0001190935-22-000032.txt : 20220829
0001190935-22-000032.hdr.sgml : 20220829
20220826181331
ACCESSION NUMBER: 0001190935-22-000032
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220826
PERIOD START: 20220630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO CORPORATE & INCOME OPPORTUNITY FUND
CENTRAL INDEX KEY: 0001190935
IRS NUMBER: 466121513
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21238
FILM NUMBER: 221206603
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-739-4000
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO CORPORATE OPPORTUNITY FUND
DATE OF NAME CHANGE: 20021022
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO CORPORATE ADVANTAGE FUND
DATE OF NAME CHANGE: 20020919
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SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
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Single Leg Swap
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N
N
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N/A
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SOUTH AFRICA EM SP MYC
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NC
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DCR
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N
2
MORGAN STANLEY CAPITAL SERVICES LLC
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SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
Y
Single Leg Swap
2026-12-21
0.000000
USD
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USD
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N
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N/A
N/A
SOLD CHF/BOUGHT USD
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NC
-37989.550000
-0.0027899
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DFE
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STANDARD CHARTERED BANK
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-37989.550000
N
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N/A
N/A
SOLD PEN/BOUGHT USD
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NC
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DFE
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STANDARD CHARTERED BANK
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N
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BANC OF AMERICA FUNDING CORP 2005-8
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BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4
05946XZ48
53274.270000
PA
USD
53286.790000
0.0039133
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.5
N
N
N
N
N
N
N/A
N/A
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000000000
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NC
-90648.400000
-0.0066571
N/A
DIR
AU
N
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUD-BBR-BBSW-Bloomberg 6M
N/A
N/A
Y
2025-06-17
332029.910000
AUD
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N
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N/A
N/A
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NC
-4702655.530000
-0.3453588
N/A
DIR
CZ
N
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CZK-PRIBOR-Reference Banks 6M
N/A
N/A
Y
2026-05-18
0.000000
CZK
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CZK
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CZK
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N/A
N/A
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NC
3513357.540000
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N/A
DIR
N/A
N
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London Clearing house
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N/A
Euribor 6 Month ACT/360
Y
2030-03-18
391645.480000
EUR
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EUR
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N
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N/A
N/A
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NC
3717655.410000
0.2730213
N/A
DIR
N/A
N
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London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2032-09-21
1814131.770000
EUR
0.000000
EUR
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EUR
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N
N
N
N/A
N/A
IRS EUR 0.50000 09/21/22-30Y LCH
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1.000000
NC
2882094.460000
0.2116585
N/A
DIR
N/A
N
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London Clearing house
N/A
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Euribor 6 Month ACT/360
Y
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701751.710000
EUR
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EUR
8100000.000000
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N/A
N/A
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000000000
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NC
-6487744.620000
-0.4764542
N/A
DIR
HU
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
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N/A
Y
2026-05-18
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N/A
N/A
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NC
-293027.200000
-0.0215197
N/A
DIR
MX
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
N/A
Y
2023-03-03
0.000000
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-4989.770000
MXN
184900000.000000
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-288037.430000
N
N
N
N/A
N/A
IRS MXN 4.55000 03/01/21-2Y CME
000000000
1.000000
NC
-131759.040000
-0.0096763
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2023-02-27
9591.380000
MXN
0.000000
MXN
84800000.000000
MXN
-141350.420000
N
N
N
BANC OF AMERICA FUNDING CORP 2007-5
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BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3
059523AG5
335675.580000
PA
USD
287396.910000
0.0211062
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
N/A
N/A
IRS MXN 7.49500 01/26/22-10Y* CME
000000000
1.000000
NC
8050.270000
0.0005912
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2032-01-14
7385.680000
MXN
0.000000
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MXN
664.590000
N
N
N
N/A
N/A
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000000000
1.000000
NC
33042.960000
0.0024266
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2032-01-15
30386.630000
MXN
0.000000
MXN
7400000.000000
MXN
2656.330000
N
N
N
N/A
N/A
IRS MXN 8.41000 04/06/22-5Y* CME
000000000
1.000000
NC
3814.150000
0.0002801
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2027-03-31
0.000000
MXN
0.000000
MXN
3300000.000000
MXN
3814.150000
N
N
N
N/A
N/A
IRS MXN 8.66000 04/07/22-2Y CME
000000000
1.000000
NC
8140.180000
0.0005978
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2024-04-04
0.000000
MXN
0.000000
MXN
11400000.000000
MXN
8140.180000
N
N
N
N/A
N/A
IRS MXN 8.67500 04/06/22-2Y CME
000000000
1.000000
NC
19262.130000
0.0014146
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2024-04-03
0.000000
MXN
0.000000
MXN
27500000.000000
MXN
19262.130000
N
N
N
N/A
N/A
IRS MXN 8.70100 04/13/22-10Y* CME
000000000
1.000000
NC
2389.430000
0.0001755
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2032-03-31
0.000000
MXN
0.000000
MXN
4300000.000000
MXN
2389.430000
N
N
N
N/A
N/A
IRS MXN 8.73000 04/12/22-5Y* CME
000000000
1.000000
NC
1793.110000
0.0001317
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2027-04-06
0.000000
MXN
0.000000
MXN
3700000.000000
MXN
1793.110000
N
N
N
N/A
N/A
IRS MXN 8.73200 04/12/22-10Y* CME
000000000
1.000000
NC
813.140000
0.0000597
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2032-03-30
0.000000
MXN
0.000000
MXN
1800000.000000
MXN
813.140000
N
N
N
N/A
N/A
IRS MXN 8.75000 04/08/22-2Y CME
000000000
1.000000
NC
5066.840000
0.0003721
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2024-04-05
0.000000
MXN
0.000000
MXN
8700000.000000
MXN
5066.840000
N
N
N
BANC OF AMERICA FUNDING TRUST 2014-R8
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2014 R8 A2 144A
05969MAB5
4873064.810000
PA
USD
4058134.870000
0.2980258
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Floating
1.86357
N
N
N
N
N
N
N/A
N/A
IRS USD 0.25000 06/16/21-3Y CME
000000000
1.000000
NC
USD
577685.370000
0.0424247
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2024-06-17
27250.590000
USD
0.000000
USD
10000000.000000
USD
550434.780000
N
N
N
N/A
N/A
IRS USD 0.25000 12/18/20-2Y CME
000000000
1.000000
NC
USD
939505.230000
0.0689964
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2022-12-19
38045.330000
USD
0.000000
USD
78000000.000000
USD
901459.900000
N
N
N
N/A
N/A
IRS USD 0.50000 06/16/21-5Y LCH
000000000
1.000000
NC
USD
3376714.980000
0.2479829
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-06-16
543604.290000
USD
0.000000
USD
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USD
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N
N
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BANCA MONTE DEI PASCHI DI SIENA SPA
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BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
ACI1T7K79
500000.000000
PA
438846.880000
0.0322285
Long
DBT
CORP
IT
N
2
2026-01-09
Fixed
1.875
N
N
N
N
N
N
N/A
N/A
IRS USD 0.75000 06/16/21-10Y CME
000000000
1.000000
NC
USD
3605100.080000
0.2647553
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-06-16
1395409.990000
USD
0.000000
USD
19700000.000000
USD
2209690.090000
N
N
N
N/A
N/A
IRS USD 1.00000 12/16/20-10Y CME
000000000
1.000000
NC
USD
247511.100000
0.0181770
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-12-16
0.000000
USD
-71968.000000
USD
1600000.000000
USD
319479.100000
N
N
N
N/A
N/A
IRS USD 1.00000 12/16/20-10Y LCH
000000000
1.000000
NC
USD
307929.080000
0.0226140
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2030-12-16
0.000000
USD
-3470.000000
USD
2000000.000000
USD
311399.080000
N
N
N
N/A
N/A
IRS USD 1.16000 04/12/21-10Y CME
000000000
1.000000
NC
USD
897839.890000
0.0659366
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-04-15
0.000000
USD
0.000000
USD
6100000.000000
USD
897839.890000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
19170000.000000
PA
17846623.850000
1.3106402
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
N/A
N/A
IRS USD 1.25000 12/16/20-30Y CME
000000000
1.000000
NC
USD
5695315.700000
0.4182589
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-12-16
1650115.340000
USD
0.000000
USD
17000000.000000
USD
4045200.360000
N
N
N
N/A
N/A
IRS USD 1.35000 02/09/22-10Y CME
000000000
1.000000
NC
USD
18092557.000000
1.3287013
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2032-02-09
1004206.000000
USD
0.000000
USD
128200000.000000
USD
17088351.000000
N
N
N
N/A
N/A
IRS USD 1.36000 02/15/22-5Y CME
000000000
1.000000
NC
USD
867657.150000
0.0637200
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-16
0.000000
USD
0.000000
USD
12450000.000000
USD
867657.150000
N
N
N
N/A
N/A
IRS USD 1.38000 08/24/21-7Y CME
000000000
1.000000
NC
USD
6393939.590000
0.4695652
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2028-08-24
0.000000
USD
0.000000
USD
71000000.000000
USD
6393939.590000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625
BJSF9FII4
9609000.000000
PA
9317631.740000
0.6842786
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
N/A
N/A
IRS USD 1.42000 02/24/22-5Y CME
000000000
1.000000
NC
USD
403637.250000
0.0296428
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-24
0.000000
USD
0.000000
USD
6000000.000000
USD
403637.250000
N
N
N
N/A
N/A
IRS USD 1.42000 08/17/21-7Y CME
000000000
1.000000
NC
USD
4116515.600000
0.3023132
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2028-08-17
0.000000
USD
0.000000
USD
47100000.000000
USD
4116515.600000
N
N
N
N/A
N/A
IRS USD 1.45000 02/17/22-5Y CME
000000000
1.000000
NC
USD
1351216.110000
0.0992321
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-17
0.000000
USD
0.000000
USD
20600000.000000
USD
1351216.110000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR
ACI0ZY1X9
8500000.000000
PA
5293860.900000
0.3887764
Long
DBT
CORP
IT
N
2
2028-01-18
Floating
5.375
N
N
N
N
N
N
N/A
N/A
IRS USD 1.60000 11/15/21-5Y* CME
000000000
1.000000
NC
USD
-2911087.420000
-0.2137877
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-16
0.000000
USD
-171356.270000
USD
49800000.000000
USD
-2739731.150000
N
N
N
N/A
N/A
IRS USD 1.65000 11/24/21-5Y* CME
000000000
1.000000
NC
USD
-1124709.940000
-0.0825977
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-24
0.000000
USD
-71824.240000
USD
19900000.000000
USD
-1052885.700000
N
N
N
N/A
N/A
IRS USD 1.70000 02/01/22-30Y CME
000000000
1.000000
NC
USD
70377261.260000
5.1684435
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2052-02-01
2056494.000000
USD
0.000000
USD
288800000.000000
USD
68320767.260000
N
N
N
N/A
N/A
IRS USD 1.70000 11/17/21-5Y* CME
000000000
1.000000
NC
USD
-4430321.870000
-0.3253589
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-02-17
0.000000
USD
-309142.330000
USD
82200000.000000
USD
-4121179.540000
N
N
N
N/A
N/A
IRS USD 1.75000 01/22/20-30Y CME
000000000
1.000000
NC
USD
6485983.320000
0.4763248
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-01-24
0.000000
USD
-65185.770000
USD
28200000.000000
USD
6551169.090000
N
N
N
N/A
N/A
IRS USD 1.75000 12/15/21-10Y LCH
000000000
1.000000
NC
USD
10571392.610000
0.7763537
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2031-12-15
0.000000
USD
-1546544.700000
USD
97600000.000000
USD
12117937.310000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
6129000.000000
PA
4113858.200000
0.3021181
Long
DBT
CORP
IT
N
2
2030-01-22
Floating
8
N
N
N
N
N
N
N/A
N/A
IRS USD 1.87500 02/07/20-30Y CME
000000000
1.000000
NC
USD
6035609.250000
0.4432498
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-02-07
0.000000
USD
-113494.630000
USD
29300000.000000
USD
6149103.880000
N
N
N
N/A
N/A
IRS USD 2.00000 01/15/20-30Y CME
000000000
1.000000
NC
USD
3582749.260000
0.2631139
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-01-18
0.000000
USD
-142548.450000
USD
19800000.000000
USD
3725297.710000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
3939000.000000
PA
2887861.390000
0.2120820
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
N/A
N/A
IRS USD 2.25000 03/12/20-30Y CME
000000000
1.000000
NC
USD
1311756.910000
0.0963343
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-03-14
0.000000
USD
-29493.720000
USD
9800000.000000
USD
1341250.630000
N
N
N
N/A
N/A
IRS USD 2.25000 06/15/16-10Y CME
000000000
1.000000
NC
USD
-1344628.540000
-0.0987483
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-06-15
2099171.960000
USD
0.000000
USD
44400000.000000
USD
-3443800.500000
N
N
N
N/A
N/A
IRS USD 2.25000 12/11/19-30Y CME
000000000
1.000000
NC
USD
306992.060000
0.0225452
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2049-12-13
0.000000
USD
-2934.210000
USD
2200000.000000
USD
309926.270000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y CME
000000000
1.000000
NC
USD
-2003855.570000
-0.1471614
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-12-20
481660.550000
USD
0.000000
USD
71200000.000000
USD
-2485516.120000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y LCH
000000000
1.000000
NC
USD
-75489.380000
-0.0055439
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-12-20
48114.000000
USD
0.000000
USD
2700000.000000
USD
-123603.380000
N
N
N
N/A
N/A
IRS USD 2.75000 06/17/15-10Y CME
000000000
1.000000
NC
USD
-91349.830000
-0.0067087
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2025-06-17
540983.460000
USD
0.000000
USD
8580000.000000
USD
-632333.290000
N
N
N
N/A
N/A
IRS USD 3.00000 06/19/19-10Y CME
000000000
1.000000
NC
USD
-900390.460000
-0.0661239
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2029-06-19
13372181.200000
USD
0.000000
USD
263700000.000000
USD
-14272571.660000
N
N
N
N/A
N/A
IRS USD 3.50000 06/19/13-31Y CME
000000000
1.000000
NC
USD
19474483.840000
1.4301888
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2044-06-20
0.000000
USD
-9953160.350000
USD
305100000.000000
USD
29427644.190000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR
ACI1R35P7
4500000.000000
PA
3122314.630000
0.2293000
Long
DBT
CORP
IT
N
2
2030-09-10
Floating
8.5
N
N
N
N
N
N
N/A
N/A
OIS USD FEDL01/0.10000 01/13/22-1Y LCH
000000000
1.000000
NC
USD
155883.440000
0.0114479
N/A
DIR
US
N
2
London Clearing house
N/A
N/A
US Federal Funds Effective Rate (continuous series)
Y
2023-01-13
0.000000
USD
-696.910000
USD
10000000.000000
USD
156580.350000
N
N
N
N/A
N/A
RFR GBP SONIO/0.75000 09/21/22-10Y LCH
000000000
1.000000
NC
4241724.970000
0.3115085
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2032-09-21
2337551.330000
GBP
0.000000
GBP
24100000.000000
GBP
1904173.640000
N
N
N
BANCO DE CREDITO DEL PERU SA
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
1600000.000000
PA
387096.770000
0.0284280
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
N/A
N/A
RFR GBP SONIO/0.75000 09/21/22-30Y LCH
000000000
1.000000
NC
3001609.470000
0.2204355
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2052-09-23
1652670.580000
GBP
0.000000
GBP
7800000.000000
GBP
1348938.890000
N
N
N
N/A
N/A
ZCS BRL 11.14 03/29/22-01/02/25 CME
000000000
1.000000
NC
-12043.060000
-0.0008844
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
2200000.000000
BRL
-12043.060000
N
N
N
N/A
N/A
ZCS BRL 11.16 03/29/22-01/02/25 CME
000000000
1.000000
NC
-8099.240000
-0.0005948
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
1500000.000000
BRL
-8099.240000
N
N
N
N/A
N/A
ZCS BRL 11.22 03/25/22-01/04/27 CME
000000000
1.000000
NC
-17359.910000
-0.0012749
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
2600000.000000
BRL
-17359.910000
N
N
N
N/A
N/A
ZCS BRL 11.245 03/25/22-01/04/27 CME
000000000
1.000000
NC
-8507.660000
-0.0006248
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
1300000.000000
BRL
-8507.660000
N
N
N
N/A
N/A
ZCS BRL 11.26 03/25/22-01/04/27 CME
000000000
1.000000
NC
-8404.380000
-0.0006172
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
1300000.000000
BRL
-8404.380000
N
N
N
N/A
N/A
ZCS BRL 11.35 03/28/22-01/02/25 CME
000000000
1.000000
NC
-8450.500000
-0.0006206
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
1800000.000000
BRL
-8450.500000
N
N
N
N/A
N/A
ZCS BRL 11.7 03/24/22-01/04/27 CME
000000000
1.000000
NC
-2913.090000
-0.0002139
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
700000.000000
BRL
-2913.090000
N
N
N
N/A
N/A
ZCS BRL 11.715 03/24/22-01/04/27 CME
000000000
1.000000
NC
-12251.700000
-0.0008998
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
3000000.000000
BRL
-12251.700000
N
N
N
N/A
N/A
ZCS BRL 11.87 03/22/22-01/04/27 CME
000000000
1.000000
NC
-23309.480000
-0.0017118
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
7100000.000000
BRL
-23309.480000
N
N
N
N/A
N/A
ZCS BRL 12 03/23/22-01/02/25 CME
000000000
1.000000
NC
-11285.600000
-0.0008288
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
4900000.000000
BRL
-11285.600000
N
N
N
N/A
N/A
ZCS BRL 12.08 03/21/22-01/02/25 CME
000000000
1.000000
NC
-16460.560000
-0.0012088
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
8200000.000000
BRL
-16460.560000
N
N
N
N/A
N/A
ZCS BRL 12.14 03/21/22-01/02/25 CME
000000000
1.000000
NC
-7334.060000
-0.0005386
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
4100000.000000
BRL
-7334.060000
N
N
N
N/A
N/A
ZCS BRL 12.145 03/22/22-01/02/25 CME
000000000
1.000000
NC
-7092.700000
-0.0005209
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
4000000.000000
BRL
-7092.700000
N
N
N
N/A
N/A
ZCS BRL 12.16 03/21/22-01/02/25 CME
000000000
1.000000
NC
-14071.450000
-0.0010334
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
8200000.000000
BRL
-14071.450000
N
N
N
N/A
N/A
ZCS BRL 12.67 03/29/22-01/02/23 CME
000000000
1.000000
NC
4775.110000
0.0003507
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
6600000.000000
BRL
4775.110000
N
N
N
N/A
N/A
ZCS BRL 12.69 03/29/22-01/02/23 CME
000000000
1.000000
NC
3076.150000
0.0002259
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
4400000.000000
BRL
3076.150000
N
N
N
N/A
N/A
ZCS BRL 12.74 03/25/22-01/02/23 CME
000000000
1.000000
NC
7117.190000
0.0005227
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
11400000.000000
BRL
7117.190000
N
N
N
N/A
N/A
ZCS BRL 12.75 03/28/22-01/02/23 CME
000000000
1.000000
NC
3404.620000
0.0002500
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
5500000.000000
BRL
3404.620000
N
N
N
N/A
N/A
ZCS BRL 12.76 03/25/22-01/02/23 CME
000000000
1.000000
NC
6836.690000
0.0005021
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
11400000.000000
BRL
6836.690000
N
N
N
N/A
N/A
ZCS BRL 12.9 03/21/22-01/02/23 CME
000000000
1.000000
NC
9224.240000
0.0006774
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
23300000.000000
BRL
9224.240000
N
N
N
N/A
N/A
ZCS BRL 12.93 03/24/22-01/02/23 CME
000000000
1.000000
NC
1109.960000
0.0000815
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
2900000.000000
BRL
1109.960000
N
N
N
N/A
N/A
ZCS BRL 12.9385 03/21/22-01/02/23 CME
000000000
1.000000
NC
4033.190000
0.0002962
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
11600000.000000
BRL
4033.190000
N
N
N
N/A
N/A
ZCS BRL 12.946 03/22/22-01/02/23 CME
000000000
1.000000
NC
10118.970000
0.0007431
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
29200000.000000
BRL
10118.970000
N
N
N
N/A
N/A
ZCS BRL 12.96 03/21/22-01/02/23 CME
000000000
1.000000
NC
7474.240000
0.0005489
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
23300000.000000
BRL
7474.240000
N
N
N
N/A
N/A
ZCS BRL 12.97 03/22/22-01/02/23 CME
000000000
1.000000
NC
3704.910000
0.0002721
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
11700000.000000
BRL
3704.910000
N
N
N
N/A
N/A
ZCS BRL 12.97 03/23/22-01/02/23 CME
000000000
1.000000
NC
4680.720000
0.0003437
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
14400000.000000
BRL
4680.720000
N
N
N
N/A
N/A
ZCS BRL 12.97 03/24/22-01/02/23 CME
000000000
1.000000
NC
4067.960000
0.0002987
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
12200000.000000
BRL
4067.960000
N
N
N
N/A
N/A
ZCS BRL 6.17 03/18/21-01/02/23 CME
000000000
1.000000
NC
-1554034.910000
-0.1141269
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
-31142.770000
BRL
168900000.000000
BRL
-1522892.140000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-302034.140000
-0.0221811
N/A
DFE
BR
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
24126994.720000
USD
125764372.680000
BRL
2022-08-02
-302034.140000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-262.590000
-0.0000193
N/A
DFE
HU
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
5271.750000
USD
1900000.000000
HUF
2022-07-21
-262.590000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
287868.630000
0.0211408
N/A
DFE
BR
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
125764372.680000
BRL
24318741.700000
USD
2022-07-05
287868.630000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
-335542.720000
-0.0246420
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
16118859.190000
USD
321186000.010000
MXN
2022-09-08
-335542.720000
N
N
N
N/A
N/A
SOLD HUF/BOUGHT USD
000000000
1.000000
NC
454584.640000
0.0333843
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2112905307.000000
HUF
6025046.000000
USD
2022-07-21
454584.640000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-68933.380000
-0.0050624
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
45790775.470000
MXN
2204043.910000
USD
2022-07-15
-68933.380000
N
N
N
N/A
N/A
UKRAINE EM SP BRC
000000000
1.000000
NC
USD
-7467947.570000
-0.5484394
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
UKRAINE GOVT
UKRAINE GOVERNMENT
Y
Single Leg Swap
2022-12-21
1036031.700000
USD
0.000000
USD
16900000.000000
USD
-8503979.270000
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
1181266.000000
NC
USD
25189247.670000
1.8498759
N/A
DE
US
N
3
None
N/A
Call
Purchased
WINDSTREAM HOLDINGS INC
WINDSTREAM *BACKSTOP COMMITMENT*
N/A
0.000000
USD
2055-09-21
XXXX
15394202.430000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBA2
2000000.000000
PA
USD
1970000.000000
0.1446750
Long
DBT
CORP
GB
N
2
2023-09-15
Floating
7.75
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBG9
1000000.000000
PA
USD
985000.000000
0.0723375
Long
DBT
CORP
GB
N
2
2024-06-15
Floating
8
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR
ACI0G5LH6
5025000.000000
PA
6105434.030000
0.4483776
Long
DBT
CORP
GB
N
2
2022-09-15
Floating
7.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS VAR
931ZUKII2
3800000.000000
PA
4286026.610000
0.3147620
Long
DBT
CORP
GB
N
2
2024-09-15
Floating
5.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA VAR
ACI1CH093
2200000.000000
PA
2576294.290000
0.1892008
Long
DBT
CORP
GB
N
2
2025-06-15
Floating
7.125
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
1167686.000000
NS
USD
1249424.020000
0.0917566
Long
EC
CORP
US
N
1
N
N
N
BCAP LLC TRUST 2009-RR14
N/A
BCAP LLC TRUST BCAP 2009 RR14 5A2 144A
05532LAM1
2340259.580000
PA
USD
1750112.810000
0.1285267
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Variable
7
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR11
N/A
BCAP LLC TRUST BCAP 2010 RR11 6A2 144A
05533JBJ1
2553579.690000
PA
USD
1945288.150000
0.1428602
Long
ABS-MBS
CORP
US
N
2
2036-03-27
Variable
2.91716
N
N
N
N
N
N
BCAP LLC TRUST 2011-R11
N/A
BCAP LLC TRUST BCAP 2011 R11 32A7 144A
05533FLT6
1600379.000000
PA
USD
1501126.220000
0.1102414
Long
ABS-MBS
CORP
US
N
2
2036-02-26
Variable
2.86119
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
05534AAP6
1268803.440000
PA
USD
1730492.590000
0.1270858
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.73704
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-7
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1
07386HVV0
489029.570000
PA
USD
309508.870000
0.0227301
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.12671
Y
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR
20453QAA0
4400000.000000
NS
USD
3899501.410000
0.2863759
Long
EP
CORP
US
N
2
N
N
N
BEAR STEARNS ALT-A TRUST 2006-5
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2
073873AK7
2105257.610000
PA
USD
1212659.540000
0.0890566
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.49718
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-6
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1
073868BE0
508001.840000
PA
USD
286926.500000
0.0210716
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.95376
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-8
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 8 2A1
07387QAM2
2765151.400000
PA
USD
2041176.700000
0.1499022
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
2.94393
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST-2004-11
N/A
BEAR STEARNS ALT A TRUST BALTA 2004 11 2A2
07386HMW8
186945.050000
PA
USD
180307.230000
0.0132416
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
2.91511
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AC3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 AC3 A1
07386VAA8
8666548.090000
PA
USD
7110042.120000
0.5221552
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.02357
N
N
N
N
N
N
BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1
N/A
BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AC1 A1
07400XAA6
268410.090000
PA
USD
268611.990000
0.0197266
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
7.5
N
N
N
N
N
N
BELLE HAVEN ABS CDO LTD 2006-1A
N/A
BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A
078452AA7
324259965.520000
PA
USD
162129.980000
0.0119067
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
2.54286
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG REG COMMON STOCK CHF.04
717158901
92485.000000
NS
525081.130000
0.0385615
Long
EC
CORP
CH
N
1
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/33 6.125
097023AU9
3988000.000000
PA
USD
4019755.330000
0.2952073
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.125
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/40 5.705
097023CV5
1723000.000000
PA
USD
1610118.430000
0.1182457
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.705
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/50 5.805
097023CW3
1470000.000000
PA
USD
1352816.700000
0.0993497
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/60 5.93
097023CX1
1992000.000000
PA
USD
1818133.580000
0.1335221
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BOI FINANCE BV
724500ZH3H2YACBUNF38
BOI FINANCE BV 02/27 7.5
ACI23L5Y2
7100000.000000
PA
6027132.470000
0.4426272
Long
DBT
MUN
NL
N
2
2027-02-16
Fixed
7.5
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 03/25 7.5
097751BM2
12000000.000000
PA
USD
10877760.000000
0.7988530
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.5
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 06/26 7.125
097751BV2
3200000.000000
PA
USD
2648640.000000
0.1945138
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.125
N
N
N
N
N
N
BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST
N/A
BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25
11044MAA4
55569.520000
PA
USD
53587.930000
0.0039354
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
4.25
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/30 4.15
11135FAQ4
1119000.000000
PA
USD
1026399.970000
0.0753779
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 04/33 3.419
11135FBK6
200000.000000
PA
USD
165603.930000
0.0121618
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.419
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 04/34 3.469
11135FBL4
200000.000000
PA
USD
163039.250000
0.0119735
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.469
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 05/37 4.926
11135FBV2
1515000.000000
PA
USD
1360385.640000
0.0999055
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.926
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 11/35 3.137
11135FBP5
933000.000000
PA
USD
709796.110000
0.0521268
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.137
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 11/36 3.187
11135FBQ3
2434000.000000
PA
USD
1853689.400000
0.1361333
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.187
N
N
N
N
N
N
BROOKS AUTOMATION (ALTAR BIDCO INC)
N/A
ALTAR BIDCO, INC. 2021 2ND LIEN TERM LOAN
943ZYXII6
3200000.000000
PA
USD
2908000.000000
0.2135609
Long
LON
CORP
US
N
2
2030-02-01
Floating
7.3549
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC TERM B LOANS
12769LAB5
31198499.080000
PA
USD
30119561.390000
2.2119538
Long
LON
CORP
US
N
2
2024-12-23
Floating
4.4161
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A
14311CAA6
6000000.000000
PA
USD
2046538.200000
0.1502959
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Variable
0
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SECURED 144A 02/26 10.5
143658BG6
400000.000000
PA
USD
398968.000000
0.0292999
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.5
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 2021 INCREMENTAL TERM LOAN B
P2121YAS7
2538245.000000
PA
USD
2284420.500000
0.1677658
Long
LON
CORP
PA
N
3
2028-10-18
Floating
6.1269
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION EUR TERM LOAN B
P2121YAP3
10723494.690000
PA
10422954.000000
0.7654525
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.9744
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION USD TERM LOAN B
P2121YAN8
1786329.110000
PA
USD
1667538.220000
0.1224625
Long
LON
CORP
PA
N
2
2025-06-30
Floating
5.8769
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO COMPANY GUAR 144A 05/30 10.25
146869AJ1
5800000.000000
PA
USD
4775198.000000
0.3506863
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25
N
N
N
N
N
N
CASINO GUICHARD PERRACHON SA
969500VHL8F83GBL6L29
CASINO GUICHARD PERRACHON SA 2021 EUR TERM LOAN
944WEWII6
5600000.000000
PA
5289003.650000
0.3884197
Long
LON
CORP
FR
N
2
2025-08-31
Floating
4
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP
N/A
CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569
12513GBJ7
2300000.000000
PA
USD
1904492.000000
0.1398642
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.569
N
N
N
N
N
N
CELLNEX FINANCE COMPANY SA
549300OUROMFTRFA7T23
CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875
15118JAA3
1400000.000000
PA
USD
963487.000000
0.0707576
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.875
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC 2021 TERM LOAN B
15134NAF3
3602882.870000
PA
USD
3262410.440000
0.2395885
Long
LON
CORP
US
N
2
2026-07-14
Floating
5.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 7.75
ACI1WM066
13419000.000000
PA
12023555.850000
0.8829992
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 8.75
12531TAF6
8648000.000000
PA
USD
7369177.000000
0.5411858
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED REGS 04/27 7.75
ACI1WLTT7
300000.000000
PA
268802.950000
0.0197406
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5
161175CE2
1000000.000000
PA
USD
695534.090000
0.0510794
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7
161175BV5
400000.000000
PA
USD
271425.370000
0.0199332
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.7
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85
161175BY9
1300000.000000
PA
USD
857450.930000
0.0629704
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9
161175CA0
5600000.000000
PA
USD
3898364.960000
0.2862925
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.9
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95
161175CG7
4800000.000000
PA
USD
3216015.890000
0.2361813
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4
161175CC6
4900000.000000
PA
USD
3534130.590000
0.2595434
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.4
N
N
N
N
N
N
CHASE MORGAGE FINANCE CORP 2005-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
16162WPE3
8220.320000
PA
USD
7806.230000
0.0005733
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.9539
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5
16163FAE5
1212308.370000
PA
USD
604425.190000
0.0443884
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S2
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A8
16163EAH1
295950.560000
PA
USD
174322.840000
0.0128021
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S5
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10
161631AK2
1011573.660000
PA
USD
544331.930000
0.0399753
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
3672000.000000
PA
USD
3354629.040000
0.2463610
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CIFC FUNDING LTD 2014-2RA
N/A
CIFC FUNDING LTD CIFC 2014 2RA INC 144A
125475AA1
4100000.000000
PA
USD
1234910.940000
0.0906908
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Fixed
0
N
N
N
N
N
N
CIFC FUNDING LTD 2014-3A
N/A
CIFC FUNDING LTD CIFC 2014 3A INC 144A
12549TAA7
3000000.000000
PA
USD
795976.830000
0.0584558
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Floating
0
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
404338.920000
PA
USD
179831.680000
0.0132067
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.69271
Y
N
N
N
N
N
FARM CREDIT BANK OF TEXAS
V1EBJIOLRNYDHDF63Z33
FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR
30767EAD1
1000000.000000
NS
USD
955034.000000
0.0701368
Long
EP
USGSE
US
N
2
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2009-6 2009-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 6 17A2 144A
17315JBM3
9617574.200000
PA
USD
6227023.440000
0.4573071
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2014-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A
17322WAK0
11245713.500000
PA
USD
6913312.500000
0.5077075
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.05543
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR4
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A
17311WAA5
256959.870000
PA
USD
230270.450000
0.0169109
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.31301
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR5
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A
17311LAJ0
1768595.080000
PA
USD
1517990.290000
0.1114799
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.94257
Y
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
631364.220000
PA
USD
575041.540000
0.0422305
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4
N/A
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A13
12566VAN2
143379.480000
PA
USD
132058.910000
0.0096983
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
Y
N
N
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4
N/A
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A5
12566VAE2
1155663.330000
PA
USD
1059226.920000
0.0777887
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
Y
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/29 FIXED 7.045
167486M89
20000.000000
PA
USD
20373.590000
0.0014962
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
7.045
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/29 FIXED 7.045
167486M97
125000.000000
PA
USD
132980.640000
0.0097660
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
7.045
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/40 FIXED 7.517
167486MK2
12100000.000000
PA
USD
13917156.220000
1.0220636
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.517
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/42 FIXED 7.75
167486D22
51000.000000
PA
USD
54654.460000
0.0040138
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
13851695.950000
PA
USD
11925451.410000
0.8757945
Long
LON
CORP
US
N
2
2026-08-21
Floating
4.7389
N
N
N
N
N
N
COMETE HOLDING
N/A
COMEXPOSIUM 2019 EUR TERM LOAN B
964NDFII9
24800000.000000
PA
21473543.450000
1.5769979
Long
LON
CORP
FR
N
2
2026-03-28
Fixed
4
N
N
Y
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
1055851.540000
PA
USD
180849.520000
0.0132814
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.67299
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25
20338QAA1
16640000.000000
PA
USD
13195353.600000
0.9690550
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
1343000.000000
NS
USD
1181772.850000
0.0867883
Long
EP
CORP
US
N
2
N
N
N
CORK STREET CLO DESIGNATED ACTIVITY CO 1A
N/A
CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A
ACI0QPJC5
1050608.070000
PA
235617.340000
0.0173035
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL SECURED 144A 01/29 VAR
ACI236434
1100000.000000
PA
1076663.830000
0.0790692
Long
DBT
CORP
JE
N
2
2029-01-28
Floating
5.2
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL SR UNSECURED 144A 01/27 VAR
ACI236343
1300000.000000
PA
1286044.240000
0.0944459
Long
DBT
CORP
JE
N
2
2027-01-28
Floating
4.85
N
N
N
N
N
N
COSAINT RE PTE LTD
N/A
COSAINT RE PTE LTD BONDS 144A 04/28 VAR
22112CAA0
1900000.000000
PA
USD
1868650.000000
0.1372320
Long
DBT
CORP
SG
N
2
2028-04-03
Floating
10.412
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 3.875
ACI1YJLH4
6600000.000000
PA
6136292.190000
0.4506438
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.875
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC TERM LOAN B
22207EBG8
1631330.440000
PA
USD
1559705.250000
0.1145434
Long
LON
CORP
US
N
2
2025-04-07
Floating
3.4097
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC TERM LOAN B
22207EBK9
4092221.310000
PA
3977531.190000
0.2921064
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.5
N
N
N
N
N
N
COTY INC, HFC PRESTIGE PRODUCTS INC AND HFC PRESTIGE INTERNATIONAL US LLC
N/A
COTY/HFC PRESTIGE/INT US SR SECURED 144A 01/29 4.75
222070AG9
6500000.000000
PA
USD
5592697.500000
0.4107227
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 01/24 8
G24524AV5
300000.000000
PA
USD
199500.000000
0.0146511
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7
ACI1TXND6
300000.000000
PA
USD
140870.090000
0.0103454
Long
DBT
CORP
KY
N
2
2026-07-12
Fixed
2.7
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 08/30 4.8
ACI1PP9T8
200000.000000
PA
USD
85294.530000
0.0062640
Long
DBT
CORP
KY
N
2
2030-08-06
Fixed
4.8
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 09/25 6.15
ACI1FGXS4
200000.000000
PA
USD
108100.000000
0.0079388
Long
DBT
CORP
KY
N
2
2025-09-17
Fixed
6.15
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125
ACI1S6K23
200000.000000
PA
USD
98500.000000
0.0072338
Long
DBT
CORP
KY
N
2
2025-10-22
Fixed
3.125
N
N
N
N
N
N
COUNTRYWIDE ALT LN TRUST 2005-1CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2
12667F2R5
391275.170000
PA
USD
203503.620000
0.0149451
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2004-35T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5
12667FQ99
492257.060000
PA
USD
401818.210000
0.0295092
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-36T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7
02146XAF5
2400535.530000
PA
USD
1232624.820000
0.0905229
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1
12667FYU3
267021.570000
PA
USD
256994.220000
0.0188734
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
5.75
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4
12667FJ55
375682.440000
PA
USD
290385.210000
0.0213256
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.75
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-37T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A4
12667G2W2
3202458.340000
PA
USD
2389512.690000
0.1754837
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A6
12668BEL3
975968.230000
PA
USD
897996.760000
0.0659481
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
15.6802
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J12
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1
12668ASY2
234295.880000
PA
USD
146147.800000
0.0107330
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.16357
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A3
12668BZD8
1410983.770000
PA
USD
778852.600000
0.0571982
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-26CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 26CB A18
02147WAT6
321853.990000
PA
USD
198048.600000
0.0145445
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-29T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A8
02147PAR5
1462777.640000
PA
USD
1003200.550000
0.0736742
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11
02149JAL0
499359.450000
PA
USD
216595.560000
0.0159066
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 2A2
02149JAR7
1543787.090000
PA
USD
965697.030000
0.0709199
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A4
12668BMX8
1251017.740000
PA
USD
680765.320000
0.0499948
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-19
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2
02151AAB6
6465350.500000
PA
USD
3999002.900000
0.2936832
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A5
02149VAE9
13991930.290000
PA
USD
1631773.890000
0.1198360
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
3.62643
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A8
02149VAH2
3822832.500000
PA
USD
2076163.130000
0.1524716
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9
02149VAJ8
385677.390000
PA
USD
209635.370000
0.0153954
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1
02150QAK2
1086522.180000
PA
USD
983816.390000
0.0722506
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
3.47294
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2008-2R
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1
021482AJ3
1451498.790000
PA
USD
939925.010000
0.0690273
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3
02147RAQ3
666095.460000
PA
USD
279835.160000
0.0205508
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1
126694A32
2844526.060000
PA
USD
2248384.230000
0.1651193
Long
ABS-MBS
CORP
US
N
2
2046-03-20
Floating
2.03229
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-J2
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 J2 1A6
126694H68
250000.690000
PA
USD
163270.480000
0.0119904
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-10
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 10 A2
12545CAB6
415296.550000
PA
USD
226233.670000
0.0166144
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.5
Y
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR
F22797RT7
400000.000000
PA
USD
395746.000000
0.0290632
Long
DBT
CORP
FR
N
2
2024-01-23
Floating
7.875
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR
22546DAB2
1100000.000000
PA
USD
1050658.400000
0.0771594
Long
DBT
CORP
CH
N
2
2023-12-11
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AJ7
600000.000000
PA
USD
555000.000000
0.0407587
Long
DBT
CORP
CH
N
2
2023-07-17
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
225401AK4
200000.000000
PA
USD
173799.830000
0.0127637
Long
DBT
CORP
CH
N
2
2025-09-12
Floating
7.25
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A VAR
225401AL2
1300000.000000
PA
USD
1077372.440000
0.0791213
Long
DBT
CORP
CH
N
2
2026-08-21
Floating
6.375
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/49 VAR
ACI07D348
2736000.000000
PA
USD
2613273.980000
0.1919165
Long
DBT
CORP
CH
N
2
2023-12-11
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/99 VAR
H3698DBW3
700000.000000
PA
USD
647500.000000
0.0475518
Long
DBT
CORP
CH
N
2
2023-07-17
Floating
7.5
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERT 2006
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11
225470P23
929047.400000
PA
USD
565930.150000
0.0415614
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.75
Y
N
N
N
N
N
CREDIT-BASED ASSET SERVC SEC 2005-CB8
N/A
CREDIT BASED ASSET SERVICING A CBASS 2005 CB8 AF5
12489WQG2
2135.390000
PA
USD
2093.040000
0.0001537
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
6.153
Y
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
275106.000000
NS
USD
2170586.340000
0.1594059
Long
EC
CORP
US
N
1
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507
126650BS8
1424786.900000
PA
USD
1554368.030000
0.1141514
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
213502.000000
NS
USD
1516077.700000
0.1113394
Long
EC
CORP
US
N
3
N
N
N
INTELSAT SA
549300YV2L21F4K80V46
INTELSAT EMERGENCE SA COMMON STOCK
000000000
459445.000000
NS
USD
12864460.000000
0.9447545
Long
EC
CORP
LU
Y
3
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN
25277BAE8
13237822.500000
PA
USD
13072349.720000
0.9600217
Long
LON
CORP
US
N
2
2026-05-26
Floating
9.786
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV FINANCING LLC TERM LOAN
25460HAB8
4289500.000000
PA
USD
3967019.680000
0.2913344
Long
LON
CORP
US
N
2
2027-08-02
Floating
6.6661
N
N
N
N
N
N
DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC
N/A
DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875
25461LAA0
1700000.000000
PA
USD
1455718.500000
0.1069067
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.875
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
6002000.000000
PA
USD
4715861.430000
0.3463287
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/28 5.75
25470XBF1
11250000.000000
PA
USD
8350706.250000
0.6132684
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
5900000.000000
PA
USD
4000200.000000
0.2937711
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.375
N
N
N
Y
N
DISH NETWORK CORPORATION
DISH NETWORK CORP-A
USD
XXXX
N
N
N
DORIC NIMROD AIR ALPHA 2013-1 CLASS A PASS THROUGH TRUST
N/A
DORIC NIMROD 2013 1 CL A PASS THRU CE 144A 05/25 5.25
233283AA8
25128.510000
PA
USD
24799.840000
0.0018213
Long
DBT
CORP
GG
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST
N/A
DORIC NIMROD AIR 2012 1A PASS THRU CE 144A 11/24 5.125
258258AA0
14558.760000
PA
USD
14432.830000
0.0010599
Long
DBT
CORP
GG
N
2
2024-11-30
Fixed
5.125
N
N
N
N
N
N
DRYDEN 57 CLO LTD 2018-58A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A
26245TAC0
14311000.000000
PA
USD
9172564.320000
0.6736250
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Variable
0
N
N
N
N
N
N
DTEK FINANCE PLC
549300VBCR9V58ZYQ356
DTEK FINANCE PLC COMPANY GUAR REGS 12/27 7.5
ACI1XVP76
8967304.000000
PA
USD
2157757.530000
0.1584638
Long
DBT
CORP
GB
N
2
2027-12-31
Fixed
7.5
N
N
Y
N
N
N
ENCINA SPV
N/A
ENCINA PRIVATE CREDIT LLC NOTE
938DREII2
27443839.960000
PA
USD
26765665.350000
1.9656467
Long
DBT
CORP
US
N
3
2025-11-30
Floating
2.294
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/44 5.3
86765BAP4
100000.000000
PA
USD
86928.560000
0.0063840
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.3
N
N
N
N
N
N
EQUINITI (ARMOR HOLDCO INC)
254900X6HLK0YPTHHF09
ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5
04625PAA9
4000000.000000
PA
USD
3312561.720000
0.2432716
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.5
N
N
N
N
N
N
AMH NEW FINANCE INC
N/A
ASSOCIATED MATERIALS GROUP INC ASSOCIATED MATERIALS DUMMY
936LNQ902
411442.000000
NS
USD
95382.540000
0.0070048
Long
EC
CORP
US
N
3
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 02/25 7.125
S25221AL6
5100000.000000
PA
USD
4314141.000000
0.3168267
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.125
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/28 8.45
ACI14B798
4200000.000000
PA
USD
3418674.000000
0.2510644
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45
N
N
N
N
N
N
ESSENTIAL PROPERTIES LP
254900XX9FNFCDE1NX02
ESSENTIAL PROPER COMPANY GUAR 07/31 2.95
29670VAA7
500000.000000
PA
USD
392309.010000
0.0288108
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
4487014.220000
PA
4232348.070000
0.3108199
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
2.9404
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
1394472.450000
PA
1558592.570000
0.1144617
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
5.5904
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5
30162RAC5
158000.000000
PA
USD
52930.000000
0.0038871
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
11.5
N
N
N
N
N
N
FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01
N/A
FANNIE MAE CAS CAS 2017 C01 1B1
30711XEQ3
2010000.000000
PA
USD
2149217.830000
0.1578366
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
7.37357
N
N
N
N
N
N
FANNIE MAE INTEREST STRIP 368
N/A
FANNIEMAE STRIP FNS 368 18
3136FCJ80
258734.430000
PA
USD
36971.450000
0.0027152
Long
ABS-MBS
USGSE
US
N
2
2036-02-25
Variable
5
N
N
N
N
N
N
FANNIE MAE REMICS 2013-32
N/A
FANNIE MAE FNR 2013 32 HI
3136ADJF7
1046386.780000
PA
USD
104576.940000
0.0076800
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS 2013-53
N/A
FANNIE MAE FNR 2013 53 MI
3136AEFR3
171971.450000
PA
USD
12373.550000
0.0009087
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS 2020-47
N/A
FANNIE MAE FNR 2020 47 IN
3136BAQ23
5137678.200000
PA
USD
1010429.230000
0.0742050
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
4.5
N
N
N
N
N
N
FERROGLOBE FINANCE COMPANY PLC / GLOBE SPECIALTY METALS INC
N/A
FERROGLOBE / GLOBE SPEC SR SECURED 12/25 9.375
ACI1ZL3W5
2550000.000000
PA
USD
2575500.000000
0.1891424
Long
DBT
CORP
GB
Y
2
2025-12-31
Fixed
9.375
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD COMMON STOCK
G5924V106
57729.000000
NS
USD
32905.530000
0.0024166
Long
EC
CORP
BM
N
3
N
N
N
FIRST FRANKLIN MTG LOAN ABS 2006-FF13
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2C
30247DAD3
3024805.530000
PA
USD
2191949.830000
0.1609748
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
1.94357
N
N
N
N
N
N
FIRST HORIZON ALT MTG SEC 2006-FA6
N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A1
32052FAH9
1003093.120000
PA
USD
421685.700000
0.0309682
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.25
Y
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
2888000.000000
PA
USD
2779202.460000
0.2041022
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.5
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/26 6.875
335934AR6
1882000.000000
PA
USD
1737029.540000
0.1275659
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2018-1
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2018 1 R 144A
33844M102
16000.000000
PA
USD
959426.850000
0.0704595
Long
ABS-O
CORP
US
N
3
2025-05-15
Fixed
0
N
N
N
N
N
N
FLY LEASING (FLY WILLOW FUNDING LTD)
N/A
FLY FUNDING II SARL 2020 TERM LOAN B
G3643LAB9
725394.560000
PA
USD
714513.640000
0.0524732
Long
LON
CORP
LU
N
3
2025-10-08
Floating
7.0122
N
N
N
N
N
N
FMG RESOURCES (AUGUST 2006) PTY LIMITED
549300EFD6S2NFE9D745
FMG RESOURCES AUG 2006 SR UNSECURED 144A 04/32 6.125
30251GBE6
2700000.000000
PA
USD
2435359.500000
0.1788506
Long
DBT
CORP
AU
N
2
2032-04-15
Fixed
6.125
N
N
N
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
152491.000000
NS
USD
26357868.210000
1.9356984
Long
EC
CORP
US
Y
3
N
N
N
NOBLE CORPORATION
N/A
NOBLE CORP COMMON STOCK USD.00001
000000000
45350.000000
NS
USD
1149622.500000
0.0844273
Long
EC
CORP
KY
Y
1
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
935327.430000
PA
USD
93.530000
0.0000069
Long
LON
CORP
US
N
3
2022-09-30
Fixed
5.2961
Y
Y
Y
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 05/97 7.7
345370BS8
29796000.000000
PA
USD
30815321.160000
2.2630498
Long
DBT
CORP
US
N
2
2097-05-15
Fixed
7.7
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5
34960PAB7
32000.000000
PA
USD
30251.840000
0.0022217
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC 2750
N/A
FREDDIE MAC FHR 2750 SG
31394RFB0
1060801.000000
PA
USD
140032.310000
0.0102838
Long
ABS-MBS
USGSE
US
N
2
2034-02-15
Floating
6.22529
N
N
N
N
N
N
FREDDIE MAC 4520
N/A
FREDDIE MAC FHR 4520 AI
3137BLTL2
1059247.180000
PA
USD
114762.330000
0.0084280
Long
ABS-MBS
USGSE
US
N
2
2035-10-15
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1
N/A
FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A
35563CAH1
13757815.070000
PA
USD
8421007.270000
0.6184313
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
5.99225
N
N
N
N
N
N
FREDDIE MAC REMICS 4102
N/A
FREDDIE MAC FHR 4102 NS
3137AUN54
718850.000000
PA
USD
485046.980000
0.0356214
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
1.96474
N
N
N
N
N
N
FREDDIE MAC REMICS 4182
N/A
FREDDIE MAC FHR 4182 HS
3137B0WN0
68775.290000
PA
USD
52485.070000
0.0038545
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Floating
3.864
N
N
N
N
N
N
FREDDIE MAC REMICS 4246
N/A
FREDDIE MAC FHR 4246 SN
3137B4PY6
5227744.940000
PA
USD
5022750.950000
0.3688664
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Floating
9.16877
N
N
N
N
N
N
FREDDIE MAC REMICS 4300
N/A
FREDDIE MAC FHR 4300 SC
3137B82L0
2207386.990000
PA
USD
1844503.830000
0.1354587
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
6.85601
N
N
N
N
N
N
FREDDIE MAC REMICS 4319
N/A
FREDDIE MAC FHR 4319 ES
3137B8LB1
1821655.900000
PA
USD
1502685.590000
0.1103559
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Floating
7.97072
N
N
N
N
N
N
FREDDIE MAC REMICS 5060
N/A
FREDDIE MAC FHR 5060 PI
3137F8A29
8146481.250000
PA
USD
1284777.480000
0.0943529
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Fixed
3
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA7
N/A
FREDDIE MAC STACR STACR 2021 DNA7 B2 144A
35564KNE5
8800000.000000
PA
USD
7414498.960000
0.5445142
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
8.72566
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2
N/A
FREDDIE MAC STACR STACR 2015 DNA2 B
3137G0FZ7
4397450.340000
PA
USD
4305742.830000
0.3162099
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Floating
9.17357
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1
N/A
FREDDIE MAC STACR STACR 2015 HQ1 B
3137G0EM7
1217442.390000
PA
USD
1227290.280000
0.0901311
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Floating
12.3736
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-2
N/A
FREMONT HOME LOAN TRUST FHLT 2006 2 M1
35729PPZ7
12418230.970000
PA
USD
8754554.800000
0.6429267
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.10357
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-E
N/A
FREMONT HOME LOAN TRUST FHLT 2006 E 2A3
35729NAD7
5620798.540000
PA
USD
2680121.530000
0.1968257
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
1.77357
N
N
N
N
N
N
FRESH MARKET INC/THE
529900QM5ZSBEBR6CS58
FRESH MARKET INC SR SECURED 144A 05/23 9.75
35804HAA4
12200000.000000
PA
USD
12200000.000000
0.8959571
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP 2021 DIP TERM LOAN B
35906EAQ3
7739358.170000
PA
USD
7270159.580000
0.5339141
Long
LON
CORP
US
N
2
2028-05-01
Floating
6.0625
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS SECURED 144A 01/30 6
35908MAB6
3984000.000000
PA
USD
3076544.400000
0.2259387
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
N
N
N
N
N
N
FUTURE DIAMOND LIMITED
98450078C09D9F084D16
FUTURE DIAMOND LTD COMPANY GUAR REGS 09/22 4.25
ACI20GSS4
200000.000000
PA
USD
186830.000000
0.0137206
Long
DBT
CORP
VG
N
2
2022-09-22
Fixed
4.25
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN
943ZHKII3
3384433.330000
PA
2599719.130000
0.1909211
Long
LON
CORP
CA
N
3
2027-10-18
Fixed
9.59
N
N
Y
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN
943ZERII1
15504242.900000
PA
USD
15320130.020000
1.1250967
Long
LON
CORP
CA
N
2
2027-10-15
Fixed
9.59
N
N
Y
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8
37185LAM4
6765000.000000
PA
USD
6005967.000000
0.4410729
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8
N
N
N
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 10/25 6.5
37185LAJ1
342000.000000
PA
USD
315956.700000
0.0232036
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA BANK GUARANT 144A 10/30 10.75
374422AD5
800000.000000
PA
USD
692180.000000
0.0508331
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
1100000.000000
PA
USD
633853.000000
0.0465496
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875
37443GAH4
1300000.000000
PA
USD
612982.500000
0.0450169
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.875
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
37443GAJ0
400000.000000
PA
USD
189908.000000
0.0139467
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
GLACIER FUNDING CDO III LTD 2005-3A
N/A
GLACIER FUNDING CDO GLCR 2005 3A A1 144A
37638XAA7
7208721.630000
PA
USD
1072722.660000
0.0787798
Long
ABS-CBDO
CORP
KY
N
2
2035-08-04
Floating
1.60486
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25
361841AR0
400000.000000
PA
USD
321386.100000
0.0236023
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORP PREFERRED STOCK
000000000
43560.000000
NS
USD
47658996.000000
3.5000343
Long
EP
CORP
US
N
3
N
N
N
STEARNS HOLDINGS LLC
549300B7MV13XJXKBZ36
STEARNS HOLDING LLC CLASS B STEARNS HOLDING LLC CLASSB
9353MP906
42113.000000
NS
USD
0.040000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
N/A
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
BJBQCWII7
28498525.000000
NS
29081968.210000
2.1357539
Long
EP
CORP
NL
N
2
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES
942WZK900
6085.240000
NS
USD
89614.290000
0.0065812
Long
EC
CORP
US
Y
3
N
N
N
GOLDEN STATE TOBACCO SECURITIZATION
N/A
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85
38122ND82
1000000.000000
PA
USD
903200.800000
0.0663303
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
3.85
N
N
N
N
N
N
GOLDEN STATE TOBACCO SECURITIZATION
N/A
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214
38122ND66
2400000.000000
PA
USD
1961559.840000
0.1440552
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
4.214
N
N
N
N
N
N
SYNIVERSE CORPORATION
N/A
SYNIVERSE PFD PIK PFDJJZ917
936UVD902
4667857.000000
NS
USD
4574499.860000
0.3359472
Long
EP
CORP
US
Y
3
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-143
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 143 IJ
38378GRT7
283995.920000
PA
USD
34052.960000
0.0025008
Long
ABS-MBS
USGSE
US
N
2
2041-09-16
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI
38378HFV3
153865.010000
PA
USD
27948.490000
0.0020525
Long
ABS-MBS
USGSE
US
N
2
2042-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-97
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 97 WS
38375GYG0
948966.240000
PA
USD
114351.290000
0.0083979
Long
ABS-MBS
USGSE
US
N
2
2042-01-20
Floating
5.15486
N
N
N
N
N
N
GREENE KING FINANCE PLC
213800QIJMYMW6TSBG41
GREENE KING FINANCE PLC SECURED 12/34 VAR
B06FKZII2
350000.000000
PA
352049.300000
0.0258542
Long
DBT
CORP
GB
N
2
2034-12-15
Floating
3.01798
N
N
N
N
N
N
GROSVENOR PLACE CLO BV 2015-1A
N/A
GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A
39927WAV9
750000.000000
PA
240352.720000
0.0176513
Long
ABS-CBDO
CORP
NL
N
2
2029-04-30
Variable
0
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP F 144A
36255MAQ0
7800000.000000
PA
USD
7484911.200000
0.5496852
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.74434
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP G 144A
36255MAS6
1400000.000000
PA
USD
1333810.380000
0.0979538
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.74434
N
N
N
N
N
N
GSAMP TRUST 2007-FM1
N/A
GSAMP TRUST GSAMP 2007 FM1 A1
3622MAAA9
1373310.490000
PA
USD
786393.160000
0.0577520
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
1.76357
N
N
N
N
N
N
GSPA MONETIZATION TRUST
N/A
GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
36298GAA7
5180339.280000
PA
USD
5156514.690000
0.3786899
Long
DBT
CORP
US
N
2
2029-10-09
Fixed
6.422
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR7
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1
362341XE4
655417.240000
PA
USD
582402.970000
0.0427712
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.14625
Y
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2007-AR1
N/A
GSR MORTGAGE LOAN TRUST GSR 2007 AR1 1A1
362290AA6
1372757.930000
PA
USD
971977.270000
0.0713811
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.69053
Y
N
N
N
N
N
HAMPTON ROADS PPV LLC
N/A
HAMPTON ROADS PPV LLC BONDS 144A 06/53 6.171
409322AC8
1800000.000000
PA
USD
1668841.020000
0.1225582
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
6.171
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/95 7.5
197677AH0
4800000.000000
PA
USD
4916832.000000
0.3610878
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
HESTIA RE LTD UNSECURED 144A 04/25 VAR
42815KAA0
1878000.000000
PA
USD
1864760.100000
0.1369463
Long
DBT
CORP
BM
N
2
2025-04-22
Floating
9.5
N
N
N
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP SR UNSECURED 144A 10/30 4.5
403949AH3
20346000.000000
PA
USD
18543968.620000
1.3618526
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.5
N
N
N
N
N
N
HOMEBANC MORTGAGE TRUST 2005-1
N/A
HOMEBANC MORTGAGE TRUST HMBT 2005 1 M6
43739EAX5
86899.570000
PA
USD
69513.970000
0.0051050
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
2.82357
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375
44107TAY2
100000.000000
PA
USD
84743.600000
0.0062235
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.375
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR
ACI0H2TW1
2330000.000000
PA
2421110.470000
0.1778042
Long
DBT
CORP
GB
N
2
2023-09-29
Floating
6
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 CO COMPANY GUAR REGS 04/27 4.75
G463PSAE4
200000.000000
PA
USD
180750.000000
0.0132741
Long
DBT
CORP
VG
N
2
2027-04-27
Fixed
4.75
N
N
N
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 CO COMPANY GUAR REGS 11/27 4.25
ACI0YNJ23
200000.000000
PA
USD
174500.000000
0.0128151
Long
DBT
CORP
VG
N
2
2027-11-07
Fixed
4.25
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 02/30 3.375
ACI1K6N02
300000.000000
PA
USD
226125.000000
0.0166064
Long
DBT
CORP
VG
N
2
2030-02-24
Fixed
3.375
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 05/29 4.5
ACI1C6PX7
1300000.000000
PA
USD
1083875.000000
0.0795988
Long
DBT
CORP
VG
N
2
2029-05-29
Fixed
4.5
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 09/30 3.625
ACI1RSZZ7
300000.000000
PA
USD
231000.000000
0.0169644
Long
DBT
CORP
VG
N
2
2030-09-30
Fixed
3.625
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 11/29 3.875
ACI1GS152
700000.000000
PA
USD
559125.000000
0.0410616
Long
DBT
CORP
VG
N
2
2029-11-13
Fixed
3.875
N
N
N
N
N
N
HUDSON RIVER TRADING LLC
549300SMOBUC8O5UOE10
HUDSON RIVER TRADING LLC 2021 TERM LOAN
44413EAF5
4787909.280000
PA
USD
4482680.060000
0.3292040
Long
LON
CORP
US
N
2
2028-03-20
Floating
4.6398
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
572252.000000
NS
USD
5390613.840000
0.3958819
Long
EC
CORP
US
N
1
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD COMMON STOCK USD.01
G9460G101
2895.000000
NS
USD
122284.800000
0.0089805
Long
EC
CORP
BM
N
1
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-F2
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
45670JAE2
6452623.620000
PA
USD
2735693.030000
0.2009069
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.5
Y
N
N
N
N
N
INDYMAC RESIDENTIAL ASSET BACKED 2007-B
N/A
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2
43710EAD2
2628409.180000
PA
USD
1585926.900000
0.1164691
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
1.78357
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS FIN PLC EURO TERM
G4768PAH4
17103123.540000
PA
17155889.500000
1.2599133
Long
LON
CORP
US
N
2
2024-04-01
Floating
2.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5
45824TBC8
33857000.000000
PA
USD
28016667.500000
2.0575191
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B
L5137LAQ8
9548972.780000
PA
USD
8761182.530000
0.6434135
Long
LON
CORP
LU
N
2
2029-02-01
Floating
4.9195
N
N
N
N
N
N
INTER MEDIA AND COMMUNICATION SPA
81560082CE2ED97AFD36
INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75
ACI239TV9
7000000.000000
PA
6565098.650000
0.4821350
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.75
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA JR SUBORDINA REGS 12/49 VAR
ACI0RSP49
2400000.000000
PA
2393413.010000
0.1757701
Long
DBT
CORP
IT
N
2
2027-01-11
Floating
7.75
N
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
858541.000000
NS
USD
25575936.390000
1.8782740
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 01/32 4.875
ACI1T3TK0
3400000.000000
PA
2573169.600000
0.1889713
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 03/48 6.625
ACI11JRN1
1600000.000000
PA
1129117.800000
0.0829214
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.625
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 01/32 4.875
ACI1T3QV9
2500000.000000
PA
1892036.470000
0.1389495
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
4368000.000000
PA
USD
3276906.360000
0.2406531
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.35048
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
942UCF009
2841.170000
NS
USD
0.000000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2007-A1
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 2A1
466287AP4
4744874.690000
PA
USD
4729257.880000
0.3473125
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.21522
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2
466247F57
998806.230000
PA
USD
781919.750000
0.0574235
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.81103
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 3A1
46628LAK4
345456.190000
PA
USD
267982.280000
0.0196804
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.27941
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A7
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M
46629DBJ3
472808.790000
PA
USD
402708.030000
0.0295745
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
2.85632
Y
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-WF1
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3A
46628SAE3
102391.590000
PA
USD
35579.070000
0.0026129
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
6.33
Y
N
N
N
N
N
JP MORGAN MTGE TRUST 2005-A7
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1
466247WT6
12801.190000
PA
USD
12362.960000
0.0009079
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.83161
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
45070.000000
NS
USD
4.510000
0.0000003
Long
EC
CORP
US
Y
3
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP SR UNSECURED 08/24 3.2
517834AG2
200000.000000
PA
USD
189135.130000
0.0138899
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.2
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5
517834AE7
300000.000000
PA
USD
261134.400000
0.0191775
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.5
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL
N5200EAC5
382611.240000
PA
USD
239132.030000
0.0175616
Long
LON
CORP
US
N
3
2024-06-28
Floating
4.6661
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
2078664.690000
PA
USD
1065315.650000
0.0782358
Long
LON
CORP
US
N
2
2025-06-30
Fixed
2.6661
N
N
Y
N
N
N
LEHMAN MORTGAGE TRUST 2007-6
N/A
LEHMAN MORTGAGE TRUST LMT 2007 6 1A11
52521NAJ9
68171.640000
PA
USD
62078.490000
0.0045590
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
LEHMAN XS TRUST 2006-11
N/A
LEHMAN XS TRUST LXS 2006 11 2A2
52522WAF6
674992.360000
PA
USD
713338.810000
0.0523870
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.79
N
N
N
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
1710258.630000
PA
USD
1551063.990000
0.1139088
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
2.06357
Y
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
REGIONALCARE HOSPITAL PARTNERS 2018 TERM LOAN B
75915TAD4
86539.240000
PA
USD
80934.440000
0.0059438
Long
LON
CORP
US
N
2
2025-11-16
Floating
5.4161
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
ACI0808F5
4610000.000000
PA
5617377.230000
0.4125352
Long
DBT
CORP
GB
N
2
2023-06-27
Floating
7.625
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
ACI0808H1
523000.000000
PA
630393.610000
0.0462955
Long
DBT
CORP
GB
N
2
2029-06-27
Floating
7.875
N
N
N
N
Y
LLOYDS BANKING GROUP PLC
LLOYDS BANKING GROUP PLC
GBP
XXXX
N
N
N
LNR CDO LTD 2005-1A
N/A
LNR CDO LTD LNR 2005 1A A 144A
53944PAA0
3230768.610000
PA
USD
66531.220000
0.0048860
Long
ABS-CBDO
CORP
KY
N
2
2043-02-28
Floating
1.91271
Y
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2006-WL2
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL2 2A4
542514SD7
4520397.870000
PA
USD
4177330.860000
0.3067795
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.22357
N
N
N
N
N
N
AA BOND CO LIMITED
2138002EPF6QVRZBMC58
AA BOND CO LTD SR SECURED REGS 07/50 5.5
ACI1JGR32
3541000.000000
PA
4214030.960000
0.3094747
Long
DBT
CORP
JE
N
2
2050-07-31
Fixed
5.5
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN
02376CBJ3
12003000.000000
PA
USD
11498874.000000
0.8444671
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.8127
N
N
N
N
N
N
MARKET BIDCO FINCO PLC
549300UGYX6EBVHRVG53
MARKET BIDCO FINCO PLC SR SECURED 144A 11/27 4.75
ACI261ZG9
1800000.000000
PA
1503389.070000
0.1104076
Long
DBT
CORP
GB
N
2
2027-11-04
Fixed
4.75
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-3
N/A
MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A
57109M101
14553.000000
PA
USD
1200767.120000
0.0881833
Long
ABS-O
CORP
US
N
3
2029-09-17
Fixed
0
N
N
N
N
N
N
MASTR ALT LN TR 2006-3
N/A
MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2
57645DAG7
2827524.480000
PA
USD
1226702.270000
0.0900879
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.75
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
CONDOR MERGER SUB INC SR UNSECURED 144A 02/30 7.375
579063AB4
3800000.000000
PA
USD
3099774.000000
0.2276446
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.375
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
MCAFEE LLC 2022 USD TERM LOAN B
57906HAD9
10000000.000000
PA
USD
9097500.000000
0.6681123
Long
LON
CORP
US
N
2
2029-03-01
Floating
5.6985
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75
58547DAE9
4100000.000000
PA
USD
2644500.000000
0.1942097
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375
58547DAD1
200000.000000
PA
USD
121006.950000
0.0088866
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.375
N
N
N
N
N
N
MELCO RESORTS FINANCE LIMITED
N/A
MELCO RESORTS FINANCE SR UNSECURED REGS 07/28 5.75
G5975LAF3
200000.000000
PA
USD
129000.000000
0.0094736
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A2D
59020U6M2
6176156.410000
PA
USD
1577120.450000
0.1158223
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
6.395
Y
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
59020U5W1
2136610.460000
PA
USD
1244970.010000
0.0914295
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.60585
Y
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/24 5.375
55300RAA9
300000.000000
PA
USD
256039.500000
0.0188033
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.375
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875
55300RAB7
800000.000000
PA
USD
605961.350000
0.0445013
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.875
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED 144A 06/25 5.25
55300RAE1
2400000.000000
PA
USD
1844799.120000
0.1354804
Long
DBT
CORP
KY
N
2
2025-06-18
Fixed
5.25
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED REGS 02/27 4.75
G60744AG7
200000.000000
PA
USD
141618.000000
0.0104003
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-NC5
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C
61749BAE3
5862999.130000
PA
USD
3303783.590000
0.2426269
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
1.77357
N
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2007-10XS
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2
61751MAC8
808891.400000
PA
USD
438457.880000
0.0322000
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.25
Y
N
N
N
N
N
MOUNTAIN STATES TELEPHONE & TELEGRAPH COMPANY
N/A
MOUNTAIN STATES TEL + TE SR UNSECURED 05/30 7.375
624284BD6
6900000.000000
PA
USD
6965791.500000
0.5115615
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.375
N
N
N
N
N
N
MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP
N/A
MPT OPER PARTNERSP/FINL COMPANY GUAR 04/30 3.375
ACI1WKS78
2100000.000000
PA
2051013.040000
0.1506246
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
3.375
N
N
N
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B
55328HAK7
15780750.000000
PA
USD
14587330.780000
1.0712806
Long
LON
CORP
US
N
2
2028-09-01
Floating
5.8249
N
N
N
N
N
N
N-STAR REL CDO VIII LTD 2006-8A
N/A
N STAR REAL ESTATE CDO LTD NSTAR 2006 8A B 144A
62940FAD1
530816.310000
PA
USD
530209.590000
0.0389381
Long
ABS-CBDO
CORP
KY
N
2
2041-02-01
Floating
2.13314
N
N
N
N
N
N
NATIONAL HEALTH INVS INC
549300ZPKZIG6DKDEC02
NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3
63633DAF1
800000.000000
PA
USD
614880.420000
0.0451563
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A
63874LAQ7
4500000.000000
PA
USD
4261977.900000
0.3129959
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
3.575
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
15325000.000000
PA
USD
15202093.500000
1.1164282
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
ADAGIO VI CLO DAC VI-A
N/A
ADAGIO CLO ADAGI VI A SUB 144A
ACI0YQYN3
1800000.000000
PA
704823.480000
0.0517616
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/27 5.875
62886HBE0
4908000.000000
PA
USD
4205567.040000
0.3088531
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.875
N
N
N
N
N
N
NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL)
254900CHQOBZNYV4DY60
SUNSHINE LUXEMBOURG VII SARL 2021 TERM LOAN B3
L8908YAE8
488812.500000
PA
USD
453984.610000
0.0333402
Long
LON
CORP
LU
N
2
2026-10-01
Floating
6.0004
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-1
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1
007036AT3
2853606.370000
PA
USD
2585206.710000
0.1898553
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
2.77357
Y
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2006-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1
007034AQ4
1512457.170000
PA
USD
614073.490000
0.0450970
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
1.96357
N
N
N
N
N
N
NGD HOLDINGS BV
984500ED2ABF0UF46690
NGD HOLDINGS BV SR SECURED 12/26 6.75
ACI1XVPP6
1260719.000000
PA
USD
561019.960000
0.0412008
Long
DBT
CORP
NL
N
2
2026-12-31
Fixed
6.75
N
N
N
N
N
N
NIELSEN FINANCE LLC / NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/CO COMPANY GUAR 144A 10/28 5.625
65409QBD3
1700000.000000
PA
USD
1583643.500000
0.1163014
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.625
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
654744AD3
21100000.000000
PA
USD
18765079.700000
1.3780908
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81
N
N
N
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE FINANCE CO SECURED 02/28 11
65505JAC5
61021.000000
PA
USD
66818.000000
0.0049071
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11
N
N
Y
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE FINANCE CO SECURED 144A 02/28 11
65505JAA9
43594.000000
PA
USD
47735.430000
0.0035056
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11
N
N
Y
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35
G67106AC1
347893.000000
PA
USD
214649.980000
0.0157637
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
7.35
N
N
Y
N
N
N
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
549300L7LF2PIRAWID66
ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72
G6711KAC9
811181.090000
PA
USD
782789.750000
0.0574874
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
549300L7LF2PIRAWID66
ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/26 7.72
G6711KAD7
9394684.000000
PA
USD
2348671.000000
0.1724843
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
7.72
N
N
Y
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000
67576JAB7
743517.000000
PA
USD
3159.950000
0.0002321
Long
DBT
CORP
KY
N
2
2022-08-08
None
0
N
N
N
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000
000000000
535966.000000
PA
USD
2277.860000
0.0001673
Long
DBT
CORP
KY
N
2
2022-08-05
None
0
N
N
N
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI SA COMPANY GUAR 07/25 VAR
P7354PAA2
29050000.000000
PA
USD
14261789.280000
1.0473731
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10
N
N
Y
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/41 3.65
68389XBZ7
2800000.000000
PA
USD
2090866.850000
0.1535514
Long
DBT
CORP
US
Y
2
2041-03-25
Fixed
3.65
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/51 3.95
68389XCA1
2400000.000000
PA
USD
1766458.150000
0.1297271
Long
DBT
CORP
US
Y
2
2051-03-25
Fixed
3.95
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/61 4.1
68389XCB9
2600000.000000
PA
USD
1844837.490000
0.1354832
Long
DBT
CORP
US
Y
2
2061-03-25
Fixed
4.1
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 04/60 3.85
68389XBY0
200000.000000
PA
USD
137496.160000
0.0100976
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VB 144A
68619MAQ4
58190036.720000
PA
USD
19106000.280000
1.4031277
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
2.56286
N
N
N
N
N
N
ORIENT POINT CDO LTD
N/A
ORIENT POINT CDO LTD ORPT 2005 1A A1VF 144A
68619MAL5
58012085.540000
PA
USD
19047572.140000
1.3988368
Long
ABS-CBDO
CORP
KY
N
2
2045-10-03
Floating
2.56286
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
15063000.000000
PA
USD
11571821.530000
0.8498243
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3
694308HS9
3862000.000000
PA
USD
3463319.750000
0.2543431
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2
694308KB2
4200000.000000
PA
USD
3752995.850000
0.2756167
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.2
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3
694308HL4
257000.000000
PA
USD
187271.900000
0.0137531
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
694308GZ4
2491000.000000
PA
USD
1874724.280000
0.1376781
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 4.95
694308KE6
1700000.000000
PA
USD
1668679.690000
0.1225464
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
694308HD2
1036000.000000
PA
USD
792204.940000
0.0581788
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.6
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45
694308JL2
256500.000000
PA
USD
241472.330000
0.0177335
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
694308JM0
7090000.000000
PA
USD
6306621.080000
0.4631526
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5
694308JQ1
4723000.000000
PA
USD
3667682.540000
0.2693513
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95
694308JN8
8191000.000000
PA
USD
6551331.930000
0.4811240
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75
694308HA8
46000.000000
PA
USD
31212.390000
0.0022922
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5
694308GY7
65000.000000
PA
USD
47912.520000
0.0035187
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
694308HR1
1006000.000000
PA
USD
707391.390000
0.0519502
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA 2021 TERM LOAN B
C0102MAP0
300000.000000
PA
USD
276750.000000
0.0203243
Long
LON
CORP
CA
N
3
2028-08-11
Floating
4.25
N
N
N
N
N
N
AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST
N/A
AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25
00909DAA1
1298312.230000
PA
USD
1299650.530000
0.0954452
Long
DBT
CORP
CA
N
2
2030-10-01
Fixed
5.25
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
16656000.000000
PA
USD
13492276.080000
0.9908608
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
800000.000000
PA
896483.220000
0.0658369
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.625
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 06/50 6.75
71647NBG3
3874000.000000
PA
USD
3364472.150000
0.2470838
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/26 6.25
B71QWNII2
1867000.000000
PA
2209075.390000
0.1622325
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
6.25
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95
71654QDE9
5741000.000000
PA
USD
4216477.450000
0.3096544
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69
71654QDD1
4940000.000000
PA
USD
3374439.900000
0.2478159
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95
71654QDF6
660000.000000
PA
USD
408309.000000
0.0299858
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7
71643VAB1
17637000.000000
PA
USD
13485250.200000
0.9903448
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.7
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
6568000.000000
PA
USD
4078432.440000
0.2995165
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 02/28 4.875
BYWQJHII7
2647000.000000
PA
2203216.600000
0.1618023
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.875
N
N
N
N
N
N
PETSMART LLC
N/A
PETSMART INC 2021 TERM LOAN B
71677HAL9
1200000.000000
PA
USD
1131374.400000
0.0830871
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.5
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY FUNDING LLC
N/A
PG+E WILDFIRE RECOVERY SR SECURED 06/38 4.263
693342AB3
1040000.000000
PA
USD
1047642.990000
0.0769380
Long
DBT
CORP
US
N
2
2038-06-01
Fixed
4.263
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY FUNDING LLC
N/A
PG+E WILDFIRE RECOVERY SR SECURED 06/41 4.377
693342AC1
1160000.000000
PA
USD
1146941.670000
0.0842304
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.377
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY FUNDING LLC
N/A
PG+E WILDFIRE RECOVERY SR SECURED 12/49 4.451
693342AD9
6100000.000000
PA
USD
6159514.710000
0.4523493
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
4.451
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY FUNDING LLC
N/A
PG+E WILDFIRE RECOVERY SR SECURED 12/53 4.674
693342AE7
1400000.000000
PA
USD
1401351.180000
0.1029140
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
4.674
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
300000.000000
PA
USD
256965.000000
0.0188713
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN
945BECII5
7258879.730000
PA
6893792.110000
0.5062740
Long
LON
CORP
ES
N
2
2027-06-30
Fixed
9
N
N
Y
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK SENIOR TERM LOAN
945BEBII7
22523029.230000
PA
21183700.110000
1.5557121
Long
LON
CORP
ES
N
2
2026-12-31
Floating
5.25
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/27 3.257
74365PAG3
1500000.000000
PA
USD
1304802.140000
0.0958235
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.257
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/32 4.193
74365PAH1
2600000.000000
PA
USD
2078494.940000
0.1526428
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.193
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/34 2.778
ACI22XT05
1600000.000000
PA
1171432.040000
0.0860289
Long
DBT
CORP
NL
N
2
2034-01-19
Fixed
2.778
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/52 4.987
74365PAJ7
2200000.000000
PA
USD
1583160.480000
0.1162659
Long
DBT
CORP
NL
N
2
2052-01-19
Fixed
4.987
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 07/31 3.061
74365PAF5
3700000.000000
PA
USD
2727630.970000
0.2003148
Long
DBT
CORP
NL
N
2
2031-07-13
Fixed
3.061
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 07/33 1.985
ACI1Z3X77
1800000.000000
PA
1267699.350000
0.0930987
Long
DBT
CORP
NL
N
2
2033-07-13
Fixed
1.985
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 08/50 4.027
74365PAD0
1500000.000000
PA
USD
933864.960000
0.0685822
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.027
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 01/30 3.68
N7163RAA1
5100000.000000
PA
USD
4067590.320000
0.2987202
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 02/51 3.832
N7163RAQ6
1900000.000000
PA
USD
1147714.170000
0.0842871
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.832
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
ACI11ZNP4
51870000.000000
PA
195326.500000
0.0143446
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
42.0333
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
810515000.000000
PA
3052150.740000
0.2241472
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
42.0333
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/23 FIXED 5.25
74514L3E5
326741.000000
PA
USD
332757.540000
0.0244374
Long
DBT
MUN
PR
N
2
2023-07-01
Fixed
5.25
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/24 ZEROCPNOID 0
74514L3Q8
150490.000000
PA
USD
137809.950000
0.0101206
Long
DBT
MUN
PR
N
2
2024-07-01
None
0
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/33 FIXED 4
74514L3K1
292555.000000
PA
USD
268746.670000
0.0197365
Long
DBT
MUN
PR
N
2
2033-07-01
Fixed
4
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/33 ZEROCPNOID 0
74514L3R6
376491.000000
PA
USD
212025.610000
0.0155710
Long
DBT
MUN
PR
N
2
2033-07-01
None
0
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/35 FIXED 4
74514L3L9
262968.000000
PA
USD
236199.280000
0.0173463
Long
DBT
MUN
PR
N
2
2035-07-01
Fixed
4
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/37 FIXED 4
74514L3M7
225696.000000
PA
USD
200333.930000
0.0147123
Long
DBT
MUN
PR
N
2
2037-07-01
Fixed
4
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/41 FIXED 4
74514L3N5
223724.000000
PA
USD
194259.800000
0.0142663
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR
74514L3T2
11460761.000000
PA
USD
5716054.550000
0.4197820
Long
DBT
MUN
PR
N
2
2043-11-01
Variable
0
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR
74514L4G9
12300000.000000
PA
USD
5304375.000000
0.3895486
Long
DBT
MUN
PR
N
2
2051-11-01
Variable
0
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 03/43 5.95
747262AM5
4186000.000000
PA
USD
2830198.390000
0.2078473
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2011-4
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2011 4 3A2 144A
74930PAF1
3609000.000000
PA
USD
1141423.480000
0.0838251
Long
ABS-MBS
CORP
US
N
2
2036-10-27
Floating
1.84357
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2011-4
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2011 4 4A2 144A
74930PAH7
7999999.990000
PA
USD
4052876.790000
0.2976397
Long
ABS-MBS
CORP
US
N
2
2037-08-27
Floating
1.48571
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2007-1
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3
75970JAF3
11496275.830000
PA
USD
3872165.280000
0.2843684
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.612
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2007-3
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3
75971FAF0
8124218.470000
PA
USD
4000990.740000
0.2938292
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
7.238
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QA7
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1
751152AA7
375192.170000
PA
USD
364020.640000
0.0267334
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.00357
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QS7
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3
74923WAC2
1124642.380000
PA
USD
993115.340000
0.0729335
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2006-QS10
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15
751155AQ5
346166.230000
PA
USD
311692.920000
0.0228905
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2007-QH4
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2
74922TAB2
169990.870000
PA
USD
145999.140000
0.0107220
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
2.08357
Y
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
3550000.000000
PA
USD
3888718.460000
0.2855840
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5
761143AE6
4660621.730000
PA
USD
2212753.210000
0.1625026
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.25
Y
N
N
N
N
N
RESIDENTIAL ASSET SECUR TRUST 2005-A15
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1
45660L4G1
294408.640000
PA
USD
137875.690000
0.0101255
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.75
Y
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A16
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A16 1A3
76114GAC1
1480531.140000
PA
USD
784811.940000
0.0576359
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
02154CAH6
6551000.000000
PA
USD
5275749.590000
0.3874464
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75
N
N
N
N
N
N
RESIDENTIAL FUNDING MTGE SEC 2007-SA1
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2
74958WAC0
1609500.930000
PA
USD
1192036.950000
0.0875421
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.97659
Y
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
76716XAA0
2026695.730000
PA
USD
2102230.680000
0.1543860
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED REGS 07/24 9.25
U76673AA7
2130131.560000
PA
USD
2209521.560000
0.1622653
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-3
N/A
RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75
U76673AB5
378908.900000
PA
USD
404066.560000
0.0296743
Long
DBT
CORP
US
N
2
2027-01-06
Variable
9.75
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2
76716XAC6
322416.000000
PA
USD
335465.790000
0.0246363
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2
U76673AC3
3313720.000000
PA
USD
3447842.820000
0.2532065
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5
02156TAB0
12200000.000000
PA
USD
10260932.000000
0.7535537
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.5
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625
ACI1S5ZS2
200000.000000
PA
197402.340000
0.0144971
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.625
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 06/23 9.125
780153BC5
700000.000000
PA
USD
693948.500000
0.0509630
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.125
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE HOLDCO 2 LP 2021 TERM LOAN
75774EAG0
6070801.110000
PA
USD
5261362.990000
0.3863898
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.934
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625
78307ADE0
4200000.000000
PA
USD
1239000.000000
0.0909911
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625
X74344DS2
9200000.000000
PA
USD
2714000.000000
0.1993137
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 06/28 12.75
X7435HAE6
100000.000000
PA
USD
27500.000000
0.0020196
Long
DBT
NUSS
RU
N
2
2028-06-24
Fixed
12.75
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875
X74359AC8
200000.000000
PA
USD
59000.000000
0.0043329
Long
DBT
NUSS
RU
N
2
2043-09-16
Fixed
5.875
N
N
N
N
N
N
RZD CAPITAL PUBLIC LIMITED COMPANY
635400VKMH1VQDFMW392
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
B3SXQ5II3
1500000.000000
PA
182595.040000
0.0134096
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.487
N
N
N
N
N
N
SANDERS RE III LTD
N/A
SANDERS RE III LTD UNSECURED 144A 04/29 VAR
80000XAC3
3241000.000000
PA
USD
3243754.850000
0.2382185
Long
DBT
CORP
BM
N
2
2029-04-09
Floating
11.75
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 06/30 4.875
80007RAL9
200000.000000
PA
USD
146526.000000
0.0107607
Long
DBT
CORP
KY
N
2
2030-06-18
Variable
4.625
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
13590000.000000
PA
USD
10500313.500000
0.7711337
Long
DBT
CORP
KY
N
2
2028-08-08
Variable
5.4
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 03/27 2.55
80007RAM7
1800000.000000
PA
USD
1313883.000000
0.0964904
Long
DBT
CORP
KY
N
2
2027-03-08
Variable
2.55
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 03/29 3.1
80007RAP0
1600000.000000
PA
USD
1134848.000000
0.0833422
Long
DBT
CORP
KY
N
2
2029-03-08
Variable
3.1
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 144A 08/31 3.25
80007RAR6
1300000.000000
PA
USD
861003.000000
0.0632313
Long
DBT
CORP
KY
N
2
2031-08-08
Variable
3.25
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/99 VAR
ACI0TF455
9405000.000000
PA
11047511.950000
0.8113195
Long
DBT
CORP
GB
N
2
2024-06-24
Floating
6.75
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649
803014AA7
2300000.000000
PA
USD
1953358.510000
0.1434529
Long
DBT
CORP
AU
N
2
2031-04-29
Fixed
3.649
N
N
N
N
N
N
SASOL FINANCING LIMITED
378900A5BC68CC18C276
SASOL LTD REVOLVER
937HWVII0
8888631.060000
PA
USD
8804142.490000
0.6465684
Long
LON
CORP
ZA
N
3
2022-11-23
Floating
0.56
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
900000.000000
PA
925235.060000
0.0679484
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST
N/A
AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7
02377AAA6
900438.140000
PA
USD
781603.630000
0.0574003
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.7
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED REGS 06/23 5.375
932DRGII3
3000000.000000
PA
3036779.900000
0.2230184
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
5.375
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN COMPANY GUAR 06/29 4.091
81180WBC4
2000000.000000
PA
USD
1723760.000000
0.1265914
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.091
N
N
N
N
N
N
SEAZEN GROUP (NEW METRO GLOBAL LIMITED)
549300HJRNTCANEH0D47
NEW METRO GLOBAL LTD COMPANY GUAR REGS 08/22 5
ACI0WMNR7
200000.000000
PA
USD
195600.000000
0.0143647
Long
DBT
CORP
VG
N
2
2022-08-08
Fixed
5
N
N
N
N
N
N
SEAZEN GROUP LIMITED
5493006M8GRAQRCSCD67
SEAZEN GROUP LTD SR SECURED REGS 08/24 6
ACI1Q0RZ8
200000.000000
PA
USD
120000.000000
0.0088127
Long
DBT
CORP
KY
N
2
2024-08-12
Fixed
6
N
N
N
N
N
N
AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
N/A
AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375
023770AA8
260426.830000
PA
USD
233892.900000
0.0171769
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.375
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 NC2 M1
81376EAD7
11066620.620000
PA
USD
10294109.630000
0.7559903
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.04357
Y
N
N
N
N
N
SEQUA MEZZANINE HOLDINGS LLC
N/A
SEQUA MEZZANINE HOLDINGS LLC 2020 EXTENDED TERM LOAN
81733HAE6
1153494.990000
PA
USD
1148688.380000
0.0843587
Long
LON
CORP
US
N
2
2023-11-28
Fixed
8.3029
N
N
Y
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B
24736CBS2
15100000.000000
PA
USD
14994843.600000
1.1012080
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.8127
N
N
N
N
N
N
AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST
N/A
AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35
02376AAA7
1175266.550000
PA
USD
1082492.180000
0.0794973
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.35
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2013-M1
N/A
SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A
78447T103
8350.000000
PA
USD
6965788.620000
0.5115613
Long
ABS-O
CORP
US
N
3
2029-10-28
Fixed
0
N
N
N
N
N
N
SLM STUDENT LOAN TRUST-2007-4
N/A
SLM STUDENT LOAN TRUST SLMA 2007 4 R
78444A107
7000.000000
PA
USD
2515061.940000
0.1847039
Long
ABS-O
CORP
US
N
3
2042-01-25
Fixed
0
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED REGS 07/24 4.875
ACI0W96J3
200000.000000
PA
191131.410000
0.0140365
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.875
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A
78448P100
3150.000000
PA
USD
1455329.390000
0.1068781
Long
ABS-O
CORP
US
N
3
2048-10-15
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A
78448R106
2737.000000
PA
USD
1284030.080000
0.0942980
Long
ABS-O
CORP
US
N
3
2046-09-18
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBV0
1300000.000000
PA
USD
1252997.490000
0.0920190
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
00253XAA9
13475000.000000
PA
USD
12427992.500000
0.9127007
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A
83403Y104
7500000.000000
PA
USD
1005129.750000
0.0738158
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A
83405D108
38200.000000
PA
USD
527160.000000
0.0387142
Long
ABS-O
CORP
US
N
3
2040-07-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A
78471C109
3226000.000000
PA
USD
520031.200000
0.0381906
Long
ABS-O
CORP
US
N
3
2040-09-25
Fixed
0
N
N
N
N
N
N
SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)
549300YU2GGVCBN3MY89
OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 5.375
ACI20N5P0
6300000.000000
PA
4767720.510000
0.3501372
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.375
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75
00253XAB7
3800000.000000
PA
USD
3257246.000000
0.2392092
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75
N
N
N
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1A 144A
83743SAN6
18735256.030000
PA
USD
1787305.950000
0.1312582
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
2.00186
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875
842400GR8
316000.000000
PA
USD
287054.470000
0.0210810
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.875
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
110000.000000
NS
USD
99550.000000
0.0073109
Long
EP
CORP
US
N
2
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 2021 TERM LOAN B
84857HAX8
2946918.590000
PA
USD
2874474.490000
0.2110988
Long
LON
CORP
US
N
2
2025-01-15
Floating
5.4161
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/23 3.95
85205TAJ9
6753000.000000
PA
USD
6341269.590000
0.4656972
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95
N
N
N
N
N
N
SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)
N/A
AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR
00846NAA5
1800000.000000
PA
USD
983568.780000
0.0722324
Long
DBT
CORP
US
N
2
2067-01-15
Floating
2.79429
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC SR UNSECURED 144A 07/30 4.375
853496AG2
2400000.000000
PA
USD
1897404.000000
0.1393437
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.375
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2
935YNTII0
41914003.980000
PA
28605362.040000
2.1007523
Long
LON
CORP
LU
N
3
2022-12-29
Fixed
10.75
N
N
Y
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-15
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1
863579UU0
984545.720000
PA
USD
869677.690000
0.0638684
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
3.07366
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
4060490.580000
PA
USD
2701370.890000
0.1983863
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.16689
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
86361QAD6
2209051.320000
PA
USD
1946769.770000
0.1429690
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.99855
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2006-AR7
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG
86361HAB0
107732.670000
PA
USD
99718.380000
0.0073232
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
1.74357
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC 2021 INCREMENTAL TERM LOAN B
74530DAG0
5979812.500000
PA
USD
5546276.090000
0.4073136
Long
LON
CORP
US
N
3
2027-02-12
Floating
5.9161
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
9658819.830000
PA
USD
8849893.670000
0.6499283
Long
LON
CORP
US
N
2
2027-02-12
Floating
4.5596
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/28 6.5
86389QAF9
4200000.000000
PA
USD
2361240.000000
0.1734074
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.5
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5
86389QAG7
1200000.000000
PA
USD
621414.000000
0.0456361
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6
86389QAE2
4400000.000000
PA
USD
2792680.000000
0.2050919
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6
N
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR REGS 01/29 5
G85381AG9
200000.000000
PA
USD
103569.000000
0.0076060
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5
N
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1
78473NAC7
224281.670000
PA
USD
199151.110000
0.0146255
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.30721
Y
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2
78473NAF0
1607002.100000
PA
USD
1420237.120000
0.1043010
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.11274
Y
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-2
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3
78473TAG5
224793.720000
PA
USD
142236.520000
0.0104457
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.27893
Y
N
N
N
N
N
SURGERY PARTNERS (SURGERY CENTER HOLDINGS INC)
54930054EVI5HWPPW113
SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN
86880NAX1
6157000.000000
PA
USD
5754874.020000
0.4226328
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.95
N
N
N
N
N
N
SYMPHONY CLO XIV LTD 2014-14A
N/A
SYMPHONY CLO LTD SYMP 2014 14A E 144A
87159QAW8
3600000.000000
PA
USD
3468047.650000
0.2546903
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
5.63843
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/25 4.892
87164KAG9
200000.000000
PA
USD
200696.360000
0.0147390
Long
DBT
CORP
NL
N
2
2025-04-24
Fixed
4.892
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/28 5.182
87164KAC8
600000.000000
PA
USD
607954.550000
0.0446476
Long
DBT
CORP
NL
N
2
2028-04-24
Fixed
5.182
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/48 5.676
87164KAJ3
5748000.000000
PA
USD
5907803.540000
0.4338638
Long
DBT
CORP
NL
N
2
2048-04-24
Fixed
5.676
N
N
N
N
N
N
SYNIVERSE HOLDINGS LLC
549300CYZBHMZC8VLL59
SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN
87168TAB7
28883743.080000
PA
USD
25489903.270000
1.8719558
Long
LON
CORP
US
N
2
2027-05-13
Floating
8.2864
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2005-3A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2005 3A A1A 144A
87330WAA5
3913558.800000
PA
USD
3590690.200000
0.2636971
Long
ABS-CBDO
CORP
KY
N
2
2036-02-05
Floating
1.76329
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
87331BAA0
482180.630000
PA
USD
429140.760000
0.0315157
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
1.74329
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
87331BAB8
9340017.230000
PA
USD
8312615.330000
0.6104711
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
1.74329
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A
87331AAA2
77774.250000
PA
USD
68441.340000
0.0050263
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
1.72329
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-6A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A
87331AAB0
10368837.650000
PA
USD
9124577.130000
0.6701008
Long
ABS-CBDO
CORP
KY
N
2
2036-12-05
Floating
1.72329
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
32739495.970000
PA
USD
29247272.150000
2.1478937
Long
LON
CORP
US
N
2
2024-02-06
Floating
4.4161
N
N
N
N
N
N
AMERIQUEST MORTGAGE SECURITIES 2003-2
N/A
AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1
03072SES0
39726.370000
PA
USD
38524.990000
0.0028292
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
2.97357
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
78700000.000000
PA
USD
6375109.240000
0.4681824
Long
DBT
MUN
US
N
2
2047-06-01
None
0
N
N
N
N
N
N
TOBACCO SETTLEMENT FING CORP VA
N/A
TOBACCO SETTLEMENT FING CORP V TOBGEN 06/46 FIXED OID 6.706
88880NAT6
590000.000000
PA
USD
548652.150000
0.0402925
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.706
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875
89054XAD7
4064059.000000
PA
USD
3524941.250000
0.2588685
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
4.875
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75
89054XAC9
32393738.000000
PA
USD
29460970.930000
2.1635875
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2020 TERM LOAN E
89364MBQ6
4088177.200000
PA
USD
3895125.300000
0.2860545
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.9161
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2020 TERM LOAN F
89364MBR4
24535543.530000
PA
USD
23358598.040000
1.7154347
Long
LON
CORP
US
N
2
2025-12-09
Floating
3.9161
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2020 TERM LOAN G
89364MBS2
11534614.560000
PA
USD
11135020.910000
0.8177460
Long
LON
CORP
US
N
2
2024-08-22
Floating
3.9161
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LIMITED
N/A
TRANSOCEAN GUARDIAN LTD SR SECURED 144A 01/24 5.875
893800AA0
104301.170000
PA
USD
96567.240000
0.0070918
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 02/27 8
893830BL2
372000.000000
PA
USD
249744.060000
0.0183410
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25
893830BK4
216000.000000
PA
USD
160135.920000
0.0117602
Long
DBT
CORP
KY
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
TRANSOCEAN PHOENIX 2 LIMITED
N/A
TRANSOCEAN PHOENIX 2 LTD SR SECURED 144A 10/24 7.75
893828AA1
4622850.000000
PA
USD
4409667.270000
0.3238420
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
7.75
N
N
N
N
N
N
TRANSOCEAN PONTUS LIMITED
N/A
TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125
89382PAA3
184500.000000
PA
USD
169067.500000
0.0124162
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.125
N
N
N
N
N
N
TRANSOCEAN POSEIDON LIMITED
N/A
TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875
89383JAA6
22015312.500000
PA
USD
19402204.980000
1.4248807
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRANSOCEAN PROTEUS LIMITED
5493000CTMQ2LH21VM89
TRANSOCEAN PROTEUS LTD SR SECURED 144A 12/24 6.25
893829AA9
180000.000000
PA
USD
168050.700000
0.0123415
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25
N
N
N
N
N
N
TROPICANA (NAKED JUICE CO)
549300Y5TU1XQ1KVLJ64
NAKED JUICE LLC 2ND LIEN TERM LOAN
62984CAB9
2200000.000000
PA
USD
2035000.000000
0.1494486
Long
LON
CORP
US
N
2
2030-01-24
Floating
8.1544
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 2021 1ST LIEN TERM LOAN B
90351JAG9
3175193.810000
PA
USD
3055133.380000
0.2243663
Long
LON
CORP
US
N
2
2025-04-04
Floating
5.0749
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5
90353TAF7
1200000.000000
PA
USD
1191462.120000
0.0874999
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.5
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES, INC. 2021 TERM LOAN B
90351JAF1
1388947.370000
PA
USD
1334546.470000
0.0980079
Long
LON
CORP
US
N
2
2027-02-25
Floating
5.0749
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
2495000.000000
PA
653658.810000
0.0480041
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/22 7.75
ACI0HJH07
9800000.000000
PA
USD
5537000.000000
0.4066324
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75
N
N
N
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN
943TEZII7
42846551.480000
PA
USD
39847292.880000
2.9263497
Long
LON
CORP
US
N
3
2028-04-30
Fixed
13
N
N
Y
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORPORTION 2022 DELAYED DRAW TERM LOAN
945BFLII4
3446153.850000
PA
USD
3403076.930000
0.2499189
Long
LON
CORP
US
N
2
2027-04-30
Floating
8.92005
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO ASSET BACKED REGS 06/27 5.659
743541II7
790032.000000
PA
1015216.800000
0.0745566
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST
N/A
UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15
90931CAA6
79633.220000
PA
USD
75040.040000
0.0055109
Long
DBT
CORP
US
N
2
2033-02-25
Fixed
4.15
N
N
N
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORPORTION 2022 TERM LOAN
945BFKII6
18953846.150000
PA
USD
18716923.070000
1.3745542
Long
LON
CORP
US
N
2
2027-04-30
Floating
10.4672
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
90932LAH0
10100000.000000
PA
USD
8602119.500000
0.6317320
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
2677907.080000
PA
USD
2493131.490000
0.1830934
Long
LON
CORP
US
N
2
2028-04-21
Floating
5.3916
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 08/22 0.00000
912796XN4
2600000.000000
PA
USD
2594363.590000
0.1905278
Long
DBT
UST
US
N
2
2022-08-23
None
0
N
N
N
N
N
N
ANCESTRY.COM
2549009ADY4208OH2Y47
ARCHES BUYER INC SR SECURED 144A 06/28 4.25
039524AA1
3400000.000000
PA
USD
2777800.000000
0.2039992
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/22 0.00000
912796X38
5942000.000000
PA
USD
5937801.380000
0.4360669
Long
DBT
UST
US
N
2
2022-07-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/22 0.00000
912796T41
18704000.000000
PA
USD
18670935.440000
1.3711769
Long
DBT
UST
US
N
2
2022-08-18
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/22 0.00000
912796XL8
3700000.000000
PA
USD
3695039.670000
0.2713604
Long
DBT
UST
US
N
2
2022-08-09
None
0
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6
91327AAB8
19047000.000000
PA
USD
13202047.110000
0.9695466
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875
91327AAA0
30470000.000000
PA
USD
29496178.800000
2.1661731
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW
914908AX6
289460.630000
PA
USD
284756.890000
0.0209123
Long
LON
CORP
US
N
2
2024-03-15
Floating
4.4161
N
N
N
N
N
N
UPFIELD BV (AKA: FLORA FOOD GROUP, SIGMA BIDCO BV)
2549002VGA888UKFKS25
SIGMA BIDCO B.V. 2018 EUR TERM LOAN B
933XDNII8
23000000.000000
PA
18288037.440000
1.3430572
Long
LON
CORP
NL
N
2
2025-07-02
Floating
3.738
N
N
N
N
N
N
US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST
N/A
US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95
90346WAA1
571505.920000
PA
USD
521036.630000
0.0382645
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.95
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
7758800.760000
PA
USD
5342795.550000
0.3923702
Long
LON
CORP
US
N
2
2026-06-26
Floating
6.6875
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC 2021 TERM LOAN B
90290PAQ7
16078500.000000
PA
USD
11214753.750000
0.8236015
Long
LON
CORP
US
N
3
2026-06-26
Floating
7.1875
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
5864000.000000
PA
USD
2213660.000000
0.1625692
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SR SECURED 04/28 8.25
000000000
7674000.000000
PA
USD
7455137.520000
0.5474987
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SR SECURED 144A 04/28 8.25
91889FAA9
3859000.000000
PA
USD
3748941.320000
0.2753189
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25
N
N
Y
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
250000000.000000
PA
20475977.610000
1.5037376
Long
DBT
CORP
BR
N
3
2049-12-29
Variable
3.20163
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
598000.000000
PA
USD
52325.000000
0.0038427
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25
P97475AP5
70000.000000
PA
USD
5950.000000
0.0004370
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VERITAS US INC
549300RFUWCPWS8FQ104
VERITAS US INC 2021 TERM LOAN B
G9341JAN0
6957284.770000
PA
USD
5735411.630000
0.4212035
Long
LON
CORP
US
N
2
2025-09-01
Floating
7.2504
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
92346LAE3
4500000.000000
PA
USD
3385800.000000
0.2486501
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
VIAD CORP INITIAL TERM LOAN
92553BAL7
4466250.000000
PA
USD
4198275.000000
0.3083176
Long
LON
CORP
US
N
3
2028-07-30
Floating
6.6661
N
N
N
N
N
N
APIDOS CLO 2017-28A
N/A
APIDOS CLO APID 2017 28A SUB 144A
03766YAB9
8800000.000000
PA
USD
3854885.060000
0.2830993
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
0
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5
92564RAK1
3050000.000000
PA
USD
2784923.620000
0.2045223
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.5
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75
92564RAJ4
600000.000000
PA
USD
570423.000000
0.0418914
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875
92564RAL9
3300000.000000
PA
USD
2844657.450000
0.2089091
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5
92564RAH8
2400000.000000
PA
USD
2212320.000000
0.1624708
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
13655000.000000
PA
USD
14012347.940000
1.0290544
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VIKING OCEAN CRUISES SHIP VII LTD
N/A
VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625
92682RAA0
100000.000000
PA
USD
78977.440000
0.0058000
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.625
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD SR SECURED 144A 02/28 5
91832VAA2
13238000.000000
PA
USD
10655001.440000
0.7824938
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5
N
N
N
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
549300E0AN7M2AQHSY29
APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625
03762UAD7
4500000.000000
PA
USD
3358507.500000
0.2466458
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.625
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
92918XAA3
20412000.000000
PA
USD
18268740.000000
1.3416400
Long
DBT
CORP
US
N
2
2026-05-09
Fixed
8.5
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2
92925VAJ9
548109.970000
PA
USD
517932.620000
0.0380365
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.12495
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY7
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A1
93364FAC5
450901.110000
PA
USD
431272.980000
0.0316723
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.10671
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY7
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1
93364FAL5
883890.410000
PA
USD
847092.110000
0.0622097
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.36801
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR12
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
93363NAM7
834856.810000
PA
USD
767978.020000
0.0563996
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.331
Y
N
N
N
N
N
WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 1A6
93934FLW0
1226268.000000
PA
USD
1173421.740000
0.0861750
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6
Y
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2007-1
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 1 1A8
93935PAH2
2559940.750000
PA
USD
2184054.150000
0.1603950
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2007-OA5
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B
93936RAB0
116362.710000
PA
USD
14305.030000
0.0010505
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
1.3159
Y
N
N
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC TERM LOAN
76770EAB3
5148000.000000
PA
USD
4513081.720000
0.3314367
Long
LON
CORP
US
N
2
2028-06-01
Floating
6.4161
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
3934682.290000
PA
USD
2360809.370000
0.1733757
Long
LON
CORP
US
N
2
2029-03-15
Fixed
15
N
N
Y
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
5823024.530000
PA
USD
5473643.060000
0.4019795
Long
LON
CORP
US
N
2
2027-09-21
Floating
7.25
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
17165000.000000
PA
USD
13865372.050000
1.0182606
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
WMALT MTGE PASS-THRU CERT 2005-8
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1
93934FDF6
974985.090000
PA
USD
719428.630000
0.0528342
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6
Y
N
N
N
N
N
WOLVERINE ESCROW LLC
N/A
WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5
950814AA1
61474837.000000
PA
USD
58341225.420000
4.2845277
Long
DBT
CORP
US
N
3
2026-11-15
Fixed
10.5
N
N
Y
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5
983130AV7
7000000.000000
PA
USD
6418860.000000
0.4713954
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.5
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25
983130AX3
2100000.000000
PA
USD
1801453.500000
0.1322971
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5
98313RAG1
500000.000000
PA
USD
347050.000000
0.0254870
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.5
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625
98313RAH9
4535000.000000
PA
USD
2806189.980000
0.2060841
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.625
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 10/24 4.875
98313RAC0
600000.000000
PA
USD
447000.000000
0.0328273
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.875
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5
98313RAD8
1100000.000000
PA
USD
713498.500000
0.0523987
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.5
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125
98313RAE6
1200000.000000
PA
USD
746724.000000
0.0548387
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1
00187GAC3
4625943.130000
PA
USD
4363804.810000
0.3204739
Long
LON
CORP
US
N
2
2027-09-01
Floating
7.1661
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2
00187GAD1
19730000.000000
PA
USD
18636622.590000
1.3686570
Long
LON
CORP
US
N
2
2027-09-01
Floating
7.1661
N
N
N
N
N
N
YOSEMITE RE LTD
N/A
YOSEMITE RE LTD UNSECURED 144A 06/25 VAR
98740RAA7
1790000.000000
PA
USD
1792953.500000
0.1316729
Long
DBT
CORP
BM
N
2
2025-06-06
Floating
11.3044
N
N
N
N
N
N
N/A
N/A
BARCLAYS REV REPO EUR
000000000
-3840385.000000
PA
-3977381.690000
-0.2920954
Short
RA
GB
N
2
Reverse repurchase
N
-2.0000000
2023-12-09
4500000.000000
EUR
2979450.000000
EUR
CDS
N
N
N
N/A
N/A
BARCLAYS REV REPO EUR
000000000
-2558383.000000
PA
-2671179.470000
-0.1961690
Short
RA
GB
N
2
Reverse repurchase
N
-1.0000000
2024-02-18
2900000.000000
EUR
2028840.000000
EUR
CDS
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
13359000.000000
PA
USD
13359000.000000
0.9810731
Long
RA
US
N
2
Repurchase
N
0.4000000
2022-07-01
13641200.000000
USD
13626276.530000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-3419684.570000
PA
USD
-3434284.720000
-0.2522108
Short
RA
US
N
2
Reverse repurchase
N
1.4500000
2022-09-16
3741000.000000
USD
3728570.770000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-21249387.000000
PA
USD
-21326233.750000
-1.5661796
Short
RA
US
N
2
Reverse repurchase
N
1.4300000
2022-09-22
24772000.000000
USD
20925382.040000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-8815943.500000
PA
USD
-8850717.500000
-0.6499888
Short
RA
US
N
2
Reverse repurchase
N
1.4200000
2022-09-23
11740000.000000
USD
9181022.790000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-19414802.980000
PA
USD
-19426063.570000
-1.4266328
Short
RA
US
N
2
Reverse repurchase
N
2.6100000
2022-09-26
23015312.500000
USD
20428374.730000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-1653596.230000
PA
USD
-1654875.930000
-0.1215326
Short
RA
US
N
2
Reverse repurchase
N
1.9900000
2022-10-27
2100000.000000
USD
1925658.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-7302100.000000
PA
USD
-7314406.430000
-0.5371635
Short
RA
US
N
2
Reverse repurchase
N
1.3700000
2022-07-20
9422000.000000
USD
7259234.840000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-3423912.000000
PA
USD
-3433562.670000
-0.2521578
Short
RA
US
N
2
Reverse repurchase
N
1.3900000
2022-07-20
3829000.000000
USD
3726524.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO MERRILL LYNCH
000000000
-4683716.000000
PA
USD
-4703416.220000
-0.3454147
Short
RA
US
N
2
Reverse repurchase
N
1.3400000
2022-09-07
6900000.000000
USD
4491139.390000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4686688.000000
PA
USD
-4686688.000000
-0.3441862
Short
RA
US
N
2
Reverse repurchase
N
1.0800000
2022-07-01
5500000.000000
USD
5081175.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-16162008.750000
PA
USD
-16202501.070000
-1.1898973
Short
RA
US
N
2
Reverse repurchase
N
1.0800000
2022-07-05
19142000.000000
USD
16410141.730000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-11546984.090000
PA
USD
-11576124.190000
-0.8501403
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2022-07-13
13600000.000000
USD
11420283.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3947333.760000
PA
USD
-3957154.940000
-0.2906099
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2022-07-14
4050000.000000
USD
3034034.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-17158066.130000
PA
USD
-17203792.370000
-1.2634312
Short
RA
US
N
2
Reverse repurchase
N
1.2300000
2022-07-14
18496000.000000
USD
16570873.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-6640644.530000
PA
USD
-6657827.200000
-0.4889449
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2022-07-15
7745000.000000
USD
6577558.290000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5259367.980000
PA
USD
-5271201.550000
-0.3871124
Short
RA
US
N
2
Reverse repurchase
N
1.3500000
2022-08-02
5908186.250000
USD
5205262.640000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-12738158.040000
PA
USD
-12765913.080000
-0.9375173
Short
RA
US
N
2
Reverse repurchase
N
1.4800000
2022-08-09
14002622.670000
USD
12641323.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3517693.580000
PA
USD
-3526135.070000
-0.2589562
Short
RA
US
N
2
Reverse repurchase
N
1.6300000
2022-08-09
4700000.000000
USD
3310273.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-24538406.370000
PA
USD
-24622815.460000
-1.8082777
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2022-09-07
26772500.000000
USD
22383500.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-21271279.040000
PA
USD
-21295953.730000
-1.5639559
Short
RA
US
N
2
Reverse repurchase
N
1.7400000
2022-09-07
25572000.000000
USD
20972172.970000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3143495.570000
PA
USD
-3146419.890000
-0.2310703
Short
RA
US
N
2
Reverse repurchase
N
1.9700000
2022-09-14
4220000.000000
USD
2857576.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4976270.600000
PA
USD
-4996271.060000
-0.3669217
Short
RA
US
N
2
Reverse repurchase
N
1.5900000
2022-09-30
6400000.000000
USD
4403350.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-10349057.930000
PA
USD
-10386923.980000
-0.7628065
Short
RA
US
N
2
Reverse repurchase
N
1.7800000
2022-10-14
12930000.000000
USD
9902187.770000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2024430.000000
PA
USD
-2025604.170000
-0.1487586
Short
RA
US
N
2
Reverse repurchase
N
2.6100000
2022-09-26
2200000.000000
USD
2222000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-1736175.390000
PA
USD
-1737519.000000
-0.1276018
Short
RA
US
N
2
Reverse repurchase
N
1.9900000
2022-10-27
2400000.000000
USD
1844799.120000
USD
CDS
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO EUR ZCP
000000000
-1144762.000000
PA
-1199444.170000
-0.0880861
Short
RA
LU
N
2
Reverse repurchase
N
-0.2600000
2022-09-05
1600000.000000
EUR
1117832.000000
EUR
N
N
N
N/A
N/A
DEUTSCHE REVERSE REPO EUR ZCP
000000000
-5741874.000000
PA
-6016551.280000
-0.4418502
Short
RA
LU
N
2
Reverse repurchase
N
-0.1600000
2022-09-05
7100000.000000
EUR
5751355.000000
EUR
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-3605442.930000
PA
USD
-3614957.300000
-0.2654792
Short
RA
US
N
2
Reverse repurchase
N
1.0000000
2022-07-01
3800000.000000
USD
3498153.130000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-13430509.750000
PA
USD
-13464859.010000
-0.9888473
Short
RA
US
N
2
Reverse repurchase
N
1.0000000
2022-07-05
16647000.000000
USD
11813445.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1348815.100000
PA
USD
-1349523.230000
-0.0991078
Short
RA
US
N
2
Reverse repurchase
N
2.7000000
2022-09-23
1600000.000000
USD
1467168.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-3793700.730000
PA
USD
-3796503.850000
-0.2788119
Short
RA
US
N
2
Reverse repurchase
N
1.9000000
2024-06-16
17490552.000000
USD
4547543.520000
USD
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-9325732.500000
PA
USD
-9334255.180000
-0.6854994
Short
RA
US
N
2
Reverse repurchase
N
2.3500000
2024-06-16
20412000.000000
USD
18268740.000000
USD
CDS
N
N
N
N/A
N/A
HSBC REVERSE REPO EUR ZCP
000000000
-17078818.000000
PA
-17865387.640000
-1.3120182
Short
RA
LU
N
2
Reverse repurchase
N
-0.4500000
2024-02-11
19170000.000000
EUR
17030033.730000
EUR
CDS
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO EUR ZCP
000000000
-1057786.000000
PA
-1093711.710000
-0.0803212
Short
RA
LU
N
2
Reverse repurchase
N
-5.5000000
2022-07-08
1600000.000000
EUR
950896.000000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-4904869.450000
PA
-5137161.830000
-0.3772686
Short
RA
LU
N
2
Reverse repurchase
N
-0.3000000
2022-07-25
5500000.000000
EUR
4702566.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-3676970.000000
PA
-3850748.540000
-0.2827955
Short
RA
LU
N
2
Reverse repurchase
N
-0.3500000
2022-07-25
4219000.000000
EUR
3607295.630000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2731336.000000
PA
-2860300.880000
-0.2100580
Short
RA
LU
N
2
Reverse repurchase
N
-0.4800000
2022-08-09
3000000.000000
EUR
2897829.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-5205468.000000
PA
-5451889.530000
-0.4003819
Short
RA
LU
N
2
Reverse repurchase
N
-0.4000000
2022-08-09
6600000.000000
EUR
5855520.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2189698.000000
PA
-2293381.780000
-0.1684239
Short
RA
LU
N
2
Reverse repurchase
N
-0.4000000
2022-08-17
2330000.000000
EUR
2310330.140000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-5870388.000000
PA
-6148918.720000
-0.4515711
Short
RA
LU
N
2
Reverse repurchase
N
-0.3800000
2022-08-17
7000000.000000
EUR
6264706.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-2260294.000000
PA
-2368177.020000
-0.1739168
Short
RA
LU
N
2
Reverse repurchase
N
-0.2500000
2022-08-30
2400000.000000
EUR
2283900.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1272760.000000
PA
-1333609.950000
-0.0979391
Short
RA
LU
N
2
Reverse repurchase
N
-0.2000000
2022-09-05
1400000.000000
EUR
1321789.600000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-1276751.000000
PA
-1298239.170000
-0.0953415
Short
RA
LU
N
2
Reverse repurchase
N
-5.0000000
2023-12-09
1600000.000000
EUR
950896.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-882331.000000
PA
-921118.960000
-0.0676462
Short
RA
LU
N
2
Reverse repurchase
N
-1.0000000
2024-02-18
1000000.000000
EUR
699600.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-8451541.000000
PA
-8844221.860000
-0.6495118
Short
RA
LU
N
2
Reverse repurchase
N
-0.4300000
2024-03-06
9600000.000000
EUR
8882966.400000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-203106.000000
PA
-212752.170000
-0.0156243
Short
RA
LU
N
2
Reverse repurchase
N
-0.6500000
2024-06-06
200000.000000
EUR
188370.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-4010231.000000
PA
-4199237.950000
-0.3083883
Short
RA
LU
N
2
Reverse repurchase
N
-4.0000000
2024-06-23
6129000.000000
EUR
3925624.500000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-381302.000000
PA
-399550.300000
-0.0293426
Short
RA
LU
N
2
Reverse repurchase
N
-0.4500000
2024-06-23
500000.000000
EUR
418767.000000
EUR
CDS
N
N
N
N/A
N/A
REV REPO STANDARD CHARTERED BA ZCP
000000000
-4741083.000000
PA
-4965158.260000
-0.3646368
Short
RA
LU
N
2
Reverse repurchase
N
-0.3200000
2022-07-19
5900000.000000
EUR
4260896.100000
EUR
N
N
N
N/A
N/A
REV REPO STANDARD CHARTERED BA ZCP
000000000
-1523992.000000
PA
-1594396.870000
-0.1170911
Short
RA
LU
N
2
Reverse repurchase
N
-0.4100000
2022-08-08
1800000.000000
EUR
1209694.500000
EUR
CDS
N
N
N
N/A
N/A
HSBC REPO
000000000
79600000.000000
PA
USD
79600000.000000
5.8457532
Long
RA
US
N
2
Repurchase
N
1.4900000
2022-07-01
81363900.000000
USD
82164825.890000
USD
UST
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-22788929.000000
PA
-27801578.100000
-2.0417232
Short
RA
GB
N
2
Reverse repurchase
N
1.4000000
2022-08-04
25010000.000000
GBP
24313143.020000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-1536646.370000
PA
-1870974.160000
-0.1374027
Short
RA
GB
N
2
Reverse repurchase
N
1.1500000
2024-06-23
2100000.000000
GBP
1684886.700000
GBP
CDS
N
N
N
N/A
N/A
REV REPO CANADIAN IMPERIAL BA
000000000
-1765350.000000
PA
-2151666.400000
-0.1580165
Short
RA
GB
N
2
Reverse repurchase
N
1.0500000
2024-05-18
1867000.000000
GBP
1814733.330000
GBP
CDS
N
N
N
N/A
N/A
REV REPO CANADIAN IMPERIAL BA
000000000
-3510822.000000
PA
-4278657.680000
-0.3142208
Short
RA
GB
N
2
Reverse repurchase
N
1.1200000
2024-05-24
3541000.000000
GBP
3461784.290000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-733023.000000
PA
-893614.800000
-0.0656263
Short
RA
GB
N
2
Reverse repurchase
N
1.5000000
2022-08-24
800000.000000
GBP
736452.000000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-4424243.000000
PA
USD
-4429094.920000
-0.3252688
Short
RA
US
N
2
Reverse repurchase
N
1.8800000
2022-09-12
5709000.000000
USD
4572248.480000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-496232.800000
PA
USD
-497357.590000
-0.0365255
Short
RA
US
N
2
Reverse repurchase
N
1.6000000
2022-08-09
578000.000000
USD
518332.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-900148.260000
PA
USD
-902400.880000
-0.0662715
Short
RA
US
N
2
Reverse repurchase
N
0.9900000
2022-07-01
1400000.000000
USD
845684.130000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-231660.000000
PA
USD
-232230.010000
-0.0170548
Short
RA
US
N
2
Reverse repurchase
N
1.0300000
2022-07-06
300000.000000
USD
226125.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-233310.000000
PA
USD
-233895.220000
-0.0171771
Short
RA
US
N
2
Reverse repurchase
N
1.0500000
2022-07-06
300000.000000
USD
231000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-3270617.240000
PA
USD
-3277984.300000
-0.2407323
Short
RA
US
N
2
Reverse repurchase
N
1.5900000
2022-08-10
4000000.000000
USD
3472402.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2215385.710000
PA
USD
-2217782.010000
-0.1628719
Short
RA
US
N
2
Reverse repurchase
N
1.7700000
2022-09-12
3056500.000000
USD
2332339.180000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-5980177.730000
PA
USD
-5986422.030000
-0.4396375
Short
RA
US
N
2
Reverse repurchase
N
1.7900000
2022-09-13
7000000.000000
USD
6226565.240000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-15672864.150000
PA
USD
-15703106.310000
-1.1532222
Short
RA
US
N
2
Reverse repurchase
N
1.0100000
2022-09-15
15998874.820000
USD
14707204.710000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-4232861.520000
PA
USD
-4246820.560000
-0.3118827
Short
RA
US
N
2
Reverse repurchase
N
1.1200000
2022-09-15
4000000.000000
USD
4136840.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2290086.920000
PA
USD
-2291093.290000
-0.1682559
Short
RA
US
N
2
Reverse repurchase
N
2.2600000
2022-09-26
2800000.000000
USD
2490152.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-9871448.960000
PA
USD
-9875749.390000
-0.7252663
Short
RA
US
N
2
Reverse repurchase
N
2.3800000
2022-09-26
12580993.000000
USD
11351600.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-2052315.260000
PA
USD
-2053280.990000
-0.1507911
Short
RA
US
N
2
Reverse repurchase
N
2.4200000
2022-09-26
2380000.000000
USD
2442284.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-983299.020000
PA
USD
-986855.280000
-0.0724738
Short
RA
US
N
2
Reverse repurchase
N
1.4000000
2022-09-28
995126.770000
USD
1029315.770000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-4354989.610000
PA
USD
-4355222.640000
-0.3198437
Short
RA
US
N
2
Reverse repurchase
N
2.3400000
2022-09-30
6500000.000000
USD
4913274.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-6689210.840000
PA
USD
-6714183.900000
-0.4930837
Short
RA
US
N
2
Reverse repurchase
N
1.6800000
2022-10-11
8300000.000000
USD
6615752.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-355484.440000
PA
USD
-356531.140000
-0.0261833
Short
RA
US
N
2
Reverse repurchase
N
2.0000000
2022-11-07
400000.000000
USD
355736.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-5763210.260000
PA
USD
-5759288.080000
-0.4229570
Short
RA
US
N
2
Reverse repurchase
N
-1.7500000
2022-07-29
9800000.000000
USD
5537000.000000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-1170222.030000
PA
USD
-1170417.070000
-0.0859544
Short
RA
US
N
2
Reverse repurchase
N
1.5000000
2022-08-10
1500000.000000
USD
1367146.020000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-540790.860000
PA
USD
-541342.920000
-0.0397557
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2022-09-12
600000.000000
USD
533604.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-13436834.790000
PA
USD
-13449898.380000
-0.9877486
Short
RA
US
N
2
Reverse repurchase
N
1.4000000
2022-07-11
14800000.000000
USD
13162236.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-19890327.620000
PA
USD
-19899687.120000
-1.4614153
Short
RA
US
N
2
Reverse repurchase
N
2.4200000
2022-09-26
25175000.000000
USD
20573156.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-2377826.850000
PA
USD
-2379038.220000
-0.1747145
Short
RA
US
N
2
Reverse repurchase
N
2.6200000
2022-09-26
3390000.000000
USD
2653888.630000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4110679.000000
PA
USD
-4114803.390000
-0.3021875
Short
RA
US
N
2
Reverse repurchase
N
1.2900000
2022-07-05
4568266.550000
USD
4211031.240000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-18900098.180000
PA
USD
-18949878.840000
-1.3916622
Short
RA
US
N
2
Reverse repurchase
N
0.6700000
2022-07-06
19752841.060000
USD
18623184.950000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3397622.000000
PA
USD
-3407036.240000
-0.2502097
Short
RA
US
N
2
Reverse repurchase
N
0.5700000
2022-07-08
3700000.000000
USD
2727630.970000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-22742858.200000
PA
USD
-22790836.210000
-1.6737387
Short
RA
US
N
2
Reverse repurchase
N
0.6700000
2022-07-08
23057951.430000
USD
21036957.440000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6524181.000000
PA
USD
-6543099.310000
-0.4805194
Short
RA
US
N
2
Reverse repurchase
N
1.4300000
2022-07-25
8265000.000000
USD
6319419.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-13263602.240000
PA
USD
-13283229.390000
-0.9755086
Short
RA
US
N
2
Reverse repurchase
N
1.6200000
2022-08-04
16625000.000000
USD
14598673.630000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-14792345.620000
PA
USD
-14802248.500000
-1.0870640
Short
RA
US
N
2
Reverse repurchase
N
1.7200000
2022-08-12
18956720.000000
USD
16296771.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5620368.100000
PA
USD
-5625356.170000
-0.4131212
Short
RA
US
N
2
Reverse repurchase
N
2.1300000
2022-09-19
6594146.040000
USD
6218179.120000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1084994.340000
PA
USD
-1085753.840000
-0.0797368
Short
RA
US
N
2
Reverse repurchase
N
2.5200000
2022-09-21
1309500.000000
USD
1249112.410000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3953817.000000
PA
USD
-3953817.000000
-0.2903648
Short
RA
US
N
2
Reverse repurchase
N
2.5800000
2022-10-06
4568266.550000
USD
4211031.240000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-303993.750000
PA
USD
-304199.450000
-0.0223401
Short
RA
US
N
2
Reverse repurchase
N
1.7400000
2024-06-16
500000.000000
USD
302030.040000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2175324.250000
PA
USD
-2176872.360000
-0.1598676
Short
RA
US
N
2
Reverse repurchase
N
1.8300000
2024-06-16
3002000.000000
USD
2431785.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-527310.000000
PA
USD
-527666.810000
-0.0387514
Short
RA
US
N
2
Reverse repurchase
N
1.7400000
2024-06-16
700000.000000
USD
559125.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-658905.000000
PA
USD
-659353.420000
-0.0484223
Short
RA
US
N
2
Reverse repurchase
N
1.7500000
2024-06-16
1200000.000000
USD
632264.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1029161.000000
PA
USD
-1029869.410000
-0.0756327
Short
RA
US
N
2
Reverse repurchase
N
1.7700000
2024-06-16
1300000.000000
USD
1083875.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-8991513.000000
PA
USD
-8997597.260000
-0.6607755
Short
RA
US
N
2
Reverse repurchase
N
1.7400000
2024-06-16
9700000.000000
USD
9755450.560000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4618976.140000
PA
USD
-4627444.260000
-0.3398354
Short
RA
US
N
2
Reverse repurchase
N
1.3200000
2022-07-25
5748000.000000
USD
5907803.540000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3339310.000000
PA
USD
-3348173.080000
-0.2458869
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2022-08-16
4000000.000000
USD
3469380.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-5366668.000000
PA
USD
-5380912.030000
-0.3951694
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2022-08-16
6753000.000000
USD
6341269.590000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2231016.000000
PA
USD
-2232230.660000
-0.1639330
Short
RA
US
N
2
Reverse repurchase
N
2.8000000
2022-09-27
2736000.000000
USD
2613273.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-6548472.000000
PA
USD
-6553437.920000
-0.4812787
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2024-06-16
12993000.000000
USD
6378775.490000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-46924075.130000
PA
USD
-46961849.000000
-3.4488364
Short
RA
US
N
2
Reverse repurchase
N
2.0700000
2024-06-16
66556000.000000
USD
55221894.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-689118.360000
PA
USD
-691702.550000
-0.0507980
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2022-09-16
825000.000000
USD
709842.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-1297195.760000
PA
USD
-1300799.080000
-0.0955295
Short
RA
US
N
2
Reverse repurchase
N
1.2500000
2022-09-16
1700000.000000
USD
1178321.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-1297195.760000
PA
USD
-1301289.140000
-0.0955655
Short
RA
US
N
2
Reverse repurchase
N
1.4200000
2022-09-23
1700000.000000
USD
1178321.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-3146159.000000
PA
USD
-3157088.410000
-0.2318538
Short
RA
US
N
2
Reverse repurchase
N
1.6900000
2022-10-17
3984000.000000
USD
3076544.400000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-1506767.660000
PA
USD
-1510928.010000
-0.1109612
Short
RA
US
N
2
Reverse repurchase
N
1.4200000
2022-09-23
1715000.000000
USD
1522577.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-4381147.920000
PA
USD
-4396889.630000
-0.3229037
Short
RA
US
N
2
Reverse repurchase
N
1.9900000
2022-10-27
5864000.000000
USD
2213660.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-1415191.000000
PA
USD
-1420096.990000
-0.1042907
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2022-10-28
1700000.000000
USD
1583643.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-3430926.130000
PA
USD
-3436236.440000
-0.2523541
Short
RA
US
N
2
Reverse repurchase
N
1.9900000
2022-10-27
5400000.000000
USD
3759137.640000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-3221911.180000
PA
USD
-3226363.680000
-0.2369413
Short
RA
US
N
2
Reverse repurchase
N
1.9900000
2022-10-27
4900000.000000
USD
3534130.590000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-2782113.150000
PA
USD
-2783100.800000
-0.2043884
Short
RA
US
N
2
Reverse repurchase
N
1.4200000
2022-09-23
4000000.000000
USD
3312561.720000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-1322304.840000
PA
USD
-1322962.690000
-0.0971572
Short
RA
US
N
2
Reverse repurchase
N
1.9900000
2022-10-27
1400000.000000
USD
1436637.650000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-460385.640000
PA
USD
-460644.480000
-0.0338293
Short
RA
US
N
2
Reverse repurchase
N
2.5300000
2022-09-26
600000.000000
USD
463590.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-3880200.000000
PA
USD
-3879822.760000
-0.2849307
Short
RA
US
N
2
Reverse repurchase
N
-0.2500000
2024-06-16
5800000.000000
USD
4775198.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-885487.500000
PA
USD
-887745.500000
-0.0651952
Short
RA
US
N
2
Reverse repurchase
N
1.0800000
2022-07-06
1800000.000000
USD
983568.780000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4394440.960000
PA
USD
-4405811.580000
-0.3235589
Short
RA
US
N
2
Reverse repurchase
N
1.1500000
2022-09-07
4479000.000000
USD
4632226.590000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2590415.330000
PA
USD
-2592800.670000
-0.1904130
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2022-07-14
3050000.000000
USD
2784923.620000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-7425717.360000
PA
USD
-7436783.740000
-0.5461508
Short
RA
US
N
2
Reverse repurchase
N
1.8500000
2022-09-06
9800000.000000
USD
7571970.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3607746.380000
PA
USD
-3609710.600000
-0.2650939
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2022-09-23
5000000.000000
USD
4024400.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO STANDARD CHARTERE VAR 1
000000000
-3623558.210000
PA
USD
-3625242.160000
-0.2662346
Short
RA
US
N
2
Reverse repurchase
N
2.3900000
2022-09-23
6568000.000000
USD
4078432.440000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-3892437.000000
PA
USD
-3904209.460000
-0.2867217
Short
RA
US
N
2
Reverse repurchase
N
2.0800000
2022-07-01
4900000.000000
USD
3997077.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-3018625.000000
PA
USD
-3018625.000000
-0.2216851
Short
RA
US
N
2
Reverse repurchase
N
2.1000000
2022-07-06
3800000.000000
USD
3099774.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-16333941.500000
PA
USD
-16365248.220000
-1.2018493
Short
RA
US
N
2
Reverse repurchase
N
1.3800000
2022-09-26
20822000.000000
USD
18782669.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-4892592.000000
PA
USD
-4900126.590000
-0.3598609
Short
RA
US
N
2
Reverse repurchase
N
0.8800000
2022-10-26
5932000.000000
USD
5377239.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4904523.000000
PA
USD
-4905994.360000
-0.3602919
Short
RA
US
N
2
Reverse repurchase
N
1.3500000
2022-07-14
5900000.000000
USD
5348232.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-384094.780000
PA
USD
-384445.800000
-0.0282334
Short
RA
US
N
2
Reverse repurchase
N
2.3500000
2022-09-19
400000.000000
USD
395746.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-9222709.000000
PA
USD
-9231496.180000
-0.6779529
Short
RA
US
N
2
Reverse repurchase
N
2.4500000
2022-09-19
12299240.880000
USD
10012065.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF MONTREAL REVERSE REPO
000000000
-8799130.180000
PA
USD
-8821567.950000
-0.6478481
Short
RA
US
N
2
Reverse repurchase
N
1.5300000
2022-08-01
23063467.970000
USD
10758293.730000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-257068.720000
PA
USD
-257336.500000
-0.0188986
Short
RA
US
N
2
Reverse repurchase
N
2.5000000
2022-09-16
2506272.340000
USD
313241.080000
USD
AMBS
N
N
N
N/A
N/A
ABX.HE.AA.06-1 SP GST
000000000
1.000000
NC
USD
-628829.420000
-0.0461807
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ABX.HE.AA.06-1
N/A
N/A
Y
Single Leg Swap
2045-07-26
0.000000
USD
-437345.110000
USD
9207266.370000
USD
-191484.310000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP BRC
000000000
1.000000
NC
USD
81583.040000
0.0059914
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-6008089.810000
USD
24384552.460000
USD
6089672.850000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP GST
000000000
1.000000
NC
USD
6901.520000
0.0005068
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-506143.710000
USD
2062741.600000
USD
513045.230000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP MEI
000000000
1.000000
NC
USD
95089.820000
0.0069833
N/A
DCR
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-6966804.800000
USD
28421632.440000
USD
7061894.620000
N
N
N
N/A
N/A
ABX.HE.AAA.06-2 SP MYC
000000000
1.000000
NC
USD
103519.260000
0.0076024
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ABX.HE.AAA.06-2
N/A
N/A
Y
Single Leg Swap
2046-05-26
0.000000
USD
-4987576.880000
USD
30941123.960000
USD
5091096.140000
N
N
N
N/A
N/A
ATLANTIA SPA SNR SE ICE
000000000
1.000000
NC
-68420.290000
-0.0050247
N/A
DCR
IT
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ATLANTIA SPA
ATLANTIA SPA SR UNSEC
Y
Single Leg Swap
2025-12-21
0.000000
EUR
-44643.230000
EUR
1000000.000000
EUR
-23777.060000
N
N
N
N/A
N/A
ATLANTIA SPA SNR SE ICE
000000000
1.000000
NC
-375986.550000
-0.0276121
N/A
DCR
IT
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ATLANTIA SPA
ATLANTIA SPA SR UNSEC
Y
Single Leg Swap
2026-06-21
0.000000
EUR
-154901.040000
EUR
4500000.000000
EUR
-221085.510000
N
N
N
N/A
N/A
BANCA MONTE DEI PASCHI DI SNR SE SP JPM
000000000
1.000000
NC
-11745.830000
-0.0008626
N/A
DCR
IT
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BANCA MONTE DEI PASCHI DI SIENA SPA
BANCA MONTE DEI PASCHI S
Y
Single Leg Swap
2025-06-21
0.000000
EUR
-6038.930000
EUR
300000.000000
EUR
-5706.900000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
4975.660000
0.0003654
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1072585.170000
USD
1387000.000000
CAD
2022-08-16
4975.660000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 09/22 0.00000
ACI24ZDF2
207200000.000000
PA
694545.360000
0.0510068
Long
DBT
NUSS
AR
N
2
2022-09-30
None
0
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-139895.980000
-0.0102738
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3712672.280000
USD
2935000.000000
GBP
2022-07-05
-139895.980000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
1012.030000
0.0000743
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
132977.670000
USD
50823000.000000
HUF
2022-07-21
1012.030000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
1519.300000
0.0001116
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
332180.260000
USD
126574000.000000
HUF
2022-07-21
1519.300000
N
N
N
N/A
N/A
BOUGHT NOK/SOLD USD
000000000
1.000000
NC
-75356.590000
-0.0055341
N/A
DFE
NO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2317683.000000
USD
22067429.310000
NOK
2022-08-16
-75356.590000
N
N
N
CAYENNE AVIATION LLC
N/A
VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
942UCF900
17047.000000
NS
USD
5154111.290000
0.3785133
Long
EP
CORP
US
N
3
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
320043.380000
0.0235037
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6729991.750000
USD
27039087.870000
PEN
2022-07-21
320043.380000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-18535.460000
-0.0013612
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1368045.250000
USD
5171895.070000
PEN
2022-07-14
-18535.460000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
3602.490000
0.0002646
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
719143.840000
USD
2775535.640000
PEN
2022-08-02
3602.490000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
119163.890000
0.0087513
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
68102.000000
USD
10644342.600000
RUB
2022-08-19
119163.890000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
6425.670000
0.0004719
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
223000.000000
AUD
160351.470000
USD
2022-07-05
6425.670000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
9499313.000000
PA
USD
2018604.010000
0.1482445
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
SOLD CZK/BOUGHT USD
000000000
1.000000
NC
-33198.620000
-0.0024381
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
142409000.000000
CZK
5992179.520000
USD
2022-07-15
-33198.620000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-2712.860000
-0.0001992
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
13227000.000000
EUR
13858521.790000
USD
2022-07-05
-2712.860000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
635435.410000
0.0466658
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
13495000.000000
GBP
17062902.570000
USD
2022-07-05
635435.410000
N
N
N
N/A
N/A
SOLD HUF/BOUGHT USD
000000000
1.000000
NC
26342.160000
0.0019345
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
199630000.000000
HUF
552646.480000
USD
2022-07-21
26342.160000
N
N
N
N/A
N/A
SOLD HUF/BOUGHT USD
000000000
1.000000
NC
-321.600000
-0.0000236
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
167201000.000000
HUF
440486.940000
USD
2022-07-21
-321.600000
N
N
N
N/A
N/A
SOLD IDR/BOUGHT USD
000000000
1.000000
NC
171.430000
0.0000126
N/A
DFE
ID
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
211057939.000000
IDR
14331.360000
USD
2022-08-10
171.430000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
9460000.000000
PA
USD
2011196.000000
0.1477004
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-5510.220000
-0.0004047
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2775535.640000
PEN
701512.860000
USD
2023-05-05
-5510.220000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
-1581.990000
-0.0001162
N/A
DFE
CZ
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
290307.990000
USD
6824000.000000
CZK
2022-07-15
-1581.990000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
92410000.000000
PA
120537.850000
0.0088522
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-11777.720000
-0.0008649
N/A
DFE
ID
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1661813.350000
USD
24597828844.000000
IDR
2022-08-16
-11777.720000
N
N
N
N/A
N/A
BOUGHT NOK/SOLD USD
000000000
1.000000
NC
-9075.680000
-0.0006665
N/A
DFE
NO
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1597505.590000
USD
15632231.200000
NOK
2022-08-16
-9075.680000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
22690737.000000
PA
USD
6637040.570000
0.4874184
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2
N
N
N
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
4263.390000
0.0003131
N/A
DFE
CA
N
2
BNP Paribas S.A.
N/A
871395.000000
USD
1127117.980000
CAD
2022-08-16
4263.390000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
040114HX1
1351570.000000
PA
USD
318632.630000
0.0234001
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-21146.210000
-0.0015530
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
835403.360000
USD
777000.000000
EUR
2022-07-05
-21146.210000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-8525.390000
-0.0006261
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
4399435.890000
USD
4190000.000000
EUR
2022-07-05
-8525.390000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-28678.090000
-0.0021061
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
6125651.190000
USD
5818000.000000
EUR
2022-07-05
-28678.090000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-680271.860000
-0.0499586
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
185846749.200000
USD
176694000.000000
EUR
2022-07-05
-680271.860000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-21083.180000
-0.0015483
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
4589097.230000
USD
4359000.000000
EUR
2022-07-05
-21083.180000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
040114HS2
1104647.000000
PA
USD
244126.990000
0.0179285
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-34956.260000
-0.0025672
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
1342336.750000
USD
1074000.000000
GBP
2022-07-05
-34956.260000
N
N
N
CBL & ASSOCIATES PROPERTIES INC
529900EIVFBRS4PUBZ13
CBL + ASSOCIATES PROPERTIES REIT USD.01
124830878
11978.000000
NS
USD
281363.220000
0.0206631
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-5493.410000
-0.0004034
N/A
DFE
HU
N
2
BNP Paribas S.A.
N/A
158639.190000
USD
58089000.000000
HUF
2022-07-21
-5493.410000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-16523.220000
-0.0012135
N/A
DFE
ID
N
2
BNP Paribas S.A.
N/A
1516247.000000
USD
22357062015.000000
IDR
2022-08-16
-16523.220000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-10439.680000
-0.0007667
N/A
DFE
JP
N
2
BNP Paribas S.A.
N/A
1746878.360000
USD
235600000.000000
JPY
2022-07-05
-10439.680000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
8871.550000
0.0006515
N/A
DFE
JP
N
2
BNP Paribas S.A.
N/A
6948561.000000
USD
942414851.000000
JPY
2022-08-02
8871.550000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
040114HT0
404987.000000
PA
USD
85654.750000
0.0062904
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
-1621.380000
-0.0001191
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
2622834.070000
USD
52711276.510000
MXN
2022-07-01
-1621.380000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-518.820000
-0.0000381
N/A
DFE
ZA
N
2
BNP Paribas S.A.
N/A
25225.000000
USD
407074.690000
ZAR
2022-11-08
-518.820000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
17490552.000000
PA
USD
4547543.520000
0.3339676
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
040114HW3
114993.000000
PA
USD
26505.890000
0.0019466
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
678689.380000
0.0498423
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
176694000.000000
EUR
186185471.600000
USD
2022-08-02
678689.380000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA UNSECURED 10/22 VAR
P0761DAQ6
116000.000000
PA
99.580000
0.0000073
Long
DBT
NUSS
AR
N
2
2022-10-04
Floating
40.1781
N
N
N
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-26325.950000
-0.0019334
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
9227000.000000
GBP
11211110.410000
USD
2022-08-02
-26325.950000
N
N
N
N/A
N/A
SOLD HUF/BOUGHT USD
000000000
1.000000
NC
-4099.670000
-0.0003011
N/A
DFE
HU
N
2
BNP Paribas S.A.
N/A
168072000.000000
HUF
439005.180000
USD
2022-07-21
-4099.670000
N
N
N
N/A
N/A
SOLD INR/BOUGHT USD
000000000
1.000000
NC
283.380000
0.0000208
N/A
DFE
IN
N
2
BNP Paribas S.A.
N/A
1413260.200000
INR
18130.110000
USD
2022-08-10
283.380000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-11256.940000
-0.0008267
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
5861000.000000
MXN
280197.350000
USD
2022-07-01
-11256.940000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-2563.050000
-0.0001882
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
52711276.510000
MXN
2584208.470000
USD
2022-09-15
-2563.050000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
-595041.420000
-0.0436993
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2026-06-23
0.000000
USD
-231323.810000
USD
12700000.000000
USD
-363717.610000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
-59173.830000
-0.0043457
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2027-06-22
0.000000
USD
-51912.160000
USD
900000.000000
USD
-7261.670000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
-14004.550000
-0.0010285
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2024-12-21
0.000000
USD
-14510.510000
USD
600000.000000
USD
505.960000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-246792.660000
-0.0181242
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2024-06-21
0.000000
USD
-29144.210000
USD
5200000.000000
USD
-217648.450000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-65428.570000
-0.0048050
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2024-12-21
0.000000
USD
-2056.530000
USD
1000000.000000
USD
-63372.040000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-752707.720000
-0.0552782
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2027-06-22
0.000000
USD
-619375.000000
USD
5300000.000000
USD
-133332.720000
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
-16332.420000
-0.0011994
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2025-06-21
0.000000
USD
-15000.000000
USD
200000.000000
USD
-1332.420000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-1856424.090000
-0.1363341
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
25887297.160000
USD
125764372.680000
BRL
2022-07-05
-1856424.090000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
108.810000
0.0000080
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16376.590000
USD
6253000.000000
HUF
2022-07-21
108.810000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
28537.360000
0.0020958
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
498471.030000
USD
2022546.200000
PEN
2022-07-27
28537.360000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
15485.870000
0.0011373
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
641428.940000
USD
2546344.600000
PEN
2022-11-08
15485.870000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
45303.560000
0.0033271
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6846760.050000
USD
27039087.870000
PEN
2023-04-27
45303.560000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-10782.280000
-0.0007918
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7892000.000000
MXN
381669.050000
USD
2022-07-01
-10782.280000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-36276.300000
-0.0026641
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2775535.640000
PEN
686470.030000
USD
2022-08-02
-36276.300000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-49065.250000
-0.0036033
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2530813.730000
PEN
602359.570000
USD
2022-12-06
-49065.250000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
2298.830000
0.0001688
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3109908.440000
PEN
801419.520000
USD
2022-12-27
2298.830000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-33456.380000
-0.0024570
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
27039087.870000
PEN
7016578.750000
USD
2022-07-21
-33456.380000
N
N
N
N/A
N/A
COLOMBIA LA SP BPS
000000000
1.000000
NC
USD
-141079.640000
-0.0103608
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2027-06-21
0.000000
USD
-81513.130000
USD
1700000.000000
USD
-59566.510000
N
N
N
N/A
N/A
COLOMBIA LA SP BRC
000000000
1.000000
NC
USD
-240038.450000
-0.0176282
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2026-12-21
0.000000
USD
-159779.770000
USD
3500000.000000
USD
-80258.680000
N
N
N
N/A
N/A
COLOMBIA LA SP CBK
000000000
1.000000
NC
USD
-49792.810000
-0.0036567
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2027-06-21
0.000000
USD
-21585.510000
USD
600000.000000
USD
-28207.300000
N
N
N
N/A
N/A
COLOMBIA LA SP GST
000000000
1.000000
NC
USD
-240665.270000
-0.0176742
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2027-06-21
0.000000
USD
-121361.440000
USD
2900000.000000
USD
-119303.830000
N
N
N
N/A
N/A
COLOMBIA LA SP JPM
000000000
1.000000
NC
USD
-41494.010000
-0.0030473
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2027-06-21
0.000000
USD
-19276.140000
USD
500000.000000
USD
-22217.870000
N
N
N
N/A
N/A
COLOMBIA LA SP MYC
000000000
1.000000
NC
USD
-597513.760000
-0.0438809
N/A
DCR
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2027-06-21
0.000000
USD
-363869.260000
USD
7200000.000000
USD
-233644.500000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
3.180000
0.0000002
N/A
DFE
RU
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
5.000000
USD
457.000000
RUB
2022-08-10
3.180000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
182506.850000
0.0134031
N/A
DFE
RU
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
346276.000000
USD
33381006.400000
RUB
2022-10-21
182506.850000
N
N
N
N/A
N/A
ENERGY TRANSFER LP SNR S* ICE
000000000
1.000000
NC
USD
-402.270000
-0.0000295
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
ENERGY TRANSFER LP
ENERGY TRANSFER OPERATNG SR UNSEC
Y
Single Leg Swap
2026-06-21
0.000000
USD
-1967.810000
USD
100000.000000
USD
1565.540000
N
N
N
N/A
N/A
GAP INC SNR S* ICE
000000000
1.000000
NC
USD
-3368906.790000
-0.2474095
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
GAP INC
GAP INC/THE SR UNSEC 144A
Y
Single Leg Swap
2027-06-22
0.000000
USD
-3173374.990000
USD
16800000.000000
USD
-195531.800000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
-153.730000
-0.0000113
N/A
DFE
CZ
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
187419.450000
USD
4426000.000000
CZK
2022-07-15
-153.730000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-7290.050000
-0.0005354
N/A
DFE
HU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
152966.910000
USD
55256000.000000
HUF
2022-07-21
-7290.050000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
460451.120000
0.0338151
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
869990.000000
USD
82388053.000000
RUB
2022-10-07
460451.120000
N
N
N
N/A
N/A
SOLD HUF/BOUGHT USD
000000000
1.000000
NC
14662.980000
0.0010768
N/A
DFE
HU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
172513000.000000
HUF
469476.070000
USD
2022-07-21
14662.980000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-52733.750000
-0.0038727
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
38958276.510000
MXN
1884573.320000
USD
2022-07-01
-52733.750000
N
N
N
N/A
N/A
GUARANTEED RATE INC WTS 7214419C9
000000000
202.000000
NC
USD
0.000000
0.0000000
N/A
DE
US
N
3
None
N/A
Call
Purchased
GUARANTEED RATE INC
GUARANTEED RATE INC
N/A
0.010000
USD
2060-12-31
XXXX
-26496.500000
N
N
N
N/A
N/A
HESS CORPORATION SNR S* ICE
000000000
1.000000
NC
USD
-2249.260000
-0.0001652
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
HESS CORPORATION
HESS CORP
Y
Single Leg Swap
2026-06-23
0.000000
USD
-2497.150000
USD
100000.000000
USD
247.890000
N
N
N
N/A
N/A
BOUGHT AUD/SOLD USD
000000000
1.000000
NC
-34024.980000
-0.0024988
N/A
DFE
AU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
4248692.800000
USD
6106000.000000
AUD
2022-07-05
-34024.980000
N
N
N
N/A
N/A
BOUGHT AUD/SOLD USD
000000000
1.000000
NC
7635.400000
0.0005607
N/A
DFE
AU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3285528.300000
USD
4770000.000000
AUD
2022-08-02
7635.400000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
-14501.190000
-0.0010650
N/A
DFE
CL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
155467.250000
USD
130273780.000000
CLP
2022-08-05
-14501.190000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
29.330000
0.0000022
N/A
DFE
CN
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
10021.000000
USD
67291.020000
CNY
2022-08-10
29.330000
N
N
N
2022-08-12
PIMCO Corporate & Income Opportunity Fund
/s/ Bijal Parikh
Bijal Parikh
Treasurer