0001318025-21-000010.txt : 20210301
0001318025-21-000010.hdr.sgml : 20210301
20210226202323
ACCESSION NUMBER: 0001318025-21-000010
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210301
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO Global StocksPLUS & Income Fund
CENTRAL INDEX KEY: 0001318025
IRS NUMBER: 202726382
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21734
FILM NUMBER: 21693206
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 Global StocksPLUS Income Fund
DATE OF NAME CHANGE: 20050321
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO International StocksPLUS Income Fund
DATE OF NAME CHANGE: 20050216
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2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
6000.000000
USD
45542.220000
TRY
2021-02-26
6.000000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-71.990000
-0.0000677
N/A
DFE
TR
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
6000.000000
USD
44644.490000
TRY
2021-02-10
-71.990000
N
N
N
N/A
N/A
ROLLS-ROYCE PLC SNR SE ICE
000000000
1.000000
NC
-112747.680000
-0.1060501
N/A
DCR
GB
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ROLLS-ROYCE PLC
ROLLS-ROYCE PLC
Y
Single Leg Swap
2025-12-21
0.000000
EUR
-203330.660000
EUR
1000000.000000
EUR
90582.980000
N
N
N
N/A
N/A
S+P EMINI 3RD WK JAN21C 3710 EXP 01/15/2021
000000000
-264.000000
NC
USD
-1017720.000000
-0.9572639
N/A
DE
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
FIN FUT EMINI S&P500 CME 03/19/21
000000000
0.000000
NC
USD
0.000000
0.000000
DE
US
N/A
FIN FUT EMINI S&P500 CME 03/19/21
N/A
N/A
2021-03-20
N/A
USD
N/A
3710.000000
USD
2021-01-15
XXXX
-70620.000000
N
N
N
N/A
N/A
S+P EMINI 3RD WK JAN21P 3520 EXP 01/15/2021
000000000
264.000000
NC
USD
153120.000000
0.1440241
N/A
DE
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
FIN FUT EMINI S&P500 CME 03/19/21
000000000
0.000000
NC
USD
0.000000
0.000000
DE
US
N/A
FIN FUT EMINI S&P500 CME 03/19/21
N/A
N/A
2021-03-20
N/A
USD
N/A
3520.000000
USD
2021-01-15
XXXX
-226380.000000
N
N
N
N/A
N/A
S+P500 EMINI FUT MAR21 XCME 20210319
000000000
278.000000
NC
USD
1241885.550000
1.1681132
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 INDEX
N/A
N/A
2021-03-19
52108320.000000
USD
1241885.550000
N
N
N
N/A
N/A
SEQUA CORP WARRANT
000000000
28000.000000
NC
USD
64150.300000
0.0603395
N/A
DE
US
N
3
None
N/A
Call
Purchased
SEQUA CORPORATION
SEQUA CORPORATION 144A
N/A
0.000000
USD
2024-04-28
XXXX
64150.300000
N
N
N
N/A
N/A
SEQUA CORP WARRANT
000000000
93000.000000
NC
USD
160962.450000
0.1514007
N/A
DE
US
N
3
None
N/A
Call
Purchased
SEQUA CORPORATION
SEQUA CORPORATION 144A
N/A
0.000000
USD
2024-04-28
XXXX
160962.450000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
56.750000
0.0000534
N/A
DFE
TR
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
6000.000000
USD
45594.510000
TRY
2021-02-09
56.750000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
29.550000
0.0000278
N/A
DFE
TR
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
6000.000000
USD
45389.700000
TRY
2021-02-09
29.550000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
3941.690000
0.0037075
N/A
DFE
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
130078.010000
USD
98000.000000
GBP
2021-01-08
3941.690000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
1730.640000
0.0016278
N/A
DFE
JP
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
172686.020000
USD
18000000.000000
JPY
2021-02-19
1730.640000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-173854.320000
-0.1635268
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
7227000.000000
EUR
8655010.830000
USD
2021-01-05
-173854.320000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
13700.640000
0.0128868
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
7227000.000000
EUR
8848545.840000
USD
2021-02-02
13700.640000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
771.360000
0.0007255
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
22000.000000
USD
169587.220000
TRY
2021-01-11
771.360000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
435.290000
0.0004094
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
12346.590000
USD
95225.920000
TRY
2021-01-12
435.290000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
312.230000
0.0002937
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
10915.250000
USD
83500.000000
TRY
2021-01-06
312.230000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
254.150000
0.0002391
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
11000.000000
USD
85337.780000
TRY
2021-02-26
254.150000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-45.070000
-0.0000424
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
11000.000000
USD
83068.810000
TRY
2021-02-26
-45.070000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-43.930000
-0.0000413
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
11000.000000
USD
83077.500000
TRY
2021-02-26
-43.930000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-160.530000
-0.0001510
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
13000.000000
USD
96695.430000
TRY
2021-02-10
-160.530000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
1018.550000
0.0009580
N/A
DFE
ZA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
24228.000000
USD
371938.560000
ZAR
2021-01-22
1018.550000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
-3235.860000
-0.0030436
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
21200000.000000
JPY
202188.210000
USD
2021-02-19
-3235.860000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/41 3.5
00206RJZ6
105000.000000
PA
USD
113369.180000
0.1066347
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/51 3.65
00206RKA9
524000.000000
PA
USD
548703.080000
0.5161082
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/60 3.85
00206RKB7
96000.000000
PA
USD
100842.520000
0.0948521
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85
N
N
N
N
N
N
N/A
N/A
IRS CAD 3.30000 06/19/14-10Y CME
000000000
1.000000
NC
356142.670000
0.3349866
N/A
DIR
CA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD-BA-CDOR 3M
N/A
N/A
Y
2024-06-19
368749.950000
CAD
0.000000
CAD
4900000.000000
CAD
-12607.280000
N
N
N
N/A
N/A
IRS CAD 3.50000 06/20/14-30Y CME
000000000
1.000000
NC
-476131.100000
-0.4478473
N/A
DIR
CA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD-BA-CDOR 3M
N/A
N/A
Y
2044-06-20
0.000000
CAD
-284901.000000
CAD
1600000.000000
CAD
-191230.100000
N
N
N
N/A
N/A
IRS EUR -0.15000 03/18/20-10Y LCH
000000000
1.000000
NC
-21551.810000
-0.0202716
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2030-03-18
0.000000
EUR
-18020.100000
EUR
1300000.000000
EUR
-3531.710000
N
N
N
N/A
N/A
IRS EUR 0.15000 06/17/20-10Y LCH
000000000
1.000000
NC
-157668.140000
-0.1483021
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2030-06-17
0.000000
EUR
-131841.050000
EUR
3000000.000000
EUR
-25827.090000
N
N
N
N/A
N/A
IRS EUR 0.25000 03/18/20-30Y LCH
000000000
1.000000
NC
40736.010000
0.0383161
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2050-03-18
48092.340000
EUR
0.000000
EUR
400000.000000
EUR
-7356.330000
N
N
N
N/A
N/A
IRS EUR 0.50000 06/17/20-30Y LCH
000000000
1.000000
NC
195719.190000
0.1840928
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2050-06-17
170987.580000
EUR
0.000000
EUR
1000000.000000
EUR
24731.610000
N
N
N
N/A
N/A
IRS EUR 0.65000 02/26/19-10Y LCH
000000000
1.000000
NC
3807011.880000
3.5808622
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2029-02-26
34893.460000
EUR
0.000000
EUR
34900000.000000
EUR
3772118.420000
N
N
N
N/A
N/A
IRS EUR 1.25000 08/19/19-30Y LCH
000000000
1.000000
NC
-4067255.920000
-3.8256468
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2049-08-19
36531.610000
EUR
0.000000
EUR
8800000.000000
EUR
-4103787.530000
N
N
N
AVOCA CLO XX DAC 20A
N/A
AVOCA CLO AVOCA 20A SUB 144A
ACI19ZJ22
1000000.000000
PA
932401.520000
0.8770136
Long
ABS-CBDO
CORP
IE
N
2
2032-07-15
Variable
0
N
N
N
N
N
N
N/A
N/A
IRS USD 1.00000 12/16/20-10Y CME
000000000
1.000000
NC
USD
-2963.200000
-0.0027872
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-12-16
0.000000
USD
-15098.000000
USD
400000.000000
USD
12134.800000
N
N
N
N/A
N/A
IRS USD 1.75000 01/15/20-10Y CME
000000000
1.000000
NC
USD
-52310.100000
-0.0492027
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-01-15
0.000000
USD
-6919.170000
USD
600000.000000
USD
-45390.930000
N
N
N
N/A
N/A
IRS USD 2.00000 02/12/20-10Y CME
000000000
1.000000
NC
USD
-481912.120000
-0.4532849
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-02-12
0.000000
USD
-77685.200000
USD
4400000.000000
USD
-404226.920000
N
N
N
N/A
N/A
IRS USD 2.00000 03/10/20-10Y CME
000000000
1.000000
NC
USD
-54221.260000
-0.0510003
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-03-11
0.000000
USD
-474.150000
USD
500000.000000
USD
-53747.110000
N
N
N
N/A
N/A
IRS USD 3.00000 06/19/19-5Y CME
000000000
1.000000
NC
USD
-418551.470000
-0.3936881
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2024-06-19
0.000000
USD
-72669.620000
USD
4400000.000000
USD
-345881.850000
N
N
N
N/A
N/A
IRS USD 3.00000 12/19/18-30Y CME
000000000
1.000000
NC
USD
2223425.980000
2.0913468
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2048-12-21
0.000000
USD
-16999.000000
USD
5700000.000000
USD
2240424.980000
N
N
N
N/A
N/A
OIS GBP SONIO/0.25000 03/17/21-30Y LCH
000000000
1.000000
NC
23951.740000
0.0225289
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2051-03-17
34474.530000
GBP
0.000000
GBP
1100000.000000
GBP
-10522.790000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
4.030000
0.0000038
N/A
DFE
TR
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
6000.000000
USD
45527.250000
TRY
2021-02-26
4.030000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
797.090000
0.0007497
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22000.000000
USD
170390.000000
TRY
2021-01-21
797.090000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
929.550000
0.0008743
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22000.000000
USD
171380.000000
TRY
2021-01-21
929.550000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
813.280000
0.0007650
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22000.000000
USD
170511.000000
TRY
2021-01-21
813.280000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
796.400000
0.0007491
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
23000.000000
USD
177859.000000
TRY
2021-01-21
796.400000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
183.750000
0.0001728
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6000.000000
USD
46890.000000
TRY
2021-02-26
183.750000
N
N
N
N/A
N/A
3175761G1 OTC EPUT FN 3.5 JAN21 64 PUT
000000000
10000000.000000
NC
USD
0.100000
0.0000001
N/A
DIR
US
N
2
FIRST UNION NATIONAL BANK CHARLOTTE
N/A
Put
Purchased
UMBS PASS THRU POOLS
FNMA TBA 3.5% JAN 30YR
N/A
64.000000
USD
2021-01-07
XXXX
-390.530000
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
52539.000000
NC
USD
962777.180000
0.9055849
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
559900.070000
N
N
N
BANC OF AMERICA ALTERNATIVE LOAN TRUST 2005-8
N/A
BANC OF AMERICA ALTERNATIVE LO BOAA 2005 8 1CB2
05948KK40
814389.960000
PA
USD
869287.580000
0.8176489
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
16.6144
Y
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2004-B
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 1A2
05946XHW6
249712.010000
PA
USD
168697.770000
0.1586765
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Floating
2.19912
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2006-B
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1
058928AF9
180473.420000
PA
USD
172406.330000
0.1621648
Long
ABS-MBS
CORP
US
N
2
2036-03-20
Floating
3.99651
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2007-1
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA1B
05951FAB0
141929.100000
PA
USD
146477.600000
0.1377763
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
5.8456
Y
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
300000.000000
PA
377434.170000
0.3550133
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625
BJSF9FII4
300000.000000
PA
387458.110000
0.3644418
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
200000.000000
PA
303213.550000
0.2852016
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
BANCO DE CREDITO DEL PERU
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
100000.000000
PA
29779.010000
0.0280100
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
BANK OF AMERICA MTGE SECS-2006-2
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 2 A15
05950GAQ6
1066.780000
PA
USD
1048.140000
0.0009859
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Fixed
6
Y
N
N
N
N
N
BEAR STEARNS COMM MTGE SEC 2006-T22
N/A
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T22 H 144A
07387BGC1
40000.000000
PA
USD
40070.380000
0.0376901
Long
ABS-MBS
CORP
US
N
2
2038-04-12
Variable
6.10717
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
97913.000000
NS
USD
161556.450000
0.1519594
Long
EC
CORP
US
N
1
N
N
N
BEAR STEARNS STRUC PROD INC 2007-R6
N/A
BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1
07402FAA3
443205.120000
PA
USD
363676.440000
0.3420728
Long
ABS-MBS
CORP
US
N
2
2036-01-26
Floating
2.98405
Y
N
N
N
N
N
BEAR STEARNS STRUC PROD INC 2007-R6
N/A
BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1
07402FAC9
225621.360000
PA
USD
201066.720000
0.1891227
Long
ABS-MBS
CORP
US
N
2
2046-12-26
Floating
2.72785
Y
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2006-2
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2
07388DAS7
124959.670000
PA
USD
121081.550000
0.1138889
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.44723
Y
N
N
N
N
N
BEAR STEARNS ALT-A TR 2005-2
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 2 2A2A
07386HQX2
96828.540000
PA
USD
89718.980000
0.0843894
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
3.11599
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-7
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1
07386HVS7
86812.420000
PA
USD
68478.260000
0.0644104
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.15185
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-9
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1
07386HYE5
90587.460000
PA
USD
80188.380000
0.0754249
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.00151
Y
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC2
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2
07387UGW5
1631566.890000
PA
USD
1702808.610000
1.6016559
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
23.0066
Y
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A3
073888AC3
560246.390000
PA
USD
329029.180000
0.3094837
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
BEAR STEARNS COMM MTG SEC 2004-PWR3
N/A
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2004 PWR3 H 144A
07383FYS1
180540.160000
PA
USD
180221.800000
0.1695160
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Variable
5.38733
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
34966043.720000
PA
USD
94757.980000
0.0891290
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
0.52588
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/27 5.04
097023CU7
53000.000000
PA
USD
62021.040000
0.0583368
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/30 5.15
097023CY9
99000.000000
PA
USD
119985.480000
0.1128579
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/40 5.705
097023CV5
181000.000000
PA
USD
234491.680000
0.2205621
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
173000.000000
PA
USD
238996.060000
0.2247989
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
239000.000000
PA
USD
339060.310000
0.3189190
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BOMBARDIER CAPITAL MTGE SEC BCM 2000 A
N/A
BOMBARDIER CAPITAL MORTGAGE SE BCM 2000 A A3
09774XBP6
1421438.780000
PA
USD
430238.820000
0.4046811
Long
ABS-O
CORP
US
N
2
2030-06-15
Variable
7.83
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 01/23 6.125
097751BF7
170000.000000
PA
USD
166345.000000
0.1564635
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
6.125
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 03/25 7.5
097751BM2
843000.000000
PA
USD
782936.250000
0.7364271
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.5
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 04/27 7.875
097751BT7
450000.000000
PA
USD
414436.500000
0.3898175
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 12/24 7.5
097751BR1
576000.000000
PA
USD
553982.400000
0.5210739
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BRAD 2014-1 RESECURITIZATION TRUST
N/A
BRAD 2014 1 RESECURITIZATION 03/21 VAR
926BRAII8
879877.350000
PA
USD
8796.450000
0.0082739
Long
ABS-O
CORP
US
N
3
2021-03-12
Floating
2.56962
N
N
N
N
N
N
BRAD 2014-1 RESECURITIZATION TRUST
N/A
BRAD 2014 1 RESECURITIZATION 03/21 VAR
926BRBII6
225752.420000
PA
USD
217008.850000
0.2041178
Long
ABS-O
CORP
US
N
3
2021-03-12
Fixed
6.55
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/30 4.15
11135FAQ4
49000.000000
PA
USD
56756.530000
0.0533850
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/32 4.3
11135FAS0
158000.000000
PA
USD
187629.630000
0.1764838
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.3
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7
11271LAB8
10000.000000
PA
USD
12654.960000
0.0119032
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.7
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
12769LAD1
128677.500000
PA
USD
129071.640000
0.1214043
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.6468
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
874492.300000
PA
USD
859795.580000
0.8087207
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.8968
N
N
N
N
N
N
CALIFORNIA REPUBLIC AUTO RECEIVABLES TRUST 2018-1
N/A
CALIFORNIA REPUBLIC AUTO RECEI CRART 2018 1 R
13057FAH4
1400000.000000
PA
USD
1307538.480000
1.2298662
Long
ABS-O
CORP
US
N
3
2025-04-15
Fixed
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES 2018-2A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A SUB 144A
14317QAC5
600000.000000
PA
USD
407332.700000
0.3831357
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Variable
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A
14311CAA6
1700000.000000
PA
USD
918876.620000
0.8642922
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Variable
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1A SUB 144A
ACI18MPH2
900000.000000
PA
619125.850000
0.5823476
Long
ABS-CBDO
CORP
IE
N
2
2027-04-15
Variable
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 3A SUB 144A
ACI18FBB5
300000.000000
PA
238611.570000
0.2244372
Long
ABS-CBDO
CORP
IE
N
2
2032-01-25
Variable
0
N
N
N
N
N
N
CARRINGTON MTGE LOAN TRUST 2006-NC3
N/A
CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC3 A3
144528AC0
65056.860000
PA
USD
61932.610000
0.0582536
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.298
N
N
N
N
N
N
CBA COMMERCIAL SMALL BALANCE CMM 2006-2A
N/A
CBS COMMERCIAL SMALL BALANCE C CBAC 2006 2A A 144A
14983CAA3
237653.190000
PA
USD
183000.990000
0.1721301
Long
ABS-MBS
CORP
US
N
2
2039-01-25
Variable
6.04
Y
N
N
N
N
N
CBL & ASSOCIATES LIMITED PARTNERSHIP
549300VS75TWHD9JTH89
CBL + ASSOCIATES LP COMPANY GUAR 12/26 5.95
12505JAD5
1020000.000000
PA
USD
405761.100000
0.3816575
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.95
N
N
N
N
N
N
CBL & ASSOCIATES LIMITED PARTNERSHIP
549300VS75TWHD9JTH89
CBL + ASSOCIATES LP LIMITD GUARA 10/24 4.6
12505JAB9
165000.000000
PA
USD
65776.430000
0.0618691
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.6
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25
1248EPCK7
360000.000000
PA
USD
379839.600000
0.3572758
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75
1248EPCD3
30000.000000
PA
USD
32407.500000
0.0304824
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
26000.000000
PA
USD
27625.130000
0.0259841
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.5
N
N
N
N
N
N
DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA)
254900VV84SMDXCU2986
EQTY04518 DOMMO PLACEHOLDER
965RMZII5
170018.780000
NS
45498.080000
0.0427953
Long
EC
CORP
BR
N
3
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8
161175BT0
36000.000000
PA
USD
43026.250000
0.0404703
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.8
N
N
N
N
N
N
CHEVY CHASE MORTGAGE FUND CORP 2003-4A
N/A
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2003 4A A1 144A
16678RAJ6
4170.820000
PA
USD
4102.980000
0.0038592
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
0.828
N
N
N
N
N
N
CHEVY CHASE MTGE FUNDING CORP 2004-3A
N/A
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A
16678RBV8
58887.660000
PA
USD
59645.890000
0.0561027
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.448
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/29 6
12543DBH2
170000.000000
PA
USD
183856.700000
0.1729350
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
12543DBF6
800000.000000
PA
USD
843484.000000
0.7933781
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 03/27 5.625
12543DBG4
820000.000000
PA
USD
882730.000000
0.8302928
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
904032.050000
PA
USD
502883.380000
0.4730104
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.40885
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2014-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A
17322WAK0
1370428.210000
PA
USD
952869.830000
0.8962661
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.07917
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR4
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A1A
17311WAD9
118162.730000
PA
USD
102586.650000
0.0964926
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.73366
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-OPX1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A1B
17311FAB0
158361.380000
PA
USD
73677.960000
0.0693012
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.308
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
1082198.160000
PA
USD
600619.980000
0.5649411
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC SR UNSECURED 03/30 3.3
177376AF7
21000.000000
PA
USD
23224.790000
0.0218452
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.3
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES SR UNSECURED 01/22 VAR
ACI0SB547
16497420.000000
PA
118187.140000
0.1111664
Long
DBT
MUN
AR
N
2
2022-01-23
Floating
34.6419
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 02/28 VAR
ACI0Z1129
449200.000000
PA
2641.820000
0.0024849
Long
DBT
MUN
AR
N
2
2028-02-22
Floating
33.9782
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
20306000.000000
PA
118674.410000
0.1116247
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
34.9627
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/42 FIXED 7.75
167486D22
12000.000000
PA
USD
13018.200000
0.0122449
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
N/A
CLEAR CHANNEL WORLDWIDE COMPANY GUAR 02/24 9.25
18451QAP3
24000.000000
PA
USD
24362.520000
0.0229153
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
1204056.310000
PA
USD
513891.230000
0.4833643
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.25702
N
N
N
N
N
N
COMMERCIAL MTGE PASS THRU CERT 2010-C1
N/A
COMM MORTGAGE TRUST COMM 2010 C1 D 144A
12622DAK0
760000.000000
PA
USD
693833.640000
0.6526175
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
5.792
N
N
N
N
N
N
CONSECO FINANCE SECURITIZATION 2000-5
N/A
CONSECO FINANCE SECURITIZATION CNF 2000 5 A6
20846QEQ7
381844.980000
PA
USD
188504.880000
0.1773070
Long
ABS-O
CORP
US
N
2
2031-05-01
Fixed
7.96
N
N
N
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR UNSECURED REGS 04/23 3.5
ACI11QWM1
600000.000000
PA
611518.940000
0.5751926
Long
DBT
CORP
LU
N
2
2023-04-15
Fixed
3.5
N
N
N
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR UNSECURED REGS 11/22 1.375
ACI0Z2W07
100000.000000
PA
97609.840000
0.0918115
Long
DBT
CORP
LU
N
2
2022-11-28
Fixed
1.375
N
N
N
Y
N
CORESTATE CAPITAL HOLDING SA
CORESTATE CAPITAL HOLDING S.
EUR
XXXX
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
CORNERSTONE BUILDING BRANDS TERM LOAN B
72431HAB6
9799.520000
PA
USD
9799.520000
0.0092174
Long
LON
CORP
US
N
2
2025-04-12
Floating
3.9039
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC SR UNSECURED 11/79 5.45
219350BQ7
12000.000000
PA
USD
16474.290000
0.0154957
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45
N
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2004-14T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 14T2 A12
12667FMY8
270811.820000
PA
USD
283269.410000
0.2664422
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.5
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2004-18CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 18CB 5A2
12667FRD9
42967.560000
PA
USD
45005.160000
0.0423317
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.25
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-43
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 4A3
12667G5Y5
93898.080000
PA
USD
90737.430000
0.0853473
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.71185
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-44
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 44 1A1
12667G3L5
566000.590000
PA
USD
461018.400000
0.4336323
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.808
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-20CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A5
02147MAE1
934789.180000
PA
USD
295065.830000
0.2775379
Long
ABS-O
CORP
US
N
2
2036-07-25
Floating
7.002
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A6
12668BSL8
1379204.770000
PA
USD
395627.230000
0.3721256
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.498
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2
23244GAE2
82363.490000
PA
USD
54211.840000
0.0509915
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.388
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3
12667GLD3
608895.800000
PA
USD
762682.050000
0.7173761
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
19.393
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1
02149DAN9
111553.150000
PA
USD
109092.230000
0.1026118
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.67388
Y
N
N
N
N
N
FORBES ENERGY SERVICES LTD
5493000KNGZL65YWY755
FORBES ENERGY SERVICES LTD COMMON STOCK
345143200
5475.000000
NS
USD
492.750000
0.0004635
Long
EC
CORP
US
Y
1
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A1
02147RAN0
1119318.200000
PA
USD
619738.170000
0.5829236
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A5
12668BFE8
16275.230000
PA
USD
13484.870000
0.0126838
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2004-SD3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 SD3 A2 144A
126673FK3
46559.560000
PA
USD
45857.470000
0.0431334
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
1.248
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2004-12
N/A
COUNTRYWIDE HOME LOANS CWHL 2004 12 11A2
12669FN66
60805.620000
PA
USD
59945.560000
0.0563846
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
3.08975
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2004-25
N/A
COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2
12669GKG5
73295.970000
PA
USD
66666.080000
0.0627059
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
0.928
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-15
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 15 A7
12669GR37
18086.900000
PA
USD
14758.460000
0.0138818
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-HYB6
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 1A1
126694BE7
88938.420000
PA
USD
85528.740000
0.0804480
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
3.08437
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-HYB6
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 4A1B
126694BQ0
82699.590000
PA
USD
81300.640000
0.0764711
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
2.85561
Y
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
28000.000000
NS
USD
25998.280000
0.0244539
Long
EP
CORP
US
N
2
N
N
N
COUNTRYWIDE HOME LOANS 2005-HYB6
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1
126694BS6
85032.180000
PA
USD
81272.040000
0.0764442
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
2.44269
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-3
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 3 1A1
126694YJ1
136549.510000
PA
USD
130773.570000
0.1230052
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.628
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HYB1
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 1A1
22239EAA4
263683.110000
PA
USD
229927.770000
0.2162693
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.04204
Y
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR
F22797RT7
200000.000000
PA
USD
227870.000000
0.2143337
Long
DBT
CORP
FR
N
2
2024-01-23
Floating
7.875
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C5
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C5 AM
22546BAH3
3016.110000
PA
USD
7381.930000
0.0069434
Long
ABS-MBS
CORP
US
N
2
2040-09-15
Variable
5.85918
N
N
N
N
N
N
CREDIT SUISSE MRTG CAPITAL CERT 2006-9
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 9 3A1
126380AC8
171813.250000
PA
USD
161478.390000
0.1518860
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6
Y
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 11/23 5.75
23371DAE4
100000.000000
PA
USD
102875.000000
0.0967639
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.75
N
N
N
N
N
N
DBUBS MORTGAGE TRUST 2011-LC1A
N/A
DBUBS MORTGAGE TRUST DBUBS 2011 LC1A H 144A
233050AM5
700000.000000
PA
USD
580300.000000
0.5458282
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
4.652
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
920000.000000
PA
USD
1051588.620000
0.9891206
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 09/31 VAR
251526CD9
1000000.000000
PA
USD
1086683.970000
1.0221312
Long
DBT
CORP
DE
N
2
2031-09-18
Floating
3.547
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC TERM LOAN
25272YAE3
605441.000000
PA
USD
575471.670000
0.5412867
Long
LON
CORP
US
N
2
2023-09-02
Floating
4.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
600000.000000
PA
USD
573438.990000
0.5393747
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 INVESTMENTS LIMITED
635400PXGAR3DIWMKS37
DTEK INVESTMENTS LIMITED TERM LOAN
938TSAII4
687863.510000
PA
USD
373466.890000
0.3512817
Long
LON
CORP
GB
N
3
2023-06-30
Floating
5.75
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
8000.000000
PA
USD
9582.920000
0.0090137
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75
29278NAQ6
13000.000000
PA
USD
14031.560000
0.0131980
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5
29278NAR4
13000.000000
PA
USD
14089.280000
0.0132523
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5
N
N
N
N
N
N
ENSCO JERSEY FINANCE LIMITED
N/A
ENSCO JERSEY FINANCE LTD COMPANY GUAR 01/24 3
29359WAB1
4000.000000
PA
USD
379.990000
0.0003574
Long
DBT
CORP
JE
N
2
2024-01-31
Fixed
3
N
N
N
Y
N
VALARIS PLC
VALARIS PLC
USD
XXXX
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
2288171.230000
PA
USD
1921109.670000
1.8069891
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.8968
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
29373TAA2
382000.000000
PA
USD
241064.920000
0.2267448
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5
054561AM7
2000.000000
PA
USD
2634.420000
0.0024779
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
5415.000000
NS
USD
70286.700000
0.0661114
Long
EC
CORP
US
N
1
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10
30162RAA9
23000.000000
PA
USD
7043.750000
0.0066253
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
10
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
73.000000
NS
USD
852.790000
0.0008021
Long
EC
CORP
US
N
3
N
N
N
EYECARE PARTNERS LLC
254900ZAACWK09RJ8W93
EYECARE PARTNERS LLC 2020 DELAYED DRAW TERM LOAN
30233PAC4
2107.230000
PA
USD
2059.290000
0.0019370
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.8968
N
N
N
N
N
N
EYECARE PARTNERS LLC
254900ZAACWK09RJ8W93
EYECARE PARTNERS LLC TERM LOAN
30233PAB6
8963.260000
PA
USD
8759.350000
0.0082390
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.8968
N
N
N
N
N
N
FANNIE MAE 2005-122
N/A
FANNIE MAE FNR 2005 122 SG
31394VED8
66140.140000
PA
USD
8415.850000
0.0079159
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
6.452
N
N
N
N
N
N
FANNIE MAE 2007-109
N/A
FANNIE MAE FNR 2007 109 AI
31396XY73
276651.970000
PA
USD
42922.330000
0.0403726
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
6.252
N
N
N
N
N
N
FANNIE MAE 2007-15
N/A
FANNIE MAE FNR 2007 15 AI
31396PWK3
240169.000000
PA
USD
47437.480000
0.0446195
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
6.232
N
N
N
N
N
N
FANNIE MAE 2007-4
N/A
FANNIE MAE FNR 2007 4 SL
31396PMQ1
210532.660000
PA
USD
49069.520000
0.0461546
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Floating
7.052
N
N
N
N
N
N
FANNIE MAE 2007-54
N/A
FANNIE MAE FNR 2007 54 NI
31396WFM3
96150.000000
PA
USD
15543.430000
0.0146201
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Floating
6.262
N
N
N
N
N
N
FANNIE MAE 2008-41
N/A
FANNIE MAE FNR 2008 41 S
31397LLL1
1204221.430000
PA
USD
274281.900000
0.2579886
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
6.652
N
N
N
N
N
N
FANNIE MAE 2009-87
N/A
FANNIE MAE FNR 2009 87 HS
31398FR45
199272.410000
PA
USD
36223.760000
0.0340719
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
6.002
N
N
N
N
N
N
FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01
N/A
FANNIE MAE CAS CAS 2017 C01 1B1
30711XEQ3
220000.000000
PA
USD
236804.130000
0.2227371
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
5.898
N
N
N
N
N
N
FANNIE MAE REMICS 2007-22
N/A
FANNIE MAE FNR 2007 22 SW
31396PT92
213000.600000
PA
USD
42618.350000
0.0400867
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.902
N
N
N
N
N
N
FANNIE MAE REMICS 2007-88
N/A
FANNIE MAE FNR 2007 88 JI
31396XUR3
623402.890000
PA
USD
132001.390000
0.1241600
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
6.302
N
N
N
N
N
N
FANNIE MAE REMICS 2014-31
N/A
FANNIE MAE FNR 2014 31 US
3136AKDX8
223820.330000
PA
USD
279182.800000
0.2625984
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Floating
8.2905
N
N
N
N
N
N
FANNIE MAE REMICS 2019-62
N/A
FANNIE MAE FNR 2019 62 SN
3136B62S1
183417.450000
PA
USD
32171.270000
0.0302602
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Floating
5.852
N
N
N
N
N
N
FANNIE MAE-1992-137
N/A
FANNIE MAE FNR 1992 137 S
31358PUA3
22648.930000
PA
USD
25076.710000
0.0235871
Long
ABS-MBS
USGSE
US
N
2
2022-08-25
Floating
13.9928
N
N
N
N
N
N
FANNIE MAE-1993-250
N/A
FANNIE MAE FNR 1993 250 DZ
31359FWN4
31056.960000
PA
USD
33117.140000
0.0311499
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Fixed
7
N
N
N
N
N
N
FANNIE MAE-2007-117
N/A
FANNIE MAE FNR 2007 117 SG
31396YAW2
282798.800000
PA
USD
53210.320000
0.0500494
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Floating
6.152
N
N
N
N
N
N
FANNIE MAE-2020-38
N/A
FANNIE MAE FNR 2020 38 NI
3136BAGT5
14795617.570000
PA
USD
2251048.160000
2.1173281
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Fixed
3
N
N
N
N
N
N
FANNIEMAE WHOLE LOAN 2003-W-8
N/A
FANNIEMAE WHOLE LOAN FNW 2003 W8 PT1
31393CY31
43267.300000
PA
USD
50720.760000
0.0477078
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
9.07815
N
N
N
N
N
N
FANNIEMAE WHOLE LOAN-1996-W2
N/A
FANNIEMAE WHOLE LOAN FNW 1996 W2 A7
31359KGH4
1192.730000
PA
USD
1353.860000
0.0012734
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Fixed
7.8
N
N
N
N
N
N
FIRST HORIZON ALT MTG SEC 2006-AA6
N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA6 2A1
32052MAE1
218725.920000
PA
USD
179971.950000
0.1692810
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.62116
Y
N
N
N
N
N
FIRST HORIZON MTGE PT TR 2006-AR4
N/A
FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2
32053AAB2
292584.040000
PA
USD
232930.510000
0.2190936
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.11807
Y
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
284000.000000
PA
USD
292342.500000
0.2749763
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
312000.000000
PA
USD
325845.000000
0.3064887
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
1000.000000
PA
USD
85604.430000
0.0805192
Long
ABS-O
CORP
US
N
3
2025-05-15
Fixed
0
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 661162 FN 06/32 FIXED 7.5
31391AQP7
23491.110000
PA
USD
23981.780000
0.0225572
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.5
N
N
N
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
516.000000
NS
USD
46779.750000
0.0440009
Long
EC
CORP
US
Y
3
N
N
N
NOBLE CORPORATION PLC
N/A
NOBLE CORP PLC COMMON STOCK USD.01
G65431101
761.000000
NS
USD
19.030000
0.0000179
Long
EC
CORP
GB
Y
3
N
N
N
OCP CLO LTD 2016-11A
N/A
OCP CLO 2016 11 LTD PREFERRED STOCK 04/28 0.00000
67092H209
1400.000000
NS
USD
910934.460000
0.8568218
Long
EP
CORP
KY
N
2
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL BM5807 FN 04/48 FIXED VAR
3140JANZ7
725995.100000
PA
USD
767530.830000
0.7219368
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA3305 FN 03/48 FIXED 3.5
31418CU77
233652.700000
PA
USD
247632.520000
0.2329223
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.5
N
N
N
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
90649.610000
PA
USD
86829.540000
0.0816716
Long
LON
CORP
US
N
2
2021-04-13
Fixed
5.2961
N
N
Y
N
N
N
ASSOCIATED MATERIALS (NEW AMI I LLC)
N/A
ASSOCIATED MATERIALS GROUP INC
931WQR908
100208.000000
NS
USD
675401.920000
0.6352807
Long
EC
CORP
US
Y
3
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5
34960PAB7
73000.000000
PA
USD
76559.120000
0.0720112
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC 3211
N/A
FREDDIE MAC FHR 3211 SH
31397BA50
560157.000000
PA
USD
117306.450000
0.1103380
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
6.42137
N
N
N
N
N
N
FREDDIE MAC 3218
N/A
FREDDIE MAC FHR 3218 SA
31397BJY8
256927.240000
PA
USD
48363.390000
0.0454904
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
6.41137
N
N
N
N
N
N
FREDDIE MAC 3284
N/A
FREDDIE MAC FHR 3284 NI
31397FM74
451582.600000
PA
USD
90049.050000
0.0846998
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
6.28137
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
5658648.020000
PA
USD
403789.240000
0.3798028
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.7
N
N
N
N
N
N
FREDDIE MAC REMICS 4990
N/A
FREDDIE MAC FHR 4990 SN
3137FUYG3
1929767.060000
PA
USD
368946.570000
0.3470299
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Floating
6.002
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2017-DNA2
N/A
FREDDIE MAC STACR STACR 2017 DNA2 B1
3137G0PR4
250000.000000
PA
USD
267554.100000
0.2516605
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
5.298
N
N
N
N
N
N
FREDDIE MAC-1560
N/A
FREDDIE MAC FHR 1560 Z
3133T0VX9
1320.000000
PA
USD
1382.980000
0.0013008
Long
ABS-MBS
USGSE
US
N
2
2023-08-15
Fixed
7
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
1307000.000000
PA
USD
1265408.970000
1.1902393
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
None
0
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 X2A 144A
30291XAA0
1425532.610000
PA
USD
14.260000
0.0000134
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
0.1
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 X2B 144A
30291XAC6
2746000.000000
PA
USD
305.630000
0.0002875
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
0.1
N
N
N
N
N
N
FRESH MARKET INC/THE
529900QM5ZSBEBR6CS58
FRESH MARKET INC SR SECURED 144A 05/23 9.75
35804HAA4
1200000.000000
PA
USD
1238514.000000
1.1649420
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HOUSE RESORTS INC 02/24 1
359678AB5
8000.000000
PA
USD
7712.920000
0.0072547
Long
DBT
CORP
US
N
2
2024-02-02
Floating
8
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HSE RESORTS INC 01/24 1
359678AA7
100000.000000
PA
USD
96411.550000
0.0906844
Long
DBT
CORP
US
N
2
2024-01-31
Floating
8
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/38 5.875
36962G3P7
2000.000000
PA
USD
2712.310000
0.0025512
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875
36962G4B7
32000.000000
PA
USD
47180.950000
0.0443782
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 08/37 6.15
36962G3A0
2000.000000
PA
USD
2760.320000
0.0025963
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORP PREFERRED STOCK
000000000
3160.000000
NS
USD
4379444.000000
4.1192898
Long
EP
CORP
US
N
3
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-168
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AS
38381BGP3
2223662.920000
PA
USD
373055.260000
0.3508945
Long
ABS-MBS
USGSE
US
N
2
2048-12-20
Floating
5.94837
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/23 VAR
ACI01P743
33200.000000
PA
44095.830000
0.0414764
Long
DBT
NUSS
GR
N
2
2023-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/24 VAR
ACI01P750
33200.000000
PA
45767.070000
0.0430483
Long
DBT
NUSS
GR
N
2
2024-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/25 VAR
ACI01P6P7
33200.000000
PA
46953.190000
0.0441640
Long
DBT
NUSS
GR
N
2
2025-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/26 VAR
ACI01P867
33200.000000
PA
48153.650000
0.0452932
Long
DBT
NUSS
GR
N
2
2026-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/27 VAR
ACI01P842
33200.000000
PA
49354.500000
0.0464227
Long
DBT
NUSS
GR
N
2
2027-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/28 VAR
ACI01P6T9
33200.000000
PA
50392.610000
0.0473991
Long
DBT
NUSS
GR
N
2
2028-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/29 VAR
ACI01P6U6
33200.000000
PA
51139.090000
0.0481013
Long
DBT
NUSS
GR
N
2
2029-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/30 VAR
ACI01P776
33200.000000
PA
52212.050000
0.0491105
Long
DBT
NUSS
GR
N
2
2030-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/31 VAR
ACI01P6S1
33200.000000
PA
52940.320000
0.0497955
Long
DBT
NUSS
GR
N
2
2031-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/32 VAR
ACI01P7A9
33200.000000
PA
53781.730000
0.0505869
Long
DBT
NUSS
GR
N
2
2032-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/33 VAR
ACI01P784
33200.000000
PA
54981.390000
0.0517153
Long
DBT
NUSS
GR
N
2
2033-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/34 VAR
ACI01P792
33200.000000
PA
55704.510000
0.0523955
Long
DBT
NUSS
GR
N
2
2034-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/35 VAR
ACI01P6W2
33200.000000
PA
56194.770000
0.0528566
Long
DBT
NUSS
GR
N
2
2035-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/36 VAR
ACI01P6X0
33200.000000
PA
56968.950000
0.0535848
Long
DBT
NUSS
GR
N
2
2036-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/37 VAR
ACI01P719
33200.000000
PA
57380.350000
0.0539718
Long
DBT
NUSS
GR
N
2
2037-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/38 VAR
ACI01P7B7
33200.000000
PA
57966.050000
0.0545227
Long
DBT
NUSS
GR
N
2
2038-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/39 VAR
ACI01P6Z5
33200.000000
PA
57641.900000
0.0542178
Long
DBT
NUSS
GR
N
2
2039-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/40 VAR
ACI01P6Y8
33200.000000
PA
59293.250000
0.0557710
Long
DBT
NUSS
GR
N
2
2040-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/41 VAR
ACI01P7M3
33200.000000
PA
60089.580000
0.0565201
Long
DBT
NUSS
GR
N
2
2041-02-24
Variable
3.65
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/42 VAR
ACI01P7C5
33200.000000
PA
60939.620000
0.0573196
Long
DBT
NUSS
GR
N
2
2042-02-24
Variable
3.65
N
N
N
N
N
N
SIERRA HAMILTON HOLDINGS LLC
N/A
SIERRA HAMILTON HOLDER LLC
932BTZ902
100456.000000
NS
USD
10.050000
0.0000095
Long
EC
CORP
US
Y
3
N
N
N
GS MORTGAGE SECURITIES CORP II 2006-GG8
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2006 GG8 AJ
362332AH1
127912.780000
PA
USD
44769.470000
0.0421100
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Fixed
5.622
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR2
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2
36242DH55
154560.730000
PA
USD
152817.730000
0.1437398
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
3.7964
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR3
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR3 4A1
36242D4U4
30009.670000
PA
USD
28073.020000
0.0264054
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
3.58299
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2006-5F
N/A
GSR MORTGAGE LOAN TRUST GSR 2006 5F 5A1
36297XAK9
2582.410000
PA
USD
11723.480000
0.0110271
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
5.5
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2004-8
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A1
41161PHE6
83829.780000
PA
USD
86001.310000
0.0808925
Long
ABS-MBS
CORP
US
N
2
2034-11-19
Floating
2.34063
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-2
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 2 1A
41161PJ38
16914.330000
PA
USD
7793.210000
0.0073303
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.14834
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A
41161UAJ1
6114.590000
PA
USD
6191.100000
0.0058233
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Floating
3.34368
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TRUST 2004-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 1A
41161PCX9
11289.450000
PA
USD
10813.040000
0.0101707
Long
ABS-MBS
CORP
US
N
2
2034-04-19
Floating
0.75163
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/95 7.5
197677AH0
300000.000000
PA
USD
392788.500000
0.3694555
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05
431282AS1
100000.000000
PA
USD
105916.600000
0.0996248
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR
ACI0H2TW1
200000.000000
PA
268458.580000
0.2525112
Long
DBT
CORP
GB
N
2
2023-09-29
Floating
6
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSI ASSET LOAN OBLIGATION 2007-AR1
N/A
HSI ASSET LOAN OBLIGATION HALO 2007 AR1 2A1
40431LAB4
197713.330000
PA
USD
169713.960000
0.1596324
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
2.94313
Y
N
N
N
N
N
HUNT COMPANIES INC
549300ODPWDNCH5TKM49
HUNT COS INC SR SECURED 144A 02/26 6.25
445587AC2
6000.000000
PA
USD
6167.430000
0.0058011
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.25
N
N
N
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5
BJBQCWII7
1287900.000000
NS
2090212.930000
1.9660470
Long
EP
CORP
NL
N
2
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375
45174HBC0
207100.000000
PA
USD
221985.310000
0.2087986
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 04/35 FIXED 6.725
452152FA4
10000.000000
PA
USD
11554.700000
0.0108683
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.725
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 06/33 FIXED 5.1
452151LF8
15000.000000
PA
USD
16154.550000
0.0151949
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.1
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 07/35 FIXED 7.35
452152GS4
5000.000000
PA
USD
5965.000000
0.0056107
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2004-AR4
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A
45660LEG0
15227.330000
PA
USD
14866.910000
0.0139838
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.708
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2007-AR11
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR11 1A1
45669FAA1
382561.230000
PA
USD
395189.120000
0.3717135
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
3.04573
Y
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2007-FLX3
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A2
45670AAB7
741429.210000
PA
USD
869830.070000
0.8181591
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.418
Y
N
N
N
N
N
INGERSOLL-RAND SERVICES COMPANY
N/A
INGERSOLL RAND COMPANY LIMITED 2020 USD TERM LOAN B
365556AU3
7940.000000
PA
USD
7845.010000
0.0073790
Long
LON
CORP
BM
N
2
2027-03-01
Floating
1.8968
N
N
N
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
10000.000000
PA
USD
10785.700000
0.0101450
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC SR UNSECURED 144A 02/28 9.375
45774NAB4
21000.000000
PA
USD
23060.630000
0.0216907
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS INC 2020 TERM LOAN B
45778EAG9
3980.000000
PA
USD
3980.000000
0.0037436
Long
LON
CORP
US
N
3
2027-02-07
Floating
3.6467
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75
458204AP9
965000.000000
PA
USD
48250.000000
0.0453838
Long
DBT
CORP
LU
N
2
2021-06-01
Fixed
7.75
Y
Y
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
54000.000000
PA
USD
2700.000000
0.0025396
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
35000.000000
PA
USD
9559.380000
0.0089915
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
979000.000000
PA
USD
665720.000000
0.6261739
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
1026000.000000
PA
USD
740361.600000
0.6963816
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
1387000.000000
PA
USD
995033.800000
0.9359253
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.5
Y
Y
N
N
N
N
INTERNET BRANDS INC (MH SUB I LLC)
N/A
MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM
45567YAJ4
19350.000000
PA
USD
19140.380000
0.0180034
Long
LON
CORP
US
N
2
2024-09-13
Floating
3.6467
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
3949.850000
PA
USD
3927.630000
0.0036943
Long
LON
CORP
US
N
2
2026-06-03
Floating
3.1875
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR 2003-CB7
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2003 CB7 H 144A
46625MQ69
1293254.600000
PA
USD
1307543.770000
1.2298711
Long
ABS-MBS
CORP
US
N
2
2038-01-12
Variable
6.04026
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2005-S3
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A21
466247B28
35263.700000
PA
USD
24812.460000
0.0233385
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.5
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2007-A2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1
46630PAA3
379745.230000
PA
USD
329684.630000
0.3101002
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.93782
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2007-S2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 2A3
46630WAV2
6976.710000
PA
USD
8180.510000
0.0076946
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
5.5
Y
N
N
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
524700.000000
PA
USD
517485.380000
0.4867450
Long
LON
CORP
LU
N
2
2026-12-04
Floating
4.9805
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY WILSON INC COMPANY GUAR 04/24 5.875
489399AG0
14000.000000
PA
USD
14227.500000
0.0133823
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.875
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
KILROY REALTY LP COMPANY GUAR 02/30 3.05
49427RAP7
100000.000000
PA
USD
106423.780000
0.1001018
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC/DELAWA COMPANY GUAR 01/32 7.75
28368EAE6
300000.000000
PA
USD
435413.190000
0.4095481
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25
505742AM8
6000.000000
PA
USD
5910.000000
0.0055589
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
61435.290000
PA
USD
41980.760000
0.0394870
Long
LON
CORP
US
N
2
2025-06-30
Floating
1.1468
N
N
N
N
N
N
LEHMAN XS TRUST 2007-6
N/A
LEHMAN XS TRUST LXS 2007 6 3A5
52524PAL6
67970.430000
PA
USD
67111.320000
0.0631247
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
5.72
Y
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/29 3.625
527298BS1
872000.000000
PA
USD
871455.000000
0.8196875
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.625
N
N
N
N
N
N
LUMEN TECHNOLOGIES (CENTURYLINK INC)
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4
156700BC9
12000.000000
PA
USD
12406.440000
0.0116695
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
44060.000000
NS
USD
516823.800000
0.4861227
Long
EC
CORP
US
N
1
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC
N/A
MALLINCKRODT FIN/SB COMPANY GUAR 144A 04/25 5.5
561233AC1
134000.000000
PA
USD
46900.000000
0.0441140
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
5.5
Y
Y
N
N
N
N
MARLETTE FUNDING TRUST 2018-4A
N/A
MARLETTE FUNDING TRUST MFT 2018 4A CERT 144A
57109G104
2100.000000
PA
USD
268929.840000
0.2529545
Long
ABS-O
CORP
US
N
3
2028-12-15
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-1A
N/A
MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A
57109X107
1700.000000
PA
USD
221325.960000
0.2081784
Long
ABS-O
CORP
US
N
3
2029-04-16
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-2
N/A
MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A
57109H102
2346.000000
PA
USD
425010.740000
0.3997636
Long
ABS-O
CORP
US
N
3
2029-07-16
Fixed
0
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625
571903BE2
500000.000000
PA
USD
587113.990000
0.5522374
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.625
N
N
N
N
N
N
MASTR ADJ RATE MTGE TRUST 2007-R5
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 R5 A1 144A
57645WAA8
441450.890000
PA
USD
336073.340000
0.3161094
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.02672
Y
N
N
N
N
N
MASTR ADJUSTABLE RATE MTGES TRU 2004-10
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 2A1
576433SV9
108500.840000
PA
USD
99098.150000
0.0932114
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
3.11663
N
N
N
N
N
N
MERRILL LYNCH ALTERNATIVE NT 2007-A1
N/A
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A2A
59023MAB6
736164.210000
PA
USD
325435.230000
0.3061032
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.218
N
N
N
N
N
N
MF1 2020-FL4 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 D 144A
58003UAJ7
900000.000000
PA
USD
902726.640000
0.8491015
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Floating
4.25863
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 06/25 4.625
55303XAK1
575000.000000
PA
USD
616400.000000
0.5797837
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2007-HE6
N/A
MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1
61755CAA0
72015.940000
PA
USD
62877.560000
0.0591424
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.208
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
13224.000000
NS
USD
99180.000000
0.0932884
Long
EC
CORP
US
Y
3
N
N
N
MOTEL 6 TRUST 2017-M6MZ
N/A
MOTEL 6 TRUST MOTEL 2017 M6MZ M 144A
61975GAA5
714645.010000
PA
USD
665220.450000
0.6257040
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
7.08513
N
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
NASCAR HOLDINGS INC TERM LOAN B
63108EAB4
11703.910000
PA
USD
11673.610000
0.0109802
Long
LON
CORP
US
N
2
2026-10-19
Floating
2.8968
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/26 10.25
62886HAY7
600000.000000
PA
USD
703500.000000
0.6617097
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
175000.000000
PA
USD
210218.750000
0.1977310
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625
62886HAP6
14000.000000
PA
USD
13326.250000
0.0125346
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.625
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC 2020 EXIT TERM LOAN
64021TAD9
195528.800000
PA
USD
209093.610000
0.1966727
Long
LON
CORP
US
N
2
2025-09-25
Floating
13
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 3.875
ACI1BLL27
116000.000000
PA
164193.920000
0.1544402
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.875
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 5.375
64110LAU0
10000.000000
PA
USD
11800.000000
0.0110990
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
NEWMARK GROUP INC SR UNSECURED 11/23 6.125
65158NAB8
18000.000000
PA
USD
19588.670000
0.0184250
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125
N
N
N
N
N
N
NIELSEN FINANCE LLC / NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/CO COMPANY GUAR 144A 10/28 5.625
65409QBD3
1000000.000000
PA
USD
1088425.000000
1.0237688
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.625
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
654744AD3
1000000.000000
PA
USD
1128540.270000
1.0615011
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81
N
N
N
N
N
N
NOBLE CORPORATION PLC
N/A
NOBLE CORP 2L NOTES
942DMGII6
9255.000000
PA
USD
9255.000000
0.0087052
Long
DBT
CORP
US
N
3
2028-02-16
Fixed
15
N
N
Y
N
N
N
NOBLE HOLDING INTERNATIONAL LIMITED
549300GNEZBJHMST9U32
NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875
65504LAQ0
52000.000000
PA
USD
20985.120000
0.0197385
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.875
Y
Y
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR SR UNSECURED 08/22 VAR
674599CQ6
1100000.000000
PA
USD
1078428.360000
1.0143660
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.671
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/21 6.35
675757AB4
40006.730000
PA
USD
38406.860000
0.0361254
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/26 7.35
675757AC2
467499.000000
PA
USD
122718.490000
0.1154286
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 144A 12/22 6.72
67576GAC1
94315.700000
PA
USD
89364.130000
0.0840556
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 12/22 6.72
G6711KAC9
667580.630000
PA
USD
632532.650000
0.5949580
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
700280.000000
PA
USD
98018.190000
0.0921956
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
322137.000000
PA
USD
2093.890000
0.0019695
Long
DBT
CORP
KY
N
2
2021-02-08
None
0
N
N
N
N
N
N
OPTEUM MORTGAGE ACCEPTANCE CORP 2006-2
N/A
OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2006 2 A1C
68384CAC0
215061.130000
PA
USD
111134.370000
0.1045326
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.418
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
37000.000000
PA
USD
39474.380000
0.0371295
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS SA
222100N2EDW8BU5UUT55
ORTHO CLINICAL DIAGNOSTICS SA TERM LOAN
L7300KAJ3
105510.210000
PA
USD
104219.610000
0.0980286
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.394
N
N
N
N
N
N
PACIFIC DRILLING SA
549300VEJMMZCY6OBU06
PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375
694183AA2
67000.000000
PA
USD
17881.300000
0.0168191
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
8.375
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15
694308JP3
103000.000000
PA
USD
109839.020000
0.1033142
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95
694308HP5
100000.000000
PA
USD
105846.980000
0.0995593
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5
694308HM2
100000.000000
PA
USD
108231.700000
0.1018024
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
694308JM0
181500.000000
PA
USD
206950.140000
0.1946566
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
600000.000000
PA
USD
670621.030000
0.6307838
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
181500.000000
PA
USD
216465.730000
0.2036069
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 08/23 4.25
694308JB4
1070000.000000
PA
USD
1149458.140000
1.0811763
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4
694308HK6
400000.000000
PA
USD
426150.530000
0.4008357
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65
694308JC2
100000.000000
PA
USD
114310.110000
0.1075197
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95
694308HY6
100000.000000
PA
USD
103747.330000
0.0975844
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER
N/A
PARK INTERMED HOLDINGS SR SECURED 144A 10/28 5.875
70052LAB9
1000000.000000
PA
USD
1066875.000000
1.0034989
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/30 5.093
71647NBE8
137000.000000
PA
USD
153268.750000
0.1441641
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.093
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25
71647NAK5
38000.000000
PA
USD
49115.000000
0.0461974
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 06/50 6.75
71647NBG3
118000.000000
PA
USD
146762.500000
0.1380443
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/99 6.85
71647NAN9
196000.000000
PA
USD
244784.400000
0.2302434
Long
DBT
CORP
NL
N
2
2099-12-31
Fixed
6.85
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/27 6.49
71654QDB5
10000.000000
PA
USD
10575.000000
0.0099468
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/29 6.5
71654QCP5
590000.000000
PA
USD
610950.900000
0.5746583
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84
71654QDC3
383000.000000
PA
USD
401586.990000
0.3777313
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95
71654QDE9
628000.000000
PA
USD
627529.000000
0.5902516
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
20000.000000
PA
USD
20200.000000
0.0190000
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
50000.000000
PA
USD
47042.500000
0.0442480
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35
71654QCK6
114000.000000
PA
USD
112633.140000
0.1059423
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 03/27 6.5
71654QCG5
232000.000000
PA
USD
244746.080000
0.2302073
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
10000.000000
PA
USD
9391.050000
0.0088332
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
ADAGIO VI CLO DAC VI-A
N/A
ADAGIO CLO ADAGI VI A SUB 144A
ACI0YQYN3
250000.000000
PA
176606.170000
0.1661152
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC CONSENTING TERM LOAN
71677HAG0
782559.250000
PA
USD
782559.250000
0.7360725
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.5
N
N
N
N
N
N
PINNACOL ASSURANCE
549300D37RE2C54DGD62
PINNACOL ASSURANCE SUBORDINATE 06/34 8.625
000000000
1100000.000000
PA
USD
1400913.120000
1.3176940
Long
DBT
CORP
US
Y
3
2034-06-25
Fixed
8.625
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625
737446AQ7
1000000.000000
PA
USD
1053210.000000
0.9906457
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625
N
N
N
N
N
N
PRESS GANEY (AKA: AZALEA TOPCO INC)
549300HC42NZULO53062
EMERALD TOPCO INC TERM LOAN
29102TAB8
4937.500000
PA
USD
4894.300000
0.0046036
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.7144
N
N
N
N
N
N
PRIME MORTGAGE TRUST 2006-2
N/A
PRIME MORTGAGE TRUST PRIME 2006 2 1A12
74161YAM7
462813.350000
PA
USD
20978.030000
0.0197319
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
6.402
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 05/22 VAR
ACI0VF965
4576000.000000
PA
28768.240000
0.0270593
Long
DBT
NUSS
AR
N
2
2022-05-31
Floating
34.1871
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
ACI11ZNP4
8630000.000000
PA
48100.800000
0.0452434
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.875
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
71001000.000000
PA
395736.360000
0.3722282
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.875
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2009-7
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2009 7 9A3 144A
75524MBL3
1380351.200000
PA
USD
1266422.120000
1.1911923
Long
ABS-MBS
CORP
US
N
2
2036-09-26
Fixed
5
N
N
N
N
N
N
REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I)
549300NF240HXJO7N016
FINANCIAL RISK US HLDGS INC TERM LOAN B
31740MAC5
217560.000000
PA
USD
217509.090000
0.2045883
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.3967
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2004-QA6
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB4
76110HH85
106816.640000
PA
USD
89233.460000
0.0839327
Long
ABS-MBS
CORP
US
N
2
2034-12-26
Floating
3.06937
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QA1
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21
761118TB4
510975.790000
PA
USD
451895.700000
0.4250515
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
4.46565
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QS14
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 2A1
761118JH2
323555.910000
PA
USD
182384.030000
0.1715498
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QS8
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A2
75115AAB7
167096.330000
PA
USD
164268.110000
0.1545100
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6
Y
N
N
N
N
N
ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)
549300WZSXRSISJ4VI31
ADVANZ PHARMA CORP 2018 USD TERM LOAN B
964AWKII5
847935.200000
PA
USD
828856.660000
0.7796197
Long
LON
CORP
CA
N
2
2024-09-06
Floating
6.5
N
N
N
N
N
N
RESIDENTIAL ASSET MTGE PROD INC 2002-RS3
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2002 RS3 AI5
760985LV1
45675.920000
PA
USD
46541.450000
0.0437767
Long
ABS-MBS
CORP
US
N
2
2032-06-25
Fixed
5.572
N
N
N
N
N
N
RESIDENTIAL ASSET MTGE PROD INC 2004-SL3
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL3 A3
76112BBR0
28304.540000
PA
USD
27716.720000
0.0260703
Long
ABS-MBS
CORP
US
N
2
2031-12-25
Fixed
7.5
Y
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
853577.840000
PA
USD
947479.940000
0.8911963
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
268267.320000
PA
USD
297779.410000
0.2800903
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 06/23 4.25
780153BA9
1000000.000000
PA
USD
1334243.760000
1.2549850
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
4.25
N
N
N
Y
N
ROYAL CARIBBEAN CRUISES LTD
ROYAL CARIBBEAN CRUISES LTD
USD
XXXX
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SECURED 144A 05/30 4.5
785592AW6
66000.000000
PA
USD
78277.070000
0.0736271
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.5
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP COMPANY GUAR 06/24 4.8
78572XAF8
29000.000000
PA
USD
31131.990000
0.0292826
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.8
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC SR SECURED 144A 09/25 7.375
78573NAF9
1000000.000000
PA
USD
1086500.000000
1.0219581
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
362000.000000
PA
USD
424886.640000
0.3996469
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.4
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 01/26 3.8
80007RAJ4
500000.000000
PA
USD
535230.000000
0.5034355
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
3.8
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
100000.000000
PA
123609.240000
0.1162664
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SIERRA HAMILTON HOLDINGS CORPORATION
N/A
SIERRA HAMILTON LLC 2ND LIEN NOTES
935ZLRII3
3017.770000
PA
USD
3017.770000
0.0028385
Long
DBT
CORP
US
N
3
2023-09-12
Fixed
15
N
N
Y
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A
78448P100
1500.000000
PA
USD
695873.550000
0.6545362
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
1000.000000
PA
USD
472144.750000
0.4440977
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
83367TBV0
200000.000000
PA
USD
215889.000000
0.2030644
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC 2017-4
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 4 R1 144A
83405J105
10000.000000
PA
USD
336822.240000
0.3168138
Long
ABS-O
CORP
US
N
3
2026-05-26
Fixed
0
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2019 TERM LOAN
83600VAD3
17464.670000
PA
USD
17554.180000
0.0165114
Long
LON
CORP
US
N
2
2026-12-11
Floating
5.5
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A
83611DAA6
175724.310000
PA
USD
72150.860000
0.0678648
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.208
N
N
N
N
N
N
SOUTH AFRICA GOVT
N/A
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75
836205BB9
200000.000000
PA
USD
201064.600000
0.1891207
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75
N
N
N
N
N
N
SOUTH COAST FUNDING 7A
N/A
SOUTH COAST FUNDING SCF 7A A1AN 144A
83743YAS2
11623868.280000
PA
USD
2917311.970000
2.7440135
Long
ABS-CBDO
CORP
KY
N
2
2041-01-06
Floating
0.53588
N
N
N
N
N
N
SOUTH COAST FUNDING 7A
N/A
SOUTH COAST FUNDING SCF 7A A1AV 144A
83743YAA1
396268.240000
PA
USD
99255.290000
0.0933592
Long
ABS-CBDO
CORP
KY
N
2
2041-01-06
Floating
0.53588
N
N
N
N
N
N
SOUTH COAST FUNDING 7A
N/A
SOUTH COAST FUNDING SCF 7A A1B 144A
83743YAB9
16114.920000
PA
USD
4044.060000
0.0038038
Long
ABS-CBDO
CORP
KY
N
2
2041-01-06
Floating
0.53588
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65
842400GT4
4000.000000
PA
USD
4547.650000
0.0042775
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST REF MORT 04/35 5.75
842400EV1
2000.000000
PA
USD
2765.440000
0.0026012
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.75
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65
842400EB5
12000.000000
PA
USD
15119.080000
0.0142210
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/21 VAR
85205TAH3
430000.000000
PA
USD
424583.160000
0.3993614
Long
DBT
CORP
US
N
2
2021-06-15
Floating
1.0165
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP COMPANY GUAR 01/30 3.4
84861TAF5
100000.000000
PA
USD
108480.230000
0.1020361
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.4
N
N
N
N
N
N
SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)
N/A
AGFC CAPITAL TRUST I LIMITD GUARA 144A 01/67 VAR
00846NAA5
1000000.000000
PA
USD
435000.000000
0.4091595
Long
DBT
CORP
US
N
2
2067-01-15
Floating
1.98688
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 02/25 7.625
85207UAJ4
708000.000000
PA
USD
847978.680000
0.7976058
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.625
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC SR SECURED 144A 04/26 7.5
855030AN2
2000.000000
PA
USD
2091.880000
0.0019676
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
STRUCTURED ADJ RATE MTG LN 2006-3
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A
863579Y69
234409.490000
PA
USD
183988.810000
0.1730592
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
3.49947
Y
N
N
N
N
N
STRUCTURED ADJ RATE MTGE LOAN 2006-8
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2
86361JAB6
213459.470000
PA
USD
184614.180000
0.1736475
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.28057
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-18
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 1A1
863579WZ7
50299.950000
PA
USD
40706.310000
0.0382882
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.20121
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
260905.870000
PA
USD
182083.440000
0.1712671
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.33916
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-9
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A2A
863579QX9
1118471.800000
PA
USD
944785.540000
0.8886620
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.00943
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2005-AR8
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A
86359LRW1
222678.020000
PA
USD
210542.130000
0.1980352
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.708
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2006-AR1
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1
86359LTG4
316502.160000
PA
USD
295104.460000
0.2775742
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.608
N
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2005-9XS
N/A
STRUCTURED ASSET SECURITIES CO SASC 2005 9XS 2A1
86359DDS3
155483.410000
PA
USD
155565.880000
0.1463247
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
0.598
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
5940.000000
PA
USD
5687.550000
0.0053497
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.6467
N
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-S1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A
855541AA6
54666.780000
PA
USD
48934.370000
0.0460275
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.43259
Y
N
N
N
N
N
SYMPHONY CLO XIV LTD 2014-14A
N/A
SYMPHONY CLO LTD SYMP 2014 14A E 144A
87159QAW8
400000.000000
PA
USD
357944.520000
0.3366814
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
4.82888
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC SR SECURED 144A 01/28 6.625
87422VAG3
4000.000000
PA
USD
4191.740000
0.0039427
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR
064159VJ2
1000000.000000
PA
USD
1085170.000000
1.0207071
Long
DBT
CORP
CA
N
2
2025-06-04
Floating
4.9
N
N
N
N
Y
THE BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
CAD
XXXX
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
8800000.000000
PA
USD
952952.000000
0.8963433
Long
DBT
MUN
US
N
2
2047-06-01
None
0
N
N
N
N
N
N
TOLL ROAD INVESTORS PARTNERSHIP II LP
N/A
TOLL ROAD INV PART II SR SECURED 144A 02/45 0.00000
88948ABL0
55697.580000
PA
USD
17493.100000
0.0164539
Long
DBT
CORP
US
N
2
2045-02-15
None
0
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875
89054XAD7
171211.890000
PA
USD
187069.550000
0.1759570
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
1864709.000000
PA
USD
2143412.400000
2.0160863
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
AMBAC ASSURANCE CORP
549300RYYRVPPB8NC636
AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1
023138AA8
12523.550000
PA
USD
17376.430000
0.0163442
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
5.1
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 11/27 5.5
893647BL0
6000.000000
PA
USD
6316.800000
0.0059416
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.5
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 01/26 7.5
893830BF5
6000.000000
PA
USD
2790.000000
0.0026243
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
13000.000000
PA
USD
6305.000000
0.0059305
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
36000.000000
PA
USD
18540.000000
0.0174387
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
21840.000000
PA
USD
20816.030000
0.0195795
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
20000.000000
PA
USD
18250.000000
0.0171659
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
AMBAC LSNI LLC
N/A
AMBAC LSNI LLC SR SECURED 144A 02/23 VAR
02315QAA6
121004.920000
PA
USD
120551.150000
0.1133900
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TRIPADVISOR INC COMPANY GUAR 144A 07/25 7
896945AA0
1000000.000000
PA
USD
1081875.000000
1.0176079
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25
896818AL5
4000.000000
PA
USD
3820.000000
0.0035931
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.25
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SECURED 144A 09/24 6.25
896818AQ4
11000.000000
PA
USD
10931.250000
0.0102819
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SR SECURED 144A 06/24 8.875
896818AS0
1000000.000000
PA
USD
1099375.000000
1.0340683
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.875
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
233000.000000
PA
272787.170000
0.2565827
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
01F020638
3000000.000000
PA
USD
3105582.030000
2.9210997
Long
ABS-MBS
USGSE
US
N
2
2051-03-11
Fixed
2
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
01F030611
-4900000.000000
PA
USD
-5133487.250000
-4.8285403
Short
ABS-MBS
USGSE
US
N
2
2051-01-14
Fixed
3
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
01F032625
32800000.000000
PA
USD
34717138.680000
32.6548201
Long
ABS-MBS
USGSE
US
N
2
2051-02-12
Fixed
3.5
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
01F042616
2000000.000000
PA
USD
2167694.820000
2.0389262
Long
ABS-MBS
USGSE
US
N
2
2051-01-14
Fixed
4.5
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83
904678AG4
730000.000000
PA
USD
866723.160000
0.8152368
Long
DBT
CORP
IT
N
2
2023-12-04
Fixed
7.83
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO SR SECURED REGS 06/27 5.659
743541II7
458745.090000
PA
653277.460000
0.6144705
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/21 0.00000
912796A82
7900000.000000
PA
USD
7899818.930000
7.4305423
Long
DBT
UST
US
N
2
2021-01-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/21 0.00000
9127964P1
9200000.000000
PA
USD
9198443.640000
8.6520242
Long
DBT
UST
US
N
2
2021-04-01
None
0
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875
91327AAA0
1320000.000000
PA
USD
1419996.600000
1.3356439
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP/CSL CAPITAL SR SECURED 144A 04/23 6
20341WAA3
287000.000000
PA
USD
293278.130000
0.2758564
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 06/27 6.625
914906AU6
1000000.000000
PA
USD
1075775.000000
1.0118702
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.625
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
71100.000000
PA
USD
70892.600000
0.0666813
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.1467
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
10000.000000
PA
USD
11075.000000
0.0104171
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC PIK DIP TERM LOAN
G9447HAB3
3468.420000
PA
USD
3443.420000
0.0032389
Long
LON
CORP
GB
N
3
2021-08-17
Fixed
8
N
N
Y
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 02/26 7.75
91889DAE6
2000.000000
PA
USD
86.310000
0.0000812
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75
Y
Y
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 10/44 5.75
91889DAF3
22000.000000
PA
USD
962.500000
0.0009053
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75
Y
Y
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 08/26 6.25
91911TAP8
25000.000000
PA
USD
31037.500000
0.0291938
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
38000.000000
PA
USD
55788.940000
0.0524749
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
6000.000000
PA
USD
8946.060000
0.0084146
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
62000.000000
PA
USD
6045.000000
0.0056859
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
4000.000000
PA
USD
388.000000
0.0003650
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR UNSECURED 144A 07/28 6.5
92552VAN0
1000000.000000
PA
USD
1083755.000000
1.0193762
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
749000.000000
PA
USD
896459.380000
0.8432066
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC / VOYAGER FINANCE CO
N/A
VOYAGER AVIATION HLDS SR UNSECURED 144A 08/21 9
46122XAG8
2260000.000000
PA
USD
1282550.000000
1.2063621
Long
DBT
CORP
US
N
2
2021-08-15
Variable
9
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY2
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1
92926UAA9
266013.320000
PA
USD
267183.890000
0.2513122
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.32393
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
71921.410000
PA
USD
70694.800000
0.0664953
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.29883
Y
N
N
N
N
N
WASHINGTON MUTUAL ASSET BACKED 2006-HE5
N/A
WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1
93934XAB9
92775.120000
PA
USD
49147.180000
0.0462277
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.208
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 01/23 VAR
958667AD9
8000.000000
PA
USD
7844.410000
0.0073784
Long
DBT
CORP
US
N
2
2023-01-13
Floating
2.07413
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 6.25
958667AA5
4000.000000
PA
USD
4407.160000
0.0041454
Long
DBT
CORP
US
N
2
2050-02-01
Variable
6
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
966244.830000
PA
USD
483122.420000
0.4544233
Long
LON
CORP
US
N
2
2029-03-15
Fixed
15
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS
96106JAB5
163096.920000
PA
USD
151680.140000
0.1426698
Long
LON
CORP
US
N
2
2022-03-15
Floating
9.25
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C17
N/A
WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C17 XB
92938GAH1
30000000.000000
PA
USD
237513.000000
0.2234039
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
0.250838
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
239400.000000
PA
USD
234731.700000
0.2207878
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
720000.000000
PA
USD
726390.000000
0.6832399
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9
98310WAL2
12000.000000
PA
USD
12262.500000
0.0115341
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.9
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 04/27 6
98310WAN8
133000.000000
PA
USD
149375.630000
0.1405022
Long
DBT
CORP
US
N
2
2027-04-01
Variable
5.75
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625
98310WAQ1
4000.000000
PA
USD
4236.880000
0.0039852
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.625
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
549300FE3MQ4RVXXC673
WYNDHAM HOTELS + RESORTS COMPANY GUAR 144A 08/28 4.375
98311AAB1
1000000.000000
PA
USD
1040925.000000
0.9790904
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SOCIEDAD ANONIMA SR UNSECURED 03/21 VAR
ACI1J9CS9
1240000.000000
PA
9623.030000
0.0090514
Long
DBT
CORP
AR
N
2
2021-03-04
Floating
33.1634
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125
98919VAB1
11000.000000
PA
USD
11651.420000
0.0109593
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
851000.000000
PA
USD
851000.000000
0.8004476
Long
RA
US
N
2
Repurchase
N
0.0000001
2021-01-04
869100.000000
USD
868089.240000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-617971.290000
PA
USD
-619579.150000
-0.5827740
Short
RA
US
N
2
Reverse repurchase
N
1.2657500
2021-01-20
1961320.290000
USD
889283.420000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-381414.440000
PA
USD
-381954.770000
-0.3592653
Short
RA
US
N
2
Reverse repurchase
N
1.2750000
2021-02-25
802915.790000
USD
528741.790000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-404133.000000
PA
USD
-404982.820000
-0.3809254
Short
RA
US
N
2
Reverse repurchase
N
0.8701300
2021-04-07
590000.000000
USD
574539.410000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-1109890.000000
PA
USD
-1111901.670000
-1.0458509
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-11
1184100.000000
USD
1372383.020000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-1888021.150000
PA
USD
-1889743.980000
-1.7774866
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-01-25
2000000.000000
USD
2213732.590000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-590267.210000
PA
USD
-590768.930000
-0.5556752
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-01-26
629000.000000
USD
663217.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-526596.000000
PA
USD
-527739.880000
-0.4963903
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2021-01-28
1144000.000000
USD
799510.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1185028.370000
PA
USD
-1186707.170000
-1.1162126
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-29
1262000.000000
USD
1366800.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-313056.260000
PA
USD
-313719.330000
-0.2950833
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2021-02-05
470000.000000
USD
504358.230000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1147429.000000
PA
USD
-1148615.950000
-1.0803842
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2021-02-22
1080000.000000
USD
1300640.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2634200.590000
PA
USD
-2638099.940000
-2.4813876
Short
RA
US
N
2
Reverse repurchase
N
0.7300000
2021-02-25
2872000.000000
USD
2994255.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1830899.920000
PA
USD
-1833417.410000
-1.7245061
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-04
2000000.000000
USD
2152585.000000
USD
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-86362.000000
PA
-105445.320000
-0.0991815
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2021-01-14
100000.000000
EUR
101182.200000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-112490.000000
PA
-137348.610000
-0.1291896
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2021-01-18
116000.000000
EUR
134403.400000
EUR
CDS
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-589760.000000
PA
USD
-590913.750000
-0.5558114
Short
RA
US
N
2
Reverse repurchase
N
0.9647500
2021-01-26
760000.000000
USD
693833.640000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-208503.870000
PA
USD
-208793.460000
-0.1963904
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2021-02-25
277731.590000
USD
278953.720000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-883793.400000
PA
USD
-884818.410000
-0.8322571
Short
RA
US
N
2
Reverse repurchase
N
1.2280000
2021-03-01
1307000.000000
USD
1265408.970000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-729120.890000
PA
USD
-732864.570000
-0.6893299
Short
RA
US
N
2
Reverse repurchase
N
1.6503800
2021-01-19
1453072.780000
USD
1010333.270000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-2751741.670000
PA
USD
-2760399.890000
-2.5964226
Short
RA
US
N
2
Reverse repurchase
N
1.2447500
2021-04-05
3178878.490000
USD
3475177.470000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-720000.000000
PA
USD
-720980.980000
-0.6781522
Short
RA
US
N
2
Reverse repurchase
N
1.0010000
2021-05-17
900000.000000
USD
902726.640000
USD
PLCMO
N
N
N
N/A
N/A
RBC CAPITAL MARKETS REPO REPO
000000000
10100000.000000
PA
USD
10100000.000000
9.5000249
Long
RA
US
N
2
Repurchase
N
0.0700000
2021-01-04
9434000.000000
USD
10262645.130000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-498178.790000
PA
USD
-498602.250000
-0.4689835
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-01-28
500000.000000
USD
587412.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-171881.970000
PA
USD
-172028.070000
-0.1618090
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-01-26
158000.000000
USD
187746.720000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-813850.730000
PA
USD
-814820.570000
-0.7664174
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2021-02-02
1000000.000000
USD
1085170.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-621369.000000
PA
USD
-622060.090000
-0.5851076
Short
RA
US
N
2
Reverse repurchase
N
0.5200000
2021-01-20
619000.000000
USD
722656.320000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2005561.950000
PA
USD
-2013606.480000
-1.8939913
Short
RA
US
N
2
Reverse repurchase
N
0.9500000
2021-02-05
2243000.000000
USD
2547718.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1532547.000000
PA
USD
-1534970.980000
-1.4437884
Short
RA
US
N
2
Reverse repurchase
N
0.7800000
2021-02-24
1749000.000000
USD
1963334.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1683394.000000
PA
USD
-1685813.880000
-1.5856707
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-01
2000000.000000
USD
2056314.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2091475.840000
PA
USD
-2094351.620000
-1.9699399
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-04
2151709.000000
USD
2437924.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1399315.450000
PA
USD
-1403102.920000
-1.3197537
Short
RA
US
N
2
Reverse repurchase
N
0.8700000
2021-03-15
1622000.000000
USD
1779681.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1346949.000000
PA
USD
-1350929.980000
-1.2706800
Short
RA
US
N
2
Reverse repurchase
N
0.7000000
2022-08-04
1594000.000000
USD
1730854.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-730013.910000
PA
USD
-731447.580000
-0.6879971
Short
RA
US
N
2
Reverse repurchase
N
0.7000000
2022-09-24
837850.080000
USD
853297.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-24379.000000
PA
USD
-24390.360000
-0.0229415
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-11-17
22000.000000
USD
27313.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-87018.750000
PA
USD
-87082.560000
-0.0819096
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-11-17
100000.000000
USD
102875.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-2751865.000000
PA
USD
-2752896.970000
-2.5893653
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-11-20
2584000.000000
USD
2940774.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-447681.780000
PA
USD
-448168.630000
-0.4215459
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-01-07
500000.000000
USD
535230.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-179941.440000
PA
USD
-180158.870000
-0.1694568
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-01-08
200000.000000
USD
231597.430000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-806241.360000
PA
USD
-807702.680000
-0.7597223
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-08
1025000.000000
USD
1027547.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-536730.210000
PA
USD
-537767.890000
-0.5058226
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-08
885000.000000
USD
831850.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-356110.000000
PA
USD
-356798.480000
-0.3356034
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-11
1465048.000000
USD
522586.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-154622.000000
PA
USD
-154795.950000
-0.1456005
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-01-15
162000.000000
USD
190183.140000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1230346.240000
PA
USD
-1232422.450000
-1.1592123
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-15
2881004.910000
USD
1822838.890000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-374226.000000
PA
USD
-374916.240000
-0.3526449
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-15
510000.000000
USD
529584.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-168159.000000
PA
USD
-168352.380000
-0.1583517
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2021-01-28
200000.000000
USD
227870.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-496307.000000
PA
USD
-497020.430000
-0.4674957
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-28
890000.000000
USD
767438.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-891647.450000
PA
USD
-892521.270000
-0.8395024
Short
RA
US
N
2
Reverse repurchase
N
0.5600000
2021-02-05
1000000.000000
USD
1086500.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-650260.000000
PA
USD
-651672.510000
-0.6129609
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2021-01-28
1387000.000000
USD
995033.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-302792.310000
PA
USD
-303335.650000
-0.2853165
Short
RA
US
N
2
Reverse repurchase
N
0.9500000
2021-01-26
1000000.000000
USD
435000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-252632.690000
PA
USD
-252990.590000
-0.2379621
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-27
268267.320000
USD
297779.410000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-527119.870000
PA
USD
-528240.000000
-0.4968607
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-01-14
766822.980000
USD
726564.770000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-761299.000000
PA
USD
-762821.600000
-0.7175073
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-14
853577.830000
USD
947479.930000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-494015.000000
PA
USD
-494860.320000
-0.4654639
Short
RA
US
N
2
Reverse repurchase
N
0.8800000
2021-03-23
628000.000000
USD
627529.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1049605.080000
PA
USD
-1051336.930000
-0.9888839
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2021-02-02
1000000.000000
USD
1334243.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-813405.280000
PA
USD
-814913.470000
-0.7665048
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-11
730000.000000
USD
866723.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-845681.400000
PA
USD
-847416.690000
-0.7970772
Short
RA
US
N
2
Reverse repurchase
N
0.8300000
2021-01-11
1200000.000000
USD
1238250.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-430674.000000
PA
USD
-431568.850000
-0.4059322
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-01-11
716000.000000
USD
664985.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-731243.400000
PA
USD
-733160.820000
-0.6896085
Short
RA
US
N
2
Reverse repurchase
N
1.2586300
2021-01-19
1207840.200000
USD
1020276.020000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-1843267.750000
PA
USD
-1846482.200000
-1.7367947
Short
RA
US
N
2
Reverse repurchase
N
0.8600000
2021-01-25
14955703.680000
USD
2270787.300000
USD
AMBS
N
N
N
APIDOS CDO 2014-18A
N/A
APIDOS CLO APID 2014 18A SUB 144A
03765EAE8
500000.000000
PA
USD
475.000000
0.0004468
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Fixed
0
N
N
N
N
N
N
N/A
N/A
ABX.HE.AA.06-1 SP GST
000000000
1.000000
NC
USD
-97757.240000
-0.0919501
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ABX.HE.AA.06-1
N/A
N/A
Y
Single Leg Swap
2045-07-25
0.000000
USD
-299578.890000
USD
1505427.740000
USD
201821.650000
N
N
N
N/A
N/A
ABX.HE.PENAAA.07-1 SP GST
000000000
1.000000
NC
USD
-112970.820000
-0.1062600
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ABX.HE.PENAAA.07-1
N/A
N/A
Y
Single Leg Swap
2037-08-26
0.000000
USD
-168349.450000
USD
869124.690000
USD
55378.630000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-4381.410000
-0.0041211
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
187000.000000
USD
948557.500000
BRL
2021-01-05
-4381.410000
N
N
N
N/A
N/A
BOUGHT NOK/SOLD USD
000000000
1.000000
NC
31063.790000
0.0292185
N/A
DFE
NO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
356684.300000
USD
3325000.000000
NOK
2021-02-19
31063.790000
N
N
N
N/A
N/A
BOUGHT SEK/SOLD USD
000000000
1.000000
NC
17474.420000
0.0164364
N/A
DFE
SE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
324233.600000
USD
2810000.000000
SEK
2021-02-19
17474.420000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
187.330000
0.0001762
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6000.000000
USD
46427.820000
TRY
2021-02-01
187.330000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-8.390000
-0.0000079
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11000.000000
USD
83347.000000
TRY
2021-02-26
-8.390000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
5897.830000
0.0055475
N/A
DFE
ZA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
90828.710000
USD
1425000.000000
ZAR
2021-01-22
5897.830000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-87.850000
-0.0000826
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
948557.500000
BRL
182530.740000
USD
2021-01-05
-87.850000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
41.460000
0.0000390
N/A
DFE
BR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
86130.860000
USD
447596.240000
BRL
2021-01-05
41.460000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
419.500000
0.0003946
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10864.000000
USD
84365.370000
TRY
2021-01-22
419.500000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
1577.000000
0.0014833
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
42848.000000
USD
332517.620000
TRY
2021-01-25
1577.000000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
317.820000
0.0002989
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10000.000000
USD
77638.000000
TRY
2021-02-08
317.820000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
411.550000
0.0003871
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
13011.000000
USD
101000.000000
TRY
2021-02-08
411.550000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-35.940000
-0.0000338
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
11000.000000
USD
82571.500000
TRY
2021-02-10
-35.940000
N
N
N
ARBYS RESTAURANT (IRB HOLDING CORP)
549300HVW4WNWYBXN830
IRB HOLDING CORP. 2020 TERM LOAN B
44988LAF4
146608.040000
PA
USD
145636.760000
0.1369854
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75
N
N
N
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-1830.800000
-0.0017220
N/A
DFE
BR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
447596.240000
BRL
84341.520000
USD
2021-01-05
-1830.800000
N
N
N
N/A
N/A
BOUGHT AUD/SOLD USD
000000000
1.000000
NC
33718.010000
0.0317150
N/A
DFE
AU
N
2
BNP Paribas S.A.
N/A
700259.020000
USD
952000.000000
AUD
2021-01-08
33718.010000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
728.390000
0.0006851
N/A
DFE
TR
N
2
BNP Paribas S.A.
N/A
21341.000000
USD
164418.530000
TRY
2021-01-12
728.390000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-1171.450000
-0.0011019
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
229000.000000
EUR
278610.950000
USD
2021-01-08
-1171.450000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-20521.560000
-0.0193025
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
642000.000000
GBP
857444.220000
USD
2021-01-08
-20521.560000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 04/21 1.1
ACI1LPSS3
4097771.210000
PA
28292.610000
0.0266119
Long
DBT
NUSS
AR
N
2
2021-04-17
Fixed
1.1
N
N
N
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-245.730000
-0.0002311
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1225668.210000
USD
1003000.000000
EUR
2021-01-08
-245.730000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 08/21 1
ACI1JWNB3
33848802.000000
PA
242245.290000
0.2278551
Long
DBT
NUSS
AR
N
2
2021-08-05
Fixed
1
N
N
N
N
N
N
N/A
N/A
BOUGHT SEK/SOLD USD
000000000
1.000000
NC
23937.260000
0.0225153
N/A
DFE
SE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
344523.700000
USD
3030000.000000
SEK
2021-02-19
23937.260000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
45.950000
0.0000432
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1141.930000
USD
8853.000000
TRY
2021-01-13
45.950000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
134.370000
0.0001264
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6000.000000
USD
46515.580000
TRY
2021-02-26
134.370000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
151.620000
0.0001426
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5000.000000
USD
39063.590000
TRY
2021-02-26
151.620000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
111.880000
0.0001052
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6000.000000
USD
46345.030000
TRY
2021-02-26
111.880000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
3.740000
0.0000035
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1000.000000
USD
7556.030000
TRY
2021-02-09
3.740000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-106.310000
-0.0001000
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11000.000000
USD
82604.500000
TRY
2021-02-26
-106.310000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
10290.360000
0.0096791
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
161750.000000
USD
2534542.270000
ZAR
2021-01-22
10290.360000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
916.650000
0.0008622
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
24794.000000
USD
378775.810000
ZAR
2021-01-22
916.650000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
957.910000
0.0009010
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
24794.000000
USD
379383.750000
ZAR
2021-01-22
957.910000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 09/21 0.00000
ACI1TTRK5
11161565.760000
PA
78871.900000
0.0741866
Long
DBT
NUSS
AR
N
2
2021-09-13
None
0
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
23.400000
0.0000220
N/A
DFE
TR
N
2
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
1VUV7VQFKUOQSJ21A208
5000.000000
USD
37815.550000
TRY
2021-02-09
23.400000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
341.990000
0.0003217
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
10773.000000
USD
84174.840000
TRY
2021-02-23
341.990000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
341.990000
0.0003217
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
10773.000000
USD
84174.840000
TRY
2021-02-23
341.990000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
654.930000
0.0006160
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
21000.000000
USD
162666.000000
TRY
2021-02-04
654.930000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
647.700000
0.0006092
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
21000.000000
USD
164010.000000
TRY
2021-02-24
647.700000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
177.340000
0.0001668
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
6000.000000
USD
46841.460000
TRY
2021-02-26
177.340000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
151.570000
0.0001426
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
5000.000000
USD
39063.250000
TRY
2021-02-26
151.570000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-21.620000
-0.0000203
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
5000.000000
USD
37750.000000
TRY
2021-02-26
-21.620000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 04/22 VAR
ACI0TFSY6
13237000.000000
PA
88284.140000
0.0830398
Long
DBT
NUSS
AR
N
2
2022-04-03
Floating
33.8673
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
539000.000000
PA
USD
216279.140000
0.2034314
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
573000.000000
PA
USD
206285.730000
0.1940316
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
8480000.000000
PA
22151.820000
0.0208359
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-3966.140000
-0.0037305
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
186525.640000
USD
948557.500000
BRL
2021-02-02
-3966.140000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
87.850000
0.0000826
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
182530.740000
USD
948557.500000
BRL
2021-01-05
87.850000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
1597111.000000
PA
USD
659307.380000
0.6201422
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
0.125
N
N
N
N
N
N
2021-02-01
PIMCO Global StocksPLUS & Income Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer