0001450011-24-000269.txt : 20240227
0001450011-24-000269.hdr.sgml : 20240227
20240227132635
ACCESSION NUMBER: 0001450011-24-000269
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240227
DATE AS OF CHANGE: 20240227
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO ETF Trust
CENTRAL INDEX KEY: 0001450011
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22250
FILM NUMBER: 24684797
BUSINESS ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 949.720.6000
MAIL ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
0001450011
S000080425
PIMCO Multisector Bond Active Exchange-Traded Fund
C000242819
PIMCO Multisector Bond Active Exchange-Traded Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001450011
XXXXXXXX
S000080425
C000242819
PIMCO ETF Trust
811-22250
0001450011
5493004M9TBGFQUJ6D27
650 Newport Center Drive
Newport Beach
92660
(888) 400-4383
PIMCO Multisector Bond Active Exchange-Traded Fund
S000080425
5493000GFQP1EZBJDY50
2024-06-30
2023-12-31
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272118468.330000
287288105.880000
0.000000
0.000000
15830812.500000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
2925846.400000
0.000000
0.000000
2500486.860000
GBP
MXN
JPY
CZK
PEN
EUR
BRL
ZAR
AUD
USD
HUF
N
GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD
N/A
GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A
38090AAC2
1000000.000000
PA
USD
1000001.720000
0.348083
Long
ABS-CBDO
CORP
JE
N
2
2034-01-20
Floating
7.02689
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC SR UNSECURED 08/31 2.25
21036PBH0
100000.000000
PA
USD
84087.950000
0.0292696
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 11/29 VAR
61747YFH3
500000.000000
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USD
530237.400000
0.184566
Long
DBT
CORP
US
N
2
2029-11-01
Floating
6.407
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240216
000000000
1.000000
NC
-721.590000
-0.0002512
N/A
DFE
CN
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
245765.600000
CNY
34000.000000
USD
2024-02-16
-721.590000
N
N
N
CHARLES SCHWAB CORP/THE
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CHARLES SCHWAB CORP SR UNSECURED 05/34 VAR
808513CE3
430000.000000
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USD
444096.570000
0.154582
Long
DBT
CORP
US
N
2
2034-05-19
Floating
5.853
N
N
N
N
N
N
ELMWOOD CLO X LTD 2021-3A
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ELMWOOD CLO X LTD ELM10 2021 3A A 144A
29002VAA6
2000000.000000
PA
USD
2002530.220000
0.697046
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.71743
N
N
N
N
N
N
CLARIVATE (CAMELOT FINANCE SA)
N/A
CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5
13323AAB6
120000.000000
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USD
117245.420000
0.0408111
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.5
N
N
N
N
N
N
N/A
N/A
ZCS BRL 11.42 05/04/23-01/02/26 CME
000000000
1.000000
NC
67930.420000
0.0236454
N/A
DIR
BR
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2026-01-02
43144.950000
BRL
0.000000
BRL
15880000.000000
BRL
24785.470000
N
N
N
SIGNAL PEAK CLO 6 LTD 2018-5A
N/A
SIGNAL PEAK CLO, LLC SPEAK 2018 5A A 144A
56844YAA5
850973.970000
PA
USD
852172.230000
0.296626
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.74983
N
N
N
N
N
N
SEADRILL FINANCE LIMITED
213800WMN3OHFUDHD642
SEADRILL FINANCE LTD SECURED 144A 08/30 8.375
81172QAA2
400000.000000
PA
USD
417666.000000
0.145382
Long
DBT
CORP
BM
N
2
2030-08-01
Fixed
8.375
N
N
N
N
N
N
CHURCHILL DOWNS INCORPORATED
529900FODTBQC8MIS994
CHURCHILL DOWNS INC COMPANY GUAR 144A 04/27 5.5
171484AG3
60000.000000
PA
USD
59416.490000
0.0206818
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.5
N
N
N
N
N
N
N/A
N/A
SOLD TWD BOUGHT USD 20240229
000000000
1.000000
NC
-3199.820000
-0.0011138
N/A
DFE
TW
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2221025.000000
TWD
70179.000000
USD
2024-02-29
-3199.820000
N
N
N
CIFC FUNDING LTD 2017-4A
N/A
CIFC FUNDING LTD CIFC 2017 4A A1R 144A
12551JAL0
253117.520000
PA
USD
252927.680000
0.0880397
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
6.61008
N
N
N
N
N
N
N/A
N/A
NEWELL BRANDS INC SNR S* ICE
000000000
1.000000
NC
USD
-18225.690000
-0.006344
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
NEWELL BRANDS INC
NEWELL BRANDS INC SR UNSEC SMR
Y
Single Leg Swap
2028-06-20
0.000000
USD
-23697.100000
USD
200000.000000
USD
5471.410000
N
N
N
NASSAU LTD 2017-IIA
N/A
NASSAU 2017 II LTD NCC 2017 IIA AL 144A
631709AA0
699266.590000
PA
USD
700236.800000
0.24374
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
6.90548
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
01F050627
10700000.000000
PA
USD
10591328.230000
3.68666
Long
ABS-MBS
USGSE
US
N
2
2054-02-13
Fixed
5
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC COMPANY GUAR 144A 12/31 4.625
857691AH2
90000.000000
PA
USD
81241.600000
0.0282788
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.625
N
N
N
N
N
N
NEWFOLD DIGITAL HOLDINGS GROUP INC
549300UTQC2651SB0W88
NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75
650929AA0
200000.000000
PA
USD
215319.000000
0.0749488
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
11.75
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC.
20600GAJ5
1000000.000000
PA
USD
996743.800000
0.346949
Long
DBT
CORP
US
N
2
2024-01-18
None
0
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP SR UNSECURED 02/30 4.95
925650AC7
350000.000000
PA
USD
339958.500000
0.118334
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP
N/A
HILTON WORLDWIDE FIN LLC COMPANY GUAR 04/27 4.875
432891AK5
500000.000000
PA
USD
492847.850000
0.171552
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.875
N
N
N
N
N
N
STWD 2021-HTS MORTGAGE TRUST 2021-HTS
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A
78486DAA8
1438795.580000
PA
USD
1417132.640000
0.493279
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.52648
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2023-2
N/A
VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A
92539DAA6
434881.820000
PA
USD
436366.330000
0.151892
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Fixed
6.193
N
N
N
N
N
N
NXP BV / NXP FUNDING LLC / NXP USA INC
N/A
NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875
62954HAZ1
245000.000000
PA
USD
238790.470000
0.0831188
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
3.875
N
N
N
N
N
N
SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP
N/A
SITIO ROYAL OP / SIT FIN SR UNSECURED 144A 11/28 7.875
82983MAB6
300000.000000
PA
USD
311118.000000
0.108295
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
7.875
N
N
N
N
N
N
CIM TRUST 2019-R1
N/A
CIM TRUST CIM 2019 R1 A 144A
12555VAA3
1248742.290000
PA
USD
1107342.710000
0.385447
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
3.25
N
N
N
N
N
N
MADISON PARK FUNDING XVIII LTD 2015-18A
N/A
MADISON PARK FUNDING LTD MDPK 2015 18A ARR 144A
55819BAW0
488746.440000
PA
USD
488106.180000
0.169901
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
6.61354
N
N
N
N
N
N
PRKCM 2023-AFC3 TRUST
N/A
PRKCM TRUST PRKCM 2023 AFC3 A1 144A
693984AA4
970565.710000
PA
USD
986618.380000
0.343425
Long
ABS-MBS
CORP
US
N
2
2058-09-25
Fixed
6.584
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSECURED 11/24 2.625
29444UBC9
245000.000000
PA
USD
238742.410000
0.0831021
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
2.625
N
N
N
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20240109
000000000
1.000000
NC
-8883.520000
-0.0030922
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
994000.000000
GBP
1258160.470000
USD
2024-01-09
-8883.520000
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375
85205TAN0
250000.000000
PA
USD
273881.000000
0.0953332
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.375
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 02/27 5.875
62886HBE0
60000.000000
PA
USD
59519.540000
0.0207177
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.875
N
N
N
N
N
N
N/A
N/A
CALPINE CORPORATION SNR S* ICE
000000000
1.000000
NC
USD
38631.570000
0.013447
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
CALPINE CORPORATION
CALPINE CORP SR UNSEC 144A
Y
Single Leg Swap
2028-06-20
25386.540000
USD
0.000000
USD
425000.000000
USD
13245.030000
N
N
N
OBX 2023-NQM7 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A
67117XAA4
1164427.540000
PA
USD
1187887.260000
0.413483
Long
ABS-MBS
CORP
US
N
2
2063-04-25
Fixed
6.844
N
N
N
N
N
N
ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2
N/A
ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPF2 A 144A
449652AA4
1878000.000000
PA
USD
1874884.960000
0.652615
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
7.60681
N
N
N
N
N
N
DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC
N/A
DIAMOND FRGN/DIAMOND FIN SECURED 144A 10/30 8.5
25260WAD3
300000.000000
PA
USD
307034.100000
0.106873
Long
DBT
CORP
KY
N
2
2030-10-01
Fixed
8.5
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 03/27 3.65
03027XBV1
200000.000000
PA
USD
192499.070000
0.0670056
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65
N
N
N
N
N
N
JETBLUE 2020-1 CLASS A PASS THROUGH TRUST
N/A
JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4
477164AA5
401844.530000
PA
USD
368873.190000
0.128398
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
4
N
N
N
N
N
N
FORTRESS INVESTMENT GROUP (FINCO I LLC)
5493001RSEZ0X6VJMC68
FINCO I LLC 2023 TERM LOAN
31774BAF1
99500.000000
PA
USD
100039.290000
0.0348219
Long
LON
CORP
US
N
2
2029-06-27
Floating
8.3832
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC COMPANY GUAR 144A 10/30 3.75
366651AE7
335000.000000
PA
USD
296498.850000
0.103206
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95
013817AK7
425000.000000
PA
USD
444123.300000
0.154592
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20240202
000000000
1.000000
NC
14454.020000
0.0050312
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
266477.290000
USD
1366868.610000
BRL
2024-02-02
14454.020000
N
N
N
CHASE FUNDING MORTGAGE LOAN AS 2004-1
N/A
CHASE FUNDING MORTGAGE LOAN AS CFAB 2004 1 2A2
161546HZ2
1178069.280000
PA
USD
1144327.020000
0.39832
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
5.93043
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2022-LP2
N/A
BX TRUST BX 2022 LP2 A 144A
05610HAA1
243020.840000
PA
USD
238882.800000
0.083151
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.37471
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240105
000000000
1.000000
NC
-3.170000
-0.0000011
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4684.000000
USD
138284.580000
TRY
2024-01-05
-3.170000
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMPANY GUAR 07/48 5.2
682680AV5
100000.000000
PA
USD
93948.150000
0.0327017
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.2
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
549300G80QONCHILSF69
AXALTA COATING SYSTEMS COMPANY GUAR 144A 02/29 3.375
05453GAC9
60000.000000
PA
USD
53905.150000
0.0187634
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 08/28 VAR
38141GZU1
300000.000000
PA
USD
294835.930000
0.102627
Long
DBT
CORP
US
N
2
2028-08-23
Floating
4.482
N
N
N
N
N
N
WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45
960386AL4
60000.000000
PA
USD
57428.630000
0.0199899
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240327
000000000
1.000000
NC
-2320.510000
-0.0008077
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
211284.000000
USD
6663052.220000
TRY
2024-03-27
-2320.510000
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANS + INFRAST COMPANY GUAR 144A 05/28 5.5
34960PAD3
155000.000000
PA
USD
149181.840000
0.0519276
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.5
N
N
N
N
N
N
N/A
N/A
CDX IG41 5Y ICE
000000000
1.000000
NC
USD
3118797.870000
1.0856
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.41
Y
Single Leg Swap
2028-12-20
2778595.230000
USD
0.000000
USD
157800000.000000
USD
340202.640000
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875
00774MAM7
305000.000000
PA
USD
299294.850000
0.104179
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.875
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8
161175BU7
100000.000000
PA
USD
84417.660000
0.0293843
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.8
N
N
N
N
N
N
N/A
N/A
DEUTSCHE BANK REPO REPO
000000000
2000000.000000
PA
USD
2000000.000000
0.696165
Long
RA
US
N
2
Repurchase
N
5.150000
2024-01-02
2493000.000000
USD
2040754.220000
USD
UST
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC COMPANY GUAR 02/28 3.6
21036PAY4
200000.000000
PA
USD
192077.230000
0.0668587
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.6
N
N
N
N
N
N
INDEPENDENCE PLAZA TRUST 2018-INDP
N/A
INDEPENDENCE PLAZA TRUST IPT 2018 INDP A 144A
45378YAA2
1000000.000000
PA
USD
955868.600000
0.332721
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
3.763
N
N
N
N
N
N
ACADIA HEALTHCARE COMPANY INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5
00404AAP4
90000.000000
PA
USD
86746.400000
0.0301949
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5
N
N
N
N
N
N
KBC GROEP NV
213800X3Q9LSAKRUWY91
KBC GROUP NV SR UNSECURED 144A 01/29 VAR
48241FAB0
350000.000000
PA
USD
356201.430000
0.123988
Long
DBT
CORP
BE
N
2
2029-01-19
Floating
5.796
N
N
N
N
N
N
PRPM 2023-NQM2 TRUST
N/A
PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM2 A1 144A
74390KAK4
982069.080000
PA
USD
985398.690000
0.343
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Fixed
6.25
N
N
N
N
N
N
SLM CORP (SALLIE MAE)
N/A
SLM CORP SR UNSECURED 11/26 3.125
78442PGE0
275000.000000
PA
USD
256654.750000
0.0893371
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.125
N
N
N
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20240320
000000000
1.000000
NC
556.970000
0.0001939
N/A
DFE
ID
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
26000.000000
USD
408928000.000000
IDR
2024-03-20
556.970000
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC SR UNSECURED 09/25 4.05
09062XAF0
60000.000000
PA
USD
59052.030000
0.020555
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.05
N
N
N
N
N
N
BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL
N/A
BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5
11284DAC9
245000.000000
PA
USD
220802.580000
0.0768575
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.5
N
N
N
N
N
N
N/A
N/A
SOLD TWD BOUGHT USD 20240320
000000000
1.000000
NC
-1663.880000
-0.0005792
N/A
DFE
TW
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1969801.000000
TWD
63583.000000
USD
2024-03-20
-1663.880000
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240216
000000000
1.000000
NC
-1510.610000
-0.0005258
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
683119.350000
CNY
95000.000000
USD
2024-02-16
-1510.610000
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP SR UNSECURED 01/25 3.2
10112RAZ7
60000.000000
PA
USD
58365.010000
0.0203158
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.2
N
N
N
N
N
N
N/A
N/A
SOLD BRL BOUGHT USD 20240202
000000000
1.000000
NC
-22.560000
-0.0000079
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2316.810000
BRL
453.610000
USD
2024-02-02
-22.560000
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2023-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A
78450QAA1
434394.600000
PA
USD
435279.550000
0.151513
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
5.38
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-0.150000
-0.0000001
N/A
DFE
HU
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
3176.000000
HUF
9.000000
USD
2024-01-04
-0.150000
N
N
N
VENTURE 36 CLO LTD
N/A
VENTURE CDO LTD VENTR 2019 36A A1AR 144A
92332LAU3
500000.000000
PA
USD
498590.500000
0.173551
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.80743
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR
95000U3D3
1020000.000000
PA
USD
1025025.490000
0.356794
Long
DBT
CORP
US
N
2
2034-04-24
Floating
5.389
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A
89177EAA7
996907.470000
PA
USD
1006266.040000
0.350264
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Floating
6.47043
N
N
N
N
N
N
CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA
N/A
CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1
224939AA6
2500000.000000
PA
681858.620000
0.237343
Long
DBT
CORP
PE
N
3
2043-12-15
Fixed
10.1
N
N
N
N
N
N
NEUBERGER BERMAN CLO XV 2013-15A
N/A
NEUBERGER BERMAN CLO LTD NEUB 2013 15A A1R2 144A
64129KBE6
947915.490000
PA
USD
946091.070000
0.329318
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.57548
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-WMC1
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C
61744CXM3
440469.110000
PA
USD
425688.600000
0.148175
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.09043
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 1ST MORTGAGE 05/54 5.5
695114DA3
390000.000000
PA
USD
383549.080000
0.133507
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.5
N
N
N
N
N
N
CALIFORNIA STATE
N/A
CALIFORNIA ST CAS 03/38 FIXED OID 5.125
13063D3S5
155000.000000
PA
USD
156866.320000
0.0546024
Long
DBT
MUN
US
N
2
2038-03-01
Fixed
5.125
N
N
N
N
N
N
OCP CLO LTD 2014-7A
N/A
OCP CLO LTD OCP 2014 7A A1RR 144A
67107KAZ9
251634.050000
PA
USD
251773.220000
0.0876379
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.79743
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY PARTNERS LLC
N/A
HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/28 8.875
442722AB0
150000.000000
PA
USD
157597.350000
0.0548569
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.875
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A
46649JAA6
873417.720000
PA
USD
867223.350000
0.301865
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
6.52648
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 02/32 3.25
345370DA5
185000.000000
PA
USD
153942.480000
0.0535847
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMPANY GUAR 03/33 5.7
29250NBR5
590000.000000
PA
USD
613492.710000
0.213546
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.7
N
N
N
N
N
N
AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP/THE SR UNSECURED 06/28 5.45
00130HCH6
60000.000000
PA
USD
61037.030000
0.0212459
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45
N
N
N
N
N
N
BURFORD CAPITAL GLOBAL FINANCE LLC
549300JVAOO67CSCH406
BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/31 9.25
12116LAE9
120000.000000
PA
USD
127686.000000
0.0444453
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
9.25
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240424
000000000
1.000000
NC
-2355.740000
-0.00082
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
158461.000000
USD
5116864.150000
TRY
2024-04-24
-2355.740000
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
IMOLA MERGER CORP SR SECURED 144A 05/29 4.75
45258LAA5
305000.000000
PA
USD
290161.350000
0.101
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 11/28 VAR
06738ECD5
590000.000000
PA
USD
630888.820000
0.219601
Long
DBT
CORP
GB
N
2
2028-11-02
Floating
7.385
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI INC SR UNSECURED 09/26 1.45
12532HAC8
400000.000000
PA
USD
362999.300000
0.126354
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45
N
N
N
N
N
N
N/A
N/A
SOLD ZAR BOUGHT USD 20240119
000000000
1.000000
NC
-1497.460000
-0.0005212
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2967052.830000
ZAR
160487.520000
USD
2024-01-19
-1497.460000
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC
N/A
NATIONSTAR MTG HLD INC COMPANY GUAR 144A 11/31 5.75
63861CAE9
245000.000000
PA
USD
228789.150000
0.0796375
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75
N
N
N
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20240419
000000000
1.000000
NC
-11.110000
-0.0000039
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
8294.840000
MXN
468.900000
USD
2024-04-19
-11.110000
N
N
N
HERTZ VEHICLE FINANCING LLC 2022-1A
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A
42806MAJ8
2500000.000000
PA
USD
2390370.500000
0.832047
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
1.99
N
N
N
N
N
N
NLT 2023-1 TRUST
N/A
NMLT TRUST NLT 2023 1 A1 144A
62917MAA1
3800000.000000
PA
USD
3389975.820000
1.17999
Long
ABS-MBS
CORP
US
N
2
2062-10-25
Variable
3.2
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 A4
95000JAV0
500000.000000
PA
USD
477311.250000
0.166144
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Fixed
3.64
N
N
N
N
N
N
CREDIT ACCEP CORP MICH
N/A
CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625
225310AM3
60000.000000
PA
USD
59925.150000
0.0208589
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.625
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625
35640YAJ6
60000.000000
PA
USD
57324.190000
0.0199536
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP SR UNSECURED 04/30 2.25
74340XBM2
60000.000000
PA
USD
52487.010000
0.0182698
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 04/34 VAR
606822DC5
465000.000000
PA
USD
481963.450000
0.167763
Long
DBT
CORP
JP
N
2
2034-04-19
Floating
5.406
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/30 9.75
85205TAR1
300000.000000
PA
USD
322867.200000
0.112385
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
9.75
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA NOTES 144A 09/33 6.375
ACI2JSF94
150000.000000
PA
175420.440000
0.0610608
Long
DBT
NUSS
RO
N
2
2033-09-18
Fixed
6.375
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH LLC
N/A
LEGACY LIFEPOINT HEALTH SR SECURED 144A 02/27 4.375
53219LAS8
120000.000000
PA
USD
110918.280000
0.0386087
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.375
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45
35671DBC8
90000.000000
PA
USD
87702.760000
0.0305278
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45
N
N
N
N
N
N
GCAT 2023-NQM4 TRUST
N/A
GCAT GCAT 2023 NQM4 A1
36171FAA1
3200000.000000
PA
USD
2945671.360000
1.02534
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.25
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT SR UNSECURED 02/25 3.1
958667AB3
60000.000000
PA
USD
58427.230000
0.0203375
Long
DBT
CORP
US
N
2
2025-02-01
Variable
3.35
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
-1573.700000
-0.0005478
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
66000.000000
EUR
71303.810000
USD
2024-01-09
-1573.700000
N
N
N
BENCHMARK MORTGAGE TRUST 2018-B5
N/A
BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A3
08160BAC8
1300000.000000
PA
USD
1230291.530000
0.428243
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
3.9436
N
N
N
N
N
N
TRILLIUM CREDIT CARD TRUST II 2023-3A
N/A
TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A
89621ABT5
1000000.000000
PA
USD
1003901.400000
0.349441
Long
ABS-MBS
CORP
CA
N
2
2028-08-26
Floating
6.18808
N
N
N
N
N
N
SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)
549300YU2GGVCBN3MY89
OLYMPUS WTR US HLDG CORP SR SECURED 144A 11/28 9.75
25259KAA8
100000.000000
PA
USD
106264.300000
0.0369888
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSECURED 03/28 5.15
031162DP2
1000000.000000
PA
USD
1024162.700000
0.356493
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/28 2.3
68389XCD5
700000.000000
PA
USD
638253.490000
0.222165
Long
DBT
CORP
US
Y
2
2028-03-25
Fixed
2.3
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A
05377RHL1
1200000.000000
PA
USD
1226474.400000
0.426914
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
5.9
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3
694308HW0
600000.000000
PA
USD
560537.500000
0.195113
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3
N
N
N
N
N
N
PAGAYA AI DEBT TRUST 2023-3
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A
69548BAC3
1301890.750000
PA
USD
1317980.300000
0.458766
Long
ABS-O
CORP
US
N
2
2030-12-16
Variable
7.96209
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
N/A
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875
90931GAA7
187625.170000
PA
USD
190175.900000
0.0661969
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.875
N
N
N
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP SR UNSECURED 06/30 1.95
863667AY7
60000.000000
PA
USD
51329.790000
0.017867
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95
N
N
N
N
N
N
ICG US CLO 2018-3 LTD
N/A
ICG US CLO LTD ICG 2018 3A AR 144A
44932BAQ9
1000000.000000
PA
USD
998947.430000
0.347716
Long
ABS-CBDO
CORP
KY
N
2
2032-01-24
Floating
6.80008
N
N
N
N
N
N
IXIS REAL ESTATE CAPITAL TRUST 2006-HE1
N/A
IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A4
45071KDE1
160779.120000
PA
USD
83717.910000
0.0291408
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.07043
N
N
N
N
N
N
SCCU AUTO RECEIVABLES TRUST 2023-1A
N/A
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A
805922AE1
2600000.000000
PA
USD
2618597.540000
0.911488
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.7
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP
N/A
CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569
12513GBJ7
255000.000000
PA
USD
226488.450000
0.0788367
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.569
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC COMPANY GUAR 06/27 4.65
970648AL5
60000.000000
PA
USD
59399.960000
0.0206761
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.65
N
N
N
N
N
N
CARLYLE US CLO 2021-7 LTD
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 7A A1 144A
14316WAA7
1200000.000000
PA
USD
1198652.520000
0.41723
Long
ABS-CBDO
CORP
KY
N
2
2035-10-15
Floating
6.81548
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2023 TERM LOAN I
89364MBZ6
1097236.180000
PA
USD
1103605.640000
0.384146
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.5981
N
N
N
N
N
N
WEYERHAEUSER COMPANY
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO SR UNSECURED 03/32 7.375
962166BR4
90000.000000
PA
USD
104551.010000
0.0363924
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.375
N
N
N
N
N
N
GNRT-3A
N/A
GENERATE CLO LTD. GNRT 3A AR 144A
98625UAU6
1006532.720000
PA
USD
1006532.720000
0.350357
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
6.92743
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375
45174HBC0
125000.000000
PA
USD
106692.930000
0.037138
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-163.760000
-0.000057
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6147761.000000
HUF
17555.000000
USD
2024-01-04
-163.760000
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 2021 INCREMENTAL TERM LOAN B
P2121YAS7
248101.270000
PA
USD
248825.730000
0.0866119
Long
LON
CORP
US
N
2
2028-10-18
Floating
8.7204
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 02/25 6.125
26884LAH2
60000.000000
PA
USD
60304.500000
0.0209909
Long
DBT
CORP
US
N
2
2025-02-01
Variable
6.125
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON + CO SR UNSECURED 02/31 1.957
075887CL1
60000.000000
PA
USD
50028.510000
0.0174141
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.957
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-2037.360000
-0.0007092
N/A
DFE
HU
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
61618751.000000
HUF
175557.000000
USD
2024-01-04
-2037.360000
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 04/26 5
222070AE4
152000.000000
PA
USD
149693.710000
0.0521058
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5
N
N
N
N
N
N
ARROWMARK COLORADO HOLDINGS 2017-6A
N/A
ELEVATION CLO LTD AWPT 2017 6A A1 144A
28622PAA1
169533.990000
PA
USD
169649.340000
0.059052
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
6.93548
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625
432833AN1
114000.000000
PA
USD
99627.310000
0.0346785
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.625
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST 2020-B16
N/A
BENCHMARK MORTGAGE TRUST BMARK 2020 B16 A5
08161NAF4
1400000.000000
PA
USD
1230810.280000
0.428424
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.732
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTION COMPANY GUAR 144A 07/27 5
14879EAE8
60000.000000
PA
USD
58031.830000
0.0201999
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5
N
N
N
N
N
N
TIAA CLO IV LTD 2018-1A
N/A
TIAA CLO LTD TIA 2018 1A A1A 144A
88631YAA5
1800000.000000
PA
USD
1798659.320000
0.626082
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.90743
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR UNSECURED 05/30 3.49
05971KAF6
365000.000000
PA
USD
328428.960000
0.11432
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC SR UNSECURED 03/26 1.5
036752AR4
725000.000000
PA
USD
676451.480000
0.235461
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.5
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 08/33 VAR
225401AZ1
60000.000000
PA
USD
64066.640000
0.0223005
Long
DBT
CORP
CH
N
2
2033-08-12
Floating
6.537
N
N
N
N
N
N
STEELE CREEK CLO LTD 2014-1
N/A
STEELE CREEK CLO LTD STCR 2014 1RA A 144A
85816WAC8
1802917.470000
PA
USD
1805544.750000
0.628479
Long
ABS-CBDO
CORP
KY
N
2
2031-04-21
Floating
6.74354
N
N
N
N
N
N
TAPESTRY INC (AKA COACH INC)
549300LJNVY5SW3VTN33
TAPESTRY INC SR UNSECURED 11/30 7.7
876030AE7
350000.000000
PA
USD
368730.550000
0.128349
Long
DBT
CORP
US
N
2
2030-11-27
Fixed
7.7
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75
91911TAQ6
60000.000000
PA
USD
55284.360000
0.0192435
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD SR UNSECURED 144A 12/28 9.25
380355AH0
250000.000000
PA
USD
267215.000000
0.0930129
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
9.25
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 01/29 9.25
780153BR2
675000.000000
PA
USD
726487.650000
0.252878
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC SR UNSECURED 144A 10/27 4.75
019736AE7
60000.000000
PA
USD
58013.560000
0.0201935
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
01F052615
-10100000.000000
PA
USD
-10144187.500000
-3.53102
Short
ABS-MBS
USGSE
US
N
2
2054-01-16
Fixed
5.5
N
N
N
N
N
N
N/A
N/A
BOUGHT INR SOLD USD 20240320
000000000
1.000000
NC
52.170000
0.0000182
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
46347.000000
USD
3874701.890000
INR
2024-03-20
52.170000
N
N
N
SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)
549300UATVPGSLE43Z27
SYNCHRONY BANK SR UNSECURED 08/25 5.4
87166FAD5
185000.000000
PA
USD
182326.300000
0.0634646
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.4
N
N
N
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20240320
000000000
1.000000
NC
181.580000
0.0000632
N/A
DFE
ID
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
28000.000000
USD
433944000.000000
IDR
2024-03-20
181.580000
N
N
N
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
N/A
TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5
87612BBG6
60000.000000
PA
USD
59311.030000
0.0206451
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5
N
N
N
N
N
N
N/A
N/A
SOLD ZAR BOUGHT USD 20240119
000000000
1.000000
NC
-19381.040000
-0.0067462
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8777224.540000
ZAR
459807.770000
USD
2024-01-19
-19381.040000
N
N
N
N/A
N/A
BOUGHT INR SOLD USD 20240320
000000000
1.000000
NC
90.280000
0.0000314
N/A
DFE
IN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
44477.000000
USD
3721724.170000
INR
2024-03-20
90.280000
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 B
80287DAD9
500000.000000
PA
USD
509461.550000
0.177335
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
5.98
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-570.150000
-0.0001985
N/A
DFE
HU
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
14243944.000000
HUF
40483.000000
USD
2024-01-04
-570.150000
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1A
N/A
TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2023 1A A 144A
89231WAA1
400000.000000
PA
USD
404157.120000
0.14068
Long
ABS-O
CORP
US
N
2
2036-06-25
Fixed
4.93
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 10/30 3
15135BAW1
400000.000000
PA
USD
346921.390000
0.120757
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3
N
N
N
N
N
N
ALLEGRO CLO VII LTD 2018-1A
N/A
ALLEGRO CLO LTD ALLEG 2018 1A A 144A
01750CAA1
2616146.930000
PA
USD
2615750.170000
0.910497
Long
ABS-CBDO
CORP
KY
N
2
2031-06-13
Floating
6.75548
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-5374.070000
-0.0018706
N/A
DFE
HU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
126600742.000000
HUF
359508.000000
USD
2024-01-04
-5374.070000
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL SR UNSECURED 06/26 3.125
571903AS2
60000.000000
PA
USD
57683.010000
0.0200785
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.125
N
N
N
N
N
N
CREDIT ACCEP CORP MICH
N/A
CREDIT ACCEPTANC COMPANY GUAR 144A 12/28 9.25
225310AQ4
400000.000000
PA
USD
426880.000000
0.14859
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.25
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
-1360.250000
-0.0004735
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
136000.000000
EUR
148811.590000
USD
2024-01-09
-1360.250000
N
N
N
SAXON ASSET SECURITIES TRUST 2007-3
N/A
SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3
80557BAD6
670936.860000
PA
USD
613087.340000
0.213405
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.87043
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PMTS INC
37961CAJ1
1000000.000000
PA
USD
996612.310000
0.346903
Long
DBT
CORP
US
N
2
2024-01-18
None
0
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875
92328MAC7
475000.000000
PA
USD
403107.900000
0.140315
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.875
N
N
N
N
N
N
N/A
N/A
VERIZON COMMUNICATIONS INC SNR S* ICE
000000000
1.000000
NC
USD
1201.700000
0.0004183
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
VERIZON COMMUNICATIONS INC
VERIZON COMMUNICATIONS SR UNSEC
Y
Single Leg Swap
2028-12-20
473.680000
USD
0.000000
USD
100000.000000
USD
728.020000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/28 4
36168QAL8
60000.000000
PA
USD
55501.060000
0.019319
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4
N
N
N
N
N
N
N/A
N/A
BOUGHT INR SOLD USD 20240320
000000000
1.000000
NC
173.100000
0.0000603
N/A
DFE
IN
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
109098.420000
USD
9125046.400000
INR
2024-03-20
173.100000
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC SR UNSECURED 06/25 4.875
651229BB1
185000.000000
PA
USD
182108.560000
0.0633888
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240216
000000000
1.000000
NC
-419.640000
-0.0001461
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
165768.360000
CNY
23000.000000
USD
2024-02-16
-419.640000
N
N
N
N/A
N/A
BOUGHT TWD SOLD USD 20240313
000000000
1.000000
NC
23789.480000
0.0082807
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
770000.000000
USD
23985500.000000
TWD
2024-03-13
23789.480000
N
N
N
N/A
N/A
31750N7G5 PIMCO PUT USD VS TWD 31.15
000000000
-1500000.000000
NC
USD
-50847.000000
-0.017699
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
254900HROIFWPRGM1V77
USD - TWD
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2024-03-11
N/A
31.150000
USD
2024-03-11
XXXX
-30807.000000
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC SR SECURED 144A 02/29 6.25
46266TAE8
250000.000000
PA
USD
261299.250000
0.0909537
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 B
80286PAD3
500000.000000
PA
USD
511685.700000
0.178109
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
6.16
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 01/27 2.75
03027XAX8
575000.000000
PA
USD
539396.630000
0.187755
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP SR UNSECURED 04/26 3.4
30161NAU5
305000.000000
PA
USD
295440.050000
0.102838
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.4
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST 2023-DSC2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A
46657BAA2
481921.810000
PA
USD
473934.680000
0.164968
Long
ABS-MBS
CORP
US
N
2
2063-11-25
Variable
5.25
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273LAB1
500000.000000
PA
USD
498952.060000
0.173677
Long
DBT
CORP
US
N
2
2024-01-11
None
0
N
N
N
N
N
N
TRINITAS CLO VIII LTD
N/A
TRINITAS CLO LTD TRNTS 2018 8A A 144A
89642RAA5
1985964.840000
PA
USD
1987184.380000
0.691704
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.77743
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO SR UNSECURED 07/26 3.25
842587CV7
200000.000000
PA
USD
193053.040000
0.0671984
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25
N
N
N
N
N
N
AMERIQUEST MTGE SECURITIES INC 2005-R5
N/A
AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M4
03072SE50
363649.320000
PA
USD
358123.340000
0.124657
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
6.41543
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMPANY GUAR 06/25 4.3
49456BAF8
60000.000000
PA
USD
59298.440000
0.0206408
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.3
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
MEXICAN UDIBONOS BONDS 11/28 4
ACI0TJTX9
23952555.000000
PA
1379405.370000
0.480147
Long
DBT
NUSS
MX
N
2
2028-11-30
Fixed
4
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2023-INV3
N/A
VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A
92540CAA5
1493550.200000
PA
USD
1523087.250000
0.53016
Long
ABS-MBS
CORP
US
N
2
2068-11-25
Variable
6.876
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC COMPANY GUAR 144A 02/29 3.25
436440AP6
200000.000000
PA
USD
181549.880000
0.0631944
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25
N
N
N
N
N
N
SYNCHRONY CARD ISSUANCE TRUST 2022-A1
N/A
SYNCHRONY CARD ISSUANCE TRUST SYNIT 2022 A1 A
87166PAG6
2700000.000000
PA
USD
2641650.300000
0.919513
Long
ABS-MBS
CORP
US
N
2
2028-04-15
Fixed
3.37
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 10/29 5.5
02156LAH4
485000.000000
PA
USD
380911.430000
0.132589
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.5
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2020-1
N/A
VERUS SECURITIZATION TRUST VERUS 2020 1 A1 144A
92536PAA2
457149.330000
PA
USD
438286.160000
0.15256
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.417
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2023-AA
N/A
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A
64032PAB8
441203.810000
PA
USD
447821.340000
0.155879
Long
ABS-O
CORP
US
N
2
2041-02-20
Fixed
6.64
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 12/46 5.291
345370CS7
200000.000000
PA
USD
176438.020000
0.061415
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.291
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-2RA
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 2RA A1 144A
14314LAC9
1009128.930000
PA
USD
1008143.160000
0.350917
Long
ABS-CBDO
CORP
KY
N
2
2031-05-15
Floating
6.69133
N
N
N
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75
958102AM7
147000.000000
PA
USD
144311.120000
0.0502322
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 03/32 3.625
404119CK3
300000.000000
PA
USD
268373.920000
0.0934163
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.625
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A
N/A
ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A
682696AA7
2500000.000000
PA
USD
2306238.250000
0.802762
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 02/27 4.5
404119BU2
935000.000000
PA
USD
924538.950000
0.321816
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.5
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 07/33 5.55
03027XCD0
100000.000000
PA
USD
103536.010000
0.0360391
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.55
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD SR SECURED 144A 02/28 5
91832VAA2
155000.000000
PA
USD
148558.840000
0.0517108
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5
N
N
N
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20240320
000000000
1.000000
NC
439.770000
0.0001531
N/A
DFE
ID
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
23000.000000
USD
360928880.000000
IDR
2024-03-20
439.770000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/29 VAR
06051GLG2
750000.000000
PA
USD
755120.300000
0.262844
Long
DBT
CORP
US
N
2
2029-04-25
Floating
5.202
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20240103
000000000
1.000000
NC
473.420000
0.0001648
N/A
DFE
BR
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
29000.000000
USD
143170.100000
BRL
2024-01-03
473.420000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/34 VAR
06051GLH0
1150000.000000
PA
USD
1153263.870000
0.401431
Long
DBT
CORP
US
N
2
2034-04-25
Floating
5.288
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 08/43 4.375
912810TU2
3441100.000000
PA
USD
3513685.700000
1.22305
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.375
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 03/28 4.3
126650CX6
630000.000000
PA
USD
619710.490000
0.215711
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3
N
N
N
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20240320
000000000
1.000000
NC
44.240000
0.0000154
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
14000.000000
USD
216255200.000000
IDR
2024-03-20
44.240000
N
N
N
CSMC TRUST 2019-RPL1
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL1 A1A 144A
12596MAB2
807962.730000
PA
USD
786947.380000
0.273923
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
3.65
N
N
N
N
N
N
PAGAYA AI DEBT TRUST 2023-7
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A
69548RAA2
700000.000000
PA
USD
702342.060000
0.244473
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
7.228
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240216
000000000
1.000000
NC
-213.560000
-0.0000743
N/A
DFE
CN
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
79371.600000
CNY
11000.000000
USD
2024-02-16
-213.560000
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 09/30 2.25
337932AP2
90000.000000
PA
USD
75906.720000
0.0264218
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR SR UNSECURED 03/26 5.55
674599DC6
245000.000000
PA
USD
246924.480000
0.0859501
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 07/26 3.125
61761J3R8
250000.000000
PA
USD
239463.820000
0.0833532
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.125
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240216
000000000
1.000000
NC
-1037.870000
-0.0003613
N/A
DFE
CN
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
2236972.500000
CNY
315000.000000
USD
2024-02-16
-1037.870000
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95
44409MAD8
300000.000000
PA
USD
265512.870000
0.0924204
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.95
N
N
N
N
N
N
TRESTLES CLO II LTD
N/A
TRESTLES CLO LTD TREST 2018 2A A1 144A
89531MAA0
955732.120000
PA
USD
956800.010000
0.333045
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
6.72983
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25
30161MAS2
120000.000000
PA
USD
116666.430000
0.0406096
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25
N
N
N
N
N
N
N/A
N/A
RFR JPY MUTK/0.85000 09/20/23-10Y LCH
000000000
1.000000
NC
-12499.730000
-0.0043509
N/A
DIR
JP
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
BOJ Overnight Call Rate TONAR
Y
2033-09-20
30921.610000
JPY
0.000000
JPY
360000000.000000
JPY
-43421.340000
N
N
N
CROSS 2023-H1 MORTGAGE TRUST
N/A
CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A
22758CAA9
471328.370000
PA
USD
476171.650000
0.165747
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Fixed
6.615
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240108
000000000
1.000000
NC
-3.270000
-0.0000011
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
10384.000000
USD
307443.350000
TRY
2024-01-08
-3.270000
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP SR SECURED 144A 02/28 4.5
131347CM6
300000.000000
PA
USD
285532.410000
0.0993889
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.5
N
N
N
N
N
N
N/A
N/A
IRS EUR 2.75000 03/20/24-30Y LCH
000000000
1.000000
NC
-104020.810000
-0.0362078
N/A
DIR
N/A
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
Euribor 6 Month ACT/360
Y
2054-03-20
0.000000
EUR
-58521.690000
EUR
1000000.000000
EUR
-45499.120000
N
N
N
ELECTRICITE DE FRANCE SA (EDF)
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875
268317AV6
100000.000000
PA
USD
92646.800000
0.0322487
Long
DBT
CORP
FR
N
2
2038-09-21
Fixed
4.875
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FIN SVCS INC COMPANY GUAR 144A 12/29 7.875
70932MAD9
350000.000000
PA
USD
360780.700000
0.125582
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.875
N
N
N
N
N
N
N/A
N/A
SOLD CZK BOUGHT USD 20240320
000000000
1.000000
NC
-261.440000
-0.000091
N/A
DFE
CZ
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
1009355.220000
CZK
44780.920000
USD
2024-03-20
-261.440000
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-1755.320000
-0.000611
N/A
DFE
HU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
71363554.000000
HUF
203925.000000
USD
2024-01-04
-1755.320000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 03/34 VAR
639057AH1
300000.000000
PA
USD
315299.060000
0.10975
Long
DBT
CORP
GB
N
2
2034-03-02
Floating
6.016
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/28 5.75
25470XBF1
525000.000000
PA
USD
419724.380000
0.146099
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
CONTINENTAL RESOURCES INC
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375
212015AS0
60000.000000
PA
USD
58141.410000
0.020238
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.375
N
N
N
N
N
N
HEICO CORPORATION
529900O1DTDLCJ7L0I14
HEICO CORP COMPANY GUAR 08/28 5.25
422806AA7
250000.000000
PA
USD
255424.940000
0.088909
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25
N
N
N
N
N
N
CRB SECURITIZATION TRUST 2023-1
N/A
CRB SECURITIZATION TRUST CRB 2023 1 A 144A
12670DAA3
500247.190000
PA
USD
506256.360000
0.176219
Long
ABS-O
CORP
US
N
2
2033-10-20
Fixed
6.96
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC
N/A
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A
76089RAA2
1184846.360000
PA
USD
1192467.770000
0.415077
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
7.13
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
-2913.260000
-0.0010141
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
470000.000000
EUR
516062.960000
USD
2024-01-09
-2913.260000
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8
ACI0725J7
22750000.000000
PA
1144644.940000
0.398431
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8
N
N
N
N
N
N
TIAA CLO III LTD 2017-2A
N/A
TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A
87272HAA8
891330.950000
PA
USD
891604.080000
0.310352
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
6.80548
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST 2023-DSC1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A
46656NAA7
1888387.400000
PA
USD
1783448.770000
0.620788
Long
ABS-MBS
CORP
US
N
2
2063-07-25
Variable
4.625
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMWARE LLC SR UNSECURED 08/31 2.2
928563AL9
400000.000000
PA
USD
331667.580000
0.115448
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.2
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/31 3.625
097023DC6
200000.000000
PA
USD
185854.950000
0.0646929
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.625
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR
80281LAG0
600000.000000
PA
USD
564325.730000
0.196432
Long
DBT
CORP
GB
N
2
2028-11-03
Floating
3.823
N
N
N
N
N
N
LCM XVII LP 17A
N/A
LCM LTD PARTNERSHIP LCM 17A A1AR 144A
50190AAK8
1000000.000000
PA
USD
998952.610000
0.347718
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.78548
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2023-2
N/A
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A
17295FAD6
1000000.000000
PA
USD
1014801.200000
0.353235
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.83
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 11/36 3.187
11135FBQ3
395000.000000
PA
USD
320308.020000
0.111494
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.187
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5
785592AX4
600000.000000
PA
USD
586619.110000
0.204192
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.5
N
N
N
N
N
N
HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)
N/A
HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375
418751AE3
60000.000000
PA
USD
56429.650000
0.0196422
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.375
N
N
N
N
N
N
PAGAYA AI DEBT TRUST 2023-6
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A
69547UAA6
570665.970000
PA
USD
571955.100000
0.199088
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
7.128
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T MOBILE USA INC COMPANY GUAR 04/30 3.875
87264ABF1
500000.000000
PA
USD
474280.900000
0.165089
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
NIELSEN (NEPTUNE BIDCO US INC)
549300VG15T3VCYZ4531
NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29
640695AA0
185000.000000
PA
USD
172663.770000
0.0601013
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A
N/A
EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B
30166TAD5
1000000.000000
PA
USD
1007403.800000
0.35066
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
6.31
N
N
N
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO SR UNSECURED 06/27 3.45
824348AW6
60000.000000
PA
USD
57968.370000
0.0201778
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45
N
N
N
N
N
N
N/A
N/A
SOLD TWD BOUGHT USD 20240320
000000000
1.000000
NC
-552.900000
-0.0001925
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
831821.000000
TWD
27000.000000
USD
2024-03-20
-552.900000
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
01F060618
-5600000.000000
PA
USD
-5686625.000000
-1.97942
Short
ABS-MBS
USGSE
US
N
2
2054-01-16
Fixed
6
N
N
N
N
N
N
N/A
N/A
SOLD PEN BOUGHT USD 20240122
000000000
1.000000
NC
-267.590000
-0.0000931
N/A
DFE
PE
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
156334.530000
PEN
41969.000000
USD
2024-01-22
-267.590000
N
N
N
COGENT COMMUNICATIONS GROUP INC
549300KFWFYF8Q1U0Y26
COGENT COMMUNICATIONS GR COMPANY GUAR 144A 06/27 7
19240CAE3
90000.000000
PA
USD
90534.150000
0.0315134
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7
N
N
N
N
N
N
PRPM 2023-NQM3 TRUST
N/A
PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM3 A1 144A
69380TAA9
2100000.000000
PA
USD
2110823.610000
0.734741
Long
ABS-MBS
CORP
US
N
2
2068-11-25
Fixed
6.221
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25
983130AX3
345000.000000
PA
USD
336003.570000
0.116957
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC 2023-1A
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A
42806MBS7
500000.000000
PA
USD
502313.900000
0.174847
Long
ABS-O
CORP
US
N
2
2027-06-25
Fixed
5.49
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75
18539UAD7
185000.000000
PA
USD
163165.500000
0.0567951
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75
N
N
N
N
N
N
AIMCO CLO SERIES 2018-B
N/A
AIMCO AIMCO 2018 BA AR 144A
00900PAL9
2400000.000000
PA
USD
2400092.590000
0.83543
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
6.75548
N
N
N
N
N
N
HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)
N/A
HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8
418751AL7
450000.000000
PA
USD
469167.300000
0.163309
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2021-P1
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P1 A4
14687BAH9
2500000.000000
PA
USD
2393542.250000
0.833151
Long
ABS-O
CORP
US
N
2
2027-01-11
Fixed
0.86
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN COMPANY GUAR 144A 12/29 8.25
81180WBH3
60000.000000
PA
USD
64755.720000
0.0225403
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
8.25
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-792.000000
-0.0002757
N/A
DFE
HU
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
25256511.000000
HUF
72001.000000
USD
2024-01-04
-792.000000
N
N
N
CROWN CASTLE INTERNATIONAL CORP (CCI)
54930012H97VSM0I2R19
CROWN CASTLE INC SR UNSECURED 07/26 1.05
22822VAV3
475000.000000
PA
USD
428813.920000
0.149263
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA SUBORDINATED 144A 04/34 VAR
904678AQ2
90000.000000
PA
USD
92643.000000
0.0322474
Long
DBT
CORP
IT
N
2
2034-04-02
Floating
7.296
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 12/45 6.125
29273RBJ7
335000.000000
PA
USD
338158.670000
0.117707
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 04/28 1.25
91282CGW5
17749097.240000
PA
USD
17292660.210000
6.01927
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75
573874AP9
300000.000000
PA
USD
310167.520000
0.107964
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.75
N
N
N
N
N
N
COLT 2022-7 MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2022 7 A1 144A
12663GAA5
808892.450000
PA
USD
789943.500000
0.274966
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
5.162
N
N
N
N
N
N
N/A
N/A
BOMBARDIER INC SNR S* ICE
000000000
1.000000
NC
USD
6621.130000
0.0023047
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
BOMBARDIER INC
BOMBARDIER INC SR UNSEC REGS
Y
Single Leg Swap
2028-06-20
4451.690000
USD
0.000000
USD
100000.000000
USD
2169.440000
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC COMPANY GUAR 08/29 3.15
21036PBE7
450000.000000
PA
USD
418571.610000
0.145698
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15
N
N
N
N
N
N
SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)
549300YU2GGVCBN3MY89
OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25
681639AA8
290000.000000
PA
USD
261278.260000
0.0909464
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.25
N
N
N
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP SR SECURED 02/29 2.85
958102AQ8
219000.000000
PA
USD
188765.080000
0.0657058
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85
N
N
N
N
N
N
ATLAS (RAND PARENT LLC)
N/A
RAND PARENT LLC SR SECURED 144A 02/30 8.5
753272AA1
60000.000000
PA
USD
57445.840000
0.0199959
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL QH2745 FR 10/53 FIXED 6
3133CFBN8
179228.020000
PA
USD
183289.490000
0.0637999
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5
737446AR5
215000.000000
PA
USD
192967.080000
0.0671685
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.5
N
N
N
N
N
N
CIM TRUST 2023-I2
N/A
CIM TRUST CIM 2023 I2 A1 144A
12570HAA5
465792.550000
PA
USD
470337.990000
0.163716
Long
ABS-MBS
CORP
US
N
2
2067-12-25
Fixed
6.639
N
N
N
N
N
N
AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST
N/A
AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2
023765AA8
155135.000000
PA
USD
141463.980000
0.0492412
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.2
N
N
N
N
N
N
RAISING CANES RESTAURANTS LLC
254900V6ADXFWHYOED66
RAISING CANE S RESTAURAN SR UNSECURED 144A 05/29 9.375
75103AAA3
400000.000000
PA
USD
427373.600000
0.148761
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.375
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 05/37 4.926
11135FBV2
520000.000000
PA
USD
503561.560000
0.175281
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.926
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST 2020-2A
N/A
ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A
26829HAA4
1120818.090000
PA
USD
1118409.230000
0.389299
Long
ABS-O
CORP
US
N
2
2069-11-25
Floating
6.60191
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL INC
529900JYGMS9CW9IQX78
ZF NA CAPITAL COMPANY GUAR 144A 04/30 7.125
98877DAE5
90000.000000
PA
USD
96026.310000
0.0334251
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.125
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2
N/A
SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A1 144A
81378GAA6
941981.650000
PA
USD
887706.550000
0.308995
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.73043
N
N
N
N
N
N
RTX CORPORATION
I07WOS4YJ0N7YRFE7309
RTX CORP SR UNSECURED 03/27 3.5
75513ECH2
60000.000000
PA
USD
57841.850000
0.0201337
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.5
N
N
N
N
N
N
N/A
N/A
CDX HY41 5Y ICE
000000000
1.000000
NC
USD
2108253.960000
0.733847
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.41
Y
Single Leg Swap
2028-12-20
1371231.280000
USD
0.000000
USD
35046000.000000
USD
737022.680000
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR
46647PDR4
1650000.000000
PA
USD
1674470.090000
0.582854
Long
DBT
CORP
US
N
2
2034-06-01
Floating
5.35
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC COMPANY GUAR 144A 05/27 5
46266TAA6
280000.000000
PA
USD
274979.630000
0.0957156
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5
N
N
N
N
N
N
N/A
N/A
SOLD PEN BOUGHT USD 20240320
000000000
1.000000
NC
-18.370000
-0.0000064
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4545.910000
PEN
1207.540000
USD
2024-03-20
-18.370000
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
01F060618
5600000.000000
PA
USD
5686625.000000
1.97942
Long
ABS-MBS
USGSE
US
N
2
2054-01-16
Fixed
6
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 09/27 VAR
06738ECJ2
300000.000000
PA
USD
308535.650000
0.107396
Long
DBT
CORP
GB
N
2
2027-09-13
Floating
6.496
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
00253XAA9
229166.670000
PA
USD
227682.010000
0.0792522
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
N
N
N
N
N
N
AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST
N/A
AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6
02377BAB2
322353.130000
PA
USD
302046.660000
0.105137
Long
DBT
CORP
US
N
2
2029-03-22
Fixed
3.6
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
90932LAH0
300000.000000
PA
USD
280884.120000
0.0977709
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625
N
N
N
N
N
N
N/A
N/A
IRS EUR 3.00000 03/20/24-10Y LCH
000000000
1.000000
NC
125758.650000
0.0437744
N/A
DIR
N/A
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
Euribor 6 Month ACT/360
Y
2034-03-20
64539.840000
EUR
0.000000
EUR
2400000.000000
EUR
61218.810000
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20240131
000000000
1.000000
NC
-9222.520000
-0.0032102
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
5695495.580000
MXN
324689.880000
USD
2024-01-31
-9222.520000
N
N
N
BACARDI-MARTINI BV
5493002XXBV8B88K2408
BACARDI MARTINI B V
05634EAP7
1000000.000000
PA
USD
995929.010000
0.346666
Long
DBT
CORP
US
N
2
2024-01-23
None
0
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 3 A1 144A
89169DAA9
544235.980000
PA
USD
535267.080000
0.186317
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75
N
N
N
N
N
N
N/A
N/A
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE
000000000
1.000000
NC
USD
26002.060000
0.0090509
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
FORD MOTOR CREDIT COMPANY LLC
FORD MOTOR CREDIT CO LLC
Y
Single Leg Swap
2028-06-20
21310.140000
USD
0.000000
USD
200000.000000
USD
4691.920000
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING SR UNSECURED 144A 01/29 7.25
65342QAM4
650000.000000
PA
USD
680895.800000
0.237008
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.25
N
N
N
N
N
N
SBA COMMUNICATIONS CORPORATION
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875
78410GAD6
395000.000000
PA
USD
379596.500000
0.132131
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875
N
N
N
N
N
N
PAGAYA AI DEBT TRUST 2022-3
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A
69547MAD8
1797323.600000
PA
USD
1802559.200000
0.62744
Long
ABS-O
CORP
US
N
2
2030-03-15
Variable
6.66405
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-2A LLC
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A A 144A
05377RGJ7
500000.000000
PA
USD
501244.150000
0.174474
Long
ABS-O
CORP
US
N
2
2027-10-20
Fixed
5.2
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-3305.620000
-0.0011506
N/A
DFE
HU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
77285630.000000
HUF
219443.000000
USD
2024-01-04
-3305.620000
N
N
N
OBX 2023-NQM6 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A
67117VAA8
468620.290000
PA
USD
473349.750000
0.164765
Long
ABS-MBS
CORP
US
N
2
2063-07-25
Variable
6.52
N
N
N
N
N
N
AECOM (AKA: AECOM TECHNOLOGY CORP)
0EEB8GF0W0NPCIHZX097
AECOM COMPANY GUAR 03/27 5.125
00774CAB3
60000.000000
PA
USD
59605.430000
0.0207476
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.125
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US FOODS INC COMPANY GUAR 144A 02/29 4.75
90290MAD3
215000.000000
PA
USD
204358.400000
0.0711336
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75
N
N
N
N
N
N
BHP BILLITON FINANCE (USA) LIMITED
5493003NUVITP3TMY274
BHP BILLITON FIN USA LTD COMPANY GUAR 02/28 4.75
055451AZ1
60000.000000
PA
USD
60661.290000
0.0211151
Long
DBT
CORP
AU
N
2
2028-02-28
Fixed
4.75
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC COMPANY GUAR 06/25 4
42217KBF2
185000.000000
PA
USD
181846.750000
0.0632977
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR
38141GA46
300000.000000
PA
USD
318529.080000
0.110874
Long
DBT
CORP
US
N
2
2029-10-24
Floating
6.484
N
N
N
N
N
N
AVON FINANCE 4A
N/A
AVON FINANCE AVON 4A A 144A
ACI2JTXR2
1000000.000000
PA
1271954.260000
0.442745
Long
ABS-MBS
CORP
GB
N
2
2049-12-28
Floating
6.08955
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3
80287DAC1
600000.000000
PA
USD
611333.220000
0.212795
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.93
N
N
N
N
N
N
VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)
213800MRR46ECNGZ7L69
VMED O2 UK FINAN SR SECURED 144A 01/31 4.25
92858RAA8
305000.000000
PA
USD
266716.280000
0.0928393
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR
46647PDW3
500000.000000
PA
USD
514553.690000
0.179107
Long
DBT
CORP
US
N
2
2027-10-22
Floating
6.07
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240322
000000000
1.000000
NC
-2307.160000
-0.0008031
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
219921.000000
USD
6905959.240000
TRY
2024-03-22
-2307.160000
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95
694308KP1
250000.000000
PA
USD
274929.290000
0.0956981
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.95
N
N
N
N
N
N
MFA 2023-NQM4 TRUST
N/A
MFRA TRUST MFRA 2023 NQM4 A1 144A
55286LAA0
2700000.000000
PA
USD
2716334.460000
0.945509
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Fixed
6.105
N
N
N
N
N
N
AMERICAN HOME MORTGAGE ASSETS 2006-5
N/A
AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1
02660KAA0
502547.430000
PA
USD
141594.600000
0.0492866
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.9318
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875
82967NBM9
155000.000000
PA
USD
132793.350000
0.0462231
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.875
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 09/29 VAR
06051GLS6
500000.000000
PA
USD
516447.210000
0.179766
Long
DBT
CORP
US
N
2
2029-09-15
Floating
5.819
N
N
N
N
N
N
N/A
N/A
CDX HY40 5Y ICE
000000000
1.000000
NC
USD
18750.730000
0.0065268
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.40
Y
Single Leg Swap
2028-06-20
9688.050000
USD
0.000000
USD
297000.000000
USD
9062.680000
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240112
000000000
1.000000
NC
-76.760000
-0.0000267
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
149775.660000
USD
4449849.840000
TRY
2024-01-12
-76.760000
N
N
N
PAGAYA AI DEBT TRUST 2022-6
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A3 144A
69546NAF2
1000000.000000
PA
USD
1001563.450000
0.348627
Long
ABS-O
CORP
US
N
3
2030-05-15
Fixed
7.656
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2
138616AM9
250000.000000
PA
USD
256478.480000
0.0892757
Long
DBT
CORP
US
N
2
2028-12-12
Fixed
7.2
N
N
N
N
N
N
N/A
N/A
SOLD PEN BOUGHT USD 20240122
000000000
1.000000
NC
-1592.690000
-0.0005544
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2352171.910000
PEN
633889.000000
USD
2024-01-22
-1592.690000
N
N
N
OPEN TRUST 2023-AIR
N/A
OPEN TRUST OPEN 2023 AIR A 144A
68373BAA9
691265.680000
PA
USD
694783.600000
0.241842
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Floating
8.4509
N
N
N
N
N
N
N/A
N/A
VERIZON COMMUNICATIONS INC SNR S* ICE
000000000
1.000000
NC
USD
2511.730000
0.0008743
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
VERIZON COMMUNICATIONS INC
VERIZON COMMUNICATIONS SR UNSEC
Y
Single Leg Swap
2028-06-20
1230.240000
USD
0.000000
USD
200000.000000
USD
1281.490000
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE SR UNSECURED 04/30 3.2
931427AS7
300000.000000
PA
USD
264214.700000
0.0919685
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.2
N
N
N
N
N
N
TESLA ELECTRIC VEHICLE TRUST 2023-1
N/A
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A
881943AD6
3000000.000000
PA
USD
3029309.400000
1.05445
Long
ABS-O
CORP
US
N
2
2028-06-20
Fixed
5.38
N
N
N
N
N
N
PETSMART INC / PETSMART FINANCE CORP
N/A
PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75
71677KAA6
450000.000000
PA
USD
424585.890000
0.147791
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75
N
N
N
N
N
N
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375
44963BAD0
200000.000000
PA
USD
196509.640000
0.0684016
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.375
N
N
Y
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 C
80286PAE1
500000.000000
PA
USD
513181.800000
0.17863
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
6.43
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85
161175BY9
610000.000000
PA
USD
380703.650000
0.132516
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C52 A5
95002MAX7
1400000.000000
PA
USD
1248735.180000
0.434663
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
2.892
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240209
000000000
1.000000
NC
-733.920000
-0.0002555
N/A
DFE
CN
N
2
Wells Fargo Bank, National Association
KB1H1DSPRFMYMCUFXT09
253029.350000
CNY
35000.000000
USD
2024-02-09
-733.920000
N
N
N
VERUS SECURITIZATION TRUST 2023-7
N/A
VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A
92539YAA0
982336.240000
PA
USD
1001952.910000
0.348762
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Fixed
7.07
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)MAR24 XCBT 20240319
000000000
64.000000
NC
USD
122277.970000
0.0425628
N/A
DIR
US
N
2
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2024-03-19
7214499.970000
USD
122277.970000
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2023-P5
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A
14687RAC5
1500000.000000
PA
USD
1517921.100000
0.528362
Long
ABS-O
CORP
US
N
2
2029-01-10
Fixed
5.62
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3
361841AL3
130000.000000
PA
USD
129329.550000
0.0450174
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.3
N
N
N
N
N
N
N/A
N/A
IRS CZK 4.27000 08/01/23-5Y CME
000000000
1.000000
NC
22011.630000
0.0076619
N/A
DIR
CZ
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
CZK-PRIBOR-Reference Banks 6M
N/A
N/A
Y
2028-08-01
3624.530000
CZK
0.000000
CZK
30400000.000000
CZK
18387.100000
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95
161175CG7
350000.000000
PA
USD
220585.310000
0.0767819
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2023-1
N/A
ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A3 144A
29375CAC3
574000.000000
PA
USD
580036.700000
0.201901
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
5.42
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/28 3.625
91282CHE4
5040000.000000
PA
USD
4987335.930000
1.73601
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.625
N
N
N
N
N
N
AREIT TRUST 2023-CRE8
N/A
AREIT CRE TRUST AREIT 2023 CRE8 A 144A
04002BAA3
500000.000000
PA
USD
500571.630000
0.17424
Long
ABS-MBS
CORP
BM
N
2
2028-02-17
Floating
7.47005
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
01F052615
10100000.000000
PA
USD
10144187.500000
3.53102
Long
ABS-MBS
USGSE
US
N
2
2054-01-16
Fixed
5.5
N
N
N
N
N
N
RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC
N/A
RESORTS WORLD/RWLV CAP COMPANY GUAR 144A 04/29 4.625
76120HAA5
200000.000000
PA
USD
174537.000000
0.0607533
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.625
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240102
000000000
1.000000
NC
76.730000
0.0000267
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
39999.620000
USD
1181000.000000
TRY
2024-01-02
76.730000
N
N
N
HUNGARY GOVT
5299003F3UFKGCCMAP43
NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000
ACI2M7S84
434000000.000000
PA
1250231.830000
0.435184
Long
DBT
MUN
HU
N
2
2024-01-04
None
0
N
N
N
N
N
N
N/A
N/A
SOLD TWD BOUGHT USD 20240229
000000000
1.000000
NC
-4705.750000
-0.001638
N/A
DFE
TW
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2745687.000000
TWD
86007.000000
USD
2024-02-29
-4705.750000
N
N
N
CIFC FUNDING LTD 2017-1A
N/A
CIFC FUNDING LTD CIFC 2017 1A AR 144A
12551AAL9
433919.720000
PA
USD
433546.580000
0.15091
Long
ABS-CBDO
CORP
KY
N
2
2029-04-23
Floating
6.68354
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
01F060626
52190000.000000
PA
USD
52995275.000000
18.4467
Long
ABS-MBS
USGSE
US
N
2
2054-02-13
Fixed
6
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC SR SECURED 144A 09/28 5.75
ACI2JSKX5
200000.000000
PA
233104.370000
0.0811396
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.75
N
N
N
N
N
N
TELECOM ITALIA SPA (AKA: TIM SPA)
549300W384M3RI3VXU42
TELECOM ITALIA SPA SR UNSECURED REGS 07/28 7.875
ACI2HCMW2
250000.000000
PA
307367.320000
0.106989
Long
DBT
CORP
IT
N
2
2028-07-31
Fixed
7.875
N
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2005-WF1
N/A
STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M1
86359BV73
41734.890000
PA
USD
42061.320000
0.0146408
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
6.13043
N
N
N
N
N
N
N/A
N/A
SOLD ZAR BOUGHT USD 20240122
000000000
1.000000
NC
-57.850000
-0.0000201
N/A
DFE
ZA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
950000.000000
ZAR
51793.910000
USD
2024-01-22
-57.850000
N
N
N
EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 01/29 4.5
26885BAK6
172000.000000
PA
USD
162649.430000
0.0566154
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.5
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C
80287DAE7
500000.000000
PA
USD
514044.250000
0.17893
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.4
N
N
N
N
N
N
AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST
N/A
AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3
00908PAA5
164424.000000
PA
USD
147906.560000
0.0514837
Long
DBT
CORP
CA
N
2
2031-07-15
Fixed
3.3
N
N
N
N
N
N
N/A
N/A
IRS AUD 4.75000 12/20/28-5Y LCH
000000000
1.000000
NC
37857.440000
0.0131775
N/A
DIR
AU
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
AUD-BBR-BBSW-Bloomberg 6M
N/A
N/A
Y
2033-12-20
0.000000
AUD
-47609.960000
AUD
5600000.000000
AUD
85467.400000
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSECURED 02/25 2.65
37940XAA0
90000.000000
PA
USD
87267.650000
0.0303764
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375
81728UAA2
245000.000000
PA
USD
227854.290000
0.0793121
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375
N
N
N
N
N
N
N/A
N/A
BOUGHT INR SOLD USD 20240320
000000000
1.000000
NC
77.350000
0.0000269
N/A
DFE
IN
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
45455.000000
USD
3802315.300000
INR
2024-03-20
77.350000
N
N
N
ELECTRICITE DE FRANCE SA (EDF)
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR
28504KAA5
120000.000000
PA
USD
134269.440000
0.0467369
Long
DBT
CORP
FR
N
2
2033-03-15
Floating
9.125
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC SR SECURED 144A 12/31 7.125
893647BT3
200000.000000
PA
USD
209833.000000
0.0730392
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.125
N
N
N
N
N
N
SMRT 2022-MINI
N/A
SMRT SMRT 2022 MINI A 144A
78457JAA0
1500000.000000
PA
USD
1469796.450000
0.511611
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.362
N
N
N
N
N
N
N/A
N/A
DEUTSCHE BANK REPO REPO
000000000
8400000.000000
PA
USD
8400000.000000
2.92389
Long
RA
US
N
2
Repurchase
N
5.420000
2024-01-02
8867000.000000
USD
8470236.420000
USD
UST
N
N
N
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON + CO/ORG SR SECURED 144A 04/28 4.125
68622TAA9
510000.000000
PA
USD
469909.870000
0.163568
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.125
N
N
N
N
N
N
N/A
N/A
AT&T INC SNR S* ICE
000000000
1.000000
NC
USD
5252.140000
0.0018282
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
AT&T INC
AT&T INC
Y
Single Leg Swap
2028-06-20
2747.650000
USD
0.000000
USD
500000.000000
USD
2504.490000
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2023-P4
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A2 144A
14687NAB6
2500000.000000
PA
USD
2509610.500000
0.873552
Long
ABS-O
CORP
US
N
2
2027-01-11
Fixed
6.23
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR
95000U3E1
1200000.000000
PA
USD
1225994.560000
0.426747
Long
DBT
CORP
US
N
2
2029-07-25
Floating
5.574
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC COMPANY GUAR 09/25 1.2
78081BAH6
155000.000000
PA
USD
144696.160000
0.0503662
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.2
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMATION SVCS
31621YA58
1000000.000000
PA
USD
998945.140000
0.347716
Long
DBT
CORP
US
N
2
2024-01-05
None
0
N
N
N
N
N
N
CROWN CORK & SEAL COMPANY INC
7HLDMDH0ZXNUH6PT7Z42
CROWN CORK + SEAL CO INC COMPANY GUAR 12/26 7.375
228255AH8
60000.000000
PA
USD
63059.700000
0.02195
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.375
N
N
N
N
N
N
STAGWELL (MIDAS OPCO HOLDINGS LLC)
984500904E015Z0C1F82
MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625
59565JAA9
90000.000000
PA
USD
82883.930000
0.0288505
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.625
N
N
N
N
N
N
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
N/A
VOYA CLO LTD INGIM 2012 4A A1R3 144A
92916GBE3
405240.010000
PA
USD
404418.920000
0.140771
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.65548
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC COLLATERAL T 03/33 4
29364WBA5
495000.000000
PA
USD
461715.160000
0.160715
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875
852060AD4
600000.000000
PA
USD
650529.600000
0.226438
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875
N
N
N
N
N
N
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD
N/A
BROADCOM CRP / CAYMN FI COMPANY GUAR 01/28 3.5
11134LAR0
100000.000000
PA
USD
95975.920000
0.0334076
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.5
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/29 VAR
61747YFD2
218000.000000
PA
USD
219375.020000
0.0763606
Long
DBT
CORP
US
N
2
2029-04-20
Floating
5.164
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875
803014AB5
300000.000000
PA
USD
318418.000000
0.110836
Long
DBT
CORP
AU
N
2
2033-09-19
Fixed
6.875
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5
44107TAZ9
100000.000000
PA
USD
89293.370000
0.0310815
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.5
N
N
N
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20240320
000000000
1.000000
NC
-98.320000
-0.0000342
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
238659.450000
USD
3673398523.000000
IDR
2024-03-20
-98.320000
N
N
N
N/A
N/A
BOUGHT HUF SOLD USD 20240104
000000000
1.000000
NC
-2208.430000
-0.0007687
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
407782.820000
USD
140719490.000000
HUF
2024-01-04
-2208.430000
N
N
N
N/A
N/A
BOUGHT IDR SOLD USD 20240320
000000000
1.000000
NC
507.140000
0.0001765
N/A
DFE
ID
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
21000.000000
USD
331170000.000000
IDR
2024-03-20
507.140000
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20240131
000000000
1.000000
NC
-12271.220000
-0.0042714
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7731000.000000
MXN
440977.620000
USD
2024-01-31
-12271.220000
N
N
N
ANGEL OAK MORTGAGE TRUST 2023-7
N/A
ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A
03466DAA0
2450000.000000
PA
USD
2384473.530000
0.829994
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Fixed
4.8
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 2 M1 144A
89173HAC0
1500000.000000
PA
USD
1441618.200000
0.501802
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
3.75
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 06/28 VAR
404280DF3
1000000.000000
PA
USD
985913.790000
0.34318
Long
DBT
CORP
GB
N
2
2028-06-09
Floating
4.755
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORPORATION COMPANY GUAR 07/26 3.3
871829BC0
60000.000000
PA
USD
57948.990000
0.020171
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.3
N
N
N
N
N
N
PRKCM 2023-AFC4 TRUST
N/A
PRKCM TRUST PRKCM 2023 AFC4 A1 144A
69380GAA7
982712.230000
PA
USD
1009113.780000
0.351255
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Fixed
7.225
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
-28500.450000
-0.0099205
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
2645000.000000
EUR
2892121.030000
USD
2024-01-09
-28500.450000
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A
N/A
SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A4 144A
78398AAE3
500000.000000
PA
USD
507472.850000
0.176643
Long
ABS-O
CORP
US
N
2
2029-12-20
Fixed
5.47
N
N
N
N
N
N
N/A
N/A
BOUGHT INR SOLD USD 20240320
000000000
1.000000
NC
60.970000
0.0000212
N/A
DFE
IN
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
54166.000000
USD
4528385.930000
INR
2024-03-20
60.970000
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 11/26 4.375
64110LAN6
465000.000000
PA
USD
463089.730000
0.161193
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.375
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/28 VAR
06051GGL7
500000.000000
PA
USD
477791.440000
0.166311
Long
DBT
CORP
US
N
2
2028-04-24
Floating
3.705
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
694308JM0
365000.000000
PA
USD
347958.880000
0.121118
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
WSTN TRUST 2023-MAUI
N/A
WSTN TRUST WSTN 2023 MAUI A 144A
92943AAA2
400000.000000
PA
USD
407978.240000
0.14201
Long
ABS-MBS
CORP
US
N
2
2037-07-05
Fixed
6.57652
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6
87470LAJ0
545000.000000
PA
USD
507410.040000
0.176621
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 05/25 5.8
02005NBJ8
300000.000000
PA
USD
300519.650000
0.104606
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.8
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9
517834AF4
1050000.000000
PA
USD
968789.750000
0.337219
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.9
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/28 1.65
00206RKG6
1030000.000000
PA
USD
917507.500000
0.319368
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65
N
N
N
N
N
N
AMMC CLO XII LTD 2013-12A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A
00176CAW1
1340543.000000
PA
USD
1338204.020000
0.465806
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
6.58069
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75
70932MAC1
155000.000000
PA
USD
143678.230000
0.0500119
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
5.75
N
N
N
N
N
N
CALIFORNIA STATE UNIVERSITY
N/A
CALIFORNIA ST UNIV REVENUE CASHGR 11/51 FIXED 2.975
13077DKU5
215000.000000
PA
USD
153445.840000
0.0534118
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.975
N
N
N
N
N
N
N/A
N/A
CDX EM40 ICE
000000000
1.000000
NC
USD
-14290.590000
-0.0049743
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.EM.40
Y
Single Leg Swap
2028-12-20
0.000000
USD
-23803.740000
USD
500000.000000
USD
9513.150000
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3
22788CAA3
60000.000000
PA
USD
54289.900000
0.0188974
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3
N
N
N
N
N
N
UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST
N/A
UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5
909318AA5
531683.870000
PA
USD
485383.240000
0.168954
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.5
N
N
N
N
N
N
SYMPHONY CLO 37 LTD
N/A
SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A
87169VAS4
1000000.000000
PA
USD
999838.530000
0.348026
Long
ABS-CBDO
CORP
JE
N
2
2037-01-20
Floating
7.1589
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5
82967NBA5
100000.000000
PA
USD
96661.860000
0.0336463
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5
N
N
N
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65
101137BA4
60000.000000
PA
USD
53600.760000
0.0186575
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
BROOKFIELD FINANCE INC COMPANY GUAR 04/30 4.35
11271LAE2
90000.000000
PA
USD
86876.720000
0.0302403
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240209
000000000
1.000000
NC
-75.510000
-0.0000263
N/A
DFE
CN
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
705384.470000
CNY
99542.000000
USD
2024-02-09
-75.510000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/29 3.2
00287YBX6
1000000.000000
PA
USD
935255.370000
0.325546
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2
N
N
N
N
N
N
WORLDPAY (GTCR W-2 MERGER SUB LLC)
254900HJTH4LRJB6QF88
GTCR W 2 MERGER SUB LLC SR SECURED 144A 01/31 7.5
36268NAA8
600000.000000
PA
USD
634423.390000
0.220832
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.5
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS IN COMPANY GUAR 03/25 2.95
775109CF6
60000.000000
PA
USD
58250.600000
0.020276
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95
N
N
N
N
N
N
BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST
N/A
BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3
11043XAA1
146412.410000
PA
USD
130450.700000
0.0454076
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
3.3
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240320
000000000
1.000000
NC
-1051.610000
-0.000366
N/A
DFE
TR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
110143.000000
USD
3455406.200000
TRY
2024-03-20
-1051.610000
N
N
N
MIDOCEAN CREDIT CLO III 2014-3A
N/A
MIDOCEAN CREDIT CLO MIDO 2014 3A A1R 144A
59802UAU3
1023874.650000
PA
USD
1023906.950000
0.356404
Long
ABS-CBDO
CORP
KY
N
2
2031-04-21
Floating
6.79354
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
08179HAE0
391928.410000
PA
USD
391514.810000
0.13628
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.60548
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC COMPANY GUAR 03/28 4.625
87901JAJ4
300000.000000
PA
USD
280596.000000
0.0976706
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.625
N
N
N
N
N
N
ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9
682695AA9
335000.000000
PA
USD
354456.470000
0.12338
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST 2022-1A
N/A
LAD AUTO RECEIVABLES TRUST LADAR 2022 1A A 144A
501687AA5
1382181.250000
PA
USD
1375422.250000
0.478761
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21
N
N
N
N
N
N
MFA 2023-INV2 TRUST
N/A
MFRA TRUST MFRA 2023 INV2 A1 144A
59319BAA5
1186172.440000
PA
USD
1200650.620000
0.417926
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
6.775
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/29 3.65
595620AT2
335000.000000
PA
USD
320421.350000
0.111533
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PART SR UNSECURED 02/25 3.85
11120VAA1
60000.000000
PA
USD
58752.430000
0.0204507
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
182.380000
0.0000635
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
22000.000000
EUR
24474.880000
USD
2024-01-09
182.380000
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY TRUST LP COMPANY GUAR 08/27 3.7
25389JAR7
60000.000000
PA
USD
57920.890000
0.0201613
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.7
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR
53079EBM5
90000.000000
PA
USD
75586.970000
0.0263105
Long
DBT
CORP
US
N
2
2051-12-15
Floating
4.125
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST SERIES 2022-SB1
N/A
UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A
91682PAA6
2087817.850000
PA
USD
2114220.190000
0.735923
Long
ABS-O
CORP
US
N
2
2028-10-20
Fixed
7.9
N
N
N
N
N
N
TRANSOCEAN TITAN FINANCING LIMITED
N/A
TRANSOCEAN TITAN FIN LTD SR SECURED 144A 02/28 8.375
89386MAA6
185000.000000
PA
USD
192063.750000
0.0668541
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.375
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240209
000000000
1.000000
NC
-359.190000
-0.000125
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
165404.780000
CNY
23000.000000
USD
2024-02-09
-359.190000
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
MEXICAN UDIBONOS BONDS 11/31 2.75
ACI1VZWM8
2395255.500000
PA
124555.820000
0.0433557
Long
DBT
NUSS
MX
N
2
2031-11-27
Fixed
2.75
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD SR SECURED 144A 01/29 8.125
62886HBN0
200000.000000
PA
USD
209066.400000
0.0727724
Long
DBT
CORP
BM
N
2
2029-01-15
Fixed
8.125
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2023-AA
N/A
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A
64032PAA0
441203.810000
PA
USD
442127.690000
0.153897
Long
ABS-O
CORP
US
N
2
2041-02-20
Floating
7.53774
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA SR UNSECURED 09/28 5.803
17325FBB3
900000.000000
PA
USD
940298.110000
0.327301
Long
DBT
CORP
US
N
2
2028-09-29
Fixed
5.803
N
N
N
N
N
N
N/A
N/A
BOUGHT THB SOLD USD 20240320
000000000
1.000000
NC
44.160000
0.0000154
N/A
DFE
TH
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2004.280000
USD
69456.740000
THB
2024-03-20
44.160000
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO SR UNSECURED 05/33 4.95
373334KT7
90000.000000
PA
USD
90792.310000
0.0316032
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.95
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4
81725WAK9
220000.000000
PA
USD
204693.520000
0.0712503
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4
N
N
N
N
N
N
ARES XXXVII CLO LTD 2015-4A
N/A
ARES CLO LTD ARES 2015 4A A1R 144A
04015NAG9
976903.350000
PA
USD
977865.480000
0.340378
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.82548
N
N
N
N
N
N
ASURION LLC (AKA: ASURION CORP)
549300KNQVXGIOXWK278
ASURION CORPORATION 2023 TERM LOAN B11
04649VBC3
149248.120000
PA
USD
148928.730000
0.0518395
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.706
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240320
000000000
1.000000
NC
-574.900000
-0.0002001
N/A
DFE
CN
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
956265.310000
CNY
134791.000000
USD
2024-03-20
-574.900000
N
N
N
RACE POINT VIII CLO LTD 2013-8A
N/A
RACE POINT CLO LTD RACEP 2013 8A AR2 144A
74982LAY6
1479074.630000
PA
USD
1478300.760000
0.514571
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
6.66871
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATIO
21038PA97
1000000.000000
PA
USD
998156.430000
0.347441
Long
DBT
CORP
US
N
2
2024-01-09
None
0
N
N
N
N
N
N
522 FUNDING CLO I LTD 2019-4A
N/A
522 FUNDING CLO LTD MORGN 2019 4A AR 144A
33834WAA0
1167820.250000
PA
USD
1166912.850000
0.406182
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
6.75743
N
N
N
N
N
N
SYNEOS HEALTH INC (STAR PARENT INC)
254900GRGCJYRMDRWT73
STAR PARENT INC SR SECURED 144A 10/30 9
855170AA4
250000.000000
PA
USD
263775.750000
0.0918158
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9
N
N
N
N
N
N
N/A
N/A
BOUGHT INR SOLD USD 20240320
000000000
1.000000
NC
77.320000
0.0000269
N/A
DFE
IN
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
42340.000000
USD
3542185.570000
INR
2024-03-20
77.320000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35
054561AJ4
60000.000000
PA
USD
58023.570000
0.020197
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/32 VAR
38141GYN8
1630000.000000
PA
USD
1358869.420000
0.472999
Long
DBT
CORP
US
N
2
2032-10-21
Floating
2.65
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
01F052623
38130000.000000
PA
USD
38302776.940000
13.3325
Long
ABS-MBS
USGSE
US
N
2
2054-02-13
Fixed
5.5
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2023-4
N/A
VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A
92539TAA1
2036398.090000
PA
USD
2035484.150000
0.708517
Long
ABS-MBS
CORP
US
N
2
2068-05-25
Fixed
5.811
N
N
N
N
N
N
N/A
N/A
SOLD TWD BOUGHT USD 20240320
000000000
1.000000
NC
-16367.320000
-0.0056972
N/A
DFE
TW
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
17050367.000000
TWD
548402.000000
USD
2024-03-20
-16367.320000
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240315
000000000
1.000000
NC
-4336.080000
-0.0015093
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
452396.600000
USD
14124274.250000
TRY
2024-03-15
-4336.080000
N
N
N
37 CAPITAL CLO 4 LTD 2023-2A
N/A
37 CAPITAL CLO LTD PUTNM 2023 2A A1N 144A
883932AA3
1700000.000000
PA
USD
1699261.930000
0.591484
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
7.16735
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 03/27 5.75
03690AAD8
260000.000000
PA
USD
258144.070000
0.0898555
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75
N
N
N
N
N
N
N/A
N/A
BOUGHT PLN SOLD USD 20240122
000000000
1.000000
NC
5084.990000
0.00177
N/A
DFE
PL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
292470.660000
USD
1171081.770000
PLN
2024-01-22
5084.990000
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5
553283AD4
90000.000000
PA
USD
80689.950000
0.0280868
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.5
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
GLP CAPITAL LP / FIN II COMPANY GUAR 04/26 5.375
361841AH2
155000.000000
PA
USD
154138.540000
0.0536529
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC SR SECURED 144A 05/28 5.7
46266TAB4
60000.000000
PA
USD
61188.600000
0.0212987
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.7
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN SOLD USD 20240131
000000000
1.000000
NC
2215.000000
0.000771
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
103021.280000
USD
1795000.000000
MXN
2024-01-31
2215.000000
N
N
N
OBX 2023-NQM10 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A
67449CAA9
1016503.720000
PA
USD
1029788.410000
0.358451
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Fixed
6.465
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC SR SECURED 09/42 4.5
88732JBD9
300000.000000
PA
USD
235816.040000
0.0820835
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.5
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625
737446AQ7
200000.000000
PA
USD
184179.580000
0.0641097
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC SR UNSECURED 02/28 4.6
620076BL2
60000.000000
PA
USD
59721.540000
0.020788
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.6
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20240202
000000000
1.000000
NC
220.440000
0.0000767
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
27493.930000
USD
134843.980000
BRL
2024-02-02
220.440000
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375
92332YAB7
1165000.000000
PA
USD
1166150.200000
0.405917
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.375
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 09/29 VAR
639057AK4
60000.000000
PA
USD
61577.550000
0.0214341
Long
DBT
CORP
GB
N
2
2029-09-13
Floating
5.808
N
N
N
N
N
N
MAUSER PACKAGING SOLUTIONS HOLDING COMPANY
549300DNGHXL0OMHW304
MAUSER PACKAGING SOLUT SR SECURED 144A 08/26 7.875
57763RAB3
425000.000000
PA
USD
432896.930000
0.150684
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.875
N
N
N
N
N
N
N/A
N/A
BOUGHT TRY SOLD USD 20240108
000000000
1.000000
NC
-0.680000
-0.0000002
N/A
DFE
TR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
29857.990000
USD
884275.720000
TRY
2024-01-08
-0.680000
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240320
000000000
1.000000
NC
-38.050000
-0.0000132
N/A
DFE
CN
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
198069.200000
CNY
28000.000000
USD
2024-03-20
-38.050000
N
N
N
N/A
N/A
SOLD ZAR BOUGHT USD 20240122
000000000
1.000000
NC
-21079.910000
-0.0073376
N/A
DFE
ZA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9151000.000000
ZAR
478389.030000
USD
2024-01-22
-21079.910000
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SVCS INC DISC COML PAPE
74767GA44
1000000.000000
PA
USD
999043.930000
0.34775
Long
DBT
CORP
US
N
2
2024-01-04
None
0
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP SR UNSECURED 01/31 3.25
756109AX2
360000.000000
PA
USD
327268.390000
0.113916
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 144A 02/31 2.45
11135FBH3
300000.000000
PA
USD
256702.620000
0.0893537
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T MOBILE USA INC COMPANY GUAR 04/27 3.75
87264ABD6
555000.000000
PA
USD
538476.620000
0.187434
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/34 VAR
61747YFE0
950000.000000
PA
USD
950349.490000
0.3308
Long
DBT
CORP
US
N
2
2034-04-21
Floating
5.25
N
N
N
N
N
N
OBX 2023-NQM9 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A
673921AA0
1947504.350000
PA
USD
1998580.180000
0.695671
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Fixed
7.159
N
N
N
N
N
N
N/A
N/A
SOLD CNY BOUGHT USD 20240320
000000000
1.000000
NC
-248.770000
-0.0000866
N/A
DFE
CN
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1230945.600000
CNY
174000.000000
USD
2024-03-20
-248.770000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A 10/27 VAR
05571AAQ8
250000.000000
PA
USD
257474.150000
0.0896223
Long
DBT
CORP
FR
N
2
2027-10-19
Floating
6.612
N
N
N
N
N
N
PRPM 2023-RCF2 LLC
N/A
PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 RCF2 A1 144A
69380RAA3
1168761.360000
PA
USD
1110610.570000
0.386584
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Fixed
4
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875
674599EA9
100000.000000
PA
USD
117136.400000
0.0407731
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.875
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR UNSECURED 144A 07/31 9.125
92676XAG2
75000.000000
PA
USD
79971.510000
0.0278367
Long
DBT
CORP
BM
N
2
2031-07-15
Fixed
9.125
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 08/28 VAR
225401AV0
550000.000000
PA
USD
571529.560000
0.198939
Long
DBT
CORP
CH
N
2
2028-08-11
Floating
6.442
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12
35640YAK3
250000.000000
PA
USD
273229.300000
0.0951064
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
12
N
N
N
N
N
N
N/A
N/A
SOLD CZK BOUGHT USD 20240320
000000000
1.000000
NC
-393.910000
-0.0001371
N/A
DFE
CZ
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
8809000.000000
CZK
392706.670000
USD
2024-03-20
-393.910000
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375
47216FAA5
260000.000000
PA
USD
242345.950000
0.0843564
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.375
N
N
N
N
N
N
CREDIT SUISSE (USA) INC
EXD7DEVFDH4HOFFQ7349
CREDIT SUISSE USA INC COMPANY GUAR 07/32 7.125
22541LAE3
215000.000000
PA
USD
244740.620000
0.08519
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.125
N
N
N
N
N
N
BAUSCH + LOMB CORPORATION
549300NY6OZM39SO6475
BAUSCH + LOMB ESCROW COR SR SECURED 144A 10/28 8.375
071705AA5
250000.000000
PA
USD
264047.500000
0.0919103
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.375
N
N
N
N
N
N
FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC
N/A
FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4
337120AA7
103000.000000
PA
USD
89419.970000
0.0311255
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
4
N
N
N
N
N
N
GARDA WORLD SECURITY CORPORATION
549300ZF1NDXLMCHNO20
GARDA WORLD SECURITY SR SECURED 144A 02/27 4.625
36485MAK5
90000.000000
PA
USD
86833.310000
0.0302252
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.625
N
N
N
N
N
N
DC COMMERCIAL MORTGAGE TRUST 2023-DC
N/A
DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A
24023AAA8
500000.000000
PA
USD
516611.100000
0.179823
Long
ABS-MBS
CORP
US
N
2
2040-09-12
Fixed
6.3143
N
N
N
N
N
N
VISIO TRUST 2023-2
N/A
VISIO TRUST VISIO 2023 2 A1 144A
92839CAA5
976175.080000
PA
USD
984923.760000
0.342835
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Fixed
6.598
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125
89055FAC7
60000.000000
PA
USD
53458.930000
0.0186081
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.125
N
N
N
N
N
N
N/A
N/A
SOLD HUF BOUGHT USD 20240104
000000000
1.000000
NC
-1364.010000
-0.0004748
N/A
DFE
HU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
50435650.000000
HUF
143999.000000
USD
2024-01-04
-1364.010000
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/33 1.125
91282CGK1
8910242.610000
PA
USD
8435372.120000
2.93621
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.125
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 03/26 1.75
55336VBR0
460000.000000
PA
USD
430441.270000
0.149829
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2023-6
N/A
VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A
92539XAA2
1170707.780000
PA
USD
1187557.540000
0.413368
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Fixed
6.665
N
N
N
N
N
N
CUMULUS STATIC CLO 2023-1A
N/A
CUMULUS STATIC CLO CMLST 2023 1A A 144A
ACI2L3N89
1400000.000000
PA
1544614.490000
0.537654
Long
ABS-CBDO
CORP
IE
N
2
2033-04-25
Floating
5.499
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 12/53 5.875
842400HX4
585000.000000
PA
USD
630074.920000
0.219318
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.875
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERG SR UNSECURED 07/30 3.7
084659AV3
200000.000000
PA
USD
189228.750000
0.0658672
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.7
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/60 5.93
097023CX1
700000.000000
PA
USD
726098.580000
0.252742
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
VOYA CLO LTD 2014-2A
N/A
VOYA CLO LTD VOYA 2014 2A A1RR 144A
92912VAY1
2201060.760000
PA
USD
2199113.090000
0.765473
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
6.68444
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11
53219LAW9
300000.000000
PA
USD
316320.600000
0.110106
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
11
N
N
N
N
N
N
TRANSOCEAN AQUILA LTD
N/A
TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8
893790AA3
250000.000000
PA
USD
253922.890000
0.0883861
Long
DBT
CORP
KY
N
2
2028-09-30
Fixed
8
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2023-8
N/A
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A
92540DAA3
2100000.000000
PA
USD
2116983.960000
0.736885
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Fixed
6.25912
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2023-INV2
N/A
VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A
92540BAA7
1127723.850000
PA
USD
1141972.420000
0.397501
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Fixed
6.443
N
N
N
N
N
N
VALARIS LIMITED
N/A
VALARIS LTD SECURED 144A 04/30 8.375
91889FAC5
390000.000000
PA
USD
399904.050000
0.1392
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.375
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL SR UNSECURED 03/27 2.625
609207BA2
60000.000000
PA
USD
56627.840000
0.0197112
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.625
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75
538034AX7
500000.000000
PA
USD
467546.270000
0.162745
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75
N
N
N
N
N
N
RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)
N/A
1011778 BC / NEW RED FIN SR SECURED 144A 02/29 3.5
68245XAP4
720000.000000
PA
USD
664612.060000
0.23134
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.5
N
N
N
N
N
N
RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)
N/A
1011778 BC / NEW RED FIN SECURED 144A 10/30 4
68245XAM1
490000.000000
PA
USD
440083.210000
0.153185
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4
N
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8
65505PAA5
90000.000000
PA
USD
93725.820000
0.0326243
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR
63861VAJ6
250000.000000
PA
USD
258946.740000
0.0901349
Long
DBT
CORP
GB
N
2
2027-10-18
Floating
6.557
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2023-6
N/A
ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A
03464UAA4
926868.930000
PA
USD
933793.380000
0.325037
Long
ABS-MBS
CORP
US
N
2
2067-12-25
Fixed
6.5
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC SR UNSECURED 01/28 6.75
022249AU0
60000.000000
PA
USD
63211.500000
0.0220028
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.75
N
N
N
N
N
N
WARNER MUSIC (WMG ACQUISITION CORP)
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 02/31 3
92933BAR5
735000.000000
PA
USD
630695.210000
0.219534
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SR SECURED 144A 08/28 4
143658BQ4
1100000.000000
PA
USD
1023399.190000
0.356227
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR
80281LAT2
200000.000000
PA
USD
207170.830000
0.0721126
Long
DBT
CORP
GB
N
2
2029-01-10
Floating
6.534
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 03/50 3.4
337932AM9
650000.000000
PA
USD
458898.830000
0.159735
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.4
N
N
N
N
N
N
CIFC FUNDING LTD 2015-1A
N/A
CIFC FUNDING LTD CIFC 2015 1A ARR 144A
12548MBF1
1207883.340000
PA
USD
1207940.110000
0.420463
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
6.78354
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 08/33 4.988
902613AT5
200000.000000
PA
USD
193529.400000
0.0673642
Long
DBT
CORP
CH
N
2
2033-08-05
Floating
4.988
N
N
N
N
N
N
OBX 2023-NQM5 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A
673919AL0
463788.070000
PA
USD
468721.850000
0.163154
Long
ABS-MBS
CORP
US
N
2
2063-06-25
Fixed
6.567
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2023-INV1
N/A
VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A
92539FAA1
1048397.110000
PA
USD
1049852.910000
0.365436
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Fixed
5.999
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2
37940XAE2
300000.000000
PA
USD
275738.730000
0.0959799
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.2
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/30 2.8
29379VBX0
400000.000000
PA
USD
361889.270000
0.125967
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.8
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
01F050619
19650000.000000
PA
USD
19442754.000000
6.76769
Long
ABS-MBS
USGSE
US
N
2
2054-01-16
Fixed
5
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMWARE LLC SR UNSECURED 08/26 1.4
928563AJ4
60000.000000
PA
USD
54899.220000
0.0191095
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.4
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A
63942HAB7
1129604.610000
PA
USD
1116663.410000
0.388691
Long
ABS-O
CORP
US
N
2
2069-08-26
Floating
6.35191
N
N
N
N
N
N
CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A
16159RAC9
1083694.470000
PA
USD
957992.630000
0.333461
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Fixed
3.25
N
N
N
N
N
N
2024-02-21
PIMCO ETF Trust
/s/ Bijal Parikh
Bijal Parikh
Treasurer