0001688554-21-000010.txt : 20210301
0001688554-21-000010.hdr.sgml : 20210301
20210226202836
ACCESSION NUMBER: 0001688554-21-000010
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210301
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO 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: 21693253
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
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000000000
1366282.000000
NC
USD
25037117.650000
1.5288003
N/A
DE
US
N
3
None
N/A
Call
Purchased
WINDSTREAM HOLDINGS INC
WINDSTREAM *BACKSTOP COMMITMENT*
N/A
0.000000
USD
2055-09-21
XXXX
13507131.770000
N
N
N
BALLYROCK CLO LTD 2018-1A
N/A
BALLYROCK LTD BALLY 2018 1A SUB 144A
05875EAE0
29803000.000000
PA
USD
15014514.470000
0.9168066
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Variable
0
N
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 E 144A
05891HAJ2
3000000.000000
PA
USD
2632620.900000
0.1607514
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.55304
N
N
N
N
N
N
BAMLL RE-REMIC TRUST 2016-RRLD11
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2016 LD11 AJB 144A
05491JAB9
3000000.000000
PA
USD
1415179.950000
0.0864128
Long
ABS-MBS
CORP
US
N
2
2050-06-17
Variable
6.01062
N
N
N
N
N
N
BANC OF AMERICA ALT LOAN TRUST 2006-3
N/A
BANC OF AMERICA ALTERNATIVE LO BOAA 2006 3 5CB1
05948K4Q9
641409.730000
PA
USD
663197.070000
0.0404957
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.5
Y
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2006-4
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2006 4 A11
05950FAL9
814113.700000
PA
USD
771601.330000
0.0471150
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6
Y
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2007-R1
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2007 R1 A2 144A
05953BAB7
1967720.330000
PA
USD
1656705.600000
0.1011607
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Floating
0
Y
N
N
N
N
N
BANC OF AMERICA FUNDING TRUST 2015-R2
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 6A2 144A
05990TAV9
2519960.160000
PA
USD
2505284.160000
0.1529760
Long
ABS-MBS
CORP
US
N
2
2037-02-27
Variable
9.59602
N
N
N
N
N
N
BANC OF AMERICA FUNDING TRUST 2015-R4
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2015 R4 5A2 144A
05990RAQ4
17355351.350000
PA
USD
6014734.780000
0.3672679
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.30013
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
823000.000000
PA
1035427.730000
0.0632246
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625
BJSF9FII4
1864000.000000
PA
2407406.400000
0.1469995
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
2440000.000000
PA
2948871.750000
0.1800621
Long
DBT
CORP
IT
N
2
2030-01-22
Floating
8
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
2900000.000000
PA
4396596.480000
0.2684621
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
BANCO DE CREDITO DEL PERU
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
1300000.000000
PA
387127.070000
0.0236385
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
3132649.820000
0.1912838
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
3921695.100000
0.2394640
Long
ABS-MBS
CORP
US
N
2
2032-08-15
Floating
3.90863
N
N
N
N
N
N
BANIJAY GROUP US HOLDING INC
5493008PW5N0VVCH7279
BANIJAY ENTERTAINMENT SAS USD TERM LOAN
F6456UAB9
30922.500000
PA
USD
30613.280000
0.0018693
Long
LON
CORP
FR
N
2
2025-03-01
Floating
3.9027
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
148972.800000
PA
USD
143884.110000
0.0087858
Long
ABS-MBS
CORP
US
N
2
2032-07-20
Floating
3.61373
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
256518.920000
PA
USD
216282.980000
0.0132065
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.52349
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBA2
2410000.000000
PA
USD
2596775.000000
0.1585626
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
250000.000000
PA
USD
278877.030000
0.0170286
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
2916195.450000
0.1780668
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
9573432.920000
0.5845668
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
1696384.740000
0.1035835
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 REGS VAR
ACI1FNQ32
650000.000000
PA
962652.190000
0.0587808
Long
DBT
CORP
GB
N
2
2025-12-15
Floating
6.375
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
6267733.410000
0.3827163
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
BBCMS TRUST 2018-CBM
N/A
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM D 144A
05549RAG2
5581300.000000
PA
USD
5081641.930000
0.3102919
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
2.5501
N
N
N
N
N
N
BBVA-6 FTPYME FTA 6
N/A
BBVA 6 FTPYME FTA BBVAP 6 C REGS
E22473AC1
792324.000000
PA
606638.520000
0.0370422
Long
ABS-O
CORP
ES
N
2
2046-03-22
Floating
0.113
Y
N
N
N
N
N
BCAP LLC TRUST 2009-RR4
N/A
BCAP LLC TRUST BCAP 2009 RR4 1A2 144A
05531RAB3
2151596.100000
PA
USD
1001226.310000
0.0611362
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
10944494.610000
PA
USD
7566441.330000
0.4620172
Long
ABS-MBS
CORP
US
N
2
2037-08-28
Variable
3.25309
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
725704.000000
NS
USD
1197411.600000
0.0731156
Long
EC
CORP
US
N
1
N
N
N
BCAP LLC TRUST 2014-RR2
N/A
BCAP LLC TRUST BCAP 2014 RR2 11A4 144A
05543DCD4
2333732.580000
PA
USD
1820402.430000
0.1111562
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Variable
0.315999
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
748015.260000
PA
USD
765892.820000
0.0467665
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
2673615.090000
0.1632546
Long
ABS-MBS
CORP
US
N
2
2039-05-11
Variable
5.3
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AQ1
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 AQ1 A2
07389VAB3
9672233.170000
PA
USD
9803707.840000
0.5986277
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.348
N
N
N
N
N
N
BEAR STEARNS ASSETBACKED SEC 2006-3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M3
07388GAF8
3643407.520000
PA
USD
2604750.730000
0.1590496
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.798
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
261679.150000
0.0159785
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
0.52588
N
N
N
N
N
N
BHP TRUST 2019-BXHP
N/A
BHP TRUST BHPT 2019 BXHP E 144A
05550TAJ8
5600000.000000
PA
USD
5358629.360000
0.3272052
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
2.72668
N
N
N
N
N
N
BHR 2018-PRME
N/A
BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME C 144A
10482TAJ1
3375000.000000
PA
USD
3106539.680000
0.1896895
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
1.409
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
147611.380000
PA
USD
113734.570000
0.0069448
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 05/30 5.15
097023CY9
1535000.000000
PA
USD
1860380.900000
0.1135974
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
2813900.170000
0.1718206
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
3010245.120000
0.1838096
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
5219258.900000
0.3186950
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
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
1084112.690000
0.0661974
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
7183000.000000
PA
USD
7028565.500000
0.4291737
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
102127.000000
0.0062360
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
3262698.750000
0.1992248
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
3892940.190000
0.2377082
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
12170000.000000
PA
USD
11977105.500000
0.7313383
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
127083.130000
0.0077599
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
2575633.450000
0.1572717
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BRF SA (AKA: BRF-BRASIL FOODS SA)
254900MTXR9LUVQFU480
BRF SA SR UNSECURED 144A 09/50 5.75
10552TAH0
1000000.000000
PA
USD
1114375.000000
0.0680452
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75
N
N
N
N
N
N
BX TRUST 2017-SLCT
N/A
BX TRUST BX 2017 SLCT E 144A
05607DAN7
10616500.000000
PA
USD
10528256.710000
0.6428696
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
3.30863
N
N
N
N
N
N
CABLEVISION LIGHTPATH INC
N/A
CABLEVISION LIGHTPATH LLC TERM LOAN B
12687HAB3
1000000.000000
PA
USD
1000000.000000
0.0610614
Long
LON
CORP
US
N
2
2027-09-15
Floating
3.75
N
N
N
N
N
N
CABLEVISION LIGHTPATH INC
N/A
CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875
12687GAA7
1000000.000000
PA
USD
1007500.000000
0.0615193
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.875
N
N
N
N
N
N
CABLEVISION LIGHTPATH INC
N/A
CABLEVISION LIGHTPATH SR UNSECURED 144A 09/28 5.625
12687GAB5
1000000.000000
PA
USD
1048125.000000
0.0639999
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.625
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
12769LAD1
3146115.000000
PA
USD
3155751.550000
0.1926945
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.6468
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC TERM B LOANS
12769LAB5
17340752.800000
PA
USD
17049324.110000
1.0410548
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.8968
N
N
N
N
N
N
CALIFORNIA REPUBLIC AUTO RECEIVABLES TRUST 2018-1
N/A
CALIFORNIA REPUBLIC AUTO RECEI CRART 2018 1 R
13057FAH4
6994300.000000
PA
USD
6532368.870000
0.3988753
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
2288652.620000
0.1397482
Long
ABS-O
CORP
GB
N
2
2025-09-16
Floating
2.3
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
1567495.410000
0.0957134
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
P2121YAP3
2587000.000000
PA
3249952.620000
0.1984465
Long
LON
CORP
PA
N
2
2025-06-30
Floating
7.5
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION USD TERM LOAN B
P2121YAN8
1691500.000000
PA
USD
1752394.000000
0.1070036
Long
LON
CORP
PA
N
2
2025-06-30
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
4069942.960000
0.2485162
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
1594.580000
0.0000974
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
628281.130000
0.0383637
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
2.698
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
9176799.840000
0.5603478
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 02/30 4.625
15236FAB6
200000.000000
PA
USD
212502.000000
0.0129757
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.625
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
352161.500000
0.0215035
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
360189.200000
0.0219936
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
480459.770000
0.0293375
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
67955.820000
PA
USD
67060.370000
0.0040948
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.64675
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
4600484.520000
PA
USD
2830375.870000
0.1728266
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.518
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
5832834.380000
0.3561608
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 01/29 6
12543DBH2
2950000.000000
PA
USD
3190454.500000
0.1948135
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
12543DBF6
2586000.000000
PA
USD
2726562.030000
0.1664876
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
6079504.500000
0.3712228
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625
12543DBG4
14000000.000000
PA
USD
15071000.000000
0.9202557
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2006-C5
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2006 C5 AJ
17310MAH3
6501027.460000
PA
USD
5689504.200000
0.3474088
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
1389530.760000
PA
USD
772950.390000
0.0471974
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.40885
Y
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A
17311QAE0
100448.010000
PA
USD
56188.820000
0.0034310
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.40885
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2013-8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2013 8 2A2 144A
17321PAG5
660410.580000
PA
USD
549307.330000
0.0335414
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
2.62116
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2014-C
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 C B2 144A
17323GAD0
13555000.000000
PA
USD
14171158.790000
0.8653101
Long
ABS-MBS
CORP
US
N
2
2054-02-25
Fixed
4.25
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2019 IMC1 B1 144A
17328BAE4
3750000.000000
PA
USD
3826036.130000
0.2336229
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.97
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M6
17307GNW4
212240.350000
PA
USD
209893.460000
0.0128164
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.288
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
1972872.950000
0.1204663
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
1.048
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-12
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A3 144A
17307GY85
3169674.570000
PA
USD
2699934.820000
0.1648617
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-4
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 4 B1
17307GWF1
3328706.340000
PA
USD
3097864.550000
0.1891598
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
3.00687
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
4307279.960000
PA
USD
2390540.380000
0.1459696
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES SR UNSECURED 01/22 VAR
ACI0SB547
66000000.000000
PA
472822.510000
0.0288712
Long
DBT
MUN
AR
N
2
2022-01-23
Floating
34.6419
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
328937000.000000
PA
1922407.460000
0.1173848
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
34.9627
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
N/A
CLEAR CHANNEL WORLDWIDE COMPANY GUAR 02/24 9.25
18451QAP3
371000.000000
PA
USD
376603.960000
0.0229959
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
152845.000000
PA
USD
152988.370000
0.0093417
Long
LON
CORP
LU
N
2
2027-01-17
Floating
4.5
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
1430371.060000
0.0873404
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.22991
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
8152180.940000
PA
USD
3479350.830000
0.2124539
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.25702
N
N
N
N
N
N
COMMERCIAL MTAGE PASSTHRU CERT 2005-C6
N/A
COMM MORTGAGE TRUST COMM 2005 C6 G 144A
126171AS6
2419102.450000
PA
USD
2417673.240000
0.1476264
Long
ABS-MBS
CORP
US
N
2
2044-06-10
Variable
5.69981
N
N
N
N
N
N
CONSECO FINANCE SEC CORP 2001-3
N/A
CONSECO FINANCE SECURITIZATION CNF 2001 3 M1
20846QHQ4
1734722.910000
PA
USD
1698814.840000
0.1037319
Long
ABS-O
CORP
US
N
2
2033-05-01
Variable
7.15
N
N
N
N
N
N
CONSECO FINANCE SECURITIZATION 2000-2
N/A
CONSECO FINANCE SECURITIZATION CNF 2000 2 A5
20846QCQ9
19043992.400000
PA
USD
6560314.490000
0.4005817
Long
ABS-O
CORP
US
N
2
2030-12-01
Fixed
8.85
N
N
N
N
N
N
CONSECO FINANCE SECURITIZATION 2000-3
N/A
CONSECO FINANCE SECURITIZATION CNF 2000 3 A 144A
20846QDJ4
15974052.920000
PA
USD
6561444.470000
0.4006507
Long
ABS-O
CORP
US
N
2
2030-12-01
Variable
8.26
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND 2018-18
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2018 18 PT 144A
21052MAA2
4089512.440000
PA
USD
3853714.180000
0.2353130
Long
ABS-O
CORP
US
N
3
2043-10-15
Fixed
24.2146
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
5259046.190000
PA
USD
4928946.640000
0.3009682
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
126171.920000
PA
USD
127257.580000
0.0077705
Long
DBT
CORP
US
N
2
2025-10-11
Fixed
4.15
N
N
N
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR UNSECURED REGS 04/23 3.5
ACI11QWM1
5300000.000000
PA
5401750.620000
0.3298382
Long
DBT
CORP
LU
N
2
2023-04-15
Fixed
3.5
N
N
N
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR UNSECURED REGS 11/22 1.375
ACI0Z2W07
3000000.000000
PA
2928295.250000
0.1788057
Long
DBT
CORP
LU
N
2
2022-11-28
Fixed
1.375
N
N
N
Y
N
CORESTATE CAPITAL HOLDING SA
CORESTATE CAPITAL HOLDING S.
EUR
XXXX
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
CORNERSTONE BUILDING BRANDS TERM LOAN B
72431HAB6
39198.000000
PA
USD
39198.000000
0.0023935
Long
LON
CORP
US
N
2
2025-04-12
Floating
3.9039
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC SR UNSECURED 11/79 5.45
219350BQ7
141000.000000
PA
USD
193572.960000
0.0118198
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
2090543.780000
PA
USD
1187428.870000
0.0725060
Long
ABS-CBDO
CORP
KY
N
2
2038-09-04
Floating
1.7305
Y
N
N
N
N
N
CORONADO CDO LTD 1A
N/A
CORONADO CDO LTD CORON 1A B2 144A
21976RAE6
298649.110000
PA
USD
241756.450000
0.0147620
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
557397.140000
PA
USD
550962.210000
0.0336425
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
0.398
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 M
12667FV44
388192.930000
PA
USD
145851.540000
0.0089059
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
6.86971
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2
23244GAE2
489768.610000
PA
USD
322366.830000
0.0196842
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.388
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3
02147CAF0
2386413.240000
PA
USD
2242289.870000
0.1369173
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
0.338
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A2A
126680AD9
6220789.840000
PA
USD
4126376.180000
0.2519621
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.358
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A2
12668AWJ0
1056274.300000
PA
USD
491749.130000
0.0300269
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Floating
0.54163
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
3061507.900000
0.1869398
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
0.583
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
2361469.950000
0.1441946
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.628
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
132324.030000
0.0080799
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
2.323
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-12
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 12 M5
126670EP9
2390000.000000
PA
USD
1590412.830000
0.0971128
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.108
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV8
126673C34
3372374.660000
PA
USD
2415569.240000
0.1474979
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.248
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-4
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MV7
126673R53
11672541.700000
PA
USD
10188390.860000
0.6221169
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.023
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M3
126670WE4
3786041.120000
PA
USD
3099824.200000
0.1892795
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.778
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
1441146.800000
0.0879984
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.883
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2005-BC5
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC5 M6
126670NK0
3321655.630000
PA
USD
2725134.440000
0.1664004
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.408
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2006-2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M3
126670UY2
2043894.330000
PA
USD
2038264.630000
0.1244592
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.808
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
299000.000000
NS
USD
277624.490000
0.0169521
Long
EP
CORP
US
N
2
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A2
12669GYZ8
5212220.660000
PA
USD
3207726.210000
0.1958681
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.848
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A5
12669GZS3
4526790.600000
PA
USD
2902794.510000
0.1772486
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.848
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-HYB5
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 3A1A
170256AK7
149533.740000
PA
USD
139791.530000
0.0085359
Long
ABS-MBS
CORP
US
N
2
2036-09-20
Variable
3.03519
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
1975160.340000
0.1206060
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
588780.000000
PA
USD
568043.460000
0.0346855
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
3.04268
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
218500.000000
0.0133419
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
225185.730000
0.0137501
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
12378598.980000
PA
USD
1806656.520000
0.1103169
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 C 144A
22545YAL5
5700000.000000
PA
USD
6904524.000000
0.4215996
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.80218
Y
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C2
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C2 D 144A
22545YAN1
2870000.000000
PA
USD
4118171.900000
0.2514612
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.63389
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
3564412.500000
0.2176479
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.80218
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C5
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C5 AM
22546BAH3
121509.630000
PA
USD
297394.820000
0.0181593
Long
ABS-MBS
CORP
US
N
2
2040-09-15
Variable
5.85918
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
4400000.050000
PA
USD
4049641.250000
0.2472766
Long
ABS-MBS
CORP
US
N
2
2037-11-30
Floating
0.65013
N
N
N
N
N
N
CREDIT SUISSE MRTG CAPITAL CERT 2006-6
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 2A5
22942JAR4
568471.100000
PA
USD
281427.810000
0.0171844
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
2243635.830000
PA
USD
1841377.280000
0.1124370
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
6.767
Y
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
1016578.310000
PA
USD
763426.520000
0.0466159
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Fixed
7.5
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2005-C3
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 C3 D
225458VX3
63883.720000
PA
USD
63310.660000
0.0038658
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
1436559.810000
PA
USD
1362177.330000
0.0831764
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
846162.690000
0.0516678
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
5447941.730000
PA
USD
5250903.840000
0.3206273
Long
ABS-MBS
CORP
US
N
2
2037-11-27
Variable
3.21746
N
N
N
N
N
N
CSMC SERIES 2014-2R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 28A2 144A
12648ELY6
839114.840000
PA
USD
515743.140000
0.0314920
Long
ABS-MBS
CORP
US
N
2
2037-06-27
Variable
15.6057
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
14217080.910000
0.8681142
Long
ABS-MBS
CORP
US
N
2
2036-10-27
Floating
0.30013
N
N
N
N
N
N
CSMC TRUST 2017-MOON
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 MOON D 144A
12651XAJ3
10208830.000000
PA
USD
10178226.990000
0.6214963
Long
ABS-MBS
CORP
US
N
2
2034-07-10
Variable
3.19647
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
910828.030000
0.0556164
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Fixed
4.75
N
N
N
N
N
N
DBWF-2018-GLKS
N/A
DBWF MORTGAGE TRUST DBWF 2018 GLKS D 144A
23307GAL0
5000000.000000
PA
USD
4821710.500000
0.2944202
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
2.552
N
N
N
N
N
N
DELEK DRILLIN (LEVIATHAN BOND LTD)
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/23 5.7
ACI1PZ1M9
1800000.000000
PA
USD
1926000.000000
0.1176042
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75
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
130121.340000
0.0079454
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.2
N
N
N
N
N
N
DELTA AIR LINES 2007-1 CLASS A PASS THROUGH TRUST
N/A
DELTA AIR LINES 2007 1 A PASS THRU CE 02/24 6.821
247367BH7
366515.550000
PA
USD
375866.090000
0.0229509
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
6.821
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 2020 GSR TERM LOAN B
24736CBM5
1194000.000000
PA
USD
1215454.990000
0.0742173
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
9934861.300000
0.6066361
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
4329801.840000
0.2643836
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
2504896.740000
PA
USD
1956418.790000
0.1194616
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
1028628.750000
0.0628095
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
5120811.030000
PA
USD
4448611.380000
0.2716382
Long
ABS-MBS
CORP
US
N
2
2036-09-28
Variable
3.31273
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
1285046.880000
0.0784667
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
9530519.940000
PA
USD
9058759.200000
0.5531401
Long
LON
CORP
US
N
2
2023-09-02
Floating
4.75
N
N
N
N
N
N
DILOSK RMBS NO. 2 DA
N/A
DILOSK RMBS DILSK 2 E REGS
ACI18N368
3890000.000000
PA
4748255.000000
0.2899349
Long
ABS-MBS
CORP
IE
N
2
2057-12-20
Floating
2.718
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 06/26 9.75
25714PEA2
300400000.000000
PA
5567017.960000
0.3399297
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875
25714PEF1
2300000.000000
PA
USD
2550125.000000
0.1557141
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.875
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
365039.030000
PA
USD
341723.730000
0.0208661
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
56138.920000
PA
USD
53128.990000
0.0032441
Long
DBT
CORP
GG
N
2
2024-11-30
Fixed
5.125
N
N
N
N
N
N
DSSV SARL
N/A
DSSV DSSV PRL A
ACI1DSVZ6
44912937.500000
PA
54044875.410000
3.3000533
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
277217.500000
0.0169273
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
406880.270000
0.0248447
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
997130.170000
0.0608861
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
3173772.220000
0.1937948
Long
LON
CORP
GB
N
3
2023-06-30
Floating
5.75
N
N
N
N
N
N
ECAF I LTD 2015-1A
N/A
ECAF LTD ECAF 2015 1A A1 144A
26827EAA3
6540320.280000
PA
USD
6157372.760000
0.3759775
Long
ABS-O
CORP
KY
N
2
2040-06-15
Fixed
3.473
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
78000.000000
PA
USD
93433.470000
0.0057052
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75
29278NAQ6
164000.000000
PA
USD
177013.500000
0.0108087
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
161484.810000
0.0098605
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
1519.940000
0.0000928
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
51167080.840000
PA
USD
42959011.230000
2.6231354
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.8968
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
29373TAA2
2557000.000000
PA
USD
1613620.420000
0.0985298
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75
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
586080.090000
0.0357868
Long
ABS-MBS
CORP
IE
N
2
2063-03-24
Floating
1.926
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
1245381.980000
0.0760447
Long
ABS-MBS
CORP
IE
N
2
2063-03-24
Floating
2.926
N
N
N
N
N
N
EUROSAIL PLC 2006-2X
N/A
EUROSAIL PLC ESAIL 2006 2X D1C REGS
ACI02A1D1
4614000.000000
PA
5498807.090000
0.3357646
Long
ABS-MBS
CORP
GB
N
2
2044-12-15
Floating
0.84263
N
N
N
N
N
N
EUROSAIL PLC 2007-1X
N/A
EUROSAIL PLC ESAIL 2007 1X D1A REGS
ACI05RDQ9
250000.000000
PA
258885.920000
0.0158079
Long
ABS-MBS
CORP
GB
N
2
2045-03-13
Floating
0.294
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
40383.000000
NS
USD
524171.340000
0.0320066
Long
EC
CORP
US
N
1
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
5421236.050000
PA
6279659.270000
0.3834445
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
1.39063
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
1780940.530000
PA
2202059.590000
0.1344607
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
4.04063
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X E1C REGS
G3299TAF0
2164880.160000
PA
2801021.480000
0.1710342
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
3.54063
N
N
N
N
N
N
EXANTAS CAPITAL CORP 2020-RSO9
N/A
EXANTAS CAPITAL CORP XAN 2020 RSO9 AS 144A
30070CAC9
4989604.610000
PA
USD
5020566.600000
0.3065626
Long
ABS-MBS
CORP
KY
N
2
2037-04-17
Floating
3.6525
N
N
N
N
N
N
EXANTAS CAPITAL CORP 2020-RSO9
N/A
EXANTAS CAPITAL CORP XAN 2020 RSO9 B 144A
30070CAE5
4989604.610000
PA
USD
5011838.290000
0.3060296
Long
ABS-MBS
CORP
KY
N
2
2037-04-17
Floating
4.0525
N
N
N
N
N
N
EXANTAS CAPITAL CORP 2020-RSO9
N/A
EXANTAS CAPITAL CORP XAN 2020 RSO9 C 144A
30070CAG0
4989604.610000
PA
USD
5012087.270000
0.3060448
Long
ABS-MBS
CORP
KY
N
2
2037-04-17
Floating
4.4025
N
N
N
N
N
N
EXANTAS CAPITAL CORP 2020-RSO9
N/A
EXANTAS CAPITAL CORP XAN 2020 RSO9 D 144A
30070CAJ4
2993762.770000
PA
USD
3013106.370000
0.1839844
Long
ABS-MBS
CORP
KY
N
2
2037-04-17
Floating
5.6525
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
3981.250000
0.0002431
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
5217892.830000
0.3186116
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
2313425.650000
0.1412609
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
EXPEDIA GROUP INC COMPANY GUAR 144A 08/27 4.625
30212PBB0
1800000.000000
PA
USD
2012617.750000
0.1228932
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.625
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
542.000000
NS
USD
6331.640000
0.0003866
Long
EC
CORP
US
N
3
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
217250.000000
0.0132656
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
EYECARE PARTNERS LLC
254900ZAACWK09RJ8W93
EYECARE PARTNERS LLC 2020 DELAYED DRAW TERM LOAN
30233PAC4
22590.170000
PA
USD
22076.240000
0.0013480
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.8968
N
N
N
N
N
N
EYECARE PARTNERS LLC
254900ZAACWK09RJ8W93
EYECARE PARTNERS LLC TERM LOAN
30233PAB6
96088.880000
PA
USD
93902.860000
0.0057338
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.8968
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625
303901BF8
5300000.000000
PA
USD
5938330.040000
0.3626025
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.625
N
N
N
N
N
N
FARRINGDON MORTAGES PLC 2
N/A
FARRINGDON MORTGAGES NO.2 07/47 1
B0LNR9II9
5675000.000000
PA
5824464.640000
0.3556497
Long
ABS-MBS
CORP
GB
N
2
2047-07-15
Floating
4.04575
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
FEL ENERGY VI SARL
N/A
FEL ENERGY VI SARL SR SECURED 144A 12/40 5.75
30260LAA3
6400000.000000
PA
USD
6822720.000000
0.4166045
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75
N
N
N
N
N
N
FIBRA UNO (TRUST F/1401)
N/A
TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39
898339AB2
500000.000000
PA
USD
586625.000000
0.0358201
Long
DBT
CORP
MX
N
2
2050-01-15
Fixed
6.39
N
N
N
N
N
N
FINSBURY SQUARE 2020-2A
N/A
FINSBURY SQUARE FSQ 2020 2A D 144A
ACI1N83G2
1800000.000000
PA
2507745.660000
0.1531263
Long
ABS-MBS
CORP
GB
N
2
2070-06-16
Floating
3.55541
N
N
N
N
N
N
FINSBURY SQUARE 2020-2A
N/A
FINSBURY SQUARE FSQ 2020 2A E 144A
ACI1N8695
1000000.000000
PA
1424483.320000
0.0869809
Long
ABS-MBS
CORP
GB
N
2
2070-06-16
Floating
5.55541
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
1183781.250000
0.0722833
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
802080.000000
0.0489761
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 10/27 6.875
335934AT2
5300000.000000
PA
USD
5757125.000000
0.3515378
Long
DBT
CORP
CA
N
2
2027-10-15
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
1712088.550000
0.1045424
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
4730072.070000
0.2888246
Long
ABS-O
CORP
US
N
3
2025-12-15
Fixed
0
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2020-3
N/A
FLAGSHIP CREDIT AUTO TRUST 12/27 0
33844T107
20000.000000
PA
USD
7487148.080000
0.4571754
Long
ABS-O
CORP
US
N
3
2027-12-15
Fixed
0
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD COMMON STOCK
G5924V106
57728.000000
NS
USD
46759.680000
0.0028552
Long
EC
CORP
BM
N
1
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR
ACI07BWB4
151500.000000
NS
36696114.660000
2.2407145
Long
EP
CORP
GB
N
2
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
178186.000000
NS
USD
16154061.400000
0.9863889
Long
EC
CORP
US
Y
3
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/21 3.2
345397XQ1
1000000.000000
PA
USD
1002375.000000
0.0612064
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
3.2
N
N
N
N
N
N
ASSOCIATED MATERIALS (NEW AMI I LLC)
N/A
ASSOCIATED MATERIALS GROUP INC
931WQR908
2418841.000000
NS
USD
16302988.340000
0.9954825
Long
EC
CORP
US
Y
3
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 04/21 3.47
345397YZ0
400000.000000
PA
USD
401250.000000
0.0245009
Long
DBT
CORP
US
N
2
2021-04-05
Fixed
3.47
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/22 3.35
345397ZU0
300000.000000
PA
USD
305658.000000
0.0186639
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35
N
N
N
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
493963.610000
0.0301621
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
65263073.850000
PA
USD
4657035.900000
0.2843649
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
2895953.700000
0.1768309
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
2.01057
N
N
N
N
N
N
FREDDIE MAC REMICS 3907
N/A
FREDDIE MAC FHR 3907 MS
3137AEE68
2857247.500000
PA
USD
319660.280000
0.0195189
Long
ABS-MBS
USGSE
US
N
2
2026-08-15
Floating
6.49137
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
9101431.280000
0.5557457
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
10218516.630000
PA
USD
102.190000
0.0000062
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
2192.670000
0.0001339
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
1714579.130000
0.1046945
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
2.248
Y
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-2
N/A
FREMONT HOME LOAN TRUST FHLT 2006 2 M1
35729PPZ7
9804307.960000
PA
USD
6777981.830000
0.4138727
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.628
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
51604.750000
0.0031511
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SECURED 144A 05/29 6.75
35906ABG2
2700000.000000
PA
USD
2894062.500000
0.1767154
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORPORATION
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5
35906ABF4
9200000.000000
PA
USD
9608250.000000
0.5866928
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5
N
N
N
N
N
N
FRONTIER FINANCE PLC
213800XVLIFOCEEVIS52
FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8
ACI0T8JS5
4050000.000000
PA
5710898.710000
0.3487152
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
828000.000000
PA
USD
798287.630000
0.0487445
Long
DBT
CORP
US
N
2
2024-02-02
Floating
8
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HSE RESORTS INC 01/24 1
359678AA7
9800000.000000
PA
USD
9448331.900000
0.5769279
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
1702500.000000
0.1039570
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
7705713.000000
0.4705213
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
4180500.000000
0.2552670
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.875
N
N
N
N
N
N
GC PASTOR HIPOTECARIO FTA 5
N/A
PASTOR GC HIPOTECARIO GCPAS 5 A2 REGS
997AAZII7
5804393.140000
PA
6133092.830000
0.3744950
Long
ABS-MBS
CORP
ES
N
2
2046-06-21
Floating
0
N
N
N
N
N
N
GCAT 2020-2 LLC
N/A
GCAT GCAT 2020 2 A1 144A
36167LAA4
20554020.950000
PA
USD
20636944.090000
1.2601198
Long
ABS-MBS
CORP
US
N
2
2025-06-25
Variable
3.721
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
358135.790000
0.0218683
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
29835.390000
0.0018218
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
30962.500000
0.0018906
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 08/37 6.15
36962G3A0
73000.000000
PA
USD
100751.790000
0.0061520
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8
37185LAM4
3100000.000000
PA
USD
3092250.000000
0.1888170
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8
N
N
N
N
N
N
GENWORTH MORTGAGE HOLDINGS INC
N/A
GENWORTH MORTGAGE HLDING SR UNSECURED 144A 08/25 6.5
37255LAA5
3400000.000000
PA
USD
3686875.000000
0.2251256
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.5
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
1100000.000000
PA
USD
1145852.400000
0.0699673
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
1134881.000000
0.0692974
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
412964.000000
0.0252161
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
1328695.390000
0.0811319
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
539893.680000
PA
USD
525451.470000
0.0320848
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
1407176.110000
PA
USD
1568858.390000
0.0957966
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Fixed
5.55
N
N
N
N
N
N
AT&T MOBILITY II LLC
N/A
AT+T MOBILITY II LLC PREFERRED STOCK 7
04651L206
484024.000000
NS
USD
12997847.390000
0.7936662
Long
EP
CORP
US
Y
3
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORPORATION PREFERRED STOCK
000000000
1037.000000
NS
USD
1437178.300000
0.0877561
Long
EP
CORP
US
N
3
N
N
N
GREENE KING FINANCE PLC
213800QIJMYMW6TSBG41
GREENE KING FINANCE PLC SECURED REGS 03/36 VAR
B14551II6
200000.000000
PA
201110.660000
0.0122801
Long
DBT
CORP
GB
N
2
2036-03-15
Floating
2.12263
N
N
N
N
N
N
GREENPOINT MANUFACTURED HOUSING 1999-5
N/A
GREENPOINT MANUFACTURED HOUSIN GPMH 1999 5 M2
395383AG7
152873.890000
PA
USD
132036.780000
0.0080623
Long
ABS-O
CORP
US
N
2
2029-12-15
Fixed
9.23
Y
N
N
N
N
N
GROUPE NOVASEP
969500WCN58A16EMLF90
GROUPE NOVASEP SR UNSEC GROUPE922
965NVJII0
1776000.000000
PA
USD
1468073.480000
0.0896426
Long
DBT
CORP
US
Y
3
2022-03-21
Floating
11
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2006-GG8
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2006 GG8 AJ
362332AH1
2131879.680000
PA
USD
746157.890000
0.0455614
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
3132714.810000
0.1912878
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.5913
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP G 144A
36255MAS6
2440000.000000
PA
USD
2166704.380000
0.1323019
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.5913
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
4033961.460000
0.2463191
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.80863
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 AIOS 144A
36260AAP1
60363292.130000
PA
USD
244477.370000
0.0149281
Long
ABS-O
CORP
US
N
2
2059-07-25
Fixed
0.09028
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 B 144A
36260AAU0
6871000.000000
PA
USD
5627737.210000
0.3436373
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Floating
3.85083
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 B1 144A
36260AAJ5
1848000.000000
PA
USD
1791886.400000
0.1094150
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Floating
3.85083
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 B2 144A
36260AAK2
1081000.000000
PA
USD
987974.550000
0.0603271
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Floating
3.85083
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 SA 144A
36260AAH9
111169.240000
PA
USD
110842.400000
0.0067682
Long
ABS-MBS
CORP
US
N
2
2059-07-25
None
0
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 X 144A
36260AAQ9
65930399.440000
PA
USD
751896.650000
0.0459118
Long
ABS-O
CORP
US
N
2
2059-07-25
Variable
0
N
N
N
N
N
N
GSAMP TRUST 2004-AHL
N/A
GSAMP TRUST GSAMP 2004 AHL M2
36242DHR7
1209222.750000
PA
USD
1224544.690000
0.0747724
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
1.873
Y
N
N
N
N
N
GSAMP TRUST 2004-SEA2
N/A
GSAMP TRUST GSAMP 2004 SEA2 M2
36228F6A9
3762485.680000
PA
USD
3326526.090000
0.2031222
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
1.398
Y
N
N
N
N
N
GSAMP TRUST 2005-AHL2 2005-AHL2
N/A
GSAMP TRUST GSAMP 2005 AHL2 M1
362341C64
6836252.520000
PA
USD
4964618.520000
0.3031463
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.588
N
N
N
N
N
N
GSAMP TRUST 2005-SD1
N/A
GSAMP TRUST GSAMP 2005 SD1 M3 144A
36242DWF6
8380594.830000
PA
USD
6635511.110000
0.4051733
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
2.773
Y
N
N
N
N
N
GSAMP TRUST 2005-WMC1
N/A
GSAMP TRUST GSAMP 2005 WMC1 M2
362341PV5
4094346.200000
PA
USD
3008071.120000
0.1836769
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
0.928
N
N
N
N
N
N
GSAMP TRUST 2006-HE3
N/A
GSAMP TRUST GSAMP 2006 HE3 M1
36244KAF2
2784863.380000
PA
USD
2417375.310000
0.1476082
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
0.568
N
N
N
N
N
N
GSAMP TRUST 2006-HE4
N/A
GSAMP TRUST GSAMP 2006 HE4 M1
362439AF8
7083571.350000
PA
USD
5776065.920000
0.3526944
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.448
Y
N
N
N
N
N
GSAMP TRUST 2006-SD1
N/A
GSAMP TRUST GSAMP 2006 SD1 M2 144A
362341X79
1276758.990000
PA
USD
1017799.710000
0.0621482
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
1.048
N
N
N
N
N
N
GSMSC RESECURITIZATION TRUST 2015-7R
N/A
GS MORTGAGE SECURITIES CORP. GSMSC 2015 7R B 144A
36254RAB3
36615822.230000
PA
USD
17156735.300000
1.0476135
Long
ABS-MBS
CORP
US
N
2
2037-09-26
Variable
4.01959
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1B
41161PLE1
2931802.830000
PA
USD
2002865.500000
0.1222977
Long
ABS-MBS
CORP
US
N
2
2035-03-19
Floating
0.81163
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-12
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13
41162DAD1
3964100.860000
PA
USD
3795549.270000
0.2317614
Long
ABS-MBS
CORP
US
N
2
2036-12-19
Floating
0.39163
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
1147600.000000
0.0700740
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
1353483.910000
0.0826456
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
2752792.760000
0.1680893
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
3.55438
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1X
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1X G REGS
ACI1MVKJ7
1131000.000000
PA
1516069.520000
0.0925733
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
3.55438
N
N
N
N
N
N
HILTON ORLANDO TRUST 2018-ORL
N/A
HILTON USA TRUST HILT 2018 ORL C 144A
432885AJ0
5300000.000000
PA
USD
5054480.680000
0.3086334
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
1.45863
N
N
N
N
N
N
HILTON USA TRUST 2016-HHV
N/A
HILTON USA TRUST HILT 2016 HHV C 144A
43300LAJ9
2300000.000000
PA
USD
2446818.660000
0.1494061
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
4.1935
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP SR UNSECURED 10/30 4.5
436106AC2
2947000.000000
PA
USD
3117479.030000
0.1903575
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.5
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2
N/A
HOMEWARD OPPORTUNITIES FUND I HOF 2020 2 B1 144A
43789XAE4
6600000.000000
PA
USD
6926360.100000
0.4229329
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.45
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A A1 144A
442451AA8
14214343.500000
PA
USD
3269299.010000
0.1996278
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
588058.930000
0.0359077
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
235235.000000
0.0143638
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
382287.500000
0.0233430
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
2412315.170000
0.1472992
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
765106.960000
0.0467185
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
409970.500000
0.0250334
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
7930707.340000
PA
USD
4329122.530000
0.2643421
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.5
N
N
N
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5
BJBQCWII7
24017375.000000
NS
38979290.210000
2.3801282
Long
EP
CORP
NL
N
2
N
N
N
HUNT COMPANIES INC
549300ODPWDNCH5TKM49
HUNT COS INC SR SECURED 144A 02/26 6.25
445587AC2
14000.000000
PA
USD
14390.670000
0.0008787
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
14654002.340000
PA
USD
14347733.690000
0.8760921
Long
ABS-CBDO
CORP
KY
N
2
2040-11-05
Floating
0.749
N
N
N
N
N
N
IHPT-2018-STAY
N/A
INTOWN HOTEL PORTFOLIO TRUST IHPT 2018 STAY D 144A
46117MAN4
1069000.000000
PA
USD
1041619.380000
0.0636027
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
2.20863
N
N
N
N
N
N
IHPT-2018-STAY
N/A
INTOWN HOTEL PORTFOLIO TRUST IHPT 2018 STAY E 144A
46117MAQ7
250000.000000
PA
USD
246121.830000
0.0150285
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
3.25863
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 04/35 FIXED 6.725
452152FA4
10000.000000
PA
USD
11554.700000
0.0007055
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
5384.850000
0.0003288
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.1
N
N
N
N
N
N
INGERSOLL-RAND SERVICES COMPANY
N/A
INGERSOLL RAND COMPANY LIMITED 2020 USD TERM LOAN B
365556AU3
107190.000000
PA
USD
105907.580000
0.0064669
Long
LON
CORP
BM
N
2
2027-03-01
Floating
1.8968
N
N
N
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
104000.000000
PA
USD
112171.280000
0.0068493
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
272335.000000
0.0166291
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
45770.000000
PA
USD
45770.000000
0.0027948
Long
LON
CORP
US
N
3
2027-02-07
Floating
3.6467
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75
458204AP9
12151000.000000
PA
USD
607550.000000
0.0370978
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
54625.000000
0.0033355
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
32944000.000000
PA
USD
22401920.000000
1.3678916
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
2358188.800000
0.1439942
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
16853160.800000
1.0290768
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
674719.780000
0.0411993
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
202708.400000
0.0123776
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
192118.410000
0.0117310
Long
LON
CORP
LU
N
2
2022-07-13
Floating
6.5
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
19350.000000
PA
USD
19140.380000
0.0011687
Long
LON
CORP
US
N
2
2024-09-13
Floating
3.6467
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 01/32 4.875
ACI1T3TK0
2100000.000000
PA
2640322.960000
0.1612217
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-BCON
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 BCON E 144A
46590WAL2
6050000.000000
PA
USD
5909374.410000
0.3608344
Long
ABS-MBS
CORP
US
N
2
2031-01-05
Variable
3.7557
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-BCON
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 BCON F 144A
46590WAN8
3400000.000000
PA
USD
3180482.400000
0.1942046
Long
ABS-MBS
CORP
US
N
2
2031-01-05
Variable
3.7557
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A
46650FAA0
3575926.130000
PA
USD
3407591.200000
0.2080721
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
2.41
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
529900L73GEWN1O5NH84
JAGUAR LAND ROVER AUTOMO SR UNSECURED 144A 01/28 5.875
47010BAK0
8700000.000000
PA
USD
8800702.500000
0.5373828
Long
DBT
CORP
GB
N
2
2028-01-15
Fixed
5.875
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC 2019 TERM LOAN
47232UAB0
40486.200000
PA
USD
40258.470000
0.0024582
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
3175017.850000
PA
USD
1957390.570000
0.1195209
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
2069496.560000
PA
USD
2075265.280000
0.1267185
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
1123171.510000
PA
USD
1019047.110000
0.0622244
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 2007-LDPX
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LDPX AJ
46630JAG4
682636.450000
PA
USD
105023.620000
0.0064129
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
5.3534
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
13079170.900000
PA
USD
2012230.440000
0.1228695
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
5.438
N
N
N
N
N
N
TEXGEN POWER LLC
5493003XDLS9LCQ3SY55
TEXGEN POWER LLC
933KFF900
273307.000000
NS
USD
9497418.250000
0.5799252
Long
EC
CORP
US
N
3
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
6999099.600000
0.4273745
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
6.01062
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
810550.220000
0.0494933
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
290593.580000
0.0177440
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
170143.900000
0.0103892
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
419714.940000
0.0256284
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
11742.650000
PA
USD
10022.720000
0.0006120
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
2.87582
Y
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-NC1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC1 M2
46626LJS0
6100000.000000
PA
USD
4586799.840000
0.2800762
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.488
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
702708.540000
0.0429083
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
1694399.260000
PA
USD
2237567.410000
0.1366289
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
8418043.540000
PA
USD
2369938.110000
0.1447116
Long
ABS-O
CORP
US
N
2
2036-05-26
Variable
0
N
N
N
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
7056720.000000
PA
USD
6959690.100000
0.4249681
Long
LON
CORP
LU
N
2
2026-12-04
Floating
4.9805
N
N
N
N
N
N
KENNEDY WILSON EUROPE REAL ESTATE LIMITED
213800WIL553Z1T6DZ52
KENNEDY WILSON EUR REAL SR UNSECURED REGS 06/22 3.95
ACI0DGFL3
853000.000000
PA
1182932.410000
0.0722315
Long
DBT
CORP
JE
N
2
2022-06-30
Fixed
3.95
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
12972657.740000
0.7921281
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
18686946.570000
1.1410503
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
15024759.330000
0.9174322
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
6403987.410000
0.3910361
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
8999319.710000
0.5495106
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
16855389.800000
1.0292129
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KIK CUSTOM PRODUCTS (KRONOS ACQUISITION HOLDINGS INC)
N/A
KRONOS ACQUISITION HOLDING INC 2020 TERM LOAN B
49387TAV8
2900000.000000
PA
USD
2907250.000000
0.1775206
Long
LON
CORP
US
N
2
2026-12-17
Floating
5.25
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
614850.000000
0.0375436
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
9
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
4056217.440000
0.2476781
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
2216250.000000
0.1353272
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.375
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC COMPANY GUAR 144A 10/30 6.625
501797AW4
2300000.000000
PA
USD
2563062.500000
0.1565041
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.625
N
N
N
N
N
N
LABRADOR AVIATION FINANCE LTD 2016-1A
N/A
LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A
50543LAA0
7934172.900000
PA
USD
7617956.440000
0.4651627
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
69935.000000
0.0042703
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
17326179.000000
PA
USD
7522091.310000
0.4593091
Long
ABS-CBDO
CORP
KY
N
2
2040-01-03
Floating
1.1815
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
23182123.230000
PA
USD
10065422.900000
0.6146084
Long
ABS-CBDO
CORP
KY
N
2
2040-01-04
Floating
1.1815
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
6213048.520000
PA
USD
3386111.440000
0.2067606
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
0.2931446
Long
ABS-MBS
CORP
US
N
2
2041-04-15
Variable
6.27383
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
2261062.940000
PA
USD
1545058.920000
0.0943434
Long
LON
CORP
US
N
2
2025-06-30
Floating
1.1468
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
MCDERMOTT TECHLGY AMERICAS INC 2020 MAKE WHOLE TL
N5200EAC5
23355.600000
PA
USD
19268.370000
0.0011766
Long
LON
CORP
US
N
3
2024-06-30
Floating
3.1455
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
2201275.000000
0.1344128
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
301465.550000
0.0184079
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
17097807.760000
1.0440153
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
3288940.050000
PA
USD
224555.670000
0.0137117
Long
ABS-CBDO
CORP
KY
N
2
2043-02-28
Floating
0.428
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
15016380.330000
PA
USD
12657000.650000
0.7728536
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
1.273
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
1346839.800000
0.0822399
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
1.063
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
152920.250000
PA
USD
131080.930000
0.0080040
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.528
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
4333718.460000
PA
USD
3710384.570000
0.2265611
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.023
Y
N
N
N
N
N
LUMEN TECHNOLOGIES (CENTURYLINK INC)
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4
156700BC9
122000.000000
PA
USD
126132.140000
0.0077018
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4
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
8391067.140000
0.5123699
Long
ABS-O
CORP
KY
N
2
2028-07-24
Fixed
6.1211
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
544155.000000
NS
USD
6382938.150000
0.3897508
Long
EC
CORP
US
N
1
N
N
N
MANSARD MORTGAGES PLC 2006-1X
N/A
MANSARD MORTGAGES PLC MANSD 2006 1X B2 REGS
B1GJ7MII5
2955120.490000
PA
3881646.440000
0.2370186
Long
ABS-MBS
CORP
GB
N
2
2048-10-15
Floating
3.54575
N
N
N
N
N
N
MARGATE FUNDING LTD
N/A
MARGATE FUNDING LTD MGATE 2004 1A A1S 144A
56659NAA3
41714751.230000
PA
USD
14412446.550000
0.8800435
Long
ABS-CBDO
CORP
KY
N
2
2044-12-04
Floating
2.46275
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
882664.800000
0.0538967
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
1542121.150000
0.0941640
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
798752.060000
0.0487729
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
3127292.420000
0.1909567
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
105680.520000
0.0064530
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
1164328.120000
PA
USD
903038.340000
0.0551407
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.28562
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-NC1
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M2
57643LNH5
8855892.410000
PA
USD
8497284.560000
0.5188557
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.763
Y
N
N
N
N
N
MASTR ASSET BACKED SECURIT TR 2003-OPT1
N/A
MASTR ASSET BACKED SECURITIES MABS 2003 OPT1 M4
57643LAN6
439779.290000
PA
USD
298762.570000
0.0182428
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Floating
5.998
Y
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375
58547DAD1
200000.000000
PA
USD
208369.880000
0.0127233
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
8126300.000000
0.4962029
Long
ABS-CBDO
CORP
KY
N
2
2040-12-08
Floating
1.19175
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M2
59020UC37
7656672.320000
PA
USD
6255600.820000
0.3819755
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
1.018
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
FREDDIE MAC STRUCTURED PASS T
59319WAC5
10325000.000000
PA
USD
10501221.940000
0.6412188
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
3.90863
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
MF1 LTD MF1 2020 FL3 C 144A
59319WAD3
11800000.000000
PA
USD
12074764.180000
0.7373015
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
4.65863
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
MF1 LTD MF1 2020 FL3 D 144A
59319WAE1
7000000.000000
PA
USD
7010837.400000
0.4280912
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
3.15863
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
MF1 LTD MF1 2020 FL3 E 144A
59319WAF8
4000000.000000
PA
USD
4005896.800000
0.2446055
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
3.15863
N
N
N
N
N
N
MFA 2020-NQM1 TRUST
N/A
MFRA TRUST MFRA 2020 NQM1 B1 144A
552754AE3
6143000.000000
PA
USD
6220849.010000
0.3798535
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.978
N
N
N
N
N
N
MFA 2020-NQM1 TRUST
N/A
MFRA TRUST MFRA 2020 NQM1 M1 144A
552754AD5
1185000.000000
PA
USD
1196277.170000
0.0730463
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
3.071
N
N
N
N
N
N
MILANO ACQUISITION CORP
N/A
MILANO ACQUISITION CORP TERM LOAN B
59909TAC8
2400000.000000
PA
USD
2406000.000000
0.1469136
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75
N
N
N
N
N
N
MLCC MORTGAGE INVESTORS INC 2004-C
N/A
MLCC MORTGAGE INVESTORS INC MLCC 2004 C B1
59020UDS1
818233.460000
PA
USD
778115.310000
0.0475128
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
0.883
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2003-NC8
N/A
MORGAN STANLEY CAPITAL INC MSAC 2003 NC8 B3
61746RDS7
1543439.030000
PA
USD
1392802.930000
0.0850464
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
5.773
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
3449947.200000
0.2106584
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.703
Y
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-NC5
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP
61749BAB9
260141.800000
PA
USD
168823.180000
0.0103086
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.218
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
235300.000000
0.0143677
Long
ABS-MBS
CORP
US
N
2
2041-08-12
Variable
6.19473
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I 2007-T27
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2007 T27 AJ
61754JAH1
1641942.380000
PA
USD
1648072.410000
0.1006335
Long
ABS-MBS
CORP
US
N
2
2042-06-11
Variable
6.21481
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
13714277.220000
0.8374123
Long
ABS-MBS
CORP
US
N
2
2042-06-11
Variable
6.21481
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
63729.000000
NS
USD
477967.500000
0.0291853
Long
EC
CORP
US
Y
3
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2019-PLND
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND C 144A
61691XAJ2
4500000.000000
PA
USD
4104348.300000
0.2506171
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.659
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2020-HR8
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 D 144A
61692BAJ9
1499000.000000
PA
USD
1346133.330000
0.0821967
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
2.5
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
5966034.000000
0.3642941
Long
ABS-MBS
CORP
US
N
2
2042-11-14
Variable
5.49515
N
N
N
N
N
N
MORGAN STANLEY CAPITAL INC 2005-HE7
N/A
MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M3
61744CWN2
5817119.550000
PA
USD
5023192.090000
0.3067229
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.853
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
4255045.620000
0.2598188
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
1.213
Y
N
N
N
N
N
MORGAN STANLEY RESECURITIZATION TRUST 2013-R9
N/A
MORGAN STANLEY REREMIC TRUST MSRR 2013 R9 3B2 144A
61763DAV2
7817587.280000
PA
USD
6414186.520000
0.3916589
Long
ABS-MBS
CORP
US
N
2
2046-06-26
Variable
3.53365
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
74758.570000
PA
USD
72791.600000
0.0044448
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
2355903.020000
0.1438546
Long
ABS-MBS
CORP
GB
N
2
2046-03-13
Floating
3.24063
N
N
N
N
N
N
MOTEL 6 TRUST 2017-M6MZ
N/A
MOTEL 6 TRUST MOTEL 2017 M6MZ M 144A
61975GAA5
669979.700000
PA
USD
623644.170000
0.0380806
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
7.08513
N
N
N
N
N
N
MULTIPLAN CORPORATION
N/A
MULTIPLAN CORP SR UNSECURED 144A 10/27 6
000000000
10600000.000000
PA
USD
10203560.000000
0.6230432
Long
DBT
CORP
US
N
3
2027-10-15
Fixed
6
N
N
Y
Y
N
MULTIPLAN CORPORATION
MULTIPLAN CORP
USD
XXXX
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
1883783.660000
PA
USD
1328538.430000
0.0811224
Long
ABS-CBDO
CORP
KY
N
2
2041-02-01
Floating
0.59263
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B C 144A
63874EAJ9
2000000.000000
PA
USD
2029855.200000
0.1239457
Long
ABS-MBS
CORP
US
N
2
2037-04-10
Variable
4.0579
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B D 144A
63874EAL4
7000000.000000
PA
USD
6548495.800000
0.3998600
Long
ABS-MBS
CORP
US
N
2
2037-04-10
Variable
4.0579
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M E 144A
63874FAL1
2700000.000000
PA
USD
2657341.620000
0.1622609
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Fixed
3.7904
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
1682196.920000
0.1027172
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
3.15863
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
679225.880000
0.0414745
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
4.15863
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
6325000.000000
PA
USD
7382666.500000
0.4507956
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 01/25 5.625
78442FDJ4
139000.000000
PA
USD
132546.690000
0.0080935
Long
DBT
CORP
US
N
2
2025-01-25
Fixed
5.625
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/21 6.15
78442FDV7
600000.000000
PA
USD
599903.650000
0.0366309
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 07/21 6.625
63938CAD0
200000.000000
PA
USD
204625.000000
0.0124947
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
6.625
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 09/23 7.25
63938CAE8
9526000.000000
PA
USD
10458166.730000
0.6385898
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
8410778.400000
0.5135735
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 02/26 10.25
62886HAY7
9600000.000000
PA
USD
11256000.000000
0.6873066
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 05/24 12.25
62886HAR2
7980000.000000
PA
USD
9585975.000000
0.5853326
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
133262.500000
0.0081372
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.625
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP LTD LLC 2020 EXIT TERM LOAN
64021TAD9
14515785.190000
PA
USD
15522817.790000
0.9478443
Long
LON
CORP
US
N
2
2025-09-25
Floating
13
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 05/29 4.625
ACI1GLZT8
300000.000000
PA
444563.960000
0.0271457
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 11/29 3.875
ACI1BLL27
905000.000000
PA
1280995.710000
0.0782193
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
101480.000000
0.0061965
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
417947.260000
0.0255204
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
5828754.400000
0.3559116
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.618
Y
N
N
N
N
N
245 PARK AVENUE TRUST 2017-245P
N/A
PARK AVENUE TRUST PRKAV 2017 245P E 144A
90187LAN9
4532000.000000
PA
USD
4367708.200000
0.2666982
Long
ABS-MBS
CORP
US
N
2
2037-06-05
Variable
3.6574
N
N
N
N
N
N
280 PARK AVENUE 2017-280P MORTGAGE TRUST
N/A
280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P F 144A
90205FAQ3
11733000.000000
PA
USD
11267007.480000
0.6879787
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
2.98563
N
N
N
N
N
N
510 LOAN ACQUISITION TRUST 2020-1
N/A
510 LOAN ACQUISITION TRUST FTLA 2020 1 A 144A
33831HAA6
7300000.000000
PA
USD
7291331.320000
0.4452186
Long
ABS-MBS
CORP
US
N
3
2060-09-25
Fixed
5.107
N
N
N
N
N
N
AA BOND CO LIMITED
2138002EPF6QVRZBMC58
AA BOND CO LTD SR SECURED REGS 07/43 2.875
ACI0R61Q4
8893000.000000
PA
12183512.520000
0.7439418
Long
DBT
CORP
JE
N
2
2043-07-31
Fixed
2.875
N
N
N
N
N
N
NOBLE CORPORATION PLC
N/A
NOBLE CORP 2L NOTES
942DMGII6
94854.000000
PA
USD
94854.000000
0.0057919
Long
DBT
CORP
US
N
3
2028-02-16
Fixed
15
N
N
Y
N
N
N
NOBLE HOLDING INTERNATIONAL LIMITED
549300GNEZBJHMST9U32
NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875
65504LAQ0
486000.000000
PA
USD
196130.160000
0.0119760
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.875
Y
Y
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
2492736.600000
0.1522099
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
1.228
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
11585939.170000
PA
USD
7343052.390000
0.4483767
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.763
Y
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2014-3R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2014 3R 2A8 144A
65540LAX1
267586.410000
PA
USD
252310.780000
0.0154064
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Variable
4.65434
N
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2015-1R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2015 1R 2A8 144A
65540TAN6
13447073.500000
PA
USD
12782831.100000
0.7805370
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Floating
2.48044
N
N
N
N
N
N
NOURYON (STARFRUIT US HOLDCO LLC)
549300K7VB5G6LULFT41
STARFRUIT FINCO B V TERM LOAN B
N8232NAB3
271793.460000
PA
USD
269177.450000
0.0164363
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.1531
N
N
N
N
N
N
NOVASEP HOLDING
969500DPO357UZZQSS89
NOVASEP HOLDING SAS SR UNSECURED 144A REGS 05/22 8
ACI0QR8Z2
2360000.000000
PA
2875886.460000
0.1756055
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
3929265.940000
PA
USD
3367031.600000
0.2055955
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.033
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR SR UNSECURED 08/22 VAR
674599CQ6
4100000.000000
PA
USD
4019596.620000
0.2454420
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.671
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/21 6.35
675757AB4
204034.530000
PA
USD
195875.190000
0.0119604
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
18003.050000
PA
USD
17283.110000
0.0010553
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
883289.140000
PA
USD
836916.460000
0.0511033
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
4462934.580000
PA
USD
4228630.510000
0.2582059
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
ACACIA CDO LTD 5A
N/A
ACACIA CDO LTD ACCDO 5A B 144A
00388EAB7
29250000.000000
PA
USD
13833056.250000
0.8446651
Long
ABS-CBDO
CORP
KY
N
2
2039-11-08
Floating
1.29763
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VB 144A
68619MAQ4
61465177.620000
PA
USD
24907411.000000
1.5208802
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
0.5075
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VF 144A
68619MAL5
61268803.250000
PA
USD
24827834.600000
1.5160212
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
0.5075
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
411813.750000
0.0251459
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
6493967.840000
PA
USD
6414533.630000
0.3916801
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.394
N
N
N
N
N
N
PACIFIC DRILLING SA
549300VEJMMZCY6OBU06
PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375
694183AA2
794000.000000
PA
USD
211906.690000
0.0129393
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
8.375
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15
694308JP3
100000.000000
PA
USD
106639.820000
0.0065116
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/24 3.75
694308HG5
265000.000000
PA
USD
282793.930000
0.0172678
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 1ST MORTGAGE 02/44 4.75
694308HH3
1659000.000000
PA
USD
1867994.170000
0.1140623
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3
694308HS9
3661000.000000
PA
USD
3922645.410000
0.2395220
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 1ST MORTGAGE 03/45 4.3
694308HL4
34000.000000
PA
USD
36288.520000
0.0022158
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25
694308HN0
2555000.000000
PA
USD
2748500.010000
0.1678271
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25
N
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
1719375.290000
0.1049874
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
6
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
694308GZ4
900000.000000
PA
USD
975856.440000
0.0595871
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5
694308HM2
1753000.000000
PA
USD
1897301.750000
0.1158518
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
694308HD2
20000.000000
PA
USD
21979.350000
0.0013421
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.6
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45
694308JL2
3852000.000000
PA
USD
4176931.650000
0.2550491
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75
694308JK4
3852000.000000
PA
USD
4211316.180000
0.2571487
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
694308JM0
9177500.000000
PA
USD
10464379.510000
0.6389692
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5
694308JQ1
5139000.000000
PA
USD
5743869.090000
0.3507284
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.5
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
3673272.290000
0.2242950
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.438
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95
694308JN8
10874500.000000
PA
USD
12969457.640000
0.7919326
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25
694308JB4
1642000.000000
PA
USD
1763934.820000
0.1077082
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4
694308HK6
539000.000000
PA
USD
574237.840000
0.0350637
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65
694308JC2
1277000.000000
PA
USD
1459740.130000
0.0891337
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75
694308HA8
26000.000000
PA
USD
26200.490000
0.0015998
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3
694308HW0
1400000.000000
PA
USD
1496511.800000
0.0913790
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 1ST MORTGAGE 12/41 4.5
694308GY7
368000.000000
PA
USD
385354.120000
0.0235302
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
694308HR1
4000.000000
PA
USD
4164.160000
0.0002543
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
PALISADES CDO LTD. 2004-1A
N/A
PALISADES CDO LTD PALIS 2004 1A B1 144A
696399AD6
15700000.000000
PA
USD
6722206.200000
0.4104670
Long
ABS-CBDO
CORP
KY
N
2
2039-07-22
Floating
1.16575
N
N
N
N
N
N
ACE SECURITIES CORP 2005-HE1
N/A
ACE SECURITIES CORP. ACE 2005 HE1 M6
004421KZ5
13736438.770000
PA
USD
12298533.090000
0.7509651
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.423
N
N
N
N
N
N
ACE SECURITIES CORP 2005-HE5
N/A
ACE SECURITIES CORP. ACE 2005 HE5 M5
004421RJ4
3463304.970000
PA
USD
1953468.860000
0.1192815
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
1.108
Y
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
5412015.510000
0.3304650
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
2.098
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
1422681.590000
0.0868709
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.618
Y
N
N
N
N
N
ACE SECURITIES CORP 2006-NC1
N/A
ACE SECURITIES CORP. ACE 2006 NC1 M2
004421UV3
2748756.230000
PA
USD
2377397.610000
0.1451671
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.793
N
N
N
N
N
N
ACE SECURITIES CORP 2006-OP1
N/A
ACE SECURITIES CORP. ACE 2006 OP1 M1
00442PAG5
7285960.950000
PA
USD
5959062.140000
0.3638684
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.428
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/41 6.75
71645WAS0
5644000.000000
PA
USD
7023308.940000
0.4288528
Long
DBT
CORP
NL
N
2
2041-01-27
Fixed
6.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25
71647NAK5
592000.000000
PA
USD
765160.000000
0.0467217
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 06/50 6.75
71647NBG3
18422000.000000
PA
USD
22912362.500000
1.3990599
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/99 6.85
71647NAN9
7367000.000000
PA
USD
9200646.300000
0.5618039
Long
DBT
CORP
NL
N
2
2099-12-31
Fixed
6.85
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
17600.000000
0.0010747
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
26000.000000
0.0015876
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
17200.000000
0.0010503
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 01/27 6.49
71654QDB5
130000.000000
PA
USD
137475.000000
0.0083944
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/29 6.5
71654QCP5
998000.000000
PA
USD
1033438.980000
0.0631032
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84
71654QDC3
12510000.000000
PA
USD
13117110.300000
0.8009485
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95
71654QDE9
9630000.000000
PA
USD
9622777.500000
0.5875798
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69
71654QDD1
190000.000000
PA
USD
191900.000000
0.0117177
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95
71654QDF6
1062000.000000
PA
USD
999182.700000
0.0610114
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35
71654QCK6
1158000.000000
PA
USD
1144115.580000
0.0698612
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
139870.500000
0.0085407
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
5731489.020000
0.3499725
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 06/35 6.625
706451BG5
3700000.000000
PA
USD
3668753.500000
0.2240191
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.625
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
394000.000000
PA
USD
370007.370000
0.0225932
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 REGS 04/27 2.75
ACI0CBT55
3900000.000000
PA
4496292.900000
0.2745497
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC CONSENTING TERM LOAN
71677HAG0
94194.520000
PA
USD
94194.520000
0.0057516
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.5
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
801999.200000
0.0489712
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
2900010.730000
0.1770786
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.2
N
N
N
N
N
N
PRESS GANEY (AKA: AZALEA TOPCO INC)
549300HC42NZULO53062
EMERALD TOPCO INC TERM LOAN
29102TAB8
177750.000000
PA
USD
176194.690000
0.0107587
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.7144
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
3900000.000000
PA
USD
4150380.000000
0.2534278
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
ADEVINTA ASA SR SECURED 144A 11/27 3
ACI1SD9Z8
1000000.000000
PA
1267132.120000
0.0773728
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3
N
N
N
N
N
N
PROJECT ANFORA
N/A
PROJECT ANFORA SENIOR TERM LOAN
938BZJII6
38899554.120000
PA
46095994.210000
2.8146838
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
33498360.590000
PA
40104809.490000
2.4488540
Long
LON
CORP
US
Y
3
2026-09-03
Floating
3
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 08/32 2.031
ACI1PPLN7
500000.000000
PA
637003.780000
0.0388963
Long
DBT
CORP
NL
N
2
2032-08-03
Fixed
2.031
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 05/22 VAR
ACI0VF965
32451000.000000
PA
204011.840000
0.0124572
Long
DBT
NUSS
AR
N
2
2022-05-31
Floating
34.1871
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-1
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1
007036AT3
3338021.820000
PA
USD
3153487.960000
0.1925562
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.298
Y
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
144419.440000
0.0088184
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.875
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
93337000.000000
PA
520229.920000
0.0317659
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.875
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 7M2
007036CD6
1808488.980000
PA
USD
1710056.720000
0.1044184
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.948
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-11
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 5A1
007036UQ7
49960.310000
PA
USD
35528.800000
0.0021694
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.688
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
3177300.000000
0.1940102
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Floating
1.58363
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
2395357.390000
0.1462638
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
1.148
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-8
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 7M1
007036QX7
446374.080000
PA
USD
376322.630000
0.0229788
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.168
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2009-7
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2009 7 12A4 144A
75524MCB4
2582825.760000
PA
USD
759269.410000
0.0463620
Long
ABS-MBS
CORP
US
N
2
2037-10-26
Floating
0.85013
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
790860.000000
PA
USD
790674.940000
0.0482797
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.3967
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
989899.000000
PA
1208890.570000
0.0738165
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.25
N
N
N
N
N
N
ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)
549300WZSXRSISJ4VI31
ADVANZ PHARMA CORP 2018 USD TERM LOAN B
964AWKII5
6353875.050000
PA
USD
6210912.860000
0.3792468
Long
LON
CORP
CA
N
2
2024-09-06
Floating
6.5
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QS1
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1
74922KAA3
204998.440000
PA
USD
200958.130000
0.0122708
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6
Y
N
N
N
N
N
AEGIS ASSET BACKED SEC TR 2004-3
N/A
AEGIS ASSET BACKED SECURITIES AABST 2004 3 B2
00764MCK1
638439.050000
PA
USD
626529.990000
0.0382568
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
3.298
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
648860.690000
0.0396203
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.848
Y
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A1
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9
761136AJ9
1918466.330000
PA
USD
1096621.060000
0.0669612
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.75
Y
N
N
N
N
N
RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A
N/A
RESIDENTIAL MORTGAGE SECURITIE RMS 32A E 144A
ACI1PKHR4
4150000.000000
PA
5760567.360000
0.3517480
Long
ABS-MBS
CORP
GB
N
2
2070-06-20
Floating
4.3543
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
2136383.380000
PA
USD
2371406.920000
0.1448013
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
1673012.560000
PA
USD
1857060.670000
0.1133946
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
2425500.000000
PA
USD
2734775.510000
0.1669891
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
4116000.000000
PA
USD
4640831.160000
0.2833754
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
RITE AID CORPORATION
529900W353T1JY1DKT44
RITE AID CORP SR SECURED 144A 11/26 8
767754CL6
2300000.000000
PA
USD
2462817.000000
0.1503829
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED 144A 12/40 2.625
ACI1T3QG2
6700000.000000
PA
8740939.020000
0.5337336
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.625
N
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
1194875.000000
0.0729607
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
5128897.500000
0.3131774
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
7723980.000000
0.4716367
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
4269580.030000
0.2607063
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
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC SR SECURED 144A 09/25 7.375
78573NAF9
2700000.000000
PA
USD
2933550.000000
0.1791265
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-BA
N/A
SANTANDER CONSUMER AUTO RECEIV SCART 2020 BA R 144A
802830BD0
29811.000000
PA
USD
4515690.150000
0.2757342
Long
ABS-O
CORP
US
N
3
2028-08-15
Fixed
0
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
17526048.160000
1.0701642
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 05/29 6.375
44963BAD0
503000.000000
PA
USD
555090.680000
0.0338946
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.375
N
N
Y
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
400000.000000
PA
494436.970000
0.0301910
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
4796038.630000
0.2928526
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2
N/A
FREDDIE MAC SCRT SCRT 2020 2 BXS 144A
35563PRM3
10296898.770000
PA
USD
5239650.050000
0.3199401
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
5.2359
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2
N/A
FREDDIE MAC SCRT SCRT 2020 2 M 144A
35563PRE1
5400000.000000
PA
USD
5423277.780000
0.3311527
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
4.25
N
N
N
N
N
N
SEC ASSET BACKED REC LLC 2005-FR1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR1 M2
81375WDT0
1173084.790000
PA
USD
1107819.040000
0.0676449
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.123
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR3
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR3 M2
81375WEV4
2713434.960000
PA
USD
2126441.370000
0.1298434
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
1.123
Y
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 2ND LIEN TERM LOAN
81733HAF3
19430793.750000
PA
USD
16977656.040000
1.0366787
Long
LON
CORP
US
N
2
2024-04-28
Fixed
5
N
N
Y
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 EXTENDED TERM LOAN
81733HAE6
22515239.890000
PA
USD
22684104.190000
1.3851221
Long
LON
CORP
US
N
3
2023-11-28
Fixed
7.75
N
N
Y
N
N
N
SEQUOIA MORTGAGE TRUST 11
N/A
SEQUOIA MORTGAGE TRUST SEMT 11 B1
81744AAB4
296175.950000
PA
USD
256138.170000
0.0156401
Long
ABS-MBS
CORP
US
N
2
2032-12-20
Floating
1.60663
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2003-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2B1
81743PBY1
90729.770000
PA
USD
85578.140000
0.0052255
Long
ABS-MBS
CORP
US
N
2
2033-07-20
Floating
1.12663
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B1
81744FHX8
103792.080000
PA
USD
97222.440000
0.0059365
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
0.81663
Y
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B2
81744FHY6
251487.970000
PA
USD
225996.070000
0.0137996
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
1.09663
Y
N
N
N
N
N
SG MORTGAGE SECURITIES TRUST 2006-FRE1
N/A
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B
81879MAV1
5358187.410000
PA
USD
3853536.590000
0.2353022
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.508
N
N
N
N
N
N
SIERRA MADRE FUNDING LTD 2004-1A
N/A
SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A
82639RAB3
16404290.360000
PA
USD
15009925.680000
0.9165264
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
0.53275
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
2160000.000000
0.1318925
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
0.79275
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
1115200.000000
0.0680956
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
1.03275
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
432750.000000
0.0264243
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/30 3.75
00973RAF0
175000.000000
PA
USD
184401.030000
0.0112598
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75
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
1732451.770000
0.1057859
Long
ABS-O
CORP
US
N
3
2045-09-15
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A
78448P100
15401.000000
PA
USD
7144765.670000
0.4362691
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
4712004.590000
0.2877214
Long
ABS-O
CORP
US
N
3
2046-09-18
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA R 144A
78449VAF3
8618505.730000
PA
USD
15388668.880000
0.9396530
Long
ABS-O
CORP
US
N
3
2054-09-15
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB R 144A
78449DAF3
11627796.120000
PA
USD
19579691.120000
1.1955625
Long
ABS-O
CORP
US
N
3
2054-09-15
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBU2
200000.000000
PA
USD
224574.000000
0.0137128
Long
DBT
CORP
FR
N
2
2028-04-06
Floating
6.75
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBV0
700000.000000
PA
USD
755611.500000
0.0461387
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
75000.000000
PA
USD
2526166.780000
0.1542512
Long
ABS-O
CORP
US
N
3
2026-05-26
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A
83405D108
28500.000000
PA
USD
625210.190000
0.0381762
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
1275824.000000
0.0779035
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
0
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC 2019 TERM LOAN
83600VAD3
222882.460000
PA
USD
224024.730000
0.0136793
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
2341772.400000
0.1429918
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
1809581.400000
0.1104955
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
26311940.180000
PA
USD
11913309.780000
0.7274428
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
1.55088
N
N
N
N
N
N
SOUTH COAST FUNDING 5A
N/A
SOUTH COAST FUNDING SCF 5A C1 144A
84129VAJ0
31057013.210000
PA
USD
3105.700000
0.0001896
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
3.75088
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
68214.800000
0.0041653
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
32745.730000
0.0019995
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
136021.610000
0.0083057
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 06/27 5.125
844741BK3
2500000.000000
PA
USD
2976163.130000
0.1817286
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.125
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/21 VAR
85205TAH3
100000.000000
PA
USD
98740.270000
0.0060292
Long
DBT
CORP
US
N
2
2021-06-15
Floating
1.0165
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP COMPANY GUAR 01/30 3.4
84861TAF5
100000.000000
PA
USD
108480.230000
0.0066239
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.4
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 02/25 7.625
85207UAJ4
7612000.000000
PA
USD
9116968.520000
0.5566944
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
6004774.720000
0.3666597
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
702390.000000
0.0428889
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC SR SECURED 144A 04/26 7.5
855030AN2
18000.000000
PA
USD
18826.920000
0.0011496
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
ALKALI EUROPE III SARL
N/A
ALKALI EUROPE ALKL III DMD A
ACI1DS1R7
33310950.260000
PA
40287381.890000
2.4600021
Long
ABS-MBS
CORP
LU
N
3
2022-07-15
Floating
3.8
N
N
N
N
N
N
START IRELAND 2019-1
N/A
START LTD. STARR 2019 1 A 144A
85573LAA9
2892310.750000
PA
USD
2828261.400000
0.1726975
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.089
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTG LN 2004-18
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 M
863579GC6
2094104.030000
PA
USD
1484696.720000
0.0906576
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
0.678
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
4663806.570000
0.2847783
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.798
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
88000.000000
PA
USD
129361.660000
0.0078990
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2007-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3
86363NAC3
2759658.790000
PA
USD
2916345.590000
0.1780760
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
0.358
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
389757.740000
0.0237991
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.348
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
4844090.160000
0.2957867
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.388
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
2376149.490000
0.1450909
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.348
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO-2007-BC1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 BC1 M1
86362PAG0
9670117.390000
PA
USD
9436345.200000
0.5761960
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.378
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
8299875.000000
0.5068016
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.408
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
2000.000000
PA
USD
2849.550000
0.0001740
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
71280.000000
PA
USD
68250.600000
0.0041675
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.6467
N
N
N
N
N
N
SUMMER STREET LTD 2005-1A
N/A
SUMMER STREET LTD SMSTR 2005 1A A1 144A
86565MAA5
37070682.360000
PA
USD
11695800.280000
0.7141614
Long
ABS-CBDO
CORP
KY
N
2
2045-12-06
Floating
0.47538
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
7871297.500000
0.4806321
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.5
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
4043465.090000
PA
USD
3680814.790000
0.2247555
Long
LON
CORP
US
N
2
2023-03-09
Floating
6
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
48205.010000
0.0029435
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
2594500.500000
0.1584237
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.83
Y
N
N
N
N
N
TDA FTA 28
N/A
TITULIZACION DE ACTIVOS TDA 28 A REGS
B241Q4II4
30945593.820000
PA
21431061.360000
1.3086096
Long
ABS-MBS
CORP
ES
N
2
2050-10-28
Floating
0
N
N
N
N
N
N
TERWIN MORTGAGE TRUST 2005-12AL
N/A
TERWIN MORTGAGE TRUST TMTS 2005 12AL M1
881561WE0
456436.290000
PA
USD
391455.100000
0.0239028
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
5.369
Y
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
699562.500000
0.0427162
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 01/25 6
ACI1QY638
200000.000000
PA
266319.720000
0.0162618
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
473452.930000
0.0289097
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 07/23 2.8
88167AAD3
2251000.000000
PA
USD
2232631.840000
0.1363275
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
120000.000000
PA
USD
120427.200000
0.0073534
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
8.25
N
N
N
N
N
N
TITULIZACION DE ACTIVOS 27
N/A
TITULIZACION DE ACTIVOS TDA 27 A3 REGS
E9053PAF3
12100000.000000
PA
12431278.640000
0.7590707
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 ZEROCPNOID 0
88880LAB9
1200000.000000
PA
USD
129948.000000
0.0079348
Long
DBT
MUN
US
N
2
2047-06-01
None
0
N
N
N
N
N
N
TOLL ROAD INVESTORS PARTNERSHIP II LP
N/A
TOLL ROAD INV PART II INSURED 144A 02/43 0.00000
88948ABM8
102200000.000000
PA
USD
29580388.840000
1.8062186
Long
DBT
CORP
US
N
2
2043-02-15
None
0
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875
89054XAD7
3272711.000000
PA
USD
3575829.850000
0.2183450
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
30249361.000000
PA
USD
34770495.230000
2.1231335
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 2019-VANTAGE2 PLC 19-V2X
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 V2X E REGS
ACI1SCY33
4540000.000000
PA
6228208.300000
0.3803028
Long
ABS-MBS
CORP
GB
N
2
2054-02-20
Floating
3.0545
N
N
N
N
N
N
TP ICAP PLC
5493009UWRK48KKUD358
TP ICAP PLC SR UNSECURED REGS 05/26 5.25
ACI1C5XB8
100000.000000
PA
155387.880000
0.0094882
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
92646.400000
0.0056571
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
88350.000000
0.0053948
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
123190.000000
0.0075221
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
178190.000000
0.0108805
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
107640.000000
PA
USD
102593.300000
0.0062645
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.125
N
N
N
N
N
N
TRANSOCEAN POSEIDON LIMITED
N/A
TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875
89383JAA6
148000.000000
PA
USD
135050.000000
0.0082463
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
AMBAC LSNI LLC
N/A
AMBAC LSNI LLC SR SECURED 144A 02/23 VAR
02315QAA6
9601246.070000
PA
USD
9565241.400000
0.5840666
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TRIPADVISOR INC COMPANY GUAR 144A 07/25 7
896945AA0
4300000.000000
PA
USD
4652062.500000
0.2840612
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25
896818AL5
97000.000000
PA
USD
92635.000000
0.0056564
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
136143.750000
0.0083131
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SR SECURED 144A 06/24 8.875
896818AS0
2700000.000000
PA
USD
2968312.500000
0.1812492
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.875
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/30 5.25
900123CY4
2800000.000000
PA
USD
2815904.000000
0.1719429
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
2775866.400000
0.1694982
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
123750.400000
0.0075564
Long
DBT
NUSS
TR
N
2
2025-06-14
Fixed
3.25
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
3304000.000000
PA
3868192.370000
0.2361971
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
1584625.000000
0.0967593
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE TERM LOAN
938NUEII6
8210000.000000
PA
USD
8206360.750000
0.5010915
Long
LON
NUSS
UA
N
3
2021-06-29
Floating
5.4901
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO SECURED REGS 03/24 7.395
565675II8
2181000.000000
PA
3043367.610000
0.1858321
Long
DBT
CORP
GB
N
2
2024-03-28
Fixed
7.395
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO SR SECURED REGS 06/27 5.659
743541II7
7825617.730000
PA
11144096.850000
0.6804736
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/21 0.00000
912796C80
1658000.000000
PA
USD
1657793.990000
0.1012271
Long
DBT
UST
US
N
2
2021-03-16
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/21 0.00000
9127963T4
4194000.000000
PA
USD
4193993.000000
0.2560909
Long
DBT
UST
US
N
2
2021-01-07
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
9127964D8
239000.000000
PA
USD
238983.570000
0.0145927
Long
DBT
UST
US
N
2
2021-02-18
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
912796XE4
1086000.000000
PA
USD
1085909.800000
0.0663071
Long
DBT
UST
US
N
2
2021-02-25
None
0
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875
91327AAA0
31779000.000000
PA
USD
34186418.150000
2.0874690
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125
914906AS1
890000.000000
PA
USD
898343.750000
0.0548541
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
1005750.000000
0.0614125
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
523000.000000
PA
USD
562630.330000
0.0343550
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
168862.500000
PA
USD
168369.930000
0.0102809
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.1467
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
113000.000000
PA
USD
125147.500000
0.0076417
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC PIK DIP TERM LOAN
G9447HAB3
34937.240000
PA
USD
34685.370000
0.0021179
Long
LON
CORP
GB
N
3
2021-08-17
Fixed
8
N
N
Y
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 02/26 7.75
91889DAE6
32000.000000
PA
USD
1380.960000
0.0000843
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75
Y
Y
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC SR UNSECURED 10/44 5.75
91889DAF3
257000.000000
PA
USD
11243.750000
0.0006866
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75
Y
Y
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
781000.000000
PA
USD
1146609.530000
0.0700135
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
410027.750000
0.0250368
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
6337.500000
0.0003870
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
63050.000000
0.0038499
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
AMERICAN TIRE DISTRIBUTORS INC
HZ8T88YVE2JVXJ0BTQ24
AMERICAN TIRE DISTRIBUTORS H. 2015 TERM LOAN
03021BAE4
3790373.610000
PA
USD
3637576.070000
0.2221153
Long
LON
CORP
US
N
2
2024-09-02
Floating
8.5
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC SR UNSECURED 144A 07/28 6.5
92552VAN0
1300000.000000
PA
USD
1408881.500000
0.0860282
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
14960937.500000
0.9135351
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC / VOYAGER FINANCE CO
N/A
VOYAGER AVIATION HLDS SR UNSECURED 144A 08/21 9
46122XAG8
13205000.000000
PA
USD
7493837.500000
0.4575839
Long
DBT
CORP
US
N
2
2021-08-15
Variable
9
N
N
N
N
N
N
WACHOVIA BANK COMM MTGE TRUST 2006-C28
N/A
WACHOVIA BANK COMMERCIAL MORTG WBCMT 2006 C28 D
92978MAM8
1494218.420000
PA
USD
1453097.080000
0.0887281
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
5.72
Y
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 B1
92922FM39
509153.360000
PA
USD
315283.600000
0.0192516
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.63441
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 B1
92922FJ74
13246159.040000
PA
USD
10128177.450000
0.6184402
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Floating
1.048
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR8
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 B1
92922FS74
12187899.220000
PA
USD
8073324.160000
0.4929681
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
1.153
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A1B
93363DAC1
9938598.020000
PA
USD
8356719.080000
0.5102726
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
2.003
N
N
N
N
N
N
WASHINGTON MUTUAL 2007-OA4
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A1B
93364CAB4
2202415.830000
PA
USD
838058.430000
0.0511730
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
1.37943
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
237721.250000
0.0145156
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.698
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
1326930.300000
PA
USD
954228.620000
0.0582665
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
3.00578
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 01/23 VAR
958667AD9
90000.000000
PA
USD
88249.660000
0.0053886
Long
DBT
CORP
US
N
2
2023-01-13
Floating
2.07413
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 6.25
958667AA5
60000.000000
PA
USD
66107.400000
0.0040366
Long
DBT
CORP
US
N
2
2050-02-01
Variable
6
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
6644677.780000
PA
USD
3322338.890000
0.2028665
Long
LON
CORP
US
N
2
2029-03-15
Fixed
15
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS
96106JAB5
789928.350000
PA
USD
734633.370000
0.0448577
Long
LON
CORP
US
N
2
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
7662296.900000
0.4678702
Long
LON
CORP
US
Y
3
2022-11-09
Floating
6.505
N
N
N
N
N
N
WHLN LOAN
N/A
CORNWALLIS CORP FIXED TERM LOAN
938XBEII5
133475.410000
PA
USD
138947.900000
0.0084843
Long
LON
CORP
US
N
3
2021-12-01
Fixed
7.46
N
N
N
N
N
N
WHLN LOAN
N/A
FOREST PARK II WHLN0ERP1
938SYJII0
540020.110000
PA
USD
593644.110000
0.0362487
Long
LON
CORP
US
N
3
2024-12-11
Fixed
5.78
N
N
N
N
N
N
WHLN LOAN
N/A
LO DUCA BROS REALTY CO WSTRIDG FIXED TERM LOAN
938XBHII8
515325.860000
PA
USD
536196.560000
0.0327409
Long
LON
CORP
US
N
3
2021-12-01
Fixed
7.42
N
N
N
N
N
N
WHLN LOAN
N/A
MONTGOMERY PLAZA APARTMENTS FIXED TERM LOAN
938XCWII4
613848.980000
PA
USD
675724.960000
0.0412607
Long
LON
CORP
US
N
3
2024-11-11
Fixed
5.9
N
N
N
N
N
N
WHLN LOAN
N/A
PARK SPRINGS APARTMENTS WHLN0PSA8
938SYDII3
1787179.640000
PA
USD
1905848.370000
0.1163737
Long
LON
CORP
US
N
3
2023-02-01
Fixed
7
N
N
N
N
N
N
WHLN LOAN
N/A
PLAINFIELD COMMONS II LLC FIXED TERM LOAN
938XBGII0
1955291.350000
PA
USD
1957833.230000
0.1195479
Long
LON
CORP
US
N
3
2022-02-01
Fixed
7.33
N
N
N
N
N
N
WHLN LOAN
N/A
STILLWATER DEVELOPMENT LLC FIXED TERM LOAN
938XBCII9
1179051.910000
PA
USD
1221144.060000
0.0745647
Long
LON
CORP
US
N
3
2024-05-01
Fixed
5.52
N
N
N
N
N
N
WHLN LOAN
N/A
STILLWATER PARTNERS LLC FIXED TERM LOAN
938XBDII7
604856.170000
PA
USD
626268.080000
0.0382408
Long
LON
CORP
US
N
3
2024-05-01
Fixed
5.52
N
N
N
N
N
N
WHLN LOAN
N/A
WALGREENS AUBURN FIXED TERM LOAN
938XCUII8
1449741.370000
PA
USD
1595875.300000
0.0974463
Long
LON
CORP
US
N
3
2025-03-01
Fixed
5.89
N
N
N
N
N
N
WHLN LOAN
N/A
WALGREENS DALLAS WHLN0WAD6
938SYGII6
1031292.110000
PA
USD
1140815.330000
0.0696597
Long
LON
CORP
US
N
3
2025-02-01
Fixed
5.861
N
N
N
N
N
N
WHLN LOAN
N/A
WALGREENS MAGNOLIA WHLN0MAG1
938SYFII8
743638.020000
PA
USD
920995.690000
0.0562372
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
33778500.000000
2.0625610
Long
LON
CORP
US
N
3
2026-06-03
Floating
5.75
N
N
N
N
N
N
WHLN-2018-TOCU4
N/A
WHLN92622 WHLN RTL PFLX
964EJZII9
28960545.860000
PA
USD
28720173.330000
1.7536927
Long
LON
CORP
US
Y
3
2021-06-01
Fixed
8
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
7117162.500000
PA
USD
6978377.830000
0.4261092
Long
LON
CORP
US
N
2
2027-09-21
Floating
7.25
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
21362000.000000
PA
USD
21551587.750000
1.3159691
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
WORLDWIDE PLAZA TRUST 2017-WWP
N/A
WORLDWIDE PLAZA TRUST WPT 2017 WWP D 144A
98162JAL0
3000000.000000
PA
USD
2982381.600000
0.1821083
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.59554
N
N
N
N
N
N
WORLDWIDE PLAZA TRUST 2017-WWP
N/A
WORLDWIDE PLAZA TRUST WPT 2017 WWP E 144A
98162JAN6
10000000.000000
PA
USD
9550549.000000
0.5831695
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.59554
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9
98310WAL2
90000.000000
PA
USD
91968.750000
0.0056157
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 5.65
98310WAP3
12000.000000
PA
USD
13003.740000
0.0007940
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
92152.140000
0.0056269
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.625
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625
98310WAS7
3100000.000000
PA
USD
3553375.000000
0.2169739
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.625
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
549300FE3MQ4RVXXC673
WYNDHAM HOTELS + RESORTS COMPANY GUAR 144A 08/28 4.375
98311AAB1
3000000.000000
PA
USD
3122775.000000
0.1906809
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5
98313RAG1
200000.000000
PA
USD
208250.000000
0.0127160
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.5
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625
98313RAH9
2200000.000000
PA
USD
2309846.000000
0.1410423
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.625
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125
98313RAE6
400000.000000
PA
USD
409210.000000
0.0249869
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
100498.620000
0.0061366
Long
DBT
CORP
AR
N
2
2021-03-04
Floating
33.1634
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125
98919VAB1
153000.000000
PA
USD
162060.660000
0.0098956
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
445394.740000
PA
USD
443268.870000
0.0270666
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.1023
N
N
N
N
N
N
N/A
N/A
FIRST BOSTON REVERSE REPO EUR 05/40 VAR
000000000
-86696464.720000
PA
-106398855.910000
-6.4968582
Short
RA
LU
N
2
Reverse repurchase
N
2.2500000
2021-02-23
111722248.350000
EUR
110045477.570000
EUR
ABS
N
N
N
N/A
N/A
FIRST BOSTON REVERSE REPO EUR 05/40 VAR
000000000
-1650000.000000
PA
-2005424.700000
-0.1224539
Short
RA
LU
N
2
Reverse repurchase
N
-1.7000000
2022-09-15
2200000.000000
EUR
1835416.000000
EUR
CDS
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
316000.000000
PA
USD
316000.000000
0.0192954
Long
RA
US
N
2
Repurchase
N
0.0000001
2021-01-04
322700.000000
USD
322324.700000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2893695.230000
PA
USD
-2896307.390000
-0.1768525
Short
RA
US
N
2
Reverse repurchase
N
0.7737500
2021-02-22
3700000.000000
USD
3702009.930000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1932693.000000
PA
USD
-1938269.180000
-0.1183533
Short
RA
US
N
2
Reverse repurchase
N
0.8877500
2021-03-08
2226000.000000
USD
2430938.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-10930786.730000
PA
USD
-10967578.100000
-0.6696952
Short
RA
US
N
2
Reverse repurchase
N
1.0818800
2021-03-15
14100000.000000
USD
12847482.600000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-9444508.650000
PA
USD
-9477766.580000
-0.5787253
Short
RA
US
N
2
Reverse repurchase
N
1.1318800
2021-03-15
11887830.000000
USD
11849002.980000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-17000044.720000
PA
USD
-17056366.570000
-1.0414848
Short
RA
US
N
2
Reverse repurchase
N
1.0745000
2021-03-16
22634405.500000
USD
22010177.800000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3938607.930000
PA
USD
-3953536.270000
-0.2414083
Short
RA
US
N
2
Reverse repurchase
N
1.3247500
2021-03-24
5325770.000000
USD
4956813.370000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-4441650.000000
PA
USD
-4450989.960000
-0.2717835
Short
RA
US
N
2
Reverse repurchase
N
0.8701300
2021-04-07
10833000.000000
USD
6147727.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-6200258.410000
PA
USD
-6214492.700000
-0.3794653
Short
RA
US
N
2
Reverse repurchase
N
0.9957500
2021-04-16
8498634.440000
USD
8010124.070000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-6052042.500000
PA
USD
-6061425.520000
-0.3701189
Short
RA
US
N
2
Reverse repurchase
N
0.9460000
2021-05-06
7300000.000000
USD
7285658.350000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-3779725.000000
PA
USD
-3787673.060000
-0.2312804
Short
RA
US
N
2
Reverse repurchase
N
0.8701300
2021-04-07
4570000.000000
USD
4863907.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT SUISSE FR
000000000
-30186054.010000
PA
-37050751.160000
-2.2623690
Short
RA
FR
N
2
Reverse repurchase
N
2.2500000
2021-02-23
38899554.120000
EUR
37732567.500000
EUR
ABS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-5265794.510000
PA
USD
-5277232.990000
-0.3222350
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2021-01-26
13038023.810000
USD
6862931.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-4466031.000000
PA
USD
-4470670.710000
-0.2729852
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2021-01-27
4567000.000000
USD
5051154.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-2520614.960000
PA
USD
-2524185.830000
-0.1541302
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-27
2607587.000000
USD
2936613.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-21861532.000000
PA
USD
-21909020.110000
-1.3377944
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2021-01-28
40010000.000000
USD
33490702.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-8457947.450000
PA
USD
-8479853.530000
-0.5177913
Short
RA
US
N
2
Reverse repurchase
N
1.2600000
2021-01-21
16701251.510000
USD
13037947.110000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-13984995.370000
PA
USD
-13998456.570000
-0.8547647
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-02-23
13108000.000000
USD
14999896.010000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5347131.110000
PA
USD
-5354773.050000
-0.3269697
Short
RA
US
N
2
Reverse repurchase
N
1.2250000
2021-02-23
9540402.150000
USD
7271766.530000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-6205964.480000
PA
USD
-6215014.850000
-0.3794972
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2021-02-23
10270626.570000
USD
8635900.240000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2603840.060000
PA
USD
-2606552.400000
-0.1591596
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-03-23
2755000.000000
USD
2968812.010000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-491959.000000
PA
USD
-492173.930000
-0.0300528
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-11-20
460000.000000
USD
536626.440000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-5324579.000000
PA
USD
-5331308.680000
-0.3255369
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2021-01-11
7330000.000000
USD
7428376.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1831051.360000
PA
USD
-1833607.200000
-0.1119625
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-02-01
2000000.000000
USD
2055625.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-896269.460000
PA
USD
-897105.980000
-0.0547785
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2021-02-12
887000.000000
USD
1057804.940000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-5816951.000000
PA
USD
-5823486.110000
-0.3555899
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2022-11-20
10382000.000000
USD
7689655.830000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2378775.000000
PA
USD
-2383813.370000
-0.1455589
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2021-02-08
4850000.000000
USD
3722989.290000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-5690660.000000
PA
USD
-5696546.670000
-0.3478389
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2021-02-22
5016000.000000
USD
6852138.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-5031509.000000
PA
USD
-5039365.140000
-0.3077105
Short
RA
US
N
2
Reverse repurchase
N
0.7700000
2021-03-26
5570828.030000
USD
6136519.720000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1551650.000000
PA
USD
-1553255.090000
-0.0948439
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2021-04-21
1579000.000000
USD
1720964.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-5688650.110000
PA
USD
-5698257.610000
-0.3479433
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-04-21
6200000.000000
USD
6569800.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-3686795.000000
PA
USD
-3693955.570000
-0.2255579
Short
RA
US
N
2
Reverse repurchase
N
0.9200000
2021-04-21
5246000.000000
USD
5063617.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2826333.000000
PA
USD
-2829508.270000
-0.1727736
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2022-11-20
3048903.000000
USD
3506616.030000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/REGIONS BANK
000000000
-8422000.000000
PA
USD
-8439890.380000
-0.5153511
Short
RA
US
N
2
Reverse repurchase
N
1.4706300
2021-02-12
23834771.290000
USD
16365436.140000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-4266902.000000
PA
USD
-4267897.610000
-0.2606036
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2021-01-13
300400000.000000
DOP
324278895.130000
DOP
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-5956826.310000
PA
USD
-5973508.250000
-0.3647505
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2021-01-14
709856000.000000
ARS
604763434.380000
ARS
N
N
N
N/A
N/A
REVERSE REPO STANDARD CHARTERE VAR 1
000000000
-2047947.000000
PA
USD
-2052270.450000
-0.1253144
Short
RA
US
N
2
Reverse repurchase
N
0.9500000
2021-01-15
2400000.000000
USD
2775866.400000
USD
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO EUR ZCP
000000000
-455168.860000
PA
-555933.090000
-0.0339460
Short
RA
LU
N
2
Reverse repurchase
N
-0.1000000
2021-01-14
500000.000000
EUR
521429.000000
EUR
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO EUR ZCP
000000000
-2020879.300000
PA
-2468807.360000
-0.1507487
Short
RA
LU
N
2
Reverse repurchase
N
0.0000000
2021-01-14
2360000.000000
EUR
2354100.000000
EUR
CDS
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO EUR ZCP
000000000
-322400.000000
PA
-393764.530000
-0.0240438
Short
RA
LU
N
2
Reverse repurchase
N
-0.1800000
2021-02-16
300000.000000
EUR
363904.500000
EUR
CDS
N
N
N
N/A
N/A
HSBC REVERSE REPO EUR ZCP
000000000
-10349069.700000
PA
-12639761.050000
-0.7718009
Short
RA
LU
N
2
Reverse repurchase
N
-0.1200000
2021-01-19
11003000.000000
EUR
14617485.500000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-877617.000000
PA
-1071557.220000
-0.0654307
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2021-01-18
905000.000000
EUR
1048578.250000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2613723.390000
PA
-3196233.740000
-0.1951664
Short
RA
LU
N
2
Reverse repurchase
N
0.1500000
2022-04-28
3880000.000000
EUR
3925869.360000
EUR
CDS
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO EUR ZCP
000000000
-3266103.570000
PA
-3989092.520000
-0.2435794
Short
RA
LU
N
2
Reverse repurchase
N
-0.1000000
2021-01-11
4600000.000000
EUR
4410177.000000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-2856563.000000
PA
-3489870.380000
-0.2130962
Short
RA
LU
N
2
Reverse repurchase
N
0.0500000
2021-03-04
3300000.000000
EUR
3162533.520000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-13934088.000000
PA
-17020030.190000
-1.0392661
Short
RA
LU
N
2
Reverse repurchase
N
-0.2000000
2021-03-08
12060000.000000
EUR
15974010.000000
EUR
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-2123327.200000
PA
-2595443.730000
-0.1584813
Short
RA
LU
N
2
Reverse repurchase
N
0.2500000
2021-01-12
2500000.000000
EUR
2564277.500000
EUR
CDS
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-9242559.150000
PA
USD
-9306412.390000
-0.5682621
Short
RA
US
N
2
Reverse repurchase
N
1.6150000
2021-02-03
16316838.470000
USD
13347714.480000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-6136695.000000
PA
USD
-6178033.480000
-0.3772391
Short
RA
US
N
2
Reverse repurchase
N
1.6060000
2021-02-05
9400574.000000
USD
9101431.280000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-10217081.250000
PA
USD
-10277430.420000
-0.6275538
Short
RA
US
N
2
Reverse repurchase
N
1.4870000
2021-02-16
13555000.000000
USD
14174021.610000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-4974750.000000
PA
USD
-5005471.840000
-0.3056409
Short
RA
US
N
2
Reverse repurchase
N
1.5880000
2021-02-17
6600000.000000
USD
6927469.560000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-3489608.770000
PA
USD
-3503858.070000
-0.2139503
Short
RA
US
N
2
Reverse repurchase
N
1.3486300
2021-02-22
5416465.690000
USD
4818429.300000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-18967336.810000
PA
USD
-19044026.760000
-1.1628541
Short
RA
US
N
2
Reverse repurchase
N
1.3232500
2021-03-19
31055361.580000
USD
26590015.470000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-4699395.000000
PA
USD
-4717206.920000
-0.2880390
Short
RA
US
N
2
Reverse repurchase
N
1.3247500
2021-03-22
6143000.000000
USD
6222532.190000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-3864937.500000
PA
USD
-3880692.410000
-0.2369603
Short
RA
US
N
2
Reverse repurchase
N
1.4247500
2021-03-22
6871000.000000
USD
5629046.820000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-1034323.050000
PA
USD
-1037128.390000
-0.0633285
Short
RA
US
N
2
Reverse repurchase
N
1.3018800
2021-04-19
1436559.790000
USD
1362177.310000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-7182179.790000
PA
USD
-7195652.220000
-0.4393763
Short
RA
US
N
2
Reverse repurchase
N
1.2058800
2021-05-10
9672969.410000
USD
9804454.080000
USD
PLCMO
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-12753725.160000
PA
USD
-12774486.800000
-0.7800275
Short
RA
US
N
2
Reverse repurchase
N
1.1960000
2021-05-17
23933665.200000
USD
17925602.080000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-3487500.000000
PA
USD
-3501838.070000
-0.2138270
Short
RA
US
N
2
Reverse repurchase
N
1.2033000
2021-03-04
5000000.000000
USD
4821710.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-3829477.160000
PA
USD
-3847837.990000
-0.2349542
Short
RA
US
N
2
Reverse repurchase
N
1.4033000
2021-03-04
5598000.000000
USD
5619712.550000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-14607492.000000
PA
USD
-14629992.410000
-0.8933271
Short
RA
US
N
2
Reverse repurchase
N
0.9242000
2021-03-05
19949000.000000
USD
18739522.090000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-2389200.000000
PA
USD
-2395463.750000
-0.1462703
Short
RA
US
N
2
Reverse repurchase
N
0.9730000
2021-03-17
3000000.000000
USD
2982922.800000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3043633.650000
PA
USD
-3052309.650000
-0.1863782
Short
RA
US
N
2
Reverse repurchase
N
0.9245000
2021-03-16
3575926.120000
USD
3407591.190000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-5824590.720000
PA
USD
-5843334.460000
-0.3568019
Short
RA
US
N
2
Reverse repurchase
N
1.1247500
2021-03-24
7500000.000000
USD
7164208.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-6677222.060000
PA
USD
-6692978.170000
-0.4086823
Short
RA
US
N
2
Reverse repurchase
N
0.9335000
2021-01-06
8350000.000000
USD
8391067.130000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-4924415.390000
PA
USD
-4934320.030000
-0.3012963
Short
RA
US
N
2
Reverse repurchase
N
1.2930000
2021-05-10
7000754.310000
USD
6590884.650000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-447675.560000
PA
USD
-448436.710000
-0.0273822
Short
RA
US
N
2
Reverse repurchase
N
1.0930000
2021-05-10
613896.800000
USD
589429.510000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-5374128.080000
PA
USD
-5382079.550000
-0.3286371
Short
RA
US
N
2
Reverse repurchase
N
1.0050000
2021-02-16
7366761.600000
USD
7073154.160000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1963500.000000
PA
USD
-1965415.310000
-0.1200109
Short
RA
US
N
2
Reverse repurchase
N
0.8565000
2021-02-24
2750000.000000
USD
2508137.770000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-6693229.610000
PA
USD
-6693229.610000
-0.4086977
Short
RA
US
N
2
Reverse repurchase
N
0.9538800
2021-04-06
8350000.000000
USD
8391067.130000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-3829719.700000
PA
USD
-3836600.440000
-0.2342680
Short
RA
US
N
2
Reverse repurchase
N
0.8400000
2021-01-20
142534814.650000
USD
4682663.710000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-22283867.290000
PA
USD
-22320175.140000
-1.3629001
Short
RA
US
N
2
Reverse repurchase
N
1.2220000
2021-02-16
27589970.400000
USD
27701094.520000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-10088887.500000
PA
USD
-10141209.080000
-0.6192360
Short
RA
US
N
2
Reverse repurchase
N
1.4143800
2021-02-24
18683125.000000
USD
14222915.650000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-33866369.610000
PA
USD
-33880216.650000
-2.0687719
Short
RA
US
N
2
Reverse repurchase
N
1.3381300
2021-03-24
124052635.940000
USD
50269601.560000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-34541192.920000
PA
USD
-34653976.640000
-2.1160187
Short
RA
US
N
2
Reverse repurchase
N
1.2505000
2021-04-01
71795768.900000
USD
46174442.060000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-3292102.340000
PA
USD
-3301270.850000
-0.2015801
Short
RA
US
N
2
Reverse repurchase
N
1.2532500
2021-04-14
4695145.440000
USD
4435152.610000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-775017.110000
PA
USD
-777261.650000
-0.0474606
Short
RA
US
N
2
Reverse repurchase
N
1.3032500
2021-04-14
1634023.000000
USD
1029173.210000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2798834.010000
PA
USD
-2807250.730000
-0.1714145
Short
RA
US
N
2
Reverse repurchase
N
1.3532500
2021-04-14
4442593.670000
USD
4088843.260000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1457550.980000
PA
USD
-1460638.160000
-0.0891885
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2021-02-05
2776287.570000
USD
2198183.710000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-6781746.740000
PA
USD
-6796110.860000
-0.4149797
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2021-02-03
11672541.720000
USD
10188390.880000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-3797550.000000
PA
USD
-3804368.290000
-0.2322999
Short
RA
US
N
2
Reverse repurchase
N
1.2430000
2021-05-13
5400000.000000
USD
5425239.060000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-7925400.000000
PA
USD
-7959031.820000
-0.4859893
Short
RA
US
N
2
Reverse repurchase
N
1.1486300
2021-02-24
10200000.000000
USD
10115218.620000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-4600000.000000
PA
USD
-4609893.190000
-0.2814863
Short
RA
US
N
2
Reverse repurchase
N
0.8150000
2021-03-31
5000000.000000
USD
5031223.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-4500000.000000
PA
USD
-4510271.880000
-0.2754033
Short
RA
US
N
2
Reverse repurchase
N
0.8650000
2021-03-31
5000000.000000
USD
5022475.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-4250000.000000
PA
USD
-4260822.740000
-0.2601716
Short
RA
US
N
2
Reverse repurchase
N
0.9650000
2021-03-31
5000000.000000
USD
5022723.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-2400000.000000
PA
USD
-2406428.330000
-0.1469398
Short
RA
US
N
2
Reverse repurchase
N
1.0150000
2021-03-31
3000000.000000
USD
3019383.000000
USD
PLCMO
N
N
N
N/A
N/A
NOMURA REPO
000000000
26500000.000000
PA
USD
26500000.000000
1.6181259
Long
RA
US
N
2
Repurchase
N
0.1000000
2021-01-04
20160900.000000
USD
27069158.390000
USD
UST
N
N
N
N/A
N/A
REPO BANK AMERICA REPO
000000000
73000000.000000
PA
USD
73000000.000000
4.4574789
Long
RA
US
N
2
Repurchase
N
0.1100000
2021-01-04
57444000.000000
USD
74549297.490000
USD
UST
N
N
N
N/A
N/A
REPO BANK AMERICA REPO
000000000
63400000.000000
PA
USD
63400000.000000
3.8712899
Long
RA
US
N
2
Repurchase
N
0.1000000
2021-01-05
68073000.000000
USD
64467258.280000
USD
UST
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO GBP ZCP
000000000
-1503500.000000
PA
-2058187.860000
-0.1256757
Short
RA
GB
N
2
Reverse repurchase
N
0.7946300
2021-02-16
1700000.000000
GBP
1673602.400000
GBP
ABS
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO GBP ZCP
000000000
-1600700.000000
PA
-2191391.990000
-0.1338094
Short
RA
GB
N
2
Reverse repurchase
N
0.8446300
2021-02-16
1800000.000000
GBP
1833816.600000
GBP
ABS
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO GBP ZCP
000000000
-3535400.000000
PA
-4840355.190000
-0.2955586
Short
RA
GB
N
2
Reverse repurchase
N
0.8946300
2021-02-16
4614000.000000
GBP
4021063.170000
GBP
ABS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-11086496.000000
PA
-15173998.950000
-0.9265449
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-01-14
11419000.000000
GBP
13815165.480000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-11664137.000000
PA
-15964446.490000
-0.9748107
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-01-15
13223000.000000
GBP
13625780.050000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-5111161.000000
PA
-6995462.210000
-0.4271524
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-01-18
5700000.000000
GBP
6347381.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-1329054.710000
PA
-1821468.190000
-0.1112213
Short
RA
GB
N
2
Reverse repurchase
N
1.3435000
2021-02-02
2217602.880000
GBP
2098160.790000
GBP
ABS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-23030042.340000
PA
-31509849.000000
-1.9240341
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-02-17
2001500.000000
GBP
2283456.870000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-3265586.010000
PA
-4467376.020000
-0.2727840
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-03-01
3480000.000000
GBP
3790590.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-690920.000000
PA
-945098.740000
-0.0577090
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-03-09
650000.000000
GBP
805922.650000
GBP
CDS
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO GBP ZCP
000000000
-1206751.000000
PA
-1652280.870000
-0.1008905
Short
RA
GB
N
2
Reverse repurchase
N
0.9428800
2021-02-16
1600000.000000
GBP
1621440.000000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-1887651.620000
PA
-2586258.980000
-0.1579205
Short
RA
GB
N
2
Reverse repurchase
N
0.8500000
2021-01-12
2100000.000000
GBP
2287425.000000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-6403166.220000
PA
-8766360.650000
-0.5352859
Short
RA
GB
N
2
Reverse repurchase
N
0.6500000
2021-01-29
6800000.000000
GBP
7235500.000000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-2277045.000000
PA
-3116273.440000
-0.1902839
Short
RA
GB
N
2
Reverse repurchase
N
1.4311300
2021-03-15
5421236.050000
GBP
4592069.920000
GBP
ABS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO GBP ZCP
000000000
-1041198.510000
PA
-1425050.680000
-0.0870155
Short
RA
GB
N
2
Reverse repurchase
N
0.4000000
2021-01-18
1200000.000000
GBP
1240500.000000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2058420.000000
PA
USD
-2075042.890000
-0.1267049
Short
RA
US
N
2
Reverse repurchase
N
1.8170000
2021-01-28
3380000.000000
USD
3132811.470000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1268800.000000
PA
USD
-1279610.170000
-0.0781347
Short
RA
US
N
2
Reverse repurchase
N
1.9170000
2021-01-28
2440000.000000
USD
2166770.260000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-8342600.000000
PA
USD
-8386805.350000
-0.5121097
Short
RA
US
N
2
Reverse repurchase
N
1.2150000
2021-02-01
10325000.000000
USD
10501644.230000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-8938500.000000
PA
USD
-8991710.140000
-0.5490460
Short
RA
US
N
2
Reverse repurchase
N
1.3650000
2021-02-01
11800000.000000
USD
12075249.160000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-8007772.500000
PA
USD
-8024347.920000
-0.4899776
Short
RA
US
N
2
Reverse repurchase
N
1.2630000
2021-02-09
11733000.000000
USD
11267007.480000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-987000.000000
PA
USD
-989005.150000
-0.0603900
Short
RA
US
N
2
Reverse repurchase
N
1.3060000
2021-02-09
3000000.000000
USD
1415179.950000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-5968443.290000
PA
USD
-5979431.030000
-0.3651122
Short
RA
US
N
2
Reverse repurchase
N
1.2050000
2021-02-16
8168301.370000
USD
7981274.010000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-17047088.740000
PA
USD
-17100523.710000
-1.0441811
Short
RA
US
N
2
Reverse repurchase
N
0.8800000
2021-02-22
19834000.000000
USD
20765866.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1637251.000000
PA
USD
-1642533.870000
-0.1002953
Short
RA
US
N
2
Reverse repurchase
N
0.8800000
2021-02-22
1800000.000000
USD
1926000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1675252.840000
PA
USD
-1676967.650000
-0.1023979
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2021-02-26
1657000.000000
USD
1841524.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4958347.580000
PA
USD
-4964098.160000
-0.3031146
Short
RA
US
N
2
Reverse repurchase
N
1.2280000
2021-03-01
15740785.980000
USD
6999099.560000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-5688632.070000
PA
USD
-5696098.400000
-0.3478115
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-02
19768178.000000
USD
8058683.930000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-7757759.000000
PA
USD
-7765944.900000
-0.4741991
Short
RA
US
N
2
Reverse repurchase
N
1.2253800
2021-03-04
12692566.160000
USD
9935168.070000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-11005610.550000
PA
USD
-11016103.980000
-0.6726582
Short
RA
US
N
2
Reverse repurchase
N
1.2258800
2021-03-08
14527000.000000
USD
14625410.630000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2926868.000000
PA
USD
-2932365.150000
-0.1790542
Short
RA
US
N
2
Reverse repurchase
N
1.1460000
2021-05-06
3916500.000000
USD
3687654.540000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-5130060.000000
PA
USD
-5139181.250000
-0.3138054
Short
RA
US
N
2
Reverse repurchase
N
1.1430000
2021-05-10
7532000.000000
USD
7000895.150000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2174458.190000
PA
USD
-2182394.960000
-0.1332600
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2022-08-10
5057000.000000
USD
3935495.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-8914770.000000
PA
USD
-8933414.080000
-0.5454864
Short
RA
US
N
2
Reverse repurchase
N
1.2000000
2022-11-02
10600000.000000
USD
10203560.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3722531.250000
PA
USD
-3725571.310000
-0.2274884
Short
RA
US
N
2
Reverse repurchase
N
0.7000000
2022-11-23
5000000.000000
USD
5096637.400000
USD
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2407448.000000
PA
USD
-2409283.010000
-0.1471141
Short
RA
US
N
2
Reverse repurchase
N
0.5600000
2021-02-05
2700000.000000
USD
2933550.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2815071.820000
PA
USD
-2817093.200000
-0.1720155
Short
RA
US
N
2
Reverse repurchase
N
0.4700000
2021-03-10
2800000.000000
USD
3256996.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-10826999.950000
PA
USD
-10844142.700000
-0.6621580
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2021-03-30
13000000.000000
USD
13115375.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-1696405.250000
PA
USD
-1697847.200000
-0.1036728
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-01-26
1428000.000000
USD
2029507.300000
USD
CDS
N
N
N
ANTHRACITE LTD 2004-HY1A
N/A
ANTHRACITE LTD SER 2004 HY1 CL D 144A
000000000
6731481.410000
PA
USD
645542.340000
0.0394177
Long
ABS-MBS
CORP
US
N
2
2041-06-20
Fixed
5.678
N
N
N
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-404607.890000
PA
USD
-404985.520000
-0.0247290
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-03-01
348000.000000
USD
452453.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-91500.000000
PA
USD
-91545.750000
-0.0055899
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2022-11-19
100000.000000
USD
119489.150000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1160108.980000
PA
USD
-1162533.600000
-0.0709859
Short
RA
US
N
2
Reverse repurchase
N
0.9900000
2021-02-22
1094000.000000
USD
1325989.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-854561.100000
PA
USD
-856936.070000
-0.0523257
Short
RA
US
N
2
Reverse repurchase
N
0.8700000
2021-01-15
1000000.000000
USD
1002375.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-352718.880000
PA
USD
-353061.800000
-0.0215584
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-01-26
311000.000000
USD
429295.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3332456.580000
PA
USD
-3335650.180000
-0.2036793
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-01-27
3226171.920000
USD
3924925.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-478865.000000
PA
USD
-479270.710000
-0.0292649
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-01-29
500000.000000
USD
586625.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4279938.800000
PA
USD
-4297783.770000
-0.2624285
Short
RA
US
N
2
Reverse repurchase
N
0.9500000
2021-02-01
5100000.000000
USD
5514153.840000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2344242.000000
PA
USD
-2345472.720000
-0.1432177
Short
RA
US
N
2
Reverse repurchase
N
0.7000000
2021-02-09
2673063.890000
USD
2815051.350000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2377813.000000
PA
USD
-2382037.580000
-0.1454504
Short
RA
US
N
2
Reverse repurchase
N
0.7800000
2021-02-16
2797047.140000
USD
2932886.530000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2774987.210000
PA
USD
-2778653.270000
-0.1696683
Short
RA
US
N
2
Reverse repurchase
N
0.5800000
2021-02-17
2734000.000000
USD
3269963.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-31367653.150000
PA
USD
-31422077.510000
-1.9186746
Short
RA
US
N
2
Reverse repurchase
N
0.7800000
2021-02-17
37275273.180000
USD
40078418.580000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-177168.000000
PA
USD
-177482.770000
-0.0108373
Short
RA
US
N
2
Reverse repurchase
N
0.7800000
2021-02-17
200000.000000
USD
217250.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-9682776.000000
PA
USD
-9698211.850000
-0.5921859
Short
RA
US
N
2
Reverse repurchase
N
0.7800000
2021-02-24
12135871.140000
USD
12346381.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-34544560.000000
PA
USD
-34593776.930000
-2.1123429
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-01
36931000.000000
USD
41620164.950000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-11713149.000000
PA
USD
-11730913.940000
-0.7163055
Short
RA
US
N
2
Reverse repurchase
N
0.7800000
2021-03-01
12039013.490000
USD
13776871.530000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-12950170.890000
PA
USD
-12967858.500000
-0.7918350
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-04
13368810.000000
USD
15143455.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5652139.180000
PA
USD
-5667847.420000
-0.3460864
Short
RA
US
N
2
Reverse repurchase
N
0.8700000
2021-03-10
5900000.000000
USD
6988655.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-11774777.500000
PA
USD
-11806078.780000
-0.7208952
Short
RA
US
N
2
Reverse repurchase
N
0.8700000
2021-03-17
12000000.000000
USD
13588713.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-16975320.330000
PA
USD
-17016278.000000
-1.0390370
Short
RA
US
N
2
Reverse repurchase
N
0.8600000
2021-03-25
17382180.470000
USD
20197725.150000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-29449457.100000
PA
USD
-29558807.430000
-1.8049008
Short
RA
US
N
2
Reverse repurchase
N
1.3235000
2021-03-26
53002129.030000
USD
41616099.050000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-12558909.980000
PA
USD
-12581411.370000
-0.7682380
Short
RA
US
N
2
Reverse repurchase
N
0.8600000
2021-04-19
12707000.000000
USD
14846508.740000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-12649928.120000
PA
USD
-12676703.760000
-0.7740567
Short
RA
US
N
2
Reverse repurchase
N
1.2421300
2021-05-05
21126877.280000
USD
18181661.410000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-15939800.930000
PA
USD
-15968940.990000
-0.9750852
Short
RA
US
N
2
Reverse repurchase
N
1.2417500
2021-05-11
22791493.720000
USD
21744505.490000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3289650.000000
PA
USD
-3294822.970000
-0.2011864
Short
RA
US
N
2
Reverse repurchase
N
1.2580000
2021-05-24
7800000.000000
USD
4844090.160000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-7296021.000000
PA
USD
-7298757.010000
-0.4456720
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-11-20
6666000.000000
USD
7783746.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-7390671.750000
PA
USD
-7391349.230000
-0.4513258
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-12-29
8700000.000000
USD
8782432.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-12307575.000000
PA
USD
-12308515.160000
-0.7515746
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-12-30
14000000.000000
USD
15071000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-9080979.360000
PA
USD
-9081773.950000
-0.5545454
Short
RA
US
N
2
Reverse repurchase
N
0.6300000
2022-12-30
11366000.000000
USD
11185848.900000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2557003.340000
PA
USD
-2561946.880000
-0.1564359
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-07
3000000.000000
USD
3293565.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1556490.890000
PA
USD
-1559500.110000
-0.0952252
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-08
1764000.000000
USD
1988927.640000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-669624.000000
PA
USD
-670918.610000
-0.0409672
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-11
1642000.000000
USD
1177970.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8592470.410000
PA
USD
-8608318.720000
-0.5256356
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-13
11521103.390000
USD
11843357.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-569535.000000
PA
USD
-570585.460000
-0.0348407
Short
RA
US
N
2
Reverse repurchase
N
0.8000000
2021-01-15
908000.000000
USD
844719.780000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-11573995.000000
PA
USD
-11592988.900000
-0.7078836
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-19
17582415.500000
USD
16522974.240000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3880152.700000
PA
USD
-3908878.900000
-0.2386814
Short
RA
US
N
2
Reverse repurchase
N
1.6251300
2021-01-20
7972370.460000
USD
4352552.330000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-18139159.000000
PA
USD
-18158557.800000
-1.1087861
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-01-21
19908500.000000
USD
21938168.260000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4070892.000000
PA
USD
-4075245.600000
-0.2488400
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-01-22
4282500.000000
USD
5115737.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-12929807.970000
PA
USD
-12948663.940000
-0.7906630
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-26
14747110.000000
USD
16961002.780000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2555486.000000
PA
USD
-2559159.520000
-0.1562657
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-28
2904000.000000
USD
3247235.520000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3989132.560000
PA
USD
-4017228.790000
-0.2452974
Short
RA
US
N
2
Reverse repurchase
N
1.6150000
2021-02-01
6934606.800000
USD
4599865.460000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4717790.490000
PA
USD
-4748045.870000
-0.2899221
Short
RA
US
N
2
Reverse repurchase
N
1.5391300
2021-02-03
9579270.030000
USD
9347694.050000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-492678.260000
PA
USD
-496019.050000
-0.0302876
Short
RA
US
N
2
Reverse repurchase
N
1.6060000
2021-02-05
679556.220000
USD
671711.020000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-9543991.960000
PA
USD
-9571403.690000
-0.5844429
Short
RA
US
N
2
Reverse repurchase
N
1.2457500
2021-04-13
17886534.810000
USD
14229296.990000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3346570.400000
PA
USD
-3356568.020000
-0.2049566
Short
RA
US
N
2
Reverse repurchase
N
1.2957500
2021-04-13
12169346.900000
USD
5951939.650000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-108855.490000
PA
USD
-108980.040000
-0.0066545
Short
RA
US
N
2
Reverse repurchase
N
0.6643800
2021-02-05
794000.000000
USD
211906.690000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-483194.300000
PA
USD
-483878.830000
-0.0295463
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-27
600000.000000
USD
599906.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-870681.770000
PA
USD
-872161.930000
-0.0532554
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2021-01-28
1150000.000000
USD
1183781.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-276129.000000
PA
USD
-276728.810000
-0.0168974
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2021-01-28
7751000.000000
USD
387550.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-752073.210000
PA
USD
-753351.730000
-0.0460007
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2021-01-26
1132000.000000
USD
1107662.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-392028.830000
PA
USD
-392695.280000
-0.0239785
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2021-01-27
481000.000000
USD
517438.150000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-8786730.510000
PA
USD
-8802290.350000
-0.5374798
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-02-23
8600000.000000
USD
9936676.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1356582.000000
PA
USD
-1360745.950000
-0.0830890
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2022-08-26
1400000.000000
USD
1584625.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-5724554.630000
PA
USD
-5749361.030000
-0.3510638
Short
RA
US
N
2
Reverse repurchase
N
1.2000000
2022-08-26
6522872.700000
USD
6490258.340000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-878212.500000
PA
USD
-880348.260000
-0.0537553
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-03-23
1000000.000000
USD
1054375.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-4557309.880000
PA
USD
-4567449.890000
-0.2788947
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2021-01-11
5300000.000000
USD
5757125.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-2081116.420000
PA
USD
-2084975.150000
-0.1273114
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-11
2300000.000000
USD
2563062.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-3358736.250000
PA
USD
-3364278.170000
-0.2054274
Short
RA
US
N
2
Reverse repurchase
N
0.9000000
2021-02-02
3200000.000000
USD
4269580.030000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-120351.350000
PA
USD
-120491.760000
-0.0073574
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-02-12
139000.000000
USD
132567.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-310838.220000
PA
USD
-311128.340000
-0.0189979
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2021-02-12
462000.000000
USD
435388.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-935516.800000
PA
USD
-936753.760000
-0.0571995
Short
RA
US
N
2
Reverse repurchase
N
0.8500000
2021-02-12
2372000.000000
USD
1346110.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-4578770.940000
PA
USD
-4583507.420000
-0.2798752
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2021-02-22
4800000.000000
USD
5602656.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1097508.900000
PA
USD
-1099543.870000
-0.0671396
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-01-11
1146233.090000
USD
1272330.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-270891.000000
PA
USD
-271379.880000
-0.0165708
Short
RA
US
N
2
Reverse repurchase
N
0.8900000
2021-03-26
4400000.000000
USD
220000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-10667793.890000
PA
USD
-10683128.840000
-0.6523263
Short
RA
US
N
2
Reverse repurchase
N
0.7500000
2021-03-01
10954000.000000
USD
11783820.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-2604842.000000
PA
USD
-2607664.610000
-0.1592275
Short
RA
US
N
2
Reverse repurchase
N
1.3900000
2021-03-31
3000000.000000
USD
3245625.000000
USD
CDS
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
53994.060000
0.0032970
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
943129.290000
USD
19879000.000000
MXN
2021-01-21
53994.060000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
4433.570000
0.0002707
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
142000.000000
USD
1098791.740000
TRY
2021-02-01
4433.570000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-127.340000
-0.0000078
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
167000.000000
USD
1265359.000000
TRY
2021-02-26
-127.340000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-157063.660000
-0.0095905
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6619000.000000
EUR
7929747.330000
USD
2021-01-08
-157063.660000
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC COMMON STOCK
12769G100
1.000000
NS
USD
74.270000
0.0000045
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
122166.590000
0.0074597
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
16523053.680000
USD
13624000.000000
EUR
2021-01-08
122166.590000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
11289.410000
0.0006893
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
292367.000000
USD
2270402.250000
TRY
2021-01-22
11289.410000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
21958.080000
0.0013408
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
596615.000000
USD
4629971.050000
TRY
2021-01-25
21958.080000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
7945.600000
0.0004852
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
250000.000000
USD
1940950.000000
TRY
2021-02-08
7945.600000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
3176.250000
0.0001939
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
140332.820000
USD
1073000.000000
TRY
2021-01-22
3176.250000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-901.830000
-0.0000551
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
276000.000000
USD
2071794.000000
TRY
2021-02-10
-901.830000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
97357.510000
0.0059448
N/A
DFE
CL
N
2
BNP Paribas S.A.
N/A
911491.960000
USD
716888430.000000
CLP
2021-01-21
97357.510000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
9040.360000
0.0005520
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
2138808.820000
USD
1758000.000000
EUR
2021-01-08
9040.360000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-1670.000000
-0.0001020
N/A
DFE
RU
N
2
BNP Paribas S.A.
N/A
356226.290000
USD
26353283.000000
RUB
2021-02-19
-1670.000000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
19601.940000
0.0011969
N/A
DFE
TR
N
2
BNP Paribas S.A.
N/A
574313.000000
USD
4424708.360000
TRY
2021-01-12
19601.940000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-78891.000000
-0.0048172
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
3665000.000000
EUR
4398849.180000
USD
2021-01-08
-78891.000000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-2637596.460000
-0.1610552
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
109643001.000000
EUR
131307784.790000
USD
2021-01-05
-2637596.460000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
207856.550000
0.0126920
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
109643001.000000
EUR
134243962.960000
USD
2021-02-02
207856.550000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-128047.420000
-0.0078187
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
-125909.180000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-79799.050000
-0.0048726
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
-79551.570000
N
N
N
ARGENT SECURITIES INC 2005-W4
N/A
ARGENT SECURITIES INC. ARSI 2005 W4 A2D
040104PT2
248256.520000
PA
USD
226929.130000
0.0138566
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.908
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 04/21 1.1
ACI1LPSS3
67647495.420000
PA
467064.750000
0.0285196
Long
DBT
NUSS
AR
N
2
2021-04-17
Fixed
1.1
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
659378.440000
0.0402625
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
10371126.140000
USD
219908000.000000
MXN
2021-01-21
659378.440000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
BONCER BONDS 08/21 1
ACI1JWNB3
95850694.130000
PA
685973.450000
0.0418865
Long
DBT
NUSS
AR
N
2
2021-08-05
Fixed
1
N
N
N
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
492.950000
0.0000301
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
74217.590000
USD
270523.130000
PEN
2021-05-17
492.950000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
10408.160000
0.0006355
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
266045.590000
USD
20471144.000000
RUB
2021-01-22
10408.160000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
457518.930000
0.0279367
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
14385757.350000
USD
1099130842.850000
RUB
2021-01-22
457518.930000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
-1837.710000
-0.0001122
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
200575.850000
USD
14771709.000000
RUB
2021-02-19
-1837.710000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
105440.200000
0.0064383
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2657297.770000
USD
20590000.000000
TRY
2021-01-13
105440.200000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
12806.420000
0.0007820
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
364812.660000
USD
2813288.910000
TRY
2021-01-12
12806.420000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
5671.120000
0.0003463
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
181636.790000
USD
1405500.000000
TRY
2021-02-01
5671.120000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
5620.260000
0.0003432
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
181165.870000
USD
1405500.000000
TRY
2021-02-08
5620.260000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
5556.520000
0.0003393
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
298000.000000
USD
2301802.960000
TRY
2021-02-26
5556.520000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
6696.040000
0.0004089
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
299000.000000
USD
2318026.500000
TRY
2021-02-26
6696.040000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
9036.380000
0.0005518
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
298000.000000
USD
2328189.960000
TRY
2021-02-26
9036.380000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
108.440000
0.0000066
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
29000.000000
USD
219124.780000
TRY
2021-02-09
108.440000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-2667.340000
-0.0001629
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
276000.000000
USD
2072622.000000
TRY
2021-02-26
-2667.340000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 03/21 VAR
ACI1T8N82
85000000.000000
PA
634522.290000
0.0387448
Long
DBT
NUSS
AR
N
2
2021-03-31
Floating
39.4759
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 05/21 0.00000
ACI1T8N17
18660780.000000
PA
132547.770000
0.0080935
Long
DBT
NUSS
AR
N
2
2021-05-21
None
0
N
N
N
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-1820332.510000
-0.1111520
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
59079000.000000
GBP
78973032.050000
USD
2021-01-08
-1820332.510000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-10543.640000
-0.0006438
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5192000.000000
MXN
245728.620000
USD
2021-06-10
-10543.640000
N
N
N
N/A
N/A
CGCMT 2006-C5 AJ BP GST
000000000
1.000000
NC
USD
808453.330000
0.0493653
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
390061.640000
USD
0.000000
USD
6501027.470000
USD
418391.690000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 04/22 VAR
ACI0TFSY6
55100000.000000
PA
367489.310000
0.0224394
Long
DBT
NUSS
AR
N
2
2022-04-03
Floating
33.8673
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
4761.760000
0.0002908
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
150001.000000
USD
1172032.810000
TRY
2021-02-23
4761.760000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
4761.790000
0.0002908
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
150002.000000
USD
1172040.630000
TRY
2021-02-23
4761.790000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
17651.970000
0.0010779
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
566000.000000
USD
4384236.000000
TRY
2021-02-04
17651.970000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
17457.180000
0.0010660
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
566000.000000
USD
4420460.000000
TRY
2021-02-24
17457.180000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
2788.930000
0.0001703
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
92000.000000
USD
718763.800000
TRY
2021-02-26
2788.930000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
2719.290000
0.0001660
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
92000.000000
USD
718235.720000
TRY
2021-02-26
2719.290000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-596.610000
-0.0000364
N/A
DFE
TR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
138000.000000
USD
1041900.000000
TRY
2021-02-26
-596.610000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
1023000.000000
PA
USD
410488.980000
0.0250650
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
1230000.000000
PA
USD
442812.300000
0.0270387
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.125
N
N
N
N
N
N
N/A
N/A
GMACC 2006-C1 AJ BP GST
000000000
1.000000
NC
USD
14378.480000
0.0008780
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
161968.100000
USD
0.000000
USD
539893.680000
USD
-147589.620000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/23 16
ACI0QD0C2
868000.000000
PA
3016.500000
0.0001842
Long
DBT
NUSS
AR
N
2
2023-10-17
Fixed
16
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
47041000.000000
PA
122882.540000
0.0075034
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
16591038.000000
PA
USD
6848987.870000
0.4182085
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
0.125
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-299470.720000
-0.0182861
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
12316000.000000
USD
62416256.400000
BRL
2021-01-05
-299470.720000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-260976.840000
-0.0159356
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
12273617.890000
USD
62416256.400000
BRL
2021-02-02
-260976.840000
N
N
N
2021-02-01
PIMCO Flexible Credit Income Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer