0001510599-20-000019.txt : 20200225
0001510599-20-000019.hdr.sgml : 20200225
20200225105425
ACCESSION NUMBER: 0001510599-20-000019
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200225
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO Dynamic Income Fund
CENTRAL INDEX KEY: 0001510599
IRS NUMBER: 274580758
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22673
FILM NUMBER: 20648423
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
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N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2009 R6 2A2 144A
05955DAE5
5319654.200000
PA
USD
5336381.850000
0.3398649
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
0
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2009-R6
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2009 R6 4A2 144A
05955DAJ4
11496170.020000
PA
USD
5668528.060000
0.3610187
Long
ABS-MBS
CORP
US
N
2
2036-07-26
Variable
6.1188
N
N
N
N
N
N
BANCAJA FONDO DE TITULIZACION 8
N/A
BANCAJA FONDO DE TITULIZACION BCJAF 8 A REGS
B07XD3II1
1530328.320000
PA
1706151.010000
0.1086618
Long
ABS-MBS
CORP
ES
N
2
2037-10-25
Floating
0
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
2000000.000000
PA
609719.290000
0.0388320
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
BANK OF AMERICA MTGE SECS-2005-L
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 3A1
05949CPM2
531965.420000
PA
USD
517380.790000
0.0329511
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
4.25942
Y
N
N
N
N
N
BANK OF AMERICA MTGE SECS-2006-B
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 1A1
05950TAA3
174965.500000
PA
USD
118684.580000
0.0075588
Long
ABS-MBS
CORP
US
N
2
2046-10-20
Floating
4.12175
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC SUBORDINATED 11/22 7.625
06740L8C2
10100000.000000
PA
USD
11357096.500000
0.7233138
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.625
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBG9
1400000.000000
PA
USD
1567251.000000
0.0998155
Long
DBT
CORP
GB
N
2
2024-06-15
Floating
8
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR
ACI0G5LH6
1400000.000000
PA
2061905.170000
0.1313192
Long
DBT
CORP
GB
N
2
2022-09-15
Floating
7.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR
ACI0SSSH6
3200000.000000
PA
4632259.040000
0.2950205
Long
DBT
CORP
GB
N
2
2023-03-15
Floating
7.25
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS VAR
931ZUKII2
400000.000000
PA
554043.010000
0.0352860
Long
DBT
CORP
GB
N
2
2024-09-15
Floating
5.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA VAR
ACI1CH093
4600000.000000
PA
6900502.690000
0.4394810
Long
DBT
CORP
GB
N
2
2025-06-15
Floating
7.125
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 01/33 3.25
ACI0ZVTR8
400000.000000
PA
557572.780000
0.0355108
Long
DBT
CORP
GB
N
2
2033-01-17
Fixed
3.25
N
N
N
N
N
N
BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN)
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC SR UNSECURED 144A 01/28 5
071734AH0
178000.000000
PA
USD
183142.420000
0.0116640
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5
N
N
N
N
N
N
BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN)
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC SR UNSECURED 144A 01/30 5.25
071734AJ6
150000.000000
PA
USD
155925.000000
0.0099306
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25
N
N
N
N
N
N
BAYVIEW COMMERCIAL ASSET TRUST 2004-2
N/A
BAYVIEW COMMERCIAL ASSET TRUST BAYC 2004 2 A 144A
07324SAR3
94635.830000
PA
USD
93621.630000
0.0059626
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
2.222
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
1495047.000000
NS
USD
4275834.420000
0.2723205
Long
EC
CORP
US
N
1
N
N
N
BCAP LLC TRUST 2009-RR11
N/A
BCAP LLC TRUST BCAP 2009 RR11 7A2 144A
05532FAR3
5174385.310000
PA
USD
4006438.060000
0.2551631
Long
ABS-MBS
CORP
US
N
2
2036-02-26
Floating
3.91699
N
N
N
N
N
N
BCAP LLC TRUST 2009-RR14
N/A
BCAP LLC TRUST BCAP 2009 RR14 11A2 144A
05532LBX6
10360302.260000
PA
USD
8996363.290000
0.5729628
Long
ABS-MBS
CORP
US
N
2
2037-04-26
Floating
3.71292
N
N
N
N
N
N
BCAP LLC TRUST 2009-RR14
N/A
BCAP LLC TRUST BCAP 2009 RR14 9A3 144A
05532LBF5
1186352.080000
PA
USD
1186782.730000
0.0755841
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Floating
4.01148
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR2
N/A
BCAP LLC TRUST BCAP 2010 RR2 7A4 144A
05532VBR7
4029041.630000
PA
USD
3696122.730000
0.2353996
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Floating
4.73519
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR3
N/A
BCAP LLC TRUST BCAP 2010 RR3 14A6 144A
05532WGU3
2838158.480000
PA
USD
2518158.380000
0.1603771
Long
ABS-MBS
CORP
US
N
2
2037-08-26
Variable
6
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR3
N/A
BCAP LLC TRUST BCAP 2010 RR3 7A6 144A
05532WDF9
4915643.770000
PA
USD
4745671.130000
0.3022436
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Floating
3.91166
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR4
N/A
BCAP LLC TRUST BCAP 2010 RR4 6A12 144A
05532XAL7
5250973.960000
PA
USD
4287441.240000
0.2730597
Long
ABS-MBS
CORP
US
N
2
2035-12-26
Fixed
5.5
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR7
N/A
BCAP LLC TRUST BCAP 2010 RR7 2A13 144A
05533DAW6
6893726.240000
PA
USD
6589180.720000
0.4196535
Long
ABS-MBS
CORP
US
N
2
2045-07-26
Floating
4.34685
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2007-4
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1
07401CAV5
2805417.010000
PA
USD
2706520.730000
0.1723736
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
4.02827
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-7
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 7 26A1
07386HVX6
7572293.440000
PA
USD
5071088.440000
0.3229688
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
4.04689
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-9
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1
07386HYH8
14833821.430000
PA
USD
11799653.740000
0.7514995
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.81116
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-8
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 8 3A2
07387QAY6
4582202.540000
PA
USD
4282657.540000
0.2727550
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
1.992
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M1
07388EAB2
8846000.000000
PA
USD
8837716.610000
0.5628588
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
2.342
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1
07389QAN8
3604152.490000
PA
USD
2463579.870000
0.1569011
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
3.33834
Y
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
250000.000000
PA
USD
174525.000000
0.0111152
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 01/23 6.125
097751BF7
2668000.000000
PA
USD
2741596.780000
0.1746075
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
1929000.000000
PA
USD
1994084.460000
0.1269998
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
6382000.000000
PA
USD
6581597.050000
0.4191705
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
3926000.000000
PA
USD
4132959.090000
0.2632210
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
18431009.720000
PA
USD
368745.890000
0.0234848
Long
ABS-O
CORP
US
N
3
2021-03-12
Floating
2.19187
N
N
N
N
N
N
BRAD 2014-1 RESECURITIZATION TRUST
N/A
BRAD 2014 1 RESECURITIZATION 03/21 VAR
926BRBII6
3445855.910000
PA
USD
3433496.970000
0.2186735
Long
ABS-O
CORP
US
N
3
2021-03-12
Fixed
6.55
N
N
N
N
N
N
BUFFALO THUNDER DEVELOPMENT AUTHORITY
54930030AKDVPHKOL630
BUFFALO THUNDER DEV AUTH 11/29 0
119818AD4
2482664.770000
PA
USD
1937.550000
0.0001234
Long
DBT
CORP
US
Y
3
2029-11-15
Fixed
0
N
N
N
N
N
N
BUFFALO THUNDER DEVELOPMENT AUTHORITY
54930030AKDVPHKOL630
BUFFALO THUNDER DEV AUTH 12/22 FIXED 11
119818AC6
5598360.000000
PA
USD
2855163.600000
0.1818404
Long
DBT
CORP
US
N
2
2022-12-09
Fixed
11
Y
Y
N
N
N
N
BURGER KING/TIM HORT (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)
N/A
1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375
68245XAJ8
200000.000000
PA
USD
200870.000000
0.0127931
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.375
N
N
N
N
N
N
C-BASS CBO XVI CORP 16A
N/A
C BASS LTD CBCL 16A A 144A
12498YAA7
27723110.210000
PA
USD
2176264.150000
0.1386025
Long
ABS-CBDO
CORP
KY
N
2
2041-09-06
Floating
2.13713
N
N
N
N
N
N
CAESARS ENTERTAINMENT CORPORATION
529900CJT4VQO26ONP04
CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5
127686AA1
4394363.000000
PA
USD
8464641.860000
0.5390984
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5
N
N
N
Y
N
CAESARS ENTERTAINMENT CORPORATION
CAESARS ENTERTAINMENT CORP
USD
XXXX
N
N
N
CBL & ASSOCIATES LIMITED PARTNERSHIP
549300VS75TWHD9JTH89
CBL + ASSOCIATES LP COMPANY GUAR 12/26 5.95
12505JAD5
1551000.000000
PA
USD
934202.200000
0.0594977
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
6000.000000
PA
USD
3887.490000
0.0002476
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.6
N
N
N
N
N
N
CBL & ASSOCIATES LIMITED PARTNERSHIP
549300VS75TWHD9JTH89
CBL + ASSOCIATES LP LIMITD GUARA 12/23 5.25
12505JAA1
313000.000000
PA
USD
220012.400000
0.0140122
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
5.25
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 144A 01/25 4.75
15135BAN1
435000.000000
PA
USD
452754.530000
0.0288352
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 144A 12/27 4.25
15135BAQ4
259000.000000
PA
USD
266925.400000
0.0170000
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 144A 12/29 4.625
15135BAS0
466000.000000
PA
USD
491956.200000
0.0313318
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625
N
N
N
N
N
N
DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)
N/A
DESARROLLADORA HOMEX SAB DE COMMON STOCK
B01RQ2907
719113.000000
NS
3499.060000
0.0002228
Long
EC
CORP
MX
N
1
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC SR UNSECURED 144A 12/26 5.125
156700BB1
18000.000000
PA
USD
18362.340000
0.0011695
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.125
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
438000.000000
PA
USD
447583.440000
0.0285058
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8
161175BT0
543000.000000
PA
USD
571568.790000
0.0364022
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.8
N
N
N
N
N
N
CHASE MORGAGE FINANCE CORP 2005-A2
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 3A1
16162WQH5
7463413.400000
PA
USD
6931495.180000
0.4414549
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.83521
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12A3
161630BZ0
1939953.380000
PA
USD
1932126.640000
0.1230538
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.78193
Y
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORPORATION 2019 LAST OUT TERM LOAN
16516FAH2
462000.000000
PA
USD
477015.000000
0.0303803
Long
LON
CORP
US
N
2
2024-06-27
Floating
9.9278
N
N
N
N
N
N
DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA)
254900VV84SMDXCU2986
DOMMO ENERGIA SA COMMON STOCK
BYXHG7900
331036.190000
NS
241115.680000
0.0153562
Long
EC
CORP
BR
N
1
N
N
N
CHL MORTGAGE PASS-THROUGH TRUST 2006-TM1
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 TM1 A1
126694U97
6938179.090000
PA
USD
4778924.790000
0.3043614
Long
ABS-MBS
CORP
US
N
2
2046-03-25
Floating
3.662
Y
N
N
N
N
N
DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA)
254900VV84SMDXCU2986
DOMMO ENERGIA SA SP ADR
257553206
2627.000000
NS
USD
19134.190000
0.0012186
Long
EC
CORP
BR
N
3
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 03/23 6.25
12543DAY6
23716000.000000
PA
USD
24131030.000000
1.5368634
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.25
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/24 8.625
12543DBB5
2604000.000000
PA
USD
2766723.960000
0.1762078
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.625
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
1328000.000000
PA
USD
1370328.670000
0.0872739
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA)
254900VV84SMDXCU2986
EQTY04518 DOMMO PLACEHOLDER
965RMZII5
838823.810000
NS
505273.170000
0.0321800
Long
EC
CORP
BR
N
3
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
404278.230000
PA
USD
259122.130000
0.0165030
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.58901
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TR 2006-WF1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF1 A2D
17307G4J4
1926705.780000
PA
USD
1334863.570000
0.0850151
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.923
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TR 2006-WF2
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2C
17309BAB3
471860.250000
PA
USD
260142.690000
0.0165680
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
5.852
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2015-9
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 9 2A2 144A
17324MAD6
8779647.160000
PA
USD
8364757.910000
0.5327369
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.97865
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A
17312EAA4
20329137.770000
PA
USD
18775235.400000
1.1957622
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.052
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2006-AR1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1
17307G3C0
257419.960000
PA
USD
260492.220000
0.0165903
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
4.14
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-10
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA
17313QAL2
5069121.810000
PA
USD
4969093.340000
0.3164729
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
4.16948
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A
17311BAS2
16506156.990000
PA
USD
11488168.070000
0.7316615
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
1.952
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2C
17311BAC7
9538237.770000
PA
USD
5207371.340000
0.3316484
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
2.012
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-SHL1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A
17312WAB2
2100000.000000
PA
USD
1683661.350000
0.1072295
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
2.492
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 8 1A3A
17307GE61
2157530.950000
PA
USD
2187534.440000
0.1393203
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
3.85903
Y
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
7891657.570000
PA
USD
4098226.950000
0.2610090
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2007-CD4
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2007 CD4 AJ
12513YAJ9
13308.690000
PA
USD
12542.400000
0.0007988
Long
ABS-MBS
CORP
US
N
2
2049-12-11
Fixed
5.398
Y
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES SR UNSECURED 01/22 VAR
ACI0SB547
50490000.000000
PA
701485.520000
0.0446764
Long
DBT
MUN
AR
N
2
2022-01-23
Floating
60.6835
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
866312000.000000
PA
9990621.500000
0.6362853
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
54.1271
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/33 FIXED OID 7.375
167486VV8
87000.000000
PA
USD
104297.340000
0.0066425
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
7.375
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/42 FIXED 7.75
167486D22
129000.000000
PA
USD
146166.030000
0.0093091
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75
N
N
N
N
N
N
CLARIVATE (CAMELOT FINANCE SA)
N/A
CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5
13323AAB6
17000.000000
PA
USD
17499.360000
0.0011145
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.5
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
N/A
CLEAR CHANNEL WORLDWIDE COMPANY GUAR 144A 02/24 9.25
18451QAN8
4338000.000000
PA
USD
4813379.730000
0.3065558
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
7756286.190000
PA
USD
5147179.330000
0.3278149
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.05237
N
N
N
N
N
N
ENEVA SA
549300T1AP7HKCABII19
ENEVA SA COMMON STOCK
ACI072474
37702.000000
NS
409476.320000
0.0260788
Long
EC
CORP
BR
N
1
N
N
N
CONSECO FINANCE SECUR CORP 2002-2
N/A
CONSECO FINANCE SECURITIZATION CNF 2002 2 M2
20846QJZ2
8019726.210000
PA
USD
7362458.320000
0.4689022
Long
ABS-O
CORP
US
N
2
2033-03-01
Variable
9.163
Y
N
N
N
N
N
CORK STREET CLO DESIGNATED ACTIVITY CO 1A
N/A
CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A
ACI0QPJC5
2667264.000000
PA
2777812.550000
0.1769141
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
PISCES MIDCO INC TERM LOAN B
72431HAB6
118722.010000
PA
USD
118671.550000
0.0075580
Long
LON
CORP
US
N
2
2025-04-12
Floating
5.4856
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC SR UNSECURED 11/79 5.45
219350BQ7
186000.000000
PA
USD
204025.320000
0.0129940
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45
N
N
N
N
N
N
CORONADO CDO LTD 1A
N/A
CORONADO CDO LTD CORON 1A B1 144A
21976RAB2
10834345.840000
PA
USD
6798552.010000
0.4329880
Long
ABS-CBDO
CORP
KY
N
2
2038-09-04
Floating
3.40013
Y
N
N
N
N
N
CORONADO CDO LTD 1A
N/A
CORONADO CDO LTD CORON 1A B2 144A
21976RAE6
1666822.440000
PA
USD
1267618.470000
0.0807324
Long
ABS-CBDO
CORP
KY
N
2
2038-09-04
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-36T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A5
02146XAW8
181346.550000
PA
USD
120416.960000
0.0076691
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-41CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A4
02149CAD3
7014680.680000
PA
USD
5858302.850000
0.3731051
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
5.75
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A5
12668AFL4
583053.100000
PA
USD
514056.400000
0.0327394
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-56
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 1A1
12668AGN9
13180786.370000
PA
USD
13529536.800000
0.8616727
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.522
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-62
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1X2
12668ATS4
11713895.490000
PA
USD
364086.030000
0.0231880
Long
ABS-O
CORP
US
N
2
2035-12-25
Floating
0.79927
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-62
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2X1
12668ATW5
6284378.280000
PA
USD
336700.020000
0.0214438
Long
ABS-O
CORP
US
N
2
2035-12-25
Floating
1.68351
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-73CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 73CB 1A8
12668AU52
113144.000000
PA
USD
113563.090000
0.0072326
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-73CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 73CB 2A3
12668AV51
201514.200000
PA
USD
159923.700000
0.0101853
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.75
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J7
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J7 1A6
12667GF73
1375748.870000
PA
USD
1147911.650000
0.0731085
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-20CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A5
02147MAE1
9590583.920000
PA
USD
3039675.150000
0.1935916
Long
ABS-O
CORP
US
N
2
2036-07-25
Floating
5.358
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-40T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 40T1 1A2
02148KAB0
1392301.120000
PA
USD
1266701.640000
0.0806740
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A7
02149JAG1
1014038.840000
PA
USD
619170.290000
0.0394339
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A27
02150GBD9
917805.090000
PA
USD
1748473.490000
0.1113572
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
28.248
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A31
02150EBG7
2294995.550000
PA
USD
1848500.490000
0.1177278
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9
02147BAJ4
5836987.220000
PA
USD
3878750.390000
0.2470309
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 3A1
02150QAG1
155185.450000
PA
USD
133110.440000
0.0084776
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
3.77254
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-J1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A3
02149MAR0
2955574.800000
PA
USD
1818661.820000
0.1158274
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-J1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A8
02149MAW9
9592236.370000
PA
USD
5902416.700000
0.3759147
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-J2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J2 2A1
020908AD1
175479.320000
PA
USD
175184.360000
0.0111572
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A2
02150PAC2
12314642.800000
PA
USD
9923467.970000
0.6320085
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
2.042
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A4
02147DAU5
10220768.930000
PA
USD
9583227.000000
0.6103391
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
1.982
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2005-7C
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 7CB 1A4
12667F4F9
31131.870000
PA
USD
31383.970000
0.0019988
Long
ABS-MBS
CORP
US
N
2
2020-02-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A23
02146TAY3
341691.070000
PA
USD
285000.490000
0.0181512
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A3
02151BAT5
9153489.420000
PA
USD
5551885.160000
0.3535899
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A5
02148FAE5
1900385.760000
PA
USD
1873692.560000
0.1193322
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
Y
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERT 2007-BC2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A
12669QAA7
8248037.660000
PA
USD
7993300.320000
0.5090794
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
1.992
Y
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTS 2006-25
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A3
12667TAD7
1509993.230000
PA
USD
1507712.080000
0.0960236
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
1.962
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-10
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 AF6
126670AF5
40254.560000
PA
USD
41148.130000
0.0026207
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
4.915
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-14
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M4
126670LS5
21299999.990000
PA
USD
21337500.770000
1.3589484
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.522
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-7
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV7
1266732N1
3108443.700000
PA
USD
541733.970000
0.0345021
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.142
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-12
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A
12667AAA4
12636189.310000
PA
USD
11912461.680000
0.7586840
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
1.922
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-17
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3
12666VAD3
7655260.040000
PA
USD
7022651.550000
0.4472605
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
2.032
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-8
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 M1
045427AE1
34748292.530000
PA
USD
27417896.980000
1.7461983
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Floating
2.052
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-9
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 1AF3
12666RAC4
2251080.200000
PA
USD
2135475.750000
0.1360047
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Fixed
5.859
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-S6
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 S6 A6
126684AF6
45515.780000
PA
USD
46296.380000
0.0029485
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
5.657
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-9
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A
12670FAA8
21359811.350000
PA
USD
19231852.960000
1.2248433
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
1.992
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2006-2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M2
126670UX4
8000000.000000
PA
USD
7660820.800000
0.4879044
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
2.212
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2004-J8
N/A
COUNTRYWIDE HOME LOANS CWHL 2004 J8 3A8
12669GDX6
112475.350000
PA
USD
111707.300000
0.0071144
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.5
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-11
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1
12669GUX7
220314.130000
PA
USD
198394.200000
0.0126354
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
2.392
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-24
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 24 A22
126694KN7
40399.300000
PA
USD
32151.660000
0.0020477
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-24
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 24 A7
126694JX7
48911.470000
PA
USD
44389.340000
0.0028271
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-HYB7
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 HYB7 6A1
126694MH8
11065312.410000
PA
USD
10199176.190000
0.6495678
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Variable
3.42877
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-3
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2
126694YN2
1288180.530000
PA
USD
534901.890000
0.0340670
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.132
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-10
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 10 A18
12545CAT7
223150.180000
PA
USD
182077.250000
0.0115962
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-11
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 11 A1
12544LAA9
4780885.290000
PA
USD
3801885.720000
0.2421355
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-13
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 13 A14
17025JAP8
2119.380000
PA
USD
1748.110000
0.0001113
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HY3
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HY3 4A1
12544WAG2
3690761.670000
PA
USD
3581922.580000
0.2281264
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
4.36462
Y
N
N
N
N
N
CRECERA AMERICAS LLC 2017-1
N/A
CRECERA AMERICAS LLC CALLC 2017 1 A 144A
22534CAA0
22300000.000000
PA
USD
22324072.630000
1.4217815
Long
ABS-O
CORP
US
N
2
2020-08-31
Floating
5.16375
N
N
N
N
N
N
CREDIT BASED ASSET SRVC & SEC 2006-MH1
N/A
CREDIT BASED ASSET SERVICING A CBASS 2006 MH1 M2 144A
1248P8AJ8
7993261.030000
PA
USD
8174218.870000
0.5206018
Long
ABS-O
CORP
US
N
2
2036-10-25
Variable
6.25
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AJ7
800000.000000
PA
USD
876052.000000
0.0557942
Long
DBT
CORP
CH
N
2
2023-07-17
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AK4
400000.000000
PA
USD
446842.000000
0.0284586
Long
DBT
CORP
CH
N
2
2025-09-12
Floating
7.25
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-5R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 5R A5
12640QAE3
11478885.360000
PA
USD
5235931.700000
0.3334674
Long
ABS-MBS
CORP
US
N
2
2036-07-26
Fixed
6.5
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2009-16R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2009 16R 10A3 144A
12642YGQ1
10787161.120000
PA
USD
10196242.590000
0.6493810
Long
ABS-MBS
CORP
US
N
2
2037-07-26
Floating
3.99539
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2009-16R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2009 16R 11A3 144A
12642YGT5
14457788.400000
PA
USD
5338856.440000
0.3400225
Long
ABS-MBS
CORP
US
N
2
2036-08-26
Fixed
7
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2009-1R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2009 1R 2A2 144A
12640XAG3
12429918.090000
PA
USD
12266593.940000
0.7812381
Long
ABS-MBS
CORP
US
N
2
2035-04-26
Floating
3.94197
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERT 2006
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 1A4A
225470M67
6383342.720000
PA
USD
4709858.140000
0.2999627
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
5.896
Y
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2009-12R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2009 12R 16A1 144A
12642MBQ2
3535509.750000
PA
USD
2014133.240000
0.1282767
Long
ABS-MBS
CORP
US
N
2
2036-08-27
Fixed
7
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2009-5R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2009 5R 2A4 144A
12641TAT3
7398631.280000
PA
USD
7290262.790000
0.4643042
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.27008
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-4R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2012 4R 5A2 144A
12646DAY2
44952150.440000
PA
USD
27112732.210000
1.7267629
Long
ABS-MBS
CORP
US
N
2
2047-02-27
Variable
2.77827
N
N
N
N
N
N
CRH EUROPE (CLAY HOLDCO BV)
N/A
CLAY HOLDCO BV EUR TERM LOAN A
965PCGII2
14300000.000000
PA
15032753.570000
0.9574100
Long
LON
CORP
NL
N
3
2025-11-30
Floating
4.5
N
N
N
N
N
N
CRH EUROPE (CLAY HOLDCO BV)
N/A
CRH PLC EUR TERM LOAN
938CMAII7
100000.000000
PA
106545.830000
0.0067857
Long
LON
CORP
IE
N
3
2026-11-06
Floating
5
N
N
N
N
N
N
CSAB MORTGAGE BACKED TR 2007-1
N/A
CSAB MORTGAGE BACKED TRUST CSAB 2007 1 2A5
12629EBB0
3136946.270000
PA
USD
2882413.820000
0.1835759
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.5
Y
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
737000.000000
NS
USD
722982.260000
0.0460455
Long
EP
CORP
US
N
2
N
N
N
DEBUSSY DTC 1A
N/A
DEBUSSY DTC DBSSY 1A A 144A
ACI06HWY2
18712067.880000
PA
24783522.870000
1.5784196
Long
ABS-MBS
CORP
GB
N
2
2025-07-12
Fixed
5.93
N
N
N
N
N
N
DEBUSSY DTC 1A
N/A
DEBUSSY DTC DBSSY 1A B 144A
ACI06HWX4
5000000.000000
PA
6610415.330000
0.4210059
Long
ABS-MBS
CORP
GB
N
2
2025-07-12
Fixed
8.25
N
N
N
N
N
N
DEUTSCHE ALT-A SEC INC MTGE LO 2006-AR5
N/A
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR5 21A
25150NAT1
196992.610000
PA
USD
167579.840000
0.0106729
Long
ABS-MBS
CORP
US
N
2
2021-10-25
Fixed
6
Y
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/25 VAR
251526CB3
3100000.000000
PA
USD
3168171.360000
0.2017753
Long
DBT
CORP
DE
N
2
2025-11-26
Floating
3.961
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC SR SECURED 144A 09/23 7.75
23422RAB8
466000.000000
PA
USD
480469.300000
0.0306003
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.75
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC SR UNSECURED 144A 09/24 10.75
23422RAA0
5500000.000000
PA
USD
5777282.500000
0.3679451
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
10.75
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC TERM LOAN
25272YAE3
7564624.750000
PA
USD
7408604.360000
0.4718412
Long
LON
CORP
US
N
2
2023-09-02
Floating
5.5494
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP COMPANY GUAR 07/22 5.875
25470XAJ4
14000.000000
PA
USD
14864.920000
0.0009467
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.875
N
N
N
N
N
N
DSSV SARL
N/A
DSSV DSSV PRL A
ACI1DSVZ6
15000000.000000
PA
16825499.380000
1.0715869
Long
ABS-MBS
CORP
LU
N
3
2024-10-15
Floating
3
N
N
N
N
N
N
DTEK HOLDINGS LIMITED
N/A
DTEK HOLDINGS LTD EUR TERM LOAN
935YHVII2
945715.060000
PA
947221.530000
0.0603269
Long
LON
CORP
CY
N
3
2026-08-01
Floating
5
N
N
N
N
N
N
DTEK HOLDINGS LIMITED
N/A
DTEK HOLDINGS LTD EUR TERM LOAN B
935YHXII8
2317638.970000
PA
2321330.820000
0.1478415
Long
LON
CORP
CY
N
3
2026-08-01
Floating
5
N
N
N
N
N
N
DUBAI WORLD CORP
N/A
DUBAI WORLD TL B1
922KUQII3
29248592.570000
PA
USD
27310873.310000
1.7393821
Long
LON
CORP
AE
N
2
2022-09-30
Fixed
2
N
N
Y
N
N
N
ECAF I LTD 2015-1A
N/A
ECAF LTD ECAF 2015 1A A2 144A
26827EAC9
2369466.490000
PA
USD
2382073.470000
0.1517101
Long
ABS-O
CORP
KY
N
2
2040-06-15
Fixed
4.947
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
272000.000000
PA
USD
305534.310000
0.0194590
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 09/22 2.4
281020AL1
379000.000000
PA
USD
378024.910000
0.0240758
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.4
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 11/22 3.125
281020AP2
186000.000000
PA
USD
188942.530000
0.0120334
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.125
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 11/24 3.55
281020AQ0
186000.000000
PA
USD
190568.950000
0.0121370
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
ELDORADO RESORTS INC COMPANY GUAR 09/26 6
28470RAG7
5500000.000000
PA
USD
6067182.000000
0.3864083
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6
N
N
N
N
N
N
EMC MORTGAGE LOAN TRUST 2004-AA
N/A
EMC MORTGAGE LOAN TRUST EMCM 2004 AA M2 144A
268668DE7
2813000.000000
PA
USD
2543321.910000
0.1619798
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
5.167
N
N
N
N
N
N
EMC MORTGAGE LOAN TRUST 2005-B
N/A
EMC MORTGAGE LOAN TRUST EMCM 2005 B A1 144A
268668EW6
1594987.470000
PA
USD
1591311.020000
0.1013478
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
2.732
N
N
N
N
N
N
EMERALD BAY SA
2221008SU8XG8LZVS860
EMERALD BAY SA PASS THRU CE 144A 10/20 0.0000
ACI0YB9V6
63000.000000
PA
69165.350000
0.0044050
Long
DBT
CORP
LU
N
2
2020-10-08
None
0
N
N
N
N
N
N
ENSCO JERSEY FINANCE LIMITED
N/A
ENSCO JERSEY FINANCE LTD COMPANY GUAR 01/24 3
29359WAB1
66000.000000
PA
USD
47478.750000
0.0030238
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
35101725.220000
PA
USD
30070489.640000
1.9151373
Long
LON
CORP
US
N
2
2025-10-10
Floating
5.5494
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
29373TAA2
5765000.000000
PA
USD
3590715.840000
0.2286865
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH HOSPITALITY INC COMPANY GUAR 144A 10/27 4.625
26907YAB0
286000.000000
PA
USD
290104.100000
0.0184762
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.625
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X B1A REGS
G3299TAB9
6162799.720000
PA
7687973.570000
0.4896337
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
1.77863
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X C1A REGS
G3299TAD5
6398551.900000
PA
7728733.150000
0.4922296
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
2.02863
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X D1A REGS
G3299TAJ2
3945819.500000
PA
4798430.000000
0.3056037
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
2.52863
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X E1C REGS
G3299TAF0
1411469.920000
PA
1784832.030000
0.1136729
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
4.27863
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X RESD REGS
B2428WII0
1673.000000
PA
2394638.340000
0.1525104
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Variable
0
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10
30162RAA9
267000.000000
PA
USD
107467.500000
0.0068444
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
10
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
EXPORT CREDIT BANK OF TU SR UNSECURED 144A 01/24 8.25
90015LAF4
600000.000000
PA
USD
653970.000000
0.0416502
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP SR UNSECURED 144A 06/28 4
303250AF1
18000.000000
PA
USD
18180.000000
0.0011579
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4
N
N
N
N
N
N
FANNIE MAE 2003-49
N/A
FANNIE MAE FNR 2003 49 SY
31393C2N2
831902.940000
PA
USD
57749.290000
0.0036780
Long
ABS-MBS
USGSE
US
N
2
2023-06-25
Floating
5.308
N
N
N
N
N
N
FANNIE MAE 2007-109
N/A
FANNIE MAE FNR 2007 109 PI
31396X2X1
199621.910000
PA
USD
28896.650000
0.0018404
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
4.558
N
N
N
N
N
N
FANNIE MAE 2007-53
N/A
FANNIE MAE FNR 2007 53 SL
31396WCX2
406512.110000
PA
USD
54388.760000
0.0034639
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Floating
4.928
N
N
N
N
N
N
FANNIE MAE 2008-10
N/A
FANNIE MAE FNR 2008 10 LI
31396YKY7
1529484.920000
PA
USD
289863.850000
0.0184609
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
5.188
N
N
N
N
N
N
FANNIE MAE 2010-134
N/A
FANNIE MAE FNR 2010 134 BS
31398SPK3
5428410.960000
PA
USD
663628.130000
0.0422653
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
Floating
4.278
N
N
N
N
N
N
FANNIE MAE 2011-63
N/A
FANNIE MAE FNR 2011 63 CS
31397USG5
3655095.800000
PA
USD
571220.200000
0.0363800
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Floating
4.128
N
N
N
N
N
N
FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01
N/A
FANNIE MAE CAS CAS 2017 C01 1B1
30711XEQ3
2460000.000000
PA
USD
2914599.640000
0.1856258
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
7.542
N
N
N
N
N
N
FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01
N/A
FANNIE MAE CAS CAS 2017 C01 1M2
30711XEP5
1830000.000000
PA
USD
1938189.420000
0.1234399
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Fixed
5.342
N
N
N
N
N
N
FANNIE MAE REMICS 2006-113
N/A
FANNIE MAE FNR 2006 113 BQ
31396LZ52
106497.720000
PA
USD
13770.140000
0.0008770
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
4.858
N
N
N
N
N
N
FANNIE MAE REMICS 2007-88
N/A
FANNIE MAE FNR 2007 88 MI
31396XUW2
679624.010000
PA
USD
117699.120000
0.0074961
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
4.728
N
N
N
N
N
N
FANNIE MAE REMICS 2008-9
N/A
FANNIE MAE FNR 2008 9 SA
31396YGT3
969412.000000
PA
USD
200207.720000
0.0127509
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
5.208
N
N
N
N
N
N
FANNIE MAE REMICS 2012-46
N/A
FANNIE MAE FNR 2012 46 LS
3136A5J64
5984957.880000
PA
USD
7696697.730000
0.4901893
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Floating
8.343
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
82474.000000
NS
USD
1393810.600000
0.0887694
Long
EC
CORP
US
N
1
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC COMMON STOCK UNIT
45174J608
1108.000000
NS
USD
16852.680000
0.0010733
Long
EC
CORP
US
N
2
N
N
N
FIRST FRANKLIN MTG LN ASSET BC 2005-FFH4
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH4 M2
32027NXE6
23487000.000000
PA
USD
22372196.590000
1.4248464
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.292
N
N
N
N
N
N
FIRST FRANKLIN MTG LOAN 2005-FF12
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2
32027NXX4
5000000.000000
PA
USD
4570950.500000
0.2911159
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.262
N
N
N
N
N
N
FIRST HORIZON ALT MTG SEC 2005-AA6
N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 2A2
32051GPZ2
863447.870000
PA
USD
161551.700000
0.0102889
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
4.04255
Y
N
N
N
N
N
FIRST HORIZON ALT MTG SEC 2006-FA6
N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A15
32052FAX4
1047937.790000
PA
USD
411093.730000
0.0261818
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
5.308
Y
N
N
N
N
N
FIRST HORIZON ASSET SECURITIES 2007-4
N/A
FIRST HORIZON MORTGAGE PASS TH FHASI 2007 4 1A5
32056CAE9
402901.620000
PA
USD
308885.450000
0.0196724
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
5.5
Y
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
3902000.000000
PA
USD
3919890.670000
0.2496510
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
4282000.000000
PA
USD
4343446.700000
0.2766266
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FLEET US BIDCO INC
N/A
FLEET US BIDCO INC TERM LOAN B
G4001CAB3
39900.000000
PA
USD
40249.130000
0.0025634
Long
LON
CORP
US
N
3
2026-10-07
Floating
5.235
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR
ACI07BWB4
124916.000000
NS
27466975.740000
1.7493240
Long
EP
CORP
GB
N
2
N
N
N
FONDO DE TITULIZACION DE ACTIVOS UCI 16
N/A
FTA UCL 16 ABS UCI 16 A2 REGS
B1GGX8II3
1255340.130000
PA
1359042.170000
0.0865550
Long
ABS-MBS
CORP
ES
N
2
2049-06-16
Floating
0
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5
34960PAB7
1013000.000000
PA
USD
1072174.400000
0.0682849
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC 3181
N/A
FREDDIE MAC FHR 3181 PS
31396URJ1
1941279.030000
PA
USD
338921.310000
0.0215853
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Floating
4.73025
N
N
N
N
N
N
FREDDIE MAC 3211
N/A
FREDDIE MAC FHR 3211 SH
31397BA50
678562.700000
PA
USD
130233.350000
0.0082943
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
4.84025
N
N
N
N
N
N
FREDDIE MAC 3311
N/A
FREDDIE MAC FHR 3311 EI
31397H6H6
147086.060000
PA
USD
17720.410000
0.0011286
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
4.67025
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
83109033.390000
PA
USD
6636971.050000
0.4226972
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
1.93877
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K071
N/A
FHLMC MULTIFAMILY STRUCTURED P FHMS K071 X3
3137FCLG7
23213000.000000
PA
USD
3128313.870000
0.1992369
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
2.01066
N
N
N
N
N
N
FREDDIE MAC REMICS 3050
N/A
FREDDIE MAC FHR 3050 SA
31396EDX1
60085.700000
PA
USD
64671.830000
0.0041188
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Floating
12.5256
N
N
N
N
N
N
FREDDIE MAC REMICS 3213
N/A
FREDDIE MAC FHR 3213 LS
31397AZX4
1169194.140000
PA
USD
258942.710000
0.0164916
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
6.04025
N
N
N
N
N
N
FREDDIE MAC REMICS 3922
N/A
FREDDIE MAC FHR 3922 GS
3137AFHT2
602120.490000
PA
USD
827295.730000
0.0526890
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Floating
9.47661
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1
N/A
FREDDIE MAC STACR STACR 2015 HQ1 B
3137G0EM7
3172318.390000
PA
USD
4159194.280000
0.2648919
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Floating
12.542
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2016-DNA2
N/A
FREDDIE MAC STACR STACR 2016 DNA2 B
3137G0JZ3
495706.340000
PA
USD
683613.540000
0.0435382
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Floating
12.292
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2016-HQA3
N/A
FREDDIE MAC STACR STACR 2016 HQA3 B
3137G0LF4
2091081.080000
PA
USD
2622728.200000
0.1670370
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Floating
10.792
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
2350000.000000
PA
USD
2719149.280000
0.1731779
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
6.942
N
N
N
N
N
N
FREDDIE MAC-3136
N/A
FREDDIE MAC FHR 3136 NS
31396NH41
780518.080000
PA
USD
95797.820000
0.0061012
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Floating
4.96025
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
15521000.000000
PA
USD
14393121.520000
0.9166729
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
153885007.250000
PA
USD
92592.610000
0.0058971
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
32600000.000000
PA
USD
28762.980000
0.0018319
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
0.1
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2017-K71
N/A
FREMF MORTGAGE TRUST FREMF 2017 K71 D 144A
35708WAW0
24871018.000000
PA
USD
13216250.050000
0.8417200
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
0
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2017-K71
N/A
FREMF MORTGAGE TRUST FREMF 2017 K71 X2A 144A
35708WAN0
267785003.210000
PA
USD
1376682.700000
0.0876785
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
0.1
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2017-K71
N/A
FREMF MORTGAGE TRUST FREMF 2017 K71 X2B 144A
35708WAQ3
62177611.000000
PA
USD
338053.450000
0.0215300
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
0.1
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2018-KL3L
N/A
FREMF MORTGAGE TRUST FREMF 2018 KL3L BLNZ 144A
30307VAL2
2680000.000000
PA
USD
2560736.250000
0.1630888
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Variable
4.11833
N
N
N
N
N
N
FRESH MARKET INC/THE
529900QM5ZSBEBR6CS58
FRESH MARKET INC SR SECURED 144A 05/23 9.75
35804HAA4
8520000.000000
PA
USD
4345200.000000
0.2767382
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP TERM LOAN B
35906EAJ9
2736842.140000
PA
USD
2757026.350000
0.1755902
Long
LON
CORP
US
N
2
2024-06-15
Floating
5.55
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR SECURED 144A 04/27 8
35906ABC1
316000.000000
PA
USD
330804.600000
0.0210684
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
8
N
N
N
N
N
N
FRONTIER FINANCE PLC
213800XVLIFOCEEVIS52
FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8
ACI0T8JS5
10500000.000000
PA
14303571.780000
0.9109697
Long
DBT
CORP
GB
N
2
2022-03-23
Fixed
8
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HOUSE RESORTS INC 02/24 1
359678AB5
67000.000000
PA
USD
66002.370000
0.0042036
Long
DBT
CORP
US
N
2
2024-02-02
Floating
9.7375
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HSE RESORTS INC 01/24 1
359678AA7
784000.000000
PA
USD
772326.240000
0.0491881
Long
DBT
CORP
US
N
2
2024-01-31
Floating
9.13175
N
N
N
N
N
N
GC PASTOR HIPOTECARIO FTA 5
N/A
PASTOR GC HIPOTECARIO GCPAS 5 A2 REGS
997AAZII7
4961864.800000
PA
4976982.970000
0.3169754
Long
ABS-MBS
CORP
ES
N
2
2046-06-21
Floating
0
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY
549300G6UZOB126GBY72
GE CAPITAL INTL FUNDING COMPANY GUAR 11/35 4.418
36164QNA2
340000.000000
PA
USD
362628.190000
0.0230952
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/38 5.875
36962G3P7
46000.000000
PA
USD
55735.310000
0.0035497
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 08/37 6.15
36962G3A0
235000.000000
PA
USD
291334.090000
0.0185546
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
GLACIER FUNDING CDO III LTD 2005-3A
N/A
GLACIER FUNDING CDO GLCR 2005 3A A1 144A
37638XAA7
10274428.580000
PA
USD
2472520.690000
0.1574706
Long
ABS-CBDO
CORP
KY
N
2
2035-08-04
Floating
2.17225
N
N
N
N
N
N
GMAC MORTGAGE CORPORATION LN TR 2007-HE2
N/A
GMAC MORTGAGE CORPORATION LOAN GMACM 2007 HE2 A6
36186LAG8
2388254.050000
PA
USD
2443053.970000
0.1555939
Long
ABS-MBS
CORP
US
N
2
2037-12-25
Variable
6.749
Y
N
N
N
N
N
GREEN TREE FINANCIAL CORP 1999-3
N/A
CONSECO FINANCIAL CORP GT 1999 3 A8
393505X80
3855416.760000
PA
USD
3799295.770000
0.2419706
Long
ABS-O
CORP
US
N
2
2031-02-01
Fixed
7.06
N
N
N
N
N
N
GREEN TREE FINANCIAL CORP 1999-5
N/A
CONSECO FINANCIAL CORP GT 1999 5 A6
3935053Q3
7583888.380000
PA
USD
4890810.940000
0.3114873
Long
ABS-O
CORP
US
N
2
2030-03-01
Variable
7.5
N
N
N
N
N
N
GREENPOINT MTGE FUNDING TR 2006-AR7
N/A
GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32
39538CAF9
4545512.530000
PA
USD
4375527.630000
0.2786698
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
1.992
Y
N
N
N
N
N
GRIFONAS FINANCE NO.1 PLC GRIF-1
N/A
GRIFONAS FINANCE PLC GRIF 1 A REGS
B1DFQWII3
9043779.620000
PA
9387722.700000
0.5978878
Long
ABS-MBS
CORP
GB
N
2
2039-08-28
Floating
0
N
N
N
N
N
N
GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD
378900C761245FC57265
GROWTHPOINT PROPERTIES L COMPANY GUAR 144A 05/23 5.872
40009VAA6
300000.000000
PA
USD
322525.200000
0.0205411
Long
DBT
CORP
ZA
N
2
2023-05-02
Fixed
5.872
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP F 144A
36255MAQ0
9500000.000000
PA
USD
9344675.950000
0.5951462
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.5913
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP G 144A
36255MAS6
1700000.000000
PA
USD
1629611.500000
0.1037871
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.5913
N
N
N
N
N
N
GSAMP TRUST 2004-AR1
N/A
GSAMP TRUST GSAMP 2004 AR1 M4
36228F6S0
1252520.690000
PA
USD
1230033.810000
0.0783387
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
3.667
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR7
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1
362341WX3
169202.980000
PA
USD
130964.320000
0.0083409
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
4.19764
Y
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2006-7F
N/A
GSR MORTGAGE LOAN TRUST GSR 2006 7F 4A1
36298NAY0
816698.520000
PA
USD
492941.590000
0.0313946
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
6.5
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-9
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B2
41161PSW4
7870696.680000
PA
USD
7870606.170000
0.5012653
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Floating
2.41463
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-9
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B4
41161PSY0
1816475.450000
PA
USD
1734732.780000
0.1104821
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Floating
2.66463
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A
41161PA86
11818995.980000
PA
USD
11374571.000000
0.7244267
Long
ABS-MBS
CORP
US
N
2
2036-03-19
Floating
2.00388
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TRUST 2005-16
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A
41161PYZ0
6824226.370000
PA
USD
5440683.400000
0.3465077
Long
ABS-MBS
CORP
US
N
2
2036-01-19
Floating
2.26388
Y
N
N
N
N
N
HIPOCAT FTA 10
N/A
HIPOCAT HIPO HIPO 10 A2 REGS
990VWFII8
4439196.010000
PA
4940961.340000
0.3146813
Long
ABS-MBS
CORP
ES
N
2
2039-10-24
Floating
0
N
N
N
N
N
N
HIPOCAT-HIP0-11
N/A
HIPOCAT HIPO HIPO 11 A2 REGS
ACI02GUS3
5068915.720000
PA
5373402.960000
0.3422227
Long
ABS-MBS
CORP
ES
N
2
2050-01-15
Floating
0
N
N
N
N
N
N
HIPOCAT-HIP0-11
N/A
HIPOCAT HIPO HIPO 11 A3 REGS
ACI062FW8
171044.000000
PA
190091.080000
0.0121066
Long
ABS-MBS
CORP
ES
N
2
2050-01-15
Floating
0
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A A1 144A
442451AA8
34268256.840000
PA
USD
8172979.260000
0.5205229
Long
ABS-CBDO
CORP
KY
N
2
2041-07-05
Floating
1.95363
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK 05/23 0
ACI16FNH1
24300000.000000
PA
USD
25617116.860000
1.6315097
Long
DBT
CORP
GB
N
2
2023-05-23
Floating
6.15263
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BP3
1220000.000000
PA
USD
1343098.000000
0.0855396
Long
DBT
CORP
GB
N
2
2028-03-23
Floating
6.5
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
BFM4XMII1
1000000.000000
PA
1460199.090000
0.0929975
Long
DBT
CORP
GB
N
2
2026-09-28
Floating
5.875
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR
ACI0H2TW1
200000.000000
PA
259420.040000
0.0165220
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
HUNT COMPANIES INC
549300ODPWDNCH5TKM49
HUNT COS INC SR SECURED 144A 02/26 6.25
445587AC2
60000.000000
PA
USD
59389.350000
0.0037824
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.25
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2016-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST HART 2016 A R 44930U9A6
932XDGII4
7500000.000000
PA
USD
5745973.800000
0.3659511
Long
ABS-O
CORP
US
N
3
2022-12-15
Fixed
0
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC. EXIT TERM LOAN
45175AAB7
9830651.310000
PA
USD
9937736.590000
0.6329172
Long
LON
CORP
US
N
2
2026-05-01
Floating
5.6911
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375
45174HBD8
4604300.000000
PA
USD
5096269.460000
0.3245726
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375
45174HBC0
3167700.000000
PA
USD
3442890.770000
0.2192717
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
70000.000000
PA
USD
82215.000000
0.0052361
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
580000.000000
PA
USD
625738.800000
0.0398522
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
50000.000000
PA
USD
60731.500000
0.0038679
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35
N
N
N
N
N
N
IM PASTOR FTH 3
N/A
PASTOR IM FTH/FTA IMPAS 3 A REGS
B0BL9JII2
1682716.880000
PA
1738550.550000
0.1107253
Long
ABS-MBS
CORP
ES
N
2
2043-03-22
Floating
0
N
N
N
N
N
N
IMPAC CMB TR 2004-8
N/A
IMPAC CMB TRUST IMM 2004 8 1A
45254NKQ9
213292.630000
PA
USD
214100.840000
0.0136357
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
2.512
Y
N
N
N
N
N
IMPAC SECURED ASSETS CORP. 2007-2
N/A
IMPAC SECURED ASSETS CORP. IMSA 2007 2 1A1A
452570AA2
6928.680000
PA
USD
5836.610000
0.0003717
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
1.902
Y
N
N
N
N
N
INDYMAC HM EQ LN ASSET BACKED TR 2000-C
N/A
INDYMAC HOME EQUITY LOAN ASSET INHEL 2000 C MF1
456606BJ0
568637.420000
PA
USD
223325.070000
0.0142232
Long
ABS-MBS
CORP
US
N
2
2031-12-25
Variable
6.19239
Y
N
N
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-AR1
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 AR1 2A1
456672AC8
3948906.740000
PA
USD
3351068.720000
0.2134238
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
3.62953
Y
N
N
N
N
N
INDYMAC INDA MORTGAGE LOAN TR 2007-AR1
N/A
INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR1 3A1
45669AAG9
29326.990000
PA
USD
27956.190000
0.0017805
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.28211
N
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2004-AR15
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR15 1A1
45660LBE8
314920.630000
PA
USD
304862.820000
0.0194162
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
3.71635
N
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2006-AR13
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR13 A2
45661XAB8
509969.410000
PA
USD
420953.430000
0.0268098
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
2.092
N
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2006-AR14
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A
45668GAD4
5755528.950000
PA
USD
5505844.900000
0.3506577
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
1.992
Y
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2007-FLX1
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3
45668WAC1
3605597.410000
PA
USD
2658219.840000
0.1692974
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.042
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA VAR
456837AR4
800000.000000
PA
USD
842900.000000
0.0536828
Long
DBT
CORP
NL
N
2
2026-11-16
Floating
5.75
N
N
N
N
Y
ING GROEP NV
ING GROEP NV
EUR
XXXX
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
144000.000000
PA
USD
153540.000000
0.0097787
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75
458204AP9
20614000.000000
PA
USD
16331441.500000
1.0401212
Long
DBT
CORP
LU
N
2
2021-06-01
Fixed
7.75
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
8785000.000000
PA
USD
5216005.900000
0.3321984
Long
DBT
CORP
LU
N
2
2023-06-01
Fixed
8.125
N
N
N
N
N
N
INTELSAT CONNECT FINANCE SA
549300T8SOCBO2H77X11
INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5
45827AAD5
434000.000000
PA
USD
304754.800000
0.0194093
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
9.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5
45824TAP0
1500000.000000
PA
USD
1291687.500000
0.0822653
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75
45824TAY1
1411000.000000
PA
USD
1308116.940000
0.0833117
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.75
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5
45824TBA2
3387000.000000
PA
USD
3092043.110000
0.1969269
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8
45824TAR6
295000.000000
PA
USD
303358.830000
0.0193204
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
8
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS S A TERM LOAN B 3
L5137LAF2
300000.000000
PA
USD
300975.000000
0.0191686
Long
LON
CORP
LU
N
2
2023-11-27
Floating
5.682
N
N
N
N
N
N
INTERNET BRANDS INC (MH SUB I LLC)
N/A
MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM
45567YAJ4
263925.000000
PA
USD
265409.580000
0.0169035
Long
LON
CORP
US
N
2
2024-09-13
Floating
5.5494
N
N
N
N
N
N
INTRADO CORPORATION
5493005Z5DB0O5S30R71
OLYMPUS MERGER SUB INC TERM LOAN B
68162RAC5
70272.210000
PA
USD
59731.380000
0.0038042
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.9271
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
61844.610000
PA
USD
61780.170000
0.0039347
Long
LON
CORP
US
N
2
2026-06-03
Floating
5.5
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2006-A6
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 2A7
466285AR4
627798.130000
PA
USD
605283.410000
0.0385495
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.58359
Y
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2006-S4
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S4 A4
466302AG1
7601336.360000
PA
USD
7532086.670000
0.4797055
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
5.96
Y
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2007-A2
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A1
466278AC2
29888976.600000
PA
USD
15685337.400000
0.9989719
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
1.992
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-CBX
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 CBX XA
46637WAE3
40476857.750000
PA
USD
879821.170000
0.0560343
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
1.47753
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A6
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1
46628BBC3
736421.920000
PA
USD
655755.510000
0.0417639
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.98898
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2007-A4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 1A1
46631JAA6
3576459.200000
PA
USD
3336164.420000
0.2124745
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
4.10675
Y
N
N
N
N
N
JP MORGAN MTGGE ACQUIS CORP 2005-OPT2
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M4
46626LEP1
16459000.000000
PA
USD
16193111.440000
1.0313112
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.412
N
N
N
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
8000000.000000
PA
USD
7630000.000000
0.4859415
Long
LON
CORP
LU
N
2
2026-10-15
Floating
7.01563
N
N
N
N
N
N
KGS-ALPHA SBA COOF TRUST SERIES 2012-5
N/A
KGS ALPHA SBA COOF TRUST KSBA 2012 5 A 144A
48248JAA7
1550679.870000
PA
USD
35911.130000
0.0022871
Long
ABS-O
CORP
US
N
3
2038-04-25
Variable
1.0398
N
N
N
N
N
N
LAVENDER TRUST 2010-RR1A
N/A
LAVENDER TRUST LTS 2010 RR1A A4 144A
519440DG3
11719395.610000
PA
USD
11944832.250000
0.7607456
Long
ABS-MBS
CORP
US
N
2
2036-11-26
Fixed
6
N
N
N
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2
N/A
LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2007 C2 XCL 144A
50180JAQ8
4944833.130000
PA
USD
499.430000
0.0000318
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
0.163385
N
N
N
N
N
N
LEHMAN MORTGAGE TRUST 2006-4
N/A
LEHMAN MORTGAGE TRUST LMT 2006 4 1A1
52520RAA0
972657.300000
PA
USD
933229.470000
0.0594358
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6
Y
N
N
N
N
N
LEHMAN MORTGAGE TRUST 2006-5
N/A
LEHMAN MORTGAGE TRUST LMT 2006 5 1A12
52520TAM0
579081.590000
PA
USD
498126.620000
0.0317248
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6
Y
N
N
N
N
N
LEHMAN MORTGAGE TRUST 2007-8
N/A
LEHMAN MORTGAGE TRUST LMT 2007 8 2A1
52521YAC0
3708445.430000
PA
USD
2114432.830000
0.1346646
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.5
Y
N
N
N
N
N
LEHMAN MORTGAGE TRUST 2007-8
N/A
LEHMAN MORTGAGE TRUST LMT 2007 8 3A1
52521YAL0
31331215.850000
PA
USD
12247698.120000
0.7800346
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
7.25
Y
N
N
N
N
N
LEHMAN XS TRUST 2006-11
N/A
LEHMAN XS TRUST LXS 2006 11 2A4
52522WAH2
1607514.140000
PA
USD
1619541.880000
0.1031458
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.17
Y
N
N
N
N
N
LEHMAN XS TRUST 2007-10H
N/A
LEHMAN XS TRUST LXS 2007 10H 1A3
525237AC7
23302619.590000
PA
USD
18024918.800000
1.1479758
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
2.072
Y
N
N
N
N
N
LEHMAN XS TRUST 2007-14H
N/A
LEHMAN XS TRUST LXS 2007 14H A12
52525LAR1
3493568.700000
PA
USD
3094019.730000
0.1970527
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
2.292
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
539439AU3
1500000.000000
PA
USD
1683157.500000
0.1071974
Long
DBT
CORP
GB
N
2
2025-09-27
Floating
7.5
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
ACI1GWB29
900000.000000
PA
1239118.480000
0.0789173
Long
DBT
CORP
GB
N
2
2024-12-27
Floating
5.125
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
ACI0808F5
1700000.000000
PA
2531414.610000
0.1612214
Long
DBT
CORP
GB
N
2
2023-06-27
Floating
7.625
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
ACI0808H1
14473000.000000
PA
24251517.790000
1.5445371
Long
DBT
CORP
GB
N
2
2029-06-27
Floating
7.875
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LOANCORE CAPITAL MARKETS LLC / JLC FINANCE CORP
N/A
LOANCORE CAP/JLC FIN COR SR UNSECURED 144A 06/20 6.875
47233GAA2
3800000.000000
PA
USD
3802375.000000
0.2421667
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
6.875
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAD TR 2005-WL1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4
542514LL6
7300000.000000
PA
USD
7309401.670000
0.4655231
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
2.842
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAD TR 2005-WL3
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL3 M2
542514PS7
16062255.150000
PA
USD
13902121.160000
0.8854020
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.497
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAD TR 2006-1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A3
542514RL0
10027615.500000
PA
USD
8941113.330000
0.5694440
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.982
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2005-3
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A
542514NT7
13608400.240000
PA
USD
13383910.630000
0.8523980
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Floating
2.312
N
N
N
N
N
N
LONG BEACH MTGE LOAN TRUST 2004-1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M3
542514EW0
117941.740000
PA
USD
117992.050000
0.0075147
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
2.842
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC
N/A
MALLINCKRODT FIN/SB COMPANY GUAR 144A 04/25 5.5
561233AC1
318000.000000
PA
USD
113685.000000
0.0072404
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
5.5
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-3
N/A
MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A
57109M101
12129.000000
PA
USD
4722074.140000
0.3007407
Long
ABS-O
CORP
US
N
3
2029-09-17
Fixed
0
N
N
N
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5
BJBQCWII7
440000.000000
NS
629288.480000
0.0400783
Long
EP
CORP
NL
N
2
N
N
N
MASTR ALT LN TR 2006-2
N/A
MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1
5764342H6
26667452.030000
PA
USD
4092568.530000
0.2606486
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.192
Y
N
N
N
N
N
MASTR ALT LN TR 2006-2
N/A
MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A3
5764342K9
20175504.560000
PA
USD
3035239.220000
0.1933091
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.142
Y
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-FRE2
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A4
57643GAD9
7734830.370000
PA
USD
5723045.850000
0.3644909
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
1.942
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-NC1
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1
57643LNG7
400000.000000
PA
USD
395220.360000
0.0251709
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.362
N
N
N
N
N
N
MASTR ASSET SECURIZATION TR 2007-3
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 12A1
57645NAC4
15695308.560000
PA
USD
17580883.290000
1.1196960
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
1.992
Y
N
N
N
N
N
MASTR ASSET SECURIZATION TR 2007-3
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5
57645NAT7
4242825.960000
PA
USD
4679016.900000
0.2979985
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
2.472
Y
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC COMPANY GUAR 144A 12/27 5.875
577081BD3
143000.000000
PA
USD
150950.800000
0.0096138
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY (AMERICAS) INC
549300MSF84ZAB7RHN59
MCDERMOTT TECHNOLOGY (AMERICAS TERM LOAN
58004GAB4
5577358.980000
PA
USD
3281344.340000
0.2089831
Long
LON
CORP
US
N
2
2025-05-09
Floating
6.9446
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY (AMERICAS) INC
549300MSF84ZAB7RHN59
MCDERMOTT TECHNOLOGY AMERICAS SUPER PRIORITY TERM LOAN
58004GAE8
3213925.420000
PA
USD
3290256.150000
0.2095507
Long
LON
CORP
US
N
2
2021-10-21
Floating
7.5586
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375
58547DAD1
300000.000000
PA
USD
308416.330000
0.0196425
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.375
N
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A3
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A3 1A
59023CAA0
4280981.290000
PA
USD
4174591.200000
0.2658725
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
4.50633
Y
N
N
N
N
N
MESSER INDUSTRIES USA INC
529900HNC1EZT3TC1260
MESSER INDS GMBH TERM LOAN B 1
D6000EAB8
206968.900000
PA
USD
208327.030000
0.0132680
Long
LON
CORP
US
N
2
2026-03-01
Floating
4.4446
N
N
N
N
N
N
MID-STATE TRUST 2006-1
N/A
MID STATE TRUST MDST 2006 1 M2 144A
59548PAC3
4982522.180000
PA
USD
5680450.970000
0.3617781
Long
ABS-O
CORP
US
N
2
2040-10-15
Fixed
6.742
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2005-WMC1
N/A
MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M4
61744CLX2
1776571.750000
PA
USD
1200287.050000
0.0764442
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
2.827
Y
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2007-HE1
N/A
MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B
617526AD0
1634534.190000
PA
USD
1125186.530000
0.0716612
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
1.892
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2007-NC2
N/A
MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2D
61753NAF7
5759435.260000
PA
USD
3571117.100000
0.2274383
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.122
N
N
N
N
N
N
MORGAN STANLEY HOME EQUITY LN 2007-2
N/A
MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3
61752UAC9
29264541.440000
PA
USD
19468025.490000
1.2398848
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.022
N
N
N
N
N
N
MORGAN STANLEY REREMIC TRUST 2009-R2
N/A
MORGAN STANLEY REREMIC TRUST MSRR 2009 R2 1A1B 144A
61758MAD9
7969245.480000
PA
USD
8932528.820000
0.5688973
Long
ABS-MBS
CORP
US
N
2
2036-04-26
Fixed
6
N
N
N
N
N
N
MORGAN STANLEY REREMIC TRUST 2010-R1
N/A
MORGAN STANLEY REREMIC TRUST MSRR 2010 R1 2C 144A
61758QAQ1
19892888.770000
PA
USD
19938586.710000
1.2698540
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Floating
4.42712
N
N
N
N
N
N
MORGAN STANLEY REREMIC TRUST 2010-R2
N/A
MORGAN STANLEY REREMIC TRUST MSRR 2010 R2 1B 144A
61758VAL1
2622661.850000
PA
USD
2701509.030000
0.1720544
Long
ABS-MBS
CORP
US
N
2
2035-09-26
Floating
4.60856
N
N
N
N
N
N
MORTGAGE EQUITY CONVER ASSET TR 2010-1A
N/A
MORTGAGE EQUITY CONVERSION ASS MECA 2010 1A A 144A
61911BAA3
1934810.170000
PA
USD
1888111.010000
0.1202505
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Fixed
4
N
N
N
N
N
N
MOTEL 6 TRUST 2017-M6MZ
N/A
MOTEL 6 TRUST MOTEL 2017 M6MZ M 144A
61975GAA5
14663261.760000
PA
USD
14922599.140000
0.9503944
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
8.66625
N
N
N
N
N
N
TEXGEN POWER LLC
5493003XDLS9LCQ3SY55
TEXGEN POWER LLC
933KFF900
130864.000000
NS
USD
4678388.000000
0.2979584
Long
EC
CORP
US
N
3
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 11/29 4
55354GAH3
62000.000000
PA
USD
62967.200000
0.0040103
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4
N
N
N
N
N
N
NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A5
N/A
NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A5 1O 144A
63546CAA0
11600000.000000
PA
USD
4125756.920000
0.2627623
Long
ABS-O
CORP
US
N
2
2038-03-25
Floating
0
N
N
N
N
N
N
NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A6
N/A
NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A6 1O 144A
63546EAA6
11700000.000000
PA
USD
4187714.310000
0.2667083
Long
ABS-O
CORP
US
N
2
2038-03-25
Floating
0
N
N
N
N
N
N
NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-43A6
N/A
NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 43A6 1O 144A
63546GAA1
14500000.000000
PA
USD
5189877.700000
0.3305343
Long
ABS-O
CORP
US
N
2
2038-03-25
Floating
0
N
N
N
N
N
N
NATIONSTAR MORTGAGE LLC / NATIONSTAR CAPITAL CORP
N/A
NATIONSTAR MORT/CAP CORP COMPANY GUAR 07/21 6.5
63860UAK6
1606000.000000
PA
USD
1614672.400000
0.1028357
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
6.5
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH F 144A
63874LAS3
1280360.000000
PA
USD
1271566.490000
0.0809839
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
4.73975
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH G 144A
63874LAU8
555230.000000
PA
USD
545889.480000
0.0347668
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
5.73975
N
N
N
N
N
N
NBTY INC (ALPHABET HOLDING CO INC)
5493000J3OND4HN47659
ALPHABET HOLDING COMPANY INC. INITIAL TERM LOAN
18913EAB3
293250.000000
PA
USD
283475.100000
0.0180540
Long
LON
CORP
US
N
2
2024-09-26
Floating
5.2994
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625
62886HAP6
274000.000000
PA
USD
278452.500000
0.0177342
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.625
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP COMPANY GUAR 144A 09/27 5.75
62886EAU2
4000.000000
PA
USD
4269.290000
0.0002719
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD INC TERM LOAN
64021SAE9
20754599.430000
PA
USD
16880400.620000
1.0750834
Long
LON
CORP
US
N
2
2023-10-25
Floating
7.2131
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC CASH PAY EXTENDED TERM LOAN
64021SAD1
30013889.140000
PA
USD
24716437.710000
1.5741470
Long
LON
CORP
US
N
2
2023-10-25
Floating
7.7131
N
N
N
N
N
N
NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL)
254900CHQOBZNYV4DY60
SUNSHINE LUXEMBOURG VII SARL EUR 1ST LIEN TERM LOAN
L8908YAC2
1000000.000000
PA
1131514.830000
0.0720642
Long
LON
CORP
LU
N
2
2026-10-01
Floating
3.75
N
N
N
N
N
N
NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL)
254900CHQOBZNYV4DY60
SUNSHINE LUXEMBOURG VII SARL USD 1ST LIEN TERM LOAN
L8908YAB4
675000.000000
PA
USD
682292.700000
0.0434540
Long
LON
CORP
LU
N
2
2026-10-01
Floating
6.1946
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 05/29 4.625
ACI1GLZT8
700000.000000
PA
877744.240000
0.0559020
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.625
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 06/30 3.625
ACI1GCQ68
427000.000000
PA
493933.570000
0.0314578
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.625
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 06/30 4.875
64110LAV8
300000.000000
PA
USD
305242.500000
0.0194404
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 3.875
ACI1BLL27
1717000.000000
PA
2043923.810000
0.1301740
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
150000.000000
PA
USD
160024.500000
0.0101917
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
NEWGATE FUNDING PLC 2007-2X
N/A
NEWGATE FUNDING PLC NGATE 2007 2X M REGS
B1YXNZII7
1443776.400000
PA
1698080.090000
0.1081478
Long
ABS-MBS
CORP
GB
N
2
2050-12-15
Floating
0.9975
N
N
N
N
N
N
NEWGATE FUNDING PLC 2007-3X
N/A
NEWGATE FUNDING PLC NGATE 2007 3X BA REGS
B2NDQGII0
2478882.980000
PA
3178805.370000
0.2024526
Long
ABS-MBS
CORP
GB
N
2
2050-12-15
Floating
2.0475
N
N
N
N
N
N
NEWGATE FUNDING PLC 2007-3X
N/A
NEWGATE FUNDING PLC NGATE 2007 3X BB REGS
B2NDQHII8
1642633.300000
PA
1779625.900000
0.1133413
Long
ABS-MBS
CORP
GB
N
2
2050-12-15
Floating
0.854
N
N
N
N
N
N
NEWGATE FUNDING PLC 2007-3X
N/A
NEWGATE FUNDING PLC NGATE 2007 3X CB REGS
B2NDQJII4
3135936.300000
PA
3368673.430000
0.2145450
Long
ABS-MBS
CORP
GB
N
2
2050-12-15
Floating
1.104
N
N
N
N
N
N
NOBLE HOLDING INTERNATIONAL LIMITED
549300GNEZBJHMST9U32
NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875
65504LAQ0
769000.000000
PA
USD
559714.730000
0.0356473
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.875
N
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2014-8R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2014 8R 2A4 144A
65540QAH5
3967553.990000
PA
USD
3795861.270000
0.2417518
Long
ABS-MBS
CORP
US
N
2
2035-09-26
Variable
7.21337
N
N
N
N
N
N
NOURYON (STARFRUIT US HOLDCO LLC)
549300K7VB5G6LULFT41
STARFRUIT FINCO B V TERM LOAN B
N8232NAB3
642790.940000
PA
USD
644394.060000
0.0410403
Long
LON
CORP
NL
N
2
2025-10-01
Floating
4.9601
N
N
N
N
N
N
NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1
N/A
NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 2A1A
66988UAB6
420816.130000
PA
USD
404682.080000
0.0257735
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
1.51619
N
N
N
N
N
N
OAKWOOD MORTGAGE INVESTORS INC 1999-D
N/A
OAKWOOD MORTGAGE INVESTORS INC OAK 1999 D A1
67087TAQ4
2603480.020000
PA
USD
2770276.130000
0.1764341
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
7.84
N
N
N
N
N
N
OAKWOOD MORTGAGE INVESTORS INC 2000-C
N/A
OAKWOOD MORTGAGE INVESTORS INC OAK 2000 C M1
67087TBP5
1184661.450000
PA
USD
1038720.760000
0.0661543
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
8.49
Y
N
N
N
N
N
OCEAN TRAILS CLO IV 2013-4A
N/A
OCEAN TRAILS CLO OCTR 2013 4A ER 144A
67514TAG9
1500000.000000
PA
USD
1497716.250000
0.0953869
Long
ABS-CBDO
CORP
KY
N
2
2025-08-13
Floating
7.00463
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/21 6.35
G67106AB3
1178063.000000
PA
USD
1175600.850000
0.0748720
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
549300L7LF2PIRAWID66
ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72
G6711KAC9
9253902.610000
PA
USD
9115186.610000
0.5805304
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM)
N/A
URBI DESARROLLOS URBANOS SAB COMMON STOCK
B0126X906
95515.000000
NS
4607.150000
0.0002934
Long
EC
CORP
MX
N
1
N
N
N
OPPENHEIMER HOLDINGS INC
N/A
OPPENHEIMER HOLDINGS INC SR SECURED 07/22 6.75
683797AD6
1348000.000000
PA
USD
1395180.000000
0.0888566
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
6.75
N
N
N
N
N
N
OPTION ONE MORTGAGE LOAN TRUST 2006-1
N/A
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1
68389FKR4
20000000.000000
PA
USD
18599726.000000
1.1845843
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.152
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 05/22 6.625
22663AAA7
1147000.000000
PA
USD
1142691.290000
0.0727760
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.625
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS SA
222100N2EDW8BU5UUT55
ORTHO CLINICAL DIAGNOSTICS SA TERM LOAN
L7300KAJ3
1383494.900000
PA
USD
1369659.950000
0.0872313
Long
LON
CORP
LU
N
2
2025-06-30
Floating
5.3064
N
N
N
N
N
N
PACIFIC DRILLING SA
549300VEJMMZCY6OBU06
PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375
694183AA2
813000.000000
PA
USD
743886.870000
0.0473769
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
8.375
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 01/40 5.4
694308GS0
46000.000000
PA
USD
47959.600000
0.0030545
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.4
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 02/24 3.75
694308HG5
615000.000000
PA
USD
626017.730000
0.0398700
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 02/38 6.35
694308GM3
734000.000000
PA
USD
779188.710000
0.0496252
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.35
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 02/44 4.75
694308HH3
2890000.000000
PA
USD
2976989.000000
0.1895993
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95
694308HP5
996000.000000
PA
USD
1000853.010000
0.0637426
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/27 3.3
694308HS9
1689000.000000
PA
USD
1693264.730000
0.1078411
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.3
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/34 6.05
694308GE1
4901000.000000
PA
USD
5142864.350000
0.3275401
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.05
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/37 5.8
694308GJ0
8885000.000000
PA
USD
9285713.500000
0.5913910
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.8
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/39 6.25
694308GQ4
1776000.000000
PA
USD
1875340.560000
0.1194372
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
6.25
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3
694308HL4
233000.000000
PA
USD
237295.360000
0.0151129
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 05/21 4.25
694308GV3
3340000.000000
PA
USD
3358036.000000
0.2138675
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
4.25
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 06/23 3.25
694308HC4
1093000.000000
PA
USD
1090721.100000
0.0694661
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.25
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 06/25 3.5
694308HM2
1278000.000000
PA
USD
1281182.220000
0.0815963
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 06/43 4.6
694308HD2
107000.000000
PA
USD
108972.550000
0.0069403
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.6
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/22 2.45
694308HB6
858000.000000
PA
USD
859877.300000
0.0547641
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.45
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/24 3.4
694308HK6
727000.000000
PA
USD
738206.710000
0.0470151
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/42 3.75
694308HA8
58000.000000
PA
USD
58199.230000
0.0037066
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 09/21 3.25
694308GW1
293000.000000
PA
USD
294582.200000
0.0187614
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.25
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 10/20 3.5
694308GT8
1783000.000000
PA
USD
1789507.950000
0.1139707
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
3.5
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 11/23 3.85
694308HE0
89000.000000
PA
USD
90149.440000
0.0057415
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 11/43 5.125
694308HF7
3462000.000000
PA
USD
3553968.030000
0.2263461
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.125
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3
694308HW0
5190000.000000
PA
USD
5203104.750000
0.3313767
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 12/41 4.5
694308GY7
534000.000000
PA
USD
539839.290000
0.0343814
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 12/46 4
694308HR1
4000.000000
PA
USD
3980.400000
0.0002535
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 144A 08/23 4.25
694308HZ3
3310000.000000
PA
USD
3402398.650000
0.2166929
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 144A 08/28 4.65
694308JA6
2633000.000000
PA
USD
2726069.970000
0.1736187
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65
Y
Y
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS ELECTRIC COMPANY TERM LOAN
964PHYII9
1882000.000000
PA
USD
1867885.000000
0.1189624
Long
LON
CORP
US
N
3
2049-02-22
Floating
7.5
Y
Y
N
N
N
N
PALISADES CDO LTD. 2004-1A
N/A
PALISADES CDO LTD PALIS 2004 1A B1 144A
696399AD6
4900000.000000
PA
USD
2537509.100000
0.1616096
Long
ABS-CBDO
CORP
KY
N
2
2039-07-22
Floating
2.90325
N
N
N
N
N
N
PAN AMERICAN ENERGY LLC/ARGENTINA BRANCH
N/A
PAN AMERICAN ENERGY LLC UNSECURED 11/20 VAR
ACI1G4F84
132530000.000000
PA
1843074.740000
0.1173822
Long
DBT
CORP
AR
N
3
2020-11-20
Floating
56.7
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
PAR PHARMACEUTICAL INC SR SECURED 144A 04/27 7.5
69888XAA7
316000.000000
PA
USD
315217.900000
0.0200757
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.5
N
N
N
N
N
N
PAREXEL INTERNATIONAL CORPORATION
549300GCZVUYB6P2OA17
PAREXEL INTL CORP TERM LOAN B
69946EAT8
88314.760000
PA
USD
86714.050000
0.0055227
Long
LON
CORP
US
N
2
2024-09-27
Floating
4.5494
N
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
594589.000000
NS
USD
15191748.950000
0.9675361
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
700000.000000
PA
1117848.850000
0.0711939
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.625
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/99 6.85
71647NAN9
137000.000000
PA
USD
157028.720000
0.0100009
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 02/28 5.35
71654QCK6
1716000.000000
PA
USD
1712306.310000
0.1090538
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
3176000.000000
PA
USD
3381066.380000
0.2153343
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
120000.000000
PA
USD
120637.800000
0.0076832
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/27 6.49
71654QCQ3
200000.000000
PA
USD
212922.000000
0.0135606
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/30 6.84
71654QCT7
600000.000000
PA
USD
640854.000000
0.0408149
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/50 7.69
71654QCW0
330000.000000
PA
USD
361275.750000
0.0230090
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC CONSENTING TERM LOAN
71677HAG0
306759.690000
PA
USD
304203.460000
0.0193742
Long
LON
CORP
US
N
2
2022-03-11
Floating
5.74
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC SR SECURED 144A 06/25 5.875
716768AC0
203000.000000
PA
USD
207313.750000
0.0132035
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.875
N
N
N
N
N
N
PINNACOL ASSURANCE
549300D37RE2C54DGD62
PINNACOL ASSURANCE SUBORDINATE 06/34 8.625
000000000
10200000.000000
PA
USD
10916504.610000
0.6952532
Long
DBT
CORP
US
Y
3
2034-06-25
Fixed
8.625
N
N
N
N
N
N
POPULAR ABS MTGE PASS THRU TRUST 2005-B
N/A
POPULAR ABS MORTGAGE PASS THRO POPLR 2005 B M4
73316PEP1
3663000.000000
PA
USD
3765518.950000
0.2398194
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
3.042
N
N
N
N
N
N
PPDI (PHARMACEUTICAL PRODUCT DEVELOPMENT) EAGLE HOLDING COMPANY II LLC
N/A
EAGLE HOLDING CO II LLC UNSECURED 144A 05/22 VAR
26959XAC7
50000.000000
PA
USD
50858.000000
0.0032391
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
7.75
N
N
Y
N
N
N
PREFERRED TERM SECURITIES XVIII LTD / PREFERRED TERM SECURITIES XVIII INC
N/A
PREFERRED TERM XVIII SECURED 144A 09/35 VAR
74042WAA2
302730.020000
PA
USD
293663.260000
0.0187029
Long
DBT
CORP
KY
N
2
2035-09-23
Floating
2.27363
N
N
N
N
N
N
PRESS GANEY (EMERALD TOPCO INC)
549300KISPZJ80F65D65
EMERALD TOPCO INC TERM LOAN
29102TAB8
97755.000000
PA
USD
98475.940000
0.0062718
Long
LON
CORP
US
N
2
2026-07-24
Floating
5.2994
N
N
N
N
N
N
PROJECT ANFORA
N/A
PROJECT ANFORA SENIOR TERM LOAN
938BZJII6
20000000.000000
PA
22377914.180000
1.4252105
Long
LON
CORP
US
Y
3
2026-10-01
Floating
2.325
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 05/22 VAR
ACI0VF965
16910000.000000
PA
142263.390000
0.0090605
Long
DBT
NUSS
AR
N
2
2022-05-31
Floating
59.7387
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
717986000.000000
PA
6576063.180000
0.4188181
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
44.0625
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
358.000000
NS
USD
5370.000000
0.0003420
Long
EC
CORP
US
Y
3
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 03/43 5.95
747262AM5
1511000.000000
PA
USD
1415189.240000
0.0901309
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2009-7
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2009 7 3A2 144A
75524MAK6
5654634.590000
PA
USD
4478790.080000
0.2852464
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Fixed
6
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2010-1
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2010 1 2A2 144A
74928YAD1
20149996.000000
PA
USD
20272262.150000
1.2911052
Long
ABS-MBS
CORP
US
N
2
2045-07-26
Floating
4.26874
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2010-3
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2010 3 12A2 144A
74929FCN7
5148075.260000
PA
USD
4529485.110000
0.2884750
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Floating
4.31378
N
N
N
N
N
N
RCN GRANDE (RADIATE HOLDCO LLC / RADIATE FINANCE INC)
N/A
RADIATE HOLDCO / FINANCE SR UNSECURED 144A 02/23 6.875
75026JAB6
48000.000000
PA
USD
48979.920000
0.0031194
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.875
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
2852190.000000
PA
USD
2880266.960000
0.1834392
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.0494
N
N
N
N
N
N
REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I)
549300NF240HXJO7N016
REFINITIV US HOLDINGS SR SECURED REGS 05/26 4.5
ACI1544Z8
400000.000000
PA
490070.710000
0.0312118
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.5
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2005-QS10
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 2A
761118CW6
744129.570000
PA
USD
743534.270000
0.0473544
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QA1
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A31
761118TD0
466267.140000
PA
USD
412129.100000
0.0262478
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.73244
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QA5
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A1
75115BAA7
9554305.470000
PA
USD
5829134.320000
0.3712475
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
1.972
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QS6
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A13
74922EAN9
136636.750000
PA
USD
130527.390000
0.0083131
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QS6
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A15
74922EAQ2
146899.940000
PA
USD
140331.690000
0.0089375
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2005-QO5
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO5 A1
761118QM3
4851668.860000
PA
USD
4621765.740000
0.2943522
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Floating
3.23948
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2006-QS12
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A4
751151AD3
4554928.950000
PA
USD
3234298.810000
0.2059869
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2007-QH4
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A1
74922TAA4
12896118.530000
PA
USD
12360182.930000
0.7871986
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
1.982
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2007-QS11
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS11 A1
74925GAA9
8426621.840000
PA
USD
7488708.490000
0.4769429
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Fixed
7
Y
N
N
N
N
N
RESIDENTIAL ASSET MTGE PROD INC 2004-RS4
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS4 MII1
7609853H2
3703729.350000
PA
USD
3646518.950000
0.2322405
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Floating
2.767
N
N
N
N
N
N
RESIDENTIAL ASSET SEC CORP 2006-EMX7
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4
74924TAD6
10998187.450000
PA
USD
8630560.350000
0.5496654
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.032
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2005-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A9 A5
45660LTS8
757810.840000
PA
USD
668061.790000
0.0425477
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.5
Y
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A8
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A8 2A5
761128AH0
4141025.230000
PA
USD
1638126.640000
0.1043294
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.25
Y
N
N
N
N
N
RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC 2005-S7
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 S7 A2
76111XZS5
126777.920000
PA
USD
121874.430000
0.0077620
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.85
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTG SEC I 2006-SA2
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA2 4A1
749574AG4
1262589.090000
PA
USD
1098005.300000
0.0699301
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.4327
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTGE SEC 2007-S4
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A14
74958YAN2
1052914.570000
PA
USD
1020726.760000
0.0650083
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
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
4383635.100000
PA
USD
4922493.440000
0.3135051
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
144198.540000
PA
USD
161924.150000
0.0103127
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-3
N/A
RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75
76716XAB8
2231581.650000
PA
USD
2644446.570000
0.1684202
Long
DBT
CORP
US
N
2
2027-01-06
Variable
9.75
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2
76716XAC6
330000.000000
PA
USD
382092.980000
0.0243348
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
RITE AID PASS THROUGH CERTIFICATES 1999-1A
N/A
RITE AID PASS THROUGH CERTIFIC RAID 1999 1A A2 144A
767759AB9
7625088.990000
PA
USD
7795555.480000
0.4964854
Long
ABS-MBS
CORP
US
N
2
2021-01-02
Variable
6.78099
N
N
N
N
N
N
RIVERVIEW HECM TRUST-2007-1
N/A
RIVERVIEW HECM TRUST RVMLT 2007 1 A 144A
769422AA4
6664320.120000
PA
USD
6254924.940000
0.3983653
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
2.03
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR
780099CK1
5775000.000000
PA
USD
6658719.380000
0.4240823
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
ROYAL BANK OF SCOTLAND GROUP PLC
RBS GROUP
GBP
XXXX
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/49 VAR
ACI0CTJV0
8635000.000000
PA
12494497.120000
0.7957528
Long
DBT
CORP
GB
N
2
2022-06-24
Floating
7.375
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/99 VAR
ACI0TF455
9200000.000000
PA
13447448.600000
0.8564447
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
N
N
N
N
N
N
SAXON ASSET SECURITIES TRUST 2005-4
N/A
SAXON ASSET SECURITIES TRUST SAST 2005 4 M2
805564TK7
13000000.000000
PA
USD
12715972.100000
0.8098582
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
2.242
N
N
N
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6
44963BAE8
1071000.000000
PA
USD
1138309.670000
0.0724970
Long
DBT
CORP
DE
N
2
2027-05-15
Fixed
6
N
N
Y
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375
44963BAD0
944000.000000
PA
USD
1017488.040000
0.0648020
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.375
N
N
Y
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED REGS 05/25 3.625
ACI1C5ZK6
690000.000000
PA
812807.840000
0.0517663
Long
DBT
CORP
DE
N
2
2025-05-15
Fixed
3.625
N
N
Y
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED REGS 05/27 3.875
ACI1C6196
300000.000000
PA
357121.220000
0.0227444
Long
DBT
CORP
DE
N
2
2027-05-15
Fixed
3.875
N
N
Y
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
1200000.000000
PA
1381373.500000
0.0879773
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED REGS 06/23 6.875
ACI147DK5
940000.000000
PA
1082075.910000
0.0689155
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GRO CO COMPANY GUAR 144A 10/29 4.5
810186AQ9
17000.000000
PA
USD
17420.330000
0.0011095
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.5
N
N
N
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMPANY GUAR 144A 12/27 4
81211KAY6
44000.000000
PA
USD
44660.000000
0.0028443
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4
N
N
N
N
N
N
SELECT MEDICAL CORPORATION
N/A
SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25
816196AT6
101000.000000
PA
USD
109519.860000
0.0069751
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375
81728UAA2
66000.000000
PA
USD
67448.370000
0.0042957
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HLDGS LLC FIRST LIEN
81733HAB2
13500047.420000
PA
USD
13525252.010000
0.8613998
Long
LON
CORP
US
N
2
2021-11-28
Floating
6.9043
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HLDGS LLC SECOND LIEN
81733HAC0
32252370.350000
PA
USD
31808900.260000
2.0258537
Long
LON
CORP
US
N
2
2022-04-28
Floating
10.9355
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 10
N/A
SEQUOIA MORTGAGE TRUST SEMT 10 B1
81743VAG8
870862.000000
PA
USD
853730.840000
0.0543726
Long
ABS-MBS
CORP
US
N
2
2027-10-20
Floating
2.96463
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2007-3
N/A
SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A2
81744MAB8
1616057.720000
PA
USD
917454.550000
0.0584311
Long
ABS-MBS
CORP
US
N
2
2036-07-20
Floating
2.13463
Y
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC SR UNSECURED 144A 02/28 4.125
827048AV1
120000.000000
PA
USD
120336.000000
0.0076640
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.125
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2013-M1
N/A
SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A
78447T103
11090.000000
PA
USD
10917188.280000
0.6952968
Long
ABS-O
CORP
US
N
3
2029-10-28
Fixed
0
N
N
N
N
N
N
SLM STUDENT LOAN TRUST-2007-4
N/A
SLM STUDENT LOAN TRUST SLMA 2007 4 R
78444A107
9000.000000
PA
USD
5766361.820000
0.3672496
Long
ABS-O
CORP
US
N
3
2042-01-25
Fixed
0
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 07/22 4.375
ACI0W96H7
200000.000000
PA
229403.120000
0.0146103
Long
DBT
CORP
NL
N
2
2022-07-01
Fixed
4.375
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 07/24 4.875
ACI0W96S3
200000.000000
PA
234715.720000
0.0149486
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.875
N
N
N
N
N
N
ACE SECURITIES CORP 2005-HE5
N/A
ACE SECURITIES CORP. ACE 2005 HE5 M5
004421RJ4
5212544.240000
PA
USD
2923788.520000
0.1862110
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.752
Y
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A
78448P100
2500.000000
PA
USD
1996262.130000
0.1271385
Long
ABS-O
CORP
US
N
3
2048-10-15
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBU2
400000.000000
PA
USD
441860.000000
0.0281413
Long
DBT
CORP
FR
N
2
2028-04-06
Floating
6.75
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBV0
1600000.000000
PA
USD
1749144.000000
0.1113999
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2015-
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2015 B RC
834017105
80000.000000
PA
USD
621836.530000
0.0396037
Long
ABS-O
CORP
US
N
3
2036-03-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D R 144A
83404L101
9180000.000000
PA
USD
2746977.300000
0.1749502
Long
ABS-O
CORP
US
N
2
2039-01-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A
83403Y104
9300000.000000
PA
USD
3430212.000000
0.2184643
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A
83405D108
46600.000000
PA
USD
1878370.250000
0.1196301
Long
ABS-O
CORP
US
N
3
2040-07-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A
78471C109
4003000.000000
PA
USD
2000018.890000
0.1273777
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
0
N
N
N
N
N
N
SOLOSO CDO LTD 2007-1A
N/A
SOLOSO CDO LTD SLOSO 2007 1A A1LB 144A
83438JAC0
4800000.000000
PA
USD
3948000.000000
0.2514413
Long
ABS-CBDO
CORP
KY
N
2
2037-10-07
Floating
2.36313
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2019 TERM LOAN
83600VAD3
308583.240000
PA
USD
309997.480000
0.0197432
Long
LON
CORP
US
N
2
2026-12-11
Floating
6.289
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2005-4
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M3
83611MKG2
16904500.000000
PA
USD
16507535.010000
1.0513363
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.292
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A4
83612TAE2
7971532.140000
PA
USD
6186491.660000
0.3940069
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
2.072
N
N
N
N
N
N
SOUTH AFRICA GOVT
N/A
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85
836205BA1
3200000.000000
PA
USD
3208000.000000
0.2043120
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85
N
N
N
N
N
N
SOUTH AFRICA GOVT
N/A
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75
836205BB9
2200000.000000
PA
USD
2146947.000000
0.1367353
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
136228294.280000
PA
USD
31599651.370000
2.0125270
Long
ABS-CBDO
CORP
KY
N
2
2041-01-06
Floating
2.30313
N
N
N
N
N
N
SOUTH COAST FUNDING 7A
N/A
SOUTH COAST FUNDING SCF 7A A1AV 144A
83743YAA1
9622583.870000
PA
USD
2232064.180000
0.1421563
Long
ABS-CBDO
CORP
KY
N
2
2041-01-06
Floating
2.30313
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
12900000.000000
PA
USD
6450000.000000
0.4107893
Long
DBT
CORP
US
N
2
2067-01-15
Floating
3.75088
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP)
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875
85172FAM1
269000.000000
PA
USD
306657.310000
0.0195305
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.875
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP)
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP COMPANY GUAR 11/29 5.375
85172FAR0
104000.000000
PA
USD
108747.600000
0.0069259
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
SPRINT CORP (SPRINT COMMUNICATIONS INC)
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS SR UNSECURED 11/22 6
852061AS9
185000.000000
PA
USD
194348.050000
0.0123777
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 09/21 7.25
85207UAE5
543000.000000
PA
USD
575210.760000
0.0366342
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 09/23 7.875
85207UAF2
3100000.000000
PA
USD
3426786.500000
0.2182461
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC SR SECURED 144A 04/26 7.5
855030AN2
38000.000000
PA
USD
39496.210000
0.0025154
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
STRUCTURED ADJ RATE MTG LN 2006-7
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 4A1
86361BAJ6
3005863.410000
PA
USD
1225914.640000
0.0780764
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.96501
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2007-1
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 2A3
86362TAF4
10535350.280000
PA
USD
9270180.080000
0.5904017
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.01468
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2007-3
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 3A1
86363GAF1
1693799.240000
PA
USD
1229814.440000
0.0783247
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
4.40263
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2006-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 3A2
86360KBK3
4366422.420000
PA
USD
4134430.030000
0.2633147
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
4.11103
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2007-AR2
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A2
86363DAJ0
682841.600000
PA
USD
417593.900000
0.0265958
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.132
Y
N
N
N
N
N
ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)
549300WZSXRSISJ4VI31
ADVANZ PHARMA CORP 2018 USD TERM LOAN B
964AWKII5
12520250.160000
PA
USD
11729909.370000
0.7470576
Long
LON
CORP
CA
N
2
2024-09-06
Floating
7.4466
N
N
N
N
N
N
STRUCTURED ASSET MTGE INVEST 2006-AR6
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1
86360UAF3
13928387.210000
PA
USD
11765156.860000
0.7493024
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
1.982
Y
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2003-BC1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2003 BC1 B1
86359AMC4
7065040.720000
PA
USD
6249210.790000
0.3980014
Long
ABS-MBS
CORP
US
N
2
2032-05-25
Floating
7.792
Y
N
N
N
N
N
AEGIS ASSET BACKED SEC TR 2004-3
N/A
AEGIS ASSET BACKED SECURITIES AABST 2004 3 M3
00764MCH8
740219.190000
PA
USD
736870.440000
0.0469300
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
3.892
N
N
N
N
N
N
SUNTRUST ALTERNATIVE LN TRUST 2006-1F
N/A
SUNTRUST ALTERNATIVE LOAN TRUS STALT 2006 1F 3S
86800RAG6
4567450.810000
PA
USD
1438390.290000
0.0916086
Long
ABS-O
CORP
US
N
2
2036-04-25
Floating
5.358
Y
N
N
N
N
N
SYMPHONY CLO XIV LTD 2014-14A
N/A
SYMPHONY CLO LTD SYMP 2014 14A E 144A
87159QAW8
4400000.000000
PA
USD
4140713.320000
0.2637148
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
6.60088
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
17563731.520000
PA
USD
16363549.050000
1.0421660
Long
LON
CORP
US
N
2
2023-03-09
Floating
6.8458
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
62000.000000
PA
USD
63416.550000
0.0040389
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
TBW MTGE BACKED PASS THRU CERT 2006-2
N/A
TBW MORTGAGE BACKED PASS THROU TBW 2006 2 5A1
878048AJ6
19451190.640000
PA
USD
9123693.790000
0.5810722
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.5
Y
N
N
N
N
N
TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)
549300TPLK304J3RNC85
TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 08/24 9.25
89616RAB5
46000.000000
PA
USD
46594.090000
0.0029675
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25
N
N
N
N
N
N
TELESAT CANADA / TELESAT LLC
N/A
TELESAT CANADA/TELESAT L COMPANY GUAR 144A 10/27 6.5
87952VAM8
49000.000000
PA
USD
51173.150000
0.0032591
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.5
N
N
N
N
N
N
TELESAT CANADA / TELESAT LLC
N/A
TELESAT CANADA/TELESAT L SR SECURED 144A 06/27 4.875
87952VAP1
75000.000000
PA
USD
76500.000000
0.0048722
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.875
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SR SECURED 144A 09/24 4.625
88033GDC1
42000.000000
PA
USD
43841.700000
0.0027922
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.625
N
N
N
N
N
N
TESCO PROPERTY FIN 2 PLC
2138008F9VZUZWUBZD27
TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517
B41QB0II2
3023445.250000
PA
5250010.310000
0.3343640
Long
DBT
CORP
GB
N
2
2039-10-13
Fixed
6.0517
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE COMPANY BV
549300Q840R30TDKVK53
TEVA PHARMACEUT FIN BV COMPANY GUAR 11/21 3.65
88165FAF9
19000.000000
PA
USD
18639.000000
0.0011871
Long
DBT
CORP
IL
N
2
2021-11-10
Fixed
3.65
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE IV BV
549300P1YOE2RRPSGG38
TEVA PHARM FIN IV BV COMPANY GUAR 11/21 3.65
88166JAA1
170000.000000
PA
USD
166696.900000
0.0106166
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV
549300HSQCIKJAOYIT23
TEVA PHARM FNC NL II COMPANY GUAR 04/22 3.25
933THVII5
800000.000000
PA
910012.740000
0.0579571
Long
DBT
CORP
NL
N
2
2022-04-15
Fixed
3.25
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV
549300HSQCIKJAOYIT23
TEVA PHARM FNC NL II COMPANY GUAR 144A 01/25 6
ACI1H06K4
200000.000000
PA
237800.390000
0.0151451
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV
549300HSQCIKJAOYIT23
TEVA PHARM FNC NL II COMPANY GUAR REGS 07/20 0.375
ACI0NSTB3
486776.050000
PA
545260.990000
0.0347267
Long
DBT
CORP
NL
N
2
2020-07-25
Fixed
0.375
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 07/21 2.2
88167AAC5
1060000.000000
PA
USD
1028486.200000
0.0655025
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.2
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 144A 01/25 7.125
88167AAM3
200000.000000
PA
USD
205857.000000
0.0131107
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.125
N
N
N
N
N
N
TEXAS PUBLIC FINANCE AUTHORITY
N/A
TEXAS ST PUBLIC FIN AUTH TXSGEN 07/24 FIXED 8.25
8827562Q1
100000.000000
PA
USD
100878.000000
0.0064247
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
8.25
N
N
N
N
N
N
THEAT
N/A
WHLNME076 THEAT EXTENSION FEE WHLNME076 THEAT EXTENSION FEE
934LHLII3
369709.440000
PA
0.000000
0.0000000
Long
ABS-MBS
CORP
GB
Y
3
2024-12-15
Fixed
0
N
N
N
N
N
N
THEATRE HOSPITALS PLC 2007-1
N/A
THEATRE HOSPITALS PLC THEAT 2007 1 A REGS
G8790CAA1
11059417.460000
PA
14649302.210000
0.9329886
Long
ABS-MBS
CORP
GB
N
2
2031-10-15
Floating
3.785
N
N
N
N
N
N
THEATRE HOSPITALS PLC 2007-2
N/A
THEATRE HOSPITALS PLC THEAT 2007 2 A REGS
G8790BAC9
5455795.590000
PA
7226745.780000
0.4602589
Long
ABS-MBS
CORP
GB
N
2
2031-10-15
Floating
3.785
N
N
N
N
N
N
THEATRE HOSPITALS PLC 2007-2
N/A
THEATRE HOSPITALS PLC THEAT 2007 2 B REGS
G8790BAD7
775864.000000
PA
1027709.300000
0.0654530
Long
ABS-MBS
CORP
GB
N
2
2031-10-15
Floating
4.535
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
95900000.000000
PA
USD
4194666.000000
0.2671510
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
6425570.480000
PA
USD
1681662.200000
0.1071021
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
89054XAB1
4712554.570000
PA
USD
4894965.020000
0.3117518
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
4.875
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75
89054XAA3
13562751.930000
PA
USD
14999189.770000
0.9552724
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
TP ICAP PLC
5493009UWRK48KKUD358
TP ICAP PLC COMPANY GUAR REGS 01/24 5.25
ACI0S0XS7
6198000.000000
PA
9028672.720000
0.5750205
Long
DBT
CORP
GB
N
2
2024-01-26
Fixed
5.25
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 144A 11/27 5.5
893647BJ5
250000.000000
PA
USD
253270.000000
0.0161303
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
70000.000000
PA
USD
69287.580000
0.0044128
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 11/25 7.25
893830BK4
243000.000000
PA
USD
238745.070000
0.0152053
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
357780.010000
PA
USD
367615.380000
0.0234128
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
320000.000000
PA
USD
339943.200000
0.0216504
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD SR SECURED 144A 05/23 5.375
89385AAA3
300000.000000
PA
USD
305997.000000
0.0194884
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25
896818AL5
84000.000000
PA
USD
83816.210000
0.0053381
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
134000.000000
PA
USD
141146.890000
0.0089894
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FIN SR SECURED 144A 08/26 5.5
89686QAA4
400000.000000
PA
USD
422249.600000
0.0268923
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.5
N
N
N
N
N
N
TROPIC CDO CORP 2006-5A
N/A
TROPIC CDO CORP TROPC 2006 5A A1L2 144A
89708BAB9
4378357.460000
PA
USD
3989778.240000
0.2541021
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
2.32088
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 02/26 5.2
933RXJII8
1500000.000000
PA
1826555.270000
0.1163301
Long
DBT
NUSS
TR
N
2
2026-02-16
Fixed
5.2
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/25 4.625
900123CU2
4900000.000000
PA
5825268.040000
0.3710012
Long
DBT
NUSS
TR
N
2
2025-03-31
Fixed
4.625
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 04/29 7.625
900123CT5
6400000.000000
PA
USD
7085708.800000
0.4512765
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.625
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 06/25 3.25
ACI0VN7N3
300000.000000
PA
336043.120000
0.0214020
Long
DBT
NUSS
TR
N
2
2025-06-14
Fixed
3.25
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 11/24 5.6
900123CW8
7300000.000000
PA
USD
7440999.500000
0.4739043
Long
DBT
NUSS
TR
N
2
2024-11-14
Fixed
5.6
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
TWITTER INC SR UNSECURED 144A 12/27 3.875
90184LAG7
50000.000000
PA
USD
50099.000000
0.0031907
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.875
N
N
N
N
N
N
UNIGEL LUXEMBOURG SA
N/A
UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75
904752AB8
500000.000000
PA
USD
510561.250000
0.0325168
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
8.75
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO SR SECURED REGS 06/27 5.659
743541II7
1552587.010000
PA
2367034.170000
0.1507523
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/20 0.00000
912796TB5
4981000.000000
PA
USD
4978302.640000
0.3170595
Long
DBT
UST
US
N
2
2020-01-16
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/20 0.00000
912796SD2
4133000.000000
PA
USD
4123324.200000
0.2626074
Long
DBT
UST
US
N
2
2020-02-27
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/20 0.00000
912796TG4
321000.000000
PA
USD
320340.260000
0.0204019
Long
DBT
UST
US
N
2
2020-02-20
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/20 0.00000
912796WS4
1993000.000000
PA
USD
1989717.090000
0.1267216
Long
DBT
UST
US
N
2
2020-02-11
None
0
N
N
N
N
N
N
ALBA PLC 2006-2
N/A
ALBA PLC ALBA 2006 2 C REGS
ACI021MF3
7656810.000000
PA
9251483.720000
0.5892109
Long
ABS-MBS
CORP
GB
N
2
2038-12-15
Floating
1.0575
N
N
N
N
N
N
ALKALI EUROPE III SARL
N/A
ALKALI EUROPE ALKL III DMD A
ACI1DS1R7
15000000.000000
PA
16808673.880000
1.0705153
Long
ABS-MBS
CORP
LU
N
3
2021-05-17
Floating
3
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW
914908AX6
8980274.410000
PA
USD
8882452.280000
0.5657080
Long
LON
CORP
US
N
2
2024-03-15
Floating
4.5494
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
1747000.000000
PA
USD
1731713.750000
0.1102898
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125
N
N
N
N
N
N
US RENAL CARE INC
N/A
BCPE CYCLE MERGER SUB II SR UNSECURED 144A 07/27 10.625
07335BAA4
196000.000000
PA
USD
201458.110000
0.0128305
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
US RENAL CARE INC
N/A
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
1115205.000000
PA
USD
1108792.570000
0.0706171
Long
LON
CORP
US
N
2
2026-06-26
Floating
6.8125
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 02/26 7.75
91889DAE6
38000.000000
PA
USD
21564.050000
0.0013734
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 10/44 5.75
91889DAF3
321000.000000
PA
USD
145552.640000
0.0092700
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
333000.000000
PA
USD
434043.860000
0.0276435
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
110000.000000
PA
USD
143652.850000
0.0091490
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
734000.000000
PA
USD
88080.000000
0.0056097
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
136000.000000
PA
USD
16320.000000
0.0010394
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 12/20 6
P97475AG5
590000.000000
PA
USD
70800.000000
0.0045091
Long
DBT
NUSS
VE
N
2
2020-12-09
Fixed
6
Y
Y
N
N
N
N
VERDE CDO LTD 2005-1A
N/A
VERDE CDO LTD VERDE 2005 1A A1 144A
923367AA4
86920238.070000
PA
USD
30192102.800000
1.9228826
Long
ABS-CBDO
CORP
KY
N
2
2045-10-05
Floating
2.27313
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR SECURED 144A 04/27 5.625
92552VAL4
34000.000000
PA
USD
36442.900000
0.0023210
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.625
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC / VOYAGER FINANCE CO
N/A
VOYAGER AVIATION HLDS SR UNSECURED 144A 08/21 8.5
46122XAG8
9900000.000000
PA
USD
10171458.000000
0.6478025
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
8.5
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3
92925VAK6
370405.630000
PA
USD
354930.120000
0.0226049
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.00015
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY3
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 3A3
933634AG2
3128474.590000
PA
USD
3043383.520000
0.1938278
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.87138
Y
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
7000.000000
PA
USD
9729.650000
0.0006197
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-OA5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B
93364BAB6
2889683.980000
PA
USD
932338.620000
0.0593790
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
2.98948
Y
N
N
N
N
N
WASHING MUTUAL MTGE P/T 2006-5
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 1A1
93934NAA3
5695738.360000
PA
USD
3810724.070000
0.2426984
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
2.392
Y
N
N
N
N
N
WASHINGTON MUTUAL 2004-AR8
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A1
92922FTJ7
187693.990000
PA
USD
183255.440000
0.0116712
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Floating
2.212
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR13
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A
93363RAA4
368088.300000
PA
USD
353642.670000
0.0225229
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
3.11948
Y
N
N
N
N
N
WASHINGTON MUTUAL 2007-OA6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A
92927BAA0
18086386.980000
PA
USD
16431750.250000
1.0465097
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
3.04948
N
N
N
N
N
N
WASHINGTON MUTUAL 2007-OA6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 2A
92927BAC6
673289.710000
PA
USD
571469.450000
0.0363959
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
2.377
Y
N
N
N
N
N
WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-3
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 3 A6
93936JAF9
3074817.380000
PA
USD
2993592.080000
0.1906567
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2007-OC1
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OC1 A1
93936FAA8
10108886.730000
PA
USD
9382354.980000
0.5975459
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
2.032
Y
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
3000.000000
PA
USD
4118.030000
0.0002623
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
ALTERNATIVE LOAN TRUST 2006-27CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 27CB A7
02147YAG0
326448.480000
PA
USD
286735.170000
0.0182617
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6
Y
N
N
N
N
N
WELLS FARGO ALTERNATIVE LOAN 2007-PA4
N/A
WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1
94984UAE6
2829032.860000
PA
USD
2629056.170000
0.1674400
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.86973
Y
N
N
N
N
N
WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3
N/A
WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1
94985GAA4
326402.600000
PA
USD
317973.120000
0.0202512
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.75
Y
N
N
N
N
N
WELLS FARGO MORTGAGE LOAN TRUST 2011-RR1
N/A
WELLS FARGO MORTGAGE LOAN TRUS WFMLT 2011 RR1 A3 144A
94987TAE6
10110447.190000
PA
USD
9774932.000000
0.6225485
Long
ABS-MBS
CORP
US
N
2
2036-04-27
Floating
5.2199
N
N
N
N
N
N
WELLS FARGO MTGE BACKED SEC 2007-7
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A38
94985JBP4
84737.200000
PA
USD
84739.940000
0.0053969
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
Y
N
N
N
N
N
WELLS FARGO MTGE BACKED SEC 2007-7
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A6
94985JAF7
82250.060000
PA
USD
82252.720000
0.0052385
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
Y
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 05/26 7.5
02154CAE3
6360000.000000
PA
USD
6848766.000000
0.4361860
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.5
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
23358.360000
PA
USD
18686.690000
0.0011901
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
7445.670000
PA
USD
7520.130000
0.0004789
Long
LON
CORP
US
N
3
2022-03-15
Floating
10.1496
N
N
N
N
N
N
WHLN - SV PORTFOLIO
N/A
PREYLOCK REITMAN SANTA CRUZ TERM LOAN
933BWMII7
5540000.000000
PA
USD
5563938.340000
0.3543576
Long
LON
CORP
US
Y
3
2022-11-09
Floating
7.2051
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 02/27 5.875
ACI13Z7Y1
400000.000000
PA
506447.530000
0.0322548
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
5.875
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B6 TERM LOANS
97381HAR8
6500000.000000
PA
USD
6237289.500000
0.3972421
Long
LON
CORP
US
N
2
2021-03-29
Floating
9.75
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B7
97381HAT4
14550000.000000
PA
USD
13817960.400000
0.8800419
Long
LON
CORP
US
N
2
2024-02-17
Floating
9
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 02/27 8.125
02156LAA9
3000000.000000
PA
USD
3384300.000000
0.2155402
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.125
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9
98310WAL2
204000.000000
PA
USD
206422.500000
0.0131467
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.9
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 04/24 5.4
98310WAP3
50000.000000
PA
USD
53083.250000
0.0033808
Long
DBT
CORP
US
N
2
2024-04-01
Variable
5.4
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 05/26 7.375
67054KAA7
300000.000000
PA
USD
322647.000000
0.0205488
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375
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
62000.000000
PA
USD
62271.250000
0.0039659
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.625
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125
98313RAE6
200000.000000
PA
USD
204602.000000
0.0130307
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA TERM B13
F6628DAM6
693000.000000
PA
USD
696898.130000
0.0443842
Long
LON
CORP
FR
N
2
2026-08-14
Floating
5.7397
N
N
N
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-5333041.430000
PA
-5984667.690000
-0.3811531
Short
RA
LU
N
2
Reverse repurchase
N
0.2000000
2020-01-10
6400000.000000
EUR
6821631.090000
EUR
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1456965.120000
PA
-1633424.970000
-0.1040300
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2020-01-17
1717000.000000
EUR
1822166.250000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-5526846.000000
PA
-6197941.980000
-0.3947362
Short
RA
LU
N
2
Reverse repurchase
N
-0.1160000
2020-01-17
6174814.140000
EUR
6129748.850000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1022942.000000
PA
-1147273.860000
-0.0730679
Short
RA
LU
N
2
Reverse repurchase
N
-0.0660000
2020-01-17
1255340.130000
EUR
1211591.530000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-996483.330000
PA
-1117319.540000
-0.0711601
Short
RA
LU
N
2
Reverse repurchase
N
-0.2000000
2020-01-23
1200000.000000
EUR
1231500.000000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-5778000.000000
PA
USD
-5804934.410000
-0.3697062
Short
RA
US
N
2
Reverse repurchase
N
2.4520000
2020-01-07
6491000.000000
USD
6521713.540000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2781000.000000
PA
USD
-2794410.150000
-0.1779711
Short
RA
US
N
2
Reverse repurchase
N
2.3780000
2020-01-21
3394959.180000
USD
3169229.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-12014000.000000
PA
USD
-12067761.490000
-0.7685748
Short
RA
US
N
2
Reverse repurchase
N
2.3640000
2020-01-23
12919991.520000
USD
13892616.810000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-18117000.000000
PA
USD
-18195726.420000
-1.1588542
Short
RA
US
N
2
Reverse repurchase
N
2.7935000
2020-02-05
26224968.070000
USD
23950307.960000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-7918000.000000
PA
USD
-7946176.790000
-0.5060782
Short
RA
US
N
2
Reverse repurchase
N
2.3292500
2020-02-07
8680000.000000
USD
8964862.240000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-31437000.000000
PA
USD
-31547147.380000
-2.0091831
Short
RA
US
N
2
Reverse repurchase
N
2.8030000
2020-02-18
40228422.360000
USD
39910466.730000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-35451000.000000
PA
USD
-35824626.460000
-2.2816083
Short
RA
US
N
2
Reverse repurchase
N
2.9875000
2020-02-24
69391775.170000
USD
43985622.120000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-19304000.000000
PA
USD
-19469670.690000
-1.2399895
Short
RA
US
N
2
Reverse repurchase
N
3.0590000
2020-03-23
30904422.800000
USD
28665980.780000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-10807000.000000
PA
USD
-10842191.030000
-0.6905203
Short
RA
US
N
2
Reverse repurchase
N
2.7911300
2020-05-19
13517416.100000
USD
13875073.410000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1926000.000000
PA
USD
-1930333.500000
-0.1229396
Short
RA
US
N
2
Reverse repurchase
N
2.2500000
2020-01-03
2200000.000000
USD
2146947.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2968000.000000
PA
USD
-2978944.500000
-0.1897238
Short
RA
US
N
2
Reverse repurchase
N
2.2500000
2020-01-03
3200000.000000
USD
3208000.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4035000.000000
PA
USD
-4058677.370000
-0.2584901
Short
RA
US
N
2
Reverse repurchase
N
2.9340000
2020-01-22
8863107.130000
USD
5561637.800000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-9696000.000000
PA
USD
-9750544.050000
-0.6209952
Short
RA
US
N
2
Reverse repurchase
N
2.9350000
2020-01-23
15659481.000000
USD
13235949.170000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-23332000.000000
PA
USD
-23342903.830000
-1.4866690
Short
RA
US
N
2
Reverse repurchase
N
2.8040000
2020-01-27
39503375.600000
USD
34677599.320000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-11352000.000000
PA
USD
-11403348.880000
-0.7262595
Short
RA
US
N
2
Reverse repurchase
N
2.7600000
2020-02-05
15884094.400000
USD
14301651.030000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-20429000.260000
PA
USD
-20522077.060000
-1.3070155
Short
RA
US
N
2
Reverse repurchase
N
2.7800000
2020-02-05
30241741.310000
USD
26092826.780000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-3611000.010000
PA
USD
-3628813.280000
-0.2311128
Short
RA
US
N
2
Reverse repurchase
N
3.0100000
2020-02-05
6938767.500000
USD
4779330.070000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-5282999.990000
PA
USD
-5307286.500000
-0.3380119
Short
RA
US
N
2
Reverse repurchase
N
2.8533800
2020-01-06
277950234.100000
USD
7168620.600000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-17470000.000000
PA
USD
-17576903.810000
-1.1194425
Short
RA
US
N
2
Reverse repurchase
N
3.5531300
2020-05-01
25886528.950000
USD
23832327.850000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-666195.470000
PA
-746803.370000
-0.0475626
Short
RA
LU
N
2
Reverse repurchase
N
-0.3000000
2020-01-17
700000.000000
EUR
782512.500000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-15946000.000000
PA
USD
-16061329.450000
-1.0229182
Short
RA
US
N
2
Reverse repurchase
N
2.8930000
2020-01-06
20976903.410000
USD
19619288.900000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1796000.000000
PA
USD
-1802769.920000
-0.1148153
Short
RA
US
N
2
Reverse repurchase
N
2.3000000
2020-01-03
1914000.000000
USD
1928285.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1994000.000000
PA
USD
-2001444.280000
-0.1274685
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-07
2227000.000000
USD
2330166.100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1196000.000000
PA
USD
-1200066.400000
-0.0764301
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-13
1274000.000000
USD
1303328.470000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-10237000.000000
PA
USD
-10272530.910000
-0.6542397
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-13
11335279.100000
USD
11230597.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-8127000.000000
PA
USD
-8150839.200000
-0.5191128
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-21
8335000.000000
USD
8756816.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1365000.000000
PA
USD
-1370168.040000
-0.0872636
Short
RA
US
N
2
Reverse repurchase
N
2.3500000
2020-02-03
1490000.000000
USD
1523429.550000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-794000.000000
PA
USD
-797044.540000
-0.0507624
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-03
1204000.000000
USD
1011667.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1101000.000000
PA
USD
-1104366.640000
-0.0703352
Short
RA
US
N
2
Reverse repurchase
N
2.6000000
2020-02-03
1063000.000000
USD
1217569.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-6394000.000000
PA
USD
-6415757.360000
-0.4086085
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-10
6553000.000000
USD
7150471.720000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2500000.000000
PA
USD
-2506450.000000
-0.1596315
Short
RA
US
N
2
Reverse repurchase
N
2.5800000
2020-01-21
2600000.000000
USD
2950881.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-16454000.000000
PA
USD
-16509630.980000
-1.0514698
Short
RA
US
N
2
Reverse repurchase
N
2.8980000
2020-02-19
21185485.660000
USD
21738104.330000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-42398000.000000
PA
USD
-42501104.450000
-2.7068216
Short
RA
US
N
2
Reverse repurchase
N
3.1266300
2020-03-05
55950500.000000
USD
54193977.560000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-24480000.000000
PA
USD
-24523521.020000
-1.5618605
Short
RA
US
N
2
Reverse repurchase
N
3.3685000
2020-12-14
31575000.000000
USD
31323675.240000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-590000.000000
PA
USD
-590862.870000
-0.0376310
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2020-01-06
540000.000000
USD
613390.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-6784000.000000
PA
USD
-6804728.890000
-0.4333814
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-02-14
11598363.050000
USD
8382941.700000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO UBS AG LONDON
000000000
-532000.000000
PA
USD
-534696.940000
-0.0340539
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-22
600000.000000
USD
653970.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-20195000.000000
PA
USD
-20242015.790000
-1.2891789
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-07
20651157.420000
USD
22445269.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3065000.000000
PA
USD
-3075429.520000
-0.1958688
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-07
3628000.000000
USD
3555797.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2740000.000000
PA
USD
-2753890.280000
-0.1753905
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-22
3154000.000000
USD
3252641.350000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2365000.000000
PA
USD
-2375030.620000
-0.1512616
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-24
2943000.000000
USD
2449619.010000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3614000.000000
PA
USD
-3630232.880000
-0.2312032
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-27
3836000.000000
USD
4043370.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2329000.000000
PA
USD
-2336661.900000
-0.1488179
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-30
2616000.000000
USD
2662015.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2724000.000000
PA
USD
-2734566.860000
-0.1741598
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-04
2770657.250000
USD
3072033.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-7942000.000000
PA
USD
-7972267.860000
-0.5077399
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-05
9035000.000000
USD
7913503.390000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-24128000.000000
PA
USD
-24211744.270000
-1.5420040
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-10
30504000.000000
USD
25185912.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-19278000.000000
PA
USD
-19333102.950000
-1.2312918
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-19
23232000.000000
USD
20701199.670000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-5742000.000000
PA
USD
-5758747.500000
-0.3667646
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-02-19
5594533.500000
USD
6396172.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-32446000.000000
PA
USD
-32571728.240000
-2.0744369
Short
RA
US
N
2
Reverse repurchase
N
2.2500000
2021-10-30
44966000.000000
USD
46183485.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-10887000.000000
PA
USD
-10939283.640000
-0.6967040
Short
RA
US
N
2
Reverse repurchase
N
2.5500000
2020-01-22
10600000.000000
USD
11867657.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-12728818.000000
PA
USD
-12767004.450000
-0.8131084
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-02-18
13700000.000000
USD
14526708.300000
USD
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-10851999.990000
PA
USD
-10890695.920000
-0.6936095
Short
RA
US
N
2
Reverse repurchase
N
2.8526300
2020-02-18
13765759.650000
USD
13538674.170000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-5782000.000000
PA
USD
-5796060.800000
-0.3691411
Short
RA
US
N
2
Reverse repurchase
N
3.1266300
2020-03-05
7300000.000000
USD
7309401.670000
USD
PLCMO
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-369448.500000
PA
-414320.470000
-0.0263874
Short
RA
LU
N
2
Reverse repurchase
N
-0.1000000
2020-01-23
1000000.000000
EUR
464690.570000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-7397381.540000
PA
-8297061.970000
-0.5284255
Short
RA
LU
N
2
Reverse repurchase
N
-0.0500000
2020-02-12
17338906.620000
EUR
10046117.240000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-1082069.790000
PA
-1213709.220000
-0.0772990
Short
RA
LU
N
2
Reverse repurchase
N
-0.0500000
2020-03-04
3000000.000000
EUR
1440524.550000
EUR
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-736304.000000
PA
-826012.610000
-0.0526073
Short
RA
LU
N
2
Reverse repurchase
N
0.1500000
2020-02-20
800000.000000
EUR
865263.800000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-687276.000000
PA
-771021.620000
-0.0491050
Short
RA
LU
N
2
Reverse repurchase
N
0.1200000
2020-02-24
800000.000000
EUR
811280.000000
EUR
N
N
N
N/A
N/A
REV REPO CREDIT AGRICOLE CIB ZCP
000000000
-4292477.270000
PA
-4812228.070000
-0.3064825
Short
RA
LU
N
2
Reverse repurchase
N
-0.2300000
2020-01-07
4931542.400000
EUR
4736657.060000
EUR
ABS
N
N
N
N/A
N/A
BNY CLEARING SERVICES LLC
000000000
-30790000.000000
PA
USD
-30925920.740000
-1.9696182
Short
RA
US
N
2
Reverse repurchase
N
2.7400000
2020-02-03
42555664.840000
USD
36732185.390000
USD
PLCMO
N
N
N
N/A
N/A
BNY CLEARING SERVICES LLC
000000000
-19285000.000000
PA
USD
-19346737.710000
-1.2321602
Short
RA
US
N
2
Reverse repurchase
N
2.7440000
2020-02-19
34748140.170000
USD
27417776.760000
USD
PLCMO
N
N
N
N/A
N/A
BNY CLEARING SERVICES LLC
000000000
-9521000.000000
PA
USD
-9547360.120000
-0.6080548
Short
RA
US
N
2
Reverse repurchase
N
2.7686300
2020-02-25
11879303.490000
USD
11432610.790000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-2803000.000000
PA
USD
-2823589.440000
-0.1798295
Short
RA
US
N
2
Reverse repurchase
N
3.1860000
2020-01-09
4400000.000000
USD
4140713.330000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-1445000.000000
PA
USD
-1452976.810000
-0.0925376
Short
RA
US
N
2
Reverse repurchase
N
2.8390000
2020-01-24
40710120.750000
USD
884968.820000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-14434000.000000
PA
USD
-14490070.480000
-0.9228474
Short
RA
US
N
2
Reverse repurchase
N
2.8540000
2020-02-12
23584695.180000
USD
18243108.420000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-7584000.000000
PA
USD
-7590530.670000
-0.4834277
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-10-30
8785000.000000
USD
5216005.900000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3871000.000000
PA
USD
-3903606.400000
-0.2486139
Short
RA
US
N
2
Reverse repurchase
N
3.0630000
2020-03-25
8185874.350000
USD
5432260.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-7332000.000000
PA
USD
-7364579.330000
-0.4690373
Short
RA
US
N
2
Reverse repurchase
N
2.7580000
2020-02-03
7969245.000000
USD
8939547.600000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1176000.000000
PA
USD
-1183913.700000
-0.0754014
Short
RA
US
N
2
Reverse repurchase
N
2.8840000
2020-01-08
1500000.000000
USD
1497716.240000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-7041000.000000
PA
USD
-7053192.670000
-0.4492056
Short
RA
US
N
2
Reverse repurchase
N
3.1170000
2020-01-24
9500000.000000
USD
9348742.900000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2019000.000000
PA
USD
-2025366.580000
-0.1289921
Short
RA
US
N
2
Reverse repurchase
N
2.6400000
2020-02-18
2369458.000000
USD
2382959.650000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-35933000.000000
PA
USD
-36101345.290000
-2.2992320
Short
RA
US
N
2
Reverse repurchase
N
2.6771300
2020-01-31
65229978.830000
USD
51678568.680000
USD
PLCMO
N
N
N
AMBAC ASSURANCE CORPORATION
549300RYYRVPPB8NC636
AMBAC ASSURANCE CORP SUBORDINATED 144A 06/20 5.1
023138AA8
184135.650000
PA
USD
273052.450000
0.0173902
Long
DBT
CORP
US
N
2
2020-06-07
Fixed
5.1
N
N
N
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-4099000.000000
PA
USD
-4115971.000000
-0.2621391
Short
RA
US
N
2
Reverse repurchase
N
2.7100000
2020-02-07
5734571.600000
USD
5163268.350000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-2798000.000000
PA
USD
-2810011.970000
-0.1789648
Short
RA
US
N
2
Reverse repurchase
N
2.8100000
2020-02-07
5837307.000000
USD
3619401.190000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2096000.000000
PA
USD
-2104442.220000
-0.1340283
Short
RA
US
N
2
Reverse repurchase
N
2.9000000
2020-01-13
2887079.700000
USD
2785304.660000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5441000.000000
PA
USD
-5459869.690000
-0.3477296
Short
RA
US
N
2
Reverse repurchase
N
2.2700000
2020-01-09
5512000.000000
USD
5978010.550000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-31033000.000000
PA
USD
-31148978.730000
-1.9838244
Short
RA
US
N
2
Reverse repurchase
N
2.7457500
2020-01-16
46275578.500000
USD
39443247.800000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1909000.000000
PA
USD
-1921053.960000
-0.1223486
Short
RA
US
N
2
Reverse repurchase
N
2.9521300
2020-01-17
2504880.000000
USD
2431012.090000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-8358000.000000
PA
USD
-8390610.710000
-0.5343834
Short
RA
US
N
2
Reverse repurchase
N
2.8092500
2020-02-11
12382240.000000
USD
11435776.240000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1030000.000000
PA
USD
-1033308.590000
-0.0658096
Short
RA
US
N
2
Reverse repurchase
N
2.3600000
2020-02-12
768127.000000
USD
777791.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-7678000.000000
PA
USD
-7703664.890000
-0.4906331
Short
RA
US
N
2
Reverse repurchase
N
2.7985000
2020-02-19
11008219.660000
USD
10299476.350000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-12634000.000000
PA
USD
-12664514.630000
-0.8065810
Short
RA
US
N
2
Reverse repurchase
N
2.3500000
2020-02-24
13999000.000000
USD
14327945.690000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1277000.000000
PA
USD
-1284071.070000
-0.0817803
Short
RA
US
N
2
Reverse repurchase
N
2.8890000
2020-01-24
2125229.120000
USD
1712783.990000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-16286000.000000
PA
USD
-16409056.200000
-1.0450643
Short
RA
US
N
2
Reverse repurchase
N
3.1266000
2020-03-05
20149996.000000
USD
20273511.450000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-1652000.000000
PA
USD
-1657580.930000
-0.1055685
Short
RA
US
N
2
Reverse repurchase
N
2.7026300
2020-02-18
1830000.000000
USD
1938189.420000
USD
PLCMO
N
N
N
N/A
N/A
J P MORGAN TERM REPO
000000000
77000000.000000
PA
USD
77000000.000000
4.9039964
Long
RA
US
N
2
Repurchase
N
1.6500000
2020-01-02
69448000.000000
USD
77901123.750000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-8196813.540000
PA
-10887918.460000
-0.6934326
Short
RA
GB
N
2
Reverse repurchase
N
1.6050000
2020-01-29
11059417.440000
GBP
11059417.440000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS
000000000
-604740.000000
PA
-800940.180000
-0.0510105
Short
RA
GB
N
2
Reverse repurchase
N
-0.5000000
2021-12-17
690000.000000
GBP
690862.500000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-1587724.000000
PA
-2107108.680000
-0.1341981
Short
RA
GB
N
2
Reverse repurchase
N
0.9000000
2020-01-14
1700000.000000
GBP
1911078.800000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-18107582.780000
PA
-24033225.970000
-1.5306345
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-14
17497694.240000
GBP
22274104.450000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-16061486.510000
PA
-21317231.160000
-1.3576575
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-15
17755000.000000
GBP
19500594.480000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-14540213.070000
PA
-19296678.990000
-1.2289720
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-16
17810000.000000
GBP
17832262.500000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-5140802.000000
PA
-6822699.280000
-0.4345259
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-17
5600000.000000
GBP
6311870.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-621739.000000
PA
-825066.640000
-0.0525471
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-22
680000.000000
GBP
742815.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-14213928.830000
PA
-18861844.260000
-1.2012781
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-23
16508000.000000
GBP
17159475.610000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-2752207.600000
PA
-3655622.830000
-0.2328203
Short
RA
GB
N
2
Reverse repurchase
N
1.2000000
2020-01-08
3000000.000000
GBP
3381935.420000
GBP
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-12229225.210000
PA
-16251685.120000
-1.0350416
Short
RA
GB
N
2
Reverse repurchase
N
1.3600000
2020-02-04
15453868.020000
GBP
14247769.590000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-1768263.500000
PA
-2345122.860000
-0.1493568
Short
RA
GB
N
2
Reverse repurchase
N
1.3000000
2020-02-28
1700000.000000
GBP
1857037.500000
GBP
CDS
N
N
N
AMBAC LSNI LLC
N/A
AMBAC LSNI LLC SR SECURED 144A 02/23 VAR
02315QAA6
1864718.890000
PA
USD
1892676.620000
0.1205413
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6.94463
N
N
N
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-615000.000000
PA
USD
-617296.000000
-0.0393145
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-07
737000.000000
USD
722982.260000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-1208000.000000
PA
USD
-1209577.110000
-0.0770359
Short
RA
US
N
2
Reverse repurchase
N
2.3500000
2020-01-10
1220000.000000
USD
1343098.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-341000.000000
PA
USD
-342304.640000
-0.0218008
Short
RA
US
N
2
Reverse repurchase
N
2.5042500
2020-02-07
400000.000000
USD
441860.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-986000.000000
PA
USD
-988984.300000
-0.0629867
Short
RA
US
N
2
Reverse repurchase
N
2.2700000
2020-01-14
1090000.000000
USD
1128150.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2003000.000000
PA
USD
-2008828.730000
-0.1279388
Short
RA
US
N
2
Reverse repurchase
N
2.3280000
2020-02-18
2109081.000000
USD
2335680.580000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-88000.000000
PA
USD
-88287.950000
-0.0056229
Short
RA
US
N
2
Reverse repurchase
N
1.9000000
2021-10-31
141000.000000
USD
84927.470000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2835000.000000
PA
USD
-2844032.630000
-0.1811315
Short
RA
US
N
2
Reverse repurchase
N
1.8500000
2021-10-31
5765000.000000
USD
3590715.840000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-956000.000000
PA
USD
-959760.270000
-0.0611255
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-03
1100000.000000
USD
947237.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-4371000.000000
PA
USD
-4385958.530000
-0.2793341
Short
RA
US
N
2
Reverse repurchase
N
2.8000000
2020-01-21
9200000.000000
USD
4600000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-2966000.000000
PA
USD
-2971734.270000
-0.1892646
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-21
1700000.000000
USD
3274625.050000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-1332000.000000
PA
USD
-1337490.800000
-0.0851825
Short
RA
US
N
2
Reverse repurchase
N
2.6500000
2020-01-06
1783000.000000
USD
1789507.950000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1453000.000000
PA
USD
-1460240.780000
-0.0930002
Short
RA
US
N
2
Reverse repurchase
N
2.6000000
2020-01-24
1600000.000000
USD
1749144.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8954000.000000
PA
USD
-8989442.920000
-0.5725220
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-02-04
12300000.000000
USD
10824000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1749000.000000
PA
USD
-1755801.670000
-0.1118240
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-02-05
2022347.470000
USD
2052668.530000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2174000.000000
PA
USD
-2177750.150000
-0.1386971
Short
RA
US
N
2
Reverse repurchase
N
2.3000000
2020-01-08
2293111.800000
USD
2385224.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4510000.000000
PA
USD
-4516013.340000
-0.2876171
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-10
4575000.000000
USD
5275089.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-3343000.000000
PA
USD
-3360225.740000
-0.2140069
Short
RA
US
N
2
Reverse repurchase
N
2.6500000
2020-01-22
4568000.000000
USD
3618998.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-986000.000000
PA
USD
-989515.860000
-0.0630205
Short
RA
US
N
2
Reverse repurchase
N
2.8526300
2020-02-18
1252555.000000
USD
1230067.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-622000.000000
PA
USD
-623164.710000
-0.0396883
Short
RA
US
N
2
Reverse repurchase
N
2.2470000
2020-01-07
4297603.860000
USD
758001.220000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-7275000.000000
PA
USD
-7301151.400000
-0.4649977
Short
RA
US
N
2
Reverse repurchase
N
2.6410000
2020-01-14
8516664.000000
USD
8710751.960000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-1482000.000000
PA
USD
-1487028.920000
-0.0947063
Short
RA
US
N
2
Reverse repurchase
N
2.5450000
2020-01-15
1756500.000000
USD
1752451.270000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-9415000.000000
PA
USD
-9448831.230000
-0.6017797
Short
RA
US
N
2
Reverse repurchase
N
2.6950000
2020-01-15
17942561.250000
USD
13146694.960000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-1935000.000000
PA
USD
-1944363.030000
-0.1238331
Short
RA
US
N
2
Reverse repurchase
N
3.0033800
2020-01-06
2680000.000000
USD
2561821.110000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-2571000.000000
PA
USD
-2581162.310000
-0.1643897
Short
RA
US
N
2
Reverse repurchase
N
2.4533800
2020-01-06
23213000.000000
USD
3130428.580000
USD
AMBS
N
N
N
N/A
N/A
ABX.HE.AA.06-2 SP FBF
000000000
1.000000
NC
USD
-6481609.000000
-0.4128024
N/A
DCR
US
N
2
Credit Suisse International
DL6FFRRLF74S01HE2M14
ABX.HE.AA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-25
0.000000
USD
-22706043.300000
USD
25546624.960000
USD
16224434.300000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
121238.470000
0.0077215
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7917274.650000
USD
155728833.760000
MXN
2020-06-17
121238.470000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-15032.200000
-0.0009574
N/A
DFE
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1232000.000000
EUR
1367505.830000
USD
2020-01-10
-15032.200000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-123778.120000
-0.0078832
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
155728833.760000
MXN
8089809.550000
USD
2020-01-22
-123778.120000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
4330.580000
0.0002758
N/A
DFE
CL
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
146000.000000
USD
113004000.000000
CLP
2020-01-27
4330.580000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
2697.190000
0.0001718
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
1054405.750000
USD
942000.000000
EUR
2020-01-10
2697.190000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
1531.660000
0.0000975
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
1029760.910000
USD
919000.000000
EUR
2020-01-10
1531.660000
N
N
N
AMERICAN HOME MORTGAGE ASSETS 2007-4
N/A
AMERICAN HOME MORTGAGE ASSETS AHMA 2007 4 A4
026934AD1
10943893.560000
PA
USD
10239291.770000
0.6521227
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
2.082
Y
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
-11707.400000
-0.0007456
N/A
DFE
GB
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
1149770.560000
USD
859000.000000
GBP
2020-01-10
-11707.400000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
30904.460000
0.0019683
N/A
DFE
GB
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
1328411.960000
USD
1026000.000000
GBP
2020-01-10
30904.460000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
10148.900000
0.0006464
N/A
DFE
GB
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
1443233.280000
USD
1097000.000000
GBP
2020-01-10
10148.900000
N
N
N
AMERICAN HOME MTGE ASSETS 2005-1
N/A
AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11
02660VAE8
1188455.110000
PA
USD
1171717.150000
0.0746246
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.332
N
N
N
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-4551.330000
-0.0002899
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
1342000.000000
EUR
1501427.590000
USD
2020-01-10
-4551.330000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-3103763.360000
-0.1976733
N/A
DFE
GB
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
103736428.000000
GBP
134333497.810000
USD
2020-01-10
-3103763.360000
N
N
N
AMERICAN HOME MTGE INV TRUST 2005-2
N/A
AMERICAN HOME MORTGAGE INVESTM AHM 2005 2 1A1
02660TEK5
4842594.680000
PA
USD
4571714.460000
0.2911646
Long
ABS-MBS
CORP
US
N
2
2045-09-25
Floating
2.392
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-52814.400000
-0.0033637
N/A
DFE
PE
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
7855006.250000
PEN
2315062.260000
USD
2020-02-10
-52814.400000
N
N
N
N/A
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
183680.130000
0.0116983
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2024-06-21
0.000000
USD
-5843.800000
USD
3000000.000000
USD
189523.930000
N
N
N
N/A
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
121958.450000
0.0077673
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2024-12-21
0.000000
USD
-7547.830000
USD
2100000.000000
USD
129506.280000
N
N
N
AMERICAN HOME MTGE INVEST TR 2004-2
N/A
AMERICAN HOME MORTGAGE INVESTM AHM 2004 2 M1
02660TBF9
9706069.480000
PA
USD
8837970.270000
0.5628750
Long
ABS-MBS
CORP
US
N
2
2044-02-25
Floating
2.692
Y
N
N
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
55571.010000
0.0035392
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5078475.230000
USD
20671679.520000
BRL
2020-02-04
55571.010000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
10199.230000
0.0006496
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5128558.200000
USD
20671679.520000
BRL
2020-01-03
10199.230000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
9738.210000
0.0006202
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
183000.000000
USD
144901230.000000
CLP
2020-01-15
9738.210000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
13396.440000
0.0008532
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
230000.000000
USD
183011000.000000
CLP
2020-01-06
13396.440000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
3946.210000
0.0002513
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
92000.000000
USD
72138120.000000
CLP
2020-01-09
3946.210000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
4427.700000
0.0002820
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
146000.000000
USD
113077000.000000
CLP
2020-01-27
4427.700000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
10084.300000
0.0006423
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
293000.000000
USD
227829475.000000
CLP
2020-01-27
10084.300000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
514610.330000
0.0327746
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
15689058.210000
USD
307220000.000000
MXN
2020-01-22
514610.330000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-54098.830000
-0.0034455
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
20671679.520000
BRL
5084658.600000
USD
2020-01-03
-54098.830000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
245508.080000
0.0156360
N/A
DFE
BR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
4878268.020000
USD
20611414.120000
BRL
2020-01-03
245508.080000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-10169.500000
-0.0006477
N/A
DFE
BR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
20611414.120000
BRL
5113606.600000
USD
2020-01-03
-10169.500000
N
N
N
N/A
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORPO SNR S* ICE
000000000
1.000000
NC
USD
-579600.840000
-0.0369138
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
FRONTIER COMMUNICATIONS CORPORATION
FRONTIER COMM / CITIZENS
Y
Single Leg Swap
2022-06-21
0.000000
USD
-162000.000000
USD
1200000.000000
USD
-417600.840000
N
N
N
N/A
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORPO SNR S* ICE
000000000
1.000000
NC
USD
-6607046.810000
-0.4207913
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
FRONTIER COMMUNICATIONS CORPORATION
FRONTIER COMM / CITIZENS
Y
Single Leg Swap
2020-06-21
0.000000
USD
-505249.990000
USD
14700000.000000
USD
-6101796.820000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
344.920000
0.0000220
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
14636.410000
USD
60265.400000
BRL
2020-01-03
344.920000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
1643.160000
0.0001047
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
37000.000000
USD
29054250.000000
CLP
2020-01-09
1643.160000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
USD
117531.570000
0.0074854
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
4203869.210000
USD
269510120.000000
RUB
2020-02-18
117531.570000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-29.730000
-0.0000019
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
60265.400000
BRL
14951.600000
USD
2020-01-03
-29.730000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
1966.380000
0.0001252
N/A
DFE
CL
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
46000.000000
USD
36064000.000000
CLP
2020-01-09
1966.380000
N
N
N
ANCESTRYCOM OPERATIONS INC
N/A
ANCESTRY COM OPERATIONS INC 2019 EXTENDED TERM LOAN B
03280FAK7
199249.370000
PA
USD
196385.160000
0.0125074
Long
LON
CORP
US
N
2
2026-08-27
Floating
6.05
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
41684.830000
0.0026548
N/A
DFE
GB
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
1585255.290000
USD
1228000.000000
GBP
2020-01-10
41684.830000
N
N
N
ANCESTRYCOM OPERATIONS INC
N/A
ANCESTRY COM OPERATIONS INC TERM LOAN B
03280FAH4
99748.810000
PA
USD
98501.950000
0.0062734
Long
LON
CORP
US
N
2
2023-10-19
Floating
5.55
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
146666.180000
0.0093409
N/A
DFE
MX
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
7721852.650000
USD
151491166.240000
MXN
2020-05-05
146666.180000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
USD
791234.890000
0.0503924
N/A
DFE
RU
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
12545555.620000
USD
829268163.880000
RUB
2020-01-24
791234.890000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-10193.340000
-0.0006492
N/A
DFE
GB
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
1794000.000000
GBP
2366623.090000
USD
2020-01-10
-10193.340000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-149734.830000
-0.0095364
N/A
DFE
MX
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
151491166.240000
MXN
7840346.040000
USD
2020-01-22
-149734.830000
N
N
N
N/A
54930076J6KDZL504O62
IHEARTMEDIA INC WARRANT
000000000
537144.000000
NC
USD
9077733.600000
0.5781451
N/A
DE
US
N
2
None
N/A
Call
Purchased
IHEARTMEDIA INC
IHEARTMEDIA INC - CLASS A
N/A
0.000000
USD
2039-05-01
XXXX
-771245.020000
N
N
N
CAESARS ENTERTAINMENT CORPORATION
529900CJT4VQO26ONP04
CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01
127686103
1283486.000000
NS
USD
17455409.600000
1.1117048
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
USD
528435.700000
0.0336552
N/A
DFE
RU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
13696153.630000
USD
889982910.630000
RUB
2020-03-16
528435.700000
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.375
ACI0VMSV4
2110000.000000
PA
2798399.220000
0.1782252
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.375
N
N
N
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.625
039854AB0
400000.000000
PA
USD
397166.000000
0.0252948
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.625
N
N
N
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-1478285.270000
-0.0941494
N/A
DFE
N/A
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
89702000.000000
EUR
99184398.420000
USD
2020-01-10
-1478285.270000
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED REGS 07/23 8.375
ACI0VMP62
28300000.000000
PA
37533032.210000
2.3904137
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.375
N
N
N
N
N
N
2020-02-10
PIMCO Dynamic Income Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer