0001688554-20-000020.txt : 20200225
0001688554-20-000020.hdr.sgml : 20200225
20200225105504
ACCESSION NUMBER: 0001688554-20-000020
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 Flexible Credit Income Fund
CENTRAL INDEX KEY: 0001688554
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23211
FILM NUMBER: 20648436
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: (844)337-4626
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
NPORT-P
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AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)
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ABS-MBS
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US
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2037-02-27
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N
N
N
N
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BANC OF AMERICA FUNDING TRUST 2015-R4
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N
N
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2021-09-11
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BANK OF AMERICA MTGE SECURITIES 2004-E
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BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E B1
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279787.260000
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2034-06-25
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N
N
N
N
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BARCLAYS PLC
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06738EBA2
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2634648.150000
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GB
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2023-09-15
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2024-06-15
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N
N
N
Y
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6585000.000000
PA
9532320.550000
0.7588574
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
1200000.000000
PA
1662129.030000
0.1323202
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
4100000.000000
PA
6150448.050000
0.4896303
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
100000.000000
PA
139393.190000
0.0110969
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
0.0145798
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
178000.000000
PA
USD
185031.000000
0.0147301
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
725704.000000
NS
USD
2075513.440000
0.1652293
Long
EC
CORP
US
N
1
N
N
N
BBVA-6 FTPYME FTA 6
N/A
BBVA 6 FTPYME FTA BBVAP 6 C REGS
E22473AC1
416480.400000
PA
317427.930000
0.0252701
Long
ABS-O
CORP
ES
N
2
2046-03-22
Floating
0.252
Y
N
N
N
N
N
BCAP LLC TRUST 2009-RR4
N/A
BCAP LLC TRUST BCAP 2009 RR4 1A2 144A
05531RAB3
2187509.670000
PA
USD
1082696.750000
0.0861923
Long
ABS-MBS
CORP
US
N
2
2037-06-26
Variable
6.5
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR9
N/A
BCAP LLC TRUST BCAP 2010 RR9 1A5 144A
05533GAE9
11543194.580000
PA
USD
8515296.900000
0.6778933
Long
ABS-MBS
CORP
US
N
2
2037-08-28
Variable
3.71445
N
N
N
N
N
N
BCAP LLC TRUST 2014-RR2
N/A
BCAP LLC TRUST BCAP 2014 RR2 11A4 144A
05543DCD4
2378524.740000
PA
USD
1629377.930000
0.1297130
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Variable
1.96516
N
N
N
N
N
N
BEAR STEARNS COMM MTGE SEC 2006-T24
N/A
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 B 144A
07388NAH9
813488.140000
PA
USD
842904.280000
0.0671027
Long
ABS-MBS
CORP
US
N
2
2041-10-12
Variable
5.657
Y
N
N
N
N
N
BEAR STEARNS COMMERCIAL MTGE 2003-P
N/A
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2003 PWR2 N 144A
07383FWT1
2648464.080000
PA
USD
2712676.750000
0.2159532
Long
ABS-MBS
CORP
US
N
2
2039-05-11
Variable
5.3
N
N
N
N
N
N
BEAR STEARNS ASSETBACKED SEC 2006-3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M3
07388GAF8
3627618.310000
PA
USD
2556646.710000
0.2035318
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.442
N
N
N
N
N
N
BELLE HAVEN ABS CDO LTD 2006-1A
N/A
BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A
078452AA7
96560571.750000
PA
USD
140302.510000
0.0111693
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
2.5385
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
150000.000000
PA
USD
104715.000000
0.0083362
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BOMBARDIER CAPITAL MTG SEC-1999-B
N/A
BOMBARDIER CAPITAL MORTGAGE SE BCM 1999 B A6
09774XBG6
4066205.830000
PA
USD
1336609.840000
0.1064060
Long
ABS-O
CORP
US
N
2
2029-12-15
Fixed
7.85
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 01/23 6.125
097751BF7
2981000.000000
PA
USD
3063230.890000
0.2438604
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 03/22 5.75
097751AY7
100000.000000
PA
USD
103459.250000
0.0082363
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
5.75
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 03/25 7.5
097751BM2
3513000.000000
PA
USD
3631528.620000
0.2891019
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
4227000.000000
PA
USD
4359199.430000
0.3470310
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 10/22 6
097751BJ9
444000.000000
PA
USD
444976.800000
0.0354241
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 12/21 8.75
097751BP5
122000.000000
PA
USD
133940.750000
0.0106629
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
8.75
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 12/24 7.5
097751BR1
2678000.000000
PA
USD
2819170.770000
0.2244310
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BUCKEYE TOBACCO SETTLEMENT FINANCING AUTHORITY
N/A
BUCKEYE OH TOBACCO SETTLEMENT BUCGEN 06/24 FIXED OID 5.125
118217AP3
8180000.000000
PA
USD
8191124.800000
0.6520863
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
5.125
N
N
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
127000.000000
PA
USD
127552.450000
0.0101543
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.375
N
N
N
N
N
N
CAESARS ENTERTAINMENT CORPORATION
529900CJT4VQO26ONP04
CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5
127686AA1
970669.000000
PA
USD
1869751.190000
0.1488488
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
CALIFORNIA REPUBLIC AUTO RECEIVABLES TRUST 2018-1
N/A
CALIFORNIA REPUBLIC AUTO RECEI CRART 2018 1 R
13057FAH4
6994300.000000
PA
USD
5477884.140000
0.4360882
Long
ABS-O
CORP
US
N
3
2025-04-15
Fixed
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A
14311CAA6
2900000.000000
PA
USD
1811595.750000
0.1442191
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Variable
0
N
N
N
N
N
N
CBL & ASSOCIATES LIMITED PARTNERSHIP
549300VS75TWHD9JTH89
CBL + ASSOCIATES LP COMPANY GUAR 12/26 5.95
12505JAD5
10231000.000000
PA
USD
6162361.500000
0.4905787
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
4000.000000
PA
USD
2591.660000
0.0002063
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.6
N
N
N
N
N
N
CDC MORTGAGE CAPITAL TRUST 2004-HE1
N/A
CDC MORTGAGE CAPITAL TRUST CDCMC 2004 HE1 B1
12506YCP2
658899.600000
PA
USD
602295.710000
0.0479481
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
4.342
Y
N
N
N
N
N
CEDAR FUNDING IX CLO LTD 2018-9A
N/A
CEDAR FUNDING LTD CEDF 2018 9A SUB 144A
15033FAC9
12000000.000000
PA
USD
9246746.880000
0.7361232
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Variable
0
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 144A 01/25 4.75
15135BAN1
326000.000000
PA
USD
339305.690000
0.0270117
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
182000.000000
PA
USD
187569.200000
0.0149322
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
360000.000000
PA
USD
380052.000000
0.0302555
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC SR UNSECURED 144A 12/26 5.125
156700BB1
17000.000000
PA
USD
17342.210000
0.0013806
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
326000.000000
PA
USD
333132.880000
0.0265203
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
402000.000000
PA
USD
423150.380000
0.0336865
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.8
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1
161630BD9
87683.470000
PA
USD
88110.820000
0.0070144
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.17151
Y
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORPORATION 2019 LAST OUT TERM LOAN
16516FAH2
385000.000000
PA
USD
397512.500000
0.0316455
Long
LON
CORP
US
N
2
2024-06-27
Floating
9.9278
N
N
N
N
N
N
CHEVY CHASE MORTGAGE FUND CORP 2005-1A
N/A
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A B1 144A
16678RCV7
5161594.190000
PA
USD
2992892.580000
0.2382608
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.162
N
N
N
N
N
N
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST 2015-B
N/A
CHRYSLER CAPITAL AUTO RECEIVAB CCART 2015 BA R 144A
17121F104
6922.000000
PA
USD
3670071.330000
0.2921703
Long
ABS-O
CORP
US
N
3
2023-01-16
Fixed
0
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 03/23 6.25
12543DAY6
9056000.000000
PA
USD
9214480.000000
0.7335545
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
3879000.000000
PA
USD
4121398.710000
0.3280999
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
1932000.000000
PA
USD
1993580.570000
0.1587067
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2006-C5
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2006 C5 AJ
17310MAH3
6541803.370000
PA
USD
6379530.670000
0.5078673
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Fixed
5.482
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
1398128.900000
PA
USD
896130.720000
0.0713400
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.58901
Y
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A
17311QAE0
101069.560000
PA
USD
64698.670000
0.0051506
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.58901
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2013-8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2013 8 2A2 144A
17321PAG5
763456.740000
PA
USD
645599.170000
0.0513954
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.9004
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M6
17307GNW4
266518.410000
PA
USD
259220.230000
0.0206362
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
2.932
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2006-SHL1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 SHL1 M3 144A
17309UAD7
2756000.000000
PA
USD
1855645.670000
0.1477259
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
2.692
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-4
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 4 B1
17307GWF1
3441428.990000
PA
USD
3510990.590000
0.2795060
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.60856
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
5431268.910000
PA
USD
2820519.320000
0.2245384
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
327768000.000000
PA
3779938.440000
0.3009167
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
54.1271
N
N
N
N
N
N
CLARIVATE (CAMELOT FINANCE SA)
N/A
CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5
13323AAB6
13000.000000
PA
USD
13381.860000
0.0010653
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
7510000.000000
PA
USD
8332983.350000
0.6633795
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25
N
N
N
N
N
N
COMM MORTGAGE TRUST 2015-CR26
N/A
COMM MORTGAGE TRUST COMM 2015 CR26 XE 144A
12593QAG5
28636000.000000
PA
USD
1724763.460000
0.1373065
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.23426
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
10211143.100000
PA
USD
6776256.500000
0.5394502
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.05237
N
N
N
N
N
N
COMMERCIAL MTAGE PASSTHRU CERT 2005-C6
N/A
COMM MORTGAGE TRUST COMM 2005 C6 G 144A
126171AS6
6533126.650000
PA
USD
6589972.690000
0.5246204
Long
ABS-MBS
CORP
US
N
2
2044-06-10
Variable
5.71858
N
N
N
N
N
N
CONSECO FINANCE SEC CORP 2001-3
N/A
CONSECO FINANCE SECURITIZATION CNF 2001 3 M1
20846QHQ4
1834472.200000
PA
USD
1773570.290000
0.1411919
Long
ABS-O
CORP
US
N
2
2033-05-01
Variable
7.15
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND 2018-18
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2018 18 PT 144A
21052MAA2
11206400.760000
PA
USD
10371523.900000
0.8256654
Long
ABS-O
CORP
US
N
3
2043-10-15
Fixed
23.3147
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST 2018-25
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2018 25 PT 144A
21053JAA8
13245669.850000
PA
USD
12188665.400000
0.9703260
Long
ABS-O
CORP
US
N
3
2043-12-15
Fixed
26.02
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR
BD2YKYII0
200000.000000
PA
244025.830000
0.0194266
Long
DBT
CORP
NL
N
2
2021-06-29
Floating
6.625
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
PISCES MIDCO INC TERM LOAN B
72431HAB6
39599.000000
PA
USD
39582.170000
0.0031511
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
141000.000000
PA
USD
154664.360000
0.0123127
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
2592834.900000
PA
USD
1627003.900000
0.1295240
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
370404.980000
PA
USD
281692.990000
0.0224253
Long
ABS-CBDO
CORP
KY
N
2
2038-09-04
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-OA16
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A4B
23242GAR5
902404.690000
PA
USD
804396.860000
0.0640371
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
2.042
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 M
12667FV44
414622.880000
PA
USD
142249.270000
0.0113243
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
6.90982
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2
23244GAE2
617712.020000
PA
USD
427992.210000
0.0340720
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
2.032
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3
02147CAF0
3020592.350000
PA
USD
2830677.740000
0.2253471
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
1.982
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A2A
126680AD9
8166593.190000
PA
USD
4897554.120000
0.3898888
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
2.002
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A2
12668AWJ0
1327956.150000
PA
USD
656839.510000
0.0522903
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Floating
2.15463
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERT 2006-BC2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2
22237JAG2
3400000.000000
PA
USD
3001665.520000
0.2389592
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
2.227
Y
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERT 2006-BC3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC3 M2
23242HAF9
2700000.000000
PA
USD
2355226.470000
0.1874969
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.112
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2004-6
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 M6
126673BH4
758107.680000
PA
USD
745624.910000
0.0593584
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
3.967
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-12
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 12 M5
126670EP9
2344957.830000
PA
USD
1546694.320000
0.1231306
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.432
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV8
126673C34
3531250.000000
PA
USD
2671416.760000
0.2126685
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
3.892
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-4
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MV7
126673R53
12081178.110000
PA
USD
10581238.230000
0.8423606
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
3.667
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M3
126670WE4
4028757.230000
PA
USD
2583386.190000
0.2056605
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
2.212
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2005-13
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 MV3
126670HL5
2000000.000000
PA
USD
1447232.000000
0.1152125
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.282
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2005-BC5
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC5 M6
126670NK0
3479212.880000
PA
USD
2135735.700000
0.1700235
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.632
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2006-2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M3
126670UY2
2069188.680000
PA
USD
1057561.090000
0.0841913
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
2.232
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A2
12669GYZ8
6864849.740000
PA
USD
4373772.880000
0.3481912
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.492
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A5
12669GZS3
5424178.150000
PA
USD
3845570.360000
0.3061416
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.492
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-HYB5
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 3A1A
170256AK7
169023.890000
PA
USD
147756.920000
0.0117628
Long
ABS-MBS
CORP
US
N
2
2036-09-20
Variable
4.10732
N
N
N
N
N
N
CRECERA AMERICAS LLC 2017-1
N/A
CRECERA AMERICAS LLC CALLC 2017 1 A 144A
22534CAA0
2800000.000000
PA
USD
2803022.570000
0.2231455
Long
ABS-O
CORP
US
N
2
2020-08-31
Floating
5.16375
N
N
N
N
N
N
CREDIT BASED ASSET SRVC & SEC 2007-MX1
N/A
CREDIT BASED ASSET SERVICING A CBASS 2007 MX1 M1 144A
1248MPAE4
1800000.000000
PA
USD
1943242.920000
0.1546994
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
5.783
Y
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR28
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR28 CB1
22541QU91
594828.870000
PA
USD
578326.890000
0.0460400
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
4.05596
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AJ7
200000.000000
PA
USD
219013.000000
0.0174354
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
200000.000000
PA
USD
223421.000000
0.0177863
Long
DBT
CORP
CH
N
2
2025-09-12
Floating
7.25
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C2
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C2 E 144A
22545YAQ4
2500000.000000
PA
USD
3438083.000000
0.2737019
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.64426
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C5
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C5 AM
22546BAH3
2497195.630000
PA
USD
1598205.200000
0.1272313
Long
ABS-MBS
CORP
US
N
2
2040-09-15
Variable
5.869
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A
12651DAG3
4400000.000000
PA
USD
4006995.960000
0.3189925
Long
ABS-MBS
CORP
US
N
2
2037-11-30
Floating
2.208
N
N
N
N
N
N
CREDIT SUISSE MRTG CAPITAL CERT 2006-6
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 2A5
22942JAR4
568487.900000
PA
USD
316529.290000
0.0251985
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.5
N
N
N
N
N
N
CREDIT-BASED ASSET SERV & SEC 2004-CB4
N/A
CREDIT BASED ASSET SERVICING A CBASS 2004 CB4 M2
12489WJS4
2496016.550000
PA
USD
2065375.070000
0.1644222
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
6.767
Y
N
N
N
N
N
CRH EUROPE (CLAY HOLDCO BV)
N/A
CLAY HOLDCO BV EUR TERM LOAN A
965PCGII2
10700000.000000
PA
11248284.150000
0.8954633
Long
LON
CORP
NL
N
3
2025-11-30
Floating
4.5
N
N
N
N
N
N
CS FIRST BOSTON MTG SEC CORP 2002-29
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 29 1B2
22541NPU7
1202673.250000
PA
USD
901604.090000
0.0717757
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Fixed
7.5
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2005-C3
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 C3 D
225458VX3
147424.080000
PA
USD
144445.020000
0.0114991
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Variable
4.981
Y
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2005-C5
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 C5 G 144A
225470BA0
4938953.000000
PA
USD
4781185.060000
0.3806248
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
5.1
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2005-FIX1
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 FIX1 M1
22541S5V6
978438.700000
PA
USD
927172.820000
0.0738112
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.35
Y
N
N
N
N
N
CSMC SERIES 2014-2R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 28A2 144A
12648ELY6
813084.530000
PA
USD
516198.260000
0.0410940
Long
ABS-MBS
CORP
US
N
2
2037-06-27
Variable
18.6476
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
299000.000000
NS
USD
293313.020000
0.0233503
Long
EP
CORP
US
N
2
N
N
N
DELTA FUNDING HOME EQ LN TR 1999-3
N/A
DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 M1
24763LFY1
2994404.300000
PA
USD
2208369.880000
0.1758059
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Variable
8.1
Y
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/25 VAR
251526CB3
2100000.000000
PA
USD
2146180.600000
0.1708550
Long
DBT
CORP
DE
N
2
2025-11-26
Floating
3.961
N
N
N
N
N
N
DEUTSCHE MORTGAGE AND ASSET RECEIVING CORP 2014-RS2
N/A
DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS2 1A2 144A
25160GAB3
1634023.000000
PA
USD
1084242.730000
0.0863154
Long
ABS-MBS
CORP
US
N
2
2035-12-26
Fixed
0
N
N
N
N
N
N
DEUTSCHE MORTGAGE SECURITIES INC RE-REMIC TRUST CERTIFICATES SERIES 2007-RS8
N/A
DEUTSCHE MORTGAGE SECURITIES, DMSI 2007 RS8 3A1 144A
25156WAG3
6181704.530000
PA
USD
6110033.230000
0.4864129
Long
ABS-MBS
CORP
US
N
2
2036-09-28
Variable
3.92417
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC SR SECURED 144A 09/23 7.75
23422RAB8
1248000.000000
PA
USD
1286750.400000
0.1024368
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 TERM LOAN
25272YAE3
9628520.140000
PA
USD
9429931.910000
0.7507063
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
16000.000000
PA
USD
16988.480000
0.0013524
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.875
N
N
N
N
N
N
DRIVETIME AUTOMOTIVE GROUP INC / BRIDGECREST ACCEPTANCE CORP
N/A
DRIVETIME AUTO GP + BRID SR SECURED 144A 06/21 8
26209NAK9
13967000.000000
PA
USD
14220151.880000
1.1320504
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
8
N
N
N
N
N
N
DSSV SARL
N/A
DSSV DSSV PRL A
ACI1DSVZ6
50000000.000000
PA
56084997.940000
4.4648640
Long
ABS-MBS
CORP
LU
N
3
2024-10-15
Floating
3
N
N
N
N
N
N
DTEK FINANCE PLC
549300VBCR9V58ZYQ356
DTEK FINANCE PLC SR SECURED 12/24 10.75
ACI0RPV63
434000.000000
PA
USD
445414.200000
0.0354589
Long
DBT
CORP
GB
N
2
2024-12-31
Fixed
10.75
N
N
Y
N
N
N
DTEK HOLDINGS LIMITED
N/A
DTEK HOLDINGS LTD EUR TERM LOAN
935YHVII2
613436.790000
PA
614413.960000
0.0489128
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
1503333.390000
PA
1505728.110000
0.1198693
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
20411052.020000
PA
USD
19058819.820000
1.5172513
Long
LON
CORP
AE
N
2
2022-09-30
Fixed
2
N
N
Y
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
78000.000000
PA
USD
87616.460000
0.0069750
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
302000.000000
PA
USD
301223.010000
0.0239800
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
127000.000000
PA
USD
129009.150000
0.0102703
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
141000.000000
PA
USD
144463.560000
0.0115006
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
3500000.000000
PA
USD
3860934.000000
0.3073646
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6
N
N
N
N
N
N
EMERALD BAY SA
2221008SU8XG8LZVS860
EMERALD BAY SA PASS THRU CE 144A 10/20 0.0000
ACI0YB9V6
6000.000000
PA
6587.170000
0.0005244
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
16000.000000
PA
USD
11510.000000
0.0009163
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
30261864.840000
PA
USD
25924340.970000
2.0638078
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
2557000.000000
PA
USD
1592621.060000
0.1267868
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
176000.000000
PA
USD
178525.600000
0.0142122
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.625
N
N
N
N
N
N
EUROSAIL PLC 2007-1X
N/A
EUROSAIL PLC ESAIL 2007 1X D1A REGS
ACI05RDQ9
250000.000000
PA
224668.400000
0.0178856
Long
ABS-MBS
CORP
GB
N
2
2045-03-13
Floating
0.447
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
5421236.050000
PA
5443508.550000
0.4333516
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
2.12863
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
1780940.530000
PA
2045583.040000
0.1628466
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
4.77863
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
13000.000000
PA
USD
5232.500000
0.0004166
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
200000.000000
PA
USD
217990.000000
0.0173539
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
0.0014473
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4
N
N
N
N
N
N
FARRINGDON MORTAGES PLC 2
N/A
FARRINGDON MORTGAGES NO.2 07/47 1
B0LNR9II9
5675000.000000
PA
5669460.650000
0.4513394
Long
ABS-MBS
CORP
GB
N
2
2047-07-15
Floating
4.785
N
N
N
N
N
N
FARRINGDON MORTAGES PLC 2
N/A
ROOF 2 D
963FSYII0
1.000000
PA
0.000000
0.0000000
Long
ABS-MBS
CORP
GB
N
2
2047-07-15
Variable
0
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
40383.000000
NS
USD
682472.700000
0.0543309
Long
EC
CORP
US
N
1
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC COMMON STOCK UNIT
45174J608
542.000000
NS
USD
8243.820000
0.0006563
Long
EC
CORP
US
N
2
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
1150000.000000
PA
USD
1155272.750000
0.0919700
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
1268000.000000
PA
USD
1286195.800000
0.1023926
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2018-1
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2018 1 R 144A
33844M102
20000.000000
PA
USD
2281880.400000
0.1816579
Long
ABS-O
CORP
US
N
3
2025-05-15
Fixed
0
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2018-3
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2018 3 R 144A
33844P105
33000.000000
PA
USD
4100016.760000
0.3263978
Long
ABS-O
CORP
US
N
3
2025-12-15
Fixed
0
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR
ACI07BWB4
123460.000000
NS
27146825.270000
2.1611284
Long
EP
CORP
GB
N
2
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5
34960PAB7
471000.000000
PA
USD
498513.470000
0.0396861
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1
N/A
FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A
35563CAB4
66105116.220000
PA
USD
5279062.030000
0.4202602
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
24637000.000000
PA
USD
3320220.090000
0.2643190
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
2.01066
N
N
N
N
N
N
FREMF 2013-KF02 MORTGAGE TRUST
N/A
FREMF MORTGAGE TRUST FREMF 2013 KF02 D 144A
30291QAL1
4427792.590000
PA
USD
4382991.080000
0.3489250
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
11.4471
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
9400574.000000
PA
USD
8717454.030000
0.6939868
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
92917446.410000
PA
USD
55908.430000
0.0044508
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
19700574.000000
PA
USD
17381.820000
0.0013837
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
26396997.000000
PA
USD
14027142.470000
1.1166851
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
284215762.660000
PA
USD
1461153.240000
0.1163208
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
65992562.000000
PA
USD
358794.960000
0.0285633
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
15400000.000000
PA
USD
14714678.440000
1.1714191
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Variable
4.11833
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2004-A
N/A
FREMONT HOME LOAN TRUST FHLT 2004 A M3
35729PCM0
1883436.980000
PA
USD
1786493.840000
0.1422208
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
3.892
Y
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-2
N/A
FREMONT HOME LOAN TRUST FHLT 2006 2 M1
35729PPZ7
10261044.970000
PA
USD
6591530.090000
0.5247443
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.112
N
N
N
N
N
N
FRESH MARKET INC/THE
529900QM5ZSBEBR6CS58
FRESH MARKET INC SR SECURED 144A 05/23 9.75
35804HAA4
50000.000000
PA
USD
25500.000000
0.0020300
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
1075187.990000
PA
USD
1083117.500000
0.0862258
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
142000.000000
PA
USD
148652.700000
0.0118341
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
5400000.000000
PA
7356122.630000
0.5856127
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
836000.000000
PA
USD
823551.960000
0.0655621
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
9900000.000000
PA
USD
9752589.000000
0.7763927
Long
DBT
CORP
US
N
2
2024-01-31
Floating
9.13175
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY
549300G6UZOB126GBY72
GE CAPITAL INTL FUNDING COMPANY GUAR 11/35 4.418
36164QNA2
300000.000000
PA
USD
319966.050000
0.0254721
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
22000.000000
PA
USD
26656.020000
0.0021221
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875
36962G4B7
21000.000000
PA
USD
27980.540000
0.0022275
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 08/37 6.15
36962G3A0
73000.000000
PA
USD
90499.530000
0.0072046
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
GLG EURO CLO 1A
N/A
MAN GLG EURO CLO GLGE 1A SUBR 144A
ACI11ZRZ8
1762000.000000
PA
1336640.030000
0.1064084
Long
ABS-CBDO
CORP
IE
N
2
2030-10-15
Fixed
0
N
N
N
N
N
N
GMAC COMM MTGE SECURITIES INC 2006-C1
N/A
GMAC COMMERCIAL MORTGAGE SECUR GMACC 2006 C1 AJ
361849R46
37962266.070000
PA
USD
24485661.620000
1.9492762
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
5.349
N
N
N
N
N
N
GMAC COMMERCIAL MORTGAGE ASSET CORPORATION 2003 BRAG
N/A
GMAC COMMERCIAL MORTGAGE ASSET GMACN 2003 BRAG CERT 144A
36185PAA3
1450829.800000
PA
USD
1488584.160000
0.1185045
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Fixed
5.55
N
N
N
N
N
N
GREENE KING FINANCE PLC
213800QIJMYMW6TSBG41
GREENE KING FINANCE PLC SECURED REGS 03/36 VAR
B14551II6
200000.000000
PA
243163.140000
0.0193579
Long
DBT
CORP
GB
N
2
2036-03-15
Floating
2.8775
N
N
N
N
N
N
GREENPOINT MANUFACTURED HOUSING 1999-5
N/A
GREENPOINT MANUFACTURED HOUSIN GPMH 1999 5 M2
395383AG7
183701.900000
PA
USD
156331.930000
0.0124454
Long
ABS-O
CORP
US
N
2
2029-12-15
Fixed
9.23
Y
N
N
N
N
N
GRIFONAS FINANCE NO.1 PLC GRIF-1
N/A
GRIFONAS FINANCE PLC GRIF 1 A REGS
B1DFQWII3
137026.980000
PA
142238.240000
0.0113234
Long
ABS-MBS
CORP
GB
N
2
2039-08-28
Floating
0
N
N
N
N
N
N
GROUPE NOVASEP
969500WCN58A16EMLF90
GROUPE NOVASEP SR UNSEC GROUPE922
965NVJII0
1776000.000000
PA
USD
1616515.290000
0.1286890
Long
DBT
CORP
US
Y
3
2020-03-21
Floating
11
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2006-GG8
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2006 GG8 AJ
362332AH1
2136582.390000
PA
USD
1673587.760000
0.1332325
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Fixed
5.622
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
3380000.000000
PA
USD
3324737.340000
0.2646786
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
2440000.000000
PA
USD
2338971.800000
0.1862029
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.5913
N
N
N
N
N
N
GSAMP TRUST 2004-AHL
N/A
GSAMP TRUST GSAMP 2004 AHL M2
36242DHR7
1586376.760000
PA
USD
1580844.270000
0.1258492
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
3.517
Y
N
N
N
N
N
GSAMP TRUST 2004-SEA2
N/A
GSAMP TRUST GSAMP 2004 SEA2 M2
36228F6A9
4456273.690000
PA
USD
3751608.920000
0.2986614
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
3.042
Y
N
N
N
N
N
GSAMP TRUST 2005-AHL2 2005-AHL2
N/A
GSAMP TRUST GSAMP 2005 AHL2 M1
362341C64
6931141.120000
PA
USD
4647946.990000
0.3700179
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.232
N
N
N
N
N
N
GSAMP TRUST 2005-SD1
N/A
GSAMP TRUST GSAMP 2005 SD1 M3 144A
36242DWF6
8488656.030000
PA
USD
5886698.750000
0.4686335
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
3.542
Y
N
N
N
N
N
GSAMP TRUST 2005-WMC1
N/A
GSAMP TRUST GSAMP 2005 WMC1 M2
362341PV5
4486172.590000
PA
USD
3391271.480000
0.2699753
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.572
N
N
N
N
N
N
GSAMP TRUST 2006-HE3
N/A
GSAMP TRUST GSAMP 2006 HE3 M1
36244KAF2
2756889.240000
PA
USD
2306229.930000
0.1835964
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
2.072
N
N
N
N
N
N
GSAMP TRUST 2006-SD1
N/A
GSAMP TRUST GSAMP 2006 SD1 M2 144A
362341X79
1298774.250000
PA
USD
956111.110000
0.0761149
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
2.692
N
N
N
N
N
N
GSMSC RESECURITIZATION TRUST 2015-7R
N/A
GS MORTGAGE SECURITIES CORP. GSMSC 2015 7R B 144A
36254RAB3
35275937.190000
PA
USD
15697456.930000
1.2496570
Long
ABS-MBS
CORP
US
N
2
2037-09-26
Variable
4.28552
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1B
41161PLE1
3730073.090000
PA
USD
2596568.040000
0.2067099
Long
ABS-MBS
CORP
US
N
2
2035-03-19
Floating
2.42388
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-12
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13
41162DAD1
4697522.100000
PA
USD
4503473.100000
0.3585165
Long
ABS-MBS
CORP
US
N
2
2036-12-19
Floating
2.00388
Y
N
N
N
N
N
HARLEY MARINE FINANCING LLC 2018-1A
N/A
HARLEY MARINE FINANCING LLC BARGE 2018 1A B 144A
41284LAB0
2000000.000000
PA
USD
1212600.000000
0.0965337
Long
ABS-O
CORP
US
N
3
2043-05-15
Fixed
7.869
N
N
N
N
N
N
HARVEST CLO XV DAC 15A
N/A
HARVEST CLO HARVT 15A SUB 144A
ACI13DPQ7
2000000.000000
PA
1698626.990000
0.1352258
Long
ABS-CBDO
CORP
IE
N
2
2029-05-22
Floating
0
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A A1 144A
442451AA8
644360.390000
PA
USD
153679.950000
0.0122343
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
10000000.000000
PA
USD
10542023.400000
0.8392387
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
340000.000000
PA
USD
374306.000000
0.0297981
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
1600000.000000
PA
2336318.540000
0.1859917
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
570000.000000
PA
739347.100000
0.0588586
Long
DBT
CORP
GB
N
2
2023-09-29
Floating
6
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA REGS 12/99 VAR
BYXL2ZII5
300000.000000
PA
379935.260000
0.0302462
Long
DBT
CORP
GB
N
2
2029-07-04
Floating
4.75
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSI ASSET LOAN OBLIGATION 2007-1
N/A
HSI ASSET LOAN OBLIGATION HALO 2007 1 2A12
40431TAP6
8459407.570000
PA
USD
4907302.330000
0.3906649
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.5
N
N
N
N
N
N
HUNT COMPANIES INC
549300ODPWDNCH5TKM49
HUNT COS INC SR SECURED 144A 02/26 6.25
445587AC2
14000.000000
PA
USD
13857.520000
0.0011032
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
4000000.000000
PA
USD
3064519.360000
0.2439630
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
4813752.500000
PA
USD
4866188.710000
0.3873918
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
2176900.000000
PA
USD
2409501.770000
0.1918177
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
1551439.000000
PA
USD
1686218.710000
0.1342380
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 04/35 FIXED 6.725
452152FA4
10000.000000
PA
USD
11745.000000
0.0009350
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
5000.000000
PA
USD
5394.300000
0.0004294
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.1
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA VAR
456837AR4
600000.000000
PA
USD
632175.000000
0.0503267
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
104000.000000
PA
USD
110890.000000
0.0088278
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
12671000.000000
PA
USD
10038599.750000
0.7991617
Long
DBT
CORP
LU
N
2
2021-06-01
Fixed
7.75
N
N
N
N
N
N
INTELSAT CONNECT FINANCE SA
549300T8SOCBO2H77X11
INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5
45827AAD5
200000.000000
PA
USD
140440.000000
0.0111803
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
4430000.000000
PA
USD
3814783.750000
0.3036907
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
924000.000000
PA
USD
856626.540000
0.0681951
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
1770000.000000
PA
USD
1615859.550000
0.1286368
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
658000.000000
PA
USD
676644.430000
0.0538669
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
200000.000000
PA
USD
200650.000000
0.0159735
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
19550.000000
PA
USD
19659.970000
0.0015651
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
16752.330000
PA
USD
14239.480000
0.0011336
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.9271
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2017-FL11
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 FL11 BC 144A
46648PAS4
7300000.000000
PA
USD
7023516.880000
0.5591343
Long
ABS-MBS
CORP
US
N
2
2032-10-15
Floating
5.1667
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORPORATION PREFERRED STOCK
000000000
904.000000
NS
USD
1047853.520000
0.0834184
Long
EP
CORP
US
N
3
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
40897.240000
PA
USD
40854.630000
0.0032524
Long
LON
CORP
US
N
2
2026-06-03
Floating
5.5
N
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2006-CB15
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB15 AJ
46627QBD9
3367761.500000
PA
USD
2121689.750000
0.1689054
Long
ABS-MBS
CORP
US
N
2
2043-06-12
Variable
5.885
N
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2006-CB15
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB15 AM
46627QBC1
3408454.870000
PA
USD
3419123.330000
0.2721926
Long
ABS-MBS
CORP
US
N
2
2043-06-12
Fixed
5.855
N
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2006-CB16
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB16 AJ
46629GAJ7
2311448.870000
PA
USD
1652685.940000
0.1315685
Long
ABS-MBS
CORP
US
N
2
2045-05-12
Fixed
5.623
Y
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2006-LDP9
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 LDP9 AJ
46629PAF5
10147292.460000
PA
USD
11866448.780000
0.9446747
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.411
N
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2007-LDPX
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LDPX AJ
46630JAG4
863718.540000
PA
USD
187858.780000
0.0149552
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
5.46373
N
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2007-LDPX
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LDPX AJFX 144A
46630JCU1
16537756.090000
PA
USD
3596978.490000
0.2863514
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
5.438
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR-2007-LD11
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LD11 AJ
46631BAK1
8104013.330000
PA
USD
3951641.700000
0.3145858
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
5.87613
Y
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C20
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 E 144A
46642CAN0
1846228.000000
PA
USD
1012785.940000
0.0806268
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
3.5
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C20
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 F 144A
46642CAR1
1490332.000000
PA
USD
587199.150000
0.0467463
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
3.5
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C20
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 G 144A
46642CAU4
1490332.000000
PA
USD
434806.450000
0.0346145
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
3.5
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C20
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 NR 144A
46642CAX8
5173108.000000
PA
USD
614659.900000
0.0489324
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
3.5
N
N
N
N
N
N
JP MORGAN CHASE COMML MTGE SEC 2004-C3
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2004 C3 H 144A
46625YFK4
115375.410000
PA
USD
115217.550000
0.0091723
Long
ABS-MBS
CORP
US
N
2
2042-01-15
Variable
5.57368
N
N
N
N
N
N
JP MORGAN CHASE COMML MTGE SEC 2005-LDP1
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2005 LDP1 H 144A
46625YHB2
7776694.280000
PA
USD
8175249.860000
0.6508225
Long
ABS-MBS
CORP
US
N
2
2046-03-15
Variable
5.92126
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2
46628LAG3
15065.560000
PA
USD
13691.540000
0.0010900
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.01983
Y
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-NC1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC1 M2
46626LJS0
6100000.000000
PA
USD
5053054.560000
0.4022680
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.132
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2007-CH1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH1 MF1
46630LAH7
600000.000000
PA
USD
660545.040000
0.0525853
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.88496
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2007-CH1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH1 MF2
46630LAJ3
1804163.830000
PA
USD
2088655.930000
0.1662756
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.88496
N
N
N
N
N
N
JP MORGAN RESECURITIZATION TRUST SERIES 2014-7
N/A
JP MORGAN REREMIC JPMRR 2014 7 1C 144A
46643WAB1
8811776.770000
PA
USD
2477834.620000
0.1972576
Long
ABS-O
CORP
US
N
2
2036-05-26
Variable
0
N
N
N
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
6150000.000000
PA
USD
5865562.500000
0.4669509
Long
LON
CORP
LU
N
2
2026-10-15
Floating
7.01563
N
N
N
N
N
N
KEYCORP STUDENT LOAN TRUST 1999-A
N/A
KEYCORP STUDENT LN TR SER 2004 A CL 1A1
000000000
100000.000000
PA
USD
12615924.310000
1.0043396
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KEYCORP STUDENT LOAN TRUST 1999-B
N/A
KEYCORP STUDENT LOAN TRUST 199 KSLT 1999 B
934GPPII6
100000.000000
PA
USD
17903841.540000
1.4253048
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KEYCORP STUDENT LOAN TRUST 2000-A
N/A
KSLT 2000 A CERT SUB KSLT 2000 A CERT SUB
934MAWII4
100000.000000
PA
USD
14533155.930000
1.1569683
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KEYCORP STUDENT LOAN TRUST 2000-B
N/A
KSLT 2000 B CERT SUB KSLT 2000 B CERT SUB
933FUCII2
100000.000000
PA
USD
6265600.040000
0.4987974
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KEYCORP STUDENT LOAN TRUST 2002-A
N/A
KSLT 2002 A R SUB KSLT 2002 A R SUB
933UTWII7
100000.000000
PA
USD
8179545.020000
0.6511644
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KEYCORP STUDENT LOAN TRUST 2003-A
N/A
KSLT 2003 A R SUB KSLT 2003 A R SUB
933RCTII9
100000.000000
PA
USD
16878433.280000
1.3436732
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KIK CUSTOM PRODUCTS INC
54930093YQIEW0FV8L89
KRONOS ACQUISITION HOLDI COMPANY GUAR 144A 08/23 9
50106GAA0
600000.000000
PA
USD
574749.000000
0.0457551
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
9
N
N
N
N
N
N
KRONOS INTERNATIONAL INC
529900NTVDLUSYY9F493
KRONOS INTERNATIONAL INC SR SECURED REGS 09/25 3.75
ACI0XKWD1
7606000.000000
PA
8702282.880000
0.6927790
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75
N
N
N
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7
N/A
LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2006 C7 AJ
50180CAG5
6958913.050000
PA
USD
4140553.260000
0.3296248
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Fixed
5.407
Y
N
N
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST 2008-C1
N/A
LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2008 C1 AJ
50180LAE0
4768301.350000
PA
USD
4845126.310000
0.3857151
Long
ABS-MBS
CORP
US
N
2
2041-04-15
Variable
6.27725
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
539439AU3
1910000.000000
PA
USD
2143220.550000
0.1706194
Long
DBT
CORP
GB
N
2
2025-09-27
Floating
7.5
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
ACI0808F5
200000.000000
PA
297813.480000
0.0237086
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
10084000.000000
PA
16897139.870000
1.3451624
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
LNR CDO LTD 2005-1A
N/A
LNR CDO LTD LNR 2005 1A A 144A
53944PAA0
3296927.310000
PA
USD
514858.060000
0.0409873
Long
ABS-CBDO
CORP
KY
N
2
2043-02-28
Floating
2.7585
Y
N
N
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
640000.000000
PA
USD
640400.000000
0.0509815
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 M5
542514LM4
15316887.320000
PA
USD
11557784.670000
0.9201023
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
2.917
Y
N
N
N
N
N
LONG BEACH MORTGAGE LOAD TR 2005-WL2
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4
542514NE0
1500000.000000
PA
USD
1416879.600000
0.1127962
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.707
Y
N
N
N
N
N
LONG BEACH MORTGAGE LOAD TR 2006-1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A3
542514RL0
167126.930000
PA
USD
149018.560000
0.0118632
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.982
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2005-2
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M7
542514KX1
4452294.370000
PA
USD
3533883.100000
0.2813285
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
3.667
Y
N
N
N
N
N
M360 LLC 2018-CRE1
N/A
M360 2018 CRE1, LLC M360 2018 CRE1 B 144A
55379LAC4
8350000.000000
PA
USD
8440315.350000
0.6719241
Long
ABS-O
CORP
KY
N
2
2028-07-24
Fixed
6.1211
N
N
N
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5
BJBQCWII7
2939000.000000
NS
4203361.030000
0.3346249
Long
EP
CORP
NL
N
2
N
N
N
MARLETTE FUNDING TRUST 2018-2A
N/A
MARLETTE FUNDING TRUST MFT 2018 2A CERT 144A
57109E109
10196.000000
PA
USD
1730755.480000
0.1377835
Long
ABS-O
CORP
US
N
3
2028-07-17
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-1A
N/A
MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A
57109X107
11845.000000
PA
USD
3063199.750000
0.2438579
Long
ABS-O
CORP
US
N
3
2029-04-16
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-2
N/A
MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A
57109H102
4409.000000
PA
USD
1228678.060000
0.0978137
Long
ABS-O
CORP
US
N
3
2029-07-16
Fixed
0
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-3 2005-3
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 3 B1
576433YZ3
1262896.060000
PA
USD
1033836.520000
0.0823026
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
4.41071
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-NC1
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M2
57643LNH5
8791168.070000
PA
USD
8511344.310000
0.6775786
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.407
Y
N
N
N
N
N
MASTR ASSET BACKED SECURIT TR 2003-OPT1
N/A
MASTR ASSET BACKED SECURITIES MABS 2003 OPT1 M4
57643LAN6
545254.370000
PA
USD
375439.090000
0.0298883
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Floating
7.642
Y
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC COMPANY GUAR 144A 12/27 5.875
577081BD3
44000.000000
PA
USD
46446.400000
0.0036975
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
7939236.360000
PA
USD
4670914.750000
0.3718463
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
4985999.000000
PA
USD
5104416.480000
0.4063569
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
200000.000000
PA
USD
205610.890000
0.0163685
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.375
N
N
N
N
N
N
MERCURY CDO LTD 2004-1A
N/A
MERCURY CDO LTD MRCY 2004 1A A2A 144A
58936RAC1
9400000.000000
PA
USD
7740900.000000
0.6162444
Long
ABS-CBDO
CORP
KY
N
2
2040-12-08
Floating
2.795
N
N
N
N
N
N
MESSER INDUSTRIES USA INC
529900HNC1EZT3TC1260
MESSER INDS GMBH TERM LOAN B 1
D6000EAB8
77240.530000
PA
USD
77747.380000
0.0061894
Long
LON
CORP
US
N
2
2026-03-01
Floating
4.4446
N
N
N
N
N
N
MLCC MORTGAGE INVESTORS INC 2004-C
N/A
MLCC MORTGAGE INVESTORS INC MLCC 2004 C B1
59020UDS1
955180.020000
PA
USD
917020.860000
0.0730030
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
2.527
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2003-NC8
N/A
MORGAN STANLEY CAPITAL INC MSAC 2003 NC8 B3
61746RDS7
1578772.120000
PA
USD
1437093.740000
0.1144054
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
7.417
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-HE1
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 M1
617451DS5
4000000.000000
PA
USD
3225711.200000
0.2567953
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.162
Y
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-NC5
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP
61749BAB9
277652.260000
PA
USD
177070.590000
0.0140964
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
1.862
N
N
N
N
N
N
MORGAN STANLEY CAPITAL 2006-T23
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2006 T23 E 144A
61749MAE9
260000.000000
PA
USD
244233.940000
0.0194432
Long
ABS-MBS
CORP
US
N
2
2041-08-12
Variable
6.18633
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I-2005-HQ7
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2005 HQ7 F
617451BX6
7500000.000000
PA
USD
6217428.750000
0.4949626
Long
ABS-MBS
CORP
US
N
2
2042-11-14
Variable
5.38462
N
N
N
N
N
N
MORGAN STANLEY CAPITAL INC 2005-HE7
N/A
MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M3
61744CWN2
3136189.000000
PA
USD
2637100.590000
0.2099366
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.497
N
N
N
N
N
N
MORGAN STANLEY HOME EQUITY LN 2005-2
N/A
MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M6
61744CQQ2
5569321.370000
PA
USD
4097668.850000
0.3262108
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.857
Y
N
N
N
N
N
MORGAN STANLEY RESECURITIZATION TRUST 2013-R9
N/A
MORGAN STANLEY REREMIC TRUST MSRR 2013 R9 3B2 144A
61763DAV2
7836987.780000
PA
USD
6533324.460000
0.5201107
Long
ABS-MBS
CORP
US
N
2
2046-06-26
Variable
4.03328
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
85359.270000
PA
USD
83299.010000
0.0066313
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
1145567.330000
PA
USD
1165828.060000
0.0928103
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
273307.000000
NS
USD
9770725.250000
0.7778365
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
0.0050127
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4
N
N
N
N
N
N
N-STAR REL CDO VIII LTD 2006-8A
N/A
N STAR REAL ESTATE CDO LTD NSTAR 2006 8A B 144A
62940FAD1
2900000.000000
PA
USD
2770036.500000
0.2205195
Long
ABS-CBDO
CORP
KY
N
2
2041-02-01
Floating
2.93988
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
709000.000000
PA
USD
712828.600000
0.0567475
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
1825770.000000
PA
USD
1813230.610000
0.1443493
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
791760.000000
PA
USD
778440.380000
0.0619708
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
5.73975
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 01/25 5.625
78442FDJ4
139000.000000
PA
USD
132050.470000
0.0105124
Long
DBT
CORP
US
N
2
2025-01-25
Fixed
5.625
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/21 6.15
78442FDV7
600000.000000
PA
USD
599608.760000
0.0477342
Long
DBT
CORP
US
N
2
2021-03-10
Fixed
6.15
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 09/23 7.25
63938CAE8
9526000.000000
PA
USD
10788385.520000
0.8588513
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625
62886HAP6
214000.000000
PA
USD
217477.500000
0.0173131
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
3000.000000
PA
USD
3201.970000
0.0002549
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
17716833.380000
PA
USD
14409685.240000
1.1471389
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
21684416.110000
PA
USD
17857116.670000
1.4215851
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 USD 1ST LIEN TERM LOAN
L8908YAB4
324000.000000
PA
USD
327500.500000
0.0260719
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
300000.000000
PA
376176.100000
0.0299470
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
300000.000000
PA
347025.920000
0.0276263
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
200000.000000
PA
USD
203495.000000
0.0162000
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
905000.000000
PA
1077315.690000
0.0857639
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
86000.000000
PA
USD
91747.380000
0.0073039
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LN TRUST 2005-D
N/A
NEW CENTURY HOME EQUITY LOAN T NCHET 2005 D M2
64352VPR6
7000000.000000
PA
USD
6319565.700000
0.5030936
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.262
Y
N
N
N
N
N
NOBLE HOLDING INTERNATIONAL LIMITED
549300GNEZBJHMST9U32
NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875
65504LAQ0
486000.000000
PA
USD
353733.890000
0.0281604
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.875
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2006-FM1
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2006 FM1 M1
65536HBY3
14062485.590000
PA
USD
7565206.620000
0.6022576
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.202
Y
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2014-3R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2014 3R 2A8 144A
65540LAX1
270596.300000
PA
USD
253871.850000
0.0202105
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Variable
5.12078
N
N
N
N
N
N
NOURYON (STARFRUIT US HOLDCO LLC)
549300K7VB5G6LULFT41
STARFRUIT FINCO B V TERM LOAN B
N8232NAB3
274633.060000
PA
USD
275317.990000
0.0219178
Long
LON
CORP
NL
N
2
2025-10-01
Floating
4.9601
N
N
N
N
N
N
NOVASEP HOLDING
969500DPO357UZZQSS89
NOVASEP HOLDING SAS SR UNSECURED 144A REGS 05/22 8
ACI0QR8Z2
2360000.000000
PA
2475143.130000
0.1970434
Long
DBT
CORP
FR
N
2
2022-05-31
Fixed
8
N
N
Y
N
N
N
NOVASTAR HOME EQUITY LOAN 2005-3
N/A
NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M4
66987XHA6
3786441.500000
PA
USD
3264954.980000
0.2599194
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.677
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/21 6.35
675757AB4
646034.520000
PA
USD
644684.310000
0.0513226
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/21 6.35
G67106AB3
57003.050000
PA
USD
56883.910000
0.0045285
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 144A 12/22 6.72
67576GAC1
1382265.330000
PA
USD
1361545.170000
0.1083911
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
549300L7LF2PIRAWID66
ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72
G6711KAC9
6984077.430000
PA
USD
6879386.110000
0.5476602
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
OPPENHEIMER HOLDINGS INC
N/A
OPPENHEIMER HOLDINGS INC SR SECURED 07/22 6.75
683797AD6
3451400.000000
PA
USD
3572199.000000
0.2843788
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
6.75
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
3485000.000000
PA
USD
3471908.600000
0.2763948
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
4640433.040000
PA
USD
4594028.710000
0.3657255
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
590000.000000
PA
USD
539844.100000
0.0429764
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
22000.000000
PA
USD
22937.200000
0.0018260
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
265000.000000
PA
USD
269747.480000
0.0214743
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
1116000.000000
PA
USD
1184706.540000
0.0943132
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
1659000.000000
PA
USD
1708935.900000
0.1360465
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
493000.000000
PA
USD
495402.140000
0.0394384
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
3661000.000000
PA
USD
3670244.030000
0.2921840
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
4833000.000000
PA
USD
5071508.550000
0.4037371
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
8276000.000000
PA
USD
8649247.600000
0.6885569
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
945000.000000
PA
USD
997858.580000
0.0794384
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
34000.000000
PA
USD
34626.790000
0.0027566
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
2656000.000000
PA
USD
2670342.400000
0.2125830
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
2617000.000000
PA
USD
2611543.560000
0.2079021
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
1753000.000000
PA
USD
1757364.970000
0.1399019
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
20000.000000
PA
USD
20368.700000
0.0016215
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
389000.000000
PA
USD
389851.130000
0.0310356
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
539000.000000
PA
USD
547308.690000
0.0435706
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
26000.000000
PA
USD
26089.310000
0.0020769
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
106000.000000
PA
USD
106572.400000
0.0084841
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
3249000.000000
PA
USD
3260858.850000
0.2595933
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
797000.000000
PA
USD
807293.260000
0.0642677
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
1763000.000000
PA
USD
1809834.100000
0.1440789
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
1400000.000000
PA
USD
1403535.000000
0.1117339
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
368000.000000
PA
USD
372024.080000
0.0296164
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
0.0003169
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
1642000.000000
PA
USD
1687836.430000
0.1343668
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
1277000.000000
PA
USD
1322138.760000
0.1052540
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
200000.000000
PA
USD
198500.000000
0.0158024
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
15700000.000000
PA
USD
8130386.300000
0.6472510
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
50810000.000000
PA
706607.010000
0.0562522
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
167000.000000
PA
USD
166586.680000
0.0132618
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.5
N
N
N
N
N
N
PARK PLACE SECURITIES INC 2004-WHQ2
N/A
PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M6
70069FEN3
6027591.090000
PA
USD
5043592.270000
0.4015147
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
3.742
N
N
N
N
N
N
PARK PLACE SECURITIES INC 2005-WCH1
N/A
PARK PLACE SECURITIES INC PPSI 2005 WCH1 M6
70069FFN2
1730000.000000
PA
USD
1513415.070000
0.1204813
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
3.262
Y
N
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375
P7807HAC9
440000.000000
PA
USD
36300.000000
0.0028898
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.375
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/24 6
P7807HAT2
650000.000000
PA
USD
53625.000000
0.0042690
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6
P7807HAR6
430000.000000
PA
USD
35475.000000
0.0028241
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6
Y
Y
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35
71654QCK6
1158000.000000
PA
USD
1155507.410000
0.0919887
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
5433000.000000
PA
USD
5783795.230000
0.4604415
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
10000.000000
PA
USD
10053.150000
0.0008003
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
130000.000000
PA
USD
138399.300000
0.0110178
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
390000.000000
PA
USD
416555.100000
0.0331615
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
190000.000000
PA
USD
208007.250000
0.0165592
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75
ACI0CBT55
4400000.000000
PA
4742472.940000
0.3775430
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC CONSENTING TERM LOAN
71677HAG0
124362.010000
PA
USD
123325.700000
0.0098178
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
8000.000000
PA
USD
8170.000000
0.0006504
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.875
N
N
N
N
N
N
PIPER JAFFRAY COMPANIES INC
QUQDBTUSOAKFEVMRMF78
PIPER JAFFRAY COS SR UNSECURED 144A 10/21 4.74
724078AD2
800000.000000
PA
USD
798999.760000
0.0636075
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
4.74
N
N
N
N
N
N
PIPER JAFFRAY COMPANIES INC
QUQDBTUSOAKFEVMRMF78
PIPER JAFFRAY COS SR UNSECURED 144A 10/23 5.2
724078AE0
2900000.000000
PA
USD
2896376.160000
0.2305773
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.2
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA HOLDING CORP TERM LOAN B
72814CAE8
8300000.000000
PA
USD
8403750.000000
0.6690131
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.7994
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
24000.000000
PA
USD
24411.840000
0.0019434
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
7.75
N
N
Y
N
N
N
PRESS GANEY (EMERALD TOPCO INC)
549300KISPZJ80F65D65
EMERALD TOPCO INC TERM LOAN
29102TAB8
179550.000000
PA
USD
180874.180000
0.0143992
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
40000000.000000
PA
44755828.350000
3.5629615
Long
LON
CORP
US
Y
3
2026-10-01
Floating
2.325
N
N
N
N
N
N
PROJECT OMNI
N/A
PROJECT OMNI SENIOR TERM LOAN
965HDEII4
40000000.000000
PA
44823130.350000
3.5683193
Long
LON
CORP
US
Y
3
2026-09-03
Floating
3
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
ACI11ZNP4
23300000.000000
PA
213405.650000
0.0169890
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
44.0625
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
93337000.000000
PA
854877.410000
0.0680558
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
63729.000000
NS
USD
955935.000000
0.0761009
Long
EC
CORP
US
Y
3
N
N
N
PUTNAM STRUCTURED PRODUCT FUNDING 2003-1A LTD
N/A
PUTNAM STRUCTURED PRODUCT FUND PTNM 2003 1A B 144A
74686PAJ9
4200000.000000
PA
USD
3328500.000000
0.2649782
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Floating
3.13975
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2009-7
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2009 7 12A4 144A
75524MCB4
2800601.500000
PA
USD
1194562.680000
0.0950978
Long
ABS-MBS
CORP
US
N
2
2037-10-26
Floating
2.408
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
11000.000000
PA
USD
11224.570000
0.0008936
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
798930.000000
PA
USD
806794.670000
0.0642280
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
200000.000000
PA
245035.360000
0.0195070
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.5
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QS1
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1
74922KAA3
249264.630000
PA
USD
235817.250000
0.0187731
Long
ABS-MBS
CORP
US
N
2
2037-01-25
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
2526358.120000
PA
USD
2836910.690000
0.2258433
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
1545808.160000
PA
USD
1735826.630000
0.1381872
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
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
2475000.000000
PA
USD
2865697.310000
0.2281350
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2
U76673AC3
4200000.000000
PA
USD
4863001.500000
0.3871381
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
AA BOND CO LIMITED
2138002EPF6QVRZBMC58
AA BOND CO LTD SR SECURED REGS 07/43 2.875
ACI0R61Q4
8893000.000000
PA
11712215.700000
0.9323964
Long
DBT
CORP
JE
N
2
2043-07-31
Fixed
2.875
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR
780099CK1
6325000.000000
PA
USD
7292883.130000
0.5805783
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
5871000.000000
PA
8495100.480000
0.6762855
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
6830000.000000
PA
9983268.900000
0.7947569
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
N
N
N
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED 144A 05/25 3.625
ACI1C5ZQ3
300000.000000
PA
353394.710000
0.0281334
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 144A 05/27 6
44963BAE8
682000.000000
PA
USD
724862.000000
0.0577055
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
503000.000000
PA
USD
542157.290000
0.0431605
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 05/27 3.875
ACI1C6196
200000.000000
PA
238080.820000
0.0189533
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
400000.000000
PA
460457.830000
0.0366565
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
3880000.000000
PA
4466440.980000
0.3555684
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
12000.000000
PA
USD
12296.700000
0.0009789
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
30000.000000
PA
USD
30450.000000
0.0024241
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4
N
N
N
N
N
N
SEC ASSET BACKED REC LLC 2005-FR1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR1 M2
81375WDT0
1353477.480000
PA
USD
1210920.980000
0.0964001
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
2.767
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR3
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR3 M2
81375WEV4
3705584.630000
PA
USD
2826638.850000
0.2250256
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.767
Y
N
N
N
N
N
SELECT MEDICAL CORPORATION
N/A
SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25
816196AT6
68000.000000
PA
USD
73736.140000
0.0058701
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25
N
N
N
N
N
N
ACACIA CDO LTD 5A
N/A
ACACIA CDO LTD ACCDO 5A A 144A
00388EAA9
2204891.100000
PA
USD
2200679.760000
0.1751937
Long
ABS-CBDO
CORP
KY
N
2
2039-11-08
Floating
2.567
N
N
N
N
N
N
ACACIA CDO LTD 5A
N/A
ACACIA CDO LTD ACCDO 5A B 144A
00388EAB7
29250000.000000
PA
USD
15486441.750000
1.2328583
Long
ABS-CBDO
CORP
KY
N
2
2039-11-08
Floating
3.037
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375
81728UAA2
52000.000000
PA
USD
53141.140000
0.0042305
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
17386937.460000
PA
USD
17419398.870000
1.3867389
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
15010625.000000
PA
USD
14804228.910000
1.1785481
Long
LON
CORP
US
N
2
2022-04-28
Floating
10.9355
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 11
N/A
SEQUOIA MORTGAGE TRUST SEMT 11 B1
81744AAB4
444517.320000
PA
USD
412860.000000
0.0328673
Long
ABS-MBS
CORP
US
N
2
2032-12-20
Floating
3.21963
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2003-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2B1
81743PBY1
111391.720000
PA
USD
106202.730000
0.0084547
Long
ABS-MBS
CORP
US
N
2
2033-07-20
Floating
2.41463
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B1
81744FHX8
205735.400000
PA
USD
193540.290000
0.0154075
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
2.21463
Y
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B2
81744FHY6
264592.670000
PA
USD
242018.150000
0.0192668
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
2.39463
Y
N
N
N
N
N
ACCREDITED MORTGAGE LOAN TRUST 2004-3
N/A
ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 1M3
004375BG5
1863045.740000
PA
USD
1710981.340000
0.1362093
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
6
N
N
N
N
N
N
SG MORTGAGE SECURITIES TRUST 2006-FRE1
N/A
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B
81879MAV1
5689265.030000
PA
USD
3750556.370000
0.2985776
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.972
N
N
N
N
N
N
SIERRA MADRE FUNDING LTD 2004-1A
N/A
SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A
82639RAB3
19786079.890000
PA
USD
18197257.670000
1.4486633
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
2.09013
N
N
N
N
N
N
SIERRA MADRE FUNDING LTD 2004-1A
N/A
SIERRA MADRE FUNDING LTD MADRE 2004 1A A2 144A
82639RAC1
16000000.000000
PA
USD
3000000.000000
0.2388266
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
2.35013
N
N
N
N
N
N
SIERRA MADRE FUNDING LTD 2004-1A
N/A
SIERRA MADRE FUNDING LTD MADRE 2004 1A B 144A
82639RAD9
8500000.000000
PA
USD
1596300.000000
0.1270797
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
2.59013
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC SR UNSECURED 144A 02/28 4.125
827048AV1
100000.000000
PA
USD
100280.000000
0.0079832
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.125
N
N
N
N
N
N
ACCREDITED MORTGAGE LOAN TRUST 2007-1
N/A
ACCREDITED MORTGAGE LOAN TRUST ACCR 2007 1 M3
00438QAG9
5235000.000000
PA
USD
3881291.820000
0.3089853
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.082
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED REGS 07/22 4.375
ACI0W9828
3000000.000000
PA
3441046.820000
0.2739379
Long
DBT
CORP
NL
N
2
2022-07-01
Fixed
4.375
N
N
N
N
N
N
ACE SECURITIES CORP 2005-HE5
N/A
ACE SECURITIES CORP. ACE 2005 HE5 M5
004421RJ4
3679443.000000
PA
USD
2063850.720000
0.1643008
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.752
Y
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2014-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2014 A R 144A
784456105
15318.000000
PA
USD
3170483.930000
0.2523987
Long
ABS-O
CORP
US
N
3
2045-09-15
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A
78448P100
15401.000000
PA
USD
12297773.250000
0.9790120
Long
ABS-O
CORP
US
N
3
2048-10-15
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A
78448R106
9980.000000
PA
USD
7575046.140000
0.6030410
Long
ABS-O
CORP
US
N
3
2046-09-18
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBU2
200000.000000
PA
USD
220930.000000
0.0175880
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
700000.000000
PA
USD
765250.500000
0.0609207
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC 2017-4
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 4 R1 144A
83405J105
62000.000000
PA
USD
2313626.710000
0.1841852
Long
ABS-O
CORP
US
N
3
2026-05-26
Fixed
0
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC 2017-6
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 6 R1 144A
83405Q109
60000.000000
PA
USD
2993400.000000
0.2383012
Long
ABS-O
CORP
US
N
3
2026-11-25
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
28500.000000
PA
USD
1148788.670000
0.0914538
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
4400000.000000
PA
USD
2198372.000000
0.1750099
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
0
N
N
N
N
N
N
ACE SECURITIES CORP 2006-NC1
N/A
ACE SECURITIES CORP. ACE 2006 NC1 M2
004421UV3
2755798.510000
PA
USD
2242050.150000
0.1784871
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.437
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2019 TERM LOAN
83600VAD3
268000.000000
PA
USD
269228.240000
0.0214330
Long
LON
CORP
US
N
2
2026-12-11
Floating
6.289
N
N
N
N
N
N
ACE SECURITIES CORP 2006-OP1
N/A
ACE SECURITIES CORP. ACE 2006 OP1 M1
00442PAG5
7513738.670000
PA
USD
6094196.580000
0.4851522
Long
ABS-MBS
CORP
US
N
2
2036-04-25
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
2200000.000000
PA
USD
2205500.000000
0.1755774
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
1800000.000000
PA
USD
1756593.000000
0.1398404
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75
N
N
N
N
N
N
SOUTH COAST FUNDING 5A
N/A
SOUTH COAST FUNDING SCF 5A B 144A
84129VAG6
30321645.870000
PA
USD
16427024.540000
1.3077371
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
3.28925
N
N
N
N
N
N
SOUTH COAST FUNDING 5A
N/A
SOUTH COAST FUNDING SCF 5A C1 144A
84129VAJ0
29722264.580000
PA
USD
2972.230000
0.0002366
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
5.48925
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST REF MORT 02/38 5.95
842400FH1
100000.000000
PA
USD
126750.670000
0.0100905
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95
N
N
N
N
N
N
SPIRIT ISSUER PLC
21380028T2HX6FEHJG11
SPIRIT ISSUER PLC SR SECURED REGS 12/31 VAR
B049C9II5
60000.000000
PA
78780.960000
0.0062717
Long
DBT
CORP
GB
N
2
2031-12-28
Floating
3.49238
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
625000.000000
PA
USD
712493.750000
0.0567208
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
100000.000000
PA
USD
104565.000000
0.0083243
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-1
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1
007036AT3
4336711.280000
PA
USD
4056990.800000
0.3229725
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
2.942
Y
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 7M2
007036CD6
1808532.120000
PA
USD
1661103.290000
0.1322386
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
3.592
N
N
N
N
N
N
SPRINT CORP (SPRINT COMMUNICATIONS INC)
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS SR UNSECURED 11/22 6
852061AS9
94000.000000
PA
USD
98749.820000
0.0078614
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 02/25 7.625
85207UAJ4
2112000.000000
PA
USD
2322883.200000
0.1849221
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.625
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 03/26 7.625
85207UAK1
3828000.000000
PA
USD
4228600.200000
0.3366341
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 06/24 7.125
85207UAH8
300000.000000
PA
USD
324250.500000
0.0258132
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 09/21 7.25
85207UAE5
490000.000000
PA
USD
519066.800000
0.0413223
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
2328000.000000
PA
USD
2573406.120000
0.2048660
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-11
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 5A1
007036UQ7
57864.600000
PA
USD
39579.150000
0.0031509
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.332
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC SR SECURED 144A 04/26 7.5
855030AN2
18000.000000
PA
USD
18708.730000
0.0014894
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-7
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 7M1
007036NH5
2555031.020000
PA
USD
2380356.070000
0.1894975
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.792
N
N
N
N
N
N
STEARNS HOLDINGS LLC
549300B7MV13XJXKBZ36
ESC CB144A STEARNS HLD 08/20 9.375
858ESCAA4
3898000.000000
PA
USD
0.040000
0.0000000
Long
DBT
CORP
US
N
3
2020-08-15
Fixed
0
Y
Y
N
N
N
N
STEARNS HOLDINGS LLC / STEARNS CO-ISSUER INC
N/A
STEARNS HLD/CO ISSUER COMPANY GUAR 144A 11/24 5
85801HAA2
101224.000000
PA
USD
67820.080000
0.0053991
Long
DBT
CORP
US
N
2
2024-11-05
Fixed
5
Y
Y
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-8
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 7M1
007036QX7
460928.730000
PA
USD
400780.340000
0.0319057
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.812
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTG LN 2004-18
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 M
863579GC6
2226885.920000
PA
USD
1611406.940000
0.1282823
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
2.322
N
N
N
N
N
N
STRUCTURED ARM LOAN TRUST 2005-19XS
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS M1II
863579ZA9
5181277.320000
PA
USD
4530362.780000
0.3606571
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.442
N
N
N
N
N
N
ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)
549300WZSXRSISJ4VI31
ADVANZ PHARMA CORP 2018 USD TERM LOAN B
964AWKII5
6486940.490000
PA
USD
6077452.370000
0.4838192
Long
LON
CORP
CA
N
2
2024-09-06
Floating
7.4466
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2007-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3
86363NAC3
3091161.610000
PA
USD
3243615.230000
0.2582206
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
2.002
Y
N
N
N
N
N
AEGIS ASSET BACKED SEC TR 2004-3
N/A
AEGIS ASSET BACKED SECURITIES AABST 2004 3 B2
00764MCK1
638439.050000
PA
USD
589816.360000
0.0469546
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
4.942
N
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2005-WF1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M6
86359BW49
414275.610000
PA
USD
402067.980000
0.0320082
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
2.992
N
N
N
N
N
N
AEGIS ASSET BACKED SEC TR 2004-6
N/A
AEGIS ASSET BACKED SECURITIES AABST 2004 6 B1
00764MEA1
3100000.000000
PA
USD
546698.020000
0.0435220
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
3.492
Y
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2007-MN1A
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A4 144A
863613AD7
7800000.000000
PA
USD
4728354.540000
0.3764190
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
2.032
N
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2007-OSI
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 OSI A4
863619AD4
3300000.000000
PA
USD
2385827.070000
0.1899330
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
1.992
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO-2007-BC1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 BC1 M1
86362PAG0
9659255.330000
PA
USD
8019703.960000
0.6384397
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.022
Y
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION 2006-AM1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2006 AM1 M1
86359XAF0
4988669.870000
PA
USD
4449739.370000
0.3542388
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.102
N
N
N
N
N
N
SUMMER STREET LTD 2005-1A
N/A
SUMMER STREET LTD SMSTR 2005 1A A1 144A
86565MAA5
39866018.990000
PA
USD
15248752.260000
1.2139361
Long
ABS-CBDO
CORP
KY
N
2
2045-12-06
Floating
2.13713
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
12741011.410000
PA
USD
11870379.880000
0.9449877
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
46000.000000
PA
USD
47050.990000
0.0037457
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
TBW MTGE BACKED PASS THRU CERT 2006-4
N/A
TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A5
872224AF7
5000000.000000
PA
USD
2555159.000000
0.2034134
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.33
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
29000.000000
PA
USD
29374.540000
0.0023385
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
24000.000000
PA
USD
25064.400000
0.0019953
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
63000.000000
PA
USD
64260.000000
0.0051157
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
26000.000000
PA
USD
27140.100000
0.0021606
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.625
N
N
N
N
N
N
TERWIN MORTGAGE TRUST 2005-12AL
N/A
TERWIN MORTGAGE TRUST TMTS 2005 12AL M1
881561WE0
453940.900000
PA
USD
378463.740000
0.0301291
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
4.49803
Y
N
N
N
N
N
TESCO PROPERTY FIN 4 PLC
213800UCE6O94DGHWT77
TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006
B3LSHBII8
458066.470000
PA
797087.810000
0.0634553
Long
DBT
CORP
GB
N
2
2040-10-13
Fixed
5.8006
N
N
N
N
N
N
TESCO PROPERTY FINANCE 3 PLC
213800HCQGDQGFP75D78
TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744
989XYDII0
109182.180000
PA
188257.780000
0.0149870
Long
DBT
CORP
GB
N
2
2040-04-13
Fixed
5.744
N
N
N
N
N
N
TESCO PROPERTY FINANCE 5 PLC
213800BN1HYPUZMXAF92
TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611
ACI01EQ39
98127.860000
PA
169397.120000
0.0134855
Long
DBT
CORP
GB
N
2
2041-10-13
Fixed
5.6611
N
N
N
N
N
N
TESCO PROPERTY FINANCE 6 PLC
213800FORYFOB97FHO66
TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111
B9JST3II3
95433.750000
PA
160741.910000
0.0127965
Long
DBT
CORP
GB
N
2
2044-07-13
Fixed
5.4111
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE COMPANY BV
549300Q840R30TDKVK53
TEVA PHARMACEUT FIN BV COMPANY GUAR 12/22 2.95
88165FAG7
700000.000000
PA
USD
669746.000000
0.0533177
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95
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
300000.000000
PA
341254.780000
0.0271669
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
0.0189310
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 03/23 1.25
BWK1Q1II6
400000.000000
PA
419145.620000
0.0333677
Long
DBT
CORP
NL
N
2
2023-03-31
Fixed
1.25
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
787709.070000
PA
882350.370000
0.0702429
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
421000.000000
PA
USD
408483.670000
0.0325189
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 07/23 2.8
88167AAD3
4580000.000000
PA
USD
4257499.300000
0.3389348
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.8
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
0.0163880
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
170000.000000
PA
USD
171492.600000
0.0136523
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
8.25
N
N
N
N
N
N
THORNBURG MORTGAGE SEC TRUST 2005-1
N/A
THORNBURG MORTGAGE SECURITIES TMST 2005 1 B2
885220HG1
1935.750000
PA
USD
0.020000
0.0000000
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
4.40637
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 FIXED 7.467
88880LAA1
70000.000000
PA
USD
72795.100000
0.0057951
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
7.467
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
1200000.000000
PA
USD
52488.000000
0.0041785
Long
DBT
MUN
US
N
2
2047-06-01
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
2330538.420000
PA
USD
2420747.360000
0.1927130
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
21868778.210000
PA
USD
24184911.440000
1.9253338
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
3702000.000000
PA
5392730.950000
0.4293093
Long
DBT
CORP
GB
N
2
2024-01-26
Fixed
5.25
N
N
N
N
N
N
TP ICAP PLC
5493009UWRK48KKUD358
TP ICAP PLC SR UNSECURED REGS 05/26 5.25
ACI1C5XB8
100000.000000
PA
143239.040000
0.0114031
Long
DBT
CORP
GB
N
2
2026-05-29
Fixed
5.25
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 144A 11/27 5.5
893647BJ5
206000.000000
PA
USD
208694.480000
0.0166139
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
190000.000000
PA
USD
188066.280000
0.0149717
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
346000.000000
PA
USD
339941.540000
0.0270624
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
122820.010000
PA
USD
126196.330000
0.0100463
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
148000.000000
PA
USD
157223.730000
0.0125164
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
100000.000000
PA
USD
101999.000000
0.0081200
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
97000.000000
PA
USD
96787.760000
0.0077052
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
137000.000000
PA
USD
144306.900000
0.0114881
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 COMPANY GUAR 144A 08/27 8.5
89686QAB2
200000.000000
PA
USD
222870.000000
0.0177424
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.5
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FIN SR SECURED 144A 08/26 5.5
89686QAA4
200000.000000
PA
USD
211124.800000
0.0168074
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.5
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 02/26 5.2
933RXJII8
700000.000000
PA
852392.460000
0.0678580
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
2200000.000000
PA
2615426.470000
0.2082112
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
2400000.000000
PA
USD
2657140.800000
0.2115320
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
100000.000000
PA
112014.370000
0.0089173
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
5300000.000000
PA
USD
5402369.500000
0.4300766
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
47000.000000
PA
USD
47093.060000
0.0037490
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.875
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/26 7.75
X5S005UL3
1400000.000000
PA
USD
1534205.400000
0.1221364
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO SECURED REGS 03/24 7.395
565675II8
1181000.000000
PA
1793659.190000
0.1427912
Long
DBT
CORP
GB
N
2
2024-03-28
Fixed
7.395
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/20 0.00000
912796TB5
292000.000000
PA
USD
291841.870000
0.0232332
Long
DBT
UST
US
N
2
2020-01-16
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/20 0.00000
912796TC3
270000.000000
PA
USD
269769.260000
0.0214760
Long
DBT
UST
US
N
2
2020-01-23
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/20 0.00000
912796SH3
871000.000000
PA
USD
867945.910000
0.0690962
Long
DBT
UST
US
N
2
2020-03-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/49 3
912810SF6
-150000.000000
PA
USD
-169075.320000
-0.0134599
Short
DBT
UST
US
N
2
2049-02-15
Fixed
3
N
N
N
N
N
N
ALKALI EUROPE III SARL
N/A
ALKALI EUROPE ALKL III DMD A
ACI1DS1R7
50000000.000000
PA
56028912.940000
4.4603992
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
15332215.140000
PA
USD
15165201.320000
1.2072847
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
854000.000000
PA
USD
846527.500000
0.0673911
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
113000.000000
PA
USD
116146.770000
0.0092463
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
170572.500000
PA
USD
169591.710000
0.0135010
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
32000.000000
PA
USD
18159.200000
0.0014456
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
257000.000000
PA
USD
116532.800000
0.0092770
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
781000.000000
PA
USD
1017982.740000
0.0810405
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
275000.000000
PA
USD
359132.130000
0.0285901
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
65000.000000
PA
USD
7800.000000
0.0006209
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
650000.000000
PA
USD
78000.000000
0.0062095
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
85000.000000
PA
USD
10200.000000
0.0008120
Long
DBT
NUSS
VE
N
2
2020-12-09
Fixed
6
Y
Y
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR SECURED 144A 04/27 5.625
92552VAL4
18000.000000
PA
USD
19293.300000
0.0015359
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.625
N
N
N
N
N
N
VMC FINANCE LLC 2018-FL1
N/A
VMC FINANCE LLC VMC 2018 FL1 D 144A
91832DAJ3
13747000.000000
PA
USD
13812274.190000
1.0995797
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
5.13738
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
14200000.000000
PA
USD
14589364.000000
1.1614430
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
8.5
N
N
N
N
N
N
WACHOVIA BANK COMM MTGE TRUST 2006-C28
N/A
WACHOVIA BANK COMMERCIAL MORTG WBCMT 2006 C28 D
92978MAM8
1884942.300000
PA
USD
1850813.350000
0.1473412
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
5.72
Y
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
88000.000000
PA
USD
122315.600000
0.0097374
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 B1
92922FM39
634556.080000
PA
USD
401072.380000
0.0319289
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
4.36801
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 B1
92922FJ74
10220777.450000
PA
USD
7619587.540000
0.6065868
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Floating
2.692
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR8
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 B1
92922FS74
19279810.890000
PA
USD
16175992.690000
1.2877527
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
2.797
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A1B
93363DAC1
12219837.560000
PA
USD
10604849.160000
0.8442402
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
2.627
N
N
N
N
N
N
WASHINGTON MUTUAL 2007-OA4
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A1B
93364CAB4
3612365.820000
PA
USD
1384664.610000
0.1102316
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
3.00948
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
2000.000000
PA
USD
2745.360000
0.0002186
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
WELLS FARGO HOME EQUITY TRUST 2005-3
N/A
WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M9 144A
9497ENAJ2
250000.000000
PA
USD
239759.000000
0.0190869
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
4.342
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR14
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2005 AR14 B1
94982DAH9
1566588.320000
PA
USD
1156185.100000
0.0920426
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
4.84877
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 05/26 7.5
02154CAE3
6650000.000000
PA
USD
7161052.500000
0.5700834
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
5923232.040000
PA
USD
4738585.630000
0.3772335
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
1421870.820000
PA
USD
1436089.530000
0.1143255
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
7900000.000000
PA
USD
7934135.900000
0.6316277
Long
LON
CORP
US
Y
3
2022-11-09
Floating
7.2051
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN HYATT PLACE TERM LOAN
935WWLII1
35000000.000000
PA
USD
34821220.000000
2.7720784
Long
LON
CORP
US
N
3
2026-06-03
Floating
5.75
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0CMA3 CORNWALLIS MANOR APT
935LAVII7
216287.060000
PA
USD
216557.420000
0.0172399
Long
LON
CORP
US
N
3
2022-01-01
Fixed
7.46
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
1200000.000000
PA
1519342.590000
0.1209532
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
5.875
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0EDS0 ECKERD DRUGS SARAS 01/20 FIXED 7.85
936KUEII4
81246.770000
PA
USD
81348.330000
0.0064760
Long
LON
CORP
US
N
3
2020-01-01
Fixed
7.85
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0PFC8 PLAINFIELD COMMONS
935JXPII0
3034681.000000
PA
USD
3045766.690000
0.2424701
Long
LON
CORP
US
N
3
2022-03-01
Fixed
7.33
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0PTS8 555 POST STREET
935EYNII5
1261098.250000
PA
USD
1271007.960000
0.1011835
Long
LON
CORP
US
N
3
2021-11-01
Fixed
7
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0SP07 STILLWATER PLACE CDH 06/24 FIXED 5.428
936LVRII2
1454189.140000
PA
USD
1500705.740000
0.1194695
Long
LON
CORP
US
N
3
2024-06-01
Fixed
5.4279
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0SPB3 STILLWATER PLACE B 06/24 FIXED
936LVLII5
746002.240000
PA
USD
770089.910000
0.0613060
Long
LON
CORP
US
N
3
2024-06-01
Fixed
5.4279
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0WAL8 WALGREENS ROY UT 06/24 FIXED 5.318
936KVWII3
1230468.280000
PA
USD
1259726.350000
0.1002854
Long
LON
CORP
US
N
3
2024-06-01
Fixed
5.3179
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0WTB0 WESTRIDGE BUSINESS
935ILRII1
836001.110000
PA
USD
849769.210000
0.0676492
Long
LON
CORP
US
N
3
2022-01-01
Fixed
7.42
N
N
N
N
N
N
WHLN-2018-TOCU4
N/A
WHLN92622 WHLN RTL PFLX
964EJZII9
66660135.830000
PA
USD
66693465.900000
5.3093923
Long
LON
CORP
US
Y
3
2020-12-01
Fixed
8
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B6 TERM LOANS
97381HAR8
8578841.000000
PA
USD
8232109.980000
0.6553491
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
12190000.000000
PA
USD
11576696.720000
0.9216079
Long
LON
CORP
US
N
2
2024-02-17
Floating
9
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9
98310WAL2
90000.000000
PA
USD
91068.750000
0.0072499
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
12000.000000
PA
USD
12739.980000
0.0010142
Long
DBT
CORP
US
N
2
2024-04-01
Variable
5.4
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625
98310WAQ1
87000.000000
PA
USD
87380.630000
0.0069563
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
0.0162881
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-7079000.000000
PA
USD
-7122907.500000
-0.5670467
Short
RA
US
N
2
Reverse repurchase
N
2.4810000
2020-01-02
7680000.000000
USD
7851262.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-6714000.000000
PA
USD
-6753327.630000
-0.5376249
Short
RA
US
N
2
Reverse repurchase
N
2.4520000
2020-01-07
7230000.000000
USD
7729291.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-5819000.000000
PA
USD
-5836979.100000
-0.4646754
Short
RA
US
N
2
Reverse repurchase
N
2.2700000
2020-01-14
5940000.000000
USD
6551483.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3795000.000000
PA
USD
-3810620.220000
-0.3033592
Short
RA
US
N
2
Reverse repurchase
N
2.3520000
2020-01-29
4300000.000000
USD
4242631.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-15695000.000000
PA
USD
-15751604.900000
-1.2539677
Short
RA
US
N
2
Reverse repurchase
N
2.3185000
2020-02-05
17251725.360000
USD
18122032.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-8619000.000000
PA
USD
-8644081.290000
-0.6881457
Short
RA
US
N
2
Reverse repurchase
N
2.3280000
2020-02-18
9444407.500000
USD
10056962.330000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-998000.000000
PA
USD
-1002890.200000
-0.0798390
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-22
1600000.000000
USD
963716.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-808000.000000
PA
USD
-811991.520000
-0.0646417
Short
RA
US
N
2
Reverse repurchase
N
2.4700000
2020-01-22
1070000.000000
USD
994655.950000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-10689000.000000
PA
USD
-10736031.600000
-0.8546835
Short
RA
US
N
2
Reverse repurchase
N
2.8800000
2020-02-07
15727438.120000
USD
14176852.640000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-3799999.990000
PA
USD
-3811052.710000
-0.3033936
Short
RA
US
N
2
Reverse repurchase
N
2.8300000
2020-02-26
7270800.000000
USD
4632414.270000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-10943000.000000
PA
USD
-10986192.620000
-0.8745985
Short
RA
US
N
2
Reverse repurchase
N
2.8418800
2020-01-13
17905525.410000
USD
14000611.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-18625000.000000
PA
USD
-18654941.040000
-1.4850990
Short
RA
US
N
2
Reverse repurchase
N
2.8936300
2020-03-12
51093740.450000
USD
28191362.810000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1974000.000000
PA
USD
-1980851.430000
-0.1576934
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-13
2189872.000000
USD
2167028.350000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-3288000.000000
PA
USD
-3298448.530000
-0.2625858
Short
RA
US
N
2
Reverse repurchase
N
2.6000000
2020-01-21
828452.500000
USD
913980.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-3182000.000000
PA
USD
-3193402.160000
-0.2542232
Short
RA
US
N
2
Reverse repurchase
N
2.5800000
2020-01-13
3410000.000000
USD
3762531.150000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2168000.000000
PA
USD
-2173570.550000
-0.1730355
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-21
2151000.000000
USD
2440719.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-1291999.990000
PA
USD
-1295896.400000
-0.1031649
Short
RA
US
N
2
Reverse repurchase
N
2.6480000
2020-02-20
284382742.820000
USD
1462864.830000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-10716000.000000
PA
USD
-10738161.610000
-0.8548530
Short
RA
US
N
2
Reverse repurchase
N
3.1021300
2020-03-09
17220777.430000
USD
14805061.690000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO UBS AG FR
000000000
-283356.000000
PA
-317702.410000
-0.0252919
Short
RA
FR
N
2
Reverse repurchase
N
-0.2000000
2020-01-15
300000.000000
EUR
335362.500000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-312000.000000
PA
-349856.520000
-0.0278517
Short
RA
LU
N
2
Reverse repurchase
N
-0.1500000
2020-01-15
400000.000000
EUR
410500.000000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-2244850.000000
PA
-2517798.510000
-0.2004391
Short
RA
LU
N
2
Reverse repurchase
N
-0.1500000
2020-02-10
2500000.000000
EUR
2666397.500000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-1770188.800000
PA
-1985898.540000
-0.1580952
Short
RA
LU
N
2
Reverse repurchase
N
0.1000000
2020-02-12
2360000.000000
EUR
2206600.000000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-2675919.000000
PA
-3001990.070000
-0.2389851
Short
RA
LU
N
2
Reverse repurchase
N
0.1000000
2020-02-13
2900000.000000
EUR
3091574.440000
EUR
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-382000.000000
PA
USD
-382766.550000
-0.0304716
Short
RA
US
N
2
Reverse repurchase
N
2.5800000
2020-01-13
400000.000000
USD
447786.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-8422000.000000
PA
USD
-8462133.180000
-0.6736610
Short
RA
US
N
2
Reverse repurchase
N
3.4310000
2021-02-12
23834771.290000
USD
14719849.180000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-2258000.000000
PA
USD
-2262763.750000
-0.1801361
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-07
2400000.000000
USD
2657140.800000
USD
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1342000.000000
PA
USD
-1346264.580000
-0.1071746
Short
RA
US
N
2
Reverse repurchase
N
2.6000000
2020-01-21
1400000.000000
USD
1534205.400000
USD
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-626000.000000
PA
USD
-629708.700000
-0.0501304
Short
RA
US
N
2
Reverse repurchase
N
2.4800000
2020-01-08
635189.500000
USD
688810.170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5875000.000000
PA
USD
-5895374.830000
-0.4693242
Short
RA
US
N
2
Reverse repurchase
N
2.2700000
2020-01-09
6356456.500000
USD
6545847.840000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-197000.000000
PA
USD
-197683.210000
-0.0157373
Short
RA
US
N
2
Reverse repurchase
N
2.2700000
2020-01-09
200000.000000
USD
217990.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-8579000.000000
PA
USD
-8611062.040000
-0.6855170
Short
RA
US
N
2
Reverse repurchase
N
2.7457500
2020-01-16
13640779.270000
USD
11218449.200000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5079000.000000
PA
USD
-5105002.720000
-0.4064036
Short
RA
US
N
2
Reverse repurchase
N
2.8355000
2020-01-31
7704180.160000
USD
6776582.680000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2917000.000000
PA
USD
-2926178.830000
-0.2329498
Short
RA
US
N
2
Reverse repurchase
N
2.3600000
2020-02-13
3150000.000000
USD
3284302.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-21208170.000000
PA
USD
-21270468.980000
-1.6933183
Short
RA
US
N
2
Reverse repurchase
N
2.3500000
2020-02-18
23022000.000000
USD
23762307.730000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-8676000.000000
PA
USD
-8699685.480000
-0.6925722
Short
RA
US
N
2
Reverse repurchase
N
2.3400000
2020-02-19
9100000.000000
USD
9349522.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1984000.000000
PA
USD
-1989263.320000
-0.1583630
Short
RA
US
N
2
Reverse repurchase
N
2.3400000
2020-02-20
2272000.000000
USD
2231365.730000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3114000.000000
PA
USD
-3122778.770000
-0.2486009
Short
RA
US
N
2
Reverse repurchase
N
2.8191300
2020-02-25
4512582.000000
USD
4221517.750000
USD
PLCMO
N
N
N
N/A
N/A
FIRST BOSTON REVERSE REPO EUR 05/40 VAR
000000000
-111888000.000000
PA
-126005145.950000
-10.0311289
Short
RA
LU
N
2
Reverse repurchase
N
1.5000000
2020-03-27
140000000.000000
EUR
139910000.000000
EUR
ABS
N
N
N
N/A
N/A
FIRST BOSTON REVERSE REPO EUR 05/40 VAR
000000000
-31920000.000000
PA
-35932867.880000
-2.8605755
Short
RA
LU
N
2
Reverse repurchase
N
1.5000000
2020-04-07
40000000.000000
EUR
39900000.000000
EUR
ABS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1095697.000000
PA
-1228958.640000
-0.0978360
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2020-01-07
1200000.000000
EUR
1354500.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-160627.990000
PA
-180062.140000
-0.0143345
Short
RA
LU
N
2
Reverse repurchase
N
-0.3000000
2020-01-16
200000.000000
EUR
202820.000000
EUR
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-767940.260000
PA
-860949.090000
-0.0685392
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2020-01-17
905000.000000
EUR
960431.250000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-3496465.550000
PA
-3920208.840000
-0.3120834
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2020-01-28
4180000.000000
EUR
4296902.800000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-843877.190000
PA
-943303.120000
-0.0750953
Short
RA
LU
N
2
Reverse repurchase
N
-2.0000000
2021-10-30
857000.000000
EUR
874140.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-4869110.000000
PA
-5449905.940000
-0.4338609
Short
RA
LU
N
2
Reverse repurchase
N
-1.8500000
2021-11-12
4900000.000000
EUR
4998000.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-2788805.000000
PA
-3127430.260000
-0.2489712
Short
RA
LU
N
2
Reverse repurchase
N
-0.1000000
2020-02-04
8184414.800000
EUR
4434614.300000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-2850910.950000
PA
-3197016.420000
-0.2545109
Short
RA
LU
N
2
Reverse repurchase
N
-0.1900000
2020-02-12
3000000.000000
EUR
3067707.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-3654212.160000
PA
-4098642.780000
-0.3262884
Short
RA
LU
N
2
Reverse repurchase
N
-0.0500000
2020-02-12
6114000.000000
EUR
3542435.640000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-145349.000000
PA
-162166.000000
-0.0129099
Short
RA
LU
N
2
Reverse repurchase
N
-2.4000000
2021-10-10
149000.000000
EUR
151980.000000
EUR
CDS
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-6416000.000000
PA
USD
-6463697.970000
-0.5145678
Short
RA
US
N
2
Reverse repurchase
N
3.1120000
2020-01-09
9400574.000000
USD
8717087.410000
USD
AMBS
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-3606000.000000
PA
USD
-3626799.410000
-0.2887254
Short
RA
US
N
2
Reverse repurchase
N
2.8840000
2020-01-22
4956241.610000
USD
4797921.410000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-10130000.010000
PA
USD
-10174805.430000
-0.8100049
Short
RA
US
N
2
Reverse repurchase
N
2.7935000
2020-02-04
16768120.110000
USD
13667635.880000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-14895000.000000
PA
USD
-14953959.390000
-1.1904680
Short
RA
US
N
2
Reverse repurchase
N
2.8500000
2020-02-11
28057634.780000
USD
20266218.190000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-3791000.000000
PA
USD
-3805426.020000
-0.3029457
Short
RA
US
N
2
Reverse repurchase
N
2.8540000
2020-02-13
8654446.430000
USD
5024248.870000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1611000.000000
PA
USD
-1619201.200000
-0.1289028
Short
RA
US
N
2
Reverse repurchase
N
2.9090000
2020-01-29
2440000.000000
USD
2339983.910000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2516000.000000
PA
USD
-2520066.140000
-0.2006196
Short
RA
US
N
2
Reverse repurchase
N
2.9090000
2020-01-30
3300000.000000
USD
3247458.060000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3011000.000000
PA
USD
-3020804.770000
-0.2404829
Short
RA
US
N
2
Reverse repurchase
N
2.7911300
2020-05-19
7800000.000000
USD
4728354.540000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3127000.000000
PA
USD
-3133766.050000
-0.2494756
Short
RA
US
N
2
Reverse repurchase
N
2.8850000
2020-03-05
6938498.000000
USD
4961026.070000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-8429000.000000
PA
USD
-8483788.500000
-0.6753849
Short
RA
US
N
2
Reverse repurchase
N
3.0000000
2020-01-16
13446384.000000
USD
11281677.530000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-4226000.000000
PA
USD
-4235203.290000
-0.3371598
Short
RA
US
N
2
Reverse repurchase
N
2.8000000
2020-02-05
6710400.000000
USD
5630106.120000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-9221000.000000
PA
USD
-9261082.850000
-0.7372645
Short
RA
US
N
2
Reverse repurchase
N
2.8452500
2020-01-07
15342284.000000
USD
11576948.440000
USD
PLCMO
N
N
N
N/A
N/A
J P MORGAN TERM REPO
000000000
82800000.000000
PA
USD
82800000.000000
6.5916155
Long
RA
US
N
2
Repurchase
N
1.6500000
2020-01-02
74679000.000000
USD
83768834.530000
USD
UST
N
N
N
N/A
N/A
REPO BANK AMERICA REPO
000000000
171000.000000
PA
USD
171000.000000
0.0136131
Long
RA
US
N
2
Repurchase
N
1.5400000
2020-01-06
150000.000000
USD
169713.870000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-3016378.280000
PA
-4009573.510000
-0.3191977
Short
RA
GB
N
2
Reverse repurchase
N
1.6640000
2020-01-15
5421236.050000
GBP
4109549.560000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-1861933.500000
PA
-2472688.120000
-0.1968479
Short
RA
GB
N
2
Reverse repurchase
N
1.1500000
2020-02-10
2100000.000000
GBP
2317323.540000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-8620819.000000
PA
-11436188.410000
-0.9104222
Short
RA
GB
N
2
Reverse repurchase
N
1.3500000
2020-02-24
9300000.000000
GBP
10200338.700000
GBP
CDS
N
N
N
AMBAC LSNI LLC
N/A
AMBAC LSNI LLC SR SECURED 144A 02/23 VAR
02315QAA6
7815700.300000
PA
USD
7932881.090000
0.6315278
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6.94463
N
N
N
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-10148497.600000
PA
-13469742.130000
-1.0723111
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-14
9998349.990000
GBP
12674260.010000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-19163149.120000
PA
-25433947.080000
-2.0247681
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-15
22080000.000000
GBP
23323424.680000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-8524299.260000
PA
-11313440.280000
-0.9006503
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-16
10460000.000000
GBP
10526391.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-5225510.000000
PA
-6935120.850000
-0.5520972
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-17
5700000.000000
GBP
6407042.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-188775.900000
PA
-250505.120000
-0.0199424
Short
RA
GB
N
2
Reverse repurchase
N
0.9500000
2020-01-23
200000.000000
GBP
224832.800000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-8430660.480000
PA
-11180988.900000
-0.8901060
Short
RA
GB
N
2
Reverse repurchase
N
1.3000000
2020-02-28
9680000.000000
GBP
9692100.000000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-293000.000000
PA
USD
-293428.510000
-0.0233595
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2020-01-06
273000.000000
USD
305216.100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-12306000.000000
PA
USD
-12396021.470000
-0.9868334
Short
RA
US
N
2
Reverse repurchase
N
3.0270000
2020-01-07
30824787.000000
USD
18421004.840000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2218000.000000
PA
USD
-2231015.220000
-0.1776086
Short
RA
US
N
2
Reverse repurchase
N
2.9340000
2020-01-22
24637000.000000
USD
3322464.520000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-10356000.000000
PA
USD
-10390485.480000
-0.8271749
Short
RA
US
N
2
Reverse repurchase
N
3.2400000
2020-01-23
13075746.480000
USD
12970301.910000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-20679000.000000
PA
USD
-20760877.920000
-1.6527503
Short
RA
US
N
2
Reverse repurchase
N
2.9090000
2020-02-12
30422286.490000
USD
26141122.940000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-10010000.000000
PA
USD
-10048758.720000
-0.7999705
Short
RA
US
N
2
Reverse repurchase
N
2.9040000
2020-02-13
15400000.000000
USD
14720912.360000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1257000.000000
PA
USD
-1261004.940000
-0.1003872
Short
RA
US
N
2
Reverse repurchase
N
1.8500000
2021-10-31
2557000.000000
USD
1592621.060000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-2474000.000000
PA
USD
-2485304.820000
-0.1978523
Short
RA
US
N
2
Reverse repurchase
N
2.3500000
2020-01-22
3122000.000000
USD
3211941.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-484000.000000
PA
USD
-485903.740000
-0.0386823
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-02-03
600000.000000
USD
599753.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-280000.000000
PA
USD
-280295.170000
-0.0223140
Short
RA
US
N
2
Reverse repurchase
N
1.6500000
2020-01-09
310000.000000
USD
347852.550000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-6742000.000000
PA
USD
-6753564.500000
-0.5376437
Short
RA
US
N
2
Reverse repurchase
N
2.9405000
2020-01-13
8350000.000000
USD
8440315.330000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1902000.000000
PA
USD
-1909169.480000
-0.1519868
Short
RA
US
N
2
Reverse repurchase
N
2.3000000
2020-01-03
2100000.000000
USD
2136750.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-6830000.000000
PA
USD
-6856864.670000
-0.5458673
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-03
7513656.400000
USD
7626308.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-2493000.000000
PA
USD
-2501531.600000
-0.1991441
Short
RA
US
N
2
Reverse repurchase
N
2.8000000
2020-01-21
3000000.000000
USD
2376750.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-568000.000000
PA
USD
-570514.820000
-0.0454180
Short
RA
US
N
2
Reverse repurchase
N
2.5300000
2020-01-29
600000.000000
USD
671679.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-4714000.000000
PA
USD
-4730027.600000
-0.3765522
Short
RA
US
N
2
Reverse repurchase
N
2.5500000
2020-01-10
4800000.000000
USD
5534520.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-502000.000000
PA
USD
-502929.400000
-0.0400376
Short
RA
US
N
2
Reverse repurchase
N
2.1500000
2020-01-03
563000.000000
USD
572852.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-677000.000000
PA
USD
-679256.660000
-0.0540749
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-06
695565.000000
USD
770296.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-10378000.000000
PA
USD
-10443804.310000
-0.8314196
Short
RA
US
N
2
Reverse repurchase
N
2.5350000
2020-01-06
11680000.000000
USD
11454523.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1848000.000000
PA
USD
-1859942.700000
-0.1480680
Short
RA
US
N
2
Reverse repurchase
N
2.5850000
2020-01-06
93420.000000
USD
108167.050000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-10310000.000000
PA
USD
-10355627.470000
-0.8243999
Short
RA
US
N
2
Reverse repurchase
N
2.8450000
2020-01-06
13747000.000000
USD
13812274.190000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-13882000.000000
PA
USD
-13928292.630000
-1.1088158
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-07
14653000.000000
USD
15334966.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-5928000.000000
PA
USD
-5946525.000000
-0.4733962
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-07
6595728.000000
USD
6496858.040000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1172000.000000
PA
USD
-1173797.070000
-0.0934447
Short
RA
US
N
2
Reverse repurchase
N
2.4000000
2020-01-08
1200000.000000
USD
1371668.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-9819000.000000
PA
USD
-9831546.500000
-0.7826784
Short
RA
US
N
2
Reverse repurchase
N
2.3000000
2020-01-10
9872226.000000
USD
10932897.570000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8371000.000000
PA
USD
-8403553.880000
-0.6689975
Short
RA
US
N
2
Reverse repurchase
N
2.8000000
2020-01-10
15296265.300000
USD
11345381.290000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3563000.000000
PA
USD
-3577103.540000
-0.2847692
Short
RA
US
N
2
Reverse repurchase
N
2.8500000
2020-01-10
6985580.000000
USD
4156420.100000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-207000.000000
PA
USD
-208006.250000
-0.0165591
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-23
250000.000000
USD
215281.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4651000.000000
PA
USD
-4673286.030000
-0.3720351
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-24
5768000.000000
USD
4725041.930000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3399000.000000
PA
USD
-3414267.180000
-0.2718060
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-27
3616350.000000
USD
3844631.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-7790000.000000
PA
USD
-7824459.930000
-0.6228965
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-28
8974000.000000
USD
9256317.790000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1737000.000000
PA
USD
-1744447.380000
-0.1388735
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-29
1716340.700000
USD
1960926.850000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-557000.000000
PA
USD
-559436.870000
-0.0445361
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-01-29
600000.000000
USD
663364.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-335000.000000
PA
USD
-336557.750000
-0.0267930
Short
RA
US
N
2
Reverse repurchase
N
2.7000000
2020-01-30
217000.000000
USD
222707.100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-6368000.000000
PA
USD
-6394869.430000
-0.5090884
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-01-30
7241000.000000
USD
6975063.780000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8068000.000000
PA
USD
-8107975.590000
-0.6454669
Short
RA
US
N
2
Reverse repurchase
N
2.8770000
2020-01-30
15826219.000000
USD
11338450.940000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2694000.000000
PA
USD
-2704663.750000
-0.2153153
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-02-04
3700000.000000
USD
3256000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1999000.000000
PA
USD
-2006618.420000
-0.1597447
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-05
2107728.000000
USD
2339199.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-10528000.000000
PA
USD
-10543390.640000
-0.8393475
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-10
10905555.500000
USD
11795557.410000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-14908000.000000
PA
USD
-14958728.620000
-1.1908477
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-11
19578000.000000
USD
15245961.590000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-819000.000000
PA
USD
-821900.620000
-0.0654306
Short
RA
US
N
2
Reverse repurchase
N
2.5500000
2020-02-11
905576.380000
USD
903042.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3954000.000000
PA
USD
-3964101.900000
-0.3155777
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-02-20
4052000.000000
USD
4413605.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2964000.000000
PA
USD
-2972439.160000
-0.2366326
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-02-20
719051.000000
USD
747626.930000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-641000.000000
PA
USD
-642265.090000
-0.0511300
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2020-03-03
667400.000000
USD
690759.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1252000.000000
PA
USD
-1254521.390000
-0.0998710
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-03-03
1505000.000000
USD
1449240.630000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-22968000.000000
PA
USD
-23057000.990000
-1.8355421
Short
RA
US
N
2
Reverse repurchase
N
2.2500000
2021-10-30
31643000.000000
USD
32535134.060000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-317000.000000
PA
USD
-318228.380000
-0.0253338
Short
RA
US
N
2
Reverse repurchase
N
2.2500000
2021-11-01
458000.000000
USD
460231.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-191000.000000
PA
USD
-191383.280000
-0.0152358
Short
RA
US
N
2
Reverse repurchase
N
2.5800000
2020-01-13
200000.000000
USD
224421.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-191000.000000
PA
USD
-191375.850000
-0.0152352
Short
RA
US
N
2
Reverse repurchase
N
2.5300000
2020-01-29
200000.000000
USD
224421.000000
USD
CDS
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
71594.110000
0.0056995
N/A
DFE
MX
N
2
Banco Santander, S.A.
5493006QMFDDMYWIAM13
3811058.150000
USD
74752000.000000
MXN
2020-05-05
71594.110000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-72881.550000
-0.0058020
N/A
DFE
MX
N
2
Banco Santander, S.A.
5493006QMFDDMYWIAM13
74752000.000000
MXN
3866149.470000
USD
2020-01-28
-72881.550000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
22049.190000
0.0017553
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1231277.650000
USD
946000.000000
GBP
2020-01-10
22049.190000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
17400.260000
0.0013852
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1079591.940000
USD
828000.000000
GBP
2020-01-10
17400.260000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-12919.790000
-0.0010285
N/A
DFE
N/A
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1078000.000000
EUR
1196800.990000
USD
2020-01-10
-12919.790000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
2451.270000
0.0001951
N/A
DFE
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
948043.630000
USD
847000.000000
EUR
2020-01-10
2451.270000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
8960.690000
0.0007134
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1390101.820000
USD
1056000.000000
GBP
2020-01-10
8960.690000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-11825.020000
-0.0009414
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2080000.000000
GBP
2743904.180000
USD
2020-01-10
-11825.020000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
3411.080000
0.0002716
N/A
DFE
CL
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
115000.000000
USD
89010000.000000
CLP
2020-01-27
3411.080000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
11221.950000
0.0008934
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
947128.270000
USD
854000.000000
EUR
2020-01-10
11221.950000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
1046.050000
0.0000833
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
682367.630000
USD
609000.000000
EUR
2020-01-10
1046.050000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
279163.040000
0.0222239
N/A
DFE
MX
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
6542621.060000
USD
129222000.000000
MXN
2020-01-16
279163.040000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-1625298.240000
-0.1293882
N/A
DFE
GB
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
54322000.000000
GBP
70344279.330000
USD
2020-01-10
-1625298.240000
N
N
N
N/A
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
67349.380000
0.0053616
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
-2138.240000
USD
1100000.000000
USD
69487.620000
N
N
N
N/A
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
34845.270000
0.0027740
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
-247.480000
USD
600000.000000
USD
35092.750000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
40684.890000
0.0032389
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5954979.340000
USD
24140890.760000
BRL
2020-02-04
40684.890000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
11910.910000
0.0009482
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5989255.160000
USD
24140890.760000
BRL
2020-01-03
11910.910000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
7503.210000
0.0005973
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
141000.000000
USD
111645210.000000
CLP
2020-01-15
7503.210000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
10309.430000
0.0008207
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
177000.000000
USD
140838900.000000
CLP
2020-01-06
10309.430000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
3088.340000
0.0002459
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
72000.000000
USD
56455920.000000
CLP
2020-01-09
3088.340000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
3487.570000
0.0002776
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
115000.000000
USD
89067500.000000
CLP
2020-01-27
3487.570000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
7916.000000
0.0006302
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
230000.000000
USD
178842250.000000
CLP
2020-01-27
7916.000000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
USD
6916.050000
0.0005506
N/A
DFE
PE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
522058.930000
USD
1752917.280000
PEN
2020-01-10
6916.050000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
USD
1096.470000
0.0000873
N/A
DFE
PE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
80386.040000
USD
270523.130000
PEN
2020-03-04
1096.470000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-38980.160000
-0.0031032
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
24140890.760000
BRL
5962185.910000
USD
2020-01-03
-38980.160000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-6465.830000
-0.0005147
N/A
DFE
PE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1482394.150000
PEN
440873.830000
USD
2020-01-10
-6465.830000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-1062.530000
-0.0000846
N/A
DFE
PE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
270523.130000
PEN
80572.790000
USD
2020-01-10
-1062.530000
N
N
N
N/A
N/A
CGCMT 2006-C5 AJ BP GST
000000000
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NC
USD
344251.820000
0.0274055
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CITIGROUP COMMERCIAL MTGE TRUST 2006-C5
CGCMT 2006-C5 AJ WM15 WC6.0357
Y
Single Leg Swap
2049-10-16
392508.200000
USD
0.000000
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6541803.380000
USD
-48256.380000
N
N
N
N/A
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORPO SNR S* ICE
000000000
1.000000
NC
USD
-719134.350000
-0.0572495
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
-59250.000000
USD
1600000.000000
USD
-659884.350000
N
N
N
N/A
N/A
GMACC 2006-C1 AJ BP GST
000000000
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NC
USD
11407260.440000
0.9081193
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GMAC COMM MTGE SECURITIES INC 2006-C1
GMACC 2006-C1 AJ
Y
Single Leg Swap
2045-11-11
11388679.820000
USD
0.000000
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37962266.070000
USD
18580.620000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
USD
1287.890000
0.0001025
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
29000.000000
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22772250.000000
CLP
2020-01-09
1287.890000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
227504.490000
0.0181114
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3711526.530000
USD
74752000.000000
MXN
2020-01-28
227504.490000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
USD
275276.030000
0.0219144
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
9842072.060000
USD
630975391.280000
RUB
2020-02-18
275276.030000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-6648.110000
-0.0005292
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1924000.000000
EUR
2152445.370000
USD
2020-01-10
-6648.110000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-22311.590000
-0.0017762
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1652000.000000
GBP
2166373.330000
USD
2020-01-10
-22311.590000
N
N
N
ANCESTRYCOM OPERATIONS INC
N/A
ANCESTRY COM OPERATIONS INC 2019 EXTENDED TERM LOAN B
03280FAK7
193527.500000
PA
USD
190745.540000
0.0151850
Long
LON
CORP
US
N
2
2026-08-27
Floating
6.05
N
N
N
N
N
N
N/A
54930076J6KDZL504O62
IHEARTMEDIA INC WARRANT
000000000
263015.000000
NC
USD
4444953.500000
0.3538578
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
-326416.820000
N
N
N
ANTHRACITE LTD 2004-HY1A
N/A
ANTHRACITE LTD SER 2004 HY1 CL D 144A
000000000
6934170.110000
PA
USD
875355.770000
0.0696861
Long
ABS-MBS
CORP
US
N
2
2041-06-20
Fixed
5.678
N
N
N
N
N
N
CAESARS ENTERTAINMENT CORPORATION
529900CJT4VQO26ONP04
CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01
127686103
201318.000000
NS
USD
2737924.800000
0.2179631
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
285654.790000
0.0227407
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5715511.280000
USD
24140890.760000
BRL
2020-01-03
285654.790000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-11910.910000
-0.0009482
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
24140890.760000
BRL
5989255.160000
USD
2020-01-03
-11910.910000
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.375
ACI0VMSV4
4130000.000000
PA
5477435.440000
0.4360525
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
48250PAA8
200000.000000
PA
USD
198917.000000
0.0158356
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
-1014984.190000
-0.0808018
N/A
DFE
N/A
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
61589000.000000
EUR
68099573.190000
USD
2020-01-10
-1014984.190000
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED REGS 07/23 8.375
ACI0VMP62
18270000.000000
PA
24230688.990000
1.9289781
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.375
N
N
N
N
N
N
N/A
N/A
MSC 2005-HQ7 F BP GST
000000000
1.000000
NC
USD
1349222.100000
0.1074101
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
MORGAN STANLEY CAPITAL I-2005-HQ7
MSC 2005-HQ7 F WM15 WC5.2459 VAR
Y
Single Leg Swap
2042-11-15
1350000.000000
USD
0.000000
USD
7500000.000000
USD
-777.900000
N
N
N
2020-02-10
PIMCO Flexible Credit Income Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer