0001244183-23-000041.txt : 20230828
0001244183-23-000041.hdr.sgml : 20230828
20230828172013
ACCESSION NUMBER: 0001244183-23-000041
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 INCOME STRATEGY FUND
CENTRAL INDEX KEY: 0001244183
IRS NUMBER: 000000000
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21374
FILM NUMBER: 231217203
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-739-4000
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO FLOATING RATE INCOME FUND
DATE OF NAME CHANGE: 20030619
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F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2023-09-15
0.000000
USD
0.000000
USD
20100000.000000
USD
-286441.180000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.00 12/20/17-6Y* LCH
000000000
1.000000
NC
USD
9992.060000
0.0033611
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2023-09-20
0.000000
USD
0.000000
USD
700000.000000
USD
9992.060000
N
N
N
N/A
N/A
RFRF USD SF+26.161/0.75 06/16/21-10Y LCH
000000000
1.000000
NC
USD
7878852.250000
2.6502640
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2031-06-16
2459755.960000
USD
0.000000
USD
36300000.000000
USD
5419096.290000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.1* 7/12/23-8Y* CME
000000000
1.000000
NC
USD
255366.580000
0.0858994
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2031-04-12
0.000000
USD
-327.290000
USD
1400000.000000
USD
255693.870000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.1* 9/11/23-27Y* CME
000000000
1.000000
NC
USD
37258861.460000
12.5330210
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-12-11
18148.130000
USD
0.000000
USD
91100000.000000
USD
37240713.330000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.3* 08/24/23-5Y CME
000000000
1.000000
NC
USD
1956405.990000
0.6580898
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-08-24
0.000000
USD
-3808.950000
USD
16100000.000000
USD
1960214.940000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.3* 7/12/23-8Y* CME
000000000
1.000000
NC
USD
-1175060.600000
-0.3952633
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2031-04-12
0.000000
USD
-13929.540000
USD
7000000.000000
USD
-1161131.060000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME
000000000
1.000000
NC
USD
487668.090000
0.1640403
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-01-20
0.000000
USD
-1284.830000
USD
4900000.000000
USD
488952.920000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME
000000000
1.000000
NC
USD
266273.550000
0.0895683
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-02-15
0.000000
USD
-451.780000
USD
2730000.000000
USD
266725.330000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.4* 08/17/23-5Y CME
000000000
1.000000
NC
USD
1815595.310000
0.6107244
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-08-17
0.000000
USD
-3446.390000
USD
15100000.000000
USD
1819041.700000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME
000000000
1.000000
NC
USD
425225.700000
0.1430361
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-02-17
0.000000
USD
-1067.470000
USD
4500000.000000
USD
426293.170000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME
000000000
1.000000
NC
USD
-2011923.360000
-0.6767646
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-01-20
0.000000
USD
-50525.710000
USD
21600000.000000
USD
-1961397.650000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.60 8/15/23-4Y* CME
000000000
1.000000
NC
USD
-979886.020000
-0.3296110
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-02-15
0.000000
USD
-26934.550000
USD
10900000.000000
USD
-952951.470000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME
000000000
1.000000
NC
USD
2574655.440000
0.8660547
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-01-22
0.000000
USD
-20621.520000
USD
8400000.000000
USD
2595276.960000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.70 8/17/23-4Y* CME
000000000
1.000000
NC
USD
-1557801.000000
-0.5240083
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-02-17
0.000000
USD
-47712.090000
USD
18000000.000000
USD
-1510088.910000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.75 12/15/21-10Y LCH
000000000
1.000000
NC
USD
3120507.010000
1.0496665
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2031-12-15
0.000000
USD
-281136.280000
USD
20100000.000000
USD
3401643.290000
N
N
N
N/A
N/A
RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME
000000000
1.000000
NC
USD
2496557.360000
0.8397843
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-02-07
0.000000
USD
-34090.470000
USD
8800000.000000
USD
2530647.830000
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.00 7/15/23-27Y* CME
000000000
1.000000
NC
USD
845193.600000
0.2843036
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-01-15
0.000000
USD
-22204.680000
USD
3200000.000000
USD
867398.280000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
ACI1T7K79
700000.000000
PA
680253.970000
0.2288217
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+26.161/2.2* 9/12/23-26Y* CME
000000000
1.000000
NC
USD
367181.640000
0.1235114
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2050-03-12
0.000000
USD
-5297.630000
USD
1700000.000000
USD
372479.270000
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.2* 9/15/23-3Y* CME
000000000
1.000000
NC
USD
-900525.870000
-0.3029161
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2026-06-15
248879.790000
USD
0.000000
USD
15300000.000000
USD
-1149405.660000
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.50 12/20/17-10Y LCH
000000000
1.000000
NC
USD
-50820.490000
-0.0170948
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2027-12-20
6245.500000
USD
0.000000
USD
700000.000000
USD
-57065.990000
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.50 9/20/23-4Y* CME
000000000
1.000000
NC
USD
-1765943.700000
-0.5940227
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-12-20
99481.260000
USD
0.000000
USD
27400000.000000
USD
-1865424.960000
N
N
N
N/A
N/A
RFRF USD SF+26.161/2.7* 9/17/23-2Y* CME
000000000
1.000000
NC
USD
-1612770.770000
-0.5424989
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2025-06-17
641242.410000
USD
0.000000
USD
43420000.000000
USD
-2254013.180000
N
N
N
N/A
N/A
RFRF USD SF+26.161/3.00 9/19/23-6Y* CME
000000000
1.000000
NC
USD
-2516816.280000
-0.8465989
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2029-06-19
1403827.470000
USD
0.000000
USD
49900000.000000
USD
-3920643.750000
N
N
N
N/A
N/A
RFRF USD SF+26.161/3.50 9/19/23-21Y* CME
000000000
1.000000
NC
USD
-1781414.700000
-0.5992268
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2044-06-19
0.000000
USD
-2071037.170000
USD
83100000.000000
USD
289622.470000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
ACI1J7WJ1
3774000.000000
PA
3866099.200000
1.3004665
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 SUBORDINATED REGS 01/28 VAR
ACI0ZY1X9
1211000.000000
PA
1113486.710000
0.3745512
Long
DBT
CORP
IT
N
2
2028-01-18
Floating
7.677
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP SOLD USD 20230705
000000000
1.000000
NC
-2663.310000
-0.0008959
N/A
DFE
GB
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
4829930.700000
USD
3801000.000000
GBP
2023-07-05
-2663.310000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
918000.000000
PA
900732.320000
0.3029856
Long
DBT
CORP
IT
N
2
2030-01-22
Floating
8
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
ACI1DBG64
2342000.000000
PA
2541607.010000
0.8549379
Long
DBT
CORP
IT
N
2
2029-07-23
Fixed
10.5
N
N
N
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230802
000000000
1.000000
NC
2748.710000
0.0009246
N/A
DFE
GB
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
3801000.000000
GBP
4830983.580000
USD
2023-08-02
2748.710000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR
ACI1R35P7
1138000.000000
PA
1123971.540000
0.3780781
Long
DBT
CORP
IT
N
2
2030-09-10
Floating
8.5
N
N
N
N
N
N
BANCO DE CREDITO DEL PERU SA
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
400000.000000
PA
105718.420000
0.0355612
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
272031.000000
NC
USD
4164845.750000
1.4009580
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
1912886.930000
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
18453H106
261329.000000
NS
USD
358020.730000
0.1204299
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 11/33 VAR
06738ECE3
970000.000000
PA
USD
1049949.590000
0.3531788
Long
DBT
CORP
GB
N
2
2033-11-02
Floating
7.437
N
N
N
N
N
N
BCAP LLC TRUST 2010-RR11
N/A
BCAP LLC TRUST BCAP 2010 RR11 6A2 144A
05533JBJ1
641978.780000
PA
USD
463526.910000
0.1559198
Long
ABS-MBS
CORP
US
N
2
2036-03-27
Variable
3.43822
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR5
N/A
BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
05534AAP6
306745.170000
PA
USD
440784.900000
0.1482699
Long
ABS-MBS
CORP
US
N
2
2037-03-26
Floating
4.59021
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-7
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1
07386HVV0
109335.410000
PA
USD
61434.800000
0.0206652
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.99886
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-6
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1
073868BE0
135944.310000
PA
USD
71884.010000
0.0241801
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.81663
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-8
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1
07387QAA8
811928.860000
PA
USD
700577.280000
0.2356580
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.47043
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST II 2007-1
N/A
BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1
07389KAA9
1763039.390000
PA
USD
910092.390000
0.3061341
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.83901
Y
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A
07389QAE8
212730.510000
PA
USD
95787.230000
0.0322206
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.5
Y
N
N
N
N
N
BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1
N/A
BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AC1 A1
07400XAA6
37231.630000
PA
USD
36797.780000
0.0123779
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
7.5
N
N
N
N
N
N
BELLE HAVEN ABS CDO LTD 2006-1A
N/A
BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A
078452AA7
85896251.580000
PA
USD
8589.630000
0.0028894
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
1500000.000000
PA
1413711.150000
0.4755398
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
1600000.000000
PA
USD
1256331.040000
0.4226008
Long
ABS-MBS
CORP
US
N
2
2039-03-10
Fixed
3.957
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION EUR TERM LOAN B
P2121YAP3
3160412.330000
PA
3439314.430000
1.1569060
Long
LON
CORP
PA
N
2
2025-06-30
Floating
7.168
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO COMPANY GUAR 144A 05/30 10.25
146869AJ1
1300000.000000
PA
USD
1025689.900000
0.3450184
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25
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
400000.000000
PA
USD
395312.410000
0.1329740
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
1300000.000000
PA
1193043.380000
0.4013123
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
1944000.000000
PA
USD
1630303.370000
0.5483964
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
1600000.000000
PA
1468361.080000
0.4939228
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
1636.830000
PA
USD
1492.020000
0.0005019
Long
ABS-MBS
CORP
US
N
3
2035-12-25
Floating
3.98641
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2006-S2
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A9
16163BAJ3
536406.080000
PA
USD
235526.580000
0.0792257
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.25
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5
16163FAE5
296979.710000
PA
USD
120981.930000
0.0406955
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-S5
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10
161631AK2
203158.380000
PA
USD
96782.400000
0.0325554
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
1685000.000000
PA
USD
1642887.300000
0.5526294
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
1200000.000000
PA
USD
243040.440000
0.0817532
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
1000000.000000
PA
USD
182500.260000
0.0613889
Long
ABS-CBDO
CORP
KY
N
2
2026-07-22
Floating
0
N
N
N
N
N
N
CITICORP MORTGAGE SECURITIES 2007-3
N/A
CITICORP MORTGAGE SECURITIES, CMSI 2007 3 3A1
17312FAR4
4335.650000
PA
USD
4040.270000
0.0013591
Long
ABS-MBS
CORP
US
N
3
2037-04-25
Fixed
5.5
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B
17311BAB9
2682535.690000
PA
USD
1082242.200000
0.3640413
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.45043
N
N
N
N
N
N
CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
N/A
CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
14986DAJ9
156619.890000
PA
USD
138073.810000
0.0464448
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.688
Y
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/40 FIXED 7.517
167486MK2
1800000.000000
PA
USD
2034948.780000
0.6845098
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.517
N
N
N
N
N
N
FORESEA HOLDING SA
N/A
DRILLCO HLDG LUX S A COMMON STOCK
000000000
1098.000000
NS
USD
21080.100000
0.0070909
Long
EC
CORP
LU
N
3
N
N
N
CITY OF DETROIT
549300BQRJP7MKKHOY28
DETROIT MI DET 04/44 ADJUSTABLE VAR
251093S84
800000.000000
PA
USD
598048.720000
0.2011698
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4
N
N
N
N
N
N
FORESEA HOLDING SA
N/A
DRILLCO HLDG LUX S A COMMON STOCK
000000000
9882.000000
NS
USD
189720.940000
0.0638177
Long
EC
CORP
LU
N
3
N
N
N
FORESEA HOLDING SA
N/A
DRILLCO HLDG LUX S A COMMON STOCK
000000000
23800.000000
NS
USD
456927.580000
0.1536999
Long
EC
CORP
LU
Y
3
N
N
N
CLAVEAU RE LTD
N/A
CLAVEAU RE LTD UNSECURED 144A 07/28 VAR
182896AA8
600000.000000
PA
USD
294000.000000
0.0988948
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
2644.000000
NS
USD
50761.200000
0.0170749
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
143081.200000
PA
USD
34554.110000
0.0116232
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
6.80868
N
N
N
N
N
N
COSAINT RE PTE LTD
N/A
COSAINT RE PTE LTD BONDS 144A 04/28 VAR
22112CAA0
400000.000000
PA
USD
326250.000000
0.1097430
Long
DBT
CORP
SG
N
2
2028-04-03
Floating
9.51
N
N
N
N
N
N
COUNTRYWIDE ALT LN TRUST 2005-1CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2
12667F2R5
98064.740000
PA
USD
43950.050000
0.0147838
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2004-35T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5
12667FQ99
115244.940000
PA
USD
86153.080000
0.0289799
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-36T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7
02146XAF5
619864.110000
PA
USD
292169.290000
0.0982790
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1
12667FYU3
59561.570000
PA
USD
56562.810000
0.0190264
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
5.75
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A8
12668AUX1
846662.140000
PA
USD
483711.200000
0.1627093
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4
02147QAD4
123288.030000
PA
USD
76373.740000
0.0256904
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-22R
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1
02147LAA1
716533.620000
PA
USD
427700.280000
0.1438685
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2
02146VAB8
207236.250000
PA
USD
160260.770000
0.0539080
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12
02150GAN8
115862.390000
PA
USD
37619.230000
0.0126542
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.50043
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9
02149VAJ8
353965.520000
PA
USD
175413.950000
0.0590052
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2008-2R
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1
021482AJ3
345492.830000
PA
USD
204288.840000
0.0687181
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1
12668BNK5
138352.400000
PA
USD
118006.670000
0.0396947
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
4.28955
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3
02147RAQ3
184756.250000
PA
USD
64544.370000
0.0217112
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.5
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2004-HYB9
N/A
COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1
12669GHG9
1696.870000
PA
USD
1692.200000
0.0005692
Long
ABS-MBS
CORP
US
N
2
2035-02-20
Floating
3.86383
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-21
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 21 A17
126694CV8
159035.570000
PA
USD
96993.230000
0.0326263
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.5
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-J4
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3
12669YAC6
157134.240000
PA
USD
62557.730000
0.0210430
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.25
Y
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG COCO JR SUB 144A
952NPKII9
3200000.000000
PA
USD
128000.000000
0.0430562
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 JR SUB REGS
952NPHII6
640000.000000
PA
USD
25600.000000
0.0086112
Long
DBT
CORP
US
N
3
2060-12-31
None
0
Y
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A
12651QAQ2
2800000.000000
PA
USD
2553757.640000
0.8590251
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
9.543
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507
126650BS8
316522.670000
PA
USD
330309.030000
0.1111083
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS A COMMON STOCK
45174J509
62317.000000
NS
USD
226833.880000
0.0763017
Long
EC
CORP
US
N
1
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC CLASS B COMMON STOCK
45174J608
48387.000000
NS
USD
158515.810000
0.0533211
Long
EC
CORP
US
N
3
N
N
N
DEUTSCHE MORTGAGE SEC INC. 2004-4
N/A
DEUTSCHE MORTGAGE SECURITIES, DMSI 2004 4 2MR2
251563EX6
2030362.490000
PA
USD
1965907.620000
0.6612859
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
7.10043
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN
25277BAE8
9348759.980000
PA
USD
7236547.890000
2.4342077
Long
LON
CORP
US
N
2
2026-05-25
Floating
13.0643
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV FINANCING LLC TERM LOAN
25460HAB8
1864068.870000
PA
USD
1826526.520000
0.6144014
Long
LON
CORP
US
N
2
2027-08-02
Floating
10.217
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
3520000.000000
PA
USD
2830247.200000
0.9520298
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
3560000.000000
PA
USD
2654544.260000
0.8929274
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
1600000.000000
PA
USD
820000.000000
0.2758291
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
DOMINICAN REPUBLIC GOVT
N/A
DOM REP CB NOTES NOTES 144A 01/26 13
25714PEU8
75200000.000000
PA
1470038.270000
0.4944869
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
73000000.000000
PA
1422980.320000
0.4786577
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
15700000.000000
PA
352723.910000
0.1186482
Long
DBT
NUSS
DO
N
2
2033-02-03
Fixed
13.625
N
N
N
N
N
N
DRYDEN 57 CLO LTD 2018-58A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A
26245TAC0
5689000.000000
PA
USD
2283882.050000
0.7682452
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Variable
0
N
N
N
N
N
N
INTELSAT SA
549300YV2L21F4K80V46
INTELSAT EMERGENCE SA COMMON STOCK
000000000
113460.000000
NS
USD
2609580.000000
0.8778025
Long
EC
CORP
LU
Y
3
N
N
N
ENCINA SPV
N/A
ENCINA PRIVATE CREDIT LLC NOTE
938DREII2
3945052.010000
PA
USD
3813156.610000
1.2826579
Long
DBT
CORP
US
N
3
2025-11-30
Floating
3.04
N
N
N
N
N
N
EQUINITI (ARMOR HOLDCO INC)
254900X6HLK0YPTHHF09
ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5
04625PAA9
2000000.000000
PA
USD
1661832.480000
0.5590021
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.5
N
N
N
N
N
N
EUROSAIL PLC 2007-3X
N/A
EUROSAIL PLC ESAIL 2007 3X E1C REGS
G3299SAF2
239052.420000
PA
249157.530000
0.0838108
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
42000.000000
PA
USD
3990.000000
0.0013421
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
11.5
N
N
N
N
N
N
FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01
N/A
FANNIE MAE CAS CAS 2017 C01 1B1
30711XEQ3
570000.000000
PA
USD
639831.330000
0.2152245
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
10.9004
N
N
N
N
N
N
FANNIE MAE REMICS 2010-137
N/A
FANNIE MAE FNR 2010 137 VS
31398SQX4
128883.740000
PA
USD
113635.530000
0.0382244
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Floating
0
N
N
N
N
N
N
FANNIE MAE REMICS 2012-115
N/A
FANNIE MAE FNR 2012 115 MI
3136A9CH9
986986.350000
PA
USD
84274.620000
0.0283480
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS 2013-18
N/A
FANNIE MAE FNR 2013 18 DI
3136ACXD8
193174.180000
PA
USD
17470.460000
0.0058767
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS 2013-41
N/A
FANNIE MAE FNR 2013 41 WI
3136ADS67
711042.740000
PA
USD
90651.980000
0.0304932
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
4
N
N
N
N
N
N
FANNIE MAE REMICS 2019-1
N/A
FANNIE MAE FNR 2019 1 HS
3136B3ZF0
236393.600000
PA
USD
21695.090000
0.0072977
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
0.89957
N
N
N
N
N
N
FANNIE MAE REMICS 2019-70
N/A
FANNIE MAE FNR 2019 70 IO
3136B7KN0
254984.040000
PA
USD
56570.200000
0.0190289
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
3.5
N
N
N
N
N
N
NMG PARENT
N/A
NEIMAN MARCUS USD COMMON STOCK EQUITY
967DUC905
39846.000000
NS
USD
6053909.090000
2.0363953
Long
EC
CORP
US
Y
3
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1
BXC8GV902
130203.000000
NS
53989.470000
0.0181608
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
2670.700000
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
192583.340000
PA
USD
0.000000
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
5530000.000000
PA
USD
5516445.970000
1.8556051
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
194602.000000
PA
USD
174168.790000
0.0585864
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
272081.000000
PA
USD
238070.880000
0.0800815
Long
DBT
CORP
LU
N
3
2030-06-15
Fixed
7.5
N
N
N
N
N
N
FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1
N/A
FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A
35563CAH1
3818272.160000
PA
USD
2202682.060000
0.7409314
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Floating
5.99217
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 XA1 144A
35563CAB4
16091289.820000
PA
USD
1066383.450000
0.3587068
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.7
N
N
N
N
N
N
FREDDIE MAC REMICS 3762
N/A
FREDDIE MAC FHR 3762 SH
3137A3QY8
113179.430000
PA
USD
89112.100000
0.0299753
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
0
N
N
N
N
N
N
FREDDIE MAC REMICS 4342
N/A
FREDDIE MAC FHR 4342 CI
3137BAYC0
1026068.600000
PA
USD
61125.680000
0.0205613
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA7
N/A
FREDDIE MAC STACR STACR 2021 DNA7 B2 144A
35564KNE5
1900000.000000
PA
USD
1874808.470000
0.6306423
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
12.8666
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2
N/A
FREDDIE MAC STACR STACR 2015 DNA2 B
3137G0FZ7
1336645.640000
PA
USD
1364312.870000
0.4589234
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Floating
12.7004
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LIMITED
549300JSKBQMMD1B3U44
GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN
943ZHKII3
1926622.970000
PA
1455238.430000
0.4895086
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
3389274.150000
PA
USD
3391392.450000
1.1407861
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
300000.000000
PA
USD
130188.000000
0.0437922
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
400000.000000
PA
USD
175008.000000
0.0588687
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
0.0280650
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
Y
Y
N
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES
942WZK900
1252.950000
NS
USD
37630.930000
0.0126582
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
5760000.000000
NS
5843811.840000
1.9657234
Long
EP
CORP
NL
N
2
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAJ0
100000.000000
NS
USD
7242.000000
0.0024360
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
0.0024757
Long
EP
CORP
US
N
2
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
000000000
140000.000000
NS
USD
9949.800000
0.0033469
Long
EP
CORP
US
N
2
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI SIENA COMMON STOCK
ACI28SXK1
523500.000000
NS
1315002.260000
0.4423364
Long
EC
CORP
IT
N
1
N
N
N
SYNIVERSE CORPORATION
N/A
SYNIVERSE PFD PIK PFDJJZ917
936UVD902
1157956.430000
NS
USD
1065667.300000
0.3584659
Long
EP
CORP
US
Y
3
N
N
N
GS MORTGAGE SECURITIES CORP II 2022-GTWY
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A
36266DAA2
550000.000000
PA
USD
550557.700000
0.1851949
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
1171002.190000
PA
USD
1120336.090000
0.3768552
Long
DBT
CORP
US
N
2
2029-10-09
Fixed
6.422
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2006-1F
N/A
GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1
3623417Z6
1021217.340000
PA
USD
463880.520000
0.1560387
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-4
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1
41161PMX8
12696.420000
PA
USD
9312.850000
0.0031326
Long
ABS-MBS
CORP
US
N
2
2035-07-19
Floating
4.20134
Y
N
N
N
N
N
HARBORVIEW MTGE LOAN TRUST 2004-10
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 1A1
41161PJH7
18666.780000
PA
USD
16181.310000
0.0054430
Long
ABS-MBS
CORP
US
N
3
2035-01-19
Floating
5.86629
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/95 7.5
197677AH0
1050000.000000
PA
USD
1184389.140000
0.3984012
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
469000.000000
PA
USD
405614.650000
0.1364394
Long
DBT
CORP
BM
N
2
2025-04-22
Floating
9.5
N
N
N
N
N
N
UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
549300V3NU625PJUVA84
UNITI GROUP INC REIT USD.0001
91325V108
98821.000000
NS
USD
456553.020000
0.1535739
Long
EC
CORP
US
N
1
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-F2
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
45670JAE2
1629766.890000
PA
USD
539761.190000
0.1815632
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.5
Y
N
N
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT USD.01
925652109
45844.000000
NS
USD
1440876.920000
0.4846777
Long
EC
CORP
US
N
1
N
N
N
INGENICO TERMINALS (POSEIDON BIDCO)
254900LGX7YG7Y9YM766
POSEIDON BIDCO SASU EUR TERM LOAN B
945BRXII5
3500000.010000
PA
3742817.180000
1.2589973
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
8343000.000000
PA
USD
7615965.120000
2.5618349
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
2060784.170000
PA
USD
2055075.800000
0.6912801
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 REGS 02/27 6.75
ACI239FN2
1500000.000000
PA
1586581.840000
0.5336895
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
538.000000
NS
USD
0.000000
0.0000000
Long
EC
CORP
US
N
3
N
N
N
IVANTI SOFTWARE INC
254900GHAXAYKWDX9F60
IVANTI SOFTWARE, INC. 2021 TERM LOAN B
46583DAG4
5803614.600000
PA
USD
4918099.080000
1.6543350
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.7583
N
N
N
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
733000.000000
PA
USD
521855.170000
0.1755400
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
2700000.000000
PA
USD
385629.440000
0.1297168
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
0
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LN TRUST 2006-A1
N/A
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 4A1
46627MDA2
362611.650000
PA
USD
263834.420000
0.0887478
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.8137
Y
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
348284.510000
PA
USD
315950.300000
0.1062784
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.94146
Y
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 F 144A
46649JAQ1
2008860.770000
PA
USD
1878179.760000
0.6317763
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
9.443
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFL 144A
46645WAC7
1182000.000000
PA
USD
1070758.550000
0.3601785
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Floating
6.663
N
N
N
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND MINING HOLDINGS L COMMON
935ZXN908
25438.000000
NS
USD
114471.000000
0.0385054
Long
EC
CORP
US
Y
3
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2
466247F57
86687.450000
PA
USD
64555.910000
0.0217151
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
4.0004
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2006-A7
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M
46629DBJ3
79379.870000
PA
USD
68725.530000
0.0231177
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.21763
Y
N
N
N
N
N
LEALAND FINANCE COMPANY BV
N/A
LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL
N5200EAC5
40267.840000
PA
USD
32214.270000
0.0108361
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
190804.330000
PA
USD
111302.840000
0.0374397
Long
LON
CORP
US
N
2
2025-06-30
Fixed
6.193
N
N
Y
N
N
N
LEHMAN XS TRUST 2006-11
N/A
LEHMAN XS TRUST LXS 2006 11 2A2
52522WAF6
64726.250000
PA
USD
81379.330000
0.0273741
Long
ABS-MBS
CORP
US
N
2
2046-06-24
Variable
6.79
N
N
N
N
N
N
LEHMAN XS TRUST 2007-7N
N/A
LEHMAN XS TRUST LXS 2007 7N 1A1A
52524GAA0
424531.640000
PA
USD
383218.560000
0.1289059
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
5.59043
Y
N
N
N
N
N
MACQUARIE FINANCING MORRISON (MARKET BIDCO LIMITED)
549300RKU7UEPSC42U63
WM MORRISON GBP TERM LOAN A
948DUDII8
4878000.000000
PA
5443906.040000
1.8312043
Long
LON
CORP
GB
N
2
2027-11-04
Floating
8.991
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019-2
N/A
MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A
57109H102
6330.000000
PA
USD
487895.190000
0.1641167
Long
ABS-O
CORP
US
N
3
2029-07-16
Fixed
0
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2020-1A
N/A
MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A
57109J108
2769.000000
PA
USD
98041.910000
0.0329790
Long
ABS-O
CORP
US
N
3
2030-03-15
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
185670.080000
PA
USD
89923.660000
0.0302482
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.47043
N
N
N
N
N
N
MERRILL LYNCH MTGE INVESTORS 2006-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
59020U5W1
543443.890000
PA
USD
306435.180000
0.1030777
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.73823
Y
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF F 144A
61691KAQ4
1200000.000000
PA
USD
1120927.920000
0.3770543
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
9.668
N
N
N
N
N
N
ADAGIO VI CLO DAC VI-A
N/A
ADAGIO CLO ADAGI VI A SUB 144A
ACI0YQYN3
1750000.000000
PA
617957.260000
0.2078666
Long
ABS-CBDO
CORP
IE
N
2
2031-04-30
Variable
0
N
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2006-7
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A2
61749JAS5
2084895.420000
PA
USD
630847.030000
0.2122024
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
5.962
Y
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2007-10XS
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2
61751MAC8
197353.690000
PA
USD
113497.420000
0.0381779
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.25
Y
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2007-7AX
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A1
61754HAB8
2483835.890000
PA
USD
730899.510000
0.2458577
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.39043
N
N
N
N
N
N
MORRISON (MARKET BIDCO FINCO PLC)
549300UGYX6EBVHRVG53
MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75
ACI261WK3
400000.000000
PA
352475.170000
0.1185645
Long
DBT
CORP
GB
N
2
2027-11-04
Fixed
4.75
N
N
N
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B
55328HAK7
3438750.000000
PA
USD
3082598.660000
1.0369150
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.7257
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A
63874LAQ7
1065000.000000
PA
USD
1001947.420000
0.3370320
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.593
N
N
N
N
N
N
NEW ALBERTSONS LP
N/A
NEW ALBERTSONS LP SR UNSECURED 02/28 6.57
01310QCW3
2800000.000000
PA
USD
2837268.000000
0.9543915
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
187558.000000
PA
USD
137873.890000
0.0463776
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
5300000.000000
PA
USD
4653005.630000
1.5651637
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81
N
N
N
N
N
N
NORTHWESTERN BELL TELEPHONE
N/A
NORTHWESTERN BELL TELEPH SR UNSECURED 05/30 7.75
668027AT2
7000000.000000
PA
USD
4908472.100000
1.6510967
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
7.75
N
N
N
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000
67576JAB7
259145.000000
PA
USD
673.780000
0.0002266
Long
DBT
CORP
KY
N
2
2023-08-07
None
0
N
N
N
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000
000000000
190575.000000
PA
USD
495.500000
0.0001667
Long
DBT
CORP
KY
N
2
2023-08-07
None
0
N
N
N
N
N
N
OGF (OBOL FRANCE 3)
969500HSJVVYGU57VS68
OBOL FRANCE 3 SAS 2021 EUR TERM LOAN B2
941DDXII0
3100000.000000
PA
3097828.290000
1.0420379
Long
LON
CORP
FR
N
2
2025-12-31
Floating
8.04
N
N
N
N
N
N
OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL
N/A
OI SA TERM LOAN 1
938VGYII0
1755308.740000
PA
USD
126905.790000
0.0426882
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
406283.100000
PA
USD
29373.570000
0.0098806
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
2735948.170000
PA
USD
2735948.170000
0.9203098
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
13514000.000000
PA
USD
977038.820000
0.3286533
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
1826000.000000
PA
USD
1419395.070000
0.4774517
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
900000.000000
PA
USD
809641.040000
0.2723446
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.2
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3
694308HL4
11000.000000
PA
USD
7866.220000
0.0026460
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.3
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
694308GZ4
322000.000000
PA
USD
244188.430000
0.0821394
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 07/50 4.95
694308JN8
2171500.000000
PA
USD
1708392.100000
0.5746637
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75
694308HA8
10000.000000
PA
USD
6929.800000
0.0023310
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5
694308GY7
10000.000000
PA
USD
7379.670000
0.0024824
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
694308HR1
1004000.000000
PA
USD
674423.940000
0.2268606
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4
N
N
N
N
N
N
AL MONTELENA (SCUR-ALPHA 1503 GMBH)
254900GAG6U7Z5TROP43
SCUR ALPHA 1503 GMBH EUR TERM LOAN B1
D7001LAB9
1100000.000000
PA
1147590.300000
0.3860229
Long
LON
CORP
DE
N
2
2030-03-30
Floating
8.918
N
N
N
N
N
N
AL MONTELENA (SCUR-ALPHA 1503 GMBH)
254900GAG6U7Z5TROP43
SCURALPHA 1503 GMBH USD TERM LOAN B1
D7001LAC7
1695750.000000
PA
USD
1608842.810000
0.5411776
Long
LON
CORP
DE
N
2
2030-03-28
Floating
10.6025
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
4800000.000000
PA
USD
3867923.520000
1.3010802
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
74165HAB4
1750000.000000
PA
USD
1660601.250000
0.5585879
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
PROFRAC SERVICES LLC 2022 TERM LOAN
945AEHII6
3674472.760000
PA
USD
3688252.030000
1.2406429
Long
LON
CORP
US
N
2
2025-03-04
Floating
12.7659
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN
945BECII5
347034.480000
PA
344602.570000
0.1159164
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
8567155.380000
PA
8803185.880000
2.9611885
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
ACI11ZNP4
15800000.000000
PA
35630.910000
0.0119854
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
73.6698
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
P1910WRC5
201514000.000000
PA
454438.450000
0.1528626
Long
DBT
NUSS
AR
N
2
2025-04-12
Floating
73.6698
N
N
N
N
N
N
PSAV (AVSC HOLDING CORP)
549300CLJBQ9YSR4U689
AVSC HOLDING CORP 2020 TERM LOAN B1
00241YAT1
6935415.820000
PA
USD
6791852.710000
2.2846225
Long
LON
CORP
US
N
2
2025-03-03
Floating
8.6817
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR
74514L3T2
315609.290000
PA
USD
159382.690000
0.0536127
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
6265000.000000
PA
USD
3187318.750000
1.0721405
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
3259835.650000
PA
USD
1369130.970000
0.4605441
Long
DBT
MUN
PR
N
2
2051-11-01
Fixed
0
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS5
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4
75156YAD1
102426.010000
PA
USD
96720.460000
0.0325345
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.71043
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
02154CAH6
1105000.000000
PA
USD
857149.380000
0.2883253
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TRUST 2007-A9
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5
761143AE6
1161289.450000
PA
USD
505223.850000
0.1699456
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.25
Y
N
N
N
N
N
RESIDENTIAL ASSET SECUR TR 2007-A7
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1
76114QAA3
619954.050000
PA
USD
268710.400000
0.0903880
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL ASSET SECUR TRUST 2005-A15
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2
45660L4H9
374708.640000
PA
USD
153007.100000
0.0514681
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.75
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTG SEC I 2006-S8
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15
74957XAQ8
46305.470000
PA
USD
33925.180000
0.0114116
Long
ABS-MBS
CORP
US
N
3
2036-09-25
Fixed
6
Y
N
N
N
N
N
RESIDENTIAL FUNDING MTGE SEC 2007-S6
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11
762009AL2
593206.520000
PA
USD
450420.580000
0.1515111
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
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
854739.230000
PA
USD
863055.840000
0.2903121
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
5330617.240000
PA
USD
4461913.200000
1.5008846
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
714000.000000
PA
USD
671624.100000
0.2259188
Long
DBT
CORP
BM
N
2
2029-04-09
Floating
11.75
N
N
N
N
N
N
SEC ASSET BACKED REC LLC 2006-FR3
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2
813765AB0
3947390.110000
PA
USD
2124267.860000
0.7145547
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.43043
N
N
N
N
N
N
BRIGHTHOUSE HOLDINGS LLC
N/A
BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
10924BAA5
35000.000000
NS
USD
29575.000000
0.0099483
Long
EP
CORP
US
N
2
N
N
N
SLM STUDENT LOAN TRUST 2013-M1
N/A
SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A
78447T103
1360.000000
PA
USD
771841.040000
0.2596295
Long
ABS-O
CORP
US
N
3
2029-10-28
Fixed
0
N
N
N
N
N
N
SLM STUDENT LOAN TRUST-2007-4
N/A
SLM STUDENT LOAN TRUST SLMA 2007 4 R
78444A107
2000.000000
PA
USD
529362.910000
0.1780655
Long
ABS-O
CORP
US
N
3
2042-01-25
Fixed
0
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR
83368RBS0
400000.000000
PA
USD
407513.740000
0.1370782
Long
DBT
CORP
FR
N
2
2034-01-10
Floating
6.691
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A
83403Y104
2100000.000000
PA
USD
201037.830000
0.0676245
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
0
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A
78471C109
846000.000000
PA
USD
102910.800000
0.0346168
Long
ABS-O
CORP
US
N
3
2040-09-25
Fixed
0
N
N
N
N
N
N
SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)
549300YU2GGVCBN3MY89
OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375
ACI20N2N8
1400000.000000
PA
1070335.060000
0.3600360
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.375
N
N
N
N
N
N
SOUTH COAST FUNDING 3A
N/A
SOUTH COAST FUNDING SCF 3A A1A 144A
83743SAN6
5397852.250000
PA
USD
393130.980000
0.1322402
Long
ABS-CBDO
CORP
KY
N
2
2038-08-10
Floating
5.93686
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN
948FREII5
1277181.140000
PA
1358818.980000
0.4570753
Long
LON
CORP
LU
N
3
2026-06-30
Fixed
0.00000000193413
N
N
Y
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE
948FWKII5
6795426.460000
PA
4449103.010000
1.4965756
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
1015408.550000
PA
664808.490000
0.2236262
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
416546.570000
PA
USD
258734.940000
0.0870325
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
4.37803
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
86361QAD6
358221.540000
PA
USD
305213.960000
0.1026669
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.60489
Y
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC 2021 INCREMENTAL TERM LOAN B
74530DAG0
1390939.400000
PA
USD
1262277.510000
0.4246010
Long
LON
CORP
US
N
3
2027-02-12
Floating
9.4525
N
N
N
N
N
N
STUBHUB (PUG LLC)
N/A
PUG LLC USD TERM LOAN
74530DAC9
4619976.760000
PA
USD
4132707.810000
1.3901475
Long
LON
CORP
US
N
2
2027-02-12
Floating
8.717
N
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-1
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1
78473NAC7
32916.160000
PA
USD
28497.730000
0.0095860
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.05485
Y
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-2
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3
78473TAG5
211467.160000
PA
USD
129529.620000
0.0435708
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
4.15215
Y
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 02/31 1.8
78486QAF8
607000.000000
PA
USD
386049.170000
0.1298580
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
300000.000000
PA
USD
210484.150000
0.0708020
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
800000.000000
PA
USD
537092.670000
0.1806656
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
100000.000000
PA
USD
68000.000000
0.0228736
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
100000.000000
PA
USD
66000.000000
0.0222009
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
9072707.360000
PA
USD
8344078.230000
2.8067553
Long
LON
CORP
US
N
2
2027-05-13
Floating
12.2419
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
87331BAA0
133819.670000
PA
USD
116757.660000
0.0392746
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
5.70629
N
N
N
N
N
N
TABERNA PREFERRED FUNDING LTD 2006-5A
N/A
TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
87331BAB8
2509118.660000
PA
USD
2189206.030000
0.7363984
Long
ABS-CBDO
CORP
KY
N
2
2036-08-05
Floating
5.70629
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH INC DEL TERM LOAN B
87817JAE8
7031440.000000
PA
USD
6253586.950000
2.1035623
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
938VCRII9
4493557.800000
PA
USD
324876.460000
0.1092809
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 2
938VGTII1
109885.080000
PA
USD
7944.500000
0.0026723
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
1266615.390000
PA
USD
91574.100000
0.0308034
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
405857.060000
PA
USD
29342.760000
0.0098702
Long
LON
CORP
BR
N
3
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST 2018
N/A
THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL E 144A
88327HAN3
1620160.520000
PA
USD
1559494.100000
0.5245778
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
8.671
N
N
N
N
N
N
TOBACCO SETTLEMENT FINANCE AUTHORITY
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
88880LAB9
21900000.000000
PA
USD
2070577.110000
0.6964943
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
894355.000000
PA
USD
822820.020000
0.2767777
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
5339440.000000
PA
USD
5243330.080000
1.7637352
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
300000.000000
PA
USD
298180.700000
0.1003011
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
300000.000000
PA
USD
301358.340000
0.1013700
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 144A 08/33 VAR
225401AZ1
250000.000000
PA
USD
256253.400000
0.0861977
Long
DBT
CORP
CH
N
2
2033-08-12
Floating
6.537
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 11/33 VAR
225401BB3
250000.000000
PA
USD
299846.100000
0.1008613
Long
DBT
CORP
CH
N
2
2033-11-15
Floating
9.016
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED REGS 03/29 VAR
ACI2B33K5
140000.000000
PA
169426.030000
0.0569910
Long
DBT
CORP
CH
N
2
2029-03-01
Floating
7.75
N
N
N
N
N
N
UNIQUE PUB FINANCE CO PLC
213800FOMWLKHQTI5562
UNIQUE PUB FINANCE CO ASSET BACKED REGS 06/27 5.659
743541II7
167216.960000
PA
208149.940000
0.0700168
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.659
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912796CQ0
902000.000000
PA
USD
892569.400000
0.3002397
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
912797GS0
33000.000000
PA
USD
32665.960000
0.0109881
Long
DBT
UST
US
N
2
2023-09-12
None
0
N
N
N
N
N
N
AMSURG LLC
N/A
AMSURG LLC 2022 REVOLVER
03233AAE0
471149.970000
PA
USD
471760.700000
0.1586894
Long
LON
CORP
US
N
3
2026-07-20
Floating
11
N
N
N
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN
943TEZII7
9938396.290000
PA
USD
7325591.910000
2.4641600
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
5305388.580000
PA
USD
6326675.880000
2.1281477
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
4868000.000000
PA
USD
3302743.280000
1.1109666
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
1400000.000000
PA
USD
992170.760000
0.3337433
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.5
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. RENAL CARE, INC. 2019 TERM LOAN B
90290PAN4
8640265.490000
PA
USD
4053753.360000
1.3635891
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
2736985.250000
PA
USD
1284111.370000
0.4319454
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
2408000.000000
PA
USD
614040.000000
0.2065489
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
2001000.000000
PA
USD
2009664.330000
0.6760047
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
60000000.000000
PA
3953468.940000
1.3298557
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
151000.000000
PA
USD
13590.000000
0.0045714
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
12000.000000
PA
USD
1110.000000
0.0003734
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
7041324.680000
PA
USD
5774977.640000
1.9425692
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
2040000.000000
PA
USD
1658184.830000
0.5577751
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 01/28 4.5
92564RAK1
1280000.000000
PA
USD
1177369.220000
0.3960398
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.5
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875
92564RAL9
1800000.000000
PA
USD
1581232.820000
0.5318902
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
3104000.000000
PA
USD
3261347.190000
1.0970419
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
3865000.000000
PA
USD
3053350.000000
1.0270765
Long
DBT
CORP
US
N
2
2026-05-09
Fixed
8.5
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2
92925VAJ9
128005.270000
PA
USD
107295.120000
0.0360916
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.70406
Y
N
N
N
N
N
APIDOS CLO 2017-28A
N/A
APIDOS CLO LTD APID 2017 28A SUB 144A
03766YAB9
2200000.000000
PA
USD
617983.630000
0.2078754
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Variable
0
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR12
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
93363NAM7
191890.370000
PA
USD
167794.350000
0.0564421
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.71236
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR17
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A
92925DAD2
154160.750000
PA
USD
146662.590000
0.0493339
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
3.72701
N
N
N
N
N
N
WELLS FARGO MTGE BACKED SEC 2007-7
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1
94985JAA8
15261.170000
PA
USD
13383.140000
0.0045018
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
Y
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
INCORA PIK DELAYED DRAW TERM LOAN
948FMNII0
3212459.990000
PA
USD
3212459.990000
1.0805974
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 HOLDINGS SR SECURED 144A 11/26 10.5
950814AA1
13761262.000000
PA
USD
12522748.420000
4.2123635
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
947573.000000
PA
USD
921133.410000
0.3098480
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
602390.340000
PA
USD
366958.120000
0.1234362
Long
LON
CORP
US
N
2
2028-06-01
Fixed
10.2637
N
N
Y
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 TERM LOAN 1B
948EVXII1
46226.480000
PA
USD
20407.130000
0.0068645
Long
LON
CORP
US
N
3
2029-06-01
Fixed
13.9662
N
N
Y
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 TERM LOAN 2A
76770EAK3
45376.520000
PA
USD
3970.450000
0.0013356
Long
LON
CORP
US
N
3
2029-06-01
Fixed
13.4662
N
N
Y
N
N
N
WESTMORELAND MINING HOLDINGS LLC
N/A
WESTMORELAND COAL CO PIK TERM LOAN
96106JAE9
2198296.680000
PA
USD
1621243.800000
0.5453490
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
1341989.630000
PA
USD
1256444.500000
0.4226389
Long
LON
CORP
US
N
2
2027-09-21
Floating
11.4525
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN
948CQMII5
3130000.000000
PA
USD
3051750.000000
1.0265383
Long
LON
CORP
US
N
3
2027-02-23
Floating
9.2025
N
N
N
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
4700000.000000
PA
USD
3905609.290000
1.3137568
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
3228.000000
NS
USD
778274.280000
0.2617935
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
2159628.620000
PA
USD
2085402.180000
0.7014812
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
5100000.000000
PA
USD
4947000.000000
1.6640566
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
390000.000000
PA
USD
398833.500000
0.1341584
Long
DBT
CORP
BM
N
2
2025-06-06
Floating
9.75
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
348000.000000
PA
USD
348000.000000
0.1170592
Long
RA
US
N
2
Repurchase
N
2.4000000
2023-07-03
356600.000000
USD
354984.160000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO HSBC FR REVERSE REPO HSBC FR
000000000
-3187685.160000
PA
-3482696.930000
-1.1714989
Short
RA
FR
N
2
Reverse repurchase
N
3.7000000
2025-06-20
3774000.000000
EUR
3542978.360000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-548828.580000
PA
-600320.400000
-0.2019339
Short
RA
LU
N
2
Reverse repurchase
N
3.6000000
2025-06-07
700000.000000
EUR
623399.700000
EUR
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-662022.680000
PA
USD
-668011.780000
-0.2247037
Short
RA
US
N
2
Reverse repurchase
N
5.5200000
2023-07-11
1004000.000000
USD
674423.940000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-4873189.930000
PA
USD
-4899928.860000
-1.6482230
Short
RA
US
N
2
Reverse repurchase
N
5.9800000
2023-09-22
9568000.000000
USD
7208352.570000
USD
PLCMO
N
N
N
N/A
N/A
NOMURA REPO
000000000
20500000.000000
PA
USD
20500000.000000
6.8957268
Long
RA
US
N
2
Repurchase
N
5.0400000
2023-07-03
23372500.000000
USD
20595189.770000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
3100000.000000
PA
USD
3100000.000000
1.0427684
Long
RA
US
N
2
Repurchase
N
5.1800000
2023-07-03
3434900.000000
USD
3161047.240000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO BNP PARIBAS REPU REGIONS BANK
000000000
-715752.910000
PA
USD
-731816.590000
-0.2461662
Short
RA
US
N
2
Reverse repurchase
N
5.6500000
2023-10-17
1000000.000000
USD
745658.500000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-6382701.140000
PA
USD
-6495752.390000
-2.1850212
Short
RA
US
N
2
Reverse repurchase
N
5.4600000
2023-07-07
7447759.000000
USD
5320417.100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-715667.000000
PA
USD
-725381.580000
-0.2440016
Short
RA
US
N
2
Reverse repurchase
N
5.3700000
2023-08-03
900000.000000
USD
827837.730000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-3973404.340000
PA
USD
-3997006.360000
-1.3445007
Short
RA
US
N
2
Reverse repurchase
N
6.4800000
2023-08-28
6402000.000000
USD
5710170.090000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4182604.610000
PA
USD
-4239786.620000
-1.4261664
Short
RA
US
N
2
Reverse repurchase
N
5.5300000
2023-07-05
5371596.000000
USD
4975501.140000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-1515734.400000
PA
USD
-1532989.450000
-0.5156623
Short
RA
US
N
2
Reverse repurchase
N
5.5500000
2023-07-05
2005000.000000
USD
1761046.380000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-7121993.290000
PA
USD
-7247442.850000
-2.4378725
Short
RA
US
N
2
Reverse repurchase
N
5.5700000
2023-08-09
9443000.000000
USD
8720728.120000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4180954.380000
PA
USD
-4248387.250000
-1.4290594
Short
RA
US
N
2
Reverse repurchase
N
5.3700000
2023-08-11
5226000.000000
USD
4288690.490000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NATEXIS BANQUE REVERSE REPO
000000000
-4343485.000000
PA
USD
-4404619.550000
-1.4816124
Short
RA
US
N
2
Reverse repurchase
N
5.6300000
2023-10-02
5339440.000000
USD
5243330.080000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-608223.000000
PA
USD
-610453.150000
-0.2053423
Short
RA
US
N
2
Reverse repurchase
N
5.2800000
2023-07-31
700000.000000
USD
682505.110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-1062268.870000
PA
USD
-1079718.410000
-0.3631924
Short
RA
US
N
2
Reverse repurchase
N
5.2800000
2023-07-31
1204000.000000
USD
1265032.870000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-944604.000000
PA
USD
-945055.050000
-0.3178947
Short
RA
US
N
2
Reverse repurchase
N
5.7300000
2023-07-14
1200000.000000
USD
1138698.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-485390.090000
PA
USD
-489979.450000
-0.1648178
Short
RA
US
N
2
Reverse repurchase
N
5.4900000
2023-07-03
572000.000000
USD
500441.830000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-1985081.030000
PA
USD
-2004362.780000
-0.6742214
Short
RA
US
N
2
Reverse repurchase
N
5.6400000
2023-07-03
2800000.000000
USD
2458191.650000
USD
CDS
N
N
N
CBL & ASSOCIATES PROPERTIES INC
529900EIVFBRS4PUBZ13
CBL + ASSOCIATES PROPERTIES REIT USD.01
124830878
9309.000000
NS
USD
205170.360000
0.0690146
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2014948.930000
PA
USD
-2039641.020000
-0.6860882
Short
RA
US
N
2
Reverse repurchase
N
5.3800000
2023-07-12
2020000.000000
USD
2234338.740000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-5240878.000000
PA
USD
-5307967.050000
-1.7854776
Short
RA
US
N
2
Reverse repurchase
N
5.6200000
2023-10-12
6523739.160000
USD
5904536.190000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-1740157.800000
PA
USD
-1767792.430000
-0.5946446
Short
RA
US
N
2
Reverse repurchase
N
5.7600000
2023-09-20
2364000.000000
USD
2005851.150000
USD
CDS
N
N
N
N/A
N/A
BANCA MONTE DEI PASCHI DI SNR SE SP JPM
000000000
1.000000
NC
3034.100000
0.0010206
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
-2012.970000
EUR
100000.000000
EUR
5047.070000
N
N
N
ARGENT SECURITIES INC. 2006-W2
N/A
ARGENT SECURITIES INC. ARSI 2006 W2 A2B
040104RV5
5927078.170000
PA
USD
3296671.110000
1.1089241
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.53043
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 09/23 0.00000
ACI28ZVN1
35607829.770000
PA
72467.800000
0.0243765
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
165973736.500000
PA
335952.510000
0.1130067
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
-277.870000
-0.0000935
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
255618.750000
USD
234000.000000
EUR
2023-07-05
-277.870000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
-210057.530000
-0.0706585
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
51150563.100000
USD
46683000.000000
EUR
2023-07-05
-210057.530000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230802
000000000
1.000000
NC
1671.850000
0.0005624
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
278058.090000
USD
256000.000000
EUR
2023-08-02
1671.850000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BILLS 11/23 0.00000
ACI2GN714
137657300.740000
PA
284400.480000
0.0956658
Long
DBT
NUSS
AR
N
2
2023-11-23
None
0
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/30 VAR
ACI1QL1T4
1734804.000000
PA
USD
481408.110000
0.1619346
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 20230705
000000000
1.000000
NC
995.250000
0.0003348
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1270000.000000
EUR
1386819.680000
USD
2023-07-05
995.250000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230802
000000000
1.000000
NC
212124.680000
0.0713538
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
46683000.000000
EUR
51222408.240000
USD
2023-08-02
212124.680000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-7284.930000
-0.0024505
N/A
DFE
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
220000.000000
GBP
272114.920000
USD
2023-07-05
-7284.930000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA BONDS 07/35 VAR
ACI1QL1M9
1948000.000000
PA
USD
574660.000000
0.1933024
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
26000000.000000
PA
12499.980000
0.0042047
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
6187789.000000
PA
USD
2186702.750000
0.7355563
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
366359.000000
PA
USD
119781.080000
0.0402916
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
-1717.560000
-0.0005777
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
297627.400000
USD
233000.000000
GBP
2023-07-05
-1717.560000
N
N
N
N/A
N/A
SOLD CAD BOUGHT USD 20230816
000000000
1.000000
NC
-3775.470000
-0.0012700
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
693697.260000
CAD
520198.130000
USD
2023-08-16
-3775.470000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
2871657.000000
PA
USD
924730.990000
0.3110582
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.5
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-52762.870000
-0.0177482
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2911000.000000
EUR
3123721.330000
USD
2023-07-05
-52762.870000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
87.080000
0.0000293
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
98000.000000
GBP
124547.010000
USD
2023-07-05
87.080000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
040114HW3
114993.000000
PA
USD
34699.140000
0.0116720
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.5
N
N
N
N
N
N
N/A
N/A
SOLD PEN BOUGHT USD 20230814
000000000
1.000000
NC
-19991.780000
-0.0067248
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1069917.200000
PEN
273895.300000
USD
2023-08-14
-19991.780000
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20230705
000000000
1.000000
NC
4733.620000
0.0015923
N/A
DFE
BR
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
731145.670000
USD
3523537.230000
BRL
2023-07-05
4733.620000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230705
000000000
1.000000
NC
-85576.200000
-0.0287859
N/A
DFE
BR
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
3523537.230000
BRL
650303.090000
USD
2023-07-05
-85576.200000
N
N
N
N/A
N/A
ESKOM GG LOAN SNR EM SP DUB
000000000
1.000000
NC
USD
46955.540000
0.0157948
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
1500000.000000
USD
46955.540000
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20230705
000000000
1.000000
NC
6161.380000
0.0020725
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
732057.100000
USD
3534737.710000
BRL
2023-07-05
6161.380000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230705
000000000
1.000000
NC
-4748.670000
-0.0015973
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3534737.710000
BRL
733469.810000
USD
2023-07-05
-4748.670000
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20230905
000000000
1.000000
NC
-6032.320000
-0.0020291
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3573902.760000
BRL
732057.100000
USD
2023-09-05
-6032.320000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230714
000000000
1.000000
NC
-12973.690000
-0.0043640
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
23021000.000000
DOP
398461.270000
USD
2023-07-14
-12973.690000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230720
000000000
1.000000
NC
-11757.900000
-0.0039551
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
18368671.000000
DOP
316909.950000
USD
2023-07-20
-11757.900000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230727
000000000
1.000000
NC
-28971.360000
-0.0097453
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
43749305.000000
DOP
754887.960000
USD
2023-07-27
-28971.360000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230803
000000000
1.000000
NC
-2701.320000
-0.0009087
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
4125000.000000
DOP
71306.700000
USD
2023-08-03
-2701.320000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230803
000000000
1.000000
NC
-4699.990000
-0.0015810
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
7471000.000000
DOP
129339.750000
USD
2023-08-03
-4699.990000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230810
000000000
1.000000
NC
-1886.700000
-0.0006346
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3473722.000000
DOP
60446.200000
USD
2023-08-10
-1886.700000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20230811
000000000
1.000000
NC
-8891.170000
-0.0029908
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
18169007.000000
DOP
317068.480000
USD
2023-08-11
-8891.170000
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20230705
000000000
1.000000
NC
-1858.260000
-0.0006251
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
411058.390000
USD
375000.000000
EUR
2023-07-05
-1858.260000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-24026.780000
-0.0080821
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1174000.000000
EUR
1257042.420000
USD
2023-07-05
-24026.780000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-115115.860000
-0.0387223
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3582000.000000
GBP
4434021.680000
USD
2023-07-05
-115115.860000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-3190.530000
-0.0010732
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
134000.000000
GBP
166989.380000
USD
2023-07-05
-3190.530000
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A EXP 05DEC25
000000000
11872.000000
NC
USD
86072.000000
0.0289526
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
86072.000000
N
N
N
N/A
N/A
INTELSAT JACKSON HOLDINGS S A RIGHTS
000000000
11974.000000
NC
USD
56876.500000
0.0191319
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
56876.500000
N
N
N
N/A
N/A
INTELSAT EMERGENCE SA CALL EXP 17FEB27
000000000
68.000000
NC
USD
51.000000
0.0000172
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
-2266606.280000
N
N
N
N/A
N/A
INTELSAT EMERGENCE SA CALL EXP17FEB27
000000000
209.000000
NC
USD
365.750000
0.0001230
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
-862.120000
N
N
N
ASSET BACKED FUNDING CERT 2006-OPT2
N/A
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A3C
00075XAE7
903993.220000
PA
USD
892002.560000
0.3000491
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.30043
N
N
N
N
N
N
N/A
N/A
JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE
000000000
1.000000
NC
2360.340000
0.0007940
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
14055.270000
EUR
0.000000
EUR
200000.000000
EUR
-11694.930000
N
N
N
N/A
N/A
JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE
000000000
1.000000
NC
-8396.600000
-0.0028244
N/A
DCR
GB
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
JAGUAR LAND ROVER AUTOMO SR UNSEC REGS
Y
Single Leg Swap
2026-12-20
75917.260000
EUR
0.000000
EUR
1986000.000000
EUR
-84313.860000
N
N
N
N/A
N/A
SOLD CAD BOUGHT USD 20230816
000000000
1.000000
NC
-8384.850000
-0.0028205
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1140281.080000
CAD
852909.000000
USD
2023-08-16
-8384.850000
N
N
N
N/A
N/A
BOUGHT PEN SOLD USD 20230920
000000000
1.000000
NC
2167.650000
0.0007291
N/A
DFE
PE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
245122.740000
USD
902541.920000
PEN
2023-09-20
2167.650000
N
N
N
ASTOUND BROADBAND (RADIATE HOLDCO LLC)
5493000GQJ5RDX9DNJ71
RADIATE HOLDCO LLC 2021 TERM LOAN B
75025KAH1
1492424.240000
PA
USD
1249345.640000
0.4202510
Long
LON
CORP
US
N
2
2026-09-25
Floating
8.4775
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN SOLD USD 20230816
000000000
1.000000
NC
530.520000
0.0001785
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
121209.520000
USD
2100560.980000
MXN
2023-08-16
530.520000
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20230714
000000000
1.000000
NC
-72.450000
-0.0000244
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
11412.860000
MXN
593.150000
USD
2023-07-14
-72.450000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-662218.800000
-0.2227551
N/A
DFE
N/A
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
42832000.000000
EUR
46076074.260000
USD
2023-07-05
-662218.800000
N
N
N
2023-08-17
PIMCO Income Strategy Fund
/s/ Bijal Parikh
Bijal Parikh
Treasurer