0001688554-20-000053.txt : 20200827
0001688554-20-000053.hdr.sgml : 20200827
20200827165106
ACCESSION NUMBER: 0001688554-20-000053
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200827
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: 201143566
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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549300EX04Q2QBFQTQ27
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N
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2060-06-01
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N
N
N
AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)
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ES
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2041-11-30
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N
N
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EP
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US
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2
N
N
N
AVOCA CLO XIII 13X
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IE
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0
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N
N
N
N
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KY
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2031-04-20
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N
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N
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2050-06-17
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BANC OF AMERICA ALT LOAN TRUST 2006-3
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N
2
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6.5
Y
N
N
N
N
N
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USD
860638.060000
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US
N
2
2036-07-25
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6
Y
N
N
N
N
N
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ABS-MBS
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2
2037-02-27
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N
N
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BANC OF AMERICA FUNDING TRUST 2015-R4
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BANC OF AMERICA FUNDING CORPOR BAFC 2015 R4 5A2 144A
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5397905.280000
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ABS-MBS
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US
N
2
2036-10-25
Floating
0.94834
N
N
N
N
N
N
BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH
ZXLTQRYIK6IJH3R0IK66
BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5
05971AAE1
400000.000000
PA
USD
392880.000000
0.0289365
Long
DBT
CORP
BR
N
2
2025-01-10
Fixed
4.5
N
N
N
N
N
N
BANCO DE CREDITO DEL PERU
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
1300000.000000
PA
377343.570000
0.0277922
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA JR SUBORDINA REGS 09/49 VAR
BQQ3S0II9
2500000.000000
PA
2696910.150000
0.1986336
Long
DBT
CORP
ES
N
2
2021-09-11
Floating
6.25
N
N
N
N
Y
BANCO SANTANDER SA
BANCO SANTANDER SA
EUR
XXXX
N
N
N
BANCORP COMMERCIAL MORTGAGE TRUST 2017-CRE2
N/A
THE BANCORP COMMERCIAL MORTGAG BANC 2017 CRE2 D 144A
05972AAJ9
4100000.000000
PA
USD
3577767.420000
0.2635108
Long
ABS-MBS
CORP
US
N
2
2032-08-15
Floating
3.93475
N
N
N
N
N
N
BANIJAY GROUP US HOLDING INC
5493008PW5N0VVCH7279
BANIJAY GROUP US HOLDING INC TERM LOAN
938LHSII4
31000.000000
PA
USD
29450.000000
0.0021691
Long
LON
CORP
FR
N
3
2025-03-04
Floating
5.40438
N
N
N
N
N
N
BANK OF AMERICA MTG SEC 2002-G
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1B3
06050HKZ0
154615.360000
PA
USD
144136.230000
0.0106160
Long
ABS-MBS
CORP
US
N
2
2032-07-20
Floating
3.61053
N
N
N
N
N
N
BANK OF AMERICA MTGE SECURITIES 2004-E
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E B1
05949AHJ2
288825.010000
PA
USD
235015.030000
0.0173094
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.51536
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBA2
2410000.000000
PA
USD
2450198.730000
0.1804628
Long
DBT
CORP
GB
N
2
2023-09-15
Floating
7.75
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBG9
1000000.000000
PA
USD
1036775.620000
0.0763609
Long
DBT
CORP
GB
N
2
2024-06-15
Floating
8
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR
ACI0G5LH6
2000000.000000
PA
2490071.710000
0.1833995
Long
DBT
CORP
GB
N
2
2022-09-15
Floating
7.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR
ACI0SSSH6
6585000.000000
PA
8128430.390000
0.5986775
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
1351610.890000
0.0995492
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
5037129.650000
0.3709961
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
131052.980000
0.0096524
Long
DBT
CORP
GB
N
2
2033-01-17
Fixed
3.25
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
725704.000000
NS
USD
754732.160000
0.0555878
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
850131.900000
PA
606239.760000
0.0446509
Long
ABS-O
CORP
ES
N
2
2046-03-22
Floating
0.261
Y
N
N
N
N
N
BCAP LLC TRUST 2009-RR4
N/A
BCAP LLC TRUST BCAP 2009 RR4 1A2 144A
05531RAB3
2158764.960000
PA
USD
893468.350000
0.0658060
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
10995404.410000
PA
USD
7023228.800000
0.5172769
Long
ABS-MBS
CORP
US
N
2
2037-08-28
Variable
3.51479
N
N
N
N
N
N
BCAP LLC TRUST 2014-RR2
N/A
BCAP LLC TRUST BCAP 2014 RR2 11A4 144A
05543DCD4
2354726.840000
PA
USD
1675742.770000
0.1234223
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Variable
0.333081
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
781287.840000
PA
USD
799960.620000
0.0589189
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
2696875.620000
0.1986311
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
3640162.370000
PA
USD
2162241.160000
0.1592540
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.81825
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
120700.710000
0.0088899
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
1.623
N
N
N
N
N
N
BHR 2018-PRME
N/A
BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME C 144A
10482TAJ1
2435000.000000
PA
USD
2138498.570000
0.1575053
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
1.43475
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
149047.140000
PA
USD
105450.850000
0.0077667
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/23 4.508
097023CS2
796000.000000
PA
USD
841048.410000
0.0619451
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.508
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/25 4.875
097023CT0
1094000.000000
PA
USD
1192473.430000
0.0878284
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/27 5.04
097023CU7
876000.000000
PA
USD
967281.660000
0.0712425
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/30 5.15
097023CY9
1535000.000000
PA
USD
1715859.230000
0.1263770
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/40 5.705
097023CV5
2172000.000000
PA
USD
2463848.450000
0.1814681
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.705
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/50 5.805
097023CW3
2179000.000000
PA
USD
2576884.220000
0.1897934
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/60 5.93
097023CX1
3679000.000000
PA
USD
4365589.290000
0.3215357
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BOELS TOPHOLDING BV
724500V913SEHSEW2O75
BOELS TOPHOLDING BV 2020 EUR TL B
938UKAII9
3500000.000000
PA
3792162.130000
0.2793014
Long
LON
CORP
NL
N
2
2027-02-05
Floating
4
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
1161815.440000
0.0855704
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
4113000.000000
PA
USD
2833034.400000
0.2086595
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
74027.500000
0.0054523
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
2303561.930000
0.1696626
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
2775807.500000
0.2044446
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
804000.000000
PA
USD
564769.800000
0.0415966
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
99708.770000
0.0073438
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
1747676.190000
0.1287204
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 11/30 4.15
11135FAP6
1350000.000000
PA
USD
1471919.800000
0.1084103
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 11/32 4.3
11135FAR2
1858000.000000
PA
USD
2056000.060000
0.1514291
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.3
N
N
N
N
N
N
CAESARS ENTERTAINMENT CORPORATION
529900CJT4VQO26ONP04
CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5
127686AA1
970669.000000
PA
USD
1636265.050000
0.1205147
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
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC TERM B LOANS
12769LAB5
15936138.120000
PA
USD
14280548.670000
1.0517951
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.9282
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC / CRC FINCO INC
N/A
COLT MERGER SUB INC SR SECURED 144A 07/25 5.75
12770RAA1
2100000.000000
PA
USD
2115750.000000
0.1558298
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75
N
N
N
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
5445488.920000
0.4010727
Long
ABS-O
CORP
US
N
3
2025-04-15
Fixed
0
N
N
N
N
N
N
CARDIFF AUTO RECEIVABLES SECURITISATION 2019-1 PLC 19-1
N/A
CARDIFF AUTOMOBILE RECEIVABLES 09/25 1
ACI1GW4M3
1700000.000000
PA
2057788.300000
0.1515608
Long
ABS-O
CORP
GB
N
2
2025-09-16
Floating
2.3178
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
724969.290000
0.0533956
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Variable
0
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION EUR TERM LOAN B
966TBVII1
2600000.000000
PA
2813990.940000
0.2072569
Long
LON
CORP
PA
N
2
2025-06-29
Floating
7.5
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION USD TERM LOAN B
938UPFII3
1700000.000000
PA
USD
1649000.000000
0.1214526
Long
LON
CORP
PA
N
3
2025-06-29
Floating
8.5
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
2971133.560000
0.2188308
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
1154.580000
0.0000850
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
562129.190000
0.0414021
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
2.7345
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
7124039.040000
0.5247018
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Variable
0
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/25 3.625
15236FAA8
200000.000000
PA
USD
195900.000000
0.0144285
Long
DBT
CORP
BR
N
2
2025-02-04
Fixed
3.625
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/30 4.625
15236FAB6
200000.000000
PA
USD
191375.000000
0.0140952
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.625
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC SR SECURED 144A 02/27 4
156700BC9
122000.000000
PA
USD
118366.230000
0.0087179
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4
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
334058.720000
0.0246042
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
339000.000000
PA
USD
347188.550000
0.0255712
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8
161175BT0
402000.000000
PA
USD
457510.280000
0.0336967
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
77238.730000
PA
USD
73471.250000
0.0054113
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.64831
Y
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
4738905.130000
PA
USD
2660963.000000
0.1959860
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.5545
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 03/23 6.25
12543DAY6
19312000.000000
PA
USD
18228789.920000
1.3425921
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
5585000.000000
PA
USD
5478857.080000
0.4035304
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 02/25 6.625
12543DBF6
2586000.000000
PA
USD
2437305.000000
0.1795131
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
5637000.000000
PA
USD
5333729.400000
0.3928414
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSECURED 08/22 5
125581GQ5
1000000.000000
PA
USD
1024365.000000
0.0754468
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2006-C5
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2006 C5 AJ
17310MAH3
6502233.240000
PA
USD
6204040.820000
0.4569418
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
1394165.920000
PA
USD
847353.550000
0.0624095
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.58728
Y
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A
17311QAE0
100783.080000
PA
USD
61008.190000
0.0044934
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.58728
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2013-8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2013 8 2A2 144A
17321PAG5
758333.940000
PA
USD
612800.180000
0.0451341
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.56905
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M6
17307GNW4
248873.400000
PA
USD
241740.890000
0.0178048
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.3245
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
1557198.980000
0.1146913
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
1.06825
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-4
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 4 B1
17307GWF1
3416643.920000
PA
USD
3019825.670000
0.2224171
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.61592
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
4399556.080000
PA
USD
2544025.270000
0.1873733
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC SR UNSECURED 03/30 3.3
177376AF7
156000.000000
PA
USD
167062.510000
0.0123045
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.3
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES SR UNSECURED 01/22 VAR
ACI0SB547
66000000.000000
PA
653348.110000
0.0481206
Long
DBT
MUN
AR
N
2
2022-01-23
Floating
36.9462
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
328937000.000000
PA
2727854.730000
0.2009128
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
27.4831
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
12997.920000
0.0009573
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 02/24 9.25
18451QAP3
388000.000000
PA
USD
360931.180000
0.0265834
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25
N
N
N
N
N
N
COBHAM (AI CONVOY LUXEMBOURG SARL)
222100GQMVQ4KP4KJS35
AI CONVOY LUXEMBOURG S A R L USD TERM LOAN B
00135BAC7
153615.000000
PA
USD
147182.370000
0.0108403
Long
LON
CORP
LU
N
2
2027-01-17
Floating
4.6501
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
1542418.000000
0.1136026
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.38026
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
9799903.770000
PA
USD
4450895.790000
0.3278187
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.0567
N
N
N
N
N
N
COMMERCIAL MTAGE PASSTHRU CERT 2005-C6
N/A
COMM MORTGAGE TRUST COMM 2005 C6 G 144A
126171AS6
6534162.190000
PA
USD
6530301.810000
0.4809717
Long
ABS-MBS
CORP
US
N
2
2044-06-10
Variable
5.91689
N
N
N
N
N
N
CONSECO FINANCE SEC CORP 2001-3
N/A
CONSECO FINANCE SECURITIZATION CNF 2001 3 M1
20846QHQ4
1838082.150000
PA
USD
1785637.620000
0.1315163
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
6895802.750000
PA
USD
6264836.800000
0.4614196
Long
ABS-O
CORP
US
N
3
2043-10-15
Fixed
18.3735
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
8570686.170000
PA
USD
7651908.610000
0.5635806
Long
ABS-O
CORP
US
N
3
2043-12-15
Fixed
26.02
N
N
N
N
N
N
CONTINENTAL AIRLINES 2012-1 PASS THRU TRUSTS
N/A
CONTL AIRLINES 2012 1 A PASS THRU CE 10/25 4.15
210795PZ7
131093.800000
PA
USD
123077.030000
0.0090649
Long
DBT
CORP
US
N
2
2025-10-11
Fixed
4.15
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
PISCES MIDCO INC TERM LOAN B
72431HAB6
39298.250000
PA
USD
37513.440000
0.0027630
Long
LON
CORP
US
N
2
2025-04-12
Floating
3.9405
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC SR UNSECURED 11/79 5.45
219350BQ7
141000.000000
PA
USD
168639.390000
0.0124207
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
2385890.060000
PA
USD
1449428.210000
0.1067537
Long
ABS-CBDO
CORP
KY
N
2
2038-09-04
Floating
1.8305
Y
N
N
N
N
N
CORONADO CDO LTD 1A
N/A
CORONADO CDO LTD CORON 1A B2 144A
21976RAE6
340841.440000
PA
USD
260573.280000
0.0191918
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
713327.050000
PA
USD
666283.270000
0.0490733
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
0.4345
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 M
12667FV44
402640.050000
PA
USD
138951.320000
0.0102341
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
6.76841
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2
23244GAE2
551221.600000
PA
USD
354531.020000
0.0261120
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.4245
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3
02147CAF0
2711171.200000
PA
USD
2475136.360000
0.1822995
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
0.3745
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A2A
126680AD9
7343993.280000
PA
USD
4142051.130000
0.3050716
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.3945
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A2
12668AWJ0
1136050.750000
PA
USD
508650.480000
0.0374633
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Floating
0.58
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
2606802.100000
0.1919969
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
0.6195
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
1954889.370000
0.1439821
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.5045
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2004-6
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 M6
126673BH4
132165.520000
PA
USD
132127.470000
0.0097315
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
2.3595
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-12
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 12 M5
126670EP9
2297856.340000
PA
USD
1336068.580000
0.0984045
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.8245
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV8
126673C34
3356012.380000
PA
USD
2067856.030000
0.1523023
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.26825
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-4
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MV7
126673R53
11762812.680000
PA
USD
8971564.280000
0.6607763
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.04325
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M3
126670WE4
3766797.990000
PA
USD
2146140.310000
0.1580682
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.6045
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
1264282.600000
0.0931173
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.90325
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2005-BC5
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC5 M6
126670NK0
3291037.220000
PA
USD
1855034.270000
0.1366275
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.0245
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2006-2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M3
126670UY2
2015377.210000
PA
USD
1116625.390000
0.0822420
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.6245
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A2
12669GYZ8
5996763.530000
PA
USD
3613559.750000
0.2661470
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.8845
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A5
12669GZS3
5028296.210000
PA
USD
3250703.490000
0.2394218
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.8845
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-HYB5
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 3A1A
170256AK7
159282.710000
PA
USD
142509.490000
0.0104962
Long
ABS-MBS
CORP
US
N
2
2036-09-20
Variable
3.82398
N
N
N
N
N
N
CRECERA AMERICAS LLC 2017-1
N/A
CRECERA AMERICAS LLC CALLC 2017 1 A 144A
22534CAA0
2522000.000000
PA
USD
2526406.160000
0.1860756
Long
ABS-O
CORP
US
N
2
2020-08-31
Floating
3.62125
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
1962731.520000
0.1445597
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
598544.830000
PA
USD
547896.980000
0.0403539
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
3.75049
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
207921.000000
0.0153139
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
205639.000000
0.0151458
Long
DBT
CORP
CH
N
2
2025-09-12
Floating
7.25
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C1
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C1 AJ
22545XAG8
12581875.850000
PA
USD
2218150.740000
0.1633719
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
5.457
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
3471156.500000
0.2556586
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.80815
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C5
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C5 AM
22546BAH3
3687324.330000
PA
USD
1765859.620000
0.1300596
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
3815771.960000
0.2810403
Long
ABS-MBS
CORP
US
N
2
2037-11-30
Floating
0.66825
N
N
N
N
N
N
CREDIT SUISSE MRTG CAPITAL CERT 2006-6
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 2A5
22942JAR4
568485.060000
PA
USD
295821.660000
0.0217879
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
2376727.550000
PA
USD
1884868.060000
0.1388249
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
6.767
Y
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
299000.000000
NS
USD
235206.970000
0.0173235
Long
EP
CORP
US
N
2
N
N
N
CRH EUROPE (BME GROUP HOLDING BV)
549300Y5PCNMQXYRRY06
CLAY HOLDCO BV EUR TERM LOAN A
965PCGII2
3461188.490000
PA
3744032.880000
0.2757566
Long
LON
CORP
NL
N
2
2025-10-30
Floating
4
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
1093514.150000
PA
USD
802196.290000
0.0590836
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-C1
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 C1 G 144A
225458DU9
3321215.200000
PA
USD
3244529.340000
0.2389670
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Variable
4.965
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
69178.640000
PA
USD
68677.430000
0.0050583
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
4892516.810000
PA
USD
4690327.190000
0.3454533
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
794641.830000
0.0585272
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.35
Y
N
N
N
N
N
CSMC SERIES 2011-5R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2011 5R 6A7 144A
12645LCB3
5422220.190000
PA
USD
4337096.210000
0.3194371
Long
ABS-MBS
CORP
US
N
2
2037-11-27
Variable
3.64737
N
N
N
N
N
N
CSMC SERIES 2014-2R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 28A2 144A
12648ELY6
838580.990000
PA
USD
509275.600000
0.0375093
Long
ABS-MBS
CORP
US
N
2
2037-06-27
Variable
17.0318
N
N
N
N
N
N
CSMC SERIES 2015-4R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 4R 1A4 144A
12650BAG8
18683125.000000
PA
USD
13470265.960000
0.9921160
Long
ABS-MBS
CORP
US
N
2
2036-10-27
Floating
0.31825
N
N
N
N
N
N
CTDL 2020-1
N/A
CTDL 2020 1 TRUST CTDL 2020 1 A1 144A
12657JAA7
14479020.360000
PA
USD
14413245.070000
1.0615685
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Fixed
3
N
N
N
N
N
N
CTDL 2020-1
N/A
CTDL 2020 1 TRUST CTDL 2020 1 B1 144A
12657JAB5
894000.000000
PA
USD
855275.050000
0.0629930
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Fixed
4.75
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR SECURED 144A 07/30 6.2
24703DBD2
100000.000000
PA
USD
116695.470000
0.0085949
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.2
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 2020 TERM LOAN B
24736CBM5
1200000.000000
PA
USD
1180800.000000
0.0869686
Long
LON
CORP
US
N
2
2023-04-29
Floating
5.75
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR SECURED 144A 05/25 7
247361ZX9
8600000.000000
PA
USD
8886542.110000
0.6545142
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
3788000.000000
PA
USD
3668583.570000
0.2701996
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DELTA FUNDING HOME EQ LN TR 1999-3
N/A
DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 M1
24763LFY1
2629945.760000
PA
USD
1966286.310000
0.1448215
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Variable
8.1
Y
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
1026399.780000
0.0755967
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
5486365.090000
PA
USD
4614380.880000
0.3398597
Long
ABS-MBS
CORP
US
N
2
2036-09-28
Variable
3.64049
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
1198847.520000
0.0882979
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
9579520.040000
PA
USD
8501824.040000
0.6261788
Long
LON
CORP
US
N
2
2023-09-02
Floating
4.75
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
16304.400000
0.0012009
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.875
N
N
N
N
N
N
DORIC NIMROD AIR ALPHA 2013-1 CLASS A PASS THROUGH TRUST
N/A
DORIC NIMROD 2013 1 CL A PASS THRU CE 144A 05/25 5.25
233283AA8
72237.650000
PA
USD
65716.580000
0.0048402
Long
DBT
CORP
GG
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST
N/A
DORIC NIMROD AIR 2012 1A PASS THRU CE 144A 11/24 5.125
258258AA0
69328.440000
PA
USD
64188.000000
0.0047276
Long
DBT
CORP
GG
N
2
2024-11-30
Fixed
5.125
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC 2020-1A
N/A
DRIVEN BRANDS FUNDING, LLC HONK 2020 1A A2 144A
26209XAA9
4900000.000000
PA
USD
4916660.000000
0.3621233
Long
ABS-O
CORP
US
N
2
2050-07-20
Fixed
3.786
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
13266485.120000
0.9771070
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
45597721.950000
PA
49692150.210000
3.6599407
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
257231.800000
0.0189457
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
613437.000000
PA
363697.260000
0.0267871
Long
LON
CORP
CY
N
3
2026-08-01
Floating
5.375
N
N
N
N
N
N
DTEK HOLDINGS LIMITED
N/A
DTEK HOLDINGS LTD EUR TERM LOAN B
935YHXII8
1503333.000000
PA
891302.750000
0.0656465
Long
LON
CORP
CY
N
3
2026-08-01
Floating
5.375
N
N
N
N
N
N
DTEK INVESTMENTS LIMITED
635400PXGAR3DIWMKS37
DTEK INVESTMENTS LIMITED TERM LOAN
938TSAII4
5845557.220000
PA
USD
3464661.760000
0.2551803
Long
LON
CORP
GB
N
3
2023-06-30
Floating
5.75
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
78000.000000
PA
USD
89673.690000
0.0066047
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INCORPORATED
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INCORPORA TERM LOAN B
28414BAF3
263000.000000
PA
USD
251822.500000
0.0185473
Long
LON
CORP
US
N
2
2027-02-04
Floating
3.40438
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
COLT MERGER SUB INC SR SECURED 144A 07/25 6.25
28470RAH5
8000000.000000
PA
USD
7957600.000000
0.5860955
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
ELDORADO RESORTS INC COMPANY GUAR 09/26 6
28470RAG7
3500000.000000
PA
USD
3789310.000000
0.2790914
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
6602.810000
0.0004863
Long
DBT
CORP
LU
N
2
2020-10-08
None
0
N
N
N
N
N
N
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65
29246QAD7
200000.000000
PA
USD
216375.000000
0.0159365
Long
DBT
CORP
CL
N
2
2030-05-07
Fixed
3.65
N
N
N
N
N
N
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/50 4.7
29246QAE5
400000.000000
PA
USD
459510.000000
0.0338440
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.7
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMPANY GUAR 144A 06/28 4.75
29272WAC3
1600000.000000
PA
USD
1573552.000000
0.1158957
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9
29278NAP8
75000.000000
PA
USD
76883.510000
0.0056626
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75
29278NAQ6
164000.000000
PA
USD
162387.040000
0.0119602
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5
29278NAR4
149000.000000
PA
USD
141307.260000
0.0104076
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5
N
N
N
N
N
N
ENSCO JERSEY FINANCE LIMITED
N/A
ENSCO JERSEY FINANCE LTD COMPANY GUAR 01/24 3
29359WAB1
16000.000000
PA
USD
2158.540000
0.0001590
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
40955372.730000
PA
USD
27527867.090000
2.0274905
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.9236
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
1223677.920000
0.0901267
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
97000.000000
PA
USD
91343.930000
0.0067277
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.625
N
N
N
N
N
N
EUROPEAN RESIDENTIAL LOAN SECURITISATION 2019-PL1 DAC 19-PL1
N/A
EUROPEAN RESIDENTIAL LOAN SECU ERLS 2019 PL1 E REGS
ACI1G20G6
500000.000000
PA
441624.310000
0.0325266
Long
ABS-MBS
CORP
IE
N
2
2063-03-24
Floating
1.993
N
N
N
N
N
N
EUROPEAN RESIDENTIAL LOAN SECURITISATION 2019-PL1 DAC 19-PL1
N/A
EUROPEAN RESIDENTIAL LOAN SECU ERLS 2019 PL1 F REGS
ACI1G2092
1100000.000000
PA
911293.690000
0.0671189
Long
ABS-MBS
CORP
IE
N
2
2063-03-24
Floating
2.993
N
N
N
N
N
N
EUROSAIL PLC 2006-2X
N/A
EUROSAIL PLC ESAIL 2006 2X D1C REGS
ACI02A1D1
4614000.000000
PA
4688112.190000
0.3452902
Long
ABS-MBS
CORP
GB
N
2
2044-12-15
Floating
0.99325
N
N
N
N
N
N
EUROSAIL PLC 2007-1X
N/A
EUROSAIL PLC ESAIL 2007 1X D1A REGS
ACI05RDQ9
250000.000000
PA
226104.290000
0.0166531
Long
ABS-MBS
CORP
GB
N
3
2045-03-13
Floating
0.482
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
5421236.050000
PA
5488833.820000
0.4042652
Long
ABS-MBS
CORP
GB
N
3
2045-06-13
Floating
1.54325
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
1780940.530000
PA
1647422.460000
0.1213364
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
4.19325
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X E1C REGS
G3299TAF0
2267652.240000
PA
2271479.540000
0.1672997
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
3.69325
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
3217.500000
0.0002370
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
10
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25
30212PAS4
4500000.000000
PA
USD
4814639.820000
0.3546093
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 7
30212PAU9
2100000.000000
PA
USD
2188325.520000
0.1611752
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED 144A 01/24 8.25
90015LAF4
200000.000000
PA
USD
209132.200000
0.0154031
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
EYECARE PARTNERS LLC
N/A
EYECARE PARTNERS LLC 2020 DELAYED DRAW TERM LOAN
30233PAC4
22590.170000
PA
USD
20519.400000
0.0015113
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.75
N
N
N
N
N
N
EYECARE PARTNERS LLC
N/A
EYECARE PARTNERS LLC TERM LOAN
30233PAB6
96815.000000
PA
USD
87940.260000
0.0064770
Long
LON
CORP
US
N
2
2027-02-05
Floating
4.0579
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 04/30 4.625
303901BE1
5300000.000000
PA
USD
5721148.020000
0.4213757
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.625
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
40383.000000
NS
USD
337198.050000
0.0248354
Long
EC
CORP
US
N
1
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC COMMON STOCK UNIT
45174J608
542.000000
NS
USD
4073.130000
0.0003000
Long
EC
CORP
US
N
3
N
N
N
FARRINGDON MORTAGES PLC 2
N/A
FARRINGDON MORTGAGES NO.2 07/47 1
B0LNR9II9
5675000.000000
PA
5286691.690000
0.3893770
Long
ABS-MBS
CORP
GB
N
2
2047-07-15
Floating
4.66775
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
FIDELITY NATIONAL FINANCIAL INC
549300CAZYIH39SYQ287
FIDELITY NATL FINANCIAL SR UNSECURED 06/30 3.4
31620RAJ4
1000000.000000
PA
USD
1042948.220000
0.0768155
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.4
N
N
N
N
N
N
FINSBURY SQUARE 2020-2A
N/A
FINSBURY SQUARE FSQ 2020 2A D 144A
ACI1N83G2
1800000.000000
PA
2235510.890000
0.1646505
Long
ABS-MBS
CORP
GB
N
2
2070-06-16
Floating
3.57
N
N
N
N
N
N
FINSBURY SQUARE 2020-2A
N/A
FINSBURY SQUARE FSQ 2020 2A E 144A
ACI1N8695
1000000.000000
PA
1239224.470000
0.0912717
Long
ABS-MBS
CORP
GB
N
2
2070-06-16
Floating
5.5
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
1150000.000000
PA
USD
1086870.750000
0.0800505
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
768000.000000
PA
USD
729457.920000
0.0537262
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
1818379.610000
0.1339278
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
2962417.040000
0.2181888
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
141500.000000
NS
27439572.160000
2.0209874
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
425715.710000
0.0313549
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
65688896.350000
PA
USD
4827746.320000
0.3555746
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.7
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
3003191.170000
0.2211919
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
2.07943
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
8633593.390000
0.6358839
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
88213789.250000
PA
USD
30380.830000
0.0022376
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
11985.830000
0.0008828
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
0.1
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
1503055.980000
0.1107035
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
2.26825
Y
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-2
N/A
FREMONT HOME LOAN TRUST FHLT 2006 2 M1
35729PPZ7
10037245.850000
PA
USD
5268252.240000
0.3880188
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.64825
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
43625.000000
0.0032131
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRONERI US INC
N/A
FRONERI INTERNATIONAL PLC 2020 USD TERM LOAN
G3679YAC6
240000.000000
PA
USD
226600.080000
0.0166896
Long
LON
CORP
GB
N
2
2027-01-29
Floating
2.4282
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP TERM LOAN B
35906EAJ9
12983788.050000
PA
USD
12711128.500000
0.9362037
Long
LON
CORP
US
N
2
2024-06-15
Floating
5.3522
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR SECURED 144A 04/27 8
35906ABC1
142000.000000
PA
USD
144368.560000
0.0106331
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
6923459.520000
0.5099287
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
832000.000000
PA
USD
800334.910000
0.0589465
Long
DBT
CORP
US
N
3
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
9850000.000000
PA
USD
9475118.850000
0.6978642
Long
DBT
CORP
US
N
2
2024-01-31
Floating
8
N
N
N
N
N
N
GAP INC
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE SR SECURED 144A 05/23 8.375
364760AL2
1500000.000000
PA
USD
1639687.500000
0.1207667
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
8.375
N
N
N
N
N
N
GAP INC
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE SR SECURED 144A 05/25 8.625
364760AM0
6900000.000000
PA
USD
7335562.500000
0.5402810
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.625
N
N
N
N
N
N
GAP INC
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE SR SECURED 144A 05/27 8.875
364760AN8
3600000.000000
PA
USD
3876750.000000
0.2855315
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.875
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC COMPANY GUAR 144A 07/28 4.5
366651AC1
1300000.000000
PA
USD
1318460.000000
0.0971076
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.5
N
N
N
N
N
N
GCAT 2020-2 LLC
N/A
GCAT GCAT 2020 2 A1 144A
36167LAA4
30000000.000000
PA
USD
30075576.000000
2.2151351
Long
ABS-MBS
CORP
US
N
2
2025-06-25
Variable
3.721
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING LLC COMPANY GUAR 144A 05/30 4.4
36166NAB9
2200000.000000
PA
USD
2290218.790000
0.1686799
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.4
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
304912.610000
0.0224575
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
24640.120000
0.0018148
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
25839.410000
0.0019031
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 05/50 4.35
369604BY8
4400000.000000
PA
USD
4367816.550000
0.3216997
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 08/37 6.15
36962G3A0
73000.000000
PA
USD
84717.060000
0.0062396
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
1100000.000000
PA
USD
1032625.000000
0.0760552
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875
37443GAH4
1100000.000000
PA
USD
1001000.000000
0.0737259
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.875
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
37443GAJ0
400000.000000
PA
USD
363200.000000
0.0267505
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
GLG EURO CLO 1A
N/A
MAN GLG EURO CLO GLGE 1A SUBR 144A
ACI11ZRZ8
1762000.000000
PA
837345.050000
0.0616724
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
4171592.950000
PA
USD
3523996.950000
0.2595505
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
1429327.890000
PA
USD
1574786.020000
0.1159866
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
190821.490000
0.0140544
Long
DBT
CORP
GB
N
2
2036-03-15
Floating
2.27325
N
N
N
N
N
N
GREENPOINT MANUFACTURED HOUSING 1999-5
N/A
GREENPOINT MANUFACTURED HOUSIN GPMH 1999 5 M2
395383AG7
172237.620000
PA
USD
146189.010000
0.0107672
Long
ABS-O
CORP
US
N
2
2029-12-15
Fixed
9.23
Y
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
GRIFFON CORPORATION COMPANY GUAR 03/28 5.75
398433AP7
24000.000000
PA
USD
23760.000000
0.0017500
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75
N
N
N
N
N
N
GRIFONAS FINANCE NO.1 PLC GRIF-1
N/A
GRIFONAS FINANCE PLC GRIF 1 A REGS
B1DFQWII3
128296.420000
PA
135600.620000
0.0099873
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
1284141.220000
0.0945799
Long
DBT
CORP
US
Y
3
2022-03-21
Floating
8.69
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2006-GG8
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2006 GG8 AJ
362332AH1
2131879.680000
PA
USD
1475260.740000
0.1086563
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
2892468.460000
0.2130369
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.74434
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
1941300.230000
0.1429812
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.74434
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2020-DUNE
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE C 144A
36258BAN8
4315000.000000
PA
USD
3933959.610000
0.2897451
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.83475
N
N
N
N
N
N
GSAMP TRUST 2004-AHL
N/A
GSAMP TRUST GSAMP 2004 AHL M2
36242DHR7
1348927.080000
PA
USD
1319963.320000
0.0972183
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
1.9095
Y
N
N
N
N
N
GSAMP TRUST 2004-SEA2
N/A
GSAMP TRUST GSAMP 2004 SEA2 M2
36228F6A9
4078477.840000
PA
USD
3656890.070000
0.2693383
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
1.4345
Y
N
N
N
N
N
GSAMP TRUST 2005-AHL2 2005-AHL2
N/A
GSAMP TRUST GSAMP 2005 AHL2 M1
362341C64
6795272.400000
PA
USD
3826180.730000
0.2818070
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.60825
N
N
N
N
N
N
GSAMP TRUST 2005-SD1
N/A
GSAMP TRUST GSAMP 2005 SD1 M3 144A
36242DWF6
8398148.790000
PA
USD
5970467.370000
0.4397386
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.9345
Y
N
N
N
N
N
GSAMP TRUST 2005-WMC1
N/A
GSAMP TRUST GSAMP 2005 WMC1 M2
362341PV5
4094346.200000
PA
USD
2609280.570000
0.1921795
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
0.9645
N
N
N
N
N
N
GSAMP TRUST 2006-HE3
N/A
GSAMP TRUST GSAMP 2006 HE3 M1
36244KAF2
2756549.380000
PA
USD
2253630.180000
0.1659850
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
0.58825
N
N
N
N
N
N
GSAMP TRUST 2006-HE4
N/A
GSAMP TRUST GSAMP 2006 HE4 M1
362439AF8
7042481.920000
PA
USD
4495570.450000
0.3311091
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.46825
Y
N
N
N
N
N
GSAMP TRUST 2006-SD1
N/A
GSAMP TRUST GSAMP 2006 SD1 M2 144A
362341X79
1276758.990000
PA
USD
793636.840000
0.0584532
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
1.0845
N
N
N
N
N
N
GSMSC RESECURITIZATION TRUST 2015-7R
N/A
GS MORTGAGE SECURITIES CORP. GSMSC 2015 7R B 144A
36254RAB3
35993182.410000
PA
USD
15968756.900000
1.1761355
Long
ABS-MBS
CORP
US
N
2
2037-09-26
Variable
4.16781
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 04/32 5.375
401494AS8
600000.000000
PA
USD
664500.000000
0.0489419
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.375
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/50 6.125
401494AR0
1000000.000000
PA
USD
1161500.000000
0.0855471
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.125
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1B
41161PLE1
3318023.450000
PA
USD
2223280.100000
0.1637497
Long
ABS-MBS
CORP
US
N
2
2035-03-19
Floating
0.85388
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-12
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13
41162DAD1
4269343.830000
PA
USD
3825653.130000
0.2817681
Long
ABS-MBS
CORP
US
N
2
2036-12-19
Floating
0.41238
Y
N
N
N
N
N
HARLEY MARINE FINANCING LLC 2018-1A
N/A
CENTERLINE LOGISTICS CORPORATI BARGE 2018 1A B 144A
41284LAB0
2000000.000000
PA
USD
1092600.000000
0.0804725
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
967007.220000
0.0712223
Long
ABS-CBDO
CORP
IE
N
2
2029-05-22
Floating
0
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1X
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1X F REGS
ACI1MVKH1
2035000.000000
PA
2435300.190000
0.1793654
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
3.73692
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1X
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1X G REGS
ACI1MVKJ7
1131000.000000
PA
1346425.310000
0.0991673
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
3.73692
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 09/30 3.5
404119CA5
160000.000000
PA
USD
154265.380000
0.0113620
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.5
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05
431282AS1
100000.000000
PA
USD
99686.330000
0.0073421
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/25 5.375
432833AG6
1300000.000000
PA
USD
1300812.500000
0.0958078
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/28 5.75
432833AH4
1300000.000000
PA
USD
1318687.500000
0.0971244
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A A1 144A
442451AA8
14602291.320000
PA
USD
3307418.980000
0.2435990
Long
ABS-CBDO
CORP
KY
N
2
2041-07-05
Floating
1.62675
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A A2 144A
442451AB6
8111157.650000
PA
USD
466391.560000
0.0343508
Long
ABS-CBDO
CORP
KY
N
2
2041-07-05
Floating
1.82675
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A B 144A
442451AC4
3290000.000000
PA
USD
156275.000000
0.0115100
Long
ABS-CBDO
CORP
KY
N
2
2041-07-05
Floating
1.95675
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BP3
340000.000000
PA
USD
349202.100000
0.0257195
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
1947989.000000
0.1434739
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
667729.360000
0.0491798
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
320050.420000
0.0235724
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
7972370.290000
PA
USD
4358033.240000
0.3209791
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.5
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORPORATION PREFERRED STOCK
000000000
969.000000
NS
USD
725102.700000
0.0534055
Long
EP
CORP
US
N
3
N
N
N
HUNT COMPANIES INC
549300ODPWDNCH5TKM49
HUNT COS INC SR SECURED 144A 02/26 6.25
445587AC2
14000.000000
PA
USD
12780.670000
0.0009413
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.25
N
N
N
N
N
N
HUNTINGTON CDO LTD 2005-1A
N/A
HUNTINGTON CDO LTD HUNTN 2005 1A A2 144A
446279AE1
16455283.300000
PA
USD
16068205.670000
1.1834602
Long
ABS-CBDO
CORP
KY
N
2
2040-11-05
Floating
2.3905
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
3002780.480000
0.2211617
Long
ABS-O
CORP
US
N
3
2022-12-15
Fixed
0
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375
45174HBD8
854000.000000
PA
USD
784129.990000
0.0577530
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
1539554.980000
0.1133918
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
IHPT-2018-STAY
N/A
INTOWN HOTEL PORTFOLIO TRUST IHPT 2018 STAY D 144A
46117MAN4
259000.000000
PA
USD
241100.950000
0.0177576
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
2.23475
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 04/35 FIXED 6.725
452152FA4
10000.000000
PA
USD
11011.600000
0.0008110
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
5079.650000
0.0003741
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.1
N
N
N
N
N
N
INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)
335800F2JHSOGXQEBY56
INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/30 3.249
45434L2A1
200000.000000
PA
USD
198761.650000
0.0146393
Long
DBT
CORP
IN
N
2
2030-02-13
Fixed
3.249
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA VAR
456837AR4
600000.000000
PA
USD
596001.000000
0.0438968
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
INGERSOLL-RAND SERVICES COMPANY
N/A
INGERSOLL RAND COMPANY LIMITED 2020 USD TERM LOAN B
365556AU3
107730.000000
PA
USD
102377.110000
0.0075403
Long
LON
CORP
BM
N
2
2027-03-01
Floating
1.9283
N
N
N
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
104000.000000
PA
USD
98477.600000
0.0072531
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC SR UNSECURED 144A 02/28 9.375
45774NAB4
248000.000000
PA
USD
243815.000000
0.0179575
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS INC 2020 TERM LOAN B
45778EAG9
45885.000000
PA
USD
45082.010000
0.0033204
Long
LON
CORP
US
N
3
2027-02-04
Floating
3.9282
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75
458204AP9
12151000.000000
PA
USD
880947.500000
0.0648838
Long
DBT
CORP
LU
N
2
2021-06-01
Fixed
7.75
Y
Y
N
N
N
N
INTELSAT CONNECT FINANCE SA
549300T8SOCBO2H77X11
INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5
45827AAD5
200000.000000
PA
USD
50625.000000
0.0037286
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
9.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5
45824TAP0
26107000.000000
PA
USD
14939078.080000
1.1002973
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75
45824TAY1
3268000.000000
PA
USD
2012761.200000
0.1482445
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.75
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5
45824TBA2
23492000.000000
PA
USD
14199621.940000
1.0458347
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8
45824TAR6
658000.000000
PA
USD
668422.720000
0.0492309
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
200187.600000
0.0147443
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2020 DIP TERM LOAN
L5137LAK1
187661.450000
PA
USD
190867.270000
0.0140578
Long
LON
CORP
LU
N
2
2021-07-14
Floating
5.05
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
19500.000000
PA
USD
18695.630000
0.0013770
Long
LON
CORP
US
N
2
2024-09-13
Floating
4.572
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8
ACI1M29S4
200000.000000
PA
USD
232750.000000
0.0171426
Long
DBT
NUSS
IL
N
2
2060-05-13
Fixed
3.8
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
40691.720000
PA
USD
38606.270000
0.0028434
Long
LON
CORP
US
N
2
2026-06-03
Floating
3.1875
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
3163679.590000
PA
USD
1955723.450000
0.1440435
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
2188833.060000
PA
USD
2178662.210000
0.1604635
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
1152992.370000
PA
USD
1033127.280000
0.0760922
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
10063297.810000
PA
USD
11652107.370000
0.8582044
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
684321.140000
PA
USD
105282.810000
0.0077543
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
5.503
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
13111449.220000
PA
USD
2017196.460000
0.1485711
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
15740786.080000
PA
USD
6982480.480000
0.5142757
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
6.0129
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
769905.050000
0.0567053
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
486942.880000
0.0358645
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
335862.410000
0.0247370
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
453569.830000
0.0334065
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
3.5
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2
46628LAG3
13435.740000
PA
USD
11332.150000
0.0008346
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.44721
Y
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-NC1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC1 M2
46626LJS0
6066072.480000
PA
USD
4122661.180000
0.3036434
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.50825
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
660050.280000
0.0486142
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
5.791
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2007-CH1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH1 MF2
46630LAJ3
1698405.230000
PA
USD
1942882.680000
0.1430978
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
5.84
N
N
N
N
N
N
JP MORGAN RESECURITIZATION TRUST SERIES 2014-7
N/A
JP MORGAN REREMIC JPMRR 2014 7 1C 144A
46643WAB1
8548299.330000
PA
USD
2378494.190000
0.1751815
Long
ABS-O
CORP
US
N
2
2036-05-26
Variable
0
N
N
N
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 0.0000
BJBQCWII7
15003000.000000
NS
17987499.280000
1.3248205
Long
EP
CORP
NL
N
2
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
7092360.000000
PA
USD
6560433.000000
0.4831909
Long
LON
CORP
LU
N
3
2026-12-04
Floating
5.3305
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
12589487.940000
0.9272446
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
17848400.910000
1.3145756
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
14520127.790000
1.0694407
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
6267429.060000
0.4616105
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
8209004.820000
0.6046120
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
16771764.160000
1.2352789
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
576687.000000
0.0424743
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
9
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
KILROY REALTY LP COMPANY GUAR 02/30 3.05
49427RAP7
100000.000000
PA
USD
99287.430000
0.0073127
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 03/31 4.25
50077LBD7
3212000.000000
PA
USD
3412027.300000
0.2513036
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 05/27 3.875
50077LBA3
3212000.000000
PA
USD
3360842.060000
0.2475337
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.875
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/50 5.5
50077LBG0
3212000.000000
PA
USD
3435475.570000
0.2530306
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.5
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC COMPANY GUAR 144A 07/25 9.375
501797AU8
1800000.000000
PA
USD
1806750.000000
0.1330713
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.375
N
N
N
N
N
N
LABRADOR AVIATION FINANCE LTD 2016-1A
N/A
LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A
50543LAA0
7560143.150000
PA
USD
6407362.690000
0.4719169
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.3
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25
505742AM8
71000.000000
PA
USD
56977.500000
0.0041965
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25
N
N
N
N
N
N
LAKESIDE CDO I LTD/LAKESIDE CDO I INC 2004-1A
N/A
LAKESIDE CDO LTD LAKES 2004 1A A2A 144A
51210VAC4
15145075.670000
PA
USD
6915180.970000
0.5093189
Long
ABS-CBDO
CORP
KY
N
2
2040-01-03
Floating
1.19975
N
N
N
N
N
N
LAKESIDE CDO I LTD/LAKESIDE CDO I INC 2004-1A
N/A
LAKESIDE CDO LTD LAKES 2004 1A A2B 144A
51210VAL4
18263369.820000
PA
USD
8334817.560000
0.6138784
Long
ABS-CBDO
CORP
KY
N
2
2040-01-04
Floating
2.03038
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
6756221.800000
PA
USD
3810509.100000
0.2806527
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
4800821.170000
0.3535915
Long
ABS-MBS
CORP
US
N
2
2041-04-15
Variable
6.2864
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC SR SECURED 144A 02/27 4.375
53219LAS8
16000.000000
PA
USD
15160.000000
0.0011166
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.375
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC COMPANY GUAR 144A 05/30 4.375
52532XAE5
400000.000000
PA
USD
451580.000000
0.0332599
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.375
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
1982864.510000
0.1460425
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
253813.890000
0.0186940
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
13931650.570000
1.0260980
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
3288940.040000
PA
USD
341303.170000
0.0251378
Long
ABS-CBDO
CORP
KY
N
2
2043-02-28
Floating
2.7585
Y
N
N
N
N
N
LONG BEACH MORTGAGE LOAD TR 2005-WL1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M5
542514LM4
15069814.770000
PA
USD
11606771.340000
0.8548653
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
1.3095
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
1550000.000000
PA
USD
1222241.500000
0.0900209
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
1.0995
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
161919.650000
PA
USD
137464.800000
0.0101246
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.3745
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
4358477.900000
PA
USD
3107215.120000
0.2288535
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.0595
Y
N
N
N
N
N
LUMMUS TECHNOLOGY (ILLUMINATE BUYER LLC / ILLUMINATE HOLDINGS IV INC)
N/A
ILLUMINATE BUYER/HLDG SR UNSECURED 144A 07/28 9
45232TAA9
1300000.000000
PA
USD
1358500.000000
0.1000566
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9
N
N
N
N
N
N
LUMMUS TECHNOLOGY (ILLUMINATE BUYER LLC)
N/A
ILLUMINATE BUYER LLC TERM LOAN
45232UAB4
1000000.000000
PA
USD
986875.000000
0.0726856
Long
LON
CORP
US
N
2
2027-06-16
Floating
4.25
N
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
8315214.740000
0.6124346
Long
ABS-O
CORP
KY
N
2
2028-07-24
Fixed
6.1211
N
N
N
N
N
N
MANSARD MORTGAGES PLC 2006-1X
N/A
MANSARD MORTGAGES PLC MANSD 2006 1X B2 REGS
B1GJ7MII5
3053408.020000
PA
3580117.570000
0.2636839
Long
ABS-MBS
CORP
GB
N
2
2048-10-15
Floating
4.16775
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2018-2A
N/A
MARLETTE FUNDING TRUST MFT 2018 2A CERT 144A
57109E109
10196.000000
PA
USD
1281907.420000
0.0944154
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
2188292.190000
0.1611727
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
816728.360000
0.0601539
Long
ABS-O
CORP
US
N
3
2029-07-16
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2020-1A
N/A
MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A
57109J108
11251.000000
PA
USD
3421808.430000
0.2520240
Long
ABS-O
CORP
US
N
3
2030-03-15
Fixed
0
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625
571903BE2
90000.000000
PA
USD
93755.860000
0.0069053
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.625
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
1257336.260000
PA
USD
965588.480000
0.0711178
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.99758
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-NC1
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M2
57643LNH5
8851192.450000
PA
USD
7664359.950000
0.5644977
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.78325
Y
N
N
N
N
N
MASTR ASSET BACKED SECURIT TR 2003-OPT1
N/A
MASTR ASSET BACKED SECURITIES MABS 2003 OPT1 M4
57643LAN6
520755.720000
PA
USD
332087.220000
0.0244590
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Floating
6.01825
Y
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC COMPANY GUAR 144A 12/27 5.875
577081BD3
14000.000000
PA
USD
14568.400000
0.0010730
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY (AMERICAS) INC
549300MSF84ZAB7RHN59
MCDERMOTT INTERNATIONAL INC. 2020 SP DIP ROLL UP TERM LOAN
58004GAL2
3334689.430000
PA
USD
3326352.710000
0.2449935
Long
LON
CORP
US
N
2
2020-10-21
Floating
10
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY (AMERICAS) INC
549300MSF84ZAB7RHN59
MCDERMOTT TECHLGY AMERICAS INC 2020 DIP NEW MONEY TL
58004GAK4
12538113.620000
PA
USD
12506768.340000
0.9211521
Long
LON
CORP
US
N
2
2020-10-21
Floating
10.0197
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY (AMERICAS) INC
549300MSF84ZAB7RHN59
MCDERMOTT TECHNOLOGY (AMERICAS TERM LOAN
58004GAB4
13753236.360000
PA
USD
5037122.820000
0.3709956
Long
LON
CORP
US
N
2
2025-05-09
Floating
6.9446
Y
Y
N
N
N
N
TEXGEN POWER LLC
5493003XDLS9LCQ3SY55
TEXGEN POWER LLC
933KFF900
273307.000000
NS
USD
8814150.750000
0.6491824
Long
EC
CORP
US
N
3
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375
58547DAD1
200000.000000
PA
USD
200428.080000
0.0147620
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
7755000.000000
0.5711735
Long
ABS-CBDO
CORP
KY
N
2
2040-12-08
Floating
2.795
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M2
59020UC37
7664000.000000
PA
USD
5930676.800000
0.4368079
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
1.03825
N
N
N
N
N
N
MESSER INDUSTRIES USA INC
529900HNC1EZT3TC1260
MESSER INDS GMBH TERM LOAN B 1
D6000EAB8
76851.410000
PA
USD
73469.950000
0.0054112
Long
LON
CORP
US
N
2
2026-03-01
Floating
2.8079
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 04/25 3.9
91087BAJ9
1100000.000000
PA
USD
1180850.000000
0.0869723
Long
DBT
NUSS
MX
N
2
2025-04-27
Fixed
3.9
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 04/32 4.75
91087BAK6
2900000.000000
PA
USD
3204500.000000
0.2360188
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 04/51 5
91087BAL4
2900000.000000
PA
USD
3134900.000000
0.2308926
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
FREDDIE MAC STRUCTURED PASS T
59319WAC5
10325000.000000
PA
USD
10418842.890000
0.7673717
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
3.935
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
MF1 LTD MF1 2020 FL3 C 144A
59319WAD3
11800000.000000
PA
USD
11914304.240000
0.8775158
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
4.685
N
N
N
N
N
N
MLCC MORTGAGE INVESTORS INC 2004-C
N/A
MLCC MORTGAGE INVESTORS INC MLCC 2004 C B1
59020UDS1
894983.130000
PA
USD
824537.930000
0.0607291
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
0.90325
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
1287062.400000
0.0947951
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
5.8095
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
2940026.800000
0.2165397
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.5545
Y
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-NC5
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP
61749BAB9
269184.690000
PA
USD
154997.160000
0.0114159
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.2545
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
240842.760000
0.0177386
Long
ABS-MBS
CORP
US
N
2
2041-08-12
Variable
6.37124
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I 2007-T27
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2007 T27 C 144A
61754JAL2
13633000.000000
PA
USD
13753065.830000
1.0129448
Long
ABS-MBS
CORP
US
N
2
2042-06-11
Variable
6.21481
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
5966854.500000
0.4394725
Long
ABS-MBS
CORP
US
N
2
2042-11-14
Variable
5.54271
N
N
N
N
N
N
MORGAN STANLEY CAPITAL INC 2005-HE7
N/A
MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M3
61744CWN2
5815113.900000
PA
USD
4433637.640000
0.3265476
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.8895
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
3876732.760000
0.2855303
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
1.2495
Y
N
N
N
N
N
MORGAN STANLEY RESECURITIZATION TRUST 2013-R9
N/A
MORGAN STANLEY REREMIC TRUST MSRR 2013 R9 3B2 144A
61763DAV2
7839742.330000
PA
USD
5848380.360000
0.4307466
Long
ABS-MBS
CORP
US
N
2
2046-06-26
Variable
3.59242
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
79844.230000
PA
USD
77392.290000
0.0057001
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Fixed
4
N
N
N
N
N
N
MORTGAGE FUNDING 2008-1 PLC
N/A
MORTGAGE FUNDING PLC MFD 2008 1 B1 REGS
ACI1690J6
1700000.000000
PA
2089605.280000
0.1539042
Long
ABS-MBS
CORP
GB
N
2
2046-03-13
Floating
3.39325
N
N
N
N
N
N
MOTEL 6 TRUST 2017-M6MZ
N/A
MOTEL 6 TRUST MOTEL 2017 M6MZ M 144A
61975GAA5
957562.880000
PA
USD
758946.910000
0.0558982
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
7.11125
N
N
N
N
N
N
MULCAIR SECURITIES DAC 1
N/A
MULCAIR SECURITIES MULC 1 C REGS
ACI1MDML0
1800000.000000
PA
1963190.650000
0.1445935
Long
ABS-MBS
CORP
IE
N
2
2071-04-24
Floating
1.31
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
2102498.400000
PA
USD
2000333.800000
0.1473292
Long
ABS-CBDO
CORP
KY
N
2
2041-02-01
Floating
0.59263
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
1579871.100000
0.1163611
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
3.18475
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
655789.080000
0.0483004
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
4.18475
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 01/25 5.625
78442FDJ4
139000.000000
PA
USD
121300.550000
0.0089341
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 5.875
63938CAC2
600000.000000
PA
USD
591189.000000
0.0435424
Long
DBT
CORP
US
N
2
2021-03-25
Fixed
5.875
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/21 6.15
78442FDV7
600000.000000
PA
USD
590132.770000
0.0434646
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
9340290.630000
0.6879338
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 COMPANY GUAR 144A 05/24 6
62886HAS0
4000000.000000
PA
USD
5345512.400000
0.3937092
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
6
N
N
N
Y
N
NCL CORPORATION LTD
NORWEGIAN CRUISE LINE HOLDINGS LTD
USD
XXXX
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 05/24 12.25
62886HAR2
7980000.000000
PA
USD
8381593.500000
0.6173236
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625
62886HAP6
140000.000000
PA
USD
86100.000000
0.0063415
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.625
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD INC TERM LOAN
64021SAE9
25289383.570000
PA
USD
6221188.360000
0.4582048
Long
LON
CORP
US
N
2
2023-10-25
Floating
2
Y
Y
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC 2020 DIP TERM LOAN
64021TAB3
13896620.780000
PA
USD
14244036.300000
1.0491059
Long
LON
CORP
US
N
3
2020-10-07
Floating
10.8889
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC 2020 EXIT TERM LOAN
938TURII4
1806821.370000
PA
USD
1842957.800000
0.1357381
Long
LON
CORP
US
N
3
2025-05-08
Floating
13
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC CASH PAY EXTENDED TERM LOAN
64021SAD1
22078914.920000
PA
USD
6044102.960000
0.4451620
Long
LON
CORP
US
N
2
2023-10-25
Floating
7.5
Y
Y
N
N
N
N
NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL)
254900CHQOBZNYV4DY60
SUNSHINE LUXEMBOURG VII SARL USD TERM LOAN B1
L8908YAB4
322380.000000
PA
USD
309139.530000
0.0227688
Long
LON
CORP
LU
N
2
2026-10-01
Floating
5.322
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 05/29 4.625
ACI1GLZT8
300000.000000
PA
375100.780000
0.0276270
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 4.875
64110LAV8
200000.000000
PA
USD
214212.000000
0.0157772
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
1070843.870000
0.0788701
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
94575.920000
0.0069657
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED REGS 06/30 3.625
ACI1GCPB8
300000.000000
PA
347548.970000
0.0255978
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.625
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
5153867.600000
0.3795942
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.6545
Y
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORPORATION
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR
654740AW9
100000.000000
PA
USD
96138.130000
0.0070808
Long
DBT
CORP
US
N
2
2022-01-13
Floating
2.20138
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORPORATION
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 1.9
654740AS8
300000.000000
PA
USD
294719.450000
0.0217068
Long
DBT
CORP
US
N
2
2021-09-14
Fixed
1.9
N
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
128090.160000
0.0094341
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.875
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2005-HE1
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2005 HE1 M6
65536HBH0
3000000.000000
PA
USD
2170942.800000
0.1598949
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
1.24825
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
12644532.610000
PA
USD
6588065.760000
0.4852261
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.78325
Y
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2014-3R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2014 3R 2A8 144A
65540LAX1
267629.260000
PA
USD
259275.850000
0.0190963
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Variable
4.90143
N
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2015-1R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2015 1R 2A8 144A
65540TAN6
14095302.920000
PA
USD
12526984.810000
0.9226411
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Floating
2.07241
N
N
N
N
N
N
NOURYON (STARFRUIT US HOLDCO LLC)
549300K7VB5G6LULFT41
STARFRUIT FINCO B V TERM LOAN B
N8232NAB3
273923.160000
PA
USD
258400.760000
0.0190318
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.1879
N
N
N
N
N
N
NOVASEP HOLDING
969500DPO357UZZQSS89
NOVASEP HOLDING SAS SR UNSECURED 144A REGS 05/22 8
ACI0QR8Z2
2360000.000000
PA
2479114.140000
0.1825924
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
3924893.500000
PA
USD
2942275.220000
0.2167053
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.0695
N
N
N
N
N
N
NXP BV / NXP FUNDING LLC / NXP USA INC
N/A
NXP BV/NXP FDG/NXP USA COMPANY GUAR 144A 05/25 2.7
62954HAE8
200000.000000
PA
USD
210418.070000
0.0154978
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.7
N
N
N
N
N
N
NXP BV / NXP FUNDING LLC / NXP USA INC
N/A
NXP BV/NXP FDG/NXP USA COMPANY GUAR 144A 05/27 3.15
62954HAC2
300000.000000
PA
USD
318947.380000
0.0234912
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15
N
N
N
N
N
N
NXP BV / NXP FUNDING LLC / NXP USA INC
N/A
NXP BV/NXP FDG/NXP USA COMPANY GUAR 144A 05/30 3.4
62954HAD0
300000.000000
PA
USD
323478.550000
0.0238249
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.4
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR SR UNSECURED 08/22 VAR
674599CQ6
2100000.000000
PA
USD
1932804.930000
0.1423555
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.84238
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
425034.520000
PA
USD
364471.350000
0.0268442
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
37503.050000
PA
USD
32159.240000
0.0023686
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
1145908.280000
PA
USD
945374.330000
0.0696290
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
5789851.900000
PA
USD
4776627.820000
0.3518096
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
63729.000000
NS
USD
477967.500000
0.0352034
Long
EC
CORP
US
Y
3
N
N
N
OPPENHEIMER HOLDINGS INC
N/A
OPPENHEIMER HOLDINGS INC SR SECURED 07/22 6.75
683797AD6
3452000.000000
PA
USD
3527529.760000
0.2598107
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
6.75
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 04/60 3.85
68389XBY0
200000.000000
PA
USD
235271.520000
0.0173283
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VB 144A
68619MAQ4
62495349.160000
PA
USD
25255183.040000
1.8601021
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
1.7065
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VF 144A
68619MAL5
62295683.430000
PA
USD
26448021.130000
1.9479574
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
1.7065
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 02/28 7.25
68752DAA6
944000.000000
PA
USD
961917.120000
0.0708474
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 06/25 7.375
68752DAC2
386000.000000
PA
USD
392996.250000
0.0289451
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS SA
222100N2EDW8BU5UUT55
ORTHO CLINICAL DIAGNOSTICS SA TERM LOAN
L7300KAJ3
4580323.800000
PA
USD
4288328.160000
0.3158452
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.4162
N
N
N
N
N
N
PACIFIC DRILLING SA
549300VEJMMZCY6OBU06
PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375
694183AA2
794000.000000
PA
USD
200973.310000
0.0148021
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
26306.500000
0.0019375
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
294509.080000
0.0216913
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 02/38 6.35
694308GM3
1116000.000000
PA
USD
1338413.220000
0.0985772
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
1958864.250000
0.1442748
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/27 3.3
694308HS9
3661000.000000
PA
USD
3983735.460000
0.2934112
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 03/34 6.05
694308GE1
4833000.000000
PA
USD
5770481.180000
0.4250092
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
9896027.000000
0.7288651
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
1130971.280000
0.0832986
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
37631.030000
0.0027716
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 05/21 4.25
694308GV3
2656000.000000
PA
USD
2904668.000000
0.2139355
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 06/25 3.5
694308HM2
1753000.000000
PA
USD
1938143.100000
0.1427487
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 06/43 4.6
694308HD2
20000.000000
PA
USD
22635.900000
0.0016672
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.6
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/22 2.45
694308HB6
389000.000000
PA
USD
425377.340000
0.0313300
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 08/23 4.25
694308JB4
1642000.000000
PA
USD
1877865.090000
0.1383091
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/24 3.4
694308HK6
539000.000000
PA
USD
594864.660000
0.0438131
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/28 4.65
694308JC2
1277000.000000
PA
USD
1536946.120000
0.1131996
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 08/42 3.75
694308HA8
26000.000000
PA
USD
27021.670000
0.0019902
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 09/21 3.25
694308GW1
106000.000000
PA
USD
115924.250000
0.0085381
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
4553000.000000
PA
USD
4969326.320000
0.3660023
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
887575.070000
0.0653719
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 11/43 5.125
694308HF7
1763000.000000
PA
USD
2083504.590000
0.1534549
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
1518083.000000
0.1118103
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 12/41 4.5
694308GY7
368000.000000
PA
USD
407300.560000
0.0299986
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR UNSECURED 12/46 4
694308HR1
4000.000000
PA
USD
4223.000000
0.0003110
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS ELECTRIC COMPANY TERM LOAN
964PHYII9
200000.000000
PA
USD
217500.000000
0.0160194
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
6719537.200000
0.4949093
Long
ABS-CBDO
CORP
KY
N
2
2039-07-22
Floating
2.04763
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
473987.510000
0.0349103
Long
DBT
CORP
AR
N
2
2020-11-20
Floating
26.09
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
PAR PHARMACEUTICAL INC SR SECURED 144A 04/27 7.5
69888XAA7
149000.000000
PA
USD
153402.210000
0.0112984
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.5
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/31 4.95
699149AJ9
1100000.000000
PA
USD
1230625.000000
0.0906384
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95
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
4835548.760000
0.3561492
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
2.11825
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
1259100.750000
0.0927357
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.63825
Y
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
10731827.200000
0.7904237
Long
DBT
CORP
JE
N
2
2043-07-31
Fixed
2.875
N
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
12760.000000
0.0009398
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
18850.000000
0.0013883
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
12470.000000
0.0009184
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 01/29 6.5
71654QCP5
998000.000000
PA
USD
871693.120000
0.0642022
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35
71654QCK6
1158000.000000
PA
USD
975203.910000
0.0718260
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 02/48 6.35
71654QCL4
154000.000000
PA
USD
114552.130000
0.0084370
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 03/27 6.5
71654QCG5
5433000.000000
PA
USD
4911377.670000
0.3617342
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
394000.000000
PA
USD
303628.220000
0.0223629
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
118805.700000
0.0087503
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
4590000.000000
PA
USD
4032682.200000
0.2970163
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 01/31 5.95
71654QCZ3
7930000.000000
PA
USD
6553788.150000
0.4827015
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/50 7.69
71654QCW0
190000.000000
PA
USD
157858.650000
0.0116267
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 144A 01/60 6.95
71654QDA7
600000.000000
PA
USD
462072.000000
0.0340327
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 01/30 6.84
P78625DX8
600000.000000
PA
USD
527148.000000
0.0388257
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 REGS 01/60 6.95
P78625EB5
462000.000000
PA
USD
355795.440000
0.0262051
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75
ACI0CBT55
3900000.000000
PA
3465813.710000
0.2552651
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/30 3.5
716743AP4
800000.000000
PA
USD
890760.900000
0.0656066
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.5
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55
716743AR0
600000.000000
PA
USD
763817.200000
0.0562569
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8
716743AS8
600000.000000
PA
USD
827159.480000
0.0609222
Long
DBT
CORP
MY
N
2
2060-04-21
Fixed
4.8
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC CONSENTING TERM LOAN
71677HAG0
94194.520000
PA
USD
93232.980000
0.0068668
Long
LON
CORP
US
N
2
2022-03-11
Floating
5
N
N
N
N
N
N
PIPER SANDLER COMPANIES
QUQDBTUSOAKFEVMRMF78
PIPER SANDLER COS SR UNSECURED 144A 10/21 4.74
724078AD2
800000.000000
PA
USD
782000.000000
0.0575961
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
4.74
N
N
N
N
N
N
PIPER SANDLER COMPANIES
QUQDBTUSOAKFEVMRMF78
PIPER SANDLER COS SR UNSECURED 144A 10/23 5.2
724078AE0
2900000.000000
PA
USD
2834750.000000
0.2087858
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.2
N
N
N
N
N
N
PRESS GANEY (EMERALD TOPCO INC)
549300KISPZJ80F65D65
EMERALD TOPCO INC TERM LOAN
29102TAB8
178650.000000
PA
USD
172955.530000
0.0127386
Long
LON
CORP
US
N
2
2026-07-24
Floating
4.2601
N
N
N
N
N
N
PROJECT ANFORA
N/A
PROJECT ANFORA SENIOR TERM LOAN
938BZJII6
39292025.160000
PA
42820236.040000
3.1538085
Long
LON
CORP
US
Y
3
2026-10-01
Floating
2.75
N
N
N
N
N
N
PROJECT OMNI
N/A
PROJECT OMNI SENIOR TERM LOAN
965HDEII4
36679877.670000
PA
39973531.860000
2.9441422
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 05/22 VAR
ACI0VF965
10280000.000000
PA
84822.060000
0.0062473
Long
DBT
NUSS
AR
N
2
2022-05-31
Floating
29.2219
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
ACI11ZNP4
25911000.000000
PA
204310.150000
0.0150479
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.5964
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
735969.130000
0.0542058
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.5964
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC COMPANY GUAR 144A 02/25 3.625
69370CAB6
61000.000000
PA
USD
60695.000000
0.0044703
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC COMPANY GUAR 144A 02/28 4
69370CAC4
31000.000000
PA
USD
30846.860000
0.0022719
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4
N
N
N
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
2967300.000000
0.2185484
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Floating
1.58363
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC COMPANY GUAR 144A 02/28 9.25
75041VAA2
110000.000000
PA
USD
103950.000000
0.0076562
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2009-7
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2009 7 12A4 144A
75524MCB4
2782468.340000
PA
USD
846349.520000
0.0623356
Long
ABS-MBS
CORP
US
N
2
2037-10-26
Floating
0.86825
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
3000.000000
PA
USD
3048.440000
0.0002245
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.875
N
N
N
N
N
N
RCS & RDS SA
3157008PTGOXBWZDVF10
RCS + RDS SA SR SECURED 144A 02/25 2.5
ACI1JH5Q3
100000.000000
PA
107791.920000
0.0079391
Long
DBT
CORP
RO
N
2
2025-02-05
Fixed
2.5
N
N
N
N
N
N
REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I)
549300NF240HXJO7N016
FINANCIAL RISK US HLDGS INC TERM LOAN B
31740MAC5
794895.000000
PA
USD
778699.010000
0.0573530
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.4283
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
31740MAD3
994949.500000
PA
1099311.910000
0.0809668
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.25
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
234738.380000
0.0172890
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.5
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
REGENCY CENTERS LP COMPANY GUAR 09/29 2.95
75884RAZ6
100000.000000
PA
USD
101559.490000
0.0074801
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QS1
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1
74922KAA3
231001.370000
PA
USD
208108.650000
0.0153277
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6
Y
N
N
N
N
N
ACACIA CDO LTD 5A
N/A
ACACIA CDO LTD ACCDO 5A A 144A
00388EAA9
773582.810000
PA
USD
772422.440000
0.0568907
Long
ABS-CBDO
CORP
KY
N
2
2039-11-08
Floating
2.11413
N
N
N
N
N
N
ACACIA CDO LTD 5A
N/A
ACACIA CDO LTD ACCDO 5A B 144A
00388EAB7
29250000.000000
PA
USD
15078843.000000
1.1105913
Long
ABS-CBDO
CORP
KY
N
2
2039-11-08
Floating
2.58413
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A1
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9
761136AJ9
1990321.060000
PA
USD
1103658.900000
0.0812870
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.75
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
1597045.660000
0.1176261
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
6
N
N
N
N
N
N
RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)
N/A
1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375
68245XAJ8
39000.000000
PA
USD
38293.320000
0.0028204
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.375
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUCTS LLC
549300DWNZYMOSR1X343
REYNOLDS CONSUMER PRODUCTS LLC TERM LOAN
76171JAB7
99750.000000
PA
USD
96196.410000
0.0070851
Long
LON
CORP
US
N
2
2027-02-04
Floating
1.9283
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
3136440.320000
0.2310060
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.4745
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
76716XAA0
2339848.460000
PA
USD
2398344.670000
0.1766436
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
1832347.080000
PA
USD
1878155.760000
0.1383305
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
2496656.250000
0.1838845
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
4236750.000000
0.3120463
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
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
6995956.000000
0.5152682
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
ACE SECURITIES CORP 2005-HE5
N/A
ACE SECURITIES CORP. ACE 2005 HE5 M5
004421RJ4
3502509.360000
PA
USD
1688982.520000
0.1243974
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
1.12825
Y
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 06/23 9.125
780153BC5
1100000.000000
PA
USD
1091895.640000
0.0804206
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.125
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/23 10.875
780153AY8
4500000.000000
PA
USD
4626659.160000
0.3407640
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
10.875
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5
780153AZ5
6600000.000000
PA
USD
6885351.860000
0.5071219
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.5
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 06/23 4.25
780153BA9
3200000.000000
PA
USD
2992000.000000
0.2203677
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
4.25
N
N
N
Y
N
ROYAL CARIBBEAN CRUISES LTD
ROYAL CARIBBEAN CRUISES LTD
USD
XXXX
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SECURED 144A 05/30 4.5
785592AW6
1732000.000000
PA
USD
1916131.020000
0.1411274
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.5
N
N
N
N
N
N
ACE SECURITIES CORP 2006-NC1
N/A
ACE SECURITIES CORP. ACE 2006 NC1 M2
004421UV3
2804687.280000
PA
USD
1967943.050000
0.1449435
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.81325
N
N
N
N
N
N
ACE SECURITIES CORP 2006-OP1
N/A
ACE SECURITIES CORP. ACE 2006 OP1 M1
00442PAG5
7420230.930000
PA
USD
5174582.630000
0.3811199
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.44825
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 01/26 3.8
80007RAJ4
1600000.000000
PA
USD
1652016.000000
0.1216748
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
3.8
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 06/30 4.375
80007RAG0
1300000.000000
PA
USD
1358916.000000
0.1000873
Long
DBT
CORP
KY
N
2
2030-06-18
Fixed
4.375
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/49 VAR
ACI0CTJV0
5871000.000000
PA
7457537.730000
0.5492647
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
11766000.000000
PA
14919551.660000
1.0988592
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
336636.980000
0.0247941
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
695084.170000
0.0511945
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
512807.240000
0.0377694
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
221778.810000
0.0163345
Long
DBT
CORP
DE
N
2
2027-05-15
Fixed
3.875
N
N
Y
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
ADIENT US LLC SR SECURED 144A 04/25 9
00688JAB3
400000.000000
PA
USD
432630.000000
0.0318642
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
400000.000000
PA
424682.840000
0.0312789
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
4119423.510000
0.3034050
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTERNA SR UNSECURED 144A 07/25 8.625
80874YBG4
1700000.000000
PA
USD
1593240.000000
0.1173458
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.625
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN COMPANY GUAR 144A 01/31 4.125
81180WAY7
700000.000000
PA
USD
734910.230000
0.0541278
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.125
N
N
N
N
N
N
SEC ASSET BACKED REC LLC 2005-FR1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR1 M2
81375WDT0
1264396.900000
PA
USD
1125520.100000
0.0828971
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.14325
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-1
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1
007036AT3
3699568.800000
PA
USD
3335246.360000
0.2456485
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.31825
Y
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 7M2
007036CD6
1808512.960000
PA
USD
1608111.460000
0.1184411
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.96825
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR3
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR3 M2
81375WEV4
3035096.460000
PA
USD
2315899.090000
0.1705713
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
1.14325
Y
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
51611.560000
0.0038013
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
17297773.680000
PA
USD
15899542.740000
1.1710378
Long
LON
CORP
US
N
2
2021-11-28
Floating
6
N
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HLDGS LLC SECOND LIEN
81733HAC0
15430625.000000
PA
USD
11264356.250000
0.8296457
Long
LON
CORP
US
N
3
2022-04-28
Floating
10
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 11
N/A
SEQUOIA MORTGAGE TRUST SEMT 11 B1
81744AAB4
371310.300000
PA
USD
313105.290000
0.0230609
Long
ABS-MBS
CORP
US
N
2
2032-12-20
Floating
1.645
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-11
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 5A1
007036UQ7
54937.610000
PA
USD
34986.800000
0.0025769
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.70825
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2003-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2B1
81743PBY1
99252.400000
PA
USD
89543.900000
0.0065951
Long
ABS-MBS
CORP
US
N
2
2033-07-20
Floating
1.14575
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B1
81744FHX8
146212.880000
PA
USD
132228.790000
0.0097390
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
0.84575
Y
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B2
81744FHY6
257884.760000
PA
USD
224843.250000
0.0165602
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
1.11575
Y
N
N
N
N
N
SG MORTGAGE SECURITIES TRUST 2006-FRE1
N/A
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B
81879MAV1
5524744.480000
PA
USD
3602087.550000
0.2653020
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.52825
N
N
N
N
N
N
SIERRA MADRE FUNDING LTD 2004-1A
N/A
SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A
82639RAB3
18349524.220000
PA
USD
16688892.280000
1.2291752
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
0.54263
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
2120000.000000
0.1561429
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
0.80263
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
1113500.000000
0.0820118
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
1.04263
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-7
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 7M1
007036NH5
2542728.330000
PA
USD
2242860.060000
0.1651918
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
1.1845
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125
82967NBG2
2800000.000000
PA
USD
2772588.000000
0.2042075
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
5493003MX0ZXTM8EVY68
SIX FLAGS THEME PARKS SR SECURED 144A 07/25 7
83001WAC8
400000.000000
PA
USD
415250.000000
0.0305841
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-8
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 7M1
007036QX7
447202.170000
PA
USD
358776.530000
0.0264247
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.18825
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 02/26 3.125
ACI1JBRD1
474000.000000
PA
504552.810000
0.0371615
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
3.125
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 02/26 VAR
ACI1JC428
200000.000000
PA
214854.460000
0.0158245
Long
DBT
CORP
NL
N
2
2026-02-15
Floating
3.25
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED 144A 02/28 3.625
ACI1JC436
500000.000000
PA
528584.080000
0.0389314
Long
DBT
CORP
NL
N
2
2028-02-15
Fixed
3.625
N
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
1626826.300000
0.1198195
Long
ABS-O
CORP
US
N
3
2045-09-15
Fixed
0
N
N
N
N
N
N
ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)
N/A
PRIME SECSRVC BRW/FINANC SECURED 144A 01/28 6.25
74166MAE6
158000.000000
PA
USD
149261.020000
0.0109934
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25
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
8199571.430000
0.6039172
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
5068236.530000
0.3732872
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
199163.000000
0.0146688
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
705736.500000
0.0519791
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
1407400.000000
0.1036582
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
1591200.000000
0.1171955
Long
ABS-O
CORP
US
N
3
2026-11-25
Fixed
0
N
N
N
N
N
N
ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)
549300WZSXRSISJ4VI31
ADVANZ PHARMA CORP 2018 USD TERM LOAN B
964AWKII5
6420407.770000
PA
USD
5962953.720000
0.4391852
Long
LON
CORP
CA
N
2
2024-09-06
Floating
6.5676
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
750405.000000
0.0552690
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
1529264.000000
0.1126338
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
0
N
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
498132.940000
0.0366886
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
3.31825
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
369544.180000
0.0272178
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.86825
Y
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2019 TERM LOAN
83600VAD3
267330.000000
PA
USD
262066.810000
0.0193018
Long
LON
CORP
US
N
2
2026-12-11
Floating
5.5
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
2090814.000000
0.1539932
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
1570156.200000
0.1156456
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
27125248.430000
PA
USD
12754427.440000
0.9393928
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
1.6702
N
N
N
N
N
N
SOUTH COAST FUNDING 5A
N/A
SOUTH COAST FUNDING SCF 5A C1 144A
84129VAJ0
30489545.030000
PA
USD
3048.950000
0.0002246
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
3.8702
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65
842400GT4
60000.000000
PA
USD
66210.790000
0.0048766
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85
842400GS6
30000.000000
PA
USD
31819.770000
0.0023436
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.85
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
132612.780000
0.0097672
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO SR UNSECURED 05/23 4.75
844741BH0
1000000.000000
PA
USD
1033247.300000
0.0761010
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO SR UNSECURED 05/25 5.25
844741BJ6
900000.000000
PA
USD
950390.590000
0.0699984
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125
844741BK3
2500000.000000
PA
USD
2595560.330000
0.1911690
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.125
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP COMPANY GUAR 01/30 3.4
84861TAF5
100000.000000
PA
USD
94680.810000
0.0069735
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.4
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP)
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP COMPANY GUAR 03/23 5.625
85172FAL3
2100000.000000
PA
USD
2130229.500000
0.1568963
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.625
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
4125000.000000
PA
USD
4241541.560000
0.3123993
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.875
N
N
N
N
N
N
SPRINT CORP (SPRINT COMMUNICATIONS INC)
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS COMPANY GUAR 11/22 6
852061AS9
194000.000000
PA
USD
204886.310000
0.0150903
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
2441281.920000
0.1798060
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
4832000.000000
PA
USD
5714733.920000
0.4209032
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
600000.000000
PA
USD
678564.000000
0.0499778
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
890000.000000
PA
USD
934059.450000
0.0687956
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
3128000.000000
PA
USD
3526804.360000
0.2597572
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC SR SECURED 144A 04/26 7.5
855030AN2
18000.000000
PA
USD
14181.750000
0.0010445
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.5
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
102569.000000
PA
USD
62054.250000
0.0045704
Long
DBT
CORP
US
N
2
2024-11-05
Fixed
5
Y
Y
N
N
N
N
STRUCTURED ADJUSTABLE RT MTG LN 2004-18
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 M
863579GC6
2105081.840000
PA
USD
1405458.100000
0.1035152
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
0.69825
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
4072907.800000
0.2999790
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.8345
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2007-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3
86363NAC3
2893179.720000
PA
USD
2897928.590000
0.2134391
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
0.3945
Y
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
373552.400000
0.0275130
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.3845
N
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
4408256.580000
0.3246782
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.4245
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
2122370.250000
0.1563174
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.3845
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO-2007-BC1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 BC1 M1
86362PAG0
9578652.010000
PA
USD
6232116.210000
0.4590096
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.4145
Y
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO-2007-BC3
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 2A4
86363WAH2
10000000.000000
PA
USD
7467284.000000
0.5499826
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.4445
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION 2006-AM1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2006 AM1 M1
86359XAF0
4742944.870000
PA
USD
3772973.750000
0.2778882
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.4945
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
71640.000000
PA
USD
63043.200000
0.0046433
Long
LON
CORP
US
N
3
2027-02-12
Floating
3.6783
N
N
N
N
N
N
SUMMER STREET LTD 2005-1A
N/A
SUMMER STREET LTD SMSTR 2005 1A A1 144A
86565MAA5
37820300.510000
PA
USD
12102496.160000
0.8913766
Long
ABS-CBDO
CORP
KY
N
2
2045-12-06
Floating
0.56763
N
N
N
N
N
N
SUNNOVA HELIOS ISSUER LLC 2020-AA
N/A
HELIOS ISSUER, LLC SNVA 2020 AA A 144A
86746CAA9
5300000.000000
PA
USD
5340012.350000
0.3933041
Long
ABS-O
CORP
US
N
2
2047-06-20
Fixed
2.98
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 06/30 3.125
78486QAE1
700000.000000
PA
USD
751180.180000
0.0553261
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.125
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
14064188.360000
PA
USD
10091055.150000
0.7432293
Long
LON
CORP
US
N
2
2023-03-09
Floating
6.8725
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
45157.510000
0.0033260
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
2340850.500000
0.1724090
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.33
Y
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC COMPANY GUAR 144A 03/28 4.625
87901JAE5
359000.000000
PA
USD
332371.180000
0.0244799
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.625
N
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
29812.580000
0.0021958
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25
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
372155.230000
0.0274101
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
5.369
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
457208.920000
PA
769784.420000
0.0566964
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
108907.100000
PA
181431.810000
0.0133629
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
97999.030000
PA
164025.810000
0.0120809
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
94815.140000
PA
155695.050000
0.0114673
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
677057.500000
0.0498668
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
336736.410000
0.0248014
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
238021.920000
0.0175309
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
419011.410000
0.0308612
Long
DBT
CORP
NL
N
2
2023-03-31
Fixed
1.25
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
413386.220000
0.0304468
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
4340809.500000
0.3197106
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.8
N
N
N
N
N
N
TEXAS PUBLIC FINANCE AUTHORITY
N/A
TEXAS ST PUBLIC FIN AUTH TXSGEN 07/24 FIXED 8.25
8827562Q1
145000.000000
PA
USD
145561.150000
0.0107209
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
8.25
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR
064159VJ2
14995000.000000
PA
USD
15004371.880000
1.1051064
Long
DBT
CORP
CA
N
2
2025-06-04
Floating
4.9
N
N
N
N
Y
THE BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
CAD
XXXX
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/30 3.75
00973RAF0
175000.000000
PA
USD
164975.210000
0.0121508
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75
N
N
N
N
N
N
TITULIZACION DE ACTIVOS 27
N/A
TITULIZACION DE ACTIVOS TDA 27 A3 REGS
E9053PAF3
12100000.000000
PA
10765021.750000
0.7928685
Long
ABS-MBS
CORP
ES
N
2
2050-12-28
Floating
0
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 FIXED 7.467
88880LAA1
65000.000000
PA
USD
65512.200000
0.0048251
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
60576.000000
0.0044616
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
2010.570000
PA
USD
2225.020000
0.0001639
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 4.875
89054XAD7
3426727.590000
PA
USD
3792233.730000
0.2793067
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
4.875
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75
89054XAC9
31561827.730000
PA
USD
37425114.550000
2.7564454
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 SR UNSECURED REGS 05/26 5.25
ACI1C5XB8
100000.000000
PA
137171.280000
0.0101030
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 11/27 5.5
893647BL0
88000.000000
PA
USD
77062.920000
0.0056759
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
105450.000000
0.0077666
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
7.5
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 02/27 8
893830BL2
254000.000000
PA
USD
143827.500000
0.0105932
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25
893830BK4
346000.000000
PA
USD
193760.000000
0.0142709
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
115230.010000
PA
USD
101402.410000
0.0074685
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.125
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625
013092AC5
19000.000000
PA
USD
19020.050000
0.0014009
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.625
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
128020.000000
0.0094290
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRANSOCEAN SENTRY LIMITED
N/A
TRANSOCEAN SENTRY LTD SR SECURED 144A 05/23 5.375
89385AAA3
100000.000000
PA
USD
86000.000000
0.0063341
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
83275.960000
0.0061335
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
116721.260000
0.0085968
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/23 3.5
013092AD3
43000.000000
PA
USD
43580.500000
0.0032098
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.5
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 02/26 5.2
933RXJII8
700000.000000
PA
794646.580000
0.0585275
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
2472763.240000
0.1821247
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 03/30 5.25
900123CY4
2800000.000000
PA
USD
2518600.000000
0.1855007
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 04/29 7.625
900123CT5
2400000.000000
PA
USD
2532789.600000
0.1865458
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
105783.740000
0.0077912
Long
DBT
NUSS
TR
N
2
2025-06-14
Fixed
3.25
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/30 4.875
013092AE1
38000.000000
PA
USD
38916.940000
0.0028663
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
3304000.000000
PA
3201143.310000
0.2357715
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/26 7.75
X5S005UL3
1400000.000000
PA
USD
1463285.600000
0.1077743
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75
N
N
N
N
N
N
ALKALI EUROPE III SARL
N/A
ALKALI EUROPE ALKL III DMD A
ACI1DS1R7
37116742.400000
PA
40970882.720000
3.0175994
Long
ABS-MBS
CORP
LU
N
3
2021-05-15
Floating
3
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
1524431.360000
0.1122779
Long
DBT
CORP
GB
N
2
2024-03-28
Fixed
7.395
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/20 0.00000
9127963G2
25100000.000000
PA
USD
25097693.810000
1.8485027
Long
DBT
UST
US
N
2
2020-07-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/20 0.00000
912796WX3
4000.000000
PA
USD
3999.730000
0.0002946
Long
DBT
UST
US
N
2
2020-07-23
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/20 0.00000
912796WY1
1087000.000000
PA
USD
1086897.120000
0.0800525
Long
DBT
UST
US
N
2
2020-07-30
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/20 0.00000
912796XG9
1204000.000000
PA
USD
1203766.480000
0.0886602
Long
DBT
UST
US
N
2
2020-08-27
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/20 0.00000
9127962H1
1162000.000000
PA
USD
1161670.770000
0.0855597
Long
DBT
UST
US
N
2
2020-09-24
None
0
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
88000.000000
PA
USD
113748.670000
0.0083779
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
2000.000000
PA
USD
2543.250000
0.0001873
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 01/25 2.25
ACI1HZR08
300000.000000
PA
316826.880000
0.0233350
Long
DBT
CORP
LU
N
2
2025-01-15
Fixed
2.25
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 05/26 7.5
02154CAE3
7450000.000000
PA
USD
7822686.250000
0.5761588
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.5
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875
91327AAA0
26559000.000000
PA
USD
27000808.970000
1.9886715
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP/CSL CAPITAL SR SECURED 144A 04/23 6
20341WAA3
2000000.000000
PA
USD
1956250.000000
0.1440823
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
890000.000000
PA
USD
841054.450000
0.0619456
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 05/25 9.5
914906AT9
900000.000000
PA
USD
958500.000000
0.0705957
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
9.5
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 06/27 6.625
914906AU6
1000000.000000
PA
USD
958750.000000
0.0706141
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.625
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
169717.500000
PA
USD
163565.240000
0.0120470
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.1783
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
113000.000000
PA
USD
116721.660000
0.0085968
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC COMPANY GUAR 144A 05/25 6.25
91879QAL3
400000.000000
PA
USD
420250.000000
0.0309524
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 02/26 7.75
91889DAE6
32000.000000
PA
USD
2500.960000
0.0001842
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
20378.820000
0.0015009
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75
N
N
N
N
N
N
ALTICE FRANCE SA (AKA: SFR GROUP SA)
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 05/26 7.375
67054KAA7
1327000.000000
PA
USD
1386701.730000
0.1021338
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
781000.000000
PA
USD
1023730.900000
0.0754001
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
360058.880000
0.0265192
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
4062.500000
0.0002992
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
40625.000000
0.0029921
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
5312.500000
0.0003913
Long
DBT
NUSS
VE
N
2
2020-12-09
Fixed
6
Y
Y
N
N
N
N
VEREIT OPERATING PARTNERSHIP LP
5493005TQOUJE1LCS698
VEREIT OPERATING PARTNER COMPANY GUAR 11/25 4.625
92340LAD1
100000.000000
PA
USD
108297.990000
0.0079764
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.625
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR SECURED 144A 04/27 5.625
92552VAL4
18000.000000
PA
USD
18469.170000
0.0013603
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.625
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR UNSECURED 144A 07/28 6.5
92552VAN0
1300000.000000
PA
USD
1303523.000000
0.0960075
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
12500000.000000
PA
USD
13242187.500000
0.9753175
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 05/27 4.65
928563AE5
500000.000000
PA
USD
553780.700000
0.0407872
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65
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
13205000.000000
PA
USD
9687518.130000
0.7135079
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
1538150.170000
PA
USD
1495819.820000
0.1101706
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
5.72
Y
N
N
N
N
N
AMBAC LSNI LLC
N/A
AMBAC LSNI LLC SR SECURED 144A 02/23 VAR
02315QAA6
9819125.540000
PA
USD
9726973.050000
0.7164139
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 B1
92922FM39
510493.870000
PA
USD
271501.620000
0.0199967
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.63989
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 B1
92922FJ74
10110847.330000
PA
USD
7037297.360000
0.5183131
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Floating
1.0845
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR8
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 B1
92922FS74
17165396.110000
PA
USD
10551021.410000
0.7771069
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
1.1895
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A1B
93363DAC1
10769342.000000
PA
USD
8559184.400000
0.6304035
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
2.24
N
N
N
N
N
N
WASHINGTON MUTUAL 2007-OA4
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A1B
93364CAB4
2815541.140000
PA
USD
1092418.700000
0.0804591
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
2.27382
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
203247.600000
0.0149697
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.7345
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
1494794.400000
PA
USD
1069505.360000
0.0787715
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
4.50522
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 01/23 VAR
958667AD9
90000.000000
PA
USD
82628.200000
0.0060858
Long
DBT
CORP
US
N
2
2023-01-13
Floating
2.16138
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 5.25
958667AA5
60000.000000
PA
USD
52287.300000
0.0038511
Long
DBT
CORP
US
N
2
2050-02-01
Variable
5.25
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2A
N/A
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2020 2A C 144A
96042PAE2
5800000.000000
PA
USD
5815200.640000
0.4283029
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.01
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2A
N/A
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2020 2A D 144A
96042PAF9
4800000.000000
PA
USD
4824802.560000
0.3553578
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.76
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
6165590.030000
PA
USD
4007633.520000
0.2951714
Long
LON
CORP
US
N
3
2029-03-15
Fixed
15
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS
96106JAB5
1105899.580000
PA
USD
1094840.580000
0.0806375
Long
LON
CORP
US
N
3
2022-03-15
Floating
9.25
N
N
N
N
N
N
WHLN - SV PORTFOLIO
N/A
PREYLOCK REITMAN SANTA CRUZ TERM LOAN
933BWMII7
7900000.000000
PA
USD
7515175.200000
0.5535099
Long
LON
CORP
US
Y
3
2022-11-09
Floating
6.495
N
N
N
N
N
N
WHLN LOAN
N/A
FOREST PARK II TERM LOAN
938SYJII0
594993.750000
PA
USD
654255.130000
0.0481874
Long
LON
CORP
US
N
3
2024-12-11
Fixed
5.78
N
N
N
N
N
N
WHLN LOAN
N/A
PARK SPRINGS APARTMENTS TERM LOAN
938SYDII3
1819023.080000
PA
USD
1955086.010000
0.1439966
Long
LON
CORP
US
N
3
2023-02-01
Fixed
7
N
N
N
N
N
N
WHLN LOAN
N/A
WALGREENS DALLAS TERM LOAN
938SYGII6
1131726.310000
PA
USD
1252481.510000
0.0922481
Long
LON
CORP
US
N
3
2025-02-01
Fixed
5.861
N
N
N
N
N
N
WHLN LOAN
N/A
WALGREENS MAGNOLIA TERM LOAN
938SYFII8
771107.690000
PA
USD
947382.910000
0.0697769
Long
LON
CORP
US
N
3
2030-03-06
Fixed
6
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN HYATT PLACE TERM LOAN
935WWLII1
35000000.000000
PA
USD
33806710.000000
2.4899417
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
175663.780000
PA
USD
185729.310000
0.0136794
Long
LON
CORP
US
N
3
2022-01-01
Fixed
7.46
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0PFC8 PLAINFIELD COMMONS
935JXPII0
2505008.930000
PA
USD
2508265.440000
0.1847395
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
999762.790000
PA
USD
1011659.970000
0.0745111
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
1318546.030000
PA
USD
1375507.220000
0.1013093
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
676416.990000
PA
USD
705367.640000
0.0519519
Long
LON
CORP
US
N
3
2024-06-01
Fixed
5.4279
N
N
N
N
N
N
WHLN LOAN
N/A
WHLN0WTB0 WESTRIDGE BUSINESS
935ILRII1
678677.580000
PA
USD
717090.730000
0.0528154
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
46343092.490000
PA
USD
45536722.680000
3.3538840
Long
LON
CORP
US
Y
3
2020-12-01
Fixed
8
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTERNATIONAL INC
549300V3TCHCBOBTGH07
PICASSO FINANCE SUB INC SR SECURED 144A 06/25 6.125
71953LAA9
200000.000000
PA
USD
204250.000000
0.0150435
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.125
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B6 TERM LOANS
97381HAR8
24172841.000000
PA
USD
15228889.830000
1.1216426
Long
LON
CORP
US
N
3
2021-03-29
Floating
8.25
Y
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM CORP TRANCHE B7
97381HAT4
19360928.240000
PA
USD
12052177.830000
0.8876705
Long
LON
CORP
US
N
2
2024-02-17
Floating
7.5
Y
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
84230.550000
0.0062038
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
11623.740000
0.0008561
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
80624.640000
0.0059382
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
400000.000000
PA
USD
389000.000000
0.0286507
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SOCIEDAD ANONIMA SR UNSECURED 03/21 VAR
ACI1J9CS9
12950000.000000
PA
133387.990000
0.0098243
Long
DBT
CORP
AR
N
2
2021-03-04
Floating
52.9918
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/27 4
98919VAA3
994000.000000
PA
USD
945075.320000
0.0696070
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125
98919VAB1
153000.000000
PA
USD
149055.660000
0.0109783
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC USD TERM LOAN
98919XAB7
498750.000000
PA
USD
474358.130000
0.0349376
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.1782
N
N
N
N
N
N
N/A
N/A
GOLDMAN REVERSE REPO EUR ZCP
000000000
-2021766.780000
PA
-2271634.600000
-0.1673111
Short
RA
LU
N
2
Reverse repurchase
N
0.0500000
2020-07-06
8184414.800000
EUR
3406756.910000
EUR
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-17016000.000000
PA
USD
-17105860.090000
-1.2598858
Short
RA
US
N
2
Reverse repurchase
N
2.4690000
2020-07-15
19911000.000000
USD
20575304.240000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-4123409.290000
PA
USD
-4129862.350000
-0.3041738
Short
RA
US
N
2
Reverse repurchase
N
1.3741300
2020-08-24
4670669.000000
USD
5253015.050000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-7962889.000000
PA
USD
-7969648.740000
-0.5869829
Short
RA
US
N
2
Reverse repurchase
N
1.3500000
2020-09-09
9640000.000000
USD
9495720.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT SUISSE DE REVERSE REPO CREDIT SUISSE DE
000000000
-94338028.850000
PA
-106021828.590000
-7.8087506
Short
RA
DE
N
2
Reverse repurchase
N
2.2500000
2021-02-23
121569624.790000
EUR
117922536.050000
EUR
ABS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-1657930.320000
PA
USD
-1659864.580000
-0.1222528
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2022-06-02
3822000.000000
USD
2825835.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-10121457.660000
PA
USD
-10135234.090000
-0.7464832
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2022-06-02
12730936.000000
USD
14767110.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-14659033.650000
PA
USD
-14661680.410000
-1.0798664
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-06-18
14624000.000000
USD
15375693.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-2381463.000000
PA
USD
-2382204.150000
-0.1754548
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2022-06-22
3478640.170000
USD
3104338.550000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-9777976.330000
PA
USD
-9782254.190000
-0.7204854
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2022-06-22
37665000.000000
USD
15328966.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-106252.000000
PA
USD
-106259.290000
-0.0078262
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-06-26
100000.000000
USD
114364.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-7506520.000000
PA
USD
-7511499.330000
-0.5532391
Short
RA
US
N
2
Reverse repurchase
N
1.9900000
2020-07-24
16839451.820000
USD
11302897.220000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-8453780.390000
PA
USD
-8458007.280000
-0.6229516
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2020-07-06
8812000.000000
USD
9314779.910000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5108105.930000
PA
USD
-5120308.630000
-0.3771225
Short
RA
US
N
2
Reverse repurchase
N
2.1500000
2020-07-22
10525575.220000
USD
7608355.770000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5710100.680000
PA
USD
-5724058.700000
-0.4215900
Short
RA
US
N
2
Reverse repurchase
N
2.2000000
2020-07-22
11450430.510000
USD
9100495.300000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-8725988.910000
PA
USD
-8725988.910000
-0.6426891
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2020-08-10
8812000.000000
USD
9314779.910000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-8883228.360000
PA
USD
-8896701.240000
-0.6552624
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2020-08-18
12013000.000000
USD
11038372.950000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2643055.510000
PA
USD
-2645074.520000
-0.1948158
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-09-09
3014000.000000
USD
3125748.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-492038.000000
PA
USD
-492456.230000
-0.0362705
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-05-08
535000.000000
USD
558897.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-12607615.010000
PA
USD
-12609663.750000
-0.9287306
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2020-07-24
16295000.000000
USD
16391564.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1397727.850000
PA
USD
-1401152.280000
-0.1031981
Short
RA
US
N
2
Reverse repurchase
N
1.4000000
2022-04-29
1600000.000000
USD
1826000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-8074313.600000
PA
USD
-8092570.500000
-0.5960364
Short
RA
US
N
2
Reverse repurchase
N
1.8500000
2020-07-20
9703478.330000
USD
9842253.860000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REVERSE REPO
000000000
-1697187.000000
PA
USD
-1701279.110000
-0.1253031
Short
RA
US
N
2
Reverse repurchase
N
1.5500000
2022-05-05
2396000.000000
USD
2160702.350000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REVERSE REPO
000000000
-196768.000000
PA
USD
-197273.040000
-0.0145296
Short
RA
US
N
2
Reverse repurchase
N
1.6500000
2022-05-05
335000.000000
USD
247833.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2175696.000000
PA
USD
-2177962.360000
-0.1604119
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-07-01
2661289.950000
USD
2918868.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-9615099.720000
PA
USD
-9625916.700000
-0.7089708
Short
RA
US
N
2
Reverse repurchase
N
1.3500000
2020-07-01
15962561.000000
USD
12913453.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8226834.730000
PA
USD
-8232536.230000
-0.6063452
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2020-07-01
13226000.000000
USD
11153132.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4108201.510000
PA
USD
-4109921.210000
-0.3027051
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2020-07-06
4800000.000000
USD
4990137.170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-5604363.340000
PA
USD
-5608644.460000
-0.4130895
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-07-09
7015000.000000
USD
6878905.880000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-705169.000000
PA
USD
-705815.420000
-0.0519849
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2020-07-09
1880000.000000
USD
1125778.690000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8903963.240000
PA
USD
-8913055.240000
-0.6564669
Short
RA
US
N
2
Reverse repurchase
N
1.9347500
2020-07-13
18518212.120000
USD
13503392.710000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4203526.000000
PA
USD
-4209482.750000
-0.3100381
Short
RA
US
N
2
Reverse repurchase
N
2.6850000
2020-07-13
12524080.480000
USD
6430140.720000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4031534.000000
PA
USD
-4033773.740000
-0.2970967
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-07-15
5234000.000000
USD
4889718.520000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1003082.600000
PA
USD
-1003570.210000
-0.0739152
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-07-17
1200000.000000
USD
1309415.990000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-216579.170000
PA
USD
-216705.510000
-0.0159609
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2020-07-17
324618.560000
USD
321572.010000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3674208.390000
PA
USD
-3674973.850000
-0.2706702
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-07-27
4452000.000000
USD
4431812.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-581002.000000
PA
USD
-581050.410000
-0.0427957
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2020-07-31
908000.000000
USD
811553.970000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2293561.000000
PA
USD
-2293561.000000
-0.1689260
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-03
2661289.950000
USD
2918868.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-7548354.650000
PA
USD
-7548354.650000
-0.5559536
Short
RA
US
N
2
Reverse repurchase
N
1.3500000
2020-08-03
12262561.000000
USD
9727790.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-144006.000000
PA
USD
-144006.000000
-0.0106064
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2020-08-03
512000.000000
USD
206505.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-13690000.000000
PA
USD
-13763773.860000
-1.0137335
Short
RA
US
N
2
Reverse repurchase
N
2.0000000
2022-03-25
19350000.000000
USD
22139152.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-8077600.000000
PA
USD
-8089036.510000
-0.5957761
Short
RA
US
N
2
Reverse repurchase
N
0.8800000
2020-07-06
8780000.000000
USD
9997410.430000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-3488547.760000
PA
USD
-3490485.830000
-0.2570823
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-07-17
4010000.000000
USD
4114981.530000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-6849200.680000
PA
USD
-6853957.070000
-0.5048096
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-11
7579000.000000
USD
8023533.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-706206.110000
PA
USD
-706716.150000
-0.0520513
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2020-08-11
800000.000000
USD
829695.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-3301682.580000
PA
USD
-3304250.550000
-0.2433656
Short
RA
US
N
2
Reverse repurchase
N
1.4000000
2020-08-11
5246000.000000
USD
3886241.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-8422000.000000
PA
USD
-8441311.380000
-0.6217219
Short
RA
US
N
2
Reverse repurchase
N
1.6846300
2021-02-12
23834771.290000
USD
13570872.900000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-4379719.680000
PA
USD
-4391873.400000
-0.3234715
Short
RA
US
N
2
Reverse repurchase
N
1.8500000
2022-05-08
9198000.000000
USD
5579296.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-2847979.000000
PA
USD
-2852286.570000
-0.2100774
Short
RA
US
N
2
Reverse repurchase
N
1.6500000
2022-05-29
3178548.000000
USD
3769985.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3195879.720000
PA
USD
-3203010.530000
-0.2359091
Short
RA
US
N
2
Reverse repurchase
N
2.3625000
2020-08-31
12938784.270000
USD
5739536.020000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-9737774.800000
PA
USD
-9758863.170000
-0.7187626
Short
RA
US
N
2
Reverse repurchase
N
2.3625000
2020-09-01
17443984.240000
USD
15283909.110000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-10760540.630000
PA
USD
-10773503.490000
-0.7934932
Short
RA
US
N
2
Reverse repurchase
N
1.6680000
2020-09-08
14529000.000000
USD
14462997.660000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-506567.360000
PA
USD
-507598.340000
-0.0373858
Short
RA
US
N
2
Reverse repurchase
N
2.8180000
2020-09-08
894000.000000
USD
855275.050000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-27620055.980000
PA
USD
-27660683.130000
-2.0372727
Short
RA
US
N
2
Reverse repurchase
N
2.3128800
2020-09-10
62838815.040000
USD
42734023.470000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1942504.270000
PA
USD
-1943126.410000
-0.1431157
Short
RA
US
N
2
Reverse repurchase
N
2.3060000
2020-09-29
24637000.000000
USD
3003476.960000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1859725.000000
PA
USD
-1869398.150000
-0.1376855
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2022-03-16
2800000.000000
USD
2518600.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1311000.000000
PA
USD
-1320650.420000
-0.0972689
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2022-03-17
2500000.000000
USD
1639312.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-615000.000000
PA
USD
-617260.120000
-0.0454626
Short
RA
US
N
2
Reverse repurchase
N
1.3500000
2022-03-24
2557000.000000
USD
1223677.920000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-434192.000000
PA
USD
-435373.970000
-0.0320663
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2022-05-06
733326.000000
USD
677868.220000
USD
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-2068800.000000
PA
USD
-2070328.620000
-0.1524844
Short
RA
US
N
2
Reverse repurchase
N
1.4000000
2020-07-14
2400000.000000
USD
2532789.600000
USD
N
N
N
N/A
N/A
REVERSE REPO STANDARD CHARTERE VAR 1
000000000
-6164952.000000
PA
USD
-6175740.660000
-0.4548575
Short
RA
US
N
2
Reverse repurchase
N
1.0000000
2022-04-29
6900000.000000
USD
7519150.000000
USD
N
N
N
N/A
N/A
REV REPO STANDARD CHARTERED BA ZCP
000000000
-24788348.090000
PA
-27896944.120000
-2.0546739
Short
RA
LU
N
2
Reverse repurchase
N
2.1750000
2020-09-03
37116176.950000
EUR
36466643.850000
EUR
ABS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-142518.280000
PA
-160152.400000
-0.0117956
Short
RA
LU
N
2
Reverse repurchase
N
0.1000000
2020-07-14
200000.000000
EUR
199814.000000
EUR
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-678271.260000
PA
-762193.290000
-0.0561373
Short
RA
LU
N
2
Reverse repurchase
N
0.1000000
2020-07-17
905000.000000
EUR
953132.430000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-199845.720000
PA
-224585.540000
-0.0165412
Short
RA
LU
N
2
Reverse repurchase
N
0.1500000
2020-07-17
300000.000000
EUR
299632.500000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2613723.390000
PA
-2937290.430000
-0.2163382
Short
RA
LU
N
2
Reverse repurchase
N
0.1500000
2022-04-28
3880000.000000
EUR
3666600.000000
EUR
CDS
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO EUR ZCP
000000000
-3319219.840000
PA
-3728913.620000
-0.2746430
Short
RA
LU
N
2
Reverse repurchase
N
-0.1000000
2020-07-09
4600000.000000
EUR
3767134.600000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-2089913.800000
PA
-2348442.510000
-0.1729682
Short
RA
LU
N
2
Reverse repurchase
N
0.2500000
2020-09-04
3300000.000000
EUR
2845811.360000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-1885106.450000
PA
-2117984.090000
-0.1559944
Short
RA
LU
N
2
Reverse repurchase
N
0.0500000
2020-09-08
2074000.000000
EUR
2010999.750000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-7850224.800000
PA
-8820571.380000
-0.6496553
Short
RA
LU
N
2
Reverse repurchase
N
0.1500000
2020-09-08
9000000.000000
EUR
9604224.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-3864720.920000
PA
-4347821.210000
-0.3202270
Short
RA
LU
N
2
Reverse repurchase
N
0.5000000
2022-03-25
8407993.610000
EUR
3645810.790000
EUR
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-2400352.000000
PA
-2696936.710000
-0.1986356
Short
RA
LU
N
2
Reverse repurchase
N
0.1000000
2020-07-13
2900000.000000
EUR
2908243.060000
EUR
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-546048.000000
PA
-613517.400000
-0.0451870
Short
RA
LU
N
2
Reverse repurchase
N
0.1200000
2020-07-15
700000.000000
EUR
711868.200000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-1877655.000000
PA
-2110283.540000
-0.1554272
Short
RA
LU
N
2
Reverse repurchase
N
0.2500000
2020-08-11
2500000.000000
EUR
2400455.000000
EUR
CDS
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-3611755.000000
PA
USD
-3632162.800000
-0.2675171
Short
RA
US
N
2
Reverse repurchase
N
2.9913800
2020-07-23
4912447.810000
USD
4709434.520000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-7380901.870000
PA
USD
-7412849.800000
-0.5459734
Short
RA
US
N
2
Reverse repurchase
N
2.6866300
2020-08-03
13121057.810000
USD
9995915.760000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-1696504.870000
PA
USD
-1704531.430000
-0.1255426
Short
RA
US
N
2
Reverse repurchase
N
2.9366300
2020-08-03
3376129.100000
USD
2262214.470000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-5727581.730000
PA
USD
-5755053.760000
-0.4238729
Short
RA
US
N
2
Reverse repurchase
N
3.1976300
2020-08-06
9400574.000000
USD
8633596.210000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-10337801.560000
PA
USD
-10372114.990000
-0.7639300
Short
RA
US
N
2
Reverse repurchase
N
2.5423800
2020-08-13
24247199.590000
USD
15784462.010000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-21838430.750000
PA
USD
-21861310.150000
-1.6101356
Short
RA
US
N
2
Reverse repurchase
N
2.6940000
2020-07-17
124791032.810000
USD
51703204.130000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-361636.800000
PA
USD
-363782.280000
-0.0267934
Short
RA
US
N
2
Reverse repurchase
N
3.3371300
2020-07-28
940000.000000
USD
747878.620000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-5373722.150000
PA
USD
-5375401.440000
-0.3959106
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-07-27
7560143.140000
USD
6406985.430000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-5814751.250000
PA
USD
-5814961.230000
-0.4282852
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2020-08-04
8350000.000000
USD
8315214.730000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-16651728.000000
PA
USD
-16654278.140000
-1.2266257
Short
RA
US
N
2
Reverse repurchase
N
2.7566300
2020-07-06
67070300.260000
USD
27181339.080000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-3471626.620000
PA
USD
-3473941.040000
-0.2558637
Short
RA
US
N
2
Reverse repurchase
N
1.2000000
2020-07-13
155384519.160000
USD
4872504.210000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-9808640.630000
PA
USD
-9811913.450000
-0.7226699
Short
RA
US
N
2
Reverse repurchase
N
2.0020000
2020-08-25
18683125.000000
USD
13471997.880000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-1327101.060000
PA
USD
-1332468.450000
-0.0981394
Short
RA
US
N
2
Reverse repurchase
N
2.6000000
2020-07-06
2554672.100000
USD
2253395.280000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO HSBC
000000000
-141562.790000
PA
USD
-142113.320000
-0.0104670
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2020-07-06
263289.360000
USD
230513.230000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-6692241.650000
PA
USD
-6716395.060000
-0.4946779
Short
RA
US
N
2
Reverse repurchase
N
2.1300000
2020-07-02
16533553.110000
USD
10162647.680000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-5702676.430000
PA
USD
-5715783.400000
-0.4209805
Short
RA
US
N
2
Reverse repurchase
N
1.8805000
2020-08-21
11762812.740000
USD
8971564.320000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3981094.510000
PA
USD
-3987064.790000
-0.2936565
Short
RA
US
N
2
Reverse repurchase
N
1.9281300
2020-07-06
9564191.010000
USD
6222707.510000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2989638.920000
PA
USD
-2990398.580000
-0.2202497
Short
RA
US
N
2
Reverse repurchase
N
1.8295000
2020-07-24
7972370.460000
USD
4358800.270000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3330667.850000
PA
USD
-3330837.000000
-0.2453238
Short
RA
US
N
2
Reverse repurchase
N
1.8282500
2020-07-31
6676357.500000
USD
3765501.010000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-2452000.000000
PA
USD
-2465284.490000
-0.1815739
Short
RA
US
N
2
Reverse repurchase
N
2.4688800
2020-07-13
4400000.000000
USD
3815771.960000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-1241000.000000
PA
USD
-1247439.480000
-0.0918768
Short
RA
US
N
2
Reverse repurchase
N
2.4260000
2020-07-15
3300000.000000
USD
2122370.250000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-6506260.850000
PA
USD
-6506260.850000
-0.4792010
Short
RA
US
N
2
Reverse repurchase
N
2.0461300
2020-08-06
16075161.470000
USD
9880888.960000
USD
PLCMO
N
N
N
N/A
N/A
REPO BANK AMERICA REPO
000000000
10900000.000000
PA
USD
10900000.000000
0.8028100
Long
RA
US
N
2
Repurchase
N
0.1200000
2020-07-01
10514000.000000
USD
11075841.880000
USD
UST
N
N
N
N/A
N/A
REPO BANK AMERICA REPO
000000000
6100000.000000
PA
USD
6100000.000000
0.4492790
Long
RA
US
N
2
Repurchase
N
0.1300000
2020-07-01
6207000.000000
USD
6220577.810000
USD
UST
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-8600258.920000
PA
-10673672.080000
-0.7861404
Short
RA
GB
N
2
Reverse repurchase
N
0.7500000
2020-07-14
11982224.680000
GBP
13265451.630000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-11277783.480000
PA
-13996466.230000
-1.0308718
Short
RA
GB
N
2
Reverse repurchase
N
0.7500000
2020-07-15
16593000.000000
GBP
16546719.410000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-4141299.380000
PA
-5139409.140000
-0.3785293
Short
RA
GB
N
2
Reverse repurchase
N
0.7500000
2020-07-17
5700000.000000
GBP
5637249.200000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-1107348.650000
PA
-1378268.540000
-0.1015126
Short
RA
GB
N
2
Reverse repurchase
N
2.8181300
2020-08-04
2319935.040000
GBP
1875433.400000
GBP
ABS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-2513534.560000
PA
-3116277.120000
-0.2295210
Short
RA
GB
N
2
Reverse repurchase
N
0.6000000
2020-08-28
3686000.000000
GBP
3775334.730000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-4517520.700000
PA
-5599535.410000
-0.4124186
Short
RA
GB
N
2
Reverse repurchase
N
0.5500000
2020-09-09
6110000.000000
GBP
6402256.900000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-7684088.050000
PA
-9522406.060000
-0.7013470
Short
RA
GB
N
2
Reverse repurchase
N
0.6700000
2020-07-24
9301000.000000
GBP
9355153.630000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-1529564.400000
PA
-1897405.500000
-0.1397483
Short
RA
GB
N
2
Reverse repurchase
N
0.8000000
2020-08-11
2100000.000000
GBP
2149016.100000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-1597570.500000
PA
-1981204.810000
-0.1459203
Short
RA
GB
N
2
Reverse repurchase
N
1.8976300
2020-09-15
5421236.050000
GBP
4429691.980000
GBP
ABS
N
N
N
N/A
N/A
FIRST BOSTON REVERSE REPO GBP ZCP
000000000
-1020000.000000
PA
-1262845.920000
-0.0930115
Short
RA
GB
N
2
Reverse repurchase
N
-0.2500000
2022-03-03
1000000.000000
GBP
1039840.000000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-955408.910000
PA
-1187880.060000
-0.0874901
Short
RA
GB
N
2
Reverse repurchase
N
1.5000000
2020-07-08
1465000.000000
GBP
1523365.600000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-8542129.010000
PA
-10610970.950000
-0.7815223
Short
RA
GB
N
2
Reverse repurchase
N
1.2000000
2020-07-16
10960000.000000
GBP
11239638.400000
GBP
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-9685007.170000
PA
-12010841.580000
-0.8846260
Short
RA
GB
N
2
Reverse repurchase
N
0.9000000
2020-08-28
11958000.000000
GBP
12434406.720000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-116156.180000
PA
USD
-116157.790000
-0.0085553
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-06-30
131093.800000
USD
123070.390000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-374033.220000
PA
USD
-374158.940000
-0.0275577
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2020-07-13
348000.000000
USD
397375.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REVERSE REPO
000000000
-83100.000000
PA
USD
-83184.020000
-0.0061267
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2022-05-05
100000.000000
USD
101788.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-12777011.000000
PA
USD
-12781624.920000
-0.9413960
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2020-07-13
12811000.000000
USD
13440156.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-27376062.000000
PA
USD
-27384008.670000
-2.0168950
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2020-07-17
28008000.000000
USD
30193659.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-14147722.740000
PA
USD
-14150729.130000
-1.0422336
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2020-07-27
14870657.000000
USD
17283335.860000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4305921.930000
PA
USD
-4321920.290000
-0.3183193
Short
RA
US
N
2
Reverse repurchase
N
2.3061300
2020-08-04
6713777.970000
USD
6060787.280000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-11334440.640000
PA
USD
-11354118.480000
-0.8362568
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-12
12000000.000000
USD
12842712.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5581258.560000
PA
USD
-5590366.870000
-0.4117433
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-13
8293472.350000
USD
7160480.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-10306250.000000
PA
USD
-10323069.230000
-0.7603177
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-14
12500000.000000
USD
13242187.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-747622.910000
PA
USD
-748765.110000
-0.0551483
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-17
1033687.650000
USD
919275.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-25838689.820000
PA
USD
-25846445.120000
-1.9036499
Short
RA
US
N
2
Reverse repurchase
N
0.9500000
2020-08-18
30339000.000000
USD
30206656.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-15860204.060000
PA
USD
-15883884.230000
-1.1698845
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2020-08-18
17616000.000000
USD
18592550.170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5512396.000000
PA
USD
-5518559.150000
-0.4064545
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2020-08-28
7128000.000000
USD
6415087.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-8880646.000000
PA
USD
-8886603.440000
-0.6545187
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2020-09-09
10793974.750000
USD
10354086.050000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5944677.640000
PA
USD
-5965551.300000
-0.4393765
Short
RA
US
N
2
Reverse repurchase
N
2.3408800
2020-11-03
15164993.990000
USD
11680078.370000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-13059275.330000
PA
USD
-13100617.420000
-0.9648905
Short
RA
US
N
2
Reverse repurchase
N
2.2346300
2020-11-12
22946071.060000
USD
20191290.890000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2811900.000000
PA
USD
-2819032.340000
-0.2076282
Short
RA
US
N
2
Reverse repurchase
N
2.1741300
2020-11-20
7800000.000000
USD
4408256.580000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3045000.000000
PA
USD
-3065515.690000
-0.2257823
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2022-03-23
4000000.000000
USD
3660970.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-32523830.000000
PA
USD
-32606043.010000
-2.4015098
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2022-04-21
39361050.740000
USD
34751681.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-180225.000000
PA
USD
-180680.570000
-0.0133075
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2022-04-21
200000.000000
USD
209132.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6780968.070000
PA
USD
-6795905.040000
-0.5005340
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2022-05-01
8437000.000000
USD
7996186.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-521846.000000
PA
USD
-522324.360000
-0.0384704
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-05-06
505000.000000
USD
566668.210000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-77718.740000
PA
USD
-77784.800000
-0.0057290
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-05-11
73000.000000
USD
85268.330000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-251870.000000
PA
USD
-252321.160000
-0.0185840
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2022-05-11
324000.000000
USD
301386.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-122710.500000
PA
USD
-122763.670000
-0.0090418
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2022-06-19
148000.000000
USD
128020.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2258128.130000
PA
USD
-2258862.020000
-0.1663704
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2022-06-22
2475000.000000
USD
2496656.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-198203.740000
PA
USD
-198228.520000
-0.0146000
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-06-22
200000.000000
USD
214388.540000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-380000.000000
PA
USD
-381946.190000
-0.0281312
Short
RA
US
N
2
Reverse repurchase
N
2.4260000
2020-07-16
459000.000000
USD
450276.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2631552.000000
PA
USD
-2641550.160000
-0.1945562
Short
RA
US
N
2
Reverse repurchase
N
2.1371300
2020-07-28
3300000.000000
USD
3572778.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-6279372.000000
PA
USD
-6284974.590000
-0.4629028
Short
RA
US
N
2
Reverse repurchase
N
1.4600000
2020-09-09
6666000.000000
USD
7970869.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-826426.060000
PA
USD
-826452.460000
-0.0608701
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2020-08-04
1070000.000000
USD
1013784.880000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-376848.410000
PA
USD
-378125.510000
-0.0278498
Short
RA
US
N
2
Reverse repurchase
N
2.0000000
2022-04-30
524082.970000
USD
519164.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-3051000.000000
PA
USD
-3055152.750000
-0.2250190
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2022-06-02
9000000.000000
USD
5440005.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-2272995.000000
PA
USD
-2276088.800000
-0.1676392
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2022-06-02
5364000.000000
USD
3242242.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-441563.000000
PA
USD
-442078.160000
-0.0325601
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2022-06-02
600000.000000
USD
590132.770000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-154252.600000
PA
USD
-154291.160000
-0.0113639
Short
RA
US
N
2
Reverse repurchase
N
1.0000000
2022-06-22
200000.000000
USD
205000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-9026096.000000
PA
USD
-9030909.920000
-0.6651472
Short
RA
US
N
2
Reverse repurchase
N
1.2000000
2020-07-15
10954000.000000
USD
11136219.790000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-4643000.000000
PA
USD
-4671502.860000
-0.3440669
Short
RA
US
N
2
Reverse repurchase
N
2.6000000
2022-04-06
6928009.520000
USD
6862990.150000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-969692.210000
PA
USD
-971643.720000
-0.0715638
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2022-04-29
1100000.000000
USD
1230625.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1038975.420000
PA
USD
-1043975.490000
-0.0768912
Short
RA
US
N
2
Reverse repurchase
N
2.7500000
2022-04-29
1400000.000000
USD
1463285.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1804322.630000
PA
USD
-1805655.820000
-0.1329907
Short
RA
US
N
2
Reverse repurchase
N
1.4000000
2020-07-17
2100000.000000
USD
1980720.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-3178371.990000
PA
USD
-3179762.530000
-0.2341968
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2020-07-24
3200000.000000
USD
2992000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-491472.300000
PA
USD
-492643.640000
-0.0362843
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2020-07-20
4400000.000000
USD
319000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REVERSE REPO
000000000
-970365.000000
PA
USD
-971785.510000
-0.0715742
Short
RA
US
N
2
Reverse repurchase
N
1.5500000
2020-07-29
1255398.150000
USD
1286783.100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-524000.000000
PA
USD
-526823.780000
-0.0388018
Short
RA
US
N
2
Reverse repurchase
N
2.0000000
2022-03-25
741000.000000
USD
819694.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-703000.000000
PA
USD
-706788.390000
-0.0520566
Short
RA
US
N
2
Reverse repurchase
N
2.0000000
2022-03-25
1000000.000000
USD
1105615.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-267000.000000
PA
USD
-268438.830000
-0.0197711
Short
RA
US
N
2
Reverse repurchase
N
2.0000000
2022-03-25
380000.000000
USD
420133.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1562221.000000
PA
USD
-1563262.480000
-0.1151379
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2020-07-15
4180000.000000
USD
2393154.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-13367274.580000
PA
USD
-13371618.940000
-0.9848504
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2020-07-23
15369930.000000
USD
18229835.780000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-241350.000000
PA
USD
-241402.290000
-0.0177798
Short
RA
US
N
2
Reverse repurchase
N
1.3000000
2020-07-27
300000.000000
USD
275455.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-4356073.200000
PA
USD
-4364258.980000
-0.3214377
Short
RA
US
N
2
Reverse repurchase
N
1.6500000
2020-07-21
4800000.000000
USD
5309184.000000
USD
CDS
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-10833.490000
-0.0007979
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1264659.010000
EUR
1116000.000000
EUR
2020-07-02
-10833.490000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
45145.430000
0.0033251
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4653000.000000
EUR
5272788.910000
USD
2020-07-02
45145.430000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
11165.050000
0.0008223
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2827000.000000
EUR
3187298.320000
USD
2020-07-02
11165.050000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
17078.360000
0.0012579
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3195000.000000
GBP
3976004.650000
USD
2020-07-02
17078.360000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
-6781.370000
-0.0004995
N/A
DFE
CL
N
2
BNP Paribas S.A.
N/A
879979.410000
CLP
716888430.000000
CLP
2020-07-27
-6781.370000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
4134.810000
0.0003045
N/A
DFE
BR
N
2
BNP Paribas S.A.
N/A
1512711.880000
BRL
282304.000000
USD
2020-07-02
4134.810000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
55826.100000
0.0041117
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
2026000.000000
GBP
2566243.840000
USD
2020-07-02
55826.100000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
68459.550000
0.0050422
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
2684000.000000
GBP
3394205.460000
USD
2020-07-02
68459.550000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
4452.770000
0.0003280
N/A
DFE
RU
N
2
BNP Paribas S.A.
N/A
29892795.720000
RUB
423679.730000
USD
2020-07-17
4452.770000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-393820.890000
-0.0290058
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
-391682.650000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-221148.780000
-0.0162881
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
-220901.300000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-5748.200000
-0.0004234
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
283917.390000
BRL
1512711.880000
BRL
2020-07-02
-5748.200000
N
N
N
AMSR TRUST 2020-SFR2
N/A
AMSR TRUST AMSR 2020 SFR2 D 144A
00178UAD1
1000000.000000
PA
USD
1020693.300000
0.0751764
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Fixed
3.282
N
N
N
N
N
N
AMSR TRUST 2020-SFR2
N/A
AMSR TRUST AMSR 2020 SFR2 E1 144A
00178UAE9
1000000.000000
PA
USD
1025780.000000
0.0755510
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Fixed
4.028
N
N
N
N
N
N
AMSR TRUST 2020-SFR2
N/A
AMSR TRUST AMSR 2020 SFR2 E2 144A
00178UAF6
1750000.000000
PA
USD
1799367.150000
0.1325275
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Fixed
4.277
N
N
N
N
N
N
AMSR TRUST 2020-SFR2
N/A
AMSR TRUST AMSR 2020 SFR2 F 144A
00178UAG4
2387000.000000
PA
USD
2457279.490000
0.1809843
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Fixed
5.245
N
N
N
N
N
N
AMSR TRUST 2020-SFR2
N/A
AMSR TRUST AMSR 2020 SFR2 G 144A
00178UAH2
2500000.000000
PA
USD
2285957.500000
0.1683660
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Fixed
4
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-22019.540000
-0.0016218
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1969885.620000
GBP
1572000.000000
GBP
2020-07-02
-22019.540000
N
N
N
ANCESTRYCOM OPERATIONS INC
N/A
ANCESTRY COM OPERATIONS INC 2019 EXTENDED TERM LOAN B
03280FAK7
192553.220000
PA
USD
183045.900000
0.0134817
Long
LON
CORP
US
N
2
2026-08-27
Floating
5.25
N
N
N
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-2326.500000
-0.0001714
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
78681.620000
PEN
270523.130000
PEN
2020-07-24
-2326.500000
N
N
N
ANCESTRYCOM OPERATIONS INC
N/A
ANCESTRY COM OPERATIONS INC TERM LOAN B
03280FAH4
297730.200000
PA
USD
282843.690000
0.0208321
Long
LON
CORP
US
N
2
2023-10-19
Floating
4.75
N
N
N
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
5908.100000
0.0004351
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1512711.880000
BRL
283619.300000
USD
2020-08-04
5908.100000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-859677.960000
-0.0633173
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
69691000.000000
EUR
77438130.320000
USD
2020-07-02
-859677.960000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
6017.860000
0.0004432
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5192000.000000
MXN
228044.360000
USD
2020-11-17
6017.860000
N
N
N
N/A
N/A
CGCMT 2006-C5 AJ BP GST
000000000
1.000000
NC
USD
295483.160000
0.0217630
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
390133.990000
USD
0.000000
USD
6502233.260000
USD
-94650.830000
N
N
N
ANTHRACITE LTD 2004-HY1A
N/A
ANTHRACITE LTD SER 2004 HY1 CL D 144A
000000000
6823396.440000
PA
USD
764397.810000
0.0562997
Long
ABS-MBS
CORP
US
N
2
2041-06-20
Fixed
5.678
N
N
N
N
N
N
N/A
N/A
GMACC 2006-C1 AJ BP GST
000000000
1.000000
NC
USD
647161.460000
0.0476649
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
1251477.890000
USD
0.000000
USD
4171592.950000
USD
-604316.430000
N
N
N
CAESARS ENTERTAINMENT CORPORATION
529900CJT4VQO26ONP04
CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01
127686103
201318.000000
NS
USD
2441987.340000
0.1798580
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-43854.290000
-0.0032300
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2139173.340000
GBP
1691000.000000
GBP
2020-07-02
-43854.290000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
2036.370000
0.0001500
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3880000.000000
GBP
4809746.550000
USD
2020-07-02
2036.370000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
30436.540000
0.0022417
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2172000.000000
GBP
2721762.960000
USD
2020-07-02
30436.540000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
123048.760000
0.0090628
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
4730000.000000
GBP
5983994.420000
USD
2020-07-02
123048.760000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
-7362.170000
-0.0005422
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
13484153.000000
RUB
181484.990000
USD
2020-07-27
-7362.170000
N
N
N
ARCONIC CORPORATION
549300B4YFWH3U74B152
ARCONIC CORP SECURED 144A 02/28 6.125
03966VAA5
62000.000000
PA
USD
62159.650000
0.0045782
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.125
N
N
N
N
N
N
ARCONIC CORPORATION
549300B4YFWH3U74B152
ARCONIC CORP SR SECURED 144A 05/25 6
03966VAB3
700000.000000
PA
USD
721437.500000
0.0531355
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6
N
N
N
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.375
ACI0VMSV4
4330000.000000
PA
5579059.200000
0.4109105
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.375
N
N
N
N
N
N
N/A
N/A
IHEARTMEDIA INC CLASS A IHEARTMEDIA INC CLASS CW39
000000000
263015.000000
NC
USD
2196175.250000
0.1617533
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
-2575195.070000
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.625
48250PAA8
200000.000000
PA
USD
209400.000000
0.0154228
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.625
N
N
N
N
N
N
ARDONAGH MIDCO 3 PLC
549300C8F38DVT8CAO43
ARDONAGH MIDCO THREE PLC SR SECURED REGS 07/23 8.375
ACI0VMP62
25513000.000000
PA
32872641.430000
2.4211454
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.375
N
N
N
N
N
N
ARGENT SECURITIES INC 2005-W4
N/A
ARGENT SECURITIES INC. ARSI 2005 W4 A2D
040104PT2
259841.750000
PA
USD
227494.800000
0.0167555
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.5645
N
N
N
N
N
N
2020-08-04
PIMCO Flexible Credit Income Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer