0001752724-21-186096.txt : 20210826
0001752724-21-186096.hdr.sgml : 20210826
20210826094525
ACCESSION NUMBER: 0001752724-21-186096
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BlackRock 2022 Global Income Opportunity Trust
CENTRAL INDEX KEY: 0001691433
IRS NUMBER: 814548161
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23218
FILM NUMBER: 211209191
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: (800) 882-0052
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001691433
XXXXXXXX
BlackRock 2022 Global Income Opportunity Trust
811-23218
0001691433
54930043TZJFTGM7CS54
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock 2022 Global Income Opportunity Trust
54930043TZJFTGM7CS54
2021-12-31
2021-06-30
N
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4154906.81000000
EUR
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UPCB Finance VII Ltd
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UPCB Finance VII Ltd
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100000.00000000
PA
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0.059170018381
Long
DBT
CORP
KY
N
2
2029-06-15
Fixed
3.63000000
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N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
12000.00000000
PA
USD
12180.00000000
0.005952523940
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
15000.00000000
PA
USD
15544.20000000
0.007596652104
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
700000.00000000
PA
USD
747381.25000000
0.365254908298
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAN2
390000.00000000
PA
USD
395397.87000000
0.193236066262
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.65000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
100000.00000000
PA
125776.07000000
0.061468396369
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
CARLSON TRAVEL INC
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Carlson Travel Inc
14282LAF0
886000.00000000
PA
USD
814570.68000000
0.398091253996
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.75000000
N
Y
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAB4
700000.00000000
PA
USD
695975.00000000
0.340132007329
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
200000.00000000
PA
USD
188000.00000000
0.091878037828
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
200000.00000000
PA
USD
205412.50000000
0.100387752369
Long
DBT
CORP
KY
N
2
2023-04-19
Fixed
7.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
61765TAN3
39000.00000000
PA
USD
38281.22000000
0.018708528613
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.07000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167172
4360.00000000
NS
USD
103898.80000000
0.050776690833
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Chesapeake Energy Corp
Chesapeake Energy Corp
1.00000000
32.13000000
USD
2026-02-09
XXXX
103898.80000000
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 17-C6 Mortgage Trust
23312JAN3
11000000.00000000
PA
USD
530200.00000000
0.259115615196
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
1.00000000
N
N
N
N
N
N
Rossini Sarl
549300EC5JCCW6F83R11
Rossini Sarl
000000000
300000.00000000
PA
372464.75000000
0.182028353140
Long
DBT
CORP
LU
N
2
2025-10-30
Fixed
6.75000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
100000.00000000
PA
122261.98000000
0.059751015018
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
200000.00000000
PA
USD
207537.50000000
0.101426267425
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.9.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-386335.28000000
-0.18880706101
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-518496.75000000
USD
5000000.00000000
USD
132161.47000000
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
197975.00000000
0.096752949676
Long
DBT
CORP
VG
N
2
2022-07-28
Fixed
9.13000000
N
N
N
N
N
N
18 Fremont Street Acquisition, LLC
5493000QK0X0K188BR60
18 Fremont Street Acquisition, LLC Term Loan B
68288HAB8
1127084.23000000
PA
USD
1149625.91000000
0.561837089617
Long
LON
CORP
US
N
2
2025-08-09
Floating
9.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-IND
056059AU2
700000.00000000
PA
USD
701304.03000000
0.342736373393
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
3.07000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
277000.00000000
PA
USD
294312.50000000
0.143834335151
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
79000.00000000
PA
USD
83345.00000000
0.040731782249
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
230000.00000000
PA
USD
247825.00000000
0.121115291090
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-7
54251TAE9
1501944.81000000
PA
USD
815754.89000000
0.398669992779
Long
ABS-O
CORP
US
N
2
2036-08-25
Floating
0.33000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
100000.00000000
PA
120650.08000000
0.058963258586
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
1050000.00000000
PA
USD
1109010.00000000
0.541987567727
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAG5
15000.00000000
PA
USD
15112.50000000
0.007385674716
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
AMBAC LSNI LLC
549300SHH0RJIDUOI545
Ambac LSNI LLC
02315QAA6
459357.43000000
PA
USD
459357.43000000
0.224493932609
Long
DBT
CORP
KY
N
2
2023-02-12
Floating
6.00000000
N
N
N
N
N
N
MERCK KGAA
529900OAREIS0MOPTW25
Merck KGaA
000000000
200000.00000000
PA
258470.29000000
0.126317782352
Long
DBT
CORP
DE
N
2
2079-06-25
Fixed
2.88000000
N
N
N
N
N
N
Summit Properties Ltd
213800KLWIACHRBYR158
Summit Properties Ltd
000000000
100000.00000000
PA
117685.70000000
0.057514527641
Long
DBT
CORP
GG
N
2
2025-01-31
Fixed
2.00000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
100000.00000000
PA
115018.95000000
0.056211252335
Long
DBT
CORP
LU
N
2
2025-01-15
Fixed
2.25000000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
200000.00000000
PA
USD
206412.50000000
0.100876465337
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.13000000
N
N
N
N
N
N
FRAPORT AG
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
000000000
175000.00000000
PA
217134.56000000
0.106116475093
Long
DBT
CORP
DE
N
2
2028-03-31
Fixed
1.88000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
12000.00000000
PA
USD
12540.00000000
0.006128460608
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
213000.00000000
PA
USD
236898.60000000
0.115775417725
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
12000.00000000
PA
USD
12716.16000000
0.006214552284
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2018 1st Lien Term Loan
77051UAF6
832489.24000000
PA
USD
803352.12000000
0.392608598251
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
555000.00000000
PA
USD
560355.75000000
0.273853121256
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.88000000
N
N
N
N
N
N
Sisal Group SpA
815600B11BCB2AFDE431
Sisal Group SpA
000000000
68750.00000000
PA
82057.70000000
0.040102662046
Long
DBT
CORP
IT
N
2
2023-07-31
Fixed
7.00000000
N
N
N
N
N
N
CITGO Holding Inc.
549300NYHOALWZ2BSL72
CITGO Holding Inc. 2019 Term Loan B
17304YAD4
393000.00000000
PA
USD
389463.00000000
0.190335618335
Long
LON
CORP
US
N
2
2023-08-01
Floating
8.00000000
N
N
N
N
N
N
AMERICAN AIRLINES BRTU0JR44 PASS THROUGH TRU
N/A
AMERICAN AIRLINES BRTU0JR44 PASS THROUGH TRU
000000000
125300.00000000
PA
USD
124360.25000000
0.060776466776
Long
DBT
CORP
US
N
3
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAJ4
210000.00000000
PA
USD
217875.00000000
0.106478337723
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.63000000
N
N
N
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
600000.00000000
PA
USD
574200.00000000
0.280618985752
Long
DBT
CORP
LU
N
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
VIVO ENERGY INVESTMENTS
724500P3OXMB2IERLM56
Vivo Energy Investments BV
92856HAB0
332000.00000000
PA
USD
353746.00000000
0.172880257286
Long
DBT
CORP
NL
N
2
2027-09-24
Fixed
5.13000000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
50200RAA1
200000.00000000
PA
USD
203620.00000000
0.099511734376
Long
DBT
CORP
LU
N
2
2023-12-20
Fixed
7.88000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO OCT21 75 PUT
000000000
-2220.00000000
NC
USD
-51060.00000000
-0.02495368410
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
75.00000000
USD
2021-10-15
XXXX
41658.48000000
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
176725.00000000
0.086367799124
Long
DBT
CORP
VG
N
2
2024-02-27
Fixed
8.63000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
500000.00000000
PA
USD
562092.25000000
0.274701771323
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.84000000
N
N
N
N
N
N
Prime Bloom Holdings Ltd
3003000PGGCESUU1G875
Prime Bloom Holdings Ltd
000000000
200000.00000000
PA
USD
39937.50000000
0.019517974126
Long
DBT
CORP
VG
N
2
2022-07-05
Fixed
6.95000000
N
Y
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
300000.00000000
PA
USD
301087.50000000
0.147145365504
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
500000.00000000
PA
706119.83000000
0.345089917300
Long
DBT
CORP
NL
N
2
2048-01-13
Fixed
4.63000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686VAA1
300000.00000000
PA
USD
301795.77000000
0.147491506237
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.63000000
N
N
N
N
N
N
ORANO SA
969500161UMNDC85C891
Orano SA
000000000
100000.00000000
PA
123792.31000000
0.060498907133
Long
DBT
CORP
FR
N
2
2028-03-08
Fixed
2.75000000
N
N
N
N
N
N
Energuate Trust
549300RVM37LH8GY7E41
Energuate Trust
29277RAA3
303000.00000000
PA
USD
315366.19000000
0.154123546461
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.88000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
15000.00000000
PA
USD
16575.00000000
0.008100417430
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
180000.00000000
PA
USD
191430.00000000
0.093554323306
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
265000.00000000
PA
USD
274275.00000000
0.134041749072
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
350000.00000000
PA
443767.10000000
0.216874736175
Long
DBT
CORP
IE
N
2
2031-05-30
Fixed
2.88000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAB0
254000.00000000
PA
USD
276352.00000000
0.135056805904
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
10526.03000000
0.005144207353
N/A
DFE
BR
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
313000.00000000
USD
1623850.42000000
BRL
2021-09-15
10526.03000000
N
N
N
PERIAMA HOLDINGS LLC/DE
254900NINXO00BLT2Z47
Periama Holdings LLC/DE
000000000
200000.00000000
PA
USD
217100.00000000
0.106099585173
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-1649.85000000
-0.00080630308
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
793789.91000000
BRL
156500.00000000
USD
2021-09-15
-1649.85000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6961.26000000
-0.00340205802
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
882207.72000000
USD
737000.00000000
EUR
2021-09-16
-6961.26000000
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAR0
1495000.00000000
PA
USD
1611311.00000000
0.787468579852
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
200000.00000000
PA
USD
202020.00000000
0.098729793628
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
6.00000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
300000.00000000
PA
USD
319781.25000000
0.156281243534
Long
DBT
CORP
VG
N
2
2024-07-02
Fixed
6.85000000
N
N
N
N
N
N
REPSOL INTL FINANCE
5493002YCY6HTK0OUR29
Repsol International Finance BV
000000000
250000.00000000
PA
297919.72000000
0.145597230341
Long
DBT
CORP
NL
N
2
2026-12-22
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAS8
310000.00000000
PA
USD
313310.09000000
0.153118703729
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.28000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
1000000.00000000
PA
USD
1006250.00000000
0.491767423220
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
1287000.00000000
PA
USD
1453023.00000000
0.710111181703
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAB6
327000.00000000
PA
USD
345393.75000000
0.168798404406
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
170000.00000000
PA
USD
174250.00000000
0.085158234530
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.88000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
300000.00000000
PA
372571.47000000
0.182080508588
Long
DBT
CORP
ES
N
2
2030-04-17
Fixed
2.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAV1
630000.00000000
PA
USD
707293.13000000
0.345663324225
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
5.30000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
549300KJI7MJ3X7YQQ90
Palmer Square Loan Funding 2018-4 Ltd
69700KAG8
1800000.00000000
PA
USD
1800976.50000000
0.880160569128
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
2.71000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
30000.00000000
PA
USD
32287.50000000
0.015779319927
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
Stoneway Capital Corp
549300CV1RKODDF74O91
Stoneway Capital Corp
86188PAA5
954658.48000000
PA
USD
258056.12000000
0.126115372102
Long
DBT
CORP
CA
N
2
2027-03-01
None
0.00000000
Y
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2019-1735 Mortgage Trust
23307EAN1
499000.00000000
PA
USD
418501.22000000
0.204526972992
Long
ABS-MBS
CORP
US
N
2
2037-04-10
Variable
4.33000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
16000.00000000
PA
USD
16566.24000000
0.008096136305
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAD2
12000.00000000
PA
USD
12465.00000000
0.006091807135
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AE1
384000.00000000
PA
USD
397440.00000000
0.194234081674
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
308450.00000000
PA
USD
308835.56000000
0.150931942896
Long
LON
CORP
US
N
2
2027-10-19
Floating
4.50000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
31000.00000000
PA
USD
34669.78000000
0.016943571055
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2007-AL1
02150NAA1
639572.92000000
PA
USD
509676.11000000
0.249085324016
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.34000000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
144000.00000000
PA
172114.00000000
0.084114343632
Long
DBT
CORP
SE
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.9.BBB-)
000000000
3000000.00000000
OU
Notional Amount
USD
-231801.17000000
-0.11328423758
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-307244.45000000
USD
3000000.00000000
USD
75443.28000000
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
200000.00000000
PA
USD
212287.50000000
0.103747654019
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
100000.00000000
PA
123632.47000000
0.060420791252
Long
DBT
CORP
IE
N
2
2029-10-14
Fixed
2.38000000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
143909.04000000
0.070330213941
Long
DBT
CORP
IT
N
2
2048-06-08
Fixed
5.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
600000.00000000
PA
USD
599100.00000000
0.292787938634
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.13000000
N
N
N
N
N
N
Conseco Finance Securitizations Corp.
N/A
Conseco Finance Securitizations Corp
20846QJT6
2500000.00000000
PA
USD
2532588.50000000
1.237708840469
Long
ABS-O
CORP
US
N
2
2033-12-01
Variable
9.55000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
24839.85000000
0.012139556797
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
737000.00000000
EUR
900086.31000000
USD
2021-09-16
24839.85000000
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
1000000.00000000
PA
USD
980000.00000000
0.478938707831
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.38000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
350000.00000000
PA
415336.26000000
0.202980216000
Long
DBT
CORP
DK
N
2
2031-05-15
Fixed
1.00000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
WFBCP6PB6JZR80B7U482
CrownRock LP / CrownRock Finance Inc
228701AF5
29000.00000000
PA
USD
30015.00000000
0.014668719709
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
332000.00000000
PA
USD
352086.00000000
0.172068993760
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.88000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
512000.00000000
PA
USD
520960.00000000
0.254599907379
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
300000.00000000
PA
357503.66000000
0.174716674454
Long
DBT
CORP
FR
N
2
2029-01-20
Fixed
2.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
224000.00000000
PA
USD
248416.00000000
0.121404120453
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99000000
N
N
N
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
200000.00000000
PA
USD
193600.00000000
0.094614830445
Long
DBT
CORP
HK
N
2
2023-11-25
Fixed
8.25000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
100000.00000000
PA
144001.53000000
0.070375415004
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
Connect Finco Sarl
2594001KNYIQ456J2792
Connect Finco Sarl 2021 Term Loan B
000000000
493689.85000000
PA
USD
494000.87000000
0.241424630964
Long
LON
CORP
LU
N
2
2026-12-11
Floating
4.50000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
100000.00000000
PA
111758.85000000
0.054617999191
Long
DBT
CORP
NL
N
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-2 Ltd
69689PAG2
1100000.00000000
PA
USD
1100272.69000000
0.537717531031
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
3.44000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AS8
196598.10000000
PA
USD
198692.83000000
0.097103762505
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
3.57000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
4060.00000000
NS
USD
421225.00000000
0.205858119598
Long
EC
CORP
US
N
1
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
378000.00000000
PA
USD
427612.50000000
0.208979773676
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
STAR ENERGY CO ISSUE
N/A
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak
85513LAB0
340000.00000000
PA
USD
373745.00000000
0.182654027916
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAT7
244000.00000000
PA
USD
275314.96000000
0.134549991009
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
Hammerhead Resources Inc
549300IDIKECPEDTFL90
Hammerhead Resources Inc
408304AB9
890724.00000000
PA
USD
890724.00000000
0.435308368974
Long
DBT
CORP
CA
N
3
2022-07-10
Fixed
9.00000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
130432.51000000
0.063744058978
Long
DBT
CORP
JP
N
2
2025-07-30
Fixed
4.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP21 XEUR 20210908
000000000
-2.00000000
NC
-262.69000000
-0.00012838000
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEU1 Comdty
2021-09-08
-268078.46000000
EUR
-262.69000000
N
N
N
UNITED AIR 2019-2 B PTT
N/A
United Airlines 2019-2 Class B Pass Through Trust
90932KAA7
144221.61000000
PA
USD
142782.29000000
0.069779556605
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.50000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
133000.00000000
PA
158076.95000000
0.077254255276
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
3.25000000
N
N
N
N
N
N
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
000000000
500000.00000000
PA
USD
565382.00000000
0.276309514807
Long
DBT
CORP
NL
N
2
2050-08-15
Fixed
5.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
244000.00000000
PA
USD
259372.00000000
0.126758459722
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
204600.00000000
0.099990673084
Long
DBT
CORP
KY
N
2
2023-07-16
Fixed
6.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
549300SO59UL53O4D221
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
140000.00000000
PA
197147.91000000
0.096348740068
Long
DBT
CORP
XX
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAL8
701000.00000000
PA
USD
750717.16000000
0.366885210773
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.63000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAG9
315000.00000000
PA
USD
322481.25000000
0.157600768545
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.38000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
19000.00000000
PA
USD
19862.60000000
0.009707110181
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
433000.00000000
PA
USD
443920.26000000
0.216949587453
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
100000.00000000
PA
124053.42000000
0.060626514976
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
PLH Infrastructure Services, Inc.
549300Q7WN4PMF05JP20
PLH Infrastructure Services, Inc. 2018 Term Loan
72913GAG4
289303.57000000
PA
USD
284964.02000000
0.139265611752
Long
LON
CORP
US
N
3
2023-08-07
Floating
6.19000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
15000.00000000
PA
USD
15262.50000000
0.007458981661
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
JUBILANT PHARMA LTD
254900FD7PRU3PQBQB82
Jubilant Pharma Ltd/SG
000000000
200000.00000000
PA
USD
210225.00000000
0.102739683524
Long
DBT
CORP
SG
N
2
2024-03-05
Fixed
6.00000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
29781.00000000
NS
USD
897599.34000000
0.438668436786
Long
EC
CORP
US
N
1
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QO6 Trust
75114NAA2
2636335.15000000
PA
USD
841461.76000000
0.411233273494
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
0.45000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
100000.00000000
PA
120213.96000000
0.058750121087
Long
DBT
CORP
NL
N
2
2024-11-08
Fixed
2.00000000
N
N
N
N
N
N
CAIXABANK SA
549300685QG7DJS55M76
CaixaBank SA
000000000
200000.00000000
PA
247509.21000000
0.120960960422
Long
DBT
CORP
ES
N
2
2022-07-18
Fixed
6.00000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BSLQRD3CFUV847
Galaxy XXIX CLO Ltd
36321HAG3
750000.00000000
PA
USD
749337.00000000
0.366210708684
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
2.56000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
118899.91000000
0.058107927812
Long
DBT
CORP
IT
N
1
2022-03-26
Fixed
1.13000000
N
N
N
N
N
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
EUR
XXXX
N
N
N
SHUI ON DEVELOPMENT HLDG
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd
000000000
200000.00000000
PA
USD
202250.00000000
0.098842197611
Long
DBT
CORP
KY
N
2
2025-03-03
Fixed
5.50000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AC2
463494.00000000
PA
USD
514478.34000000
0.251432236088
Long
DBT
CORP
US
N
3
2025-11-15
Fixed
5.00000000
N
N
Y
N
N
Pioneer Energy Services Corp
Pioneer Energy Services Corp
USD
XXXX
N
N
N
NWD FINANCE (BVI) LTD
25490076V8K09HMNCT88
NWD Finance BVI Ltd
000000000
200000.00000000
PA
USD
202200.00000000
0.098817761962
Long
DBT
CORP
VG
N
2
2028-03-10
Fixed
4.13000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
125668.17000000
0.061415664240
Long
DBT
CORP
DE
N
2
2025-09-21
Fixed
3.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-86.89000000
-0.00004246426
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11544832.57000000
RUB
156000.00000000
USD
2021-09-15
-86.89000000
N
N
N
Lamar Media Corporation
N/A
Lamar Media Corporation 2020 Term Loan B
513076BB4
33761.18000000
PA
USD
33170.36000000
0.016210785057
Long
LON
CORP
US
N
2
2027-02-05
Floating
1.58000000
N
N
N
N
N
N
ATF NETHERLANDS BV
529900Z1P6YBY9EOYT70
ATF Netherlands BV
000000000
100000.00000000
PA
123169.79000000
0.060194673537
Long
DBT
CORP
NL
N
2
2023-01-20
Fixed
3.75000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
19000.00000000
PA
USD
19325.28000000
0.009444514930
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAA6
700000.00000000
PA
USD
719013.61000000
0.351391274782
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
5.11000000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK II
549300X92PKHJD8UYG94
Arabian Centres Sukuk II Ltd
03847QAA1
300000.00000000
PA
USD
317906.25000000
0.155364906721
Long
DBT
CORP
KY
N
2
2026-10-07
Fixed
5.63000000
N
N
N
N
N
N
PPF TELECOM GROUP BV
31570074PLDZISJWNN43
PPF Telecom Group BV
000000000
100000.00000000
PA
127468.14000000
0.062295332919
Long
DBT
CORP
NL
N
2
2027-09-29
Fixed
3.25000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
129768.49000000
0.063419543793
Long
DBT
CORP
DE
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
Apidos CLO
549300336HZNKBNFER56
Apidos CLO XXI
03765RAG4
500000.00000000
PA
USD
492601.55000000
0.240740765135
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Floating
5.39000000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B
39843PAG8
484520.49000000
PA
USD
479554.15000000
0.234364331567
Long
LON
CORP
US
N
2
2027-11-15
Floating
2.09000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
334000.00000000
PA
USD
346378.88000000
0.169279850211
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
34000.00000000
PA
USD
34992.80000000
0.017101435117
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300VE70J453FXBE45
Madison Park Funding X Ltd
55818HBL1
550000.00000000
PA
USD
550138.05000000
0.268859598771
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
3.44000000
N
N
N
N
N
N
Jeld-Wen Inc.
549300XWE6NM0N1HFW16
Jeld-Wen Inc. 2017 1st Lien Term Loan
47579SAT7
863940.51000000
PA
USD
862705.08000000
0.421615159444
Long
LON
CORP
US
N
2
2024-12-14
Floating
2.10000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
25000.00000000
PA
USD
26656.25000000
0.013027255031
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2021 Term Loan B3
36740UAT9
1255245.28000000
PA
USD
1251981.64000000
0.611859662133
Long
LON
CORP
US
N
2
2027-03-31
Floating
3.50000000
N
N
N
N
N
N
OCP CLO Ltd
254900U8BS6KLMI9K654
OCP CLO 2016-12 Ltd
67092RAH1
250000.00000000
PA
USD
249997.33000000
0.122176936930
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
3.19000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
100000.00000000
PA
116870.38000000
0.057116070184
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
4.38000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
454950.00000000
0.222339964416
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
400000.00000000
PA
474015.47000000
0.231657506830
Long
DBT
CORP
FR
N
2
2031-06-30
Fixed
1.13000000
N
N
N
N
N
N
Golden Nugget, Inc.
N/A
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
303789.98000000
PA
USD
301335.36000000
0.147266497900
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
200000.00000000
PA
USD
209537.50000000
0.102403693359
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
GLOBAL PRIME CAPITAL
254900BOZNNFPDZAEZ24
Global Prime Capital Pte Ltd
000000000
200000.00000000
PA
USD
207350.00000000
0.101334633743
Long
DBT
CORP
SG
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
Summit Materials Companies I, LLC
549300C97P3BW8QROE16
Summit Materials Companies I, LLC 2017 Term Loan B
86614DAH1
836909.78000000
PA
USD
833419.87000000
0.407303097570
Long
LON
CORP
US
N
2
2024-11-21
Floating
2.10000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
100000.00000000
PA
136657.70000000
0.066786390054
Long
DBT
CORP
IT
N
2
2024-06-09
Fixed
5.88000000
N
N
N
N
N
N
WINTERSHALL DEA FIN 2BV
529900DV88FUQZSVVL48
Wintershall Dea Finance 2 BV
000000000
200000.00000000
PA
236310.51000000
0.115488010516
Long
DBT
CORP
NL
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
166494.09000000
0.081367820741
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
18475000.00000000
EUR
22153631.15000000
USD
2021-12-15
166494.09000000
N
N
N
Ares CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAM6
250000.00000000
PA
USD
244759.93000000
0.119617351635
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.33000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
41000.00000000
PA
USD
46420.13000000
0.022686119468
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
450000.00000000
PA
USD
488587.98000000
0.238779281431
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
385000.00000000
PA
USD
459112.50000000
0.224374232142
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAW9
250000.00000000
PA
USD
250975.00000000
0.122654736936
Long
ABS-CBDO
CORP
KY
N
3
2032-04-20
Floating
3.39000000
N
N
N
N
N
N
AMERICAN AIRLINES BRTM45QE7 2011 1B(R)
N/A
AMERICAN AIRLINES BRTM45QE7 2011 1B(R)
000000000
142781.14000000
PA
USD
142781.14000000
0.069778994586
Long
DBT
CORP
US
N
3
2025-04-22
None
0.00000000
N
N
N
N
N
N
CAB
9695008EGX5O9K1MS743
CAB SELAS
000000000
300000.00000000
PA
353946.41000000
0.172978200252
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.38000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
817000.00000000
PA
USD
833340.00000000
0.407264064065
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
12000.00000000
PA
USD
12416.52000000
0.006068114331
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
THYSSENKRUPP AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
185000.00000000
PA
219776.18000000
0.107407469042
Long
DBT
CORP
DE
N
2
2023-03-06
Fixed
1.88000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
69850.00000000
0.034136600757
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
8.60000000
Y
Y
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
745789.63000000
PA
USD
734200.06000000
0.358813089822
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.35000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2020 Term Loan B1
12769LAD1
234230.00000000
PA
USD
234815.58000000
0.114757418840
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.60000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
195496.48000000
0.095541664813
Long
DBT
CORP
KY
N
2
2022-02-01
Fixed
5.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JBG6
1619000.00000000
PA
USD
1599651.98000000
0.781770665593
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.27000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92334VAA3
200000.00000000
PA
USD
210500.00000000
0.102874079590
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
4.00000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
108000.00000000
PA
USD
116642.16000000
0.057004536111
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
200000.00000000
PA
USD
222725.00000000
0.108848595614
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.63000000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc. 2021 Term Loan B
72431HAD2
1429809.04000000
PA
USD
1427664.33000000
0.697718070844
Long
LON
CORP
US
N
2
2028-04-12
Floating
3.75000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Credit-Based Asset Servicing and Securitization LLC
1248P8AK5
1000000.00000000
PA
USD
1027794.80000000
0.502296646355
Long
ABS-O
CORP
US
N
2
2036-10-25
Variable
6.25000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
V6703DAA2
200000.00000000
PA
USD
213500.00000000
0.104340218491
Long
DBT
CORP
MU
N
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
782.44000000
0.000382388574
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
89000.00000000
EUR
106474.84000000
USD
2021-09-15
782.44000000
N
N
N
Lehman ABS Manufactured Housing Contract
N/A
Lehman ABS Manufactured Housing Contract Trust 2002-A
52519SAX1
1523694.05000000
PA
USD
1376315.96000000
0.672623456582
Long
ABS-O
CORP
US
N
2
2033-06-15
None
0.00000000
N
N
N
N
N
N
Genesee & Wyoming Inc. (New)
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc. (New) Term Loan
55316HAB1
236014.84000000
PA
USD
234310.81000000
0.114510731196
Long
LON
CORP
US
N
2
2026-12-30
Floating
2.15000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
19736.00000000
PA
USD
20994.17000000
0.010260123114
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
1113000.00000000
PA
USD
720667.50000000
0.352199552271
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XII Ltd
87250GAA6
1000000.00000000
PA
USD
996129.20000000
0.486821257021
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
5.68000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
100000.00000000
PA
123466.23000000
0.060339547609
Long
DBT
CORP
GB
N
2
2079-01-03
Fixed
3.10000000
N
N
N
N
N
N
WILLIAM LYON INC
5493001MTHCP4IWKJU06
William Lyon Homes Inc
96926DAV2
853000.00000000
PA
USD
912710.00000000
0.446053212270
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.63000000
N
N
N
N
N
N
RENEWABLE ENERGY GROUP I
549300HPU3BD8ZI0X358
Renewable Energy Group Inc
75972AAD5
8000.00000000
PA
USD
8390.00000000
0.004100301794
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.88000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
17000.00000000
PA
USD
17459.85000000
0.008532855099
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
19000.00000000
PA
USD
19237.50000000
0.009401615706
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
299000.00000000
PA
USD
315818.75000000
0.154344718402
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
450000.00000000
PA
USD
509010.86000000
0.248760207715
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
400000.00000000
PA
USD
415950.00000000
0.203280158696
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
126475.00000000
0.061809972523
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
482814.73000000
PA
USD
482877.50000000
0.235988495807
Long
LON
CORP
NL
N
2
2025-07-10
Floating
3.65000000
N
N
N
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
000000000
100000.00000000
PA
121524.68000000
0.059390686947
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
4.13000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
300000.00000000
PA
USD
255900.00000000
0.125061648300
Long
DBT
CORP
KY
N
2
2025-02-20
Fixed
7.70000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
50000.00000000
PA
USD
51722.50000000
0.025277456444
Long
DBT
US
N
2
2029-05-15
Fixed
4.88000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
115000.00000000
PA
137896.42000000
0.067391768581
Long
DBT
CORP
DE
N
2
2027-07-15
Floating
4.75000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
104000.00000000
PA
USD
110630.00000000
0.054066315558
Long
DBT
US
N
2
2025-08-15
Fixed
6.38000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
000000000
100000.00000000
PA
124508.27000000
0.060848806069
Long
DBT
CORP
NL
N
2
2022-11-18
Fixed
4.13000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBJ1
59000.00000000
PA
USD
60154.38000000
0.029398225538
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Variable
5.54000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
1612000.00000000
PA
USD
1720810.00000000
0.840982161044
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Nationstar HECM Loan Trust
N/A
Nationstar HECM Loan Trust 2019-1
63862VAE6
750000.00000000
PA
USD
750638.93000000
0.366846978757
Long
ABS-O
CORP
US
N
2
2029-06-25
Variable
5.80000000
N
N
N
N
N
N
PCI Gaming Authority
549300KPXAJ1LRW5LP59
PCI Gaming Authority Term Loan
70455DAG9
392533.27000000
PA
USD
390625.56000000
0.190903776482
Long
LON
CORP
US
N
2
2026-05-29
Floating
2.60000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-KGS1 Mortgage Trust
30305QAG6
500000.00000000
PA
USD
528460.00000000
0.258265254633
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Variable
3.71000000
N
N
N
N
N
N
PICARD GROUPE SAS
969500C0PA29TV19CT55
Picard Groupe SAS
000000000
100000.00000000
PA
118466.40000000
0.057896065854
Long
DBT
CORP
FR
N
2
2023-11-30
Floating
3.00000000
N
N
N
N
N
N
NANYANG COMMERCIAL BANK
SC4P6WZO702RYEIU7J93
Nanyang Commercial Bank Ltd
000000000
200000.00000000
PA
USD
200812.50000000
0.098139672720
Long
DBT
CORP
HK
N
2
2022-06-02
Fixed
5.00000000
N
N
N
N
N
N
CBB INTERNATIONAL SUK 7
549300W1SSDOZGRC5Z85
CBB International Sukuk Co 7 SPC
000000000
410000.00000000
PA
USD
473934.38000000
0.231617877096
Long
DBT
CORP
BH
N
2
2025-10-05
Fixed
6.88000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
15000.00000000
PA
USD
15262.50000000
0.007458981661
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
DEMIRE REAL ESTATE AG
391200FHEFGXUKL2BO93
DEMIRE Deutsche Mittelstand Real Estate AG
000000000
100000.00000000
PA
115503.92000000
0.056448263463
Long
DBT
CORP
DE
N
2
2024-10-15
Fixed
1.88000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAG7
1000000.00000000
PA
USD
974581.30000000
0.476290518876
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
2.78000000
N
N
N
N
N
N
AVIANCA HOLDINGS SA
529900VB3L5MRBU13P27
Avianca Holdings SA
05367GAH3
84000.00000000
PA
USD
84210.00000000
0.041154518965
Long
DBT
CORP
PA
N
2
2021-11-10
Fixed
12.20000000
N
N
Y
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BD6
317000.00000000
PA
USD
374218.50000000
0.182885433506
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.13000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
204600.00000000
0.099990673084
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
11.95000000
N
N
N
N
N
N
HILONG HOLDING LTD
5493007WSRWZ0UF15X65
Hilong Holding Ltd
000000000
207000.00000000
PA
USD
182160.00000000
0.089023954100
Long
DBT
CORP
KY
N
2
2024-11-18
Fixed
9.75000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Asset-Backed Certificates Trust 2005-17
126670QU5
467267.34000000
PA
USD
469651.15000000
0.229524607053
Long
ABS-O
CORP
US
N
2
2036-05-25
Variable
6.05000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
72000.00000000
PA
USD
72939.60000000
0.035646528340
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
400000.00000000
PA
513429.81000000
0.250919805881
Long
DBT
CORP
FR
N
2
2024-11-28
Fixed
3.25000000
N
N
N
N
N
N
ZHEJIANG BARON BVI CO
3003008JG9MKV1NT1Y13
Zhejiang Baron BVI Co Ltd
000000000
200000.00000000
PA
USD
198600.00000000
0.097058395281
Long
DBT
CORP
VG
N
2
2021-08-27
Fixed
6.80000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
000000000
350000.00000000
PA
451251.44000000
0.220532430184
Long
DBT
CORP
GB
N
2
2029-03-22
Fixed
3.63000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
449553.09000000
0.219702424516
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
18224000.00000000
EUR
22091555.41000000
USD
2021-09-15
449553.09000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
33106.21000000
0.016179434121
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1179000.00000000
GBP
1664288.78000000
USD
2021-09-15
33106.21000000
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
144000.00000000
PA
USD
145303.20000000
0.071011558012
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
MI Windows and Doors, LLC
N/A
MI WINDOWS AND DOORS, LLC 2020 TERM LOAN
55336CAF9
75620.00000000
PA
USD
75667.64000000
0.036979756863
Long
LON
CORP
US
N
2
2027-12-18
Floating
4.50000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
100000.00000000
PA
123645.28000000
0.060427051666
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
3.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAA8
375000.00000000
PA
USD
347156.78000000
0.169660020028
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.00000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
17000.00000000
PA
USD
17420.07000000
0.008513414098
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAV0
534000.00000000
PA
USD
591625.92000000
0.289135258821
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
5.11000000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
44229.13000000
PA
USD
43565.69000000
0.021291117626
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.38000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
322000.00000000
PA
USD
362250.00000000
0.177036272359
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAH8
27000.00000000
PA
USD
28254.96000000
0.013808565339
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Ambac Assurance Corp
549300RYYRVPPB8NC636
Ambac Assurance Corp
023138AA8
22632.40000000
PA
USD
31741.94000000
0.015512697681
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
5.10000000
N
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
400000.00000000
PA
530765.47000000
0.259391967717
Long
DBT
CORP
NL
N
2
2049-05-02
Fixed
3.38000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
337000.00000000
PA
USD
357220.00000000
0.174578046134
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
429000.00000000
PA
USD
417068.44000000
0.203826754827
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.88000000
N
N
N
N
N
N
ORSTED A/S
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
600000.00000000
PA
743476.71000000
0.363346708969
Long
DBT
CORP
DK
N
2
2099-12-31
Fixed
2.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
400000.00000000
PA
486250.52000000
0.237636934419
Long
DBT
CORP
GB
N
2
2028-02-07
Fixed
2.00000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
244895.31000000
PA
USD
242314.11000000
0.118422047686
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.57000000
N
N
N
N
N
N
CREDIT AGRICOLE ASSRNCES
969500K2MUPSI57XK083
Credit Agricole Assurances SA
000000000
400000.00000000
PA
507146.60000000
0.247849119678
Long
DBT
CORP
FR
N
2
2048-01-29
Fixed
2.63000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAA6
140000.00000000
PA
USD
143081.50000000
0.069925784412
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
4.77000000
N
N
N
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
200000.00000000
PA
USD
225000.00000000
0.109960417614
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
000000000
200000.00000000
PA
USD
211475.00000000
0.103350574733
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
200100.00000000
0.097791464731
Long
DBT
CORP
KY
N
2
2022-10-25
Fixed
8.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300DKUZNKIVGI1M49
Madison Park Funding XVI Ltd
55818XAJ2
1000000.00000000
PA
USD
999995.20000000
0.488710621353
Long
ABS-CBDO
CORP
KY
N
2
2026-04-20
Floating
3.89000000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
200000.00000000
PA
USD
201037.50000000
0.098249633138
Long
DBT
CORP
VG
N
2
2024-12-15
Fixed
4.80000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
19000.00000000
PA
USD
20045.00000000
0.009796251427
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Conseco Finance
11XPYHB76MPM4Y4P2897
Conseco Finance Corp/Old
20847TBM2
659976.67000000
PA
USD
607045.20000000
0.296670860901
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
2.57000000
N
N
N
N
N
N
ELM FOR FIRMENICH INTERN
5493004Q6ZQIC4MCNJ08
ELM BV for Firmenich International SA
000000000
130000.00000000
PA
166186.44000000
0.081217468196
Long
DBT
CORP
NL
N
2
2025-09-03
Fixed
3.75000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
300000.00000000
PA
394854.79000000
0.192970656024
Long
DBT
CORP
NL
N
2
2029-06-17
Fixed
3.88000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2008-AR1 Trust
94985QAB0
375653.37000000
PA
USD
276350.90000000
0.135056268320
Long
ABS-MBS
CORP
US
N
2
2038-03-25
Variable
2.94000000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAG4
27000.00000000
PA
USD
29767.50000000
0.014547763250
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
219287.50000000
0.107168644789
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
300000.00000000
PA
404594.54000000
0.197730598146
Long
DBT
CORP
NL
N
2
2026-03-24
Fixed
4.63000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
116000.00000000
PA
USD
123149.08000000
0.060184552291
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.38000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
25000.00000000
PA
USD
25948.00000000
0.012681124072
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.520000 21-JUN-2024
000000000
3500000.00000000
OU
Notional Amount
USD
4198.41000000
0.002051817408
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-06-21
0.00000000
USD
-41.53000000
USD
3500000.00000000
USD
4239.94000000
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
17000.00000000
PA
USD
17382.50000000
0.008495053151
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.63000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
255000.00000000
PA
USD
265247.81000000
0.129630044261
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
276535.00000000
PA
USD
288260.08000000
0.140876439014
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
18000.00000000
PA
USD
20027.16000000
0.009787532787
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
275000.00000000
PA
USD
288200.00000000
0.140847077139
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
US 2018-usdc
N/A
US 2018-USDC
903442AJ0
269500.00000000
PA
USD
232086.80000000
0.113423828670
Long
ABS-MBS
CORP
US
N
2
2038-05-13
Variable
4.64000000
N
N
N
N
N
N
Pacific Gas & Electric Company
8YQ2GSDWYZXO2EDN3511
Pacific Gas & Electric Company 2020 Term Loan
69338CAH4
231660.00000000
PA
USD
228331.05000000
0.111588344943
Long
LON
CORP
US
N
2
2025-06-23
Floating
3.50000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
250000.00000000
PA
USD
250281.25000000
0.122315692315
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
REPSOL INTL FINANCE
5493002YCY6HTK0OUR29
Repsol International Finance BV
000000000
100000.00000000
PA
126852.97000000
0.061994691363
Long
DBT
CORP
NL
N
2
2026-03-11
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJX3
94631.86000000
PA
USD
97573.31000000
0.047685341847
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
3.09000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-3204.36000000
-0.00156601228
N/A
DFE
RU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
312000.00000000
USD
22839804.00000000
RUB
2021-09-15
-3204.36000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
25000.00000000
PA
USD
26167.50000000
0.012788396568
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556LAJ3
276000.00000000
PA
USD
291576.75000000
0.142497338651
Long
DBT
CORP
BR
N
2
2023-05-13
Fixed
5.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.489000 25-JUN-2031
000000000
1900000.00000000
OU
Notional Amount
USD
-5508.78000000
-0.00269221221
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-25
0.00000000
USD
-30.96000000
USD
1900000.00000000
USD
-5477.82000000
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
22000.00000000
PA
USD
23760.00000000
0.011611820100
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.88000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
386000.00000000
PA
USD
353518.10000000
0.172768879601
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
BRISTOW GROUP INC
5493005Q24EN3UC1PV68
Bristow Group Inc
11040GAA1
197000.00000000
PA
USD
200940.00000000
0.098201983624
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.88000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300V5ZF7112UGSH89
Rockford Tower CLO 2017-3 Ltd
77341DAJ6
420000.00000000
PA
USD
414918.71000000
0.202776153900
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
2.84000000
N
N
N
N
N
N
CONTROLADORA MABE SA CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
21240BAD3
444000.00000000
PA
USD
517343.25000000
0.252832354755
Long
DBT
CORP
MX
N
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES IBOXX HIGH YIELD CORPO OCT21 82 PUT
000000000
2220.00000000
NC
USD
93240.00000000
0.045567597059
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
82.00000000
USD
2021-10-15
XXXX
-142601.03000000
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAX9
1000000.00000000
PA
USD
1007407.60000000
0.492333157350
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.50000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
200000.00000000
PA
USD
205000.00000000
0.100186158270
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-MP
61691DAN7
250000.00000000
PA
USD
230110.38000000
0.112457926587
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
4.42000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
490191.00000000
0.239562698092
Long
DBT
CORP
FR
N
2
2027-09-03
Fixed
3.00000000
N
N
N
N
N
N
NIDDA HEALTHCARE HOLDING
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
000000000
200000.00000000
PA
236499.76000000
0.115580499445
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-SUN
61691MAQ0
220000.00000000
PA
USD
219030.22000000
0.107042908717
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
2.62000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
187700.00000000
0.091731423938
Long
DBT
CORP
KY
N
2
2022-04-17
Fixed
11.75000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust 2017-330M
55282MAJ3
130000.00000000
PA
USD
132886.33000000
0.064943272631
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
4.11000000
N
N
N
N
N
N
BRUIN PURCHASER LLC
N/A
BRUIN PURCHASER LLC BRWLEAAU4 BRUIN PURCHASER
000000000
2489.00000000
NS
USD
0.02000000
0.000000009774
Long
EC
CORP
US
N
3
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
240000.00000000
PA
334073.58000000
0.163266090536
Long
DBT
CORP
GB
N
2
2024-09-15
Fixed
5.13000000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
200000.00000000
PA
242135.39000000
0.118334704905
Long
DBT
CORP
LU
N
2
2025-08-01
Fixed
4.13000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
35000.00000000
PA
USD
37362.50000000
0.018259538236
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
CENTURION BIDCO SPA
815600440B4998FCA515
Centurion Bidco SpA
000000000
100000.00000000
PA
123831.68000000
0.060518147763
Long
DBT
CORP
IT
N
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
115520.52000000
0.056456376098
Long
DBT
CORP
FR
N
2
2025-02-15
Fixed
2.13000000
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
700000.00000000
PA
USD
732943.75000000
0.358199114835
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
12000.00000000
PA
USD
12360.00000000
0.006040492274
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AK1
305000.00000000
PA
USD
324825.00000000
0.158746189562
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
200000.00000000
PA
233554.83000000
0.114141273967
Long
DBT
CORP
FR
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
125000.00000000
PA
USD
130625.00000000
0.063838131337
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167180
2422.00000000
NS
USD
50522.92000000
0.024691206143
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Chesapeake Energy Corp
Chesapeake Energy Corp
1.00000000
36.18000000
USD
2026-02-09
XXXX
50522.92000000
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
000000000
100000.00000000
PA
120262.57000000
0.058773877424
Long
DBT
CORP
NL
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1
59022VAF8
1529532.25000000
PA
USD
1262649.98000000
0.617073418229
Long
ABS-O
CORP
US
N
2
2037-08-25
Floating
0.35000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
300000.00000000
PA
387295.64000000
0.189276401398
Long
DBT
CORP
PT
N
2
2079-04-30
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
IGJSJL3JD5P30I6NJZ34
Morgan Stanley Capital I Trust 2017-H1
61691JAA2
8625000.00000000
PA
USD
903813.75000000
0.441705499536
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
2.32000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
195790.00000000
0.095685111843
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-5
54251PAD9
949569.14000000
PA
USD
591939.94000000
0.289288724466
Long
ABS-O
CORP
US
N
2
2036-06-25
Floating
0.39000000
N
N
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
400000.00000000
PA
USD
398950.00000000
0.194972038254
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
395000.00000000
PA
USD
440918.75000000
0.215482710595
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
219000.00000000
0.107028139811
Long
DBT
CORP
KY
N
2
2025-09-17
Fixed
6.15000000
N
N
N
N
N
N
LADBROKES GROUP FIN PLC
213800QOWHF5R9VLL274
Ladbrokes Group Finance PLC
000000000
200000.00000000
PA
291184.64000000
0.142305709410
Long
DBT
CORP
GB
N
2
2023-09-08
Fixed
5.13000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
197787.50000000
0.096661315995
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
8.95000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
22000.00000000
PA
USD
23630.20000000
0.011548385156
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAB9
148000.00000000
PA
USD
153801.60000000
0.075164836292
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.63000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
18518657.53000000
NS
USD
18518657.53000000
9.050308069589
Long
STIV
RF
US
N
1
N
N
N
Cydsa SAB de CV
4469000001BNTACN9916
Cydsa SAB de CV
232553AA5
600000.00000000
PA
USD
632370.00000000
0.309047419052
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
6.25000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
26000.00000000
PA
USD
26780.00000000
0.013087733260
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
162725.00000000
0.079525817583
Long
DBT
CORP
KY
N
2
2023-10-19
Fixed
9.88000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
46000.00000000
PA
USD
45968.26000000
0.022465284740
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
124000.00000000
PA
USD
128495.00000000
0.062797172717
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
10000.00000000
PA
USD
10562.50000000
0.005162030715
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-173053.47000000
-0.08457347480
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
22113132.10000000
USD
18475000.00000000
EUR
2021-09-15
-173053.47000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
37000.00000000
PA
USD
38803.75000000
0.018963895800
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
365085.00000000
PA
USD
363219.42000000
0.177510040483
Long
LON
CORP
US
N
2
2028-03-13
Floating
2.85000000
N
N
N
N
N
N
MARINER CLO LLC
N/A
Mariner CLO 7 Ltd
56844CAA3
250000.00000000
PA
USD
250844.70000000
0.122591057637
Long
ABS-CBDO
CORP
KY
N
2
2032-04-30
Floating
7.08000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
25000.00000000
PA
USD
25670.50000000
0.012545506223
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
Chesapeake energy
N/A
Chesapeake energy
000000000
187.00000000
NS
USD
9598.46000000
0.004690891866
Long
EC
CORP
US
Y
2
N
N
N
Allegiant Travel Company
549300JM9OZXOHWL2K18
Allegiant Travel Company 2020 Term Loan
01748LAE8
1111245.58000000
PA
USD
1103744.67000000
0.539414332679
Long
LON
CORP
US
N
2
2024-02-05
Floating
3.16000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
200000.00000000
PA
USD
199600.00000000
0.097547108248
Long
DBT
CORP
KY
N
2
2024-04-14
Fixed
7.88000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
200000.00000000
PA
USD
208600.00000000
0.101945524952
Long
DBT
CORP
KY
N
2
2024-03-05
Fixed
7.40000000
N
N
N
N
N
N
Park Avenue Trust
N/A
245 Park Avenue Trust 2017-245P
90187LAN9
380000.00000000
PA
USD
370084.85000000
0.180865265150
Long
ABS-MBS
CORP
US
N
2
2037-06-05
Variable
3.78000000
N
N
N
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
435000.00000000
PA
USD
348054.38000000
0.170098688788
Long
DBT
CORP
VG
N
2
2022-10-24
Fixed
11.50000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
267000.00000000
PA
USD
263629.13000000
0.128838974356
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust 2017-330M
55282MAL8
180000.00000000
PA
USD
181284.25000000
0.088595963719
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
4.17000000
N
N
N
N
N
N
ALM Loan Funding
549300QWNMCKH2N9ZJ05
ALM VII R-2 Ltd
00164BBL0
500000.00000000
PA
USD
500018.70000000
0.244365622520
Long
ABS-CBDO
CORP
KY
N
2
2027-10-15
Floating
3.18000000
N
N
N
N
N
N
POWERLONG REAL ESTATE
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
200000.00000000
PA
USD
207500.00000000
0.101407940688
Long
DBT
CORP
KY
N
2
2022-11-08
Fixed
7.13000000
N
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC Term Loan
25277BAB4
856740.00000000
PA
USD
513084.45000000
0.250751023971
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.36000000
N
N
N
N
N
N
ABERTIS FINANCE BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
000000000
100000.00000000
PA
122576.92000000
0.059904930280
Long
DBT
CORP
NL
N
2
2025-11-24
Fixed
3.25000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
300000.00000000
PA
382617.14000000
0.186989957781
Long
DBT
CORP
NL
N
2
2026-06-22
Fixed
3.88000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset Backed Certificates
N/A
First Franklin Mortgage Loan Trust 2006-FF16
320275AD2
551485.60000000
PA
USD
318177.63000000
0.155497533646
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
0.23000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
100000.00000000
PA
119908.98000000
0.058601073406
Long
DBT
CORP
LU
N
2
2026-11-13
Fixed
2.75000000
N
N
N
N
N
N
ORYX FUNDING LTD
549300S728CF0BBRC295
Oryx Funding Ltd
67114NAA9
200000.00000000
PA
USD
210750.00000000
0.102996257832
Long
DBT
CORP
KY
N
2
2031-02-03
Fixed
5.80000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
000000000
100000.00000000
PA
126638.11000000
0.061889686495
Long
DBT
CORP
GB
N
2
2026-03-22
Fixed
3.25000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WBH4
1000000.00000000
PA
USD
1040590.80000000
0.508550217483
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
4.91000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP21 XEUR 20210908
000000000
-1.00000000
NC
-1245.95000000
-0.00060891192
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU1 Comdty
2021-09-08
-171559.23000000
EUR
-1245.95000000
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
358772.05000000
PA
USD
398086.97000000
0.194550264302
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.88000000
N
N
N
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
200000.00000000
PA
USD
204610.00000000
0.099995560213
Long
DBT
CORP
IN
N
2
2022-10-24
Fixed
5.95000000
N
N
N
N
N
N
LADBROKES GROUP FIN PLC
213800QOWHF5R9VLL274
Ladbrokes Group Finance PLC
000000000
6700.00000000
PA
9638.83000000
0.004710621209
Long
DBT
CORP
GB
N
2
2022-09-16
Fixed
5.13000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
38000.00000000
PA
USD
40481.78000000
0.019783970820
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
31000.00000000
PA
USD
32246.82000000
0.015759439084
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
200000.00000000
PA
238335.78000000
0.116477786227
Long
DBT
CORP
DE
N
2
2027-05-06
Fixed
2.00000000
N
N
N
N
N
N
RKPF OVERSEAS 2020 A LTD
254900LKOLISWWIE7W36
RKPF Overseas 2020 A Ltd
000000000
200000.00000000
PA
USD
201000.00000000
0.098231306402
Long
DBT
CORP
VG
N
2
2026-01-12
Fixed
5.20000000
N
N
N
N
N
N
Elmwood CLO III Ltd
N/A
Elmwood CLO III Ltd
29002JAA3
550000.00000000
PA
USD
550708.90000000
0.269138580568
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
7.18000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
27000.00000000
PA
USD
27634.50000000
0.013505338491
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
730000.00000000
PA
USD
681133.80000000
0.332878920441
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
37000.00000000
PA
USD
38618.75000000
0.018873483901
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
CMA CGM SA
969500BZJ49IICIBZZ08
CMA CGM SA
000000000
100000.00000000
PA
131853.52000000
0.064438524991
Long
DBT
CORP
FR
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
334000.00000000
PA
USD
375082.00000000
0.183307437154
Long
DBT
CORP
KY
N
2
2029-05-14
Fixed
4.64000000
N
N
N
N
N
N
ARQIVA BROADC FINANCE PL
5493007PMKIGKNYH2S25
Arqiva Broadcast Finance PLC
000000000
100000.00000000
PA
141995.74000000
0.069395159421
Long
DBT
CORP
LU
N
2
2023-09-30
Fixed
6.75000000
N
N
N
N
N
N
HEALTH AND HAPPINESS H&H
2138007WU5DJFZFDDV59
Health & Happiness H&H International Holdings Ltd
000000000
200000.00000000
PA
USD
206100.00000000
0.100723742534
Long
DBT
CORP
KY
N
2
2024-10-24
Fixed
5.63000000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
100000.00000000
PA
121183.66000000
0.059224026051
Long
DBT
CORP
FR
N
2
2026-07-15
Fixed
3.75000000
N
N
N
N
N
N
SEAZEN GROUP LTD
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
200000.00000000
PA
USD
207500.00000000
0.101407940688
Long
DBT
CORP
KY
N
2
2024-08-12
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
603.87000000
0.000295119099
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
162000.00000000
EUR
192987.78000000
USD
2021-09-15
603.87000000
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
29000.00000000
PA
USD
31391.20000000
0.015341286495
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AG3
623746.00000000
PA
USD
628424.10000000
0.307119006555
Long
DBT
CORP
US
N
3
2025-05-15
Fixed
11.00000000
N
N
Y
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
300000.00000000
PA
USD
303243.75000000
0.148199152839
Long
DBT
CORP
KY
N
2
2025-05-25
Fixed
7.75000000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
200000.00000000
PA
USD
196710.00000000
0.096134727773
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAF6
295000.00000000
PA
USD
320075.00000000
0.156424802968
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
44000.00000000
PA
USD
47381.84000000
0.023156119616
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
132988.99000000
0.064993443904
Long
DBT
CORP
FR
N
2
2025-01-29
Fixed
5.38000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
400000.00000000
PA
504180.95000000
0.246399768067
Long
DBT
CORP
NL
N
2
2031-05-26
Fixed
2.13000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-1483.72000000
-0.00072511320
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
792956.08000000
BRL
156500.00000000
USD
2021-09-15
-1483.72000000
N
N
N
Olympic Tower Mortgage Trust
N/A
Olympic Tower 2017-OT Mortgage Trust
68162MAN2
190000.00000000
PA
USD
171240.67000000
0.083687535936
Long
ABS-MBS
CORP
US
N
2
2039-05-10
Variable
4.08000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
200000.00000000
PA
243271.46000000
0.118889917045
Long
DBT
CORP
MX
N
2
2026-03-19
Fixed
3.13000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAC6
478000.00000000
PA
USD
517865.20000000
0.253087438488
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
515000.00000000
PA
USD
548485.30000000
0.268051878415
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAR8
49000.00000000
PA
USD
49857.50000000
0.024366006760
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
12000.00000000
PA
USD
12405.00000000
0.006062484357
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.484500 01-JUL-2031
000000000
6100000.00000000
OU
Notional Amount
USD
-13040.99000000
-0.00637330091
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-07-01
0.00000000
USD
-99.55000000
USD
6100000.00000000
USD
-12941.44000000
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
100000.00000000
PA
111038.09000000
0.054265754433
Long
DBT
CORP
NL
N
2
2024-10-15
Fixed
1.13000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAG2
500000.00000000
PA
USD
485699.60000000
0.237367692671
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
1.52000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
32000.00000000
PA
USD
33200.00000000
0.016225270510
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
12000.00000000
PA
USD
12345.00000000
0.006033161579
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TBA9
11275790.63000000
PA
USD
314802.03000000
0.153847834154
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
1.14000000
N
N
N
N
N
N
Santos Finance Ltd
213800BKUBSWG53XNS94
Santos Finance Ltd
000000000
200000.00000000
PA
USD
227509.75000000
0.111186964983
Long
DBT
CORP
AU
N
2
2029-03-13
Fixed
5.25000000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2021 Term Loan B
11823LAK1
771266.78000000
PA
USD
765482.28000000
0.374101116378
Long
LON
CORP
US
N
2
2026-11-01
Floating
2.35000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
IGJSJL3JD5P30I6NJZ34
Morgan Stanley Capital I Trust 2017-H1
61691JAC8
1010000.00000000
PA
USD
851319.00000000
0.416050634502
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
2.55000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
100000.00000000
PA
123377.30000000
0.060296086365
Long
DBT
CORP
IT
N
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust 2016-NXS5
95000CBJ1
500000.00000000
PA
USD
537452.30000000
0.262659908248
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
5.15000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
247525.34000000
0.120968843362
Long
DBT
CORP
FR
N
2
2030-06-15
Fixed
3.38000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
421000.00000000
PA
USD
446260.00000000
0.218093048731
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
000000000
243000.00000000
PA
USD
249220.80000000
0.121797436649
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
Y
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAE2
195000.00000000
PA
USD
209137.50000000
0.102208208172
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
9.50000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
370000.00000000
PA
USD
357050.00000000
0.174494964929
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAK2
711000.00000000
PA
USD
773740.92000000
0.378137220838
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.24000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
550000.00000000
PA
USD
625989.10000000
0.305928990480
Long
DBT
CORP
FR
N
2
2047-01-17
Fixed
5.13000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
132000.00000000
PA
USD
149556.00000000
0.073089956518
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.63000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAN4
633000.00000000
PA
USD
634180.80000000
0.309932380493
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
2.22000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
000000000
100000.00000000
PA
125244.86000000
0.061208787154
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
United Group BV
213800PC85O8BJ7DU398
United Group BV
000000000
440000.00000000
PA
527338.65000000
0.257717236347
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.88000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2012-RR3 Trust
05539BAE4
739160.39000000
PA
USD
679702.92000000
0.332179630830
Long
ABS-MBS
CORP
US
N
2
2037-12-26
Variable
6.25000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2017-CC
05607CAN9
350000.00000000
PA
USD
358600.27000000
0.175252601981
Long
ABS-MBS
CORP
US
N
2
2037-08-13
Variable
3.67000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
1415.75000000
0.000691895383
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11433691.00000000
RUB
156000.00000000
USD
2021-09-15
1415.75000000
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
Select Medical Corporation 2017 Term Loan B
816194AV6
140792.51000000
PA
USD
139297.29000000
0.068076391915
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.36000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2020 DIP Term Loan
000000000
405904.09000000
PA
USD
408189.33000000
0.199487418633
Long
LON
CORP
LU
N
2
2022-07-13
Floating
6.50000000
N
N
N
N
N
N
CFK Trust
N/A
CFK Trust 2019-FAX
12528XAL9
1000000.00000000
PA
USD
1065785.00000000
0.520862949720
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
4.79000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
25000.00000000
PA
USD
25781.25000000
0.012599631184
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
33000.00000000
PA
USD
34516.35000000
0.016868587824
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UTI4Y2IA4RUP16
Neuberger Berman CLO XV
64129KBC0
1000000.00000000
PA
USD
1000097.50000000
0.488760616689
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
3.23000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
380000.00000000
PA
USD
387790.00000000
0.189518001540
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
28000.00000000
PA
USD
29321.60000000
0.014329846138
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
549300SPM0J0RQRUOB94
Park Avenue Institutional Advisers CLO Ltd 2016-1
70016AAE2
500000.00000000
PA
USD
485533.80000000
0.237286664061
Long
ABS-CBDO
CORP
KY
N
2
2031-08-23
Floating
6.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
325000.00000000
PA
USD
313625.00000000
0.153272604330
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
21Vianet Group Inc
529900672GYJQ3T38I58
21Vianet Group Inc
000000000
200000.00000000
PA
USD
199850.00000000
0.097669286489
Long
DBT
CORP
KY
N
2
2021-10-15
Fixed
7.88000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
18000.00000000
PA
USD
19147.50000000
0.009357631538
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX47
305000.00000000
PA
USD
324596.25000000
0.158634396471
Long
DBT
NUSS
EG
N
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
508000.00000000
PA
USD
598424.00000000
0.292457568668
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
350000.00000000
PA
417087.61000000
0.203836123455
Long
DBT
CORP
IT
N
2
2030-02-11
Fixed
2.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAX6
376549.39000000
PA
USD
376549.13000000
0.184024442609
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.07000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
100000.00000000
PA
118539.91000000
0.057931991144
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
2.13000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FFTJ3WPTJK8589
Madison Park Funding XXX LTD
000000000
250000.00000000
PA
USD
242328.45000000
0.118429055830
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
5.13000000
N
N
N
N
N
N
ARI INVESTMENTS LLC
N/A
ARI INVESTMENTS LLC CMO/WHOLE
000000000
701313.48000000
PA
USD
696579.61000000
0.340427488076
Long
ABS-MBS
CORP
US
N
3
2025-01-06
Variable
4.59000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
3000.00000000
NS
USD
37800.00000000
0.018473350159
Long
EC
US
N
1
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
200000.00000000
PA
USD
210750.00000000
0.102996257832
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES CORP COMMON STOCK
529900NHYED469G7XK29
PIONEER ENERGY SERVICES CORP COMMON STOCK
723664207
1580.00000000
NS
USD
23384.00000000
0.011428064024
Long
EC
CORP
US
N
3
N
N
N
Stoneway Capital Corp
549300CV1RKODDF74O91
Stoneway Capital Corp
000000000
338292.70000000
PA
USD
91444.75000000
0.044690235105
Long
DBT
CORP
CA
N
2
2027-03-01
None
0.00000000
Y
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
69850.00000000
0.034136600757
Long
DBT
CORP
KY
N
2
2021-02-28
None
0.00000000
Y
N
N
N
N
N
Deutsche Financial Capital Securitization LLC
N/A
Deutsche Financial Capital Securitization LLC
251547AR6
440678.99000000
PA
USD
451956.63000000
0.220877065681
Long
ABS-O
CORP
US
N
2
2028-04-15
Fixed
6.80000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
127909.24000000
0.062510904209
Long
DBT
CORP
IT
N
2
2024-04-11
Fixed
4.00000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
000000000
100000.00000000
PA
120415.30000000
0.058848518556
Long
DBT
CORP
DE
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
200000.00000000
PA
244652.98000000
0.119565083784
Long
DBT
CORP
LU
N
2
2025-08-05
Fixed
3.25000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TAQ5
1000000.00000000
PA
USD
1018707.20000000
0.497855418394
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.87000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-NUGS
61692AAN2
381000.00000000
PA
USD
382505.52000000
0.186935407640
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.74000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAE0
300000.00000000
PA
USD
268716.06000000
0.131325023010
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
160000.00000000
PA
USD
174530.00000000
0.085295074161
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
238000.00000000
PA
USD
242685.63000000
0.118603614328
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
Golden Entertainment Inc
549300P8YYCKQVJ0Y638
Golden Entertainment Inc
381013AA9
149000.00000000
PA
USD
158312.50000000
0.077369371615
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.63000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
104950.00000000
0.051290425905
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
61000.76000000
PA
USD
60530.44000000
0.029582010936
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.50000000
N
N
N
N
N
N
Pinewood Finance Co Ltd
N/A
Pinewood Finance Co Ltd
000000000
100000.00000000
PA
140562.37000000
0.068694652915
Long
DBT
CORP
GB
N
2
2025-09-30
Fixed
3.25000000
N
N
N
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
200000.00000000
PA
USD
158975.00000000
0.077693143956
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
11.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
9603.76000000
0.004693482045
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1179000.00000000
GBP
1641419.13000000
USD
2021-12-15
9603.76000000
N
N
N
Latam Finance Ltd
N/A
Latam Finance Ltd
51818KAB6
645000.00000000
PA
USD
599850.00000000
0.293154473360
Long
DBT
CORP
KY
N
2
2024-04-11
None
0.00000000
Y
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
200000.00000000
PA
258789.97000000
0.126474014113
Long
DBT
CORP
LU
N
2
2024-01-29
Fixed
5.63000000
N
N
N
N
N
N
FERROVIAL NL BV
72450048UYBX1IY3XM22
Ferrovial Netherlands BV
000000000
100000.00000000
PA
118237.55000000
0.057784223892
Long
DBT
CORP
NL
N
2
2023-02-14
Fixed
2.12000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AB2
12000.00000000
PA
USD
12360.00000000
0.006040492274
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.38000000
N
N
N
N
N
N
AXALTA COATING
5493007DMEBZH3CQ5E51
Axalta Coating Systems Dutch Holding B BV
000000000
100000.00000000
PA
120602.65000000
0.058940078930
Long
DBT
CORP
NL
N
2
2025-01-15
Fixed
3.75000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
200000.00000000
PA
USD
204516.00000000
0.099949621194
Long
DBT
CORP
IE
N
2
2027-09-19
Fixed
4.13000000
N
N
N
N
N
N
OZLM Ltd
549300Y1XB6AVMQY8652
OZLM XIV Ltd
67110HBA5
1000000.00000000
PA
USD
993365.30000000
0.485470503252
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
3.18000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
652000.00000000
PA
USD
681889.31000000
0.333248147975
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.08000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-10044.62000000
-0.00490893604
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1641227.19000000
USD
1179000.00000000
GBP
2021-09-15
-10044.62000000
N
N
N
Genneia SA
529900YZ70LX0XWS9P67
Genneia SA
372319AA1
347000.00000000
PA
USD
335896.00000000
0.164156730822
Long
DBT
CORP
AR
N
2
2022-01-20
Fixed
8.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
126537.50000000
0.061840517083
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
200000.00000000
PA
USD
217225.00000000
0.106160674294
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
162000.00000000
PA
USD
162202.50000000
0.079270465058
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
Goldentree Loan Opportunities IX Ltd
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123GAG1
500000.00000000
PA
USD
486234.95000000
0.237629325158
Long
ABS-CBDO
CORP
KY
N
2
2029-10-29
Floating
5.84000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
212000.00000000
PA
USD
243203.75000000
0.118856826290
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
6.00000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-9
54251WAD4
1369161.49000000
PA
USD
588210.53000000
0.287466113440
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
0.25000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
300000.00000000
PA
USD
327345.15000000
0.159977819546
Long
DBT
CORP
GB
N
2
2032-10-18
Fixed
4.13000000
N
N
N
N
N
N
KING TALENT MANAGEMENT L
54930092IZYKIMITSS51
King Talent Management Ltd
000000000
200000.00000000
PA
USD
178850.00000000
0.087406314179
Long
DBT
CORP
KY
N
2
2022-12-04
Fixed
5.60000000
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
397000.00000000
PA
USD
425484.75000000
0.207939914660
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BM2
300000.00000000
PA
USD
318750.00000000
0.155777258287
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
128631.36000000
0.062863813617
Long
DBT
CORP
NL
N
2
2024-12-14
Fixed
4.38000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
280000.00000000
PA
USD
305816.00000000
0.149456244769
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828M2B6
200000.00000000
PA
USD
205350.00000000
0.100357207809
Long
DBT
CORP
IN
N
2
2023-09-02
Fixed
4.40000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
208912.50000000
0.102098247755
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc. 2018 Term Loan B
98379EAE6
470904.00000000
PA
USD
468601.28000000
0.229011521970
Long
LON
CORP
US
N
2
2025-02-24
Floating
1.88000000
N
N
N
N
N
N
WANDA GROUP OVERSEAS
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd
000000000
200000.00000000
PA
USD
192475.00000000
0.094065028357
Long
DBT
CORP
HK
N
2
2022-07-24
Fixed
7.50000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
5493003DOWFR7J1QCW02
Bayview Commercial Asset Trust 2007-6
07326FAE8
2000000.00000000
PA
USD
1920093.60000000
0.938374640510
Long
ABS-MBS
CORP
US
N
2
2037-12-25
Floating
1.59000000
N
N
N
N
N
N
AVIANCA HOLDINGS SA
529900VB3L5MRBU13P27
Avianca Holdings SA
05367GAC4
1313585.00000000
PA
USD
1313174.50000000
0.641765406313
Long
DBT
CORP
PA
N
2
2021-11-10
Fixed
12.20000000
N
N
Y
N
N
N
Pearl Holding III Ltd
5493006KBFRFAYN8S550
Pearl Holding III Ltd
000000000
200000.00000000
PA
USD
74162.50000000
0.036244175428
Long
DBT
CORP
KY
N
2
2022-12-11
Fixed
9.50000000
N
Y
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
200000.00000000
PA
USD
217400.00000000
0.106246199063
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CF1
200000.00000000
PA
USD
225912.50000000
0.110406368196
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
Kestrel Bidco Inc.
N/A
Kestrel Bidco Inc. Term Loan B
000000000
1515812.50000000
PA
USD
1485496.25000000
0.725981280065
Long
LON
CORP
CA
N
2
2026-12-11
Floating
4.00000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc Term Loan B
00769QAG8
26370.00000000
PA
USD
26460.71000000
0.012931692097
Long
LON
CORP
US
N
2
2026-07-31
Floating
2.38000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 USD Repriced Term Loan B
36740UAP7
0.02000000
PA
USD
0.02000000
0.000000009774
Long
LON
CORP
US
N
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
Transocean Phoenix 2 Ltd
N/A
Transocean Phoenix 2 Ltd
893828AA1
908600.00000000
PA
USD
940401.00000000
0.459586163044
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
7.75000000
N
N
N
N
N
N
INDIA GREEN ENERGY HLDNG
2549005BFUXXT5HWAG36
India Green Energy Holdings
45410FAA3
250000.00000000
PA
USD
261796.88000000
0.127943530022
Long
DBT
CORP
MU
N
2
2024-04-29
Fixed
5.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.328500 25-JUN-2023
000000000
5900000.00000000
OU
Notional Amount
USD
-1797.56000000
-0.00087849088
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-06-26
0.00000000
USD
-70.08000000
USD
5900000.00000000
USD
-1727.48000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
250000.00000000
PA
USD
253562.50000000
0.123919281739
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
314000.00000000
PA
USD
327580.50000000
0.160092838143
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
178000.00000000
PA
USD
185395.90000000
0.090605380391
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
106000.00000000
PA
USD
104675.00000000
0.051156029839
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
STICHTING AK RABOBANK
DG3RU1DBUFHT4ZF9WN62
Stichting AK Rabobank Certificaten
000000000
44800.00000000
PA
71480.43000000
0.034933413040
Long
DBT
CORP
NL
N
2
2049-12-29
Variable
2.19000000
N
N
N
N
N
N
ReNew Power Synthetic
N/A
ReNew Power Synthetic
000000000
200000.00000000
PA
USD
209912.50000000
0.102586960722
Long
DBT
CORP
IN
N
2
2024-03-12
Fixed
6.67000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
022249AU0
1540000.00000000
PA
USD
1855700.00000000
0.906904653187
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.75000000
N
N
N
N
N
N
Apidos CLO
549300LPFPUEJZX23R93
Apidos CLO XVIII
03767QAA7
1000000.00000000
PA
USD
952624.90000000
0.465560141484
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
5.88000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
17000.00000000
PA
USD
18657.50000000
0.009118162185
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAS2
1495000.00000000
PA
USD
1657581.25000000
0.810081451021
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.38000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
549300DT8SH0CF6BTT37
Central American Bottling Corp
15238XAB5
258000.00000000
PA
USD
268449.00000000
0.131194507325
Long
DBT
CORP
VG
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
YANLORD LAND HK CO LTD
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
200000.00000000
PA
USD
209725.00000000
0.102495327040
Long
DBT
CORP
HK
N
2
2024-02-27
Fixed
6.80000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
16000.00000000
PA
USD
16520.00000000
0.008073538217
Long
DBT
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
399000.00000000
PA
USD
404889.24000000
0.197874621857
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Trestles CLO LTD
6354005OLPZ8XONXGL10
Trestles CLO II LTD
89531VAA0
250000.00000000
PA
USD
242864.30000000
0.118690932673
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
5.93000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
200000.00000000
PA
USD
207412.50000000
0.101365178304
Long
DBT
CORP
TH
N
2
2034-09-25
Fixed
3.73000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAM7
500000.00000000
PA
USD
378996.90000000
0.185220699549
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Variable
2.80000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
340000.00000000
PA
USD
371088.75000000
0.181355884097
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
SCIH Salt Holdings Inc.
N/A
SCIH Salt Holdings Inc. 2021 Incremental Term Loan B
78397GAF8
189000.00000000
PA
USD
189315.63000000
0.092521003269
Long
LON
CORP
US
N
2
2027-03-16
Floating
4.75000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
000000000
318000.00000000
PA
USD
334599.60000000
0.163523163331
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
Aimbridge Acquisition Co., Inc.
549300SPGKLVE9WYCQ20
Aimbridge Acquisition Co., Inc. 2019 Term Loan B
00900YAD8
236874.15000000
PA
USD
230952.30000000
0.112869383808
Long
LON
CORP
US
N
2
2026-02-02
Floating
3.85000000
N
N
N
N
N
N
PHOENIX PIB DUTCH FINANC
529900UUYBCBB7HMVI56
Phoenix PIB Dutch Finance BV
000000000
100000.00000000
PA
122527.59000000
0.059880822069
Long
DBT
CORP
NL
N
2
2025-08-05
Fixed
2.38000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
100000.00000000
PA
123829.07000000
0.060516872222
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.38000000
N
N
N
N
N
N
THAMES WATER KEMBLE FINA
213800S7UU2MQXYJQO60
Thames Water Kemble Finance PLC
000000000
167000.00000000
PA
236368.30000000
0.115516253239
Long
DBT
CORP
GB
N
2
2026-05-19
Fixed
4.63000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B7 Mortgage Trust
08162TBF9
1000000.00000000
PA
USD
1135964.10000000
0.555160385915
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
5.02000000
N
N
N
N
N
N
HEIMSTADEN BOSTAD AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
000000000
100000.00000000
PA
117062.94000000
0.057210176753
Long
DBT
CORP
SE
N
2
2027-02-01
Fixed
2.63000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AH8
278000.00000000
PA
USD
310665.00000000
0.151826013947
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.88000000
N
N
N
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2021 Term Loan
35039KAB2
47714.16000000
PA
USD
47376.34000000
0.023153431695
Long
LON
CORP
US
N
2
2028-02-03
Floating
3.75000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
200000.00000000
PA
238813.87000000
0.116711435010
Long
DBT
CORP
IT
N
2
2029-09-23
Fixed
2.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B4
000000000
430197.00000000
PA
USD
437458.73000000
0.213791753955
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
211537.50000000
0.103381119293
Long
DBT
CORP
KY
N
2
2025-10-20
Fixed
5.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
250000.00000000
PA
USD
281899.98000000
0.137768175672
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.38000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
31000.00000000
PA
USD
33780.70000000
0.016509066130
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
370000.00000000
PA
USD
393078.75000000
0.192102682246
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAM9
756000.00000000
PA
USD
800572.25000000
0.391250039735
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.57000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
359000.00000000
PA
USD
367975.00000000
0.179834154096
Long
DBT
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2017-CC
05607CAL3
180000.00000000
PA
USD
189717.95000000
0.092717622270
Long
ABS-MBS
CORP
US
N
2
2037-08-13
Variable
3.67000000
N
N
N
N
N
N
Olympic Tower Mortgage Trust
N/A
Olympic Tower 2017-OT Mortgage Trust
68162MAL6
140000.00000000
PA
USD
138982.02000000
0.067922315378
Long
ABS-MBS
CORP
US
N
2
2039-05-10
Variable
4.08000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.966500 25-JUN-2026
000000000
12250000.00000000
OU
Notional Amount
USD
-2666.92000000
-0.00130335838
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-06-25
0.00000000
USD
-165.53000000
USD
12250000.00000000
USD
-2501.39000000
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
188058.00000000
0.091906383181
Long
DBT
CORP
KY
N
2
2025-11-11
Fixed
11.70000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
109500.00000000
0.053514069905
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
MASTR Reperforming Loan Trust
N/A
MASTR Reperforming Loan Trust 2005-1
576436AV1
834307.96000000
PA
USD
792210.62000000
0.387163602728
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
8.00000000
N
N
N
N
N
N
TICP CLO Ltd
254900FRG2I3OIEKD552
TICP CLO V 2016-1 Ltd
87248MAD2
250000.00000000
PA
USD
242678.03000000
0.118599900109
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
5.94000000
N
N
N
N
N
N
JGC Ventures Pte Ltd
2549008PR2UO2K6SYH32
JGC Ventures Pte Ltd
000000000
200000.00000000
PA
USD
105437.50000000
0.051528673476
Long
DBT
CORP
SG
N
2
2021-08-30
None
0.00000000
Y
N
N
N
N
N
SOLVAY FINANCE
549300850GMPCX5CK282
Solvay Finance SACA
000000000
140000.00000000
PA
182965.09000000
0.089417412023
Long
DBT
CORP
FR
N
2
2023-11-12
Fixed
5.43000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
565000.00000000
PA
697709.83000000
0.340979841246
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
400000.00000000
PA
466583.19000000
0.228025255219
Long
DBT
CORP
FR
N
2
2032-07-25
Fixed
2.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09660V2A0
800000.00000000
PA
USD
884000.00000000
0.432022262982
Long
DBT
CORP
FR
N
2
2033-03-01
Fixed
4.38000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
200000.00000000
PA
USD
206250.00000000
0.100797049479
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.38000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc. 2018 Term Loan B5
80875AAP6
1528639.36000000
PA
USD
1517174.56000000
0.741462880940
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.85000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167164
3924.00000000
NS
USD
105477.12000000
0.051548036284
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Chesapeake Energy Corp
Chesapeake Energy Corp
1.00000000
27.63000000
USD
2026-02-09
XXXX
105477.12000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6700.62000000
0.003274679882
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
737000.00000000
EUR
883805.90000000
USD
2021-12-15
6700.62000000
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
21000.00000000
PA
USD
22890.00000000
0.011186639818
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAM3
300000.00000000
PA
USD
308906.25000000
0.150966490016
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.63000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAK3
200000.00000000
PA
USD
217600.00000000
0.106343941657
Long
DBT
CORP
ID
N
2
2049-07-17
Fixed
4.88000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
224000.00000000
PA
USD
228480.00000000
0.111661138740
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-7
54251TAD1
1501944.81000000
PA
USD
804043.02000000
0.392946250040
Long
ABS-O
CORP
US
N
2
2036-08-25
Floating
0.25000000
N
N
N
N
N
N
FWD LTD
254900FMA87JW77SVS91
FWD Ltd
000000000
200000.00000000
PA
USD
200937.50000000
0.098200761841
Long
DBT
CORP
KY
N
2
2023-02-01
Fixed
5.50000000
N
N
N
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2A0
200000.00000000
PA
USD
207100.00000000
0.101212455502
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
25000.00000000
PA
USD
27491.50000000
0.013435452537
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
250000.00000000
PA
298541.65000000
0.145901175596
Long
DBT
CORP
LU
N
2
2026-05-27
Fixed
2.88000000
N
N
N
N
N
N
CA RESOURCES CORP
N/A
CA RESOURCES CORP CA RESOURCES CORP NEW
000000000
14589.00000000
NS
USD
439712.46000000
0.214893181030
Long
EC
CORP
US
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AB4
200000.00000000
PA
USD
200320.00000000
0.097898981584
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03000000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
Bayer AG
000000000
150000.00000000
PA
187867.29000000
0.091813180731
Long
DBT
CORP
DE
N
2
2074-07-01
Fixed
3.75000000
N
N
N
N
N
N
The Enterprise Development Authority
N/A
The Enterprise Development Authority Term Loan B
000000000
283412.50000000
PA
USD
284121.03000000
0.138853631608
Long
LON
CORP
US
N
3
2028-02-18
Floating
5.00000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
15000.00000000
PA
USD
15686.25000000
0.007666073781
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
202225.00000000
0.098829979787
Long
DBT
CORP
KY
N
2
2023-01-30
Fixed
11.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0PR4
1000000.00000000
PA
USD
1082661.80000000
0.529110860725
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
5.24000000
N
N
N
N
N
N
2021-07-30
BlackRock 2022 Global Income Opportunity Trust
Ann Frechette
Ann Frechette
Assistant Treasurer