0001219360-21-000039.txt : 20210929
0001219360-21-000039.hdr.sgml : 20210929
20210929171014
ACCESSION NUMBER: 0001219360-21-000039
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210929
PERIOD START: 20210731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO HIGH INCOME FUND
CENTRAL INDEX KEY: 0001219360
IRS NUMBER: 383676799
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21311
FILM NUMBER: 211292644
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-739-3000
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
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US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2029-06-19
59198.000000
USD
0.000000
USD
2700000.000000
USD
343833.560000
N
N
N
N/A
N/A
IRS USD 3.00000 06/19/19-5Y CME
000000000
1.000000
NC
USD
-146088.440000
-0.0184371
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2024-06-19
0.000000
USD
-31923.170000
USD
1900000.000000
USD
-114165.270000
N
N
N
N/A
N/A
IRS USD 3.50000 06/19/13-31Y CME
000000000
1.000000
NC
USD
230316424.270000
29.0671446
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2044-06-20
110476534.230000
USD
0.000000
USD
617800000.000000
USD
119839890.040000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 09/15/21-10Y LCH
000000000
1.000000
NC
-451799.270000
-0.0570194
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2031-09-15
0.000000
GBP
-16982.020000
GBP
20400000.000000
GBP
-434817.250000
N
N
N
N/A
N/A
OIS GBP SONIO/0.75000 09/15/21-30Y LCH
000000000
1.000000
NC
-77156.960000
-0.0097376
N/A
DIR
GB
N
2
London Clearing house
N/A
SONIA O/N Deposit Rates Swap
N/A
N/A
Y
2051-09-15
106986.950000
GBP
0.000000
GBP
1700000.000000
GBP
-184143.910000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-3173.300000
-0.0004005
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
665000.000000
GBP
921177.290000
USD
2021-08-03
-3173.300000
N
N
N
BANC OF AMERICA FUNDING CORP 2007-5
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3
059523AG5
345317.550000
PA
USD
348304.790000
0.0439579
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2009-R5
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2009 R5 4A2 144A
05952BAL6
5324720.250000
PA
USD
3511043.320000
0.4431121
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Fixed
6.25
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
ACI1T7K79
1200000.000000
PA
1440060.360000
0.1817432
Long
DBT
CORP
IT
N
2
2026-01-09
Fixed
1.875
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
8579000.000000
PA
10513382.120000
1.3268441
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625
BJSF9FII4
2131000.000000
PA
2670569.680000
0.3370399
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
537548.000000
NC
USD
11995383.620000
1.5138805
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
7540597.800000
N
N
N
BANCO DE CREDITO DEL PERU
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
1000000.000000
PA
246621.040000
0.0311249
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
BANIJAY GROUP US HOLDING INC
5493008PW5N0VVCH7279
BANIJAY ENTERTAINMENT SAS USD TERM LOAN
F6456UAB9
18857.500000
PA
USD
18763.210000
0.0023680
Long
LON
CORP
FR
N
2
2025-03-01
Floating
3.8405
N
N
N
N
N
N
BANK OF AMERICA MTGE SECS-2006-A
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1
05949CRS7
9435.850000
PA
USD
9343.340000
0.0011792
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.78856
Y
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBN4
2600000.000000
PA
USD
2898038.000000
0.3657476
Long
DBT
CORP
GB
N
2
2025-12-15
Floating
6.125
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
3700000.000000
PA
5500596.310000
0.6942042
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
1800000.000000
PA
2680549.440000
0.3382994
Long
DBT
CORP
GB
N
2
2024-09-15
Floating
5.875
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA REGS VAR
ACI1FNQ32
400000.000000
PA
623598.320000
0.0787014
Long
DBT
CORP
GB
N
2
2025-12-15
Floating
6.375
N
N
N
N
Y
BARCLAYS PLC
BARCLAYS PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA VAR
ACI1CH093
1600000.000000
PA
2538221.690000
0.3203369
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
754306.000000
NS
USD
2006453.960000
0.2532250
Long
EC
CORP
US
N
1
N
N
N
BCAP LLC TRUST 2009-RR4
N/A
BCAP LLC TRUST BCAP 2009 RR4 5A2 144A
05531RAM9
4844741.880000
PA
USD
2968427.130000
0.3746311
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Fixed
6
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
05534AAP6
1313883.900000
PA
USD
2080834.590000
0.2626123
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.83367
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 15A2 144A
05534AAS0
428670.000000
PA
USD
263084.720000
0.0332027
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Floating
0
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR
20453QAA0
2100000.000000
NS
USD
2142000.000000
0.2703317
Long
EP
CORP
US
N
2
N
N
N
BEAR STEARNS ARM TR 2004-8
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 14A1
07384M2D3
40988.660000
PA
USD
39827.060000
0.0050264
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
3.44233
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
185946964.480000
PA
USD
489970.250000
0.0618368
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
0.52588
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC SR UNSECURED 12/25 4.375
05541TAP6
2300000.000000
PA
USD
2505186.060000
0.3161677
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.375
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
145751.050000
PA
USD
109934.190000
0.0138743
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/33 6.125
097023AU9
1909000.000000
PA
USD
2464430.900000
0.3110241
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 05/30 5.15
097023CY9
746000.000000
PA
USD
889461.750000
0.1122548
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/40 5.705
097023CV5
962000.000000
PA
USD
1252592.420000
0.1580838
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
822000.000000
PA
USD
1123104.980000
0.1417418
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
1112000.000000
PA
USD
1541219.630000
0.1945100
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 01/23 6.125
097751BF7
2620000.000000
PA
USD
2759501.900000
0.3482637
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
6.125
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 03/25 7.5
097751BM2
5748000.000000
PA
USD
5867012.340000
0.7404478
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.5
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 04/27 7.875
097751BT7
3952000.000000
PA
USD
4096346.800000
0.5169805
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 06/26 7.125
000000000
2216000.000000
PA
USD
2307387.840000
0.2912045
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.125
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 10/22 6
097751BJ9
1417000.000000
PA
USD
1424226.700000
0.1797449
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC SR UNSECURED 144A 12/24 7.5
097751BR1
3396000.000000
PA
USD
3536085.000000
0.4462725
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.5
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/30 4.15
11135FAQ4
300000.000000
PA
USD
340517.620000
0.0429751
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/32 4.3
11135FAS0
300000.000000
PA
USD
346967.510000
0.0437891
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.3
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 04/33 3.419
11135FBK6
8000000.000000
PA
USD
8546422.720000
1.0786035
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
6060000.000000
PA
USD
6459755.350000
0.8152551
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.469
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR SECURED 144A 07/25 6.25
28470RAH5
500000.000000
PA
USD
528640.000000
0.0667171
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
12769LAD1
8647402.870000
PA
USD
8663616.750000
1.0933940
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.592
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
5811747.910000
PA
USD
5751613.750000
0.7258839
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.842
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES 2018-2A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A SUB 144A
14317QAC5
4200000.000000
PA
USD
2623739.660000
0.3311297
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Variable
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1A SUB 144A
ACI18MPH2
800000.000000
PA
432621.150000
0.0545991
Long
ABS-CBDO
CORP
IE
N
2
2027-04-15
Variable
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 3A SUB 144A
ACI18FBB5
2200000.000000
PA
1520826.980000
0.1919364
Long
ABS-CBDO
CORP
IE
N
2
2032-01-25
Variable
0
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION EUR TERM LOAN B
P2121YAP3
2500000.000000
PA
2972112.460000
0.3750962
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC 2021 TERM LOAN B
15134NAF3
6213000.000000
PA
USD
6216454.430000
0.7845493
Long
LON
CORP
US
N
2
2026-06-29
Floating
6
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 7.75
ACI1WM066
1000000.000000
PA
1193046.680000
0.1505688
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
7789000.000000
PA
USD
7779847.930000
0.9818577
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5
1248EPCL5
2326000.000000
PA
USD
2424424.690000
0.3059752
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
207000.000000
PA
USD
217608.750000
0.0274634
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7
161175BV5
5900000.000000
PA
USD
5985076.050000
0.7553481
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
500000.000000
PA
USD
500424.180000
0.0631562
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 12/61 4.4
161175CC6
100000.000000
PA
USD
110039.570000
0.0138876
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
10471.060000
PA
USD
10501.600000
0.0013254
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.03021
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1
16163CAN2
55669.070000
PA
USD
50758.050000
0.0064059
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
2.99031
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2
16162WQY8
1032.090000
PA
USD
835.870000
0.0001055
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.5
Y
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
12543DBF6
7770000.000000
PA
USD
8157256.800000
1.0294887
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/31 4.75
12543DBK5
1300000.000000
PA
USD
1321177.000000
0.1667395
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625
12543DBG4
1580000.000000
PA
USD
1674871.100000
0.2113775
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625
N
N
N
N
N
N
CIFC FUNDING LTD 2014-2RA
N/A
CIFC FUNDING LTD CIFC 2014 2RA INC 144A
125475AA1
4000000.000000
PA
USD
1729878.480000
0.2183198
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
1168716.180000
0.1474981
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Floating
0
N
N
N
N
N
N
CIMPRESS USA INCORPORATED
549300IW5HMWD8APDH34
CIMPRESS PUBLIC LIMITED COMPAN USD TERM LOAN B
N2014AAE2
2100000.000000
PA
USD
2098687.500000
0.2648654
Long
LON
CORP
IE
N
2
2028-05-17
Floating
4
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
2636980.850000
PA
USD
1437154.560000
0.1813765
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.51437
Y
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A
17311QAE0
900432.490000
PA
USD
490735.710000
0.0619334
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.51437
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2009-9
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 9 3A2 144A
17315XAH4
2757158.050000
PA
USD
2198438.440000
0.2774545
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.5
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2014-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A
17322WAK0
11674007.860000
PA
USD
7938886.860000
1.0019293
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.75378
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 1A3A
17313FAE2
31075.500000
PA
USD
27622.840000
0.0034861
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
3.26493
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A
17313FAR3
55322.250000
PA
USD
53525.180000
0.0067552
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
2.99303
Y
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
1122607.990000
PA
USD
160042.480000
0.0201982
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 02/28 VAR
ACI0Z1129
34625919.000000
PA
190611.880000
0.0240562
Long
DBT
MUN
AR
N
2
2028-02-22
Floating
37.7589
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
47730490.000000
PA
263698.730000
0.0332802
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
37.3521
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/40 FIXED 6.257
167486HN2
11000000.000000
PA
USD
14746992.700000
1.8611481
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.257
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/40 FIXED 7.517
167486MK2
9805000.000000
PA
USD
14651576.200000
1.8491060
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.517
N
N
N
N
N
N
CITYCENTER HOLDINGS LLC
54930012KUDSU3GT0X08
CITYCENTER HLDGS LLC TERM LOAN B
17875LAL3
1595844.160000
PA
USD
1593100.900000
0.2010577
Long
LON
CORP
US
N
2
2024-04-18
Floating
3
N
N
N
N
N
N
CLAVEAU RE LTD
N/A
CLAVEAU RE LTD UNSECURED 144A 07/28 VAR
182896AA8
1200000.000000
PA
USD
1204260.000000
0.1519839
Long
DBT
CORP
BM
N
2
2028-07-08
Floating
17.2906
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
6653071.070000
PA
USD
6471302.520000
0.8167124
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.6284
N
N
N
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
8916572.710000
PA
USD
3836638.060000
0.4842039
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.97289
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
373000.000000
NS
USD
366335.330000
0.0462334
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
2667264.000000
PA
2410939.070000
0.3042732
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS
549300IW41QEWQ6T0H29
CORNERSTONE BUILDNG BRANDS INC 2021 TERM LOAN B
72431HAD2
48625.030000
PA
USD
48604.750000
0.0061342
Long
LON
CORP
US
N
2
2028-04-12
Floating
3.75
N
N
N
N
N
N
COSAINT RE PTE LTD
N/A
COSAINT RE PTE LTD BONDS 144A 04/28 VAR
22112CAA0
1000000.000000
PA
USD
1019000.000000
0.1286032
Long
DBT
CORP
SG
N
2
2028-04-03
Floating
9.294
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 3.875
ACI1YJLH4
7300000.000000
PA
8717077.720000
1.1001411
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.875
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 5
222070AE4
5900000.000000
PA
USD
5961478.000000
0.7523699
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5
N
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-36T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7
02146XAF5
2615365.650000
PA
USD
1786724.440000
0.2254940
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A6
12667F6B6
2646525.910000
PA
USD
257387.080000
0.0324836
Long
ABS-O
CORP
US
N
2
2035-04-25
Floating
4.91075
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1
021467AA3
693039.980000
PA
USD
521221.090000
0.0657808
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A13
02149JAN6
3046025.110000
PA
USD
1725582.060000
0.2177775
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1
02149DAN9
131838.690000
PA
USD
131811.740000
0.0166353
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.05229
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4
23245LAD2
1516842.090000
PA
USD
988971.940000
0.1248135
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC9
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC9 A3
23245GAD3
2165015.640000
PA
USD
2106654.180000
0.2658708
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.58925
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-11
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1
12666TAL0
12035465.840000
PA
USD
10684293.440000
1.3484140
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
0.35925
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-HYB5
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1
170256AD3
297929.300000
PA
USD
287782.810000
0.0363197
Long
ABS-MBS
CORP
US
N
2
2036-09-20
Floating
2.77547
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HY4
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1
17025RAA3
23036.510000
PA
USD
22158.150000
0.0027965
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.03194
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS MORTGAGE PASS-THROUGH TRUST 2006-18
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 18 2A2
12543WAD0
1906544.000000
PA
USD
219439.020000
0.0276944
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
5.26075
N
N
N
N
N
N
COUNTY OF SACRAMENTO CA
549300OXI5MD45L13R20
SACRAMENTO CNTY CA PENSN OBLG SACGEN 08/25 FIXED OID 7.25
786091AG3
1500000.000000
PA
USD
1824842.700000
0.2303048
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
7.25
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR
F22797RT7
250000.000000
PA
USD
282502.500000
0.0356533
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 12/99 VAR
225401AJ7
400000.000000
PA
USD
434000.000000
0.0547731
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
225592.960000
0.0284710
Long
DBT
CORP
CH
N
2
2025-09-12
Floating
7.25
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-C5
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C5 AM
22546BAH3
15537.220000
PA
USD
37926.600000
0.0047865
Long
ABS-MBS
CORP
US
N
2
2040-09-15
Variable
5.85918
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2005-12
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1
225470RY1
1368649.760000
PA
USD
1117950.490000
0.1410912
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
6
Y
N
N
N
N
N
CVC CORDATUS LOAN FUND VI DAC 6A
N/A
CORDATUS CLO PLC CORDA 6A SUB 144A
ACI17ZRB5
2500000.000000
PA
1253660.740000
0.1582186
Long
ABS-CBDO
CORP
IE
N
2
2032-04-15
Variable
0
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
178528.000000
NS
USD
4614948.800000
0.5824308
Long
EC
CORP
US
N
1
N
N
N
DELEK DRILLIN (LEVIATHAN BOND LTD)
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5
ACI1PZ1S6
1300000.000000
PA
USD
1437377.500000
0.1814046
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.5
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
138545.000000
NS
USD
3223249.430000
0.4067910
Long
EC
CORP
US
N
3
N
N
N
DELUXE CORPORATION
KWGNKB8TX9LE5TV29231
DELUXE CORP COMPANY GUAR 144A 06/29 8
248019AU5
6320000.000000
PA
USD
6913448.000000
0.8725135
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8
N
N
N
N
N
N
DIAMOND RESORTS INTERNATIONAL INC
5493008MIJR7VMQP7U77
DIAMOND RESORTS INTL INC TERM LOAN
25272YAE3
1252407.470000
PA
USD
1252537.720000
0.1580769
Long
LON
CORP
US
N
2
2023-09-02
Floating
6
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
5100000.000000
PA
USD
5240250.000000
0.6613471
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
DISTRICT OF COLUMBIA
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE DISREV 10/35 FIXED OID 7.625
25483VEC4
9740000.000000
PA
USD
14375774.430000
1.8142984
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
7.625
N
N
N
N
N
N
DOCTORS CO/THE
MKYKR1GWDRIJRLI1S211
DOCTORS CO INTERINSURANC SUBORDINATED 144A 10/23 6.5
256141AA0
10000000.000000
PA
USD
10735911.800000
1.3549286
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
6.5
N
N
N
N
N
N
DTEK FINANCE PLC
549300VBCR9V58ZYQ356
DTEK FINANCE PLC COMPANY GUAR REGS 12/27 5
ACI1XVP76
2168025.980000
PA
USD
1415655.920000
0.1786632
Long
DBT
CORP
GB
N
2
2027-12-31
Fixed
5
N
N
Y
N
N
N
DUKE FUNDING LTD 2003-5A
N/A
DUKE FUNDING LTD DUKEF 2003 5A 1A2 144A
264402AB4
15325589.910000
PA
USD
4260820.510000
0.5377380
Long
ABS-CBDO
CORP
KY
N
2
2033-08-07
Floating
0.80988
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 06/27 5.75
281020AN7
97000.000000
PA
USD
111882.530000
0.0141202
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/26 3.875
03846JAA8
1700000.000000
PA
USD
1661389.600000
0.2096761
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/31 5.875
03846JAB6
2100000.000000
PA
USD
2027025.000000
0.2558212
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5
03846JAC4
2100000.000000
PA
USD
1961148.000000
0.2475072
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.5
N
N
N
N
N
N
EL PASO DOWNTOWN DEVELOPMENT CORP
N/A
EL PASO TX DOWNTOWN DEV CORP S ELPDEV 08/43 FIXED 7.25
283738AE2
7480000.000000
PA
USD
11761543.770000
1.4843687
Long
DBT
MUN
US
N
2
2043-08-15
Fixed
7.25
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
24822030.400000
PA
USD
21296458.130000
2.6877251
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.842
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
29373TAA2
3318000.000000
PA
USD
2450973.420000
0.3093257
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75
N
N
N
N
N
N
ERIE TOBACCO ASSET SECURITIZATION CORP
N/A
ERIE CNTY NY TOBACCO ASSET SEC ERIGEN 06/28 FIXED OID 6
295095BF9
370000.000000
PA
USD
370526.550000
0.0467624
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
6
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
3347179.920000
PA
4256468.190000
0.5371887
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
1.43425
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
988083.340000
PA
1320600.880000
0.1666668
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
4.08425
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10
30162RAA9
172000.000000
PA
USD
120983.080000
0.0152687
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
10
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED 144A 01/24 8.25
90015LAF4
200000.000000
PA
USD
218230.000000
0.0275418
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625
303901BF8
5400000.000000
PA
USD
6279125.020000
0.7924586
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.625
N
N
N
N
N
N
FANNIE MAE 2004-35
N/A
FANNIE MAE FNR 2004 35 ST
31393XU96
215677.480000
PA
USD
256781.010000
0.0324071
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
10
N
N
N
N
N
N
FANNIE MAE REMICS 2012-93
N/A
FANNIE MAE FNR 2012 93 DI
3136A8JY7
156729.680000
PA
USD
11208.350000
0.0014146
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS 2020-34
N/A
FANNIE MAE FNR 2020 34 IB
3136BAHR8
5983480.570000
PA
USD
866436.710000
0.1093489
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Fixed
5
N
N
N
N
N
N
FANNIE MAE REMICS 2020-47
N/A
FANNIE MAE FNR 2020 47 SA
3136BATP9
5629453.200000
PA
USD
880570.890000
0.1111327
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
6.01075
N
N
N
N
N
N
FANNIE MAE-2020-38
N/A
FANNIE MAE FNR 2020 38 QI
3136BADX9
3190913.630000
PA
USD
486747.070000
0.0614300
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Fixed
4
N
N
N
N
N
N
FERROGLOBE PLC / GLOBE SPECIALTY METALS INC
N/A
FERROGLOBE / GLOBE SPEC COMPANY GUAR 144A 03/22 9.375
315419AA9
2750000.000000
PA
USD
2908125.000000
0.3670207
Long
DBT
CORP
GB
N
2
2022-03-01
Fixed
9.375
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5
335934AP0
2040000.000000
PA
USD
2082789.000000
0.2628589
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
1348000.000000
PA
USD
1411086.400000
0.1780865
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
FIRST STUDENT BIDCO INC TERM LOAN B
33718FAD2
5189206.590000
PA
USD
5157235.890000
0.6508703
Long
LON
CORP
US
N
2
2028-07-21
Floating
3.5
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
FIRST STUDENT BIDCO INC TERM LOAN C
33718FAB6
1915478.940000
PA
USD
1903677.670000
0.2402541
Long
LON
CORP
US
N
2
2028-07-21
Floating
3.5
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 03/50 3.4
337932AM9
500000.000000
PA
USD
504756.280000
0.0637029
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.4
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 07/47 5.6
337932AJ6
500000.000000
PA
USD
629553.480000
0.0794530
Long
DBT
CORP
US
N
2
2047-07-15
Variable
5.6
N
N
N
N
N
N
FLY LEASING (FLY WILLOW FUNDING LTD)
N/A
FLY FUNDING II SARL 2020 TERM LOAN B
G3643LAB9
5678750.000000
PA
USD
5721340.630000
0.7220633
Long
LON
CORP
LU
N
2
2025-10-08
Floating
7
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR
ACI07BWB4
71345.000000
NS
18817434.160000
2.3748592
Long
EP
CORP
GB
N
2
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
90604.000000
NS
USD
9968252.080000
1.2580459
Long
EC
CORP
US
Y
3
N
N
N
NOBLE CORP
N/A
NOBLE CORP COMMON STOCK USD.00001
000000000
116046.000000
NS
USD
2553012.000000
0.3222035
Long
EC
CORP
