0001886878-24-000015.txt : 20240227
0001886878-24-000015.hdr.sgml : 20240227
20240227132914
ACCESSION NUMBER: 0001886878-24-000015
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 Access Income Fund
CENTRAL INDEX KEY: 0001886878
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23749
FILM NUMBER: 24684839
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: (844) 337-4626
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
NPORT-P
1
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2026-03-28
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2060-07-20
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2037-02-15
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2032-04-15
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UST
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2024-01-11
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N
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N/A
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2045-07-25
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N
N
N
N
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2030-06-05
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N
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
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2024-01-24
9505468.180000
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7191149.270000
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2052-12-21
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N/A
N/A
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Short
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N
2
Reverse repurchase
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2025-12-06
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MARINE ONE HOLDCO LLC
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WEST MARINE NEW COMMON STOCK EQTYWM9A9
902LVFII8
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87896.700000
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EC
CORP
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Y
3
N
N
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N/A
N/A
REVERSE REPO JPM CHASE
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-808219.470000
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Short
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N
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Reverse repurchase
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6.290000
2024-01-16
1183000.000000
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2
2036-03-15
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2
Reverse repurchase
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2024-01-22
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CDS
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REVERSE REPO ROYAL BANK OF CAN
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Short
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2024-06-24
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13493514.440000
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DBT
MUN
PR
N
2
2051-11-01
Fixed
0
N
N
N
N
N
N
CORESTATE CAPITAL HOLDING SA
529900GNB86RB7HRX793
CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8
ACI11QWM1
432111.400000
PA
249844.180000
0.0383198
Long
DBT
CORP
LU
N
2
2026-12-31
Fixed
8
Y
N
Y
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N E 144A
05553BAN5
5500000.000000
PA
USD
3696508.200000
0.566951
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
9.11448
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC SR SECURED 144A 08/30 9.875
53219LAV1
1000000.000000
PA
USD
1011840.690000
0.155191
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
9.875
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 04/33 VAR
78486QAS0
1900000.000000
PA
USD
1256361.380000
0.192694
Long
DBT
CORP
US
N
2
2033-04-29
Floating
4.57
Y
Y
N
N
N
N
SANDERS RE III LTD
N/A
SANDERS RE III LTD UNSECURED 144A 04/29 VAR
80000XAC3
1815000.000000
PA
USD
1429675.500000
0.219276
Long
DBT
CORP
BM
N
2
2029-04-09
Floating
11.76
N
N
N
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2737084.930000
PA
USD
-2826491.580000
-0.433512
Short
RA
US
N
2
Reverse repurchase
N
6.681460
2024-01-10
5289053.000000
USD
3780016.890000
USD
PLCMO
N
N
N
N/A
N/A
RFR USD SOFR/4.50000 03/20/24-1Y* CME
000000000
1.000000
NC
USD
-78635.600000
-0.0120607
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2024-12-21
0.000000
USD
-740194.000000
USD
146000000.000000
USD
661558.400000
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH H 144A
46654EAQ4
250000.000000
PA
USD
169565.300000
0.026007
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
8.86648
N
N
N
N
N
N
STEENBOK LUX FINCO 1 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN RESTRUC
948FWJII8
4872322.820000
PA
1201274.640000
0.184245
Long
LON
CORP
LU
N
2
2026-06-30
Fixed
0.063975
N
N
Y
N
N
N
OI S.A. - EM RECUPERACAO JUDICIAL
N/A
OI SA TERM LOAN 1
938VGYII0
6305522.000000
PA
USD
315276.100000
0.0483554
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY
213800F6E89RCASJ7E83
NAC AVIATION 29 DAC 2022 REINSTATD R1 TAKEBCK TLB1
943WDYII4
2768087.500000
PA
USD
2592784.520000
0.397668
Long
LON
CORP
IE
N
2
2026-06-30
Floating
7.3194
N
N
N
N
N
N
BX TRUST 2018-BILT 2018-BILT
N/A
BX TRUST BX 2018 BILT F 144A
05606JAQ8
3754000.000000
PA
USD
3655908.360000
0.560724
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
8.57901
N
N
N
N
N
N
DEER PARK CLO DAC 1A
N/A
DEER PARK CLO DERPK 1A SUB 144A
ACI23DBP2
4000000.000000
PA
2363321.040000
0.362474
Long
ABS-CBDO
CORP
IE
N
2
2034-10-15
Variable
0
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 04/28 VAR
78486QAR2
600000.000000
PA
USD
397942.530000
0.0610343
Long
DBT
CORP
US
N
2
2028-04-29
Floating
4.345
Y
Y
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED 144A 04/27 8.75
12531TAF6
2000000.000000
PA
USD
1823760.000000
0.279719
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75
N
N
N
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-8090045.000000
PA
USD
-8160857.610000
-1.25167
Short
RA
US
N
2
Reverse repurchase
N
6.600000
2024-05-13
11900000.000000
USD
11278684.000000
USD
PLCMO
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH, INC. 2023 TERM LOAN B
75915TAG7
2400000.000000
PA
USD
2397300.000000
0.367685
Long
LON
CORP
US
N
2
2028-11-16
Floating
11.1678
N
N
N
N
N
N
DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC
N/A
DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875
25461LAA0
1600000.000000
PA
USD
1504635.040000
0.230773
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.875
N
N
N
N
N
N
JACKSON PARK TRUST 2019-LIC
N/A
JACKSON PARK TRUST JAX 2019 LIC E 144A
46868RAN4
2700000.000000
PA
USD
2065387.410000
0.316778
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Variable
3.2424
N
N
N
N
N
N
SFO COMMERCIAL MORTGAGE TRUST 2021-555
N/A
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A
78432WAJ2
6500000.000000
PA
USD
5029720.800000
0.771432
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.37648
N
N
N
N
N
N
BHR 2018-PRME
N/A
BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME E 144A
10482TAN2
8500000.000000
PA
USD
7992798.200000
1.22589
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
7.934
N
N
N
N
N
N
FUTBOL CLUB BARCELONA SL
95980020140005871781
ESPAI BRCA FNDO DE TITULZACION EUR TERM LOAN
948FVAII8
3606166.670000
PA
4150221.950000
0.636539
Long
LON
CORP
ES
N
3
2028-05-31
Fixed
11.3528
N
N
Y
N
N
N
N/A
N/A
RFR USD SOFR/1.75000 12/21/22-30Y CME
000000000
1.000000
NC
USD
4991557.700000
0.765579
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2052-12-21
4190750.260000
USD
0.000000
USD
17400000.000000
USD
800807.440000
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN
25277BAE8
15258268.280000
PA
USD
11558138.220000
1.77273
Long
LON
CORP
US
N
2
2026-05-25
Floating
15.4201
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
3400000.000000
PA
USD
2919325.000000
0.447751
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25
N
N
N
N
N
N
PUERTO RICO GOVT
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR
74514L3T2
24293856.830000
PA
USD
13270519.290000
2.03536
Long
DBT
MUN
PR
N
2
2043-11-01
Fixed
0
N
N
N
N
N
N
COLT 2022-5 MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2022 5 M1 144A
19688LAD4
7200000.000000
PA
USD
6393443.760000
0.980593
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.73722
N
N
N
N
N
N
AMBULATORY TOPCO LLC
N/A
AMSURG EQUITY EQTYAS910
902RDL901
718727.000000
NS
USD
36864324.300000
5.65406
Long
EC
CORP
US
Y
3
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAP6
100000.000000
NS
USD
1250.000000
0.0001917
Long
EP
CORP
US
N
2
N
N
N
COREWEAVE COMPUTE ACQUISITION CO II LLC
N/A
COREWEAVE COMPUTE ACQCO II LLC DDTL
948GKAII8
3500000.000000
PA
USD
3519299.070000
0.539771
Long
LON
CORP
US
N
3
2028-06-30
Floating
8.8494
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP TRUST 2019-SMP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2019 SMP E 144A
36259NAJ0
5000000.000000
PA
USD
4768673.000000
0.731394
Long
ABS-MBS
CORP
US
N
2
2032-08-15
Floating
8.32648
N
N
N
N
N
N
ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM
N/A
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM E 144A
04965KAQ3
6223000.000000
PA
USD
5816024.510000
0.892031
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
9.059
N
N
N
N
N
N
GSAMP TRUST 2006-HE3
N/A
GSAMP TRUST GSAMP 2006 HE3 M1
36244KAF2
10546638.810000
PA
USD
8239805.200000
1.26378
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
5.89043
N
N
N
N
N
N
DOLP TRUST 2021-NYC
N/A
DOLP TRUST DOLP 2021 NYC F 144A
23345LAN9
5750000.000000
PA
USD
2875833.180000
0.44108
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70378
N
N
N
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-8521169.000000
PA
USD
-8559467.040000
-1.31281
Short
RA
US
N
2
Reverse repurchase
N
6.472021
2024-02-02
13811000.000000
USD
11868854.860000
USD
PLCMO
N
N
N
MORRISONS (MARKET BIDCO LIMITED)
549300RKU7UEPSC42U63
WM MORRISON EUR TERM LOAN B1
943UASII4
8643050.740000
PA
9086797.150000
1.39369
Long
LON
CORP
GB
N
2
2027-11-04
Floating
8.752
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2022-1
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2022 1 R 144A
33845V101
19183.000000
PA
USD
1460005.890000
0.223928
Long
ABS-O
CORP
US
N
3
2029-06-15
Fixed
0
N
N
N
N
N
N
N/A
N/A
RFR USD SOFR/1.75000 06/15/22-30Y CME
000000000
1.000000
NC
USD
7790181.050000
1.19482
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2052-06-15
6320090.380000
USD
0.000000
USD
25600000.000000
USD
1470090.670000
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
N/A
FREDDIE MAC STACR STACR 2021 DNA1 B1 144A
35564KBD0
620000.000000
PA
USD
629566.100000
0.0965595
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
7.98743
N
N
N
N
N
N
N/A
N/A
REVERSE REPO MIZUHO SECURITIES
000000000
-66017568.000000
PA
USD
-66257798.610000
-10.1623
Short
RA
US
N
2
Reverse repurchase
N
6.550000
2024-06-20
127243529.920000
USD
92983199.350000
USD
PLCMO
N
N
N
N/A
N/A
WEST MARINE NEW WARRANT WARRWM911
000000000
14259.000000
NC
USD
0.000000
0
N/A
DE
US
N
3
None
N/A
Call
Purchased
MARINE ONE HOLDCO LLC
WEST MARINE NEW COMMON STOCK
N/A
0.010000
USD
2028-09-11
XXXX
0.000000
N
N
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4
N/A
FREDDIE MAC SCRT SCRT 2019 4 M 144A
35563PMX4
8981000.000000
PA
USD
7865183.500000
1.20632
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.5
N
N
N
N
N
N
STEENBOK LUX FINCO 1 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK ERLY BRD FE SS TL
948FXPII3
17734.370000
PA
19871.530000
0.0030478
Long
LON
CORP
LU
N
2
2026-06-30
Fixed
10
N
N
Y
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-2094606.220000
PA
USD
-2123709.610000
-0.325723
Short
RA
US
N
2
Reverse repurchase
N
6.100000
2024-04-12
4300000.000000
USD
2789147.920000
USD
CDS
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH F 144A
46654EAL5
3276000.000000
PA
USD
2453555.290000
0.376313
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
7.66648
N
N
N
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-1296428.000000
PA
-1435351.640000
-0.220147
Short
RA
LU
N
2
Reverse repurchase
N
4.220000
2025-12-07
1400000.000000
EUR
1353216.200000
EUR
CDS
N
N
N
PRPM-2022-1
N/A
PRESTON RIDGE PARTNERS MORTGAG PRPM 2022 1 A2 144A
693582AB4
3000000.000000
PA
USD
2896863.900000
0.444306
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Fixed
6.291
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE
948FWKII5
16786851.820000
PA
8020768.990000
1.23018
Long
LON
CORP
LU
N
2
2026-06-30
Fixed
10
N
N
Y
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/24 0.00000
912796Z28
1702000.000000
PA
USD
1689359.760000
0.259105
Long
DBT
UST
US
N
2
2024-02-22
None
0
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
000000000
190000.000000
NS
USD
2793.000000
0.0004284
Long
EP
CORP
US
N
2
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-8347500.000000
PA
USD
-8581993.880000
-1.31626
Short
RA
US
N
2
Reverse repurchase
N
6.833070
2024-01-30
15000000.000000
USD
9702960.000000
USD
PLCMO
N
N
N
ACE SECURITIES CORP 2006-FM2
N/A
ACE SECURITIES CORP. ACE 2006 FM2 A2D
00442CAE9
21473005.900000
PA
USD
5282368.040000
0.810182
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.91043
N
N
N
N
N
N
N/A
N/A
REVERSE REPO WARBURG
000000000
-4613872.450000
PA
-5108219.240000
-0.783472
Short
RA
LU
N
2
Reverse repurchase
N
4.200000
2025-12-07
5350000.000000
EUR
5215419.700000
EUR
CDS
N
N
N
EAST LANE RE VII LTD
N/A
EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR
27332EAA9
250000.000000
PA
USD
251238.950000
0.0385337
Long
DBT
CORP
KY
N
2
2026-03-31
Floating
14.6131
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5
02156TAB0
17400000.000000
PA
USD
11286319.470000
1.73104
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-3995807.670000
PA
USD
-4031547.950000
-0.618338
Short
RA
US
N
2
Reverse repurchase
N
5.750000
2025-11-06
6590000.000000
USD
5595225.610000
USD
CDS
N
N
N
YAHOO (AKA: AP CORE HOLDINGS II LLC)
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2
00187GAD1
1843519.220000
PA
USD
1804344.440000
0.276741
Long
LON
CORP
US
N
2
2027-09-01
Floating
10.9701
N
N
N
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR25 XCME 20250617
000000000
-15.000000
NC
USD
46724.970000
0.0071664
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-06-17
-3621281.250000
USD
46724.970000
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-JWDR
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 JWDR E 144A
95002NAN7
1500000.000000
PA
USD
1383425.250000
0.212183
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
3.8603
N
N
N
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-2870021.000000
PA
USD
-2961921.470000
-0.454284
Short
RA
US
N
2
Reverse repurchase
N
6.625000
2024-01-08
5500000.000000
USD
3696508.200000
USD
PLCMO
N
N
N
LONG BEACH MTGE LOAN TR 2005-1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M6
542514KE3
10152832.150000
PA
USD
8875612.970000
1.36129
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
7.04543
N
N
N
N
N
N
N/A
N/A
PETROLEOS MEXICANOS (PEMEX) LA SP BPS
000000000
1.000000
NC
USD
-150142.590000
-0.0230281
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
PETROLEOS MEXICANOS (PEMEX)
PEMEX SR UNSEC
Y
Single Leg Swap
2028-12-20
0.000000
USD
-174140.640000
USD
900000.000000
USD
23998.050000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20240109
000000000
1.000000
NC
-113728.750000
-0.0174431
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12725406.000000
GBP
16107246.270000
USD
2024-01-09
-113728.750000
N
N
N
N/A
N/A
REVERSE REPO GOLDMAN
000000000
-8251222.350000
PA
USD
-8356269.580000
-1.28164
Short
RA
US
N
2
Reverse repurchase
N
6.740000
2024-07-29
15280000.000000
USD
10599877.960000
USD
PLCMO
N
N
N
WEST MARINE (RISING TIDE HOLDINGS INC)
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC 2023 FILO TERM LOAN
948ERGII3
2469813.000000
PA
USD
2380899.730000
0.36517
Long
LON
CORP
US
N
3
2026-06-01
Floating
14.356
N
N
N
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO GBP ZCP
000000000
-6561581.250000
PA
-8378215.540000
-1.28501
Short
RA
GB
N
2
Reverse repurchase
N
5.760000
2024-03-22
8300000.000000
GBP
8122842.480000
GBP
ABS
N
N
N
NEWFOLD DIGITAL HOLDINGS GROUP INC
549300UTQC2651SB0W88
NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6
29279XAA8
300000.000000
PA
USD
226959.290000
0.0348098
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-SDAL
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 SDAL E 144A
95002GAJ1
3080000.000000
PA
USD
3009265.340000
0.461545
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Floating
8.21648
N
N
N
N
N
N
SCRT-2019-2
N/A
FREDDIE MAC SCRT SCRT 2019 2 M 144A
35563PKR9
8337000.000000
PA
USD
7495645.800000
1.14964
Long
ABS-MBS
CORP
US
N
2
2058-08-25
Variable
4.75
N
N
N
N
N
N
N/A
N/A
REVERSE REPO MORGAN STANLEY
000000000
-1833960.000000
PA
USD
-1850012.760000
-0.283745
Short
RA
US
N
2
Reverse repurchase
N
6.600000
2024-05-13
3000000.000000
USD
2861747.700000
USD
PLCMO
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 TBR E 144A
17326MAN2
585000.000000
PA
USD
567332.590000
0.0870145
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.52648
N
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 G 144A
05891HAN3
3000000.000000
PA
USD
2861747.700000
0.43892
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
8.18648
N
N
N
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN
949ABFII9
12658927.770000
PA
USD
12658927.770000
1.94156
Long
LON
CORP
US
N
3
2028-09-15
Fixed
13.2304
N
N
Y
N
N
N
COUNTRYWIDE ASSET-BACKED CERTI 2006-19
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 M1
12667CAE2
11429300.890000
PA
USD
10207737.210000
1.56561
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.96543
N
N
N
N
N
N
CIRCOR
N/A
CIRCOR INTERNATIONAL INC 2023 TERM LOAN
948FVNII0
1434482.760000
PA
USD
1432489.270000
0.219708
Long
LON
CORP
US
N
3
2030-06-20
Floating
11.3681
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2
N/A
FREDDIE MAC STACR STACR 2022 DNA2 B1 144A
35564KSJ9
1700000.000000
PA
USD
1762919.720000
0.270387
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
10.0874
N
N
N
N
N
N
BCAP LLC TRUST 2015-RR3
N/A
BCAP LLC TRUST BCAP 2015 RR3 2A4 144A
05545JAF6
38346095.970000
PA
USD
7535310.790000
1.15573
Long
ABS-MBS
CORP
US
N
2
2036-11-27
Floating
1.21596
N
N
N
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-8901939.020000
PA
USD
-9027678.900000
-1.38462
Short
RA
US
N
2
Reverse repurchase
N
6.780000
2024-04-16
20323066.740000
USD
11612357.260000
USD
PLCMO
N
N
N
N/A
N/A
3 MONTH SOFR FUT SEP24 XCME 20241217
000000000
-19.000000
NC
USD
85275.490000
0.0130791
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2024-12-17
-4554893.750000
USD
85275.490000
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-1944087.500000
PA
USD
-1951833.610000
-0.299362
Short
RA
US
N
2
Reverse repurchase
N
6.520000
2024-06-11
5000000.000000
USD
2853714.500000
USD
PLCMO
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
9410860.340000
PA
USD
91539438.500000
14.0398
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
RFR USD SOFR/4.50000 03/20/24-4Y* CME
000000000
1.000000
NC
USD
2560973.820000
0.392789
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-12-21
0.000000
USD
-69137.000000
USD
72700000.000000
USD
2630110.820000
N
N
N
INDYMAC RESIDENTIAL ASSET BACKED 2005-C
N/A
INDYMAC RESIDENTIAL ASSET BACK INABS 2005 C M4
456606HX3
11200000.000000
PA
USD
9162489.280000
1.40529
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
6.38543
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/24 0.00000
912797GN1
4170000.000000
PA
USD
4143313.830000
0.63548
Long
DBT
UST
US
N
2
2024-02-15
None
0
N
N
N
N
N
N
N/A
N/A
3 MONTH SOFR FUT SEP25 XCME 20251216
000000000
-13.000000
NC
USD
30871.490000
0.0047349
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-12-16
-3148843.750000
USD
30871.490000
N
N
N
WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
549300L3SXBFJVGRCF66
WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
97382WAA1
23816000.000000
PA
USD
20884791.020000
3.2032
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 05/28 2.1
78486QAH4
200000.000000
PA
USD
131687.380000
0.0201975
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.1
Y
Y
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2022-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 A R 144A
78450FAG2
8700.000000
PA
USD
7871907.610000
1.20735
Long
ABS-O
CORP
US
N
3
2054-11-16
Fixed
0
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
HESTIA RE LTD UNSECURED 144A 04/25 VAR
42815KAA0
939000.000000
PA
USD
886416.000000
0.135954
Long
DBT
CORP
BM
N
2
2025-04-22
Floating
9.37
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
PROFRAC HLDGS II LLC 01/29 1
74319TAA5
3254000.000000
PA
USD
3221460.000000
0.49409
Long
DBT
CORP
US
N
3
2029-01-23
Floating
12.6204
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR13
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 B1
92922F4Y1
7616410.050000
PA
USD
6358459.390000
0.975227
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
6.37043
N
N
N
N
N
N
KENNEDY WILSON EUROPE REAL ESTATE LIMITED
213800WIL553Z1T6DZ52
KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25
ACI0HXJ38
500000.000000
PA
501677.450000
0.0769446
Long
DBT
CORP
JE
N
2
2025-11-12
Fixed
3.25
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO SR SECURED 144A 06/31 14
146869AM4
6456000.000000
PA
USD
5520852.080000
0.846759
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
14
N
N
Y
N
N
N
N/A
N/A
RFR USD SOFR/3.75000 12/20/23-5Y CME
000000000
1.000000
NC
USD
364165.200000
0.0558537
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2028-12-20
342183.690000
USD
0.000000
USD
37800000.000000
USD
21981.510000
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 EYT1 144A
46651QAE7
5211000.000000
PA
USD
4945244.730000
0.758476
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
7.70901
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A2 144A
69363JAB0
11600000.000000
PA
USD
11215830.040000
1.72022
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Fixed
6.1701
N
N
N
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-6181660.500000
PA
USD
-6236593.140000
-0.956536
Short
RA
US
N
2
Reverse repurchase
N
6.700000
2024-05-13
19285000.000000
USD
10370499.750000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-451620.000000
PA
USD
-455189.440000
-0.0698146
Short
RA
US
N
2
Reverse repurchase
N
6.617000
2024-02-20
585000.000000
USD
567332.590000
USD
PLCMO
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7
71643VAB1
1978000.000000
PA
USD
1643637.890000
0.252093
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.7
N
N
N
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-15287471.020000
PA
USD
-15331855.620000
-2.35152
Short
RA
US
N
2
Reverse repurchase
N
6.967995
2024-02-16
126927614.500000
USD
19131674.270000
USD
PLCMO
N
N
N
RR 7 LTD 2019-7A
N/A
RR LTD RRAM 2019 7A SUB 144A
74980CAC6
14600000.000000
PA
USD
8069926.040000
1.23772
Long
ABS-CBDO
CORP
KY
N
2
2120-01-15
Variable
0
N
N
N
N
N
N
N/A
N/A
REVERSE REPO BANK OF AMERICA REVERSE REPO
000000000
-4275638.400000
PA
USD
-4296111.580000
-0.658915
Short
RA
US
N
2
Reverse repurchase
N
6.630000
2024-04-04
5700000.000000
USD
5450703.090000
USD
PLCMO
N
N
N
HOSPITALITY MORTGAGE TRUST 2019-HIT
N/A
HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT G 144A
40443RAS0
11600091.820000
PA
USD
11106108.870000
1.7034
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
9.375
N
N
N
N
N
N
NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY
213800F6E89RCASJ7E83
NAC AVIATION 29 DAC 2022 TERM LOAN B R2
943WDZII1
1845897.030000
PA
USD
1728996.370000
0.265184
Long
LON
CORP
IE
N
2
2026-06-30
Floating
7.3194
N
N
N
N
N
N
BX TRUST 2019-ATL
N/A
BX TRUST BX 2019 ATL E 144A
056058AN0
4000000.000000
PA
USD
3753276.400000
0.575658
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.71308
N
N
N
N
N
N
N/A
N/A
STUBHUB (PUG LLC) TL TRS BKL BPS
000000000
1.000000
NC
USD
246488.810000
0.0378052
N/A
DIR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
STUBHUB (PUG LLC)
STUBHUB TL B 1L TSFR1M
Y
2027-02-12
0.000000
USD
0.000000
USD
2384094.000000
USD
246488.810000
N
N
N
BEAST MORTGAGE TRUST 2022-1700
N/A
BSST MORTGAGE TRUST BSST 2022 1700 G 144A
055742AS9
8800000.000000
PA
USD
5089164.960000
0.780549
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Floating
10.862
N
N
N
N
N
N
HSI ASSET SECUR CORP TRUST 2006-OPT1
N/A
HSI ASSET SECURITIZATION CORPO HASC 2006 OPT1 M4
40430HDH8
13243000.000000
PA
USD
9948907.050000
1.52591
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.28043
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA5
N/A
FREDDIE MAC STACR STACR 2021 DNA5 B1 144A
35564KJA8
855000.000000
PA
USD
864598.910000
0.132608
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
8.38743
N
N
N
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
-2497016.000000
PA
-2768196.720000
-0.424571
Short
RA
LU
N
2
Reverse repurchase
N
4.200000
2025-11-22
2620000.000000
EUR
2557689.590000
EUR
CDS
N
N
N
EXTENDED STAY AMERICA TRUST 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH F 144A
30227FAN0
10893244.910000
PA
USD
10686336.440000
1.63901
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
9.17648
N
N
N
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-14803562.300000
PA
USD
-15321366.240000
-2.34991
Short
RA
US
N
2
Reverse repurchase
N
6.770000
2024-01-04
24477000.000000
USD
22010533.920000
USD
PLCMO
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6
91327AAB8
8400000.000000
PA
USD
5879076.000000
0.901702
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6
N
N
N
N
N
N
WINDSTREAM SERVICES II LLC
549300KT9GVEBYCD2N29
WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN
948CQMII5
7620000.000000
PA
USD
7543800.000000
1.15703
Long
LON
CORP
US
N
2
2027-02-23
Floating
9.4483
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST 2018-ASHF
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF E 144A
04410RAN6
14536000.000000
PA
USD
13938221.540000
2.13777
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
8.634
N
N
N
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-621000.000000
PA
USD
-639650.700000
-0.0981063
Short
RA
US
N
2
Reverse repurchase
N
6.800000
2024-04-26
1500000.000000
USD
822688.050000
USD
PLCMO
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2022-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B D 144A
83206NAE7
5730000.000000
PA
USD
5476591.320000
0.839971
Long
ABS-O
CORP
US
N
2
2055-02-16
Fixed
5.95
N
N
N
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3317424.000000
PA
USD
-3418325.310000
-0.524285
Short
RA
US
N
2
Reverse repurchase
N
6.060000
2024-01-03
6600000.000000
USD
4281017.730000
USD
CDS
N
N
N
N/A
N/A
IRS EUR 0.50000 09/21/22-30Y LCH
000000000
1.000000
NC
3362768.650000
0.515764
N/A
DIR
N/A
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
Euribor 6 Month ACT/360
Y
2052-09-21
675762.040000
EUR
0.000000
EUR
7800000.000000
EUR
2687006.610000
N
N
N
LIBERTY STREET TRUST 2016-225L
N/A
LIBERTY STREET TRUST LBTY 2016 225L E 144A
902055AJ1
14239053.000000
PA
USD
10176406.270000
1.5608
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Variable
4.6485
N
N
N
N
N
N
ADLER FINANCING SARL
213800BAQB59IVKP7S93
ADLER FINANCING SARL SR SECURED 06/25 12.5
ACI2FK9S0
14042000.000000
PA
16365886.060000
2.51011
Long
DBT
CORP
LU
N
2
2025-06-30
Fixed
12.5
N
N
Y
N
N
N
N/A
N/A
REVERSE REPO INVESCO
000000000
-1922957.550000
PA
USD
-1930501.950000
-0.29609
Short
RA
US
N
2
Reverse repurchase
N
6.420000
2024-04-12
3462250.330000
USD
2693551.820000
USD
PLCMO
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA5
N/A
FREDDIE MAC STACR STACR 2021 DNA5 B2 144A
35564KJB6
900000.000000
PA
USD
958679.460000
0.147037
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
10.8374
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B
87817JAG3
1518071.410000
PA
USD
1163601.740000
0.178467
Long
LON
CORP
US
N
2
2027-03-02
Floating
10.6332
N
N
N
N
N
N
ACE SECURITIES CORP 2006-OP1
N/A
ACE SECURITIES CORP. ACE 2006 OP1 M1
00442PAG5
24251668.950000
PA
USD
17543121.360000
2.69067
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
5.89043
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
-9708.290000
-0.001489
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
740000.000000
EUR
807403.200000
USD
2024-01-09
-9708.290000
N
N
N
N/A
N/A
RFR USD SOFR/2.45000 12/20/23-1Y LCH
000000000
1.000000
NC
USD
756376.220000
0.116009
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2024-12-20
0.000000
USD
-2255.310000
USD
32400000.000000
USD
758631.530000
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO GBP ZCP
000000000
-7020000.000000
PA
-8964494.100000
-1.37493
Short
RA
GB
N
2
Reverse repurchase
N
6.110000
2024-03-22
10400000.000000
GBP
9945112.320000
GBP
ABS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-3826824.750000
PA
USD
-3949825.270000
-0.605803
Short
RA
US
N
2
Reverse repurchase
N
6.650000
2024-01-08
6750000.000000
USD
4188168.450000
USD
PLCMO
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
92346LAE3
7120000.000000
PA
USD
5883579.960000
0.902393
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/24 0.00000
912797GM3
112000.000000
PA
USD
111394.010000
0.017085
Long
DBT
UST
US
N
2
2024-02-08
None
0
N
N
N
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-5582151.060000
PA
USD
-5618526.510000
-0.86174
Short
RA
US
N
2
Reverse repurchase
N
6.550000
2024-05-22
7744114.120000
USD
7447913.370000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-35114471.420000
PA
USD
-35228769.020000
-5.4032
Short
RA
US
N
2
Reverse repurchase
N
6.510000
2024-04-15
60807091.840000
USD
47910927.710000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-1060898.480000
PA
USD
-1063446.110000
-0.163106
Short
RA
US
N
2
Reverse repurchase
N
6.650000
2024-01-17
1707327.960000
USD
1580325.470000
USD
PLCMO
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20240109
000000000
1.000000
NC
-2530.140000
-0.0003881
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
252000.000000
GBP
318692.280000
USD
2024-01-09
-2530.140000
N
N
N
ADLER REAL ESTATE AG
529900Y6QFNN3D363B76
ADLER REAL ESTATE AG SR UNSECURED REGS 04/26 3
BD5N5GII7
1200000.000000
PA
1009780.560000
0.154875
Long
DBT
CORP
DE
N
2
2026-04-27
Fixed
3
N
N
N
N
N
N
UROPA SECURITIES PLC 2007-1
N/A
UROPA SECURITIES PLC UROPA 2007 1 B1B REGS
995YLSII1
2746654.600000
PA
2561810.500000
0.392917
Long
ABS-MBS
CORP
GB
N
2
2040-10-10
Floating
5.333
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 TBR F 144A
17326MAQ5
3400000.000000
PA
USD
3285885.800000
0.503972
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
9.37648
N
N
N
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20240109
000000000
1.000000
NC
-27994.840000
-0.0042937
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2730633.000000
GBP
3452721.590000
USD
2024-01-09
-27994.840000
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC COMPANY GUAR REGS 07/25 4.25
ACI0WDFD7
900000.000000
PA
705255.240000
0.108168
Long
DBT
CORP
GB
N
2
2025-07-31
Fixed
1.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-20321801.000000
PA
USD
-20601455.210000
-3.15974
Short
RA
US
N
2
Reverse repurchase
N
6.070000
2024-04-10
29618000.000000
USD
25375601.210000
USD
CDS
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP E 144A
12651QAN9
12000000.000000
PA
USD
10874356.800000
1.66785
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
8.744
N
N
N
N
N
N
COLOGIX CANADIAN ISSUER LP 2022-1CAN
N/A
COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN C 144A
19521DAN1
5400000.000000
PA
3769832.080000
0.578197
Long
ABS-O
CORP
CA
N
2
2052-01-25
Fixed
7.74
N
N
N
N
N
N
245 PARK AVENUE TRUST 2017-245P
N/A
PARK AVENUE TRUST PRKAV 2017 245P D 144A
90187LAL3
2680000.000000
PA
USD
2299948.930000
0.352754
Long
ABS-MBS
CORP
US
N
2
2037-06-05
Variable
3.6574
N
N
N
N
N
N
DISH DBS CORPORATION
N/A
DISH DBS CORP SR SECURED 144A 12/28 5.75
25470XBF1
14100000.000000
PA
USD
11272597.500000
1.72893
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
N/A
N/A
BARCLAYS REV REPO EUR
000000000
-2872715.000000
PA
-3205515.900000
-0.491645
Short
RA
GB
N
2
Reverse repurchase
N
4.250000
2025-09-28
2804000.000000
EUR
3086407.660000
EUR
CDS
N
N
N
N/A
N/A
SOLD CAD BOUGHT USD 20240109
000000000
1.000000
NC
-73413.140000
-0.0112597
N/A
DFE
CA
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
4636000.000000
CAD
3425718.870000
USD
2024-01-09
-73413.140000
N
N
N
OI S.A. - EM RECUPERACAO JUDICIAL
N/A
OI SA TERM LOAN 2
938XAMII8
1459473.710000
PA
USD
72973.690000
0.0111923
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20240109
000000000
1.000000
NC
-17813.030000
-0.0027321
N/A
DFE
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2844787.000000
GBP
3608414.600000
USD
2024-01-09
-17813.030000
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
11082000.000000
PA
USD
9180195.820000
1.40801
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
N
N
N
N
N
N
BCAP LLC TRUST 2008-IND2
N/A
BCAP LLC TRUST BCAP 2008 IND2 A2
05531EAB2
3423686.960000
PA
USD
2663550.390000
0.408521
Long
ABS-MBS
CORP
US
N
2
2038-04-25
Variable
3.58718
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 5
945BALII9
1457943.320000
PA
USD
72897.170000
0.0111806
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA SR SECURED REGS 04/27 7.75
ACI1WLTT7
2000000.000000
PA
2043363.160000
0.3134
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75
N
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 111D 144A
05609MCQ6
9615000.000000
PA
USD
7609257.160000
1.16707
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
3.26866
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER GROUP SA COMMON STOCK
BYNXBZ909
349513.000000
NS
204497.810000
0.0313648
Long
EC
CORP
LU
N
1
N
N
N
ASHFORD HOSPITALITY TRUST 2018-KEYS
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS D 144A
04410CAL3
1000000.000000
PA
USD
966145.900000
0.148182
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
8.284
N
N
N
N
N
N
BEAR STEARNS ABS INC 2004-FR1
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2004 FR1 M2
073879DF2
5120619.680000
PA
USD
5133352.610000
0.787327
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
6.52043
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1
N/A
FREDDIE MAC SCRT SCRT 2022 1 BXS 144A
35563PD71
6730546.020000
PA
USD
2033389.490000
0.311871
Long
ABS-O
CORP
US
N
2
2061-11-25
Fixed
2.72709
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
INCORA PIK DELAYED DRAW TERM LOAN
948FMNII0
1741537.560000
PA
USD
1847804.580000
0.283407
Long
DBT
CORP
US
N
3
2024-03-01
Floating
13.9882
N
N
N
N
N
N
N/A
N/A
3 MONTH SOFR FUT JUN25 XCME 20250916
000000000
-17.000000
NC
USD
44672.740000
0.0068517
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-09-16
-4113256.250000
USD
44672.740000
N
N
N
N/A
N/A
3 MONTH SOFR FUT JUN24 XCME 20240917
000000000
-20.000000
NC
USD
105621.090000
0.0161996
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2024-09-17
-4773875.000000
USD
105621.090000
N
N
N
STEINHOFF TOPCO BV
N/A
STEINHOFF CVR
948ECV905
39030044.000000
NS
43.090000
0.0000066
Long
EC
CORP
NL
Y
3
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B
55328HAK7
1293384.220000
PA
USD
1250540.870000
0.191801
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.8998
N
N
N
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3851161.610000
PA
USD
-3890824.290000
-0.596754
Short
RA
US
N
2
Reverse repurchase
N
6.650000
2024-05-07
7500000.000000
USD
5842632.000000
USD
PLCMO
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI SIENA COMMON STOCK
ACI28SXK1
1073500.000000
NS
3609785.630000
0.55365
Long
EC
CORP
IT
N
1
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/24 0.00000
912797GP6
4283000.000000
PA
USD
4246709.110000
0.651338
Long
DBT
UST
US
N
2
2024-02-29
None
0
N
N
N
N
N
N
N/A
N/A
RFR USD SOFR/3.75000 12/20/23-5Y LCH
000000000
1.000000
NC
USD
365342.580000
0.0560343
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2028-12-20
297282.120000
USD
0.000000
USD
39100000.000000
USD
68060.460000
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11
53219LAW9
3780000.000000
PA
USD
3985639.560000
0.611296
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
11
N
N
N
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-3972320.000000
PA
USD
-4052542.110000
-0.621557
Short
RA
US
N
2
Reverse repurchase
N
6.670000
2024-03-13
5200000.000000
USD
4932126.760000
USD
PLCMO
N
N
N
MERRILL LYNCH MORTGAGE INVS 2005-WMC2
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC2 M6
59020UWN1
5919125.770000
PA
USD
4703225.470000
0.721356
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
6.52043
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875
X74359AC8
200000.000000
PA
USD
126359.000000
0.0193803
Long
DBT
NUSS
RU
N
2
2043-09-16
Fixed
5.875
Y
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 360E 144A
05609MDE2
6000000.000000
PA
USD
3663911.400000
0.561951
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
3.93866
N
N
N
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-9281437.850000
PA
USD
-9318976.110000
-1.4293
Short
RA
US
N
2
Reverse repurchase
N
5.600000
2025-12-06
12000000.000000
USD
11111271.460000
USD
CDS
N
N
N
BNC MORTGAGE LOAN TRUST 2007-2
N/A
BNC MORTGAGE LOAN TRUST BNCMT 2007 2 A4
05569QAD6
16250000.000000
PA
USD
13083161.000000
2.00663
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.76043
N
N
N
N
N
N
RR 17 LTD
N/A
RR LTD RRAM 2021 17A SUB 144A
74980YAC8
4000000.000000
PA
USD
2812836.680000
0.431418
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
0
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 3
938VGUII8
4550009.340000
PA
USD
227500.470000
0.0348928
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
HARBOUR 1
N/A
HARBOUR PLC HARBR 1 G REGS
ACI227MH2
10416000.000000
PA
12696041.180000
1.94725
Long
ABS-MBS
CORP
GB
N
2
2054-01-28
Floating
8.21225
N
N
N
N
N
N
N/A
N/A
RFR USD SOFR/4.50000 03/20/24-4Y* LCH
000000000
1.000000
NC
USD
4725324.000000
0.724745
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2027-12-21
0.000000
USD
-107962.000000
USD
135000000.000000
USD
4833286.000000
N
N
N
RR 1 LLC 2017-1A
N/A
RR 1 LTD RRAM 2017 1A SUB 144A
78109AAC7
3200000.000000
PA
USD
1367526.880000
0.209744
Long
ABS-CBDO
CORP
KY
N
2
2117-07-15
Variable
0
N
N
N
N
N
N
ENVALIOR FINANCE GMBH
254900GAG6U7Z5TROP43
SCURALPHA 1503 GMBH USD TERM LOAN B1
D7001LAC7
3771571.180000
PA
USD
3480858.470000
0.533876
Long
LON
CORP
DE
N
2
2030-03-29
Floating
10.8832
N
N
N
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC COMPANY GUAR REGS 08/25 6
ACI1PQN37
6800000.000000
PA
2773785.160000
0.425428
Long
DBT
CORP
GB
N
2
2025-08-05
Fixed
3.25
N
N
N
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4031280.000000
PA
USD
-4049840.680000
-0.621143
Short
RA
US
N
2
Reverse repurchase
N
6.630000
2024-04-08
11198000.000000
USD
5968537.360000
USD
PLCMO
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 2
938VGTII1
14585920.360000
PA
USD
729296.020000
0.111856
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
COUNTRYWIDE ASSET BACKED CERTS 2006-25
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 M1
12667TAF2
10207631.310000
PA
USD
8155326.810000
1.25082
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
5.72043
N
N
N
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2852206.540000
PA
USD
-2877717.940000
-0.441369
Short
RA
US
N
2
Reverse repurchase
N
5.750000
2025-11-06
3580000.000000
USD
3775417.880000
USD
CDS
N
N
N
BOI FINANCE BV
724500ZH3H2YACBUNF38
BOI FINANCE BV 02/27 7.5
ACI23L5Y2
4000000.000000
PA
4070507.090000
0.624313
Long
DBT
MUN
NL
N
2
2027-02-16
Fixed
7.5
N
N
N
N
N
N
N/A
N/A
3 MONTH SOFR FUT DEC24 XCME 20250318
000000000
-17.000000
NC
USD
63548.480000
0.0097467
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2025-03-18
-4091156.250000
USD
63548.480000
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-15295087.000000
PA
USD
-15737930.750000
-2.4138
Short
RA
US
N
2
Reverse repurchase
N
6.060000
2024-01-10
26600000.000000
USD
19805968.510000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-3176600.000000
PA
USD
-3279874.800000
-0.50305
Short
RA
US
N
2
Reverse repurchase
N
6.650000
2024-01-02
5000000.000000
USD
4530982.000000
USD
PLCMO
N
N
N
N/A
N/A
RFR USD SOFR/2.35000 01/17/24-1Y CME
000000000
1.000000
NC
USD
367518.060000
0.056368
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2025-01-17
1726.550000
USD
0.000000
USD
16200000.000000
USD
365791.510000
N
N
N
MRCD 2019-PARK MORTGAGE TRUST
N/A
MRCD MORTGAGE TRUST MRCD 2019 PARK F 144A
55348UAU2
5000000.000000
PA
USD
2816001.500000
0.431904
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.71752
N
N
N
N
N
N
N/A
N/A
REVERSE REPO WARBURG REVERSE REPO
000000000
-2821734.000000
PA
USD
-2861808.890000
-0.438929
Short
RA
US
N
2
Reverse repurchase
N
6.640000
2024-01-16
5900000.000000
USD
4806220.240000
USD
PLCMO
N
N
N
URSA RE LTD
549300O8X4DWGDJZ6W59
URSA RE LTD UNSECURED 144A 12/26 VAR
90323WAN0
900000.000000
PA
USD
895702.500000
0.137378
Long
DBT
CORP
BM
N
2
2026-12-07
Floating
9.25
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M E 144A
63874FAL1
3000000.000000
PA
USD
1634501.400000
0.250691
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Fixed
3.7904
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-20
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 20 A1
12544QAA8
14417577.320000
PA
USD
6910235.240000
1.05986
Long
ABS-MBS
CORP
US
N
2
2038-01-25
Fixed
6.5
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH LLC
N/A
LEGACY LIFEPOINT HEALTH SR SECURED 144A 02/27 4.375
53219LAS8
400000.000000
PA
USD
369727.600000
0.0567069
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.375
N
N
N
N
N
N
VERAISON RE LTD
N/A
VERAISON RE LTD UNSECURED 144A 03/31 VAR
92335TAB5
700000.000000
PA
USD
737992.500000
0.113189
Long
DBT
CORP
BM
N
2
2031-03-10
Variable
12
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5
92332YAC5
900000.000000
PA
USD
952912.800000
0.146153
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.5
N
N
N
N
N
N
KKR REAL ESTATE FINANCE TRUST INC
549300K23AYZDZ2REL62
KKR REAL ESTATE FINANCE TRUS REIT USD.01
48251K100
83280.000000
NS
USD
1101794.400000
0.168987
Long
EC
CORP
US
N
1
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER GROUP S.A. COMMON STOCK
ACI2FJ7P1
157845.000000
NS
85058.120000
0.0130458
Long
EC
CORP
LU
N
3
N
N
N
N/A
N/A
MERRILL LYNCH REVERSE REPO GBP ZCP
000000000
-5789250.000000
PA
-7400731.300000
-1.13509
Short
RA
GB
N
2
Reverse repurchase
N
5.910000
2024-02-15
8300000.000000
GBP
7831504.840000
GBP
ABS
N
N
N
BSST 2021-1818 MORTGAGE TRUST
N/A
BSST MORTGAGE TRUST BSST 2021 1818 F 144A
07403PAQ5
2500000.000000
PA
USD
1426553.250000
0.218797
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
9.92648
N
N
N
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-796781.500000
PA
USD
-820963.490000
-0.125915
Short
RA
US
N
2
Reverse repurchase
N
6.465000
2024-01-16
1000000.000000
USD
966145.900000
USD
PLCMO
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2022-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A
83206NAF4
4814.000000
PA
USD
5767853.860000
0.884643
Long
ABS-O
CORP
US
N
3
2055-02-16
Fixed
0
N
N
N
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-42219395.490000
PA
USD
-42319561.010000
-6.49075
Short
RA
US
N
2
Reverse repurchase
N
6.570000
2024-04-16
72348176.220000
USD
56019688.050000
USD
PLCMO
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84
71654QDC3
800000.000000
PA
USD
694471.840000
0.106514
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP SR UNSECURED 01/25 3.5
78486QAD3
100000.000000
PA
USD
65906.960000
0.0101085
Long
DBT
CORP
US
N
2
2025-01-29
Fixed
3.5
Y
Y
N
N
N
N
N/A
N/A
YAHOO (AKA: AP CORE HOLDI TL TRS BKL BPS
000000000
1.000000
NC
USD
56621.380000
0.0086843
N/A
DIR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
YAHOO (AKA: AP CORE HOLDINGS II LLC)
YAHOO (VERIZON MEDIA) TL B2 1L TSFR1M
Y
2027-09-01
0.000000
USD
0.000000
USD
6800000.000000
USD
56621.380000
N
N
N
STRATTON MORTGAGE FUNDING 21-2X
N/A
STRATTON MORTGAGE FUNDING PLC STRA 2021 2X F REGS
ACI1W8V30
5721000.000000
PA
7285509.140000
1.11741
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
8.466
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 F 144A
46653DAL8
1325000.000000
PA
USD
172401.580000
0.026442
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
10.3265
N
N
N
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE FINANCE TRUST INC REIT USD.001
87266M107
346700.000000
NS
USD
2253550.000000
0.345638
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-3134044.150000
PA
USD
-3147694.650000
-0.482777
Short
RA
US
N
2
Reverse repurchase
N
5.600000
2025-12-04
4267000.000000
USD
3788575.930000
USD
CDS
N
N
N
LONG WALK REINSURANCE LTD
N/A
LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR
54289CAA0
800000.000000
PA
USD
800300.000000
0.122746
Long
DBT
CORP
BM
N
2
2031-01-30
Floating
9.75
N
N
N
N
N
N
SFO COMMERCIAL MORTGAGE TRUST 2021-555
N/A
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A
78432WAG8
340000.000000
PA
USD
281048.860000
0.0431058
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
7.87648
N
N
N
N
N
N
LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2
N/A
LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 CERT 144A
52607QAB6
7600000.000000
PA
USD
1305186.300000
0.200183
Long
ABS-O
CORP
US
N
3
2028-04-15
Fixed
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/24 0.00000
912796ZY8
58000.000000
PA
USD
57804.800000
0.0088658
Long
DBT
UST
US
N
2
2024-01-25
None
0
N
N
N
N
N
N
NEWFOLD DIGITAL HOLDINGS GROUP INC
549300UTQC2651SB0W88
NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75
650929AA0
2300000.000000
PA
USD
2476168.500000
0.379782
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
11.75
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6
N/A
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TD 144A
05492TBM1
4785000.000000
PA
USD
2965156.360000
0.45478
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
3.68835
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL D 144A
95003WAJ5
8600000.000000
PA
USD
6920371.840000
1.06141
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
4.92766
N
N
N
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-6142290.000000
PA
USD
-6228665.950000
-0.95532
Short
RA
US
N
2
Reverse repurchase
N
6.750000
2024-04-16
9000000.000000
USD
8191950.070000
USD
PLCMO
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A
46653DAG9
2000000.000000
PA
USD
851580.600000
0.130611
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
8.57648
N
N
N
N
N
N
PROMOTORA DE INFORMACIONES SA (PRISA)
959800U3NGPXSCQHQW54
PROMOTORA DE INFORMACIONES SA 2022 EUR PIK SENIOR TERM LOAN
945BEBII7
3208000.000000
PA
3377679.010000
0.518051
Long
LON
CORP
ES
N
2
2026-12-31
Floating
9.192
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2020-DNA6
N/A
FREDDIE MAC STACR STACR 2020 DNA6 B1 144A
35566CBD6
760000.000000
PA
USD
788634.220000
0.120957
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
8.33743
N
N
N
N
N
N
COMETE HOLDING
N/A
COMEXPOSIUM 2019 EUR TERM LOAN B
964NDFII9
13232211.000000
PA
12664877.100000
1.94247
Long
LON
CORP
FR
N
2
2026-03-28
Fixed
4
N
N
Y
N
N
N
N/A
N/A
REVERSE REPO THE BANK OF NOVA REVERSE REPO
000000000
-621054.400000
PA
USD
-625516.490000
-0.0959384
Short
RA
US
N
2
Reverse repurchase
N
6.050000
2024-05-20
1000000.000000
USD
828481.200000
USD
CDS
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 2020 INCREMENTAL TERM LOAN
45174UAG3
2400000.000000
PA
USD
2069760.000000
0.317449
Long
LON
CORP
US
N
2
2026-05-01
Floating
8.7204
N
N
N
N
N
N
N/A
N/A
RFR USD SOFR/2.30000 01/17/24-2Y LCH
000000000
1.000000
NC
USD
85408.180000
0.0130995
N/A
DIR
US
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
USD-SOFR-COMPOUND
Y
2026-01-17
1188.500000
USD
0.000000
USD
2600000.000000
USD
84219.680000
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S REGS 04/25 2.625
ACI1J7WJ1
2677000.000000
PA
2884990.450000
0.442485
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.625
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R04
N/A
FANNIE MAE CAS CAS 2022 R04 1B2 144A
20753YAL6
5200000.000000
PA
USD
5818618.000000
0.892429
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
14.8374
N
N
N
N
N
N
AMSURG LLC
N/A
ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL
949ABEII2
98872.920000
PA
USD
98872.920000
0.0151646
Long
LON
CORP
US
N
3
2026-11-03
Floating
10.1101
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-10
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2M1
23246BAM3
14733255.610000
PA
USD
11616850.860000
1.78173
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
5.73043
N
N
N
N
N
N
STRATTON HAWKSMOOR 2022-1 PLC 22-1A
N/A
STRATTON HAWKSMOOR PLC HWKSM 2022 1A F 144A
ACI27FLY3
8379000.000000
PA
10077442.220000
1.54562
Long
ABS-MBS
CORP
GB
N
2
2053-02-25
Floating
7.95192
N
N
N
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC BANK GUARANT REGS 01/26 4.625
ACI1TZD42
4000000.000000
PA
1562089.470000
0.239585
Long
DBT
CORP
GB
N
2
2026-01-14
Fixed
4.625
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75
71654QDL3
1489000.000000
PA
USD
1448581.240000
0.222176
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.75
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC SR SECURED 144A 06/28 10.625
90355YAA5
4469850.000000
PA
USD
3430609.880000
0.526169
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
10.625
N
N
N
N
N
N
STRATTON HAWKSMOOR 2022-1 PLC 22-1A
N/A
STRATTON HAWKSMOOR PLC HWKSM 2022 1A E 144A
ACI27FLZ0
3800000.000000
PA
4642288.150000
0.71201
Long
ABS-MBS
CORP
GB
N
2
2053-02-25
Floating
7.20192
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-12
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 2M1
126697AH4
2000000.000000
PA
USD
1594536.000000
0.244561
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Floating
6.44043
N
N
N
N
N
N
N/A
N/A
IRS EUR 0.83000 12/09/42-10Y LCH
000000000
1.000000
NC
1468299.150000
0.2252
N/A
DIR
N/A
N
2
LONDON CLEARING HOUSE
F226TOH6YD6XJB17KS62
N/A
Euribor 6 Month ACT/360
Y
2052-12-09
313254.760000
EUR
0.000000
EUR
22900000.000000
EUR
1155044.390000
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 360D 144A
05609MDC6
5000000.000000
PA
USD
2849217.000000
0.436998
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
3.93866
N
N
N
N
N
N
SAXON ASSET SECURITIES TRUST 2007-1
N/A
SAXON ASSET SECURITIES TRUST SAST 2007 1 M1
80556BAF2
1707327.970000
PA
USD
1580325.480000
0.242382
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.76043
N
N
N
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
ACI1J42S1
956000.000000
PA
1064610.890000
0.163284
Long
DBT
CORP
IT
N
2
2030-01-22
Floating
8
N
N
N
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-3326297.380000
PA
USD
-3334309.130000
-0.511399
Short
RA
US
N
2
Reverse repurchase
N
6.670000
2024-04-16
4555000.000000
USD
4762603.430000
USD
PLCMO
N
N
N
AGPS BONDCO PLC
89450071QI2G8XS48K39
AGPS BONDCO PLC COMPANY GUAR REGS 11/26 5.5
ACI1SQBP8
1200000.000000
PA
466639.730000
0.0715707
Long
DBT
CORP
GB
N
2
2026-11-13
Fixed
5.5
N
N
N
N
N
N
STEENBOK LUX FINCO 1 SARL
N/A
STEENBOK LUX 1 SARL EUR PIK 1ST LIEN TL
948GDGII3
26532.160000
PA
29729.530000
0.0045598
Long
LON
CORP
LU
N
2
2026-06-30
Fixed
10
N
N
Y
N
N
N
N/A
N/A
3 MONTH SOFR FUT DEC25 XCME 20260317
000000000
-18.000000
NC
USD
41777.080000
0.0064075
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2026-03-17
-4361512.500000
USD
41777.080000
N
N
N
N/A
N/A
VERITAS US INC TL TRS BKL BPS
000000000
1.000000
NC
USD
115948.710000
0.0177836
N/A
DIR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
VERITAS US INC
VERITAS US INC TB B1 TSFR1M
Y
2025-09-01
0.000000
USD
0.000000
USD
3860204.090000
USD
115948.710000
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO SR SECURED 144A 06/30 13
146869AN2
5645000.000000
PA
USD
4754162.550000
0.729168
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
13
N
N
Y
N
N
N
MADISON AVENUE MORTGAGE TRUST 2017-330M
N/A
MADISON AVENUE TRUST MAD 2017 330M E 144A
55282MAL8
745000.000000
PA
USD
533256.400000
0.0817881
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
4.03211
N
N
N
N
N
N
DBGS MORTGAGE TRUST 2018-5BP
N/A
DBGS MORTGAGE TRUST DBGS 2018 5BP E 144A
33830CAJ9
15000000.000000
PA
USD
9702960.000000
1.48819
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
7.50901
N
N
N
N
N
N
FIRST FRANKLIN MTG LOAN 2006-FF14
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6
32027LAF2
15000000.000000
PA
USD
11884119.000000
1.82272
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.78043
N
N
N
N
N
N
MRCD 2019-PARK MORTGAGE TRUST
N/A
MRCD MORTGAGE TRUST MRCD 2019 PARK G 144A
55348UAW8
11198000.000000
PA
USD
5968537.360000
0.915423
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.71752
N
N
N
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-700212.720000
PA
USD
-707424.130000
-0.108501
Short
RA
US
N
2
Reverse repurchase
N
6.650000
2024-05-07
1226000.000000
USD
918210.860000
USD
PLCMO
N
N
N
RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32X
N/A
RESIDENTIAL MORTGAGE SECURITIE RMS 32X E REGS
ACI1PKCP3
2500000.000000
PA
3182967.110000
0.488187
Long
ABS-MBS
CORP
GB
N
2
2070-06-20
Floating
9.49221
N
N
N
N
N
N
CANADA SQUARE FUNDING 2020-2 PLC
N/A
CANADA SQUARE FUNDING CSF 2020 2 D REGS
ACI1T86Z1
2000000.000000
PA
2528527.050000
0.387812
Long
ABS-MBS
CORP
GB
N
2
2057-12-17
Floating
7.64315
N
N
N
N
N
N
N/A
N/A
BOUGHT EUR SOLD USD 20240109
000000000
1.000000
NC
127611.990000
0.0195725
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
5617565.150000
USD
5203000.000000
EUR
2024-01-09
127611.990000
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO SR SECURED 144A 12/28 12
146869AL6
768000.000000
PA
USD
652569.600000
0.100088
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
12
N
N
Y
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R04
N/A
FANNIE MAE CAS CAS 2022 R04 1B1 144A
20753YAF9
2000000.000000
PA
USD
2135084.800000
0.327468
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
10.5874
N
N
N
N
N
N
EQUINITI (ARMOR HOLDCO INC)
254900X6HLK0YPTHHF09
ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5
04625PAA9
8000000.000000
PA
USD
7264746.000000
1.11423
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.5
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST 2019-B12
N/A
BENCHMARK MORTGAGE TRUST BMARK 2019 B12 TCC 144A
08162FBA0
8600000.000000
PA
USD
6691185.280000
1.02626
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
3.44025
N
N
N
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR26 XCME 20260616
000000000
-16.000000
NC
USD
36368.820000
0.0055781
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
N/A
90SOFR
2026-06-16
-3876500.000000
USD
36368.820000
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
10300000.000000
PA
758569.050000
0.116345
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
1.37804
N
N
N
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-2756873.200000
PA
USD
-2768520.990000
-0.424621
Short
RA
US
N
2
Reverse repurchase
N
5.850000
2025-12-06
4711000.000000
USD
4006037.020000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO ROYAL BANK OF CAN
000000000
-3462225.000000
PA
USD
-3498040.740000
-0.536511
Short
RA
US
N
2
Reverse repurchase
N
6.800000
2024-05-08
5200000.000000
USD
5818618.000000
USD
PLCMO
N
N
N
INGENICO TERMINALS (POSEIDON BIDCO)
254900LGX7YG7Y9YM766
POSEIDON BIDCO SASU EUR TERM LOAN B
945BRXII5
8799999.990000
PA
9726904.800000
1.49186
Long
LON
CORP
GB
N
2
2028-09-30
Floating
9.175
N
N
N
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-1417065.000000
PA
USD
-1461569.110000
-0.224168
Short
RA
US
N
2
Reverse repurchase
N
6.690000
2024-01-16
2000000.000000
USD
1917237.400000
USD
PLCMO
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2022-2
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 R
33844X108
6250.000000
PA
USD
425383.030000
0.065243
Long
ABS-O
CORP
US
N
3
2029-06-15
Fixed
0
N
N
N
N
N
N
INTER MEDIA AND COMMUNICATION SPA
81560082CE2ED97AFD36
INTER MEDIA COMMUNICATIO SR SECURED REGS 02/27 6.75
ACI239FN2
1400000.000000
PA
1493883.230000
0.229124
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.75
N
N
N
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-5185324.800000
PA
USD
-5350736.660000
-0.820668
Short
RA
US
N
2
Reverse repurchase
N
6.600000
2024-01-08
7200000.000000
USD
6410814.480000
USD
PLCMO
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-544507.600000
PA
USD
-545858.430000
-0.0837209
Short
RA
US
N
2
Reverse repurchase
N
6.870000
2024-05-15
800000.000000
USD
861444.800000
USD
PLCMO
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5
91327TAA9
2671000.000000
PA
USD
2710156.860000
0.41567
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-4133375.000000
PA
USD
-4147242.470000
-0.636082
Short
RA
US
N
2
Reverse repurchase
N
6.710000
2024-04-15
8500000.000000
USD
5881301.400000
USD
PLCMO
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2
N/A
FREDDIE MAC STACR STACR 2022 DNA2 B2 144A
35564KSQ3
800000.000000
PA
USD
861444.800000
0.132124
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
13.8374
N
N
N
N
N
N
ENVALIOR FINANCE GMBH
254900GAG6U7Z5TROP43
SCUR ALPHA 1503 GMBH EUR TERM LOAN B1
D7001LAB9
2400000.000000
PA
2433733.180000
0.373273
Long
LON
CORP
DE
N
2
2030-03-29
Floating
9.448
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5
950814AA1
7105000.000000
PA
USD
6465550.000000
0.991652
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
10.5
Y
Y
Y
N
N
N
SEC ASSET BACKED REC LLC 2006-FR1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 FR1 M1
81375WJU1
6159606.260000
PA
USD
5059767.290000
0.77604
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
6.07043
N
N
N
N
N
N
N/A
N/A
MORRISON (MARKET BIDCO LI TL TRS BKL BPS
000000000
1.000000
NC
415785.370000
0.063771
N/A
DIR
GB
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
MORRISONS (MARKET BIDCO LIMITED)
MORRISONS TL A 1L SONIA
Y
2027-11-04
0.000000
GBP
0.000000
GBP
2827000.000000
GBP
415785.370000
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 B5 144A
64828XAJ2
15500000.000000
PA
USD
7713275.850000
1.18302
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Floating
3.87883
N
N
N
N
N
N
HILTON ORLANDO TRUST 2018-ORL
N/A
HILTON USA TRUST HILT 2018 ORL E 144A
432885AN1
1250000.000000
PA
USD
1227969.130000
0.188339
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
8.30881
N
N
N
N
N
N
BSST 2021-1818 MORTGAGE TRUST
N/A
BSST MORTGAGE TRUST BSST 2021 1818 E 144A
07403PAN2
6750000.000000
PA
USD
4188168.450000
0.642359
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
8.92648
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN
90290PAS3
21635807.250000
PA
USD
16497303.030000
2.53027
Long
LON
CORP
US
N
2
2028-06-20
Floating
10.4704
N
N
N
N
N
N
BBCCRE TRUST 2015-GTP
N/A
BBCCRE TRUST BBCCR 2015 GTP E 144A
05490TAJ1
5370000.000000
PA
USD
3530240.150000
0.54145
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
4.5626
N
N
N
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-362446.670000
PA
USD
-365533.100000
-0.0560635
Short
RA
US
N
2
Reverse repurchase
N
6.700000
2024-05-15
745000.000000
USD
533256.400000
USD
PLCMO
N
N
N
YOSEMITE RE LTD
N/A
YOSEMITE RE LTD UNSECURED 144A 06/25 VAR
98740RAA7
980000.000000
PA
USD
1009743.000000
0.154869
Long
DBT
CORP
BM
N
2
2025-06-06
Floating
9.978
N
N
N
N
N
N
CIRCOR
N/A
CIRCOR INTERNATIONAL INC 2023 REVOLVER
948FVPII5
165517.240000
PA
USD
165108.730000
0.0253235
Long
LON
CORP
US
N
3
2029-06-20
Floating
0.5
N
N
N
N
N
N
N/A
N/A
REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079
000000000
-4338109.750000
PA
USD
-4380112.290000
-0.671798
Short
RA
US
N
2
Reverse repurchase
N
6.600000
2024-05-08
8950000.000000
USD
6396447.760000
USD
PLCMO
N
N
N
BANCA MONTE DEI PASCHI DI SIENA SPA
J4CP7MHCXR8DAQMKIL78
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR
ACI0ZY1X9
2400000.000000
PA
2656270.990000
0.407405
Long
DBT
CORP
IT
N
2
2028-01-18
Floating
7.677
N
N
N
N
N
N
OI SA (AKA: BRASIL TELECOM S/A)
254900YEMWCRRAGD4978
OI S A 2023 DIP TERM LOAN 144A
948EYNII0
6351707.170000
PA
USD
6351707.170000
0.974191
Long
DBT
CORP
BR
N
2
2024-09-07
Fixed
10.3916
N
N
Y
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625
X74344DS2
5800000.000000
PA
USD
3899920.000000
0.598149
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
Y
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 F 144A
05891HAL7
2000000.000000
PA
USD
1917237.400000
0.294056
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
7.98648
N
N
N
N
N
N
2024-02-21
PIMCO Access Income Fund
/s/ Bijal Parikh
Bijal Parikh
Treasurer