0001219360-23-000042.txt : 20230828
0001219360-23-000042.hdr.sgml : 20230828
20230828172007
ACCESSION NUMBER: 0001219360-23-000042
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20230630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO HIGH INCOME FUND
CENTRAL INDEX KEY: 0001219360
IRS NUMBER: 383676799
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21311
FILM NUMBER: 231217202
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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0.000000
USD
2700000.000000
USD
38131.480000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.2* 9/16/23-1Y* CME
000000000
1.000000
NC
USD
550450.420000
0.0821269
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2024-06-16
12853.600000
USD
0.000000
USD
14250000.000000
USD
537596.820000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.40 9/18/23-1Y* CME
000000000
1.000000
NC
USD
4212583.200000
0.6285155
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2024-12-18
0.000000
USD
-99049.400000
USD
72000000.000000
USD
4311632.600000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME
000000000
1.000000
NC
USD
1489402.210000
0.2222181
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2031-06-16
426963.820000
USD
0.000000
USD
7300000.000000
USD
1062438.390000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.8* 8/01/23-4Y* CME
000000000
1.000000
NC
USD
5011415.490000
0.7477009
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-02-01
253276.800000
USD
0.000000
USD
43700000.000000
USD
4758138.690000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME
000000000
1.000000
NC
USD
22685.160000
0.0033846
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2030-12-16
483.280000
USD
0.000000
USD
127000.000000
USD
22201.880000
N
N
N
BANC OF AMERICA FUNDING CORP 2009-R5
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2009 R5 4A2 144A
05952BAL6
3984366.420000
PA
USD
1926920.880000
0.2874957
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Fixed
6.25
N
N
N
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.3* 08/25/23-5Y CME
000000000
1.000000
NC
USD
3307607.260000
0.4934935
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-08-25
0.000000
USD
-8024.800000
USD
27135000.000000
USD
3315632.060000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.3* 8/09/23-9Y* CME
000000000
1.000000
NC
USD
25091331.960000
3.7436150
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2032-02-09
491484.450000
USD
0.000000
USD
139800000.000000
USD
24599847.510000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME
000000000
1.000000
NC
USD
16888513.660000
2.5197584
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-01-22
0.000000
USD
-135267.370000
USD
55100000.000000
USD
17023781.030000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.70 8/01/23-29Y* CME
000000000
1.000000
NC
USD
71798082.540000
10.7122405
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2052-02-01
0.000000
USD
-4208155.230000
USD
223450000.000000
USD
76006237.770000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME
000000000
1.000000
NC
USD
12051563.260000
1.7980876
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-02-07
0.000000
USD
-164564.000000
USD
42480000.000000
USD
12216127.260000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
ACI1T7K79
1400000.000000
PA
1360507.930000
0.2029871
Long
DBT
CORP
IT
N
2
2026-01-09
Fixed
1.875
N
N
N
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.00 7/15/23-27Y* CME
000000000
1.000000
NC
USD
9402778.800000
1.4028902
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-01-15
0.000000
USD
-247026.870000
USD
35600000.000000
USD
9649805.670000
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.00 9/15/23-28Y* CME
000000000
1.000000
NC
USD
-7662839.200000
-1.1432920
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2051-12-15
2061196.670000
USD
0.000000
USD
29200000.000000
USD
-9724035.870000
N
N
N
N/A
N/A
RFRF USD SF+26.161/3.00 06/19/19-10Y LCH
000000000
1.000000
NC
USD
-154741.150000
-0.0230873
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2029-06-19
38491.070000
USD
0.000000
USD
2700000.000000
USD
-193232.220000
N
N
N
N/A
N/A
RFRF USD SF+26.161/3.00 9/19/23-1Y* CME
000000000
1.000000
NC
USD
36173.150000
0.0053970
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2024-06-19
0.000000
USD
-8114.580000
USD
1900000.000000
USD
44287.730000
N
N
N
N/A
N/A
RFRF USD SF+26.161/3.00 9/19/23-6Y* CME
000000000
1.000000
NC
USD
-3858445.800000
-0.5756783
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2029-06-19
1073955.800000
USD
0.000000
USD
76500000.000000
USD
-4932401.600000
N
N
N
N/A
N/A
RFRF USD SF+26.161/3.50 9/19/23-21Y* CME
000000000
1.000000
NC
USD
-8480477.200000
-1.2652832
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2044-06-19
59600107.470000
USD
0.000000
USD
395600000.000000
USD
-68080584.670000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
9492000.000000
PA
9723639.010000
1.4507624
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
1893000.000000
PA
2007349.820000
0.2994957
Long
DBT
CORP
IT
N
2
2024-09-24
Fixed
3.625
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR
ACI0ZY1X9
1700000.000000
PA
1563110.990000
0.2332154
Long
DBT
CORP
IT
N
2
2028-01-18
Floating
7.677
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
2230000.000000
PA
2188053.450000
0.3264566
Long
DBT
CORP
IT
N
2
2030-01-22
Floating
8
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP SOLD USD 20230705
000000000
1.000000
NC
-3984.100000
-0.0005944
N/A
DFE
GB
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
7225200.200000
USD
5686000.000000
GBP
2023-07-05
-3984.100000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
2067000.000000
PA
2243168.950000
0.3346798
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR
ACI1R35P7
3500000.000000
PA
3456854.480000
0.5157611
Long
DBT
CORP
IT
N
2
2030-09-10
Floating
8.5
N
N
N
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230802
000000000
1.000000
NC
4111.860000
0.0006135
N/A
DFE
GB
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
5686000.000000
GBP
7226775.220000
USD
2023-08-02
4111.860000
N
N
N
BANCO DE CREDITO DEL PERU SA
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
1000000.000000
PA
264296.050000
0.0394328
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
N/A
N/A
WINDSTREAM HOLDINGS II, LLC 8725909B2
000000000
537548.000000
NC
USD
8229960.940000
1.2279063
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
3775175.120000
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
754306.000000
NS
USD
1033399.220000
0.1541827
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA MTGE SECS-2006-A
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1
05949CRS7
5404.530000
PA
USD
4887.560000
0.0007292
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.89596
Y
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/34 VAR
06738ECG8
1320000.000000
PA
USD
1315627.660000
0.1962910
Long
DBT
CORP
GB
N
2
2034-05-09
Floating
6.224
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 11/33 VAR
06738ECE3
2112000.000000
PA
USD
2286075.810000
0.3410814
Long
DBT
CORP
GB
N
2
2033-11-02
Floating
7.437
N
N
N
N
N
N
BCAP LLC TRUST 2009-RR4
N/A
BCAP LLC TRUST BCAP 2009 RR4 5A2 144A
05531RAM9
4217778.320000
PA
USD
1828390.030000
0.2727949
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
1201418.580000
PA
USD
1726407.500000
0.2575792
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.59021
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR
20453QAA0
2100000.000000
NS
USD
1897875.000000
0.2831621
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
6646.340000
PA
USD
6386.780000
0.0009529
Long
ABS-MBS
CORP
US
N
3
2034-11-25
Floating
3.72267
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
18594.700000
0.0027743
Long
ABS-CBDO
CORP
KY
N
2
2046-07-05
Floating
5.78035
N
N
N
N
N
N
BOI FINANCE BV
724500ZH3H2YACBUNF38
BOI FINANCE BV 02/27 7.5
ACI23L5Y2
3300000.000000
PA
3110164.530000
0.4640351
Long
DBT
MUN
NL
N
2
2027-02-16
Fixed
7.5
N
N
N
N
N
N
CALI MORTGAGE TRUST 2019-101C
N/A
CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A
129890AA7
3600000.000000
PA
USD
2826744.840000
0.4217490
Long
ABS-MBS
CORP
US
N
2
2039-03-10
Fixed
3.957
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
1186920.000000
0.1770879
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
235200.200000
0.0350918
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
755082.420000
0.1126579
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
2449494.960000
PA
2665659.580000
0.3977152
Long
LON
CORP
PA
N
2
2025-06-30
Floating
7.168
N
N
N
N
N
N
CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)
549300CTE3HOMEUMM603
CBRE SERVICES INC COMPANY GUAR 08/34 5.95
12505BAG5
6700000.000000
PA
USD
6621482.830000
0.9879222
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 7.75
ACI1WM066
1000000.000000
PA
917725.680000
0.1369242
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
6532115.710000
0.9745886
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED REGS 04/27 7.75
ACI1WLTT7
400000.000000
PA
367090.270000
0.0547697
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
CHASE MORGAGE FINANCE CORP 2005-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
16162WPE3
7549.860000
PA
USD
6881.940000
0.0010268
Long
ABS-MBS
CORP
US
N
3
2035-12-25
Floating
3.98641
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1
16163CAN2
40390.990000
PA
USD
33592.730000
0.0050120
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.69983
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2
16162WQY8
818.450000
PA
USD
431.770000
0.0000644
Long
ABS-MBS
CORP
US
N
3
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 03/26 8
12543DBC3
5412000.000000
PA
USD
5276739.510000
0.7872871
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
CIFC FUNDING LTD 2014-2RA
N/A
CIFC FUNDING LTD CIFC 2014 2RA INC 144A
125475AA1
4000000.000000
PA
USD
810134.800000
0.1208717
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
547500.780000
0.0816869
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Floating
0
N
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ
17311QBN9
2122607.870000
PA
USD
1432760.310000
0.2137672
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.61704
Y
N
N
N
N
N
CITIGROUP COMMERCIAL MTGE TRUST 2007-C6
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A
17311QAE0
724792.930000
PA
USD
489235.230000
0.0729937
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
5.61704
Y
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2009-9
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 9 3A2 144A
17315XAH4
2335786.180000
PA
USD
1373816.000000
0.2049727
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
9706818.860000
PA
USD
5547477.070000
0.8276810
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.3432
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AR8
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A
17313FAR3
35338.290000
PA
USD
30814.710000
0.0045975
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.2881
Y
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
131972.160000
PA
USD
116344.730000
0.0173586
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
76462.830000
0.0114082
Long
DBT
MUN
AR
N
2
2028-02-22
Floating
73.0907
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
CITY OF BUENOS AIRES UNSECURED 03/24 VAR
BD8QV0II3
47730490.000000
PA
98158.850000
0.0146453
Long
DBT
MUN
AR
N
2
2024-03-29
Floating
95.75
N
N
N
N
N
N
FORESEA HOLDING SA
N/A
DRILLCO HLDG LUX S A COMMON STOCK
000000000
7011.000000
NS
USD
134601.650000
0.0200825
Long
EC
CORP
LU
N
3
N
N
N
FORESEA HOLDING SA
N/A
DRILLCO HLDG LUX S A COMMON STOCK
000000000
63110.000000
NS
USD
1211626.040000
0.1807740
Long
EC
CORP
LU
N
3
N
N
N
FORESEA HOLDING SA
N/A
DRILLCO HLDG LUX S A COMMON STOCK
000000000
153495.000000
NS
USD
2946894.940000
0.4396754
Long
EC
CORP
LU
Y
3
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/40 FIXED 6.257
167486HN2
11000000.000000
PA
USD
11116105.000000
1.6585177
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
2805000.000000
PA
USD
3171128.520000
0.4731309
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.517
N
N
N
N
N
N
CITY OF DETROIT
549300BQRJP7MKKHOY28
DETROIT MI DET 04/44 ADJUSTABLE VAR
251093S84
1700000.000000
PA
USD
1270853.530000
0.1896108
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4
N
N
N
N
N
N
CLAVEAU RE LTD
N/A
CLAVEAU RE LTD UNSECURED 144A 07/28 VAR
182896AA8
1200000.000000
PA
USD
588000.000000
0.0877293
Long
DBT
CORP
BM
N
2
2028-07-08
Floating
17.25
N
N
N
N
N
N
FORESEA HOLDING SA
N/A
DRILLCO HLDG LUX SA COMMON STOCK
000000000
17054.000000
NS
USD
327413.570000
0.0488500
Long
EC
CORP
LU
Y
3
N
N
N
COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
N/A
COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
20173WAH1
2022971.040000
PA
USD
488547.510000
0.0728911
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.80868
N
N
N
N
N
N
CORK STREET CLO DESIGNATED ACTIVITY CO 1A
N/A
CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A
ACI0QPJC5
700297.340000
PA
137858.980000
0.0205685
Long
ABS-CBDO
CORP
IE
N
2
2028-11-27
Fixed
0
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL UNSECURED REGS 01/27 VAR
ACI2363S0
1000000.000000
PA
1085744.340000
0.1619926
Long
DBT
CORP
JE
N
2
2027-01-28
Floating
7.772
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
815625.000000
0.1216909
Long
DBT
CORP
SG
N
2
2028-04-03
Floating
9.51
N
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-36T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7
02146XAF5
2139529.790000
PA
USD
1008454.740000
0.1504610
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
1947164.500000
PA
USD
51915.110000
0.0077457
Long
ABS-O
CORP
US
N
2
2035-04-25
Floating
0
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1
021467AA3
605075.580000
PA
USD
307442.960000
0.0458703
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
2736517.930000
PA
USD
1135416.040000
0.1694035
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
85530.940000
PA
USD
73504.870000
0.0109669
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.94014
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4
23245LAD2
1284161.800000
PA
USD
587668.400000
0.0876799
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
1591812.990000
PA
USD
1297378.050000
0.1935682
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.65043
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-11
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1
12666TAL0
12433187.820000
PA
USD
10022657.530000
1.4953758
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
5.55543
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-HYB5
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1
170256AD3
229283.040000
PA
USD
198590.520000
0.0296296
Long
ABS-MBS
CORP
US
N
2
2036-09-20
Floating
3.68027
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HY4
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1
17025RAA3
15503.030000
PA
USD
13664.120000
0.0020387
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.61059
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
1651726.620000
PA
USD
82405.630000
0.0122949
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
0.19957
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 02/28 7.5
22550L2M2
3000000.000000
PA
USD
3189697.020000
0.4759013
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.5
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUB 144A
952NPG006
400000.000000
PA
USD
16000.000000
0.0023872
Long
DBT
CORP
US
N
3
2060-12-31
None
0
Y
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG COCO JRSUB 144A
952NPK908
200000.000000
PA
USD
8000.000000
0.0011936
Long
DBT
CORP
US
N
3
2060-12-31
None
0
Y
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
1260924.780000
PA
USD
804554.620000
0.1200392
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
626434.380000
0.0934637
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
649841.920000
0.0969561
Long
EC
CORP
US
N
1
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
138545.000000
NS
USD
453873.420000
0.0677177
Long
EC
CORP
US
N
3
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN
25277BAE8
13888819.210000
PA
USD
10750848.840000
1.6040216
Long
LON
CORP
US
N
2
2026-05-25
Floating
13.0643
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
4800000.000000
PA
USD
3859428.000000
0.5758249
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/28 5.75
25470XBF1
7850000.000000
PA
USD
5853419.230000
0.8733274
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
5100000.000000
PA
USD
2613750.000000
0.3899703
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
10904807.570000
1.6269922
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
7.625
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOM REP CB NOTES NOTES 144A 01/26 13
25714PEU8
163300000.000000
PA
3192250.660000
0.4762823
Long
DBT
MUN
DO
N
2
2026-01-30
Fixed
13
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOM REP CB NOTES NOTES 144A 12/25 13
25714PER5
158800000.000000
PA
3095469.520000
0.4618426
Long
DBT
MUN
DO
N
2
2025-12-05
Fixed
13
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625
000000000
34200000.000000
PA
768354.000000
0.1146381
Long
DBT
NUSS
DO
N
2
2033-02-03
Fixed
13.625
N
N
N
N
N
N
INTELSAT SA
549300YV2L21F4K80V46
INTELSAT EMERGENCE SA COMMON STOCK
000000000
221868.000000
NS
USD
5102964.000000
0.7613599
Long
EC
CORP
LU
Y
3
N
N
N
DUKE FUNDING LTD 2003-5A
N/A
DUKE FUNDING LTD DUKEF 2003 5A 1A2 144A
264402AB4
13522518.430000
PA
USD
1452656.540000
0.2167357
Long
ABS-CBDO
CORP
KY
N
2
2033-08-07
Floating
5.96371
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
7425000.000000
PA
USD
8330034.740000
1.2428373
Long
DBT
MUN
US
N
2
2043-08-15
Fixed
7.25
N
N
N
N
N
N
EQUINITI (ARMOR HOLDCO INC)
254900X6HLK0YPTHHF09
ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5
04625PAA9
1900000.000000
PA
USD
1578740.860000
0.2355474
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.5
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/23 6.75
S25221AC6
1000000.000000
PA
USD
997260.000000
0.1487907
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X D1A REGS
ACI01VU93
3347179.920000
PA
3195530.190000
0.4767716
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
6.10851
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
988083.340000
PA
1029851.160000
0.1536533
Long
ABS-MBS
CORP
GB
N
2
2045-06-13
Floating
8.75851
N
N
N
N
N
N
EXELA INTERMEDIATE LLC / EXELA FINANCE INC
N/A
EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5
30162RAC5
125000.000000
PA
USD
11875.000000
0.0017717
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
11.5
N
N
N
N
N
N
FANNIE MAE 2004-35
N/A
FANNIE MAE FNR 2004 35 ST
31393XU96
142500.290000
PA
USD
149625.160000
0.0223240
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
70255.580000
PA
USD
3333.960000
0.0004974
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS 2020-47
N/A
FANNIE MAE FNR 2020 47 SA
3136BATP9
3282489.820000
PA
USD
313073.380000
0.0467104
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
0.94957
N
N
N
N
N
N
FANNIE MAE-2020-38
N/A
FANNIE MAE FNR 2020 38 QI
3136BADX9
2078326.160000
PA
USD
371373.820000
0.0554088
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Fixed
4
N
N
N
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
90604.000000
NS
USD
13765707.450000
2.0538371
Long
EC
CORP
US
Y
3
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
4145498.320000
0.6185064
Long
EP
CORP
KY
N
3
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1
BXC8GV902
282619.000000
NS
117189.700000
0.0174846
Long
EC
CORP
ES
N
1
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC 2018 PIK FIIXED TERM LOAN
943UMZII5
13229.710000
PA
USD
0.000000
0.0000000
Long
LON
CORP
US
N
3
2023-12-31
Fixed
11
N
N
Y
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
962XCSII2
953990.700000
PA
USD
0.010000
0.0000000
Long
LON
CORP
US
N
3
2023-12-31
Fixed
5.2961
Y
Y
Y
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 05/97 7.7
345370BS8
11410000.000000
PA
USD
11382034.090000
1.6981942
Long
DBT
CORP
US
N
2
2097-05-15
Fixed
7.7
N
N
N
N
N
N
FORESEA HOLDING SA
N/A
FORESEA HOLDING SA SR SECURED 144A 06/30 7.5
262051AA3
1244242.000000
PA
USD
1113596.590000
0.1661481
Long
DBT
CORP
LU
N
3
2030-06-15
Fixed
7.5
N
N
N
N
N
N
FORESEA HOLDING SA
N/A
FORESEA HOLDING SA SR SECURED REGS 06/30 7.5
L26915AA3
1756154.000000
PA
USD
1536634.750000
0.2292652
Long
DBT
CORP
LU
N
3
2030-06-15
Fixed
7.5
N
N
N
N
N
N
FREDDIE MAC 2611
N/A
FREDDIE MAC FHR 2611 SQ
31393QYH9
21801.980000
PA
USD
19764.150000
0.0029488
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Floating
2.61342
N
N
N
N
N
N
FREDDIE MAC 2820
N/A
FREDDIE MAC FHR 2820 PI
31395CFD8
535839.660000
PA
USD
72131.570000
0.0107620
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
454386.040000
PA
USD
25520.770000
0.0038077
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Floating
0.90671
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
13182130.080000
PA
USD
7604497.580000
1.1345875
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
5.99217
N
N
N
N
N
N
FREDDIE MAC REMICS 4150
N/A
FREDDIE MAC FHR 4150 AS
3137AXYZ0
668476.630000
PA
USD
32434.690000
0.0048392
Long
ABS-MBS
USGSE
US
N
2
2042-02-15
Floating
1.00671
N
N
N
N
N
N
FREDDIE MAC REMICS 4990
N/A
FREDDIE MAC FHR 4990 KS
3137FUS70
3546452.830000
PA
USD
354173.960000
0.0528426
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Floating
0.94957
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
4294691.030000
PA
USD
4590301.490000
0.6848708
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
14.3504
N
N
N
N
N
N
FREDDIE MAC-3203
N/A
FREDDIE MAC FHR 3203 SH
31397AR21
260505.300000
PA
USD
29410.140000
0.0043880
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Floating
1.94671
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN
943ZHKII3
1598596.330000
PA
1207469.670000
0.1801539
Long
LON
CORP
CA
N
2
2027-10-18
Fixed
13.05
N
N
Y
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN
943ZERII1
7345238.350000
PA
USD
7349829.120000
1.0965911
Long
LON
CORP
CA
N
2
2027-10-15
Fixed
13.2206
N
N
Y
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
600000.000000
PA
USD
260376.000000
0.0388480
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
Y
Y
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875
37443GAH4
600000.000000
PA
USD
262512.000000
0.0391667
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.875
Y
Y
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
37443GAJ0
200000.000000
PA
USD
83433.200000
0.0124482
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
Y
Y
N
N
N
N
GLACIER FUNDING CDO III LTD 2005-3A
N/A
GLACIER FUNDING CDO GLCR 2005 3A A1 144A
37638XAA7
6310380.070000
PA
USD
803626.900000
0.1199008
Long
ABS-CBDO
CORP
KY
N
2
2035-08-04
Floating
5.60629
N
N
N
N
N
N
GLG EURO CLO 1A
N/A
MAN GLG EURO CLO GLGE 1A SUBR 144A
ACI11ZRZ8
4150000.000000
PA
1237937.840000
0.1846997
Long
ABS-CBDO
CORP
IE
N
2
2030-10-15
Fixed
0
N
N
N
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES
942WZK900
6206.670000
NS
USD
186410.280000
0.0278123
Long
EC
CORP
US
Y
3
N
N
N
STICHTING AK RABOBANK CERTIFICATEN
N/A
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
BJBQCWII7
12890000.000000
NS
13077558.080000
1.9511656
Long
EP
CORP
NL
N
2
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI SIENA COMMON STOCK
ACI28SXK1
886500.000000
NS
2226837.640000
0.3322431
Long
EC
CORP
IT
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAJ0
200000.000000
NS
USD
14484.000000
0.0021610
Long
EP
CORP
US
N
2
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAP6
100000.000000
NS
USD
7360.000000
0.0010981
Long
EP
CORP
US
N
2
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
000000000
188000.000000
NS
USD
13361.160000
0.0019935
Long
EP
CORP
US
N
2
N
N
N
SYNIVERSE CORPORATION
N/A
SYNIVERSE PFD PIK PFDJJZ917
936UVD902
2479074.260000
NS
USD
2281492.040000
0.3403976
Long
EP
CORP
US
Y
3
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-134
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 134 KI
38378GBX5
146722.960000
PA
USD
21627.240000
0.0032268
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
82006.970000
PA
USD
10020.060000
0.0014950
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
36958.730000
PA
USD
5396.250000
0.0008051
Long
ABS-MBS
USGSE
US
N
2
2042-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-42
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 42 I
38378JJZ6
482923.590000
PA
USD
90042.650000
0.0134343
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 01/33 3.9
ACI0Z3H77
122226.000000
PA
137079.490000
0.0204522
Long
DBT
NUSS
GR
N
2
2033-01-30
Fixed
3.9
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 01/37 4
ACI0Z3HB8
95790.000000
PA
105941.370000
0.0158064
Long
DBT
NUSS
GR
N
2
2037-01-30
Fixed
4
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC BONDS REGS 01/42 4.2
ACI0Z3HC6
119485.000000
PA
134547.780000
0.0200745
Long
DBT
NUSS
GR
N
2
2042-01-30
Fixed
4.2
N
N
N
N
N
N
GREEK GOVT
2138003EKTMKZ5598902
HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2
ACI1LSSZ1
55000.000000
PA
56925.190000
0.0084932
Long
DBT
NUSS
GR
N
2
2027-04-22
Fixed
2
N
N
N
N
N
N
GS INVESTMENTS LIMITED
2221002OQ5WL5CL13X65
GENERAL SHOPPING INVEST COMPANY GUAR 144A 12/49 VAR
370837AA4
1000000.000000
PA
USD
107500.000000
0.0160389
Long
DBT
CORP
KY
N
2
2023-09-20
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
161250.000000
0.0240584
Long
DBT
CORP
KY
N
2
2023-09-20
Floating
11.808
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2022-GTWY
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A
36266DAA2
1200000.000000
PA
USD
1201216.800000
0.1792210
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
8.547
N
N
N
N
N
N
GSPA MONETIZATION TRUST
N/A
GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
36298GAA7
4157057.750000
PA
USD
3977193.090000
0.5933954
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
94815.480000
PA
USD
81685.750000
0.0121875
Long
ABS-MBS
CORP
US
N
3
2036-08-19
Floating
3.7186
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A
41161UAJ1
3230.670000
PA
USD
3021.250000
0.0004508
Long
ABS-MBS
CORP
US
N
3
2036-08-19
Floating
4.68802
Y
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/95 7.5
197677AH0
3462000.000000
PA
USD
3905100.200000
0.5826391
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.5
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
HESTIA RE LTD UNSECURED 144A 04/25 VAR
42815KAA0
939000.000000
PA
USD
812094.150000
0.1211641
Long
DBT
CORP
BM
N
2
2025-04-22
Floating
9.5
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR
404280DV8
6300000.000000
PA
USD
6461356.040000
0.9640313
Long
DBT
CORP
GB
N
2
2034-03-09
Floating
6.254
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
193839.000000
NS
USD
895536.180000
0.1336136
Long
EC
CORP
US
N
1
N
N
N
IM PASTOR FTH 3
N/A
PASTOR IM FTH/FTA IMPAS 3 A REGS
B0BL9JII2
2521956.800000
PA
2380314.230000
0.3551418
Long
ABS-MBS
CORP
ES
N
2
2043-03-22
Floating
3.727
N
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
95221.000000
NS
USD
2992796.030000
0.4465238
Long
EC
CORP
US
N
1
N
N
N
INGENICO TERMINALS (POSEIDON BIDCO)
254900LGX7YG7Y9YM766
POSEIDON BIDCO SASU EUR TERM LOAN B
945BRXII5
7400000.010000
PA
7913384.890000
1.1806733
Long
LON
CORP
GB
N
3
2028-07-14
Floating
8.50103
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5
45824TBC8
16312000.000000
PA
USD
14890521.750000
2.2216589
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.5
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B
L5137LAQ8
4029186.860000
PA
USD
4018026.010000
0.5994876
Long
LON
CORP
LU
N
2
2029-02-01
Floating
9.4435
N
N
N
N
N
N
INTER MEDIA AND COMMUNICATION SPA
81560082CE2ED97AFD36
INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75
ACI239TV9
3300000.000000
PA
3490480.040000
0.5207780
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.75
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
942UCF009
1009.170000
NS
USD
0.000000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
1811000.000000
PA
USD
1289331.130000
0.1923676
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.35048
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
1071564.250000
0.1598769
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
2735774.830000
PA
USD
2481789.600000
0.3702819
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.94146
Y
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
88291.000000
NS
USD
397309.500000
0.0592784
Long
EC
CORP
US
Y
3
N
N
N
JP MORGAN MORTGAGE TRUST 2006-S4
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 S4 A9
46629SAJ1
13210357.030000
PA
USD
2195848.000000
0.3276195
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
1.46957
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2008-R2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A2 144A
46632TAB1
3910455.590000
PA
USD
2729441.690000
0.4072314
Long
ABS-MBS
CORP
US
N
2
2037-07-27
Floating
3.65515
N
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
84219.300000
0.0125655
Long
LON
CORP
US
N
2
2024-06-28
Floating
8.217
N
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
N5200EAB7
519725.070000
PA
USD
303173.820000
0.0452334
Long
LON
CORP
US
N
2
2025-06-30
Fixed
6.193
N
N
Y
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
1371069.700000
PA
USD
1237644.740000
0.1846560
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
5.59043
Y
N
N
N
N
N
LONG BEACH MORTGAGE LOAD TR 2006-1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A3
542514RL0
981397.100000
PA
USD
803950.100000
0.1199490
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.53043
N
N
N
N
N
N
MACQUARIE FINANCING MORRISON (MARKET BIDCO LIMITED)
549300RKU7UEPSC42U63
WM MORRISON GBP TERM LOAN A
948DUDII8
11739155.850000
PA
13101037.590000
1.9546687
Long
LON
CORP
GB
N
2
2027-11-04
Floating
8.991
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
730563.660000
0.1089998
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
296499.510000
0.0442376
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
747643.500000
0.1115481
Long
ABS-O
CORP
US
N
3
2029-07-16
Fixed
0
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C
59021AAC2
618900.260000
PA
USD
299745.530000
0.0447219
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.47043
N
N
N
N
N
N
ACE SECURITIES CORP 2006-CW1
N/A
ACE SECURITIES CORP. ACE 2006 CW1 A2C
00441QAD1
1649338.740000
PA
USD
1270071.150000
0.1894940
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.43043
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
6111631.780000
PA
USD
2076815.600000
0.3098599
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Variable
6.465
Y
N
N
N
N
N
MORGAN STANLEY MORTGAGE TRUST-2006-16AX
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1
617487AF0
668803.010000
PA
USD
251217.730000
0.0374816
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
6.86857
Y
N
N
N
N
N
MORRISON (MARKET BIDCO FINCO PLC)
549300UGYX6EBVHRVG53
MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75
ACI261WK3
900000.000000
PA
793069.130000
0.1183255
Long
DBT
CORP
GB
N
2
2027-11-04
Fixed
4.75
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
3704732.100000
0.5527443
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.375
N
N
N
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B
55328HAK7
7565250.000000
PA
USD
6781717.060000
1.0118290
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.7257
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 03/34 VAR
639057AH1
3300000.000000
PA
USD
3319831.280000
0.4953173
Long
DBT
CORP
GB
N
2
2034-03-02
Floating
6.016
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2006-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1
007034AQ4
3110843.540000
PA
USD
1212443.800000
0.1808961
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.49043
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
4074519.510000
0.6079164
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
6.57
N
N
N
N
N
N
NGD HOLDINGS BV
984500ED2ABF0UF46690
NGD HOLDINGS BV SR SECURED 12/26 6.75
ACI1XVPP6
846067.000000
PA
USD
621943.850000
0.0927937
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 09/30 4.81
654744AD3
8700000.000000
PA
USD
7637952.630000
1.1395790
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81
N
N
N
N
N
N
NOMURA ASSET ACCEPTANCE CORP 2006-AR2
N/A
NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2
65535VUK2
2736696.390000
PA
USD
2365684.380000
0.3529590
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
3.98658
Y
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2014-3R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2014 3R 2A8 144A
65540LAX1
4354803.600000
PA
USD
3716476.490000
0.5544966
Long
ABS-MBS
CORP
US
N
2
2035-07-26
Variable
3.89774
N
N
N
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
8765.540000
0.0013078
Long
DBT
CORP
KY
N
2
2023-08-07
None
0
N
N
N
N
N
N
OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL
N/A
OI SA TERM LOAN 1
938VGYII0
2830237.180000
PA
USD
204621.250000
0.0305294
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL
N/A
OI SA TERM LOAN 2
938XAMII8
655085.610000
PA
USD
47361.560000
0.0070663
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI S A 2023 DIP TERM LOAN 144A
948EYNII0
5402353.990000
PA
USD
5402353.990000
0.8060287
Long
DBT
CORP
BR
N
2
2024-09-07
Fixed
5.8877
N
N
Y
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI SA COMPANY GUAR 07/25 VAR
P7354PAA2
20600000.000000
PA
USD
1489344.360000
0.2222095
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10
N
N
Y
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
694308HH3
5076000.000000
PA
USD
3945700.630000
0.5886967
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 03/29 4.2
694308KB2
2000000.000000
PA
USD
1799202.320000
0.2684401
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.2
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25
694308HN0
1150000.000000
PA
USD
819411.460000
0.1222558
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
1203000.000000
PA
USD
912294.030000
0.1361138
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 12/46 4
694308HR1
600000.000000
PA
USD
403042.190000
0.0601337
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
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
19892235.520000
PA
USD
3918378.520000
0.5846203
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.31043
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
8700000.000000
PA
USD
7010611.380000
1.0459800
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
1098000.000000
PA
USD
690502.770000
0.1030227
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
3999000.000000
PA
USD
3794711.090000
0.5661691
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN
945BECII5
753272.250000
PA
747993.560000
0.1116003
Long
LON
CORP
ES
N
3
2027-06-30
Fixed
6.189
N
N
Y
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK SENIOR TERM LOAN
945BEBII7
11663009.950000
PA
11984333.180000
1.7880569
Long
LON
CORP
ES
N
2
2026-12-31
Floating
8.439
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
610901.000000
0.0911461
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
73.6698
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR
74514L3T2
1630651.020000
PA
USD
823478.770000
0.1228626
Long
DBT
MUN
PR
N
2
2043-11-01
Fixed
0
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR
74514L4C8
4381000.000000
PA
USD
2228833.750000
0.3325410
Long
DBT
MUN
PR
N
2
2051-11-01
Fixed
0
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR
74514L4G9
18255079.640000
PA
USD
7667133.450000
1.1439327
Long
DBT
MUN
PR
N
2
2051-11-01
Fixed
0
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
6465079.480000
PA
USD
2817836.570000
0.4204199
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
5593486.790000
PA
USD
2436859.010000
0.3635782
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
7.238
Y
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
02154CAH6
972000.000000
PA
USD
753981.180000
0.1124936
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2006-A8
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4
761119AJ5
784381.860000
PA
USD
235985.680000
0.0352090
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
167125.220000
PA
USD
51055.420000
0.0076174
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Floating
5.55043
Y
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A6
761143AF3
4528491.600000
PA
USD
1970139.290000
0.2939439
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.25
Y
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
76716XAA0
5258504.280000
PA
USD
5309669.530000
0.7922002
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RSA SECURITY (REDSTONE HOLDCO 2 LP)
N/A
REDSTONE HOLDCO 2 LP 2021 TERM LOAN
75774EAG0
4068939.380000
PA
USD
3405844.670000
0.5081504
Long
LON
CORP
US
N
2
2028-04-27
Floating
10.0051
N
N
N
N
N
N
SANDERS RE III LTD
N/A
SANDERS RE III LTD UNSECURED 144A 04/29 VAR
80000XAC3
1545000.000000
PA
USD
1453304.250000
0.2168323
Long
DBT
CORP
BM
N
2
2029-04-09
Floating
11.75
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
70000.000000
NS
USD
59150.000000
0.0088252
Long
EP
CORP
US
N
2
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
545113.740000
0.0813307
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Fixed
0
N
N
N
N
N
N
AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST
N/A
AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7
02377AAA6
937860.780000
PA
USD
844530.500000
0.1260036
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.7
N
N
N
N
N
N
SHERWOOD FUNDING CDO LTD 2004-1A
N/A
SHERWOOD FUNDING CDO LTD SHERW 2004 1A A1 144A
82437RAA9
31208115.490000
PA
USD
7275454.340000
1.0854944
Long
ABS-CBDO
CORP
KY
N
2
2039-11-06
Floating
5.54857
N
N
N
N
N
N
AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
N/A
AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375
023770AA8
1321089.830000
PA
USD
1186126.240000
0.1769695
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.375
N
N
N
N
N
N
SLM STUDENT LOAN TRUST-2007-4
N/A
SLM STUDENT LOAN TRUST SLMA 2007 4 R
78444A107
1595.000000
PA
USD
422166.920000
0.0629871
Long
ABS-O
CORP
US
N
3
2042-01-25
Fixed
0
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A
78448P100
4508.000000
PA
USD
1403339.270000
0.2093776
Long
ABS-O
CORP
US
N
3
2048-10-15
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR
83368RBS0
1200000.000000
PA
USD
1222541.210000
0.1824026
Long
DBT
CORP
FR
N
2
2034-01-10
Floating
6.691
N
N
N
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1A 144A
83743SAN6
20918377.780000
PA
USD
1523506.370000
0.2273064
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
5.93686
N
N
N
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1B 144A
83743SAA4
3801367.070000
PA
USD
276857.370000
0.0413070
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
5.93686
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
304846.810000
0.0454830
Long
ABS-MBS
CORP
US
N
3
2036-06-25
Floating
6.12543
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
14778052.160000
2.2048785
Long
DBT
CORP
US
N
2
2067-01-15
Floating
7.01029
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE
948FWKII5
14537373.900000
PA
9517912.420000
1.4200681
Long
LON
CORP
LU
N
3
2026-06-30
Fixed
10
N
N
Y
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE
948FWLII3
2172251.280000
PA
1422216.810000
0.2121941
Long
LON
CORP
LU
N
3
2026-06-30
Fixed
10
N
N
Y
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
863579L48
96871.300000
PA
USD
60170.920000
0.0089775
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
4.37803
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2007-3
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 3A1
86363GAF1
263826.630000
PA
USD
127592.730000
0.0190368
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
4.1967
Y
N
N
N
N
N
STRUCTURED ASSET MTGE INVEST 2006-AR6
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3
86360UAC0
5100007.470000
PA
USD
3876865.030000
0.5784265
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
5.53043
Y
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
12647035.200000
PA
USD
11313152.400000
1.6879171
Long
LON
CORP
US
N
2
2027-02-12
Floating
8.717
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 01/25 3.5
78486QAD3
100000.000000
PA
USD
72657.840000
0.0108405
Long
DBT
CORP
US
N
2
2025-01-29
Fixed
3.5
Y
Y
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 02/31 1.8
78486QAF8
1375000.000000
PA
USD
874493.580000
0.1304740
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.8
Y
Y
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 04/28 VAR
78486QAR2
600000.000000
PA
USD
420968.300000
0.0628083
Long
DBT
CORP
US
N
2
2028-04-29
Floating
4.345
Y
Y
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 04/33 VAR
78486QAS0
1800000.000000
PA
USD
1208458.510000
0.1803014
Long
DBT
CORP
US
N
2
2033-04-29
Floating
4.57
Y
Y
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 05/28 2.1
78486QAH4
200000.000000
PA
USD
136000.000000
0.0202911
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.1
Y
Y
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 06/30 3.125
78486QAE1
200000.000000
PA
USD
132000.000000
0.0196943
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.125
Y
Y
N
N
N
N
SYNIVERSE HOLDINGS LLC
549300CYZBHMZC8VLL59
SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN
87168TAB7
19689023.560000
PA
USD
18107798.080000
2.7016750
Long
LON
CORP
US
N
2
2027-05-13
Floating
12.2419
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
15043466.770000
PA
USD
13379283.260000
1.9961828
Long
LON
CORP
US
N
2
2024-02-06
Floating
7.943
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 2
938VGTII1
8442461.350000
PA
USD
610375.350000
0.0910677
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 3
938VGUII8
2042274.310000
PA
USD
147652.900000
0.0220297
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 5
945BALII9
8775588.170000
PA
USD
634459.840000
0.0946611
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
66200000.000000
PA
USD
6259004.780000
0.9338406
Long
DBT
MUN
US
N
2
2047-06-01
None
0
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875
89054XAD7
2163428.000000
PA
USD
1990386.210000
0.2969647
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
7043297.000000
PA
USD
6916517.650000
1.0319412
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 07/26 VAR
225401AY4
500000.000000
PA
USD
496967.840000
0.0741474
Long
DBT
CORP
CH
N
2
2026-07-15
Floating
6.373
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 08/28 VAR
225401AV0
700000.000000
PA
USD
703169.450000
0.1049126
Long
DBT
CORP
CH
N
2
2028-08-11
Floating
6.442
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED REGS 03/29 VAR
ACI2B33K5
1300000.000000
PA
1573241.690000
0.2347269
Long
DBT
CORP
CH
N
2
2029-03-01
Floating
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/32 4.375
ACI1J9SD5
1471000.000000
PA
350766.660000
0.0523342
Long
DBT
NUSS
UA
N
2
2032-01-27
Fixed
4.375
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
01F030686
100000.000000
PA
USD
88152.340000
0.0131523
Long
ABS-MBS
USGSE
US
N
2
2053-08-14
Fixed
3
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912796CQ0
1752000.000000
PA
USD
1733682.460000
0.2586646
Long
DBT
UST
US
N
2
2023-09-14
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912796YH6
264000.000000
PA
USD
261517.080000
0.0390182
Long
DBT
UST
US
N
2
2023-09-07
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912797GS0
52000.000000
PA
USD
51473.630000
0.0076798
Long
DBT
UST
US
N
2
2023-09-12
None
0
N
N
N
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN
943TEZII7
21823418.430000
PA
USD
16086041.720000
2.4000299
Long
LON
CORP
US
N
3
2028-04-28
Fixed
16.6954
Y
Y
Y
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORPRTION 2022 TERM LOAN
03233AAB6
8884615.380000
PA
USD
10594903.840000
1.5807547
Long
LON
CORP
US
N
2
2027-04-29
Floating
16.0704
Y
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6
91327AAB8
8363000.000000
PA
USD
5673960.980000
0.8465523
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5
91327BAA8
3100000.000000
PA
USD
2196949.540000
0.3277838
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.5
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP/CSL CAPITAL SR SECURED 144A 04/28 4.75
91327BAB6
2800000.000000
PA
USD
2326257.080000
0.3470765
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.75
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
23608166.770000
PA
USD
11076243.600000
1.6525704
Long
LON
CORP
US
N
2
2026-06-26
Floating
10.193
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC 2021 TERM LOAN B
90290PAQ7
1744890.460000
PA
USD
818650.260000
0.1221422
Long
LON
CORP
US
N
2
2026-06-26
Floating
10.1976
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
07335BAA4
2860000.000000
PA
USD
729300.000000
0.1088112
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.625
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SECURED 144A 04/30 8.375
91889FAC5
968000.000000
PA
USD
972191.440000
0.1450505
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.375
N
N
N
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
120000000.000000
PA
7906937.890000
1.1797115
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
3.20163
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
452000.000000
PA
USD
40680.000000
0.0060694
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
3145.000000
0.0004692
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VERITAS US INC
549300RFUWCPWS8FQ104
VERITAS US INC 2021 TERM LOAN B
G9341JAN0
5372024.840000
PA
USD
4405893.030000
0.6573572
Long
LON
CORP
US
N
2
2025-09-01
Floating
10.217
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
92346LAE3
4280000.000000
PA
USD
3478936.800000
0.5190558
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875
92564RAL9
6900000.000000
PA
USD
6061392.490000
0.9043569
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
8353000.000000
PA
USD
8776428.190000
1.3094390
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13
N
N
N
N
N
N
VOYAGER AVIATION HOLDINGS LLC
549300KHOKL1CX4NIJ92
VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
92918XAA3
7250000.000000
PA
USD
5727500.000000
0.8545403
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
61138.910000
PA
USD
48047.680000
0.0071687
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.32027
Y
N
N
N
N
N
APIDOS CDO 2014-18A
N/A
APIDOS CLO LTD APID 2014 18A SUB 144A
03765EAE8
3000000.000000
PA
USD
3000.000000
0.0004476
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
144996.230000
PA
USD
109618.090000
0.0163550
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.45043
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
7156596.720000
PA
USD
1143839.570000
0.1706603
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
1.52957
N
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2006-3
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 4CB
93934FNT5
4179476.580000
PA
USD
2965274.690000
0.4424176
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.5
Y
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
INCORA 10.5 144A PIK CORPIN929
937TDTII0
162000.000000
PA
USD
147420.000000
0.0219950
Long
DBT
CORP
US
N
3
2026-11-15
Fixed
10.5
Y
Y
Y
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
INCORA PIK DELAYED DRAW TERM LOAN
948FMNII0
6406284.170000
PA
USD
6406284.170000
0.9558146
Long
DBT
CORP
US
N
3
2024-03-01
Floating
5.0326
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WESCO AIRCRAFT HLDGS INC 11/26 10.5
950814AE3
662046.000000
PA
USD
602461.860000
0.0898870
Long
DBT
CORP
US
N
3
2026-11-15
Fixed
10.5
Y
Y
Y
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5
950814AA1
27009981.000000
PA
USD
24579082.710000
3.6671877
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
10.5
Y
Y
Y
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 FILO TERM LOAN
948ERGII3
186672.000000
PA
USD
181463.400000
0.0270743
Long
LON
CORP
US
N
3
2026-06-01
Floating
14.0906
N
N
N
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 TERM LOAN 1A
948ENCII6
1305179.080000
PA
USD
795075.940000
0.1186250
Long
LON
CORP
US
N
2
2028-06-01
Fixed
10.2637
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
7629716.480000
PA
USD
5626915.900000
0.8395332
Long
LON
CORP
US
N
2
2029-03-15
Fixed
8
N
N
Y
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
97381JAE3
2632588.140000
PA
USD
2464773.810000
0.3677431
Long
LON
CORP
US
N
2
2027-09-21
Floating
11.4525
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
9423000.000000
PA
USD
7830331.140000
1.1682818
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
CAYENNE AVIATION LLC
N/A
VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
942UCF900
6055.000000
NS
USD
1459867.030000
0.2178115
Long
EP
CORP
US
N
3
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1
00187GAC3
1147398.140000
PA
USD
1107962.070000
0.1653074
Long
LON
CORP
US
N
2
2027-09-01
Floating
10.717
N
N
N
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2
00187GAD1
7150000.000000
PA
USD
6935500.000000
1.0347734
Long
LON
CORP
US
N
3
2027-09-01
Floating
10.717
N
N
N
N
N
N
YOSEMITE RE LTD
N/A
YOSEMITE RE LTD UNSECURED 144A 06/25 VAR
98740RAA7
840000.000000
PA
USD
859026.000000
0.1281663
Long
DBT
CORP
BM
N
2
2025-06-06
Floating
9.75
N
N
N
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-10094836.970000
PA
USD
-10154800.310000
-1.5150915
Short
RA
US
N
2
Reverse repurchase
N
6.4800000
2023-08-28
14918000.000000
USD
14351883.690000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-2476732.000000
PA
-2705999.770000
-0.4037339
Short
RA
LU
N
2
Reverse repurchase
N
4.1000000
2023-09-22
3300000.000000
EUR
2850223.200000
EUR
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-3081030.480000
PA
-3366148.920000
-0.5022279
Short
RA
LU
N
2
Reverse repurchase
N
4.0140000
2023-09-22
3300000.000000
EUR
3198752.700000
EUR
CDS
N
N
N
N/A
N/A
PARIBAS REPO
000000000
50000000.000000
PA
USD
50000000.000000
7.4599767
Long
RA
US
N
2
Repurchase
N
5.1000000
2023-07-03
73966741.940000
USD
51798879.050000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
4600000.000000
PA
USD
4600000.000000
0.6863179
Long
RA
US
N
2
Repurchase
N
5.1600000
2023-07-03
5311945.810000
USD
4712848.890000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
100000.000000
PA
USD
100000.000000
0.0149200
Long
RA
US
N
2
Repurchase
N
5.1800000
2023-07-03
110800.000000
USD
101966.300000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-2116411.370000
PA
USD
-2142057.570000
-0.3195940
Short
RA
US
N
2
Reverse repurchase
N
5.3200000
2023-07-11
2112000.000000
USD
2286075.810000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-2341552.250000
PA
USD
-2352682.430000
-0.3510191
Short
RA
US
N
2
Reverse repurchase
N
5.5200000
2023-07-11
2520000.000000
USD
2538168.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-3678642.860000
PA
USD
-3725230.830000
-0.5558027
Short
RA
US
N
2
Reverse repurchase
N
5.5600000
2023-07-11
4500000.000000
USD
3950665.150000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-391352.700000
PA
USD
-396146.770000
-0.0591049
Short
RA
US
N
2
Reverse repurchase
N
5.2500000
2023-07-10
600000.000000
USD
403042.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-5641650.000000
PA
USD
-5729313.390000
-0.8548109
Short
RA
US
N
2
Reverse repurchase
N
5.5500000
2023-07-06
6300000.000000
USD
6461356.040000
USD
CDS
N
N
N
CBL & ASSOCIATES PROPERTIES INC
529900EIVFBRS4PUBZ13
CBL + ASSOCIATES PROPERTIES REIT USD.01
124830878
14084.000000
NS
USD
310411.360000
0.0463132
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4061269.120000
PA
USD
-4119075.210000
-0.6145641
Short
RA
US
N
2
Reverse repurchase
N
5.3500000
2023-07-28
4503000.000000
USD
4232125.310000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2003534.240000
PA
USD
-2050877.750000
-0.3059900
Short
RA
US
N
2
Reverse repurchase
N
5.5600000
2023-07-28
2800000.000000
USD
2326257.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-8023364.240000
PA
USD
-8161040.440000
-1.2176234
Short
RA
US
N
2
Reverse repurchase
N
5.6400000
2023-08-04
9786539.000000
USD
9466989.280000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-577891.230000
PA
USD
-589959.530000
-0.0880217
Short
RA
US
N
2
Reverse repurchase
N
5.3700000
2023-08-11
700000.000000
USD
703169.450000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-2565218.410000
PA
USD
-2588433.640000
-0.3861931
Short
RA
US
N
2
Reverse repurchase
N
5.4300000
2023-08-16
3100000.000000
USD
2582987.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-5256889.610000
PA
USD
-5335383.740000
-0.7960368
Short
RA
US
N
2
Reverse repurchase
N
5.2700000
2023-07-21
8642000.000000
USD
6471484.270000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-804137.000000
PA
USD
-814375.900000
-0.1215045
Short
RA
US
N
2
Reverse repurchase
N
5.5900000
2023-08-01
1000000.000000
USD
997260.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1918587.570000
PA
USD
-1939180.410000
-0.2893248
Short
RA
US
N
2
Reverse repurchase
N
5.5200000
2023-08-02
2500000.000000
USD
2196156.700000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-7040054.530000
PA
USD
-7113713.650000
-1.0613628
Short
RA
US
N
2
Reverse repurchase
N
5.7700000
2023-08-03
8721089.820000
USD
8378316.230000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1190405.940000
PA
USD
-1199625.310000
-0.1789835
Short
RA
US
N
2
Reverse repurchase
N
5.6900000
2023-08-17
1800000.000000
USD
1447285.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5481611.000000
PA
USD
-5551781.710000
-0.8283232
Short
RA
US
N
2
Reverse repurchase
N
5.6200000
2023-10-12
7800000.000000
USD
6481649.460000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-1341860.260000
PA
USD
-1359286.540000
-0.2028049
Short
RA
US
N
2
Reverse repurchase
N
5.7100000
2023-07-10
1579409.330000
USD
1594776.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-1177589.000000
PA
USD
-1194740.760000
-0.1782548
Short
RA
US
N
2
Reverse repurchase
N
5.5200000
2023-09-20
1474112.000000
USD
1447577.980000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-3267084.240000
PA
USD
-3318855.760000
-0.4951717
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2023-09-20
4700000.000000
USD
3879185.120000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-3439026.190000
PA
USD
-3441605.460000
-0.5134859
Short
RA
US
N
2
Reverse repurchase
N
5.4000000
2025-06-27
4200000.000000
USD
3687287.480000
USD
CDS
N
N
N
N/A
N/A
BANCA MONTE DEI PASCHI DI SNR SE SP JPM
000000000
1.000000
NC
6068.220000
0.0009054
N/A
DCR
IT
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BANCA MONTE DEI PASCHI DI SIENA SPA
BANCA MONTE DEI PASCHI S
Y
Single Leg Swap
2025-06-20
0.000000
EUR
-4025.960000
EUR
200000.000000
EUR
10094.180000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
-555.540000
-0.0000829
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
371563.660000
USD
340000.000000
EUR
2023-07-05
-555.540000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 09/23 0.00000
ACI28ZVN1
135091913.700000
PA
274934.280000
0.0410201
Long
DBT
NUSS
AR
N
2
2023-09-18
None
0
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 10/23 0.00000
ACI2GN722
37830113.750000
PA
76573.090000
0.0114247
Long
DBT
NUSS
AR
N
2
2023-10-18
None
0
N
N
N
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
-1093.640000
-0.0001632
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1006089.160000
USD
921000.000000
EUR
2023-07-05
-1093.640000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
417.200000
0.0000622
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
425150.930000
USD
390000.000000
EUR
2023-07-05
417.200000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
-384612.190000
-0.0573840
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
93655916.240000
USD
85475875.000000
EUR
2023-07-05
-384612.190000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230802
000000000
1.000000
NC
3317.570000
0.0004950
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
551771.520000
USD
508000.000000
EUR
2023-08-02
3317.570000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 11/23 0.00000
ACI2GN714
87721782.700000
PA
181233.510000
0.0270400
Long
DBT
NUSS
AR
N
2
2023-11-23
None
0
N
N
N
N
N
N
N/A
N/A
BOUGHT PEN SOLD USD 20230920
000000000
1.000000
NC
204.690000
0.0000305
N/A
DFE
PE
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
67000.000000
USD
245278.620000
PEN
2023-09-20
204.690000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
9018800.000000
PA
USD
2502717.000000
0.3734042
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 20230802
000000000
1.000000
NC
388397.110000
0.0579487
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
85475875.000000
EUR
93787463.610000
USD
2023-08-02
388397.110000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-14073.160000
-0.0020997
N/A
DFE
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
425000.000000
GBP
525676.550000
USD
2023-07-05
-14073.160000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
8535000.000000
PA
USD
2517825.000000
0.3756583
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 10/26 15.5
ACI0QD081
38100000.000000
PA
18317.280000
0.0027329
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
1326304.000000
PA
USD
468702.570000
0.0699302
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
3.875
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
040114HX1
163236.000000
PA
USD
53370.010000
0.0079628
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP SOLD USD 20230705
000000000
1.000000
NC
-4172.260000
-0.0006225
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
722991.870000
USD
566000.000000
GBP
2023-07-05
-4172.260000
N
N
N
N/A
N/A
SOLD CAD BOUGHT USD 20230816
000000000
1.000000
NC
-2933.070000
-0.0004376
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
538915.260000
CAD
404128.320000
USD
2023-08-16
-2933.070000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
9486055.000000
PA
USD
3054699.430000
0.4557597
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.5
N
N
N
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
729.470000
0.0001088
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
218000.000000
GBP
277589.320000
USD
2023-07-05
729.470000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
040114HW3
114993.000000
PA
USD
34699.140000
0.0051771
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.5
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20230705
000000000
1.000000
NC
9460.090000
0.0014114
N/A
DFE
BR
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
1461186.800000
USD
7041751.420000
BRL
2023-07-05
9460.090000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230705
000000000
1.000000
NC
-171023.130000
-0.0255166
N/A
DFE
BR
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
7041751.420000
BRL
1299623.760000
USD
2023-07-05
-171023.130000
N
N
N
N/A
N/A
ESKOM GG LOAN SNR EM SP DUB
000000000
1.000000
NC
USD
103302.180000
0.0154126
N/A
DCR
US
N
3
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
ESKOM HOLDINGS SOC LTD
Y
Single Leg Swap
2029-06-30
0.000000
USD
0.000000
USD
3300000.000000
USD
103302.180000
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20230705
000000000
1.000000
NC
12313.440000
0.0018372
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1463008.270000
USD
7064135.430000
BRL
2023-07-05
12313.440000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230705
000000000
1.000000
NC
-9490.150000
-0.0014159
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
7064135.430000
BRL
1465831.560000
USD
2023-07-05
-9490.150000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230905
000000000
1.000000
NC
-12055.520000
-0.0017987
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
7142406.370000
BRL
1463008.270000
USD
2023-09-05
-12055.520000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230714
000000000
1.000000
NC
-28650.230000
-0.0042746
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
50838000.000000
DOP
879934.570000
USD
2023-07-14
-28650.230000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230720
000000000
1.000000
NC
-24753.480000
-0.0036932
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
38670886.000000
DOP
667178.830000
USD
2023-07-20
-24753.480000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230727
000000000
1.000000
NC
-63440.490000
-0.0094653
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
95800717.000000
DOP
1653027.570000
USD
2023-07-27
-63440.490000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230803
000000000
1.000000
NC
-5883.970000
-0.0008779
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
8985000.000000
DOP
155318.960000
USD
2023-08-03
-5883.970000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230803
000000000
1.000000
NC
-10237.950000
-0.0015275
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
16274000.000000
DOP
281739.400000
USD
2023-08-03
-10237.950000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230810
000000000
1.000000
NC
-4109.880000
-0.0006132
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
7566961.000000
DOP
131672.600000
USD
2023-08-10
-4109.880000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230811
000000000
1.000000
NC
-19368.010000
-0.0028897
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
39578347.000000
DOP
690684.220000
USD
2023-08-11
-19368.010000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
-2893.930000
-0.0004318
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
640154.930000
USD
584000.000000
EUR
2023-07-05
-2893.930000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-171259.750000
-0.0255519
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
5329000.000000
GBP
6596566.600000
USD
2023-07-05
-171259.750000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-6666.780000
-0.0009947
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
280000.000000
GBP
348933.030000
USD
2023-07-05
-6666.780000
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A EXP 05DEC25
000000000
23229.000000
NC
USD
168410.250000
0.0251267
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT JACKSON HOLDINGS SA
INTELSAT JACKSON HOLDINGS SA
N/A
0.000000
USD
2025-12-05
XXXX
168410.250000
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A RIGHTS
000000000
23289.000000
NC
USD
110622.750000
0.0165049
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT JACKSON HOLDINGS SA
INTELSAT JACKSON HOLDINGS SA
N/A
0.000000
USD
2025-12-05
XXXX
110622.750000
N
N
N
N/A
N/A
INTELSAT EMERGENCE SA CALL EXP 17FEB27
000000000
127.000000
NC
USD
95.250000
0.0000142
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT SA
INTELSAT SA/LUXEMBOURG
N/A
77.220000
USD
2027-02-17
XXXX
-8990859.780000
N
N
N
N/A
N/A
INTELSAT EMERGENCE SA CALL EXP17FEB27
000000000
123.000000
NC
USD
215.250000
0.0000321
N/A
DE
LU
N
3
LUXEMBOURG STOCK EXCHANGE
22210053OF4F2MYKUV22
Call
Purchased
INTELSAT SA
INTELSAT SA/LUXEMBOURG
N/A
60.150000
USD
2027-02-17
XXXX
-507.380000
N
N
N
N/A
N/A
JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE
000000000
1.000000
NC
10621.580000
0.0015847
N/A
DCR
GB
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
JAGUAR LAND ROVER AUTOMO
Y
Single Leg Swap
2026-06-20
63248.720000
EUR
0.000000
EUR
900000.000000
EUR
-52627.140000
N
N
N
N/A
N/A
BOUGHT CHF SOLD USD 20230816
000000000
1.000000
NC
-125.910000
-0.0000188
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9541.000000
USD
8390.730000
CHF
2023-08-16
-125.910000
N
N
N
N/A
N/A
SOLD CAD BOUGHT USD 20230816
000000000
1.000000
NC
-6513.970000
-0.0009719
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
885853.620000
CAD
662602.000000
USD
2023-08-16
-6513.970000
N
N
N
N/A
N/A
SOLD PEN BOUGHT USD 20230920
000000000
1.000000
NC
-2687.230000
-0.0004009
N/A
DFE
PE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1118876.200000
PEN
303877.290000
USD
2023-09-20
-2687.230000
N
N
N
ATLANTIC MARINE CORPS COMMUNITIES LLC
N/A
ATLANTIC MARINE CORP COM SECURED 02/48 5.383
048677AH1
4179523.810000
PA
USD
3228494.060000
0.4816898
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
5.383
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-1347054.860000
-0.2009800
N/A
DFE
N/A
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
87126875.000000
EUR
93725820.950000
USD
2023-07-05
-1347054.860000
N
N
N
2023-08-17
PIMCO High Income Fund
/s/ Bijal Parikh
Bijal Parikh
Treasurer