KY
Y
1
N
N
N
NOBLE FINANCE COMPANY
5493003DTPH8AMMK4P51
NOBLE CORP COMMON STOCK
000000000
1879.000000
NS
USD
41338.000000
0.0052171
Long
EC
CORP
KY
N
2
N
N
N
OCP CLO LTD 2016-11A
N/A
OCP CLO 2016 11 LTD PREFERRED STOCK 04/28 0.00000
67092H209
8700.000000
NS
USD
6836255.640000
0.8627714
Long
EP
CORP
KY
N
2
N
N
N
ASSOCIATED MATERIALS (NEW AMI I LLC)
N/A
ASSOCIATED MATERIALS GROUP INC
931WQR908
162396.000000
NS
USD
1149763.680000
0.1451062
Long
EC
CORP
US
Y
3
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
1195411.310000
PA
USD
0.010000
0.0000000
Long
LON
CORP
US
N
3
2021-12-31
Fixed
5.2961
N
N
Y
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 05/97 7.7
345370BS8
15515000.000000
PA
USD
19750595.000000
2.4926290
Long
DBT
CORP
US
N
2
2097-05-15
Fixed
7.7
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375
345397B28
1100000.000000
PA
USD
1149767.960000
0.1451068
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5
34960PAB7
510000.000000
PA
USD
529125.000000
0.0667784
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC 2611
N/A
FREDDIE MAC FHR 2611 SQ
31393QYH9
38054.730000
PA
USD
48197.910000
0.0060828
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Floating
12.8137
N
N
N
N
N
N
FREDDIE MAC 2820
N/A
FREDDIE MAC FHR 2820 PI
31395CFD8
822844.770000
PA
USD
132885.400000
0.0167708
Long
ABS-MBS
USGSE
US
N
2
2033-06-15
Floating
5
N
N
N
N
N
N
FREDDIE MAC 3003
N/A
FREDDIE MAC FHR 3006 SU
31395WSK4
631385.230000
PA
USD
108628.500000
0.0137095
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Floating
6.00687
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
13574764.640000
PA
USD
8336223.600000
1.0520753
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
6.17046
N
N
N
N
N
N
FREDDIE MAC REMICS 4150
N/A
FREDDIE MAC FHR 4150 AS
3137AXYZ0
996100.690000
PA
USD
140022.070000
0.0176715
Long
ABS-MBS
USGSE
US
N
2
2042-02-15
Floating
6.10687
N
N
N
N
N
N
FREDDIE MAC REMICS 4990
N/A
FREDDIE MAC FHR 4990 KS
3137FUS70
5917212.070000
PA
USD
1100590.790000
0.1389003
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Floating
6.01075
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES-DNA1
N/A
FREDDIE MAC STACR STACR 2015 DNA1 B
3137G0EZ8
4300162.920000
PA
USD
4944959.880000
0.6240800
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
9.28925
N
N
N
N
N
N
FREDDIE MAC-3203
N/A
FREDDIE MAC FHR 3203 SH
31397AR21
385282.980000
PA
USD
88223.020000
0.0111342
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
7.04687
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
30291XAJ1
3165896.490000
PA
USD
2849898.550000
0.3596722
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
None
0
N
N
N
N
N
N
FREMF MORTGAGE TRUST 2014-K715
N/A
FREMF MORTGAGE TRUST FREMF 2014 K715 X2B 144A
30291XAC6
3166257.630000
PA
USD
1147.770000
0.0001449
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
0.1
N
N
N
N
N
N
FRESH MARKET INC/THE
529900QM5ZSBEBR6CS58
FRESH MARKET INC SR SECURED 144A 05/23 9.75
35804HAA4
9300000.000000
PA
USD
9615037.500000
1.2134683
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
10423875.000000
PA
USD
10436904.840000
1.3171923
Long
LON
CORP
US
N
2
2028-05-01
Floating
4.5
N
N
N
N
N
N
FRONTIER FINANCE PLC
213800XVLIFOCEEVIS52
FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8
ACI0T8JS5
1237500.000000
PA
1760394.260000
0.2221710
Long
DBT
CORP
GB
N
2
2022-03-23
Fixed
8
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25
359678AC3
525000.000000
PA
USD
570097.500000
0.0719493
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875
36962G4B7
2000.000000
PA
USD
3049.890000
0.0003849
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL SHOPPING FINANCE LIMITED
222100S2BC4NRWJQKR30
GENERAL SHOPPING FINANCE COMPANY GUAR 144A 11/49 10
370835AB6
5300000.000000
PA
USD
3474547.500000
0.4385062
Long
DBT
CORP
KY
N
2
2021-09-06
Fixed
10
N
N
N
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8
37185LAM4
1473000.000000
PA
USD
1520585.270000
0.1919059
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
600000.000000
PA
USD
591225.000000
0.0746157
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
600000.000000
PA
USD
577456.800000
0.0728781
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
200000.000000
PA
USD
190273.600000
0.0240135
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
6522673.160000
PA
USD
1204183.310000
0.1519743
Long
ABS-CBDO
CORP
KY
N
2
2035-08-04
Floating
0.39375
N
N
N
N
N
N
GLG EURO CLO 1A
N/A
MAN GLG EURO CLO GLGE 1A SUBR 144A
ACI11ZRZ8
4150000.000000
PA
2942908.970000
0.3714106
Long
ABS-CBDO
CORP
IE
N
2
2030-10-15
Fixed
0
N
N
N
N
N
N
SEQUA CORPORATION
549300JLD7TQRZ92KO78
SEQUA CORP PREFERRED STOCK
000000000
49925.000000
NS
USD
52338841.350000
6.6054372
Long
EP
CORP
US
N
3
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES
942WZK900
6206.670000
NS
USD
91402.530000
0.0115355
Long
EC
CORP
US
Y
3
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
DG3RU1DBUFHT4ZF9WN62
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
BJBQCWII7
11425000.000000
NS
18780863.700000
2.3702438
Long
EP
CORP
NL
N
2
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-134
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 134 KI
38378GBX5
220725.250000
PA
USD
39604.840000
0.0049983
Long
ABS-MBS
USGSE
US
N
2
2042-09-20
Fixed
5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 JI
38378HFA9
122984.430000
PA
USD
18011.650000
0.0022732
Long
ABS-MBS
USGSE
US
N
2
2042-07-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI
38378HFV3
62658.470000
PA
USD
6313.420000
0.0007968
Long
ABS-MBS
USGSE
US
N
2
2042-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-106
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 106 SJ
38378VHA6
474349.390000
PA
USD
5183.410000
0.0006542
Long
ABS-MBS
USGSE
US
N
2
2042-02-20
Floating
6.16637
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-42
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 42 I
38378JJZ6
812882.950000
PA
USD
101633.290000
0.0128267
Long
ABS-MBS
USGSE
US
N
2
2043-03-20
Fixed
3.5
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/23 VAR
ACI01P743
25000.000000
PA
31753.680000
0.0040075
Long
DBT
NUSS
GR
N
2
2023-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/24 VAR
ACI01P750
25000.000000
PA
33081.770000
0.0041751
Long
DBT
NUSS
GR
N
2
2024-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/25 VAR
ACI01P6P7
25000.000000
PA
34119.500000
0.0043061
Long
DBT
NUSS
GR
N
2
2025-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/26 VAR
ACI01P867
25000.000000
PA
35239.740000
0.0044474
Long
DBT
NUSS
GR
N
2
2026-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/27 VAR
ACI01P842
25000.000000
PA
36285.710000
0.0045794
Long
DBT
NUSS
GR
N
2
2027-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/28 VAR
ACI01P6T9
25000.000000
PA
37061.320000
0.0046773
Long
DBT
NUSS
GR
N
2
2028-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/29 VAR
ACI01P6U6
25000.000000
PA
37566.920000
0.0047411
Long
DBT
NUSS
GR
N
2
2029-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/30 VAR
ACI01P776
25000.000000
PA
38299.400000
0.0048336
Long
DBT
NUSS
GR
N
2
2030-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/31 VAR
ACI01P6S1
25000.000000
PA
38912.100000
0.0049109
Long
DBT
NUSS
GR
N
2
2031-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/32 VAR
ACI01P7A9
25000.000000
PA
39496.270000
0.0049846
Long
DBT
NUSS
GR
N
2
2032-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/33 VAR
ACI01P784
25000.000000
PA
40449.090000
0.0051049
Long
DBT
NUSS
GR
N
2
2033-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/34 VAR
ACI01P792
25000.000000
PA
41066.210000
0.0051828
Long
DBT
NUSS
GR
N
2
2034-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/35 VAR
ACI01P6W2
25000.000000
PA
41720.570000
0.0052654
Long
DBT
NUSS
GR
N
2
2035-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/36 VAR
ACI01P6X0
25000.000000
PA
42375.920000
0.0053481
Long
DBT
NUSS
GR
N
2
2036-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/37 VAR
ACI01P719
25000.000000
PA
43111.570000
0.0054409
Long
DBT
NUSS
GR
N
2
2037-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/38 VAR
ACI01P7B7
25000.000000
PA
44327.150000
0.0055943
Long
DBT
NUSS
GR
N
2
2038-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/39 VAR
ACI01P6Z5
25000.000000
PA
44345.680000
0.0055967
Long
DBT
NUSS
GR
N
2
2039-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/40 VAR
ACI01P6Y8
25000.000000
PA
45208.090000
0.0057055
Long
DBT
NUSS
GR
N
2
2040-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/41 VAR
ACI01P7M3
25000.000000
PA
45318.680000
0.0057195
Long
DBT
NUSS
GR
N
2
2041-02-24
Variable
4.3
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 02/42 VAR
ACI01P7C5
25000.000000
PA
45698.040000
0.0057673
Long
DBT
NUSS
GR
N
2
2042-02-24
Variable
4.3
N
N
N
N
N
N
GROSVENOR PLACE CLO BV 2015-1A
N/A
GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A
39927WAV9
1000000.000000
PA
655014.540000
0.0826663
Long
ABS-CBDO
CORP
NL
N
2
2029-04-30
Variable
0
N
N
N
N
N
N
GS INVESTMENTS LIMITED
2221002OQ5WL5CL13X65
GENERAL SHOPPING INVEST COMPANY GUAR 144A 12/49 VAR
370837AA4
1000000.000000
PA
USD
137500.000000
0.0173532
Long
DBT
CORP
KY
N
2
2022-03-20
Floating
12
N
N
N
N
N
N
GS INVESTMENTS LIMITED
2221002OQ5WL5CL13X65
GENERAL SHOPPING INVEST COMPANY GUAR REGS 12/49 VAR
000000000
1500000.000000
PA
USD
206250.000000
0.0260298
Long
DBT
CORP
KY
N
2
2022-03-20
Floating
11.052
N
N
N
N
N
N
GSPA MONETIZATION TRUST
N/A
GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
36298GAA7
4959711.720000
PA
USD
5386929.880000
0.6798589
Long
DBT
CORP
US
N
2
2029-10-09
Fixed
6.422
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 4A1A
41161UAG7
190690.420000
PA
USD
179087.310000
0.0226018
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Floating
3.33294
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A
41161UAJ1
5949.560000
PA
USD
5957.600000
0.0007519
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Floating
2.56182
Y
N
N
N
N
N
HAWAIIAN AIRLINES 2020-1 CLASS A PASS THROUGH CERTIFICATES
N/A
HAWAIIAN AIRLINES 20 1A PASS THRU CE 144A 09/27 7.375
41983PAA7
4713064.720000
PA
USD
5374645.630000
0.6783086
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.375
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/95 7.5
197677AH0
3462000.000000
PA
USD
5147284.290000
0.6496144
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HELIOS SOFTWARE HOLDINGS INC/ ION CORPORATE SOLUTIONS FINANCE SARL
N/A
HELIOS SOFT/ION CORP SOL SR SECURED 144A 05/28 4.625
42329HAA6
2100000.000000
PA
USD
2073750.000000
0.2617182
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.625
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORPORATION 2021 TERM LOAN B
42804VBB6
2573099.430000
PA
USD
2561036.740000
0.3232163
Long
LON
CORP
US
N
2
2028-06-14
Floating
4
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORPORATION 2021 TERM LOAN C
42804VBC4
484930.260000
PA
USD
482656.910000
0.0609138
Long
LON
CORP
US
N
2
2028-06-14
Floating
4
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625
432833AN1
1700000.000000
PA
USD
1698121.500000
0.2143119
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.625
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75
432833AJ0
2400000.000000
PA
USD
2433912.000000
0.3071725
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4
432833AL5
2400000.000000
PA
USD
2459616.000000
0.3104165
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4
N
N
N
N
N
N
HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC
N/A
HILTON GRAND VAC BOR ESC COMPANY GUAR 144A 07/31 4.875
43284MAB4
2700000.000000
PA
USD
2655875.250000
0.3351854
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.875
N
N
N
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP SR UNSECURED 10/30 4.5
436106AC2
8700000.000000
PA
USD
9377276.820000
1.1834617
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.5
N
N
N
N
N
N
HOWARD HUGHES CORP/THE
549300BVHY25JZC1KI49
HOWARD HUGHES CORP COMPANY GUAR 144A 02/29 4.125
44267DAE7
300000.000000
PA
USD
297877.500000
0.0375937
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.125
N
N
N
N
N
N
HOWARD HUGHES CORP/THE
549300BVHY25JZC1KI49
HOWARD HUGHES CORP COMPANY GUAR 144A 02/31 4.375
44267DAF4
200000.000000
PA
USD
199742.000000
0.0252085
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.375
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BP3
300000.000000
PA
USD
342562.500000
0.0432332
Long
DBT
CORP
GB
N
2
2028-03-23
Floating
6.5
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
BFM4XMII1
600000.000000
PA
936495.030000
0.1181906
Long
DBT
CORP
GB
N
2
2026-09-28
Floating
5.875
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
ICON LUXEMBOURG SARL
635400PUWMHSPI2DDA35
ICON LUXEMBOURG SARL LUX TERM LOAN
L5000DAC1
6484406.170000
PA
USD
6477649.420000
0.8175134
Long
LON
CORP
LU
N
2
2028-07-03
Floating
3
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 04/35 FIXED 6.725
452152FA4
45000.000000
PA
USD
57718.780000
0.0072844
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.725
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 06/33 FIXED 5.1
452151LF8
130000.000000
PA
USD
156031.430000
0.0196920
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.1
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 07/35 FIXED 7.35
452152GS4
30000.000000
PA
USD
39540.920000
0.0049903
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35
N
N
N
N
N
N
IM PASTOR FTH 3
N/A
PASTOR IM FTH/FTA IMPAS 3 A REGS
B0BL9JII2
3668206.080000
PA
4048794.550000
0.5109792
Long
ABS-MBS
CORP
ES
N
2
2043-03-22
Floating
0
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA VAR
456837AR4
500000.000000
PA
USD
552917.500000
0.0697811
Long
DBT
CORP
NL
N
2
2026-11-16
Floating
5.75
N
N
N
N
Y
ING GROEP NV
ING GROEP NV
EUR
XXXX
N
N
N
INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)
N/A
CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
20752TAA2
80000.000000
PA
USD
84200.000000
0.0106265
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
261443.000000
NS
USD
3061497.530000
0.3863771
Long
EC
CORP
US
N
1
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC SR UNSECURED 144A 02/28 9.375
45774NAB4
151000.000000
PA
USD
163281.590000
0.0206070
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375
N
N
N
N
N
N
INTELSAT (LUXEMBOURG) SA
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125
458204AQ7
15504000.000000
PA
USD
497910.960000
0.0628390
Long
DBT
CORP
LU
N
2
2023-06-01
Fixed
8.125
Y
Y
N
N
N
N
INTELSAT CONNECT FINANCE SA
549300T8SOCBO2H77X11
INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5
45827AAD5
23000.000000
PA
USD
7431.880000
0.0009379
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
9.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5
45824TAP0
5413000.000000
PA
USD
2970383.750000
0.3748781
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75
45824TAY1
4215000.000000
PA
USD
2367144.000000
0.2987460
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.75
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5
45824TBA2
12674000.000000
PA
USD
7079379.550000
0.8934549
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.5
Y
Y
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8
45824TAR6
17000.000000
PA
USD
17580.720000
0.0022188
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
8
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 2020 DIP TERM LOAN
L5137LAK1
2003718.230000
PA
USD
2023130.250000
0.2553297
Long
LON
CORP
LU
N
2
2022-07-13
Floating
6.5
N
N
N
N
N
N
INTERNET BRANDS INC (MH SUB I LLC)
N/A
MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM
45567YAJ4
4836487.690000
PA
USD
4808677.890000
0.6068805
Long
LON
CORP
US
N
2
2024-09-13
Floating
3.592
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD COMMON STOCK USD.01
G9460G101
2307.000000
NS
USD
62519.700000
0.0078903
Long
EC
CORP
BM
N
1
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 01/32 4.875
ACI1T3TK0
2000000.000000
PA
2400736.420000
0.3029856
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
800000.000000
PA
1011213.140000
0.1276204
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
3000920.530000
0.3787320
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
2311000.000000
PA
USD
2213586.960000
0.2793663
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.2424
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
529900L73GEWN1O5NH84
JAGUAR LAND ROVER AUTOMO COMPANY GUAR REGS 11/26 6.875
ACI1H1G62
400000.000000
PA
544097.990000
0.0686680
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.875
N
N
N
N
N
N
JAY PARK CLO LTD 2016-1A
N/A
JAY PARK CLO, LTD. JPARK 2016 1A SUB 144A
47206WAC6
7502600.000000
PA
USD
3958032.490000
0.4995245
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
0
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2007-A1
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1
466287AR0
3604643.990000
PA
USD
3700089.920000
0.4669708
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.26566
Y
N
N
N
N
N
JP MORGAN CHASE CMML MTGE SEC 2006-CB16
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB16 AJ
46629GAJ7
110199.380000
PA
USD
92234.680000
0.0116405
Long
ABS-MBS
CORP
US
N
2
2045-05-12
Fixed
5.623
Y
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
734782.000000
NS
USD
22917850.580000
2.8923533
Long
EC
CORP
US
N
1
N
N
N
JP MORGAN MORTGAGE TRUST 2006-S4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 S4 A9
46629SAJ1
14401683.400000
PA
USD
4465738.800000
0.5635997
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
6.53075
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2008-R2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A2 144A
46632TAB1
3655761.920000
PA
USD
3063165.470000
0.3865876
Long
ABS-MBS
CORP
US
N
2
2037-07-27
Floating
2.94852
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
942UCF009
1009.170000
NS
USD
0.000000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
KANTAR GROUP (SUMMER BC HOLDCO B SARL)
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL TERM LOAN B
938BZLII1
4077900.000000
PA
USD
4081084.840000
0.5150544
Long
LON
CORP
LU
N
2
2026-12-04
Floating
4.884
N
N
N
N
N
N
KENNEDY WILSON EUROPE REAL ESTATE LIMITED
213800WIL553Z1T6DZ52
KENNEDY WILSON EUR REAL SR UNSECURED REGS 06/22 3.95
ACI0DGFL3
3261992.050000
PA
4623236.590000
0.5834768
Long
DBT
CORP
JE
N
2
2022-06-30
Fixed
3.95
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75
505742AP1
1100000.000000
PA
USD
1097250.000000
0.1384787
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.75
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR
949746TD3
1600000.000000
NS
USD
1662024.000000
0.2097562
Long
EP
CORP
US
N
2
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7
N/A
LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2006 C7 AJ
50180CAG5
559038.680000
PA
USD
187837.000000
0.0237060
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Fixed
5.407
Y
N
N
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2
N/A
LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2007 C2 AJ
50180JAG0
373298.790000
PA
USD
162944.920000
0.0205645
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
5.562
Y
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL
N5200EAC5
105274.120000
PA
USD
68428.180000
0.0086360
Long
LON
CORP
US
N
3
2024-06-30
Floating
3.092
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
490311.370000
PA
USD
220333.670000
0.0278073
Long
LON
CORP
US
N
2
2025-06-30
Floating
1.092
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
88291.000000
NS
USD
211.900000
0.0000267
Long
EC
CORP
US
Y
3
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
1881051.930000
PA
USD
1804491.610000
0.2277363
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.30925
Y
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
53944YAJ2
1625000.000000
PA
USD
1870106.880000
0.2360173
Long
DBT
CORP
GB
N
2
2026-06-27
Floating
6.75
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
3115000.000000
PA
5560609.100000
0.7017781
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
LONG BEACH MORTGAGE LOAD TR 2006-1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A3
542514RL0
1113978.110000
PA
USD
1015507.460000
0.1281624
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.46925
N
N
N
N
N
N
LUMEN TECHNOLOGIES (CENTURYLINK INC)
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4
156700BC9
76000.000000
PA
USD
78185.000000
0.0098674
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4
N
N
N
N
N
N
LUMEN TECHNOLOGIES (CENTURYLINK INC)
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR UNSECURED 12/25 7.2
156686AJ6
1122000.000000
PA
USD
1256522.190000
0.1585797
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
7.2
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2018-4A
N/A
MARLETTE FUNDING TRUST MFT 2018 4A CERT 144A
57109G104
24359.000000
PA
USD
2361661.810000
0.2980541
Long
ABS-O
CORP
US
N
3
2028-12-15
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-1A
N/A
MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A
57109X107
6700.000000
PA
USD
569408.030000
0.0718623
Long
ABS-O
CORP
US
N
3
2029-04-16
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-2
N/A
MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A
57109H102
9700.000000
PA
USD
1128473.110000
0.1424192
Long
ABS-O
CORP
US
N
3
2029-07-16
Fixed
0
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625
571903BE2
44000.000000
PA
USD
51015.320000
0.0064384
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.625
N
N
N
N
N
N
MAUSER PACKAGING SOLUTIONS HOLDING COMPANY
549300DNGHXL0OMHW304
BWAY HLDG CO TERM LOAN
05604XAP1
997402.600000
PA
USD
967124.450000
0.1220562
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.342
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C
59021AAC2
728880.630000
PA
USD
491568.180000
0.0620385
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.40925
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 02/29 3.875
55303XAL9
6900000.000000
PA
USD
7087059.000000
0.8944241
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
N/A
MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 06/25 4.625
55303XAK1
300000.000000
PA
USD
319639.500000
0.0403402
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL COMPANY GUAR 10/28 4.75
552953CH2
2000000.000000
PA
USD
2107850.000000
0.2660218
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75
N
N
N
N
N
N
AA BOND CO LIMITED
2138002EPF6QVRZBMC58
AA BOND CO LTD SR SECURED REGS 07/50 5.5
ACI1JGR32
1323000.000000
PA
2085535.140000
0.2632055
Long
DBT
CORP
JE
N
2
2050-07-31
Fixed
5.5
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1
61752JAA8
6459354.550000
PA
USD
3333517.860000
0.4207075
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Variable
5.965
Y
N
N
N
N
N
MORGAN STANLEY MORTGAGE TRUST-2006-16AX
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1
617487AF0
718891.000000
PA
USD
372065.270000
0.0469566
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
1.41088
Y
N
N
N
N
N
MOTEL 6 TRUST 2017-M6MZ
N/A
MOTEL 6 TRUST MOTEL 2017 M6MZ M 144A
61975GAA5
3763254.510000
PA
USD
3678483.440000
0.4642440
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
7.0195
N
N
N
N
N
N
MOUNTAIN STATES TELEPHONE & TELEGRAPH COMPANY
N/A
MOUNTAIN STATES TEL + TE SR UNSECURED 05/30 7.375
624284BD6
5130000.000000
PA
USD
6480626.400000
0.8178891
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.375
N
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
NASCAR HOLDINGS INC TERM LOAN B
63108EAB4
78212.350000
PA
USD
77703.970000
0.0098066
Long
LON
CORP
US
N
2
2026-10-19
Floating
2.842
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
780099CK1
2000000.000000
PA
USD
2367850.000000
0.2988351
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
NATWEST GROUP PLC
NATWEST GROUP PLC
GBP
XXXX
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 08/33 5.625
78442FAZ1
8064000.000000
PA
USD
7843086.720000
0.9898388
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.625
N
N
N
N
N
N
NBTY INC (ALPHABET HOLDING CO INC)
5493000J3OND4HN47659
ALPHABET HOLDING COMPANY INC. INITIAL TERM LOAN
18913EAB3
96250.000000
PA
USD
96236.620000
0.0121456
Long
LON
CORP
US
N
2
2024-09-26
Floating
3.592
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/26 10.25
62886HAY7
10123000.000000
PA
USD
11578181.250000
1.4612274
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25
N
N
N
N
N
N
NEW ALBERTSONS LP
N/A
NEW ALBERTSONS LP SR UNSECURED 02/28 6.57
01310QCW3
4021000.000000
PA
USD
4286627.260000
0.5409949
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
6.57
N
N
N
N
N
N
ACE SECURITIES CORP 2006-CW1
N/A
ACE SECURITIES CORP. ACE 2006 CW1 A2C
00441QAD1
2080087.540000
PA
USD
1867672.540000
0.2357101
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.36925
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
NEWMARK GROUP INC SR UNSECURED 11/23 6.125
65158NAB8
40000.000000
PA
USD
43478.200000
0.0054872
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125
N
N
N
N
N
N
NGD HOLDINGS BV
984500ED2ABF0UF46690
NGD HOLDINGS BV SR SECURED 12/26 6.75
ACI1XVPP6
846067.000000
PA
USD
815693.190000
0.1029448
Long
DBT
CORP
NL
N
2
2026-12-31
Fixed
6.75
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345
654744AC5
400000.000000
PA
USD
444583.680000
0.0561088
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.345
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
654744AD3
8700000.000000
PA
USD
9945419.960000
1.2551643
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
35064.000000
PA
USD
38570.400000
0.0048678
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
25050.000000
PA
USD
27555.000000
0.0034776
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11
N
N
Y
N
N
N
NOMURA ASSET ACCEPTANCE CORP 2006-AR2
N/A
NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2
65535VUK2
4150908.830000
PA
USD
3812928.550000
0.4812116
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
3.17299
Y
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2014-3R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2014 3R 2A8 144A
65540LAX1
4349246.060000
PA
USD
4137077.220000
0.5221209
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Variable
4.06605
N
N
N
N
N
N
NOVELIS CORPORATION
549300G5F3W3B52WYL23
NOVELIS CORP SR UNSECURED 144A 08/31 3.875
670001AH9
400000.000000
PA
USD
405016.000000
0.0511152
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.875
N
N
N
N
N
N
NOVELIS CORPORATION
549300G5F3W3B52WYL23
NOVELIS CORP SR UNSECURED 144A 11/26 3.25
670001AG1
900000.000000
PA
USD
914656.500000
0.1154345
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/21 6.35
675757AB4
155104.910000
PA
USD
154306.120000
0.0194742
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/26 7.35
675757AC2
7769.000000
PA
USD
4214.680000
0.0005319
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
7.35
N
N
Y
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/21 6.35
G67106AB3
149099.370000
PA
USD
148331.510000
0.0187202
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35
G67106AC1
3107769.000000
PA
USD
1685964.680000
0.2127776
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
1881678.080000
PA
USD
1848767.530000
0.2333242
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
14925127.000000
PA
USD
3684566.100000
0.4650116
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
3371361.000000
PA
USD
46389.930000
0.0058547
Long
DBT
CORP
KY
N
2
2021-09-06
None
0
N
N
N
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI SA COMPANY GUAR 07/25 VAR
P7354PAA2
4510000.000000
PA
USD
4461517.500000
0.5630670
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10
N
N
Y
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7
68205LAT0
1300000.000000
PA
USD
1347793.200000
0.1700986
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2006-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1
007034AQ4
3287058.870000
PA
USD
1399829.850000
0.1766659
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.42925
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 06/25 7.375
68752DAC2
32000.000000
PA
USD
34362.880000
0.0043368
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375
N
N
N
N
N
N
OWL ROCK CAPITAL CORPORATION
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP SR UNSECURED 01/27 2.625
69121KAF1
1900000.000000
PA
USD
1924430.900000
0.2428733
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.625
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
3250000.000000
PA
USD
3283321.110000
0.4143724
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 03/46 4.25
694308HN0
2300000.000000
PA
USD
2230953.380000
0.2815581
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
694308GZ4
980000.000000
PA
USD
980152.940000
0.1237005
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 06/43 4.6
694308HD2
200000.000000
PA
USD
202628.020000
0.0255727
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 07/30 4.55
694308JM0
3092500.000000
PA
USD
3304421.600000
0.4170354
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
3488000.000000
PA
USD
3528736.910000
0.4453452
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
1053500.000000
PA
USD
1091111.060000
0.1377040
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 08/50 3.5
694308JJ7
1426000.000000
PA
USD
1278573.720000
0.1613627
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
694308HR1
600000.000000
PA
USD
561835.020000
0.0709065
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25
694308JT5
3335000.000000
PA
USD
3288587.310000
0.4150370
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/50 4.5
698299BH6
1700000.000000
PA
USD
1941434.000000
0.2450192
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.5
N
N
N
N
N
N
PAREXEL INTERNATIONAL CORPORATION
549300GCZVUYB6P2OA17
PAREXEL INTL CORP TERM LOAN B
69946EAT8
3627643.450000
PA
USD
3620348.260000
0.4569070
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.842
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GA SR UNSECURED 144A 07/29 4.125
707569AV1
3000000.000000
PA
USD
2961630.000000
0.3737733
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.125
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FIN SVCS INC COMPANY GUAR 144A 02/29 4.25
70932MAB3
400000.000000
PA
USD
387750.000000
0.0489361
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25
N
N
N
N
N
N
PEOPLE'S FINANCE REALTY MTGE SEC 2006-1
N/A
PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 1A3
71103XAC8
20694386.800000
PA
USD
5956924.770000
0.7517952
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.24925
N
N
N
N
N
N
PERRIGO RX (PADAGIS LLC)
N/A
PADAGIS LLC TERM LOAN B
69526PAC8
8600000.000000
PA
USD
8626875.000000
1.0887570
Long
LON
CORP
US
N
3
2028-07-06
Floating
5.25
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
ACI07KN16
200000.000000
PA
321701.810000
0.0406005
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 12/26 6.25
B71QWNII2
7102000.000000
PA
11334291.460000
1.4304472
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
6.25
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/99 6.85
71647NAN9
39000.000000
PA
USD
43578.800000
0.0054999
Long
DBT
CORP
NL
N
2
2099-12-31
Fixed
6.85
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/27 6.49
71654QDB5
100000.000000
PA
USD
106345.000000
0.0134213
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/29 6.5
71654QCP5
2300000.000000
PA
USD
2391747.000000
0.3018511
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84
71654QDC3
5900000.000000
PA
USD
6162255.000000
0.7777090
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95
71654QDE9
4221000.000000
PA
USD
4154519.250000
0.5243222
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
150000.000000
PA
USD
145987.500000
0.0184244
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
6894000.000000
PA
USD
6195637.800000
0.7819221
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 03/27 6.5
71654QCG5
270000.000000
PA
USD
286267.500000
0.0361285
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
70000.000000
PA
USD
62673.800000
0.0079098
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75
ACI0CBT55
1500000.000000
PA
1649495.900000
0.2081751
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA GROUP INC COMPANY GUAR 144A 09/25 7.375
69354NAC0
4100000.000000
PA
USD
4432879.000000
0.5594527
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
ICON LUXEMBOURG SARL US TERM LOAN
L5000DAD9
1615593.830000
PA
USD
1613910.380000
0.2036840
Long
LON
CORP
LU
N
2
2028-07-03
Floating
3
N
N
N
N
N
N
PRESS GANEY (AKA: AZALEA TOPCO INC)
549300HC42NZULO53062
EMERALD TOPCO INC TERM LOAN
29102TAB8
147375.000000
PA
USD
145970.370000
0.0184222
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.6284
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
10674000.000000
PA
USD
11481221.250000
1.4489905
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
270895000.000000
PA
1409256.870000
0.1778556
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
37.875
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/35 FIXED OID 8
74514LE86
9300000.000000
PA
USD
7951500.000000
1.0035211
Long
DBT
MUN
PR
N
2
2035-07-01
Fixed
8
Y
Y
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25
74730DAC7
1300000.000000
PA
USD
1317388.800000
0.1662614
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/41 3.125
74730DAE3
2300000.000000
PA
USD
2389651.700000
0.3015866
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.125
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3
74730DAD5
1800000.000000
PA
USD
1869424.200000
0.2359312
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.3
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 03/43 5.95
747262AM5
3268000.000000
PA
USD
3398785.360000
0.4289446
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2007-3
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF2
75971FAE3
7010720.630000
PA
USD
3945187.690000
0.4979034
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
6.998
Y
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2007-3
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3
75971FAF0
6065567.070000
PA
USD
3412153.820000
0.4306318
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
7.238
Y
N
N
N
N
N
ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
N/A
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8
01166VAA7
1729450.540000
PA
USD
1924811.870000
0.2429214
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.8
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2006-A8
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4
761119AJ5
801202.790000
PA
USD
398746.530000
0.0503239
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2006-R1
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2
76113MAB1
182539.090000
PA
USD
55660.860000
0.0070247
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Floating
0.48925
Y
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A6
761143AF3
4682244.740000
PA
USD
2718620.390000
0.3431042
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.25
Y
N
N
N
N
N
RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)
N/A
1011778 BC / NEW RED FIN SR SECURED 144A 01/28 3.875
68245XAH2
5600000.000000
PA
USD
5655468.000000
0.7137498
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.875
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
76716XAA0
11612529.660000
PA
USD
12931945.280000
1.6320795
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2
76716XAC6
245414.000000
PA
USD
283997.990000
0.0358420
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625
ACI1S5ZS2
300000.000000
PA
387250.550000
0.0488731
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.625
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75
ACI1S61G3
600000.000000
PA
912629.270000
0.1151786
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5
780153AZ5
2853000.000000
PA
USD
3270251.250000
0.4127229
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.5
N
N
N
N
N
N
RZD CAPITAL PUBLIC LIMITED COMPANY
635400VKMH1VQDFMW392
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
B3SXQ5II3
13100000.000000
PA
24286269.290000
3.0650550
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.487
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL
N/A
ATLAS LUXCO 4 / ALL UNI SR SECURED 144A 06/28 3.625
ACI1XMR17
2400000.000000
PA
2837011.460000
0.3580458
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.625
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
4000.000000
PA
USD
5825.680000
0.0007352
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
3379000.000000
PA
USD
3954190.280000
0.4990396
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.4
N
N
N
N
N
N
SASOL FINANCING LTD
378900A5BC68CC18C276
SASOL LTD REVOLVER
937HWVII0
5328066.000000
PA
USD
5059391.240000
0.6385218
Long
LON
CORP
ZA
N
3
2022-11-23
Floating
0.6645
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/31 8
370425RZ5
1270000.000000
PA
USD
1818854.960000
0.2295491
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
SCHENCK PROCESS (PLATIN 1426 GMBH)
213800NMYXIGFN77O655
PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
BGGC6YII2
600000.000000
PA
718543.330000
0.0906839
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
6.875
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN COMPANY GUAR 144A 01/31 4.125
81180WAY7
700000.000000
PA
USD
733250.000000
0.0925400
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.125
N
N
N
N
N
N
SEGOVIA EUROPEAN CLO 1 2014-1A
N/A
SEGOVIA EUROPEAN CLO 1 2014 SEGOV 2014 1A SUB 144A
ACI0QFG97
1100000.000000
PA
817437.900000
0.1031650
Long
ABS-CBDO
CORP
NL
N
2
2030-04-15
Fixed
0
N
N
N
N
N
N
SHERWOOD FUNDING CDO LTD 2004-1A
N/A
SHERWOOD FUNDING CDO LTD SHERW 2004 1A A1 144A
82437RAA9
32808057.400000
PA
USD
8424748.250000
1.0632476
Long
ABS-CBDO
CORP
KY
N
2
2039-11-06
Floating
0.46288
N
N
N
N
N
N
SITKA HOLDINGS LLC
N/A
SITKA HOLDINGS L SR SECURED 144A 07/26 VAR
82987VAA4
562000.000000
PA
USD
565548.420000
0.0713752
Long
DBT
CORP
KY
N
2
2026-07-06
Floating
4.64242
N
N
N
N
N
N
SLOVENIA BROADBAND SARL (UNITED GROUP BV)
213800PC85O8BJ7DU398
UNITED GROUP BV SR SECURED REGS 07/24 4.875
ACI0W96J3
100000.000000
PA
120107.760000
0.0151582
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.875
N
N
N
N
N
N
ALTICE USA (CSC HOLDINGS LLC)
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 11/31 4.5
126307BH9
3900000.000000
PA
USD
3934125.000000
0.4965073
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.5
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
4508.000000
PA
USD
1811422.410000
0.2286110
Long
ABS-O
CORP
US
N
3
2048-10-15
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBU2
200000.000000
PA
USD
227624.000000
0.0287273
Long
DBT
CORP
FR
N
2
2028-04-06
Floating
6.75
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBV0
900000.000000
PA
USD
980500.500000
0.1237443
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC 2017-4
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 4 R1 144A
83405J105
75349.000000
PA
USD
2869968.060000
0.3622051
Long
ABS-O
CORP
US
N
2
2026-05-26
Fixed
0
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
70000.000000
NS
USD
64213.450000
0.0081041
Long
EP
CORP
US
N
2
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1A 144A
83743SAN6
21504309.370000
PA
USD
2859342.000000
0.3608640
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
0.762
N
N
N
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1B 144A
83743SAA4
3907844.790000
PA
USD
519610.490000
0.0655776
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
0.762
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65
842400EB5
20000.000000
PA
USD
25179.830000
0.0031778
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65
N
N
N
N
N
N
SPECIALTY UNDERWRITING & RESID 2005-BC3
N/A
SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M4
84751PHB8
409322.000000
PA
USD
350443.080000
0.0442278
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
1.06425
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
27410000.000000
PA
USD
17327768.740000
2.1868556
Long
DBT
CORP
US
N
2
2067-01-15
Floating
1.87613
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC SR UNSECURED 144A 01/31 3.375
853496AH0
800000.000000
PA
USD
776796.000000
0.0980357
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.375
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC SR UNSECURED 144A 07/30 4.375
853496AG2
2600000.000000
PA
USD
2681536.000000
0.3384240
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.375
N
N
N
N
N
N
STARS GROUP HOLDINGS BV (AKA: AMAYA HOLDINGS BV)
549300RNFXC8F8RT6R13
STARS GROUP HLDGS BV TERM LOAN B
N8233BAC6
9700000.000000
PA
USD
9665642.600000
1.2198550
Long
LON
CORP
NL
N
2
2026-07-21
Floating
2.3973
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST SR UNSECURED 144A 11/23 5.5
85571BAS4
2500000.000000
PA
USD
2625000.000000
0.3312888
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.5
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
300000.000000
PA
USD
314250.000000
0.0396600
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
124508.360000
PA
USD
89016.240000
0.0112343
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.98194
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2007-3
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 3A1
86363GAF1
358358.310000
PA
USD
230827.440000
0.0291316
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
3.09721
Y
N
N
N
N
N
STRUCTURED ASSET MTGE INVEST 2006-AR6
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3
86360UAC0
7452622.930000
PA
USD
6074523.400000
0.7666368
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
0.46925
Y
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
1983566.710000
PA
USD
1943895.380000
0.2453298
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.592
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/28 5.182
87164KAC8
200000.000000
PA
USD
231173.710000
0.0291753
Long
DBT
CORP
NL
N
2
2028-04-24
Fixed
5.182
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
87164GAM5
16240558.600000
PA
USD
16075116.030000
2.0287642
Long
LON
CORP
US
N
2
2023-03-09
Floating
6
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
9567104.850000
PA
USD
9272122.310000
1.1701906
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE IV BV
549300P1YOE2RRPSGG38
TEVA PHARM FIN IV BV COMPANY GUAR 11/21 3.65
88166JAA1
73000.000000
PA
USD
73466.110000
0.0092718
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV
549300HSQCIKJAOYIT23
TEVA PHARM FNC NL II COMPANY GUAR 01/25 6
ACI1QY638
100000.000000
PA
129663.470000
0.0163642
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6
N
N
N
N
N
N
THYSSENKRUPP ELEVATOR (VERTICAL MIDCO GMBH)
254900K869UN2ZWVB351
TK ELEVATOR TOPCO GMBH EUR 1ST LIEN TERM LOAN B
937EHYII8
7500000.000000
PA
8906141.570000
1.1240019
Long
LON
CORP
DE
N
2
2027-07-31
Floating
4.625
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
66200000.000000
PA
USD
7524179.460000
0.9495910
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
1285000.000000
PA
USD
1367960.110000
0.1726438
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
2442408.000000
PA
USD
2694532.180000
0.3400641
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
5881444.000000
PA
USD
6869343.030000
0.8669472
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 11/27 5.5
893647BL0
46000.000000
PA
USD
47552.500000
0.0060014
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.5
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 01/26 7.5
893830BF5
80000.000000
PA
USD
62176.800000
0.0078470
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
7.5
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC COMPANY GUAR 144A 02/27 8
893830BL2
162000.000000
PA
USD
119654.820000
0.0151011
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
96000.000000
PA
USD
76672.800000
0.0096765
Long
DBT
CORP
KY
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
TRANSOCEAN PONTUS LIMITED
N/A
TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125
89382PAA3
155150.000000
PA
USD
153412.320000
0.0193614
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
156000.000000
PA
USD
152479.860000
0.0192438
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP INC SECURED 144A 09/24 6.25
896818AQ4
116000.000000
PA
USD
117041.100000
0.0147712
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
1471000.000000
PA
1628964.020000
0.2055838
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE
01F020497
100000.000000
PA
USD
103627.320000
0.0130783
Long
ABS-MBS
USGSE
US
N
2
2036-09-16
Fixed
2
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83
904678AG4
3300000.000000
PA
USD
3813243.490000
0.4812514
Long
DBT
CORP
IT
N
2
2023-12-04
Fixed
7.83
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
N/A
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875
90931GAA7
3895395.000000
PA
USD
4341412.270000
0.5479091
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.875
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST
N/A
UNITED AIR 2020 1 B PTT PASS THRU CE 07/27 4.875
90932VAA3
2055350.000000
PA
USD
2159683.270000
0.2725634
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.875
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC SR SECURED 144A 04/26 4.375
90932LAG2
700000.000000
PA
USD
721091.000000
0.0910055
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796C31
2300000.000000
PA
USD
2299402.970000
0.2901968
Long
DBT
UST
US
N
2
2022-01-27
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/21 0.00000
912796D55
3800000.000000
PA
USD
3799917.650000
0.4795696
Long
DBT
UST
US
N
2
2021-08-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/21 0.00000
912796J83
2900000.000000
PA
USD
2899998.580000
0.3659951
Long
DBT
UST
US
N
2
2021-08-03
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/21 0.00000
912796F61
1500000.000000
PA
USD
1499895.530000
0.1892947
Long
DBT
UST
US
N
2
2021-09-30
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/21 0.00000
912796L49
8600000.000000
PA
USD
8599462.500000
1.0852974
Long
DBT
UST
US
N
2
2021-09-21
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/21 0.00000
912796L56
2900000.000000
PA
USD
2899793.380000
0.3659692
Long
DBT
UST
US
N
2
2021-09-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 10/21 0.00000
9127964V8
11200000.000000
PA
USD
11199076.000000
1.4133823
Long
DBT
UST
US
N
2
2021-10-07
None
0
N
N
N
N
N
N
ANAHEIM REDEVELOPMENT AGENCY SUCCESSOR AGENCY
N/A
ANAHEIM CA REDEV AGY TAX ALLOC ANADEV 02/31 FIXED 6.506
032565EK5
1525000.000000
PA
USD
1935878.310000
0.2443180
Long
DBT
MUN
US
N
2
2031-02-01
Fixed
6.506
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
18734000.000000
PA
USD
19980185.680000
2.5216046
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
2565505.970000
PA
USD
2572720.170000
0.3246908
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.125
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
77000.000000
PA
USD
83743.280000
0.0105688
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
16000.000000
PA
USD
16531.840000
0.0020864
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
12000.000000
PA
USD
12398.880000
0.0015648
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25
N
N
Y
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
89000.000000
PA
USD
124288.950000
0.0156859
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875
91911TAK9
60000.000000
PA
USD
84975.600000
0.0107244
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
120000000.000000
PA
14886985.840000
1.8788159
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
2.76247
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
452000.000000
PA
USD
48138.000000
0.0060753
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
34000.000000
PA
USD
3587.000000
0.0004527
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
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
2130000.000000
PA
USD
2210716.350000
0.2790040
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR UNSECURED 144A 02/24 10.5
92346LAA1
2909000.000000
PA
USD
2974961.580000
0.3754558
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
10.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
8659000.000000
PA
USD
10055350.340000
1.2690381
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
000000000
2186000.000000
PA
USD
2011120.000000
0.2538139
Long
DBT
CORP
US
N
2
2026-05-09
Fixed
8.5
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1
92990GAC7
82319.160000
PA
USD
73671.920000
0.0092978
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.25953
Y
N
N
N
N
N
APIDOS CDO 2014-18A
N/A
APIDOS CLO APID 2014 18A SUB 144A
03765EAE8
3000000.000000
PA
USD
1050.000000
0.0001325
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Fixed
0
N
N
N
N
N
N
WASHINGTON MUTUAL ASSET BACKED 2006-HE2
N/A
WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE2 A3
93934JAC8
189809.040000
PA
USD
166338.830000
0.0209928
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.38925
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-2
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 2 1A10
93936HAK2
8304537.380000
PA
USD
2977099.420000
0.3757256
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
6.59075
N
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2006-3
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 4CB
93934FNT5
5181133.080000
PA
USD
4401563.220000
0.5555004
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.5
Y
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
5200000.000000
PA
USD
5109520.000000
0.6448483
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.625
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
7212953.710000
PA
USD
1550785.050000
0.1957172
Long
LON
CORP
US
N
3
2029-03-15
Fixed
15
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS
96106JAB5
428672.460000
PA
USD
413668.920000
0.0522072
Long
LON
CORP
US
N
3
2022-03-15
Floating
9.25
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
2687792.750000
PA
USD
2700895.740000
0.3408673
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
8129000.000000
PA
USD
8303163.830000
1.0479030
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625
98313RAH9
2800000.000000
PA
USD
2873920.000000
0.3627038
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.625
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125
98313RAE6
200000.000000
PA
USD
202285.000000
0.0255294
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.125
N
N
N
N
N
N
ARBYS RESTAURANT (IRB HOLDING CORP)
549300HVW4WNWYBXN830
IRB HOLDING CORP. 2020 TERM LOAN B
44988LAF4
1263584.060000
PA
USD
1257717.240000
0.1587305
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC SR UNSECURED 03/31 3.625
988498AN1
3000000.000000
PA
USD
3063750.000000
0.3866614
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.625
N
N
N
N
N
N
ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP
N/A
ZI TECH LLC/ZI FIN CORP COMPANY GUAR 144A 02/29 3.875
98981BAA0
2500000.000000
PA
USD
2507737.500000
0.3164897
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.875
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
1905000.000000
PA
USD
1905000.000000
0.2404210
Long
RA
US
N
2
Repurchase
N
0.0000001
2021-08-02
1713800.000000
USD
1943131.630000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-4675341.000000
PA
USD
-4676899.450000
-0.5902493
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-05
5724000.000000
USD
5581238.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-10839577.030000
PA
USD
-10842422.420000
-1.3683708
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2022-01-11
12259000.000000
USD
12531490.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF NEW YORK
000000000
-3053239.200000
PA
USD
-3056928.530000
-0.3858005
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-01
3000000.000000
USD
3819000.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-6409873.000000
PA
USD
-6412009.620000
-0.8092294
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-05
6222000.000000
USD
7699250.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-908792.610000
PA
USD
-909031.170000
-0.1147245
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2022-01-11
1000000.000000
USD
1039890.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-1077113.440000
PA
USD
-1078414.950000
-0.1361016
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-01
1300000.000000
USD
1351857.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-2154381.950000
PA
USD
-2156246.090000
-0.2721296
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-08-09
2200000.000000
USD
2360538.860000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-6655493.970000
PA
USD
-6656695.660000
-0.8401100
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-20
7689000.000000
USD
7703048.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO UBS AG LONDON
000000000
-1850058.480000
PA
USD
-1851492.280000
-0.2336681
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-01
3014093.000000
USD
2231349.130000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO UBS AG LONDON
000000000
-1252452.000000
PA
USD
-1253407.000000
-0.1581866
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-03
1300000.000000
USD
1437377.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-5936067.500000
PA
USD
-5937848.320000
-0.7493877
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2021-08-06
6310000.000000
USD
6848779.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-1160594.570000
PA
USD
-1160986.270000
-0.1465226
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-06
1300000.000000
USD
1414500.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-14689445.880000
PA
USD
-14703217.240000
-1.8556234
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-19
16210460.320000
USD
18631891.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-9256160.000000
PA
USD
-9256777.070000
-1.1682540
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2021-08-30
10170000.000000
USD
10865412.690000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2755467.720000
PA
USD
-2757603.210000
-0.3480240
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-01
2881677.350000
USD
2924391.810000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-5176730.190000
PA
USD
-5179850.610000
-0.6537244
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-09-02
5501000.000000
USD
5597201.540000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3336208.620000
PA
USD
-3338794.190000
-0.4213734
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-02
3825000.000000
USD
3960669.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-4498622.750000
PA
USD
-4501846.770000
-0.5681567
Short
RA
US
N
2
Reverse repurchase
N
0.4300000
2021-09-03
4600000.000000
USD
5265888.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3875866.000000
PA
USD
-3878821.350000
-0.4895277
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-03
6530000.000000
USD
4751158.350000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-11773094.100000
PA
USD
-11778097.670000
-1.4864579
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-29
12908000.000000
USD
13441672.880000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8151285.260000
PA
USD
-8153934.430000
-1.0290694
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-10-05
9029000.000000
USD
9237269.330000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-2032351.730000
PA
USD
-2032487.220000
-0.2565106
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2021-08-27
6554359.000000
USD
2489984.800000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-373737.360000
PA
USD
-373724.380000
-0.0471660
Short
RA
US
N
2
Reverse repurchase
N
-0.0500000
2023-07-02
50000000.000000
ARS
44413779.000000
ARS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-533818.000000
PA
-633141.470000
-0.0799058
Short
RA
LU
N
2
Reverse repurchase
N
-0.3000000
2021-10-14
600000.000000
EUR
605727.000000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-7461688.000000
PA
-8850247.660000
-1.1169478
Short
RA
LU
N
2
Reverse repurchase
N
-0.4000000
2021-10-21
8579000.000000
EUR
8862707.530000
EUR
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO EUR ZCP
000000000
-912687.000000
PA
-1082537.850000
-0.1366220
Short
RA
LU
N
2
Reverse repurchase
N
-0.3800000
2021-10-21
1000000.000000
EUR
1056439.020000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1267367.710000
PA
USD
-1267969.710000
-0.1600244
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-02
1500000.000000
USD
1496250.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1531578.780000
PA
USD
-1532015.280000
-0.1933484
Short
RA
US
N
2
Reverse repurchase
N
0.3800000
2021-08-06
1700000.000000
USD
1698002.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2880431.270000
PA
USD
-2883707.760000
-0.3639391
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-06
3102000.000000
USD
3308345.040000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-19380259.690000
PA
USD
-19386461.370000
-2.4466734
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-08-06
21315000.000000
USD
22345436.900000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-6441030.750000
PA
USD
-6446328.360000
-0.8135606
Short
RA
US
N
2
Reverse repurchase
N
0.8972500
2021-08-17
11840130.060000
USD
8051857.950000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-5670471.820000
PA
USD
-5674496.280000
-0.7161513
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-08-24
5400000.000000
USD
6273143.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1531848.720000
PA
USD
-1532997.610000
-0.1934724
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-03
1500000.000000
USD
1733292.490000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-899527.310000
PA
USD
-899729.710000
-0.1135506
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-07
1030000.000000
USD
1015865.420000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1172429.310000
PA
USD
-1172704.830000
-0.1480015
Short
RA
US
N
2
Reverse repurchase
N
0.4700000
2021-09-17
1300000.000000
USD
1353625.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-7988374.410000
PA
USD
-7991045.580000
-1.0085120
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-10-05
9086000.000000
USD
9449640.690000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1769372.700000
PA
USD
-1769790.470000
-0.2233569
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-18
3300000.000000
USD
2437677.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3229859.500000
PA
USD
-3231513.180000
-0.4078340
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-10
3800000.000000
USD
3771871.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1239168.010000
PA
USD
-1241457.030000
-0.1566784
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2022-11-09
1844000.000000
USD
1883931.820000
USD
CDS
N
N
N
N/A
N/A
REV REPO CANADIAN IMPERIAL BA
000000000
-1452849.000000
PA
-2019560.680000
-0.2548792
Short
RA
GB
N
2
Reverse repurchase
N
0.1800000
2021-10-22
1323000.000000
GBP
1500384.030000
GBP
CDS
N
N
N
N/A
N/A
REV REPO CANADIAN IMPERIAL BA
000000000
-3395856.000000
PA
-4720629.570000
-0.5957683
Short
RA
GB
N
2
Reverse repurchase
N
0.3000000
2021-10-22
3115000.000000
GBP
4000435.630000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS
000000000
-3124176.000000
PA
-4343458.940000
-0.5481674
Short
RA
GB
N
2
Reverse repurchase
N
0.3000000
2021-10-08
3261992.050000
GBP
3326067.360000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS
000000000
-15502614.000000
PA
-21554991.470000
-2.7203533
Short
RA
GB
N
2
Reverse repurchase
N
0.4500000
2021-10-08
13100000.000000
GBP
17472125.000000
GBP
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-601102.000000
PA
-835643.770000
-0.1054626
Short
RA
GB
N
2
Reverse repurchase
N
0.3500000
2021-10-19
600000.000000
GBP
673737.000000
GBP
CDS
N
N
N
N/A
N/A
JPM CHASE REVERSE REPO GBP ZCP
000000000
-3506848.000000
PA
-4874987.750000
-0.6152491
Short
RA
GB
N
2
Reverse repurchase
N
0.3500000
2021-10-22
3700000.000000
GBP
3957261.000000
GBP
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-1330798.000000
PA
USD
-1331626.050000
-0.1680582
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2021-08-16
1400000.000000
USD
1490607.100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CIBC
000000000
-1986523.000000
PA
USD
-1987549.370000
-0.2508392
Short
RA
US
N
2
Reverse repurchase
N
0.3100000
2021-09-03
1802000.000000
USD
2107411.970000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-1330762.970000
PA
USD
-1331899.660000
-0.1680927
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2023-04-01
1307000.000000
USD
1373879.410000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-7315780.000000
PA
USD
-7321263.250000
-0.9239819
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2023-04-16
7565650.000000
USD
8153533.790000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-6494738.870000
PA
USD
-6496882.130000
-0.8199407
Short
RA
US
N
2
Reverse repurchase
N
0.2200000
2023-06-09
5909000.000000
USD
7030462.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-4638219.330000
PA
USD
-4638984.640000
-0.5854643
Short
RA
US
N
2
Reverse repurchase
N
0.2200000
2023-07-06
4830000.000000
USD
4820563.630000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-9807131.000000
PA
USD
-9808942.590000
-1.2379402
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-10-15
10000000.000000
USD
10736365.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-212955.190000
PA
USD
-213005.770000
-0.0268824
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-10-15
250000.000000
USD
282502.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-6468948.830000
PA
USD
-6468948.830000
-0.8164154
Short
RA
US
N
2
Reverse repurchase
N
0.4200000
2022-02-02
5905000.000000
USD
7517065.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-743958.400000
PA
USD
-743958.400000
-0.0938915
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2022-02-02
900000.000000
USD
898942.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-1105664.530000
PA
USD
-1106268.960000
-0.1396170
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2022-02-04
1200000.000000
USD
1220952.760000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-10869949.500000
PA
USD
-10874840.970000
-1.3724621
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2022-03-09
12321000.000000
USD
12226797.180000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2080613.890000
PA
USD
-2082349.470000
-0.2628035
Short
RA
US
N
2
Reverse repurchase
N
0.3300000
2021-08-02
2160000.000000
USD
2299793.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5669135.220000
PA
USD
-5672441.730000
-0.7158920
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-08-03
6468000.000000
USD
6685537.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-186709.420000
PA
USD
-186827.670000
-0.0235786
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-08-20
200000.000000
USD
214653.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-18600411.630000
PA
USD
-18611195.770000
-2.3488308
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-08-27
18494450.550000
USD
20159469.940000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-527798.340000
PA
USD
-528301.210000
-0.0666744
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2021-08-27
500000.000000
USD
629097.210000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-6754500.000000
PA
USD
-6754687.630000
-0.8524771
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2021-08-30
6400000.000000
USD
7063120.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3764144.850000
PA
USD
-3767256.540000
-0.4754476
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-08-30
3718192.790000
USD
4140653.850000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-3880001.310000
PA
USD
-3883157.040000
-0.4900748
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-08-31
4734000.000000
USD
4604312.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2195640.000000
PA
USD
-2195640.000000
-0.2771013
Short
RA
US
N
2
Reverse repurchase
N
0.2600000
2021-09-02
2160000.000000
USD
2299793.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5082008.620000
PA
USD
-5086228.100000
-0.6419087
Short
RA
US
N
2
Reverse repurchase
N
0.4900000
2021-09-03
5746000.000000
USD
5940645.750000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-289464.300000
PA
USD
-289649.480000
-0.0365553
Short
RA
US
N
2
Reverse repurchase
N
0.4700000
2021-09-14
300000.000000
USD
313452.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5250586.150000
PA
USD
-5253806.510000
-0.6630580
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-09-15
5161726.460000
USD
5748201.820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5182441.080000
PA
USD
-5184254.940000
-0.6542803
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-09-20
4990374.070000
USD
5420233.410000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2185694.670000
PA
USD
-2186259.310000
-0.2759174
Short
RA
US
N
2
Reverse repurchase
N
0.3000000
2021-10-01
2135100.000000
USD
2243185.170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5212974.720000
PA
USD
-5213886.990000
-0.6580200
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-01-14
5400000.000000
USD
5576464.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2116718.750000
PA
USD
-2116965.700000
-0.2671722
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2022-01-21
2300000.000000
USD
2229462.960000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-5789762.250000
PA
USD
-5789762.250000
-0.7306985
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-02-03
6468000.000000
USD
6685537.360000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1061349.000000
PA
USD
-1061494.940000
-0.1339662
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-02
1209000.000000
USD
1215165.900000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-1072866.600000
PA
USD
-1072866.600000
-0.1354014
Short
RA
US
N
2
Reverse repurchase
N
0.4000000
2021-09-02
1209000.000000
USD
1215165.900000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1921644.800000
PA
USD
-1923201.330000
-0.2427181
Short
RA
US
N
2
Reverse repurchase
N
0.5400000
2022-03-09
2216000.000000
USD
2301892.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-3629704.360000
PA
USD
-3630490.800000
-0.4581870
Short
RA
US
N
2
Reverse repurchase
N
0.6000000
2022-01-20
4510000.000000
USD
4457007.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO REGIONS BANK REPU REGIONS BANK
000000000
-1852339.990000
PA
USD
-1852622.990000
-0.2338108
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-25
2096000.000000
USD
2182460.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3577473.480000
PA
USD
-3581957.250000
-0.4520619
Short
RA
US
N
2
Reverse repurchase
N
0.4800000
2021-08-03
4209000.000000
USD
4288507.580000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4762262.700000
PA
USD
-4767679.780000
-0.6017063
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-06
5400000.000000
USD
5642136.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5396887.110000
PA
USD
-5399555.720000
-0.6814523
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-17
5900000.000000
USD
6255615.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3992523.410000
PA
USD
-3996016.870000
-0.5043184
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-25
3923000.000000
USD
4486931.250000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4079631.740000
PA
USD
-4083150.420000
-0.5153151
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-27
4442408.000000
USD
4799817.170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3067234.000000
PA
USD
-3067349.020000
-0.3871156
Short
RA
US
N
2
Reverse repurchase
N
0.2700000
2021-08-30
2967920.000000
USD
3307232.200000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1046171.670000
PA
USD
-1046982.440000
-0.1321347
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-01
1200000.000000
USD
1168681.800000
USD
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-4474884.000000
PA
USD
-4478240.160000
-0.5651775
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-07
4400000.000000
USD
5032500.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-7142571.000000
PA
USD
-7145279.220000
-0.9017718
Short
RA
US
N
2
Reverse repurchase
N
0.3500000
2021-09-24
6864000.000000
USD
7885432.160000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6962988.400000
PA
USD
-6964617.920000
-0.8789714
Short
RA
US
N
2
Reverse repurchase
N
0.3300000
2021-10-06
6281064.720000
USD
7380820.470000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-18043045.560000
PA
USD
-18049811.700000
-2.2779812
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-04
20073000.000000
USD
20910724.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-9064446.950000
PA
USD
-9066669.420000
-1.1442614
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-14
10013000.000000
USD
10444720.390000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-15244231.750000
PA
USD
-15246844.750000
-1.9242320
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-20
17125000.000000
USD
17620462.070000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-253788.790000
PA
USD
-253998.170000
-0.0320559
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-03-02
300000.000000
USD
300069.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-6815608.130000
PA
USD
-6816232.900000
-0.8602445
Short
RA
US
N
2
Reverse repurchase
N
0.5500000
2022-04-27
7799000.000000
USD
7981460.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-14876688.580000
PA
USD
-14900835.160000
-1.8805638
Short
RA
US
N
2
Reverse repurchase
N
0.6500000
2022-03-25
16388444.000000
USD
17921861.320000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-3355040.680000
PA
USD
-3358395.720000
-0.4238472
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-08-13
3904000.000000
USD
3988541.120000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-178627.000000
PA
USD
-178651.560000
-0.0225468
Short
RA
US
N
2
Reverse repurchase
N
0.4500000
2021-09-02
208000.000000
USD
209060.800000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2987053.940000
PA
USD
-2987925.160000
-0.3770919
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-10
3282693.900000
USD
3655673.580000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-6738688.770000
PA
USD
-6740467.040000
-0.8506824
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2022-01-12
6610000.000000
USD
8414530.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-615626.790000
PA
USD
-615925.880000
-0.0777331
Short
RA
US
N
2
Reverse repurchase
N
0.5300000
2021-08-04
3483475.040000
USD
755164.220000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-2431433.210000
PA
USD
-2432243.680000
-0.3069619
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-08-13
18366441.200000
USD
2982045.160000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-395249.260000
PA
USD
-395304.160000
-0.0498895
Short
RA
US
N
2
Reverse repurchase
N
0.5000000
2021-08-24
3263213.640000
USD
482979.020000
USD
AMBS
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 11/21 0.00000
ACI1ZDCB9
11320000.000000
PA
58637.270000
0.0074003
Long
DBT
NUSS
AR
N
2
2021-11-30
None
0
N
N
N
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-4932.050000
-0.0006225
N/A
DFE
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1111000.000000
GBP
1539358.940000
USD
2021-08-03
-4932.050000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
400.290000
0.0000505
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
1285494.140000
USD
1084000.000000
EUR
2021-08-03
400.290000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
9018800.000000
PA
USD
3043845.000000
0.3841493
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
3989.300000
0.0005035
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
1819000.000000
EUR
2161777.090000
USD
2021-08-03
3989.300000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-4547.800000
-0.0005740
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
4498000.000000
EUR
5331202.320000
USD
2021-08-03
-4547.800000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
8535000.000000
PA
USD
2688525.000000
0.3393060
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
38100000.000000
PA
103790.420000
0.0130989
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
119702.440000
0.0151071
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
-8216.680000
USD
2000000.000000
USD
127919.120000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
1326304.000000
PA
USD
525216.380000
0.0662851
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2
N
N
N
N
N
N
CAYENNE AVIATION LLC
N/A
VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
942UCF900
6055.000000
NS
USD
1857110.330000
0.2343771
Long
EP
CORP
US
N
3
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
040114HX1
163236.000000
PA
USD
62845.860000
0.0079315
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
040114HS2
658187.000000
PA
USD
239909.160000
0.0302778
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
040114HT0
387987.000000
PA
USD
126483.760000
0.0159629
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
9486055.000000
PA
USD
3564978.040000
0.4499190
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
38752.640000
0.0048908
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA UNSECURED 10/22 VAR
P0761DAQ6
84000.000000
PA
351.250000
0.0000443
Long
DBT
NUSS
AR
N
2
2022-10-04
Floating
34.0688
N
N
N
N
N
N
2021-09-01
PIMCO High Income Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer