0001296250-22-000009.txt : 20220325
0001296250-22-000009.hdr.sgml : 20220325
20220325104008
ACCESSION NUMBER: 0001296250-22-000009
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220325
PERIOD START: 20220731
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: 22768903
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212 739-4000
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO Floating Rate Strategy Fund
DATE OF NAME CHANGE: 20040701
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BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR
ACI0ZY1X9
2100000.000000
PA
1803053.540000
0.2582471
Long
DBT
CORP
IT
N
2
2028-01-18
Floating
5.375
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
2102000.000000
PA
1889371.200000
0.2706102
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
1541000.000000
PA
1529620.580000
0.2190840
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
N/A
N/A
IRS USD 0.25000 12/18/20-2Y CME
000000000
1.000000
NC
USD
733799.920000
0.1051004
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
660391.950000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR
ACI1R35P7
1000000.000000
PA
915364.870000
0.1311056
Long
DBT
CORP
IT
N
2
2030-09-10
Floating
8.5
N
N
N
N
N
N
N/A
N/A
IRS USD 0.75000 06/16/21-10Y LCH
000000000
1.000000
NC
USD
3564180.190000
0.5104891
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
424026.840000
N
N
N
N/A
N/A
IRS USD 1.16000 04/12/21-10Y CME
000000000
1.000000
NC
USD
156415.170000
0.0224030
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
156415.170000
N
N
N
N/A
N/A
IRS USD 1.25000 12/16/20-30Y CME
000000000
1.000000
NC
USD
388371.880000
0.0556256
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
155414.420000
N
N
N
N/A
N/A
IRS USD 1.35000 01/20/22-5Y CME
000000000
1.000000
NC
USD
128009.700000
0.0183345
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-01-20
0.000000
USD
0.000000
USD
8100000.000000
USD
128009.700000
N
N
N
N/A
N/A
IRS USD 1.36000 02/15/22-5Y CME
000000000
1.000000
NC
USD
90235.740000
0.0129243
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-16
0.000000
USD
0.000000
USD
5430000.000000
USD
90235.740000
N
N
N
N/A
N/A
IRS USD 1.38000 08/24/21-7Y CME
000000000
1.000000
NC
USD
603784.710000
0.0864787
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
603784.710000
N
N
N
N/A
N/A
IRS USD 1.42000 08/17/21-7Y CME
000000000
1.000000
NC
USD
457389.050000
0.0655108
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
457389.050000
N
N
N
N/A
N/A
IRS USD 1.45000 02/17/22-5Y CME
000000000
1.000000
NC
USD
111240.900000
0.0159328
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-17
0.000000
USD
0.000000
USD
9000000.000000
USD
111240.900000
N
N
N
N/A
N/A
IRS USD 1.55000 10/20/21-5Y* CME
000000000
1.000000
NC
USD
-220272.230000
-0.0315491
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-01-20
0.000000
USD
-123872.970000
USD
35800000.000000
USD
-96399.260000
N
N
N
N/A
N/A
IRS USD 1.70000 02/01/22-30Y CME
000000000
1.000000
NC
USD
11348925.260000
1.6254798
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2052-02-01
1404795.000000
USD
0.000000
USD
187400000.000000
USD
9944130.260000
N
N
N
N/A
N/A
IRS USD 1.75000 01/22/20-30Y CME
000000000
1.000000
NC
USD
1027697.590000
0.1471947
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
1076471.340000
N
N
N
N/A
N/A
IRS USD 1.75000 12/15/21-10Y LCH
000000000
1.000000
NC
USD
273324.160000
0.0391476
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
916661.400000
N
N
N
N/A
N/A
IRS USD 1.87500 02/07/20-30Y CME
000000000
1.000000
NC
USD
277846.010000
0.0397952
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
363063.820000
N
N
N
N/A
N/A
IRS USD 2.00000 01/15/20-30Y CME
000000000
1.000000
NC
USD
-10100.000000
-0.0014466
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
-20.820000
N
N
N
N/A
N/A
IRS USD 2.25000 03/12/20-30Y CME
000000000
1.000000
NC
USD
-425378.400000
-0.0609259
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
-407297.220000
N
N
N
N/A
N/A
IRS USD 2.25000 06/15/16-10Y CME
000000000
1.000000
NC
USD
748308.710000
0.1071785
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
-518759.050000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y CME
000000000
1.000000
NC
USD
2204458.000000
0.3157393
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
1871756.490000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y LCH
000000000
1.000000
NC
USD
27738.690000
0.0039729
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
17046.690000
N
N
N
N/A
N/A
IRS USD 2.75000 06/17/15-10Y CME
000000000
1.000000
NC
USD
6241193.620000
0.8939115
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
-2850361.420000
N
N
N
N/A
N/A
IRS USD 3.00000 06/19/19-10Y CME
000000000
1.000000
NC
USD
6527159.810000
0.9348697
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
1852283.060000
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
200999.810000
0.0287887
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
N/A
N/A
IRS USD 3.50000 06/19/13-31Y CME
000000000
1.000000
NC
USD
57149539.200000
8.1853939
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
63722996.460000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 03/16/22-10Y LCH
000000000
1.000000
NC
797980.320000
0.1142928
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2032-03-16
0.000000
GBP
-102546.620000
GBP
13300000.000000
GBP
900526.940000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 03/16/22-30Y LCH
000000000
1.000000
NC
337193.630000
0.0482954
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2052-03-18
0.000000
GBP
-46085.790000
GBP
3200000.000000
GBP
383279.420000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 09/21/22-30Y LCH
000000000
1.000000
NC
145802.410000
0.0208829
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2052-09-23
0.000000
GBP
-9323.030000
GBP
1400000.000000
GBP
155125.440000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
5125.200000
0.0007341
N/A
DFE
MX
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
262910.720000
USD
5570683.880000
MXN
2022-03-18
5125.200000
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
565698.000000
NC
USD
14015733.650000
2.0074405
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
9325528.880000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBA2
1000000.000000
PA
USD
1065000.000000
0.1525374
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
436888.000000
0.0625744
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
2251840.500000
0.3225258
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
577460.880000
0.0827084
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
1749140.210000
0.2505252
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
1680233.760000
0.2406559
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
10636397.580000
PA
USD
9385823.130000
1.3443093
Long
ABS-MBS
CORP
US
N
2
2037-08-26
Floating
2.83162
N
N
N
N
N
N
BCAP LLC 2013-RR5 TRUST
N/A
BCAP LLC TRUST BCAP 2013 RR5 4A2 144A
05542MAP0
3727305.480000
PA
USD
3751458.420000
0.5373126
Long
ABS-MBS
CORP
US
N
2
2036-09-26
Floating
3.52925
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR6
N/A
BCAP LLC TRUST BCAP 2010 RR6 1812 144A
05533CLD8
2624910.950000
PA
USD
2293071.020000
0.3284312
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
2780331.520000
PA
USD
2789334.790000
0.3995099
Long
ABS-MBS
CORP
US
N
2
2037-08-28
Floating
3.0608
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR9
N/A
BCAP LLC TRUST BCAP 2010 RR9 5A10 144A
05533GCJ6
1969710.080000
PA
USD
1660010.590000
0.2377594
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
672734.060000
PA
USD
1043576.420000
0.1494690
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.79727
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 15A2 144A
05534AAS0
66571.820000
PA
USD
48142.700000
0.0068954
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
930610.500000
PA
USD
385927.990000
0.0552756
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Floating
8.86051
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR6
N/A
BCAP LLC TRUST BCAP 2011 RR6 6A1 144A
05535YAG3
4906503.880000
PA
USD
4585515.000000
0.6567725
Long
ABS-MBS
CORP
US
N
2
2037-07-26
Floating
3.14388
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
602095.020000
PA
USD
912119.530000
0.1306407
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.60771
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
303952.480000
PA
USD
222198.350000
0.0318249
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.07543
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
4012329.380000
PA
USD
3265813.030000
0.4677547
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.66202
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
312591.440000
PA
USD
202684.910000
0.0290301
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.88165
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
4263567.110000
PA
USD
2772018.270000
0.3970296
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.06472
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
2428626.500000
PA
USD
3360466.200000
0.4813117
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.24771
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
336963.410000
PA
USD
218499.340000
0.0312951
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
427394.860000
0.0612148
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
0.45913
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/33 6.125
097023AU9
1755000.000000
PA
USD
2136785.610000
0.3060468
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 05/40 5.705
097023CV5
860000.000000
PA
USD
1036473.130000
0.1484516
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
1405980.080000
0.2013752
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
1316868.730000
0.1886120
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 03/25 7.5
097751BM2
7700000.000000
PA
USD
7810110.000000
1.1186237
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 12/24 7.5
097751BR1
3302000.000000
PA
USD
3422308.370000
0.4901692
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 11/30 4.15
11135FAQ4
556000.000000
PA
USD
592200.130000
0.0848194
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 144A 02/41 3.5
11135FBJ9
2700000.000000
PA
USD
2569183.160000
0.3679781
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
1061721.080000
0.1520678
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 11/36 3.187
11135FBQ3
76000.000000
PA
USD
72309.100000
0.0103567
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.187
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
11520273.040000
PA
USD
11471830.290000
1.6430832
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.855
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 2021 INCREMENTAL TERM LOAN B
P2121YAS7
1118000.000000
PA
USD
1109615.000000
0.1589275
Long
LON
CORP
PA
N
2
2028-10-18
Floating
4
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION EUR TERM LOAN B
P2121YAP3
2288383.920000
PA
2567672.090000
0.3677616
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75
N
N
N
N
N
N
CBL & ASSOCIATES HOLDCO II LLC
N/A
CBL + ASSOCIATES HOLD SR SECURED 11/28 7
12511CAC4
89011.000000
PA
USD
173845.870000
0.0248995
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7
N
N
N
Y
N
CBL & Associates Properties Inc
CBL & Associates Properties Inc
USD
XXXX
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 7.75
ACI1WM066
2600000.000000
PA
2955657.420000
0.4233319
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
3660899.040000
0.5243419
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
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
177403.080000
0.0254090
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
345009.860000
0.0494149
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
5415373.530000
0.7756312
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
4932588.960000
0.7064831
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
4076.550000
PA
USD
4091.440000
0.0005860
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.92593
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2
16162WQY8
5620.270000
PA
USD
4427.090000
0.0006341
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
4957495.200000
0.7100504
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
514935.720000
0.0737530
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25
12543DBM1
6000000.000000
PA
USD
5984850.000000
0.8571960
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25
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
1064982.480000
0.1525349
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
551579.100000
0.0790014
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
9565.530000
PA
USD
9998.320000
0.0014320
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
390028.260000
PA
USD
399311.400000
0.0571924
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
1070000.030000
0.1532536
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
1477154.800000
PA
USD
987121.840000
0.1413831
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.26771
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B
17311BAB9
12268961.920000
PA
USD
6221715.730000
0.8911217
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.25771
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
101544.080000
PA
USD
97566.220000
0.0139742
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
63182.900000
0.0090495
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
3779558.250000
PA
USD
3733602.600000
0.5347551
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.7985
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
484722.270000
PA
USD
83978.130000
0.0120280
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.67299
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25
20338QAA1
4700000.000000
PA
USD
4606000.000000
0.6597065
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
268000.000000
NS
USD
263310.000000
0.0377133
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
1020798.040000
PA
858460.510000
0.1229553
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL UNSECURED 144A 01/27 VAR
ACI236343
1000000.000000
PA
1109060.630000
0.1588481
Long
DBT
CORP
JE
N
3
2027-01-28
Floating
4.85
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
923400.000000
0.1322564
Long
DBT
CORP
SG
N
2
2028-04-03
Floating
9.426
N
N
N
N
N
N
COUNTRYWIDE ALT LN TRUST 2005-1CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2
12667F2R5
211607.930000
PA
USD
127032.810000
0.0181946
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
277016.970000
PA
USD
263796.360000
0.0377829
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
597123.500000
PA
USD
352594.980000
0.0505013
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
434388.720000
PA
USD
271738.340000
0.0389204
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
165008.400000
PA
USD
168203.380000
0.0240914
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
216351.470000
PA
USD
192409.430000
0.0275583
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
324951.770000
PA
USD
255168.830000
0.0365472
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
1641814.880000
PA
USD
1273541.680000
0.1824064
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
485608.530000
PA
USD
439336.450000
0.0629251
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
378454.890000
PA
USD
237265.330000
0.0339830
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
790825.170000
PA
USD
493501.790000
0.0706831
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
501729.890000
PA
USD
298963.130000
0.0428198
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
821282.770000
PA
USD
605081.480000
0.0866644
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
449836.310000
PA
USD
406504.250000
0.0582226
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.74967
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3
02147RAQ3
380082.790000
PA
USD
189346.790000
0.0271197
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9
17025QAJ6
1203564.680000
PA
USD
738688.660000
0.1058006
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
2478904.590000
PA
USD
2181335.400000
0.3124275
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.68771
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-J4
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3
12669YAC6
344984.190000
PA
USD
186282.530000
0.0266808
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
326032.500000
0.0466969
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
6175901.100000
0.8845598
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
208478.000000
0.0298598
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
1563208.190000
0.2238946
Long
DBT
CORP
CH
N
2
2023-12-11
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERT 2006
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11
225470P23
104501.180000
PA
USD
72074.100000
0.0103230
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
6960051.330000
PA
USD
5654880.930000
0.8099353
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Variable
2.73463
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
235903.110000
PA
USD
217590.780000
0.0311650
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6
Y
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
129909.000000
NS
USD
2617666.350000
0.3749222
Long
EC
CORP
US
N
1
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507
126650BS8
732986.480000
PA
USD
888117.300000
0.1272029
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 B COMMON STOCK
45174J608
100822.000000
NS
USD
1828406.970000
0.2618784
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
508000.000000
PA
USD
578948.070000
0.0829214
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
1840000.000000
PA
USD
1788250.000000
0.2561268
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/28 5.75
25470XBF1
2920000.000000
PA
USD
2799681.110000
0.4009917
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
3400000.000000
PA
USD
3173184.470000
0.4544877
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 7
ACI1XVP76
4245578.000000
PA
USD
2164140.930000
0.3099648
Long
DBT
CORP
GB
N
2
2027-12-31
Fixed
5
N
N
Y
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5
03846JAC4
1900000.000000
PA
USD
1480470.500000
0.2120443
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.5
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/30 5.625
ACI120PQ6
1800000.000000
PA
1761765.560000
0.2523335
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.625
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375
ACI1B3V91
758000.000000
PA
750613.460000
0.1075086
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.375
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
23453762.500000
PA
USD
18243673.340000
2.6129984
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.855
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
2377389.140000
0.3405078
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 07/26 11.5
30162RAC5
88000.000000
PA
USD
55440.000000
0.0079405
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
11.5
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
207728.000000
0.0297524
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
AMH NEW FINANCE INC
N/A
ASSOCIATED MATERIALS GROUP INC
931WQR908
116123.000000
NS
USD
810538.540000
0.1160915
Long
EC
CORP
US
Y
3
N
N
N
FANNIE MAE 2009-106
N/A
FANNIE MAE FNR 2009 106 SN
31398GUS6
173239.060000
PA
USD
25683.710000
0.0036786
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
6.14229
N
N
N
N
N
N
FANNIE MAE REMICS 2012-102
N/A
FANNIE MAE FNR 2012 102 HI
3136A8SR2
393601.500000
PA
USD
35136.250000
0.0050325
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
1123964.440000
PA
USD
155618.270000
0.0222888
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
4.5
N
N
N
N
N
N
FERROGLOBE FINANCE COMPANY PLC / GLOBE SPECIALTY METALS INC
N/A
FERROGLOBE / GLOBE SPEC SR SECURED 12/25 9.375
ACI1ZL3W5
1700000.000000
PA
USD
1768000.000000
0.2532265
Long
DBT
CORP
GB
Y
2
2025-12-31
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
163725.290000
PA
USD
159361.000000
0.0228249
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
139798.690000
PA
USD
76086.120000
0.0108976
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
2.83082
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
1267687.560000
0.1815679
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
1033925.000000
0.1480866
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2018-1
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2018 1 R 144A
33844M102
8000.000000
PA
USD
569759.140000
0.0816053
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
4761423.970000
PA
USD
4776303.420000
0.6840987
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
8928115.120000
1.2787529
Long
EP
CORP
GB
N
2
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
82915.000000
NS
USD
12021845.850000
1.7218607
Long
EC
CORP
US
Y
3
N
N
N
NOBLE CORPORATION
N/A
NOBLE CORP COMMON STOCK USD.00001
000000000
21190.000000
NS
USD
523181.100000
0.0749340
Long
EC
CORP
KY
Y
2
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE CORP COMMON STOCK
000000000
1598.000000
NS
USD
39454.620000
0.0056510
Long
EC
CORP
KY
N
2
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
314841.280000
PA
USD
31.480000
0.0000045
Long
LON
CORP
US
N
3
2022-06-30
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
12927126.650000
1.8515219
Long
DBT
CORP
US
N
2
2097-05-15
Fixed
7.7
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
387740.730000
0.0555352
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
8273662.810000
PA
USD
5089957.360000
0.7290226
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
6.16987
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
34117238.790000
PA
USD
2758295.170000
0.3950641
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
0.7
N
N
N
N
N
N
FREDDIE MAC REMICS 4204
N/A
FREDDIE MAC FHR 4204 YI
3137B1ZZ8
1006387.680000
PA
USD
85859.360000
0.0122974
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
901260.850000
0.1290855
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Floating
11.7283
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA7
N/A
FREDDIE MAC STACR STACR 2021 DNA7 B2 144A
35564KNE5
3800000.000000
PA
USD
3811551.620000
0.5459196
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.84967
N
N
N
N
N
N
FREDDIE MAC STRIPS 304
N/A
FREDDIEMAC STRIP FHS 304 C52
31325UP91
1439357.470000
PA
USD
151569.090000
0.0217089
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
2867382.510000
PA
USD
3015227.620000
0.4318639
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Floating
7.65771
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
419746.240000
PA
USD
428740.860000
0.0614075
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Floating
10.8577
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
1182207.050000
PA
USD
993053.920000
0.1422328
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
1182436.020000
PA
USD
263.680000
0.0000378
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
12300854.530000
PA
USD
7174534.910000
1.0275917
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.25771
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
7751856.750000
1.1102802
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
2163363.330000
PA
USD
2163904.170000
0.3099309
Long
LON
CORP
US
N
2
2028-05-01
Floating
4.5
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS SECURED 144A 01/30 6
35908MAB6
1745000.000000
PA
USD
1686778.080000
0.2415933
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN
943ZHKII3
1486144.110000
PA
1170594.970000
0.1676616
Long
LON
CORP
CA
N
3
2027-10-18
Floating
8.75
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN
943ZERII1
6811827.750000
PA
USD
6824599.930000
0.9774714
Long
LON
CORP
CA
N
2
2027-10-15
Fixed
8.75
N
N
Y
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8
37185LAM4
1937000.000000
PA
USD
1952864.030000
0.2797041
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
402875.000000
0.0577028
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
452256.000000
0.0647756
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
149070.200000
0.0213510
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
24480.000000
NS
USD
26531424.000000
3.8000334
Long
EP
CORP
US
N
3
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
N/A
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
BJBQCWII7
13400775.000000
NS
19504475.980000
2.7935802
Long
EP
CORP
NL
N
2
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
0.0043205
Long
EC
CORP
US
Y
3
N
N
N
GOLDEN NUGGET LLC (FERTITTA ENTERTAINMENT LLC/FERTITTA ENTERTAINMENT FINANCE CO)
N/A
FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75
31556TAC3
2300000.000000
PA
USD
2238578.500000
0.3206263
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 BI
38378HR99
139578.550000
PA
USD
13445.000000
0.0019257
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
48265.820000
PA
USD
5188.740000
0.0007432
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
146990.560000
PA
USD
19385.040000
0.0027765
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
94606.380000
PA
USD
11385.070000
0.0016307
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
292407.830000
0.0418809
Long
ABS-CBDO
CORP
NL
N
2
2029-04-30
Variable
0
N
N
N
N
N
N
GSPA MONETIZATION TRUST
N/A
GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
36298GAA7
2887204.930000
PA
USD
3014324.720000
0.4317346
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
1547640.000000
0.2216648
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP/THE COMPANY GUAR 144A 12/29 5
428040DB2
2900000.000000
PA
USD
2797267.500000
0.4006460
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BP3
300000.000000
PA
USD
322861.500000
0.0462427
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
282425.120000
0.0404511
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
2491946.380000
0.3569156
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
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
274273.000000
NS
USD
3307732.380000
0.4737587
Long
EC
CORP
US
N
1
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD COMMON STOCK USD.01
G9460G101
2535.000000
NS
USD
105177.150000
0.0150643
Long
EC
CORP
BM
N
2
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-F2
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
45670JAE2
3429213.890000
PA
USD
1646427.660000
0.2358140
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.5
Y
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
423584.000000
NS
USD
12122974.080000
1.7363450
Long
EC
CORP
US
N
1
N
N
N
INDYMAC RESIDENTIAL ASSET BACKED 2007-B
N/A
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2
43710EAD2
2527440.800000
PA
USD
1692289.440000
0.2423826
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.26771
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
7535000.000000
PA
USD
47093.750000
0.0067451
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
8024.640000
0.0011494
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
1510652.970000
0.2163673
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
4179571.110000
0.5986301
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
5190410.000000
0.7434102
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
11185.630000
0.0016021
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 S.A. 01/30 6.5
45824TBC8
17148000.000000
PA
USD
16719300.000000
2.3946660
Long
DBT
CORP
LU
N
2
2030-01-27
Fixed
6.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2021 DIP TERM LOAN
L5137LAM7
1663098.750000
PA
USD
1662318.760000
0.2380900
Long
LON
CORP
LU
N
2
2022-10-13
Floating
3.6
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2021 TERM LOAN B
941CXNII2
6595435.280000
PA
USD
6584867.940000
0.9431351
Long
LON
CORP
LU
N
3
2028-12-01
Floating
4.75
N
N
N
N
N
N
INTER MEDIA AND COMMUNICATION SPA
81560082CE2ED97AFD36
INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75
ACI239TV9
3000000.000000
PA
3378271.350000
0.4838618
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.75
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
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 01/32 4.875
ACI1T3TK0
1500000.000000
PA
1585928.250000
0.2271488
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
752325.700000
0.1077538
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.625
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
1856479.790000
0.2658992
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.2424
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
991172.820000
PA
USD
882050.540000
0.1263340
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.74505
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
895893.500000
PA
USD
653794.230000
0.0936414
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
2.65311
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
545784.720000
PA
USD
574144.620000
0.0822334
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.30786
Y
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
53248.000000
NS
USD
5.320000
0.0000008
Long
EC
CORP
US
Y
3
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2
466247F57
172725.320000
PA
USD
143365.450000
0.0205339
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.66712
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST-2005-S2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16
466247VJ9
52192.450000
PA
USD
47642.360000
0.0068237
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
71620.630000
PA
USD
71553.180000
0.0102484
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.72605
N
N
N
N
N
N
KKR CLO 30 LTD 30A
N/A
KKR FINANCIAL CLO LTD KKR 30A SUB 144A
48251XAC6
3000000.000000
PA
USD
2366871.000000
0.3390014
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Variable
0
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
CORPIJ9A0
944BMK007
17148000.000000
PA
USD
17148000.000000
2.4560676
Long
ABS-CBDO
CORP
US
N
2
2029-12-01
Fixed
6.5
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
115243.060000
PA
USD
74039.700000
0.0106045
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
212059.710000
PA
USD
85672.120000
0.0122706
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
5.5335
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
54820.420000
0.0078518
Long
LON
CORP
US
N
3
2024-06-28
Floating
3.1043
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
781747.100000
PA
USD
375238.610000
0.0537445
Long
LON
CORP
US
N
2
2025-06-30
Fixed
1.1043
N
N
Y
N
N
N
LEHMAN MORTGAGE TRUST 2007-6
N/A
LEHMAN MORTGAGE TRUST LMT 2007 6 1A11
52521NAJ9
289545.990000
PA
USD
290598.140000
0.0416217
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
1758649.260000
PA
USD
858638.690000
0.1229808
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
743842.080000
PA
USD
794336.610000
0.1137710
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.79
N
N
N
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
1122987.680000
PA
USD
1085062.810000
0.1554110
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.32771
Y
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
LINDBLAD EXPEDITIONS LLC SR SECURED 144A 02/27 6.75
53523LAA8
1280000.000000
PA
USD
1292614.400000
0.1851381
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
539439AU3
5999000.000000
PA
USD
6656984.300000
0.9534642
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
3276931.610000
0.4693472
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
10645821.220000
1.5247759
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
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN
02376CBJ3
900000.000000
PA
USD
935838.900000
0.1340380
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.5
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
2444602.450000
0.3501347
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
720148.400000
0.1031452
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
657190.100000
0.0941278
Long
ABS-O
CORP
US
N
3
2030-03-15
Fixed
0
N
N
N
N
N
N
MASTR ASSET SECURITIZATION TR 2007-1
N/A
MASTR ASSET SECURITIZATION TRU MASTR 2007 1 1A4
55292AAD0
353172.860000
PA
USD
123389.700000
0.0176728
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.5
Y
N
N
N
N
N
MAVENIR SYSTEMS INC
549300Q70CXM8TJLTD42
MAVENIR SYSTEMS INC 2021 TERM LOAN B
57767EAE2
2700000.000000
PA
USD
2701125.900000
0.3868759
Long
LON
CORP
US
N
2
2028-08-18
Floating
5.25
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
1826688.500000
0.2616323
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
423016.120000
PA
USD
284904.360000
0.0408062
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.42771
N
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
59020U5W1
1196017.350000
PA
USD
758065.100000
0.1085759
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.70885
Y
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF F 144A
61691KAQ4
2400000.000000
PA
USD
2299591.680000
0.3293651
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
4.456
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
455505.600000
PA
USD
280113.030000
0.0401199
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.25
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
1121321.450000
0.1606042
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
N
N
N
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B
55328HAK7
6982500.000000
PA
USD
6791570.520000
0.9727406
Long
LON
CORP
US
N
2
2028-08-17
Floating
4.75
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
5990000.000000
PA
USD
6755671.750000
0.9675990
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
2533440.000000
0.3628586
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
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/26 10.25
62886HAY7
2499000.000000
PA
USD
2833166.280000
0.4057877
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
2236000.000000
PA
USD
2606795.880000
0.3733652
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
7546402.000000
1.0808534
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
65472.000000
0.0093774
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
395991.000000
PA
USD
326494.580000
0.0467630
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
11384885.190000
1.6306303
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
33182.540000
0.0047527
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
1357573.000000
PA
USD
1510299.960000
0.2163167
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
7631.170000
PA
USD
4939.700000
0.0007075
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.476
Y
N
N
N
N
N
NORTHWESTERN BELL TELEPHONE
N/A
NORTHWESTERN BELL TELEPH SR UNSECURED 05/30 7.75
668027AT2
12625000.000000
PA
USD
15202503.210000
2.1774187
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.75
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
247874.000000
PA
USD
134474.120000
0.0192604
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
409269.570000
PA
USD
405180.970000
0.0580331
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
8013122.000000
PA
USD
1672739.220000
0.2395825
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
3501.330000
0.0005015
Long
DBT
CORP
KY
N
2
2022-03-07
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
2005.300000
0.0002872
Long
DBT
CORP
KY
N
2
2022-03-07
None
0
N
N
N
N
N
N
OHIO STATE UNIVERSITY
JFC10ZULKO4X2E3HBY86
OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8
677632PA3
6000000.000000
PA
USD
8602872.000000
1.2321691
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.8
N
N
N
N
N
N
OI MOVEL SA
254900M3NQMOCMEIGF93
OI MOVEL SA SR SECURED REGS 07/26 8.75
ACI1ZJ987
6650000.000000
PA
USD
6783000.000000
0.9715131
Long
DBT
CORP
BR
N
2
2026-07-30
Fixed
8.75
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
3332340.000000
0.4772832
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
140544.560000
0.0201299
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
137447.820000
0.0196863
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II INC
N/A
OXFORD FIN LLC/CO ISS II SR UNSECURED 144A 02/27 6.375
69145LAC8
2500000.000000
PA
USD
2557025.000000
0.3662367
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.375
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
6295000.000000
PA
USD
6206650.370000
0.8889639
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 03/45 4.3
694308HL4
27000.000000
PA
USD
25364.880000
0.0036330
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
535000.000000
PA
USD
515625.200000
0.0738518
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
17577.560000
0.0025176
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
227500.000000
PA
USD
232262.750000
0.0332664
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
3738500.000000
PA
USD
3895887.410000
0.5579988
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
2816362.340000
0.4033809
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
4812847.170000
0.6893328
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
19320.740000
0.0027673
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
20849.870000
0.0029863
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
7347.220000
0.0010523
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
7070000.000000
PA
USD
6121665.550000
0.8767917
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
100000.000000
PA
145935.040000
0.0209019
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
2175000.000000
PA
USD
2181079.130000
0.3123908
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 01/31 5.95
71654QDE9
2567000.000000
PA
USD
2446235.490000
0.3503685
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
2153354.400000
0.3084199
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
274550.400000
0.0393232
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 09/47 6.75
71654QCC4
4224000.000000
PA
USD
3630696.960000
0.5200162
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 02/32 6.7
71643VAA3
4320000.000000
PA
USD
4283517.600000
0.6135181
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.7
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 02/28 4.875
BYWQJHII7
318000.000000
PA
358350.420000
0.0513257
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
4476000.000000
PA
4675809.980000
0.6697052
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
2123440.000000
0.3041353
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
111435.000000
PA
USD
111028.710000
0.0159024
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.7985
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2018 EUR TERM LOAN 2
933NSTII1
6135555.310000
PA
6720666.910000
0.9625853
Long
LON
CORP
ES
N
2
2022-11-30
Fixed
4.5
N
N
Y
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
ACI11ZNP4
8450000.000000
PA
32493.420000
0.0046540
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.9216
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
1363424.060000
0.1952800
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.9216
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/35 FIXED 8
74514L2G1
3500000.000000
PA
USD
3158750.000000
0.4524203
Long
DBT
MUN
PR
N
2
2035-07-01
Fixed
8
Y
Y
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 03/43 5.95
747262AM5
2324000.000000
PA
USD
2117954.160000
0.3033496
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
974000.000000
PA
USD
1296479.940000
0.1856918
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2004-QA6
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1
76110HG94
550126.490000
PA
USD
276933.460000
0.0396645
Long
ABS-MBS
CORP
US
N
2
2034-12-26
Floating
3.1515
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2006-QS10
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15
751155AQ5
180000.820000
PA
USD
177772.010000
0.0254619
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6
Y
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 4.25
ACI1ZNKP7
1547000.000000
PA
1637421.760000
0.2345241
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
4.25
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
02154CAH6
3239000.000000
PA
USD
3031995.510000
0.4342656
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5
761143AE6
2548984.670000
PA
USD
1454118.520000
0.2082700
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
1339865.660000
PA
USD
745691.650000
0.1068037
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
804404.460000
PA
USD
458078.740000
0.0656095
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
369904.460000
PA
USD
339783.620000
0.0486664
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.18243
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTGE SEC 2005-SA4
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31
76111XYF4
450830.650000
PA
USD
330904.420000
0.0473947
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
4.7005
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
427369.590000
PA
USD
456101.650000
0.0653264
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
890353.310000
PA
USD
950211.760000
0.1360966
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
400395.140000
PA
USD
454118.160000
0.0650423
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
227925.000000
PA
USD
251687.320000
0.0360486
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
1475107.500000
0.2112762
Long
DBT
CORP
GB
N
2
2025-10-14
Fixed
3.625
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE HOLDCO 2 LP 2021 TERM LOAN
75774EAG0
3330969.490000
PA
USD
3104047.190000
0.4445854
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
2177385.920000
0.3118619
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.487
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
5811000.000000
PA
USD
6003111.660000
0.8598115
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 12/99 VAR
ACI0TF455
2025000.000000
PA
2890230.990000
0.4139610
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
N
N
N
N
N
N
SASOL FINANCING LIMITED
378900A5BC68CC18C276
SASOL LTD REVOLVER
937HWVII0
4744674.150000
PA
USD
4600518.570000
0.6589214
Long
LON
CORP
ZA
N
3
2022-11-23
Floating
0.6585
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
449016.140000
0.0643115
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 2ND LIEN TERM LOAN
81733HAF3
93824.020000
PA
USD
93824.020000
0.0134382
Long
LON
CORP
US
N
2
2024-04-28
Fixed
11.75
N
N
Y
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B
24736CBS2
400000.000000
PA
USD
423055.600000
0.0605933
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
1228250.000000
0.1759194
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
1723132.800000
0.2468003
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
113229.640000
0.0162176
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.875
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
70000.000000
NS
USD
79347.800000
0.0113648
Long
EP
CORP
US
N
2
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
386745.770000
0.0553927
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
540380.000000
0.0773974
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
213500.000000
0.0305791
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
633417.000000
0.0907228
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
593544.600000
0.0850120
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A
83405D108
21400.000000
PA
USD
347469.660000
0.0497673
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
337360.200000
0.0483193
Long
ABS-O
CORP
US
N
3
2040-09-25
Fixed
0
N
N
N
N
N
N
SOUND UNITED (DEI SALES INC)
5493000ZI2GDB6NYME53
DEI SALES INC 2021 TERM LOAN B
23319HAJ9
5036250.000000
PA
USD
5029954.690000
0.7204286
Long
LON
CORP
US
N
2
2028-04-28
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
1101936.000000
0.1578277
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75
N
N
N
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1A 144A
83743SAN6
11627923.400000
PA
USD
1334873.980000
0.1911909
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
0.74563
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/23 3.95
85205TAJ9
3142000.000000
PA
USD
3153185.520000
0.4516233
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
1060040.160000
0.1518271
Long
DBT
CORP
US
N
2
2067-01-15
Floating
1.99129
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375
85571BAY1
1300000.000000
PA
USD
1298056.500000
0.1859176
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.375
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2
935YNTII0
13186805.550000
PA
12429551.080000
1.7802553
Long
LON
CORP
LU
N
2
2022-12-29
Fixed
10.75
N
N
Y
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
1493494.610000
PA
USD
1091998.010000
0.1564043
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.90087
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
86361QAD6
1305045.810000
PA
USD
1247553.060000
0.1786841
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.81812
Y
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
5534588.010000
PA
USD
5503455.950000
0.7882470
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.605
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
1968078.000000
0.2818832
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
1980027.000000
0.2835946
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
105691.490000
PA
USD
98085.610000
0.0140486
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.29833
Y
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
14815024.910000
PA
USD
14799158.020000
2.1196485
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
1584000.000000
PA
USD
1582349.470000
0.2266362
Long
LON
CORP
US
N
2
2024-03-11
Floating
10
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HOLDINGS INC 2021 BRIDGE TERM LOAN
943ZZEII7
17131000.000000
PA
USD
17031219.810000
2.4393415
Long
LON
CORP
US
N
3
2028-10-15
Floating
4.5
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2005-1A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2005 1A A1A 144A
87330PAA0
1557026.200000
PA
USD
1409108.710000
0.2018233
Long
ABS-CBDO
CORP
KY
N
2
2035-07-05
Floating
0.67913
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
87331BAA0
290778.460000
PA
USD
257338.940000
0.0368581
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.51975
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
87331BAB8
5742874.490000
PA
USD
5082443.920000
0.7279465
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
0.51975
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A
87331AAA2
3957461.880000
PA
USD
3462779.150000
0.4959657
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.49975
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A
87331AAB0
732863.330000
PA
USD
641255.410000
0.0918455
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
0.49975
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
9741640.560000
PA
USD
9398247.730000
1.3460889
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN
938VCRII9
8757000.000000
PA
USD
3371445.000000
0.4828841
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TESCO PROPERTY FIN 2 PLC
2138008F9VZUZWUBZD27
TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517
B41QB0II2
2206558.450000
PA
3712074.450000
0.5316717
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
610500.070000
PA
1004478.080000
0.1438690
Long
DBT
CORP
GB
N
2
2044-07-13
Fixed
5.4111
N
N
N
N
N
N
THYSSENKRUPP ELEVATOR (VERTICAL MIDCO GMBH)
254900K869UN2ZWVB351
TK ELEVATOR TOPCO GMBH EUR TERM LOAN B
D9000BAE2
1600000.000000
PA
1794712.820000
0.2570525
Long
LON
CORP
DE
N
2
2027-07-29
Floating
3.625
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
4870683.150000
0.6976165
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
815660.450000
0.1168251
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
2019816.000000
PA
USD
2262307.010000
0.3240249
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
11837117.000000
PA
USD
13761624.130000
1.9710450
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 01/26 7.5
893830BF5
69000.000000
PA
USD
53238.330000
0.0076252
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
101354.920000
0.0145168
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
57811.020000
0.0082801
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
2702780.000000
PA
USD
2667468.180000
0.3820552
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
3825000.000000
PA
USD
3716389.130000
0.5322897
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SECURED 144A 09/24 6.25
896818AQ4
70000.000000
PA
USD
69840.050000
0.0100030
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG JR SUBORDINA 144A 12/99 4.875
902613AJ7
2800000.000000
PA
USD
2803080.000000
0.4014785
Long
DBT
CORP
CH
N
2
2027-02-12
Floating
4.875
N
N
N
N
N
N
ANCESTRY.COM
2549009ADY4208OH2Y47
ARCHES BUYER INC SR SECURED 144A 06/28 4.25
039524AA1
1500000.000000
PA
USD
1420192.500000
0.2034108
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
1205000.000000
PA
1044796.360000
0.1496437
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
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
424474.000000
0.0607964
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
408136.000000
PA
606586.480000
0.0868800
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
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
2088177.000000
0.2990847
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796T25
1800000.000000
PA
USD
1799656.990000
0.2577606
Long
DBT
UST
US
N
2
2022-03-29
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 05/22 0.00000
912796U98
3900000.000000
PA
USD
3896957.180000
0.5581520
Long
DBT
UST
US
N
2
2022-05-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L80
2953000.000000
PA
USD
2952966.870000
0.4229465
Long
DBT
UST
US
N
2
2022-02-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796F38
2000000.000000
PA
USD
1999794.580000
0.2864259
Long
DBT
UST
US
N
2
2022-03-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796G45
6200000.000000
PA
USD
6197806.130000
0.8876972
Long
DBT
UST
US
N
2
2022-04-21
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796P29
21500000.000000
PA
USD
21494399.250000
3.0785922
Long
DBT
UST
US
N
2
2022-04-14
None
0
N
N
N
N
N
N
APIDOS CDO 2014-18A
N/A
APIDOS CLO APID 2014 18A SUB 144A
03765EAE8
1500000.000000
PA
USD
540.000000
0.0000773
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Fixed
0
N
N
N
N
N
N
APIDOS CLO 2017-28A
N/A
APIDOS CLO APID 2017 28A SUB 144A
03766YAB9
4500000.000000
PA
USD
2355637.950000
0.3373925
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
0
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6
91327AAB8
6865000.000000
PA
USD
6289850.300000
0.9008804
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
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
4579680.000000
0.6559368
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.625
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW
914908AX6
3715010.900000
PA
USD
3714546.520000
0.5320257
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
571000.000000
PA
USD
576070.480000
0.0825092
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC 2021 TERM LOAN B
90290PAQ7
4289250.000000
PA
USD
4269592.370000
0.6115237
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
3544000.000000
PA
USD
3619434.040000
0.5184030
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
2517000.000000
PA
USD
2621279.310000
0.3754397
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
2754000.000000
PA
USD
2868098.220000
0.4107910
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
67602.030000
0.0096825
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
52928.750000
0.0075809
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
10435539.930000
1.4946578
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
3.20163
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
315000.000000
PA
USD
18900.000000
0.0027070
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
1680.000000
0.0002406
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
1147110.810000
0.1642980
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
6375000.000000
PA
USD
7131361.880000
1.0214082
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
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
2140006.000000
0.3065080
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
92918XAA3
8297000.000000
PA
USD
7737044.600000
1.1081587
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
301526.510000
PA
USD
299158.950000
0.0428478
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.0747
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
570700.890000
PA
USD
570629.550000
0.0817299
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
2.86964
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
499891.150000
PA
USD
507862.810000
0.0727400
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.16664
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR12
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
93363NAM7
428834.750000
PA
USD
419469.470000
0.0600796
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.26206
Y
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WOLVERINE ESCROW LLC SR SECURED 144A 11/24 8.5
97789LAC0
11725000.000000
PA
USD
10215816.630000
1.4631874
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.5
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WOLVERINE ESCROW LLC SR SECURED 144A 11/26 9
97789LAB2
8784000.000000
PA
USD
7701723.360000
1.1030997
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
9
N
N
N
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
N/A
RISING TIDE HOLDINGS INC TERM LOAN
76770EAB3
1094500.000000
PA
USD
1093359.530000
0.1565993
Long
LON
CORP
US
N
2
2028-06-01
Floating
5.5
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
4689998.290000
PA
USD
1453899.470000
0.2082386
Long
LON
CORP
US
N
2
2029-03-15
Fixed
15
N
N
Y
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
2805967.590000
PA
USD
2817365.430000
0.4035246
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
8614346.000000
1.2338125
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
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
3826466.620000
0.5480558
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
1504016.000000
0.2154167
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
916425.000000
0.1312574
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
181288.000000
0.0259655
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
N/A
AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B
938QUEII9
2290725.000000
PA
USD
2292873.700000
0.3284029
Long
LON
CORP
US
N
2
2027-09-01
Floating
6.25
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
N/A
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B
938QVBII4
8520000.000000
PA
USD
8613191.760000
1.2336472
Long
LON
CORP
US
N
2
2027-09-01
Floating
6.25
N
N
N
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZIPRECRUITER INC SR UNSECURED 144A 01/30 5
98980BAA1
3100000.000000
PA
USD
3071418.000000
0.4399120
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5
N
N
N
N
N
N
ARGENT SECURITIES INC. 2006-W2
N/A
ARGENT SECURITIES INC. ARSI 2006 W2 A2B
040104RV5
3257572.130000
PA
USD
2298284.900000
0.3291779
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.48771
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
1989000.000000
PA
USD
1989000.000000
0.2848798
Long
RA
US
N
2
Repurchase
N
0.0000001
2022-02-01
2040600.000000
USD
2028802.780000
USD
UST
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 03/23 1.4
ACI1L3HY1
96913204.190000
PA
407422.480000
0.0583542
Long
DBT
NUSS
AR
N
2
2023-03-25
Fixed
1.4
N
N
N
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-5504856.570000
PA
USD
-5511015.890000
-0.7893298
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2022-05-12
6612000.000000
USD
6195646.820000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 08/23 1.45
ACI1WSBF1
9300000.000000
PA
69202.610000
0.0099117
Long
DBT
NUSS
AR
N
2
2023-08-13
Fixed
1.45
N
N
N
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2104119.000000
PA
-2363528.320000
-0.3385226
Short
RA
LU
N
2
Reverse repurchase
N
-0.3500000
2022-05-11
2070000.000000
EUR
2218118.850000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-843320.000000
PA
-946493.580000
-0.1355640
Short
RA
LU
N
2
Reverse repurchase
N
-0.4000000
2023-11-05
950000.000000
EUR
839364.900000
EUR
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 04/22 0.00000
ACI22DS59
26281000.000000
PA
98233.500000
0.0140698
Long
DBT
NUSS
AR
N
2
2022-04-29
None
0
N
N
N
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-195258.000000
PA
-262663.100000
-0.0376206
Short
RA
GB
N
2
Reverse repurchase
N
0.6000000
2022-04-19
200000.000000
GBP
209997.200000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-4281588.000000
PA
-5762990.610000
-0.8254196
Short
RA
GB
N
2
Reverse repurchase
N
0.3500000
2023-11-08
3506558.450000
GBP
4379108.260000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2990708.990000
PA
USD
-2994081.840000
-0.4288353
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2022-03-09
3139000.000000
USD
3091284.830000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-16104757.820000
PA
USD
-16124849.450000
-2.3095242
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-03-09
16683500.000000
USD
17118201.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-6918518.000000
PA
USD
-6920616.620000
-0.9912236
Short
RA
US
N
2
Reverse repurchase
N
0.2600000
2022-03-21
6400000.000000
USD
6939358.590000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-1266817.000000
PA
USD
-1267408.180000
-0.1815279
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2022-03-24
1460000.000000
USD
1560002.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-8927294.290000
PA
USD
-8931147.910000
-1.2791873
Short
RA
US
N
2
Reverse repurchase
N
0.3700000
2022-03-24
8170000.000000
USD
9498298.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-520905.000000
PA
USD
-521148.090000
-0.0746428
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2022-03-24
600000.000000
USD
633417.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1800690.560000
PA
USD
-1801068.710000
-0.2579628
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2022-02-03
1779000.000000
USD
1748353.050000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3499237.610000
PA
USD
-3502615.280000
-0.5016713
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-03
3920000.000000
USD
3962263.530000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1952868.740000
PA
USD
-1955420.490000
-0.2800703
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2022-03-23
2000000.000000
USD
2123440.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-906390.770000
PA
USD
-907511.170000
-0.1299807
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-07
1800000.000000
USD
1060040.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-9602321.110000
PA
USD
-9602894.590000
-1.3754000
Short
RA
US
N
2
Reverse repurchase
N
0.4300000
2022-05-02
9063000.000000
USD
9787681.540000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1684139.250000
PA
USD
-1684139.250000
-0.2412153
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2022-05-09
1779000.000000
USD
1748353.050000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3455084.900000
PA
USD
-3455084.900000
-0.4948637
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2022-08-05
3920000.000000
USD
3962263.530000
USD
CDS
N
N
N
CAYENNE AVIATION LLC
N/A
VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
942UCF900
6929.000000
NS
USD
2126358.190000
0.3045533
Long
EP
CORP
US
N
3
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
3626146.000000
PA
USD
1087843.800000
0.1558093
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-308453.000000
PA
USD
-308499.270000
-0.0441856
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-02-18
300000.000000
USD
322861.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-1512547.000000
PA
USD
-1512723.460000
-0.2166638
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-03-22
1550000.000000
USD
1520039.440000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3118852.960000
PA
USD
-3122757.490000
-0.4472652
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2022-03-01
2615000.000000
USD
3173258.740000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2664766.730000
PA
USD
-2665247.870000
-0.3817372
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-01
3100000.000000
USD
3071418.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-506487.330000
PA
USD
-507988.500000
-0.0727580
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-02
571000.000000
USD
576070.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1257416.690000
PA
USD
-1258132.720000
-0.1801994
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-23
1500000.000000
USD
1420192.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2466669.000000
PA
USD
-2468964.370000
-0.3536240
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-28
2499000.000000
USD
2833166.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-974521.040000
PA
USD
-975847.470000
-0.1397683
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-01
1200000.000000
USD
1101936.000000
USD
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1398651.370000
PA
USD
-1400380.260000
-0.2005732
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-13
1900000.000000
USD
1480470.500000
USD
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1781059.000000
PA
USD
-1781504.260000
-0.2551607
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-04-19
2000000.000000
USD
1822680.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-15303093.430000
PA
USD
-15324089.430000
-2.1948332
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-27
16345000.000000
USD
17589290.340000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3193006.000000
PA
USD
-3194957.280000
-0.4576062
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-05-04
4224000.000000
USD
3630696.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-449727.000000
PA
USD
-449936.250000
-0.0644433
Short
RA
US
N
2
Reverse repurchase
N
0.6700000
2022-07-06
494000.000000
USD
514935.720000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1789419.000000
PA
USD
-1790251.580000
-0.2564135
Short
RA
US
N
2
Reverse repurchase
N
0.6700000
2022-07-08
2100000.000000
USD
1968078.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-916595.290000
PA
USD
-918447.570000
-0.1315471
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2023-04-16
770070.190000
USD
933049.490000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-389623.500000
PA
USD
-390042.560000
-0.0558649
Short
RA
US
N
2
Reverse repurchase
N
0.2200000
2023-08-09
392000.000000
USD
401198.530000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-630373.000000
PA
USD
-630814.690000
-0.0903501
Short
RA
US
N
2
Reverse repurchase
N
0.2200000
2023-09-30
586000.000000
USD
620743.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-7121875.220000
PA
USD
-7136972.130000
-1.0222117
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-07
7230483.000000
USD
7559054.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-6862783.130000
PA
USD
-6877175.910000
-0.9850017
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-03
7590000.000000
USD
7751856.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-5470215.980000
PA
USD
-5476066.070000
-0.7843240
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-08
6865000.000000
USD
6289850.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-12123716.000000
PA
USD
-12141306.770000
-1.7389708
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-10
13478841.850000
USD
13304229.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-13327084.980000
PA
USD
-13354173.370000
-1.9126868
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-10
15000000.000000
USD
14830875.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3350943.760000
PA
USD
-3356994.080000
-0.4808144
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-21
3800000.000000
USD
3826466.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-10256232.480000
PA
USD
-10269545.710000
-1.4708828
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-03-24
11757780.000000
USD
11137984.380000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
3741000.000000
PA
USD
1131652.500000
0.1620839
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-502486.810000
PA
USD
-502478.990000
-0.0719689
Short
RA
US
N
2
Reverse repurchase
N
-0.0700000
2022-02-22
508000.000000
USD
578948.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-3492885.470000
PA
USD
-3493525.830000
-0.5003695
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-03-25
3341000.000000
USD
3737392.940000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1109595.330000
PA
USD
-1111922.400000
-0.1592580
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-11
1337000.000000
USD
1347950.030000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-4325203.000000
PA
USD
-4325967.120000
-0.6195981
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2022-05-12
5314000.000000
USD
4659262.060000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2989603.290000
PA
USD
-2994532.810000
-0.4288999
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2022-05-12
3302000.000000
USD
3422308.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2146481.180000
PA
USD
-2149636.510000
-0.3078874
Short
RA
US
N
2
Reverse repurchase
N
0.5400000
2022-03-08
2567000.000000
USD
2446235.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-3045235.110000
PA
USD
-3047342.240000
-0.4364637
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2022-05-12
3544000.000000
USD
3619434.040000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-2386405.000000
PA
USD
-2389114.230000
-0.3421872
Short
RA
US
N
2
Reverse repurchase
N
0.6100000
2022-03-25
2236000.000000
USD
2606795.880000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
61630000.000000
PA
112470.840000
0.0161089
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-7612297.850000
PA
USD
-7627371.130000
-1.0924504
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2022-03-25
9141000.000000
USD
8962615.620000
USD
CDS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
11605082.000000
PA
USD
4427338.780000
0.6341173
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
242616.920000
0.0347494
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
040114HS2
390841.000000
PA
USD
133081.360000
0.0190609
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-8530.480000
-0.0012218
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1920977.520000
USD
1422000.000000
GBP
2022-02-02
-8530.480000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
040114HT0
299987.000000
PA
USD
93295.960000
0.0133626
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
17277.820000
0.0024747
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1460025.650000
CAD
1165854.830000
USD
2022-02-17
17277.820000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
5511585.000000
PA
USD
1973147.430000
0.2826093
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.5
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-25433.610000
-0.0036428
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1482999.480000
PEN
355209.460000
USD
2022-06-27
-25433.610000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
040114HW3
114993.000000
PA
USD
36510.280000
0.0052293
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
113.120000
0.0000162
Long
DBT
NUSS
AR
N
2
2022-10-04
Floating
34.1625
N
N
N
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
47906.560000
0.0068615
N/A
DFE
PE
N
2
BNP Paribas S.A.
N/A
1272490.150000
USD
5194432.030000
PEN
2022-10-05
47906.560000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
47867.660000
0.0068560
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
2042000.000000
EUR
2341953.260000
USD
2022-02-02
47867.660000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
178014.950000
0.0254967
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
9250000.000000
EUR
10569930.600000
USD
2022-02-02
178014.950000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-4462.960000
-0.0006392
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
969000.000000
EUR
1084160.420000
USD
2022-02-02
-4462.960000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
93496.270000
0.0133913
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
97971.190000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
62628.320000
0.0089701
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
69201.660000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
78432.480000
0.0112337
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1311028.420000
USD
5498453.190000
PEN
2022-12-06
78432.480000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
1479.670000
0.0002119
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
534467.330000
USD
2064486.970000
PEN
2022-02-07
1479.670000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-1234.140000
-0.0001768
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
34327.000000
USD
2586522.290000
RUB
2022-03-18
-1234.140000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-86.260000
-0.0000124
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3094.000000
USD
237254.420000
RUB
2022-04-21
-86.260000
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
320609.040000
0.0459201
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
9
N
N
N
N
N
N
2022-03-08
PIMCO Income Strategy Fund II
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer