0001145549-21-061504.txt : 20211027
0001145549-21-061504.hdr.sgml : 20211027
20211027084818
ACCESSION NUMBER: 0001145549-21-061504
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211027
PERIOD START: 20210831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 211350901
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000010617
Columbia Strategic Income Fund
C000029358
Columbia Strategic Income Fund Class A
COSIX
C000029360
Columbia Strategic Income Fund Class C
CLSCX
C000029362
Columbia Strategic Income Fund Institutional Class
LSIZX
C000094661
Columbia Strategic Income Fund Class R
CSNRX
C000094663
Columbia Strategic Income Fund Institutional 2 Class
CTIVX
C000122657
Columbia Strategic Income Fund Advisor Class
CMNRX
C000129839
Columbia Strategic Income Fund Institutional 3 Class
CPHUX
NPORT-P
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2027-12-15
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2025-06-15
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USD
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2026-10-15
Fixed
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ITT HOLDINGS LLC
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USD
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2029-08-01
Fixed
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USD
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2028-03-02
Variable
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USD
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DBT
CORP
US
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2026-05-01
Fixed
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USD
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DBT
CORP
US
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2027-05-01
Fixed
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IHEARTCOMMUNICATIONS INC
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IHEARTCOMMUNICATIONS INC
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PA
USD
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Long
DBT
CORP
US
N
2
2027-08-15
Fixed
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IHEARTCOMMUNICATIONS INC
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IHEARTCOMMUNICATIONS INC
45174HBG1
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PA
USD
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Long
DBT
CORP
US
N
2
2028-01-15
Fixed
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ILLUMINATE BUYER/HLDG
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USD
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DBT
CORP
US
N
2
2028-07-01
Fixed
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USD
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2027-06-30
Variable
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USD
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Long
DBT
CORP
US
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2
2026-07-15
Fixed
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INDIGO NATURAL RESOURCES LLC
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USD
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DBT
CORP
US
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2
2029-02-01
Fixed
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INEOS US FINANCE LLC
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USD
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CORP
US
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2
2024-04-01
Variable
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N
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INEOS QUATTRO FINANCE 2 PLC
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INEOS QUATTRO FINANCE 2 PLC
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PA
USD
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Long
DBT
CORP
GB
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2
2026-01-15
Fixed
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N
N
N
N
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INGEVITY CORP
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45688CAB3
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USD
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Long
DBT
CORP
US
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2
2028-11-01
Fixed
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N
N
N
N
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IRIS MERGER SUB 2019
N/A
IRIS MERGER SUB 2019
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PA
USD
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Long
DBT
CORP
US
N
2
2028-02-15
Fixed
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INNOPHOS HOLDINGS INC
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INNOPHOS HOLDINGS INC TLB 3.75
45778EAG9
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PA
USD
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0.0092315924
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LON
CORP
US
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2
2027-02-05
Variable
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N
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INTERFACE INC
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INTERFACE INC
458665AS5
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PA
USD
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0.0082892568
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
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N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AC7
2637000.000000000000
PA
USD
2941424.770000000000
0.0441988410
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
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INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
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PA
USD
1573869.520000000000
0.0236494944
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
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N
N
N
N
N
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INVENERGY THERMAL OPERATING I LLC
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INVENERGY THERMAL OPER TLB 3.0
46123UAG3
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PA
USD
2151921.150000000000
0.0323354933
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CORP
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2
2025-08-28
Variable
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N
N
N
N
N
ION TRADING TECHNOLOGIES SARL
N/A
ION TRADING TECHNOLOGIES SARL
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PA
USD
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Long
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CORP
LU
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2
2028-05-15
Fixed
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N
N
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N
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IQVIA INC
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IQVIA INC
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PA
USD
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Long
DBT
CORP
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2
2027-05-15
Fixed
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N
N
N
N
N
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USD
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2026-11-04
Variable
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IRIS HOLDINGS INC PIK
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CORP
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2
2026-02-15
Fixed
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IRON MOUNTAIN INC
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46284VAF8
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USD
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Long
DBT
CORP
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2
2029-09-15
Fixed
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N
N
N
N
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IRON MOUNTAIN INC
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IRON MOUNTAIN INC
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3881000.000000000000
PA
USD
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0.0621223560
Long
DBT
CORP
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N
2
2030-07-15
Fixed
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N
N
N
N
N
JBS USA LUX SA/JBS FOOD CO/JBS USA FINANCE INC
N/A
JBS USA LUX SA/JBS FOOD CO/JBS FIN
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1845000.000000000000
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USD
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0.0292494912
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DBT
CORP
US
N
2
2031-12-01
Fixed
3.750000000000
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N
N
N
N
N
JPMORGAN CHASE & CO
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JPMORGAN CHASE & CO
46647PBE5
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PA
USD
3498971.010000000000
0.0525767189
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DBT
CORP
US
N
2
2030-10-15
Variable
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N
N
N
N
N
N
J P MORGAN & CO INC
N/A
J P MORGAN & CO INC
46647PCC8
60748000.000000000000
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USD
62826142.910000000000
0.9440468207
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CORP
US
N
2
2032-04-22
Variable
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N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC
N/A
JAGUAR LAND ROVER AUTOMOTIVE PLC
47010BAM6
2401000.000000000000
PA
USD
2374138.260000000000
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Long
DBT
CORP
GB
N
2
2029-07-15
Fixed
5.500000000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II / PHAR
N/A
JAGUAR HOLDING CO II / PPDI
47010LAA0
3279000.000000000000
PA
USD
3533373.930000000000
0.0530936688
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.000000000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II / PHAR
N/A
JAGUAR HOLDING CO II / PPDI
47010LAB8
2351000.000000000000
PA
USD
2472014.060000000000
0.0371453173
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAB5
1493000.000000000000
PA
USD
1580173.340000000000
0.0237442178
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
JBS USA LUX SA/JBS USA FINANCE I
N/A
JBS USA LUX SA/JBS USA FINANCE INC
472141AA8
2000000.000000000000
PA
USD
2191827.140000000000
0.0329351341
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.750000000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
N/A
JAZZ SECURITIES DAC
47216FAA5
1660000.000000000000
PA
USD
1721832.880000000000
0.0258728418
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.375000000000
N
N
N
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
7910000.000000000000
PA
USD
8089523.540000000000
0.1215559101
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
KFC HOLDING CO/PIZZA HUT HOLDING
N/A
KFC HLD/PIZZA HUT HLD/TACO BELL
48250NAC9
1566000.000000000000
PA
USD
1640400.390000000000
0.0246492097
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.750000000000
N
N
N
N
N
N
KAISER ALUMINUM CORPORATION
N/A
KAISER ALUMINUM CORPORATION
483007AL4
3875000.000000000000
PA
USD
4013692.720000000000
0.0603111010
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.500000000000
N
N
N
N
N
N
KIK HOLDCO COMPANY INC
N/A
KIK CUSTOM PRODUCTS INC TLB 3.75
49387TAW6
1492500.000000000000
PA
USD
1454262.150000000000
0.0218522337
Long
LON
CORP
CA
N
2
2026-12-22
Variable
4.250000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LAB2
28920000.000000000000
PA
USD
33408786.570000000000
0.5020116990
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
LABL INC
N/A
MULTI-COLOR CORP TLB 4.0
50168EAE2
761437.500000000000
PA
USD
760295.340000000000
0.0114244543
Long
LON
CORP
US
N
2
2026-07-01
Variable
4.084630000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AL8
4445000.000000000000
PA
USD
5710372.770000000000
0.0858059879
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AN4
1053000.000000000000
PA
USD
1179639.550000000000
0.0177256619
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.250000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AU8
524000.000000000000
PA
USD
676439.570000000000
0.0101644092
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.375000000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS II LLC
N/A
MORGAN AUTOMOTIVE GROUP
50190EAA2
1305000.000000000000
PA
USD
1341549.760000000000
0.0201585793
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
LIFE TIME INC
N/A
LIFE TIME FITNESS INC TLB 4.75
50218KAG3
2588306.640000000000
PA
USD
2573579.180000000000
0.0386714691
Long
LON
CORP
US
N
2
2024-12-16
Variable
5.750000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AF3
2004000.000000000000
PA
USD
2008527.960000000000
0.0301808188
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/CAP FIN
505742AG1
3838000.000000000000
PA
USD
3891895.880000000000
0.0584809406
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AM8
1937000.000000000000
PA
USD
1958969.110000000000
0.0294361308
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AP1
6480000.000000000000
PA
USD
6624022.600000000000
0.0995347985
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.750000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_20-CRT1
N/A
BVRT_21-CRT1
512366AB1
31041993.740000000000
PA
USD
31158401.220000000000
0.4681966495
Long
ABS-CBDO
CORP
US
N
3
2033-01-10
Variable
2.350400000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT1
N/A
BVRT_21-CRT1
512366AF2
41000000.000000000000
PA
USD
41768750.000000000000
0.6276313302
Long
ABS-CBDO
CORP
US
N
3
2032-07-10
Variable
3.600400000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_20-CRT1
N/A
BVRT_20-CRT1
512368AC5
28000000.000000000000
PA
USD
28140000.000000000000
0.4228411344
Long
ABS-CBDO
CORP
US
N
3
2032-07-10
Variable
4.077000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT2
N/A
BVRT_21-CRT2
51236PAA1
3430025.190000000000
PA
USD
3430025.190000000000
0.0515407158
Long
ABS-CBDO
CORP
US
N
3
2032-11-10
Variable
1.845100000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT2
N/A
BVRT_21-CRT2
51236PAB9
4000000.000000000000
PA
USD
4000000.000000000000
0.0601053496
Long
ABS-CBDO
CORP
US
N
3
2032-11-10
Variable
2.345100000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BR1
987000.000000000000
PA
USD
1013525.520000000000
0.0152295764
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.750000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BT7
613000.000000000000
PA
USD
631848.700000000000
0.0094943718
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.000000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BW0
2004000.000000000000
PA
USD
2139654.010000000000
0.0321511631
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.875000000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
N/A
LAMB WESTON HOLDINGS INC
513272AA2
727000.000000000000
PA
USD
748314.570000000000
0.0112444272
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.625000000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
N/A
LAMB WESTON HOLDINGS INC
513272AB0
3211000.000000000000
PA
USD
3307252.420000000000
0.0496958907
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.875000000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
N/A
LAMB WESTON HOLDINGS INC
513272AC8
893000.000000000000
PA
USD
993771.100000000000
0.0149327398
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.875000000000
N
N
N
N
N
N
GOLDEN NUGGET LLC
N/A
GOLDEN NUGGET LLC TLB 2.5
51508PAG9
1069205.120000000000
PA
USD
1061592.380000000000
0.0159518453
Long
LON
CORP
US
N
2
2023-10-04
Variable
3.250000000000
N
N
N
N
N
N
LEEWARD RENEWABLE ENERGY OPERATIONS LLC
N/A
LEEWARD RENEWABLE ENERGY OP LLC
524590AA4
4621000.000000000000
PA
USD
4720862.810000000000
0.0709372774
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.250000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-3
N/A
LCRT_19-3
52603EAA9
8376560.470000000000
PA
USD
8521624.910000000000
0.1280488111
Long
ABS-MBS
CORP
US
N
2
2025-10-15
Fixed
3.750000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-1
N/A
LCRT_19-1
52604LAA2
5169723.900000000000
PA
USD
5274293.970000000000
0.0792533207
Long
ABS-MBS
CORP
US
N
2
2045-07-17
Fixed
4.000000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-2
N/A
LCRT_19-2
52604MAA0
7268528.190000000000
PA
USD
7393687.160000000000
0.1111000379
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
4.000000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-7
N/A
LCRT_19-7
52605FAA4
8506398.990000000000
PA
USD
8595677.050000000000
0.1291615435
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
3.750000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-8
N/A
LCRT_19-8
52605GAA2
3999535.000000000000
PA
USD
4034213.770000000000
0.0606194572
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.750000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-2
N/A
LCRT_20-2
52605LAA1
5919863.110000000000
PA
USD
5969972.380000000000
0.0897068192
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.600000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-1
N/A
LCRT_20-1
52606EAA6
8343385.500000000000
PA
USD
8413569.220000000000
0.1264251298
Long
ABS-MBS
CORP
US
N
2
2046-01-16
Fixed
3.500000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-11
N/A
LCRT_19-11
52606GAA1
1761821.600000000000
PA
USD
1771713.170000000000
0.0266223599
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.750000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-T1
N/A
LCRT_20-T1
52606KAA2
4391377.790000000000
PA
USD
4403374.590000000000
0.0661665923
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.500000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1
N/A
LDPT_21-1
52607DAB5
17277000.000000000000
PA
USD
17330558.700000000000
0.2604148223
Long
ABS-MBS
CORP
US
N
3
2027-04-15
Fixed
2.853000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A
N/A
LDPT_21-A
52607FAC8
16000000.000000000000
PA
USD
16053428.800000000000
0.2412242375
Long
ABS-MBS
CORP
US
N
2
2028-12-15
Fixed
2.750000000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC
527298BR3
3805000.000000000000
PA
USD
3857362.700000000000
0.0579620334
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.250000000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC
527298BS1
3640000.000000000000
PA
USD
3531712.660000000000
0.0530687060
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.625000000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC
527298BT9
2185000.000000000000
PA
USD
2129474.690000000000
0.0319982052
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.750000000000
N
N
N
N
N
N
LEVEL 3 PARENT LLC
N/A
LEVEL 3 TLB 1.75
52729KAP1
843319.600000000000
PA
USD
830669.810000000000
0.0124819248
Long
LON
CORP
US
N
2
2027-03-01
Variable
1.834630000000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
N/A
LIGHTSTONE HOLDCO LLC TLB 3.75
53226GAG6
1289448.606200000000
PA
USD
956384.030000000000
0.0143709491
Long
LON
CORP
US
N
2
2024-01-30
Variable
4.750000000000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
N/A
LIGHTSTONE HOLDCO LLC TLC 3.75
53226GAH4
72726.940000000000
PA
USD
53941.570000000000
0.0008105442
Long
LON
CORP
US
N
2
2024-01-30
Variable
4.750000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AR0
347000.000000000000
PA
USD
352587.080000000000
0.0052980924
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
LOGAN MERGER SUB INC
N/A
LOGAN MERGER SUB INC
541056AA5
4405000.000000000000
PA
USD
4579388.660000000000
0.0688114391
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.500000000000
N
N
N
N
N
N
ORYX MIDSTREAM HOLDINGS LLC
N/A
ORYX MIDSTREAM TLB 4.0
54805BAB5
636983.560000000000
PA
USD
635817.880000000000
0.0095540140
Long
LON
CORP
US
N
2
2026-05-22
Variable
4.084630000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661DQ7
7570000.000000000000
PA
USD
8846321.760000000000
0.1329278155
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.050000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC
550241AA1
1919000.000000000000
PA
USD
1971518.000000000000
0.0296246947
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.375000000000
N
N
N
N
N
N
MATR_21-1
N/A
MATR_21-1
55283RAA0
11712534.160000000000
PA
USD
11712534.160000000000
0.1759964901
Long
ABS-CBDO
CORP
US
N
3
2023-11-29
Fixed
3.500000000000
N
N
N
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORPORATION
552848AG8
395000.000000000000
PA
USD
423310.790000000000
0.0063608108
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.250000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAB1
3056000.000000000000
PA
USD
3333816.860000000000
0.0500950570
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.500000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
N/A
MGM GROWTH/MGM FINANCE
55303XAC9
899000.000000000000
PA
USD
981355.790000000000
0.0147461832
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAK1
1361000.000000000000
PA
USD
1465271.140000000000
0.0220176585
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAL9
693000.000000000000
PA
USD
733144.550000000000
0.0110164774
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
5970000.000000000000
PA
USD
6946488.960000000000
0.1043802868
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MRC GLOBAL (US) INC
N/A
MRC GLOBAL US INC TLB 3.0
55345LAC5
1036312.870000000000
PA
USD
1028540.520000000000
0.0154551969
Long
LON
CORP
US
N
2
2024-09-20
Variable
3.084630000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-NA1
N/A
MRAIT_21-NA1
55350M101
22000000.000000000000
PA
USD
22018922.200000000000
0.3308637541
Long
ABS-CBDO
CORP
US
N
2
2022-03-08
Variable
1.600300000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-EBO8
N/A
MRAIT_21-EBO8
55350R100
22000000.000000000000
PA
USD
22000000.000000000000
0.3305794227
Long
ABS-CBDO
CORP
US
N
3
2022-02-16
Variable
2.900000000000
N
N
N
N
N
N
MADISON IAQ LLC
N/A
MADISON IAQ LLC
55760LAA5
1254000.000000000000
PA
USD
1260651.440000000000
0.0189429739
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.125000000000
N
N
N
N
N
N
MADISON IAQ LLC
N/A
MADISON IAQ LLC
55760LAB3
4021000.000000000000
PA
USD
4116082.540000000000
0.0618496450
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_16-22A
N/A
MDPK_16-22A
55819XBG6
10900000.000000000000
PA
USD
10903542.500000000000
0.1638403084
Long
ABS-MBS
CORP
KY
N
2
2033-01-15
Variable
3.626100000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_16
N/A
MDPK_16-24A
55820NAQ4
14000000.000000000000
PA
USD
14002058.000000000000
0.2103996478
Long
ABS-MBS
CORP
KY
N
2
2029-10-20
Variable
1.884300000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
N/A
MARRIOTT OWNERSHIP RESORTS INC
57164PAF3
269000.000000000000
PA
USD
273531.850000000000
0.0041101819
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
N/A
MARRIOTT OWNERSHIP RESORTS INC
57164PAH9
955000.000000000000
PA
USD
965750.510000000000
0.0145116930
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.500000000000
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INS CO
575767AN8
7877000.000000000000
PA
USD
8701652.740000000000
0.1307539700
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.729000000000
N
N
N
N
N
N
MATADOR RESOURCES CO
N/A
MATADOR RESOURCES CO
576485AE6
4732000.000000000000
PA
USD
4754727.420000000000
0.0714461384
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP INC
57665RAN6
1429000.000000000000
PA
USD
1491574.750000000000
0.0224129054
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.625000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081AW2
652000.000000000000
PA
USD
789359.550000000000
0.0118611829
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.450000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BD3
1968000.000000000000
PA
USD
2149704.990000000000
0.0323021925
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875000000000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVICES HOLDINGS LLC
N/A
AMENTUM (MAVERICK) TLB 4.0
57776DAB9
1981240.610000000000
PA
USD
1963072.630000000000
0.0294977917
Long
LON
CORP
US
N
2
2027-01-29
Variable
3.584630000000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVICES HOLDINGS LLC
N/A
AMENTUM (MAVERICK) TLB 4.75
57776DAD5
453409.090000000000
PA
USD
454882.670000000000
0.0068352205
Long
LON
CORP
US
N
2
2027-01-29
Variable
5.500000000000
N
N
N
N
N
N
MCAFEE LLC
N/A
MCAFEE LLC TLB 3.75
57906PAG4
2691370.340000000000
PA
USD
2691047.380000000000
0.0404365859
Long
LON
CORP
US
N
2
2024-09-30
Variable
3.834630000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
N/A
MEGLOBAL CANADA INC
58518N2B7
4950000.000000000000
PA
USD
5529525.210000000000
0.0830885115
Long
DBT
NUSS
CA
N
2
2025-05-18
Fixed
5.000000000000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
MEREDITH CORP TLB 2.5
58943PAQ5
1477880.060000000000
PA
USD
1469057.120000000000
0.0220745479
Long
LON
CORP
US
N
2
2025-01-31
Variable
2.584630000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001ABA9
2373000.000000000000
PA
USD
2684020.420000000000
0.0403309964
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.125000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001ABD3
1585000.000000000000
PA
USD
1691854.570000000000
0.0254223776
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.875000000000
N
N
N
N
N
N
METRO-GOLDWYN-MAYER INC
N/A
METRO-GOLDWYN-MAYER 2LN TLB 4.5
591611AH1
1550000.000000000000
PA
USD
1546776.000000000000
0.0232423781
Long
LON
CORP
US
N
2
2026-07-03
Variable
5.500000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INCORPORATED
595017BA1
1936000.000000000000
PA
USD
2040553.470000000000
0.0306620449
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.250000000000
N
N
N
N
N
N
MIDWEST GAMING BORROWER LLC
N/A
MIDWEST GAMING BORROWER LLC
59833DAB6
4325000.000000000000
PA
USD
4379643.780000000000
0.0658100051
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC
N/A
MILEAGE PLUS HLDS/MILEAGE PLUS
599191AA1
1104000.000000000000
PA
USD
1200816.060000000000
0.0180438673
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.500000000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA
600814AQ0
2700000.000000000000
PA
USD
2964158.550000000000
0.0445404465
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.250000000000
N
N
N
N
N
N
MINERALS TECH INC.
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC
603158AA4
1530000.000000000000
PA
USD
1607194.770000000000
0.0241502509
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.000000000000
N
N
N
N
N
N
MINERALS TECH INC.
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES TLB3 2.25
60315GAF5
624620.060000000000
PA
USD
624620.060000000000
0.0093857518
Long
LON
CORP
US
N
3
2024-02-14
Variable
3.000000000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AT2
3715000.000000000000
PA
USD
3934932.160000000000
0.0591276183
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.750000000000
N
N
N
N
N
N
MONOTYPE IMAGING HOLDINGS INC
N/A
MONOTYPE IMAGING TL 5.5
61022YAC5
1453125.000000000000
PA
USD
1446774.840000000000
0.0217397269
Long
LON
CORP
US
N
2
2026-10-09
Variable
6.500000000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC
615394AM5
1229000.000000000000
PA
USD
1266731.600000000000
0.0190343364
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
21770000.000000000000
PA
USD
21832559.800000000000
0.3280634098
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAL6
15500000.000000000000
PA
USD
14958896.550000000000
0.2247774267
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.283000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-EBO4
N/A
MRAIT_21-EBO4
62477K109
41000000.000000000000
PA
USD
41000869.200000000000
0.6160928942
Long
ABS-CBDO
CORP
US
N
2
2022-02-16
Variable
1.840000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAV0
1692000.000000000000
PA
USD
1841915.460000000000
0.0276772432
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.125000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAY4
4187000.000000000000
PA
USD
4335335.570000000000
0.0651442150
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.000000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EBA5
4531000.000000000000
PA
USD
4701082.730000000000
0.0706400552
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.125000000000
N
N
N
N
N
N
NCL CORPORATION LTD
N/A
NCL CORPORATION LTD
62886HAP6
2015000.000000000000
PA
USD
1903862.680000000000
0.0286080830
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.625000000000
N
N
N
N
N
N
NCL CORPORATION LTD
N/A
NCL CORPORATION LTD
62886HBA8
3782000.000000000000
PA
USD
3804415.990000000000
0.0571664383
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORP TLB 2.5
62886VAP5
1477329.970000000000
PA
USD
1457637.160000000000
0.0219029478
Long
LON
CORP
US
N
2
2026-08-28
Variable
2.630000000000
N
N
N
N
N
N
NEP GROUP INC
N/A
NEP GROUP TLB 3.25
62908HAD7
977443.570000000000
PA
USD
928845.080000000000
0.0139571396
Long
LON
CORP
US
N
2
2025-10-20
Variable
3.33463
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
623000.000000000000
PA
USD
645979.910000000000
0.0097067121
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CH3
3159000.000000000000
PA
USD
3424892.270000000000
0.0514635868
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.250000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CQ3
1840000.000000000000
PA
USD
1848115.850000000000
0.0277704123
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CR1
6047000.000000000000
PA
USD
6151767.660000000000
0.0924385364
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.625000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CS9
3686000.000000000000
PA
USD
3737646.090000000000
0.0561631312
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.875000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
62943WAE9
2926000.000000000000
PA
USD
3003247.510000000000
0.0451278104
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.000000000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC/NXP USA
N/A
NXP BV/NXP FUNDING LLC/NXP USA
62954HAD0
2210000.000000000000
PA
USD
2425541.650000000000
0.0364470072
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.400000000000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST INC NYMT_21-BPL1
N/A
NYMT_21-BPL1
62955KAA8
19240000.000000000000
PA
USD
19281088.940000000000
0.2897241478
Long
ABS-CBDO
CORP
US
N
2
2026-05-25
Variable
2.239000000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD
629571AB6
1105000.000000000000
PA
USD
1005225.990000000000
0.0151048649
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.500000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAE8
1311000.000000000000
PA
USD
1440850.600000000000
0.0216507073
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.250000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAL2
2158000.000000000000
PA
USD
2196912.370000000000
0.0330115465
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.875000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CABLEVISION CSC HLDGS LLC TLB5 2.5
64072UAK8
1001929.680000000000
PA
USD
988513.840000000000
0.0148537425
Long
LON
CORP
US
N
2
2027-04-15
Variable
2.595130000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
N/A
NESCO HOLDINGS II INC
64083YAA9
1922000.000000000000
PA
USD
1994903.670000000000
0.0299760956
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.500000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAS5
3047000.000000000000
PA
USD
3564148.750000000000
0.0535561017
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAT3
6157000.000000000000
PA
USD
7641515.440000000000
0.1148239892
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAU0
1315000.000000000000
PA
USD
1616661.680000000000
0.0242925039
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAV8
2066000.000000000000
PA
USD
2474158.940000000000
0.0371775470
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAX4
338000.000000000000
PA
USD
433599.630000000000
0.0065154143
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
NEUSTAR
N/A
NEUSTAR INC TLB4 3.5
64127UAX5
1773378.190000000000
PA
USD
1740872.170000000000
0.0261589326
Long
LON
CORP
US
N
2
2024-08-08
Variable
4.500000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
N/A
NZES_18-FNT1
64829TAD3
4330038.830000000000
PA
USD
4330360.120000000000
0.0650694522
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Fixed
4.690000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
N/A
NZES_18-FNT1
64829TAF8
7616112.710000000000
PA
USD
7631099.700000000000
0.1146674788
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Fixed
5.570000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD AND COLLATERALIZED NOTES NZES_18-FNT2-E
N/A
NZES_18-FNT2
64829TAN1
3662390.440000000000
PA
USD
3641635.310000000000
0.0547204408
Long
ABS-CBDO
CORP
US
N
2
2054-07-25
Fixed
5.950000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL2
N/A
NRZT_20-RPL2
64831BAA4
25602569.980000000000
PA
USD
26065021.520000000000
0.3916618076
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
3.578000000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPLORATION COMPANY
651290AQ1
347000.000000000000
PA
USD
386532.440000000000
0.0058081669
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.625000000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPLORATION COMPANY
651290AR9
1839000.000000000000
PA
USD
2077396.230000000000
0.0312156567
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.375000000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
N/A
NEXSTAR BROADCASTING INC TLB4 2.75
65336RAW8
2362745.800000000000
PA
USD
2349821.580000000000
0.0353092119
Long
LON
CORP
US
N
2
2026-09-18
Variable
2.595750000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
N/A
NEXSTAR BROADCASTING INC
65336YAN3
1228000.000000000000
PA
USD
1277251.780000000000
0.0191924162
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.750000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAB8
9775000.000000000000
PA
USD
10555589.370000000000
0.1586118473
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.500000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAK8
2319000.000000000000
PA
USD
2447554.280000000000
0.0367777764
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.250000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAD2
8116000.000000000000
PA
USD
8332159.430000000000
0.1252018388
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.875000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAE0
2922000.000000000000
PA
USD
2980794.350000000000
0.0447904216
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.875000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBD3
1687000.000000000000
PA
USD
1776065.670000000000
0.0266877620
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.625000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBF8
645000.000000000000
PA
USD
689317.580000000000
0.0103579185
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.875000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBH4
1890000.000000000000
PA
USD
1876835.600000000000
0.0282019650
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.500000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBK7
2364000.000000000000
PA
USD
2336732.210000000000
0.0351125266
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
N/A
NIELSEN FINANCE LLC TLB4 2.0
65409YBE4
2501051.390000000000
PA
USD
2497224.780000000000
0.0375241421
Long
LON
CORP
US
N
2
2023-10-04
Variable
2.095750000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473PAJ4
7970000.000000000000
PA
USD
8881124.580000000000
0.1334507744
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.600000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE FINANCE CORPORATION
65473QBB8
4755000.000000000000
PA
USD
6323338.990000000000
0.0950166251
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.250000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE FINANCE CORPORATION
65473QBF9
13773000.000000000000
PA
USD
16805823.410000000000
0.2525299728
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.375000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BN1
7760000.000000000000
PA
USD
8479761.650000000000
0.1274197596
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.250000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAR0
2232000.000000000000
PA
USD
2384311.930000000000
0.0358274755
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAS8
1475000.000000000000
PA
USD
1483438.420000000000
0.0222906462
Long
DBT
NUSS
CA
N
2
2029-05-15
Fixed
4.250000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AE6
3010000.000000000000
PA
USD
3205431.260000000000
0.0481658916
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORP
670001AG1
2050000.000000000000
PA
USD
2101774.210000000000
0.0315819684
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.250000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORP
670001AH9
2472000.000000000000
PA
USD
2495629.250000000000
0.0375001671
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.875000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
NUMERICABLE US LLC TLB11 2.75
67053NAK0
2941955.950000000000
PA
USD
2890471.720000000000
0.0434332033
Long
LON
CORP
FR
N
2
2025-07-31
Variable
2.878500000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
NUMERICABLE SFR SA
67054KAA7
3770000.000000000000
PA
USD
3920044.150000000000
0.0589039060
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAE5
2356000.000000000000
PA
USD
2504920.640000000000
0.0376397827
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.625000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
1126000.000000000000
PA
USD
1217855.940000000000
0.0182999143
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAG0
4016000.000000000000
PA
USD
4321024.200000000000
0.0649291675
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.750000000000
N
N
N
N
N
N
OZLM LTD OZLM_15-11A
N/A
OZLM_15-11A
67109UAU6
14700000.000000000000
PA
USD
14700426.300000000000
0.2208935655
Long
ABS-MBS
CORP
US
N
2
2030-10-30
Variable
1.878500000000
N
N
N
N
N
N
OZLM LTD OZLM_17-21A
N/A
OZLM_17-21A
67112AAC5
18500000.000000000000
PA
USD
18426185.000000000000
0.2768780728
Long
ABS-MBS
CORP
US
N
2
2031-01-20
Variable
1.584300000000
N
N
N
N
N
N
OSW STRUCTURED ASSET TRUST OSAT_20-RPL1
N/A
OSAT_20-RPL1
67113FAA7
16542977.920000000000
PA
USD
16616835.700000000000
0.2496901797
Long
ABS-CBDO
CORP
US
N
2
2059-12-26
Variable
3.071900000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1
N/A
OMIR_19-1A
67400KAA8
281128.020000000000
PA
USD
281629.970000000000
0.0042318670
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
1.484400000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1
N/A
OMIR_19-1A
67400KAB6
14700000.000000000000
PA
USD
14897390.130000000000
0.2238532104
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
2.034400000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_21-1A
N/A
OMIR_21-1A
67401FAJ9
9800000.000000000000
PA
USD
10021578.000000000000
0.1505876123
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Variable
3.050000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CF0
8475000.000000000000
PA
USD
8762837.020000000000
0.1316733456
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.625000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CH6
4496000.000000000000
PA
USD
4645551.840000000000
0.0698056293
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.400000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CJ2
19425000.000000000000
PA
USD
19802413.960000000000
0.2975577534
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.400000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CS2
5395000.000000000000
PA
USD
5593768.090000000000
0.0840538466
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CY9
2119000.000000000000
PA
USD
2134688.610000000000
0.0320765513
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.400000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DF9
17857000.000000000000
PA
USD
22406616.460000000000
0.3366893789
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DJ1
1485000.000000000000
PA
USD
1770373.550000000000
0.0266022303
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.200000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DL6
5307000.000000000000
PA
USD
6713433.760000000000
0.1008783208
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.600000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DY8
3785000.000000000000
PA
USD
4559904.490000000000
0.0685186634
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.000000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599ED3
4862000.000000000000
PA
USD
6062151.980000000000
0.0910919410
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599EF8
3778000.000000000000
PA
USD
4567627.920000000000
0.0686347182
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1
N/A
OCT55_21-1A
67592WAA0
13700000.000000000000
PA
USD
13699465.700000000000
0.2058527938
Long
ABS-MBS
CORP
US
N
2
2034-07-20
Variable
6.614400000000
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS OAKC_17-14A
N/A
OAKC_17-14A
67706XAG8
24000000.000000000000
PA
USD
24000216.000000000000
0.3606353432
Long
ABS-MBS
CORP
KY
N
2
2030-01-21
Variable
1.634300000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAH2
4847000.000000000000
PA
USD
4905339.070000000000
0.0737092799
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.875000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAK5
3011000.000000000000
PA
USD
3179931.460000000000
0.0477827230
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.750000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XBX2
21389000.000000000000
PA
USD
22319431.980000000000
0.3353793154
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.600000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XCB9
6662000.000000000000
PA
USD
7504684.240000000000
0.1127679175
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.100000000000
N
N
N
N
N
N
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC
68622TAA9
6872000.000000000000
PA
USD
7089398.740000000000
0.1065276974
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.125000000000
N
N
N
N
N
N
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC
68622TAB7
5114000.000000000000
PA
USD
5363879.090000000000
0.0805994570
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.125000000000
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC /
N/A
ORTHO-CLINICAL DIAGNOSTICS INC
68752DAA6
377000.000000000000
PA
USD
407286.770000000000
0.0061200284
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.250000000000
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC /
N/A
ORTHO-CLINICAL INC / SA
68752DAC2
1020000.000000000000
PA
USD
1084826.790000000000
0.0163009734
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAB0
2126000.000000000000
PA
USD
2190174.010000000000
0.0329102936
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.000000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAC8
3272000.000000000000
PA
USD
3312473.300000000000
0.0497743414
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.625000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAE4
1215000.000000000000
PA
USD
1217724.760000000000
0.0182979431
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.250000000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
N/A
OWENS-BROCKWAY GLASS CONTAINER INC
69073TAR4
2193000.000000000000
PA
USD
2330439.150000000000
0.0350179650
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.875000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
69331CAH1
1845000.000000000000
PA
USD
1831378.460000000000
0.0275189106
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.000000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
69331CAJ7
2663000.000000000000
PA
USD
2628787.610000000000
0.0395010496
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.250000000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E CORP EXIT TL 4.5
69338CAH4
3466215.520000000000
PA
USD
3316024.400000000000
0.0498277015
Long
LON
CORP
US
N
2
2025-06-23
Variable
3.500000000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R
N/A
PMTCR_19-2R
69345WAA6
8818860.570000000000
PA
USD
8774426.740000000000
0.1318474967
Long
ABS-CBDO
CORP
US
N
2
2023-05-27
Variable
2.837900000000
N
N
N
N
N
N
PACKAGING COORDINATORS INC
N/A
PACKAGING COORDINATORS INC TL 3.75
000000000
1995000.000000000000
PA
USD
1992007.500000000000
0.0299325768
Long
LON
CORP
US
N
2
2027-11-30
Variable
4.250000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
333000000.000000000000
OU
Notional Amount
USD
10913908.500000000000
0.1639960714
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.000000 04-OCT-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-10-04
N/A
N/A
N/A
N/A
333000000.000000000000
USD
333000000.000000000000000
USD
1.000000000000
USD
2021-09-30
XXXX
5119708.500000000000
N
N
N
AVAYA INC.
N/A
AVAYA INC TLB 4.25
000000000
1843084.360000000000
PA
USD
1844079.630000000000
0.0277097627
Long
LON
CORP
US
N
2
2027-12-15
Variable
4.345500000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
-11500000.000000000000
OU
Notional Amount
USD
-1031406.250000000000
-0.0154982583
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-2599613.100000000000
USD
-11500000.000000000000
USD
1574915.180000000000
N
N
N
WHITE CAP BUYER LLC
N/A
WHITE CAP BUYER LLC TLB 4.0
000000000
1888237.460000000000
PA
USD
1888539.580000000000
0.0283778329
Long
LON
CORP
US
N
2
2027-10-19
Variable
4.500000000000
N
N
N
N
N
N
TNT CRANE & RIGGING LLC
N/A
NORTH AMERICAN LIFT (TNT) EXIT 6.5
000000000
216652.320000000000
PA
USD
225318.410000000000
0.0033857105
Long
LON
CORP
US
N
2
2024-10-16
Variable
7.500000000000
N
N
N
N
N
N
WEBER STEPHEN PRODUCTS LLC
N/A
WEBER-STEPHEN PRODS TLB 3.25
000000000
2475322.190000000000
PA
USD
2474802.370000000000
0.0371872154
Long
LON
CORP
US
N
2
2027-10-30
Variable
4.000000000000
N
N
N
N
N
N
TNT CRANE & RIGGING LLC
N/A
NORTH AMERICAN LIFT TAKE BK LN 9.0
000000000
206971.830000000000
PA
USD
198692.960000000000
0.0029856275
Long
LON
CORP
US
N
2
2025-04-16
Variable
12.000000000000
N
N
N
N
N
N
ARUBA INVESTMENTS INC
N/A
ARUBA INVESTMENTS INC TLB 4.0
000000000
1122187.500000000000
PA
USD
1122894.480000000000
0.0168729913
Long
LON
CORP
US
N
2
2027-11-24
Variable
4.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-13500000.000000000000
OU
Notional Amount
USD
-1210781.250000000000
-0.0181936076
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-3013444.780000000000
USD
-13500000.000000000000
USD
1810538.530000000000
N
N
N
CCM MERGER
N/A
CCM MERGER (MOTOR CITY) TLB 3.75
000000000
3132630.340000000000
PA
USD
3127398.850000000000
0.0469933503
Long
LON
CORP
US
N
2
2025-11-04
Variable
4.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-9500000.000000000000
OU
Notional Amount
USD
-852031.250000000000
-0.0128029090
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-2126687.800000000000
USD
-9500000.000000000000
USD
1280198.220000000000
N
N
N
TNT CRANE AND RIGGING
N/A
TNT CRANE AND RIGGING
000000000
23468.000000000000
NS
USD
447370.480000000000
0.0067223398
Long
EC
CORP
US
N
2
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
225000000.000000000000
OU
Notional Amount
USD
4205610.000000000000
0.0631949148
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.250000 22-NOV-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-11-22
N/A
N/A
N/A
N/A
225000000.000000000000
USD
225000000.000000000000000
USD
1.250000000000
USD
2021-11-18
XXXX
1460610.000000000000
N
N
N
WINDSTREAM SERVICES LLC
N/A
WINDSTREAM CORP
000000000
11272.000000000000
NS
USD
170962.420000000000
0.0025689390
N/A
DE
CORP
US
N
2
WINDSTREAM SERVICES LLC
N/A
Call
Purchased
WINDSTREAM HOLDINGS INC
Windstream Holdings Inc
1.000000000000000
0.000001000000
EUR
2055-09-21
XXXX
69931.420000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
341000000.000000000000
OU
Notional Amount
USD
6882130.200000000000
0.1034132104
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.250000 07-DEC-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-12-07
N/A
N/A
N/A
N/A
341000000.000000000000
USD
341000000.000000000000000
USD
1.250000000000
USD
2021-12-03
XXXX
1596630.200000000000
N
N
N
LBM ACQUISITION LLC
N/A
LBM ACQUISTION LLC TLB 3.75
000000000
1471982.950000000000
PA
USD
1449535.210000000000
0.0217812051
Long
LON
CORP
US
N
2
2027-12-17
Variable
4.500000000000
N
N
N
N
N
N
EW SCRIPPS CO
N/A
EW SCRIPPS COMPANY TLB 3.0
000000000
746000.000000000000
PA
USD
744649.740000000000
0.0111893582
Long
LON
CORP
US
N
2
2028-01-07
Variable
3.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: IFS 2.165000 18-DEC-2030
000000000
120200000.000000000000
OU
Notional Amount
USD
-8889532.840000000000
-0.1335771198
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US CPI Urban Consumers NSA
CM4588021
Y
2030-12-18
558.550000000000
USD
0.000000000000
USD
120200000.000000000000
USD
-8890091.390000000000
N
N
N
DXP ENTERPRISES
N/A
DXP ENTERPRISES INC TLB 4.75
000000000
1243750.000000000000
PA
USD
1239869.500000000000
0.0186306974
Long
LON
CORP
US
N
2
2027-12-23
Variable
5.750000000000
N
N
N
N
N
N
CLOUDERA INC
N/A
CLOUDERA INC TLB 2.50
000000000
3056071.430000000000
PA
USD
3052740.310000000000
0.0458715059
Long
LON
CORP
US
N
2
2027-12-22
Variable
3.250000000000
N
N
N
N
N
N
CINEWORLD FINANCE US INC
N/A
CINEWORLD FINANCE US INC
000000000
281073.000000000000
NS
USD
101186.280000000000
0.0015204592
N/A
DE
CORP
US
N
2
CINEWORLD FINANCE US INC
N/A
Call
Purchased
CINEWORLD GROUP PLC
CINEWORLD GROUP(INTERIM1)
1.000000000000000
0.000001000000
USD
2025-11-21
XXXX
101186.280000000000
N
N
N
SPECTACLE BIDCO HOLDINGS INC
N/A
SPECTACLE BIDCO HOLDINGS INC
000000000
95238.000000000000
NS
160409.580000000000
0.0024103685
N/A
DE
CORP
CA
N
2
SPECTACLE BIDCO HOLDINGS INC
N/A
Call
Purchased
SPECTACLE BIDCO HOLDINGS INC
SPECTACLE BIDCO HOLDINGS INC
1.000000000000000
0.000001000000
CAD
2025-11-24
XXXX
45409.580000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
-18000000.000000000000
OU
Notional Amount
USD
-1614375.000000000000
-0.0242581434
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-2232498.770000000000
USD
-18000000.000000000000
USD
628623.770000000000
N
N
N
PPD INC
N/A
PHARMACEUTICAL PRODUCT TLB 2.25
000000000
997500.000000000000
PA
USD
994298.030000000000
0.0149406577
Long
LON
CORP
US
N
2
2028-01-13
Variable
2.500000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: IFS 2.291000 14-JAN-2031
000000000
125000000.000000000000
OU
Notional Amount
USD
-7471090.000000000000
-0.1122631191
N/A
DIR
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US CPI Urban Consumers NSA
CM4588021
Y
2031-01-14
1533.950000000000
USD
0.000000000000
USD
125000000.000000000000
USD
-7472623.950000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
-10000000.000000000000
OU
Notional Amount
USD
-896875.000000000000
-0.0134767464
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1234291.150000000000
USD
-10000000.000000000000
USD
343249.480000000000
N
N
N
CAMELOT FINANCE SA
N/A
CLARIVATE TLB 3.0
000000000
2487373.740000000000
PA
USD
2473693.180000000000
0.0371705483
Long
LON
CORP
LU
N
2
2026-10-30
Variable
3.084630000000
N
N
N
N
N
N
COVIA HOLDINGS LLC
N/A
COVIA HOLDINGS CORP
000000000
74466.000000000000
NS
USD
740005.880000000000
0.0111195780
Long
EC
CORP
US
N
2
N
N
N
TRUCK HERO INC
N/A
TRUCK HERO INC TL 3.75
000000000
2743125.000000000000
PA
USD
2730095.160000000000
0.0410233310
Long
LON
CORP
US
N
2
2028-01-31
Variable
4.000000000000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS QUATTRO TLB 2.75
000000000
2000000.000000000000
PA
USD
1993500.000000000000
0.0299550036
Long
LON
CORP
US
N
2
2026-01-29
Variable
3.250000000000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
CITADEL SECURITIES TLB 2.5
000000000
3491250.000000000000
PA
USD
3442616.890000000000
0.0517299229
Long
LON
CORP
US
N
2
2028-02-02
Variable
2.584630000000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC TLB 4.5
000000000
4000000.000000000000
PA
USD
4003320.000000000000
0.0601552370
Long
LON
CORP
US
N
2
2028-02-11
Variable
4.500000000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY GLOBAL INC
N/A
RACKSPACE TECH TLB 2.75
000000000
2244375.000000000000
PA
USD
2219350.220000000000
0.0333487052
Long
LON
CORP
US
N
2
2028-02-15
Variable
3.500000000000
N
N
N
N
N
N
NIELSEN HOLDINGS PLC
N/A
NIELSENIQ TLB 4.5
000000000
3023671.870000000000
PA
USD
3017382.630000000000
0.0453402095
Long
LON
CORP
GB
N
2
2028-03-06
Variable
4.095750000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: IFS 2.371500 17-FEB-2031
000000000
154700000.000000000000
OU
Notional Amount
USD
-7674301.910000000000
-0.1153166498
N/A
DIR
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US CPI Urban Consumers NSA
CM4588021
Y
2031-02-17
1915.710000000000
USD
0.000000000000
USD
154700000.000000000000
USD
-7676217.620000000000
N
N
N
AVAYA INC.
N/A
AVAYA INC TLB2 4.0
000000000
1511556.560000000000
PA
USD
1511768.180000000000
0.0227163387
Long
LON
CORP
US
N
2
2027-12-15
Variable
4.095500000000
N
N
N
N
N
N
NTNL MNTR HLDGS
N/A
CIVITAS NATL MENTOR INC TLB 3.75
000000000
2301566.860000000000
PA
USD
2294385.970000000000
0.0344762177
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.500000000000
N
N
N
N
N
N
NTNL MNTR HLDGS
N/A
CIVITAS NATL MENTOR INC DD TL 3.75
000000000
106847.330000000000
PA
USD
106513.970000000000
0.0016005149
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.5
N
N
N
N
N
N
NTNL MNTR HLDGS
N/A
CIVITAS NATL MENTOR INC TLC 3.75
000000000
72488.010000000000
PA
USD
72261.850000000000
0.0010858309
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.500000000000
N
N
N
N
N
N
ENTERPRISE DEVELOPMENT AUTHORITY
N/A
HARD ROCK ENTERPRISE TLB 4.25
000000000
1795454.550000000000
PA
USD
1797698.870000000000
0.0270128298
Long
LON
CORP
US
N
3
2028-02-28
Variable
5.000000000000
N
N
N
N
N
N
RAVAGO HOLDINGS AMERICA INC
N/A
RAVAGO HOLDINGS TLB 2.5
000000000
906818.180000000000
PA
USD
897750.000000000000
0.0134898944
Long
LON
CORP
US
N
2
2028-03-04
Variable
2.650000000000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON CORP TLB 3.75
000000000
3491249.990000000000
PA
USD
3490516.830000000000
0.0524496836
Long
LON
CORP
US
N
2
2028-02-01
Variable
4.500000000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
PHOENIX GUARANTOR INC TLB 3.5
000000000
997500.000000000000
PA
USD
991405.280000000000
0.0148971902
Long
LON
CORP
US
N
2
2026-03-05
Variable
3.595500000000
N
N
N
N
N
N
HILLMAN GROUP INC
N/A
HILLMAN GROUP INC TLB1 2.75
000000000
1761603.380000000000
PA
USD
1750963.300000000000
0.0263105653
Long
LON
CORP
US
N
2
2028-07-14
Variable
3.250000000000
N
N
N
N
N
N
HILLMAN GROUP INC
N/A
HILLMAN GROUP INC DD TL 2.75
000000000
421940.930000000000
PA
USD
419392.410000000000
0.0063019319
Long
LON
CORP
US
N
2
2028-07-14
Variable
0.259999966109
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP TLB 3.25
000000000
1817308.430000000000
PA
USD
1796100.440000000000
0.0269888112
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.334630000000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
N/A
BASS PRO GROUP LLC TLB 4.25
000000000
4378000.000000000000
PA
USD
4392578.740000000000
0.0660043702
Long
LON
CORP
US
N
2
2028-03-06
Variable
5.000000000000
N
N
N
N
N
N
Belk
N/A
BELK INC EXIT TL 7.5
000000000
299690.280000000000
PA
USD
299540.430000000000
0.0045009956
Long
LON
CORP
US
N
2
2025-07-31
Variable
8.500000000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
HARSCO CORP TLB3 2.25
000000000
1891891.890000000000
PA
USD
1874864.860000000000
0.0281723520
Long
LON
CORP
US
N
2
2028-03-10
Variable
2.750000000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA HOLDING CORP TLB 2.75
000000000
3150000.000000000000
PA
USD
3136770.000000000000
0.0471341644
Long
LON
CORP
US
N
2
2028-03-13
Variable
2.834630000000
N
N
N
N
N
N
ULTRA CLEAN HLD
N/A
ULTRA CLEAN HOLDINGS TLB 3.75
000000000
1659925.650000000000
PA
USD
1659925.650000000000
0.0249426029
Long
LON
CORP
US
N
2
2025-08-27
Variable
3.834630000000
N
N
N
N
N
N
Belk
N/A
BELK INC EXIT TL 10.0
000000000
387990.890000000000
PA
USD
292933.120000000000
0.0044017119
Long
LON
CORP
US
N
2
2025-07-31
Fixed
13.000000000000
N
N
Y
N
N
N
Belk
N/A
BELK INC
000000000
50.000000000000
NS
USD
700.000000000000
0.0000105184
Long
EC
CORP
US
N
2
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY TL 4.75
000000000
3189781.020000000000
PA
USD
3282476.060000000000
0.0493235928
Long
LON
CORP
KY
N
2
2028-04-20
Variable
5.500000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
N/A
HUB INTERNATIONAL LTD TLB 3.25
000000000
1492500.000000000000
PA
USD
1490514.980000000000
0.0223969810
Long
LON
CORP
US
N
2
2025-04-25
Variable
4.000000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
N/A
HUB INTERNATIONAL LTD TLB 2.75
000000000
1492307.700000000000
PA
USD
1474519.390000000000
0.0221566259
Long
LON
CORP
US
N
2
2025-04-25
Variable
2.875222293815
N
N
N
N
N
N
LOGMEIN INC
N/A
LOGMEIN TLB 4.75
000000000
3490000.000000000000
PA
USD
3476354.100000000000
0.0522368696
Long
LON
CORP
US
N
2
2027-08-31
Variable
4.8465
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
PITNEY BOWES TLB 4.0
000000000
2264594.590000000000
PA
USD
2266859.180000000000
0.0340625909
Long
LON
CORP
US
N
2
2028-03-17
Variable
4.090000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
-300000000.000000000000
OU
Notional Amount
USD
-876780.000000000000
-0.0131747921
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Written
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 2.200000 21-MAR-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-03-21
N/A
N/A
N/A
N/A
-300000000.000000000000
USD
-300000000.000000000000000
USD
2.200000000000
USD
2022-03-17
XXXX
4733220.000000000000
N
N
N
GRANITE ACQUISITION INC
N/A
GRANITE ACQUISITION INC TLB 2.75
000000000
2000000.000000000000
PA
USD
1992860.000000000000
0.0299453867
Long
LON
CORP
US
N
2
2028-03-24
Variable
3.250000000000
N
N
N
N
N
N
TRITON WATER HOLDINGS INC
N/A
TRITON WATER HOLDINGS TLB 3.5
000000000
1888888.890000000000
PA
USD
1874930.000000000000
0.0281733308
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.000000000000
N
N
N
N
N
N
EWT HOLDINGS III CORP
N/A
WTG HOLDINGS EVOQUA TLB 2.5
000000000
2250000.000000000000
PA
USD
2231010.000000000000
0.0335239090
Long
LON
CORP
US
N
2
2028-04-01
Variable
2.625000000000
N
N
N
N
N
N
IGT HOLDING IV AB
N/A
IFS (IGT HOLDINGS) TLB 3.75
000000000
2360750.000000000000
PA
USD
2359286.340000000000
0.0354514326
Long
LON
CORP
SE
N
2
2028-03-31
Variable
4.250000000000
N
N
N
N
N
N
SIGNAL PARENT INC
N/A
INTERIOR LOGIC GROUP INC TLB 3.5
000000000
2500000.000000000000
PA
USD
2451050.000000000000
0.0368303043
Long
LON
CORP
US
N
2
2028-04-03
Variable
4.250000000000
N
N
N
N
N
N
ION TRADING FINANCE LTD
N/A
ION TRADING FINANCE TLB 4.75
000000000
1941176.470000000000
PA
USD
1940691.180000000000
0.0291614805
Long
LON
CORP
IE
N
2
2028-04-01
Variable
4.916630000000
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS INC
549300IW41QEWQ6T0H29
PLY GEM CORNERSTONE TLB 3.0
000000000
2424742.090000000000
PA
USD
2414145.970000000000
0.0362757719
Long
LON
CORP
US
N
2
2028-04-12
Variable
3.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 0 YEAR
000000000
-185000000.000000000000
OU
Notional Amount
USD
-6585130.500000000000
-0.0989503927
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.700000 05-OCT-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-10-05
N/A
N/A
N/A
N/A
-185000000.000000000000
USD
-185000000.000000000000000
USD
1.700000000000
USD
2021-10-01
XXXX
-4027505.500000000000
N
N
N
ARAMARK SERVICES INC
N/A
ARAMARK SERVICES INC TLB5 2.5
000000000
2301923.770000000000
PA
USD
2285810.300000000000
0.0343473568
Long
LON
CORP
US
N
2
2028-04-06
Variable
2.584630000000
N
N
N
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
INGRAM MICRO TLB 3.5
000000000
1384615.380000000000
PA
USD
1386692.300000000000
0.0208369064
Long
LON
CORP
US
N
2
2028-06-30
Variable
4.000000000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WEIGHT WATCHERS TLB 3.5
000000000
1875000.000000000000
PA
USD
1865625.000000000000
0.0280335107
Long
LON
CORP
US
N
2
2028-04-13
Variable
4.000000000000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
ORGANON & CO TLB 3.0
000000000
2735294.120000000000
PA
USD
2743281.180000000000
0.0412214686
Long
LON
CORP
US
N
2
2028-06-02
Variable
3.500000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC TLB 3.75
000000000
4340972.220000000000
PA
USD
4345400.010000000000
0.0652954467
Long
LON
CORP
US
N
2
2028-04-21
Variable
4.500000000000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CORELOGIC INC TLB 3.5
000000000
1750000.000000000000
PA
USD
1741792.500000000000
0.0261727618
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.000000000000
N
N
N
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC FINANCING PARTNERSHIP TLAX 3.0
000000000
1750000.000000000000
PA
USD
1739377.500000000000
0.0261364732
Long
LON
CORP
US
N
2
2029-01-31
Variable
3.095500000000
N
N
N
N
N
N
ZEBRA BUYER LLC
N/A
WELLS FARGO AM TLB 3.25
000000000
1500000.000000000000
PA
USD
1501875.000000000000
0.0225676805
Long
LON
CORP
US
N
2
2028-04-21
Variable
3.75
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
N/A
JAZZ PHARMACEUTICALS TLB 3.5
000000000
1400000.000000000000
PA
USD
1400000.000000000000
0.0210368724
Long
LON
CORP
LU
N
2
2028-05-05
Variable
4.000000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY TLB 2.5
000000000
576923.080000000000
PA
USD
572515.390000000000
0.0086028094
Long
LON
CORP
US
N
2
2028-05-19
Variable
2.334630000000
N
N
N
N
N
N
IDEMIA AMERICA CORP
N/A
OBERTHUR TECHNOLOGIES TLB 4.5
000000000
2802060.620000000000
PA
USD
2799258.560000000000
0.0420626036
Long
LON
CORP
US
N
2
2026-01-10
Variable
5.250000000000
N
N
N
N
N
N
HERENS US HOLDCO CORP
N/A
LONZA SPECIALTY TLB 4.0
000000000
1428571.440000000000
PA
USD
1428571.440000000000
0.0214661965
Long
LON
CORP
US
N
2
2028-07-03
Variable
4.750000000000
N
N
N
N
N
N
ECOVYST INC
N/A
PQ PERFORMANCE CHEM TLB 3.5
000000000
2000000.000000000000
PA
USD
1998760.000000000000
0.0300340421
Long
LON
CORP
US
N
2
2028-08-02
Variable
4.250000000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
N/A
SURGERY CENTER HLDGS INC TL 3.75
000000000
1995000.000000000000
PA
USD
1995319.200000000000
0.0299823395
Long
LON
CORP
US
N
2
2026-08-31
Variable
4.500000000000
N
N
N
N
N
N
ATLAS PURCHASER INC
N/A
ASPECT SOFTWARE INC TL 5.25
000000000
3000000.000000000000
PA
USD
2943750.000000000000
0.0442337807
Long
LON
CORP
US
N
2
2028-05-08
Variable
6.000000000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
N/A
UNIVISION COMMUNICATIONS TLB 3.25
000000000
2250000.000000000000
PA
USD
2240617.500000000000
0.0336682745
Long
LON
CORP
US
N
2
2028-05-05
Variable
4
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: IFS 2.652500 14-MAY-2031
000000000
116000000.000000000000
OU
Notional Amount
USD
-1499348.720000000000
-0.0225297197
N/A
DIR
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US CPI Urban Consumers NSA
CM4588021
Y
2031-05-14
1777.110000000000
USD
0.000000000000
USD
116000000.000000000000
USD
-1501125.830000000000
N
N
N
SRAM LLC
N/A
SRAM LLC TLB 2.75
000000000
2749090.900000000000
PA
USD
2734190.830000000000
0.0410848739
Long
LON
CORP
US
N
2
2028-05-18
Variable
3.250000000000
N
N
N
N
N
N
COLUMBUS MCKINNON CORP
549300W3HQB0HO1F3G69
COLUMBUS MCKINNON CORP TLB 2.75
000000000
1200000.000000000000
PA
USD
1198500.000000000000
0.0180090654
Long
LON
CORP
US
N
2
2028-05-14
Variable
3.250000000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN
N/A
ANHEUSER-BUSCH COS LLC / INBEV
03522AAJ9
28457000.000000000000
PA
USD
36369070.740000000000
0.5464939278
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411AW5
2297000.000000000000
PA
USD
2553536.430000000000
0.0383703000
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.100000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
342800000.000000000000
OU
Notional Amount
USD
1549798.800000000000
0.0232877997
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.500000 24-MAY-2027
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2027-05-24
N/A
N/A
N/A
N/A
342800000.000000000000
USD
342800000.000000000000000
USD
1.500000000000
USD
2022-05-20
XXXX
-2049601.200000000000
N
N
N
HILTON GRAND VACATIONS BORROWER
N/A
HILTON GRAND VACATIONS TLB 3.0
000000000
2764705.880000000000
PA
USD
2758485.290000000000
0.0414499307
Long
LON
CORP
US
N
2
2028-08-02
Variable
3.500000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC
69346VAA7
1289000.000000000000
PA
USD
1342491.840000000000
0.0201727353
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
N
CQP HOLDCO LP
N/A
BLACKSTONE CQP TLB 3.75
000000000
2400000.000000000000
PA
USD
2380872.000000000000
0.0357757860
Long
LON
CORP
US
N
2
2028-06-05
Variable
4.250000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC TLB5 2.25
000000000
1590909.100000000000
PA
USD
1583527.280000000000
0.0237946152
Long
LON
CORP
US
N
2
2028-07-03
Variable
2.500000000000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
PROOFPOINT INC TLB 3.25
000000000
2000000.000000000000
PA
USD
1987220.000000000000
0.0298606382
Long
LON
CORP
US
N
2
2028-08-31
Variable
3.75
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
N/A
QUIKRETE HOLDINGS INC TLB1 3.0
000000000
352941.180000000000
PA
USD
349909.420000000000
0.0052578570
Long
LON
CORP
US
N
2
2028-05-22
Variable
3.0812
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411AY1
611000.000000000000
PA
USD
679112.310000000000
0.0102045707
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BA2
2397000.000000000000
PA
USD
2572155.310000000000
0.0386500735
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.750000000000
N
N
N
N
N
N
MADISON IAQ LLC
N/A
MADISON IAQ TLB 3.25
000000000
2189867.860000000000
PA
USD
2174823.470000000000
0.0326796312
Long
LON
CORP
US
N
2
2028-06-21
Variable
3.750000000000
N
N
N
N
N
N
INDIGO MERGER SUB INC
N/A
INDIGO MERGER SUB INC TLB 2.5
000000000
685630.100000000000
PA
USD
684917.040000000000
0.0102917945
Long
LON
CORP
US
N
2
2028-07-03
Variable
3.000000000000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
N/A
ICON LUXEMBOURG SARL TLB 2.5
000000000
2751869.900000000000
PA
USD
2749007.960000000000
0.0413075211
Long
LON
CORP
LU
N
2
2028-07-03
Variable
3.000000000000
N
N
N
N
N
N
BURLINGTON COAT FACTORY WAREHOUSE CORP
N/A
BURLINGTON COAT TLB6 2.0
000000000
2373388.740000000000
PA
USD
2353618.410000000000
0.0353662643
Long
LON
CORP
US
N
2
2028-06-24
Variable
2.090000000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
N/A
CULLIGAN AI AQUA MRG SUB TLB 4.0
000000000
2081871.350000000000
PA
USD
2080747.140000000000
0.0312660086
Long
LON
CORP
US
N
2
2028-07-31
Variable
4.5
N
N
N
N
N
N
AI AQUA MERGER SUB INC
N/A
CULLIGAN AI AQUA MRG SUB DD 4.0
000000000
260233.920000000000
PA
USD
260093.390000000000
0.0039082510
Long
LON
CORP
US
N
2
2028-07-31
Variable
4.5
N
N
N
N
N
N
ITT HOLDINGS LLC
N/A
ITT HOLDINGS LLC TLB 2.75
000000000
1071428.570000000000
PA
USD
1066071.430000000000
0.0160191490
Long
LON
CORP
US
N
2
2028-07-10
Variable
3.250000000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS 1ST LN TL 2.75
000000000
890614.470000000000
PA
USD
886900.610000000000
0.0133268678
Long
LON
CORP
US
N
2
2028-08-03
Variable
3.000000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC TLB 3.50
000000000
2167061.210000000000
PA
USD
2158934.730000000000
0.0324408817
Long
LON
CORP
US
N
2
2028-07-10
Variable
4.000000000000
N
N
N
N
N
N
SABRE GLBL INC
N/A
SABRE INC TLB1 3.50
000000000
637709.260000000000
PA
USD
632767.010000000000
0.0095081706
Long
LON
CORP
US
N
2
2027-12-17
Variable
4.000000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BC8
2001000.000000000000
PA
USD
2032284.730000000000
0.0305377960
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BE4
616000.000000000000
PA
USD
664432.960000000000
0.0099839938
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.375000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BF1
745000.000000000000
PA
USD
801872.560000000000
0.0120492076
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BH7
1238000.000000000000
PA
USD
1343009.140000000000
0.0201805085
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.625000000000
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST PNMSR_18-GT1
N/A
PNMSR_18-GT1
69354WAC0
56500000.000000000000
PA
USD
56757193.650000000000
0.8528527415
Long
ABS-CBDO
CORP
US
N
2
2023-02-25
Variable
2.934400000000
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST PNMSR_18-GT2
N/A
PNMSR_18-GT2
69354WAD8
85550000.000000000000
PA
USD
85428775.650000000000
1.2836816064
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
2.734400000000
N
N
N
N
N
N
SABRE GLBL INC
N/A
SABRE INC TLB2 3.50
000000000
1016546.450000000000
PA
USD
1008668.220000000000
0.0151565890
Long
LON
CORP
US
N
2
2027-12-17
Variable
4.000000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
50000000.000000000000
OU
Notional Amount
USD
393915.000000000000
0.0059190997
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.000000 12-JUL-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-07-12
N/A
N/A
N/A
N/A
50000000.000000000000
USD
50000000.000000000000000
USD
1.000000000000
USD
2022-07-08
XXXX
-116085.000000000000
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BJ3
2927000.000000000000
PA
USD
3200802.120000000000
0.0480963326
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.875000000000
N
N
N
N
N
N
CHAMPIONX CORP
N/A
APERGY CORP
03755LAC8
2790000.000000000000
PA
USD
2916354.470000000000
0.0438221262
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
PRPM LLC PRPM_20-1
N/A
PRPM_21-1
693577AA6
37581013.720000000000
PA
USD
37599875.630000000000
0.5649884173
Long
ABS-CBDO
CORP
US
N
2
2026-01-25
Variable
2.115000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-3
69357PAA6
17013888.990000000000
PA
USD
17011854.130000000000
0.2556258599
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
PRPM_21-4
N/A
PRPM_21-4
693583AA4
17937901.730000000000
PA
USD
17938122.370000000000
0.2695442790
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-2
69359UAA3
17396259.020000000000
PA
USD
17438589.340000000000
0.2620381272
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Variable
2.115000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAB6
523000.000000000000
PA
USD
535593.150000000000
0.0080480034
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAC4
1605000.000000000000
PA
USD
1661305.010000000000
0.0249633296
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CHAMPIONX CORP
N/A
APERGY CORP TLB 2.5
03755PAB1
631475.910000000000
PA
USD
626739.840000000000
0.0094176043
Long
LON
CORP
US
N
2
2025-05-09
Variable
2.625000000000
N
N
N
N
N
N
APEX TOOL GROUP LLC
549300LWC59TPOM4ZR02
APEX TOOL GROUP LLC TLB 5.5
03759DAF5
2701949.120000000000
PA
USD
2705029.340000000000
0.0406466835
Long
LON
CORP
US
N
2
2024-08-01
Variable
6.500000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PERTAMINA (PERSERO) PT
69370PAA9
5800000.000000000000
PA
USD
7724640.330000000000
0.1160730519
Long
DBT
NUSS
ID
N
2
2044-05-30
Fixed
6.450000000000
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
N/A
SAKA ENERGI INDONESIA PT
69371EAA3
6000000.000000000000
PA
USD
5658994.200000000000
0.0850339562
Long
DBT
NUSS
ID
N
2
2024-05-05
Fixed
4.450000000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER LLC
N/A
ADT INC TL 2.75
03765VAK6
2727007.830000000000
PA
USD
2721035.680000000000
0.0408872002
Long
LON
CORP
US
N
2
2026-09-23
Variable
3.500000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
038461AM1
5700000.000000000000
PA
USD
5990538.460000000000
0.0900158521
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.500000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
03846JW55
5000000.000000000000
PA
USD
4965874.850000000000
0.0746189110
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.903000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
03846JW71
1250000.000000000000
PA
USD
1371219.060000000000
0.0206044002
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.600300000000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
N/A
FIRST STUDENT/TRANSIT TLB 3.0
000000000
916201.240000000000
PA
USD
908816.660000000000
0.0136561858
Long
LON
CORP
US
N
2
2028-07-21
Variable
3.500000000000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
N/A
FIRST STUDENT/TRANSIT TLC 3.0
000000000
338195.090000000000
PA
USD
335469.240000000000
0.0050408740
Long
LON
CORP
US
N
2
2028-07-21
Variable
3.500000000000
N
N
N
N
N
N
NAVITAS MIDSTREAM MIDLAND BASIN LLC
N/A
NAVITAS MIDSTREAM MIDLAND TLB 4.0
000000000
1787203.380000000000
PA
USD
1778714.160000000000
0.0267275591
Long
LON
CORP
US
N
2
2024-12-13
Variable
4.75
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
277800000.000000000000
OU
Notional Amount
USD
4219920.900000000000
0.0634099552
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.750000 19-JUL-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-07-19
N/A
N/A
N/A
N/A
277800000.000000000000
USD
277800000.000000000000000
USD
1.750000000000
USD
2022-07-15
XXXX
-586019.100000000000
N
N
N
OMSR_2019-PLS1
N/A
OMSR_2019-PLS1
69375JAA8
7070148.540000000000
PA
USD
7096293.240000000000
0.1066312965
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Fixed
5.069000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
694308JN8
19380000.000000000000
PA
USD
20505552.800000000000
0.3081233549
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.950000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-1
N/A
PAID_19-1
695452AA0
2576302.740000000000
PA
USD
2602065.770000000000
0.0390995182
Long
ABS-MBS
CORP
US
N
3
2026-06-15
Fixed
3.690000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-2
N/A
PAID_19-2
69545LAA8
877043.580000000000
PA
USD
877788.280000000000
0.0131899429
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Fixed
3.929000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
03846JW89
965000.000000000000
PA
USD
1021001.210000000000
0.0153419087
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.700200000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC
039524AA1
1049000.000000000000
PA
USD
1065371.050000000000
0.0160086249
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.250000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-3
N/A
PAID_19-3
69545MAA6
9055726.710000000000
PA
USD
9149351.150000000000
0.1374812373
Long
ABS-MBS
CORP
US
N
2
2026-11-16
Fixed
3.821000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_20-3
N/A
PAID_20-3
69546TAC6
18300000.000000000000
PA
USD
18874678.560000000000
0.2836172883
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
6.430000000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC 2ND LN TLB4 5.25
000000000
2144018.640000000000
PA
USD
2131969.260000000000
0.0320356894
Long
LON
CORP
US
N
2
2029-01-20
Variable
5.334630000000
N
N
N
N
N
N
WHATABRANDS LLC
N/A
WHATABRANDS LLC TLB 3.25
000000000
1393317.730000000000
PA
USD
1388524.720000000000
0.0208644409
Long
LON
CORP
US
N
2
2028-08-03
Variable
3.750000000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC
039524AB9
626000.000000000000
PA
USD
644434.730000000000
0.0096834937
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.125000000000
N
N
N
N
N
N
ANCESTRY.COM INC
549300NI5TRMWT8VWC40
ANCESTRY.COM INC TLB 3.25
03952HAD6
3285485.430000000000
PA
USD
3252630.580000000000
0.0488751245
Long
LON
CORP
US
N
2
2027-12-06
Variable
3.750000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_20-CBM
N/A
COMM_20-CBM
20049AAJ7
4000000.000000000000
PA
USD
3890872.400000000000
0.0584655615
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.753800000000
N
N
N
N
N
N
COMMERCIAL METALS COMPANY
549300OQS2LO07ZJ7N73
COMMERCIAL METALS COMPANY
201723AP8
398000.000000000000
PA
USD
407583.860000000000
0.0061244926
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAN0
2906000.000000000000
PA
USD
3023063.420000000000
0.0454255709
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
4.125000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAP5
2406000.000000000000
PA
USD
2486510.200000000000
0.0373631412
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
273300000.000000000000
OU
Notional Amount
USD
1762101.750000000000
0.0264779354
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.100000 26-JAN-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-01-26
N/A
N/A
N/A
N/A
273300000.000000000000
USD
273300000.000000000000000
USD
1.100000000000
USD
2022-01-24
XXXX
-1025558.250000000000
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV FINANCING LLC TLB 5.75
000000000
3714299.320000000000
PA
USD
3712182.170000000000
0.0557805018
Long
LON
CORP
US
N
2
2027-08-02
Variable
5.750000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAQ3
1716000.000000000000
PA
USD
1797526.510000000000
0.0270102398
Long
DBT
CORP
IE
N
2
2025-04-30
Fixed
5.250000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAR1
1007000.000000000000
PA
USD
1042000.020000000000
0.0156574439
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
326400000.000000000000
OU
Notional Amount
USD
2104464.000000000000
0.0316223861
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.100000 26-JAN-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-01-26
N/A
N/A
N/A
N/A
326400000.000000000000
USD
326400000.000000000000000
USD
1.100000000000
USD
2022-01-24
XXXX
-898416.000000000000
N
N
N
SITEL WORLDWIDE CORP
N/A
SITEL GROUP TLB 3.75
000000000
1791507.860000000000
PA
USD
1787029.090000000000
0.0268525020
Long
LON
CORP
US
N
2
2028-07-28
Variable
4.25
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-1
N/A
PAID_21-1
69547JAB9
12950000.000000000000
PA
USD
13059441.750000000000
0.1962355780
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
2.130000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-1
N/A
PAID_21-1
69547JAC7
7500000.000000000000
PA
USD
7721617.500000000000
0.1160276298
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
4.090000000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING USA LLC/ ARDAGH METAL PACKAGING FINANCE P
N/A
ARDAGH METAL PACKAGING FIN/FIN PLC
03969YAB4
5899000.000000000000
PA
USD
6010468.860000000000
0.0903153330
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.000000000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
ARETEC ESCROW ISSUER INC
040133AA8
1335000.000000000000
PA
USD
1402890.050000000000
0.0210802992
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.500000000000
N
N
N
N
N
N
SOVOS COMPLIANCE LLC
N/A
SOVOS COMPLIANCE LLC TLB 4.5
000000000
684097.720000000000
PA
USD
686150.010000000000
0.0103103216
Long
LON
CORP
US
N
2
2028-08-11
Variable
5.000000000000
N
N
N
N
N
N
SOVOS COMPLIANCE LLC
N/A
SOVOS COMPLIANCE LLC TL DD 4.5
000000000
118137.360000000000
PA
USD
118491.770000000000
0.0017804973
Long
LON
CORP
US
N
2
2028-08-11
Variable
5
N
N
N
N
N
N
ARES CLO LTD ARES_17-44A
N/A
ARES_17-44A
04016NAZ6
15000000.000000000000
PA
USD
15010410.000000000000
0.2255514851
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
7.032400000000
N
N
N
N
N
N
ARES CLO LTD ARES_18-47A
N/A
ARES_18-47A
04016VAE5
11200000.000000000000
PA
USD
11153699.200000000000
0.1675992474
Long
ABS-MBS
CORP
KY
N
2
2030-04-15
Variable
1.576100000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAA6
1028000.000000000000
PA
USD
1085087.710000000000
0.0163048940
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAC2
3927000.000000000000
PA
USD
4191938.280000000000
0.0629894789
Long
DBT
CORP
CA
N
2
2027-05-15
Fixed
8.500000000000
N
N
N
N
N
N
ARISTOCRAT INTERNATIONAL PTY LTD
N/A
ARISTOCRAT INTL PTY LTD TLB 1.75
04044PAF1
1476152.010000000000
PA
USD
1462320.470000000000
0.0219733208
Long
LON
CORP
AU
N
2
2024-10-19
Variable
1.884250000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AA1
2974000.000000000000
PA
USD
3032504.500000000000
0.0455674358
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
ENDO GENERICS HOLDINGS INC
549300GLBA6FLQZ70X71
PAR PHARMACEUTICAL INC
69888XAA7
4721000.000000000000
PA
USD
4782283.300000000000
0.0718602024
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.500000000000
N
N
N
N
N
N
OVINTIV INC
N/A
OVINTIV INC
698900AG2
285000.000000000000
PA
USD
379619.900000000000
0.0057042967
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.200000000000
N
N
N
N
N
N
TEKNI-PLEX INC
N/A
TEKNI-PLEX INC TLB3 4.0
000000000
676557.120000000000
PA
USD
676049.700000000000
0.0101585509
Long
LON
CORP
US
N
2
2028-07-29
Variable
4.5
N
N
N
N
N
N
TEKNI-PLEX INC
N/A
TEKNI-PLEX INC TL DD 4.0
000000000
95965.550000000000
PA
USD
95893.580000000000
0.0014409293
Long
LON
CORP
US
N
2
2028-07-29
Variable
4.5
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AB9
2272000.000000000000
PA
USD
2316718.840000000000
0.0348117989
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
ASCEND PERFORMANCE MATERIALS OPERATIONS LLC
N/A
ASCEND PERFORMANCE TLB 4.75
04350TAC8
1925921.750000000000
PA
USD
1950900.960000000000
0.0293148961
Long
LON
CORP
US
N
2
2026-08-27
Variable
5.500000000000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF (GOVERNMENT)
N/A
PARAGUAY (REPUBLIC OF)
699149AB6
2939000.000000000000
PA
USD
3716276.860000000000
0.0558420300
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.100000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK F
N/A
PARK INTERMEDIATE HOLDINGS/PK DOM
70052LAB9
2719000.000000000000
PA
USD
2897288.640000000000
0.0435356366
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK F
N/A
PARK INTERMEDIATE HOLDINGS LLC
70052LAC7
2353000.000000000000
PA
USD
2422885.680000000000
0.0364070977
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.875000000000
N
N
N
N
N
N
PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC
N/A
PATTERN ENERGY OPS LP/ENERGY OPS
70339PAA7
1034000.000000000000
PA
USD
1080350.760000000000
0.0162337150
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.500000000000
N
N
N
N
N
N
FRONTERA GENERATION HOLDINGS LLC
N/A
NEW FRONTERA HLDGS 1ST LN TL 13.0
000000000
218802.150000000000
PA
USD
229742.260000000000
0.0034521847
Long
LON
CORP
US
N
2
2026-07-28
Variable
16.250000000000
N
N
N
N
N
N
FRONTERA GENERATION HOLDINGS LLC
N/A
NEW FRONTERA HLDGS 2ND LN TL 1.5
000000000
75277.000000000000
PA
USD
35129.520000000000
0.0005278680
Long
LON
CORP
US
N
2
2028-07-28
Variable
3.750000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
25683000.000000000000
PA
USD
28095405.730000000000
0.4221710458
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
PENN NTL GAMING INC
N/A
PENN NATIONAL GAMING INC
707569AV1
1853000.000000000000
PA
USD
1849937.270000000000
0.0277977816
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.125000000000
N
N
N
N
N
N
FRONTERA ENERGY CORP
A25574TZFLBNK7NWQT47
NEW FRONTERA HOLDINGS
BAX9UQG46
14302.000000000000
NS
USD
32179.500000000000
0.0004835400
Long
EC
CORP
CA
N
2
N
N
N
WR GRACE HOLDINGS LLC
N/A
WR GRACE & CO TLB 3.75
000000000
821899.410000000000
PA
USD
823271.980000000000
0.0123707625
Long
LON
CORP
US
N
2
2028-08-11
Variable
4.25
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
N/A
THYSSENKRUPP (VERTICAL) TLB 3.5
000000000
3819002.290000000000
PA
USD
3813693.880000000000
0.0573058510
Long
LON
CORP
US
N
2
2027-07-30
Variable
4.000000000000
N
N
N
N
N
N
BALLYS CORP
N/A
BALLYS CORP TLB 3.25
000000000
2447356.250000000000
PA
USD
2441678.380000000000
0.0366894832
Long
LON
CORP
US
N
2
2028-08-06
Variable
3.75
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
ASHLAND LLC
04433LAA0
2950000.000000000000
PA
USD
3031455.050000000000
0.0455516664
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.375000000000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
ASPLUNDH TREE EXPERT TLB 1.75
04538FAD1
2037112.460000000000
PA
USD
2022160.050000000000
0.0303856592
Long
LON
CORP
US
N
2
2027-09-07
Variable
1.834630000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP INC
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP INC
70959WAJ2
734000.000000000000
PA
USD
759048.810000000000
0.0114057235
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.500000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC
71376LAD2
1700000.000000000000
PA
USD
1803896.930000000000
0.0271059639
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
N/A
STANDARD INDUSTRIES INC TLB 2.5
000000000
2595971.430000000000
PA
USD
2587638.360000000000
0.0388827271
Long
LON
CORP
US
N
2
2028-08-06
Variable
3
N
N
N
N
N
N
CLOUDERA INC
N/A
CLOUDERA INC TLB 3.75
000000000
1073786.770000000000
PA
USD
1067075.600000000000
0.0160342380
Long
LON
CORP
US
N
2
2028-08-10
Variable
4.25
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES FINANCE LLC
N/A
COMMSCOPE TECHNOLOGIES FINANCE LLC
20337YAA5
1932000.000000000000
PA
USD
1964937.610000000000
0.0295258155
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.000000000000
N
N
N
N
N
N
COMSTOCK RES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC
205768AS3
1496000.000000000000
PA
USD
1569852.670000000000
0.0235891359
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.750000000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
N/A
ASSUREDPARTNERS INC
04624VAB5
2522000.000000000000
PA
USD
2537769.990000000000
0.0381333881
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.625000000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TLB6 2.75
04649VAC4
230867.840000000000
PA
USD
228319.060000000000
0.0034307992
Long
LON
CORP
US
N
2
2023-11-03
Variable
3.209630000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TLB8 3.25
04649VAX8
1342243.550000000000
PA
USD
1315613.440000000000
0.0197688514
Long
LON
CORP
US
N
2
2026-12-23
Variable
3.334630000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TLB9 3.25
04649VAY6
997500.000000000000
PA
USD
977340.530000000000
0.0146858486
Long
LON
CORP
US
N
2
2027-07-31
Variable
3.334630000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QBW1
7812000.000000000000
PA
USD
7906197.100000000000
0.1188011852
Long
DBT
NUSS
MX
N
2
2026-01-23
Fixed
4.500000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QCP5
5000000.000000000000
PA
USD
5183946.850000000000
0.0778957344
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.500000000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC 2ND LN TLB3 5.25
04649VAZ3
1000000.000000000000
PA
USD
994640.000000000000
0.0149457962
Long
LON
CORP
US
N
2
2028-01-31
Variable
5.334630000000
N
N
N
N
N
N
ATHENAHEALTH
N/A
ATHENA HEALTHCARE VVC TLB 4.25
04685YAM1
3482521.870000000000
PA
USD
3491228.170000000000
0.0524603724
Long
LON
CORP
US
N
2
2026-02-11
Variable
4.377169799499
N
N
N
N
N
N
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
N/A
ATLANTICA SUSTAIN INFRA PLC
04916WAA2
2210000.000000000000
PA
USD
2316280.010000000000
0.0348052049
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
4.125000000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
CUBIC CORPORATION TLB 4.25
04921TAB0
2160563.390000000000
PA
USD
2165359.840000000000
0.0325374275
Long
LON
CORP
US
N
2
2028-05-25
Variable
5.000000000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
CUBIC CORPORATION TLC 4.25
04921TAC8
439436.610000000000
PA
USD
440412.160000000000
0.0066177817
Long
LON
CORP
US
N
2
2028-05-25
Variable
5.000000000000
N
N
N
N
N
N
ATRIUM CDO CORP ATRM_13A
N/A
ATRM_13A
04966HAE6
32414000.000000000000
PA
USD
32445538.820000000000
0.4875376133
Long
ABS-MBS
CORP
US
N
2
2030-11-21
Variable
1.637900000000
N
N
N
N
N
N
COMSTOCK RES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC
205768AT1
1426000.000000000000
PA
USD
1427903.970000000000
0.0214561668
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.875000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R01
N/A
CAS_20-R01
20754CAB5
5203892.780000000000
PA
USD
5229277.890000000000
0.0785768939
Long
ABS-CBDO
CORP
US
N
2
2040-01-25
Variable
2.134400000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
-346900000.000000000000
OU
Notional Amount
USD
-4685092.640000000000
-0.0703997827
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Written
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.550000 02-MAR-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-03-02
N/A
N/A
N/A
N/A
-346900000.000000000000
USD
-346900000.000000000000000
USD
1.550000000000
USD
2022-02-28
XXXX
899997.360000000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDERATION
000000000
4600000.000000000000
PA
USD
5257898.950000000000
0.0790069636
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.375000000000
N
N
N
N
N
N
AVANTOR FUNDING INC
N/A
AVANTOR FUNDING INC
05352TAA7
2724000.000000000000
PA
USD
2880543.490000000000
0.0432840184
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.625000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
N/A
AXALTA COATING SYSTEMS LLC
05453GAC9
2235000.000000000000
PA
USD
2191196.080000000000
0.0329256516
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QDC3
3400000.000000000000
PA
USD
3539281.170000000000
0.0531824330
Long
DBT
NUSS
MX
N
2
2030-01-23
Fixed
6.840000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QDD1
15000000.000000000000
PA
USD
14317537.200000000000
0.2151401447
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.690000000000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF (GOVERNMENT)
N/A
PARAGUAY (REPUBLIC OF)
000000000
2000000.000000000000
PA
USD
2266951.100000000000
0.0340639721
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.700000000000
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
N/A
SAKA ENERGI INDONESIA PT
000000000
5600000.000000000000
PA
USD
5281727.920000000000
0.0793650258
Long
DBT
NUSS
ID
N
2
2024-05-05
Fixed
4.450000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QDE9
2235000.000000000000
PA
USD
2189517.460000000000
0.0329004281
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.950000000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
N/A
PETRONAS CAPITAL LTD
716743AP4
4800000.000000000000
PA
USD
5287846.990000000000
0.0794569730
Long
DBT
NUSS
MY
N
2
2030-04-21
Fixed
3.500000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS
N/A
AXALTA COATING SYSTEMS/HOLDING BV
05454NAA7
2180000.000000000000
PA
USD
2290420.400000000000
0.0344166297
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.750000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAQ8
13300000.000000000000
PA
USD
12776853.810000000000
0.1919893162
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
3.045500000000
N
N
N
N
N
N
PETSMART LLC/PETSMART FINANCE CORP
N/A
PETSMART INC/PETSMART FIN CORP
71677KAA6
3094000.000000000000
PA
USD
3221016.250000000000
0.0484000769
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
PETSMART LLC/PETSMART FINANCE CORP
N/A
PETSMART LLC/PETSMART FIN CORP
71677KAB4
760000.000000000000
PA
USD
835316.650000000000
0.0125517498
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.750000000000
N
N
N
N
N
N
BFLD TRUST BFLD_19-DPLO
N/A
BFLD_19-DPLO
054970AL2
3485000.000000000000
PA
USD
3467522.030000000000
0.0521041560
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
1.935500000000
N
N
N
N
N
N
BFLD TRUST BFLD_19-DPLO
N/A
BFLD_19-DPLO
054970AN8
11510000.000000000000
PA
USD
11409310.520000000000
0.1714401493
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
2.335500000000
N
N
N
N
N
N
BFLD TRUST BFLD_19-DPLO
N/A
BFLD_19-DPLO
054970AQ1
4350000.000000000000
PA
USD
4275598.910000000000
0.0642465918
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
2.635500000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC
05605HAB6
1878000.000000000000
PA
USD
1933771.490000000000
0.0290575029
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.125000000000
N
N
N
N
N
N
DP WORLD LTD (UAE)
N/A
DP WORLD LTD
000000000
6091000.000000000000
PA
USD
7664845.570000000000
0.1151745556
Long
DBT
NUSS
AE
N
2
2048-09-25
Fixed
5.625000000000
N
N
N
N
N
N
ANGOLA (REPUBLIC OF)
549300QHR2R3J8JSGK83
ANGOLA (REPUBLIC OF)
000000000
2200000.000000000000
PA
USD
2343121.620000000000
0.0352085360
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.375000000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
N/A
CHINA DEVELOPMENT BANK
000000000
201260000.000000000000
PA
32674560.380000000000
0.4909789686
Long
DBT
NUSS
CN
N
2
2028-07-06
Fixed
4.040000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
000000000
3800000.000000000000
PA
180691.100000000000
0.0027151254
Long
DBT
NUSS
MX
N
2
2024-09-12
Fixed
7.190000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1
N/A
CAS_19-HRP1
20754PAC4
12688326.680000000000
PA
USD
12618109.480000000000
0.1896039704
Long
ABS-CBDO
CORP
US
N
2
2039-11-25
Variable
2.234400000000
N
N
N
N
N
N
CONNS RECEIVABLES FUNDING CONN_19-B
N/A
CONN_19-B
20824LAB1
2385415.960000000000
PA
USD
2385825.300000000000
0.0358502159
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
3.620000000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
PHOENIX GUARANTOR INC TLB 3.25
71913BAE2
1982461.740000000000
PA
USD
1960872.730000000000
0.0294647352
Long
LON
CORP
US
N
2
2026-03-05
Variable
3.338880000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAE8
3370000.000000000000
PA
USD
3599704.390000000000
0.0540903727
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.875000000000
N
N
N
N
N
N
BX TRUST BX_19-OC11
N/A
BX_19-OC11
05606FAL7
6000000.000000000000
PA
USD
6489768.000000000000
0.0975174436
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.075500000000
N
N
N
N
N
N
BX TRUST BX_19-OC11
N/A
BX_19-OC11
05606FAN3
21558000.000000000000
PA
USD
22557989.390000000000
0.3389639596
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
4.075500000000
N
N
N
N
N
N
ALTIUM PACKAGING LLC
N/A
CONSOLIDATED CONTAINER TL 2.75
20902CAW0
1734782.600000000000
PA
USD
1719603.250000000000
0.0258393386
Long
LON
CORP
US
N
2
2028-02-03
Variable
3.250000000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON COMPANY OF NY
209111FY4
1195000.000000000000
PA
USD
1391916.120000000000
0.0209154012
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.950000000000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA (REPUBLIC OF)
000000000
9500000.000000000000
PA
14142771.850000000000
0.2125140616
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.625000000000
N
N
N
N
N
N
BRASKEM NETHERLANDS FINANCE BV
N/A
BRASKEM NETHERLANDS FINANCE BV
000000000
9000000.000000000000
PA
USD
9652032.540000000000
0.1450346975
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.500000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAF5
7428000.000000000000
PA
USD
8002028.630000000000
0.1202411821
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.250000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAG3
7680000.000000000000
PA
USD
7843334.090000000000
0.1178565844
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.500000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-MFM1
N/A
BX_21-MFM1
05608VAL0
7000000.000000000000
PA
USD
7004383.400000000000
0.1052502282
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
2.345500000000
N
N
N
N
N
N
BALLYROCK LTD BALLY_18-1A
N/A
BALLY_18-1A
05875HAC7
8686000.000000000000
PA
USD
8686078.170000000000
0.1305199412
Long
ABS-MBS
CORP
KY
N
2
2031-04-20
Variable
1.734300000000
N
N
N
N
N
N
DP WORLD LTD (UAE)
N/A
DP WORLD PLC
000000000
2000000.000000000000
PA
USD
2240149.720000000000
0.0336612455
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
4.700000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
000000000
4000000.000000000000
PA
4903224.060000000000
0.0736774991
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.375000000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORAT
N/A
BAFC_16-R1
05970XAL6
12763516.950000000000
PA
USD
12991983.900000000000
0.1952219335
Long
ABS-CBDO
CORP
US
N
3
2040-03-25
Variable
3.500000000000
N
N
N
N
N
N
BANFF MERGER SUB INC
N/A
BANFF MERGER SUB INC
05988LAA6
471000.000000000000
PA
USD
493288.870000000000
0.0074123250
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.750000000000
N
N
N
N
N
N
KFC HOLDING CO
N/A
YUM! BRANDS INC TLB 1.75
72584DAF1
1492100.650000000000
PA
USD
1489176.130000000000
0.0223768630
Long
LON
CORP
US
N
2
2028-03-15
Variable
1.838500000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RBE1
20974000.000000000000
PA
USD
22367551.150000000000
0.3361023703
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.700000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AG0
7477000.000000000000
PA
USD
7640369.090000000000
0.1148067638
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM SE
21039CAA2
2688000.000000000000
PA
USD
2841790.880000000000
0.0427017086
Long
DBT
CORP
NL
N
2
2028-06-15
Fixed
5.625000000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
PLANTRONICS INC
727493AC2
8222000.000000000000
PA
USD
7873322.330000000000
0.1183071978
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.750000000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
N/A
ELEMENT SOLUTIONS INC TLB 2.0
72766TAD1
1711379.820000000000
PA
USD
1707101.370000000000
0.0256514812
Long
LON
CORP
US
N
2
2026-01-31
Variable
2.084630000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJL4
47155000.000000000000
PA
USD
46213147.250000000000
0.6944143428
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.922000000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AH2
18640000.000000000000
PA
USD
24905159.370000000000
0.3742333276
Long
DBT
CORP
BM
N
2
2048-05-15
Fixed
5.300000000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA HOLDING CORP
72815LAA5
3027000.000000000000
PA
USD
3056959.430000000000
0.0459349038
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.250000000000
N
N
N
N
N
N
PLUTO ACQUISITION I INC
N/A
ACCENTCARE TLB 4.0
72941DAF9
1953125.000000000000
PA
USD
1946621.090000000000
0.0292505853
Long
LON
CORP
US
N
2
2026-06-22
Variable
4.1206597
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM SE
21039CAB0
4659000.000000000000
PA
USD
4629404.680000000000
0.0695629967
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
3.750000000000
N
N
N
N
N
N
GINNIE MAE II
N/A
GNMA2 30YR TBA(REG C)
21H030690
32000000.000000000000
PA
USD
33452499.840000000000
0.5026685494
Long
ABS-MBS
USGA
US
N
2
2051-09-21
Fixed
3.000000000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDERATION
000000000
4800000.000000000000
PA
USD
5850916.560000000000
0.0879178463
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.100000000000
N
N
N
N
N
N
GUATEMALA REPUBLIC OF (GOVERNMENT)
N/A
GUATEMALA (REPUBLIC OF)
000000000
5000000.000000000000
PA
USD
6003895.600000000000
0.0902165610
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.125000000000
N
N
N
N
N
N
NETWORK I2I LTD
N/A
NETWORK I2I LTD
000000000
7100000.000000000000
PA
USD
7574412.420000000000
0.1138156766
Long
DBT
CORP
MU
N
2
2049-12-31
Variable
5.650000000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
N/A
DP WORLD CRESCENT LTD
000000000
5600000.000000000000
PA
USD
6087816.780000000000
0.0914775889
Long
DBT
NUSS
KY
N
2
2029-07-18
Fixed
3.875000000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_15-2A
N/A
BABSN_15-2A
06759FAD8
18925000.000000000000
PA
USD
18889931.980000000000
0.2838464913
Long
ABS-MBS
CORP
KY
N
2
2030-10-20
Variable
1.724300000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_21-2A
N/A
BABSN_21-2A
06762KAA8
7750000.000000000000
PA
USD
7756448.000000000000
0.1165510047
Long
ABS-MBS
CORP
KY
N
2
2034-07-15
Variable
6.353000000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST PMTCR_19-1R
N/A
PMTCR_19-1R
73021CAA3
8552371.770000000000
PA
USD
8473541.140000000000
0.1273262881
Long
ABS-CBDO
CORP
US
N
2
2024-03-27
Variable
2.087900000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
7860000.000000000000
PA
USD
8223710.570000000000
0.1235722497
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF (GOVERNM
000000000
57960000.000000000000
PA
8981954.720000000000
0.1349658821
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.850000000000
N
N
N
N
N
N
GHANA (REPUBLIC OF)
N/A
GHANA (REPUBLIC OF)
000000000
11000000.000000000000
PA
USD
10590133.070000000000
0.1591309126
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.875000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AD9
2610000.000000000000
PA
USD
2706385.630000000000
0.0406670636
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AK3
2517000.000000000000
PA
USD
2498391.740000000000
0.0375416772
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.250000000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX MEXICO SA DE CV
000000000
10760000.000000000000
PA
USD
11821183.910000000000
0.1776290979
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.450000000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF (GOVERNM
000000000
56000000.000000000000
PA
8481028.880000000000
0.1274388014
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.680000000000
N
N
N
N
N
N
COVIA HOLDINGS LLC
N/A
COVIA HLDS TLB EXIT FIN 4.0
22305CAB5
1750241.000000000000
PA
USD
1727120.320000000000
0.0259522927
Long
LON
CORP
US
N
2
2026-07-31
Variable
5.000000000000
N
N
N
N
N
N
CREDIT SUISSE ABS CSABS_18-LD1
N/A
CSABS_18-LD1
22549UAC9
164666.560000000000
PA
USD
164902.330000000000
0.0024778780
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Fixed
5.170000000000
N
N
N
N
N
N
CINEWORLD FINANCE US INC
N/A
CINEWORLD FINANCE US INC TLB1 7.0
22834KAH4
893495.330000000000
PA
USD
1097828.780000000000
0.0164963457
Long
LON
CORP
US
N
2
2024-05-23
Variable
7.000000000000
N
N
N
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AG3
1142000.000000000000
PA
USD
1172197.240000000000
0.0176138312
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AN7
1135000.000000000000
PA
USD
1164374.390000000000
0.0174962824
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.875000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-1F
N/A
BVRT_21-1F
07335FAC1
12500000.000000000000
PA
USD
12502260.000000000000
0.1878631770
Long
ABS-CBDO
CORP
US
N
2
2038-03-15
Variable
2.838000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AN4
1161000.000000000000
PA
USD
1222025.050000000000
0.0183625607
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.625000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AQ7
4607000.000000000000
PA
USD
4708310.330000000000
0.0707486596
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2
N/A
CSMC_20-RPL2
22946BAP1
9315963.200000000000
PA
USD
9625180.510000000000
0.1446312099
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
3.430000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAF4
3372000.000000000000
PA
USD
3877982.690000000000
0.0582718763
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.600000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAH0
2294000.000000000000
PA
USD
2563939.610000000000
0.0385266216
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.125000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331AY3
27095000.000000000000
PA
USD
28994478.450000000000
0.4356808158
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.850000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM PERSERO
000000000
6000000.000000000000
PA
USD
7162728.060000000000
0.1076295685
Long
DBT
NUSS
ID
N
2
2050-05-15
Fixed
5.800000000000
N
N
N
N
N
N
Saudi Arabia
N/A
SAUDI ARABIA (KINGDOM OF)
000000000
3000000.000000000000
PA
USD
3259264.830000000000
0.0489748130
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
3.250000000000
N
N
N
N
N
N
DTZ US BORROWER LLC
N/A
CUSHMAN & WAKEFIELD TLB 2.75
23340DAP7
1098272.780000000000
PA
USD
1085642.640000000000
0.0163132326
Long
LON
CORP
US
N
2
2025-08-21
Variable
2.834630000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC
23345MAA5
2378000.000000000000
PA
USD
2441373.270000000000
0.0366848985
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AR5
4370000.000000000000
PA
USD
4416497.810000000000
0.0663637862
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.500000000000
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
N/A
TALLGRASS ENERGY TLB 4.75
73955HAB0
2462500.000000000000
PA
USD
2376312.500000000000
0.0357072734
Long
LON
CORP
US
N
2
2026-03-11
Variable
4.834630000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-2F
N/A
BVRT_21-2F
07335MAB8
20000000.000000000000
PA
USD
20000000.000000000000
0.3005267479
Long
ABS-CBDO
CORP
US
N
3
2032-01-10
Variable
2.538000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-3F
N/A
BVRT_21-3F
07335NAB6
20000000.000000000000
PA
USD
20000000.000000000000
0.3005267479
Long
ABS-CBDO
CORP
US
N
3
2033-07-12
Variable
3.100000000000
N
N
N
N
N
N
PRESIDIO HOLDINGS INC
N/A
PRESIDIO INC TLB 3.5
74101YAD0
1738092.080000000000
PA
USD
1730131.620000000000
0.0259975415
Long
LON
CORP
US
N
2
2027-01-22
Variable
3.627818181816
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAL9
934000.000000000000
PA
USD
981869.680000000000
0.0147539051
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.125000000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
GRUPO BIMBO SAB DE CV
000000000
2166000.000000000000
PA
USD
2337728.470000000000
0.0351274967
Long
DBT
CORP
MX
N
2
2024-06-27
Fixed
3.875000000000
N
N
N
N
N
N
EL SALVADOR REPUBLIC OF (GOVERNMENT)
N/A
EL SALVADOR (REPUBLIC OF)
000000000
2800000.000000000000
PA
USD
2430469.080000000000
0.0365210484
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.375000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
000000000
23700000.000000000000
PA
1048763.940000000000
0.0157590808
Long
DBT
NUSS
MX
N
2
2026-11-12
Fixed
7.470000000000
N
N
N
N
N
N
KAZAKHSTAN (REPUBLIC OF)
N/A
KAZAKHSTAN (REPUBLIC OF)
000000000
1500000.000000000000
PA
USD
2212157.580000000000
0.0332406262
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.500000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC
23345MAB3
1904000.000000000000
PA
USD
1966422.740000000000
0.0295481316
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.375000000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC TLB 1.75
23918VAY0
1232537.500000000000
PA
USD
1224710.890000000000
0.0184029190
Long
LON
CORP
US
N
2
2026-08-12
Variable
1.834630000000
N
N
N
N
N
N
UKRAINE GOVERNMENT INTERNATIONAL BOND
N/A
UKRAINE (GOVERNMENT OF)
000000000
3800000.000000000000
PA
USD
4229795.390000000000
0.0635583327
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.750000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC INTERNATIONAL
N/A
DOMINICAN (REPUBLIC OF)
000000000
400000000.000000000000
PA
8925191.790000000000
0.1341129432
Long
DBT
NUSS
DO
N
2
2027-02-05
Fixed
11.250000000000
N
N
N
N
N
N
NK KAZMUNAYGAZ AO
N/A
JSC NATIONAL KAZMUNAYGAS
000000000
4800000.000000000000
PA
USD
5443574.300000000000
0.0817969841
Long
DBT
NUSS
KZ
N
2
2027-04-19
Fixed
4.750000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-541031878.000000000000
OU
Notional Amount
N/A
-287949.400000000000
-0.0043268248
N/A
DFE
CORP
MX
N
2
Citi
MBNUM2BPBDO7JBLYG310
541031878.000000000000000
MXN
26471471.600000001490116
USD
2021-10-20
-287949.400000000000
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAM7
1414000.000000000000
PA
USD
1396047.590000000000
0.0209774821
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.750000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL2
N/A
PRET_21-NPL2
741386AA4
24179187.470000000000
PA
USD
24181793.990000000000
0.3633637954
Long
ABS-CBDO
CORP
US
N
2
2060-06-27
Variable
1.991700000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY CO
N/A
BURGER KING TLB4 1.75
000000000
4650136.850000000000
PA
USD
4566806.400000000000
0.0686223738
Long
LON
CORP
CA
N
2
2026-11-19
Variable
1.834630000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC TLB 3.0
000000000
2497474.670000000000
PA
USD
2498373.760000000000
0.0375414071
Long
LON
CORP
CA
N
2
2025-05-30
Variable
3.500000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY INC
073685AF6
3624000.000000000000
PA
USD
3777111.790000000000
0.0567561561
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.500000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY INC
073685AH2
2167000.000000000000
PA
USD
2168238.140000000000
0.0325806778
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-4A
N/A
BMIR_19-4A
07876LAC3
14313506.000000000000
PA
USD
14313494.550000000000
0.2150793984
Long
ABS-CBDO
CORP
US
N
2
2029-10-25
Variable
2.584400000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_21-1A
N/A
BMIR_21-1A
07876MAC1
15000000.000000000000
PA
USD
15654387.000000000000
0.2352281008
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
2.960000000000
N
N
N
N
N
N
DAWN ACQUISITION LLC
N/A
DAWN ACQUISITION LLC TLB 3.75
23923HAB4
2832935.220000000000
PA
USD
2355330.670000000000
0.0353919933
Long
LON
CORP
US
N
2
2025-12-31
Variable
3.897250000000
N
N
N
N
N
N
DELEK LOGISTICS PARTNERS LP
N/A
DELEK LOGISTICS PARTNERS LP
24665FAB8
2969000.000000000000
PA
USD
3041338.380000000000
0.0457001766
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US 5YR NOTE DEC 21
000000000
4946.000000000000
NC
USD
915900.280000000000
0.0137626266
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
US 5YR NOTE DEC 21
US 5YR NOTE DEC 21
2021-12-31
610997037.220000000000
USD
915900.280000000000
N
N
N
MCDERMOTT INTL INC
ZAKWBIG8QLOPMZ888610
MCDERMOTT INTL INC EQUITY
000000000
47856.000000000000
NS
USD
20290.940000000000
0.0003048985
Long
EC
CORP
PA
N
2
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZZ4
527000.000000000000
PA
USD
620131.120000000000
0.0093182994
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375000000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAA4
815000.000000000000
PA
USD
540920.190000000000
0.0081280493
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000
N
N
N
N
N
N
VERITAS US INC
N/A
VERITAS US INC TLB 5.0
G9341JAN0
1827310.560000000000
PA
USD
1828827.230000000000
0.0274805750
Long
LON
CORP
US
N
2
2025-09-01
Variable
6.000000000000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
VIRGIN MEDIA TLN 2.5
000000000
2175000.000000000000
PA
USD
2150531.250000000000
0.0323146081
Long
LON
CORP
US
N
2
2028-01-31
Variable
2.595500000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAA4
616892.260000000000
PA
USD
616974.430000000000
0.0092708660
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
1.384400000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_20-4
N/A
BMIR_20-4A
07876UAA7
7272560.010000000000
PA
USD
7294060.610000000000
0.1096030157
Long
ABS-CBDO
CORP
US
N
2
2030-06-25
Variable
2.684400000000
N
N
N
N
N
N
DELTA 2 (LUX) SARL
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL TLB 2.5
L2465BAQ9
3098574.180000000000
PA
USD
3085405.240000000000
0.0463623401
Long
LON
CORP
LU
N
2
2024-02-01
Variable
3.500000000000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE COMPANY I SARL
N/A
ENDO PHARMACEUTICAL TLB 5.0
000000000
2684042.830000000000
PA
USD
2602018.480000000000
0.0390988076
Long
LON
CORP
LU
N
2
2028-03-27
Variable
5.750000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_20-4
N/A
BMIR_20-4A
07876UAB5
7200000.000000000000
PA
USD
7269457.680000000000
0.1092333238
Long
ABS-CBDO
CORP
US
N
2
2030-06-25
Variable
3.684400000000
N
N
N
N
N
N
BELLEMEADE RE 2019-2 LTD
N/A
BMIR_19-2A
07877BAC4
6170420.840000000000
PA
USD
6166539.650000000000
0.0926605054
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Variable
1.534400000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAC0
1304000.000000000000
PA
USD
560762.820000000000
0.0084262113
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.625000000000
N
N
N
N
N
N
DIRECTV HOLDINGS LLC/DIRECTV FIN
N/A
DIRECTV HOLDINGS LLC/DIRECTV FIN
25461LAA0
1869000.000000000000
PA
USD
1953515.130000000000
0.0293541775
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.875000000000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA
N/A
MALLINCKRODT INTL FIN SA TLB 3.0
L6232UAH0
893269.380000000000
PA
USD
866658.890000000000
0.0130227089
Long
LON
CORP
LU
N
2
2025-02-24
Variable
6.25
N
N
N
N
N
N
SUNSHINE LUXEMBOURG VII SARL
N/A
NESTLE SKIN HEALTH TLB3 3.75
000000000
3159415.000000000000
PA
USD
3160994.710000000000
0.0474981730
Long
LON
CORP
LU
N
2
2026-10-01
Variable
4.500000000000
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
MCDERMOTT INTL EXIT TL 4.0
000000000
110993.810000000000
PA
USD
48745.150000000000
0.0007324611
Long
LON
CORP
NL
N
2
2025-06-30
Variable
1.08463
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
MCDERMOTT INTL EXIT TL 3.0
000000000
8648.870000000000
PA
USD
5189.320000000000
0.0000779765
Long
LON
CORP
NL
N
3
2024-06-28
Variable
3.084630000000
N
N
N
N
N
N
BELLEMEADE RE 2019-2 LTD
N/A
BMIR_19-2A
07877BAG5
10208580.000000000000
PA
USD
10354613.740000000000
0.1555919197
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Variable
3.184400000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_19-3A
N/A
BMIR_19-3A
07877GAB5
30000000.000000000000
PA
USD
30074976.000000000000
0.4519167366
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Variable
1.684400000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US 10YR NOTE DEC 21
000000000
7939.000000000000
NC
USD
1345303.250000000000
0.0202149805
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
US 10YR NOTE DEC 21
US 10YR NOTE DEC 21
2021-12-21
1058139056.130000000000
USD
1345303.250000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-30875458.000000000000
OU
Notional Amount
N/A
-205445.300000000000
-0.0030870904
N/A
DFE
CORP
XX
N
2
UBS
T6FIZBDPKLYJKFCRVK44
30875458.000000000000000
EUR
36285949.759999997913837
USD
2021-10-20
-205445.300000000000
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAG5
13800000.000000000000
PA
USD
14751442.380000000000
0.2216601503
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
4.934400000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_20-2A
N/A
BMIR_20-2A
078782AC3
15600000.000000000000
PA
USD
15910844.040000000000
0.2390817108
Long
ABS-CBDO
CORP
US
N
2
2030-08-26
Variable
4.084400000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAA9
813000.000000000000
PA
USD
830164.760000000000
0.0124743358
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.500000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY PLASTICS CORP TLZ 1.75
08579JBG6
1056982.120000000000
PA
USD
1046856.230000000000
0.0157304149
Long
LON
CORP
US
N
2
2026-07-01
Variable
1.856250000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1
N/A
PRET_21-NPL1
741389AA8
11271210.160000000000
PA
USD
11283500.290000000000
0.1695496824
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
2.239500000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
N/A
PRIMO WATER HOLDINGS INC
74168LAA4
2296000.000000000000
PA
USD
2318516.050000000000
0.0348388044
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.375000000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP
25470MAB5
2621000.000000000000
PA
USD
2733975.140000000000
0.0410816329
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.375000000000
N
N
N
N
N
DISH NETWORK CORP
DISH Network Corp
USD
XXXX
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAY1
2835000.000000000000
PA
USD
3246036.560000000000
0.0487760406
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US ULTRA T-BOND DEC 21
000000000
-1843.000000000000
NC
USD
-861923.180000000000
-0.0129515485
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US ULTRA T-BOND DEC 21
US ULTRA T-BOND DEC 21
2021-12-21
-362727420.570000000000
USD
-861923.180000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.36.V1)
000000000
562834000.000000000000
OU
Notional Amount
USD
-54804981.420000000000
-0.8235181419
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CDX.NA.HY.36.V1)
DJHY36056
Y
CDS: (CDX.NA.HY.36.V1)
2026-06-20
0.000000000000
USD
-47595943.560000000000
USD
562834000.000000000000
USD
-12837377.860000000000
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAF5
17000000.000000000000
PA
USD
17169389.700000000000
0.2579930425
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
3.431000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR1
N/A
PROG_19-SFR1
74333BAJ7
13000000.000000000000
PA
USD
13171496.000000000000
0.1979193429
Long
ABS-MBS
CORP
US
N
2
2035-08-17
Fixed
4.466000000000
N
N
N
N
N
N
SOTHEBYS
N/A
SOTHEBYS TLB 4.5
08883CAE8
1377815.880000000000
PA
USD
1380681.740000000000
0.0207465897
Long
LON
CORP
US
N
2
2027-01-15
Variable
5.000000000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
BLACK KNIGHT INFOSERV LLC
092174AA9
3447000.000000000000
PA
USD
3489504.680000000000
0.0524344747
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.625000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XBC8
14126000.000000000000
PA
USD
14062612.680000000000
0.2113095628
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.125000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN REPUBLIC
25714PCF3
7900000.000000000000
PA
USD
9712928.180000000000
0.1459497359
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.450000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BT7
4217000.000000000000
PA
USD
4421879.660000000000
0.0664446557
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BX8
1192000.000000000000
PA
USD
1202878.860000000000
0.0180748636
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN REPUBLIC
25714PCW6
4881000.000000000000
PA
USD
5611286.040000000000
0.0843170773
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.850000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN REPUBLIC
25714PDT2
4475000.000000000000
PA
USD
5081464.310000000000
0.0763557972
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.950000000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
N/A
BOOZ ALLEN HAMILTON INC
09951LAA1
1358000.000000000000
PA
USD
1403125.740000000000
0.0210838408
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AB8
669000.000000000000
PA
USD
715956.210000000000
0.0107581996
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.125000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC INTERNATIONAL
N/A
DOMINICAN REPUBLIC
25714PDX3
42000000.000000000000
PA
787812.240000000000
0.0118379325
Long
DBT
NUSS
DO
N
2
2023-02-15
Fixed
8.900000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN (REPUBLIC OF)
25714PED6
2295000.000000000000
PA
USD
2387549.270000000000
0.0358761209
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.500000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAL0
12000000.000000000000
PA
USD
12710816.400000000000
0.1909970158
Long
ABS-MBS
CORP
US
N
2
2037-06-18
Fixed
6.152000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR2
N/A
PROG_19-SFR2
74333NAL6
12785000.000000000000
PA
USD
12895788.420000000000
0.1937764678
Long
ABS-MBS
CORP
US
N
2
2036-05-17
Fixed
4.837000000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDI
N/A
QLIK TECHNOLOGIES TLB 4.0
74339DAE8
1443430.940000000000
PA
USD
1442146.290000000000
0.0216701767
Long
LON
CORP
US
N
2
2024-04-26
Variable
4.090000000000
N
N
N
N
N
N
PMIT_17-2A
N/A
PMIT_17-2A
74360TAC9
253963.700000000000
PA
USD
253967.870000000000
0.0038162069
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
5.370000000000
N
N
N
N
N
N
PROPER PASS-THRU TRUST II PPT2_19-ST2
N/A
PPT2_19-ST2
74361EAA5
5968601.730000000000
PA
USD
5998444.740000000000
0.0901346545
Long
ABS-MBS
CORP
US
N
3
2025-11-15
Fixed
3.750000000000
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP/
N/A
PROVIDENT FUNDING ASSOCIATES LP
74387UAJ0
4703000.000000000000
PA
USD
4843137.500000000000
0.0727746181
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.375000000000
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AC6
407000.000000000000
PA
USD
426521.290000000000
0.0064090528
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.125000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BS9
1974000.000000000000
PA
USD
2145066.370000000000
0.0322324910
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.625000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM TBK PT
74445PAC6
1700000.000000000000
PA
USD
2091384.390000000000
0.0314258475
Long
DBT
NUSS
ID
N
2
2028-11-15
Fixed
6.530000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM TBK PT
74445PAD4
3800000.000000000000
PA
USD
4996813.460000000000
0.0750838050
Long
DBT
NUSS
ID
N
2
2048-11-15
Fixed
6.757000000000
N
N
N
N
N
N
QATAR (STATE OF)
N/A
QATAR (STATE OF)
74727PBB6
15614000.000000000000
PA
USD
20429588.530000000000
0.3069818901
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.817000000000
N
N
N
N
N
N
QATAR GOVT INTERNATIONAL BOND
N/A
QATAR GOVT INTERNATIONAL BOND
74727PBD2
2000000.000000000000
PA
USD
2280578.440000000000
0.0342687411
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.750000000000
N
N
N
N
N
N
QATAR PETROLEUM
N/A
QATAR PETROLEUM
74730DAC7
6077000.000000000000
PA
USD
6125764.950000000000
0.0920478110
Long
DBT
NUSS
QA
N
2
2031-07-12
Fixed
2.250000000000
N
N
N
N
N
N
QUALITYTECH LP / QTS FINANCE COR
N/A
QUALITYTECH LP/QTS FINANCE CORP
74759BAF0
4038000.000000000000
PA
USD
4333159.270000000000
0.0651115132
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.875000000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
N/A
QUIKRETE HOLDINGS INC TLB 2.75
74839XAF6
2221816.370000000000
PA
USD
2194332.500000000000
0.0329727805
Long
LON
CORP
US
N
2
2027-02-01
Variable
2.584630000000
N
N
N
N
N
N
QUICKEN LOANS LLC/ QUICKEN LOANS CO-ISSUER INC
N/A
QUICKEN LOANS LLC/ QUICKEN LOANS
74841CAA9
2723000.000000000000
PA
USD
2778470.560000000000
0.0417502361
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.625000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BU4
1887000.000000000000
PA
USD
1945968.750000000000
0.0292407830
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.750000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BV2
3815000.000000000000
PA
USD
3941067.480000000000
0.0592198097
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.750000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_15
N/A
DRSLF_15-41A
26244KAQ9
8000000.000000000000
PA
USD
7931544.000000000000
0.1191820562
Long
ABS-MBS
CORP
KY
N
2
2031-04-15
Variable
1.426100000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBH7
18090000.000000000000
PA
USD
18545506.740000000000
0.2786710415
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.450000000000
N
N
N
N
N
N
QUICKEN LOANS LLC/ QUICKEN LOANS CO-ISSUER INC
N/A
QUICKEN LOANS LLC/QUICKEN LOANS
74841CAB7
3142000.000000000000
PA
USD
3216046.040000000000
0.0483253929
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.875000000000
N
N
N
N
N
N
RETL_19-RVP
N/A
RETL_19-RVP
74952PAJ6
8561036.870000000000
PA
USD
8539648.830000000000
0.1283196446
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Variable
2.195500000000
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP
N/A
RHP HOTEL PROPERTIES LP/FIN CORP
749571AG0
1288000.000000000000
PA
USD
1308214.980000000000
0.0196576797
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.500000000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
N/A
RLJ LODGING TRUST LP
74965LAA9
1651000.000000000000
PA
USD
1665976.670000000000
0.0250335275
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.750000000000
N
N
N
N
N
N
BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME
N/A
BHR_18-PRME
10482TAL6
13700000.000000000000
PA
USD
13672298.600000000000
0.2054445718
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
1.896000000000
N
N
N
N
N
N
BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME
N/A
BHR_18-PRME
10482TAN2
8700000.000000000000
PA
USD
8378783.820000000000
0.1259024327
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
2.496000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B
N/A
BRAVO_21-B
10568JAA9
20834329.430000000000
PA
USD
20836981.640000000000
0.3131035165
Long
ABS-CBDO
CORP
US
N
2
2069-04-01
Variable
2.115000000000
N
N
N
N
N
N
BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
254900ZFY40OYEADAP90
BRAZIL (FEDERATIVE REPUBLIC OF)
105756BR0
11000000.000000000000
PA
USD
11709743.650000000000
0.1759545589
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.625000000000
N
N
N
N
N
N
DUN & BRADSTREET CORPORATION (THE)
N/A
DUN & BRADSTREET CORP TLB 4.0
26483NAN0
3535545.270000000000
PA
USD
3506836.640000000000
0.0526949105
Long
LON
CORP
US
N
2
2026-02-06
Variable
3.337880000000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
DYCOM INDUSTRIES INC
267475AD3
2144000.000000000000
PA
USD
2206557.590000000000
0.0331564788
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.500000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAG4
2960000.000000000000
PA
USD
3848319.740000000000
0.0578261508
Long
DBT
CORP
US
N
2
2030-02-01
Variable
8.750000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAL3
1769000.000000000000
PA
USD
2001213.200000000000
0.0300709047
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.000000000000
N
N
N
N
N
N
BY CROWN PARENT LLC
549300B1M4J69ECRY452
JDA SOFTWARE GROUP TLB 3.0
74966FAL7
2254072.840000000000
PA
USD
2248437.660000000000
0.0337857829
Long
LON
CORP
US
N
2
2026-02-02
Variable
4.000000000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RADIOLOGY PARTNERS INC
74969PAA6
9364000.000000000000
PA
USD
9575785.590000000000
0.1438889851
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.250000000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AW1
964000.000000000000
PA
USD
1061111.720000000000
0.0159446227
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.875000000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AX9
1253000.000000000000
PA
USD
1412583.970000000000
0.0212259633
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.625000000000
N
N
N
N
N
N
BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
254900ZFY40OYEADAP90
BRAZIL (FEDERATIVE REPUBLIC OF)
105756CC2
2024000.000000000000
PA
USD
2033055.600000000000
0.0305493794
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.875000000000
N
N
N
N
N
N
BROADCOM INC
N/A
BROADCOM INC
11135FAQ4
4295000.000000000000
PA
USD
4835396.600000000000
0.0726583008
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.150000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAN9
1711000.000000000000
PA
USD
1809084.770000000000
0.0271839181
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.625000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAF7
4457000.000000000000
PA
USD
4840377.370000000000
0.0727331435
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.000000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAC4
2105000.000000000000
PA
USD
2191379.640000000000
0.0329284098
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.500000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAE0
7817000.000000000000
PA
USD
8010852.920000000000
0.1203737788
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.500000000000
N
N
N
N
N
N
BROADCOM INC
N/A
BROADCOM INC
11135FBL4
12989000.000000000000
PA
USD
13761678.850000000000
0.2067876296
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.469000000000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
N/A
BROADSTREET PARTNERS INC
11135RAA3
3326000.000000000000
PA
USD
3354295.110000000000
0.0504027701
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.875000000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
N/A
RADIOLOGY PARTNERS INC TLB 4.25
75041EAB8
1500000.000000000000
PA
USD
1489560.000000000000
0.0223826311
Long
LON
CORP
US
N
2
2025-07-09
Variable
4.345961612856
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
N/A
RADIOLOGY PARTNERS INC
75041VAA2
3610000.000000000000
PA
USD
3870415.330000000000
0.0581581666
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.250000000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS INC
N/A
WESTINGHOUSE TLB 2.75
11284EAM5
1689397.510000000000
PA
USD
1674344.980000000000
0.0251592726
Long
LON
CORP
US
N
2
2025-08-01
Variable
3.250000000000
N
N
N
N
N
N
BUCKEYE PARTNERS
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS TLB 2.25
11823LAK1
518457.180000000000
PA
USD
512463.810000000000
0.0077004541
Long
LON
CORP
US
N
2
2026-11-01
Variable
2.345750000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AC2
4150000.000000000000
PA
USD
4132915.280000000000
0.0621025794
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
1.834400000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AD0
7700000.000000000000
PA
USD
7594941.200000000000
0.1141241490
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
2.084400000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAH3
1851000.000000000000
PA
USD
2064314.550000000000
0.0310190869
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.500000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAK6
2159000.000000000000
PA
USD
2195391.930000000000
0.0329886999
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.500000000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_18-1
N/A
RMIR_18-1
750496AB7
10031862.000000000000
PA
USD
10125694.020000000000
0.1521520947
Long
ABS-CBDO
CORP
BM
N
2
2028-03-25
Variable
2.784400000000
N
N
N
N
N
N
RADNOR REESSENT RMIR_21-1
N/A
RMIR_21-1
75279YAD3
18984000.000000000000
PA
USD
18983950.640000000000
0.2852592475
Long
ABS-CBDO
CORP
US
N
2
2033-12-27
Variable
3.200000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAL4
6733000.000000000000
PA
USD
6850153.060000000000
0.1029327111
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.750000000000
N
N
N
N
N
N
EAGLE RE LTD EMIR_19-1
N/A
EMIR_19-1
269822AB8
8572297.830000000000
PA
USD
8572299.540000000000
0.1288102652
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Variable
1.884400000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2 INC
N/A
REAL HERO MERGER SUB 2 INC
75602BAA7
1112000.000000000000
PA
USD
1150580.780000000000
0.0172890150
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.250000000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
N/A
REGIONALCARE HOSP PRTNR TL 3.75
75915TAD4
1522274.140000000000
PA
USD
1510689.630000000000
0.0227001321
Long
LON
CORP
US
N
2
2025-11-16
Variable
3.834630000000
N
N
N
N
N
N
EAGLE RE LTD EMIR_19-1
N/A
EMIR_19-1
269822AC6
6741000.000000000000
PA
USD
6808349.330000000000
0.1023045542
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Variable
3.384400000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAB6
41100000.000000000000
PA
USD
40814145.390000000000
0.6132871192
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
1.534400000000
N
N
N
N
N
N
BWAY HOLDING CO
N/A
BWAY HOLDING CO
12429TAD6
4229000.000000000000
PA
USD
4270866.970000000000
0.0641754881
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBM4
692000.000000000000
PA
USD
711895.000000000000
0.0106971745
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.750000000000
N
N
N
N
N
N
RESIDEO FUNDING INC
N/A
RESIDEO FUNDING INC
76119LAB7
2819000.000000000000
PA
USD
2819549.730000000000
0.0423675056
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.000000000000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS INC
N/A
REYNOLDS GROUP HLDGS INC TLB 2.75
76173FAU1
1714250.390000000000
PA
USD
1703262.050000000000
0.0255937902
Long
LON
CORP
US
N
2
2023-02-05
Variable
2.834630000000
N
N
N
N
N
N
RITCHIE BROS AUCTIONEERS INC
N/A
RITCHIE BROS AUCTIONEERS INC
767744AA3
1849000.000000000000
PA
USD
1897893.720000000000
0.0285183914
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
5.375000000000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
RIVERBED TECHNOLOGY INC TLB 6.0
76857MAK1
2039143.410000000000
PA
USD
1810371.910000000000
0.0272032591
Long
LON
CORP
US
N
2
2025-12-31
Variable
7.000000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBT9
5385000.000000000000
PA
USD
5626272.560000000000
0.0845422698
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBX0
2860000.000000000000
PA
USD
2997093.240000000000
0.0450353342
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
RIVERBED TECHNOLOGY INC TL 6.5
76857MAM7
956870.490000000000
PA
USD
730407.950000000000
0.0109753563
Long
LON
CORP
US
N
2
2026-12-31
Variable
7.500000000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
N/A
ROCKIES EXPRESS PIPELINE LLC
77340RAS6
2086000.000000000000
PA
USD
2145514.370000000000
0.0322392228
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.600000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CCO HOLDINGS CAP
1248EPCB7
2314000.000000000000
PA
USD
2526931.940000000000
0.0379705319
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.375000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCD3
2475000.000000000000
PA
USD
2616322.130000000000
0.0393137391
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
ROCKPOINT GAS STORAGE CANADA LTD
N/A
ROCKPOINT GAS STORAGE CANADA LTD
77381WAA4
3937000.000000000000
PA
USD
4016801.850000000000
0.0603578199
Long
DBT
CORP
CA
N
2
2023-03-31
Fixed
7.000000000000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA (REPUBLIC OF)
77586RAJ9
2246000.000000000000
PA
USD
2385153.470000000000
0.0358401208
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.000000000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAC4
9650000.000000000000
PA
USD
9598500.850000000000
0.1442303123
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
1.884400000000
N
N
N
N
N
N
EAGLE RE LTD EMIR_21-1
N/A
EMIR_21-1
26983BAC5
12725000.000000000000
PA
USD
12995435.520000000000
0.1952737987
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Variable
2.710000000000
N
N
N
N
N
N
AEP TEXAS INC
N/A
AEP TEXAS INC
00108WAK6
11560000.000000000000
PA
USD
12276058.190000000000
0.1844641923
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.450000000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG ISSUER LLC
00119LAA9
717000.000000000000
PA
USD
735438.760000000000
0.0110509509
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.250000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCE1
7378000.000000000000
PA
USD
7715840.540000000000
0.1159408233
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCK7
1297000.000000000000
PA
USD
1331255.520000000000
0.0200038946
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AN9
8000000.000000000000
PA
USD
9649271.040000000000
0.1449932023
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.875000000000
N
N
N
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 1LN TL 3.75
28253PAC3
888577.900000000000
PA
USD
863768.810000000000
0.0129792816
Long
LON
CORP
US
N
2
2025-10-01
Variable
3.838880000000
N
N
N
N
N
N
LEARFIELD COMMUNICATIONS LLC
549300177GK4LMS8T214
LEARFIELD COMMUNICATIONS TL 3.25
00165HAB9
660936.920000000000
PA
USD
628240.370000000000
0.0094401518
Long
LON
CORP
US
N
2
2023-12-01
Variable
4.250000000000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ON ASSIGNMENT INC
00191UAA0
3031000.000000000000
PA
USD
3161821.080000000000
0.0475105903
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CCO HOLDINGS CAP
1248EPCN1
3192000.000000000000
PA
USD
3338284.700000000000
0.0501621922
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.500000000000
N
N
N
N
N
N
CDK GLOBAL INC
N/A
CDK GLOBAL INC
12508EAF8
1467000.000000000000
PA
USD
1545273.590000000000
0.0232198023
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.875000000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R SMOKEY BUYER INC
12510CAA9
2452000.000000000000
PA
USD
2608065.710000000000
0.0391896753
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.750000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBC3
2886000.000000000000
PA
USD
3087448.950000000000
0.0463930496
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.000000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBF6
2769000.000000000000
PA
USD
2912401.190000000000
0.0437627229
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBG4
865000.000000000000
PA
USD
912784.620000000000
0.0137158097
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMD1
14653000.000000000000
PA
USD
14968834.130000000000
0.2249267521
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.550000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMG4
29676000.000000000000
PA
USD
31586823.100000000000
0.4746342612
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.800000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAS3
5646000.000000000000
PA
USD
5753612.760000000000
0.0864557266
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.625000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAV6
912000.000000000000
PA
USD
977058.400000000000
0.0146816092
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.750000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBJ8
2646000.000000000000
PA
USD
2748532.500000000000
0.0413003767
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.875000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBK5
2035000.000000000000
PA
USD
2069824.550000000000
0.0311018820
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.750000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAL1
17735000.000000000000
PA
USD
17762691.430000000000
0.2669081945
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
2.346000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAN7
4000000.000000000000
PA
USD
4006248.800000000000
0.0601992462
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
3.096000000000
N
N
N
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 2LN TL 7.75
28253PAD1
1686397.000000000000
PA
USD
1665317.040000000000
0.0250236157
Long
LON
CORP
US
N
2
2026-10-01
Variable
7.838880000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAH5
5582000.000000000000
PA
USD
5898506.490000000000
0.0886329487
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.250000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BC5
3201000.000000000000
PA
USD
3490759.830000000000
0.0524533350
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.125000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BG6
2913000.000000000000
PA
USD
2935263.300000000000
0.0441062567
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.500000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAK8
3477000.000000000000
PA
USD
3847548.310000000000
0.0578145591
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.125000000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
N/A
ELEMENT SOLUTIONS INC
28618MAA4
4241000.000000000000
PA
USD
4343488.180000000000
0.0652667189
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAW4
1107000.000000000000
PA
USD
1110218.930000000000
0.0166825242
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAA9
8588000.000000000000
PA
USD
9033831.760000000000
0.1357454040
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAN2
8490000.000000000000
PA
USD
8458181.180000000000
0.1270954842
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Variable
2.817000000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAQ5
16035000.000000000000
PA
USD
15391416.030000000000
0.2312766103
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Variable
3.513000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCB3
9630000.000000000000
PA
USD
11695373.160000000000
0.1757386231
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDA4
4120000.000000000000
PA
USD
5273500.170000000000
0.0792413928
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.850000000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BM1
1955000.000000000000
PA
USD
2087729.410000000000
0.0313709265
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.875000000000
N
N
N
N
N
N
CPI HOLDCO LLC
N/A
COLE-PARMER TL 4.0
12594WAK2
1855293.600000000000
PA
USD
1851323.270000000000
0.0278186081
Long
LON
CORP
US
N
2
2026-11-04
Variable
3.834630000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BH4
4143000.000000000000
PA
USD
4040032.070000000000
0.0607068850
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.250000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BJ0
2519000.000000000000
PA
USD
2552516.600000000000
0.0383549756
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.500000000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGMENT RR
N/A
RRAM_17-1A
78109AAE3
6500000.000000000000
PA
USD
6499350.000000000000
0.0976614260
Long
ABS-MBS
CORP
KY
N
2
2035-07-15
Variable
6.429600000000
N
N
N
N
N
N
RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC
N/A
RUSSELL INV MGMT COMP TLB 3.0
78249LAD2
4000000.000000000000
PA
USD
3993760.000000000000
0.0600115852
Long
LON
CORP
US
N
2
2025-05-30
Variable
4.500000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE COMPANY INC
00404AAN9
1685000.000000000000
PA
USD
1784789.460000000000
0.0268188486
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.500000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC
00404AAP4
2054000.000000000000
PA
USD
2147543.510000000000
0.0322697134
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAM8
15730000.000000000000
PA
USD
18741800.610000000000
0.2816206194
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.750000000000
N
N
N
N
N
N
ENCANA CORP
CZ72ZHBVKZXQRV3XFE26
ENCANA CORPORATION
292505AD6
126000.000000000000
PA
USD
168476.980000000000
0.0025315919
Long
DBT
CORP
CA
N
2
2034-08-15
Fixed
6.500000000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
CP ATLAS BUYER INC
12597YAA7
1728000.000000000000
PA
USD
1767468.370000000000
0.0265585761
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.000000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AH0
1064000.000000000000
PA
USD
1147510.090000000000
0.0172428738
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AS6
5078000.000000000000
PA
USD
5381297.360000000000
0.0808611898
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.375000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AZ0
3568000.000000000000
PA
USD
3937982.510000000000
0.0591734539
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.500000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES LP/EER
29260FAE0
1176000.000000000000
PA
USD
1237631.950000000000
0.0185970753
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.750000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP
29261AAA8
1540000.000000000000
PA
USD
1615520.380000000000
0.0242753543
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.500000000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD
N/A
ADANI PORTS AND SPECIAL ECONOMIC Z
00652MAE2
5000000.000000000000
PA
USD
5326362.650000000000
0.0800357223
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.375000000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD
N/A
ADANI PORTS & SPECIAL ECON ZONE
00652MAG7
3267000.000000000000
PA
USD
3467696.480000000000
0.0521067773
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.200000000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
ENERGIZER HOLDINGS INC TLB 2.25
29267YAS1
3233750.000000000000
PA
USD
3206263.130000000000
0.0481783916
Long
LON
CORP
US
N
2
2027-12-22
Variable
2.750000000000
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO
29273DAB6
923000.000000000000
PA
USD
906697.610000000000
0.0136243442
Long
DBT
CORP
IE
N
2
2027-07-31
Fixed
9.500000000000
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO
29273DAC4
1363000.000000000000
PA
USD
851581.970000000000
0.0127961580
Long
DBT
CORP
IE
N
2
2028-06-30
Fixed
6.000000000000
N
N
N
N
N
N
ENDURE DIGITAL INC
N/A
ENDURE DIGITAL INC TLB 3.5
29279UAB2
2153846.150000000000
PA
USD
2137024.610000000000
0.0321116528
Long
LON
CORP
US
N
2
2028-02-10
Variable
4.250000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BA4
3974000.000000000000
PA
USD
4198419.250000000000
0.0630868642
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BB2
1000000.000000000000
PA
USD
1001315.360000000000
0.0150461024
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.125000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBZ5
7195000.000000000000
PA
USD
8006930.280000000000
0.1203148359
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.950000000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS INC
30034TAA1
424000.000000000000
PA
USD
433908.910000000000
0.0065200617
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.000000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BD8
4778000.000000000000
PA
USD
4704594.530000000000
0.0706928247
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.625000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BF3
3235000.000000000000
PA
USD
3076798.080000000000
0.0462330061
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.375000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BK2
2428000.000000000000
PA
USD
2423106.950000000000
0.0364104226
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.000000000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAC3
8400000.000000000000
PA
USD
9060850.680000000000
0.1361513994
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
3.953000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78388JAV8
7614000.000000000000
PA
USD
7731243.570000000000
0.1161722744
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.875000000000
N
N
N
N
N
N
SEG HOLDING LLC
N/A
SEG HOLDING LLC/SEG FINANCE CORP
78397KAA0
745000.000000000000
PA
USD
782250.000000000000
0.0117543524
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.625000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS TLB 2.0
78404XAH8
2445792.940000000000
PA
USD
2421041.520000000000
0.0363793867
Long
LON
CORP
US
N
2
2025-04-11
Variable
1.840000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAD6
1761000.000000000000
PA
USD
1832018.860000000000
0.0275285335
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875000000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC
00653VAE1
5043000.000000000000
PA
USD
5106349.360000000000
0.0767297284
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.125000000000
N
N
N
N
N
N
AG MERGER SUB II INC
N/A
AG MERGER SUB II INC
00791GAA5
720000.000000000000
PA
USD
795427.910000000000
0.0119523682
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.750000000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAN9
3100000.000000000000
PA
USD
2951858.440000000000
0.0443556209
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAQ2
7525000.000000000000
PA
USD
6790022.720000000000
0.1020291723
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAE8
4190000.000000000000
PA
USD
4600269.050000000000
0.0691251949
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.300000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A
N/A
EART_20-3A
30166NAJ5
14309000.000000000000
PA
USD
14795412.990000000000
0.2223208675
Long
ABS-MBS
CORP
US
N
2
2026-08-17
Fixed
3.440000000000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
N/A
EXGEN RENEWABLES IV TLB 2.75
30204KAD8
2932488.870000000000
PA
USD
2922547.730000000000
0.0439151883
Long
LON
CORP
US
N
2
2027-12-15
Variable
3.500000000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
N/A
EXPORT-IMPORT BANK OF INDIA
30216JAE5
6200000.000000000000
PA
USD
6381350.620000000000
0.0958883275
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.250000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAE4
4180000.000000000000
PA
USD
4107741.340000000000
0.0617243073
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.125000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEQ7
2983000.000000000000
PA
USD
3140321.870000000000
0.0471875360
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.500000000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
3488000.000000000000
PA
USD
3507177.230000000000
0.0527000284
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
1085000.000000000000
PA
USD
1181888.740000000000
0.0177594590
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAS8
20960000.000000000000
PA
USD
16208676.110000000000
0.2435570360
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSM
N/A
CSMC_15-6R
12650EAU1
3615342.360000000000
PA
USD
3580927.190000000000
0.0538082202
Long
ABS-CBDO
CORP
US
N
2
2036-02-27
Fixed
3.750000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA_21-ESH
30227FAJ9
12000000.000000000000
PA
USD
12089961.600000000000
0.1816678421
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
2.343000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA_21-ESH
30227FAL4
8600000.000000000000
PA
USD
8675221.620000000000
0.1303568071
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
2.943000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AB7
2353000.000000000000
PA
USD
2524662.410000000000
0.0379364292
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AC5
649000.000000000000
PA
USD
689065.870000000000
0.0103541363
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.625000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AF8
4108000.000000000000
PA
USD
4221035.970000000000
0.0634267107
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.250000000000
N
N
N
N
N
N
ALCHEMY COPYRIGHTS LLC
N/A
ALCHEMY US HOLDCO 1 TLB 3.25
01374WAD7
1488768.740000000000
PA
USD
1485046.820000000000
0.0223148146
Long
LON
CORP
US
N
3
2028-03-10
Variable
3.500000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAN0
2196000.000000000000
PA
USD
2207794.250000000000
0.0331750613
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.750000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAP5
1264000.000000000000
PA
USD
1270412.780000000000
0.0190896511
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS GROWTH PROPERTIES HLDGS
12652AAA1
3261000.000000000000
PA
USD
3308173.590000000000
0.0497097325
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.250000000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAC2
3062000.000000000000
PA
USD
3245720.000000000000
0.0487712838
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.250000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AB7
2209000.000000000000
PA
USD
2307055.060000000000
0.0346665877
Long
DBT
CORP
NL
N
2
2026-09-30
Fixed
7.000000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AG6
1469000.000000000000
PA
USD
1549901.590000000000
0.0232893442
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.125000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAW0
1294000.000000000000
PA
USD
1304384.980000000000
0.0196001288
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.500000000000
N
N
N
N
N
N
SS&C TECH INC
N/A
SS&C TECHNOLOGIES INC TLB3 1.75
78466DBD5
202575.760000000000
PA
USD
199375.060000000000
0.0029958769
Long
LON
CORP
US
N
2
2025-04-16
Variable
1.834630000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAJ7
2453000.000000000000
PA
USD
2553416.690000000000
0.0383685007
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.000000000000
N
N
N
N
N
N
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-UVIL
N/A
CSMC_19-UVIL
12656DAL7
15300000.000000000000
PA
USD
13574719.980000000000
0.2039783225
Long
ABS-MBS
CORP
US
N
2
2041-12-15
Variable
3.392800000000
N
N
N
N
N
N
SS&C TECH INC
N/A
SS&C TECHNOLOGIES INC TLB4 1.75
78466DBE3
156006.790000000000
PA
USD
153541.880000000000
0.0023071721
Long
LON
CORP
US
N
2
2025-04-16
Variable
1.834630000000
N
N
N
N
N
N
SS&C TECH INC
N/A
SS&C TECHNOLOGIES INC TLB5 2.25
78466DBF0
3435810.290000000000
PA
USD
3386231.550000000000
0.0508826578
Long
LON
CORP
US
N
2
2025-04-16
Variable
1.834630000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA/FAGE USA D
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
9037000.000000000000
PA
USD
9302184.350000000000
0.1397777606
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.625000000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_19-1
N/A
FREED_19-1
30308XAC7
12350000.000000000000
PA
USD
12614345.580000000000
0.1895474127
Long
ABS-MBS
CORP
US
N
2
2026-06-18
Fixed
5.390000000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
1621000.000000000000
PA
USD
1654302.020000000000
0.0248581003
Long
DBT
CORP
FR
N
2
2025-09-15
Fixed
4.875000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC
78471RAB2
1695000.000000000000
PA
USD
1748102.470000000000
0.0262675775
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.625000000000
N
N
N
N
N
N
ALIXPARTNERS LLP
N/A
ALIXPARTNERS TLB 2.75
01642PBB1
1496250.000000000000
PA
USD
1486688.960000000000
0.0223394899
Long
LON
CORP
US
N
2
2028-02-04
Variable
3.250000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAA1
4626000.000000000000
PA
USD
4818579.220000000000
0.0724055971
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.750000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC
78471RAC0
3261000.000000000000
PA
USD
3384692.530000000000
0.0508595319
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.125000000000
N
N
N
N
N
N
SABRE GLBL INC
N/A
SABRE GLBL INC
78573NAC6
546000.000000000000
PA
USD
629301.600000000000
0.0094560982
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.250000000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
AMERICAN BATH GROUP LLC TLB1 3.75
12658HAG7
2021250.000000000000
PA
USD
2011830.980000000000
0.0302304511
Long
LON
CORP
US
N
2
2027-11-23
Variable
4.250000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
12810000.000000000000
PA
USD
16944754.920000000000
0.2546176045
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAB9
2289000.000000000000
PA
USD
2296483.220000000000
0.0345077317
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.250000000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
N/A
ALLIED UNIVERSAL TLB 3.75
01957TAH0
2464285.720000000000
PA
USD
2463250.720000000000
0.0370136364
Long
LON
CORP
US
N
2
2028-05-12
Variable
4.250000000000
N
N
N
N
N
N
SABRE GLBL INC
N/A
SABRE GLBL INC
78573NAF9
895000.000000000000
PA
USD
948927.800000000000
0.0142589093
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YAW0
8436000.000000000000
PA
USD
8678368.390000000000
0.1304040915
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F020695
56000000.000000000000
PA
USD
56796250.000000000000
0.8534396154
Long
ABS-MBS
USGA
US
N
2
2051-09-14
Fixed
2.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F022691
111000000.000000000000
PA
USD
115318593.750000000000
1.7328160979
Long
ABS-MBS
USGA
US
N
2
2051-09-14
Fixed
2.500000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBA7
4618000.000000000000
PA
USD
4914422.350000000000
0.0738457683
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.250000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBC3
1446000.000000000000
PA
USD
1555856.730000000000
0.0233788282
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.000000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBE9
4259000.000000000000
PA
USD
4751872.220000000000
0.0714032352
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.250000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBG4
2754000.000000000000
PA
USD
2973378.460000000000
0.0446789879
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.625000000000
N
N
N
N
N
N
CABLE ONE INC
N/A
CABLE ONE INC
12685JAC9
1322000.000000000000
PA
USD
1335552.220000000000
0.0200684583
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.000000000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
N/A
CABLEVISION LIGHTPATH LLC
12687GAB5
892000.000000000000
PA
USD
897284.960000000000
0.0134829066
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.625000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F030496
19000000.000000000000
PA
USD
20017168.040000000000
0.3007847207
Long
ABS-MBS
USGA
US
N
2
2036-09-16
Fixed
3.000000000000
N
N
N
N
N
N
FINASTRA USA INC
N/A
MISYS (FINASTRA)TLB 3.5
02034DAC1
4121191.460000000000
PA
USD
4069182.020000000000
0.0611449020
Long
LON
CORP
US
N
2
2024-06-13
Variable
4.500000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC TLB 3.0
02083JAC8
858672.240000000000
PA
USD
857444.340000000000
0.0128842480
Long
LON
CORP
US
N
2
2024-07-12
Variable
4.000000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAA9
1705000.000000000000
PA
USD
1850051.100000000000
0.0277994920
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.125000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTL TLB5 2.75
80875AAP6
3788655.910000000000
PA
USD
3752474.250000000000
0.0563859442
Long
LON
CORP
US
N
2
2024-08-14
Variable
2.834630000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO/THE
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE
810186AV8
3145000.000000000000
PA
USD
3188440.470000000000
0.0479105823
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.375000000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
SCRIPPS ESCROW INC
81104PAA7
201000.000000000000
PA
USD
206250.990000000000
0.0030991970
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.875000000000
N
N
N
N
N
N
SEDGWICK CLAIMS MANAGEMENT SERVI
N/A
SEDGWICK CMS HOLDINGS INC TLB2 4.0
81527CAM9
1484848.480000000000
PA
USD
1475018.780000000000
0.0221641299
Long
LON
CORP
US
N
2
2026-09-03
Variable
3.834630000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS RESORT
12770RAA1
2388000.000000000000
PA
USD
2510123.420000000000
0.0377179614
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.750000000000
N
N
N
N
N
N
CALI MORTGAGE TRUST CALI_19-101C
N/A
CALI_19-101C
129890AQ2
4700000.000000000000
PA
USD
4239689.050000000000
0.0637069981
Long
ABS-MBS
CORP
US
N
2
2039-03-10
Variable
4.468600000000
N
N
N
N
N
N
FREDDIE_MAC FHLMC_304
N/A
FHLMC_304
31325UQS8
3867757.100000000000
PA
USD
684491.170000000000
0.0102853953
Long
ABS-CBDO
USGA
US
N
2
2042-12-15
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_318
N/A
FHLMC_318
31325UVQ6
6498171.230000000000
PA
USD
1182184.350000000000
0.0177639009
Long
ABS-CBDO
USGA
US
N
2
2043-11-15
Variable
5.854500000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAC5
1305000.000000000000
PA
USD
1343050.120000000000
0.0201811242
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAF8
5232000.000000000000
PA
USD
5291739.710000000000
0.0795154663
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
N/A
ALTICE FRANCE HOLDING SA
02156TAA2
7406000.000000000000
PA
USD
7353071.840000000000
0.1104897384
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
N/A
ALTICE FRANCE HOLDING SA
02156TAB0
2585000.000000000000
PA
USD
2841472.510000000000
0.0426969246
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.500000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAT9
532000.000000000000
PA
USD
516172.080000000000
0.0077561758
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.125000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAZ5
7819000.000000000000
PA
USD
7298494.250000000000
0.1096696371
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.375000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP TLB 2.5
816194AV6
1552315.530000000000
PA
USD
1540673.160000000000
0.0231506747
Long
LON
CORP
US
N
2
2025-03-06
Variable
2.340000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP
816196AT6
6058000.000000000000
PA
USD
6414417.340000000000
0.0963851992
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
AMERICAN AIRLINES
N/A
AMERICAN AIRLINES INC TLB 2.0
02376CAX3
950000.000000000000
PA
USD
891157.000000000000
0.0133908258
Long
LON
CORP
US
N
2
2027-01-29
Variable
1.834630000000
N
N
N
N
N
N
AMERICAN AIRLINES
N/A
AMERICAN AIRLINES INC TLB 1.75
02376CBB0
1702149.040000000000
PA
USD
1594113.640000000000
0.0239536894
Long
LON
CORP
US
N
2
2025-06-27
Variable
1.837880000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XBD3
8905000.000000000000
PA
USD
8567471.650000000000
0.1287377197
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.000000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CK0
894000.000000000000
PA
USD
920380.430000000000
0.0138299469
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
2705000.000000000000
PA
USD
2787035.910000000000
0.0418789419
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP TLB5 2.5
13134MBT9
1327086.530000000000
PA
USD
1314917.150000000000
0.0197583887
Long
LON
CORP
US
N
2
2027-12-16
Variable
2.590000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_326
N/A
FHLMC_326
31325VB86
1279372.850000000000
PA
USD
219500.340000000000
0.0032982862
Long
ABS-CBDO
USGA
US
N
2
2044-03-15
Variable
5.904500000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-118
N/A
FNMA_12-118
3136A93Z9
834378.820000000000
PA
USD
8378.000000000000
0.0001258907
Long
ABS-CBDO
USGA
US
N
2
2039-12-25
Fixed
3.500000000000
N
N
N
N
N
N
CALPINE CONSTRUCTION FINANCE COMPANY LP
N/A
CALPINE CONSTRUCTION FIN TL 2.5
13134NAG6
1465822.770000000000
PA
USD
1442003.150000000000
0.0216680259
Long
LON
CORP
US
N
2
2025-01-15
Variable
2.084630000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
CAMELOT FINANCE SA
13323AAB6
1384000.000000000000
PA
USD
1443575.760000000000
0.0216916564
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.500000000000
N
N
N
N
N
N
SHEA HOMES LP/SHEA HOMES FUNDING CORP
N/A
SHEA HOMES LP/SHEA HOMES FNDG CORP
82088KAE8
2763000.000000000000
PA
USD
2848202.020000000000
0.0427980445
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
SHEA HOMES LP/SHEA HOMES FUNDING CORP
N/A
SHEA HOMES LP/SHEA HOMES FNDG CORP
82088KAG3
309000.000000000000
PA
USD
318949.750000000000
0.0047926466
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.750000000000
N
N
N
N
N
N
CANPACK SA/EASTERN PA LAND INVESTMENT HOLDING LLC
N/A
CANPACK SA/EASTERN PA LAND INVEST
13805AAA5
1524000.000000000000
PA
USD
1554523.650000000000
0.0233587969
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
3.125000000000
N
N
N
N
N
N
CARESTREAM HEALTH INC
N/A
CARESTREAM HEALTH 1ST LN TL 6.75
14173VAN3
608252.960000000000
PA
USD
610533.910000000000
0.0091740885
Long
LON
CORP
US
N
2
2023-05-08
Variable
7.750000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-131
N/A
FNMA_12-131
3136AACA1
3353398.560000000000
PA
USD
191799.640000000000
0.0028820461
Long
ABS-CBDO
USGA
US
N
2
2040-01-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-129
N/A
FNMA_12-129
3136AADU6
2483063.180000000000
PA
USD
139254.650000000000
0.0020924874
Long
ABS-CBDO
USGA
US
N
2
2041-01-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-139
N/A
FNMA_12-139
3136AAJN6
1001196.670000000000
PA
USD
34605.960000000000
0.0005200008
Long
ABS-CBDO
USGA
US
N
2
2040-04-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-133
N/A
FNMA_12-133
3136AAXT7
1085291.100000000000
PA
USD
44055.660000000000
0.0006619952
Long
ABS-CBDO
USGA
US
N
2
2031-07-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-6
N/A
FNMA_13-6
3136ABP72
1495900.040000000000
PA
USD
58834.500000000000
0.0008840670
Long
ABS-CBDO
USGA
US
N
2
2040-02-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-1
N/A
FNMA_13-1
3136ABYL1
2440358.450000000000
PA
USD
333093.550000000000
0.0050051761
Long
ABS-CBDO
USGA
US
N
2
2043-02-25
Fixed
3.500000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_13-4A
14310KAW1
11725000.000000000000
PA
USD
11725386.930000000000
0.1761896201
Long
ABS-MBS
CORP
KY
N
2
2031-01-15
Variable
1.546100000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_15-4A
14311NAN4
14400000.000000000000
PA
USD
14399899.200000000000
0.2163777439
Long
ABS-MBS
CORP
KY
N
2
2032-07-20
Variable
1.934300000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
SHIFT4 PAYMENTS LLC/SHIFT4 FIN
82453AAA5
2532000.000000000000
PA
USD
2628451.500000000000
0.0394959991
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.625000000000
N
N
N
N
N
N
SIMMONS FOODS INC
N/A
SIMMONS FOODS INC/SIMMONS PREP
82873MAA1
1679000.000000000000
PA
USD
1709058.250000000000
0.0256808859
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.625000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_16-3A
14311WAE4
11400000.000000000000
PA
USD
11402029.200000000000
0.1713307378
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Variable
7.148100000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BL5
8193000.000000000000
PA
USD
8712990.540000000000
0.1309243356
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION
143658BN1
4543000.000000000000
PA
USD
4642722.260000000000
0.0697631111
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAR5
2197000.000000000000
PA
USD
2349932.750000000000
0.0353108824
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.377000000000
N
N
N
N
N
N
AMERICAN AIRLINES
N/A
AMERICAN AIRLINES INC
023771S58
1807000.000000000000
PA
USD
2244711.160000000000
0.0337297872
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.750000000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAU4
195000.000000000000
PA
USD
204923.690000000000
0.0030792525
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.500000000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAY6
3105000.000000000000
PA
USD
3200346.850000000000
0.0480894916
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AF4
4311000.000000000000
PA
USD
4451348.360000000000
0.0668874623
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.000000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_18-2
N/A
ACAR_18-2
02529KAL7
12824000.000000000000
PA
USD
13312755.980000000000
0.2000419630
Long
ABS-MBS
CORP
US
N
2
2025-07-10
Fixed
6.290000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_18-4
N/A
ACAR_18-4
02529MAL3
6515000.000000000000
PA
USD
6810401.830000000000
0.1023353957
Long
ABS-MBS
CORP
US
N
2
2025-10-13
Fixed
6.940000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAS3
8477000.000000000000
PA
USD
9235186.270000000000
0.1387710248
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.577000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAE8
342000.000000000000
PA
USD
358570.390000000000
0.0053879997
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.000000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAH1
877000.000000000000
PA
USD
866449.430000000000
0.0130195615
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.125000000000
N
N
N
N
N
N
CCM MERGER
N/A
CCM MERGER INC
14985VAE1
2209000.000000000000
PA
USD
2328139.960000000000
0.0349834165
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-101
N/A
FNMA_13-101
3136AGA93
9448413.650000000000
PA
USD
1745219.320000000000
0.0262242543
Long
ABS-CBDO
USGA
US
N
2
2043-10-25
Variable
5.815600000000
N
N
N
N
N
N
FANNIE MAE FNMA_14-93
N/A
FNMA_14-93
3136AMDR7
16105258.170000000000
PA
USD
3202264.850000000000
0.0481183121
Long
ABS-CBDO
USGA
US
N
2
2045-01-25
Variable
6.065600000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
N/A
SINCLAIR TELEVISION GRP TLB3 3.0
82925BAF2
1252963.560000000000
PA
USD
1240697.050000000000
0.0186431325
Long
LON
CORP
US
N
2
2028-04-01
Variable
3.090000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBA5
574000.000000000000
PA
USD
601867.400000000000
0.0090438626
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.000000000000
N
N
N
N
N
N
ANGOLA (REPUBLIC OF)
549300QHR2R3J8JSGK83
ANGOLA (REPUBLIC OF)
035198AD2
8800000.000000000000
PA
USD
9288078.180000000000
0.1395657965
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.000000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBC1
1278000.000000000000
PA
USD
1398647.460000000000
0.0210165486
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.500000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBG2
3750000.000000000000
PA
USD
3841186.840000000000
0.0577189695
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-26
N/A
FNMA_16-26
3136AR3V8
14623883.640000000000
PA
USD
3588796.100000000000
0.0539264610
Long
ABS-CBDO
USGA
US
N
2
2046-05-25
Variable
5.965600000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-42
N/A
FNMA_16-42
3136AS2T2
31661863.380000000000
PA
USD
6977207.680000000000
0.1048418767
Long
ABS-CBDO
USGA
US
N
2
2046-07-25
Variable
5.915600000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBL1
3013000.000000000000
PA
USD
3070021.090000000000
0.0461311727
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.125000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP
83001AAB8
1889000.000000000000
PA
USD
1911246.980000000000
0.0287190420
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.875000000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
N/A
SIX FLAGS PREMIER PARKS TLB 1.75
83002CAJ6
3799375.000000000000
PA
USD
3692270.620000000000
0.0554813041
Long
LON
CORP
US
N
2
2026-04-17
Variable
1.840000000000
N
N
N
N
N
N
SOUTH AFRICA (REPUBLIC OF)
N/A
SOUTH AFRICA (REPUBLIC OF)
836205BA1
4800000.000000000000
PA
USD
5079885.790000000000
0.0763320778
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.850000000000
N
N
N
N
N
N
SOUTH AFRICA (REPUBLIC OF)
N/A
SOUTH AFRICA (REPUBLIC OF)
836205BB9
4000000.000000000000
PA
USD
4030987.080000000000
0.0605709719
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.750000000000
N
N
N
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
14550000.000000000000
PA
USD
17492996.050000000000
0.2628556607
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.400000000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
N/A
SURGERY CENTER HOLDINGS INC
84611WAB0
2751000.000000000000
PA
USD
2799464.310000000000
0.0420656953
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.750000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
N/A
SPECTRUM BRANDS INC
84762LAU9
1506000.000000000000
PA
USD
1541149.450000000000
0.0231578316
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.750000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AF3
1025000.000000000000
PA
USD
1066746.540000000000
0.0160292934
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AK2
1171000.000000000000
PA
USD
1253628.710000000000
0.0188374480
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-31
N/A
FNMA_16-31
3136ASJN7
9341133.790000000000
PA
USD
1679592.840000000000
0.0252381287
Long
ABS-CBDO
USGA
US
N
2
2046-06-25
Variable
5.915600000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-47
N/A
FNMA_17-47
3136AWXB8
10712667.430000000000
PA
USD
2724716.610000000000
0.0409425111
Long
ABS-CBDO
USGA
US
N
2
2047-06-25
Variable
6.015600000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150191AJ3
1537000.000000000000
PA
USD
1551160.550000000000
0.0233082618
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.375000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC TLB 4.75
15134NAF3
1982971.430000000000
PA
USD
1987373.630000000000
0.0298629467
Long
LON
CORP
US
N
2
2026-07-14
Variable
5.75
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAL3
2537000.000000000000
PA
USD
2678284.920000000000
0.0402448129
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.625000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAP4
3440000.000000000000
PA
USD
3708244.290000000000
0.0557213299
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAW1
6905000.000000000000
PA
USD
7146110.380000000000
0.1073798656
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAZ4
991000.000000000000
PA
USD
1004832.380000000000
0.0150989504
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.625000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
N/A
SPRINT CAPITAL CORPORATION
852060AD4
5605000.000000000000
PA
USD
7310427.520000000000
0.1098489504
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
N/A
SPRINT CAPITAL CORPORATION
852060AT9
1818000.000000000000
PA
USD
2786556.150000000000
0.0418717329
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
1245000.000000000000
PA
USD
1433179.600000000000
0.0215354402
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125000000000
N
N
N
N
N
N
SQUARE INC
N/A
SQUARE INC
852234AL7
769000.000000000000
PA
USD
790921.880000000000
0.0118846590
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.750000000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-56
N/A
FNMA_17-56
3136AXBQ7
33997719.190000000000
PA
USD
7548506.790000000000
0.1134264099
Long
ABS-CBDO
USGA
US
N
2
2047-07-25
Variable
6.065600000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-76
N/A
FNMA_18-76
3136B3GB0
11353794.040000000000
PA
USD
2691257.920000000000
0.0404397495
Long
ABS-CBDO
USGA
US
N
2
2048-10-25
Variable
6.065600000000
N
N
N
N
N
N
SQUARE INC
N/A
SQUARE INC
852234AM5
2580000.000000000000
PA
USD
2683541.390000000000
0.0403237983
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.500000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AN2
2503000.000000000000
PA
USD
2535654.860000000000
0.0381016054
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.500000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (ALBERTA)
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAF6
1757000.000000000000
PA
USD
2375338.970000000000
0.0356926448
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.750000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (ALBERTA)
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAM1
495000.000000000000
PA
USD
550075.780000000000
0.0082656243
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.250000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AP7
494000.000000000000
PA
USD
481729.020000000000
0.0072386228
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.750000000000
N
N
N
N
N
N
STONEPEAK LONESTAR HOLDINGS LLC
N/A
STONEPEAK LONESTAR TLB 4.5
86184NAC0
1211235.280000000000
PA
USD
1214009.010000000000
0.0182421090
Long
LON
CORP
US
N
2
2026-10-19
Variable
4.633880000000
N
N
N
N
N
N
FNMA_19-8
N/A
FNMA_19-8
3136B3W55
35428509.280000000000
PA
USD
6781346.160000000000
0.1018987954
Long
ABS-CBDO
USGA
US
N
2
2049-03-25
Variable
5.915600000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-67
N/A
FNMA_19-67
3136B64Z3
32094131.990000000000
PA
USD
7369310.160000000000
0.1107337408
Long
ABS-CBDO
USGA
US
N
2
2049-11-25
Variable
5.965600000000
N
N
N
N
N
N
STONN_20-1
N/A
STONN_20-1
86207LAA1
11754004.660000000000
PA
USD
11754004.660000000000
0.1766196398
Long
ABS-CBDO
CORP
US
N
3
2024-07-28
Variable
5.500000000000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP
86765LAL1
5389000.000000000000
PA
USD
5539439.000000000000
0.0832374794
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
SUPERIOR PLUS LP AND SUPERIOR GENERAL PARTNER INC
N/A
SUPERIOR PLUS LP/SUPERIOR GEN
86828LAC6
1769000.000000000000
PA
USD
1833738.320000000000
0.0275543707
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.500000000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
N/A
SURGERY CENTER HOLDINGS INC
86881WAD4
2041000.000000000000
PA
USD
2219100.970000000000
0.0333449599
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.000000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (ALBERTA)
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAS8
3577000.000000000000
PA
USD
4060587.720000000000
0.0610157611
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.375000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC
15137NAA1
8845000.000000000000
PA
USD
9066097.230000000000
0.1362302359
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.500000000000
N
N
N
N
N
N
SWITCH INC
N/A
SWITCH LTD
87105NAA8
825000.000000000000
PA
USD
839845.650000000000
0.0126198041
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.750000000000
N
N
N
N
N
N
SWITCH INC
N/A
SWITCH LTD
87105NAC4
1902000.000000000000
PA
USD
1964823.350000000000
0.0295240986
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
FANNIE MAE FNMA_21-3
N/A
FNMA_21-3
3136BDR42
124794506.940000000000
PA
USD
20377370.570000000000
0.3061972455
Long
ABS-CBDO
USGA
US
N
2
2051-02-25
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4120
N/A
FHLMC_4120
3137AV7D3
932792.200000000000
PA
USD
23083.340000000000
0.0003468581
Long
ABS-CBDO
USGA
US
N
2
2039-11-15
Fixed
3.500000000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
SYNEOS HEALTH INC
87166BAA0
1077000.000000000000
PA
USD
1072015.120000000000
0.0161084609
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.625000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAV7
3940000.000000000000
PA
USD
4206589.460000000000
0.0632096325
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.750000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
9580000.000000000000
PA
USD
10730186.970000000000
0.1612354097
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABR5
955000.000000000000
PA
USD
972584.200000000000
0.0146143783
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.250000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4147
N/A
FHLMC_4147
3137AXDF7
5618254.090000000000
PA
USD
304352.620000000000
0.0045733052
Long
ABS-CBDO
USGA
US
N
2
2041-01-15
Fixed
3.500000000000
N
N
N
N
N
N
FHLMC_4174
N/A
FHLMC_4174
3137B0GB4
590002.380000000000
PA
USD
6420.640000000000
0.0000964787
Long
ABS-CBDO
USGA
US
N
2
2039-05-15
Variable
6.104500000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AX4
1167000.000000000000
PA
USD
1285608.860000000000
0.0193179925
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.750000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AZ9
2486000.000000000000
PA
USD
2691735.270000000000
0.0404469224
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.625000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4515
N/A
FHLMC_4515
3137BLBT4
5601935.730000000000
PA
USD
323760.510000000000
0.0048649347
Long
ABS-CBDO
USGA
US
N
2
2038-08-15
Variable
1.878200000000
N
N
N
N
N
N
FANNIE MAE FHLMC_4620
N/A
FHLMC_4620
3137BSAF0
13203476.800000000000
PA
USD
836094.320000000000
0.0125634353
Long
ABS-CBDO
USGA
US
N
2
2042-11-15
Variable
1.707300000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BA3
3898000.000000000000
PA
USD
4341891.030000000000
0.0652427196
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.500000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BB1
2452000.000000000000
PA
USD
2534928.060000000000
0.0380906843
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABS3
3904000.000000000000
PA
USD
3967553.100000000000
0.0596177915
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABT1
2170000.000000000000
PA
USD
2230149.380000000000
0.0335109770
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACE3
4756000.000000000000
PA
USD
5054841.450000000000
0.0759557531
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBE1
1236000.000000000000
PA
USD
1281148.940000000000
0.0192509762
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.375000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBG6
5769000.000000000000
PA
USD
6059028.860000000000
0.0910450120
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBQ4
4850000.000000000000
PA
USD
5354581.540000000000
0.0804597488
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.500000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BC9
1119000.000000000000
PA
USD
1148523.070000000000
0.0172580952
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAC8
982000.000000000000
PA
USD
1032439.830000000000
0.0155137892
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.375000000000
N
N
N
N
N
N
FHLMC_4903
N/A
FHLMC_4903
3137FN5P1
37620661.600000000000
PA
USD
7420442.250000000000
0.1115020689
Long
ABS-CBDO
USGA
US
N
2
2049-08-25
Variable
5.965600000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138AFAW0
591703.090000000000
PA
USD
642055.310000000000
0.0096477397
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
4.000000000000
N
N
N
N
N
N
CHAMPIONX HOLDING INC
N/A
APERGY CORP TLB 5.0
15872EAB8
1443037.980000000000
PA
USD
1461075.950000000000
0.0219546202
Long
LON
CORP
US
N
2
2027-06-03
Variable
6.000000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AE7
681000.000000000000
PA
USD
713425.240000000000
0.0107201684
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.250000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AG2
1124000.000000000000
PA
USD
1159684.890000000000
0.0174258164
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.750000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AJ6
900000.000000000000
PA
USD
960464.350000000000
0.0144322614
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.000000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP / TARG
87612BBS0
2084000.000000000000
PA
USD
2265856.110000000000
0.0340475184
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.875000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBT8
1865000.000000000000
PA
USD
1952908.530000000000
0.0293450625
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.000000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
N/A
CHARTER COMM OPT/OPT CAP
161175BL7
4290000.000000000000
PA
USD
5276428.700000000000
0.0792853979
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.375000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
N/A
CHARTER COMM OPT/OPT CAP
161175BT0
10425000.000000000000
PA
USD
12234249.990000000000
0.1838359682
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.800000000000
N
N
N
N
N
N
FANNIE MAE FNMA_06-5
N/A
FNMA_06-5
31394VL81
4653647.740000000000
PA
USD
4.650000000000
0.0000000699
Long
ABS-CBDO
USGA
US
N
2
2034-08-25
Variable
0.000000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
N/A
CHARTER COMM OPT/OPT CAP
161175BY9
878000.000000000000
PA
USD
871397.440000000000
0.0130939119
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.850000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
N/A
CHARTER COMMUNICATIONS TLB2 1.75
16117LBX6
673289.000000000000
PA
USD
666078.070000000000
0.0100087138
Long
LON
CORP
US
N
2
2027-02-01
Variable
1.840000000000
N
N
N
N
N
N
CHARTER NEX US HOLDINGS INC
N/A
CHARTER NEX FILMS TL 3.75
16125TAJ1
2190000.000000000000
PA
USD
2189649.600000000000
0.0329024137
Long
LON
CORP
US
N
2
2027-12-01
Variable
4.500000000000
N
N
N
N
N
N
CHEMOURS COMPANY
N/A
CHEMOURS COMPANY TLB 1.25
16384YAF4
3682456.390000000000
PA
USD
3598054.490000000000
0.0540655807
Long
LON
CORP
US
N
2
2025-04-03
Variable
1.840000000000
N
N
N
N
N
N
FILTRATION GROUP INC
N/A
FILTRATION GROUP INC TLB 3.75
31732FAQ9
496250.000000000000
PA
USD
496250.000000000000
0.0074568199
Long
LON
CORP
US
N
2
2025-03-29
Variable
4.500000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAD3
3928000.000000000000
PA
USD
4064920.060000000000
0.0610808603
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.625000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAG6
2011000.000000000000
PA
USD
2167087.990000000000
0.0325633953
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
877249AD4
695000.000000000000
PA
USD
747799.820000000000
0.0112366924
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.625000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724LAA3
1265000.000000000000
PA
USD
1333485.440000000000
0.0200374021
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.875000000000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
N/A
TAYLOR MORRISON COMMUNITIES INC
87724RAB8
1294000.000000000000
PA
USD
1458628.790000000000
0.0219178483
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.750000000000
N
N
N
N
N
N
TEACHERS INS & ANN ASSOC OF AMER
N/A
TEACHERS INSURANCE & ANNUITY
878091BD8
8875000.000000000000
PA
USD
11720949.710000000000
0.1761229450
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.900000000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INCORPORATED
879369AF3
1903000.000000000000
PA
USD
2000374.570000000000
0.0300583032
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.625000000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369AG1
710000.000000000000
PA
USD
739774.940000000000
0.0111161078
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.250000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAH4
1740000.000000000000
PA
USD
1833575.030000000000
0.0275519170
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAK5
2979000.000000000000
PA
USD
3145255.520000000000
0.0472616706
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.625000000000
N
N
N
N
N
N
TELESAT LLC
N/A
TELESAT LLC TLB 2.75
87951YAU5
3179765.130000000000
PA
USD
2933078.950000000000
0.0440734339
Long
LON
CORP
US
N
2
2026-12-07
Variable
2.860000000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
N/A
TEMPO ACQUISITION LLC TLB 3.25
88023HAD2
2663510.500000000000
PA
USD
2662951.160000000000
0.0400144026
Long
LON
CORP
US
N
2
2026-11-02
Variable
3.750000000000
N
N
N
N
N
N
FINCO 1 LLC
N/A
FORTRESS INVESTMENT GROUP TLB 2.5
31774BAE4
2278440.930000000000
PA
USD
2260942.500000000000
0.0339736848
Long
LON
CORP
US
N
2
2025-06-27
Variable
2.584630000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
FIRST BRANDS TLB 5.0
31935HAD9
3484171.360000000000
PA
USD
3505947.430000000000
0.0526815490
Long
LON
CORP
US
N
2
2027-03-30
Variable
6.000000000000
N
N
N
N
N
N
CHEVRON USA INC.
N/A
CHEVRON USA INC
166756AU0
2725000.000000000000
PA
USD
3756059.690000000000
0.0564398202
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.250000000000
N
N
N
N
N
N
CHMSR_18-GT1
N/A
CHMSR_18-GT1
17026XAA9
13500000.000000000000
PA
USD
13522893.300000000000
0.2031995573
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Variable
2.834400000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/TEMPO ACQUISITION FINANCE CORP
N/A
TEMPO ACQUISITION LLC/TEMPO FIN
88023JAD8
1085000.000000000000
PA
USD
1145226.710000000000
0.0172085629
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.750000000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
N/A
TENCENT HOLDINGS LTD
88032WAV8
6400000.000000000000
PA
USD
6302220.030000000000
0.0946992845
Long
DBT
CORP
KY
N
2
2050-06-03
Fixed
3.240000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCS7
1244000.000000000000
PA
USD
1261314.370000000000
0.0189529353
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCX6
3881000.000000000000
PA
USD
4051580.930000000000
0.0608804220
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.250000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDA5
4134000.000000000000
PA
USD
4350743.880000000000
0.0653757455
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.125000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDE7
1954000.000000000000
PA
USD
2093653.570000000000
0.0314599449
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.500000000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRUST
33829TAA4
22756000.000000000000
PA
USD
24659770.370000000000
0.3705460297
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419000000000
N
N
N
N
N
N
510 ASSETS BACKED TRUST FTAB_21-NPL2
N/A
FTAB_21-NPL2
33835JAA8
26700736.830000000000
PA
USD
26727856.770000000000
0.4016217937
Long
ABS-CBDO
CORP
US
N
2
2061-06-25
Variable
2.115600000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDJ6
6004000.000000000000
PA
USD
6347981.050000000000
0.0953869050
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC
880349AS4
3008000.000000000000
PA
USD
3394628.890000000000
0.0510088390
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.875000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX TLB 3.5
33936HAJ1
1063457.830000000000
PA
USD
1056619.800000000000
0.0158771256
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.000000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAA3
694000.000000000000
PA
USD
702235.680000000000
0.0105520303
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.875000000000
N
N
N
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871502
300.000000000000
NS
USD
4647.000000000000
0.0000698274
Long
EC
CORP
US
N
1
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BD8
5937000.000000000000
PA
USD
5910319.540000000000
0.0888104555
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BF3
1648000.000000000000
PA
USD
1565642.220000000000
0.0235258682
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.250000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MS7
7385000.000000000000
PA
USD
7628090.490000000000
0.1146222614
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.572000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAC9
2869000.000000000000
PA
USD
3007384.380000000000
0.0451899724
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.875000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CQ1
3697000.000000000000
PA
USD
3987544.240000000000
0.0599181851
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.750000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MY4
13081000.000000000000
PA
USD
13468012.770000000000
0.2023749040
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.561000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6
N/A
CMLTI_10-6
17316YAD0
326243.770000000000
PA
USD
325612.980000000000
0.0048927705
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
2.749300000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CV0
1235000.000000000000
PA
USD
1366501.070000000000
0.0205335061
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.500000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CW8
779000.000000000000
PA
USD
949243.650000000000
0.0142636554
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.000000000000
N
N
N
N
N
N
CMLTI_14-C
N/A
CMLTI_14-C
17323GAC2
5057518.580000000000
PA
USD
5166794.360000000000
0.0776379953
Long
ABS-CBDO
CORP
US
N
2
2054-02-25
Fixed
4.250000000000
N
N
N
N
N
N
CITYCENTER HOLDINGS LLC
N/A
CITYCENTER HOLDINGS LLC TLB 2.25
17875LAL3
2479354.740000000000
PA
USD
2472958.000000000000
0.0371595013
Long
LON
CORP
US
N
2
2024-04-18
Variable
3.000000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP
18060TAA3
799000.000000000000
PA
USD
847911.270000000000
0.0127410008
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS CORP
18064PAC3
1912000.000000000000
PA
USD
1944938.600000000000
0.0292253036
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.875000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CREDIT COMPANY LLC
345370CX6
233000.000000000000
PA
USD
332128.950000000000
0.0049906817
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.625000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A60
6663000.000000000000
PA
USD
7307860.930000000000
0.1098103840
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS CORP
18064PAD1
4350000.000000000000
PA
USD
4485081.900000000000
0.0673943539
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.875000000000
N
N
N
N
N
N
VERICAST CORP
N/A
HARLAND CLARKE HLDGS CRP TLB7 4.75
181593AN4
598291.200000000000
PA
USD
562393.730000000000
0.0084507179
Long
LON
CORP
US
N
2
2023-11-03
Variable
5.750000000000
N
N
N
N
N
N
CLEAR CHANNEL INTERNATIONAL BV
N/A
CLEAR CHANNEL INTERNATIONAL B.V.
18452MAB2
3019000.000000000000
PA
USD
3152480.280000000000
0.0473702323
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.625000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS
18453HAA4
5043000.000000000000
PA
USD
5188392.460000000000
0.0779625357
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.125000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAE3
2268000.000000000000
PA
USD
2449153.980000000000
0.0368018140
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.000000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAG8
3263000.000000000000
PA
USD
3433373.010000000000
0.0515910213
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A86
7247000.000000000000
PA
USD
7754004.610000000000
0.1165142895
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B28
1566000.000000000000
PA
USD
1621207.800000000000
0.0243608154
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B36
755000.000000000000
PA
USD
796577.970000000000
0.0119696493
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.000000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B51
1844000.000000000000
PA
USD
1839928.340000000000
0.0276473840
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
COX MEDIA GROUP TLB 3.5
88145LAE4
2098206.240000000000
PA
USD
2084756.740000000000
0.0313262582
Long
LON
CORP
US
N
2
2026-12-17
Variable
3.584630000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_20-1
N/A
THRM_20-1A
88337YAA2
4576215.950000000000
PA
USD
4594672.740000000000
0.0690411028
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.480000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_20-1
N/A
THRM_20-1A
88337YAB0
4000000.000000000000
PA
USD
4090246.000000000000
0.0614614164
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
3.950000000000
N
N
N
N
N
N
THOR INDUSTRIES INC
N/A
THOR INDUSTRIES TLB 3.0
88516DAD5
2000000.000000000000
PA
USD
1997500.000000000000
0.0300151090
Long
LON
CORP
US
N
2
2026-02-01
Variable
3.125000000000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO SOFTWARE 2ND LN TL 7.25
88632NAN0
750000.000000000000
PA
USD
756097.500000000000
0.0113613761
Long
LON
CORP
US
N
2
2028-03-03
Variable
7.250000000000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO SOFTWARE TLB3 3.75
88632NAP5
1509311.880000000000
PA
USD
1497992.040000000000
0.0225093338
Long
LON
CORP
US
N
2
2026-06-30
Variable
3.840000000000
N
N
N
N
N
N
TOORAK MORTGAGE TRUST TRK_21-1
N/A
TRK_21-1
89053BAA2
15000000.000000000000
PA
USD
15013786.500000000000
0.2256022216
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Variable
2.239500000000
N
N
N
N
N
N
TOSCA SERVICES LLC
N/A
TOSCA SERVICES LLC TL 3.5
89148PAF7
995000.000000000000
PA
USD
992512.500000000000
0.0149138277
Long
LON
CORP
US
N
2
2027-08-18
Variable
4.250000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397WW9
3700000.000000000000
PA
USD
3859068.440000000000
0.0579876644
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.664000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397ZQ9
3795000.000000000000
PA
USD
4112558.730000000000
0.0617966950
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.584000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397ZX4
3000000.000000000000
PA
USD
3165144.000000000000
0.0475605217
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.063000000000
N
N
N
N
N
N
FOUR SEASONS HOTELS LTD
N/A
FOUR SEASONS HOTELS LTD TLB 2.0
35100DAR7
2465293.810000000000
PA
USD
2446409.660000000000
0.0367605770
Long
LON
CORP
CA
N
2
2023-11-30
Variable
2.084630000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3
N/A
STACR_18-DNA3
35563WAH7
18330000.000000000000
PA
USD
18560314.620000000000
0.2788935497
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
2.184400000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1
N/A
STACR_21-DNA1
35564KBD0
10400000.000000000000
PA
USD
10418854.160000000000
0.1565572179
Long
ABS-CBDO
CORP
US
N
2
2051-01-25
Variable
2.700000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS
18453HAC0
5282000.000000000000
PA
USD
5510707.170000000000
0.0828057452
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.750000000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC.
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC
18453HAD8
3214000.000000000000
PA
USD
3325717.000000000000
0.0499733457
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BB2
2345000.000000000000
PA
USD
2428993.590000000000
0.0364988772
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.375000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BE6
7663000.000000000000
PA
USD
8046461.350000000000
0.1209088431
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAC9
4073000.000000000000
PA
USD
4315699.600000000000
0.0648491583
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.750000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAD7
8020000.000000000000
PA
USD
8156892.660000000000
0.1225682212
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
COGECO COMMUNICATIONS (USA) II LP
N/A
ATLANTIC BROADBAND TLB 2.0
19239PAB3
3367919.860000000000
PA
USD
3330367.550000000000
0.0500432265
Long
LON
CORP
US
N
2
2025-01-03
Variable
2.084630000000
N
N
N
N
N
N
COLD STORAGE TRUST COLD_20-ICE5
N/A
COLD_20-ICE5
193051AS8
16759988.420000000000
PA
USD
16864733.320000000000
0.2534151730
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Variable
3.588000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BH9
1059000.000000000000
PA
USD
1119860.600000000000
0.0168274032
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BK2
2772000.000000000000
PA
USD
2968101.430000000000
0.0445996935
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.000000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325BR5
11100000.000000000000
PA
USD
12394413.850000000000
0.1862426444
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.625000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325CU7
11200000.000000000000
PA
USD
11724290.140000000000
0.1761731394
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.000000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DQ5
7147000.000000000000
PA
USD
7663000.890000000000
0.1151468368
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.200000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DR3
7700000.000000000000
PA
USD
7550356.040000000000
0.1134541973
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.000000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DS1
8781000.000000000000
PA
USD
8584021.620000000000
0.1289864051
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.125000000000
N
N
N
N
N
N
COLOMBIA GOVERNMENT INTERNATIONA
N/A
COLOMBIA (REPUBLIC OF)
195325DZ5
5980000.000000000000
PA
USD
5843348.090000000000
0.0878041199
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.250000000000
N
N
N
N
N
N
COLORADO BUYER INC
N/A
COLORADO BUYER INC TLB 3.0
19633FAD3
1959196.450000000000
PA
USD
1923382.340000000000
0.0289013920
Long
LON
CORP
US
N
2
2024-05-01
Variable
4.000000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
346607443.115000000000
NS
USD
346572782.370000000000
5.2077195606
Long
STIV
CORP
US
N
1
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
N/A
STACR_21-DNA5
35564KJA8
23500000.000000000000
PA
USD
23934007.400000000000
0.3596404705
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
3.100000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA2
N/A
STACR_20-HQA2
35565LAH9
11808853.200000000000
PA
USD
11966790.710000000000
0.1798170348
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
3.184400000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BL0
4262000.000000000000
PA
USD
4358981.300000000000
0.0654995237
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BM8
3331000.000000000000
PA
USD
3289362.500000000000
0.0494270707
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.625000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BN6
2181000.000000000000
PA
USD
2166916.260000000000
0.0325608148
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC TLE 2.25
89364MBQ6
2556807.970000000000
PA
USD
2514032.570000000000
0.0377767016
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.334630000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC TLF 2.25
89364MBR4
948404.240000000000
PA
USD
932821.960000000000
0.0140168975
Long
LON
CORP
US
N
2
2025-12-09
Variable
2.334630000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LP/TLP FINANCE CORP
N/A
TRANSMONTAIGE PARTNERS LP / FIN CO
89376VAA8
2330000.000000000000
PA
USD
2400952.130000000000
0.0360775168
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.125000000000
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD
89385AAA3
10930254.150000000000
PA
USD
10478654.740000000000
0.1574558016
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1
N/A
TMIR_21-1
89600FAB9
31000000.000000000000
PA
USD
31258924.400000000000
0.4697071447
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
3.084400000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA4
N/A
STACR_20-HQA4
35565RAH6
10601857.890000000000
PA
USD
10684358.370000000000
0.1605467737
Long
ABS-CBDO
CORP
US
N
2
2050-09-25
Variable
3.234400000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5
N/A
STACR_20-HQA5
35565TAH2
36200000.000000000000
PA
USD
36672822.680000000000
0.5510582069
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
2.650000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1
N/A
TMIR_21-1
89600FAC7
18050000.000000000000
PA
USD
18169707.600000000000
0.2730241568
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
3.484400000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2
N/A
TMIR_21-2
89600GAC5
19500000.000000000000
PA
USD
20453380.350000000000
0.3073393941
Long
ABS-CBDO
CORP
BM
N
2
2033-10-25
Variable
4.584400000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5
N/A
STACR_20-HQA5
35565TBD0
18650000.000000000000
PA
USD
19575819.570000000000
0.2941528697
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
4.050000000000
N
N
N
N
N
N
FREDDIE MAC - STACR 2020-DNA3
N/A
STACR_20-DNA3
35565WAH5
4889213.080000000000
PA
USD
4912452.980000000000
0.0738161759
Long
ABS-CBDO
CORP
US
N
2
2050-06-25
Variable
3.084400000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2
N/A
TMIR_21-2
89600GAD3
10750000.000000000000
PA
USD
11708722.630000000000
0.1759392167
Long
ABS-CBDO
CORP
BM
N
2
2033-10-25
Variable
5.584400000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_19-1
N/A
TMIR_2019-1
89600TAA1
1136183.690000000000
PA
USD
1136216.980000000000
0.0170731797
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Variable
1.984400000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA4
N/A
STACR_20-DNA4
35565XBD1
18400000.000000000000
PA
USD
19531079.280000000000
0.2934805870
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Variable
6.084400000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6
N/A
STACR_20-DNA6
35566CBD6
15400000.000000000000
PA
USD
15557569.720000000000
0.2337732917
Long
ABS-CBDO
CORP
US
N
2
2050-12-25
Variable
3.050000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBC8
5474000.000000000000
PA
USD
7002541.370000000000
0.1052225493
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCD5
3537000.000000000000
PA
USD
3914216.060000000000
0.0588163312
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.250000000000
N
N
N
N
N
N
TRITON WATER HOLDINGS INC
N/A
TRITON WATER HOLDINGS INC
89680EAA7
2241000.000000000000
PA
USD
2216042.030000000000
0.0332989952
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.250000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
5379000.000000000000
PA
USD
5665920.700000000000
0.0851380361
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAB2
2108000.000000000000
PA
USD
2268471.500000000000
0.0340868181
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.500000000000
N
N
N
N
N
N
TRONOX FINANCE LLC
549300LMZ1DX1PWSP524
TRONOX PIGMENTS TLB 2.5
89705DAG7
1742463.870000000000
PA
USD
1723680.110000000000
0.0259005989
Long
LON
CORP
US
N
2
2028-03-10
Variable
2.376228759979
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCH6
2787000.000000000000
PA
USD
3070734.240000000000
0.0461418887
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.625000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO
N/A
GE CAPITAL INTERNATIONAL FUNDING
36164QNA2
25925000.000000000000
PA
USD
31488086.570000000000
0.4731506128
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GCAT_20-4
N/A
GCAT_20-4
36167MAA2
14409055.180000000000
PA
USD
14484777.650000000000
0.2176531561
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Variable
2.610800000000
N
N
N
N
N
N
GCAT LLC GCAT_21-CM1
N/A
GCAT_21-CM1
36168AAA7
17152702.920000000000
PA
USD
17106936.080000000000
0.2570545934
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
1.469000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAF1
2134000.000000000000
PA
USD
2252189.950000000000
0.0338421661
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAJ3
2709000.000000000000
PA
USD
2809830.900000000000
0.0422214671
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.250000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAK0
3794000.000000000000
PA
USD
3906991.200000000000
0.0587077680
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.750000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAL8
2000000.000000000000
PA
USD
1985867.180000000000
0.0298403103
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.000000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAM6
4172000.000000000000
PA
USD
4163603.680000000000
0.0625637137
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.500000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAN4
3804000.000000000000
PA
USD
3910838.000000000000
0.0587655713
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.750000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAP9
2935000.000000000000
PA
USD
2948978.960000000000
0.0443123528
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.375000000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LTD
N/A
GALAXY PIPELINE ASSETS BID CO LTD
36321PAC4
1925000.000000000000
PA
USD
1978273.180000000000
0.0297262003
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.250000000000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
GARDNER DENVER TLB2 1.75
365556AT6
1499515.340000000000
PA
USD
1472464.080000000000
0.0221257421
Long
LON
CORP
US
N
2
2027-03-01
Variable
1.834630000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AC1
2222000.000000000000
PA
USD
2357114.800000000000
0.0354188023
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.500000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AE7
2432000.000000000000
PA
USD
2544042.820000000000
0.0382276458
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.750000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AG2
1459000.000000000000
PA
USD
1502873.500000000000
0.0225826843
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
GATES GLOBAL LLC / GATES GLOBAL
N/A
GATES GLOBAL LLC/GATES GLOBAL CO
36740LAA0
2554000.000000000000
PA
USD
2666911.830000000000
0.0400739170
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
GATES GLOBAL LLC
N/A
GATES GLOBAL LLC TLB3 2.75
36740UAT9
2778570.330000000000
PA
USD
2764399.620000000000
0.0415388014
Long
LON
CORP
US
N
2
2027-03-31
Variable
3.250000000000
N
N
N
N
N
N
GENTIVA HEALTH SERVICES INC
549300STP29LPEN7S547
GENTIVA HEALTH SERVICES TLB 3.25
37249UAU0
833521.410000000000
PA
USD
831437.610000000000
0.0124934621
Long
LON
CORP
US
N
2
2025-07-02
Variable
2.875000000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER COMPANY
373334JW2
3145000.000000000000
PA
USD
3741077.790000000000
0.0562146971
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.300000000000
N
N
N
N
N
N
GHANA (REPUBLIC OF)
N/A
GHANA (REPUBLIC OF)
37443GAC5
5000000.000000000000
PA
USD
4918289.000000000000
0.0739038699
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.950000000000
N
N
N
N
N
N
ANCHOR GLASS CONTAINER CORP
N/A
ANCHOR GLASS CONTAINER CRP TL 2.75
37712UAE4
804671.490000000000
PA
USD
741078.300000000000
0.0111356926
Long
LON
CORP
US
N
2
2023-12-07
Variable
3.750000000000
N
N
N
N
N
N
GLEBE FUNDING TRUST GLEBE_21-1
N/A
GLEBE_21-1
377353AA5
26366329.020000000000
PA
USD
26366329.020000000000
0.3961893558
Long
ABS-CBDO
CORP
US
N
3
2023-10-27
Fixed
3.000000000000
N
N
N
N
N
N
GLOBAL AIRCRAFT LEASING CO LTD
N/A
GLOBAL AIRCRAFT LEASING CO LTD
37960JAA6
2038098.000000000000
PA
USD
2018814.450000000000
0.0303353871
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.500000000000
N
N
N
N
N
N
GO DADDY OPERATING COMPANY LLC
N/A
GO DADDY OPERATING CO TLB4 2.0
38017BAQ9
891000.000000000000
PA
USD
882366.210000000000
0.0132587324
Long
LON
CORP
US
N
2
2027-08-10
Variable
2.084630000000
N
N
N
N
N
N
GOLDEN NUGGET INC
N/A
GOLDEN NUGGET INC
38113YAE9
711000.000000000000
PA
USD
712822.330000000000
0.0107111088
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.750000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GWZ3
9020000.000000000000
PA
USD
10341718.820000000000
0.1553981563
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.223000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GYJ7
19177000.000000000000
PA
USD
19387951.410000000000
0.2913298993
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.383000000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER COMPANY
382550BL4
2851000.000000000000
PA
USD
3017431.140000000000
0.0453409384
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GNMA_14-190
38379HLN3
9628752.140000000000
PA
USD
980956.080000000000
0.0147401770
Long
ABS-CBDO
USGA
US
N
2
2038-12-20
Fixed
3.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GNMA_16-20
38379VGC2
14130209.050000000000
PA
USD
3223494.920000000000
0.0484373223
Long
ABS-CBDO
USGA
US
N
2
2046-02-20
Variable
6.011600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129
N/A
GNMA_17-129
38380GMB7
11884457.690000000000
PA
USD
2554778.100000000000
0.0383889577
Long
ABS-CBDO
USGA
US
N
2
2047-08-20
Variable
6.111600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133
N/A
GNMA_17-133
38380HAZ5
14506454.840000000000
PA
USD
3145108.210000000000
0.0472594571
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Variable
6.161600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141
N/A
GNMA_17-141
38380HKU5
17564155.640000000000
PA
USD
4154765.890000000000
0.0624309141
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Variable
6.111600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67
N/A
GNMA_18-67
38380WZ28
13266519.600000000000
PA
USD
2677962.400000000000
0.0402399666
Long
ABS-CBDO
USGA
US
N
2
2048-05-20
Variable
6.111600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124
N/A
GNMA_18-124
38380YX26
24731385.530000000000
PA
USD
4315812.260000000000
0.0648508512
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Variable
6.111600000000
N
N
N
N
N
N
GNMA_18-155
N/A
GNMA_18-155
38381A3Y0
18632108.480000000000
PA
USD
3571249.770000000000
0.0536628040
Long
ABS-CBDO
USGA
US
N
2
2048-11-20
Variable
6.011600000000
N
N
N
N
N
N
GNMA_19-5
N/A
GNMA_19-5
38381BC44
16090848.040000000000
PA
USD
2841276.890000000000
0.0426939852
Long
ABS-CBDO
USGA
US
N
2
2049-01-20
Variable
6.061600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168
N/A
GNMA_18-168
38381BGM0
16254230.730000000000
PA
USD
2832005.500000000000
0.0425546702
Long
ABS-CBDO
USGA
US
N
2
2048-12-20
Variable
6.011600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
N/A
GNMA_19-23
38381RQK8
10617877.130000000000
PA
USD
2059162.070000000000
0.0309416640
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Variable
5.961600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
N/A
GNMA_19-23
38381RWQ8
31438112.710000000000
PA
USD
5222936.270000000000
0.0784816026
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Variable
5.961600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29
N/A
GNMA_19-29
38381TGX7
25354613.740000000000
PA
USD
4351630.100000000000
0.0653890621
Long
ABS-CBDO
USGA
US
N
2
2049-03-20
Variable
5.961600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41
N/A
GNMA_19-41
38381TNT8
24558573.250000000000
PA
USD
4330656.350000000000
0.0650739035
Long
ABS-CBDO
USGA
US
N
2
2049-03-20
Variable
5.961600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59
N/A
GNMA_19-59
38381VL65
16726687.240000000000
PA
USD
2917764.850000000000
0.0438433191
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Variable
6.061600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152
N/A
GNMA_19-152
38382BWU3
35834653.960000000000
PA
USD
5256689.310000000000
0.0789887872
Long
ABS-CBDO
USGA
US
N
2
2049-12-20
Variable
5.961600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9
N/A
GNMA_21-9
38382MF61
57937567.680000000000
PA
USD
7068806.200000000000
0.1062182670
Long
ABS-CBDO
USGA
US
N
2
2051-01-20
Fixed
2.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191
N/A
GNMA_20-191
38382MRT8
54372465.430000000000
PA
USD
8525015.360000000000
0.1280997571
Long
ABS-CBDO
USGA
US
N
2
2050-12-20
Fixed
3.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16
N/A
GNMA_21-16
38382NBY2
60966716.260000000000
PA
USD
8917363.820000000000
0.1339953175
Long
ABS-CBDO
USGA
US
N
2
2051-01-20
Fixed
2.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89
N/A
GNMA_21-89
38382QD49
61231337.040000000000
PA
USD
9577505.710000000000
0.1439148322
Long
ABS-CBDO
USGA
US
N
2
2051-05-20
Fixed
3.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140
N/A
GNMA_21-140
38382XTQ8
60642323.000000000000
PA
USD
8565728.120000000000
0.1287115208
Long
ABS-CBDO
CORP
US
N
3
2051-08-20
Fixed
3.500000000000
N
N
N
N
N
N
WR GRACE & CO-CONN
N/A
WR GRACE & CO-CONN
383909AG3
3998000.000000000000
PA
USD
4148021.030000000000
0.0623295635
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.875000000000
N
N
N
N
N
N
GRAHAM PACKAGING CO INC
N/A
GRAHAM PACKAGING TLB 3.0
38469EAD5
1905563.130000000000
PA
USD
1896283.040000000000
0.0284941888
Long
LON
CORP
US
N
2
2027-08-04
Variable
3.750000000000
N
N
N
N
N
N
SCS HOLDINGS I INC
N/A
SIRIUS COMPUTER SOLUTIONS TLB 3.5
38742EAD4
1847515.360000000000
PA
USD
1837612.680000000000
0.0276125881
Long
LON
CORP
US
N
2
2026-07-01
Variable
3.584630000000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERATIONS USA INC
N/A
GRIFOLS USA INC TLB 2.5
39843PAG8
1354610.270000000000
PA
USD
1335645.730000000000
0.0200698634
Long
LON
CORP
US
N
2
2027-11-15
Variable
2.082000000000
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE COMPANY OF AMERICA
N/A
GUARDIAN LIFE INSURANCE CO
401378AB0
9685000.000000000000
PA
USD
12876187.840000000000
0.1934819429
Long
DBT
CORP
US
N
2
2064-06-19
Fixed
4.875000000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES INC
254900KVLRCDMQRYY541
H&E EQUIPMENT SERVICES INC
404030AJ7
5533000.000000000000
PA
USD
5551443.480000000000
0.0834178628
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.875000000000
N
N
N
N
N
N
HB FULLER CO
N/A
H.B. FULLER CO
40410KAA3
1289000.000000000000
PA
USD
1317963.380000000000
0.0198041624
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.250000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BW8
3197000.000000000000
PA
USD
3887914.990000000000
0.0584211224
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.875000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
4223000.000000000000
PA
USD
4529939.380000000000
0.0680683975
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AJ4
4245000.000000000000
PA
USD
5063884.100000000000
0.0760916310
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.625000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CT4
22130000.000000000000
PA
USD
22848319.660000000000
0.3433265602
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.804000000000
N
N
N
N
N
N
HAMILTON HOLDCO LLC
N/A
HAMILTON HOLDCO LLC TLB 2.0
40739EAB9
818396.820000000000
PA
USD
813797.430000000000
0.0122283948
Long
LON
CORP
US
N
2
2027-01-02
Variable
2.150000000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410345AN2
1950000.000000000000
PA
USD
2047449.260000000000
0.0307656634
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.375000000000
N
N
N
N
N
N
Harbor Freight
N/A
HARBOR FREIGHT TOOLS TLB 2.75
41151PAP0
4476343.740000000000
PA
USD
4458035.490000000000
0.0669879454
Long
LON
CORP
US
N
2
2027-10-19
Variable
3.250000000000
N
N
N
N
N
N
HAWAIIANMILES LOYALTY LTD / HAWAIIAN BRAND INTELLECTUAL PROPERTY
N/A
HAWAIIAN BRAND/HAWAIIAN MILES
41984LAA5
5045720.000000000000
PA
USD
5313063.440000000000
0.0798358839
Long
DBT
CORP
US
N
2
2026-01-20
Fixed
5.750000000000
N
N
N
N
N
N
HELIOS SOFTWARE HOLDINGS INC
N/A
HELIOS SOFTWARE HOLDINGS INC
42329HAA6
3544000.000000000000
PA
USD
3504649.980000000000
0.0526620531
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.625000000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC
42704LAA2
1939000.000000000000
PA
USD
2043494.470000000000
0.0307062374
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.500000000000
N
N
N
N
N
N
HERENS MIDCO SARL
N/A
LONZA SPECIALTY INGREDIENTS
427169AA5
3168000.000000000000
PA
USD
3182126.620000000000
0.0478157082
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.750000000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPERATIONS LP
428102AE7
994000.000000000000
PA
USD
1006806.860000000000
0.0151286196
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HIGHTOWER HOLDINGS LLC
43118DAA8
3414000.000000000000
PA
USD
3507477.400000000000
0.0527045388
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.750000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AS3
1262000.000000000000
PA
USD
1303801.130000000000
0.0195913557
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AU8
1812000.000000000000
PA
USD
1838934.200000000000
0.0276324457
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.750000000000
N
N
N
N
N
N
HILLENBRAND
N/A
HILLENBRAND INC
431571AE8
1747000.000000000000
PA
USD
1764058.790000000000
0.0265073426
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.750000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
N/A
HILTON DOMESTIC OPERATING CO
432833AG6
966000.000000000000
PA
USD
1013557.030000000000
0.0152300499
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375000000000
N
N
N
N
N
N
HILT_16-SFP
N/A
HILT_16-SFP
43289VAQ6
11500000.000000000000
PA
USD
11614906.850000000000
0.1745295092
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
5.519100000000
N
N
N
N
N
N
HILTON USA TRUST HILT_16-HHV
N/A
HILT_16-HHV
43300LAQ3
28590000.000000000000
PA
USD
29073353.980000000000
0.4368660262
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
4.333300000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
10690540.130000000000
PA
USD
10803849.160000000000
0.1623422827
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HOLLY ENERGY PARTNERS LP / HOLLY
N/A
HOLLY ENERGY PARTNERS LP / FIN
435765AH5
2497000.000000000000
PA
USD
2548820.990000000000
0.0382994442
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440AM3
2416000.000000000000
PA
USD
2568520.490000000000
0.0385954555
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.625000000000
N
N
N
N
N
N
HOME RE 2018-1 LTD HMIR_18-1
N/A
HMIR_18-1
43730MAB4
9457907.000000000000
PA
USD
9552758.460000000000
0.1435429717
Long
ABS-CBDO
CORP
US
N
2
2028-10-25
Variable
3.084400000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
HOSPITALITY PROPERTIES TRUST
44106MAS1
1433000.000000000000
PA
USD
1457391.370000000000
0.0218992544
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.650000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
N/A
HUB INTERNATIONAL LIMITED
44332PAD3
3379000.000000000000
PA
USD
3498826.910000000000
0.0525745536
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.000000000000
N
N
N
N
N
N
TRUGREEN LP
N/A
TRUGREEN LP TLB 4.0
89787RAH5
2114375.000000000000
PA
USD
2116362.510000000000
0.0318011771
Long
LON
CORP
US
N
2
2027-11-02
Variable
4.750000000000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY (REPUBLIC OF)
900123CP3
5500000.000000000000
PA
USD
5452069.700000000000
0.0819246388
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.125000000000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY (REPUBLIC OF)
900123CT5
4000000.000000000000
PA
USD
4468109.680000000000
0.0671393236
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.625000000000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY (REPUBLIC OF)
900123CX6
5000000.000000000000
PA
USD
4978005.600000000000
0.0748011917
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.250000000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAJ1
10941000.000000000000
PA
USD
10861630.700000000000
0.1632105276
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
1.595500000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAN2
9645000.000000000000
PA
USD
9430041.890000000000
0.1416989911
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
2.995500000000
N
N
N
N
N
N
UFC HOLDINGS LLC
N/A
UFC HOLDINGS LLC TLB3 3.0
90266UAJ2
3252619.200000000000
PA
USD
3230533.920000000000
0.0485430927
Long
LON
CORP
US
N
2
2026-04-29
Variable
3.500000000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAC5
265000.000000000000
PA
USD
279715.330000000000
0.0042030969
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.250000000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAD3
1448000.000000000000
PA
USD
1486283.050000000000
0.0223333906
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.750000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS US HOLDINGS INC
N/A
AXALTA COATING SYS US HLDG TL 1.75
90347BAH1
1429625.390000000000
PA
USD
1420289.940000000000
0.0213417558
Long
LON
CORP
US
N
2
2024-06-01
Variable
1.897250000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC TLB 2.5
90351HAB4
1469279.480000000000
PA
USD
1451442.430000000000
0.0218098637
Long
LON
CORP
US
N
2
2023-06-27
Variable
1.834630000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC TLB 3.5
90351JAF1
2204836.050000000000
PA
USD
2197185.270000000000
0.0330156472
Long
LON
CORP
US
N
2
2027-02-25
Variable
3.584630000000
N
N
N
N
N
N
USI INC/NY
N/A
USI INC TLB 3.0
90351NAE5
1725581.260000000000
PA
USD
1709619.630000000000
0.0256893214
Long
LON
CORP
US
N
2
2024-05-16
Variable
3.147250000000
N
N
N
N
N
N
USI INC
N/A
USI HOLDINGS CORP TLB 4.0
90351NAF2
992451.490000000000
PA
USD
981286.410000000000
0.0147451407
Long
LON
CORP
US
N
2
2026-12-02
Variable
3.397250000000
N
N
N
N
N
N
USS ULTIMATE HOLDINGS INC
N/A
USS ULTIMATE HOLDINGS INC TL 3.75
90352HAB3
1924800.060000000000
PA
USD
1926609.370000000000
0.0289498824
Long
LON
CORP
US
N
2
2024-08-25
Variable
4.750000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC
90353TAF7
3822000.000000000000
PA
USD
4076171.560000000000
0.0612499291
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.500000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC
90353TAK6
12589000.000000000000
PA
USD
12384961.520000000000
0.1861006105
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.500000000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS LLC
N/A
US ACUTE CARE SOLUTIONS LLC
90367UAA9
1665000.000000000000
PA
USD
1731295.170000000000
0.0260150254
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.375000000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS LLC
N/A
US ACUTE CARE SOLUTIONS LLC
90367UAB7
2030000.000000000000
PA
USD
2115802.480000000000
0.0317927619
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.375000000000
N
N
N
N
N
N
UKRAINE GOVERNMENT INTERNATIONAL BOND
N/A
UKRAINE (GOVERNMENT OF)
903724BM3
6900000.000000000000
PA
USD
7372726.180000000000
0.1107850711
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.375000000000
N
N
N
N
N
N
UKG INC
N/A
ULTIMATE SOFTWARE GROUP TLB 3.25
90385KAG6
2985025.000000000000
PA
USD
2985025.000000000000
0.0448539928
Long
LON
CORP
US
N
2
2026-05-04
Variable
4.000000000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818FE3
1224000.000000000000
PA
USD
1451734.870000000000
0.0218142580
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.950000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAG2
1638000.000000000000
PA
USD
1699343.150000000000
0.0255349035
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAH0
1833000.000000000000
PA
USD
1901917.630000000000
0.0285788560
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
N/A
MEXICO (UNITED MEXICAN STATES)
91087BAH3
4000000.000000000000
PA
USD
4211045.800000000000
0.0632765950
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.250000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BE3
3303000.000000000000
PA
USD
3404716.310000000000
0.0511604160
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BN3
897000.000000000000
PA
USD
937845.560000000000
0.0140923838
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.000000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BP8
1493000.000000000000
PA
USD
1525328.350000000000
0.0229200984
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.750000000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
N/A
UNIVISION COMMUNICATIONS INC
914906AV4
1852000.000000000000
PA
USD
1878619.570000000000
0.0282287715
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.500000000000
N
N
N
N
N
N
UPSTREAM NEWCO INC
N/A
UPSTREAM NEWCO INC TLB 4.25
91678HAF9
1735587.220000000000
PA
USD
1729078.770000000000
0.0259817210
Long
LON
CORP
US
N
2
2026-11-20
Variable
4.345750000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_18-2
N/A
UPST_18-2
91678VAC5
140804.770000000000
PA
USD
141078.540000000000
0.0021198937
Long
ABS-MBS
CORP
US
N
2
2025-12-22
Fixed
5.494000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST6
N/A
UPSPT_20-ST6
91680XAA1
10175526.600000000000
PA
USD
10309792.670000000000
0.1549184232
Long
ABS-MBS
CORP
US
N
2
2027-01-20
Fixed
3.000000000000
N
N
N
N
N
N
USI INC/NY
N/A
USI INC/NY
91739VAA6
944000.000000000000
PA
USD
963327.730000000000
0.0144752875
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91831AAC5
3803000.000000000000
PA
USD
3894911.250000000000
0.0585262506
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.125000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAV6
8143000.000000000000
PA
USD
8770787.520000000000
0.1317928125
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.250000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC
92047WAD3
2602000.000000000000
PA
USD
2700760.970000000000
0.0405825456
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
N/A
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAA1
2476000.000000000000
PA
USD
2557678.490000000000
0.0384325399
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
N/A
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAB9
2893000.000000000000
PA
USD
3033742.690000000000
0.0455860412
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEA8
12510000.000000000000
PA
USD
15144711.080000000000
0.2275695385
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.500000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGC2
25712000.000000000000
PA
USD
28258893.930000000000
0.4246276747
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.700000000000
N
N
N
N
N
N
Verscend Holding
N/A
VERSCEND HOLDING CORP TLB 4.0
92531HAD9
2500000.000000000000
PA
USD
2494375.000000000000
0.0374813203
Long
LON
CORP
US
N
2
2025-08-27
Variable
4.084630000000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND HOLDING CORP
92535WAA8
3840000.000000000000
PA
USD
4061165.220000000000
0.0610244388
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.750000000000
N
N
N
N
N
N
VERTIV GROUP CORP
N/A
VERTIV (CORTES NP ACQ) TLB 2.75
92537EAC2
2476306.240000000000
PA
USD
2459294.020000000000
0.0369541817
Long
LON
CORP
US
N
2
2027-03-02
Variable
2.845750000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-INV3
N/A
VERUS_19-INV3
92537MAG5
7300000.000000000000
PA
USD
7384529.620000000000
0.1109624336
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.731000000000
N
N
N
N
N
N
VERTICAL US NEWCO INC
N/A
VERTICAL US NEWCO INC
92537RAA7
910000.000000000000
PA
USD
961038.980000000000
0.0144408960
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.250000000000
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
N/A
VERTICAL HOLDCO GMBH
92537VAA8
1745000.000000000000
PA
USD
1890185.850000000000
0.0284025703
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.625000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-NPL1
N/A
VERUS_20-NPL1
92538AAA3
10656036.200000000000
PA
USD
10668329.000000000000
0.1603059110
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Variable
3.597900000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAA3
1553000.000000000000
PA
USD
1632267.000000000000
0.0245269947
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAB1
1243000.000000000000
PA
USD
1350731.060000000000
0.0202965406
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAC9
700000.000000000000
PA
USD
717578.450000000000
0.0107825759
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.500000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAD7
942000.000000000000
PA
USD
980280.730000000000
0.0147300290
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.750000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC
N/A
VICI PROPERTIES 1 LLC TLB 1.75
92565EAA1
4811363.640000000000
PA
USD
4781821.870000000000
0.0718532688
Long
LON
CORP
US
N
2
2024-12-20
Variable
1.837880000000
N
N
N
N
N
N
VIDEOTRON LTD / VIDEOTRON LTEE
N/A
VIDEOTRON LTD / VIDEOTRON LTEE
92660FAN4
1908000.000000000000
PA
USD
1965997.690000000000
0.0295417446
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
VIKING CRUISES LTD
N/A
VIKING CRUISES LTD
92676XAD9
758000.000000000000
PA
USD
734072.290000000000
0.0110304179
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.875000000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
N/A
VIRGIN MEDIA FINANCE PLC
92769VAJ8
6205000.000000000000
PA
USD
6423753.370000000000
0.0965254855
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.000000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAP0
3859000.000000000000
PA
USD
4134109.770000000000
0.0621205282
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.500000000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAD9
4200000.000000000000
PA
USD
4343267.040000000000
0.0652633959
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.260000000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAE7
3600000.000000000000
PA
USD
3684463.920000000000
0.0553639980
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.910000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAB8
1934000.000000000000
PA
USD
2013642.370000000000
0.0302576696
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.625000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAF9
1280000.000000000000
PA
USD
1331217.380000000000
0.0200033215
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.000000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAH5
2302000.000000000000
PA
USD
2336719.980000000000
0.0351123428
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.375000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
N/A
VMED O2 UK FINANCING I PLC
92858RAA8
1394000.000000000000
PA
USD
1400619.140000000000
0.0210461758
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.250000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
N/A
VMED O2 UK FINANCING I PLC
92858RAB6
5796000.000000000000
PA
USD
5950699.590000000000
0.0894172198
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3
N/A
VOLT_21-NPL3
92873AAA6
11839606.030000000000
PA
USD
11869698.760000000000
0.1783580984
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
2.239500000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4
N/A
VOLT_21-NPL4
92873BAA4
13258359.980000000000
PA
USD
13272176.520000000000
0.1994322024
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
2.239600000000
N
N
N
N
N
N
VOYA CLO LTD VOYA_21-1A
N/A
VOYA_21-1A
92918PAA0
6900000.000000000000
PA
USD
6899648.100000000000
0.1036764403
Long
ABS-MBS
CORP
KY
N
2
2034-07-15
Variable
6.460500000000
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
N/A
WR GRACE HOLDINGS LLC
92943GAA9
3988000.000000000000
PA
USD
4151552.310000000000
0.0623826257
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.625000000000
N
N
N
N
N
N
WASTE PRO USA INC
N/A
WASTE PRO USA INC
94107JAA1
6119000.000000000000
PA
USD
6233100.690000000000
0.0936606740
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAG7
9790000.000000000000
PA
USD
9741148.880000000000
0.1463737897
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
1.871000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAN4
4800000.000000000000
PA
USD
5162255.420000000000
0.0775697917
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.125000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAP9
1928000.000000000000
PA
USD
2146382.610000000000
0.0322522693
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.250000000000
N
N
N
N
N
N
WEST DEPTFORD ENERGY HOLDINGS LLC
N/A
WEST DEPTFORD ENERGY TLB 3.75
95249CAB0
509618.680000000000
PA
USD
442349.010000000000
0.0066468855
Long
LON
CORP
US
N
2
2026-08-03
Variable
3.834630000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
N/A
WESTERN GAS PARTNERS LP
958254AL8
14231000.000000000000
PA
USD
16301252.310000000000
0.2449481172
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.500000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A
N/A
WLAKE_19-3A
96042HAN0
9080000.000000000000
PA
USD
9505393.460000000000
0.1428312492
Long
ABS-MBS
CORP
US
N
2
2025-03-17
Fixed
3.590000000000
N
N
N
N
N
N
TRI POINTE HOLDINGS INC
N/A
TRI POINTE HOLDINGS INC
962178AN9
854000.000000000000
PA
USD
946438.400000000000
0.0142215027
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
WHITE CAP BUYER LLC
96350RAA2
1828000.000000000000
PA
USD
1944990.760000000000
0.0292260874
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.875000000000
N
N
N
N
N
N
WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC
N/A
WILLIAM MORRIS ENDEAVOR TLB 2.75
96925HAF9
3246115.340000000000
PA
USD
3154315.200000000000
0.0473978045
Long
LON
CORP
US
N
2
2025-05-18
Variable
2.840000000000
N
N
N
N
N
N
WILSONART LLC
N/A
WILSONART LLC TLE 3.5
97246FAH9
1977174.550000000000
PA
USD
1971816.410000000000
0.0296291787
Long
LON
CORP
US
N
2
2026-12-31
Variable
4.500000000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
N/A
WYNDHAM HOTELS & RESORTS INC
98311AAB1
1955000.000000000000
PA
USD
2023869.120000000000
0.0304113402
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VE
N/A
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AV7
2369000.000000000000
PA
USD
2513996.180000000000
0.0377761548
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS FIN LLC/CAPITAL CORP
983133AB5
493000.000000000000
PA
USD
523888.280000000000
0.0078721221
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.750000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAV2
4953000.000000000000
PA
USD
5645172.190000000000
0.0848262620
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.000000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAW0
4408000.000000000000
PA
USD
4630842.910000000000
0.0695846080
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.600000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAY6
14082000.000000000000
PA
USD
15612010.570000000000
0.2345913383
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.400000000000
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AL5
2563000.000000000000
PA
USD
2826754.430000000000
0.0424757658
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AM3
1416000.000000000000
PA
USD
1525395.980000000000
0.0229211147
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.750000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAA3
4550000.000000000000
PA
USD
4502178.410000000000
0.0676512518
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAB1
2838000.000000000000
PA
USD
2888297.310000000000
0.0434005299
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125000000000
N
N
N
N
N
N
ZEKELMAN INDUSTRIES INC
N/A
ZEKELMAN INDUSTRIES INC TLB 2.25
98931YAC7
970774.560000000000
PA
USD
956698.330000000000
0.0143756719
Long
LON
CORP
US
N
2
2027-01-24
Variable
2.088380000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
N/A
ZIGGO BOND CO BV
98953GAD7
2722000.000000000000
PA
USD
2795506.850000000000
0.0420062291
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.125000000000
N
N
N
N
N
N
ZIGGO SECURED FINANCE BV
N/A
ZIGGO SECURED FINANCE BV
98954NAA7
2271000.000000000000
PA
USD
2354219.140000000000
0.0353752911
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.500000000000
N
N
N
N
N
N
ZIGGO BOND FINANCE BV
N/A
ZIGGO BOND FINANCE BV
98954UAB9
5305000.000000000000
PA
USD
5549217.160000000000
0.0833844093
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
ZIGGO BV
N/A
ZIGGO BV
98955DAA8
2116000.000000000000
PA
USD
2166606.720000000000
0.0325561636
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
ZI TECH LLC
N/A
ZI TECH LLC/ZI FIN CORP
98981BAA0
5466000.000000000000
PA
USD
5510918.060000000000
0.0828089141
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.875000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
N/A
MEXICO (UNITED MEXICAN STATES)
000000000
140000000.000000000000
PA
7348535.030000000000
0.1104215667
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.750000000000
N
N
N
N
N
N
DP WORLD LTD (UAE)
N/A
DP WORLD LTD
000000000
3650000.000000000000
PA
USD
4949028.070000000000
0.0743657656
Long
DBT
NUSS
AE
N
2
2037-07-02
Fixed
6.850000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
N/A
MEXICAN BONOS
000000000
220000000.000000000000
PA
11990837.650000000000
0.1801783722
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.500000000000
N
N
N
N
N
N
MEXICAN UDIBONO
N/A
MEXICAN UDIBONOS 11/15/2040 FTIPS
000000000
18000000.000000000000
PA
6775058.610000000000
0.1018043166
Long
DBT
NUSS
MX
N
2
2040-11-15
Fixed
4.000000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
000000000
18600000.000000000000
PA
927267.970000000000
0.0139334414
Long
DBT
NUSS
MX
N
2
2021-11-24
Fixed
7.650000000000
N
N
N
N
N
N
FLINT GROUP GERMANY GMBH
N/A
FLINT GROUP GMBH TLC 3.0
000000000
230863.080000000000
PA
USD
226437.430000000000
0.0034025252
Long
LON
CORP
DE
N
2
2023-09-21
Variable
5.250000000000
N
N
N
N
N
N
FLINT GROUP GERMANY GMBH
N/A
FLINT GROUP GMBH TLB2 3.0
000000000
1396532.160000000000
PA
USD
1369760.640000000000
0.0205824855
Long
LON
CORP
DE
N
2
2023-09-21
Variable
5.250000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
3600000.000000000000
PA
USD
4526167.070000000000
0.0680117135
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.125000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: MXN 6.230000 1/9/2026
000000000
580000000.000000000000
OU
Notional Amount
-134482.080000000000
-0.0020207731
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Mexico Interbank TIIE 28 Day
MXIBTIIE2
Y
2026-01-09
0.000000000000
USD
0.000000000000
USD
580000000.000000000000
MXN
-128574.170000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: MXN 5.985000 1/21/2026
000000000
211000000.000000000000
OU
Notional Amount
-151538.740000000000
-0.0022770722
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Mexico Interbank TIIE 28 Day
MXIBTIIE2
Y
2026-01-21
0.780000000000
USD
0.000000000000
USD
211000000.000000000000
MXN
-142955.490000000000
N
N
N
ALLNEX USA INC
N/A
ALLNEX USA INC TLB2 3.25
000000000
1083358.740000000000
PA
USD
1080747.850000000000
0.0162396818
Long
LON
CORP
US
N
2
2023-09-13
Variable
4.000000000000
N
N
N
N
N
N
ALLNEX USA INC
N/A
ALLNEX USA INC TLB3 3.25
000000000
816226.880000000000
PA
USD
814259.770000000000
0.0122353420
Long
LON
CORP
US
N
2
2023-09-13
Variable
4.000000000000
N
N
N
N
N
N
SERTA SIMMONS BEDDING LLC
N/A
SERTA SIMMONS BED 1ST LN TL 3.5
000000000
1138716.850000000000
PA
USD
774327.460000000000
0.0116353057
Long
LON
CORP
US
N
2
2023-11-08
Variable
4.500000000000
N
N
N
N
N
N
GRAY TELEVISION INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC TLB 2.25
000000000
1500000.000000000000
PA
USD
1494375.000000000000
0.0224549829
Long
LON
CORP
US
N
2
2024-02-07
Variable
2.345750000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS LLC
N/A
CHANGE HEALTHCARE HLD LLC TLB 2.75
000000000
858312.460000000000
PA
USD
856166.680000000000
0.0128650494
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.500000000000
N
N
N
N
N
N
PLAYA RESORTS HOLDING BV
5493005SPBUMPZZCIZ96
PLAYA RESORTS HLDG BV TLB 2.75
000000000
2879946.790000000000
PA
USD
2765123.310000000000
0.0415496758
Long
LON
CORP
NL
N
2
2024-04-29
Variable
3.750000000000
N
N
N
N
N
N
MA FINANCECO LLC
N/A
MA FINANCECO LLC TLB 2.75
000000000
333685.550000000000
PA
USD
328890.490000000000
0.0049420195
Long
LON
CORP
US
N
2
2024-06-21
Variable
2.834630000000
N
N
N
N
N
N
SEATTLE SPINCO INC
N/A
SEATTLE SPINCO INC TLB3 2.75
000000000
2013373.350000000000
PA
USD
1984441.170000000000
0.0298188826
Long
LON
CORP
US
N
2
2024-06-21
Variable
2.834630000000
N
N
N
N
N
N
NAUTILUS MERGER SUB INC
N/A
NAUTILUS MERGER SUB INC TLB 4.25
000000000
525484.290000000000
PA
USD
485221.680000000000
0.0072911047
Long
LON
CORP
US
N
2
2024-05-16
Variable
5.250000000000
N
N
N
N
N
N
CELLULAR SOUTH INC
N/A
CELLULAR SOUTH INC TLB 2.25
000000000
385016.800000000000
PA
USD
377797.740000000000
0.0056769163
Long
LON
CORP
US
N
2
2024-05-17
Variable
4.500000000000
N
N
N
N
N
N
EMERALD EXPOSITIONS HOLDING INC
549300YQCBSQUCZ74696
EMERALD EXPOSITIONS HLDGS TLB 2.75
000000000
1649163.330000000000
PA
USD
1578051.410000000000
0.0237123329
Long
LON
CORP
US
N
2
2024-05-22
Variable
2.584630000000
N
N
N
N
N
N
COTE D IVOIRE (REPUBLIC OF)
N/A
IVORY COAST
000000000
3847000.000000000000
PA
USD
4212798.800000000000
0.0633029362
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.125000000000
N
N
N
N
N
N
CBAC BORROWER LLC
N/A
CBAC HORSESHOE CASINOS TLB 4.0
000000000
1530232.480000000000
PA
USD
1476674.340000000000
0.0221890069
Long
LON
CORP
US
N
2
2024-07-08
Variable
4.084630000000
N
N
N
N
N
N
MACDONALD DETTWILER AND ASSOCIATES LTD
N/A
MACDONALD DETTWILER TLB 2.75
000000000
2721934.190000000000
PA
USD
2689379.860000000000
0.0404115292
Long
LON
CORP
CA
N
2
2024-10-04
Variable
2.840000000000
N
N
N
N
N
N
TTM TECH INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC TL 2.5
000000000
949828.237500000000
PA
USD
945677.490000000000
0.0142100690
Long
LON
CORP
US
N
2
2024-09-28
Variable
2.595750000000
N
N
N
N
N
N
TRAVERSE MIDSTREAM PARTNERS LLC
N/A
TRAVERSE MIDSTREAM PARTNRS TLB 4.0
000000000
2509382.330000000000
PA
USD
2508980.830000000000
0.0377007925
Long
LON
CORP
US
N
2
2024-09-27
Variable
6.500000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC
N/A
CAESARS RESORT COLLECTION TL 2.75
000000000
3519356.320000000000
PA
USD
3487752.500000000000
0.0524081458
Long
LON
CORP
US
N
2
2024-12-23
Variable
2.834630000000
N
N
N
N
N
N
ENTRAVISION COMMUN CORP
549300SKHY2ALCLKV539
ENTRAVISION COMM TLB 2.75
000000000
478245.480000000000
PA
USD
471071.800000000000
0.0070784838
Long
LON
CORP
US
N
2
2024-11-29
Variable
2.834630000000
N
N
N
N
N
N
CINEWORLD FINANCE US INC
N/A
CINEWORLD FINANCE US INC TLB 2.5
000000000
1943065.050000000000
PA
USD
1511840.620000000000
0.0227174272
Long
LON
CORP
US
N
2
2025-02-28
Variable
3.500000000000
N
N
N
N
N
N
STEINWAY MUSICAL INSTRUMENTS INC.
54930055OPID242NEX87
STEINWAY MUSICAL INSTRMNT TLB 3.75
000000000
456105.180000000000
PA
USD
450403.870000000000
0.0067679205
Long
LON
CORP
US
N
2
2025-02-14
Variable
4.750000000000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LTD
N/A
GATEWAY CASINOS TLB 3.0
000000000
2098785.900000000000
PA
USD
2092489.540000000000
0.0314424538
Long
LON
CORP
CA
N
2
2023-12-01
Variable
4.500000000000
N
N
N
N
N
N
ALBEA BEAUTY HOLDINGS SA
N/A
ALBEA BEAUTY HOLDINGS SA TLB 3.0
000000000
189287.400000000000
PA
USD
182898.950000000000
0.0027483013
Long
LON
CORP
LU
N
2
2024-04-20
Variable
4.000000000000
N
N
N
N
N
N
HUSKY INJECTION MOLDING SYS LTD
5493003ZDHRVP2N4C109
HUSKY INJECTION MOLDING TLB 3.0
000000000
1609891.790000000000
PA
USD
1573830.210000000000
0.0236489037
Long
LON
CORP
CA
N
2
2025-03-28
Variable
3.166630000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLDINGS LLC
N/A
LIONS GATE ENTERTAINMENT TLB 2.25
000000000
1507098.450000000000
PA
USD
1489390.040000000000
0.0223800773
Long
LON
CORP
US
N
2
2025-03-24
Variable
2.33463
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC TLB 4.0
000000000
1745501.290000000000
PA
USD
1740858.260000000000
0.0261587236
Long
LON
CORP
US
N
2
2025-04-04
Variable
3.584630000000
N
N
N
N
N
N
FILTRATION GROUP CORP
N/A
FILTRATION GROUP CORP TLB 3.0
000000000
2080585.500000000000
PA
USD
2060050.120000000000
0.0309550082
Long
LON
CORP
US
N
2
2025-03-31
Variable
3.084630000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
000000000
2100000.000000000000
PA
2559707.220000000000
0.0384630243
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.750000000000
N
N
N
N
N
N
Saudi Arabia
N/A
SAUDI ARABIA (KINGDOM OF)
000000000
5000000.000000000000
PA
USD
6349184.150000000000
0.0954049832
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.000000000000
N
N
N
N
N
N
NAI ENTERTAINMENT HOLDINGS LLC
N/A
NAI ENTERTAINMENT TLB 2.5
000000000
2019183.850000000000
PA
USD
1973752.210000000000
0.0296582666
Long
LON
CORP
US
N
2
2025-05-08
Variable
3.500000000000
N
N
N
N
N
N
US SILICA CO
N/A
US SILICA TLB 4.0
000000000
1911219.050000000000
PA
USD
1840140.810000000000
0.0276505767
Long
LON
CORP
US
N
2
2025-05-01
Variable
5.000000000000
N
N
N
N
N
N
ENERGY SOLUTIONS LLC
N/A
ENERGYSOLUTIONS LLC TLB 3.75
000000000
737543.380000000000
PA
USD
733243.500000000000
0.0110179642
Long
LON
CORP
US
N
2
2025-05-09
Variable
4.750000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMA INTL INC TLB 3.0
000000000
3218924.930000000000
PA
USD
3206338.930000000000
0.0481795306
Long
LON
CORP
CA
N
2
2025-06-02
Variable
3.084630000000
N
N
N
N
N
N
SIWF HOLDINGS INC
N/A
SIWF HOLDINGS INC TL 4.25
000000000
2025807.700000000000
PA
USD
2025382.280000000000
0.0304340775
Long
LON
CORP
US
N
2
2025-06-15
Variable
4.334630000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
PLANTRONICS INC TLB 2.5
000000000
2276148.640000000000
PA
USD
2220678.900000000000
0.0333686704
Long
LON
CORP
US
N
2
2025-07-02
Variable
2.58463
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO-CLINICAL DIAGNOSTIC TLB 3.25
000000000
2548254.090000000000
PA
USD
2544533.640000000000
0.0382350210
Long
LON
CORP
LU
N
2
2025-06-30
Variable
3.090500000000
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
N/A
SOLENIS INTL LP TLB 4.0
000000000
1675392.740000000000
PA
USD
1672996.930000000000
0.0251390163
Long
LON
CORP
US
N
2
2025-06-26
Variable
4.084630000000
N
N
N
N
N
N
CELESTICA INC.
549300J3CG5T6RZWLN53
CELESTICA INC TLB 2.0
000000000
847117.200000000000
PA
USD
839704.920000000000
0.0126176894
Long
LON
CORP
CA
N
3
2025-06-27
Variable
2.212880000000
N
N
N
N
N
N
LIFESCAN GLOBAL CORP
N/A
LIFESCAN GLOBAL CORP TL 6.0
000000000
1093125.000000000000
PA
USD
1081800.230000000000
0.0162554953
Long
LON
CORP
US
N
2
2024-10-01
Variable
6.145750000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ) TLB 3.25
000000000
1976588.160000000000
PA
USD
1949667.030000000000
0.0292963546
Long
LON
CORP
US
N
2
2025-06-29
Variable
3.394880000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TLB7 3.0
000000000
2967073.570000000000
PA
USD
2915149.780000000000
0.0438040242
Long
LON
CORP
US
N
2
2024-11-03
Variable
3.084630000000
N
N
N
N
N
N
METRO-GOLDWYN-MAYER INC
N/A
METRO-GOLDWYN-MAYER INC TLB 2.5
000000000
705062.500000000000
PA
USD
699555.960000000000
0.0105117639
Long
LON
CORP
US
N
2
2025-07-03
Variable
2.590000000000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
N/A
STARS GROUP HOLDINGS BV TLB 3.5
000000000
2944298.690000000000
PA
USD
2926956.770000000000
0.0439814400
Long
LON
CORP
NL
N
2
2026-07-21
Variable
2.368212000000
N
N
N
N
N
N
POLAR US BORROWER LLC
N/A
POLAR US BORROWER LLC TLB 4.75
000000000
1556061.050000000000
PA
USD
1554115.970000000000
0.0233526709
Long
LON
CORP
US
N
3
2025-10-15
Variable
4.873998978515
N
N
N
N
N
N
STARFRUIT US HOLDCO LLC
N/A
STARFRUIT US HOLDCO LLC TLB 3.25
000000000
4001313.510000000000
PA
USD
3952737.560000000000
0.0593951682
Long
LON
CORP
US
N
2
2025-10-01
Variable
2.837880000000
N
N
N
N
N
N
ENTERPRISE MERGER SUB INC
N/A
ENVISION HEALTHCARE CORP TLB 3.75
000000000
1145625.000000000000
PA
USD
1004575.650000000000
0.0150950927
Long
LON
CORP
US
N
2
2025-10-10
Variable
3.834630000000
N
N
N
N
N
N
MESSER INDUSTRIES USA INC
N/A
MESSER INDUSTRIES TLB 2.5
000000000
1775224.720000000000
PA
USD
1759691.500000000000
0.0264417182
Long
LON
CORP
US
N
2
2026-03-02
Variable
2.647250000000
N
N
N
N
N
N
GIP III STETSON I LP
N/A
STETSON MIDSTREAM TLB 4.25
000000000
1529170.100000000000
PA
USD
1464455.620000000000
0.0220054042
Long
LON
CORP
US
N
2
2025-07-18
Variable
4.334630000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
ALTICE US FINANCE I CORP TLB 2.25
000000000
1477347.720000000000
PA
USD
1452808.970000000000
0.0218303978
Long
LON
CORP
US
N
2
2026-01-15
Variable
2.345130000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC/MISSION BROADCASTING INC
N/A
NEXSTAR BROADCASTING INC TLB3 2.25
000000000
1167636.050000000000
PA
USD
1163047.240000000000
0.0174763402
Long
LON
CORP
US
N
2
2024-01-17
Variable
2.334630000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC TLB 4.25
000000000
2776895.140000000000
PA
USD
2764760.110000000000
0.0415442182
Long
LON
CORP
US
N
2
2025-10-22
Variable
3.584630000000
N
N
N
N
N
N
GRAY TELEVISION INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC TLC 2.5
000000000
1701415.140000000000
PA
USD
1688875.710000000000
0.0253776162
Long
LON
CORP
US
N
2
2026-01-02
Variable
2.595750000000
N
N
N
N
N
N
SEDGWICK CLAIMS MANAGEMENT SERVI
N/A
SEDGWICK CLAIMS MGMT TLB 3.25
000000000
1957367.770000000000
PA
USD
1931921.990000000000
0.0290297116
Long
LON
CORP
US
N
2
2025-12-31
Variable
3.334630000000
N
N
N
N
N
N
IRI HOLDINGS INC
N/A
IRI HOLDINGS INC 1ST LN TL 4.5
000000000
1221199.760000000000
PA
USD
1219367.960000000000
0.0183226344
Long
LON
CORP
US
N
2
2025-12-01
Variable
4.334630000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMA INTL TLB 2.75
000000000
148812.750000000000
PA
USD
147882.670000000000
0.0022221349
Long
LON
CORP
US
N
2
2025-11-27
Variable
2.834630000000
N
N
N
N
N
N
LMBE-MC HOLDCO II LLC
N/A
LMBE-MC HOLDCO II LLC TLB 4.0
000000000
1566773.690000000000
PA
USD
1492351.940000000000
0.0224245838
Long
LON
CORP
US
N
2
2025-12-03
Variable
5.000000000000
N
N
N
N
N
N
EDGEWATER GENERATION LLC
N/A
EDGEWATER GENERATION TLB 3.75
000000000
1660299.130000000000
PA
USD
1574743.920000000000
0.0236626335
Long
LON
CORP
US
N
2
2025-12-13
Variable
3.834630000000
N
N
N
N
N
N
EVERTEC GROUP LLC
54930056CPTQSUNQYB82
EVERTEC GROUP LLC TLB 3.5
000000000
2386035.790000000000
PA
USD
2385296.120000000000
0.0358422643
Long
LON
CORP
PR
N
2
2024-11-27
Variable
3.584630000000
N
N
N
N
N
N
CPV SHORE HOLDINGS LLC
N/A
CPV SHORE HOLDINGS TLB 3.75
000000000
1408436.710000000000
PA
USD
1338014.870000000000
0.0201054629
Long
LON
CORP
US
N
2
2025-12-29
Variable
3.840000000000
N
N
N
N
N
N
INDONESIA TREASURY BOND
N/A
INDONESIA (REPUBLIC OF)
000000000
68305000000.000000000000
PA
5493413.090000000000
0.0825458786
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.375000000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC TLB2 3.25
000000000
5428623.420000000000
PA
USD
5362122.780000000000
0.0805730661
Long
LON
CORP
US
N
2
2026-04-06
Variable
3.334630000000
N
N
N
N
N
N
CARROLL COUNTY ENERGY LLC
N/A
CARROLL CNTY ENERGY LLC TLB 3.5
000000000
432603.360000000000
PA
USD
415299.230000000000
0.0062404264
Long
LON
CORP
US
N
2
2026-02-16
Variable
3.647250000000
N
N
N
N
N
N
MYOB INVEST CO PTY LTD
N/A
MYOB TLB 4.0
000000000
1274000.000000000000
PA
USD
1267630.000000000000
0.0190478361
Long
LON
CORP
AU
N
2
2026-05-06
Variable
4.084630000000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP INC
529900HZEMNWQSAKFJ98
CARROLS HOLDCO INC TLB 3.25
000000000
618253.130000000000
PA
USD
608596.020000000000
0.0091449691
Long
LON
CORP
US
N
2
2026-04-30
Variable
3.340000000000
N
N
N
N
N
N
GREENHILL & CO INC
N/A
GREENHILL & CO INC TLB 3.25
000000000
938830.990000000000
PA
USD
935310.370000000000
0.0140542892
Long
LON
CORP
US
N
3
2024-04-12
Variable
3.334630000000
N
N
N
N
N
N
UKG INC
N/A
ULTIMATE SOFTWARE GROUP TLB 3.75
000000000
1965000.000000000000
PA
USD
1965412.650000000000
0.0295329536
Long
LON
CORP
US
N
2
2026-05-04
Variable
3.834630000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC TL 5.0
000000000
2226760.430000000000
PA
USD
2101193.410000000000
0.0315732411
Long
LON
CORP
US
N
2
2026-04-16
Variable
5.125750000000
N
N
N
N
N
N
MOMENTIVE PERFORMANCE MATERIALS
N/A
MOMENTIVE PERFORMANCE TLB 3.25
000000000
1470000.000000000000
PA
USD
1464487.500000000000
0.0220058833
Long
LON
CORP
US
N
2
2024-05-15
Variable
3.340000000000
N
N
N
N
N
N
NATEL ENGINEERING COMPANY INC
N/A
NATEL ENGINEERING CO TLB 5.0
000000000
2503308.920000000000
PA
USD
2400047.430000000000
0.0360639225
Long
LON
CORP
US
N
2
2026-04-30
Variable
6.000000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEART COMMUNICATIONS
000000000
11995.000000000000
NS
USD
281882.500000000000
0.0042356616
N/A
DE
CORP
US
N
3
IHEARTCOMMUNICATIONS INC
N/A
Call
Purchased
IHEARTMEDIA INC
iHeartMedia Inc
1.000000000000000
0.000001000000
USD
2039-05-01
XXXX
77967.500000000000
N
N
N
PCI GAMING AUTHORITY
N/A
PCI GAMING TLB 1ST LN 3.0
000000000
3370149.590000000000
PA
USD
3343053.590000000000
0.0502338512
Long
LON
CORP
US
N
2
2026-05-29
Variable
2.584630000000
N
N
N
N
N
N
WATERBRIDGE OPERATING LLC
N/A
WATERBRIDGE OPERATING TLB 5.75
000000000
2173936.700000000000
PA
USD
2094348.880000000000
0.0314703929
Long
LON
CORP
US
N
2
2026-06-22
Variable
6.750000000000
N
N
N
N
N
N
HEXION INTERNATIONAL INC
N/A
HEXION INC EXIT TL 3.5
000000000
1690500.000000000000
PA
USD
1687676.870000000000
0.0253596021
Long
LON
CORP
US
N
2
2026-07-01
Variable
3.650000000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
N/A
DIAMOND SPORTS GROUP TLB 3.25
000000000
1719375.000000000000
PA
USD
1069588.800000000000
0.0160720022
Long
LON
CORP
US
N
2
2026-08-24
Variable
3.340000000000
N
N
N
N
N
N
NASCAR HOLDINGS INC
N/A
NASCAR HOLDINGS INC TLB 2.75
000000000
1819369.410000000000
PA
USD
1810054.240000000000
0.0271984857
Long
LON
CORP
US
N
2
2026-10-19
Variable
2.834630000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: USD 1.780500 09-AUG-2049
000000000
53500000.000000000000
OU
Notional Amount
USD
-1280131.410000000000
-0.0192356865
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE LIBOR USD 3 Month
LIBOR3MO3
Y
2049-08-09
272.350000000000
USD
0.000000000000
USD
53500000.000000000000
USD
-1334330.630000000000
N
N
N
KESTREL BIDCO INC
N/A
WESTJET AIRLINES TLB 3.0
000000000
1462824.500000000000
PA
USD
1410894.230000000000
0.0212005727
Long
LON
CORP
CA
N
2
2026-12-11
Variable
4.000000000000
N
N
N
N
N
N
DCERT BUYER INC
N/A
DIGICERT INC TLB 4.0
000000000
4120492.900000000000
PA
USD
4111345.410000000000
0.0617784633
Long
LON
CORP
US
N
2
2026-10-16
Variable
4.084630000000
N
N
N
N
N
N
CLEAR CHANNEL
N/A
CLEAR CHANNEL OUTDOOR TLB 3.50
000000000
2977423.860000000000
PA
USD
2905102.230000000000
0.0436530463
Long
LON
CORP
US
N
2
2026-08-21
Variable
3.628445292621
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC TLB4 2.5
000000000
1525000.000000000000
PA
USD
1523093.750000000000
0.0228865206
Long
LON
CORP
US
N
2
2026-10-10
Variable
2.584630000000
N
N
N
N
N
N
CUMULUS MEDIA NEW HOLDINGS INC
N/A
CUMULUS MEDIA NEW HLDG TLB 3.75
000000000
1477637.430000000000
PA
USD
1472362.260000000000
0.0221242121
Long
LON
CORP
US
N
2
2026-03-31
Variable
4.750000000000
N
N
N
N
N
N
API GROUP DE INC
N/A
API GROUP INC TLB 2.5
000000000
1202531.650000000000
PA
USD
1190133.550000000000
0.0178833483
Long
LON
CORP
US
N
2
2026-10-01
Variable
2.584630000000
N
N
N
N
N
N
COTE D IVOIRE (REPUBLIC OF)
N/A
COTE D IVOIRE (REPUBLIC OF)
000000000
8830000.000000000000
PA
11375656.740000000000
0.1709344563
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.875000000000
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
N/A
SINOPEC GROUP OVERSEAS DEVELOPMENT
000000000
5000000.000000000000
PA
USD
5297622.850000000000
0.0796038683
Long
DBT
NUSS
VG
N
2
2029-11-12
Fixed
2.950000000000
N
N
N
N
N
N
SPECTACLE GARY HOLDINGS LLC
N/A
HARD ROCK NORTHERN IN TL 9.0
000000000
1538513.510000000000
PA
USD
1673133.440000000000
0.0251410676
Long
LON
CORP
US
N
2
2025-12-23
Variable
11.000000000000
N
N
N
N
N
N
SPECTACLE GARY HOLDINGS LLC
N/A
HARD ROCK NORTHERN IN TL DD 9.0
000000000
111486.480000000000
PA
USD
121241.550000000000
0.0018218164
Long
LON
CORP
US
N
2
2025-12-23
Variable
11.000000000000
N
N
N
N
N
N
UNIVAR USA INC
N/A
UNIVAR USA INC TLB5 2.0
000000000
1182000.000000000000
PA
USD
1172496.720000000000
0.0176183313
Long
LON
CORP
US
N
2
2026-07-01
Variable
2.084630000000
N
N
N
N
N
N
CREATIVE ARTISTS AGENCY LLC
N/A
CREATIVE ARTISTS AGENCY TLB 3.75
000000000
2964949.500000000000
PA
USD
2943957.660000000000
0.0442369011
Long
LON
CORP
US
N
2
2026-11-27
Variable
3.834630000000
N
N
N
N
N
N
EW SCRIPPS CO
N/A
EW SCRIPPS COMPANY TLB2 2.5
000000000
2973560.860000000000
PA
USD
2961012.430000000000
0.0444931718
Long
LON
CORP
US
N
2
2026-05-01
Variable
3.312500000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC TLB 2.25
000000000
1477500.000000000000
PA
USD
1458410.700000000000
0.0219145712
Long
LON
CORP
US
N
2
2027-03-15
Variable
2.334630000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEART COMMUNICATIONS TLB 3.0
000000000
1108871.620000000000
PA
USD
1098481.490000000000
0.0165061535
Long
LON
CORP
US
N
2
2026-05-01
Variable
3.084360000000
N
N
N
N
N
N
FRONERI US INC
N/A
FRONERI US INC TLB 2.25
000000000
2234962.320000000000
PA
USD
2199269.970000000000
0.0330469726
Long
LON
CORP
US
N
2
2027-01-29
Variable
2.334630000000
N
N
N
N
N
N
PUG LLC
N/A
VIAGOGO/STUB HUB TLB 3.5
000000000
4160620.650000000000
PA
USD
4028853.790000000000
0.0605389164
Long
LON
CORP
US
N
2
2027-02-12
Variable
3.584630000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
ELANCO ANIMAL HEALTH TLB 1.75
000000000
1216909.880000000000
PA
USD
1194956.830000000000
0.0179558245
Long
LON
CORP
US
N
2
2027-08-01
Variable
1.845750000000
N
N
N
N
N
N
INGERSOLL RAND SERVICES CO
N/A
GARDNER DENVER SPINCO TLB1 1.75
000000000
1975000.000000000000
PA
USD
1939371.000000000000
0.0291416430
Long
LON
CORP
US
N
2
2027-03-01
Variable
1.834630000000
N
N
N
N
N
N
INFORMATICA LLC
N/A
INFORMATICA LLC 2ND LN TL
000000000
1000000.000000000000
PA
USD
1018000.000000000000
0.0152968115
Long
LON
CORP
US
N
2
2025-02-25
Fixed
7.125000000000
N
N
N
N
N
N
SOUTHCROSS ENERGY PARTNERS LLC
N/A
SOUTHCROSS ENERGY PARTNERS LLC
000000000
14393.000000000000
NS
USD
597.310000000000
0.0000089754
Long
EC
CORP
US
N
2
N
N
N
SOUTHCROSS ENERGY PARTNERS LLC
N/A
SOUTHCROSS ENERGY PARTNERS A UNITS
000000000
272263.000000000000
NS
USD
145660.710000000000
0.0021887470
Long
EC
CORP
US
N
3
N
N
N
INFORMATICA LLC
N/A
INFORMATICA LLC TLB 3.25
000000000
1826875.000000000000
PA
USD
1814196.490000000000
0.0272607286
Long
LON
CORP
US
N
2
2027-02-25
Variable
3.334630000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
ZAYO TLB 3.0
000000000
3752138.160000000000
PA
USD
3701184.120000000000
0.0556152414
Long
LON
CORP
US
N
2
2027-03-09
Variable
3.084630000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
4400000.000000000000
OU
Notional Amount
USD
196625.000000000000
0.0029545536
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
155759.730000000000
USD
0.000000000000
USD
4400000.000000000000
USD
38298.600000000000
N
N
N
DONCASTERS US FINANCE LLC
N/A
DONCASTERS GROUP LTD TLB2 6.5
000000000
423193.510000000000
PA
USD
423299.310000000000
0.0063606383
Long
LON
CORP
US
N
2
2024-03-06
Variable
8.500000000000
N
N
N
N
N
N
ALLOY FINCO LIMITED
N/A
ALLOY FINCO TLB 13.5
000000000
515579.790000000000
PA
USD
488192.190000000000
0.0073357406
Long
LON
CORP
JE
N
2
2025-03-06
Fixed
0.500000000000
N
N
N
N
N
N
ALLOY FINCO LIMITED
N/A
ALLOY TOPCO LTD/DONCASTERS
000000000
417025.000000000000
NS
USD
0.420000000000
0.0000000063
Long
EC
CORP
US
N
3
N
N
N
GOLDEN NUGGET LLC
N/A
GOLDEN NUGGET LLC TLB 12.0
000000000
1500000.000000000000
PA
USD
1620000.000000000000
0.0243426666
Long
LON
CORP
US
N
3
2023-10-04
Variable
13.000000000000
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
LENOVO GROUP LTD
000000000
5000000.000000000000
PA
USD
5678722.700000000000
0.0853304033
Long
DBT
CORP
HK
N
2
2025-04-24
Fixed
5.875000000000
N
N
N
N
N
N
CONSERVICE MIDCO LLC
N/A
CONSERVICE MIDCO LLC TLB 4.25
000000000
3478724.940000000000
PA
USD
3474376.530000000000
0.0522071540
Long
LON
CORP
US
N
2
2027-05-13
Variable
4.357000000000
N
N
N
N
N
N
ARISTOCRAT INTERNATIONAL PTY LTD
N/A
ARISTOCRAT INTL PTY LTD TLB 3.75
000000000
2380974.880000000000
PA
USD
2382165.370000000000
0.0357952206
Long
LON
CORP
AU
N
2
2024-10-19
Variable
4.750000000000
N
N
N
N
N
N
MA FINANCECO LLC
N/A
MICRO FOCUS TLB4 4.25
000000000
1590507.070000000000
PA
USD
1594483.340000000000
0.0239592446
Long
LON
CORP
US
N
2
2025-06-05
Variable
5.250000000000
N
N
N
N
N
N
XPERI CORP
N/A
TESSERA TECH (XPERI CORP) TLB 4.0
000000000
2469303.790000000000
PA
USD
2447697.380000000000
0.0367799267
Long
LON
CORP
US
N
2
2028-06-08
Variable
3.584630000000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
HAMILTON PROJECTS TLB 4.75
000000000
1262250.000000000000
PA
USD
1253830.790000000000
0.0188404845
Long
LON
CORP
US
N
2
2027-06-17
Variable
5.750000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC
N/A
CAESARS RESORT COLLECTION TLB 4.5
000000000
992500.000000000000
PA
USD
993839.880000000000
0.0149337734
Long
LON
CORP
US
N
2
2025-07-21
Variable
4.584630000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-20800000.000000000000
OU
Notional Amount
USD
-1865500.000000000000
-0.0280316324
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-3988710.900000000000
USD
-20800000.000000000000
USD
2135344.230000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-12000000.000000000000
OU
Notional Amount
USD
-1076250.000000000000
-0.0161720956
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-2431221.500000000000
USD
-12000000.000000000000
USD
1361971.500000000000
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEART COMMUNICATIONS TLB 4.0
000000000
891600.330000000000
PA
USD
887365.230000000000
0.0133338493
Long
LON
CORP
US
N
2
2026-05-01
Variable
3.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-15000000.000000000000
OU
Notional Amount
USD
-1345312.500000000000
-0.0202151195
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-2423870.240000000000
USD
-15000000.000000000000
USD
1087307.740000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-15000000.000000000000
OU
Notional Amount
USD
-1345312.500000000000
-0.0202151195
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-2504763.590000000000
USD
-15000000.000000000000
USD
1168201.090000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-10000000.000000000000
OU
Notional Amount
USD
-896875.000000000000
-0.0134767464
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1669842.390000000000
USD
-10000000.000000000000
USD
778800.720000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-9500000.000000000000
OU
Notional Amount
USD
-852031.250000000000
-0.0128029090
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1647404.080000000000
USD
-9500000.000000000000
USD
800914.500000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
-6900000.000000000000
OU
Notional Amount
USD
-308343.750000000000
-0.0046332772
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
0.000000000000
USD
-1047171.120000000000
USD
-6900000.000000000000
USD
742852.370000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
-14500000.000000000000
OU
Notional Amount
USD
-647968.750000000000
-0.0097365971
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
0.000000000000
USD
-2503308.510000000000
USD
-14500000.000000000000
USD
1863798.090000000000
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
VIRGIN MEDIA TLQ 3.25
000000000
1000000.000000000000
PA
USD
997970.000000000000
0.0149958339
Long
LON
CORP
US
N
2
2029-01-31
Variable
3.345500000000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS INC
N/A
REYNOLDS GROUP HLDGS INC TL 3.25
000000000
1044750.000000000000
PA
USD
1037175.560000000000
0.0155849499
Long
LON
CORP
US
N
2
2026-02-05
Variable
3.334630000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
CLARIVATE TLB 3.25
000000000
1044750.000000000000
PA
USD
1044750.000000000000
0.0156987660
Long
LON
CORP
LU
N
2
2026-10-30
Variable
4.000000000000
N
N
N
N
N
N
SOPHIA LP
N/A
SOPHIA LP 1ST LN TL 3.75
000000000
2189000.000000000000
PA
USD
2194012.810000000000
0.0329679767
Long
LON
CORP
US
N
2
2027-10-07
Variable
4.500000000000
N
N
N
N
N
N
EFS COGEN HOLDINGS I LLC
549300KDKPYR8NXXKI52
EFS COGEN HOLDINGS I LLC TLB 3.5
000000000
1936569.270000000000
PA
USD
1930527.170000000000
0.0290087526
Long
LON
CORP
US
N
2
2027-10-01
Variable
4.500000000000
N
N
N
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
FIELDWOOD ENERGY LLC
000000000
1207
NS
USD
140766
0.0021151974
Long
EC
CORP
US
N
2
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
SLTL TRANCHE 1 WARRANTS
000000000
2002
NS
USD
18018
0.0002707445
N/A
DE
CORP
US
N
2
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
Call
Purchased
FIELDWOOD ENERGY LLC
FIELDWOOD ENERGY LLC
1
0.000001000000
USD
2029-08-30
XXXX
0
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
SLTL TRANCHE 2 WARRANTS
000000000
3856
NS
USD
23136
0.0003476493
N/A
DE
CORP
US
N
2
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
Call
Purchased
FIELDWOOD ENERGY LLC
FIELDWOOD ENERGY LLC
1
0.000001000000
USD
2029-08-30
XXXX
0
N
N
N
2021-09-27
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer