA
521141.150000
0.0744085
Long
DBT
NUSS
AR
N
2
2021-09-13
None
0
N
N
N
N
N
N
2021-03-02
PIMCO Income Strategy Fund II
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer