0001296250-21-000039.txt : 20210929
0001296250-21-000039.hdr.sgml : 20210929
20210929171036
ACCESSION NUMBER: 0001296250-21-000039
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210929
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: 211292649
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212 739-4000
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO Floating Rate Strategy Fund
DATE OF NAME CHANGE: 20040701
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001296250
XXXXXXXX
PIMCO Income Strategy Fund II
811-21601
0001296250
RS8VXHJKKVE627NLC573
1633 Broadway
New York
10019
(844) 337-4626
N/A
N/A
2021-07-31
2021-07-31
N
1328839498.500000
605476353.540000
723363144.960000
0.000000
0.000000
325100027.920000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1200000.000000
0.000000
87425000.000000
18896980.710000
USD
AUD
ARS
GBP
PEN
EUR
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
6505.250000
0.0008993
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
245715.800000
PEN
67000.000000
USD
2021-09-07
6505.250000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
12898.080000
0.0017831
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
483740.400000
PEN
132000.000000
USD
2021-08-18
12898.080000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
29255.370000
0.0040444
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1253920.510000
PEN
338000.000000
USD
2021-09-20
29255.370000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
5742.330000
0.0007938
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
196910.900000
PEN
54230.490000
USD
2021-10-15
5742.330000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
28262.290000
0.0039071
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1134650.620000
PEN
307635.120000
USD
2021-08-11
28262.290000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
29292.530000
0.0040495
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2064486.970000
PEN
537556.820000
USD
2021-08-31
29292.530000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
8644.580000
0.0011951
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1285164.000000
PEN
325111.050000
USD
2021-10-12
8644.580000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
15484.380000
0.0021406
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2109794.100000
PEN
534937.650000
USD
2021-08-18
15484.380000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-193382.670000
-0.0267338
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
54368667.340000
USD
38975000.000000
GBP
2021-08-03
-193382.670000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
1564.790000
0.0002163
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
275296.700000
USD
5570683.880000
MXN
2021-10-20
1564.790000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
240.690000
0.0000333
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
11218.560000
USD
840573.000000
RUB
2021-08-20
240.690000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-95.740000
-0.0000132
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
19248.780000
USD
1412350.000000
RUB
2021-09-20
-95.740000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
193512.610000
0.0267518
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
38975000.000000
GBP
54372564.840000
USD
2021-09-02
193512.610000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-1751.420000
-0.0002421
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
5570683.880000
MXN
278019.860000
USD
2021-08-05
-1751.420000
N
N
N
ASSOCIATED MATERIALS LLC / AMH NEW FINANCE INC
N/A
ASSOC MAT LLC/AMH NEW FI SR SECURED 144A 09/25 9
04570XAC3
304000.000000
PA
USD
323000.000000
0.0446525
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
9
N
N
N
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
219.210000
0.0000303
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
9069.830000
USD
681381.000000
RUB
2021-08-20
219.210000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
257.570000
0.0000356
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
8964.810000
USD
676491.000000
RUB
2021-08-20
257.570000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-89.060000
-0.0000123
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
13193.590000
USD
966331.000000
RUB
2021-09-20
-89.060000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-225330.830000
-0.0311504
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
38744000.000000
GBP
53628863.640000
USD
2021-08-03
-225330.830000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/43 3.1
00206RKD3
1402000.000000
PA
USD
1403477.750000
0.1940212
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.1
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
4444.100000
0.0006144
N/A
DFE
PE
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
182810.000000
PEN
49426.680000
USD
2021-12-09
4444.100000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
4817.970000
0.0006661
N/A
DFE
PE
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
197835.480000
PEN
53534.160000
USD
2021-10-12
4817.970000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/52 3.3
00206RKE1
1402000.000000
PA
USD
1402631.740000
0.1939042
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.3
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/61 3.5
00206RKF8
1422000.000000
PA
USD
1424237.590000
0.1968911
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
3.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/41 3.5
00206RJZ6
1134000.000000
PA
USD
1206248.230000
0.1667556
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/51 3.65
00206RKA9
3902000.000000
PA
USD
4148331.820000
0.5734785
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/60 3.85
00206RKB7
2548000.000000
PA
USD
2737830.460000
0.3784863
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85
N
N
N
N
N
N
N/A
N/A
MGM RESORTS INTERNATIONAL SNR S* ICE
000000000
1.000000
NC
USD
265247.160000
0.0366686
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
MGM RESORTS INTERNATIONAL
MGM RESORTS INTL SR UNSEC
Y
Single Leg Swap
2026-06-21
280280.600000
USD
0.000000
USD
2000000.000000
USD
-15033.440000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-6033.750000
-0.0008341
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
704000.000000
EUR
829085.880000
USD
2021-08-03
-6033.750000
N
N
N
N/A
N/A
PETROBRAS INTL FINANC SNR LA SP BPS
000000000
1.000000
NC
USD
-17492.600000
-0.0024182
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
PETROBRAS GLOBAL FINANCE BV
PETROBRAS GLOBAL FINANCE SR UNSEC
Y
Single Leg Swap
2024-12-21
0.000000
USD
-195334.540000
USD
1000000.000000
USD
177841.940000
N
N
N
N/A
N/A
PETROBRAS INTL FINANC SNR LA SP GST
000000000
1.000000
NC
USD
-24489.650000
-0.0033855
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
PETROBRAS GLOBAL FINANCE BV
PETROBRAS GLOBAL FINANCE SR UNSEC
Y
Single Leg Swap
2024-12-21
0.000000
USD
-277802.060000
USD
1400000.000000
USD
253312.410000
N
N
N
N/A
N/A
PETROBRAS INTL FINANC SNR LA SP HUS
000000000
1.000000
NC
USD
-29737.430000
-0.0041110
N/A
DCR
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
PETROBRAS GLOBAL FINANCE BV
PETROBRAS GLOBAL FINANCE SR UNSEC
Y
Single Leg Swap
2024-12-21
0.000000
USD
-352921.900000
USD
1700000.000000
USD
323184.470000
N
N
N
N/A
N/A
ROLLS-ROYCE PLC SNR SE ICE
000000000
1.000000
NC
-894594.460000
-0.1236716
N/A
DCR
GB
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ROLLS-ROYCE PLC
ROLLS-ROYCE PLC
Y
Single Leg Swap
2025-12-21
0.000000
EUR
-1757499.420000
EUR
14400000.000000
EUR
862904.960000
N
N
N
N/A
N/A
SEQUA CORP WARRANT
000000000
189000.000000
NC
USD
168631.660000
0.0233122
N/A
DE
US
N
3
None
N/A
Call
Purchased
SEQUA CORPORATION
SEQUA CORPORATION 144A
N/A
0.000000
USD
2024-04-28
XXXX
168631.660000
N
N
N
N/A
N/A
SEQUA CORP WARRANT
000000000
630000.000000
NC
USD
347332.860000
0.0480164
N/A
DE
US
N
3
None
N/A
Call
Purchased
SEQUA CORPORATION
SEQUA CORPORATION 144A
N/A
0.000000
USD
2024-04-28
XXXX
347332.850000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
282.190000
0.0000390
N/A
DFE
RU
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
10005.090000
USD
754605.000000
RUB
2021-08-20
282.190000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
23038.150000
0.0031849
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
53813697.010000
EUR
63859507.740000
USD
2021-08-03
23038.150000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
2692.790000
0.0003723
N/A
DFE
PE
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
115041.000000
PEN
31000.000000
USD
2021-12-09
2692.790000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
29477.930000
0.0040751
N/A
DFE
PE
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
1941973.000000
PEN
507572.660000
USD
2021-09-03
29477.930000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
21243.480000
0.0029368
N/A
DFE
PE
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
4075776.880000
PEN
1024811.260000
USD
2021-09-22
21243.480000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
6583.500000
0.0009101
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
746796.980000
USD
542000.000000
GBP
2021-08-03
6583.500000
N
N
N
AVOCA CLO XX DAC 20A
N/A
AVOCA CLO AVOCA 20A SUB 144A
ACI19ZJ22
2230000.000000
PA
2077815.500000
0.2872438
Long
ABS-CBDO
CORP
IE
N
2
2032-07-15
Variable
0
N
N
N
N
N
N
N/A
N/A
CIRS USD 7.25Y MAT 1.63% M 8/2021 MYC
000000000
1.000000
NC
USD
487769.360000
0.0674308
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
None
N/A
N/A
N/A
OTC USD ECAL 1.63 SW7 08/24/28 MYC
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
IRS USD R 1.63000 08/24/21-7Y MYC
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
IRS USD R 1.63000 08/24/21-7Y MYC
N/A
2028-08-24
0.000000
USD
0.000000
USD
N/A
USD
N/A
USD
1.630000
USD
2021-08-24
Y
2028-08-24
0.000000
USD
-45430.000000
USD
129800000.000000
USD
533199.360000
N
N
N
N/A
N/A
CIRS USD 7.25Y MAT 1.67% M 8/2021 MYC
000000000
1.000000
NC
USD
455370.310000
0.0629518
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
None
N/A
N/A
N/A
OTC USD ECAL 1.67 SW7 08/17/28 MYC
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
IRS USD R 1.67000 08/17/21-7Y MYC
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
IRS USD R 1.67000 08/17/21-7Y MYC
N/A
2028-08-17
0.000000
USD
0.000000
USD
N/A
USD
N/A
USD
1.670000
USD
2021-08-17
Y
2028-08-17
0.000000
USD
-83851.000000
USD
118100000.000000
USD
539221.310000
N
N
N
N/A
N/A
IRS AUD 3.50000 06/17/15-10Y CME
000000000
1.000000
NC
707342.170000
0.0977852
N/A
DIR
AU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUD-BBR-BBSW-Bloomberg 6M
N/A
N/A
Y
2025-06-17
200704.640000
AUD
0.000000
AUD
8100000.000000
AUD
506637.530000
N
N
N
N/A
N/A
IRS EUR -0.15000 03/18/20-10Y LCH
000000000
1.000000
NC
-13789.310000
-0.0019063
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2030-03-18
151899.880000
EUR
0.000000
EUR
8300000.000000
EUR
-165689.190000
N
N
N
N/A
N/A
IRS EUR 0.00000 09/15/21-10Y LCH
000000000
1.000000
NC
-63466.860000
-0.0087739
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2031-09-15
161150.960000
EUR
0.000000
EUR
9800000.000000
EUR
-224617.820000
N
N
N
N/A
N/A
IRS USD 0.25000 12/18/20-2Y CME
000000000
1.000000
NC
USD
-171348.850000
-0.0236878
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2022-12-19
73407.970000
USD
0.000000
USD
150500000.000000
USD
-244756.820000
N
N
N
N/A
N/A
IRS USD 0.75000 06/16/21-10Y LCH
000000000
1.000000
NC
USD
1762961.440000
0.2437173
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-06-16
3140153.350000
USD
0.000000
USD
38000000.000000
USD
-1377191.910000
N
N
N
N/A
N/A
IRS USD 1.15000 12/11/20-30Y CME
000000000
1.000000
NC
USD
26531384.120000
3.6677821
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-12-12
0.000000
USD
-288521.560000
USD
206400000.000000
USD
26819905.680000
N
N
N
N/A
N/A
IRS USD 1.16000 04/12/21-10Y CME
000000000
1.000000
NC
USD
16567.250000
0.0022903
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-04-15
0.000000
USD
0.000000
USD
2800000.000000
USD
16567.250000
N
N
N
N/A
N/A
IRS USD 1.25000 12/16/20-30Y CME
000000000
1.000000
NC
USD
249851.360000
0.0345402
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-12-16
232957.460000
USD
0.000000
USD
2400000.000000
USD
16893.900000
N
N
N
N/A
N/A
IRS USD 1.38000 08/24/21-7Y CME
000000000
1.000000
NC
USD
-725647.000000
-0.1003157
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2028-08-24
0.000000
USD
0.000000
USD
32500000.000000
USD
-725647.000000
N
N
N
N/A
N/A
IRS USD 1.42000 08/17/21-7Y CME
000000000
1.000000
NC
USD
-749361.950000
-0.1035942
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2028-08-17
0.000000
USD
0.000000
USD
29500000.000000
USD
-749361.950000
N
N
N
N/A
N/A
IRS USD 1.75000 01/22/20-30Y CME
000000000
1.000000
NC
USD
-362531.080000
-0.0501174
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-01-24
0.000000
USD
-48773.750000
USD
21100000.000000
USD
-313757.330000
N
N
N
N/A
N/A
IRS USD 1.75000 12/15/21-10Y LCH
000000000
1.000000
NC
USD
-1662712.100000
-0.2298586
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-12-15
0.000000
USD
-643337.240000
USD
40600000.000000
USD
-1019374.860000
N
N
N
N/A
N/A
IRS USD 1.87500 02/07/20-30Y CME
000000000
1.000000
NC
USD
-1215620.050000
-0.1680511
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-02-07
0.000000
USD
-85217.810000
USD
22000000.000000
USD
-1130402.240000
N
N
N
N/A
N/A
IRS USD 2.00000 01/15/20-30Y CME
000000000
1.000000
NC
USD
-108251.470000
-0.0149650
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-01-18
0.000000
USD
-10079.180000
USD
1400000.000000
USD
-98172.290000
N
N
N
N/A
N/A
IRS USD 2.25000 03/12/20-30Y CME
000000000
1.000000
NC
USD
-871561.360000
-0.1204874
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-03-14
0.000000
USD
-18081.180000
USD
6000000.000000
USD
-853480.180000
N
N
N
N/A
N/A
IRS USD 2.25000 06/15/16-10Y CME
000000000
1.000000
NC
USD
1974932.020000
0.2730208
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-06-15
1267067.760000
USD
0.000000
USD
26800000.000000
USD
707864.260000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y CME
000000000
1.000000
NC
USD
4770507.540000
0.6594900
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-12-20
332701.510000
USD
0.000000
USD
48400000.000000
USD
4437806.030000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y LCH
000000000
1.000000
NC
USD
59782.080000
0.0082645
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-12-20
10692.000000
USD
0.000000
USD
600000.000000
USD
49090.080000
N
N
N
N/A
N/A
IRS USD 2.75000 06/17/15-10Y CME
000000000
1.000000
NC
USD
12679932.570000
1.7529138
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
3588377.530000
N
N
N
N/A
N/A
IRS USD 3.00000 06/19/19-10Y CME
000000000
1.000000
NC
USD
11071533.750000
1.5305637
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
6396657.000000
N
N
N
N/A
N/A
IRS USD 3.50000 06/19/13-31Y CME
000000000
1.000000
NC
USD
75312034.380000
10.4113729
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
81885491.640000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 09/15/21-10Y LCH
000000000
1.000000
NC
-294555.410000
-0.0407203
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2031-09-15
0.000000
GBP
-11071.620000
GBP
13300000.000000
GBP
-283483.790000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 09/15/21-30Y LCH
000000000
1.000000
NC
-145236.630000
-0.0200780
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2051-09-15
201387.210000
GBP
0.000000
GBP
3200000.000000
GBP
-346623.840000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-3688.670000
-0.0005099
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
773000.000000
GBP
1070782.020000
USD
2021-08-03
-3688.670000
N
N
N
BANC OF AMERICA FUNDING CORP 2006-J
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1
05951EAM9
607703.060000
PA
USD
583578.280000
0.0806757
Long
ABS-MBS
CORP
US
N
2
2047-01-20
Floating
3.35759
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
3797774.380000
PA
USD
3740747.760000
0.5171328
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 01/26 1.875
ACI1T7K79
2600000.000000
PA
3120130.770000
0.4313367
Long
DBT
CORP
IT
N
2
2026-01-09
Fixed
1.875
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
400000.000000
PA
490191.500000
0.0677656
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
1200000.000000
PA
1503840.270000
0.2078956
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
565698.000000
NC
USD
12623550.870000
1.7451194
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
7933346.100000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
750000.000000
PA
825184.790000
0.1140761
Long
DBT
CORP
IT
N
2
2030-01-22
Floating
8
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
1341000.000000
PA
1790162.370000
0.2474777
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
197296.830000
0.0272749
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
477655.210000
0.0660326
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
15880.000000
PA
USD
15800.600000
0.0021843
Long
LON
CORP
FR
N
2
2025-03-01
Floating
3.8405
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
2742348.190000
0.3791109
Long
DBT
CORP
IE
N
2
2025-09-01
Floating
6
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBA2
1000000.000000
PA
USD
1098750.000000
0.1518947
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
453750.000000
0.0627278
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
2357442.450000
0.3259003
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
616958.780000
0.0852903
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
1903666.270000
0.2631688
Long
DBT
CORP
GB
N
2
2025-06-15
Floating
7.125
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
549096.000000
NS
USD
1460595.360000
0.2019173
Long
EC
CORP
US
N
1
N
N
N
BCAP LLC 2011-RR8 TRUST
N/A
BCAP LLC TRUST BCAP 2011 RR8 2A4 144A
05536LAL9
11150489.620000
PA
USD
9941911.470000
1.3744012
Long
ABS-MBS
CORP
US
N
2
2037-08-26
Floating
2.86483
N
N
N
N
N
N
BCAP LLC 2013-RR5 TRUST
N/A
BCAP LLC TRUST BCAP 2013 RR5 4A2 144A
05542MAP0
4364795.170000
PA
USD
4400950.510000
0.6084013
Long
ABS-MBS
CORP
US
N
2
2036-09-26
Floating
3.71809
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR6
N/A
BCAP LLC TRUST BCAP 2010 RR6 1812 144A
05533CLD8
2954546.510000
PA
USD
2666670.270000
0.3686489
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
3687888.520000
PA
USD
3678013.460000
0.5084602
Long
ABS-MBS
CORP
US
N
2
2037-08-28
Floating
3.07371
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR9
N/A
BCAP LLC TRUST BCAP 2010 RR9 5A10 144A
05533GCJ6
2147507.910000
PA
USD
1847790.110000
0.2554443
Long
ABS-MBS
CORP
US
N
2
2035-12-26
Variable
5.75
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
05534AAP6
698874.410000
PA
USD
1106826.900000
0.1530112
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.83367
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 15A2 144A
05534AAS0
75456.140000
PA
USD
46309.180000
0.0064019
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Floating
0
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 9A2 144A
05534AAM3
976264.850000
PA
USD
417248.470000
0.0576817
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Floating
8.8443
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR6
N/A
BCAP LLC TRUST BCAP 2011 RR6 6A1 144A
05535YAG3
5907922.540000
PA
USD
5587210.370000
0.7723936
Long
ABS-MBS
CORP
US
N
2
2037-07-26
Floating
3.04647
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
660744.650000
PA
USD
831910.750000
0.1150060
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.58925
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
320487.410000
PA
USD
237972.220000
0.0328980
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.02044
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
4880765.510000
PA
USD
4023707.480000
0.5562500
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.87302
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
333264.890000
PA
USD
223528.190000
0.0309012
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.10434
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
4445292.840000
PA
USD
2978251.520000
0.4117229
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.14767
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
2885053.420000
PA
USD
3721254.710000
0.5144380
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.22925
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
337993.630000
PA
USD
224928.910000
0.0310949
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
474983.330000
0.0656632
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
1278667.700000
0.1767671
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
2287343.790000
0.3162096
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
145751.050000
PA
USD
109934.190000
0.0151976
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 02/33 6.125
097023AU9
1755000.000000
PA
USD
2265624.010000
0.3132070
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.125
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/30 5.15
097023CY9
884000.000000
PA
USD
1054000.250000
0.1457083
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
1119781.160000
0.1548021
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
1524799.460000
0.2107931
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
1435884.480000
0.1985012
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
874193.350000
0.1208512
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
7700000.000000
PA
USD
7859428.500000
1.0865122
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
2905379.580000
0.4016488
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 06/26 7.125
000000000
1851000.000000
PA
USD
1927335.240000
0.2664409
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.125
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 10/22 6
097751BJ9
1891000.000000
PA
USD
1900644.100000
0.2627510
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
3438207.500000
0.4753086
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
54987.880000
0.0076017
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
665144.420000
0.0919517
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
1876000.000000
PA
USD
2169703.460000
0.2999466
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
1196540.020000
0.1654135
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
2808957.260000
0.3883191
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
1164217.040000
0.1609450
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 04/33 3.419
11135FBK6
1300000.000000
PA
USD
1388793.690000
0.1919912
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.419
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 04/34 3.469
11135FBL4
4800000.000000
PA
USD
5116637.900000
0.7073401
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.469
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
3176000.000000
PA
USD
3181955.000000
0.4398835
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.592
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
11580274.460000
PA
USD
11460453.360000
1.5843292
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.842
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION EUR TERM LOAN B
P2121YAP3
2300000.000000
PA
2734343.460000
0.3780043
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC 2021 TERM LOAN B
15134NAF3
5680000.000000
PA
USD
5683158.080000
0.7856577
Long
LON
CORP
US
N
2
2026-06-29
Floating
6
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 07/28 2.45
15135BAY7
3200000.000000
PA
USD
3248256.000000
0.4490491
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45
N
N
N
N
N
N
CERBA HEALTHCARE (CHROME BIDCO)
9845000C1FYE89DC8677
CERBA HEALTHCARE SAS 2021 EUR TERM LOAN B
937NEWII5
3800000.000000
PA
4507468.510000
0.6231266
Long
LON
CORP
FR
N
2
2028-05-12
Floating
3.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 7.75
ACI1WM066
2600000.000000
PA
3101921.370000
0.4288194
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 8.75
12531TAF6
3656000.000000
PA
USD
3651704.200000
0.5048231
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
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 02/31 4.25
1248EPCK7
7759000.000000
PA
USD
8015202.180000
1.1080468
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 06/33 4.5
1248EPCL5
2110000.000000
PA
USD
2199284.650000
0.3040360
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.5
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
178712.500000
0.0247058
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
202883.930000
0.0280473
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
400339.340000
0.0553442
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9
161175CA0
5900000.000000
PA
USD
6124170.680000
0.8466246
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.9
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4
161175CC6
5200000.000000
PA
USD
5722057.740000
0.7910353
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.4
N
N
N
N
N
N
CHASE MORGAGE FINANCE CORP 2005-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
16162WPE3
4540.300000
PA
USD
4553.540000
0.0006295
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.03021
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2
16162WQY8
6523.780000
PA
USD
5283.500000
0.0007304
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 02/25 6.625
12543DBF6
4788000.000000
PA
USD
5026633.920000
0.6948977
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
494000.000000
PA
USD
530244.780000
0.0733027
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CIFC FUNDING LTD 2014-2RA
N/A
CIFC FUNDING LTD CIFC 2014 2RA INC 144A
125475AA1
2400000.000000
PA
USD
1037927.090000
0.1434863
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
584358.090000
0.0807835
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
9819.960000
PA
USD
10231.950000
0.0014145
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
453220.180000
PA
USD
463708.960000
0.0641046
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6
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
0.1513762
Long
EP
USGSE
US
N
2
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A
17311BAS2
1582842.580000
PA
USD
1066533.420000
0.1474409
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.24925
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B
17311BAB9
12801402.650000
PA
USD
6697980.620000
0.9259499
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.23925
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
759411.460000
PA
USD
108264.050000
0.0149668
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/42 FIXED 7.75
167486D22
56000.000000
PA
USD
64374.500000
0.0088993
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
243654.800000
PA
USD
243235.960000
0.0336257
Long
LON
CORP
US
N
2
2024-04-18
Floating
3
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
3864256.350000
PA
USD
3758681.000000
0.5196119
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.6284
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
1450503.260000
PA
USD
624125.010000
0.0862810
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.97289
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
268000.000000
NS
USD
263211.450000
0.0363872
Long
EP
CORP
US
N
2
N
N
N
CORK STREET CLO DESIGNATED ACTIVITY CO 1A
N/A
CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A
ACI0QPJC5
2366444.000000
PA
2139027.960000
0.2957060
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
CORNERSTONE BUILDNG BRANDS INC 2021 TERM LOAN B
72431HAD2
38900.010000
PA
USD
38883.790000
0.0053754
Long
LON
CORP
US
N
2
2028-04-12
Floating
3.75
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC SR UNSECURED 11/79 5.45
219350BQ7
77000.000000
PA
USD
112448.540000
0.0155452
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45
N
N
N
N
N
N
COSAINT RE PTE LTD
N/A
COSAINT RE PTE LTD BONDS 144A 04/28 VAR
22112CAA0
900000.000000
PA
USD
917100.000000
0.1267828
Long
DBT
CORP
SG
N
2
2028-04-03
Floating
9.294
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 3.875
ACI1YJLH4
6700000.000000
PA
8000605.580000
1.1060289
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.875
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 5
222070AE4
5300000.000000
PA
USD
5355226.000000
0.7403233
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5
N
N
N
N
N
N
COUNTRYWIDE ALT LN TRUST 2005-1CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2
12667F2R5
228975.220000
PA
USD
147338.000000
0.0203685
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
301944.490000
PA
USD
295471.280000
0.0408469
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
671992.230000
PA
USD
433701.700000
0.0599563
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
488853.390000
PA
USD
333967.180000
0.0461687
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
182997.210000
PA
USD
185318.440000
0.0256190
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
238217.440000
PA
USD
224373.890000
0.0310182
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
350969.270000
PA
USD
287773.040000
0.0397827
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
1741041.860000
PA
USD
1392642.840000
0.1925233
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
546591.110000
PA
USD
495453.850000
0.0684931
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
403925.330000
PA
USD
255918.730000
0.0353790
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
823417.930000
PA
USD
546107.320000
0.0754956
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
522284.060000
PA
USD
323532.100000
0.0447261
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
868509.480000
PA
USD
673927.400000
0.0931658
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1
12668BNK5
646570.680000
PA
USD
610151.420000
0.0843493
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.82148
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3
02147RAQ3
391627.710000
PA
USD
202122.980000
0.0279421
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-16
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A
23242FAA4
10024183.160000
PA
USD
9270390.650000
1.2815680
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.22925
N
N
N
N
N
N
COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9
17025QAJ6
1220390.200000
PA
USD
783137.570000
0.1082634
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-1
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1
12669GRQ6
2598487.770000
PA
USD
2297518.180000
0.3176162
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.66925
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-J4
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3
12669YAC6
397710.340000
PA
USD
244492.750000
0.0337994
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
339003.000000
0.0468648
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
6394448.680000
0.8839887
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
217000.000000
0.0299988
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
1618525.680000
0.2237501
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 SR UNSECURED 144A 05/32 VAR
225401AU2
900000.000000
PA
USD
941488.970000
0.1301544
Long
DBT
CORP
CH
N
2
2032-05-14
Floating
3.091
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERT 2006
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11
225470P23
121963.790000
PA
USD
88410.340000
0.0122221
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
6958997.300000
PA
USD
5571037.120000
0.7701577
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Variable
2.81148
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
269581.100000
PA
USD
257454.960000
0.0355914
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
757939.480000
PA
USD
964462.180000
0.1333303
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
129909.000000
NS
USD
3358147.650000
0.4642409
Long
EC
CORP
US
N
1
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
100822.000000
NS
USD
2345623.830000
0.3242664
Long
EC
CORP
US
N
3
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
920000.000000
PA
USD
1083594.830000
0.1497996
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DELUXE CORPORATION
KWGNKB8TX9LE5TV29231
DELUXE CORP COMPANY GUAR 144A 06/29 8
248019AU5
5610000.000000
PA
USD
6136779.000000
0.8483677
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8
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
1523601.000000
0.2106274
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
372653.650000
PA
USD
372692.410000
0.0515222
Long
LON
CORP
US
N
2
2023-09-02
Floating
6
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
3400000.000000
PA
USD
3493500.000000
0.4829524
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 COMPANY GUAR REGS 12/27 5
ACI1XVP76
4154854.000000
PA
USD
2712995.020000
0.3750530
Long
DBT
CORP
GB
N
2
2027-12-31
Fixed
5
N
N
Y
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
65000.000000
PA
USD
74972.830000
0.0103645
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/26 3.875
03846JAA8
1500000.000000
PA
USD
1465932.000000
0.2026551
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/31 5.875
03846JAB6
1900000.000000
PA
USD
1833975.000000
0.2535345
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5
03846JAC4
1900000.000000
PA
USD
1774372.000000
0.2452948
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.5
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
23574658.180000
PA
USD
20226255.180000
2.7961412
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.842
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
29373TAA2
4556000.000000
PA
USD
3365471.640000
0.4652534
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10
30162RAA9
120000.000000
PA
USD
84406.800000
0.0116687
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
218230.000000
0.0301688
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
FANNIE MAE 2009-106
N/A
FANNIE MAE FNR 2009 106 SN
31398GUS6
197311.610000
PA
USD
33782.140000
0.0046701
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
6.16075
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
321351.770000
0.0444247
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
3.73925
N
N
N
N
N
N
FANNIE MAE REMICS 2012-102
N/A
FANNIE MAE FNR 2012 102 HI
3136A8SR2
453144.920000
PA
USD
42314.540000
0.0058497
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
1265981.370000
PA
USD
182288.780000
0.0252002
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
1797750.000000
0.2485266
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
170090.040000
PA
USD
164862.870000
0.0227912
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
150838.400000
PA
USD
87094.680000
0.0120402
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
2.8149
Y
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
1252000.000000
PA
USD
1278260.700000
0.1767108
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
1046800.000000
0.1447129
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
FIRST STUDENT BIDCO INC TERM LOAN B
33718FAD2
4737981.250000
PA
USD
4708790.550000
0.6509580
Long
LON
CORP
US
N
2
2028-07-21
Floating
3.5
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
FIRST STUDENT BIDCO INC TERM LOAN C
33718FAB6
1748919.250000
PA
USD
1738144.160000
0.2402865
Long
LON
CORP
US
N
2
2028-07-21
Floating
3.5
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
711472.720000
0.0983562
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
5197500.000000
PA
USD
5236481.250000
0.7239077
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
9363219.740000
1.2944010
Long
EP
CORP
GB
N
2
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
82915.000000
NS
USD
9122308.300000
1.2610966
Long
EC
CORP
US
Y
3
N
N
N
NOBLE CORP
N/A
NOBLE CORP COMMON STOCK USD.00001
000000000
21190.000000
NS
USD
466180.000000
0.0644462
Long
EC
CORP
KY
Y
1
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE CORP COMMON STOCK
000000000
1598.000000
NS
USD
35156.000000
0.0048601
Long
EC
CORP
KY
N
2
N
N
N
ASSOCIATED MATERIALS (NEW AMI I LLC)
N/A
ASSOCIATED MATERIALS GROUP INC
931WQR908
116123.000000
NS
USD
822150.840000
0.1136567
Long
EC
CORP
US
Y
3
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
386170.080000
PA
USD
0.000000
0.0000000
Long
LON
CORP
US
N
3
2021-12-31
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
12437210.000000
1.7193591
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
1520750.000000
0.2102333
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.389
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
2976750.000000
0.4115153
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 11/25 3.375
345397B28
1300000.000000
PA
USD
1358816.680000
0.1878471
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375
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
391137.500000
0.0540721
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
8332096.910000
PA
USD
5116716.550000
0.7073510
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
6.17046
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
34358197.380000
PA
USD
2358889.530000
0.3261003
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
1123036.910000
PA
USD
95326.410000
0.0131782
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
1039812.020000
0.1437469
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Floating
11.7327
N
N
N
N
N
N
FREDDIE MAC STRIPS 304
N/A
FREDDIEMAC STRIP FHS 304 C52
31325UP91
1674560.330000
PA
USD
190917.290000
0.0263930
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
2867630.890000
PA
USD
3120103.710000
0.4313330
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Floating
7.63925
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
533742.570000
PA
USD
535850.960000
0.0740777
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Floating
10.8393
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
2201446.770000
PA
USD
1981713.540000
0.2739583
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
None
0
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 X2B 144A
30291XAC6
2201873.170000
PA
USD
798.180000
0.0001103
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
12682155.400000
PA
USD
7197777.590000
0.9950434
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.23925
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
7847111.250000
1.0848094
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP 2021 DIP TERM LOAN B
35906EAQ3
5885250.000000
PA
USD
5892606.560000
0.8146125
Long
LON
CORP
US
N
2
2028-05-01
Floating
4.5
N
N
N
N
N
N
FRONTIER FINANCE PLC
213800XVLIFOCEEVIS52
FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8
ACI0T8JS5
862500.000000
PA
1226941.460000
0.1696163
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 SR SECURED 144A 02/28 8.25
359678AC3
310000.000000
PA
USD
336629.000000
0.0465367
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25
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
8838432.000000
1.2218527
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 01/39 6.875
36962G4B7
2000.000000
PA
USD
3049.890000
0.0004216
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8
37185LAM4
1337000.000000
PA
USD
1380191.790000
0.1908021
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
500000.000000
PA
USD
492687.500000
0.0681107
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
577456.800000
0.0798294
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
190273.600000
0.0263040
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORP PREFERRED STOCK
000000000
22788.000000
NS
USD
23889785.010000
3.3025991
Long
EP
CORP
US
N
3
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES
942WZK900
2048.360000
NS
USD
30165.170000
0.0041701
Long
EC
CORP
US
Y
3
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
BJBQCWII7
10599000.000000
NS
17423052.460000
2.4086177
Long
EP
CORP
NL
N
2
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 BI
38378HR99
158641.210000
PA
USD
15804.220000
0.0021848
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
54734.220000
PA
USD
6766.100000
0.0009354
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
169712.270000
PA
USD
22774.660000
0.0031484
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
117484.640000
PA
USD
11837.670000
0.0016365
Long
ABS-MBS
USGSE
US
N
2
2042-06-20
Fixed
3.5
N
N
N
N
N
N
GROSVENOR PLACE CLO BV 2015-1A
N/A
GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A
39927WAV9
500000.000000
PA
327507.270000
0.0452756
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
230973.920000
0.0319306
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
3003769.060000
PA
USD
3262506.820000
0.4510192
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
1784154.000000
0.2466471
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HELIOS SOFTWARE HOLDINGS INC/ ION CORPORATE SOLUTIONS FINANCE SARL
N/A
HELIOS SOFT/ION CORP SOL SR SECURED 144A 05/28 4.625
42329HAA6
1900000.000000
PA
USD
1876250.000000
0.2593787
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.625
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORPORATION 2021 TERM LOAN B
42804VBB6
2397660.820000
PA
USD
2386420.590000
0.3299063
Long
LON
CORP
US
N
2
2028-06-14
Floating
4
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORPORATION 2021 TERM LOAN C
42804VBC4
451866.850000
PA
USD
449748.500000
0.0621746
Long
LON
CORP
US
N
2
2028-06-14
Floating
4
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
2231086.000000
0.3084324
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
2254648.000000
0.3116896
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4
N
N
N
N
N
N
HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC
N/A
HILTON GRAND VAC BOR ESC COMPANY GUAR 144A 07/31 4.875
43284MAB4
2500000.000000
PA
USD
2459143.750000
0.3399598
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.875
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP SR UNSECURED 10/30 4.5
436106AC2
8100000.000000
PA
USD
8730568.070000
1.2069412
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.5
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BP3
300000.000000
PA
USD
342562.500000
0.0473569
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
312165.010000
0.0431547
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
2688812.360000
0.3717099
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
5898037.590000
0.8153633
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
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375
45174HBC0
1177100.000000
PA
USD
1243311.880000
0.1718794
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
44892.390000
0.0062061
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
120024.180000
0.0165925
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
26360.620000
0.0036442
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35
N
N
N
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-F2
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
45670JAE2
3439838.330000
PA
USD
1779673.280000
0.2460276
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
2669077.630000
PA
USD
1821119.940000
0.2517574
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.24925
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA REGS 12/99 VAR
BLGM75II1
2700000.000000
PA
USD
2840062.500000
0.3926192
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
1769336.000000
0.2445986
Long
DBT
CORP
NL
N
2
2026-11-16
Floating
5.75
N
N
N
N
Y
ING GROEP NV
ING GROEP NV
EUR
XXXX
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
62000.000000
PA
USD
65255.000000
0.0090211
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
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
3211736.830000
0.4440006
Long
EC
CORP
US
N
1
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC SR UNSECURED 144A 02/28 9.375
45774NAB4
124000.000000
PA
USD
134085.540000
0.0185364
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
7535000.000000
PA
USD
241986.530000
0.0334530
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
16802.500000
0.0023228
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
3453000.000000
PA
USD
1894833.750000
0.2619478
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
5300380.800000
0.7327413
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
6423612.500000
0.8880204
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
11375.760000
0.0015726
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
2429.220000
0.0003358
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
3197494.820000
PA
USD
3179109.220000
0.4394901
Long
LON
CORP
US
N
2
2024-09-13
Floating
3.592
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD COMMON STOCK USD.01
G9460G101
2535.000000
NS
USD
68698.500000
0.0094971
Long
EC
CORP
BM
N
1
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 01/32 4.875
ACI1T3TK0
1800000.000000
PA
2160662.780000
0.2986968
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 03/48 6.625
ACI11JRN1
700000.000000
PA
884811.500000
0.1223191
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.625
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 01/32 4.875
ACI1T3QV9
2200000.000000
PA
2640810.070000
0.3650739
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
2116000.000000
PA
USD
2026806.580000
0.2801921
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
6500000.000000
PA
USD
6743425.000000
0.9322323
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
3591027.000000
0.4964349
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
7.75
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL EUR TERM LOAN
G5080AAG7
1500000.000000
PA
1780856.420000
0.2461912
Long
LON
CORP
LU
N
2
2028-05-05
Floating
3.5
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL USD TERM LOAN
G5080AAF9
5200000.000000
PA
USD
5211918.400000
0.7205120
Long
LON
CORP
LU
N
2
2028-05-05
Floating
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
1089202.550000
PA
USD
972065.900000
0.1343815
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.81156
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
1017628.940000
PA
USD
744413.580000
0.1029101
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
2.73666
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
630984.790000
PA
USD
647692.380000
0.0895390
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.26566
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
78713.840000
PA
USD
65881.910000
0.0091077
Long
ABS-MBS
CORP
US
N
2
2045-05-12
Fixed
5.623
Y
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
423584.000000
NS
USD
13211584.960000
1.8264111
Long
EC
CORP
US
N
1
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2
466247F57
191335.470000
PA
USD
158875.830000
0.0219635
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.68499
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST-2005-S2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16
466247VJ9
63848.350000
PA
USD
59222.150000
0.0081871
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
92638.310000
PA
USD
92071.040000
0.0127282
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.87778
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
942UCF009
1154.830000
NS
USD
0.000000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
3270200.000000
PA
USD
3272754.030000
0.4524358
Long
LON
CORP
LU
N
2
2026-12-04
Floating
4.884
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
2654529.220000
PA
3762276.680000
0.5201090
Long
DBT
CORP
JE
N
2
2022-06-30
Fixed
3.95
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 06/29 4.75
505742AP1
1100000.000000
PA
USD
1097250.000000
0.1516873
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.75
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
367268.150000
PA
USD
123402.100000
0.0170595
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
252879.830000
PA
USD
110382.050000
0.0152596
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 MAKE WHOLE TL
N5200EAC5
87712.670000
PA
USD
57013.240000
0.0078817
Long
LON
CORP
US
N
3
2024-06-30
Floating
3.092
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
769866.820000
PA
USD
345958.900000
0.0478264
Long
LON
CORP
US
N
2
2025-06-30
Floating
1.092
N
N
N
N
N
N
LEHMAN MORTGAGE TRUST 2007-6
N/A
LEHMAN MORTGAGE TRUST LMT 2007 6 1A11
52521NAJ9
332120.780000
PA
USD
328450.710000
0.0454061
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
1783976.360000
PA
USD
939457.290000
0.1298735
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
961535.460000
PA
USD
995424.100000
0.1376106
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.79
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
53248.000000
NS
USD
127.800000
0.0000177
Long
EC
CORP
US
Y
3
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
1230191.250000
PA
USD
1180121.480000
0.1631437
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.30925
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
6988018.960000
0.9660458
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
3495407.020000
0.4832161
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
11635329.070000
1.6085045
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
LONG BEACH MORTGAGE LOAN TR 2006-WL3
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4
542514SW5
3334386.680000
PA
USD
3182735.440000
0.4399914
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.68925
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
63782.500000
0.0088175
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4
N
N
N
N
N
N
MAGNETITE VII LTD 2012-7A
N/A
MAGNETITE CLO LTD MAGNE 2012 7A SUB 144A
55952XAC3
5650000.000000
PA
USD
2722126.950000
0.3763154
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Variable
0
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
887901.870000
0.1227464
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
1202665.210000
0.1662602
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
46377.560000
0.0064114
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.625
N
N
N
N
N
N
MASTR ASSET SECURITIZATION TR 2007-1
N/A
MASTR ASSET SECURITIZATION TRU MASTR 2007 1 1A4
55292AAD0
357696.530000
PA
USD
160986.370000
0.0222553
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.5
Y
N
N
N
N
N
MAUSER PACKAGING SOLUTIONS HOLDING COMPANY
549300DNGHXL0OMHW304
BWAY HLDG CO TERM LOAN
05604XAP1
897662.340000
PA
USD
870412.000000
0.1203285
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.342
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75
58547DAE9
1900000.000000
PA
USD
1972618.000000
0.2727009
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
437328.380000
PA
USD
294940.910000
0.0407736
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.40925
N
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
59020U5W1
1214670.500000
PA
USD
779936.770000
0.1078209
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.73181
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
2436341.040000
0.3368075
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
3800307.000000
0.5253664
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
1700000.000000
PA
USD
1791672.500000
0.2476865
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
1308000.000000
0.1808220
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.5
N
N
N
N
N
N
MOHEGAN GAMING & ENTERTAINMENT
549300UB083Z2NRDHC48
MOHEGAN GAMING + ENT SECURED 144A 02/26 8
608328BH2
1400000.000000
PA
USD
1459416.000000
0.2017543
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
490334.720000
PA
USD
317157.860000
0.0438449
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
59627.210000
PA
USD
59239.630000
0.0081895
Long
LON
CORP
US
N
2
2026-10-19
Floating
2.842
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
5990000.000000
PA
USD
7091710.750000
0.9803804
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR
780097BQ3
2400000.000000
PA
USD
2673000.000000
0.3695239
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
46685.040000
0.0064539
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
96250.000000
PA
USD
96236.620000
0.0133041
Long
LON
CORP
US
N
2
2024-09-26
Floating
3.592
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/26 10.25
62886HAY7
3845000.000000
PA
USD
4397718.750000
0.6079545
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
4063517.200000
0.5617534
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25
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
7249208.000000
1.0021534
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
67391.210000
0.0093164
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125
N
N
N
N
N
N
NGD HOLDINGS BV
984500ED2ABF0UF46690
NGD HOLDINGS BV SR SECURED 12/26 6.75
ACI1XVPP6
395990.080000
PA
USD
381774.040000
0.0527776
Long
DBT
CORP
NL
N
2
2026-12-31
Fixed
6.75
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
654744AD3
10500000.000000
PA
USD
12003093.060000
1.6593454
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81
N
N
N
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE FINANCE CO SECURED 02/28 11
65505JAC5
29827.000000
PA
USD
32809.700000
0.0045357
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11
N
N
Y
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE FINANCE CO SECURED 144A 02/28 11
65505JAA9
21309.000000
PA
USD
23439.900000
0.0032404
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11
N
N
Y
N
N
N
NOMURA ASSET ACCEPTANCE CORP 2005-AP2
N/A
NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5
65535VLL0
8224.400000
PA
USD
5514.500000
0.0007623
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.476
Y
N
N
N
N
N
ADAGIO VI CLO DAC VI-A
N/A
ADAGIO CLO ADAGI VI A SUB 144A
ACI0YQYN3
1800000.000000
PA
1258301.970000
0.1739516
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
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
15983170.590000
2.2095639
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.75
N
N
N
N
N
N
NOVELIS CORPORATION
549300G5F3W3B52WYL23
NOVELIS CORP SR UNSECURED 144A 08/31 3.875
670001AH9
400000.000000
PA
USD
405016.000000
0.0559907
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.875
N
N
N
N
N
N
NOVELIS CORPORATION
549300G5F3W3B52WYL23
NOVELIS CORP SR UNSECURED 144A 11/26 3.25
670001AG1
800000.000000
PA
USD
813028.000000
0.1123956
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25
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
5003.310000
PA
USD
4977.540000
0.0006881
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
243393.000000
PA
USD
132040.700000
0.0182537
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
709455.710000
PA
USD
697047.330000
0.0963620
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
7750518.000000
PA
USD
1913370.380000
0.2645103
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
9635.650000
0.0013321
Long
DBT
CORP
KY
N
2
2021-09-06
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
5518.590000
0.0007629
Long
DBT
CORP
KY
N
2
2021-09-06
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
16387754.900000
2.2654949
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.8
N
N
N
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI SA COMPANY GUAR 07/25 VAR
P7354PAA2
4000000.000000
PA
USD
3957000.000000
0.5470281
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10
N
N
Y
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
144385.000000
0.0199602
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
131000.000000
PA
USD
140673.040000
0.0194471
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
OWL ROCK CAPITAL CORPORATION
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP SR UNSECURED 01/27 2.625
69121KAF1
1700000.000000
PA
USD
1721859.230000
0.2380352
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.625
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
1959000.000000
PA
USD
1979084.940000
0.2735949
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
1492000.000000
PA
USD
1537698.260000
0.2125763
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
25654.350000
0.0035465
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 04/42 4.45
694308GZ4
370000.000000
PA
USD
370057.740000
0.0511579
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
694308HD2
18000.000000
PA
USD
18236.520000
0.0025211
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
1507963.990000
0.2084657
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
694308JM0
4310500.000000
PA
USD
4605888.220000
0.6367325
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
2906554.230000
0.4018112
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
4870384.190000
0.6732973
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75
694308HA8
22000.000000
PA
USD
20251.160000
0.0027996
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
21485.400000
0.0029702
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
7491.130000
0.0010356
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/50 4.5
698299BH6
1600000.000000
PA
USD
1827232.000000
0.2526023
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.5
N
N
N
N
N
N
PAREXEL INTERNATIONAL CORPORATION
549300GCZVUYB6P2OA17
PAREXEL INTL CORP TERM LOAN B
69946EAT8
3341643.450000
PA
USD
3334923.410000
0.4610303
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.842
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GA SR UNSECURED 144A 07/29 4.125
707569AV1
2700000.000000
PA
USD
2665467.000000
0.3684826
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.125
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FIN SVCS INC COMPANY GUAR 144A 02/29 4.25
70932MAB3
300000.000000
PA
USD
290812.500000
0.0402028
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25
N
N
N
N
N
N
PERRIGO RX (PADAGIS LLC)
N/A
PADAGIS LLC TERM LOAN B
69526PAC8
7900000.000000
PA
USD
7924687.500000
1.0955338
Long
LON
CORP
US
N
3
2028-07-06
Floating
5.25
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
100000.000000
PA
160850.900000
0.0222365
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
2515007.000000
0.3476825
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
85076.000000
0.0117612
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
2642458.500000
0.3653018
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
2553144.500000
0.3529547
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
2257940.000000
0.3121447
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
287584.000000
0.0397565
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
680857.500000
0.0941239
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
3068363.500000
0.4241802
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
44767.000000
0.0061887
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
377707.170000
0.0522154
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
7121423.640000
0.9844880
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75
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
2162380.000000
0.2989342
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
112005.000000
PA
USD
110937.480000
0.0153363
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.6284
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
7900000.000000
PA
USD
8497437.500000
1.1747125
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 144A REGS 04/25 VAR
ACI11ZNP4
8450000.000000
PA
43958.810000
0.0060770
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.875
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
1844511.470000
0.2549911
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.875
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/35 FIXED OID 8
74514LE86
3500000.000000
PA
USD
2992500.000000
0.4136926
Long
DBT
MUN
PR
N
2
2035-07-01
Fixed
8
Y
Y
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25
74730DAC7
1300000.000000
PA
USD
1317388.800000
0.1821200
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/41 3.125
74730DAE3
2100000.000000
PA
USD
2181855.900000
0.3016266
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.125
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3
74730DAD5
1700000.000000
PA
USD
1765567.300000
0.2440776
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.3
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
2144920.000000
0.2965205
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
3072219.080000
0.4247132
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
N
N
N
N
N
N
RE/MAX LLC
549300GN7WEUE9HKXH55
RE/MAX INTERNATIONAL, INC. 2021 TERM LOAN B
75523KAK1
1400000.000000
PA
USD
1398250.000000
0.1932985
Long
LON
CORP
US
N
3
2028-07-21
Floating
3
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
1537289.380000
PA
USD
1710943.890000
0.2365263
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.8
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2004-QA6
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1
76110HG94
560744.240000
PA
USD
294726.840000
0.0407440
Long
ABS-MBS
CORP
US
N
2
2034-12-26
Floating
3.34293
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2006-QS10
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15
751155AQ5
206026.880000
PA
USD
206147.820000
0.0284985
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
2561531.740000
PA
USD
1487285.010000
0.2056070
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
1358019.360000
PA
USD
781620.400000
0.1080537
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
838704.820000
PA
USD
520033.470000
0.0718911
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
395893.380000
PA
USD
365082.900000
0.0504702
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.27086
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTGE SEC 2005-SA4
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31
76111XYF4
460702.890000
PA
USD
331786.840000
0.0458673
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
4.70333
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 01/28 3.875
68245XAH2
5200000.000000
PA
USD
5251506.000000
0.7259847
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.875
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
1992010.000000
0.2753817
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
492404.090000
PA
USD
548351.040000
0.0758058
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
1025841.850000
PA
USD
1142398.000000
0.1579287
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
430275.360000
PA
USD
508581.170000
0.0703079
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
235975.000000
PA
USD
273074.990000
0.0377507
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625
77578JAB4
1500000.000000
PA
USD
1513320.000000
0.2092061
Long
DBT
CORP
GB
N
2
2025-10-14
Fixed
3.625
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75
ACI1S61G3
600000.000000
PA
912629.270000
0.1261647
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5
780153AZ5
2491000.000000
PA
USD
2855308.750000
0.3947269
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.5
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE BUYER LLC 2021 DELAYED DRAW TERM LOAN
75774EAH8
939317.770000
PA
USD
936774.100000
0.1295026
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.5
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE BUYER LLC 2021 TERM LOAN
75774EAG0
2400000.000000
PA
USD
2393500.800000
0.3308851
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.5
N
N
N
N
N
N
RZD CAPITAL PUBLIC LIMITED COMPANY
635400VKMH1VQDFMW392
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
B3SXQ5II3
1300000.000000
PA
2410087.790000
0.3331781
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
2810503.910000
0.3885329
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
8.406
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
471000.000000
PA
USD
685973.300000
0.0948311
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
5811000.000000
PA
USD
6800177.480000
0.9400780
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
6010488.390000
0.8309089
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
3142006.100000
0.4343608
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
N
N
N
N
N
N
SASOL FINANCING LTD
378900A5BC68CC18C276
SASOL LTD REVOLVER
937HWVII0
4781597.700000
PA
USD
4540479.320000
0.6276902
Long
LON
CORP
ZA
N
3
2022-11-23
Floating
0.6645
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
974000.000000
PA
USD
1394932.860000
0.1928399
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
400000.000000
PA
479028.890000
0.0662225
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 05/26 7.5
02154CAE3
2600000.000000
PA
USD
2707952.000000
0.3743558
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.5
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4
81725WAK9
800000.000000
PA
USD
823220.000000
0.1138045
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 2ND LIEN TERM LOAN
81733HAF3
93824.020000
PA
USD
92768.500000
0.0128246
Long
LON
CORP
US
N
2
2024-04-28
Fixed
11.75
N
N
Y
N
N
N
SITKA HOLDINGS LLC
N/A
SITKA HOLDINGS L SR SECURED 144A 07/26 VAR
82987VAA4
459000.000000
PA
USD
461898.080000
0.0638542
Long
DBT
CORP
KY
N
2
2026-07-06
Floating
4.64242
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B
24736CBS2
400000.000000
PA
USD
423050.000000
0.0584838
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.75
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2013-M1
N/A
SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A
78447T103
1445.000000
PA
USD
1423507.170000
0.1967901
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
1724684.170000
0.2384258
Long
ABS-O
CORP
US
N
3
2042-01-25
Fixed
0
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED REGS 07/24 4.875
ACI0W96J3
100000.000000
PA
120107.760000
0.0166041
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
401823.960000
0.0555494
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
519795.910000
0.0718582
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
227624.000000
0.0314675
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
653667.000000
0.0903650
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
651200.000000
0.0900239
Long
ABS-O
CORP
US
N
3
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
417397.830000
0.0577024
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
415803.480000
0.0574820
Long
ABS-O
CORP
US
N
3
2040-09-25
Fixed
0
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2021 TERM LOAN
83600VAE1
152447.000000
PA
USD
151811.750000
0.0209869
Long
LON
CORP
US
N
2
2026-12-11
Floating
3.25
N
N
N
N
N
N
SOUND UNITED (DEI SALES INC)
5493000ZI2GDB6NYME53
DEI SALES INC 2021 TERM LOAN B
23319HAJ9
5100000.000000
PA
USD
5061750.000000
0.6997523
Long
LON
CORP
US
N
3
2028-04-23
Floating
6.25
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75
836205BB9
1200000.000000
PA
USD
1220796.000000
0.1687667
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
70000.000000
NS
USD
64213.450000
0.0088771
Long
EP
CORP
US
N
2
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1A 144A
83743SAN6
11762418.880000
PA
USD
1564001.790000
0.2162125
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
0.762
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
50359.660000
0.0069619
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 06/23 3.95
85205TAJ9
3142000.000000
PA
USD
3199027.300000
0.4422436
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95
N
N
N
N
N
N
SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)
N/A
AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR
00846NAA5
1800000.000000
PA
USD
1137905.280000
0.1573076
Long
DBT
CORP
US
N
2
2067-01-15
Floating
1.87613
N
N
N
N
N
N
STARS GROUP HOLDINGS BV (AKA: AMAYA HOLDINGS BV)
549300RNFXC8F8RT6R13
STARS GROUP HLDGS BV TERM LOAN B
N8233BAC6
8800000.000000
PA
USD
8768830.400000
1.2122307
Long
LON
CORP
NL
N
2
2026-07-21
Floating
2.3973
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
1606157.810000
PA
USD
1148309.520000
0.1587459
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.98194
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
86361QAD6
1454816.680000
PA
USD
1404884.170000
0.1942156
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.90895
Y
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
5562825.710000
PA
USD
5451569.200000
0.7536421
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.592
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
2207530.500000
0.3051760
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
2196600.000000
0.3036649
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
132654.740000
PA
USD
124309.200000
0.0171849
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.36946
Y
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
13736986.070000
PA
USD
13597047.390000
1.8796987
Long
LON
CORP
US
N
2
2023-03-09
Floating
6
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC SECOND LIEN TERM LOAN
87164GAN3
1007000.000000
PA
USD
997937.000000
0.1379580
Long
LON
CORP
US
N
2
2024-03-11
Floating
10
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2005-1A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2005 1A A1A 144A
87330PAA0
1806179.900000
PA
USD
1612015.560000
0.2228501
Long
ABS-CBDO
CORP
KY
N
2
2035-07-05
Floating
0.60788
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
87331BAA0
296255.720000
PA
USD
257001.840000
0.0355287
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.55638
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
87331BAB8
5851050.290000
PA
USD
5075786.130000
0.7016927
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.55638
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A
87331AAA2
4010355.220000
PA
USD
3438879.600000
0.4754015
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.53638
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A
87331AAB0
742658.380000
PA
USD
636829.560000
0.0880373
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.53638
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
9298585.380000
PA
USD
9011882.100000
1.2458310
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75
N
N
N
N
N
N
TESCO PROPERTY FIN 2 PLC
2138008F9VZUZWUBZD27
TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517
B41QB0II2
2223439.920000
PA
4176219.340000
0.5773337
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
615026.620000
PA
1140647.750000
0.1576867
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
1379267.500000
0.1906743
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
1925214.510000
0.2661477
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
129663.470000
0.0179251
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6
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
2407361.250000
0.3328012
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
THYSSENKRUPP ELEVATOR (VERTICAL MIDCO GMBH)
254900K869UN2ZWVB351
TK ELEVATOR TOPCO GMBH EUR 1ST LIEN TERM LOAN B
937EHYII8
6900000.000000
PA
8193650.240000
1.1327160
Long
LON
CORP
DE
N
2
2027-07-31
Floating
4.625
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
5194184.310000
0.7180604
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
785000.000000
PA
USD
835679.910000
0.1155270
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
2101901.000000
PA
USD
2318875.430000
0.3205686
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
12280477.000000
PA
USD
14343213.860000
1.9828511
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 11/27 5.5
893647BL0
116000.000000
PA
USD
119915.000000
0.0165774
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
53627.490000
0.0074136
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
98973.740000
0.0136824
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
59101.950000
0.0081704
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
110200.000000
PA
USD
108965.760000
0.0150638
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
111427.590000
0.0154041
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO SR SECURED 04/27 6
98310WAN8
644000.000000
PA
USD
699136.060000
0.0966508
Long
DBT
CORP
US
N
2
2027-04-01
Variable
6
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SECURED 144A 09/24 6.25
896818AQ4
70000.000000
PA
USD
70628.250000
0.0097639
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 04/29 7.625
900123CT5
500000.000000
PA
USD
552403.500000
0.0763660
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
1732112.000000
0.2394526
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
1334399.490000
0.1844716
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83
904678AG4
4160000.000000
PA
USD
4806997.850000
0.6645345
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
432272.000000
0.0597586
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
2276571.850000
PA
3558317.040000
0.4919130
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
3524405.000000
PA
USD
3927944.440000
0.5430114
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.875
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC SR SECURED 144A 04/26 4.375
90932LAG2
2100000.000000
PA
USD
2163273.000000
0.2990577
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796C31
1800000.000000
PA
USD
1799532.760000
0.2487731
Long
DBT
UST
US
N
2
2022-01-27
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/21 0.00000
912796J91
2666000.000000
PA
USD
2665984.400000
0.3685541
Long
DBT
UST
US
N
2
2021-08-10
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/21 0.00000
912796K40
1000000.000000
PA
USD
999965.760000
0.1382384
Long
DBT
UST
US
N
2
2021-08-31
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 10/21 0.00000
9127964V8
5800000.000000
PA
USD
5799521.500000
0.8017441
Long
DBT
UST
US
N
2
2021-10-07
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 11/21 0.00000
9127964W6
6300000.000000
PA
USD
6299259.750000
0.8708295
Long
DBT
UST
US
N
2
2021-11-04
None
0
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 12/24 7.125
20341WAE5
1148000.000000
PA
USD
1182193.180000
0.1634301
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
7.125
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
15869817.600000
2.1938936
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC TERM LOAN
914908BC1
3715010.900000
PA
USD
3714015.280000
0.5134372
Long
LON
CORP
US
N
2
2026-03-15
Floating
4
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
571000.000000
PA
USD
580958.240000
0.0803135
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125
N
N
N
N
N
N
US LBM (LBM ACQUISITION LLC)
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC 2021 INCREMENTAL DDTL B2
50179JAG3
865260.550000
PA
USD
854985.580000
0.1181959
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.5
N
N
N
N
N
N
US LBM (LBM ACQUISITION LLC)
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC 2021 INCREMENTAL TERM LOAN B2
50179JAF5
1730521.090000
PA
USD
1709971.150000
0.2363918
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.5
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
447037.500000
PA
USD
448294.570000
0.0619737
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.125
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC 2021 TERM LOAN B
90290PAQ7
4300000.000000
PA
USD
4321500.000000
0.5974178
Long
LON
CORP
US
N
2
2026-06-26
Floating
6.5
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
69000.000000
PA
USD
75042.680000
0.0103741
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SR SECURED 04/28 8.25
000000000
17000.000000
PA
USD
17565.080000
0.0024283
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SR SECURED 144A 04/28 8.25
91889FAA9
14000.000000
PA
USD
14465.360000
0.0019997
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25
N
N
Y
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
53000.000000
PA
USD
74014.770000
0.0102320
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
58066.660000
0.0080273
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
110000000.000000
PA
13646403.690000
1.8865218
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
2.76247
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
315000.000000
PA
USD
33547.500000
0.0046377
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
2954.000000
0.0004084
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
1165556.090000
0.1611301
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR UNSECURED 144A 02/24 10.5
92346LAA1
2644000.000000
PA
USD
2703952.700000
0.3738029
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
10.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
6375000.000000
PA
USD
7403032.500000
1.0234185
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 FINAN SR SECURED 144A 01/31 4.25
92858RAA8
2000000.000000
PA
USD
1985160.000000
0.2744348
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
2187075.000000
0.3023481
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
000000000
2502000.000000
PA
USD
2301840.000000
0.3182136
Long
DBT
CORP
US
N
2
2026-05-09
Fixed
8.5
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2
92925VAJ9
345773.390000
PA
USD
343873.570000
0.0475382
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.09164
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
654062.890000
PA
USD
651255.650000
0.0900316
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
2.87809
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
616066.340000
PA
USD
622167.430000
0.0860104
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.05108
Y
N
N
N
N
N
WARNER MUSIC (WMG ACQUISITION CORP)
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 02/31 3
92933BAR5
3853000.000000
PA
USD
3737679.710000
0.5167086
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3
N
N
N
N
N
N
APIDOS CDO 2014-18A
N/A
APIDOS CLO APID 2014 18A SUB 144A
03765EAE8
1500000.000000
PA
USD
525.000000
0.0000726
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Fixed
0
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR12
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
93363NAM7
495020.810000
PA
USD
480351.610000
0.0664053
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.26673
Y
N
N
N
N
N
APIDOS CLO 2017-28A
N/A
APIDOS CLO APID 2017 28A SUB 144A
03766YAB9
4500000.000000
PA
USD
2576118.690000
0.3561308
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
0
N
N
N
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
549300E0AN7M2AQHSY29
APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625
03762UAD7
4800000.000000
PA
USD
4716480.000000
0.6520211
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.625
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WOLVERINE ESCROW LLC SR SECURED 144A 11/26 9
97789LAB2
400000.000000
PA
USD
387478.000000
0.0535662
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
9
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
4350098.510000
PA
USD
935271.180000
0.1292948
Long
LON
CORP
US
N
3
2029-03-15
Fixed
15
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS
96106JAB5
258585.340000
PA
USD
249534.850000
0.0344965
Long
LON
CORP
US
N
3
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
2820449.930000
PA
USD
2834199.620000
0.3918087
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
8710712.400000
1.2041963
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
5723894.960000
0.7912893
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.59554
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
4023250.000000
0.5561868
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
1658096.000000
0.2292204
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
1026400.000000
0.1418928
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
202285.000000
0.0279645
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
ARBYS RESTAURANT (IRB HOLDING CORP)
549300HVW4WNWYBXN830
IRB HOLDING CORP. 2020 TERM LOAN B
44988LAF4
932981.140000
PA
USD
928649.310000
0.1283794
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC SR UNSECURED 03/31 3.625
988498AN1
2700000.000000
PA
USD
2757375.000000
0.3811882
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.625
N
N
N
N
N
N
ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP
N/A
ZI TECH LLC/ZI FIN CORP COMPANY GUAR 144A 02/29 3.875
98981BAA0
300000.000000
PA
USD
300928.500000
0.0416013
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.875
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
3168000.000000
PA
USD
3168000.000000
0.4379543
Long
RA
US
N
2
Repurchase
N
0.0000001
2021-08-02
2850000.000000
USD
3231371.890000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-21791029.610000
PA
USD
-21797668.610000
-3.0133784
Short
RA
US
N
2
Reverse repurchase
N
0.4570000
2022-01-07
24600000.000000
USD
25252822.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1651537.000000
PA
USD
-1653175.690000
-0.2285402
Short
RA
US
N
2
Reverse repurchase
N
0.3800000
2021-08-03
1562000.000000
USD
1784370.680000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-8959521.230000
PA
USD
-8961138.920000
-1.2388161
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-20
9096000.000000
USD
10228606.840000
USD
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2023097.000000
PA
-2399519.330000
-0.3317171
Short
RA
LU
N
2
Reverse repurchase
N
-0.3000000
2021-10-14
2070000.000000
EUR
2266650.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REPO
000000000
15200000.000000
PA
USD
15200000.000000
2.1012959
Long
RA
US
N
2
Repurchase
N
0.0400000
2021-08-02
13100776.500000
USD
15477921.960000
USD
UST
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-200367.000000
PA
-278547.460000
-0.0385073
Short
RA
GB
N
2
Reverse repurchase
N
0.3500000
2021-10-19
200000.000000
GBP
224579.000000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-9504056.500000
PA
USD
-9506348.040000
-1.3141875
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2021-08-06
9591000.000000
USD
10179887.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-4385770.000000
PA
USD
-4386691.010000
-0.6064300
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2021-08-10
4100000.000000
USD
4682339.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-2404332.220000
PA
USD
-2405574.460000
-0.3325542
Short
RA
US
N
2
Reverse repurchase
N
0.3100000
2021-09-03
2181000.000000
USD
2550646.790000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-8280037.980000
PA
USD
-8281084.480000
-1.1448032
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-01-20
8000000.000000
USD
8838432.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-384489.880000
PA
USD
-384822.570000
-0.0531991
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-08-09
392000.000000
USD
405645.880000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-555368.000000
PA
USD
-555724.360000
-0.0768251
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-08-31
558500.000000
USD
583135.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-4118207.090000
PA
USD
-4121294.510000
-0.5697407
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2023-04-16
3714070.190000
USD
4432465.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-907390.190000
PA
USD
-907728.440000
-0.1254872
Short
RA
US
N
2
Reverse repurchase
N
0.2200000
2023-06-02
856485.000000
USD
954404.020000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1182876.530000
PA
USD
-1183438.400000
-0.1636023
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-02
1400000.000000
USD
1396500.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2031523.600000
PA
USD
-2032759.000000
-0.2810150
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-08-06
2300000.000000
USD
2298242.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-413962.500000
PA
USD
-414364.960000
-0.0572831
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-08-06
700000.000000
USD
517083.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2566190.490000
PA
USD
-2568409.140000
-0.3550650
Short
RA
US
N
2
Reverse repurchase
N
0.5763800
2021-08-06
3000000.000000
USD
3065302.800000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1820178.310000
PA
USD
-1822066.750000
-0.2518882
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-11
2110000.000000
USD
2199284.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-9204320.990000
PA
USD
-9210997.260000
-1.2733573
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-31
9684100.000000
USD
10802577.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-6707957.220000
PA
USD
-6710981.120000
-0.9277472
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-03
7444000.000000
USD
7757720.560000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-13402505.000000
PA
USD
-13411719.220000
-1.8540783
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-03
15349000.000000
USD
15848580.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4153476.540000
PA
USD
-4155391.970000
-0.5744545
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-07
4300000.000000
USD
4774222.610000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-5783711.770000
PA
USD
-5791621.710000
-0.8006520
Short
RA
US
N
2
Reverse repurchase
N
0.5600000
2021-09-10
6821000.000000
USD
7028372.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2235093.900000
PA
USD
-2235624.730000
-0.3090598
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-17
2594000.000000
USD
2553144.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3871963.610000
PA
USD
-3872924.070000
-0.5354052
Short
RA
US
N
2
Reverse repurchase
N
0.4700000
2021-09-17
4100000.000000
USD
4458385.340000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-9616643.620000
PA
USD
-9621451.940000
-1.3300998
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-24
11100000.000000
USD
11833821.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-584511.000000
PA
USD
-584624.650000
-0.0808204
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-19
471000.000000
USD
685273.550000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-890375.000000
PA
USD
-890511.030000
-0.1231071
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-24
1000000.000000
USD
1045243.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2258575.980000
PA
USD
-2259046.520000
-0.3122977
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2022-02-03
2600000.000000
USD
2656595.760000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1865616.290000
PA
USD
-1866784.890000
-0.2580702
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-10
2100000.000000
USD
2163273.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-10778932.780000
PA
USD
-10779813.060000
-1.4902353
Short
RA
US
N
2
Reverse repurchase
N
0.4200000
2022-01-26
10404477.000000
USD
11760402.580000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-1841092.760000
PA
USD
-1842909.300000
-0.2547696
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2022-02-04
2000000.000000
USD
2144920.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-17062744.930000
PA
USD
-17070423.150000
-2.3598691
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-03-09
18306000.000000
USD
18909967.510000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-752423.670000
PA
USD
-752397.540000
-0.1040138
Short
RA
US
N
2
Reverse repurchase
N
-0.0500000
2023-07-06
100000000.000000
ARS
88827558.000000
ARS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1517195.220000
PA
USD
-1518733.480000
-0.2099545
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-08-24
1600000.000000
USD
1732112.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-17040227.990000
PA
USD
-17050104.700000
-2.3570602
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-08-27
16705289.380000
USD
18379732.560000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1450291.000000
PA
USD
-1451016.150000
-0.2005930
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-09-03
1500000.000000
USD
1593066.490000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2520184.930000
PA
USD
-2520478.950000
-0.3484390
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-09-22
2550000.000000
USD
2622598.020000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5472776.290000
PA
USD
-5474235.680000
-0.7567756
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-10-01
5448000.000000
USD
5708109.180000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5024854.000000
PA
USD
-5029475.930000
-0.6952906
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2023-03-22
4896000.000000
USD
5883333.550000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-2181767.500000
PA
USD
-2183403.830000
-0.3018406
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-02
2028000.000000
USD
2344895.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-2215590.000000
PA
USD
-2215590.000000
-0.3062901
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2021-09-02
2028000.000000
USD
2344895.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1626061.000000
PA
USD
-1628183.920000
-0.2250853
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-08-03
1790000.000000
USD
1897847.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2781992.720000
PA
USD
-2782920.050000
-0.3847196
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-05
2918000.000000
USD
3063900.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6287889.140000
PA
USD
-6292212.060000
-0.8698552
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-13
6000000.000000
USD
7638000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1298897.220000
PA
USD
-1299546.670000
-0.1796534
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-20
1500000.000000
USD
1511445.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2779681.000000
PA
USD
-2779785.240000
-0.3842863
Short
RA
US
N
2
Reverse repurchase
N
0.2700000
2021-08-30
2689677.500000
USD
2997179.180000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6596435.000000
PA
USD
-6600411.180000
-0.9124616
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-09-01
6400000.000000
USD
7309017.920000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-14866607.730000
PA
USD
-14876319.180000
-2.0565492
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-02
16288000.000000
USD
17293460.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-9214644.490000
PA
USD
-9217408.880000
-1.2742436
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-28
9455000.000000
USD
10534497.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5592123.390000
PA
USD
-5593507.440000
-0.7732641
Short
RA
US
N
2
Reverse repurchase
N
0.3300000
2021-10-06
5255000.000000
USD
6032448.170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-10621954.440000
PA
USD
-10623550.710000
-1.4686331
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-21
12097000.000000
USD
12423018.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-506487.330000
PA
USD
-506572.450000
-0.0700302
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-02
571000.000000
USD
581049.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-12165731.000000
PA
USD
-12166759.150000
-1.6819711
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-27
13700000.000000
USD
14246362.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-9742856.640000
PA
USD
-9743566.270000
-1.3469813
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-26
10700000.000000
USD
11237714.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-21144901.330000
PA
USD
-21179327.530000
-2.9278970
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2022-03-25
23832000.000000
USD
25377918.520000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1051207.780000
PA
USD
-1052193.290000
-0.1454585
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-19
1006000.000000
USD
1163197.560000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-7539612.000000
PA
USD
-7546114.920000
-1.0431987
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-26
7991000.000000
USD
8670231.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-638981.000000
PA
USD
-639068.860000
-0.0883469
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-01
745000.000000
USD
748799.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1319688.200000
PA
USD
-1320079.360000
-0.1824919
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-02
1546000.000000
USD
1539322.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4622491.670000
PA
USD
-4623711.490000
-0.6391964
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-12
5190000.000000
USD
6144570.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2467589.630000
PA
USD
-2468172.260000
-0.3412079
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-14
2954000.000000
USD
3072219.080000
USD
CDS
N
N
N
ARGENT SECURITIES INC. 2006-W2
N/A
ARGENT SECURITIES INC. ARSI 2006 W2 A2B
040104RV5
3360746.130000
PA
USD
2293239.400000
0.3170246
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.46925
N
N
N
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-33856.530000
-0.0046804
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
868285.830000
USD
3388659.090000
PEN
2021-10-19
-33856.530000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
220.070000
0.0000304
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
8778.120000
USD
660046.000000
RUB
2021-08-20
220.070000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-129.810000
-0.0000179
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
12584.720000
USD
918428.000000
RUB
2021-09-20
-129.810000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-136.530000
-0.0000189
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
12570.600000
USD
916891.000000
RUB
2021-09-20
-136.530000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
1321.920000
0.0001827
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
56126.130000
USD
4214000.000000
RUB
2021-08-20
1321.920000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 10/21 0.00000
ACI1XMP76
18070000.000000
PA
96800.170000
0.0133820
Long
DBT
NUSS
AR
N
2
2021-10-29
None
0
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
34422.450000
0.0047587
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3388659.090000
PEN
868775.560000
USD
2021-08-11
34422.450000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
3408.070000
0.0004711
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
893000.000000
EUR
1062728.850000
USD
2021-08-03
3408.070000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
3626146.000000
PA
USD
1223824.280000
0.1691853
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
2594.480000
0.0003587
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
1183000.000000
EUR
1405927.600000
USD
2021-08-03
2594.480000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-4181.790000
-0.0005781
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
4136000.000000
EUR
4902146.020000
USD
2021-08-03
-4181.790000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
3741000.000000
PA
USD
1178415.000000
0.1629078
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
31599.650000
0.0043684
N/A
DFE
PE
N
2
BNP Paribas S.A.
N/A
1285164.000000
PEN
348000.000000
USD
2021-08-04
31599.650000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
155375.610000
0.0214796
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
159850.530000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
95761.950000
0.0132384
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
102335.290000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
61630000.000000
PA
167889.870000
0.0232096
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
11605082.000000
PA
USD
4595612.470000
0.6353119
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
040114HX1
682947.000000
PA
USD
262934.600000
0.0363489
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
CAYENNE AVIATION LLC
N/A
VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
942UCF900
6929.000000
NS
USD
2125172.170000
0.2937905
Long
EP
CORP
US
N
3
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
040114HS2
390841.000000
PA
USD
142461.540000
0.0196943
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
040114HT0
299987.000000
PA
USD
97795.760000
0.0135196
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
5511585.000000
PA
USD
2071322.540000
0.2863462
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
040114HW3
114993.000000
PA
USD
38752.640000
0.0053573
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA UNSECURED 10/22 VAR
P0761DAQ6
58000.000000
PA
242.530000
0.0000335
Long
DBT
NUSS
AR
N
2
2022-10-04
Floating
34.0688
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
13389.430000
0.0018510
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
266381.850000
USD
5570683.880000
MXN
2021-08-05
13389.430000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-71321.490000
-0.0098597
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
709876.690000
USD
2593534.500000
PEN
2021-08-18
-71321.490000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-142691.060000
-0.0197261
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1494132.870000
USD
5492283.030000
PEN
2021-12-09
-142691.060000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-8760.060000
-0.0012110
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
325160.410000
USD
1285164.000000
PEN
2021-08-04
-8760.060000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-29447.770000
-0.0040710
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1143173.700000
USD
4523309.710000
PEN
2021-08-11
-29447.770000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-14957.540000
-0.0020678
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
534476.900000
USD
2109794.100000
PEN
2021-10-19
-14957.540000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
196.680000
0.0000272
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8006.540000
USD
601733.000000
RUB
2021-08-20
196.680000
N
N
N
2021-09-01
PIMCO Income Strategy Fund II
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer