0001688554-23-000041.txt : 20230828
0001688554-23-000041.hdr.sgml : 20230828
20230828172407
ACCESSION NUMBER: 0001688554-23-000041
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20230630
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: 231217271
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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CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2052-12-21
10115604.080000
USD
0.000000
USD
42000000.000000
USD
1771548.360000
N
N
N
N/A
N/A
RFR USD SOFR/2.00000 12/21/22-10Y CME
000000000
1.000000
NC
USD
11743029.160000
0.4140959
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2032-12-21
10215209.110000
USD
0.000000
USD
84400000.000000
USD
1527820.050000
N
N
N
N/A
N/A
RFR USD SOFR/2.00000 12/21/22-2Y CME
000000000
1.000000
NC
USD
-39873941.650000
-1.4060798
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2024-12-21
0.000000
USD
-32451766.640000
USD
677400000.000000
USD
-7422175.010000
N
N
N
N/A
N/A
RFR USD SOFR/2.00000 12/21/22-5Y CME
000000000
1.000000
NC
USD
-33536518.830000
-1.1826024
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-12-21
0.000000
USD
-29753428.430000
USD
351500000.000000
USD
-3783090.400000
N
N
N
N/A
N/A
RFR USD SOFR/2.00000 12/21/22-7Y CME
000000000
1.000000
NC
USD
-27753518.630000
-0.9786758
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2029-12-21
0.000000
USD
-25130549.740000
USD
244600000.000000
USD
-2622968.890000
N
N
N
N/A
N/A
RFR USD SOFR/2.30000 01/17/24-2Y LCH
000000000
1.000000
NC
USD
375877.900000
0.0132546
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2026-01-17
4708.270000
USD
0.000000
USD
10300000.000000
USD
371169.630000
N
N
N
N/A
N/A
RFR USD SOFR/2.35000 01/17/24-1Y CME
000000000
1.000000
NC
USD
1510650.120000
0.0532702
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2025-01-17
6906.870000
USD
0.000000
USD
64400000.000000
USD
1503743.250000
N
N
N
N/A
N/A
RFR USD SOFR/2.45000 12/20/23-1Y LCH
000000000
1.000000
NC
USD
3039641.800000
0.1071873
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2024-12-20
0.000000
USD
-9045.970000
USD
128500000.000000
USD
3048687.770000
N
N
N
N/A
N/A
RFR USD SOFR/3.50000 12/20/23-10Y LCH
000000000
1.000000
NC
USD
218334.840000
0.0076992
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2033-12-20
316069.780000
USD
0.000000
USD
44600000.000000
USD
-97734.940000
N
N
N
N/A
N/A
RFR USD SOFR/3.75000 12/20/23-5Y CME
000000000
1.000000
NC
USD
184602.660000
0.0065097
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-12-20
622401.600000
USD
0.000000
USD
56100000.000000
USD
-437798.940000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.00 12/20/17-6Y* LCH
000000000
1.000000
NC
USD
35685.510000
0.0012584
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2023-09-20
0.000000
USD
0.000000
USD
2500000.000000
USD
35685.510000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.50 9/16/23-3Y* CME
000000000
1.000000
NC
USD
-33250884.810000
-1.1725301
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2026-06-16
0.000000
USD
-4388395.790000
USD
323700000.000000
USD
-28862489.020000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME
000000000
1.000000
NC
USD
-9609933.540000
-0.3388763
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2030-12-16
1388857.030000
USD
0.000000
USD
53800000.000000
USD
-10998790.570000
N
N
N
BANC OF AMERICA FUNDING CORP 2007-R1
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2007 R1 A2 144A
05953BAB7
1466359.750000
PA
USD
1192584.080000
0.0420542
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Floating
2.87442
Y
N
N
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.1* 9/20/23-27Y CME
000000000
1.000000
NC
USD
9879801.660000
0.3483927
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-09-20
44992.130000
USD
0.000000
USD
24300000.000000
USD
9834809.530000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
000000000
1.000000
NC
USD
29310020.950000
1.0335629
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2051-06-16
13418941.800000
USD
0.000000
USD
74500000.000000
USD
15891079.150000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.4* 08/17/23-5Y CME
000000000
1.000000
NC
USD
11230238.540000
0.3960133
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-08-17
0.000000
USD
-21317.430000
USD
93400000.000000
USD
11251555.970000
N
N
N
BANC OF AMERICA FUNDING TRUST 2015-R2
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 6A2 144A
05990TAV9
2758428.330000
PA
USD
2505237.160000
0.0883425
Long
ABS-MBS
CORP
US
N
2
2037-02-27
Variable
3.97234
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
17683860.940000
PA
USD
6673956.320000
0.2353446
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.799629
N
N
N
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
000000000
1.000000
NC
USD
-3033139.200000
-0.1069580
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-12-15
0.000000
USD
-75368.740000
USD
25600000.000000
USD
-2957770.460000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.50 9/21/23-4Y* CME
000000000
1.000000
NC
USD
-1085759.850000
-0.0382873
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-06-21
0.000000
USD
-373030.680000
USD
11500000.000000
USD
-712729.170000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
ACI1T7K79
30341000.000000
PA
29485122.260000
1.0397375
Long
DBT
CORP
IT
N
2
2026-01-09
Fixed
1.875
N
N
N
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.2* 9/20/23-5Y* CME
000000000
1.000000
NC
USD
-4574979.920000
-0.1613281
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-06-20
0.000000
USD
-1904026.860000
USD
58100000.000000
USD
-2670953.060000
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.50 12/20/17-10Y LCH
000000000
1.000000
NC
USD
-181501.540000
-0.0064003
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2027-12-20
20142.900000
USD
0.000000
USD
2500000.000000
USD
-201644.440000
N
N
N
N/A
N/A
RFRF USD SF+26.161/3.00 9/19/23-6Y* CME
000000000
1.000000
NC
USD
-2975794.800000
-0.1049358
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2029-06-19
3100085.540000
USD
0.000000
USD
59000000.000000
USD
-6075880.340000
N
N
N
N/A
N/A
ZCS BRL 11.14 03/29/22-01/02/25 CME
000000000
1.000000
NC
-9199.970000
-0.0003244
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
2600000.000000
BRL
-9199.970000
N
N
N
N/A
N/A
ZCS BRL 11.16 03/29/22-01/02/25 CME
000000000
1.000000
NC
-6203.970000
-0.0002188
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
1800000.000000
BRL
-6203.970000
N
N
N
N/A
N/A
ZCS BRL 11.22 03/25/22-01/04/27 CME
000000000
1.000000
NC
6620.030000
0.0002334
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
3200000.000000
BRL
6620.030000
N
N
N
N/A
N/A
ZCS BRL 11.245 03/25/22-01/04/27 CME
000000000
1.000000
NC
3569.040000
0.0001259
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
1600000.000000
BRL
3569.040000
N
N
N
N/A
N/A
ZCS BRL 11.26 03/25/22-01/04/27 CME
000000000
1.000000
NC
3724.300000
0.0001313
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
1600000.000000
BRL
3724.300000
N
N
N
N/A
N/A
ZCS BRL 11.35 03/28/22-01/02/25 CME
000000000
1.000000
NC
-5675.160000
-0.0002001
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
2200000.000000
BRL
-5675.160000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
5978000.000000
PA
6123884.750000
0.2159473
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
N/A
N/A
ZCS BRL 11.7 03/24/22-01/04/27 CME
000000000
1.000000
NC
4112.910000
0.0001450
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
800000.000000
BRL
4112.910000
N
N
N
N/A
N/A
ZCS BRL 11.715 03/24/22-01/04/27 CME
000000000
1.000000
NC
18849.600000
0.0006647
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
3600000.000000
BRL
18849.600000
N
N
N
N/A
N/A
ZCS BRL 11.7883 08/30/22-01/04/27 CME
000000000
1.000000
NC
-2021557.310000
-0.0712864
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
324600000.000000
BRL
-2021557.310000
N
N
N
N/A
N/A
ZCS BRL 11.87 03/22/22-01/04/27 CME
000000000
1.000000
NC
52821.020000
0.0018626
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
8500000.000000
BRL
52821.020000
N
N
N
N/A
N/A
ZCS BRL 12 03/23/22-01/02/25 CME
000000000
1.000000
NC
2138.780000
0.0000754
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
5900000.000000
BRL
2138.780000
N
N
N
N/A
N/A
ZCS BRL 12.015 03/17/22-01/04/27 CME
000000000
1.000000
NC
1917257.870000
0.0676085
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
269000000.000000
BRL
1917257.870000
N
N
N
N/A
N/A
ZCS BRL 12.08 03/21/22-01/02/25 CME
000000000
1.000000
NC
7191.360000
0.0002536
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
9900000.000000
BRL
7191.360000
N
N
N
N/A
N/A
ZCS BRL 12.14 03/21/22-01/02/25 CME
000000000
1.000000
NC
4976.570000
0.0001755
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
5000000.000000
BRL
4976.570000
N
N
N
N/A
N/A
ZCS BRL 12.145 03/22/22-01/02/25 CME
000000000
1.000000
NC
4971.200000
0.0001753
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
4900000.000000
BRL
4971.200000
N
N
N
N/A
N/A
ZCS BRL 12.16 03/21/22-01/02/25 CME
000000000
1.000000
NC
10739.830000
0.0003787
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
9900000.000000
BRL
10739.830000
N
N
N
N/A
N/A
TEAM HEALTH HOLDINGS INC TL TRS BKL BPS
000000000
1.000000
NC
USD
-1230519.590000
-0.0433920
N/A
DIR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TEAM HEALTH HOLDINGS INC
TEAM HEALTH HOLDINGS INC TL B
Y
2024-02-06
0.000000
USD
0.000000
USD
24736147.760000
USD
-1230519.590000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR
ACI0ZY1X9
21218000.000000
PA
19509464.110000
0.6879647
Long
DBT
CORP
IT
N
2
2028-01-18
Floating
7.677
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
6887000.000000
PA
6757454.760000
0.2382890
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
22387000.000000
PA
24295028.210000
0.8567186
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR
ACI1R35P7
1500000.000000
PA
1481509.060000
0.0522426
Long
DBT
CORP
IT
N
2
2030-09-10
Floating
8.5
N
N
N
N
N
N
BANCO DE CREDITO DEL PERU SA
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
1300000.000000
PA
343584.870000
0.0121159
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
N/A
N/A
VERITAS US INC TL TRS BKL BPS
000000000
1.000000
NC
USD
221006.790000
0.0077934
N/A
DIR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
VERITAS US INC
VERITAS US INC TB B1
Y
2025-09-01
0.000000
USD
0.000000
USD
28702181.050000
USD
221006.790000
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
1366195.000000
NC
USD
20916702.290000
0.7375883
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
9386716.410000
N
N
N
N/A
N/A
YAHOO (AKA: AP CORE HOLDI TL TRS BKL BPS
000000000
1.000000
NC
USD
435228.560000
0.0153475
N/A
DIR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
YAHOO (AKA: AP CORE HOLDINGS II LLC)
YAHOO (VERIZON MEDIA) TL B2 1L TSFR1M
Y
2027-09-01
0.000000
USD
0.000000
USD
9328731.600000
USD
435228.560000
N
N
N
BANCORP COMMERCIAL MORTGAGE TRUST 2017-CRE2
N/A
THE BANCORP COMMERCIAL MORTGAG BANC 2017 CRE2 D 144A
05972AAJ9
2816800.370000
PA
USD
2799057.630000
0.0987035
Long
ABS-MBS
CORP
US
N
2
2032-08-15
Floating
8.94329
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
20411.120000
PA
USD
18051.450000
0.0006366
Long
ABS-MBS
CORP
US
N
3
2032-07-20
Floating
5.74998
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
725704.000000
NS
USD
994214.480000
0.0350591
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA MTGE SECURITIES 2004-E
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E B1
05949AHJ2
144120.650000
PA
USD
118600.980000
0.0041822
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
5.18816
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6
N/A
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TD 144A
05492TBM1
6000000.000000
PA
USD
3619146.600000
0.1276224
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
3.81129
N
N
N
N
N
N
BBCCRE TRUST 2015-GTP
N/A
BBCCRE TRUST BBCCR 2015 GTP E 144A
05490TAJ1
12300000.000000
PA
USD
9184059.450000
0.3238586
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
4.71469
N
N
N
N
N
N
BBCCRE TRUST 2015-GTP
N/A
BBCCRE TRUST BBCCR 2015 GTP F 144A
05490TAL6
3660000.000000
PA
USD
2585900.530000
0.0911869
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
4.71469
N
N
N
N
N
N
BBCMS TRUST 2018-CBM
N/A
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM E 144A
05549RAJ6
22100000.000000
PA
USD
20902728.080000
0.7370955
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
8.743
N
N
N
N
N
N
BBVA-6 FTPYME FTA 6
N/A
BBVA 6 FTPYME FTA BBVAP 6 C REGS
E22473AC1
589702.200000
PA
376350.960000
0.0132713
Long
ABS-O
CORP
ES
N
2
2046-03-22
Floating
4.237
Y
N
N
N
N
N
BCAP LLC TRUST 2009-RR4
N/A
BCAP LLC TRUST BCAP 2009 RR4 1A2 144A
05531RAB3
1986218.980000
PA
USD
562805.080000
0.0198463
Long
ABS-MBS
CORP
US
N
2
2037-06-26
Variable
47.9713
N
N
N
N
N
N
BCAP LLC TRUST 2009-RR5
N/A
BCAP LLC TRUST BCAP 2009 RR5 5A2 144A
05531UAK6
7117232.150000
PA
USD
5729599.630000
0.2020436
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Variable
6
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR9
N/A
BCAP LLC TRUST BCAP 2010 RR9 1A5 144A
05533GAE9
10901994.420000
PA
USD
6957629.940000
0.2453478
Long
ABS-MBS
CORP
US
N
2
2037-08-28
Variable
2.50634
N
N
N
N
N
N
BCAP LLC TRUST 2014-RR2
N/A
BCAP LLC TRUST BCAP 2014 RR2 11A4 144A
05543DCD4
2289655.170000
PA
USD
1998161.230000
0.0704614
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Variable
3.14305
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N A 144A
05553BAA3
800000.000000
PA
USD
716261.600000
0.0252576
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
5.992
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N E 144A
05553BAN5
4900000.000000
PA
USD
3603671.680000
0.1270767
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
8.831
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N F 144A
05553BAQ8
5500000.000000
PA
USD
3928162.700000
0.1385193
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
9.827
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
36377.210000
PA
USD
34066.240000
0.0012013
Long
ABS-MBS
CORP
US
N
2
2041-10-12
Variable
5.657
Y
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
6968470.670000
PA
USD
6429254.590000
0.2267156
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.35043
N
N
N
N
N
N
BEAR STEARNS ASSETBACKED SEC 2005-C
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2005 CL1 M1
073879V47
5478634.660000
PA
USD
4005440.760000
0.1412444
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
6.09543
N
N
N
N
N
N
BEAR STEARNS ASSETBACKED SEC 2006-3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M3
07388GAF8
3919059.390000
PA
USD
3531541.230000
0.1245332
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
6.12543
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
9656.060000
0.0003405
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
5.78035
N
N
N
N
N
N
BFLD TRUST 2020-EYP
N/A
BFLD TRUST BFLD 2020 EYP D 144A
05493AAL4
950000.000000
PA
USD
460910.170000
0.0162531
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
8.143
N
N
N
N
N
N
BFLD TRUST 2020-EYP
N/A
BFLD TRUST BFLD 2020 EYP E 144A
05493AAN0
7000000.000000
PA
USD
2591180.200000
0.0913731
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
8.893
N
N
N
N
N
N
BFLD TRUST 2020-EYP
N/A
BFLD TRUST BFLD 2020 EYP F 144A
05493AAQ3
3491000.000000
PA
USD
751437.750000
0.0264980
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
9.393
N
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 111E 144A
05609MCS2
12569000.000000
PA
USD
8915744.740000
0.3143970
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
3.37762
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
566002.030000
0.0199590
Long
ABS-O
CORP
US
N
2
2029-12-15
Fixed
7.85
N
N
N
N
N
N
BRIDGEGATE FUNDING PLC 2023-1A
N/A
BRIDGEGATE FUNDING PLC BRGTE 2023 1A F 144A
ACI2C6Q06
15333000.000000
PA
18284468.430000
0.6447675
Long
ABS-MBS
CORP
GB
N
2
2062-10-16
Floating
10.4229
N
N
N
N
N
N
BRIDGEGATE FUNDING PLC 2023-1A
N/A
BRIDGEGATE FUNDING PLC BRGTE 2023 1A R 144A
ACI2C6QT3
13289000.000000
PA
50647.940000
0.0017860
Long
ABS-MBS
CORP
GB
N
2
2062-10-16
Variable
0
N
N
N
N
N
N
BRIDGEGATE FUNDING PLC 2023-1A
N/A
BRIDGEGATE FUNDING PLC BRGTE 2023 1A RES
ACI2C6R96
3705000.000000
PA
164691.870000
0.0058075
Long
ABS-MBS
CORP
GB
N
2
2062-10-16
Fixed
0
N
N
N
N
N
N
BRIDGEGATE FUNDING PLC 2023-1A
N/A
BRIDGEGATE FUNDING PLC BRGTE 2023 1A X 144A
ACI2C6PW7
7667000.000000
PA
9808769.150000
0.3458878
Long
ABS-MBS
CORP
GB
N
2
2062-10-16
Floating
13.4229
N
N
N
N
N
N
BRIDGEGATE FUNDING PLC 2023-1A
N/A
BRIDGEGATE FUNDING PLC BRGTE 2023 1A Z 144A
ACI2C6QG1
25556000.000000
PA
15419796.910000
0.5437502
Long
ABS-MBS
CORP
GB
N
2
2062-10-16
Variable
0
N
N
N
N
N
N
BSST 2021-1818 MORTGAGE TRUST
N/A
BSST MORTGAGE TRUST BSST 2021 1818 A 144A
07403PAA0
6700000.000000
PA
USD
5864075.170000
0.2067856
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.243
N
N
N
N
N
N
BSST 2021-1818 MORTGAGE TRUST
N/A
BSST MORTGAGE TRUST BSST 2021 1818 F 144A
07403PAQ5
3125000.000000
PA
USD
2139435.630000
0.0754432
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
9.643
N
N
N
N
N
N
BWAY MORTGAGE TRUST 2015-1740
N/A
BWAY MORTGAGE TRUST BWAY 2015 1740 A 144A
05604LAA0
2000000.000000
PA
USD
1521976.800000
0.0536697
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Fixed
2.917
N
N
N
N
N
N
BWAY MORTGAGE TRUST 2021-1450
N/A
BWAY MORTGAGE TRUST BWAY 2021 1450 E 144A
12430YAN0
7654000.000000
PA
USD
6553757.400000
0.2311060
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
9.0433
N
N
N
N
N
N
BWAY MORTGAGE TRUST 2021-1450
N/A
BWAY MORTGAGE TRUST BWAY 2021 1450 F 144A
12430YAQ3
6611000.000000
PA
USD
5462783.670000
0.1926348
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
10.0433
N
N
N
N
N
N
BWAY MORTGAGE TRUST 2021-1450
N/A
BWAY MORTGAGE TRUST BWAY 2021 1450 G 144A
12430YAS9
3000000.000000
PA
USD
2403063.300000
0.0847395
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
11.0433
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX TRUST BX 2021 VINO E 144A
05608KAJ9
4900000.000000
PA
USD
4665483.550000
0.1645195
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
7.14533
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2022-AHP
N/A
BX TRUST BX 2022 AHP E 144A
05610FAF4
10250000.000000
PA
USD
9788710.030000
0.3451805
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
8.18699
N
N
N
N
N
N
BX TRUST 2017-APPL
N/A
BX TRUST BX 2017 APPL F 144A
12433PAQ9
6351058.270000
PA
USD
6304637.110000
0.2223212
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
9.568
N
N
N
N
N
N
BX TRUST 2017-SLCT
N/A
BX TRUST BX 2017 SLCT F 144A
05607DAQ0
18031050.000000
PA
USD
17945604.460000
0.6328181
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
9.568
N
N
N
N
N
N
BX TRUST 2018-GW 2018-GW
N/A
BX TRUST BX 2018 GW F 144A
12433UAQ8
1400000.000000
PA
USD
1367234.820000
0.0482130
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
7.863
N
N
N
N
N
N
BX TRUST 2018-GW 2018-GW
N/A
BX TRUST BX 2018 GW G 144A
12433UAS4
5345000.000000
PA
USD
5197289.320000
0.1832727
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
8.363
N
N
N
N
N
N
BX TRUST 2019-ATL
N/A
BX TRUST BX 2019 ATL F 144A
056058AQ3
3738500.000000
PA
USD
3452221.750000
0.1217361
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.9296
N
N
N
N
N
N
BX TRUST 2019-ATL
N/A
BX TRUST BX 2019 ATL G 144A
056058AS9
2436000.000000
PA
USD
2227870.350000
0.0785617
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
8.6796
N
N
N
N
N
N
BXP TRUST 2021-601L
N/A
BXP TRUST BXP 2021 601L D 144A
05607TAJ1
7000000.000000
PA
USD
4247491.500000
0.1497798
Long
ABS-MBS
CORP
US
N
2
2044-01-15
Variable
2.86797
N
N
N
N
N
N
C-BASS CBO XVI CORP 16A
N/A
C BASS LTD CBCL 16A A 144A
12498YAA7
21237597.620000
PA
USD
2123.760000
0.0000749
Long
ABS-CBDO
CORP
KY
N
2
2041-09-06
Floating
5.74629
N
N
N
N
N
N
C-BASS LTD 13A
N/A
C BASS LTD CBCL 13A A 144A
12498FAA8
51642205.880000
PA
USD
224901.810000
0.0079307
Long
ABS-CBDO
CORP
KY
N
2
2040-03-17
Floating
1.41817
N
N
N
N
N
N
C-BASS LTD 18A
N/A
C BASS LTD CBCL 18A A1 144A
1248MMAA9
54781541.840000
PA
USD
2496011.390000
0.0880172
Long
ABS-CBDO
CORP
KY
N
2
2047-03-13
Floating
5.89443
N
N
N
N
N
N
C-BASS LTD 18A
N/A
C BASS LTD CBCL 18A A2 144A
1248MMAB7
31296933.030000
PA
USD
4315534.100000
0.1521792
Long
ABS-CBDO
CORP
KY
N
2
2047-03-13
Fixed
5.538
N
N
N
N
N
N
CALI MORTGAGE TRUST 2019-101C
N/A
CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A
129890AA7
5235000.000000
PA
USD
4110558.120000
0.1449511
Long
ABS-MBS
CORP
US
N
2
2039-03-10
Fixed
3.957
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
667333.360000
0.0235323
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Variable
0
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2021-N4
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 R 144A
14687HAJ2
12000.000000
PA
USD
3321184.710000
0.1171153
Long
ABS-O
CORP
US
N
3
2028-09-12
Fixed
0
N
N
N
N
N
N
CASSINI SAS
9695009FFM30CUZ8FO85
COMEXPOSIUM 2019 EUR 1ST LIEN TLB
945AYZII4
6732047.620000
PA
6317570.890000
0.2227773
Long
LON
CORP
FR
N
2
2026-03-28
Fixed
4
N
N
Y
N
N
N
CDC MORTGAGE CAPITAL TRUST 2004-HE1
N/A
CDC MORTGAGE CAPITAL TRUST CDCMC 2004 HE1 B1
12506YCP2
658899.610000
PA
USD
611367.840000
0.0215587
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
7.70043
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
4661605.200000
0.1643828
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Variable
0
N
N
N
N
N
N
CENTURY PLAZA TOWERS 2019-CPT
N/A
CPT MORTGAGE TRUST CPTS 2019 CPT A 144A
12654YAA7
11305000.000000
PA
USD
9123805.390000
0.3217339
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Fixed
2.865
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 7.75
ACI1WM066
4900000.000000
PA
4496855.820000
0.1585732
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 8.75
12531TAF6
22793000.000000
PA
USD
19114971.540000
0.6740536
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1
161630BD9
42369.690000
PA
USD
39476.690000
0.0013921
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.08596
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
3868216.820000
PA
USD
2773427.910000
0.0977997
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.52043
N
N
N
N
N
N
CIRCOR
N/A
CIRCOR INTERNATIONAL INC 2023 REVOLVER
948FVPII5
734482.760000
PA
USD
723465.520000
0.0255117
Long
LON
CORP
US
N
3
2029-06-20
Floating
11.2162
N
N
N
N
N
N
CIRCOR
N/A
CIRCOR INTERNATIONAL INC 2023 TERM LOAN
948FVNII0
6365517.240000
PA
USD
6270034.480000
0.2211010
Long
LON
CORP
US
N
3
2030-06-20
Floating
11.2162
N
N
N
N
N
N
CIT MTGE LOAN TRUST 2007-1
N/A
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M2 144A
12559QAH5
27232500.000000
PA
USD
22789242.580000
0.8036199
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.90043
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2013 375P E 144A
17320QAN9
8200000.000000
PA
USD
6917378.960000
0.2439284
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Fixed
3.63483
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 TBR E 144A
17326MAN2
4000000.000000
PA
USD
3826236.800000
0.1349251
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.118
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS F 144A
17291GAL0
13140000.000000
PA
USD
12671938.750000
0.4468522
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
8.893
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
716164.440000
PA
USD
483411.000000
0.0170466
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.61704
Y
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A
17311QAE0
51770.920000
PA
USD
34945.370000
0.0012323
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.61704
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TR 2005-WF1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF1 M2
17307GPH5
4050075.560000
PA
USD
3358254.210000
0.1184225
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
6.03
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2013-8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2013 8 2A2 144A
17321PAG5
569517.500000
PA
USD
422492.060000
0.0148984
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
5.13942
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
11824883.180000
0.4169823
Long
ABS-MBS
CORP
US
N
2
2054-02-25
Fixed
4.25
N
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
2134604.960000
0.0752728
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
6.50043
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
3152911.600000
PA
USD
2401137.660000
0.0846716
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
2920862.520000
PA
USD
2678837.810000
0.0944642
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.18881
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2007-2
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 2 1A2
17310SAB3
4374333.890000
PA
USD
3309893.100000
0.1167172
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.50043
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
256452.920000
PA
USD
226085.150000
0.0079725
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
328937000.000000
PA
676466.500000
0.0238543
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
95.75
N
N
N
N
N
N
CITY OF DETROIT
549300BQRJP7MKKHOY28
DETROIT MI DET 04/44 ADJUSTABLE VAR
251093S84
7200000.000000
PA
USD
5382438.480000
0.1898016
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4
N
N
N
N
N
N
CLAVEAU RE LTD
N/A
CLAVEAU RE LTD UNSECURED 144A 07/28 VAR
182896AA8
3400000.000000
PA
USD
1666000.000000
0.0587484
Long
DBT
CORP
BM
N
2
2028-07-08
Floating
17.25
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
N/A
COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A
12564NAN2
8250000.000000
PA
USD
7596295.580000
0.2678691
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.98248
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
N/A
COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR F 144A
12564NAQ5
12700000.000000
PA
USD
11303113.030000
0.3985831
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.67848
N
N
N
N
N
N
COLT 2021-1R MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2021 1R B1 144A
19688BAE4
2458000.000000
PA
USD
1913048.620000
0.0674601
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.55
N
N
N
N
N
N
COLT 2021-1R MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2021 1R B2 144A
19688BAF1
1998000.000000
PA
USD
1609997.390000
0.0567735
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
4.553
N
N
N
N
N
N
COLT 2021-1R MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2021 1R M1 144A
19688BAD6
1156000.000000
PA
USD
775900.730000
0.0273607
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.695
N
N
N
N
N
N
COMETE HOLDING
N/A
COMEXPOSIUM 2019 EUR TERM LOAN B
964NDFII9
43457838.950000
PA
40782239.510000
1.4381092
Long
LON
CORP
FR
N
2
2026-03-28
Fixed
4
N
N
Y
N
N
N
COMM 2019-521F MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2019 521F C 144A
20048GAG1
1000000.000000
PA
USD
881480.900000
0.0310838
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
6.593
N
N
N
N
N
N
COMM 2019-521F MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2019 521F E 144A
20048GAL0
2929000.000000
PA
USD
2423878.130000
0.0854735
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
7.293
N
N
N
N
N
N
COMM 2021-2400 MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2021 2400 G 144A
20048FAS7
5260000.000000
PA
USD
3962419.540000
0.1397273
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
11.194
N
N
N
N
N
N
COMM 2022-HC MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2022 HC A 144A
12659DAA8
1500000.000000
PA
USD
1246698.750000
0.0439625
Long
ABS-MBS
CORP
US
N
2
2039-01-10
Fixed
2.819
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
667777.200000
0.0235479
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.36458
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
1798959.960000
PA
USD
434448.830000
0.0153200
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.80868
N
N
N
N
N
N
COMMERCIAL MTAGE PASSTHRU CERT 2005-C6
N/A
COMM MORTGAGE TRUST COMM 2005 C6 G 144A
126171AS6
1528495.020000
PA
USD
1372750.090000
0.0484075
Long
ABS-MBS
CORP
US
N
2
2044-06-10
Variable
5.67909
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2021-R01
N/A
FANNIE MAE CAS CAS 2021 R01 1B1 144A
20754RAF3
7600000.000000
PA
USD
7508964.920000
0.2647896
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
8.16655
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2021-R01
N/A
FANNIE MAE CAS CAS 2021 R01 1B2 144A
20754RAJ5
18950000.000000
PA
USD
18724413.520000
0.6602813
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
11.0665
N
N
N
N
N
N
CONSECO FINANCE SEC CORP 2001-3
N/A
CONSECO FINANCE SECURITIZATION CNF 2001 3 M1
20846QHQ4
1878266.960000
PA
USD
1673006.000000
0.0589954
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
19043992.390000
PA
USD
3622024.520000
0.1277239
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
15418913.790000
PA
USD
4030226.520000
0.1421184
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
58255.180000
PA
USD
44860.490000
0.0015819
Long
ABS-O
CORP
US
N
3
2043-10-15
Fixed
15.7218
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND 2019-14
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 14 PT 144A
21055BAA3
142043.220000
PA
USD
130205.620000
0.0045915
Long
ABS-O
CORP
US
N
2
2044-05-16
Variable
19.645
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND 2019-17
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 17 PT 144A
21056GAA1
279142.990000
PA
USD
259263.910000
0.0091425
Long
ABS-O
CORP
US
N
2
2044-06-15
Variable
7.9
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2019-21
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 21 PT 144A
21054XAA6
332012.630000
PA
USD
310507.940000
0.0109495
Long
ABS-O
CORP
US
N
2
2044-07-15
Variable
20.1318
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2019-27
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 27 PT 144A
21051MAA3
332996.730000
PA
USD
298307.090000
0.0105192
Long
ABS-O
CORP
US
N
3
2044-08-15
Variable
21.049
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2019-38
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 38 PT 144A
21054UAA2
287712.410000
PA
USD
272891.190000
0.0096230
Long
ABS-O
CORP
US
N
2
2044-10-17
Variable
20.8586
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2019-41
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 41 PT 144A
21054YAA4
304258.120000
PA
USD
287409.400000
0.0101350
Long
ABS-O
CORP
US
N
2
2044-11-17
Variable
20.8563
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2019-49
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 49 PT 144A
21056YAA2
322656.690000
PA
USD
302901.360000
0.0106812
Long
ABS-O
CORP
US
N
2
2044-12-15
Variable
7.3
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2019-53
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 53 PT 144A
21056QAA9
585500.180000
PA
USD
568564.180000
0.0200493
Long
ABS-O
CORP
US
N
2
2045-01-16
Variable
7.6
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2019-54
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 54 PT 144A
21055NAA7
504424.390000
PA
USD
475212.670000
0.0167575
Long
ABS-O
CORP
US
N
2
2045-02-15
Variable
22.0265
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST I SERIES 2020-4
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2020 4 PT 144A
21056PAA1
485087.810000
PA
USD
465545.420000
0.0164166
Long
ABS-O
CORP
US
N
2
2045-03-15
Variable
22.8248
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
98604.600000
PA
USD
84677.840000
0.0029860
Long
ABS-O
CORP
US
N
3
2043-12-15
Variable
19.0527
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST 2020-1
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2020 1 PT 144A
21056BAA2
600978.350000
PA
USD
570189.450000
0.0201067
Long
ABS-O
CORP
US
N
2
2045-02-15
Variable
7.4
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST 2020-6
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2020 6 PT 144A
21057KAA1
388444.810000
PA
USD
374011.370000
0.0131888
Long
ABS-O
CORP
US
N
2
2045-03-15
Variable
7.4
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-46
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2019 46 PT 144A
21056LAA0
363370.740000
PA
USD
348730.100000
0.0122973
Long
ABS-O
CORP
US
N
2
2044-12-15
Variable
23.6806
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-8
N/A
CONSUMER LOAN UNDERLYING BOND CLUBC 2020 8 PT 144A
21056UAA0
538632.000000
PA
USD
514262.890000
0.0181345
Long
ABS-O
CORP
US
N
2
2045-04-17
Variable
21.6306
N
N
N
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR SECURED 07/23 15
ACI2BNCN5
300000.000000
PA
330620.240000
0.0116587
Long
DBT
CORP
LU
Y
3
2023-07-31
Fixed
15
N
N
N
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR UNSECURED REGS 07/23 1.375
ACI0Z2W07
3200000.000000
PA
508244.460000
0.0179223
Long
DBT
CORP
LU
N
2
2023-07-31
Fixed
1.375
Y
Y
N
Y
N
CORESTATE CAPITAL HOLDING SA
CORESTATE CAPITAL HOLDING S.
EUR
XXXX
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR UNSECURED REGS 07/23 3.5
ACI11QWM1
5400000.000000
PA
832313.060000
0.0293500
Long
DBT
CORP
LU
N
2
2023-07-31
Fixed
3.5
Y
Y
N
N
N
N
CORONADO CDO LTD 1A
N/A
CORONADO CDO LTD CORON 1A B1 144A
21976RAB2
1735576.380000
PA
USD
771434.200000
0.0272032
Long
ABS-CBDO
CORP
KY
N
2
2038-09-04
Floating
6.99857
Y
N
N
N
N
N
CORONADO CDO LTD 1A
N/A
CORONADO CDO LTD CORON 1A B2 144A
21976RAE6
247939.480000
PA
USD
124513.720000
0.0043907
Long
ABS-CBDO
CORP
KY
N
2
2038-09-04
Fixed
6
Y
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL SECURED REGS 01/29 VAR
ACI2363N1
1300000.000000
PA
1407921.240000
0.0496477
Long
DBT
CORP
JE
N
2
2029-01-28
Floating
8.122
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL UNSECURED REGS 01/27 VAR
ACI2363S0
2300000.000000
PA
2497211.980000
0.0880595
Long
DBT
CORP
JE
N
2
2027-01-28
Floating
7.772
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 09/25 6.15
ACI1FGXS4
1000000.000000
PA
USD
330456.670000
0.0116529
Long
DBT
CORP
KY
N
2
2025-09-17
Fixed
6.15
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 10/30 3.875
ACI1S6R75
300000.000000
PA
USD
85785.970000
0.0030251
Long
DBT
CORP
KY
N
2
2030-10-22
Fixed
3.875
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 M
12667FV44
284174.010000
PA
USD
155897.380000
0.0054974
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
7.25412
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2
23244GAE2
280834.880000
PA
USD
178833.290000
0.0063062
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.63043
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3
02147CAF0
1239701.900000
PA
USD
1200310.000000
0.0423267
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
5.53043
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A2A
126680AD9
3038511.610000
PA
USD
1891695.590000
0.0667071
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.57043
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A2
12668AWJ0
372933.350000
PA
USD
107389.100000
0.0037869
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Floating
5.93657
N
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
2405609.010000
0.0848293
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.63043
Y
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTS 2006-25
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 M1
12667TAF2
26938220.640000
PA
USD
20365402.560000
0.7181477
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
5.40043
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
1655922.970000
0.0583930
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.11043
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV8
126673C34
3484778.920000
PA
USD
2607560.750000
0.0919507
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
7.25043
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-4
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MV7
126673R53
12387257.010000
PA
USD
9747112.610000
0.3437136
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
7.02543
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M3
126670WE4
4034716.400000
PA
USD
3584927.830000
0.1264158
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.78043
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-11
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 11 2M1
23247LAF5
26399999.930000
PA
USD
18738667.150000
0.6607840
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
5.45043
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-13
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 1M1
126698AG4
9915999.990000
PA
USD
8040215.060000
0.2835231
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
6.65043
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2005-BC5
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC5 M6
126670NK0
3493974.200000
PA
USD
2897766.980000
0.1021843
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.41043
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2006-2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M3
126670UY2
2124632.900000
PA
USD
2086663.160000
0.0735823
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.81043
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A2
12669GYZ8
2980482.570000
PA
USD
1672922.210000
0.0589925
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.85043
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A5
12669GZS3
2588535.900000
PA
USD
1514787.650000
0.0534161
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.85043
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-HYB5
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 3A1A
170256AK7
99545.170000
PA
USD
87894.440000
0.0030994
Long
ABS-MBS
CORP
US
N
2
2036-09-20
Variable
4.23853
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
1718714.340000
0.0606072
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
5.783
Y
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 02/24 VAR
22550UAB7
550000.000000
PA
USD
545737.800000
0.0192444
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
5.44857
N
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
545331.380000
PA
USD
486493.340000
0.0171553
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
4.15343
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG COCO JRSUB 144A
952NPK908
200000.000000
PA
USD
8000.000000
0.0002821
Long
DBT
CORP
US
N
3
2060-12-31
None
0
Y
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
6236009.760000
0.2199012
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.78659
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
4025863.800000
0.1419645
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.78659
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
3517650.000000
0.1240433
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.78659
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP E 144A
12651QAN9
10000000.000000
PA
USD
9116191.000000
0.3214654
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
8.493
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A
12651QAQ2
22329200.000000
PA
USD
20365487.530000
0.7181507
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
9.543
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2020 NET E 144A
126438AL4
3580000.000000
PA
USD
2990041.780000
0.1054382
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
3.82767
N
N
N
N
N
N
CREDIT SUISSE MRTG CAPITAL CERT 2006-6
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 2A5
22942JAR4
488887.240000
PA
USD
144430.100000
0.0050931
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
1519662.670000
PA
USD
1111834.450000
0.0392068
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
632516.920000
PA
USD
405722.670000
0.0143070
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
36241.210000
PA
USD
31859.990000
0.0011235
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-FIX1
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 FIX1 M1
22541S5V6
978438.700000
PA
USD
620000.600000
0.0218632
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.85
Y
N
N
N
N
N
CSMC 2021-ADV TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A
12660WAA3
6010000.000000
PA
USD
5396160.840000
0.1902855
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.594
N
N
N
N
N
N
CSMC SERIES 2011-5R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2011 5R 6A7 144A
12645LCB3
4335850.410000
PA
USD
4051846.140000
0.1428808
Long
ABS-MBS
CORP
US
N
2
2037-11-27
Variable
3.87632
N
N
N
N
N
N
CSMC SERIES 2014-2R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 28A2 144A
12648ELY6
1004650.430000
PA
USD
711997.070000
0.0251072
Long
ABS-MBS
CORP
US
N
2
2037-06-27
Variable
9.59075
N
N
N
N
N
N
CSMC SERIES 2015-4R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 4R 1A4 144A
12650BAG8
14292036.880000
PA
USD
10362032.590000
0.3653976
Long
ABS-MBS
CORP
US
N
2
2036-10-27
Floating
3.79456
N
N
N
N
N
N
CSWF 2021-SOP2
N/A
CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A
12657VAA0
6946018.820000
PA
USD
6249242.830000
0.2203678
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
6.16017
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
784439.580000
0.0276618
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Fixed
4.75
N
N
N
N
N
N
DBGS 2021-W52 MORTGAGE TRUST
N/A
DBGS MORTGAGE TRUST DBGS 2021 W52 F 144A
23308LAQ7
6000000.000000
PA
USD
4905409.800000
0.1729801
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
9.344
N
N
N
N
N
N
DBGS MORTGAGE TRUST 2018-5BP
N/A
DBGS MORTGAGE TRUST DBGS 2018 5BP E 144A
33830CAJ9
9300000.000000
PA
USD
7366614.630000
0.2597698
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
7.293
N
N
N
N
N
N
DBGS MORTGAGE TRUST 2018-5BP
N/A
DBGS MORTGAGE TRUST DBGS 2018 5BP F 144A
33830CAL4
5701000.000000
PA
USD
4367312.620000
0.1540051
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
7.843
N
N
N
N
N
N
DBGS MORTGAGE TRUST 2019-1735
N/A
DBGS MORTGAGE TRUST DBGS 2019 1735 E 144A
23307EAL5
16777000.000000
PA
USD
11456063.720000
0.4039766
Long
ABS-MBS
CORP
US
N
2
2037-04-10
Variable
4.33437
N
N
N
N
N
N
DBGS MORTGAGE TRUST 2019-1735
N/A
DBGS MORTGAGE TRUST DBGS 2019 1735 F 144A
23307EAN1
5000000.000000
PA
USD
3013898.500000
0.1062795
Long
ABS-MBS
CORP
US
N
2
2037-04-10
Variable
4.33437
N
N
N
N
N
N
DBWF-2018-GLKS
N/A
DBWF MORTGAGE TRUST DBWF 2018 GLKS E 144A
23307GAN6
8969118.000000
PA
USD
8763683.040000
0.3090348
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
8.26439
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
171118.000000
NS
USD
622869.520000
0.0219643
Long
EC
CORP
US
N
1
N
N
N
DELTA FUNDING HOME EQ LN TR 1999-3
N/A
DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 M1
24763LFY1
1506787.270000
PA
USD
985688.700000
0.0347585
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Variable
8.1
Y
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
132822.000000
NS
USD
435124.870000
0.0153439
Long
EC
CORP
US
N
3
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
985441.360000
0.0347497
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
3619851.240000
PA
USD
2783536.740000
0.0981562
Long
ABS-MBS
CORP
US
N
2
2036-09-28
Variable
3.92779
N
N
N
N
N
N
DIAMOND FOREIGN ASSET COMPANY
N/A
DIAMOND OFFSHORE DRILL TERM LOAN
948DTYII4
5500000.000000
PA
USD
5115000.000000
0.1803709
Long
LON
CORP
US
N
3
2027-04-22
Floating
11.2025
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN
25277BAE8
73750553.800000
PA
USD
57087722.430000
2.0130915
Long
LON
CORP
US
N
2
2026-05-25
Floating
13.0643
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
18948000.000000
PA
USD
15235092.030000
0.5372369
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/28 5.75
25470XBF1
17398000.000000
PA
USD
12972966.580000
0.4574673
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR SECURED 144A 11/27 11.75
25470MAG4
3800000.000000
PA
USD
3712756.480000
0.1309234
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
3300000.000000
PA
USD
1691250.000000
0.0596388
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.375
N
N
N
Y
N
DISH NETWORK CORPORATION
DISH NETWORK CORP-A
USD
XXXX
N
N
N
DOLP TRUST 2021-NYC
N/A
DOLP TRUST DOLP 2021 NYC F 144A
23345LAN9
7450000.000000
PA
USD
3671638.630000
0.1294734
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70378
N
N
N
N
N
N
DOLP TRUST 2021-NYC
N/A
DOLP TRUST DOLP 2021 NYC G 144A
23345LAQ2
8000000.000000
PA
USD
3467595.200000
0.1222782
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70378
N
N
N
N
N
N
DROP MORTGAGE TRUST 2021-FILE
N/A
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE D 144A
26210YAL0
5805878.000000
PA
USD
4976379.440000
0.1754827
Long
ABS-MBS
CORP
US
N
2
2043-10-15
Floating
7.943
N
N
N
N
N
N
DSSV SARL
N/A
DSSV DSSV PRL A
ACI1DSVZ6
14483783.930000
PA
15474391.550000
0.5456754
Long
ABS-MBS
CORP
LU
N
3
2024-10-15
Floating
6.177
N
N
N
N
N
N
INTELSAT SA
549300YV2L21F4K80V46
INTELSAT EMERGENCE SA COMMON STOCK
000000000
668760.000000
NS
USD
15381480.000000
0.5423990
Long
EC
CORP
LU
Y
3
N
N
N
EATON VANCE CDO LTD 2013-1A
N/A
EATON VANCE CDO LTD EATON 2013 1A SUB2 144A
27830CAL6
14000000.000000
PA
USD
8330951.580000
0.2937754
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
0
N
N
N
N
N
N
ECAF I LTD 2015-1A
N/A
ECAF LTD ECAF 2015 1A A1 144A
26827EAA3
3905074.450000
PA
USD
2286811.600000
0.0806401
Long
ABS-O
CORP
KY
N
2
2040-06-15
Fixed
3.473
N
N
N
N
N
N
ELEVEN MADISON TRUST MORTGAGE TRUST 2015-11MD
N/A
MADISON AVENUE TRUST MAD 2015 11MD A 144A
556227AA4
2575000.000000
PA
USD
2296672.110000
0.0809878
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.67329
N
N
N
N
N
N
ENCORE CREDIT RECEIVABLES TRUST 2005-2
N/A
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M5
126673J52
13593416.720000
PA
USD
10642748.130000
0.3752966
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
6.12543
N
N
N
N
N
N
EQUINITI (ARMOR HOLDCO INC)
254900X6HLK0YPTHHF09
ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5
04625PAA9
4400000.000000
PA
USD
3656031.460000
0.1289231
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.5
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/23 6.75
S25221AC6
23918000.000000
PA
USD
23852464.680000
0.8411124
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75
N
N
N
N
N
N
EUROSAIL PLC 2007-1X
N/A
EUROSAIL PLC ESAIL 2007 1X D1A REGS
ACI05RDQ9
250000.000000
PA
226070.500000
0.0079720
Long
ABS-MBS
CORP
GB
N
2
2045-03-13
Floating
4.309
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X B1C REGS
ACI00RTY0
1792096.310000
PA
2151413.660000
0.0758656
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
5.05851
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
5421236.050000
PA
5175617.640000
0.1825084
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
6.10851
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
1780940.530000
PA
1856223.640000
0.0654562
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
8.75851
N
N
N
N
N
N
EUROSAIL-UK 2007-4BL PLC 4X
N/A
EUROSAIL PLC ESAIL 2007 4X E1C REGS
G3299TAF0
1525473.360000
PA
1513900.020000
0.0533848
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
8.25851
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5
30162RAC5
10000.000000
PA
USD
950.000000
0.0000335
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
11.5
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 2019-2A
N/A
EXETER AUTOMOBILE RECEIVABLES EART 2019 2A R 144A
30167LAL3
6900.000000
PA
USD
1929214.190000
0.0680301
Long
ABS-O
CORP
US
N
3
2031-05-15
Fixed
0
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 2019-3A
N/A
EXETER AUTOMOBILE RECEIVABLES EART 2019 3A R 144A
30167EAL9
16100.000000
PA
USD
6023238.740000
0.2123982
Long
ABS-O
CORP
US
N
3
2031-08-15
Fixed
0
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 2020-2A
N/A
EXETER AUTOMOBILE RECEIVABLES EART 2020 2A R 144A
30167YAL5
20570.000000
PA
USD
14777527.450000
0.5211018
Long
ABS-O
CORP
US
N
3
2032-09-15
Fixed
0
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-4A
N/A
EXETER AUTOMOBILE RECEIVABLES EART 2021 4A R 144A
30165JAN6
16642.000000
PA
USD
5180340.320000
0.1826750
Long
ABS-O
CORP
US
N
3
2033-12-15
Fixed
0
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH F 144A
30227FAN0
21226326.920000
PA
USD
20234728.440000
0.7135397
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
8.894
N
N
N
N
N
N
FAIRFAX INDIA HOLDINGS CORPORATION
549300K2JHXU7AX7CV78
FAIRFAX INDIA HOLDINGS SR UNSECURED 144A 02/28 5
303897AA0
12400000.000000
PA
USD
10726000.000000
0.3782323
Long
DBT
CORP
CA
N
2
2028-02-26
Fixed
5
N
N
N
N
N
N
FANNIE MAE REMICS 2021-5
N/A
FANNIE MAE FNR 2021 5 JI
3136BDZW1
11165913.040000
PA
USD
543147.970000
0.0191531
Long
ABS-MBS
USGSE
US
N
2
2036-02-25
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE REMICS 2021-59
N/A
FANNIE MAE FNR 2021 59 KI
3136BGB75
25602832.390000
PA
USD
5585347.500000
0.1969568
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
4
N
N
N
N
N
N
FANNIE MAE REMICS 2022-3
N/A
FANNIE MAE FNR 2022 3 YS
3136BLFH8
213134128.900000
PA
USD
2405239.960000
0.0848163
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Floating
0
N
N
N
N
N
N
FARRINGDON MORTAGES PLC 2
N/A
FARRINGDON MORTGAGES NO.2 07/47 1
B0LNR9II9
5675000.000000
PA
1681450.520000
0.0592932
Long
ABS-MBS
CORP
GB
N
2
2047-07-15
Floating
8.4835
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
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD COMMON STOCK
G5924V106
57729.000000
NS
USD
10391.220000
0.0003664
Long
EC
CORP
BM
N
2
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
FINASTRA USA, INC. TERM LOAN B
02034DAC1
17750000.000000
PA
USD
17109313.750000
0.6033279
Long
LON
CORP
US
N
2
2024-06-13
Floating
9.0663
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
2331324.980000
0.0822098
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 FCAT 2020 3 R 144A
33844T107
20000.000000
PA
USD
2032090.450000
0.0716579
Long
ABS-O
CORP
US
N
3
2027-12-15
Fixed
0
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2021-3
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2021 3 R 144A
33846Q101
8473.000000
PA
USD
1029162.230000
0.0362915
Long
ABS-O
CORP
US
N
3
2028-12-15
Fixed
0
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FLOODSMART RE LTD UNSECURED 144A 03/24 VAR
33975CAG0
2246000.000000
PA
USD
2111520.750000
0.0744588
Long
DBT
CORP
BM
N
2
2024-03-01
Floating
13.58
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FLOODSMART RE LTD UNSECURED 144A 03/24 VAR
33975CAH8
643000.000000
PA
USD
531407.350000
0.0187391
Long
DBT
CORP
BM
N
2
2024-03-01
Floating
17.33
N
N
N
N
N
N
NAC HOLDINGS LTD
N/A
NAC AVIATION RSTRCTR EQUITY EQTYNACL7
944RJF908
531558.000000
NS
USD
8471705.630000
0.2987388
Long
EC
CORP
US
Y
3
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
178186.000000
NS
USD
27072274.380000
0.9546530
Long
EC
CORP
US
Y
3
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1
BXC8GV902
2330820.000000
NS
966488.800000
0.0340814
Long
EC
CORP
ES
N
1
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU
N/A
FONTAINEBLEAU MIAMI BEACH TRUS FMBT 2019 FBLU F 144A
34461LAQ7
9700000.000000
PA
USD
8993150.330000
0.3171266
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
4.09497
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
62910579.400000
PA
USD
4169137.570000
0.1470168
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
1884033.270000
0.0664369
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
2.07882
N
N
N
N
N
N
FREDDIE MAC REMICS 3907
N/A
FREDDIE MAC FHR 3907 MS
3137AEE68
878342.370000
PA
USD
20712.190000
0.0007304
Long
ABS-MBS
USGSE
US
N
2
2026-08-15
Floating
1.45671
N
N
N
N
N
N
FREDDIE MAC REMICS 5069
N/A
FREDDIE MAC FHR 5069 IL
3137F9C66
4548110.700000
PA
USD
762688.600000
0.0268948
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
3
N
N
N
N
N
N
FREDDIE MAC REMICS 5069
N/A
FREDDIE MAC FHR 5069 PI
3137F9CZ2
3401277.260000
PA
USD
503417.950000
0.0177521
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
3
N
N
N
N
N
N
FREDDIE MAC REMICS 5140
N/A
FREDDIE MAC FHR 5140 JI
3137H24K7
3965036.080000
PA
USD
689550.310000
0.0243157
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA5
N/A
FREDDIE MAC STACR STACR 2021 DNA5 B2 144A
35564KJB6
14300000.000000
PA
USD
12963424.760000
0.4571309
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
10.5665
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA6
N/A
FREDDIE MAC STACR STACR 2021 DNA6 B2 144A
35564KLV9
12000000.000000
PA
USD
11987996.400000
0.4227342
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
12.5665
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-HQA3
N/A
FREDDIE MAC STACR STACR 2021 HQA3 B1 144A
35564KKK4
3100000.000000
PA
USD
2983300.190000
0.1052005
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Floating
8.41655
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-HQA3
N/A
FREDDIE MAC STACR STACR 2021 HQA3 B2 144A
35564KKL2
3700000.000000
PA
USD
3469343.850000
0.1223399
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Floating
11.3165
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2
N/A
FREDDIE MAC STACR STACR 2022 DNA2 B1 144A
35564KSJ9
3700000.000000
PA
USD
3691494.070000
0.1301736
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
9.81655
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2
N/A
FREDDIE MAC STACR STACR 2022 DNA2 B2 144A
35564KSQ3
1600000.000000
PA
USD
1608333.760000
0.0567149
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
13.5665
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2
N/A
FREDDIE MAC STACR STACR 2022 DNA2 M2 144A
35564KRN1
11700000.000000
PA
USD
11791474.110000
0.4158042
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
8.81655
N
N
N
N
N
N
FREED ABS TRUST 2020-3FP
N/A
FREED ABS TRUST FREED 2020 3FP CERT 144A
35634LAD5
4850.000000
PA
USD
558550.990000
0.0196963
Long
ABS-O
CORP
US
N
3
2027-09-20
Fixed
0
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
1516602.410000
0.0534801
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
7.25043
Y
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-2
N/A
FREMONT HOME LOAN TRUST FHLT 2006 2 M1
35729PPZ7
10514381.880000
PA
USD
7070254.150000
0.2493193
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.63043
N
N
N
N
N
N
FUTBOL CLUB BARCELONA SL
95980020140005871781
ESPAI BRCA FNDO DE TITULZACION EUR TERM LOAN
948FVAII8
14500000.000000
PA
15664180.910000
0.5523680
Long
LON
CORP
ES
N
3
2028-05-31
Fixed
11.5
N
N
Y
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN
943ZHKII3
11718249.670000
PA
8851159.520000
0.3121195
Long
LON
CORP
CA
N
2
2027-10-18
Fixed
13.05
N
N
Y
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN
943ZERII1
53843071.160000
PA
USD
53876723.080000
1.8998616
Long
LON
CORP
CA
N
2
2027-10-15
Fixed
13.2206
N
N
Y
N
N
N
GC PASTOR HIPOTECARIO FTA 5
N/A
PASTOR GC HIPOTECARIO GCPAS 5 A2 REGS
997AAZII7
3865561.700000
PA
3644046.380000
0.1285005
Long
ABS-MBS
CORP
ES
N
2
2046-06-21
Floating
3.721
N
N
N
N
N
N
GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
N/A
GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A
36167RAA1
14530000.000000
PA
USD
12462006.130000
0.4394493
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
5.993
N
N
N
N
N
N
GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
N/A
GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT E 144A
36167RAJ2
12000000.000000
PA
USD
5505417.600000
0.1941382
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
8.543
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
1100000.000000
PA
USD
477356.000000
0.0168331
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
Y
Y
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875
37443GAH4
1100000.000000
PA
USD
481272.000000
0.0169712
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.875
Y
Y
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
37443GAJ0
400000.000000
PA
USD
166866.400000
0.0058842
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
Y
Y
N
N
N
N
GIBSON BRANDS INC (AKA: GIBSON GUITAR CORP)
549300KU4ACNZQGB7J14
GIBSON BRANDS INC 2021 TERM LOAN
37476YAB8
6008500.190000
PA
USD
4866885.150000
0.1716216
Long
LON
CORP
US
N
2
2028-08-11
Floating
10.2479
N
N
N
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II BLUE HOLDING L P TERM LOAN B
31575AAB3
3360.880000
PA
USD
3376.490000
0.0001191
Long
LON
CORP
US
N
2
2028-09-29
Floating
9.717
N
N
N
N
N
N
GLACIER FUNDING CDO LTD 2004-2A
N/A
GLACIER FUNDING CDO GLCR 2004 2A B 144A
37638VAC7
33250000.000000
PA
USD
6111217.000000
0.2155006
Long
ABS-CBDO
CORP
KY
N
2
2042-11-12
Floating
5.54971
N
N
N
N
N
N
GLG EURO CLO 1A
N/A
MAN GLG EURO CLO GLGE 1A SUBR 144A
ACI11ZRZ8
1762000.000000
PA
525601.560000
0.0185344
Long
ABS-CBDO
CORP
IE
N
2
2030-10-15
Fixed
0
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
1285960.590000
PA
USD
1215934.510000
0.0428776
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Fixed
5.55
N
N
N
N
N
N
STEARNS HOLDINGS LLC
549300B7MV13XJXKBZ36
STEARNS HOLDING LLC CLASS B STEARNS HOLDING LLC CLASSB
9353MP906
284008.000000
NS
USD
0.280000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
SYNIVERSE CORPORATION
N/A
SYNIVERSE PFD PIK PFDJJZ917
936UVD902
35382127.720000
NS
USD
32562172.140000
1.1482439
Long
EP
CORP
US
Y
3
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI SIENA COMMON STOCK
ACI28SXK1
3581000.000000
NS
8995268.560000
0.3172013
Long
EC
CORP
IT
N
1
N
N
N
GREAT HALL MORTGAGES PLC 2007-2X
N/A
FIAC
936NUVII0
1000000.000000
PA
1.270000
0.0000000
Long
ABS-MBS
CORP
GB
N
3
2039-06-25
Fixed
0
N
N
N
N
N
N
GREAT HALL MORTGAGES PLC 2007-2X
N/A
GREAT HALL MORTGAGES PLC 2007 GHM 2007 2X R
936LMVII3
1000000.000000
PA
13187260.520000
0.4650240
Long
ABS-MBS
CORP
GB
N
3
2039-06-25
Fixed
0
N
N
N
N
N
N
GREENE KING FINANCE PLC
213800QIJMYMW6TSBG41
GREENE KING FINANCE PLC SECURED REGS 03/36 VAR
B14551II6
200000.000000
PA
191708.640000
0.0067602
Long
DBT
CORP
GB
N
2
2036-03-15
Floating
6.43395
N
N
N
N
N
N
GREENPOINT MANUFACTURED HOUSING 1999-5
N/A
GREENPOINT MANUFACTURED HOUSIN GPMH 1999 5 M2
395383AG7
133728.660000
PA
USD
117211.300000
0.0041332
Long
ABS-O
CORP
US
N
2
2029-12-15
Fixed
9.23
Y
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
3106938.250000
0.1095604
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.74434
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP G 144A
36255MAS6
2440000.000000
PA
USD
2197228.540000
0.0774811
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.74434
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2015-590M
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2015 590M E 144A
36250WAN0
3000000.000000
PA
USD
2472289.800000
0.0871807
Long
ABS-MBS
CORP
US
N
2
2035-10-10
Variable
3.93225
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2020-DUNE
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE F 144A
36258BAU2
6440000.000000
PA
USD
5997598.400000
0.2114941
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.44
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
41266058.530000
PA
USD
140727.580000
0.0049625
Long
ABS-O
CORP
US
N
2
2059-07-25
Fixed
0
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
4170883.890000
0.1470784
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Floating
3.84765
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
21543.170000
PA
USD
21430.600000
0.0007557
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
45985827.310000
PA
USD
531678.940000
0.0187487
Long
ABS-O
CORP
US
N
2
2059-07-25
Variable
0
N
N
N
N
N
N
TEXGEN POWER LLC
5493003XDLS9LCQ3SY55
TEXGEN POWER LLC
933KFF900
273307.000000
NS
USD
7652596.000000
0.2698544
Long
EC
CORP
US
Y
3
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 AIOS 144A
36261WAQ0
92907149.000000
PA
USD
636046.990000
0.0224290
Long
ABS-O
CORP
US
N
2
2060-12-25
Variable
0.165
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 B 144A
36261WAP2
20530968.250000
PA
USD
11529251.450000
0.4065574
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
3.8271
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 SA 144A
36261WAH0
106206.100000
PA
USD
99746.230000
0.0035174
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
0
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 X 144A
36261WAR8
106318894.350000
PA
USD
3719034.920000
0.1311448
Long
ABS-O
CORP
US
N
2
2060-12-25
Variable
0
N
N
N
N
N
N
GSAMP TRUST 2004-AHL
N/A
GSAMP TRUST GSAMP 2004 AHL M2
36242DHR7
672195.840000
PA
USD
609669.590000
0.0214989
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
6.87543
Y
N
N
N
N
N
GSAMP TRUST 2004-SEA2
N/A
GSAMP TRUST GSAMP 2004 SEA2 M2
36228F6A9
2683448.200000
PA
USD
2115558.380000
0.0746012
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
7.02543
Y
N
N
N
N
N
GSAMP TRUST 2005-AHL2 2005-AHL2
N/A
GSAMP TRUST GSAMP 2005 AHL2 M1
362341C64
7185208.960000
PA
USD
4616219.410000
0.1627823
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.81043
N
N
N
N
N
N
GSAMP TRUST 2005-SD1
N/A
GSAMP TRUST GSAMP 2005 SD1 M3 144A
36242DWF6
9451615.610000
PA
USD
7318041.930000
0.2580570
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
7.77543
Y
N
N
N
N
N
GSAMP TRUST 2005-WMC1
N/A
GSAMP TRUST GSAMP 2005 WMC1 M2
362341PV5
4871747.400000
PA
USD
3806404.880000
0.1342257
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
5.93043
N
N
N
N
N
N
GSAMP TRUST 2005-WMC3
N/A
GSAMP TRUST GSAMP 2005 WMC3 M1
362341L64
20156285.140000
PA
USD
16348244.860000
0.5764902
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.82543
Y
N
N
N
N
N
GSAMP TRUST 2006-HE3
N/A
GSAMP TRUST GSAMP 2006 HE3 M1
36244KAF2
27179367.710000
PA
USD
21048773.220000
0.7422455
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
5.57043
N
N
N
N
N
N
GSAMP TRUST 2006-HE4
N/A
GSAMP TRUST GSAMP 2006 HE4 M1
362439AF8
7368073.460000
PA
USD
6047192.300000
0.2132429
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.60043
Y
N
N
N
N
N
GSAMP TRUST 2006-SD1
N/A
GSAMP TRUST GSAMP 2006 SD1 M2 144A
362341X79
1277966.070000
PA
USD
1073914.510000
0.0378696
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
6.50043
N
N
N
N
N
N
GSMSC RESECURITIZATION TRUST 2015-7R
N/A
GS MORTGAGE SECURITIES CORP. GSMSC 2015 7R B 144A
36254RAB3
40002803.890000
PA
USD
16994527.190000
0.5992801
Long
ABS-MBS
CORP
US
N
2
2037-09-26
Variable
3.04642
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1B
41161PLE1
1614095.950000
PA
USD
1274477.890000
0.0449421
Long
ABS-MBS
CORP
US
N
2
2035-03-19
Floating
5.80629
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-12
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13
41162DAD1
2594972.310000
PA
USD
2550924.210000
0.0899536
Long
ABS-MBS
CORP
US
N
2
2036-12-19
Floating
5.63657
Y
N
N
N
N
N
HARBOUR 1
N/A
HARBOUR PLC HARBR 1 E REGS
ACI227L75
4300000.000000
PA
5228388.610000
0.1843693
Long
ABS-MBS
CORP
GB
N
2
2054-01-28
Floating
6.45395
N
N
N
N
N
N
HARVEST CLO XV DAC 15A
N/A
HARVEST CLO HARVT 15A SUB 144A
ACI13DPQ7
2000000.000000
PA
714884.630000
0.0252091
Long
ABS-CBDO
CORP
IE
N
2
2029-05-22
Floating
0
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
HESTIA RE LTD UNSECURED 144A 04/25 VAR
42815KAA0
3520000.000000
PA
USD
3044272.000000
0.1073505
Long
DBT
CORP
BM
N
2
2025-04-22
Floating
9.5
N
N
N
N
N
N
HILTON ORLANDO TRUST 2018-ORL
N/A
HILTON USA TRUST HILT 2018 ORL E 144A
432885AN1
14119000.000000
PA
USD
13783843.180000
0.4860614
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
8.09329
N
N
N
N
N
N
HILTON ORLANDO TRUST 2018-ORL
N/A
HILTON USA TRUST HILT 2018 ORL F 144A
432885AQ4
2207000.000000
PA
USD
2122435.710000
0.0748437
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
9.09329
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG REG COMMON STOCK CHF.1
ACI09N1W4
5143.000000
NS
103974.740000
0.0036665
Long
EC
CORP
CH
N
1
N
N
N
HOME EQUITY ASSET TRUST 2006-4
N/A
HOME EQUITY ASSET TRUST HEAT 2006 4 M1
437084VR4
30173202.360000
PA
USD
27418877.790000
0.9668753
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.63043
N
N
N
N
N
N
HOSPITALITY MORTGAGE TRUST 2019-HIT
N/A
HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT F 144A
40443RAQ4
13688108.320000
PA
USD
12958125.610000
0.4569440
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
8.34329
N
N
N
N
N
N
HOSPITALITY MORTGAGE TRUST 2019-HIT
N/A
HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT G 144A
40443RAS0
3982315.350000
PA
USD
3695647.580000
0.1303201
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
9.09329
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A A1 144A
442451AA8
13376921.730000
PA
USD
2623200.970000
0.0925023
Long
ABS-CBDO
CORP
KY
N
2
2041-07-05
Floating
4.42229
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A A2 144A
442451AB6
8111157.650000
PA
USD
811.120000
0.0000286
Long
ABS-CBDO
CORP
KY
N
2
2041-07-05
Floating
4.62229
N
N
N
N
N
N
HOUT BAY 2006-1
N/A
HOUT BAY HOUT 2006 1A B 144A
442451AC4
3290000.000000
PA
USD
329.000000
0.0000116
Long
ABS-CBDO
CORP
KY
N
2
2041-07-05
Floating
4.75229
N
N
N
N
N
N
HSI ASSET LOAN OBLIGATION 2007-1
N/A
HSI ASSET LOAN OBLIGATION HALO 2007 1 2A12
40431TAP6
6668719.080000
PA
USD
2697459.520000
0.0951209
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.5
N
N
N
N
N
N
HSI ASSET SEC CORP TRUST 2006-OPT2
N/A
HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M5
40430HEE4
24675000.010000
PA
USD
16505035.950000
0.5820191
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.96043
N
N
N
N
N
N
HSI ASSET SECUR CORP TRUST 2007-OPT1
N/A
HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 1A
40431JAA1
8704858.200000
PA
USD
7315823.110000
0.2579788
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.29043
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
403446.000000
NS
USD
1863920.520000
0.0657277
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON CDO LTD 2005-1A
N/A
HUNTINGTON CDO LTD HUNTN 2005 1A B 144A
446279AG6
10000000.000000
PA
USD
2832720.000000
0.0998906
Long
ABS-CBDO
CORP
KY
N
2
2040-11-05
Floating
5.20157
N
N
N
N
N
N
IMPAC CMB TR 2005-7
N/A
IMPAC CMB TRUST IMM 2005 7 A1
45254NQX8
11301881.340000
PA
USD
9751683.650000
0.3438748
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
5.67043
Y
N
N
N
N
N
IMPAC CMB TR 2005-7
N/A
IMPAC CMB TRUST IMM 2005 7 A2
45254NQY6
1258618.600000
PA
USD
1070936.670000
0.0377646
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
5.43043
N
N
N
N
N
N
INGENICO TERMINALS (POSEIDON BIDCO)
254900LGX7YG7Y9YM766
POSEIDON BIDCO SASU EUR TERM LOAN B
945BRXII5
4100000.000000
PA
4384442.970000
0.1546092
Long
LON
CORP
GB
N
3
2028-07-14
Floating
8.50103
N
N
N
N
N
N
INSTANT BRANDS HOLDINGS INC
N/A
INSTANT BRANDS HOLDINGS INC 2023 PIK DIP TERM LOAN
948FURII2
6258055.490000
PA
USD
5788701.330000
0.2041277
Long
LON
CORP
US
N
3
2023-12-12
Fixed
15.217
N
N
Y
N
N
N
INSTANT BRANDS HOLDINGS INC
N/A
INSTANT BRANDS HOLDINGS INC TERM LOAN
45783DAB5
15042461.700000
PA
USD
3277075.490000
0.1155599
Long
LON
CORP
US
N
2
2028-04-12
Floating
10.625
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5
45824TBC8
49498000.000000
PA
USD
45184590.840000
1.5933498
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B
L5137LAQ8
12226343.240000
PA
USD
12192476.270000
0.4299448
Long
LON
CORP
LU
N
2
2029-02-01
Floating
9.4435
N
N
N
N
N
N
INTER MEDIA AND COMMUNICATION SPA
81560082CE2ED97AFD36
INTER MEDIA COMMUNICATIO SR SECURED REGS 02/27 6.75
ACI239FN2
1677000.000000
PA
1773798.490000
0.0625497
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.75
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
942UCF009
2200.830000
NS
USD
0.000000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
ISCHUS CDO I LTD 2004-1A
N/A
ISCHUS CDO LTD ICM 2004 1A A2 144A
464266AC9
3112992.020000
PA
USD
2633289.290000
0.0928580
Long
ABS-CBDO
CORP
KY
N
2
2040-01-05
Floating
5.80688
N
N
N
N
N
N
IVANTI SOFTWARE INC
254900GHAXAYKWDX9F60
IVANTI SOFTWARE, INC. 2021 TERM LOAN B
46583DAG4
13943557.940000
PA
USD
11816049.870000
0.4166708
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.7583
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST E 144A
46652DAJ4
3240000.000000
PA
USD
1672937.060000
0.0589930
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.693
N
N
N
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
17047000.000000
PA
USD
12136514.480000
0.4279714
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.35048
N
N
N
N
N
N
JEFFERSON CAPITAL HOLDINGS LLC
N/A
JEFFERSON CAPITAL HOLDIN COMPANY GUAR 144A 08/26 6
472481AA8
4680000.000000
PA
USD
3808384.160000
0.1342955
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2006-A7
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A6
466286AU5
13449883.280000
PA
USD
10164114.450000
0.3584184
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.79023
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2007-A1
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A4
466287AD1
2654229.060000
PA
USD
2420402.890000
0.0853510
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.57043
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR-2007-LD11
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LD11 AJ
46631BAK1
14868209.290000
PA
USD
3200382.050000
0.1128555
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
6.01476
Y
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH H 144A
46654EAQ4
5000000.000000
PA
USD
4128224.000000
0.1455741
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
8.583
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 E 144A
46642CAN0
1846228.000000
PA
USD
762646.140000
0.0268933
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
378623.910000
0.0133515
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
194249.430000
0.0068498
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
3905604.330000
PA
USD
325347.780000
0.0114728
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 2018-ASH8
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 E 144A
46649JAN8
20962025.330000
PA
USD
19826455.820000
0.6991428
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
8.443
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 F 144A
46649JAQ1
4367088.610000
PA
USD
4082999.450000
0.1439793
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
9.443
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 A 144A
46653DAA2
1400000.000000
PA
USD
1278723.320000
0.0450918
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.493
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
63729.000000
NS
USD
286780.500000
0.0101128
Long
EC
CORP
US
Y
3
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 E 144A
46653DAJ3
5000000.000000
PA
USD
3788760.000000
0.1336035
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
9.043
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5
N/A
JP MORGAN CHASE COMMERCIAL 11/38 VAR
46654PAN6
12000000.000000
PA
USD
11667944.400000
0.4114482
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.709
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 F 144A
46654PAQ9
2756000.000000
PA
USD
2585965.410000
0.0911892
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
9.459
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 H 144A
46654PAU0
21526000.000000
PA
USD
19336515.200000
0.6818659
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
11.584
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2
46628LAG3
7597.780000
PA
USD
5636.430000
0.0001988
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.2818
Y
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
589657.860000
0.0207932
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.291
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2007-CH1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH1 MF2
46630LAJ3
1687004.640000
PA
USD
2041278.310000
0.0719819
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.34
N
N
N
N
N
N
JP MORGAN RESECURITIZATION TRUST SERIES 2014-7
N/A
JP MORGAN REREMIC JPMRR 2014 7 1C 144A
46643WAB1
7668568.600000
PA
USD
1704192.520000
0.0600952
Long
ABS-O
CORP
US
N
2
2036-05-26
Variable
0
N
N
N
N
N
N
JPMCC-2019-BKWD
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD A 144A
46591JAA4
1444132.520000
PA
USD
1340680.640000
0.0472766
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
6.443
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
9354707.650000
0.3298762
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
11942381.470000
0.4211257
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
8478893.930000
0.2989923
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
8171195.500000
0.2881419
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
12149946.690000
0.4284451
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
20443485.250000
0.7209012
Long
ABS-O
CORP
US
N
3
2050-01-01
Fixed
0
N
N
N
N
N
N
KIWI VFS SUB I SARL
N/A
KIWI VFS SUB I SARL EUR TERM LOAN
943VLLII5
32040000.000000
PA
35315925.700000
1.2453499
Long
LON
CORP
GB
N
3
2029-05-16
Floating
9.998
N
N
N
N
N
N
KIWI VFS SUB I SARL
N/A
KIWI VFS SUB I SARL GBP TERM LOAN B
943VLWII1
6550860.380000
PA
8378809.430000
0.2954630
Long
LON
CORP
GB
N
3
2029-05-16
Floating
12.428
N
N
N
N
N
N
KNOLLWOOD CDO LTD. 2004-1A
N/A
KNOLLWOOD CDO LTD KNOLL 2004 1A A1 144A
499169AA8
8050899.760000
PA
USD
3378680.850000
0.1191428
Long
ABS-CBDO
CORP
KY
N
2
2039-01-10
Floating
5.661
N
N
N
N
N
N
KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP
N/A
KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP E 144A
50085PAL1
22339000.000000
PA
USD
12452500.250000
0.4391141
Long
ABS-MBS
CORP
US
N
2
2044-11-05
Fixed
3.02449
N
N
N
N
N
N
LABRADOR AVIATION FINANCE LTD 2016-1A
N/A
LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A
50543LAA0
6358701.100000
PA
USD
5268293.230000
0.1857765
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.3
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
14730289.000000
PA
USD
4643134.400000
0.1637314
Long
ABS-CBDO
CORP
KY
N
2
2040-01-03
Floating
5.88507
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
19708868.010000
PA
USD
6212432.290000
0.2190698
Long
ABS-CBDO
CORP
KY
N
2
2040-01-04
Floating
5.88507
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL
N5200EAC5
170648.620000
PA
USD
136518.900000
0.0048141
Long
LON
CORP
US
N
2
2024-06-28
Floating
8.217
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
2433798.680000
PA
USD
1419719.950000
0.0500638
Long
LON
CORP
US
N
2
2025-06-30
Fixed
6.193
N
N
Y
N
N
N
1211 AVENUE OF THE AMERICAS TRUST 2015-1211
N/A
1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 C 144A
90117PAL9
3000000.000000
PA
USD
2693419.200000
0.0949784
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
4.28017
N
N
N
N
N
N
280 PARK AVENUE 2017-280P MORTGAGE TRUST
N/A
280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A
90205FAN0
9645000.000000
PA
USD
8286731.300000
0.2922160
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
7.30089
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
7233000.000000
PA
USD
6031867.040000
0.2127025
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
8.00899
N
N
N
N
N
N
LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST1
N/A
LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST1 CERT 144A
52607NAB3
2300000.000000
PA
USD
561247.430000
0.0197913
Long
ABS-O
CORP
US
N
3
2028-03-15
Fixed
0
N
N
N
N
N
N
LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2
N/A
LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 CERT 144A
52607QAB6
2900000.000000
PA
USD
788399.770000
0.0278014
Long
ABS-O
CORP
US
N
3
2028-04-15
Fixed
0
N
N
N
N
N
N
510 LOAN ACQUISITION TRUST 2020-1
N/A
510 LOAN ACQUISITION TRUST FTLA 2020 1 A 144A
33831HAA6
5753522.120000
PA
USD
5633226.900000
0.1986452
Long
ABS-MBS
CORP
US
N
2
2060-09-25
Fixed
5.107
N
N
N
N
N
N
522 FIFTH AVENUE TRUST
N/A
522 FIFTH AVENUE TRUST FIXED TERM LOAN
945BERII2
2587185.230000
PA
USD
2523945.370000
0.0890022
Long
LON
CORP
US
N
3
2025-08-27
Fixed
10.647
N
N
N
N
N
N
LIBERTY STREET TRUST 2016-225L
N/A
LIBERTY STREET TRUST LBTY 2016 225L A 144A
902055AA0
3500000.000000
PA
USD
3138894.150000
0.1106872
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Fixed
3.597
N
N
N
N
N
N
LIBERTY STREET TRUST 2016-225L
N/A
LIBERTY STREET TRUST LBTY 2016 225L E 144A
902055AJ1
7616273.000000
PA
USD
5276745.860000
0.1860745
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Variable
4.80345
N
N
N
N
N
N
LIFEMILES LTD
254900CGQFLUG99LJ840
LIFEMILES LTD 2021 TERM LOAN B
G6368CAE9
6462845.340000
PA
USD
6382059.770000
0.2250514
Long
LON
CORP
BM
N
3
2026-08-30
Floating
10.5137
N
N
N
N
N
N
LNR CDO LTD 2005-1A
N/A
LNR CDO LTD LNR 2005 1A A 144A
53944PAA0
2058378.770000
PA
USD
26456.340000
0.0009329
Long
ABS-CBDO
CORP
KY
N
2
2043-02-28
Floating
5.45786
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
15025076.500000
PA
USD
13035936.670000
0.4596879
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
6.27543
Y
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2005-2
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M7
542514KX1
4352736.170000
PA
USD
3646282.740000
0.1285793
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
7.02543
Y
N
N
N
N
N
LUDGATE FUNDING PLC 2006-1X
N/A
LUDGATE FUNDING PLC LGATE 2006 1X MC REGS
ACI20ZV82
375000000.000000
PA
2381.250000
0.0000840
Long
ABS-MBS
CORP
GB
N
3
2060-12-01
Floating
0
N
N
N
N
N
N
LUDGATE FUNDING PLC 2006-1X
N/A
LUDGATE FUNDING PLC LGATE 2006 1X RES REGS
ACI20ZV58
375000000.000000
PA
1522927.620000
0.0537032
Long
ABS-MBS
CORP
GB
N
3
2060-12-01
Floating
0
N
N
N
N
N
N
LUXE TRUST 2021-TRIP
N/A
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP F 144A
55066WAL8
26640000.000000
PA
USD
25672573.730000
0.9052952
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
8.443
N
N
N
N
N
N
MACQUARIE FINANCING MORRISON (MARKET BIDCO LIMITED)
549300RKU7UEPSC42U63
WM MORRISON EUR TERM LOAN B1
943UASII4
34356949.260000
PA
32263040.190000
1.1376956
Long
LON
CORP
GB
N
2
2027-11-04
Floating
8.073
N
N
N
N
N
N
MACQUARIE FINANCING MORRISON (MARKET BIDCO LIMITED)
549300RKU7UEPSC42U63
WM MORRISON GBP TERM LOAN A
948DUDII8
19338000.000000
PA
21581438.070000
0.7610289
Long
LON
CORP
GB
N
2
2027-11-04
Floating
8.991
N
N
N
N
N
N
MANSARD MORTGAGES PLC 2006-1X
N/A
MANSARD MORTGAGES PLC MANSD 2006 1X B2 REGS
B1GJ7MII5
2296059.710000
PA
2639728.880000
0.0930851
Long
ABS-MBS
CORP
GB
N
2
2048-10-15
Floating
8.04216
N
N
N
N
N
N
MARGATE FUNDING LTD
N/A
MARGATE FUNDING LTD MGATE 2004 1A A1S 144A
56659NAA3
37095427.350000
PA
USD
11293702.860000
0.3982512
Long
ABS-CBDO
CORP
KY
N
2
2044-12-04
Floating
5.31571
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
94084.370000
0.0033177
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
16695.000000
PA
USD
738814.810000
0.0260529
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
339830.950000
0.0119835
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
398363.860000
0.0140476
Long
ABS-O
CORP
US
N
3
2030-03-15
Fixed
0
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-3 2005-3
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 3 B1
576433YZ3
797718.830000
PA
USD
545903.880000
0.0192503
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.81101
N
N
N
N
N
N
ACACIA CDO LTD 5A
N/A
ACACIA CDO LTD ACCDO 5A B 144A
00388EAB7
27881649.050000
PA
USD
7592145.150000
0.2677228
Long
ABS-CBDO
CORP
KY
N
2
2039-11-08
Floating
6.17371
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-NC1
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M2
57643LNH5
8975081.810000
PA
USD
7761963.080000
0.2737111
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.76543
Y
N
N
N
N
N
MASTR ASSET BACKED SECURIT TR 2003-OPT1
N/A
MASTR ASSET BACKED SECURITIES MABS 2003 OPT1 M4
57643LAN6
443721.190000
PA
USD
285072.630000
0.0100526
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Floating
11.0004
Y
N
N
N
N
N
ACCREDITED MORTGAGE LOAN TRUST 2004-3
N/A
ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 1M3
004375BG5
1863045.740000
PA
USD
1523821.070000
0.0537347
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
6
N
N
N
N
N
N
MEDIAPRODUCCION SL
9598000FFEJYX6LX9380
MEDIAPRO EUR TERM LOAN
943XCPII2
19100000.000000
PA
20073380.500000
0.7078501
Long
LON
CORP
ES
N
2
2027-07-29
Floating
11.098
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
3789149.540000
0.1336173
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.44043
N
N
N
N
N
N
MERCURY CDO LTD 2004-1A
N/A
MERCURY CDO LTD MRCY 2004 1A A2A 144A
58936RAC1
6096721.050000
PA
USD
3977860.520000
0.1402718
Long
ABS-CBDO
CORP
KY
N
2
2040-12-08
Floating
6.13871
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M2
59020UC37
4464000.000000
PA
USD
3695630.880000
0.1303195
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
6.02043
N
N
N
N
N
N
ACE SECURITIES CORP 2005-HE1
N/A
ACE SECURITIES CORP. ACE 2005 HE1 M6
004421KZ5
14326946.630000
PA
USD
10302495.860000
0.3632982
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
6.42543
N
N
N
N
N
N
ACE SECURITIES CORP 2005-HE5
N/A
ACE SECURITIES CORP. ACE 2005 HE5 M5
004421RJ4
3551187.430000
PA
USD
2305701.480000
0.0813062
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
6.11043
Y
N
N
N
N
N
MFA 2020-NQM1 TRUST
N/A
MFRA TRUST MFRA 2020 NQM1 B1 144A
552754AE3
6143000.000000
PA
USD
5195698.410000
0.1832166
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
968991.920000
0.0341697
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
3.071
N
N
N
N
N
N
MFT TRUST 2020-ABC E
N/A
MFT TRUST MOFT 2020 ABC C 144A
55317BAG2
4500000.000000
PA
USD
2905238.700000
0.1024478
Long
ABS-MBS
CORP
US
N
2
2042-02-10
Variable
3.59259
N
N
N
N
N
N
MFT TRUST 2020-ABC E
N/A
MFT TRUST MOFT 2020 ABC D 144A
55317BAJ6
7786000.000000
PA
USD
4759120.090000
0.1678214
Long
ABS-MBS
CORP
US
N
2
2042-02-10
Variable
3.59259
N
N
N
N
N
N
MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
MICHIGAN ST TOBACCO SETTLEMENT MISGEN 06/46 ZEROCPNOID 0
594751AL3
43500000.000000
PA
USD
4493980.650000
0.1584718
Long
DBT
MUN
US
N
2
2046-06-01
None
0
N
N
N
N
N
N
ACE SECURITIES CORP 2006-NC1
N/A
ACE SECURITIES CORP. ACE 2006 NC1 M2
004421UV3
2946665.830000
PA
USD
2251174.020000
0.0793834
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.79543
N
N
N
N
N
N
MKP CBO IV LTD
N/A
MKP CBO LTD MKP 4A A1 144A
553121AA2
2111412.650000
PA
USD
2107120.150000
0.0743036
Long
ABS-CBDO
CORP
KY
N
2
2040-07-12
Floating
5.49786
N
N
N
N
N
N
MKP CBO IV LTD
N/A
MKP CBO LTD MKP 4A A2 144A
553121AC8
44000000.000000
PA
USD
9520632.000000
0.3357272
Long
ABS-CBDO
CORP
KY
N
2
2040-07-12
Floating
5.69786
N
N
N
N
N
N
ACE SECURITIES CORP 2006-OP1
N/A
ACE SECURITIES CORP. ACE 2006 OP1 M1
00442PAG5
7864477.370000
PA
USD
5890377.160000
0.2077131
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
5.57043
N
N
N
N
N
N
MLCC MORTGAGE INVESTORS INC 2004-C
N/A
MLCC MORTGAGE INVESTORS INC MLCC 2004 C B1
59020UDS1
498613.130000
PA
USD
436949.210000
0.0154082
Long
ABS-MBS
CORP
US
N
3
2029-07-25
Floating
5.88543
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
1348749.170000
0.0475611
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
10.7754
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2005-WMC3
N/A
MORGAN STANLEY CAPITAL INC MSAC 2005 WMC3 M6
61744CQC3
8522240.550000
PA
USD
6561986.310000
0.2313961
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
6.21543
Y
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-HE1
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 M1
617451DS5
8698000.000000
PA
USD
6714999.520000
0.2367919
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.70543
Y
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-NC5
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP
61749BAB9
213525.160000
PA
USD
112400.140000
0.0039636
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.22043
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I INC 2014-150E
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A
61764BAA1
12000000.000000
PA
USD
9702223.200000
0.3421307
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.912
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A
61691KAL5
2500000.000000
PA
USD
2375002.500000
0.0837500
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.518
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF E 144A
61691KAN1
21060000.000000
PA
USD
19712275.830000
0.6951164
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
8.468
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF F 144A
61691KAQ4
6258000.000000
PA
USD
5845639.100000
0.2061355
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
9.668
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-BOP
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2018 BOP A 144A
61768FAA8
6330700.540000
PA
USD
5417974.320000
0.1910547
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Floating
6.043
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-BOP
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2018 BOP E 144A
61768FAN0
1200000.000000
PA
USD
344504.640000
0.0121483
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
7.143
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-SUN
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN F 144A
61691MAQ0
7400000.000000
PA
USD
7217705.440000
0.2545188
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
7.743
N
N
N
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
3914815.950000
0.1380486
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.693
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
3586575.000000
0.1264738
Long
ABS-MBS
CORP
US
N
2
2042-11-14
Variable
5.48539
N
N
N
N
N
N
MORGAN STANLEY CAPITAL INC 2005-HE7
N/A
MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M3
61744CWN2
5822471.090000
PA
USD
4806336.930000
0.1694865
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
5.85543
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
5582762.010000
PA
USD
4704450.630000
0.1658936
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
6.21543
Y
N
N
N
N
N
MORGAN STANLEY RESECURITIZATION TRUST 2013-R9
N/A
MORGAN STANLEY REREMIC TRUST MSRR 2013 R9 3B2 144A
61763DAV2
8407014.700000
PA
USD
6998506.820000
0.2467892
Long
ABS-MBS
CORP
US
N
2
2046-06-26
Variable
3.77096
N
N
N
N
N
N
MORRISON (MARKET BIDCO FINCO PLC)
549300UGYX6EBVHRVG53
MARKET BIDCO FINCO PLC SR SECURED 144A 11/27 4.75
ACI261ZG9
3700000.000000
PA
3260395.320000
0.1149717
Long
DBT
CORP
GB
N
2
2027-11-04
Fixed
4.75
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
40334.400000
PA
USD
35832.150000
0.0012636
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
2113077.360000
0.0745137
Long
ABS-MBS
CORP
GB
N
2
2046-03-13
Floating
7.95851
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-1
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1
007036AT3
2309028.780000
PA
USD
2041182.600000
0.0719785
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
6.30043
Y
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 7M2
007036CD6
1543384.760000
PA
USD
1444265.500000
0.0509293
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
6.95043
N
N
N
N
N
N
MRCD 2019-PARK MORTGAGE TRUST
N/A
MRCD MORTGAGE TRUST MRCD 2019 PARK G 144A
55348UAW8
11000000.000000
PA
USD
6122020.300000
0.2158816
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.71752
N
N
N
N
N
N
MRCD 2019-PARK MORTGAGE TRUST
N/A
MRCD MORTGAGE TRUST MRCD 2019 PARK J 144A
55348UBA5
12000000.000000
PA
USD
6074745.600000
0.2142145
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
4.25
N
N
N
N
N
N
MRCD 2019-PRKC MORTGAGE TRUST
N/A
MRCD 2019 PRKC MORTGAGE TRUST MRCD 2019 PRKC A 144A
55348UAA6
5500000.000000
PA
USD
3888380.380000
0.1371164
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
4.25
N
N
N
N
N
N
MSDB TRUST 2017-712F
N/A
MSDB TRUST MSDB 2017 712F A 144A
55354JAA2
3500000.000000
PA
USD
2984009.000000
0.1052255
Long
ABS-MBS
CORP
US
N
2
2039-07-11
Fixed
3.42653
N
N
N
N
N
N
MSSG TRUST 2017-237P
N/A
MORGAN STANLEY MORTGAGE CAPITA MSSG 2017 237P E 144A
55375KAL0
8006000.000000
PA
USD
5476161.640000
0.1931066
Long
ABS-MBS
CORP
US
N
2
2039-09-13
Variable
3.86481
N
N
N
N
N
N
MULTIPLAN CORPORATION
N/A
MULTIPLAN CORP SR UNSECURED 144A 10/27 6
17144CAB0
10600000.000000
PA
USD
7197400.000000
0.2538028
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6
N
N
Y
Y
N
MULTIPLAN CORPORATION
MULTIPLAN CORP
USD
XXXX
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-11
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 5A1
007036UQ7
34323.010000
PA
USD
20145.460000
0.0007104
Long
ABS-MBS
CORP
US
N
3
2036-02-25
Floating
5.69043
N
N
N
N
N
N
N-STAR REL CDO VIII LTD 2006-8A
N/A
N STAR REAL ESTATE CDO LTD NSTAR 2006 8A B 144A
62940FAD1
1112138.780000
PA
USD
839302.220000
0.0295964
Long
ABS-CBDO
CORP
KY
N
2
2041-02-01
Floating
5.625
N
N
N
N
N
N
NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY
213800F6E89RCASJ7E83
NAC AVIATION 29 DAC 2022 REINSTATD R1 TAKEBCK TLB1
943WDYII4
33879467.520000
PA
USD
30135786.360000
1.0626820
Long
LON
CORP
IE
N
2
2026-06-30
Floating
7.5007
N
N
N
N
N
N
NATIONAL COLLEGIATE II COMMUTATION TRUST 2005 AR16
N/A
NATIONAL COLLEGIATE II COMMUTA NCMCT 2005 AR16 AR16
63545AAA5
22875000.000000
PA
USD
2798733.380000
0.0986921
Long
ABS-O
CORP
US
N
2
2045-06-01
Fixed
3.748
N
N
N
N
N
N
NATIONAL COLLEGIATE STUDENT LOAN TRUST
N/A
NATL COLL STUDENT LOAN ASSET BACKED 144A 06/45 VAR
63543NAR2
50000.000000
PA
USD
41202.080000
0.0014529
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
7.544
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
5056834.300000
0.1783198
Long
ABS-MBS
CORP
US
N
2
2037-04-10
Variable
4.19316
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
5369500.000000
PA
USD
3532960.790000
0.1245832
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Fixed
3.91675
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M F 144A
63874FAN7
5333000.000000
PA
USD
3295624.940000
0.1162140
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
3.91675
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A
63874LAQ7
5000000.000000
PA
USD
4703978.500000
0.1658770
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.593
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
1717026.040000
0.0605477
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
8.343
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
740943.100000
0.0261280
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
9.343
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-10K
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 10K E 144A
63874UAL8
2850000.000000
PA
USD
2196347.090000
0.0774501
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
4.27242
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI D 144A
63875JAL2
4252563.330000
PA
USD
4172594.730000
0.1471387
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
9.09159
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI E 144A
63875JAN8
8548081.850000
PA
USD
8269539.180000
0.2916098
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
10.34
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-7
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 7M1
007036NH5
2010438.090000
PA
USD
1879652.260000
0.0662824
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
6.15043
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 01/25 5.625
78442FDJ4
139000.000000
PA
USD
126632.880000
0.0044655
Long
DBT
CORP
US
N
2
2025-01-25
Fixed
5.625
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-8
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 7M1
007036QX7
1528202.970000
PA
USD
1531318.060000
0.0539991
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
6.17043
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER GROUP S.A. COMMON STOCK
ACI2FJ7P1
225086.000000
NS
119661.380000
0.0042196
Long
EC
CORP
LU
N
3
N
N
N
ADLER FINANCING SARL
213800BAQB59IVKP7S93
ADLER FINANCING SARL SR SECURED 06/25 12.5
ACI2FK9S0
20024000.000000
PA
22429225.840000
0.7909246
Long
DBT
CORP
LU
N
2
2025-06-30
Fixed
12.5
N
N
Y
N
N
N
ADLER REAL ESTATE AG
529900Y6QFNN3D363B76
ADLER REAL ESTATE AG SR UNSECURED REGS 04/26 3
BD5N5GII7
9400000.000000
PA
7981653.650000
0.2814580
Long
DBT
CORP
DE
N
2
2026-04-27
Fixed
3
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 B4 144A
64830NAK7
22875000.000000
PA
USD
14115759.900000
0.4977658
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
4.00833
N
N
N
N
N
N
AEGIS ASSET BACKED SEC TR 2004-3
N/A
AEGIS ASSET BACKED SECURITIES AABST 2004 3 B2
00764MCK1
638439.050000
PA
USD
613766.000000
0.0216433
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
8.30043
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
737233.630000
0.0259972
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
6.85043
Y
N
N
N
N
N
NEW YORK MORTGAGE TRUST 2021-SP1
N/A
NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A2 144A
62955RAB1
4450000.000000
PA
USD
3535830.270000
0.1246844
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Fixed
3.5582
N
N
N
N
N
N
NEWFOLD DIGITAL HOLDINGS GROUP INC
549300UTQC2651SB0W88
NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6
29279XAA8
9419000.000000
PA
USD
7079226.210000
0.2496356
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6
N
N
N
N
N
N
NGD HOLDINGS BV
984500ED2ABF0UF46690
NGD HOLDINGS BV SR SECURED 12/26 6.75
ACI1XVPP6
1378268.000000
PA
USD
1013164.810000
0.0357274
Long
DBT
CORP
NL
N
2
2026-12-31
Fixed
6.75
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2005-HE1
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2005 HE1 M6
65536HBH0
3000000.000000
PA
USD
2500320.300000
0.0881691
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
6.23043
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
11409302.360000
PA
USD
7770862.150000
0.2740249
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
5.76543
Y
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2014-3R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2014 3R 2A8 144A
65540LAX1
264874.090000
PA
USD
226048.850000
0.0079712
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Variable
3.89774
N
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2015-1R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2015 1R 2A8 144A
65540TAN6
8819855.290000
PA
USD
7057951.610000
0.2488854
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Floating
2.93901
N
N
N
N
N
N
NOVASTAR HOME EQUITY LOAN 2005-3
N/A
NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M4
66987XHA6
4330888.890000
PA
USD
3585572.360000
0.1264385
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.03543
N
N
N
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC UKRENERGO GOVT GUARANT 144A 11/28 6.875
63718LAA2
1000000.000000
PA
USD
214995.000000
0.0075814
Long
DBT
CORP
UA
N
2
2028-11-09
Fixed
6.875
N
N
N
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875
ACI21LG55
800000.000000
PA
USD
171996.000000
0.0060651
Long
DBT
CORP
UA
N
2
2028-11-09
Fixed
6.875
N
N
N
N
N
N
OGF (OBOL FRANCE 3)
969500HSJVVYGU57VS68
OBOL FRANCE 3 SAS 2021 EUR TERM LOAN B2
941DDXII0
9065435.360000
PA
9059084.560000
0.3194516
Long
LON
CORP
FR
N
2
2025-12-31
Floating
8.04
N
N
N
N
N
N
OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL
N/A
OI SA TERM LOAN 1
938VGYII0
25093963.700000
PA
USD
1814250.160000
0.0639761
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL
N/A
OI SA TERM LOAN 2
938XAMII8
12932792.980000
PA
USD
935018.560000
0.0329717
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI S A 2023 DIP TERM LOAN 144A
948EYNII0
25591193.260000
PA
USD
25591193.260000
0.9024254
Long
DBT
CORP
BR
N
2
2024-09-07
Fixed
5.8877
N
N
Y
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI SA COMPANY GUAR 07/25 VAR
P7354PAA2
55638000.000000
PA
USD
4022531.150000
0.1418470
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10
N
N
Y
N
N
N
OPTION ONE MORTGAGE LOAN TRUST 2005-4
N/A
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M4
68389FJL9
5924786.670000
PA
USD
4204265.350000
0.1482555
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
6.05043
N
N
N
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC BANK GUARANT REGS 01/26 4.625
ACI1TZD42
15900000.000000
PA
6770003.340000
0.2387315
Long
DBT
CORP
GB
N
2
2026-01-14
Fixed
4.625
N
N
N
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC COMPANY GUAR REGS 01/29 5
ACI1TZGC1
700000.000000
PA
247904.350000
0.0087419
Long
DBT
CORP
GB
N
2
2029-01-14
Fixed
5
N
N
N
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC COMPANY GUAR REGS 04/27 5
ACI1X8QD3
7800000.000000
PA
3019320.790000
0.1064707
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
5
N
N
N
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC COMPANY GUAR REGS 08/25 6
ACI1PQN37
10100000.000000
PA
4822182.360000
0.1700452
Long
DBT
CORP
GB
N
2
2025-08-05
Fixed
3.25
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VB 144A
68619MAQ4
54846869.010000
PA
USD
17808449.290000
0.6279816
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
5.80343
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VF 144A
68619MAL5
54671639.360000
PA
USD
17751553.270000
0.6259752
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
5.80343
N
N
N
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC COMPANY GUAR REGS 11/26 5.5
ACI1SQBP8
2400000.000000
PA
1004859.330000
0.0354345
Long
DBT
CORP
GB
N
2
2026-11-13
Fixed
5.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
694308GZ4
3732000.000000
PA
USD
2830159.030000
0.0998003
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45
N
N
N
N
N
N
AIM AVIATION FINANCE LIMITED 2015-1A
N/A
DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A
001406AA5
7197475.320000
PA
USD
4392619.190000
0.1548975
Long
ABS-O
CORP
KY
N
2
2040-02-15
Variable
6.213
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
2686.950000
0.0000948
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
21400000.000000
PA
USD
8933665.400000
0.3150290
Long
ABS-CBDO
CORP
KY
N
2
2039-07-22
Floating
6.22271
N
N
N
N
N
N
PALISADES CDO LTD. 2004-1A
N/A
PALISADES CDO LTD PALIS 2004 1A B2 144A
696399AE4
2000000.000000
PA
USD
940320.000000
0.0331586
Long
ABS-CBDO
CORP
KY
N
2
2039-07-22
Fixed
5.65
N
N
N
N
N
N
PARK PLACE SEC INC 2005-WHQ4
N/A
PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M4
70069FMV6
18018306.990000
PA
USD
12658183.190000
0.4463671
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
6.06543
N
N
N
N
N
N
PARK PLACE SECURITIES INC 2004-MHQ1
N/A
PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M6
70069FDA2
17085338.110000
PA
USD
12945330.030000
0.4564928
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
7.25043
N
N
N
N
N
N
PARK PLACE SECURITIES INC 2004-WHQ2
N/A
PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M6
70069FEN3
6027591.090000
PA
USD
4669432.570000
0.1646588
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
7.10043
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
1319195.930000
0.0465190
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
6.62043
Y
N
N
N
N
N
AL MONTELENA (SCUR-ALPHA 1503 GMBH)
254900GAG6U7Z5TROP43
SCUR ALPHA 1503 GMBH EUR TERM LOAN B1
D7001LAB9
10500000.000000
PA
10954271.070000
0.3862818
Long
LON
CORP
DE
N
2
2030-03-30
Floating
8.918
N
N
N
N
N
N
PENNYMAC CORP
EWN0I878407TKQNXZ933
PENNYMAC CORP COMPANY GUAR 03/26 5.5
70932AAF0
18075000.000000
PA
USD
16131937.500000
0.5688625
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.5
N
N
N
Y
N
PENNYMAC MORTGAGE INVESTMENT TRUST
PENNYMAC MORTGAGE INVESTMENT
USD
XXXX
N
N
N
AL MONTELENA (SCUR-ALPHA 1503 GMBH)
254900GAG6U7Z5TROP43
SCURALPHA 1503 GMBH USD TERM LOAN B1
D7001LAC7
16159499.990000
PA
USD
15331325.620000
0.5406304
Long
LON
CORP
DE
N
2
2030-03-28
Floating
10.6025
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
BONOS DE TESORERIA SR UNSECURED 08/32 6.15
ACI0WBN59
478000.000000
PA
126303.210000
0.0044538
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
BONOS DE TESORERIA SR UNSECURED 08/40 5.35
ACI1H2BH1
400000.000000
PA
92509.130000
0.0032622
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
P78024AE9
68000.000000
PA
18419.940000
0.0006495
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15
P78024AF6
1740000.000000
PA
459764.810000
0.0162127
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
34272000.000000
PA
USD
27616973.930000
0.9738608
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
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
15536.280000
0.0005479
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
25187.500000
0.0008882
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
14942.500000
0.0005269
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6
Y
Y
N
N
N
N
PIPER SANDLER COMPANIES
QUQDBTUSOAKFEVMRMF78
PIPER SANDLER COS SR UNSECURED 144A 10/23 5.2
724078AE0
2900000.000000
PA
USD
2892750.000000
0.1020074
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.2
N
N
N
N
N
N
ALBA PLC 2006-2
N/A
ALBA FRN 15DEC38 GBP
B1HMYZII8
100.000000
PA
1160995.830000
0.0409403
Long
ABS-MBS
CORP
GB
N
2
2038-12-15
Fixed
0
N
N
N
N
N
N
ALBA PLC 2006-2
N/A
ALBA PLC ALBA 2006 2 MERC REGS
B1HMYYII1
100.000000
PA
0.000000
0.0000000
Long
ABS-O
CORP
GB
N
3
2038-12-15
Floating
0
N
N
N
N
N
N
ALBA PLC 2006-2
N/A
ALBA PLC ALBA 2006 2 SUB REGS
991ZCLII7
3491000.000000
PA
3314969.190000
0.1168962
Long
ABS-MBS
CORP
GB
N
2
2038-12-15
Floating
9.77427
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A2 144A
74143FAB5
1000000.000000
PA
USD
813830.700000
0.0286982
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
3.8441
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
PROFRAC SERVICES LLC 2022 TERM LOAN
945AEHII6
66192914.310000
PA
USD
66441137.740000
2.3429221
Long
LON
CORP
US
N
2
2025-03-04
Floating
12.7659
N
N
N
N
N
N
PROJECT ANFORA
N/A
PROJECT ANFORA SENIOR TERM LOAN
938BZJII6
34260961.800000
PA
36619168.990000
1.2913063
Long
LON
CORP
US
Y
3
2026-10-01
Floating
5.927
N
N
N
N
N
N
PROJECT QUASAR HOLDCO SLU
N/A
PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1
944ZSGII9
13242204.660000
PA
13915563.420000
0.4907062
Long
LON
CORP
ES
N
3
2026-03-15
Floating
6.578
N
N
N
N
N
N
PROJECT QUASAR INVESTMENTS 2017 SLU
N/A
NEPTUNE QUASAR PPN
936TNJII2
1.000000
PA
0.000000
0.0000000
Long
LON
CORP
LU
N
3
2028-03-15
None
0
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN
945BECII5
6212395.540000
PA
6168861.010000
0.2175333
Long
LON
CORP
ES
N
3
2027-06-30
Fixed
6.189
N
N
Y
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK SENIOR TERM LOAN
945BEBII7
75509403.960000
PA
77589735.330000
2.7360565
Long
LON
CORP
ES
N
2
2026-12-31
Floating
8.439
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR TERM LOAN
943TQNII1
8200000.000000
PA
9006084.400000
0.3175827
Long
LON
CORP
ES
N
3
2026-06-30
Floating
8.189
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 08/32 2.031
ACI1PP9R2
500000.000000
PA
388637.910000
0.0137046
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 144A REGS 04/25 VAR
ACI11ZNP4
25911000.000000
PA
58432.440000
0.0020605
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
73.6698
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
92606000.000000
PA
208837.740000
0.0073643
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
73.6698
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR
74514L3T2
29676053.600000
PA
USD
14986407.070000
0.5284675
Long
DBT
MUN
PR
N
2
2043-11-01
Fixed
0
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR
74514L4C8
29324000.000000
PA
USD
14918585.000000
0.5260759
Long
DBT
MUN
PR
N
2
2051-11-01
Fixed
0
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR
74514L4G9
38559061.900000
PA
USD
16194806.000000
0.5710795
Long
DBT
MUN
PR
N
2
2051-11-01
Fixed
0
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
2803607.330000
PA
USD
1800566.340000
0.0634936
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Floating
1.58363
N
N
N
N
N
N
QUANTUM BIDCO LIMITED
259400QEGOEU126C6775
ADDO AND WINTERBOTHAM GBP TERM LOAN
937ICLII2
7000000.000000
PA
8005440.680000
0.2822969
Long
LON
CORP
GB
N
2
2028-01-29
Floating
9.8788
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2009-7
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2009 7 12A4 144A
75524MCB4
2424998.220000
PA
USD
1066101.720000
0.0375941
Long
ABS-MBS
CORP
US
N
2
2037-10-26
Floating
5.838
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER GROUP SA COMMON STOCK
BYNXBZ909
498404.000000
NS
300481.880000
0.0105959
Long
EC
CORP
LU
N
1
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QS1
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1
74922KAA3
134369.950000
PA
USD
104024.780000
0.0036682
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PROD 2006-NC3
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC3 M2
76112B4Q0
15680215.290000
PA
USD
12453089.000000
0.4391348
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.69043
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A1
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9
761136AJ9
1783310.480000
PA
USD
586600.900000
0.0206854
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.75
Y
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
02154CAH6
9526000.000000
PA
USD
7389325.820000
0.2605707
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75
N
N
N
N
N
N
RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A
N/A
RESIDENTIAL MORTGAGE SECURITIE RMS 32A E 144A
ACI1PKHR4
4150000.000000
PA
5258375.010000
0.1854267
Long
ABS-MBS
CORP
GB
N
2
2070-06-20
Floating
9.00864
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5
02156TAB0
23800000.000000
PA
USD
14439103.000000
0.5091679
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.5
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
813860.340000
PA
USD
821779.200000
0.0289785
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
560012.890000
PA
USD
565461.820000
0.0199400
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
ROCKFORD TOWER CLO LTD 2020-1A
N/A
ROCKFORD TOWER CLO LTD ROCKT 2020 1A SUB 144A
77341HAC2
8300000.000000
PA
USD
7314050.970000
0.2579163
Long
ABS-CBDO
CORP
KY
N
3
2032-01-20
Floating
0
N
N
N
N
N
N
RR 7 LTD 2019-7A
N/A
RR LTD RRAM 2019 7A SUB 144A
74980CAC6
5000000.000000
PA
USD
2596965.000000
0.0915771
Long
ABS-CBDO
CORP
KY
N
2
2120-01-15
Variable
0
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE HOLDCO 2 LP 2021 2ND LIEN TERM LOAN
75774EAK1
6000000.000000
PA
USD
3789990.000000
0.1336469
Long
LON
CORP
US
N
2
2029-04-27
Floating
13.0416
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE HOLDCO 2 LP 2021 TERM LOAN
75774EAG0
13014601.270000
PA
USD
10893676.770000
0.3841451
Long
LON
CORP
US
N
2
2028-04-27
Floating
10.0051
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625
78307ADE0
1600000.000000
PA
USD
1090976.000000
0.0384712
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 03/35 5.1
X5424XCG1
800000.000000
PA
USD
356000.000000
0.0125537
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.1
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625
X74344DS2
4600000.000000
PA
USD
3136556.000000
0.1106048
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
N
N
N
N
N
N
SANDERS RE III LTD
N/A
SANDERS RE III LTD UNSECURED 144A 04/29 VAR
80000XAC3
6399000.000000
PA
USD
6019219.350000
0.2122565
Long
DBT
CORP
BM
N
2
2029-04-09
Floating
11.75
N
N
N
N
N
N
SAXON ASSET SECURITIES TRUST 2007-3
N/A
SAXON ASSET SECURITIES TRUST SAST 2007 3 2M1
80557BAG9
21892000.000000
PA
USD
16095571.970000
0.5675802
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.95043
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1
N/A
FREDDIE MAC SCRT SCRT 2018 1 BX
35563PEX3
27270349.990000
PA
USD
9347981.460000
0.3296390
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
3.56069
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
10238028.750000
PA
USD
3731757.380000
0.1315934
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
6.16539
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
6300000.000000
PA
USD
5400801.000000
0.1904491
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
4.25
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-2
N/A
FREDDIE MAC SCRT SCRT 2022 2 M 144A
35563PJ59
6500000.000000
PA
USD
5117227.050000
0.1804494
Long
ABS-MBS
CORP
US
N
2
2062-04-25
Variable
5
N
N
N
N
N
N
SEAZEN GROUP LIMITED
5493006M8GRAQRCSCD67
SEAZEN GROUP LTD SR SECURED REGS 07/25 4.45
ACI1TYCZ7
200000.000000
PA
USD
104000.000000
0.0036674
Long
DBT
CORP
KY
N
2
2025-07-13
Fixed
4.45
N
N
N
N
N
N
SEC ASSET BACKED REC LLC 2005-FR1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR1 M2
81375WDT0
769963.310000
PA
USD
659163.820000
0.0232442
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
6.12543
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR3
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR3 M2
81375WEV4
1420201.730000
PA
USD
1179298.730000
0.0415858
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
6.12543
Y
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 11
N/A
SEQUOIA MORTGAGE TRUST SEMT 11 B1
81744AAB4
165774.280000
PA
USD
126065.520000
0.0044455
Long
ABS-MBS
CORP
US
N
3
2032-12-20
Floating
6.61157
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2003-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2B1
81743PBY1
40422.770000
PA
USD
35338.990000
0.0012462
Long
ABS-MBS
CORP
US
N
3
2033-07-20
Floating
6.13157
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B1
81744FHX8
3062.280000
PA
USD
2566.340000
0.0000905
Long
ABS-MBS
CORP
US
N
3
2035-10-20
Floating
5.82157
Y
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 1B2
81744FHY6
230919.420000
PA
USD
187413.140000
0.0066088
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
6.10157
Y
N
N
N
N
N
SFO COMMERCIAL MORTGAGE TRUST 2021-555
N/A
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A
78432WAJ2
10000000.000000
PA
USD
7324515.000000
0.2582853
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.093
N
N
N
N
N
N
SG MORTGAGE SECURITIES TRUST 2006-FRE1
N/A
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B
81879MAV1
4611373.170000
PA
USD
2643478.890000
0.0932173
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.51043
N
N
N
N
N
N
SIERRA MADRE FUNDING LTD 2004-1A
N/A
SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A
82639RAB3
10115937.240000
PA
USD
7247846.480000
0.2555817
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
5.57057
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
4229568.000000
0.1491478
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
5.83057
N
N
N
N
N
N
SIERRA MADRE FUNDING LTD 2004-1A
N/A
SIERRA MADRE FUNDING LTD MADRE 2004 1A B 144A
82639RAD9
10400000.000000
PA
USD
2714046.400000
0.0957058
Long
ABS-CBDO
CORP
KY
N
2
2039-09-07
Floating
6.07057
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
593044.830000
0.0209126
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
4794327.450000
0.1690630
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
3163073.720000
0.1115399
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
10124264.360000
PA
USD
11981716.870000
0.4225128
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
13530832.830000
PA
USD
16128823.090000
0.5687527
Long
ABS-O
CORP
US
N
3
2054-09-15
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2022-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A
83206NAF4
7992.000000
PA
USD
10648678.770000
0.3755057
Long
ABS-O
CORP
US
N
3
2055-02-16
Fixed
0
N
N
N
N
N
N
SMRT 2022-MINI
N/A
SMRT SMRT 2022 MINI E 144A
78457JAN2
11350000.000000
PA
USD
10728787.260000
0.3783306
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.847
N
N
N
N
N
N
SMRT 2022-MINI
N/A
SMRT SMRT 2022 MINI F 144A
78457JAQ5
5442000.000000
PA
USD
5086288.020000
0.1793584
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
8.497
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
300489.150000
0.0105962
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
535233.470000
0.0188740
Long
ABS-O
CORP
US
N
3
2040-09-25
Fixed
0
N
N
N
N
N
N
SOFTBANK VISION FUND II
N/A
SOFTBANK VISION FUND II FIXED TERM LOAN
944YFGII6
34290343.950000
PA
USD
32099190.970000
1.1319178
Long
LON
CORP
GB
N
3
2025-12-21
Variable
5
N
N
N
N
N
N
SOLSTICE ABS CBO LTD 2003-3A
N/A
SOLSTICE ABS CBO LTD SOLST 2003 3A B 144A
83436YAC9
8661986.610000
PA
USD
4211431.900000
0.1485082
Long
ABS-CBDO
CORP
KY
N
2
2039-03-15
Floating
3.44363
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ1
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ1 M1
83612JAE4
25371810.840000
PA
USD
22142659.280000
0.7808193
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.52543
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT3
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 M1
83611MPK8
10036840.510000
PA
USD
8246894.460000
0.2908113
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.61543
Y
N
N
N
N
N
SOUTH COAST FUNDING 5A
N/A
SOUTH COAST FUNDING SCF 5A B 144A
84129VAG6
23324731.270000
PA
USD
7715331.280000
0.2720667
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
6.37371
N
N
N
N
N
N
SOUTH COAST FUNDING 5A
N/A
SOUTH COAST FUNDING SCF 5A C1 144A
84129VAJ0
34992720.770000
PA
USD
3499.270000
0.0001234
Long
ABS-CBDO
CORP
KY
N
2
2039-08-06
Floating
8.57371
N
N
N
N
N
N
START IRELAND 2019-1
N/A
START LTD. STARR 2019 1 A 144A
85573LAA9
2129691.030000
PA
USD
1878222.860000
0.0662320
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.089
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 B1 144A
85573RAH1
200000.000000
PA
USD
131047.680000
0.0046212
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Fixed
3.935
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 B2 144A
85573RAK4
600000.000000
PA
USD
371238.900000
0.0130910
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Fixed
3.935
N
N
N
N
N
N
STATE AGENCY OF ROADS OF UKRAINE
254900FGEO8P5USHG994
STATE AGE ROADS GOVT GUARANT REGS 06/30 6.25
ACI1YPKX6
1200000.000000
PA
USD
262800.000000
0.0092671
Long
DBT
NUSS
UA
N
2
2030-06-24
Fixed
6.25
N
N
N
N
N
N
STEENBOK LUX FINCO 1 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN RESTRUC
948FWJII8
44435790.260000
PA
19385060.290000
0.6835778
Long
LON
CORP
LU
N
2
2026-06-30
Fixed
0.063975
N
N
Y
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN
948FREII5
21462115.680000
PA
22833981.280000
0.8051975
Long
LON
CORP
LU
N
3
2026-06-30
Fixed
0.00000000193413
N
N
Y
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE
948FWKII5
79594642.310000
PA
52112220.560000
1.8376397
Long
LON
CORP
LU
N
3
2026-06-30
Fixed
10
N
N
Y
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE
948FWLII3
11893452.320000
PA
7786883.540000
0.2745898
Long
LON
CORP
LU
N
3
2026-06-30
Fixed
10
N
N
Y
N
N
N
STRATTON MORTGAGE FUNDING 2020-1 PLC 20-1
N/A
STRATTON MORTGAGE FUNDING PLC STRA 2020 1 E REGS
ACI1XPW89
3000000.000000
PA
3719641.940000
0.1311662
Long
ABS-MBS
CORP
GB
N
2
2052-03-12
Floating
7.63221
N
N
N
N
N
N
STRATTON MORTGAGE FUNDING 21-2X
N/A
STRATTON MORTGAGE FUNDING PLC STRA 2021 2X E REGS
ACI1W7DF5
1000000.000000
PA
1254423.280000
0.0442349
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
7.43043
N
N
N
N
N
N
STRATTON MORTGAGE FUNDING 21-2X
N/A
STRATTON MORTGAGE FUNDING PLC STRA 2021 2X G REGS
ACI1W8V48
9341000.000000
PA
11640293.050000
0.4104731
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
7.93043
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTG LN 2004-18
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 M
863579GC6
2043515.080000
PA
USD
1545569.920000
0.0545016
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
5.68043
N
N
N
N
N
N
STRUCTURED ARM LOAN TRUST 2005-19XS
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS M1II
863579ZA9
4809260.120000
PA
USD
4652751.410000
0.1640706
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
5.80043
N
N
N
N
N
N
STRUCTURED ASSET INVST LN TR 2005-5
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M5
86358ETK2
7722907.430000
PA
USD
6384325.230000
0.2251313
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
6.12543
N
N
N
N
N
N
STRUCTURED ASSET INVST LN TR 2005-8
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M2
86358EXR2
19094644.710000
PA
USD
14706909.220000
0.5186116
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
5.90043
N
N
N
N
N
N
STRUCTURED ASSET INVST LN TR 2006-3
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2006 3 A6
863587AF8
40000000.000000
PA
USD
15873444.000000
0.5597472
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.40043
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2007-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3
86363NAC3
1943780.300000
PA
USD
1609997.460000
0.0567735
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.57043
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
395747.510000
0.0139553
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
6.35043
N
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2007-MN1A
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A4 144A
863613AD7
7330455.910000
PA
USD
4620104.870000
0.1629193
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.39043
N
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2007-OSI
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 OSI A4
863619AD4
2838990.280000
PA
USD
1769670.960000
0.0624041
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.35043
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO-2007-BC1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 BC1 M1
86362PAG0
16684366.790000
PA
USD
12910171.150000
0.4552530
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.38043
Y
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC 2021 INCREMENTAL TERM LOAN B
74530DAG0
4974747.480000
PA
USD
4514583.340000
0.1591983
Long
LON
CORP
US
N
3
2027-02-12
Floating
9.4525
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC EUR TERM LOAN B
74530DAE5
5000000.000000
PA
4866098.810000
0.1715938
Long
LON
CORP
US
N
2
2027-02-12
Floating
6.918
N
N
N
N
N
N
STWD 2021-HTS MORTGAGE TRUST 2021-HTS
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS E 144A
78486DAJ9
7023500.000000
PA
USD
6708063.380000
0.2365473
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
8.193
N
N
N
N
N
N
STWD 2021-HTS MORTGAGE TRUST 2021-HTS
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS F 144A
78486DAL4
6612000.000000
PA
USD
6316478.310000
0.2227388
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
9.193
N
N
N
N
N
N
SUMMER STREET LTD 2005-1A
N/A
SUMMER STREET LTD SMSTR 2005 1A A1 144A
86565MAA5
33245575.610000
PA
USD
8286991.650000
0.2922252
Long
ABS-CBDO
CORP
KY
N
2
2045-12-06
Floating
5.74629
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LIMITED
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD SR SECURED REGS 07/25 7
ACI1NTG15
300000.000000
PA
USD
45365.000000
0.0015997
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7
Y
Y
N
N
N
N
SUNSEEKER ISSUER LLC
N/A
SUNSEEKER TERM LOAN
943ZJCII9
31800000.000000
PA
USD
30132845.570000
1.0625783
Long
DBT
CORP
US
N
3
2028-10-31
Fixed
10.8719
N
N
N
N
N
N
SYNIVERSE HOLDINGS LLC
549300CYZBHMZC8VLL59
SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN
87168TAB7
61301865.670000
PA
USD
56378712.840000
1.9880896
Long
LON
CORP
US
N
2
2027-05-13
Floating
12.2419
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
4884807.100000
PA
USD
2206729.190000
0.0778162
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
26679235.520000
PA
15462149.780000
0.5452437
Long
ABS-MBS
CORP
ES
N
2
2050-10-28
Floating
3.442
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B
87817JAG3
2847703.760000
PA
USD
1969187.150000
0.0694397
Long
LON
CORP
US
N
2
2027-03-02
Floating
10.3525
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
26354242.090000
PA
USD
23438804.060000
0.8265255
Long
LON
CORP
US
N
2
2024-02-06
Floating
7.943
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN
938VCRII9
428294.210000
PA
USD
30964.930000
0.0010919
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 2
938VGTII1
36289545.170000
PA
USD
2623671.330000
0.0925188
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 3
938VGUII8
34867940.990000
PA
USD
2520891.810000
0.0888945
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 4
938PYRII8
23513426.840000
PA
USD
1699980.080000
0.0599466
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 5
945BALII9
17370471.560000
PA
USD
1255855.040000
0.0442854
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TERWIN MORTGAGE TRUST 2005-12AL
N/A
TERWIN MORTGAGE TRUST TMTS 2005 12AL M1
881561WE0
454885.130000
PA
USD
322110.760000
0.0113586
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
5.869
Y
N
N
N
N
N
TERWIN MTGE TRUST 2006-5
N/A
TERWIN MORTGAGE TRUST TMTS 2006 5 1M1 144A
8815612H6
11078962.550000
PA
USD
9241686.120000
0.3258907
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.69043
N
N
N
N
N
N
TEXGEN POWER LLC
5493003XDLS9LCQ3SY55
EXGEN TEXAS POWER LLC 2021 2ND LIEN TERM LOAN
30204NAE0
25503774.670000
PA
USD
25631293.540000
0.9038395
Long
LON
CORP
US
N
3
2026-10-08
Floating
11.9479
N
N
N
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST 2018
N/A
THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL E 144A
88327HAN3
17885762.090000
PA
USD
17216035.090000
0.6070912
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
8.671
N
N
N
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST 2018
N/A
THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL F 144A
88327HAQ6
4571282.920000
PA
USD
4382147.000000
0.1545282
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
9.44347
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC COMMON STOCK
12769G100
1.000000
NS
USD
50.970000
0.0000018
Long
EC
CORP
US
N
1
N
N
N
TITULIZACION DE ACTIVOS 27
N/A
TITULIZACION DE ACTIVOS TDA 27 A3 REGS
E9053PAF3
17237933.040000
PA
15624812.360000
0.5509797
Long
ABS-MBS
CORP
ES
N
2
2050-12-28
Floating
3.767
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
113456.280000
0.0040008
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
96629475.660000
PA
USD
26682393.740000
0.9409046
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
2848485.000000
PA
USD
2620648.930000
0.0924123
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
4.875
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 04/31 VAR
225401AP3
300000.000000
PA
USD
267174.020000
0.0094214
Long
DBT
CORP
CH
N
2
2031-04-01
Floating
4.194
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 05/32 VAR
225401AU2
250000.000000
PA
USD
202336.060000
0.0071350
Long
DBT
CORP
CH
N
2
2032-05-14
Floating
3.091
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 08/33 VAR
225401AZ1
250000.000000
PA
USD
256253.400000
0.0090363
Long
DBT
CORP
CH
N
2
2033-08-12
Floating
6.537
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 11/33 VAR
225401BB3
950000.000000
PA
USD
1139415.160000
0.0401793
Long
DBT
CORP
CH
N
2
2033-11-15
Floating
9.016
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED REGS 03/29 VAR
ACI2B33K5
200000.000000
PA
242037.180000
0.0085350
Long
DBT
CORP
CH
N
2
2029-03-01
Floating
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/32 4.375
ACI1J9SD5
3304000.000000
PA
787853.850000
0.0277822
Long
DBT
NUSS
UA
N
2
2032-01-27
Fixed
4.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 05/31 6.876
90372UAR5
5000000.000000
PA
USD
1154325.000000
0.0407051
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.876
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO ASSET BACKED REGS 03/24 7.395
565675II8
781670.400000
PA
995183.860000
0.0350933
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 ASSET BACKED REGS 06/27 5.659
743541II7
945440.060000
PA
1176874.040000
0.0415003
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/23 0.00000
912796XY0
64000.000000
PA
USD
63653.610000
0.0022446
Long
DBT
UST
US
N
2
2023-08-10
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/23 0.00000
912796Z36
252000.000000
PA
USD
250375.550000
0.0088290
Long
DBT
UST
US
N
2
2023-08-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/23 0.00000
912796Z44
1504000.000000
PA
USD
1492757.600000
0.0526393
Long
DBT
UST
US
N
2
2023-08-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912796CQ0
7057000.000000
PA
USD
6983217.500000
0.2462501
Long
DBT
UST
US
N
2
2023-09-14
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912796YH6
1610000.000000
PA
USD
1594857.960000
0.0562397
Long
DBT
UST
US
N
2
2023-09-07
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912797GS0
35878000.000000
PA
USD
35514827.450000
1.2523638
Long
DBT
UST
US
N
2
2023-09-12
None
0
N
N
N
N
N
N
AMSURG LLC
N/A
AMSURG LLC 2022 REVOLVER
03233AAE0
5326915.070000
PA
USD
5333820.140000
0.1880872
Long
LON
CORP
US
N
3
2026-07-20
Floating
11
N
N
N
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN
943TEZII7
92588689.730000
PA
USD
68247123.200000
2.4066068
Long
LON
CORP
US
N
3
2028-04-28
Fixed
16.6954
Y
Y
Y
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORPRTION 2022 TERM LOAN
03233AAB6
50870908.550000
PA
USD
60663558.450000
2.1391866
Long
LON
CORP
US
N
2
2027-04-29
Floating
16.0704
Y
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6
91327AAB8
31176000.000000
PA
USD
21151668.960000
0.7458739
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5
91327TAA9
10215000.000000
PA
USD
10143124.200000
0.3576783
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.5
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
71444582.170000
PA
USD
33519654.620000
1.1820078
Long
LON
CORP
US
N
2
2026-06-26
Floating
10.193
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC 2021 TERM LOAN B
90290PAQ7
15446923.570000
PA
USD
7247233.130000
0.2555601
Long
LON
CORP
US
N
2
2026-06-26
Floating
10.1976
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
60974000.000000
PA
USD
15548370.000000
0.5482841
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
313730000.000000
PA
20672030.200000
0.7289604
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
3.20163
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
65000.000000
PA
USD
5850.000000
0.0002063
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
60125.000000
0.0021202
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VERAISON RE LTD
N/A
VERAISON RE LTD UNSECURED 144A 03/31 VAR
92335TAB5
3100000.000000
PA
USD
3300570.000000
0.1163884
Long
DBT
CORP
BM
N
2
2031-03-10
Variable
12
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
92346LAE3
17700000.000000
PA
USD
14387191.890000
0.5073373
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2022-7
N/A
VERUS SECURITIZATION TRUST VERUS 2022 7 M1 144A
92539NAD8
8341000.000000
PA
USD
7648910.530000
0.2697245
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Fixed
5.39559
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
VIAD CORP INITIAL TERM LOAN
92553BAL7
4942922.590000
PA
USD
4819349.530000
0.1699453
Long
LON
CORP
US
N
2
2028-07-30
Floating
10.217
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
6065000.000000
PA
USD
6372445.460000
0.2247123
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
92918XAA3
22311000.000000
PA
USD
17625690.000000
0.6215369
Long
DBT
CORP
US
N
2
2026-05-09
Fixed
8.5
N
N
N
N
N
N
ANTHRACITE LTD 2004-HY1A
N/A
ANTHRACITE LTD SER 2004 HY1 CL D 144A
000000000
6135413.430000
PA
USD
61.350000
0.0000022
Long
ABS-MBS
CORP
US
N
2
2041-06-20
Fixed
5.678
N
N
N
N
N
N
WAIKIKI BEACH HOTEL TRUST 2019-WBM
N/A
WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM E 144A
93065PAJ0
15000000.000000
PA
USD
14076208.500000
0.4963711
Long
ABS-MBS
CORP
US
N
2
2033-12-15
Floating
7.873
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 B1
92922FM39
437755.660000
PA
USD
311844.000000
0.0109966
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
4.62831
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 B1
92922FJ74
11297420.060000
PA
USD
8811177.620000
0.3107097
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Floating
6.05043
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR8
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 B1
92922FS74
6824311.720000
PA
USD
5363234.770000
0.1891244
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
6.15543
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A1B
93363DAC1
7379700.370000
PA
USD
5267666.280000
0.1857544
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
5.0242
N
N
N
N
N
N
WASHINGTON MUTUAL 2007-OA4
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A1B
93364CAB4
1786323.690000
PA
USD
993782.420000
0.0350439
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
4.7462
N
N
N
N
N
N
APPLEGREEN IRELAND INVESTMENTS FINANCE LIMITED
N/A
APPLEGREEN IRELAND EUR TERM LOAN A
948ETTII3
17007689.670000
PA
17046254.850000
0.6011042
Long
LON
CORP
GB
N
3
2026-06-29
Floating
7.077
N
N
N
N
N
N
APPLEGREEN IRELAND INVESTMENTS FINANCE LIMITED
N/A
APPLEGREEN IRELAND GBP TERM LOAN
948EXPII6
4744181.000000
PA
5551533.230000
0.1957644
Long
LON
CORP
GB
N
3
2026-06-29
Floating
7.928
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-JWDR
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 JWDR E 144A
95002NAN7
11000000.000000
PA
USD
9792329.800000
0.3453081
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
3.98898
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-JS2
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 JS2 G 144A
95003GAQ4
7935000.000000
PA
USD
4964009.040000
0.1750465
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
3.56903
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL C 144A
95003WAG1
7835000.000000
PA
USD
6763541.030000
0.2385036
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
5.09192
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL D 144A
95003WAJ5
3700000.000000
PA
USD
3041837.710000
0.1072647
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
5.09192
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL X 144A
95003WAC0
355000000.000000
PA
USD
4012724.750000
0.1415012
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.490968
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
229515.050000
0.0080934
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
7.70043
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
1068877.780000
PA
USD
788697.340000
0.0278119
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
4.58983
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
INCORA PIK DELAYED DRAW TERM LOAN
948FMNII0
26285560.240000
PA
USD
26285560.240000
0.9269110
Long
DBT
CORP
US
N
3
2024-03-01
Floating
5.0326
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5
950814AA1
112599840.000000
PA
USD
102465854.400000
3.6132662
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
10.5
Y
Y
Y
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 FILO TERM LOAN
948ERGII3
157953.000000
PA
USD
153545.730000
0.0054145
Long
LON
CORP
US
N
3
2026-06-01
Floating
14.0906
N
N
N
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 TERM LOAN 1A
948ENCII6
1423621.620000
PA
USD
867227.580000
0.0305812
Long
LON
CORP
US
N
2
2028-06-01
Fixed
10.2637
N
N
Y
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 TERM LOAN 1B
948EVXII1
1447917.610000
PA
USD
639197.480000
0.0225401
Long
LON
CORP
US
N
3
2029-06-01
Fixed
13.9662
N
N
Y
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 TERM LOAN 2A
76770EAK3
1421294.710000
PA
USD
124363.290000
0.0043854
Long
LON
CORP
US
N
3
2029-06-01
Fixed
13.4662
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
7858806.020000
PA
USD
5795869.440000
0.2043805
Long
LON
CORP
US
N
2
2029-03-15
Fixed
8
N
N
Y
N
N
N
WHLN - SV PORTFOLIO
N/A
PREYLOCK REITMAN SANTA CRUZ TERM LOAN
933BWMII7
7900000.000000
PA
USD
7814175.980000
0.2755523
Long
LON
CORP
US
Y
3
2023-11-09
Floating
10.8362
N
N
N
N
N
N
WHLN LOAN
N/A
FOREST PARK II WHLN0ERP1
938SYJII0
239419.070000
PA
USD
237592.730000
0.0083783
Long
LON
CORP
US
N
3
2024-12-11
Fixed
5.78
N
N
N
N
N
N
WHLN LOAN
N/A
MONTGOMERY PLAZA APARTMENTS FIXED TERM LOAN
938XCWII4
265324.660000
PA
USD
263620.480000
0.0092961
Long
LON
CORP
US
N
3
2024-11-11
Fixed
5.9
N
N
N
N
N
N
WHLN LOAN
N/A
WALGREENS AUBURN FIXED TERM LOAN
938XCUII8
697151.880000
PA
USD
689048.670000
0.0242980
Long
LON
CORP
US
N
3
2025-03-01
Fixed
5.89
N
N
N
N
N
N
WHLN LOAN
N/A
WALGREENS MAGNOLIA WHLN0MAG1
938SYFII8
592659.060000
PA
USD
587479.580000
0.0207164
Long
LON
CORP
US
N
3
2030-03-06
Fixed
6
N
N
N
N
N
N
WHLN-2018-TOCU4
N/A
WHLN92622 WHLN RTL PFLX
964EJZII9
5192361.290000
PA
USD
5164801.690000
0.1821270
Long
LON
CORP
US
Y
3
2049-06-01
Fixed
8
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
6918422.320000
PA
USD
6477407.490000
0.2284136
Long
LON
CORP
US
N
2
2027-09-21
Floating
11.4525
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN
948CQMII5
29490000.000000
PA
USD
28752750.000000
1.0139118
Long
LON
CORP
US
N
3
2027-02-23
Floating
9.2025
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
37049000.000000
PA
USD
30787003.950000
1.0856460
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 E 144A
98162JAN6
16000000.000000
PA
USD
5693396.800000
0.2007670
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.71539
N
N
N
N
N
N
WORLDWIDE PLAZA TRUST 2017-WWP
N/A
WORLDWIDE PLAZA TRUST WPT 2017 WWP F 144A
98162JAQ9
2465000.000000
PA
USD
737978.110000
0.0260234
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.71539
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1
00187GAC3
225931.760000
PA
USD
218166.490000
0.0076932
Long
LON
CORP
US
N
2
2027-09-01
Floating
10.717
N
N
N
N
N
N
YOSEMITE RE LTD
N/A
YOSEMITE RE LTD UNSECURED 144A 06/25 VAR
98740RAA7
3730000.000000
PA
USD
3814484.500000
0.1345106
Long
DBT
CORP
BM
N
2
2025-06-06
Floating
9.75
N
N
N
N
N
N
CAYENNE AVIATION LLC
N/A
VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
942UCF900
13205.000000
NS
USD
3183739.750000
0.1122686
Long
EP
CORP
US
N
3
N
N
N
N/A
N/A
BARCLAYS REV REPO EUR
000000000
-532096.160000
PA
-583664.390000
-0.0205818
Short
RA
GB
N
2
Reverse repurchase
N
3.7500000
2025-05-09
500000.000000
EUR
497264.000000
EUR
CDS
N
N
N
N/A
N/A
BARCLAYS REV REPO EUR
000000000
-5550074.000000
PA
-6074988.690000
-0.2142231
Short
RA
GB
N
2
Reverse repurchase
N
3.6600000
2025-05-31
5970000.000000
EUR
5604552.420000
EUR
CDS
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-15730382.750000
PA
USD
-15876873.260000
-0.5598682
Short
RA
US
N
2
Reverse repurchase
N
6.0955100
2023-11-09
31369812.780000
USD
22224291.520000
USD
PLCMO
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-22674931.330000
PA
USD
-22853943.960000
-0.8059015
Short
RA
US
N
2
Reverse repurchase
N
6.1784900
2023-11-20
37250140.690000
USD
30413816.710000
USD
PLCMO
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
4116000.000000
PA
USD
4116000.000000
0.1451430
Long
RA
US
N
2
Repurchase
N
2.4000000
2023-07-03
4217500.000000
USD
4198389.450000
USD
UST
N
N
N
N/A
N/A
NOMURA REVERSE REPO EUR ZCP
000000000
-3706148.270000
PA
-4065560.980000
-0.1433644
Short
RA
LU
N
2
Reverse repurchase
N
3.7500000
2025-05-09
5018000.000000
EUR
4228312.320000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-16072399.200000
PA
USD
-16222756.510000
-0.5720651
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-11-10
29915433.940000
USD
22165719.850000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-34753999.800000
PA
USD
-35066959.620000
-1.2365706
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
52612000.000000
USD
48561688.790000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-17351659.060000
PA
USD
-17491431.490000
-0.6168025
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-17
27242241.120000
USD
22777583.340000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-1632584.000000
PA
USD
-1647166.150000
-0.0580842
Short
RA
US
N
2
Reverse repurchase
N
5.4500000
2023-07-28
494478000.000000
ARS
478342256.560000
ARS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-371831.000000
PA
USD
-375182.640000
-0.0132301
Short
RA
US
N
2
Reverse repurchase
N
5.5000000
2023-07-28
2178945.000000
USD
625814.740000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-190417.000000
PA
USD
-192133.390000
-0.0067752
Short
RA
US
N
2
Reverse repurchase
N
5.5000000
2023-07-28
948754.000000
USD
310195.120000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-20292189.880000
PA
USD
-20423514.160000
-0.7201969
Short
RA
US
N
2
Reverse repurchase
N
7.0600000
2023-09-28
96629475.660000
USD
26682393.740000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-19152931.300000
PA
USD
-19348174.150000
-0.6822771
Short
RA
US
N
2
Reverse repurchase
N
6.2200000
2023-11-01
52187765.870000
USD
26655698.100000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-11829739.710000
PA
USD
-11912685.900000
-0.4200785
Short
RA
US
N
2
Reverse repurchase
N
6.0100000
2023-11-20
15974132.510000
USD
13802686.760000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-5074733.400000
PA
USD
-5085136.600000
-0.1793178
Short
RA
US
N
2
Reverse repurchase
N
6.1500000
2023-12-04
7235000.000000
USD
5632534.920000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-70063809.550000
PA
USD
-70392214.180000
-2.4822494
Short
RA
US
N
2
Reverse repurchase
N
6.4900000
2023-12-07
122986235.430000
USD
94500595.220000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-52577464.330000
PA
USD
-52757556.750000
-1.8603963
Short
RA
US
N
2
Reverse repurchase
N
6.4900000
2023-12-12
94526224.080000
USD
75553054.520000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-4403682.150000
PA
USD
-4413208.790000
-0.1556235
Short
RA
US
N
2
Reverse repurchase
N
6.4900000
2023-12-21
9141132.710000
USD
6258593.810000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-78003713.020000
PA
USD
-78471952.040000
-2.7671662
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-11-30
132485624.560000
USD
107256863.030000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-11680904.310000
PA
-12806535.180000
-0.4515984
Short
RA
LU
N
2
Reverse repurchase
N
3.8200000
2023-07-19
13324000.000000
EUR
13677086.000000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-3913475.720000
PA
-4290862.530000
-0.1513092
Short
RA
LU
N
2
Reverse repurchase
N
3.8700000
2023-07-19
6300000.000000
EUR
4902313.500000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-8515522.210000
PA
-9337847.880000
-0.3292817
Short
RA
LU
N
2
Reverse repurchase
N
3.9700000
2023-07-19
25000000.000000
EUR
9842607.200000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-6211400.540000
PA
-6793699.960000
-0.2395671
Short
RA
LU
N
2
Reverse repurchase
N
4.0060000
2023-08-14
9229158.840000
EUR
7666325.380000
EUR
ABS
N
N
N
N/A
N/A
REVERSE REPO NATIXIS
000000000
-2839412.120000
PA
-3138754.130000
-0.1106823
Short
RA
N/A
N
2
Reverse repurchase
N
3.6100000
2023-08-22
3700000.000000
EUR
2987898.000000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6194684.510000
PA
-6772842.590000
-0.2388316
Short
RA
N/A
N
2
Reverse repurchase
N
3.7000000
2023-08-14
7941000.000000
EUR
7072024.310000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3869016.100000
PA
USD
-3923162.980000
-0.1383430
Short
RA
US
N
2
Reverse repurchase
N
6.2200000
2023-07-03
7621799.750000
USD
5440478.010000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-11430400.000000
PA
USD
-11694727.990000
-0.4123926
Short
RA
US
N
2
Reverse repurchase
N
5.5500000
2023-08-03
17303000.000000
USD
13865111.170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-15238459.090000
PA
USD
-15298143.050000
-0.5394603
Short
RA
US
N
2
Reverse repurchase
N
5.6400000
2023-08-08
24557000.000000
USD
19737210.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-12506335.960000
PA
USD
-12543896.650000
-0.4423370
Short
RA
US
N
2
Reverse repurchase
N
6.3600000
2023-08-16
38837044.100000
USD
20076675.820000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-22173059.170000
PA
USD
-22185568.480000
-0.7823325
Short
RA
US
N
2
Reverse repurchase
N
6.7700000
2024-01-04
399666630.520000
USD
34030803.290000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3846668.900000
PA
USD
-3846668.900000
-0.1356456
Short
RA
US
N
2
Reverse repurchase
N
6.6700000
2024-01-05
7379700.520000
USD
5267666.390000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-32551190.020000
PA
USD
-32931035.280000
-1.1612512
Short
RA
US
N
2
Reverse repurchase
N
6.2700000
2024-01-22
55328940.070000
USD
44658712.160000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-12264703.000000
PA
USD
-12395117.670000
-0.4370906
Short
RA
US
N
2
Reverse repurchase
N
5.8000000
2024-01-23
14580000.000000
USD
14596822.660000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-8664364.000000
PA
USD
-8749327.700000
-0.3085286
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-06
12187162.870000
USD
11740037.150000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-3779940.780000
PA
USD
-3799144.210000
-0.1339697
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-11-30
5514000.000000
USD
5346541.880000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-5131475.930000
PA
USD
-5147774.070000
-0.1815266
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-12-15
7481778.440000
USD
7002571.960000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPOS
000000000
-1465336.770000
PA
-1862948.080000
-0.0656934
Short
RA
GB
N
2
Reverse repurchase
N
5.5380000
2023-10-26
2000000.000000
GBP
1962443.000000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPOS
000000000
-5324779.000000
PA
-6814545.060000
-0.2403022
Short
RA
GB
N
2
Reverse repurchase
N
5.4695000
2023-11-13
7341000.000000
GBP
7203147.030000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPOS
000000000
-11020292.920000
PA
-14039536.050000
-0.4950779
Short
RA
GB
N
2
Reverse repurchase
N
5.4330000
2023-12-12
15333000.000000
GBP
14397227.010000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPOS
000000000
-6161189.140000
PA
-7849583.050000
-0.2768008
Short
RA
GB
N
2
Reverse repurchase
N
5.5230000
2023-12-12
7667000.000000
GBP
7723444.450000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-384562.000000
PA
USD
-387965.370000
-0.0136809
Short
RA
US
N
2
Reverse repurchase
N
5.4000000
2023-07-28
1700000.000000
PEN
1629566.130000
PEN
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO EUR ZCP
000000000
-5793782.180000
PA
-6356969.850000
-0.2241666
Short
RA
LU
N
2
Reverse repurchase
N
4.0778000
2023-11-15
8008774.200000
EUR
6652596.410000
EUR
ABS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-7165442.200000
PA
-7857473.140000
-0.2770791
Short
RA
LU
N
2
Reverse repurchase
N
3.3740000
2023-07-11
7900000.000000
EUR
7856771.200000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-9413601.960000
PA
-10325759.140000
-0.3641185
Short
RA
LU
N
2
Reverse repurchase
N
3.5740000
2023-07-11
13200000.000000
EUR
11122702.800000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-279663.820000
PA
-305542.590000
-0.0107744
Short
RA
LU
N
2
Reverse repurchase
N
4.0000000
2023-09-22
400000.000000
EUR
336409.600000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-4166544.210000
PA
-4567519.230000
-0.1610650
Short
RA
LU
N
2
Reverse repurchase
N
3.0000000
2025-05-09
3910000.000000
EUR
3888604.480000
EUR
CDS
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO EUR ZCP
000000000
-2745351.740000
PA
-3010580.160000
-0.1061625
Short
RA
LU
N
2
Reverse repurchase
N
3.9140000
2023-09-18
3587000.000000
EUR
3225373.010000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-1861015.350000
PA
-2046859.270000
-0.0721787
Short
RA
LU
N
2
Reverse repurchase
N
3.5800000
2023-07-14
2400000.000000
EUR
2018457.600000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-1453082.730000
PA
-1597430.530000
-0.0563304
Short
RA
LU
N
2
Reverse repurchase
N
3.6400000
2023-07-21
1650000.000000
EUR
1599376.350000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-1499239.580000
PA
-1645153.090000
-0.0580132
Short
RA
LU
N
2
Reverse repurchase
N
3.7700000
2023-08-10
2000000.000000
EUR
1682048.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-12826323.550000
PA
-14017391.630000
-0.4942970
Short
RA
LU
N
2
Reverse repurchase
N
3.9100000
2023-08-21
21700000.000000
EUR
13985558.500000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-1770031.780000
PA
-1942363.920000
-0.0684938
Short
RA
LU
N
2
Reverse repurchase
N
3.9400000
2023-11-13
2000000.000000
EUR
1989056.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-3610688.590000
PA
-3960550.540000
-0.1396614
Short
RA
LU
N
2
Reverse repurchase
N
3.7000000
2025-05-09
4100000.000000
EUR
3651341.100000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-7031413.000000
PA
-7676724.000000
-0.2707053
Short
RA
LU
N
2
Reverse repurchase
N
3.8000000
2025-06-27
8300000.000000
EUR
7391739.300000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-9566047.250000
PA
-10500064.510000
-0.3702651
Short
RA
N/A
N
2
Reverse repurchase
N
4.3720000
2023-11-15
26679235.520000
EUR
14169854.230000
EUR
ABS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-14651414.380000
PA
-16071079.040000
-0.5667165
Short
RA
N/A
N
2
Reverse repurchase
N
3.7000000
2025-05-09
15377000.000000
EUR
14433121.860000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-3068704.650000
PA
-3355320.040000
-0.1183191
Short
RA
LU
N
2
Reverse repurchase
N
4.0280000
2023-09-15
4046715.400000
EUR
3495984.140000
EUR
ABS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-7840408.220000
PA
-8576005.910000
-0.3024168
Short
RA
LU
N
2
Reverse repurchase
N
3.6000000
2025-06-07
10000000.000000
EUR
8905710.000000
EUR
CDS
N
N
N
N/A
N/A
CITIGROUP REVERSE REPO
000000000
-6605195.340000
PA
USD
-6692141.700000
-0.2359858
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-10-17
9957579.030000
USD
9225709.250000
USD
PLCMO
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-3975588.290000
PA
USD
-4073818.450000
-0.1436556
Short
RA
US
N
2
Reverse repurchase
N
5.9300000
2023-08-03
7093373.500000
USD
5574690.750000
USD
PLCMO
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-10961510.400000
PA
USD
-11197831.810000
-0.3948705
Short
RA
US
N
2
Reverse repurchase
N
6.2090500
2023-08-28
40000000.000000
USD
15873444.000000
USD
PLCMO
N
N
N
N/A
N/A
FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD
000000000
-4429411.140000
PA
USD
-4464380.180000
-0.1574280
Short
RA
US
N
2
Reverse repurchase
N
6.1784900
2023-11-20
7607743.090000
USD
6289121.890000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-3966600.000000
PA
USD
-3986195.000000
-0.1405657
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-10-03
6611000.000000
USD
5462783.670000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-12002918.260000
PA
USD
-12155175.250000
-0.4286295
Short
RA
US
N
2
Reverse repurchase
N
6.1710800
2023-10-20
21892000.000000
USD
16095571.970000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-10582206.230000
PA
USD
-10694821.480000
-0.3771328
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-03
16231000.000000
USD
14324884.920000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-11938080.000000
PA
USD
-12065124.370000
-0.4254540
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-03
26400000.000000
USD
18738667.200000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3122087.500000
PA
USD
-3150201.890000
-0.1110860
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
7000000.000000
USD
4247491.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2311158.500000
PA
USD
-2331970.500000
-0.0822326
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
3580000.000000
USD
2990041.780000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2471529.380000
PA
USD
-2493785.510000
-0.0879387
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
3675000.000000
USD
3383804.390000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1229928.000000
PA
USD
-1241003.510000
-0.0437617
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
2400000.000000
USD
1901061.840000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1769390.000000
PA
USD
-1785323.360000
-0.0629561
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
7000000.000000
USD
2591180.200000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1897393.750000
PA
USD
-1914479.760000
-0.0675105
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
3500000.000000
USD
2650719.400000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1708755.750000
PA
USD
-1724143.100000
-0.0607987
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-11-13
3900000.000000
USD
2987637.120000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-6663000.000000
PA
USD
-6695661.670000
-0.2361100
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-10-05
10000000.000000
USD
9116191.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-4621676.550000
PA
USD
-4644331.740000
-0.1637736
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-10-05
7654000.000000
USD
6553757.400000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2846137.500000
PA
USD
-2860089.120000
-0.1008557
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-10-05
5000000.000000
USD
4128224.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-2687611.500000
PA
USD
-2696720.260000
-0.0950948
Short
RA
US
N
2
Reverse repurchase
N
5.7800000
2023-10-12
2870000.000000
USD
4025863.800000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-26318024.210000
PA
USD
-26668346.350000
-0.9404092
Short
RA
US
N
2
Reverse repurchase
N
5.9900000
2023-07-14
36915252.600000
USD
34769232.880000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-703667.400000
PA
USD
-713112.180000
-0.0251466
Short
RA
US
N
2
Reverse repurchase
N
6.0400000
2023-07-14
894000.000000
USD
784439.580000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-100639729.160000
PA
USD
-103464211.120000
-3.6484714
Short
RA
US
N
2
Reverse repurchase
N
6.0500000
2023-07-19
144981843.780000
USD
122913234.210000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-6607050.000000
PA
USD
-6787040.720000
-0.2393323
Short
RA
US
N
2
Reverse repurchase
N
5.9800000
2023-07-20
9200000.000000
USD
7104450.240000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-30903252.990000
PA
USD
-31677121.930000
-1.1170343
Short
RA
US
N
2
Reverse repurchase
N
6.0100000
2023-08-03
50460413.150000
USD
40061412.320000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-9045150.790000
PA
USD
-9267299.690000
-0.3267939
Short
RA
US
N
2
Reverse repurchase
N
6.1400000
2023-08-09
19607754.650000
USD
10069061.960000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-9567175.120000
PA
USD
-9792912.620000
-0.3453287
Short
RA
US
N
2
Reverse repurchase
N
5.9400000
2023-08-10
12199497.620000
USD
11045965.140000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1787226.320000
PA
USD
-1830460.810000
-0.0645478
Short
RA
US
N
2
Reverse repurchase
N
6.0900000
2023-08-10
2476000.000000
USD
2035564.910000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-8341843.990000
PA
USD
-8539049.390000
-0.3011136
Short
RA
US
N
2
Reverse repurchase
N
6.1100000
2023-08-14
12159627.810000
USD
10706524.570000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1740375.000000
PA
USD
-1778264.410000
-0.0627072
Short
RA
US
N
2
Reverse repurchase
N
6.2700000
2023-08-28
2500000.000000
USD
2335266.500000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-28028742.000000
PA
USD
-28746417.000000
-1.0136885
Short
RA
US
N
2
Reverse repurchase
N
6.0900000
2023-08-30
39858443.730000
USD
35818805.260000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-84236986.200000
PA
USD
-86255164.000000
-3.0416266
Short
RA
US
N
2
Reverse repurchase
N
6.2500000
2023-09-15
137239118.420000
USD
108474462.610000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-12061806.500000
PA
USD
-12250265.520000
-0.4319826
Short
RA
US
N
2
Reverse repurchase
N
6.3200000
2023-10-02
28905000.000000
USD
17263920.880000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-37866388.840000
PA
USD
-38046759.080000
-1.3416476
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-10-04
87355298.750000
USD
51480382.380000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-12371548.420000
PA
USD
-12492356.590000
-0.4405195
Short
RA
US
N
2
Reverse repurchase
N
6.5100000
2023-11-10
26682000.000000
USD
17370388.930000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-57541.040000
PA
USD
-58050.270000
-0.0020470
Short
RA
US
N
2
Reverse repurchase
N
5.4000000
2025-05-04
61318.240000
USD
61914.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-12716257.720000
PA
USD
-12737433.820000
-0.4491617
Short
RA
US
N
2
Reverse repurchase
N
5.4500000
2025-06-21
22636000.000000
USD
15357620.560000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-9813499.980000
PA
USD
-9813499.980000
-0.3460547
Short
RA
US
N
2
Reverse repurchase
N
6.0600000
2025-07-02
31295373.000000
USD
15804163.370000
USD
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-8606090.000000
PA
USD
-8801039.450000
-0.3103521
Short
RA
US
N
2
Reverse repurchase
N
5.3300000
2023-07-31
12500000.000000
USD
10387258.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-5324888.290000
PA
USD
-5401470.540000
-0.1904727
Short
RA
US
N
2
Reverse repurchase
N
5.4500000
2023-07-31
8893000.000000
USD
7389911.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-24248196.190000
PA
USD
-24447839.670000
-0.8621072
Short
RA
US
N
2
Reverse repurchase
N
5.7000000
2023-08-14
32978053.120000
USD
28080430.760000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-8430226.180000
PA
USD
-8492272.640000
-0.2994641
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2023-08-18
10986018.830000
USD
9876612.190000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-17838749.520000
PA
USD
-17929226.670000
-0.6322406
Short
RA
US
N
2
Reverse repurchase
N
5.8900000
2023-09-01
24900000.000000
USD
20088106.080000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-2382069.480000
PA
USD
-2439893.750000
-0.0860383
Short
RA
US
N
2
Reverse repurchase
N
6.2870000
2023-10-12
2816800.370000
USD
2799057.630000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-1800317.000000
PA
USD
-1800317.000000
-0.0634848
Short
RA
US
N
2
Reverse repurchase
N
6.2000000
2023-10-02
2800000.000000
USD
2620815.400000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-3479234.000000
PA
USD
-3479234.000000
-0.1226887
Short
RA
US
N
2
Reverse repurchase
N
5.8100000
2023-07-03
4102647.380000
USD
3511149.840000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-759553.000000
PA
USD
-759553.000000
-0.0267842
Short
RA
US
N
2
Reverse repurchase
N
6.1100000
2023-07-03
1000000.000000
USD
881480.900000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-2170765.000000
PA
USD
-2170765.000000
-0.0765480
Short
RA
US
N
2
Reverse repurchase
N
6.0600000
2023-07-03
3000000.000000
USD
2693419.200000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-3465088.160000
PA
USD
-3502445.660000
-0.1235072
Short
RA
US
N
2
Reverse repurchase
N
6.2600000
2023-10-30
4500000.000000
USD
3914815.950000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-750528.650000
PA
USD
-758056.450000
-0.0267314
Short
RA
US
N
2
Reverse repurchase
N
6.1200000
2023-11-01
1156000.000000
USD
775900.730000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-210043.500000
PA
USD
-210152.550000
-0.0074106
Short
RA
US
N
2
Reverse repurchase
N
6.2300000
2023-12-26
300000.000000
USD
249339.750000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-3026236.000000
PA
USD
-3026236.000000
-0.1067145
Short
RA
US
N
2
Reverse repurchase
N
6.3300000
2024-01-02
4102647.380000
USD
3511149.840000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-720347.000000
PA
USD
-720347.000000
-0.0254017
Short
RA
US
N
2
Reverse repurchase
N
6.4600000
2024-01-02
1000000.000000
USD
881480.900000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-2284252.000000
PA
USD
-2284252.000000
-0.0805499
Short
RA
US
N
2
Reverse repurchase
N
6.4300000
2024-01-02
3000000.000000
USD
2693419.200000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-2662580.470000
PA
USD
-2681336.870000
-0.0945523
Short
RA
US
N
2
Reverse repurchase
N
6.3400000
2023-11-22
4863160.670000
USD
3799695.880000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1199852.320000
PA
USD
-1216255.970000
-0.0428890
Short
RA
US
N
2
Reverse repurchase
N
5.5300000
2023-07-05
2000000.000000
USD
1625671.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1784780.000000
PA
USD
-1808993.510000
-0.0637908
Short
RA
US
N
2
Reverse repurchase
N
5.5500000
2023-07-05
2800000.000000
USD
2275939.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-150789.170000
PA
USD
-154125.420000
-0.0054349
Short
RA
US
N
2
Reverse repurchase
N
5.5700000
2023-08-09
163902.430000
USD
165497.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-9990046.760000
PA
USD
-10208773.280000
-0.3599932
Short
RA
US
N
2
Reverse repurchase
N
5.6300000
2023-08-11
15000000.000000
USD
11997542.520000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-993944.400000
PA
USD
-1002115.720000
-0.0353377
Short
RA
US
N
2
Reverse repurchase
N
6.0400000
2023-08-15
2500000.000000
USD
889593.250000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4374299.410000
PA
USD
-4468162.150000
-0.1575614
Short
RA
US
N
2
Reverse repurchase
N
5.6800000
2023-08-16
6000000.000000
USD
4880884.920000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-3596967.360000
PA
USD
-3660998.390000
-0.1290982
Short
RA
US
N
2
Reverse repurchase
N
5.7300000
2023-07-11
5296000.000000
USD
4267608.950000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-15172913.000000
PA
USD
-15434194.820000
-0.5442579
Short
RA
US
N
2
Reverse repurchase
N
5.7300000
2023-07-14
23318476.420000
USD
15133620.330000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-5453787.000000
PA
USD
-5547702.730000
-0.1956293
Short
RA
US
N
2
Reverse repurchase
N
5.7300000
2023-07-14
6978268.000000
USD
6597820.810000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-1577445.950000
PA
USD
-1594014.390000
-0.0562099
Short
RA
US
N
2
Reverse repurchase
N
5.4800000
2023-07-14
2000000.000000
USD
1954082.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-15864643.000000
PA
USD
-16137836.530000
-0.5690705
Short
RA
US
N
2
Reverse repurchase
N
5.7300000
2023-07-14
22893000.000000
USD
18506092.990000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-8759299.960000
PA
USD
-8890090.890000
-0.3134924
Short
RA
US
N
2
Reverse repurchase
N
5.2700000
2023-07-21
13080000.000000
USD
10173339.830000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-3288753.160000
PA
USD
-3352163.980000
-0.1182078
Short
RA
US
N
2
Reverse repurchase
N
5.7800000
2023-07-31
4300000.000000
USD
3621414.670000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2307409.870000
PA
USD
-2319408.400000
-0.0817896
Short
RA
US
N
2
Reverse repurchase
N
5.8500000
2023-08-30
3100000.000000
USD
2599763.600000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-9872270.690000
PA
USD
-9965626.700000
-0.3514191
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-02
12885000.000000
USD
12760466.030000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-22785488.500000
PA
USD
-22996944.140000
-0.8109441
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-08
39916170.380000
USD
29926310.810000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-22248771.430000
PA
USD
-22447285.000000
-0.7915614
Short
RA
US
N
2
Reverse repurchase
N
6.6000000
2023-11-15
39322426.120000
USD
33781593.680000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-10852810.690000
PA
USD
-10906001.530000
-0.3845797
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-30
17057498.870000
USD
14827846.850000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-9221484.380000
PA
USD
-9229563.420000
-0.3254632
Short
RA
US
N
2
Reverse repurchase
N
6.3100000
2023-12-26
22875000.000000
USD
14115759.900000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-1419635.090000
PA
USD
-1424222.860000
-0.0502225
Short
RA
US
N
2
Reverse repurchase
N
5.5400000
2023-07-12
1450000.000000
USD
1505363.330000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-649857.100000
PA
USD
-652962.870000
-0.0230255
Short
RA
US
N
2
Reverse repurchase
N
5.5500000
2023-08-02
900000.000000
USD
682514.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-13599954.890000
PA
USD
-13648351.850000
-0.4812835
Short
RA
US
N
2
Reverse repurchase
N
6.1000000
2023-10-12
17917366.530000
USD
17080347.790000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-13426890.000000
PA
USD
-13640511.810000
-0.4810071
Short
RA
US
N
2
Reverse repurchase
N
5.1600000
2023-07-14
20701631.120000
USD
13742628.940000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-9018612.000000
PA
USD
-9162098.110000
-0.3230842
Short
RA
US
N
2
Reverse repurchase
N
5.1600000
2023-07-14
11238000.000000
USD
11207207.880000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3602753.000000
PA
USD
-3686168.740000
-0.1299858
Short
RA
US
N
2
Reverse repurchase
N
5.5200000
2023-08-02
4994000.000000
USD
4149917.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-7758231.410000
PA
USD
-7916519.780000
-0.2791612
Short
RA
US
N
2
Reverse repurchase
N
5.7700000
2023-08-03
10900000.000000
USD
8309277.520000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4390040.870000
PA
USD
-4476852.720000
-0.1578678
Short
RA
US
N
2
Reverse repurchase
N
6.2000000
2023-08-04
7499000.000000
USD
5644882.970000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1089126.680000
PA
USD
-1111915.140000
-0.0392096
Short
RA
US
N
2
Reverse repurchase
N
5.7500000
2023-08-22
1500000.000000
USD
1206071.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6750693.900000
PA
USD
-6885370.240000
-0.2427997
Short
RA
US
N
2
Reverse repurchase
N
5.7000000
2023-08-25
15339000.000000
USD
8550467.850000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-12864142.070000
PA
USD
-13060477.470000
-0.4605532
Short
RA
US
N
2
Reverse repurchase
N
6.3300000
2023-10-06
19974838.030000
USD
19098366.990000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3186640.470000
PA
USD
-3201580.530000
-0.1128977
Short
RA
US
N
2
Reverse repurchase
N
6.2500000
2023-11-03
4972347.490000
USD
4238228.820000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-14442238.570000
PA
USD
-14578901.000000
-0.5140976
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-11-10
25209378.600000
USD
20400978.770000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-13239229.000000
PA
USD
-13365358.560000
-0.4713043
Short
RA
US
N
2
Reverse repurchase
N
6.3600000
2023-11-10
20900000.000000
USD
18004248.670000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5628682.330000
PA
USD
-5672839.350000
-0.2000420
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2023-11-15
11718000.000000
USD
7420049.200000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-11902925.020000
PA
USD
-11998803.060000
-0.4231153
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-17
20000962.510000
USD
16572112.730000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-86349.000000
PA
USD
-87106.110000
-0.0030716
Short
RA
US
N
2
Reverse repurchase
N
5.3500000
2025-05-04
126000.000000
USD
97738.300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-6445675.000000
PA
USD
-6625378.630000
-0.2336316
Short
RA
US
N
2
Reverse repurchase
N
6.0100000
2023-10-17
10000000.000000
USD
7324515.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1934163.150000
PA
USD
-1990330.170000
-0.0701853
Short
RA
US
N
2
Reverse repurchase
N
6.2600000
2023-10-17
2857120.080000
USD
2252476.610000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2386082.730000
PA
USD
-2449142.920000
-0.0863644
Short
RA
US
N
2
Reverse repurchase
N
6.0600000
2023-07-27
6889273.730000
USD
2786672.640000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-9544925.500000
PA
USD
-9785012.190000
-0.3450501
Short
RA
US
N
2
Reverse repurchase
N
6.1600000
2023-08-04
18950000.000000
USD
18724413.520000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-255200.000000
PA
USD
-261416.670000
-0.0092184
Short
RA
US
N
2
Reverse repurchase
N
6.0900000
2023-08-09
400000.000000
USD
323063.640000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-6005475.000000
PA
USD
-6152969.470000
-0.2169729
Short
RA
US
N
2
Reverse repurchase
N
6.1400000
2023-08-09
10000000.000000
USD
8825633.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-829600.000000
PA
USD
-839018.260000
-0.0295864
Short
RA
US
N
2
Reverse repurchase
N
6.1000000
2023-10-24
1000000.000000
USD
991248.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-16892752.500000
PA
USD
-16976498.320000
-0.5986444
Short
RA
US
N
2
Reverse repurchase
N
6.6100000
2024-03-06
27000000.000000
USD
22594677.300000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3175125.300000
PA
USD
-3184811.190000
-0.1123064
Short
RA
US
N
2
Reverse repurchase
N
6.4600000
2023-08-16
17930203.740000
USD
6146280.200000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1599434.100000
PA
USD
-1600316.450000
-0.0564322
Short
RA
US
N
2
Reverse repurchase
N
6.6200000
2024-01-04
3240000.000000
USD
1672937.060000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-5019705.000000
PA
USD
-5022516.030000
-0.1771096
Short
RA
US
N
2
Reverse repurchase
N
6.7200000
2024-01-04
7600000.000000
USD
7508964.920000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-12154239.890000
PA
USD
-12160995.620000
-0.4288347
Short
RA
US
N
2
Reverse repurchase
N
6.6700000
2024-01-04
20156285.060000
USD
16348244.800000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-351066.000000
PA
USD
-354508.590000
-0.0125011
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-06
616273.000000
USD
426969.460000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-1691497.000000
PA
USD
-1704828.810000
-0.0601176
Short
RA
US
N
2
Reverse repurchase
N
6.3000000
2023-11-15
2929000.000000
USD
2423878.130000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-2102912.000000
PA
USD
-2109591.090000
-0.0743908
Short
RA
US
N
2
Reverse repurchase
N
6.3500000
2023-12-15
2800000.000000
USD
2646749.280000
USD
PLCMO
N
N
N
N/A
N/A
PARIBAS REPO
000000000
125700000.000000
PA
USD
125700000.000000
4.4325747
Long
RA
US
N
2
Repurchase
N
5.1200000
2023-07-03
129420800.000000
USD
128318701.650000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
15700000.000000
PA
USD
15700000.000000
0.5536311
Long
RA
US
N
2
Repurchase
N
5.1600000
2023-07-03
16859100.000000
USD
15908141.390000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
134400000.000000
PA
USD
134400000.000000
4.7393639
Long
RA
US
N
2
Repurchase
N
5.0600000
2023-07-05
142729749.900000
USD
136841880.810000
USD
UST
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO GBP ZCP
000000000
-1193002.260000
PA
-1519007.490000
-0.0535650
Short
RA
GB
N
2
Reverse repurchase
N
5.5053000
2023-09-18
1669861.600000
GBP
1511656.570000
GBP
ABS
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO GBP ZCP
000000000
-3826286.750000
PA
-4869298.870000
-0.1717067
Short
RA
GB
N
2
Reverse repurchase
N
5.3122000
2023-09-19
4150000.000000
GBP
4140455.000000
GBP
ABS
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO GBP ZCP
000000000
-2704171.030000
PA
-3436405.100000
-0.1211784
Short
RA
GB
N
2
Reverse repurchase
N
5.6409000
2023-09-29
5421236.050000
GBP
4075291.680000
GBP
ABS
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO GBP ZCP
000000000
-3310555.300000
PA
-4236134.700000
-0.1493793
Short
RA
GB
N
2
Reverse repurchase
N
5.3598000
2023-11-13
4300000.000000
GBP
4116843.650000
GBP
ABS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-991967.620000
PA
-1260655.950000
-0.0444547
Short
RA
GB
N
2
Reverse repurchase
N
6.2520000
2023-09-29
1523670.200000
GBP
1190638.860000
GBP
ABS
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO GBP ZCP
000000000
-1424685.660000
PA
-1826448.370000
-0.0644063
Short
RA
GB
N
2
Reverse repurchase
N
4.9874000
2023-08-21
1792096.310000
GBP
1694027.420000
GBP
ABS
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO GBP ZCP
000000000
-3198577.930000
PA
-4085696.440000
-0.1440744
Short
RA
GB
N
2
Reverse repurchase
N
5.3310000
2023-09-25
4000000.000000
GBP
3916588.900000
GBP
ABS
N
N
N
N/A
N/A
REV REPO CREDIT AGRICOLE CIB ZCP
000000000
-1404593.170000
PA
-1788364.320000
-0.0630633
Short
RA
GB
N
2
Reverse repurchase
N
5.4400000
2023-09-18
1700000.000000
GBP
1663841.340000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-12939033.940000
PA
USD
-13137565.440000
-0.4632716
Short
RA
US
N
2
Reverse repurchase
N
6.0700000
2023-07-03
18075000.000000
USD
16131937.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-23942494.170000
PA
USD
-24023639.280000
-0.8471486
Short
RA
US
N
2
Reverse repurchase
N
5.7800000
2023-10-12
29498000.000000
USD
26927452.840000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3096720.000000
PA
USD
-3107215.300000
-0.1095701
Short
RA
US
N
2
Reverse repurchase
N
5.7800000
2023-10-12
4500000.000000
USD
3618213.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-1643373.000000
PA
USD
-1644961.590000
-0.0580065
Short
RA
US
N
2
Reverse repurchase
N
5.8000000
2023-10-27
2300000.000000
USD
1911255.610000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-13523579.440000
PA
USD
-13523579.440000
-0.4768837
Short
RA
US
N
2
Reverse repurchase
N
6.3100000
2023-10-02
18075000.000000
USD
16131937.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-72211.000000
PA
USD
-72737.600000
-0.0025650
Short
RA
US
N
2
Reverse repurchase
N
5.8300000
2023-09-18
83615.790000
USD
84429.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-5028375.000000
PA
USD
-5076831.770000
-0.1790250
Short
RA
US
N
2
Reverse repurchase
N
5.8800000
2025-05-04
10600000.000000
USD
7197400.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-2095799.750000
PA
USD
-2129365.150000
-0.0750881
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2023-08-03
2200000.000000
USD
2193972.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-165341.480000
PA
USD
-167985.930000
-0.0059237
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2023-09-20
168392.910000
USD
170031.370000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-13399551.200000
PA
USD
-13611916.690000
-0.4799987
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2023-09-20
18376203.000000
USD
15979232.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-1933216.000000
PA
USD
-1961605.270000
-0.0691723
Short
RA
US
N
2
Reverse repurchase
N
5.5500000
2023-09-27
2832000.000000
USD
2147644.790000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-1455318.190000
PA
USD
-1476215.760000
-0.0520560
Short
RA
US
N
2
Reverse repurchase
N
5.7700000
2023-09-29
2230000.000000
USD
1793025.920000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO UBS AG LONDON
000000000
-1306282.220000
PA
USD
-1320052.610000
-0.0465492
Short
RA
US
N
2
Reverse repurchase
N
5.7500000
2023-08-03
1580000.000000
USD
1575670.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-6171444.000000
PA
USD
-6320604.370000
-0.2228843
Short
RA
US
N
2
Reverse repurchase
N
5.6500000
2023-07-28
8300000.000000
USD
6960657.390000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8520336.000000
PA
USD
-8718788.820000
-0.3074517
Short
RA
US
N
2
Reverse repurchase
N
5.5900000
2023-08-03
12000000.000000
USD
10380000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1324491.120000
PA
USD
-1340638.870000
-0.0472751
Short
RA
US
N
2
Reverse repurchase
N
5.7000000
2023-10-16
1908282.000000
USD
1755648.060000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-15801141.300000
PA
USD
-15970529.530000
-0.5631708
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2024-01-22
20000000.000000
USD
18257138.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-63089864.000000
PA
USD
-63371168.670000
-2.2346654
Short
RA
US
N
2
Reverse repurchase
N
6.6881900
2023-08-10
292068779.280000
USD
93263492.210000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-23768223.570000
PA
USD
-23874993.440000
-0.8419069
Short
RA
US
N
2
Reverse repurchase
N
6.7381900
2023-08-10
109142553.140000
USD
36067608.870000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-10108865.680000
PA
USD
-10154949.910000
-0.3580953
Short
RA
US
N
2
Reverse repurchase
N
6.8381900
2023-08-10
13753558.750000
USD
16394313.550000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-3105000.000000
PA
USD
-3117494.890000
-0.1099326
Short
RA
US
N
2
Reverse repurchase
N
6.8984900
2023-08-11
26000000.000000
USD
7062288.000000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-12520579.500000
PA
USD
-12550868.700000
-0.4425828
Short
RA
US
N
2
Reverse repurchase
N
6.6991940
2023-08-17
60803000.000000
USD
22734048.940000
USD
PLCMO
N
N
N
CBL & ASSOCIATES PROPERTIES INC
529900EIVFBRS4PUBZ13
CBL + ASSOCIATES PROPERTIES REIT USD.01
124830878
24558.000000
NS
USD
541258.320000
0.0190865
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-2912353.320000
PA
USD
-2916129.200000
-0.1028318
Short
RA
US
N
2
Reverse repurchase
N
6.6677500
2023-08-25
63133607.600000
USD
4183917.840000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-1088850.000000
PA
USD
-1089737.840000
-0.0384276
Short
RA
US
N
2
Reverse repurchase
N
5.8708370
2023-08-31
1400000.000000
USD
1278723.320000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-13755701.930000
PA
USD
-13755701.930000
-0.4850690
Short
RA
US
N
2
Reverse repurchase
N
6.7775980
2023-08-31
44587170.900000
USD
19633968.020000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-1624511.030000
PA
USD
-1624511.030000
-0.0572853
Short
RA
US
N
2
Reverse repurchase
N
6.9775980
2023-08-31
3905074.600000
USD
2286811.690000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-29605.610000
PA
USD
-30345.850000
-0.0010701
Short
RA
US
N
2
Reverse repurchase
N
5.3900000
2023-07-17
1163914.650000
USD
27446.270000
USD
AMBS
N
N
N
N/A
N/A
ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD
000000000
-1997094.210000
PA
USD
-2047121.420000
-0.0721879
Short
RA
US
N
2
Reverse repurchase
N
5.4000000
2023-07-17
20516054.160000
USD
2067663.310000
USD
AMBS
N
N
N
N/A
N/A
ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD
000000000
-2277032.640000
PA
USD
-2286283.090000
-0.0806215
Short
RA
US
N
2
Reverse repurchase
N
5.8500000
2023-09-08
214638638.850000
USD
2422218.500000
USD
AMBS
N
N
N
N/A
N/A
ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD
000000000
-5462231.120000
PA
USD
-5579025.760000
-0.1967339
Short
RA
US
N
2
Reverse repurchase
N
5.6600000
2023-09-18
29786108.310000
USD
6254170.720000
USD
AMBS
N
N
N
ARGENT SECURITIES INC 2005-W2
N/A
ARGENT SECURITIES INC. ARSI 2005 W2 M3
040104NF4
37541424.750000
PA
USD
27934600.440000
0.9850613
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
5.94543
N
N
N
N
N
N
ARGENT SECURITIES INC 2005-W4
N/A
ARGENT SECURITIES INC. ARSI 2005 W4 A2D
040104PT2
189501.640000
PA
USD
144826.170000
0.0051070
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.91043
N
N
N
N
N
N
N/A
N/A
BOUGHT CNY SOLD USD 20230816
000000000
1.000000
NC
-6103.110000
-0.0002152
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
122534.660000
USD
840967.630000
CNY
2023-08-16
-6103.110000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
178473.920000
0.0062935
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11627222.580000
USD
10819000.000000
EUR
2023-07-05
178473.920000
N
N
N
N/A
N/A
BOUGHT MXN SOLD USD 20230714
000000000
1.000000
NC
359206.340000
0.0126667
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
16215798.620000
USD
284206000.000000
MXN
2023-07-14
359206.340000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-72976.430000
-0.0025734
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3623000.000000
EUR
3880442.410000
USD
2023-07-05
-72976.430000
N
N
N
N/A
N/A
SOLD IDR BOUGHT USD 20230926
000000000
1.000000
NC
13054.040000
0.0004603
N/A
DFE
ID
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
32509810080.000000
IDR
2171664.000000
USD
2023-09-26
13054.040000
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20230922
000000000
1.000000
NC
-7615.020000
-0.0002685
N/A
DFE
ID
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1257826.970000
USD
18827871048.000000
IDR
2023-09-22
-7615.020000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 09/23 0.00000
ACI28ZVN1
98667623.160000
PA
200804.860000
0.0070810
Long
DBT
NUSS
AR
N
2
2023-09-18
None
0
N
N
N
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20230816
000000000
1.000000
NC
153526.560000
0.0054138
N/A
DFE
CN
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
28551000.000000
CNY
4093788.200000
USD
2023-08-16
153526.560000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-57221.450000
-0.0020178
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
15049000.000000
EUR
16364252.500000
USD
2023-07-05
-57221.450000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 10/23 0.00000
ACI2GN722
160943389.750000
PA
325770.430000
0.0114877
Long
DBT
NUSS
AR
N
2
2023-10-18
None
0
N
N
N
N
N
N
N/A
N/A
BOUGHT CNY SOLD USD 20230816
000000000
1.000000
NC
-3445.600000
-0.0001215
N/A
DFE
CN
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
64583.000000
USD
441586.260000
CNY
2023-08-16
-3445.600000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
60679.270000
0.0021397
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
5509898.480000
USD
5105000.000000
EUR
2023-07-05
60679.270000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
-2084376.490000
-0.0735016
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
507561112.100000
USD
463230001.000000
EUR
2023-07-05
-2084376.490000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230802
000000000
1.000000
NC
28147.160000
0.0009926
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4681368.560000
USD
4310000.000000
EUR
2023-08-02
28147.160000
N
N
N
N/A
N/A
BOUGHT GBP SOLD USD 20230705
000000000
1.000000
NC
-3410.130000
-0.0001203
N/A
DFE
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
5327247.260000
USD
4192000.000000
GBP
2023-07-05
-3410.130000
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20230922
000000000
1.000000
NC
-2855.190000
-0.0001007
N/A
DFE
ID
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1333561.820000
USD
20040100250.000000
IDR
2023-09-22
-2855.190000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 11/23 0.00000
ACI2GN714
494341734.810000
PA
1021311.780000
0.0360146
Long
DBT
NUSS
AR
N
2
2023-11-23
None
0
N
N
N
N
N
N
N/A
N/A
BOUGHT PLN SOLD USD 20230721
000000000
1.000000
NC
41071.550000
0.0014483
N/A
DFE
PL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
704844.740000
USD
3035335.640000
PLN
2023-07-21
41071.550000
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20230816
000000000
1.000000
NC
160441.670000
0.0056577
N/A
DFE
CN
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
23903486.170000
CNY
3459310.000000
USD
2023-08-16
160441.670000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
969945.000000
PA
USD
269159.740000
0.0094914
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-7425897.150000
-0.2618603
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
458597001.000000
EUR
492995307.270000
USD
2023-07-05
-7425897.150000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-289330.230000
-0.0102027
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
14361000.000000
EUR
15381397.880000
USD
2023-07-05
-289330.230000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
43064.760000
0.0015186
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
15663000.000000
EUR
17134535.720000
USD
2023-07-05
43064.760000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230802
000000000
1.000000
NC
2104888.570000
0.0742249
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
463230001.000000
EUR
508274023.070000
USD
2023-08-02
2104888.570000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-94240.490000
-0.0033232
N/A
DFE
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2846000.000000
GBP
3520177.560000
USD
2023-07-05
-94240.490000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
43518.040000
0.0015346
N/A
DFE
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
5879000.000000
GBP
7509844.010000
USD
2023-07-05
43518.040000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
8072.250000
0.0002847
N/A
DFE
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4229000.000000
GBP
5378899.350000
USD
2023-07-05
8072.250000
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20230816
000000000
1.000000
NC
-150908.250000
-0.0053215
N/A
DFE
MX
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
290750082.840000
MXN
16699793.390000
USD
2023-08-16
-150908.250000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
1209000.000000
PA
USD
356655.000000
0.0125768
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/23 16
ACI0QD0C2
868000.000000
PA
1487.880000
0.0000525
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
22615.830000
0.0007975
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
N/A
N/A
CDX HY40 5Y ICE
000000000
1.000000
NC
USD
-8230897.020000
-0.2902471
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.40
Y
Single Leg Swap
2028-06-20
0.000000
USD
-2220487.000000
USD
276800000.000000
USD
-6010410.020000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
040114HX1
948754.000000
PA
USD
310195.120000
0.0109384
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
289727.550000
0.0102167
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
15120203.680000
USD
14122000.000000
EUR
2023-07-05
289727.550000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
9666.840000
0.0003409
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1702426.500000
USD
1569000.000000
EUR
2023-07-05
9666.840000
N
N
N
N/A
N/A
SOLD CAD BOUGHT USD 20230816
000000000
1.000000
NC
-51896.760000
-0.0018300
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9535393.820000
CAD
7150516.940000
USD
2023-08-16
-51896.760000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230802
000000000
1.000000
NC
-28937.410000
-0.0010204
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4597000.000000
GBP
5810419.520000
USD
2023-08-02
-28937.410000
N
N
N
N/A
N/A
SOLD IDR BOUGHT USD 20230920
000000000
1.000000
NC
8446.130000
0.0002978
N/A
DFE
ID
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11210175547.000000
IDR
752845.830000
USD
2023-09-20
8446.130000
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20230705
000000000
1.000000
NC
28356.690000
0.0009999
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3369168.910000
USD
16268032.080000
BRL
2023-07-05
28356.690000
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20230905
000000000
1.000000
NC
231495.990000
0.0081633
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
5114883.510000
USD
25887704.160000
BRL
2023-09-05
231495.990000
N
N
N
ASHFORD HOSPITALITY TRUST 2018-ASHF
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF E 144A
04410RAN6
15356000.000000
PA
USD
14631594.520000
0.5159557
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
8.419
N
N
N
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230705
000000000
1.000000
NC
-376069.120000
-0.0132614
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
16216483.800000
BRL
3010690.790000
USD
2023-07-05
-376069.120000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230705
000000000
1.000000
NC
-69.250000
-0.0000024
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
51548.280000
BRL
10696.440000
USD
2023-07-05
-69.250000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230905
000000000
1.000000
NC
-27762.710000
-0.0009790
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
16448282.620000
BRL
3369168.910000
USD
2023-09-05
-27762.710000
N
N
N
N/A
N/A
SOLD CHF BOUGHT USD 20230816
000000000
1.000000
NC
7189.470000
0.0002535
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
928654.830000
CHF
1049217.000000
USD
2023-08-16
7189.470000
N
N
N
ASHFORD HOSPITALITY TRUST 2018-KEYS
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS D 144A
04410CAL3
7750000.000000
PA
USD
7333907.150000
0.2586165
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
8.069
N
N
N
N
N
N
N/A
N/A
GUARANTEED RATE INC WTS 7214419C9
000000000
1361.000000
NC
USD
0.000000
0.0000000
N/A
DE
US
N
3
None
N/A
Call
Purchased
GUARANTEED RATE INC
GUARANTEED RATE INC
N/A
0.010000
USD
2060-12-31
XXXX
-178690.450000
N
N
N
ASSET BACKED FUNDING CERT 2005-HE1
N/A
ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M5
04542BKW1
5505399.060000
PA
USD
4404699.120000
0.1553235
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
6.20043
N
N
N
N
N
N
N/A
N/A
TRS YJL 01/28/36 MYC
000000000
1.000000
NC
-679714.060000
-0.0239688
N/A
DCR
CN
N
3
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
HUAXI SECURITIES AGILE INTERNATIONAL PLAZA COMMERCIAL PROPERTIES ABS 2018-1
YJL 2018-1 A
Y
2036-01-28
41685.060000
CNY
0.000000
CNY
101100000.000000
CNY
-721399.120000
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A EXP 05DEC25
000000000
69990.000000
NC
USD
507427.500000
0.0178935
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT JACKSON HOLDINGS SA
INTELSAT JACKSON HOLDINGS SA
N/A
0.000000
USD
2025-12-05
XXXX
507427.500000
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A RIGHTS
000000000
70515.000000
NC
USD
334946.250000
0.0118113
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT JACKSON HOLDINGS SA
INTELSAT JACKSON HOLDINGS SA
N/A
0.000000
USD
2025-12-05
XXXX
334946.250000
N
N
N
N/A
N/A
INTELSAT EMERGENCE SA CALL EXP 17FEB27
000000000
328.000000
NC
USD
245.990000
0.0000087
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT SA
INTELSAT SA/LUXEMBOURG
N/A
77.220000
USD
2027-02-17
XXXX
-11790987.860000
N
N
N
N/A
N/A
INTELSAT EMERGENCE SA CALL EXP17FEB27
000000000
1073.000000
NC
USD
1877.740000
0.0000662
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT SA
INTELSAT SA/LUXEMBOURG
N/A
60.150000
USD
2027-02-17
XXXX
-4426.130000
N
N
N
N/A
N/A
JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE
000000000
1.000000
NC
18882.770000
0.0006659
N/A
DCR
GB
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
JAGUAR LAND ROVER AUTOMO
Y
Single Leg Swap
2026-06-20
101514.730000
EUR
0.000000
EUR
1600000.000000
EUR
-82631.960000
N
N
N
N/A
N/A
JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE
000000000
1.000000
NC
-68871.920000
-0.0024286
N/A
DCR
GB
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
JAGUAR LAND ROVER AUTOMO SR UNSEC REGS
Y
Single Leg Swap
2026-12-20
873772.940000
EUR
0.000000
EUR
16290000.000000
EUR
-942644.860000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
62324.440000
0.0021978
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
7081764.200000
USD
6547000.000000
EUR
2023-07-05
62324.440000
N
N
N
N/A
N/A
BOUGHT GBP SOLD USD 20230705
000000000
1.000000
NC
185638.370000
0.0065462
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
7544847.460000
USD
6087000.000000
GBP
2023-07-05
185638.370000
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20230703
000000000
1.000000
NC
-1433.340000
-0.0000505
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
573050.620000
USD
8569972022.000000
IDR
2023-07-03
-1433.340000
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20230920
000000000
1.000000
NC
-8606.280000
-0.0003035
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1038085.000000
USD
15503280433.000000
IDR
2023-09-20
-8606.280000
N
N
N
N/A
N/A
BOUGHT INR SOLD USD 20230920
000000000
1.000000
NC
213.820000
0.0000075
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
89085.870000
USD
7348025.270000
INR
2023-09-20
213.820000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-1675702.010000
-0.0590905
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
61749000.000000
GBP
76745485.640000
USD
2023-07-05
-1675702.010000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
11762.870000
0.0004148
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
4419000.000000
GBP
5623889.840000
USD
2023-07-05
11762.870000
N
N
N
N/A
N/A
SOLD IDR BOUGHT USD 20230703
000000000
1.000000
NC
-1274.410000
-0.0000449
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
8569972022.000000
IDR
570342.870000
USD
2023-07-03
-1274.410000
N
N
N
N/A
N/A
SOLD IDR BOUGHT USD 20230926
000000000
1.000000
NC
3520.750000
0.0001242
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
8577421680.000000
IDR
573050.620000
USD
2023-09-26
3520.750000
N
N
N
N/A
N/A
MSC 2005-HQ7 F BP GST
000000000
1.000000
NC
USD
3911825.000000
0.1379432
N/A
DCR
US
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
MORGAN STANLEY CAPITAL I-2005-HQ7
MSC 2005-HQ7 F WM15 WC5.2459 VAR
Y
Single Leg Swap
2042-11-14
1350000.000000
USD
0.000000
USD
7500000.000000
USD
2561825.000000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
99298.150000
0.0035016
N/A
DFE
N/A
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
6339875.070000
USD
5901000.000000
EUR
2023-07-05
99298.150000
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20230816
000000000
1.000000
NC
225134.140000
0.0079389
N/A
DFE
CN
N
2
NOMURA GLOBAL FINANCIAL PRODUCTS INC.
0Z3VO5H2G7GRS05BHJ91
29331268.870000
CNY
4273079.000000
USD
2023-08-16
225134.140000
N
N
N
N/A
N/A
3 MONTH SOFR FUT DEC23 XCME 20240319
000000000
-122.000000
NC
USD
814797.230000
0.0287323
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2024-03-19
-28867487.500000
USD
814797.230000
N
N
N
N/A
N/A
3 MONTH SOFR FUT DEC24 XCME 20250318
000000000
-63.000000
NC
USD
278048.310000
0.0098049
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-03-18
-15118818.750000
USD
278048.310000
N
N
N
N/A
N/A
3 MONTH SOFR FUT DEC25 XCME 20260317
000000000
-68.000000
NC
USD
221556.760000
0.0078128
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2026-03-17
-16412225.000000
USD
221556.760000
N
N
N
N/A
N/A
3 MONTH SOFR FUT JUN24 XCME 20240917
000000000
-80.000000
NC
USD
468032.120000
0.0165043
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2024-09-17
-19050500.000000
USD
468032.120000
N
N
N
N/A
N/A
3 MONTH SOFR FUT JUN25 XCME 20250916
000000000
-64.000000
NC
USD
233581.440000
0.0082368
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-09-16
-15419600.000000
USD
233581.440000
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR24 XCME 20240618
000000000
-106.000000
NC
USD
678745.470000
0.0239347
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2024-06-18
-25147175.000000
USD
678745.470000
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR25 XCME 20250617
000000000
-58.000000
NC
USD
229774.770000
0.0081026
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-06-17
-13952987.500000
USD
229774.770000
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR26 XCME 20260616
000000000
-64.000000
NC
USD
196660.450000
0.0069349
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2026-06-16
-15454800.000000
USD
196660.450000
N
N
N
N/A
N/A
3 MONTH SOFR FUT SEP24 XCME 20241217
000000000
-74.000000
NC
USD
377264.610000
0.0133035
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2024-12-17
-17694787.500000
USD
377264.610000
N
N
N
N/A
N/A
3 MONTH SOFR FUT SEP25 XCME 20251216
000000000
-53.000000
NC
USD
181094.640000
0.0063860
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-12-16
-12782606.250000
USD
181094.640000
N
N
N
ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM
N/A
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM E 144A
04965JAJ2
44935689.000000
PA
USD
39658589.970000
1.3984858
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.493
N
N
N
N
N
N
ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM
N/A
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM E 144A
04965KAQ3
16369000.000000
PA
USD
15265735.950000
0.5383175
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
8.843
N
N
N
N
N
N
2023-08-17
PIMCO Flexible Credit Income Fund
/s/ Bijal Parikh
Bijal Parikh
Treasurer