0001145549-21-004716.txt : 20210201
0001145549-21-004716.hdr.sgml : 20210201
20210201074646
ACCESSION NUMBER: 0001145549-21-004716
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20210201
PERIOD START: 20200831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 21574373
BUSINESS ADDRESS:
STREET 1: 225 FRANKLIN STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 225 FRANKLIN STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000010617
Columbia Strategic Income Fund
C000029358
Columbia Strategic Income Fund Class A
COSIX
C000029359
Columbia Strategic Income Fund Class B
CLSBX
C000029360
Columbia Strategic Income Fund Class C
CLSCX
C000029362
Columbia Strategic Income Fund Institutional Class
LSIZX
C000094661
Columbia Strategic Income Fund Class R
CSNRX
C000094662
Columbia Strategic Income Fund Class K
CSIVX
C000094663
Columbia Strategic Income Fund Institutional 2 Class
CTIVX
C000094664
Columbia Strategic Income Fund Class T
CTTWX
C000122657
Columbia Strategic Income Fund Advisor Class
CMNRX
C000129839
Columbia Strategic Income Fund Institutional 3 Class
CPHUX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001145549-20-021668
0000773757
XXXXXXXX
S000010617
C000122657
C000029358
C000029360
C000094661
C000029362
C000094663
C000129839
C000094662
C000029359
C000094664
Columbia Funds Series Trust I
811-04367
0000773757
549300W5GIE6ZOZOTD82
225 Franklin St.
Boston
02110
800-345-6611
Columbia Strategic Income Fund
S000010617
K29BNLG80CDBGN0TTQ27
2020-08-31
2020-02-29
N
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573304914.930000000000
5671983681.700000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
511454777.200000000000
14817607.690000000000
0.000000000000
687852.070000000000
RUB
USD
IDR
DOP
MXN
EGP
EUR
N
COLORADO BUYER INC
N/A
COLORADO BUYER INC TLB 3.0
19633FAD3
1989808.870000000000
PA
USD
1683636.980000000000
0.0296833890
Long
LON
CORP
US
N
2
2024-05-01
Variable
4.66
N
N
N
N
N
N
COLT FUNDING LLC COLT_19-1
N/A
COLT_19-1
19687XAD9
13238000.000000000000
PA
USD
13459612.060000000000
0.2372999080
Long
ABS-CBDO
CORP
US
N
2
2049-03-25
Variable
4.518000000000
N
N
N
N
N
N
COLUMBIA FUNDS/USA
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
143733506.892000000000
NS
USD
143733506.890000000000
2.5340959170
Long
STIV
CORP
US
N
1
N
N
N
COLUMBUS MCKINNON CORP
549300W3HQB0HO1F3G69
COLUMBUS MCKINNON TLB 2.5
19933MAL7
839202.170000000000
PA
USD
839202.170000000000
0.0147955674
Long
LON
CORP
US
N
2
2024-01-31
Variable
4.44463
N
N
N
N
N
N
IRB HOLDING CORP
N/A
ARBYS RESTAURANT GROUP
44988MAA3
5238000.000000000000
PA
USD
5199469.110000000000
0.0916693242
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.750000000000
N
N
N
N
N
N
II-VI INC
N/A
II-VI INC TLB 3.5
45173JAJ3
1496250.000000000000
PA
USD
1477546.880000000000
0.0260499142
Long
LON
CORP
US
N
2
2026-09-24
Variable
5.10338
N
N
N
N
N
N
MICHAELS STORES INC
N/A
MICHAELS STORES INC TLB 2.50
594088AQ9
988720.000000000000
PA
USD
889848.000000000000
0.0156884796
Long
LON
CORP
US
N
2
2023-01-28
Variable
4.105838134
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC TL 2.0
59501NAJ8
1542263.750000000000
PA
USD
1530696.770000000000
0.0269869742
Long
LON
CORP
US
N
3
2025-05-29
Variable
3.61
N
N
N
N
N
N
MILLICOM INTL CELLULAR S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA
600814AQ0
1700000.000000000000
PA
USD
1831806.680000000000
0.0322956973
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.250000000000
N
N
N
N
N
N
MINERALS TECH INC.
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES TLB3 2.25
60315GAF5
750000.000000000000
PA
USD
749295.000000000000
0.0132104576
Long
LON
CORP
US
N
2
2024-02-13
Variable
3.922726878
N
N
N
N
N
N
MISSION BROADCASTING INC
N/A
MISSION (NEXSTAR) TLB3 2.25
605024AQ1
105542.240000000000
PA
USD
104790.780000000000
0.0018475155
Long
LON
CORP
US
N
2
2024-01-17
Variable
3.905
N
N
N
N
N
N
MONOTYPE IMAGING HOLDINGS INC
N/A
MONOTYPE IMAGING TL 5.5
61022YAC5
1500000.000000000000
PA
USD
1458750.000000000000
0.0257185155
Long
LON
CORP
US
N
2
2026-10-09
Variable
7.44463
N
N
N
N
N
N
MONTREIGN OPERATING COMPANY LLC
N/A
MONTREIGN(EMPIRE RESORTS) TLB 8.25
61506UAB0
1326591.240000000000
PA
USD
1158870.310000000000
0.0204314817
Long
LON
CORP
US
N
2
2023-01-24
Variable
9.85338
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC
615394AM5
1229000.000000000000
PA
USD
1250260.900000000000
0.0220427450
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_17-ASHF
N/A
MSC_17-ASHF
61691KAN1
12600000.000000000000
PA
USD
12592349.280000000000
0.2220096176
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
4.809000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
9010000.000000000000
PA
USD
9281179.380000000000
0.1636319831
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.699000000000
N
N
N
N
N
N
MORGAN STANLEY RESECURITIZATION PASS THROUGH TRUST MSRP_18-SC1
N/A
MSRP_18-SC1
61767KAA8
4750233.230000000000
PA
USD
4702730.900000000000
0.0829115732
Long
ABS-MBS
CORP
US
N
3
2023-09-18
Fixed
1.000000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAL6
15500000.000000000000
PA
USD
15251668.300000000000
0.2688947845
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.177100000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAJ7
1342000.000000000000
PA
USD
1348631.590000000000
0.0237770711
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.000000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAS7
3654000.000000000000
PA
USD
3736196.470000000000
0.0658710723
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
6.375000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAV0
1692000.000000000000
PA
USD
1837632.010000000000
0.0323984009
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.125000000000
N
N
N
N
N
N
NEP/NCP HOLDCO INC
N/A
NEP GROUP TLB 3.25
62908HAD7
992481.190000000000
PA
USD
919702.540000000000
0.0162148305
Long
LON
CORP
US
N
2
2025-10-20
Variable
4.85338
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CA8
1696000.000000000000
PA
USD
1798734.670000000000
0.0317126207
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.250000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QCZ3
2235000.000000000000
PA
USD
2170619.570000000000
0.0382691434
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.950000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QDA7
9280000.000000000000
PA
USD
8919315.820000000000
0.1572521418
Long
DBT
NUSS
MX
N
2
2060-01-28
Fixed
6.950000000000
N
N
N
N
N
N
ARGOS MERGER SUB INC
N/A
PETSMART INC
716768AC0
2806000.000000000000
PA
USD
2823857.580000000000
0.0497860667
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.875000000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
PHOENIX GUARANTOR INC TLB 3.25
71913BAE2
497500.000000000000
PA
USD
489206.680000000000
0.0086249663
Long
LON
CORP
US
N
2
2026-03-05
Variable
4.92088
N
N
N
N
N
N
KFC HOLDING CO
N/A
KFC HOLDING CO TLB 1.75
72584DAE4
1646010.210000000000
PA
USD
1628002.860000000000
0.0287025307
Long
LON
CORP
US
N
2
2025-04-02
Variable
3.4085
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RBE1
41904000.000000000000
PA
USD
38671504.490000000000
0.6817985851
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.700000000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
PLANTRONICS INC
727493AB4
2680000.000000000000
PA
USD
2443150.500000000000
0.0430740044
Long
DBT
CORP
US
N
2
2023-05-31
Fixed
5.500000000000
N
N
N
N
N
N
PLASTIPAK HOLDINGS INC.
N/A
PLASTIPAK HOLDINGS INC TLB 2.5
72761JAD8
1660266.480000000000
PA
USD
1618759.820000000000
0.0285395712
Long
LON
CORP
US
N
2
2024-10-14
Variable
4.11
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
N/A
PLATFORM SPECIALTY PRODUCTS CORP
72766QAD7
5877000.000000000000
PA
USD
5924929.290000000000
0.1044595616
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.875000000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
N/A
ELEMENT SOLUTIONS INC TLB 2.0
72766TAD1
1737507.780000000000
PA
USD
1704929.510000000000
0.0300587873
Long
LON
CORP
US
N
2
2026-01-31
Variable
3.60338
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST PMTCR_19-1R
N/A
PMTCR_19-1R
73021CAA3
20134802.370000000000
PA
USD
20122735.580000000000
0.3547742150
Long
ABS-CBDO
CORP
US
N
2
2024-03-27
Variable
3.649300000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AK0
3107000.000000000000
PA
USD
3198946.540000000000
0.0563990787
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.000000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AL8
742000.000000000000
PA
USD
772607.500000000000
0.0136214690
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
7860000.000000000000
PA
USD
8203526.330000000000
0.1446324036
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AN4
1161000.000000000000
PA
USD
1208853.000000000000
0.0213127024
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.625000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AQ7
4607000.000000000000
PA
USD
4537108.170000000000
0.0799915589
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAK1
4790000.000000000000
PA
USD
4948098.400000000000
0.0872375288
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.375000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAL9
934000.000000000000
PA
USD
963837.680000000000
0.0169929558
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.125000000000
N
N
N
N
N
N
PRINTPACK HOLDINGS INC
N/A
PRINTPACK HOLDINGS INC TLB 3.0
74257HAK3
746770.300000000000
PA
USD
741639.990000000000
0.0130754958
Long
LON
CORP
US
N
2
2023-07-26
Variable
4.625
N
N
N
N
N
N
RCO MORTGAGE LLC RCO_19-2
N/A
RCO_19-2
74937DAA2
28649035.770000000000
PA
USD
28827052.280000000000
0.5082358113
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Variable
3.474800000000
N
N
N
N
N
N
RCO MORTGAGE LLC RCO_19-1
N/A
RCO_19-1
74937LAA4
22433082.570000000000
PA
USD
22507196.990000000000
0.3968135004
Long
ABS-CBDO
CORP
US
N
2
2024-05-24
Fixed
3.721000000000
N
N
N
N
N
N
RETL_19-RVP
N/A
RETL_19-RVP
74952PAJ6
15600000.000000000000
PA
USD
15644104.320000000000
0.2758136341
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Variable
3.758500000000
N
N
N
N
N
N
RP CROWN PARENT LLC
549300B1M4J69ECRY452
JDA SOFTWARE GROUP TLB 2.75
74966FAJ2
496163.690000000000
PA
USD
491202.050000000000
0.0086601457
Long
LON
CORP
US
N
2
2023-10-12
Variable
4.35338
N
N
N
N
N
N
RACKSPACE HOSTING INC
N/A
RACKSPACE HOSTING INC TLB 3.0
75008QAL0
1430019.520000000000
PA
USD
1362637.000000000000
0.0240239937
Long
LON
CORP
US
N
2
2023-11-03
Variable
4.76319359
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAA8
2610000.000000000000
PA
USD
2618105.490000000000
0.0461585512
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN
75026JAB6
612000.000000000000
PA
USD
615718.860000000000
0.0108554413
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.875000000000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
RADIO ONE INC TLB 4.0
75040LAN7
1328319.360000000000
PA
USD
1283488.580000000000
0.0226285662
Long
LON
CORP
US
N
2
2023-04-18
Variable
5.61
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AC2
8000000.000000000000
PA
USD
8044923.200000000000
0.1418361485
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
3.409500000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AD0
7700000.000000000000
PA
USD
7752663.380000000000
0.1366834571
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
3.659500000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_19-1
N/A
RMIR_19-1
75049SAB9
11700000.000000000000
PA
USD
11703839.940000000000
0.2063447393
Long
ABS-CBDO
CORP
US
N
2
2029-02-25
Variable
3.576800000000
N
N
N
N
N
N
RMIR_19-2
N/A
RMIR_19-2
75049TAB7
10000000.000000000000
PA
USD
10017334.000000000000
0.1766107690
Long
ABS-CBDO
CORP
US
N
2
2029-06-25
Variable
3.376800000000
N
N
N
N
N
N
CARRIZO OIL & GAS INC
6X88M1NLGKDIRGWMPT94
CARRIZO OIL & GAS INC
144577AH6
272000.000000000000
PA
USD
230637.760000000000
0.0040662628
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.250000000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
N/A
REGIONALCARE HOSP PRTNR TL 3.75
75915TAD4
1759056.550000000000
PA
USD
1741465.980000000000
0.0307029441
Long
LON
CORP
US
N
2
2025-11-16
Variable
5.35338
N
N
N
N
N
N
RESIDEO FUNDING INC
N/A
RESIDEO FUNDING INC
76119LAA9
2568000.000000000000
PA
USD
2508252.270000000000
0.0442217822
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.125000000000
N
N
N
N
N
N
REXNORD LLC
N/A
REXNORD LLC TLB 1.75
76168JAR7
862068.970000000000
PA
USD
858301.730000000000
0.0151323025
Long
LON
CORP
US
N
2
2024-08-21
Variable
3.37888
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUCTS LLC
N/A
REYNOLDS GROUP HLDGS INC TLB 1.75
76171JAB7
375000.000000000000
PA
USD
370312.500000000000
0.0065288005
Long
LON
CORP
US
N
2
2027-01-29
Variable
3.50113
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAD0
2289000.000000000000
PA
USD
2360628.670000000000
0.0416191019
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.875000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAE8
342000.000000000000
PA
USD
357167.990000000000
0.0062970560
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.000000000000
N
N
N
N
N
N
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS
N/A
REYNOLDS GROUP ISSUER INC
761735AT6
2299000.000000000000
PA
USD
2329270.430000000000
0.0410662400
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.125000000000
N
N
N
N
N
N
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS
N/A
REYNOLDS GROUP ISSUER INC
761735AV1
3073000.000000000000
PA
USD
3136701.690000000000
0.0553016699
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.000000000000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS INC
N/A
REYNOLDS GROUP HLDGS INC TLB 2.75
76173FAU1
2235084.910000000000
PA
USD
2210409.570000000000
0.0389706617
Long
LON
CORP
US
N
2
2023-02-05
Variable
4.35338
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAQ5
11783000.000000000000
PA
USD
11835480.300000000000
0.2086656268
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
5.479500000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS US HOLDINGS INC
N/A
AXALTA COATING SYS US HLDG TL 1.75
90347BAH1
1455032.150000000000
PA
USD
1423501.600000000000
0.0250970680
Long
LON
CORP
US
N
2
2024-06-01
Variable
3.69463
N
N
N
N
N
N
US ECOLOGY HOLDINGS INC
N/A
US ECOLOGY INC TLB 2.50
90349YAF3
1000000.000000000000
PA
USD
1005000.000000000000
0.0177186687
Long
LON
CORP
US
N
2
2026-10-01
Variable
4.10338
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC TLB 2.5
90351HAB4
1695261.060000000000
PA
USD
1672663.230000000000
0.0294899161
Long
LON
CORP
US
N
2
2023-06-27
Variable
3.35338
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC TLB 3.5
90351JAE4
2239557.870000000000
PA
USD
2215482.620000000000
0.0390601021
Long
LON
CORP
US
N
2
2023-07-13
Variable
5.10338
N
N
N
N
N
N
CD&R WATERWORKS MERGER SUB LLC
N/A
CD&R WATERWORKS MERGER SUB
14987KAA1
2916000.000000000000
PA
USD
2956128.970000000000
0.0521180796
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.125000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC TLB 4.25
15134NAE6
1401310.060000000000
PA
USD
1290088.080000000000
0.0227449188
Long
LON
CORP
US
N
2
2023-06-07
Variable
5.85338
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAJ0
1624000.000000000000
PA
USD
1669641.160000000000
0.0294366355
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.750000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAM3
3154000.000000000000
PA
USD
3324811.840000000000
0.0586181489
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000
N
N
N
N
N
N
USI INC/NY
N/A
USI INC TLB 3.0
90351NAE5
1752473.440000000000
PA
USD
1708661.600000000000
0.0301245860
Long
LON
CORP
US
N
2
2024-05-16
Variable
4.94463
N
N
N
N
N
N
USS ULTIMATE HOLDINGS INC
N/A
USS ULTIMATE HOLDINGS INC TL 3.75
90352HAB3
443199.000000000000
PA
USD
439985.810000000000
0.0077571769
Long
LON
CORP
US
N
2
2024-08-25
Variable
5.670811074
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAN1
578000.000000000000
PA
USD
594021.270000000000
0.0104729016
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.750000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAQ4
3675000.000000000000
PA
USD
3789224.370000000000
0.0668059815
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC
90353TAA8
3221000.000000000000
PA
USD
3365545.210000000000
0.0593362992
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.500000000000
N
N
N
N
N
N
UKRAINE REPUBLIC OF (GOVERNMENT)
6354001WLTJXOMEXPY07
UKRAINE (GOVERNMENT OF)
903724BM3
6900000.000000000000
PA
USD
7419629.750000000000
0.1308119023
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.375000000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818FE3
1224000.000000000000
PA
USD
1376432.320000000000
0.0242672123
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.950000000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818FF0
8805000.000000000000
PA
USD
9860251.430000000000
0.1738413222
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.839000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAS0
4785000.000000000000
PA
USD
5120093.450000000000
0.0902698903
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAU5
3042000.000000000000
PA
USD
3040360.360000000000
0.0536031225
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818FL7
1685000.000000000000
PA
USD
1751244.170000000000
0.0308753387
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.750000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC TL 1.75
90932RAE4
992346.940000000000
PA
USD
961336.100000000000
0.0169488517
Long
LON
CORP
US
N
2
2024-04-01
Variable
3.35338
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BD5
1376000.000000000000
PA
USD
1423490.480000000000
0.0250968719
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.500000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BE3
3303000.000000000000
PA
USD
3483469.080000000000
0.0614153579
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BK9
2510000.000000000000
PA
USD
2681241.660000000000
0.0472716744
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.500000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BN3
897000.000000000000
PA
USD
878323.590000000000
0.0154852983
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.000000000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PRODUCTION LLC
N/A
CENTENNIAL RESOURCES PRODUCTION
15138AAA8
1776000.000000000000
PA
USD
1543819.290000000000
0.0272183310
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.375000000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PRODUCTION LLC
N/A
CENTENNIAL RESOURCES PRODUCTION
15138AAC4
2042000.000000000000
PA
USD
1832326.620000000000
0.0323048641
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.875000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AS5
6347000.000000000000
PA
USD
6651441.660000000000
0.1172683497
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.800000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AZ9
2486000.000000000000
PA
USD
2594675.170000000000
0.0457454625
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.625000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BA3
3898000.000000000000
PA
USD
4355942.730000000000
0.0767975187
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.500000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BB1
3976000.000000000000
PA
USD
4011617.170000000000
0.0707268814
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BC9
1119000.000000000000
PA
USD
1126948.460000000000
0.0198686830
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAA2
563000.000000000000
PA
USD
584762.570000000000
0.0103096659
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY BOND
912810SD1
8265000.000000000000
PA
USD
10752248.440000000000
0.1895676900
Long
DBT
UST
US
N
1
2048-08-15
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
US TII .25 02/15/2050 (TIPS)
912810SM1
30186712.000000000000
PA
USD
31626499.230000000000
0.5575915060
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.250000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAC8
1310000.000000000000
PA
USD
1411881.630000000000
0.0248922019
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.375000000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS LLC /
N/A
CHANGE HEALTHCARE HOLDINGS/FIN INC
15911NAA3
4083000.000000000000
PA
USD
4132529.570000000000
0.0728586294
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.750000000000
N
N
N
N
N
N
UNIVAR USA INC
N/A
UNIVAR USA INC TLB 2.5
91335PAE9
439658.510000000000
PA
USD
432329.400000000000
0.0076221905
Long
LON
CORP
US
N
2
2024-07-01
Variable
3.85338
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
N/A
UNIVISION COMMUNICATIONS TLC5 2.75
914908AX6
988655.390000000000
PA
USD
949603.500000000000
0.0167419999
Long
LON
CORP
US
N
2
2024-03-15
Variable
4.35338
N
N
N
N
N
N
UPSTREAM NEWCO INC
N/A
UPSTREAM REHABILITATION TLB 4.5
91678HAB8
750000.000000000000
PA
USD
735000.000000000000
0.0129584294
Long
LON
CORP
US
N
2
2026-11-01
Variable
6.10338
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_19-3
N/A
UPST_19-3
91678WAA7
12834586.080000000000
PA
USD
12912117.250000000000
0.2276472919
Long
ABS-MBS
CORP
US
N
2
2030-01-21
Fixed
2.684000000000
N
N
N
N
N
N
CHARLES RIVER LABS INTL INC.
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AC1
1779000.000000000000
PA
USD
1874039.800000000000
0.0330402890
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.500000000000
N
N
N
N
N
N
CHARLES RIVER LABS INTL INC.
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AE7
681000.000000000000
PA
USD
693456.010000000000
0.0122259874
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.250000000000
N
N
N
N
N
N
JAGGED PEAK ENERGY LLC
N/A
JAGGED PEAK ENERGY LLC
47009LAC9
2491000.000000000000
PA
USD
2487016.170000000000
0.0438473788
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.875000000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II
N/A
PHARM PROD JAGUAR TL 2.5
47009YAK3
1241500.000000000000
PA
USD
1230252.010000000000
0.0216899780
Long
LON
CORP
US
N
2
2022-08-18
Variable
4.10338
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II / PHAR
N/A
PHARMACEUTICAL PRODUCT DEV LLC
47010DAA8
3612000.000000000000
PA
USD
3727150.560000000000
0.0657115882
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.375000000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAA7
798000.000000000000
PA
USD
829872.710000000000
0.0146310842
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
4.750000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAV8
2066000.000000000000
PA
USD
2165927.790000000000
0.0381864249
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAX4
338000.000000000000
PA
USD
387687.660000000000
0.0068351336
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
NEUSTAR
N/A
NEUSTAR INC TLB4 3.5
64127UAX5
1988578.580000000000
PA
USD
1807120.780000000000
0.0318604721
Long
LON
CORP
US
N
2
2024-08-08
Variable
5.10338
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4
N/A
NRZT_19-NQM4
64828EAC9
11228402.240000000000
PA
USD
11427193.240000000000
0.2014673152
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.796800000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
N/A
QUIKRETE HOLDINGS INC TLB 2.75
74839XAF6
2255651.150000000000
PA
USD
2209410.300000000000
0.0389530440
Long
LON
CORP
US
N
2
2027-02-01
Variable
4.10338
N
N
N
N
N
N
QUICKEN LOANS INC
N/A
QUICKEN LOANS INC
74840LAA0
7412000.000000000000
PA
USD
7604917.460000000000
0.1340786202
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.750000000000
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST RBSSP_10-1
N/A
RBSSP_10-1
74928YAH2
4801091.440000000000
PA
USD
4896453.600000000000
0.0863270044
Long
ABS-CBDO
CORP
US
N
2
2035-08-26
Variable
4.600500000000
N
N
N
N
N
N
RCO MORTGAGE LLC RCO_18-2
N/A
RCO_18-2
74936MAA3
7688721.400000000000
PA
USD
7735663.350000000000
0.1363837378
Long
ABS-CBDO
CORP
US
N
2
2023-10-25
Variable
4.458400000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO/THE
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE
810186AQ9
1967000.000000000000
PA
USD
2041366.610000000000
0.0359903470
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.500000000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
SCRIPPS ESCROW INC
81104PAA7
734000.000000000000
PA
USD
761572.560000000000
0.0134269173
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.875000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP TLB 2.5
816194AV6
1552315.530000000000
PA
USD
1536792.370000000000
0.0270944427
Long
LON
CORP
US
N
2
2025-03-06
Variable
4.58
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP
816196AT6
1642000.000000000000
PA
USD
1752953.490000000000
0.0309054748
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BB2
2345000.000000000000
PA
USD
2410547.390000000000
0.0424991947
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.375000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BE6
8046000.000000000000
PA
USD
8523792.240000000000
0.1502788569
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BH9
1059000.000000000000
PA
USD
1118718.320000000000
0.0197235814
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.500000000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851AV1
6059000.000000000000
PA
USD
6511987.500000000000
0.1148097009
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.550000000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BA6
10850000.000000000000
PA
USD
11631748.360000000000
0.2050737275
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.250000000000
N
N
N
N
N
N
SENEGAL (REPUBLIC OF)
N/A
SENEGAL (REPUBLIC OF)
81720TAC9
3508000.000000000000
PA
USD
3690998.960000000000
0.0650742168
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.250000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
SENSATA TECHNOLOGIES INC
81728UAA2
1041000.000000000000
PA
USD
1049682.300000000000
0.0185064408
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BJ5
5566000.000000000000
PA
USD
5558877.910000000000
0.0980058869
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC TLE 2.25
89364MBQ6
1584370.960000000000
PA
USD
1545759.840000000000
0.0272525438
Long
LON
CORP
US
N
2
2025-05-30
Variable
3.85338
N
N
N
N
N
N
SERVICEMASTER COMPANY LLC
N/A
SERVICEMASTER CO LLC TLB 1.75
81760HAG7
750000.000000000000
PA
USD
741562.500000000000
0.0130741296
Long
LON
CORP
US
N
2
2026-10-31
Variable
3.375
N
N
N
N
N
N
SHEA HOMES LP/SHEA HOMES FUNDING CORP
N/A
SHEA HOMES LP/SHEA HOMES FNDG CORP
82088KAE8
1124000.000000000000
PA
USD
1123813.030000000000
0.0198134038
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
N/A
SINCLAIR TELEVISION GRP TLB2 2.25
829229AQ6
1488491.040000000000
PA
USD
1458721.220000000000
0.0257180081
Long
LON
CORP
US
N
3
2024-01-03
Variable
3.86
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
N/A
SINOPEC GRP OVERSEAS DEV 2018
82939GAB4
4400000.000000000000
PA
USD
4905967.130000000000
0.0864947328
Long
DBT
NUSS
VG
N
2
2025-09-12
Fixed
4.125000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC TLF 2.25
89364MBR4
962846.960000000000
PA
USD
939979.340000000000
0.0165723210
Long
LON
CORP
US
N
2
2025-12-09
Variable
3.85338
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LP/TLP FINANCE CORP
N/A
TRANSMONTAIGE PARTNERS LP / FIN CO
89376VAA8
2330000.000000000000
PA
USD
2314859.190000000000
0.0408121624
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.125000000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN LIMITED
893800AA0
971940.000000000000
PA
USD
959752.340000000000
0.0169209291
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
TRANSOCEAN INC
N/A
TRANSOCEAN INC
893830BL2
1041000.000000000000
PA
USD
864430.970000000000
0.0152403642
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.000000000000
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD
89385AAA3
4653000.000000000000
PA
USD
4501777.500000000000
0.0793686610
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_19-1
N/A
TMIR_2019-1
89600TAA1
18100000.000000000000
PA
USD
18112756.880000000000
0.3193372530
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Variable
3.526800000000
N
N
N
N
N
N
TRICORBRAUN INC
N/A
TRICORBRAUN INC 1ST LN TL 3.75
89612HAC9
436806.660000000000
PA
USD
430254.560000000000
0.0075856100
Long
LON
CORP
US
N
2
2023-11-30
Variable
5.693240597
N
N
N
N
N
N
TRIMAS CORP
75G1WUQ8QK4P5MZOYD78
TRIMAS CORPORATION
896215AG5
1887000.000000000000
PA
USD
1931629.040000000000
0.0340556170
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.875000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
2818000.000000000000
PA
USD
2922601.090000000000
0.0515269658
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAB2
838000.000000000000
PA
USD
885866.590000000000
0.0156182852
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.500000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NAU2
599000.000000000000
PA
USD
616071.310000000000
0.0108616552
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.375000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NAW8
1521000.000000000000
PA
USD
1580899.950000000000
0.0278720821
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.375000000000
N
N
N
N
N
N
TULLOW OIL PLC
N/A
TULLOW OIL PLC
899415AE3
3550000.000000000000
PA
USD
2463826.240000000000
0.0434385284
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.000000000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
TWITTER INC
90184LAG7
1392000.000000000000
PA
USD
1421472.970000000000
0.0250613022
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.875000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBA5
574000.000000000000
PA
USD
599006.200000000000
0.0105607885
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.000000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBE7
981000.000000000000
PA
USD
1011164.520000000000
0.0178273524
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAJ1
10941000.000000000000
PA
USD
10950712.330000000000
0.1930667108
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
3.158500000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAN2
13795000.000000000000
PA
USD
13844135.030000000000
0.2440792465
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
4.558500000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
N/A
SIX FLAGS PREMIER PARKS TLB 1.75
83002CAJ6
497500.000000000000
PA
USD
475525.430000000000
0.0083837588
Long
LON
CORP
US
N
2
2026-04-17
Variable
3.36
N
N
N
N
N
N
SOLERA LLC / SOLERA FINANCE INC
N/A
SOLERA LLC/SOLERA FINANCE INC
83422AAA1
1691000.000000000000
PA
USD
1787466.270000000000
0.0315139530
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.500000000000
N
N
N
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
19385000.000000000000
PA
USD
22784177.000000000000
0.4016968010
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.400000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
N/A
SPECTRUM BRANDS INC
84762LAU9
1506000.000000000000
PA
USD
1545828.940000000000
0.0272537621
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 0 YEAR
000000000
-191000000.000000000000
OU
Notional Amount
USD
-5608199.300000000000
-0.0988754484
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.300000 26-MAY-2030
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2030-05-26
N/A
N/A
N/A
N/A
-191000000.000000000000
USD
-191000000.000000000000000
USD
1.300000000000
USD
2020-05-21
XXXX
-3889199.300000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 0 YEAR
000000000
-191000000.000000000000
OU
Notional Amount
USD
-5608199.300000000000
-0.0988754484
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Written
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.300000 26-MAY-2030
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2030-05-26
N/A
N/A
N/A
N/A
-191000000.000000000000
USD
-191000000.000000000000000
USD
1.300000000000
USD
2020-05-21
XXXX
-3698199.300000000000
N
N
N
FRONT RANGE BIDCO INC
N/A
ZAYO TLB 3.0
000000000
1125000.000000000000
PA
USD
1097280.000000000000
0.0193456128
Long
LON
CORP
US
N
2
2027-02-19
Variable
0
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWP: IFS 1.760750 26-FEB-2030
000000000
77000000.000000000000
OU
Notional Amount
USD
-612849.930000000000
-0.0108048606
N/A
DIR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
US CPI Urban Consumers NSA
CM4588021
Y
2030-02-26
0.000000000000
USD
0.000000000000
USD
77000000.000000000000
USD
-612849.930000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
CDS: (ITRAXX.ASIA.XJ.IG.32.V1)
000000000
8721428.000000000000
OU
Notional Amount
USD
-113025.520000000000
-0.0019926983
N/A
DCR
CORP
GB
N
2
Barclays
AC28XWWI3WIBK2824319
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
ITXI32055
Y
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
2024-12-20
0.000000000000
USD
-183690.510000000000
USD
8721428.000000000000
USD
53464.400000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (ITRAXX.ASIA.XJ.IG.32.V1)
000000000
25475000.000000000000
OU
Notional Amount
USD
-330143.770000000000
-0.0058206051
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
ITXI32055
Y
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
2024-12-20
0.000000000000
USD
-536553.890000000000
USD
25475000.000000000000
USD
156167.760000000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CDS: (ITRAXX.ASIA.XJ.IG.32.V1)
000000000
13082143.000000000000
OU
Notional Amount
USD
-169538.290000000000
-0.0029890476
N/A
DCR
CORP
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
ITXI32055
Y
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
2024-12-20
0.000000000000
USD
-261906.840000000000
USD
13082143.000000000000
USD
66567.660000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (ITRAXX.ASIA.XJ.IG.32.V1)
000000000
8721429.000000000000
OU
Notional Amount
USD
-113025.530000000000
-0.0019926984
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
ITXI32055
Y
CME: (ITRAXX.ASIA.XJ.IG.32.V1)
2024-12-20
0.000000000000
USD
-174604.590000000000
USD
8721429.000000000000
USD
44378.460000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
4400000.000000000000
OU
Notional Amount
USD
175111.200000000000
0.0030873008
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
162821.620000000000
USD
0.000000000000
USD
4400000.000000000000
USD
10822.910000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.11.BBB-)
000000000
16100000.000000000000
OU
Notional Amount
USD
640747.800000000000
0.0112967144
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
554873.290000000000
USD
0.000000000000
USD
16100000.000000000000
USD
80507.840000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
16100000.000000000000
OU
Notional Amount
USD
640747.800000000000
0.0112967144
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
472699.530000000000
USD
0.000000000000
USD
16100000.000000000000
USD
162681.600000000000
N
N
N
GBT III BV
N/A
AMERICAN EXPRESS GBT TL 4.0
000000000
816371.680000000000
PA
USD
798003.320000000000
0.0140692104
Long
LON
CORP
NL
N
2
2027-03-31
Variable
0
N
N
N
N
N
N
SPECTRUM HOLDINGS III CORP
N/A
SPECTRUM HLDGS III 2ND LN TL 7.0
84763NAF7
425000.000000000000
PA
USD
335962.500000000000
0.0059231923
Long
LON
CORP
US
N
2
2026-01-31
Variable
8.60338
N
N
N
N
N
N
USI INC/NY
N/A
USI INC/NY
91739VAA6
944000.000000000000
PA
USD
942295.110000000000
0.0166131492
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP
N/A
USA COMPRESSION PARTNERS LP
91740PAF5
757000.000000000000
PA
USD
739878.730000000000
0.0130444439
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.875000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-INV3
N/A
VERUS_19-INV3
92537MAG5
7300000.000000000000
PA
USD
7585040.180000000000
0.1337281735
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.731000000000
N
N
N
N
N
N
GBT US III LLC
N/A
AMERICAN EXPRESS GBT TL DD 4.0
000000000
683628.320000000000
PA
USD
668246.680000000000
0.0117815339
Long
LON
CORP
US
N
2
2027-03-31
Variable
0
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
N/A
EQUATE PETROCHEMICAL BV
000000000
2166000.000000000000
PA
USD
2183262.330000000000
0.0384920418
Long
DBT
NUSS
NL
N
2
2022-03-03
Fixed
3.000000000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC
92552VAL4
796000.000000000000
PA
USD
809691.660000000000
0.0142752819
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.625000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAA3
1553000.000000000000
PA
USD
1570752.480000000000
0.0276931770
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF (GOVERNMENT)
N/A
PARAGUAY (REPUBLIC OF)
000000000
2000000.000000000000
PA
USD
2235484.820000000000
0.0394127513
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.700000000000
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
N/A
SAKA ENERGI INDONESIA PT
000000000
6000000.000000000000
PA
USD
6055256.940000000000
0.1067573054
Long
DBT
NUSS
ID
N
2
2024-05-05
Fixed
4.450000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAB1
1243000.000000000000
PA
USD
1285395.460000000000
0.0226621854
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAD7
2289000.000000000000
PA
USD
2273789.850000000000
0.0400880887
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.750000000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
N/A
RUSSIAN FEDERATION
000000000
1326523000.000000000000
PA
20644019.930000000000
0.3639647271
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.900000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
000000000
3800000.000000000000
PA
177083.280000000000
0.0031220696
Long
DBT
NUSS
MX
N
2
2024-09-12
Fixed
7.190000000000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
N/A
ROMANIA (REPUBLIC OF)
000000000
17500000.000000000000
PA
24236589.100000000000
0.4273035760
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.625000000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
N/A
SAUDI ARABIAN OIL CO
000000000
15200000.000000000000
PA
USD
16174878.600000000000
0.2851714587
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
3.500000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAS4
2185000.000000000000
PA
USD
2275119.540000000000
0.0401115318
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.650000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAT2
13218000.000000000000
PA
USD
14652400.710000000000
0.2583293876
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.750000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAE5
2288000.000000000000
PA
USD
2291249.580000000000
0.0403959128
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC
N/A
VICI PROPERTIES 1 LLC TLB 1.75
92565EAA1
1811363.640000000000
PA
USD
1775136.370000000000
0.0312965705
Long
LON
CORP
US
N
2
2024-12-22
Fixed
3.37888
N
N
N
N
N
N
VICTORY CAPITAL HOLDINGS INC
N/A
VICTORY CAPITAL TLB 2.5
92645DAG4
1013454.540000000000
PA
USD
999519.540000000000
0.0176220454
Long
LON
CORP
US
N
2
2026-07-01
Variable
4.155
N
N
N
N
N
N
VIKING CRUISES LTD
N/A
VIKING CRUISES LTD
92676XAD9
3520000.000000000000
PA
USD
3134241.900000000000
0.0552583025
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.875000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAP0
3859000.000000000000
PA
USD
3967692.940000000000
0.0699524745
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.500000000000
N
N
N
N
N
N
VISIO_19-1
N/A
VISIO_19-1
92837BAC5
5281754.000000000000
PA
USD
5431366.020000000000
0.0957577864
Long
ABS-CBDO
CORP
US
N
2
2054-06-25
Variable
3.673000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAX3
6000.000000000000
PA
USD
6437.510000000000
0.0001134966
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.150000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBF1
7450000.000000000000
PA
USD
8786434.270000000000
0.1549093714
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.200000000000
N
N
N
N
N
N
DUN & BRADSTREET CORPORATION (THE)
N/A
DUN & BRADSTREET CORP TLB 4.0
26483NAN0
750000.000000000000
PA
USD
751560.000000000000
0.0132503907
Long
LON
CORP
US
N
2
2026-02-06
Variable
5.61263
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAS1
12525000.000000000000
PA
USD
14507091.900000000000
0.2557675183
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.200000000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAD9
4200000.000000000000
PA
USD
4445438.760000000000
0.0783753799
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.260000000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAE7
3600000.000000000000
PA
USD
3853912.320000000000
0.0679464635
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.910000000000
N
N
N
N
N
N
ESH HOSPITALITY INC
N/A
ESH HOSPITALITY INC TLB 2.0
26908BAK9
997500.000000000000
PA
USD
981709.580000000000
0.0173080466
Long
LON
CORP
US
N
2
2026-09-18
Variable
3.60338
N
N
N
N
N
N
EAGLE RE LTD EMIR_19-1
N/A
EMIR_19-1
269822AB8
20000000.000000000000
PA
USD
20047428.000000000000
0.3534465035
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Variable
3.426800000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAB6
41100000.000000000000
PA
USD
41099958.900000000000
0.7246134899
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
3.126000000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAC4
9650000.000000000000
PA
USD
9649988.420000000000
0.1701342769
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
3.476000000000
N
N
N
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 1LN TL 3.75
28253PAC3
902248.360000000000
PA
USD
897358.170000000000
0.0158208877
Long
LON
CORP
US
N
2
2025-09-20
Variable
5.40275
N
N
N
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 2LN TL 7.75
28253PAD1
1686397.000000000000
PA
USD
1635805.090000000000
0.0288400881
Long
LON
CORP
US
N
2
2026-09-20
Variable
9.40275
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAB8
1934000.000000000000
PA
USD
1982071.450000000000
0.0349449427
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.625000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAF9
3480000.000000000000
PA
USD
3519834.200000000000
0.0620564938
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.000000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL7
N/A
VOLT_19-NPL7
92870DAA3
7330683.520000000000
PA
USD
7350513.020000000000
0.1295933386
Long
ABS-CBDO
CORP
US
N
2
2049-10-25
Variable
3.178900000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL10
N/A
VOLT_19-NP10
92870FAA8
7100000.000000000000
PA
USD
7119133.080000000000
0.1255139909
Long
ABS-CBDO
CORP
US
N
2
2049-12-27
Variable
3.425500000000
N
N
N
N
N
N
ELDORADO RESORTS INC
N/A
ELDORADO RESORTS INC
28470RAF9
4115000.000000000000
PA
USD
4301335.270000000000
0.0758347610
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.000000000000
N
N
N
N
N
N
ELDORADO RESORTS INC
N/A
ELDORADO RESORTS INC
28470RAG7
1304000.000000000000
PA
USD
1416661.170000000000
0.0249764677
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.000000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL3
N/A
VOLT_20-NPL3
92870GAA6
26508466.550000000000
PA
USD
26537678.880000000000
0.4678729765
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
2.981400000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL3
N/A
VOLT_20-NPL3
92870GAB4
15000000.000000000000
PA
USD
14999988.000000000000
0.2644575309
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
3.671800000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL5
N/A
VOLT_20-NPL5
92870NAA1
15000000.000000000000
PA
USD
15036525.000000000000
0.2651016971
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
2.981500000000
N
N
N
N
N
N
CINEWORLD FINANCE US INC
N/A
CINEWORLD FINANCE US INC TLB 2.5
000000000
1974421.680000000000
PA
USD
1822114.790000000000
0.0321248243
Long
LON
CORP
US
N
2
2025-02-28
Variable
3.85338
N
N
N
N
N
N
ELLIE MAE INC
N/A
ELLIE MAE INC TLB 4.0
28849TAC6
997500.000000000000
PA
USD
985659.680000000000
0.0173776889
Long
LON
CORP
US
N
2
2026-04-17
Variable
5.69463
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAM8
15730000.000000000000
PA
USD
19311620.170000000000
0.3404738316
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.750000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES LP/EER
29260FAE0
1656000.000000000000
PA
USD
1627077.910000000000
0.0286862234
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.750000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP
29261AAA8
782000.000000000000
PA
USD
792724.310000000000
0.0139761388
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.500000000000
N
N
N
N
N
N
STEINWAY MUSICAL INSTRUMENTS INC.
54930055OPID242NEX87
STEINWAY MUSICAL INSTRMNT TLB 3.75
000000000
1195068.780000000000
PA
USD
1188376.390000000000
0.0209516892
Long
LON
CORP
US
N
2
2025-02-16
Variable
5.4085
N
N
N
N
N
N
LUX HOLDCO III
N/A
INVICTUS CHEMICALS TL 2ND LN 6.75
000000000
425000.000000000000
PA
USD
383915.250000000000
0.0067686240
Long
LON
CORP
US
N
2
2026-03-30
Variable
8.52925
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAW5
3171000.000000000000
PA
USD
3259694.990000000000
0.0574701052
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAINMENT LTD
N/A
GATEWAY CASINOS TLB 3.0
000000000
541750.000000000000
PA
USD
528206.250000000000
0.0093125488
Long
LON
CORP
CA
N
3
2023-12-01
Variable
4.94463
N
N
N
N
N
N
ALBEA BEAUTY HOLDINGS SA
N/A
ALBEA BEAUTY HOLDINGS SA TLB 3.0
000000000
588268.800000000000
PA
USD
581468.410000000000
0.0102515882
Long
LON
CORP
LU
N
2
2024-04-22
Variable
4.906976056
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
ENERGIZER HOLDINGS INC
29272WAA7
882000.000000000000
PA
USD
928515.470000000000
0.0163702070
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.375000000000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
NAVISTAR INC TLB 3.5
000000000
1678461.540000000000
PA
USD
1657480.770000000000
0.0292222415
Long
LON
CORP
US
N
2
2024-11-06
Variable
5.16
N
N
N
N
N
N
HUSKY INJECTION MOLDING SYS LTD
5493003ZDHRVP2N4C109
HUSKY INJECTION MOLDING TLB 3.0
000000000
1634855.710000000000
PA
USD
1521772.740000000000
0.0268296389
Long
LON
CORP
CA
N
2
2025-03-28
Variable
4.60338
N
N
N
N
N
N
LIONS GATE CAPITAL HOLDINGS LLC
N/A
LIONS GATE ENTERTAINMENT TLB 2.25
000000000
1537148.530000000000
PA
USD
1491034.070000000000
0.0262877003
Long
LON
CORP
US
N
3
2025-03-24
Variable
3.85338
N
N
N
N
N
N
FILTRATION GROUP CORP
N/A
FILTRATION GROUP CORP TLB 3.0
000000000
850767.860000000000
PA
USD
843749.030000000000
0.0148757309
Long
LON
CORP
US
N
2
2025-03-31
Variable
4.60338
N
N
N
N
N
N
PLY GEM MIDCO LLC
N/A
PISCES MIDCO INC TLB 3.75
000000000
1583443.330000000000
PA
USD
1535940.030000000000
0.0270794155
Long
LON
CORP
US
N
2
2025-04-12
Variable
5.40788
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY AMERICAS INC
N/A
MCDERMOTT INTL TLB 5.0
000000000
663187.500000000000
PA
USD
384237.570000000000
0.0067743067
Long
LON
CORP
US
N
2
2025-05-09
Variable
0
Y
Y
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
000000000
2100000.000000000000
PA
2390901.970000000000
0.0421528358
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.750000000000
N
N
N
N
N
N
NAI ENTERTAINMENT HOLDINGS LLC
N/A
NAI ENTERTAINMENT TLB 2.5
000000000
544270.830000000000
PA
USD
543590.490000000000
0.0095837809
Long
LON
CORP
US
N
2
2025-05-08
Variable
4.11
N
N
N
N
N
N
US SILICA CO
N/A
US SILICA TLB 4.0
000000000
933337.120000000000
PA
USD
754444.390000000000
0.0133012440
Long
LON
CORP
US
N
2
2025-04-27
Variable
5.625
N
N
N
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
FIELDWOOD ENERGY LLC
000000000
8596.000000000000
NS
USD
157147.770000000000
0.0027705963
Long
EC
CORP
US
N
2
N
N
N
PERSPECTA INC
549300XIT2GJKMZC0O65
PERSPECTA INC TLB 2.25
000000000
812625.000000000000
PA
USD
801451.410000000000
0.0141300020
Long
LON
CORP
US
N
2
2025-05-31
Variable
3.85338
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAY1
8459000.000000000000
PA
USD
9097520.680000000000
0.1603939854
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC INTERNATIONAL
N/A
DOMINICAN REPUBLIC
25714PCC0
44440000.000000000000
PA
857586.110000000000
0.0151196858
Long
DBT
NUSS
DO
N
2
2021-01-08
Fixed
14.000000000000
N
N
N
N
N
N
ENERGY SOLUTIONS LLC
N/A
ENERGYSOLUTIONS LLC TLB 3.75
000000000
788000.000000000000
PA
USD
736780.000000000000
0.0129898117
Long
LON
CORP
US
N
3
2025-05-12
Variable
5.69463
N
N
N
N
N
N
OWENS & MINOR DISTRIBUTION INC
N/A
OWENS & MINOR TLB 4.5
000000000
1009625.000000000000
PA
USD
848085.000000000000
0.0149521763
Long
LON
CORP
US
N
3
2025-04-30
Variable
6.155
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN REPUBLIC
25714PCF3
7900000.000000000000
PA
USD
9363582.280000000000
0.1650847888
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.450000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN REPUBLIC
25714PCW6
4881000.000000000000
PA
USD
5431291.990000000000
0.0957564812
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.850000000000
N
N
N
N
N
N
SOUTHWIRE CO
N/A
SOUTHWIRE CO TLB 2.0
000000000
985000.000000000000
PA
USD
980075.000000000000
0.0172792281
Long
LON
CORP
US
N
2
2025-05-19
Variable
3.35338
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMA INTL INC TLB 3.0
000000000
1480774.610000000000
PA
USD
1470409.190000000000
0.0259240730
Long
LON
CORP
CA
N
2
2025-06-01
Variable
4.6585
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
N/A
EXGEN RENEWABLES IV TLB 3.0
000000000
2477542.860000000000
PA
USD
2462058.220000000000
0.0434073573
Long
LON
CORP
US
N
2
2024-11-28
Variable
4.62
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WEIGHT WATCHERS TLB 4.75
000000000
511209.640000000000
PA
USD
509507.310000000000
0.0089828769
Long
LON
CORP
US
N
2
2024-11-29
Variable
6.72
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN REPUBLIC
25714PDT2
4475000.000000000000
PA
USD
4904243.520000000000
0.0864643447
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.950000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC INTERNATIONAL
N/A
DOMINICAN REPUBLIC
25714PDX3
42000000.000000000000
PA
780018.160000000000
0.0137521228
Long
DBT
NUSS
DO
N
2
2023-02-15
Fixed
8.900000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN (REPUBLIC OF)
25714PED6
2295000.000000000000
PA
USD
2302993.970000000000
0.0406029724
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.500000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_18-1
N/A
HOF_18-1
43789AAD6
8700000.000000000000
PA
USD
8908831.320000000000
0.1570672946
Long
ABS-CBDO
CORP
US
N
2
2048-06-25
Fixed
4.548000000000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
N/A
HONDURAS (GOVERNMENT OF)
438180AH4
10905000.000000000000
PA
USD
12204570.660000000000
0.2151728803
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.250000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
N/A
HUB INTERNATIONAL LIMITED
44332PAD3
2309000.000000000000
PA
USD
2339678.670000000000
0.0412497426
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.000000000000
N
N
N
N
N
N
Hudbay
N/A
HUDBAY MINERALS INC
443628AF9
2733000.000000000000
PA
USD
2755793.490000000000
0.0485860617
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
7.250000000000
N
N
N
N
N
N
Hudbay
N/A
HUDBAY MINERALS INC
443628AG7
5672000.000000000000
PA
USD
5480825.240000000000
0.0966297780
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.625000000000
N
N
N
N
N
N
ENTRAVISION COMMUN CORP
549300SKHY2ALCLKV539
ENTRAVISION COMM TLB 2.75
000000000
488313.780000000000
PA
USD
481194.170000000000
0.0084837016
Long
LON
CORP
US
N
2
2024-11-30
Variable
4.35338
N
N
N
N
N
N
HULK FINANCE CORP
N/A
HULK FINANCE CORP
44485HAA2
1883000.000000000000
PA
USD
1978855.340000000000
0.0348882411
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
7.000000000000
N
N
N
N
N
N
Hyland Software
N/A
HYLAND SOFTWARE INC TL 3.5
44908XAT5
685515.340000000000
PA
USD
681230.870000000000
0.0120104519
Long
LON
CORP
US
N
2
2024-07-01
Variable
5.10338
N
N
N
N
N
N
IAA SPINCO INC
N/A
IAA SPINCO INC
449253AB9
482000.000000000000
PA
USD
510015.380000000000
0.0089918344
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.500000000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC TLB 1.75
44969CBJ8
492500.000000000000
PA
USD
488653.580000000000
0.0086152148
Long
LON
CORP
US
N
2
2025-06-06
Variable
3.69463
N
N
N
N
N
N
INEOS GROUP HOLDINGS SA
213800WOJR3Q33H3EB73
INEOS GROUP HOLDINGS SA
44986UAD1
2853000.000000000000
PA
USD
2865335.060000000000
0.0505173361
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
5.625000000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
INSPIRE BRAND (AKA ARBYS) TLB 2.75
44988LAF4
614926.500000000000
PA
USD
598016.020000000000
0.0105433311
Long
LON
CORP
US
N
2
2025-02-05
Variable
4.37888
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78388JAV8
7614000.000000000000
PA
USD
7826770.410000000000
0.1379900023
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.875000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS TLB 2.0
78404XAH8
2483614.480000000000
PA
USD
2452569.300000000000
0.0432400627
Long
LON
CORP
US
N
2
2025-04-11
Variable
3.36
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAC8
1761000.000000000000
PA
USD
1798405.960000000000
0.0317068254
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875000000000
N
N
N
N
N
N
SESI LLC
N/A
SESI LLC
78412FAU8
797000.000000000000
PA
USD
385109.340000000000
0.0067896764
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
7.750000000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION
20030NBZ3
7413000.000000000000
PA
USD
8774083.210000000000
0.1546916159
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.000000000000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES FINANCE LLC
N/A
COMMSCOPE TECHNOLOGIES FINANCE LLC
20337YAA5
2229000.000000000000
PA
USD
2069213.400000000000
0.0364813003
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.000000000000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC
N/A
COMMSCOPE TECHNOLOGIES LLC
20338HAB9
642000.000000000000
PA
USD
581799.830000000000
0.0102574313
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.000000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEL8
1039000.000000000000
PA
USD
1089082.150000000000
0.0192010805
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.250000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEQ7
2506000.000000000000
PA
USD
2579544.310000000000
0.0454786977
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.500000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CE0
8215000.000000000000
PA
USD
10383739.050000000000
0.1830706792
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.400000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1
N/A
CAS_19-HRP1
20754PAC4
15993772.390000000000
PA
USD
16107064.280000000000
0.2839758572
Long
ABS-CBDO
CORP
US
N
2
2039-11-25
Variable
3.776700000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FET1
664000.000000000000
PA
USD
686368.710000000000
0.0121010346
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.125000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAL4
642000.000000000000
PA
USD
499945.730000000000
0.0088143013
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.625000000000
N
N
N
N
N
N
CONNS RECEIVABLES FUNDING CONN_19-B
N/A
CONN_19-B
20824LAA3
16404107.790000000000
PA
USD
16473516.850000000000
0.2904366052
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
2.660000000000
N
N
N
N
N
N
CONNS RECEIVABLES FUNDING CONN_19-B
N/A
CONN_19-B
20824LAB1
16500000.000000000000
PA
USD
16571283.300000000000
0.2921602781
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
3.620000000000
N
N
N
N
N
N
CONN FUNDING II LP CONN_19-A
N/A
CONN_19-A
20827DAA8
3767237.940000000000
PA
USD
3788745.850000000000
0.0667975450
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
3.400000000000
N
N
N
N
N
N
CONN FUNDING II LP CONN_19-A
N/A
CONN_19-A
20827DAB6
7700000.000000000000
PA
USD
7791395.150000000000
0.1373663182
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
4.360000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AA3
929000.000000000000
PA
USD
947391.460000000000
0.0167030005
Long
DBT
CORP
NL
N
2
2024-05-15
Fixed
5.750000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AF2
1472000.000000000000
PA
USD
1501695.820000000000
0.0264756724
Long
DBT
CORP
NL
N
2
2025-03-01
Fixed
6.625000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAN0
2458000.000000000000
PA
USD
1947724.510000000000
0.0343393885
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.750000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAP5
3445000.000000000000
PA
USD
2671697.890000000000
0.0471034128
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
SS&C TECH INC
N/A
SS&C TECHNOLOGIES INC TLB3 1.75
78466DBD5
273054.320000000000
PA
USD
269185.140000000000
0.0047458730
Long
LON
CORP
US
N
2
2025-04-16
Variable
3.35338
N
N
N
N
N
N
SS&C EUROPEAN HOLDINGS SARL
N/A
SS&C TECHNOLOGIES INC TLB4 1.75
78466DBE3
194843.060000000000
PA
USD
192082.130000000000
0.0033865071
Long
LON
CORP
LU
N
2
2025-04-16
Variable
3.35338
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AG0
6477000.000000000000
PA
USD
6583476.700000000000
0.1160700924
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING CLUB_18-NP1
N/A
CLUB_18-NP1
21051HAC0
3654155.800000000000
PA
USD
3669263.180000000000
0.0646910038
Long
ABS-MBS
CORP
US
N
2
2024-05-15
Fixed
4.740000000000
N
N
N
N
N
N
CLR_19-A
N/A
CLR_19-A
21053QAA2
11346894.970000000000
PA
USD
11439464.070000000000
0.2016836562
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Fixed
3.520000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_19-HP1
N/A
CLUB_19-HP1
21055MAA9
10370915.130000000000
PA
USD
10468815.530000000000
0.1845706215
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
2.590000000000
N
N
N
N
N
N
SS&C TECH INC
N/A
SS&C TECHNOLOGIES INC TLB5 2.25
78466DBF0
1984812.900000000000
PA
USD
1958514.130000000000
0.0345296150
Long
LON
CORP
US
N
2
2025-04-16
Variable
3.35338
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM
N/A
SOFI_16-A
78469P203
20.000000000000
PA
USD
2080000.000000000000
0.0366714736
Long
ABS-MBS
CORP
US
N
3
2038-01-25
Fixed
0.000000000000
N
N
N
N
N
N
GINNIE MAE II
N/A
GNMA2 30YR TBA(REG C)
21H030633
32000000.000000000000
PA
USD
33068766.400000000000
0.5830194206
Long
ABS-MBS
USGA
US
N
2
2050-03-23
Fixed
3.000000000000
N
N
N
N
N
N
VERTIV INTERMEDIATE HOLDING II CORP
N/A
VERTIV INTERMEDIATE HLDG TLB 4.0
22051UAM7
351177.540000000000
PA
USD
348982.680000000000
0.0061527448
Long
LON
CORP
US
N
2
2023-11-30
Variable
7.75
N
N
N
N
N
N
COTE D IVOIRE (REPUBLIC OF)
N/A
IVORY COAST
221625AM8
1572000.000000000000
PA
USD
1699407.240000000000
0.0299614268
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.375000000000
N
N
N
N
N
N
CREDIT SUISSE ABS CSABS_18-LD1
N/A
CSABS_18-LD1
22549UAB1
5936966.270000000000
PA
USD
5953248.400000000000
0.1049588422
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Fixed
4.280000000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-26
N/A
FNMA_16-26
3136AR3V8
21942921.760000000000
PA
USD
4438691.010000000000
0.0782564136
Long
ABS-CBDO
USGA
US
N
2
2046-05-25
Variable
4.423300000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-42
N/A
FNMA_16-42
3136AS2T2
45898583.450000000000
PA
USD
10375783.290000000000
0.1829304150
Long
ABS-CBDO
USGA
US
N
2
2046-07-25
Variable
4.373200000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM
N/A
SOFI_16-A
78469P302
20.000000000000
PA
USD
5280000.000000000000
0.0930891254
Long
ABS-MBS
CORP
US
N
3
2038-01-25
Fixed
0.000000000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
1621000.000000000000
PA
USD
1656579.000000000000
0.0292063428
Long
DBT
CORP
FR
N
2
2025-09-15
Fixed
4.875000000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-31
N/A
FNMA_16-31
3136ASJN7
15669196.230000000000
PA
USD
3326062.680000000000
0.0586402019
Long
ABS-CBDO
USGA
US
N
2
2046-06-25
Variable
4.373200000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-47
N/A
FNMA_17-47
3136AWXB8
15257274.530000000000
PA
USD
3682210.470000000000
0.0649192712
Long
ABS-CBDO
USGA
US
N
2
2047-06-25
Variable
4.473300000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBC0
1250936.000000000000
PA
USD
1345633.110000000000
0.0237242063
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBD8
6583666.000000000000
PA
USD
7152218.760000000000
0.1260973085
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375000000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM
N/A
SOFI_15-D
78470N106
25.000000000000
PA
USD
5833333.250000000000
0.1028446762
Long
ABS-MBS
CORP
US
N
3
2037-10-26
Fixed
0.000000000000
N
N
N
N
N
N
SABRE GLBL INC
N/A
SABRE GLBL INC 1ST LN TL 2.0
78571YBB5
1862643.680000000000
PA
USD
1777278.720000000000
0.0313343412
Long
LON
CORP
US
N
2
2024-02-22
Variable
3.60338
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBE6
698000.000000000000
PA
USD
720615.520000000000
0.0127048236
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBG1
1637000.000000000000
PA
USD
1633634.460000000000
0.0288018188
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-8
N/A
LCRT_19-8
52605GAA2
10705392.620000000000
PA
USD
10812611.410000000000
0.1906319203
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.750000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-2
N/A
LCRT_20-2
52605LAA1
13391000.000000000000
PA
USD
13448281.340000000000
0.2371001416
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.600000000000
N
N
N
N
N
N
Saudi Arabia
N/A
SAUDI ARABIA INTERNATIONAL
80413TAR0
8000000.000000000000
PA
USD
8132347.600000000000
0.1433774858
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.750000000000
N
N
N
N
N
N
CPV SHORE HOLDINGS LLC
N/A
CPV SHORE HOLDINGS TLB 3.75
000000000
465091.780000000000
PA
USD
467710.250000000000
0.0082459731
Long
LON
CORP
US
N
2
2025-12-29
Variable
5.36
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-1
N/A
LCRT_20-1
52606EAA6
28097000.000000000000
PA
USD
28165812.360000000000
0.4965778102
Long
ABS-MBS
CORP
US
N
2
2046-01-16
Fixed
3.500000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-11
N/A
LCRT_19-11
52606GAA1
12630501.840000000000
PA
USD
12670463.480000000000
0.2233868112
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.750000000000
N
N
N
N
N
N
INDONESIA TREASURY BOND
N/A
INDONESIA (REPUBLIC OF)
000000000
68305000000.000000000000
PA
5104757.410000000000
0.0899995080
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.375000000000
N
N
N
N
N
N
CAST & CREW PAYROLL LLC
N/A
CAST & CREW PAYROLL LLC TLB 4.0
000000000
994987.460000000000
PA
USD
981306.380000000000
0.0173009380
Long
LON
CORP
US
N
2
2026-02-09
Variable
5.36
N
N
N
N
N
N
CIVITAS SOLUTIONS INC
N/A
CIVITAS NATL MENTOR INC TLC 4.25
000000000
29239.760000000000
PA
USD
29111.980000000000
0.0005132592
Long
LON
CORP
US
N
2
2026-03-09
Variable
5.61
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC TLB2 3.25
000000000
3491250.000000000000
PA
USD
3430153.130000000000
0.0604753702
Long
LON
CORP
US
N
2
2026-04-06
Variable
4.85338
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-T1
N/A
LCRT_20-T1
52606KAA2
10485000.000000000000
PA
USD
10485000.000000000000
0.1848559620
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.500000000000
N
N
N
N
N
N
LEVEL 3 PARENT LLC
N/A
LEVEL 3 TLB 1.75
52729KAP1
843319.600000000000
PA
USD
823290.760000000000
0.0145150411
Long
LON
CORP
US
N
2
2027-03-01
Variable
3.35338
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
N/A
LIGHTSTONE HOLDCO LLC TLB 3.75
53226GAG6
1289448.606200000000
PA
USD
1137138.940000000000
0.0200483465
Long
LON
CORP
US
N
2
2024-01-30
Variable
5.35338
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
N/A
LIGHTSTONE HOLDCO LLC TLC 3.75
53226GAH4
72726.940000000000
PA
USD
64136.430000000000
0.0011307584
Long
LON
CORP
US
N
2
2024-01-30
Variable
5.35338
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AK5
1163000.000000000000
PA
USD
1184631.810000000000
0.0208856703
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.875000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AN9
724000.000000000000
PA
USD
744181.460000000000
0.0131203033
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.625000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AR0
2482000.000000000000
PA
USD
2494317.370000000000
0.0439761027
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
ORYX MIDSTREAM HOLDINGS LLC
N/A
ORYX MIDSTREAM TLB 4.0
54805BAB5
646750.000000000000
PA
USD
607544.020000000000
0.0107113147
Long
LON
CORP
US
N
2
2026-05-22
Variable
5.60338
N
N
N
N
N
N
VVC HOLDING CORP
N/A
ATHENA HEALTHCARE VVC TLB 4.5
000000000
496250.000000000000
PA
USD
490046.880000000000
0.0086397794
Long
LON
CORP
US
N
3
2026-02-11
Variable
6.15788
N
N
N
N
N
N
CARROLL COUNTRY ENERGY LLC
N/A
CARROLL CNTY ENERGY LLC TLB 3.5
000000000
474234.660000000000
PA
USD
472655.460000000000
0.0083331597
Long
LON
CORP
US
N
2
2026-02-16
Variable
5.44463
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORPORATION
165167DD6
414000.000000000000
PA
USD
235518.420000000000
0.0041523113
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
11.500000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
24000000.000000000000
OU
Notional Amount
USD
877320.000000000000
0.0154676044
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
1420474.710000000000
USD
0.000000000000
USD
24000000.000000000000
USD
-551154.710000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
24000000.000000000000
OU
Notional Amount
USD
877320.000000000000
0.0154676044
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
1378975.030000000000
USD
0.000000000000
USD
24000000.000000000000
USD
-509655.030000000000
N
N
N
DAVIDS BRIDAL INC
N/A
DAVIDS BRIDAL INC
000000000
11031.000000000000
NS
USD
606.710000000000
0.0000106966
Long
EC
CORP
US
N
3
N
N
N
QATAR (STATE OF)
N/A
QATAR (STATE OF)
000000000
20000000.000000000000
PA
USD
22722743.600000000000
0.4006136984
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.000000000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAB5
1493000.000000000000
PA
USD
1563175.520000000000
0.0275595913
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
24000000.000000000000
OU
Notional Amount
USD
955152.000000000000
0.0168398228
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
1240258.440000000000
USD
0.000000000000
USD
24000000.000000000000
USD
-293106.440000000000
N
N
N
PRAIRIE ECI ACQUIROR LP
N/A
TALLGRASS ENERGY TLB 4.75
000000000
2462500.000000000000
PA
USD
2379390.630000000000
0.0419498850
Long
LON
CORP
US
N
2
2026-03-11
Variable
6.69463
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661DQ7
4160000.000000000000
PA
USD
4685638.960000000000
0.0826102334
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.050000000000
N
N
N
N
N
N
MCC IOWA LLC
N/A
MEDIACOM BROADBAND LLC TLM 2.0
552662AU2
1239226.040000000000
PA
USD
1229163.520000000000
0.0216707873
Long
LON
CORP
US
N
2
2025-01-24
Variable
3.59
N
N
N
N
N
N
ETA AUSTRALIA HOLDINGS III PTY LTD
N/A
MYOB TLB 4.0
000000000
1293500.000000000000
PA
USD
1283798.750000000000
0.0226340346
Long
LON
CORP
AU
N
2
2026-05-06
Variable
5.60338
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.11.BBB-)
000000000
24000000.000000000000
OU
Notional Amount
USD
955152.000000000000
0.0168398228
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
1334059.720000000000
USD
0.000000000000
USD
24000000.000000000000
USD
-386907.720000000000
N
N
N
CHMSR_18-GT1
N/A
CHMSR_18-GT1
17026XAA9
13500000.000000000000
PA
USD
13495979.700000000000
0.2379410883
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Variable
4.376800000000
N
N
N
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871502
300.000000000000
NS
USD
3915.000000000000
0.0000690235
Long
EC
CORP
US
N
1
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
13000000.000000000000
OU
Notional Amount
USD
475215.000000000000
0.0083782857
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
546945.570000000000
USD
0.000000000000
USD
13000000.000000000000
USD
-76063.900000000000
N
N
N
CLARIOS GLOBAL LP
N/A
POWER SOLUTIONS PANTHER TLB 3.5
000000000
1995000.000000000000
PA
USD
1942631.250000000000
0.0342495917
Long
LON
CORP
CA
N
2
2026-04-30
Variable
5.10338
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAJ4
1156000.000000000000
PA
USD
1260507.660000000000
0.0222234007
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.750000000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS LLC
N/A
MPH ACQUISITION HOLDINGS LLC
553283AB8
1657000.000000000000
PA
USD
1541026.620000000000
0.0271690947
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.125000000000
N
N
N
N
N
N
JEFFERIES FINANCE LLC
N/A
JEFFERIES FINANCE LLC TLB 3.25
47232UAB0
725000.000000000000
PA
USD
712312.500000000000
0.0125584370
Long
LON
CORP
US
N
2
2026-06-01
Variable
4.9375
N
N
N
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
1295000.000000000000
PA
USD
1329690.860000000000
0.0234431362
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
MCGRAW-HILL GLOBAL EDUCATION HOLDINGS LLC
549300GFUEPUHPGB8P06
MCGRAW-HILL GLOBAL EDUC TLB 4.0
58063VAH6
997393.970000000000
PA
USD
936303.590000000000
0.0165075156
Long
LON
CORP
US
N
2
2022-05-04
Variable
5.60338
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
MEREDITH CORP TLB 2.5
58943PAQ5
1477880.060000000000
PA
USD
1462184.970000000000
0.0257790758
Long
LON
CORP
US
N
2
2025-01-31
Variable
4.10338
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
5970000.000000000000
PA
USD
6085883.430000000000
0.1072972662
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MRC GLOBAL (US) INC
N/A
MRC GLOBAL US INC TLB 3.0
55345LAC5
1049806.520000000000
PA
USD
1020936.840000000000
0.0179996435
Long
LON
CORP
US
N
2
2024-09-20
Variable
4.60338
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC
55354GAB6
1566000.000000000000
PA
USD
1629530.440000000000
0.0287294628
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.750000000000
N
N
N
N
N
N
MTS SYST CORP
549300E7ZL4ZDETLML64
MTS SYSTEMS CORPORATION
553777AA1
1413000.000000000000
PA
USD
1448910.830000000000
0.0255450458
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.750000000000
N
N
N
N
N
N
KFC HOLDING CO/PIZZA HUT HOLDING
N/A
KFC HLD/PIZZA HUT HLD/TACO BELL
48250NAC9
1566000.000000000000
PA
USD
1601892.670000000000
0.0282421946
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.750000000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO JSC
N/A
KAZMUNAYGAS NATIONAL CO
48667QAQ8
14430000.000000000000
PA
USD
16805996.330000000000
0.2962983900
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.375000000000
N
N
N
N
N
N
CARROLS HOLDCO INC
N/A
CARROLS HOLDCO INC TLB 3.25
000000000
497500.000000000000
PA
USD
472625.000000000000
0.0083326227
Long
LON
CORP
US
N
2
2026-04-30
Variable
4.87
N
N
N
N
N
N
GREENHILL & CO INC
N/A
GREENHILL & CO INC TLB 3.25
000000000
466666.670000000000
PA
USD
464529.340000000000
0.0081898920
Long
LON
CORP
US
N
2
2024-04-12
Variable
4.9085
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAQ5
673000.000000000000
PA
USD
734575.980000000000
0.0129509537
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
7.000000000000
N
N
N
N
N
N
METRO-GOLDWYN-MAYER INC
N/A
METRO-GOLDWYN-MAYER 2LN TLB 4.5
591611AH1
550000.000000000000
PA
USD
536250.000000000000
0.0094543643
Long
LON
CORP
US
N
3
2026-07-06
Variable
6.11
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967ML2
5340000.000000000000
PA
USD
5485475.540000000000
0.0967117652
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.666000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6
N/A
CMLTI_10-6
17316YAD0
695287.000000000000
PA
USD
699860.040000000000
0.0123388937
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
4.542400000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_18-32A
N/A
MDPK_18-32A
55817AAJ3
6000000.000000000000
PA
USD
6026106.000000000000
0.1062433593
Long
ABS-MBS
CORP
US
N
2
2031-01-22
Variable
4.702100000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_18-32A
N/A
MDPK_18-32A
55817AAL8
9500000.000000000000
PA
USD
9541724.000000000000
0.1682255192
Long
ABS-MBS
CORP
US
N
2
2031-01-22
Variable
5.902100000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BP0
20248000.000000000000
PA
USD
22710823.970000000000
0.4004035492
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.000000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAJ0
11640000.000000000000
PA
USD
13329216.120000000000
0.2350009603
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.050000000000
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS OAKC_17-14A
N/A
OAKC_17-14A
67706XAG8
24000000.000000000000
PA
USD
23928888.000000000000
0.4218786467
Long
ABS-MBS
CORP
KY
N
2
2030-01-21
Variable
3.319100000000
N
N
N
N
N
N
OLYMPUS MERGER SUB INC
N/A
OLYMPUS MERGER (WEST CORP) TL 4.0
68162RAC5
899951.010000000000
PA
USD
713211.180000000000
0.0125742812
Long
LON
CORP
US
N
2
2024-10-06
Variable
5.60338
N
N
N
N
N
N
OMAN GOVERNMENT INTERNATIONAL BO
N/A
OMAN GOVT INTL BOND
682051AH0
10943000.000000000000
PA
USD
10952387.450000000000
0.1930962440
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.625000000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR TLB 2.0
68218EAH7
1995000.000000000000
PA
USD
1968825.600000000000
0.0347114116
Long
LON
CORP
US
N
2
2026-09-16
Variable
3.60338
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_16-22A
N/A
MDPK_16-22A
55819XBG6
10900000.000000000000
PA
USD
10899912.800000000000
0.1921710888
Long
ABS-MBS
CORP
KY
N
2
2033-01-15
Variable
3.000000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_16
N/A
MDPK_16-24A
55820NAQ4
14000000.000000000000
PA
USD
14007994.000000000000
0.2469681647
Long
ABS-MBS
CORP
KY
N
2
2029-10-20
Variable
3.569100000000
N
N
N
N
N
N
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
US 10YR NOTE JUN 20
000000000
-3573.000000000000
NC
USD
-12263175.570000000000
-0.2162061151
N/A
DIR
CORP
US
N
1
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
Short
US 10YR NOTE JUN 20
US 10YR NOTE JUN 20
2020-06-19
-469198574.430000000000
USD
-12263175.570000000000
N
N
N
ALERIS INTERNATIONAL INC
5493002SZ3VN4IY2H022
Aleris International Inc
000000000
3721.000000000000
NS
USD
79071.250000000000
0.0013940670
Long
EC
CORP
US
N
2
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
1011778 BC ULC/NEW RED FINANCE INC
68245XAE9
5277000.000000000000
PA
USD
5321246.330000000000
0.0938163195
Long
DBT
CORP
CA
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAH2
986000.000000000000
PA
USD
979592.060000000000
0.0172707137
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.875000000000
N
N
N
N
N
N
WELBILT INC
N/A
WELBILT INC TLB 2.50
56356XAE9
500000.000000000000
PA
USD
485000.000000000000
0.0085508003
Long
LON
CORP
US
N
2
2025-10-23
Variable
4.10338
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INS CO
575767AL2
6700000.000000000000
PA
USD
9128244.020000000000
0.1609356538
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.900000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_13-11
N/A
CMLTI_13-11
17322BAN0
1394797.000000000000
PA
USD
1395233.850000000000
0.0245986929
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
4.141500000000
N
N
N
N
N
N
CMLTI_14-C
N/A
CMLTI_14-C
17323GAC2
5250000.000000000000
PA
USD
5450710.650000000000
0.0960988422
Long
ABS-CBDO
CORP
US
N
2
2054-02-25
Fixed
4.250000000000
N
N
N
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-43982458.000000000000
OU
Notional Amount
N/A
-565922.060000000000
-0.0099774980
N/A
DFE
CORP
XX
N
2
UBS
T6FIZBDPKLYJKFCRVK44
43982458.000000000000000
EUR
48019739.770000003278255
USD
2020-03-13
-565922.060000000000
N
N
N
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
US ULTRA T-BOND JUN 20
000000000
-2267.000000000000
NC
USD
-25581628.250000000000
-0.4510173104
N/A
DIR
CORP
US
N
1
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
Short
US ULTRA T-BOND JUN 20
US ULTRA T-BOND JUN 20
2020-06-19
-444820871.750000000000
USD
-25581628.250000000000
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC /
N/A
ORTHO-CLINICAL DIAGNOSTICS INC
68752DAA6
631000.000000000000
PA
USD
619788.760000000000
0.0109271958
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.250000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC/OUTFR
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAB0
943000.000000000000
PA
USD
972479.890000000000
0.0171453224
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.000000000000
N
N
N
N
N
N
MATADOR RESOURCES CO
N/A
MATADOR RESOURCES CO
576485AE6
5133000.000000000000
PA
USD
4593188.160000000000
0.0809802781
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
MATCH GROUP INC
57665RAF3
1949000.000000000000
PA
USD
2023720.760000000000
0.0356792416
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.375000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC/OUTFR
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAC8
2463000.000000000000
PA
USD
2473490.260000000000
0.0436089100
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.625000000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
N/A
OWENS-BROCKWAY GLASS CONTAINER INC
69073TAR4
2193000.000000000000
PA
USD
2322326.800000000000
0.0409438202
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.875000000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R
N/A
PMTCR_19-2R
69345WAA6
18682223.400000000000
PA
USD
18883761.620000000000
0.3329304645
Long
ABS-CBDO
CORP
US
N
2
2023-05-27
Variable
4.399300000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC
69346VAA7
910000.000000000000
PA
USD
959958.300000000000
0.0169245603
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.33.V2)
000000000
125892420.000000000000
OU
Notional Amount
USD
-6340065.640000000000
-0.1117786298
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.33.V1)
DJHY33053
Y
ICE: (CDX.NA.HY.33.V1)
2024-12-20
0.000000000000
USD
-7660022.190000000000
USD
125892420.000000000000
USD
78517.410000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.33.V1)
000000000
149880000.000000000000
OU
Notional Amount
USD
-7548103.690000000000
-0.1330769641
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.33.V1)
DJHY33053
Y
ICE: (CDX.NA.HY.33.V1)
2024-12-20
0.000000000000
USD
-8923851.230000000000
USD
149880000.000000000000
USD
-102235.790000000000
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
MATCH GROUP INC
57665RAG1
131000.000000000000
PA
USD
136835.630000000000
0.0024124828
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.000000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081AW2
1866000.000000000000
PA
USD
1742345.440000000000
0.0307184494
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.450000000000
N
N
N
N
N
N
PQ CORP
N/A
PQ CORP
693522AG9
5633000.000000000000
PA
USD
5754553.890000000000
0.1014557554
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.750000000000
N
N
N
N
N
N
PQ CORP
N/A
PQ CORP
693522AH7
2815000.000000000000
PA
USD
2940361.350000000000
0.0518400883
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.750000000000
N
N
N
N
N
N
CITYCENTER HOLDINGS LLC
N/A
CITYCENTER HOLDINGS LLC TLB 2.25
17875LAL3
704897.870000000000
PA
USD
695501.580000000000
0.0122620519
Long
LON
CORP
US
N
2
2024-04-18
Variable
3.85338
N
N
N
N
N
N
HARLAND CLARKE HOLDINGS CORP
N/A
HARLAND CLARKE HLDGS CRP TLB7 4.75
181593AN4
1169882.970000000000
PA
USD
920311.840000000000
0.0162255728
Long
LON
CORP
US
N
2
2023-11-03
Variable
6.46313
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC
69352PAL7
5700000.000000000000
PA
USD
6083586.290000000000
0.1072567664
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.100000000000
N
N
N
N
N
N
PQ CORP
N/A
PQ CORP TLB 2.5
69353FAX2
526965.640000000000
PA
USD
517417.020000000000
0.0091223291
Long
LON
CORP
US
N
2
2025-02-07
Variable
4.02713
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BD3
1968000.000000000000
PA
USD
2056513.480000000000
0.0362573942
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875000000000
N
N
N
N
N
N
MCAFEE LLC
N/A
MCAFEE LLC TLB 3.75
57906PAG4
1015008.620000000000
PA
USD
1003275.120000000000
0.0176882582
Long
LON
CORP
US
N
2
2024-09-30
Variable
5.35338
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST PNMSR_18-GT1
N/A
PNMSR_18-GT1
69354WAC0
35000000.000000000000
PA
USD
35147371.000000000000
0.6196662926
Long
ABS-CBDO
CORP
US
N
2
2023-02-25
Variable
4.476800000000
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST PNMSR_18-GT2
N/A
PNMSR_18-GT2
69354WAD8
25000000.000000000000
PA
USD
25079190.000000000000
0.4421590648
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
4.276800000000
N
N
N
N
N
N
KRATON POLYMERS LLC
N/A
KRATON POLYMERS TLB 2.5
50076WAN3
466314.560000000000
PA
USD
462584.040000000000
0.0081555954
Long
LON
CORP
US
N
2
2025-03-08
Variable
6.25
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LAB2
25114000.000000000000
PA
USD
23207339.090000000000
0.4091573670
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_19-2A
N/A
PRPM_19-2A
69358XAA8
15073306.310000000000
PA
USD
15160437.560000000000
0.2672863395
Long
ABS-CBDO
CORP
US
N
2
2024-04-25
Fixed
3.967000000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDI
N/A
QLIK (PROJECT ALPHA) TLB 3.5
74339DAB4
478627.250000000000
PA
USD
471447.840000000000
0.0083118688
Long
LON
CORP
US
N
2
2024-04-26
Variable
5.38
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DG3
9463000.000000000000
PA
USD
10540293.190000000000
0.1858308095
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.450000000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DK4
1285000.000000000000
PA
USD
1459997.900000000000
0.0257405166
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.650000000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AL8
2380000.000000000000
PA
USD
2423169.320000000000
0.0427217259
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AN4
1053000.000000000000
PA
USD
1022059.810000000000
0.0180194420
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.250000000000
N
N
N
N
N
N
MCDERMOTT INTL INC
ZAKWBIG8QLOPMZ888610
McDermott International Inc
580037703
2507.000000000000
NS
USD
95.140000000000
0.0000016774
Long
EC
CORP
PA
N
2
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDI
N/A
QLIK TECHNOLOGIES TLB 4.25
74339DAD0
1465412.120000000000
PA
USD
1452589.760000000000
0.0256099072
Long
LON
CORP
US
N
2
2024-04-26
Variable
6.13
N
N
N
N
N
N
PMIT_17-2A
N/A
PMIT_17-2A
74360TAC9
5359064.670000000000
PA
USD
5424411.500000000000
0.0956351746
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
5.370000000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AR5
599000.000000000000
PA
USD
635587.240000000000
0.0112057311
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.500000000000
N
N
N
N
N
N
LPL HOLDINGS INC
N/A
LPL HOLDINGS INC
50212YAB0
119000.000000000000
PA
USD
124170.140000000000
0.0021891837
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.750000000000
N
N
N
N
N
N
PROPER PASS-THRU TRUST II PPT2_19-ST2
N/A
PPT2_19-ST2
74361EAA5
15544160.610000000000
PA
USD
15544160.610000000000
0.2740515749
Long
ABS-MBS
CORP
US
N
3
2025-11-15
Fixed
3.750000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_18-1A
N/A
PMIT_18-1A
74361HAB6
3036927.000000000000
PA
USD
3040915.090000000000
0.0536129027
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
3.900000000000
N
N
N
N
N
N
LPL HOLDINGS INC
N/A
LPL HOLDINGS INC
50212YAC8
1767000.000000000000
PA
USD
1795699.000000000000
0.0316591003
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.625000000000
N
N
N
N
N
N
LIFE TIME FITNESS INC
N/A
LIFE TIME FITNESS INC TLB 2.75
50218KAD0
1594477.630000000000
PA
USD
1568965.990000000000
0.0276616803
Long
LON
CORP
US
N
2
2022-06-10
Variable
4.363224757
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
CLEAN HARBORS INC
184496AN7
646000.000000000000
PA
USD
678850.410000000000
0.0119684831
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.875000000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
CLEAN HARBORS INC
184496AP2
453000.000000000000
PA
USD
484877.890000000000
0.0085486475
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BQ3
987000.000000000000
PA
USD
990683.490000000000
0.0174662613
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.750000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BS9
379000.000000000000
PA
USD
379970.500000000000
0.0066990760
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS
18451QAN8
4816000.000000000000
PA
USD
5128133.480000000000
0.0904116402
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.250000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS
18453HAA4
4003000.000000000000
PA
USD
4010942.030000000000
0.0707149783
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.125000000000
N
N
N
N
N
N
VERSUS SECURITIZATION TRUST VERUS_19-2
N/A
VERUS_19-2
92537GAE3
3874047.740000000000
PA
USD
3977425.150000000000
0.0701240584
Long
ABS-CBDO
CORP
US
N
2
2059-04-25
Variable
3.448000000000
N
N
N
N
N
N
VERSUS SECURITIZATION TRUST VERUS_19-2
N/A
VERUS_19-2
92537GAG8
10722000.000000000000
PA
USD
10836334.050000000000
0.1910501627
Long
ABS-CBDO
CORP
US
N
2
2059-04-25
Variable
3.781000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
N/A
CLEARWAY ENERGY OPERATING LLC
18539UAB1
1910000.000000000000
PA
USD
1976949.760000000000
0.0348546447
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.750000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
N/A
CLEARWAY ENERGY OPERATING LLC
18539UAC9
1390000.000000000000
PA
USD
1423145.290000000000
0.0250907860
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.750000000000
N
N
N
N
N
N
PRPM_19-1A
N/A
PRPM_19-1A
69359AAA7
24127972.970000000000
PA
USD
24441822.400000000000
0.4309219450
Long
ABS-CBDO
CORP
US
N
2
2024-01-25
Variable
4.500000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_20-1A
N/A
PRPM_20-1A
69359GAA4
77250000.000000000000
PA
USD
77353128.750000000000
1.3637755870
Long
ABS-CBDO
CORP
US
N
2
2025-02-25
Variable
2.981000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-3
N/A
VERUS_19-3
92537JAD9
11490000.000000000000
PA
USD
11642078.190000000000
0.2052558477
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
3.139000000000
N
N
N
N
N
N
SOUTHCROSS ENERGY PARTNERS LLC
N/A
SOUTHCROSS ENERGY PARTNERS A UNITS
000000000
272263.000000000000
NS
USD
215087.770000000000
0.0037921084
Long
EC
CORP
US
N
2
N
N
N
INFORMATICA LLC
N/A
INFORMATICA LLC TLB 3.25
000000000
1850000.000000000000
PA
USD
1808375.000000000000
0.0318825847
Long
LON
CORP
US
N
2
2027-02-14
Variable
0
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 0 YEAR
000000000
-447300000.000000000000
OU
Notional Amount
USD
-5989525.920000000000
-0.1055984336
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Written
Citi
MBNUM2BPBDO7JBLYG310
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.300000 21-MAY-2023
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2023-05-21
N/A
N/A
N/A
N/A
-447300000.000000000000
USD
-447300000.000000000000000
USD
1.300000000000
USD
2020-05-19
XXXX
-4692355.920000000000
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_19-3A
N/A
PRPM_19-3A
69359MAA1
22977972.810000000000
PA
USD
23065155.830000000000
0.4066506028
Long
ABS-CBDO
CORP
US
N
2
2024-07-25
Variable
3.351000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_19-3A
N/A
PRPM_19-3A
69359MAB9
17000000.000000000000
PA
USD
17008154.900000000000
0.2998625499
Long
ABS-CBDO
CORP
US
N
2
2024-07-25
Variable
4.458000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAA8
2399000.000000000000
PA
USD
2483464.180000000000
0.0437847554
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.000000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAB6
523000.000000000000
PA
USD
524205.840000000000
0.0092420195
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAC4
755000.000000000000
PA
USD
753005.620000000000
0.0132758778
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.000000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PERTAMINA (PERSERO) PT
69370PAA9
10600000.000000000000
PA
USD
14155443.410000000000
0.2495677739
Long
DBT
NUSS
ID
N
2
2044-05-30
Fixed
6.450000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PT PERTAMINA (PERSERO)
69370PAG6
8464000.000000000000
PA
USD
8427499.250000000000
0.1485811618
Long
DBT
NUSS
ID
N
2
2050-01-21
Fixed
4.175000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PERTAMINA PERSERO PT
69370RAD9
4983000.000000000000
PA
USD
5196424.480000000000
0.0916156458
Long
DBT
NUSS
ID
N
2
2029-07-30
Fixed
3.650000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-1
N/A
PAID_19-1
695452AA0
20986153.020000000000
PA
USD
21202572.720000000000
0.3738123011
Long
ABS-MBS
CORP
US
N
3
2026-06-15
Fixed
3.690000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-2
N/A
PAID_19-2
69545LAA8
8649012.610000000000
PA
USD
8758772.040000000000
0.1544216721
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Fixed
3.929000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-3
N/A
PAID_19-3
69545MAA6
28021719.150000000000
PA
USD
28312576.190000000000
0.4991653323
Long
ABS-MBS
CORP
US
N
2
2026-11-16
Fixed
3.821000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_19-2A
N/A
PSTAT_19-2A
69689PAC1
22000000.000000000000
PA
USD
21540530.000000000000
0.3797706624
Long
ABS-MBS
CORP
US
N
2
2027-04-20
Variable
3.419100000000
N
N
N
N
N
N
COGECO COMMUNICATIONS (USA) II LP
N/A
ATLANTIC BROADBAND TLB 2.0
19239PAB3
1405554.470000000000
PA
USD
1378033.710000000000
0.0242954456
Long
LON
CORP
US
N
2
2025-01-03
Variable
3.60338
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DQ5
7147000.000000000000
PA
USD
8983950.890000000000
0.1583916914
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.200000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAC2
1331000.000000000000
PA
USD
1354186.990000000000
0.0238750156
Long
DBT
CORP
CA
N
2
2027-05-15
Fixed
8.500000000000
N
N
N
N
N
N
ENDO GENERICS HOLDINGS INC
549300GLBA6FLQZ70X71
PAR PHARMACEUTICAL INC
69888XAA7
2158000.000000000000
PA
USD
2277311.420000000000
0.0401501758
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.500000000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER CO
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER COMPANY
454889AR7
4030000.000000000000
PA
USD
4602885.130000000000
0.0811512407
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.750000000000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF (GOVERNMENT)
N/A
PARAGUAY (REPUBLIC OF)
699149AB6
4939000.000000000000
PA
USD
6342468.960000000000
0.1118210015
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.100000000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/ PARSLEY FINA
N/A
PARSLEY ENERGY LLC / PARSLEY FIN
701885AB1
1271000.000000000000
PA
USD
1330841.700000000000
0.0234634261
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.250000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DR3
3700000.000000000000
PA
USD
3735708.920000000000
0.0658624765
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-56
N/A
FNMA_17-56
3136AXBQ7
51106763.660000000000
PA
USD
11305470.290000000000
0.1993212767
Long
ABS-CBDO
USGA
US
N
2
2047-07-25
Variable
4.523300000000
N
N
N
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
FIELDWOOD ENERGY 2ND LN TL 7.25
31659HAN1
372535.650000000000
PA
USD
188130.500000000000
0.0033168378
Long
LON
CORP
US
N
2
2023-04-11
Variable
9.02713
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
N/A
FINANCIAL & RISK US HOLDINGS INC
31740LAA1
5055000.000000000000
PA
USD
5432536.870000000000
0.0957784291
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/ PARSLEY FINA
N/A
PARSLEY ENERGY LLC / PARSLEY FIN
701885AH8
6910000.000000000000
PA
USD
6848178.510000000000
0.1207369219
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.625000000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/ PARSLEY FINA
N/A
PARSLEY ENERGY LLC / PARSLEY FIN
701885AJ4
1873000.000000000000
PA
USD
1755599.480000000000
0.0309521250
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.125000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
455780BK1
900000.000000000000
PA
USD
933061.200000000000
0.0164503506
Long
DBT
NUSS
ID
N
2
2022-04-25
Fixed
3.750000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
455780CN4
15215000.000000000000
PA
USD
15667580.980000000000
0.2762275398
Long
DBT
NUSS
ID
N
2
2049-10-30
Fixed
3.700000000000
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
N/A
FINANCIAL & RISK US HOLDINGS INC
31740LAC7
2913000.000000000000
PA
USD
3216137.940000000000
0.0567021719
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.250000000000
N
N
N
N
N
N
FINCO I LLC
N/A
FINCO I LLC (FORTRESS INV) TLB 2.0
31774BAD6
1702079.080000000000
PA
USD
1684003.000000000000
0.0296898421
Long
LON
CORP
US
N
2
2022-12-27
Variable
3.60338
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
PARTY CITY HOLDINGS INC TL 2.75
70215EAN3
1135227.890000000000
PA
USD
1033057.380000000000
0.0182133348
Long
LON
CORP
US
N
2
2022-08-19
Variable
4.100415185
N
N
N
N
N
N
PATTERN ENERGY GROUP INC
549300YTEUCT3H1Y2T51
PATTERN ENERGY GROUP INC
70338PAC4
3103000.000000000000
PA
USD
3173340.910000000000
0.0559476382
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.875000000000
N
N
N
N
N
N
INEOS US FINANCE LLC
N/A
INEOS US FINANCE LLC TLB 2.0
45672JAK6
2749417.010000000000
PA
USD
2694428.670000000000
0.0475041682
Long
LON
CORP
US
N
2
2024-03-29
Variable
3.60338
N
N
N
N
N
N
INFOR US INC
CIOT8TLNSHRE7MIBDR09
INFOR US LAWSON SOFTWARE TLB6 2.75
45672LAE5
882046.660000000000
PA
USD
875210.800000000000
0.0154304182
Long
LON
CORP
US
N
2
2022-02-01
Variable
4.69463
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRUST
33829TAA4
22756000.000000000000
PA
USD
25080204.540000000000
0.4421769516
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAA3
654000.000000000000
PA
USD
642304.390000000000
0.0113241579
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.875000000000
N
N
N
N
N
N
IRIS MERGER SUB 2019
N/A
IRIS MERGER SUB 2019
45774NAB4
2001000.000000000000
PA
USD
2076355.260000000000
0.0366072150
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375000000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC TLB 3.75
45778EAG9
625000.000000000000
PA
USD
618750.000000000000
0.0109088819
Long
LON
CORP
US
N
2
2027-02-08
Variable
5.42088
N
N
N
N
N
N
INTELSAT LUXEMBOURG SA
N/A
INTELSAT LUXEMBOURG SA
458204AQ7
2062000.000000000000
PA
USD
871721.080000000000
0.0153688926
Long
DBT
CORP
LU
N
2
2023-06-01
Fixed
8.125000000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
N/A
INTELSAT JACKSON HOLDINGS SA
45824TAP0
1418000.000000000000
PA
USD
1220952.820000000000
0.0215260284
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.500000000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
N/A
INTELSAT JACKSON HOLDINGS SA
45824TBA2
1981000.000000000000
PA
USD
1711198.720000000000
0.0301693167
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.500000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AB9
1298000.000000000000
PA
USD
1337024.020000000000
0.0235724236
Long
DBT
CORP
GB
N
2
2022-02-15
Fixed
6.250000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAC9
1435000.000000000000
PA
USD
1458041.440000000000
0.0257060232
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.875000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CQ1
2505000.000000000000
PA
USD
2169704.970000000000
0.0382530186
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.750000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
25683000.000000000000
PA
USD
28147086.090000000000
0.4962476564
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
N/A
SPRINT CAPITAL CORPORATION
852060AT9
1115000.000000000000
PA
USD
1549234.600000000000
0.0273138057
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
3419000.000000000000
PA
USD
4035653.200000000000
0.0711506490
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS TLB 3.0
85208EAD2
992481.190000000000
PA
USD
983796.980000000000
0.0173448486
Long
LON
CORP
US
N
3
2024-02-02
Variable
4.625
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AC7
2637000.000000000000
PA
USD
2854494.140000000000
0.0503262051
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.500000000000
N
N
N
N
N
N
ION MEDIA NETWORKS INC
N/A
ION MEDIA NETWORKS INC TLB 3.0
46205DAK3
1545236.030000000000
PA
USD
1523989.030000000000
0.0268687132
Long
LON
CORP
US
N
2
2024-12-18
Variable
4.625
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397YS6
8310000.000000000000
PA
USD
8320118.920000000000
0.1466879911
Long
DBT
CORP
US
N
2
2020-11-02
Fixed
2.343000000000
N
N
N
N
N
N
FOUR SEASONS HOTELS LTD
N/A
FOUR SEASONS HOTELS LTD TLB 2.0
35100DAR7
992327.380000000000
PA
USD
974138.020000000000
0.0171745561
Long
LON
CORP
CA
N
2
2023-11-30
Variable
3.60338
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBC8
6336000.000000000000
PA
USD
6151828.950000000000
0.1084599198
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCD5
3537000.000000000000
PA
USD
3553827.240000000000
0.0626558086
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.250000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AN2
489000.000000000000
PA
USD
489234.180000000000
0.0086254511
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.500000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AP7
494000.000000000000
PA
USD
473057.640000000000
0.0083402504
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.750000000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC
46266TAA6
2792000.000000000000
PA
USD
2886394.230000000000
0.0508886201
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.000000000000
N
N
N
N
N
N
Iridium Satelite
N/A
IRIDIUM COMMUNICATIONS TLB 3.75
46269KAJ3
875000.000000000000
PA
USD
873906.250000000000
0.0154074183
Long
LON
CORP
US
N
2
2026-11-04
Variable
5.35338
N
N
N
N
N
N
FRONTDOOR INC
N/A
FRONTDOOR INC
35905AAA7
808000.000000000000
PA
USD
886983.190000000000
0.0156379715
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.750000000000
N
N
N
N
N
N
FRONTERA GENERATION HOLDINGS LLC
N/A
FRONTERA GENERATION HLDGS TLB 4.25
35905EAB7
810430.470000000000
PA
USD
686167.170000000000
0.0120974814
Long
LON
CORP
US
N
2
2025-05-02
Variable
5.9085
N
N
N
N
N
N
STARFRUIT FINCO BV/STARFRUIT US HOLDCO LLC
N/A
STARFRUIT US HOLDCO LLC/FINCO BV
85529VAA2
4431000.000000000000
PA
USD
4401054.810000000000
0.0775928680
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
8.000000000000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV/STARS GROUP LLC
N/A
STARS GROUP HOLDINGS BV/STARS GRP
85572NAA6
1327000.000000000000
PA
USD
1426925.850000000000
0.0251574393
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284PAP9
3307000.000000000000
PA
USD
3333013.290000000000
0.0587627447
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.750000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAF8
995000.000000000000
PA
USD
978122.320000000000
0.0172448014
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP
35906ABA5
941000.000000000000
PA
USD
956148.590000000000
0.0168573932
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
8.500000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING CO
N/A
GE CAPITAL INTERNATIONAL FUNDING
36164QMS4
9440000.000000000000
PA
USD
9464897.060000000000
0.1668710206
Long
DBT
CORP
IE
N
2
2020-11-15
Fixed
2.342000000000
N
N
N
N
N
N
JBS USA LLC
P77IMDGVZE8EFBTF2M92
JBS USA LLC TLB 2.5
46611VAU9
1761687.500000000000
PA
USD
1729765.720000000000
0.0304966625
Long
LON
CORP
US
N
2
2026-05-01
Variable
3.60338
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBE5
21060000.000000000000
PA
USD
21922869.480000000000
0.3865115048
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.739000000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGARA (PERSERO) PT
N/A
PERUSAHAAN LISTRIK NEGARA PT
71568QAJ6
4932000.000000000000
PA
USD
5220174.050000000000
0.0920343630
Long
DBT
NUSS
ID
N
2
2029-07-17
Fixed
3.875000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QBW1
7812000.000000000000
PA
USD
7651980.240000000000
0.1349083613
Long
DBT
NUSS
MX
N
2
2026-01-23
Fixed
4.500000000000
N
N
N
N
N
N
STONEPEAK LONESTAR HOLDINGS LLC
N/A
STONEPEAK LONESTAR TLB 4.5
86184NAC0
1468125.000000000000
PA
USD
1442432.810000000000
0.0254308350
Long
LON
CORP
US
N
2
2026-10-31
Variable
6.33613
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP
86765LAJ6
732000.000000000000
PA
USD
730735.200000000000
0.0128832388
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.875000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING CO
N/A
GE CAPITAL INTERNATIONAL FUNDING
36164QNA2
35435000.000000000000
PA
USD
40404348.770000000000
0.7123495242
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GCAT_20-1
N/A
GCAT_20-1
36166DAA3
18393711.730000000000
PA
USD
18393711.730000000000
0.3242906320
Long
ABS-CBDO
CORP
US
N
2
2060-01-26
Variable
2.981400000000
N
N
N
N
N
N
GCAT MANAGEMENT SERVICES GCAT_19-2
N/A
GCAT_19-2
36166HAA4
9233287.180000000000
PA
USD
9234160.650000000000
0.1628030186
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Variable
3.474800000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
36186CBY8
2751000.000000000000
PA
USD
3816794.700000000000
0.0672920607
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.000000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QCP5
5000000.000000000000
PA
USD
5135050.000000000000
0.0905335820
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.500000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QCT7
3400000.000000000000
PA
USD
3564783.520000000000
0.0628489735
Long
DBT
NUSS
MX
N
2
2030-01-23
Fixed
6.840000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
000000000
18600000.000000000000
PA
935457.810000000000
0.0164926040
Long
DBT
NUSS
MX
N
2
2021-11-24
Fixed
7.650000000000
N
N
N
N
N
N
Doncasters Group
N/A
DONCASTERS GROUP LTD TL 3.5
000000000
940892.130000000000
PA
USD
775295.120000000000
0.0136688531
Long
LON
CORP
GB
N
2
2020-04-09
Variable
0
Y
N
N
N
N
N
TNT CRANE & RIGGING INC
N/A
TNT CRANE & RIGGING INC TLB 4.5
000000000
903654.660000000000
PA
USD
793707.000000000000
0.0139934641
Long
LON
CORP
US
N
2
2020-11-27
Variable
6.44463
N
N
N
N
N
N
FLINT GROUP GERMANY GMBH
N/A
FLINT GROUP GMBH TLC 3.0
000000000
161612.840000000000
PA
USD
135822.660000000000
0.0023946236
Long
LON
CORP
DE
N
2
2021-09-07
Variable
4.800816675
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-PLS1
N/A
NZES_18-PLS1
40423XAD4
5399254.880000000000
PA
USD
5441474.350000000000
0.0959360015
Long
ABS-CBDO
CORP
US
N
2
2023-01-25
Fixed
3.981000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-PLS1
N/A
NZES_18-PLS1
40423XAE2
10798509.770000000000
PA
USD
10891073.520000000000
0.1920152478
Long
ABS-CBDO
CORP
US
N
2
2023-01-25
Fixed
4.374000000000
N
N
N
N
N
N
FLINT GROUP GERMANY GMBH
N/A
FLINT GROUP GMBH TLB2 3.0
000000000
977625.060000000000
PA
USD
821615.650000000000
0.0144855080
Long
LON
CORP
DE
N
2
2021-09-07
Variable
4.800816675
N
N
N
N
N
N
ASTORIA ENERGY LLC
N/A
ASTORIA ENERGY LLC TLB 4.0
000000000
736132.000000000000
PA
USD
733680.680000000000
0.0129351691
Long
LON
CORP
US
N
2
2021-12-24
Variable
5.61
N
N
N
N
N
N
GAZPROM NEFT OAO VIA GPN CAPITAL
54930038HWNV6ZAAFY05
GAZPROM NEFT
36192NAA9
3800000.000000000000
PA
USD
3956043.810000000000
0.0697470944
Long
DBT
NUSS
LU
N
2
2022-09-19
Fixed
4.375000000000
N
N
N
N
N
N
GARDNER DENVER INC.
549300MJL50HVCB7RP74
GARDNER DENVER TLB 2.75
365556AM1
1518496.540000000000
PA
USD
1493820.970000000000
0.0263368348
Long
LON
CORP
US
N
3
2024-07-31
Variable
0
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-PLS2
N/A
NZES_18-PLS2
40423XAH5
7426418.070000000000
PA
USD
7514693.670000000000
0.1324879282
Long
ABS-CBDO
CORP
US
N
2
2023-02-25
Fixed
4.102000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-PLS2
N/A
NZES_18-PLS2
40423XAJ1
10099928.540000000000
PA
USD
10219425.840000000000
0.1801737525
Long
ABS-CBDO
CORP
US
N
2
2023-02-25
Fixed
4.593000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
3600000.000000000000
PA
USD
4487708.520000000000
0.0791206176
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.125000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP TLB5 2.5
000000000
526104.790000000000
PA
USD
516676.990000000000
0.0091092820
Long
LON
CORP
US
N
2
2024-01-15
Variable
4.2
N
N
N
N
N
N
ACADEMY LTD
N/A
ACADEMY LTD TLB 4.0
000000000
476458.180000000000
PA
USD
377593.110000000000
0.0066571614
Long
LON
CORP
US
N
2
2022-07-01
Variable
5.655
N
N
N
N
N
N
CDS US INTERMEDIATE HOLDINGS INC
N/A
CIRQUE DU SOLEIL TL 2ND LIEN 8.25
000000000
1000000.000000000000
PA
USD
839000.000000000000
0.0147920031
Long
LON
CORP
US
N
2
2023-07-10
Variable
10.19463
N
N
N
N
N
N
HAMILTON HOLDCO LLC
N/A
HAMILTON HOLDCO LLC TLB 2.0
40739EAB9
992474.810000000000
PA
USD
972625.310000000000
0.0171478863
Long
LON
CORP
US
N
2
2027-01-02
Variable
3.95
N
N
N
N
N
N
Harbor Freight
N/A
HARBOR FREIGHT TOOLS USA TL 2.5
41151PAM7
1919998.990000000000
PA
USD
1820408.640000000000
0.0320947440
Long
LON
CORP
US
N
2
2023-08-18
Variable
4.10338
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP
86765LAL1
2023000.000000000000
PA
USD
2043919.880000000000
0.0360353625
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
N/A
SURGERY CENTER HOLDINGS INC
86881WAD4
1560000.000000000000
PA
USD
1724234.070000000000
0.0303991366
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.000000000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
HARSCO CORP TLB 3.0
41587CAP3
479180.960000000000
PA
USD
479482.840000000000
0.0084535300
Long
LON
CORP
US
N
2
2024-12-06
Variable
3.875
N
N
N
N
N
N
HELIX GEN FUNDING LLC
N/A
HELIX GEN FUNDING LLC TLB 3.75
42330EAB8
750000.000000000000
PA
USD
720937.500000000000
0.0127105002
Long
LON
CORP
US
N
2
2024-06-03
Variable
5.35338
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
14500000.000000000000
PA
USD
16331557.060000000000
0.2879337808
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: MXN 6.230000 1/9/2026
000000000
580000000.000000000000
OU
Notional Amount
-500070.330000000000
-0.0088164980
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Mexico Interbank TIIE 28 Day
MXIBTIIE2
Y
2026-01-09
0.000000000000
USD
0.000000000000
USD
580000000.000000000000
MXN
-515648.800000000000
N
N
N
SYNGENTA FINANCE AG
N/A
SYNGENTA FINANCE AG
87164KAC8
17650000.000000000000
PA
USD
19886556.460000000000
0.3506102552
Long
DBT
NUSS
CH
N
2
2028-04-24
Fixed
5.182000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAP0
7774000.000000000000
PA
USD
8195785.440000000000
0.1444959277
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.500000000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC
42704LAA2
1939000.000000000000
PA
USD
2015198.260000000000
0.0355289855
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.500000000000
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORP
428040CS6
1356000.000000000000
PA
USD
1301028.250000000000
0.0229377996
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.500000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AB3
4384000.000000000000
PA
USD
4531336.860000000000
0.0798898078
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.125000000000
N
N
N
N
N
N
GATES GLOBAL LLC / GATES GLOBAL
N/A
GATES GLOBAL LLC/GATES GLOBAL CO
36740LAA0
4978000.000000000000
PA
USD
5050364.390000000000
0.0890405310
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: MXN 5.985000 1/21/2026
000000000
211000000.000000000000
OU
Notional Amount
-314956.220000000000
-0.0055528407
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Mexico Interbank TIIE 28 Day
MXIBTIIE2
Y
2026-01-21
0.780000000000
USD
0.000000000000
USD
211000000.000000000000
MXN
-316132.160000000000
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
RIVERBED TECHNOLOGY INC TLB 3.25
000000000
904628.910000000000
PA
USD
818689.160000000000
0.0144339125
Long
LON
CORP
US
N
2
2022-04-24
Variable
4.86
N
N
N
N
N
N
GATES GLOBAL LLC
N/A
GATES GLOBAL LLC TLB2 2.75
36740UAP7
1707023.580000000000
PA
USD
1672524.630000000000
0.0294874725
Long
LON
CORP
US
N
2
2024-04-01
Variable
4.35338
N
N
N
N
N
N
GAZ CAPITAL SA
213800568PRHV2JR9650
GAZ CAPITAL SA
368266AH5
300000.000000000000
PA
USD
415595.190000000000
0.0073271577
Long
DBT
NUSS
LU
N
2
2037-08-16
Fixed
7.288000000000
N
N
N
N
N
N
ALLNEX USA INC
N/A
ALLNEX USA INC TLB2 3.25
000000000
1100550.030000000000
PA
USD
1075325.420000000000
0.0189585422
Long
LON
CORP
US
N
2
2023-09-13
Variable
4.863224381
N
N
N
N
N
N
ALLNEX USA INC
N/A
ALLNEX USA INC TLB3 3.25
000000000
829178.760000000000
PA
USD
810173.980000000000
0.0142837855
Long
LON
CORP
US
N
2
2023-09-13
Variable
4.863224381
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAU9
1047000.000000000000
PA
USD
1065198.200000000000
0.0187799941
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAV7
3940000.000000000000
PA
USD
4110251.220000000000
0.0724658506
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.750000000000
N
N
N
N
N
N
GENESIS ENERGY
N/A
GENESIS ENERGY LP/ GENESIS ENERGY
37185LAJ1
283000.000000000000
PA
USD
238480.940000000000
0.0042045421
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.500000000000
N
N
N
N
N
N
GENESIS ENERGY LP/ GENESIS ENERG
N/A
GENESIS ENERGY LP/GENESIS ENERGY
37185LAL6
1193000.000000000000
PA
USD
1026948.010000000000
0.0181056235
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.750000000000
N
N
N
N
N
N
EASTERN POWER LLC
N/A
EASTERN POWER LLC (TPF II)TLB 3.75
87264NAB3
1905374.730000000000
PA
USD
1876794.110000000000
0.0330888489
Long
LON
CORP
US
N
2
2023-10-02
Variable
5.35338
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP/FIN
87470LAA9
459000.000000000000
PA
USD
426633.110000000000
0.0075217619
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.500000000000
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORP
428040CT4
943000.000000000000
PA
USD
950290.920000000000
0.0167541194
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
7.625000000000
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORP
428040CY3
2472000.000000000000
PA
USD
2442522.070000000000
0.0430629248
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.125000000000
N
N
N
N
N
N
GENTIVA HEALTH SERVICES INC
549300STP29LPEN7S547
GENTIVA HEALTH SERVICES TLB 3.25
37249UAU0
1070615.370000000000
PA
USD
1059909.220000000000
0.0186867466
Long
LON
CORP
US
N
2
2025-07-02
Variable
4.875
N
N
N
N
N
N
ANCHOR GLASS CONTAINER CORP
N/A
ANCHOR GLASS CONTAINER CRP TL 2.75
37712UAE4
817244.490000000000
PA
USD
597356.690000000000
0.0105317068
Long
LON
CORP
US
N
2
2023-12-07
Variable
4.432966654
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP/FIN
87470LAD3
1239000.000000000000
PA
USD
1103005.690000000000
0.0194465596
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP/FIN
87470LAG6
1769000.000000000000
PA
USD
1688766.030000000000
0.0297738168
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.000000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX TLB 3.0
000000000
1119722.790000000000
PA
USD
1068405.890000000000
0.0188365473
Long
LON
CORP
US
N
2
2023-12-29
Variable
4.900177253
N
N
N
N
N
N
TENNESSEE MERGER SUB INC
N/A
TEAM HEALTH INC TLB 2.75
000000000
486250.000000000000
PA
USD
366715.160000000000
0.0064653776
Long
LON
CORP
US
N
2
2024-02-06
Variable
4.35338
N
N
N
N
N
N
GLOBAL AIRCRAFT LEASING CO LTD
N/A
GLOBAL AIRCRAFT LEASING CO LTD
37960JAA6
3483000.000000000000
PA
USD
3435321.040000000000
0.0605664831
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.500000000000
N
N
N
N
N
N
GO DADDY OPERATING COMPANY LLC
N/A
GO DADDY OPERATING CO LLC TLB 2.25
38017BAN6
997018.080000000000
PA
USD
980198.380000000000
0.0172814034
Long
LON
CORP
US
N
2
2024-02-15
Variable
3.35338
N
N
N
N
N
N
EFS COGEN HOLDINGS I LLC
549300KDKPYR8NXXKI52
EFS COGEN HOLDINGS I LLC TLB 3.25
000000000
961656.170000000000
PA
USD
956501.690000000000
0.0168636185
Long
LON
CORP
US
N
2
2023-06-28
Variable
5.100793474
N
N
N
N
N
N
PACKAGING COORDINATORS INC
N/A
PACKAGING COORDINATORS INC TL 4.0
000000000
690925.200000000000
PA
USD
689633.170000000000
0.0121585888
Long
LON
CORP
US
N
2
2023-06-30
Variable
5.95
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORP
428040CZ0
5035000.000000000000
PA
USD
4654393.930000000000
0.0820593674
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.000000000000
N
N
N
N
N
N
HILCORP ENERGY I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AQ7
2473000.000000000000
PA
USD
1994585.270000000000
0.0351655678
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.750000000000
N
N
N
N
N
N
AFFINITY GAMING LLC
N/A
AFFINITY GAMING 2ND LN TL 8.25
000000000
400000.000000000000
PA
USD
381000.000000000000
0.0067172267
Long
LON
CORP
US
N
2
2025-01-31
Variable
9.85338
N
N
N
N
N
N
MOHEGAN GAMING & ENTERTAINMENT
N/A
MOHEGAN TRIBAL GAMING TLB 4.0
000000000
2986675.850000000000
PA
USD
2877154.450000000000
0.0507257180
Long
LON
CORP
US
N
2
2023-10-13
Variable
5.60338
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AS3
1903000.000000000000
PA
USD
1386254.810000000000
0.0244403878
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
HILLMAN GROUP INC
N/A
HILLMAN GROUP INC TLB 3.5
43162TAK6
664875.000000000000
PA
USD
635507.470000000000
0.0112043247
Long
LON
CORP
US
N
2
2025-05-21
Variable
5.60338
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
N/A
HILTON DOMESTIC OPERATING COMPANY
432833AD3
1139000.000000000000
PA
USD
1167924.390000000000
0.0205911098
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.125000000000
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE LLC
549300406TN7EY0NPH20
HILTON WORLDWIDE FIN LLC TLB2 1.75
43289DAH6
887698.490000000000
PA
USD
877099.370000000000
0.0154637146
Long
LON
CORP
US
N
2
2026-06-22
Variable
3.37675
N
N
N
N
N
N
SERTA SIMMONS BEDDING LLC
N/A
SERTA SIMMONS BED 1ST LN TL 3.5
000000000
1156614.240000000000
PA
USD
672640.580000000000
0.0118590006
Long
LON
CORP
US
N
2
2023-11-08
Variable
5.15192104
N
N
N
N
N
N
WG PARTNERS ACQUISITION LLC
N/A
WG PARTNERS ACQ 1ST LN TL 3.5
000000000
608812.870000000000
PA
USD
593592.550000000000
0.0104653430
Long
LON
CORP
US
N
3
2023-11-15
Variable
5.44463
N
N
N
N
N
N
GOLDEN NUGGET INC
N/A
GOLDEN NUGGET INC
38113YAE9
711000.000000000000
PA
USD
698778.880000000000
0.0123198323
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.750000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GXG4
9205000.000000000000
PA
USD
9333665.560000000000
0.1645573416
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.600000000000
N
N
N
N
N
N
ALPHA 3 BV
N/A
ATOTECH INC TLB1 3.0
000000000
570244.190000000000
PA
USD
546008.810000000000
0.0096264172
Long
LON
CORP
NL
N
2
2024-01-31
Variable
4.94463
N
N
N
N
N
N
BJS WHOLESALE CLUB INC
549300UCIWH1C93V0J03
BJS WHOLESALE CLUB INC 1LN TL 3.5
000000000
727440.610000000000
PA
USD
720508.100000000000
0.0127029297
Long
LON
CORP
US
N
2
2024-02-03
Variable
3.90275
N
N
N
N
N
N
PROAMPAC
N/A
PROAMPAC PG LLC 2LN TL 8.5
000000000
700000.000000000000
PA
USD
680750.000000000000
0.0120019739
Long
LON
CORP
US
N
3
2024-11-18
Variable
10.19163
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TLB7 3.0
000000000
992443.330000000000
PA
USD
981695.170000000000
0.0173077926
Long
LON
CORP
US
N
2
2024-11-29
Variable
4.60338
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS TLB 2.5
000000000
1026381.700000000000
PA
USD
1016117.880000000000
0.0179146827
Long
LON
CORP
US
N
3
2024-02-02
Variable
4.125
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS LLC
N/A
CHANGE HEALTHCARE HLD LLC TLB 2.75
000000000
952062.460000000000
PA
USD
931831.130000000000
0.0164286638
Long
LON
CORP
US
N
2
2024-03-01
Variable
4.10338
N
N
N
N
N
N
HILT_16-SFP
N/A
HILT_16-SFP
43289VAQ6
9700000.000000000000
PA
USD
9766525.510000000000
0.1721888859
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
5.519100000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL8
N/A
VOLT_19-NPL8
91833HAA2
18809937.060000000000
PA
USD
18916237.660000000000
0.3335030339
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
3.277500000000
N
N
N
N
N
N
ELDORADO RESORTS INC
N/A
ELDORADO RESORTS INC TLB 2.25
000000000
1021688.030000000000
PA
USD
1015946.140000000000
0.0179116548
Long
LON
CORP
US
N
2
2024-04-17
Variable
3.889418159
N
N
N
N
N
N
SIWF HOLDINGS INC
N/A
SIWF HOLDINGS INC TL 4.25
000000000
541750.000000000000
PA
USD
532269.380000000000
0.0093841839
Long
LON
CORP
US
N
3
2025-06-13
Variable
5.85338
N
N
N
N
N
N
ADVANCED DISPOSAL SERVICES INC
549300ML1GEF4BKIM713
ADVANCED DISPOSAL SVCS TLB 2.25
00100UAG7
1022525.200000000000
PA
USD
1019539.430000000000
0.0179750064
Long
LON
CORP
US
N
2
2023-11-10
Variable
3.8325
N
N
N
N
N
N
AEP TEXAS INC
N/A
AEP TEXAS INC
00108WAK6
4800000.000000000000
PA
USD
5217072.290000000000
0.0919796774
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.450000000000
N
N
N
N
N
N
METRO-GOLDWYN-MAYER INC
N/A
METRO-GOLDWYN-MAYER INC TLB 2.5
000000000
715937.500000000000
PA
USD
708778.130000000000
0.0124961243
Long
LON
CORP
US
N
2
2025-07-07
Variable
4.11
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
N/A
STARS GROUP HOLDINGS BV TLB 3.5
000000000
1859105.450000000000
PA
USD
1852710.130000000000
0.0326642359
Long
LON
CORP
NL
N
2
2025-07-10
Variable
5.44463
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL5
N/A
VOLT_19-NPL5
91834DAA0
13520884.230000000000
PA
USD
13495360.860000000000
0.2379301778
Long
ABS-CBDO
CORP
US
N
2
2049-09-25
Variable
3.351500000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL1
N/A
VOLT_20-NPL1
91834TAA5
5244044.780000000000
PA
USD
5244040.060000000000
0.0924551331
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
3.228200000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
PLANTRONICS INC TL 2.5
000000000
2633459.920000000000
PA
USD
2407430.060000000000
0.0424442346
Long
LON
CORP
US
N
2
2025-07-02
Variable
4.10338
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO-CLINICAL DIAGNOSTIC TLB 3.25
000000000
1067584.500000000000
PA
USD
1014205.280000000000
0.0178809626
Long
LON
CORP
LU
N
2
2025-06-30
Variable
4.905
N
N
N
N
N
N
Verscend Holding
N/A
VERSCEND HOLDING CORP TLB 4.5
000000000
1065284.240000000000
PA
USD
1059957.820000000000
0.0186876035
Long
LON
CORP
US
N
2
2025-08-27
Variable
6.10338
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG ISSUER LLC
00119LAA9
1075000.000000000000
PA
USD
1067071.840000000000
0.0188130273
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.250000000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORPORATION
00130HBT1
1152000.000000000000
PA
USD
1150942.610000000000
0.0202917123
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.875000000000
N
N
N
N
N
N
VISTRA ENERGY CORP
549300KP43CPCUJOOG15
VISTRA ENERGY CORP - TRA
000000000
21925.000000000000
NS
USD
24917.760000000000
0.0004393130
Long
EC
CORP
US
N
2
N
N
N
UFC HOLDINGS LLC
N/A
UFC HOLDINGS LLC TLB 3.25
000000000
1565403.687200000000
PA
USD
1544662.090000000000
0.0272331900
Long
LON
CORP
US
N
2
2026-04-29
Variable
4.86
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GNMA_14-190
38379HLN3
15158475.730000000000
PA
USD
1566313.170000000000
0.0276149097
Long
ABS-CBDO
USGA
US
N
2
2038-12-20
Fixed
3.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GNMA_16-20
38379VGC2
21698356.810000000000
PA
USD
4364607.110000000000
0.0769502762
Long
ABS-CBDO
USGA
US
N
2
2046-02-20
Variable
4.453000000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORPORATION
00130HBX2
2171000.000000000000
PA
USD
2233965.320000000000
0.0393859617
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.000000000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORPORATION
00130HBY0
1783000.000000000000
PA
USD
1856088.990000000000
0.0327238069
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.125000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL1
N/A
VOLT_20-NPL1
91834TAB3
7450000.000000000000
PA
USD
7449985.850000000000
0.1313470960
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
3.721000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL2
N/A
VOLT_20-NPL2
91834UAA2
27700000.000000000000
PA
USD
27699975.070000000000
0.4883648583
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
2.981400000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL4
N/A
VOLT_20-NPL4
91835LAA1
20000000.000000000000
PA
USD
20131470.000000000000
0.3549282073
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
2.981100000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
91911KAN2
3331000.000000000000
PA
USD
3438115.130000000000
0.0606157444
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.500000000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORPORATION
00130HCA1
549000.000000000000
PA
USD
547037.310000000000
0.0096445501
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.500000000000
N
N
N
N
N
N
LEARFIELD COMMUNICATIONS INC
549300177GK4LMS8T214
LEARFIELD COMMUNICATIONS TL 3.25
00165HAB9
1173908.800000000000
PA
USD
1058865.740000000000
0.0186683495
Long
LON
CORP
US
N
2
2023-12-01
Variable
4.86
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SLTNS INC TL 2.25
000000000
992500.000000000000
PA
USD
977612.500000000000
0.0172358130
Long
LON
CORP
US
N
2
2026-05-10
Variable
3.85338
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEART COMMUNICATIONS
000000000
11995.000000000000
NS
USD
168685.690000000000
0.0029740158
N/A
DE
CORP
US
N
2
IHEARTCOMMUNICATIONS INC
N/A
Call
Purchased
IHEARTMEDIA INC
iHeartMedia Inc
1.000000000000000
0.000001000000
USD
2039-05-01
XXXX
-35229.310000000000
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129
N/A
GNMA_17-129
38380GMB7
20009566.340000000000
PA
USD
4714245.830000000000
0.0831145873
Long
ABS-CBDO
USGA
US
N
2
2047-08-20
Variable
4.553000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133
N/A
GNMA_17-133
38380HAZ5
24382605.060000000000
PA
USD
4731554.230000000000
0.0834197433
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Variable
4.603000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAV6
3605000.000000000000
PA
USD
4035487.470000000000
0.0711477271
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.250000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAW4
3311000.000000000000
PA
USD
3641617.890000000000
0.0642036031
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.500000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC
92047WAB7
2603000.000000000000
PA
USD
2650880.130000000000
0.0467363850
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.375000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC
92047WAC5
885000.000000000000
PA
USD
921588.550000000000
0.0162480818
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.500000000000
N
N
N
N
N
N
OZLM LTD OZLM_17-21A
N/A
OZLM_17-21A
67112AAC5
18500000.000000000000
PA
USD
18324990.000000000000
0.3230790325
Long
ABS-MBS
CORP
US
N
2
2031-01-20
Variable
3.269100000000
N
N
N
N
N
N
OSW STRUCTURED ASSET TRUST OSAT_20-RPL1
N/A
OSAT_20-RPL1
67113FAA7
19918830.980000000000
PA
USD
19937415.250000000000
0.3515069219
Long
ABS-CBDO
CORP
US
N
2
2059-12-01
Variable
3.071900000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC
92047WAD3
1495000.000000000000
PA
USD
1476910.930000000000
0.0260387020
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
VANTAGE SPECIALTY CHEMICALS CO
N/A
VANTAGE SPECIALTY CHEM TLB 3.5
92210XAC4
493702.760000000000
PA
USD
467373.590000000000
0.0082400376
Long
LON
CORP
US
N
2
2024-10-28
Variable
5.186267414
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1A
N/A
OMIR_19-1A
67400KAA8
3531908.390000000000
PA
USD
3533446.540000000000
0.0622964863
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
3.026800000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1A
N/A
OMIR_19-1A
67400KAB6
14700000.000000000000
PA
USD
14764716.750000000000
0.2603095774
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
3.576800000000
N
N
N
N
N
N
PROAMPAC PG BORROWER LLC
N/A
PROAMPAC PG BORROWER LLC TL 3.5
74274NAC7
869902.330000000000
PA
USD
829669.350000000000
0.0146274989
Long
LON
CORP
US
N
2
2023-11-20
Variable
5.209988696
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
PROGRESS ENERGY INC
743263AS4
8094000.000000000000
PA
USD
8338221.560000000000
0.1470071500
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.150000000000
N
N
N
N
N
N
PCI GAMING AUTHORITY
N/A
PCI GAMING TLB 1ST LN 3.0
000000000
461091.340000000000
PA
USD
457056.790000000000
0.0080581471
Long
LON
CORP
US
N
2
2026-05-29
Variable
4.10338
N
N
N
N
N
N
BLACKSTONE CQP HOLDCO LP
N/A
BLACKSTONE CQP TLB 3.5
000000000
1492500.000000000000
PA
USD
1458545.630000000000
0.0257149123
Long
LON
CORP
US
N
2
2024-09-30
Variable
5.408
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR1
N/A
PROG_19-SFR1
74333BAJ7
13000000.000000000000
PA
USD
13611349.700000000000
0.2399751209
Long
ABS-MBS
CORP
US
N
2
2035-08-17
Fixed
4.466000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR2
N/A
PROG_19-SFR2
74333NAL6
9500000.000000000000
PA
USD
9948655.550000000000
0.1753999325
Long
ABS-MBS
CORP
US
N
2
2036-05-17
Fixed
4.837000000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VERISIGN INC
92343EAF9
1734000.000000000000
PA
USD
1753035.370000000000
0.0309069184
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.625000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VER1
10626000.000000000000
PA
USD
12465004.520000000000
0.2197644637
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
ENERGIZER HOLDINGS INC
29272WAB5
1795000.000000000000
PA
USD
1973308.320000000000
0.0347904442
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.750000000000
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO FINANCE LLC / ENDO FINCO INC
29273EAA6
1723000.000000000000
PA
USD
1325755.910000000000
0.0233737610
Long
DBT
CORP
IE
N
2
2025-02-01
Variable
6.000000000000
N
N
N
N
N
N
PLUTO ACQUISITION I INC
N/A
ACCENTCARE TL 5.0
000000000
995000.000000000000
PA
USD
980075.000000000000
0.0172792281
Long
LON
CORP
US
N
3
2026-06-22
Variable
6.81913
N
N
N
N
N
N
LABL INC
N/A
MULTI-COLOR CORP TLB 4.5
000000000
773062.500000000000
PA
USD
763399.220000000000
0.0134591223
Long
LON
CORP
US
N
2
2026-07-01
Variable
6.10338
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO FINANCE LLC / ENDO FINCO INC
29273EAC2
1974000.000000000000
PA
USD
1571534.270000000000
0.0277069604
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
6.000000000000
N
N
N
N
N
N
MA FINANCECO LLC
N/A
MICRO FOCUS TLB2 2.5
55280FAJ0
342593.660000000000
PA
USD
338311.240000000000
0.0059646018
Long
LON
CORP
US
N
2
2021-11-19
Variable
3.85338
N
N
N
N
N
N
ARD FINANCE SA
N/A
ARD FINANCE SA PIK
00191AAD8
1175000.000000000000
PA
USD
1186139.510000000000
0.0209122518
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.500000000000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ON ASSIGNMENT INC
00191UAA0
2089000.000000000000
PA
USD
2067971.750000000000
0.0364594094
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
WATERBRIDGE OPERATING LLC
N/A
WATERBRIDGE OPERATING TLB 5.75
000000000
1197000.000000000000
PA
USD
1101240.000000000000
0.0194154296
Long
LON
CORP
US
N
3
2026-06-22
Variable
7.834
N
N
N
N
N
N
HEXION INTERNATIONAL INC
N/A
HEXION INC EXIT TL 3.5
000000000
1716375.000000000000
PA
USD
1690629.380000000000
0.0298066686
Long
LON
CORP
US
N
3
2026-07-01
Variable
5.41
N
N
N
N
N
N
VERINT SYSTEMS INC
549300KEQJS5FRVUCO94
VERINT SYSTEMS INC TLB 2.0
92345MAQ5
577345.170000000000
PA
USD
574458.440000000000
0.0101279988
Long
LON
CORP
US
N
3
2024-06-28
Variable
3.707381672
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND HOLDING CORP
92535WAA8
3417000.000000000000
PA
USD
3724553.270000000000
0.0656657966
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.750000000000
N
N
N
N
N
N
SUNSHINE LUXEMBOURG VII SARL
N/A
NESTLE SKIN HEALTH TLB 4.25
000000000
1600000.000000000000
PA
USD
1570000.000000000000
0.0276799104
Long
LON
CORP
LU
N
2
2026-10-01
Variable
6.19463
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
N/A
DIAMOND SPORTS GROUP TLB 3.25
000000000
1745625.000000000000
PA
USD
1588518.750000000000
0.0280064055
Long
LON
CORP
US
N
2
2026-08-24
Variable
4.88
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-INV1
N/A
VERUS_19-INV1
92537FAC9
8917746.160000000000
PA
USD
9095351.990000000000
0.1603557503
Long
ABS-CBDO
CORP
US
N
2
2059-12-25
Variable
3.658000000000
N
N
N
N
N
N
VERSUS SECURITIZATION TRUST VERUS_19-2
N/A
VERUS_19-2
92537GAC7
4023958.470000000000
PA
USD
4131505.200000000000
0.0728405692
Long
ABS-CBDO
CORP
US
N
2
2059-04-25
Variable
3.345000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RBK7
23625000.000000000000
PA
USD
26285660.730000000000
0.4634297665
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.350000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RHJ4
7766000.000000000000
PA
USD
8859867.270000000000
0.1562040331
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.350000000000
N
N
N
N
N
N
NASCAR HOLDINGS INC
N/A
NASCAR HOLDINGS INC TLB 2.75
000000000
707712.770000000000
PA
USD
703112.640000000000
0.0123962388
Long
LON
CORP
US
N
2
2026-10-19
Variable
4.38938
N
N
N
N
N
N
MA FINANCECO LLC
N/A
MA FINANCECO LLC TLB 2.75
000000000
212734.990000000000
PA
USD
201566.400000000000
0.0035537197
Long
LON
CORP
US
N
3
2024-06-21
Variable
4.10338
N
N
N
N
N
N
SEATTLE SPINCO INC
N/A
SEATTLE SPINCO INC TLB3 2.75
000000000
1190788.390000000000
PA
USD
1128272.000000000000
0.0198920177
Long
LON
CORP
US
N
3
2024-06-21
Variable
4.10338
N
N
N
N
N
N
NAUTILUS MERGER SUB INC
N/A
NAUTILUS MERGER SUB INC TLB 4.25
000000000
1647049.120000000000
PA
USD
1638813.870000000000
0.0288931344
Long
LON
CORP
US
N
2
2024-05-16
Variable
5.85338
N
N
N
N
N
N
DAYCO PRODUCTS LLC
N/A
DAYCO PRODUCTS LLC TLB 5.0
000000000
753687.500000000000
PA
USD
670781.880000000000
0.0118262308
Long
LON
CORP
US
N
2
2023-05-19
Variable
5.86325
N
N
N
N
N
N
CONSOLIDATED CONTAINER COMPANY LLC
N/A
CONSOLIDATED CONTAINER TLB 2.75
000000000
1437352.960000000000
PA
USD
1419386.050000000000
0.0250245087
Long
LON
CORP
US
N
2
2024-05-22
Variable
4.35338
N
N
N
N
N
N
CELLULAR SOUTH INC
N/A
CELLULAR SOUTH INC TLB 2.25
000000000
492424.220000000000
PA
USD
488731.040000000000
0.0086165805
Long
LON
CORP
US
N
2
2024-05-24
Variable
3.85338
N
N
N
N
N
N
EMERALD EXPOSITIONS HOLDING INC
549300YQCBSQUCZ74696
EMERALD EXPOSITIONS HLDGS TLB 2.75
000000000
1675918.050000000000
PA
USD
1550224.200000000000
0.0273312528
Long
LON
CORP
US
N
3
2024-05-22
Variable
4.35338
N
N
N
N
N
N
COTE D IVOIRE (REPUBLIC OF)
N/A
IVORY COAST
000000000
3847000.000000000000
PA
USD
3947364.810000000000
0.0695940791
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.125000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAK0
4441000.000000000000
PA
USD
4503895.880000000000
0.0794060091
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.875000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAS3
4270000.000000000000
PA
USD
4080992.680000000000
0.0719500074
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.625000000000
N
N
N
N
N
N
VERITAS US INC
N/A
VERITAS US INC TLB1 4.5
000000000
1713710.260000000000
PA
USD
1602319.090000000000
0.0282497126
Long
LON
CORP
US
N
2
2023-01-27
Variable
6.158372213
N
N
N
N
N
N
CBAC BORROWER LLC
N/A
CBAC HORSESHOE CASINOS TLB 4.0
000000000
555875.780000000000
PA
USD
512795.410000000000
0.0090408478
Long
LON
CORP
US
N
2
2024-07-08
Variable
5.60338
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAT1
3672000.000000000000
PA
USD
3894735.770000000000
0.0686662020
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.500000000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
N/A
ASP TPI HLDGS (TEKNI-PLEX) TL 3.25
00216EAB5
705575.360000000000
PA
USD
679116.280000000000
0.0119731706
Long
LON
CORP
US
N
2
2024-10-17
Variable
4.60338
N
N
N
N
N
N
MACDONALD DETTWILER AND ASSOCIATES LTD
N/A
MACDONALD DETTWILER TLB 2.75
000000000
980000.000000000000
PA
USD
918750.000000000000
0.0161980367
Long
LON
CORP
CA
N
2
2024-10-04
Variable
4.36
N
N
N
N
N
N
PAREXEL INTERNATIONAL CORPORATIO
549300GCZVUYB6P2OA17
PAREXEL INTL TLB 2.75
000000000
695272.930000000000
PA
USD
673253.640000000000
0.0118698092
Long
LON
CORP
US
N
2
2024-09-27
Variable
4.35338
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
N/A
MGM GROWTH/MGM FINANCE
55303XAB1
3056000.000000000000
PA
USD
3202211.570000000000
0.0564566429
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.500000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
N/A
MGM GROWTH/MGM FINANCE
55303XAC9
899000.000000000000
PA
USD
973480.460000000000
0.0171629630
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625000000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAQ2
7525000.000000000000
PA
USD
7332534.580000000000
0.1292763695
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
DXP ENTERPRISES
N/A
DXP ENTERPRISES INC TLB 5.5
000000000
782000.000000000000
PA
USD
780373.440000000000
0.0137583866
Long
LON
CORP
US
N
2
2023-08-29
Variable
6.35338
N
N
N
N
N
N
TRONOX PIGMENTS (NETHERLANDS) BV
5493007LZYKUHEI8Y513
TRONOX PIGMENTS TLB 3.0
000000000
569170.710000000000
PA
USD
554372.270000000000
0.0097738693
Long
LON
CORP
NL
N
2
2024-09-23
Variable
4.494554645
N
N
N
N
N
N
TTM TECH INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC TL 2.5
000000000
1885897.717500000000
PA
USD
1862324.000000000000
0.0328337334
Long
LON
CORP
US
N
3
2024-09-25
Variable
4.155
N
N
N
N
N
N
TRAVERSE MIDSTREAM PARTNERS LLC
N/A
TRAVERSE MIDSTREAM PARTNRS TLB 4.0
000000000
2705874.560000000000
PA
USD
2245875.880000000000
0.0395959510
Long
LON
CORP
US
N
2
2024-09-27
Variable
5.61
N
N
N
N
N
N
OXEA CORP
N/A
OXEA CORP TL 3.5
000000000
560329.810000000000
PA
USD
554961.850000000000
0.0097842639
Long
LON
US
N
2
2024-10-14
Variable
5.1875
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC
N/A
CAESARS RESORT COLLECTION TL 2.75
000000000
1553442.760000000000
PA
USD
1496478.010000000000
0.0263836797
Long
LON
CORP
US
N
2
2024-12-23
Variable
4.35338
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAS8
25460000.000000000000
PA
USD
24219759.380000000000
0.4270068593
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSM
N/A
CSMC_15-6R
12650EAU1
4769099.640000000000
PA
USD
4744490.610000000000
0.0836478184
Long
ABS-CBDO
CORP
US
N
2
2036-02-27
Fixed
3.750000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
N/A
MGM GROWTH/MGM FINANCE
55303XAF2
1287000.000000000000
PA
USD
1319316.990000000000
0.0232602395
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.500000000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAL3
1892000.000000000000
PA
USD
1985916.820000000000
0.0350127386
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.625000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBS7
9710000.000000000000
PA
USD
10880293.870000000000
0.1918251970
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE COMPANY INC
00404AAG4
972000.000000000000
PA
USD
976925.000000000000
0.0172236920
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.125000000000
N
N
N
N
N
N
CRC ESCROW ISSUER LLC
N/A
CAESARS GROWTH PROPERTIES HLDGS
12652AAA1
2049000.000000000000
PA
USD
2030573.080000000000
0.0358000515
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.250000000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
N/A
LAMB WESTON HOLDINGS INC
513272AA2
727000.000000000000
PA
USD
756561.190000000000
0.0133385643
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.625000000000
N
N
N
N
N
N
HVSC MERGER SUB CORP
N/A
VANTAGE SPECIALTIES 2ND LN 8.25
000000000
600000.000000000000
PA
USD
528000.000000000000
0.0093089125
Long
LON
CORP
US
N
3
2025-10-27
Variable
9.86325
N
N
N
N
N
N
CURIE MERGER SUB LLC
N/A
COLE-PARMER TL 4.25
000000000
1375000.000000000000
PA
USD
1378437.500000000000
0.0243025646
Long
LON
CORP
US
N
2
2026-11-04
Variable
6.19463
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE COMPANY INC
00404AAM1
2077000.000000000000
PA
USD
2144896.900000000000
0.0378156395
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.500000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC TLB2 2.5
00404DAG8
977928.500000000000
PA
USD
973038.860000000000
0.0171551774
Long
LON
CORP
US
N
2
2023-02-16
Variable
4.10338
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAM1
852000.000000000000
PA
USD
946701.430000000000
0.0166908349
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.875000000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAP4
2521000.000000000000
PA
USD
2659960.700000000000
0.0468964801
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY AMERICAS INC
N/A
MCDERMOTT INTL TLDD 10.0
000000000
156228.730000000000
PA
USD
169769.070000000000
0.0029931163
Long
LON
CORP
US
N
2
2021-10-21
Variable
11.84959875
N
N
N
N
N
N
GENESEE & WYOMING INC.
N/A
GENESEE & WYOMING TLB 2.0
000000000
875000.000000000000
PA
USD
869163.750000000000
0.0153238055
Long
LON
CORP
US
N
2
2026-11-06
Variable
3.9605
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
N/A
LAMB WESTON HOLDINGS INC
513272AB0
3211000.000000000000
PA
USD
3337625.370000000000
0.0588440580
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.875000000000
N
N
N
N
N
N
GOLDEN NUGGET LLC
N/A
GOLDEN NUGGET LLC TLB 2.5
51508PAG9
2093049.900000000000
PA
USD
2049012.130000000000
0.0361251415
Long
LON
CORP
US
N
2
2023-10-04
Variable
4.119912019
N
N
N
N
N
N
ALLERGAN FUNDING SCS
N/A
ACTAVIS FUNDING SCS
00507UAH4
4120000.000000000000
PA
USD
5053664.720000000000
0.0890987175
Long
DBT
CORP
LU
N
2
2044-06-15
Fixed
4.850000000000
N
N
N
N
N
N
AG MERGER SUB II INC
N/A
AG MERGER SUB II INC
00791GAA5
1555000.000000000000
PA
USD
1637589.600000000000
0.0288715499
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.750000000000
N
N
N
N
N
N
SPECTACLE GARY HOLDINGS LLC
N/A
HARD ROCK NORTHERN IN TL 9.0
000000000
1072297.300000000000
PA
USD
1088381.760000000000
0.0191887322
Long
LON
CORP
US
N
2
2025-10-17
Variable
11
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
N/A
SPRINT CAPITAL CORPORATION
852060AD4
5605000.000000000000
PA
USD
6678678.050000000000
0.1177485413
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT
N/A
LMAT_17-GS1
52471WAA8
15963603.030000000000
PA
USD
15978206.530000000000
0.2817040285
Long
ABS-CBDO
CORP
US
N
2
2057-01-25
Fixed
3.500000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC TLB 3.25
000000000
492500.000000000000
PA
USD
477316.230000000000
0.0084153315
Long
LON
CORP
US
N
2
2025-05-21
Variable
4.60338
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
1085000.000000000000
PA
USD
1204651.770000000000
0.0212386325
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AB7
1248000.000000000000
PA
USD
1302569.670000000000
0.0229649756
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.875000000000
N
N
N
N
N
N
UNIMIN CORP
N/A
UNIMIN CORP 1ST LN TL 3.75
000000000
1487449.500000000000
PA
USD
1108893.600000000000
0.0195503665
Long
LON
CORP
US
N
2
2025-06-02
Variable
5.87388
N
N
N
N
N
N
INTERIOR LOGIC GROUP HOLDINGS IV LLC
N/A
INTERIOR LOGIC GRP HLDG IV TLB 4.0
000000000
839375.000000000000
PA
USD
816292.190000000000
0.0143916527
Long
LON
CORP
US
N
3
2025-05-30
Variable
5.60338
N
N
N
N
N
N
TRINSEO MATERIALS OPERATING SCA
N/A
TRINSEO MATERIALS OP SCA TLB 2.0
000000000
533931.700000000000
PA
USD
517913.750000000000
0.0091310867
Long
LON
CORP
LU
N
2
2024-09-06
Variable
3.60338
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AC5
649000.000000000000
PA
USD
639896.200000000000
0.0112817003
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.625000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AE1
1133000.000000000000
PA
USD
1133000.000000000000
0.0199753748
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC
013093AD1
2387000.000000000000
PA
USD
2472509.720000000000
0.0435916226
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.750000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AA9
1139000.000000000000
PA
USD
1172348.450000000000
0.0206691083
Long
DBT
CORP
NL
N
2
2024-09-30
Fixed
6.750000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AB7
2209000.000000000000
PA
USD
2337898.150000000000
0.0412183511
Long
DBT
CORP
NL
N
2
2026-09-30
Fixed
7.000000000000
N
N
N
N
N
N
ALIXPARTNERS LLP
N/A
ALIXPARTNERS LLP TLB 2.75
01642PAW6
994884.910000000000
PA
USD
970012.790000000000
0.0171018262
Long
LON
CORP
US
N
2
2024-04-04
Variable
4.10338
N
N
N
N
N
N
ALLIANCE DATA SYST CORP
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CORP
018581AK4
2445000.000000000000
PA
USD
2410114.300000000000
0.0424915591
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.750000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAA1
1892000.000000000000
PA
USD
1889263.850000000000
0.0333086969
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.750000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F030439
19000000.000000000000
PA
USD
19680886.850000000000
0.3469841938
Long
ABS-MBS
USGA
US
N
2
2035-03-18
Fixed
3.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F030637
443500000.000000000000
PA
USD
456839650.660000000000
8.0543188468
Long
ABS-MBS
USGA
US
N
2
2050-03-12
Fixed
3.000000000000
N
N
N
N
N
N
ALMONDE INC
N/A
MISYS (FINASTRA)TLB 3.5
02034DAC1
671383.640000000000
PA
USD
638935.670000000000
0.0112647657
Long
LON
CORP
US
N
2
2024-06-13
Variable
5.27713
N
N
N
N
N
N
ALPHA 2 BV
N/A
ALPHA 2 BV PIK
02073MAA7
2125000.000000000000
PA
USD
2152066.530000000000
0.0379420437
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
8.750000000000
N
N
N
N
N
N
ALPHA 3 BV / ALPHA US BIDCO
N/A
ATOTECH INC
02079UAA3
2972000.000000000000
PA
USD
3049015.780000000000
0.0537557220
Long
DBT
CORP
NL
N
2
2025-02-01
Fixed
6.250000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC TLB 3.0
02083JAC8
1361054.160000000000
PA
USD
1350846.250000000000
0.0238161166
Long
LON
CORP
US
N
2
2024-06-28
Variable
4.60338
N
N
N
N
N
N
ALTICE LUXEMBOURG SA
N/A
ALTICE LUXEMBOURG SA
02156DAA7
2585000.000000000000
PA
USD
2965968.770000000000
0.0522915604
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.500000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAA9
1705000.000000000000
PA
USD
1861228.740000000000
0.0328144234
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.125000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAC5
4622000.000000000000
PA
USD
4628558.340000000000
0.0816038726
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
AMERICAN AIRLINES
N/A
AMERICAN AIRLINES INC TLB 2.0
02376CAX3
959595.960000000000
PA
USD
907297.980000000000
0.0159961317
Long
LON
CORP
US
N
2
2027-01-29
Variable
3.35338
N
N
N
N
N
N
AMERICAN AIRLINES
N/A
AMERICAN AIRLINES INC TLB 1.75
02376CBB0
3000000.000000000000
PA
USD
2845500.000000000000
0.0501676338
Long
LON
CORP
US
N
2
2025-06-27
Variable
3.36263
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AE7
2170000.000000000000
PA
USD
2249542.170000000000
0.0396605896
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.875000000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AF4
3816000.000000000000
PA
USD
3724335.220000000000
0.0656619523
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.000000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CS7
8640000.000000000000
PA
USD
8841163.050000000000
0.1558742681
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.375000000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / A
N/A
ANTERO MIDSTREAM PARTNERS/FIN
03690AAD8
1293000.000000000000
PA
USD
885386.700000000000
0.0156098245
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
APERGY CORP
N/A
APERGY CORP
03755LAC8
3354000.000000000000
PA
USD
3509437.910000000000
0.0618732018
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
APERGY CORP
N/A
APERGY CORP TLB 2.5
03755PAB1
1195293.690000000000
PA
USD
1180352.520000000000
0.0208102242
Long
LON
CORP
US
N
3
2025-05-09
Variable
4.125
N
N
N
N
N
N
APEX TOOL GROUP LLC
549300LWC59TPOM4ZR02
APEX TOOL GROUP LLC TLB 5.5
03759DAF5
756656.960000000000
PA
USD
717250.270000000000
0.0126454925
Long
LON
CORP
US
N
2
2024-08-01
Variable
7.10338
N
N
N
N
N
N
APIDOS CLO APID_17-28A
N/A
APID_17-28A
03767CAB6
20750000.000000000000
PA
USD
20344088.500000000000
0.3586767812
Long
ABS-MBS
CORP
KY
N
2
2031-01-20
Variable
2.969100000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
038461AM1
5700000.000000000000
PA
USD
6128899.070000000000
0.1080556541
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.500000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
03846JW55
2800000.000000000000
PA
USD
2848358.600000000000
0.0502180323
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.903000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
03846JW71
1250000.000000000000
PA
USD
1346050.800000000000
0.0237315704
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.600300000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
03846JW89
965000.000000000000
PA
USD
1039908.680000000000
0.0183341268
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.700200000000
N
N
N
N
N
N
ARAMARK SERVICES INC
N/A
ARAMARK SERVICES INC TLB 1.75
03852JAK7
551419.300000000000
PA
USD
546594.380000000000
0.0096367411
Long
LON
CORP
US
N
3
2024-03-28
Variable
3.35338
N
N
N
N
N
N
ARCHROCK PARTNERS LP / ARCHROCK
N/A
ARCHROCK PARTNERS LP/ARCHROCK FIN
03959KAC4
1274000.000000000000
PA
USD
1227836.640000000000
0.0216473937
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.250000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAL4
5086000.000000000000
PA
USD
5303013.260000000000
0.0934948610
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
6.000000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAN0
1675000.000000000000
PA
USD
1684210.310000000000
0.0296934971
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
4.125000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAP5
1996000.000000000000
PA
USD
2029679.710000000000
0.0357843009
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
ARES CLO LTD ARES_15-4A
N/A
ARES_15-4A
04015NAJ3
25250000.000000000000
PA
USD
25160615.000000000000
0.4435946295
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
3.331300000000
N
N
N
N
N
N
ARES CLO LTD ARES_17-44A
N/A
ARES_17-44A
04016NAG8
12000000.000000000000
PA
USD
11624652.000000000000
0.2049486150
Long
ABS-MBS
CORP
US
N
2
2029-10-15
Variable
8.381300000000
N
N
N
N
N
N
ARES CLO LTD ARES_18-47A
N/A
ARES_18-47A
04016VAE5
11200000.000000000000
PA
USD
11103814.400000000000
0.1957659793
Long
ABS-MBS
CORP
KY
N
2
2030-04-15
Variable
3.281300000000
N
N
N
N
N
N
ARGOS MERGER SUB INC
N/A
PETSMART INC
04021LAA8
3737000.000000000000
PA
USD
3648221.620000000000
0.0643200303
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.125000000000
N
N
N
N
N
N
ARISTOCRAT INTERNATIONAL PTY LTD
N/A
ARISTOCRAT INTL PTY LTD TLB 1.75
04044PAF1
1476152.010000000000
PA
USD
1442938.590000000000
0.0254397521
Long
LON
CORP
AU
N
2
2024-10-19
Variable
3.57663
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_18-1
N/A
ARRW_18-1
042856AC8
13623672.170000000000
PA
USD
14150308.840000000000
0.2494772488
Long
ABS-CBDO
CORP
US
N
2
2048-04-25
Fixed
4.218000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_19-2
N/A
ARRW_19-2
042858AC4
12022759.660000000000
PA
USD
12468434.940000000000
0.2198249438
Long
ABS-CBDO
CORP
US
N
2
2049-04-25
Variable
3.800000000000
N
N
N
N
N
N
ARUBA INVESTMENTS INC
N/A
ARUBA INVESTMENTS INC TLB 3.25
04317MAE1
967088.650000000000
PA
USD
947746.880000000000
0.0167092667
Long
LON
CORP
US
N
3
2022-02-02
Variable
4.85338
N
N
N
N
N
N
ARUBA INVESTMENTS INC
N/A
ANGUS CHEMICAL
04318AAA4
2564000.000000000000
PA
USD
2566677.760000000000
0.0452518537
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
8.750000000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC
043436AS3
375000.000000000000
PA
USD
376300.910000000000
0.0066343793
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.500000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AA1
2974000.000000000000
PA
USD
3086056.660000000000
0.0544087718
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AB9
2272000.000000000000
PA
USD
2370116.820000000000
0.0417863829
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TLB6 2.75
04649VAC4
402922.730000000000
PA
USD
398559.080000000000
0.0070268023
Long
LON
CORP
US
N
2
2023-11-03
Variable
4.60338
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TLB4 2.75
04649VAT7
1109565.950000000000
PA
USD
1098004.270000000000
0.0193583820
Long
LON
CORP
US
N
2
2022-08-04
Variable
4.60338
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION CORP TLB2 2ND LN 6.0
04649VAU4
1725000.000000000000
PA
USD
1727156.250000000000
0.0304506562
Long
LON
CORP
US
N
2
2025-08-04
Variable
8.10338
N
N
N
N
N
N
ATRIUM CDO CORP ATRM_13A
N/A
ATRM_13A
04966HAE6
32414000.000000000000
PA
USD
32285802.630000000000
0.5692153652
Long
ABS-MBS
CORP
US
N
2
2030-11-21
Variable
3.306300000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_18-RPL8
N/A
CSMC_18-RPL8
12653AAA0
16145349.230000000000
PA
USD
16283953.820000000000
0.2870945111
Long
ABS-CBDO
CORP
US
N
2
2058-07-25
Fixed
4.125000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_18-RPL2
N/A
CSMC_18-RPL2
12653LAA6
4454477.210000000000
PA
USD
4449968.390000000000
0.0784552396
Long
ABS-CBDO
CORP
US
N
2
2062-08-25
Fixed
4.030000000000
N
N
N
N
N
N
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-UVIL
N/A
CSMC_19-UVIL
12656DAL7
15300000.000000000000
PA
USD
14930120.970000000000
0.2632257391
Long
ABS-MBS
CORP
US
N
2
2041-12-15
Variable
3.392800000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
19540000.000000000000
PA
USD
24015786.090000000000
0.4234107049
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
AVAYA INC.
N/A
AVAYA INC TLB 4.25
05349UBC5
3326765.160000000000
PA
USD
3154871.200000000000
0.0556220077
Long
LON
CORP
US
N
2
2024-12-15
Variable
5.90013
N
N
N
N
N
N
AVAYA HOLDINGS CORP
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
3.000000000000
NS
USD
38.880000000000
0.0000006855
Long
EC
CORP
US
N
1
N
N
N
CALI MORTGAGE TRUST CALI_19-101C
N/A
CALI_19-101C
129890AQ2
4700000.000000000000
PA
USD
5021467.310000000000
0.0885310606
Long
ABS-MBS
CORP
US
N
2
2039-03-10
Variable
4.324400000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAT9
532000.000000000000
PA
USD
424286.320000000000
0.0074803868
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.125000000000
N
N
N
N
N
N
AVANTOR INC
N/A
AVANTOR INC
05352AAC4
3915000.000000000000
PA
USD
4278403.220000000000
0.0754304571
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
9.000000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_19-A
N/A
AVNT_19-A
05352EAB8
9600000.000000000000
PA
USD
9750564.480000000000
0.1719074847
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
3.800000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAZ5
4902000.000000000000
PA
USD
3816064.600000000000
0.0672791886
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.375000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CK0
1333000.000000000000
PA
USD
1300727.460000000000
0.0229324965
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141
N/A
GNMA_17-141
38380HKU5
26756208.470000000000
PA
USD
6087329.070000000000
0.1073227536
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Variable
4.553000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
N/A
AVIS BUDGET CAR RENTAL LLC
053773AV9
190000.000000000000
PA
USD
190568.830000000000
0.0033598268
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
5.500000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
N/A
AVIS BUDGET CAR RENTAL LLC
053773BA4
2671000.000000000000
PA
USD
2703552.280000000000
0.0476650222
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.250000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67
N/A
GNMA_18-67
38380WZ28
20060733.080000000000
PA
USD
4677169.950000000000
0.0824609204
Long
ABS-CBDO
USGA
US
N
2
2048-05-20
Variable
4.553000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125
N/A
GNMA_18-125
38380Y8D0
40486043.140000000000
PA
USD
7882021.260000000000
0.1389641033
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Variable
4.553000000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 (US) LLC
N/A
AVOLON TLB3 2.0
05400KAE0
1080686.910000000000
PA
USD
1068075.290000000000
0.0188307187
Long
LON
CORP
US
N
2
2025-01-15
Variable
3.397
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
N/A
AXALTA COATING SYSTEMS LLC
05453GAA3
2475000.000000000000
PA
USD
2511255.040000000000
0.0442747226
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.875000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
N/A
NZES_18-FNT1
64829TAD3
10858767.330000000000
PA
USD
10851980.600000000000
0.1913260194
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Fixed
4.690000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
N/A
NZES_18-FNT1
64829TAF8
19099504.460000000000
PA
USD
19213549.510000000000
0.3387447953
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Fixed
5.570000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAQ8
9200000.000000000000
PA
USD
9200108.560000000000
0.1622026627
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
4.608500000000
N
N
N
N
N
N
BFLD TRUST BFLD_19-DPLO
N/A
BFLD_19-DPLO
054970AQ1
10850000.000000000000
PA
USD
10856827.910000000000
0.1914114800
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
4.305400000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC
05508RAE6
752000.000000000000
PA
USD
745028.960000000000
0.0131352451
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.250000000000
N
N
N
N
N
N
BCAP LLC TRUST BCAP_13-RR5
N/A
BCAP_13-RR5
05542MAN5
637905.110000000000
PA
USD
633051.990000000000
0.0111610333
Long
ABS-CBDO
CORP
US
N
2
2036-09-26
Variable
3.000000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD AND COLLATERALIZED NOTES NZES_18-FNT2-E
N/A
NZES_18-FNT2
64829TAN1
7958817.710000000000
PA
USD
7953843.450000000000
0.1402303655
Long
ABS-CBDO
CORP
US
N
2
2054-07-25
Fixed
5.950000000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
N/A
NEXSTAR BROADCASTING INC TLB4 2.75
65336RAW8
997500.000000000000
PA
USD
987525.000000000000
0.0174105755
Long
LON
CORP
US
N
2
2026-09-18
Variable
4.405
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
2098000.000000000000
PA
USD
2011269.900000000000
0.0354597265
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
2547000.000000000000
PA
USD
2401029.110000000000
0.0423313825
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.125000000000
N
N
N
N
N
N
CALPINE CONSTRUCTION FINANCE COMPANY LP
N/A
CALPINE CONSTRUCTION FIN TL 2.5
13134NAG6
1488607.590000000000
PA
USD
1464417.720000000000
0.0258184403
Long
LON
CORP
US
N
2
2025-01-15
Variable
3.60338
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
CAMELOT FINANCE SA
13323AAB6
1384000.000000000000
PA
USD
1392589.550000000000
0.0245520726
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.500000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAB8
9022000.000000000000
PA
USD
9430738.190000000000
0.1662687821
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.500000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAK8
1227000.000000000000
PA
USD
1251705.380000000000
0.0220682119
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.250000000000
N
N
N
N
N
N
BHMS MORTGAGE TRUST BHMS_18-ATLS
N/A
BHMS_18-ATLS
05549GAL5
6000000.000000000000
PA
USD
5992543.200000000000
0.1056516298
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
3.908500000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC
05605HAA8
629000.000000000000
PA
USD
661035.760000000000
0.0116544017
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.375000000000
N
N
N
N
N
N
CAPITAL ONE FIN CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBW4
11421000.000000000000
PA
USD
12523121.130000000000
0.2207890895
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.800000000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBM9
11908000.000000000000
PA
USD
12864238.720000000000
0.2268031687
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.368000000000
N
N
N
N
N
N
BX TRUST BX_19-OC11
N/A
BX_19-OC11
05606FAN3
7750000.000000000000
PA
USD
8249094.580000000000
0.1454357954
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
4.075500000000
N
N
N
N
N
N
BALLYROCK LTD BALLY_18-1A
N/A
BALLY_18-1A
05875HAC7
8686000.000000000000
PA
USD
8606601.270000000000
0.1517388228
Long
ABS-MBS
CORP
KY
N
2
2031-04-20
Variable
3.419100000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORAT
N/A
BAFC_16-R1
05970XAL6
12763516.950000000000
PA
USD
12603972.990000000000
0.2222145496
Long
ABS-CBDO
CORP
US
N
3
2040-03-25
Variable
3.500000000000
N
N
N
N
N
N
BANFF MERGER SUB INC
N/A
BANFF MERGER SUB INC
05988LAA6
471000.000000000000
PA
USD
473525.380000000000
0.0083484969
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.750000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHX0
15090000.000000000000
PA
USD
15788380.590000000000
0.2783572992
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.884000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHZ5
3305000.000000000000
PA
USD
3355389.720000000000
0.0591572527
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496000000000
N
N
N
N
N
N
CARESTREAM HEALTH INC
N/A
CARESTREAM HEALTH 1ST LN TL 5.75
14173VAJ2
636310.670000000000
PA
USD
608949.310000000000
0.0107360907
Long
LON
CORP
US
N
2
2021-02-28
Variable
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_13-4A
14310KAW1
11725000.000000000000
PA
USD
11571015.580000000000
0.2040029773
Long
ABS-MBS
CORP
KY
N
2
2031-01-15
Variable
3.251300000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_15-4A
14311NAN4
14400000.000000000000
PA
USD
14409619.200000000000
0.2540490243
Long
ABS-MBS
CORP
KY
N
2
2032-07-20
Variable
3.619100000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
N/A
CARRIER GLOBAL CORPORATION
14448CAB0
4835000.000000000000
PA
USD
4972598.780000000000
0.0876694832
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.377000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
N/A
CARRIER GLOBAL CORPORATION
14448CAC8
6445000.000000000000
PA
USD
6640398.030000000000
0.1170736448
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.577000000000
N
N
N
N
N
N
CROATIA (REPUBLIC OF)
N/A
CROATIA (REPUBLIC OF)
226775AG9
8500000.000000000000
PA
USD
9727987.520000000000
0.1715094412
Long
DBT
NUSS
HR
N
2
2024-01-26
Fixed
6.000000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAA8
4217000.000000000000
PA
USD
4228632.550000000000
0.0745529745
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.875000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
N/A
NIELSEN FINANCE LLC TLB4 2.0
65409YBE4
1941970.820000000000
PA
USD
1921347.090000000000
0.0338743409
Long
LON
CORP
US
N
2
2023-10-02
Variable
3.67088
N
N
N
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AF5
7082000.000000000000
PA
USD
6813741.700000000000
0.1201297832
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.625000000000
N
N
N
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
9225.000000000000
NS
USD
111161.250000000000
0.0019598302
Long
EC
CORP
US
N
1
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AH2
19315000.000000000000
PA
USD
24471392.280000000000
0.4314432772
Long
DBT
CORP
BM
N
2
2048-05-15
Fixed
5.300000000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_15-2A
N/A
BABSN_15-2A
06759FAD8
38425000.000000000000
PA
USD
38425422.680000000000
0.6774600358
Long
ABS-MBS
CORP
KY
N
2
2030-10-20
Variable
3.409100000000
N
N
N
N
N
N
NISOURCE FINANCE CORP
N/A
NISOURCE FINANCE CORPORATION
65473QBB8
4755000.000000000000
PA
USD
6186060.850000000000
0.1090634458
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.250000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE FINANCE CORPORATION
65473QBF9
9098000.000000000000
PA
USD
10776275.220000000000
0.1899912945
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.375000000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
N/A
AI AQUA MRG SUB(CULLIGAN)TLB 3.25
23301YAE3
342125.000000000000
PA
USD
333144.220000000000
0.0058735046
Long
LON
CORP
US
N
2
2023-12-13
Variable
4.85338
N
N
N
N
N
N
SOPHIA LP / SOPHIA FINANCE INC
N/A
SOPHIA LP / SOPHIA FINANCE INC
29359FAA0
646000.000000000000
PA
USD
663769.770000000000
0.0117026037
Long
DBT
CORP
US
N
2
2023-09-30
Fixed
9.000000000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC
655044AG0
2725000.000000000000
PA
USD
2931233.910000000000
0.0516791668
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.250000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA CHEMICALS CORP
66977WAR0
2065000.000000000000
PA
USD
1963875.690000000000
0.0346241421
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBW2
5020000.000000000000
PA
USD
5334437.540000000000
0.0940488873
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.200000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBZ5
4895000.000000000000
PA
USD
4785094.380000000000
0.0843636838
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.950000000000
N
N
N
N
N
N
BASS PRO GROUP LLC
N/A
BASS PRO GROUP LLC TLB 5.0
07014QAK7
482563.280000000000
PA
USD
460847.930000000000
0.0081249869
Long
LON
CORP
US
N
2
2024-09-25
Variable
6.60338
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AD9
557000.000000000000
PA
USD
596270.550000000000
0.0105125576
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.000000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AC0
7317000.000000000000
PA
USD
7558086.520000000000
0.1332529666
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.875000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AE6
3010000.000000000000
PA
USD
2951598.840000000000
0.0520382111
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
N/A
EXPORT-IMPORT BANK OF INDIA
30216JAE5
6200000.000000000000
PA
USD
6302355.120000000000
0.1111137738
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.250000000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA/FAGE USA D
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
2743000.000000000000
PA
USD
2473530.940000000000
0.0436096272
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.625000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
NUMERICABLE US LLC TLB11 2.75
67053NAK0
972500.000000000000
PA
USD
934815.630000000000
0.0164812821
Long
LON
CORP
FR
N
2
2025-07-15
Variable
4.35338
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
NUMERICABLE SFR SA
67054KAA7
6096000.000000000000
PA
USD
6422125.580000000000
0.1132253889
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAE5
2219000.000000000000
PA
USD
2254202.770000000000
0.0397427584
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.625000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
988000.000000000000
PA
USD
1021975.260000000000
0.0180179513
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
OZLM LTD OZLM_15-11A
N/A
OZLM_15-11A
67109UAU6
14700000.000000000000
PA
USD
14700999.600000000000
0.2591862111
Long
ABS-MBS
CORP
US
N
2
2030-10-30
Variable
3.519500000000
N
N
N
N
N
N
FMMSR_19-GT1
N/A
FMMSR_19-GT1
30259RAA3
29000000.000000000000
PA
USD
30295934.600000000000
0.5341329648
Long
ABS-CBDO
CORP
US
N
2
2024-05-25
Variable
5.070000000000
N
N
N
N
N
N
FREDDIE_MAC FHLMC_304
N/A
FHLMC_304
31325UQS8
7249985.700000000000
PA
USD
1276490.340000000000
0.0225051836
Long
ABS-CBDO
USGA
US
N
2
2042-12-15
Fixed
4.000000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408HK2
7380000.000000000000
PA
USD
8939699.750000000000
0.1576115210
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.300000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AH0
1278000.000000000000
PA
USD
1262999.720000000000
0.0222673370
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AJ6
1277000.000000000000
PA
USD
1264130.470000000000
0.0222872727
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.250000000000
N
N
N
N
N
N
CSMC_14-2R
N/A
CSMC_14-2R
12648EFS6
1203186.620000000000
PA
USD
1198942.140000000000
0.0211379688
Long
ABS-CBDO
CORP
US
N
2
2037-01-27
Fixed
3.000000000000
N
N
N
N
N
N
CSMC_14-2R
N/A
CSMC_14-2R
12648EGA4
704216.250000000000
PA
USD
699390.960000000000
0.0123306236
Long
ABS-CBDO
CORP
US
N
2
2036-05-27
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_318
N/A
FHLMC_318
31325UVQ6
6919753.900000000000
PA
USD
1635768.930000000000
0.0288394506
Long
ABS-CBDO
USGA
US
N
2
2043-11-15
Variable
4.291500000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_326
N/A
FHLMC_326
31325VB86
2316290.650000000000
PA
USD
410528.930000000000
0.0072378369
Long
ABS-CBDO
USGA
US
N
2
2044-03-15
Variable
4.341500000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_19-RN4
N/A
BOMFT_19-RN4
07334KAA5
7425668.240000000000
PA
USD
7495762.840000000000
0.1321541679
Long
ABS-CBDO
CORP
US
N
2
2034-10-28
Variable
3.277500000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_19-LT2
N/A
BOMFT_19-LT2
07334PAA4
4404317.930000000000
PA
USD
4469700.470000000000
0.0788031264
Long
ABS-CBDO
CORP
US
N
2
2034-10-28
Variable
3.376200000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_20-RN1
N/A
BOMFT_20-RN1
07334QAA2
8145000.000000000000
PA
USD
8145000.000000000000
0.1436005542
Long
ABS-CBDO
CORP
US
N
2
2035-02-28
Fixed
3.000000000000
N
N
N
N
N
N
BOMFT_19-RN2
N/A
BOMFT_19-RN2
07334RAA0
814528.570000000000
PA
USD
816235.900000000000
0.0143906602
Long
ABS-CBDO
CORP
US
N
2
2034-03-28
Variable
3.967100000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_326
N/A
FHLMC_326
31325VB94
21309874.010000000000
PA
USD
3910893.560000000000
0.0689510721
Long
ABS-CBDO
USGA
US
N
2
2044-03-15
Variable
4.291500000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-118
N/A
FNMA_12-118
3136A93Z9
7325213.430000000000
PA
USD
504003.250000000000
0.0088858374
Long
ABS-CBDO
USGA
US
N
2
2039-12-25
Fixed
3.500000000000
N
N
N
N
N
N
BEACON ESCROW CORP
N/A
BEACON ROOFING SUPPLY INC/ESCROW
073685AD1
3089000.000000000000
PA
USD
2998185.870000000000
0.0528595645
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.875000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY INC
073685AF6
1313000.000000000000
PA
USD
1301551.170000000000
0.0229470189
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.500000000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAN9
4000000.000000000000
PA
USD
4094846.400000000000
0.0721942557
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
AI AQUA ZIP BIDCO PTY LTD
N/A
CULLIGAN AL AQUA MERGER TL 3.25
23301YAF0
631607.840000000000
PA
USD
616607.150000000000
0.0108711023
Long
LON
CORP
AU
N
2
2023-12-13
Variable
0
N
N
N
N
N
N
FANNIE MAE FNMA_12-121
N/A
FNMA_12-121
3136A9WV6
4636095.950000000000
PA
USD
173346.410000000000
0.0030561867
Long
ABS-CBDO
USGA
US
N
2
2039-08-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-131
N/A
FNMA_12-131
3136AACA1
8090129.760000000000
PA
USD
802675.980000000000
0.0141515918
Long
ABS-CBDO
USGA
US
N
2
2040-01-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-129
N/A
FNMA_12-129
3136AADU6
5765364.960000000000
PA
USD
570420.020000000000
0.0100567994
Long
ABS-CBDO
USGA
US
N
2
2041-01-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-139
N/A
FNMA_12-139
3136AAJN6
4041863.330000000000
PA
USD
215119.280000000000
0.0037926639
Long
ABS-CBDO
USGA
US
N
2
2040-04-25
Fixed
3.500000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAF4
8329000.000000000000
PA
USD
7828218.540000000000
0.1380155335
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.600000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAH0
2294000.000000000000
PA
USD
2244190.360000000000
0.0395662344
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.125000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-133
N/A
FNMA_12-133
3136AAXT7
2724519.130000000000
PA
USD
189888.630000000000
0.0033478346
Long
ABS-CBDO
USGA
US
N
2
2031-07-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-6
N/A
FNMA_13-6
3136ABP72
5187369.290000000000
PA
USD
287244.350000000000
0.0050642662
Long
ABS-CBDO
USGA
US
N
2
2040-02-25
Fixed
3.500000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331AS6
6660000.000000000000
PA
USD
7114466.410000000000
0.1254317151
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.500000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331AY3
27095000.000000000000
PA
USD
28402134.870000000000
0.5007442980
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.850000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-1
N/A
FNMA_13-1
3136ABYL1
4024275.930000000000
PA
USD
734266.570000000000
0.0129454986
Long
ABS-CBDO
USGA
US
N
2
2043-02-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-101
N/A
FNMA_13-101
3136AGA93
14466992.210000000000
PA
USD
3344879.990000000000
0.0589719607
Long
ABS-CBDO
USGA
US
N
2
2043-10-25
Variable
4.273300000000
N
N
N
N
N
N
Belk
N/A
BELK INC TLB 6.75
07384DAC6
511571.500000000000
PA
USD
349290.790000000000
0.0061581769
Long
LON
CORP
US
N
2
2025-07-31
Variable
8.80288
N
N
N
N
N
N
BELARUS (REPUBLIC OF)
N/A
BELARUS (REPUBLIC OF)
07737JAB9
2200000.000000000000
PA
USD
2362101.810000000000
0.0416450741
Long
DBT
NUSS
BY
N
2
2023-02-28
Fixed
6.875000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-480031878.000000000000
OU
Notional Amount
N/A
1231333.160000000000
0.0217090392
N/A
DFE
CORP
MX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
480031878.000000000000000
MXN
25579735.690000001341105
USD
2020-03-13
1231333.160000000000
N
N
N
FANNIE MAE FNMA_14-93
N/A
FNMA_14-93
3136AMDR7
23333343.350000000000
PA
USD
4212704.480000000000
0.0742721544
Long
ABS-CBDO
USGA
US
N
2
2045-01-25
Variable
4.523300000000
N
N
N
N
N
N
GCAT MANAGEMENT SERVICES GCAT_19-3
N/A
GCAT_19-3
36167EAA0
8903954.790000000000
PA
USD
8965355.570000000000
0.1580638463
Long
ABS-CBDO
CORP
US
N
2
2049-10-25
Variable
3.351500000000
N
N
N
N
N
N
DTZ US BORROWER LLC
N/A
CUSHMAN & WAKEFIELD TLB 2.75
23340DAP7
1112174.980000000000
PA
USD
1090854.590000000000
0.0192323295
Long
LON
CORP
US
N
2
2025-08-21
Variable
4.35338
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266AH4
330000.000000000000
PA
USD
346494.270000000000
0.0061088728
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.250000000000
N
N
N
N
N
N
BRIGHT BIDCO BV
N/A
BRIGHT BIDCO BV TLB 3.5
N1603LAD9
1194403.710000000000
PA
USD
560772.540000000000
0.0098867093
Long
LON
CORP
NL
N
2
2024-06-30
Variable
5.332948182
N
N
N
N
N
N
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
US 2YR NOTE JUN 20
000000000
1711.000000000000
NC
USD
3219708.470000000000
0.0567651222
N/A
DIR
CORP
US
N
1
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
Long
US 2YR NOTE JUN 20
US 2YR NOTE JUN 20
2020-06-30
370339715.120000000000
USD
3219708.470000000000
N
N
N
BELARUS (REPUBLIC OF)
N/A
BELARUS (REPUBLIC OF)
07737JAC7
4400000.000000000000
PA
USD
4726836.270000000000
0.0833365633
Long
DBT
NUSS
BY
N
2
2030-02-28
Fixed
6.200000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAA4
2717549.780000000000
PA
USD
2719153.410000000000
0.0479400782
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
2.926800000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAB2
18300000.000000000000
PA
USD
18505474.230000000000
0.3262610626
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
3.376800000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-2A
N/A
BMIR_19-2A
07877BAC4
17897701.890000000000
PA
USD
17914676.070000000000
0.3158449861
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Variable
3.076800000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC TLB 1.75
23918VAY0
997500.000000000000
PA
USD
985210.800000000000
0.0173697749
Long
LON
CORP
US
N
2
2026-08-12
Variable
3.35338
N
N
N
N
N
N
DAWN ACQUISITION LLC
N/A
DAWN ACQUISITION LLC TLB 3.75
23923HAB4
1863731.110000000000
PA
USD
1764953.360000000000
0.0311170387
Long
LON
CORP
US
N
2
2025-12-31
Variable
5.69463
N
N
N
N
N
N
DELEK LOGISTICS PARTNERS LP
N/A
DELEK LOGISTICS PARTNERS LP
24665FAB8
1539000.000000000000
PA
USD
1561392.130000000000
0.0275281492
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
DELL INTERNATIONAL LLC TL 2.0
24702NBE9
2780178.980000000000
PA
USD
2744564.890000000000
0.0483880957
Long
LON
CORP
US
N
2
2025-09-19
Variable
3.61
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_18-2A
N/A
BMIR_18-2A
07877DAC0
10400000.000000000000
PA
USD
10420736.560000000000
0.1837229644
Long
ABS-CBDO
CORP
BM
N
2
2028-08-25
Variable
3.226800000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_19-3A
N/A
BMIR_19-3A
07877GAB5
30000000.000000000000
PA
USD
30102891.000000000000
0.5307295065
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
3.226800000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAD6
599000.000000000000
PA
USD
608944.880000000000
0.0107360126
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
5.375000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAE4
1841000.000000000000
PA
USD
1995431.310000000000
0.0351804840
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.500000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_17-3
N/A
AOMT_17-3
03463LAG2
7444000.000000000000
PA
USD
7583062.850000000000
0.1336933122
Long
ABS-CBDO
CORP
US
N
2
2047-11-25
Variable
3.900000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_16
N/A
AOMT_16-1
03463PAA6
2832422.780000000000
PA
USD
2907105.550000000000
0.0512537714
Long
ABS-CBDO
CORP
US
N
2
2046-07-25
Fixed
3.500000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAF1
1134000.000000000000
PA
USD
1173756.090000000000
0.0206939257
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
RITCHIE BROS AUCTIONEERS INC
N/A
RITCHIE BROS AUCTIONEERS INC
767744AA3
1849000.000000000000
PA
USD
1909233.820000000000
0.0336607777
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
5.375000000000
N
N
N
N
N
N
ROCKPOINT GAS STORAGE CANADA LTD
N/A
ROCKPOINT GAS STORAGE CANADA LTD
77381WAA4
5009000.000000000000
PA
USD
4672691.830000000000
0.0823819689
Long
DBT
CORP
CA
N
2
2023-03-31
Fixed
7.000000000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGMENT RR
N/A
RRAM_17-1A
78108YAE2
14200000.000000000000
PA
USD
14201931.200000000000
0.2503873776
Long
ABS-MBS
CORP
KY
N
2
2029-07-15
Variable
3.531300000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGMENT RR
N/A
RRAM_17-1A
78109AAA1
5000000.000000000000
PA
USD
4824130.000000000000
0.0850519020
Long
ABS-MBS
CORP
KY
N
2
2029-07-15
Variable
8.331300000000
N
N
N
N
N
N
DOLE FOOD CO INC
549300BHY23LFYB85T03
DOLE FOOD CO INC TLB 2.75
000000000
1589767.160000000000
PA
USD
1564601.150000000000
0.0275847259
Long
LON
CORP
US
N
2
2024-04-06
Variable
4.382306948
N
N
N
N
N
N
BERRY GLOBAL ESCROW CORP
N/A
BERRY GLOBAL ESCROW CORP
085770AA3
1245000.000000000000
PA
USD
1274280.400000000000
0.0224662212
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.875000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY PLASTICS CORP
085790AY9
4020000.000000000000
PA
USD
4022963.180000000000
0.0709269174
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.125000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_16
N/A
AOMT_16-1
03463PAB4
610621.020000000000
PA
USD
631271.730000000000
0.0111296464
Long
ABS-CBDO
CORP
US
N
2
2046-07-25
Fixed
5.000000000000
N
N
N
N
N
N
ANGOLA (REPUBLIC OF)
549300QHR2R3J8JSGK83
ANGOLA (REPUBLIC OF)
035198AD2
2170000.000000000000
PA
USD
2183702.660000000000
0.0384998051
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.000000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC TLX 2.0
08579JBE1
1196091.140000000000
PA
USD
1177408.200000000000
0.0207583143
Long
LON
CORP
US
N
2
2024-01-19
Variable
3.67088
N
N
N
N
N
N
BIG RIVER STEEL LLC
N/A
BIG RIVER STEEL TLB 5.0
08948EAB3
403092.280000000000
PA
USD
402338.500000000000
0.0070934354
Long
LON
CORP
US
N
2
2023-08-23
Variable
6.94463
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
5493007TBMWZWGZIB256
ENDO INTERNATIONAL PLC TLB 4.25
000000000
1451149.800000000000
PA
USD
1383729.380000000000
0.0243958632
Long
LON
CORP
IE
N
2
2024-04-29
Variable
5.875
N
N
N
N
N
N
ASP AMC MERGER SUB INC
N/A
ASP AIR METHODS SUB INC TL 3.5
000000000
658125.000000000000
PA
USD
541584.230000000000
0.0095484095
Long
LON
CORP
US
N
2
2024-04-19
Variable
5.44463
N
N
N
N
N
N
DEUTSCHE MORTGAGE SECURITIES INC
N/A
DMSI_03-1
251563BL5
525270.220000000000
PA
USD
542696.220000000000
0.0095680145
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Fixed
5.500000000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAA4
1793000.000000000000
PA
USD
1654082.360000000000
0.0291623258
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN
N/A
ANHEUSER-BUSCH COS LLC / INBEV
03522AAJ9
28457000.000000000000
PA
USD
35069586.950000000000
0.6182949197
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC INTERNATIONAL
N/A
DOMINICAN REPUBLIC
25714WAE3
397000000.000000000000
PA
7496723.240000000000
0.1321711003
Long
DBT
NUSS
DO
N
2
2022-03-04
Fixed
10.375000000000
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP
N/A
RHP HOTEL PROPERTIES LP TLB 2.25
000000000
463500.000000000000
PA
USD
463500.000000000000
0.0081717442
Long
LON
CORP
US
N
2
2024-05-11
Variable
3.61
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAC0
1877000.000000000000
PA
USD
1513341.670000000000
0.0266809948
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.625000000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
N/A
DISCOVERY COMMUNICATIONS LLC
25470DBG3
1616000.000000000000
PA
USD
1953333.600000000000
0.0344382796
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.300000000000
N
N
N
N
N
N
BIG RIVER STEEL LLC / BRS FINANC
N/A
BIG RIVER STEEL/BRS FIN
08949LAA8
3343000.000000000000
PA
USD
3381768.670000000000
0.0596223272
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.250000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BM2
1795000.000000000000
PA
USD
1774135.980000000000
0.0312789331
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.500000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
1960000.000000000000
PA
USD
1921079.570000000000
0.0338696244
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AD7
3328000.000000000000
PA
USD
3699563.650000000000
0.0652252167
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
7.500000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BR1
527000.000000000000
PA
USD
531592.140000000000
0.0093722438
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.500000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BT7
710000.000000000000
PA
USD
704661.960000000000
0.0124235541
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875000000000
N
N
N
N
N
N
DOUGLAS DYNAMICS LLC
N/A
DOUGLAS DYNAMICS LLC TLB 3.0
25960EAJ3
214316.170000000000
PA
USD
213111.710000000000
0.0037572694
Long
LON
CORP
US
N
2
2021-12-31
Variable
4.61
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_13
N/A
DRSLF_13-28A
26251BAN6
23650000.000000000000
PA
USD
23653854.950000000000
0.4170296721
Long
ABS-MBS
CORP
US
N
2
2030-08-15
Variable
3.341800000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AJ4
3225000.000000000000
PA
USD
3659633.090000000000
0.0645212204
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.625000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC TLB12 1.75
404122BA0
735671.860000000000
PA
USD
733678.190000000000
0.0129351252
Long
LON
CORP
US
N
2
2025-03-13
Variable
3.35338
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAL9
6925000.000000000000
PA
USD
7475542.210000000000
0.1317976678
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.950000000000
N
N
N
N
N
N
HILTON USA TRUST HILT_16-HHV
N/A
HILT_16-HHV
43300LAQ3
28590000.000000000000
PA
USD
29695532.420000000000
0.5235475644
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
4.193500000000
N
N
N
N
N
N
HOLLY ENERGY PARTNERS LP / HOLLY
N/A
HOLLY ENERGY PARTNERS LP / FIN
435765AH5
2497000.000000000000
PA
USD
2514701.580000000000
0.0443354869
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440AK7
2189000.000000000000
PA
USD
2231043.900000000000
0.0393344555
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.375000000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440AM3
2416000.000000000000
PA
USD
2538281.780000000000
0.0447512180
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.625000000000
N
N
N
N
N
N
TOORAK MORTGAGE CORP TRK_19-2
N/A
TRK_19-2
89052LAA1
13200000.000000000000
PA
USD
13338370.320000000000
0.2351623536
Long
ABS-CBDO
CORP
US
N
2
2022-09-25
Variable
3.721000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BM2
1350000.000000000000
PA
USD
1410046.390000000000
0.0248598457
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.375000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BQ3
1471000.000000000000
PA
USD
1513079.320000000000
0.0266763694
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.000000000000
N
N
N
N
N
N
TRANS UNION LLC
N/A
TRANS UNION LLC TLB5 1.75
89334GAX2
1245560.210000000000
PA
USD
1233490.730000000000
0.0217470783
Long
LON
CORP
US
N
2
2026-11-16
Variable
3.35338
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647AX5
3419000.000000000000
PA
USD
3495524.640000000000
0.0616279037
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
6.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647AZ0
579000.000000000000
PA
USD
598414.230000000000
0.0105503518
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.500000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAV2
14060000.000000000000
PA
USD
15988698.500000000000
0.2818890074
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.000000000000
N
N
N
N
N
N
YPSO FINANCE BIS SA
N/A
YPSO FINANCE BIS
98424XAA7
2503000.000000000000
PA
USD
2403481.620000000000
0.0423746216
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AL5
1021000.000000000000
PA
USD
1059817.620000000000
0.0186851317
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAPITAL INC
N/A
ZAYO GROUP LLC/ZAYO CAPITAL INC
989194AP0
5503000.000000000000
PA
USD
5621745.220000000000
0.0991142700
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.750000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAA3
3550000.000000000000
PA
USD
3459992.090000000000
0.0610014465
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BR1
1724000.000000000000
PA
USD
1705164.770000000000
0.0300629350
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.750000000000
N
N
N
N
N
N
BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME
N/A
BHR_18-PRME
10482TAQ5
18350000.000000000000
PA
USD
18448655.110000000000
0.3252593122
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
4.558500000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAB1
2838000.000000000000
PA
USD
2802469.260000000000
0.0494089796
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125000000000
N
N
N
N
N
N
ZEKELMAN INDUSTRIES INC
N/A
ZEKELMAN INDUSTRIES INC TLB 2.25
98931YAC7
1000000.000000000000
PA
USD
978750.000000000000
0.0172558677
Long
LON
CORP
US
N
2
2027-01-20
Variable
3.85338
N
N
N
N
N
N
BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
254900ZFY40OYEADAP90
BRAZIL (FEDERATIVE REPUBLIC OF)
105756BR0
12300000.000000000000
PA
USD
14467392.470000000000
0.2550675968
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.625000000000
N
N
N
N
N
N
BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
254900ZFY40OYEADAP90
BRAZIL (FEDERATIVE REPUBLIC OF)
105756CA6
11700000.000000000000
PA
USD
12746966.310000000000
0.2247355956
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.500000000000
N
N
N
N
N
N
ZEKELMAN INDUSTRIES INC
N/A
ZEKELMAN INDUSTRIES INC
98932KAA0
746000.000000000000
PA
USD
780884.080000000000
0.0137673894
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
9.875000000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
N/A
ZIGGO BOND CO BV
98953GAD7
877000.000000000000
PA
USD
874288.110000000000
0.0154141507
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.125000000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL INC
N/A
BRIGHTHOUSE FINANCIAL INC
10922NAF0
85000.000000000000
PA
USD
81530.290000000000
0.0014374211
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.700000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CD8
1777000.000000000000
PA
USD
2277948.220000000000
0.0401614029
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.250000000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
N/A
ULTIMATE SOFTWARE GROUP TLB 3.75
000000000
1995000.000000000000
PA
USD
1986142.200000000000
0.0350167122
Long
LON
CORP
US
N
2
2026-05-04
Variable
5.35338
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
BRITISH SKY BROADCASTING GROUP PLC
111013AL2
12889000.000000000000
PA
USD
14132904.500000000000
0.2491704013
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
3.750000000000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CA
N/A
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAH2
21890000.000000000000
PA
USD
23131346.000000000000
0.4078175696
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875000000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS INC
N/A
WESTINGHOUSE TLB 3.0
11284EAL7
1715212.310000000000
PA
USD
1682331.690000000000
0.0296603761
Long
LON
CORP
US
N
2
2025-08-01
Variable
4.60338
N
N
N
N
N
N
HERCULES MERGER SUB LLC
N/A
BUCKEYE PARTNERS TLB 2.75
11823LAH8
525000.000000000000
PA
USD
518001.750000000000
0.0091326382
Long
LON
CORP
US
N
2
2026-11-01
Variable
4.405
N
N
N
N
N
N
ZIGGO SECURED FINANCE BV
N/A
ZIGGO SECURED FINANCE BV
98954NAA7
5365000.000000000000
PA
USD
5531278.890000000000
0.0975193019
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.500000000000
N
N
N
N
N
N
ZIGGO BOND FINANCE BV
N/A
ZIGGO BOND FINANCE BV
98954UAB9
5305000.000000000000
PA
USD
5589931.820000000000
0.0985533833
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
BURLINGTON COAT FACTORY WAREHOUSE CORP
N/A
BURLINGTON COAT FACTORY TLB 2.5
121575AJ3
721423.460000000000
PA
USD
710602.110000000000
0.0125282820
Long
LON
CORP
US
N
3
2024-11-18
Variable
3.41
N
N
N
N
N
N
BWAY HOLDING CO
N/A
BWAY HOLDING CO
12429TAD6
4229000.000000000000
PA
USD
4201595.020000000000
0.0740762889
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.500000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC TL 5.0
000000000
744375.000000000000
PA
USD
720741.090000000000
0.0127070374
Long
LON
CORP
US
N
2
2026-04-16
Variable
6.655
N
N
N
N
N
N
MOMENTIVE PERFORMANCE MATERIALS
N/A
MOMENTIVE PERFORMANCE TLB 3.25
000000000
1492500.000000000000
PA
USD
1427203.130000000000
0.0251623279
Long
LON
CORP
US
N
2
2024-04-25
Variable
4.86
N
N
N
N
N
N
ZIGGO BV
N/A
ZIGGO BV
98955DAA8
2116000.000000000000
PA
USD
2197446.410000000000
0.0387421145
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
N/A
MEXICO (UNITED MEXICAN STATES)
000000000
140000000.000000000000
PA
7581733.180000000000
0.1336698694
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBG7
613000.000000000000
PA
USD
630108.690000000000
0.0111091414
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBK8
766000.000000000000
PA
USD
797112.030000000000
0.0140534965
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.875000000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERGY COMPANY PJSC
N/A
ABU DHABI NATIONAL ENERGY CO
000000000
2166000.000000000000
PA
USD
2257067.200000000000
0.0397932598
Long
DBT
NUSS
AE
N
2
2023-01-12
Fixed
3.625000000000
N
N
N
N
N
N
GAZ CAPITAL SA
213800568PRHV2JR9650
GAZ CAPITAL SA
000000000
2000000.000000000000
PA
USD
2226218.000000000000
0.0392493724
Long
DBT
NUSS
LU
N
2
2028-02-06
Fixed
4.950000000000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
N/A
HONDURAS (GOVERNMENT OF)
000000000
2166000.000000000000
PA
USD
2411437.280000000000
0.0425148840
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.500000000000
N
N
N
N
N
N
LUKOIL INTERNATIONAL FINANCE BV
N/A
LUKOIL INTERNATIONAL FINANCE BV
000000000
2166000.000000000000
PA
USD
2281352.060000000000
0.0402214144
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.563000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBM4
3586000.000000000000
PA
USD
3729067.770000000000
0.0657453896
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBR3
80000.000000000000
PA
USD
83412.890000000000
0.0014706123
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.500000000000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
N/A
HONDURAS (GOVERNMENT OF)
000000000
3468000.000000000000
PA
USD
3860971.600000000000
0.0680709222
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.500000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC INTERNATIONAL
N/A
DOMINICAN REPUBLIC
000000000
25000000.000000000000
PA
517669.280000000000
0.0091267766
Long
DBT
NUSS
DO
N
2
2023-02-10
Fixed
14.500000000000
N
N
N
N
N
N
NATEL ENGINEERING COMPANY INC
N/A
NATEL ENGINEERING CO TLB 5.0
000000000
1592987.440000000000
PA
USD
1513338.070000000000
0.0266809313
Long
LON
CORP
US
N
2
2026-04-30
Variable
6.60338
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: USD 1.780500 09-AUG-2049
000000000
53500000.000000000000
OU
Notional Amount
USD
-6617821.060000000000
-0.1166756012
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE LIBOR USD 3 Month
LIBOR3MO3
Y
2049-08-09
287.030000000000
USD
0.000000000000
USD
53500000.000000000000
USD
-6619582.910000000000
N
N
N
KESTREL BIDCO INC
N/A
WESTJET AIRLINES TLB 3.0
000000000
475000.000000000000
PA
USD
456712.500000000000
0.0080520771
Long
LON
CORP
CA
N
2
2027-10-04
Variable
4.65275
N
N
N
N
N
N
DCERT BUYER INC
N/A
DIGICERT INC TLB 4.0
000000000
650000.000000000000
PA
USD
642687.500000000000
0.0113309124
Long
LON
CORP
US
N
2
2026-10-16
Variable
5.60338
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBT9
5385000.000000000000
PA
USD
5611789.920000000000
0.0989387529
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBX0
2860000.000000000000
PA
USD
2974932.470000000000
0.0524495950
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
N/A
MEXICAN BONOS
000000000
220000000.000000000000
PA
12446657.320000000000
0.2194409931
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.500000000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
N/A
ESKOM HOLDINGS SOC LTD
000000000
6700000.000000000000
PA
USD
6718192.640000000000
0.1184452040
Long
DBT
NUSS
ZA
N
2
2021-01-26
Fixed
5.750000000000
N
N
N
N
N
N
SERBIA (REPUBLIC OF)
N/A
SERBIA (REPUBLIC OF)
000000000
3320000.000000000000
PA
USD
3594690.860000000000
0.0633762553
Long
DBT
NUSS
RS
N
2
2021-09-28
Fixed
7.250000000000
N
N
N
N
N
N
MEXICAN UDIBONO
N/A
MEXICAN UDIBONOS 11/15/2040 FTIPS
000000000
18000000.000000000000
PA
6464359.350000000000
0.1139699920
Long
DBT
NUSS
MX
N
2
2040-11-15
Fixed
4.000000000000
N
N
N
N
N
N
CLEAR CHANNEL
N/A
CLEAR CHANNEL OUTDOOR TLB 3.50
000000000
997500.000000000000
PA
USD
983784.380000000000
0.0173446264
Long
LON
CORP
US
N
2
2026-08-21
Variable
5.10338
N
N
N
N
N
N
ASCEND PERFORMANCE MATERIALS OPERATIONS LLC
N/A
ASCEND PERFORMANCE MAT TLB 5.25
000000000
947625.000000000000
PA
USD
944071.410000000000
0.0166444663
Long
LON
CORP
US
N
3
2026-08-27
Variable
7.19463
N
N
N
N
N
N
LMBE-MC HOLDCO II LLC
N/A
LMBE-MC HOLDCO II LLC TLB 4.0
000000000
684722.700000000000
PA
USD
672740.050000000000
0.0118607543
Long
LON
CORP
US
N
3
2025-11-26
Variable
5.95
N
N
N
N
N
N
EDGEWATER GENERATION LLC
N/A
EDGEWATER GENERATION TLB 3.75
000000000
1734981.190000000000
PA
USD
1663413.220000000000
0.0293268337
Long
LON
CORP
US
N
2
2025-12-13
Variable
5.35338
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.11.BBB-)
000000000
10500000.000000000000
OU
Notional Amount
USD
417879.000000000000
0.0073674225
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
591106.500000000000
USD
0.000000000000
USD
10500000.000000000000
USD
-176727.500000000000
N
N
N
PRIME SECURITY SERVICES BORROWER LLC
N/A
ADT INC TL 3.25
000000000
2493750.000000000000
PA
USD
2422054.690000000000
0.0427020744
Long
LON
CORP
US
N
2
2026-09-13
Variable
4.91188
N
N
N
N
N
N
EVERTEC GROUP LLC
54930056CPTQSUNQYB82
EVERTEC GROUP LLC TLB 3.5
000000000
1489974.880000000000
PA
USD
1471350.190000000000
0.0259406633
Long
LON
CORP
PR
N
3
2024-11-27
Variable
5.10338
N
N
N
N
N
N
EQUITRANS MIDSTREAM CORP
N/A
EQUITRANS MIDSTREAM TLB 4.5
000000000
495000.000000000000
PA
USD
491287.500000000000
0.0086616522
Long
LON
CORP
US
N
2
2024-01-31
Variable
6.11
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CCO HOLDINGS CAP
1248EPCB7
2314000.000000000000
PA
USD
2466118.190000000000
0.0434789366
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.375000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCD3
2475000.000000000000
PA
USD
2543937.730000000000
0.0448509353
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCE1
4075000.000000000000
PA
USD
4133679.880000000000
0.0728789100
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
CCM MERGER
N/A
CCM MERGER INC TLB 2.75
12502TAJ3
1086645.550000000000
PA
USD
1084472.260000000000
0.0191198057
Long
LON
CORP
US
N
2
2021-08-06
Variable
3.85338
N
N
N
N
N
N
CDK GLOBAL INC
N/A
CDK GLOBAL INC
12508EAF8
1467000.000000000000
PA
USD
1512803.770000000000
0.0266715113
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.875000000000
N
N
N
N
N
N
CF INDUSTRIES INC
N/A
CF INDUSTRIES INC
12527GAE3
322000.000000000000
PA
USD
361260.150000000000
0.0063692029
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.375000000000
N
N
N
N
N
N
CF INDUSTRIES INC
N/A
CF INDUSTRIES INC
12527GAF0
1487000.000000000000
PA
USD
1673245.110000000000
0.0295001750
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.150000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DAY6
2045000.000000000000
PA
USD
2029205.540000000000
0.0357759411
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.250000000000
N
N
N
N
N
N
SPECTACLE GARY HOLDINGS LLC
N/A
HARD ROCK NORTHERN IN TL DD 9.0
000000000
77702.700000000000
PA
USD
78868.240000000000
0.0013904878
Long
LON
CORP
US
N
2
2025-11-06
Variable
0
N
N
N
N
N
N
UNIVAR USA INC
N/A
UNIVAR USA INC TLB5 2.0
000000000
1200000.000000000000
PA
USD
1183800.000000000000
0.0208710050
Long
LON
CORP
US
N
2
2026-11-18
Variable
3.60338
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBF6
2336000.000000000000
PA
USD
2383184.160000000000
0.0420167669
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAG2
12970000.000000000000
PA
USD
12974180.230000000000
0.2287414943
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
3.059000000000
N
N
N
N
N
N
CREATIVE ARTISTS AGENCY LLC
N/A
CREATIVE ARTISTS AGENCY TLB 3.75
000000000
2000000.000000000000
PA
USD
1985840.000000000000
0.0350113842
Long
LON
CORP
US
N
2
2026-12-02
Variable
5.35338
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA HOLDING CORP TLB 6.0
000000000
2000000.000000000000
PA
USD
2000000.000000000000
0.0352610323
Long
LON
CORP
US
N
2
2024-12-09
Variable
7.60338
N
N
N
N
N
N
CUMULUS MEDIA NEW HOLDINGS INC
N/A
CUMULUS MEDIA NEW HLDG TLB 3.75
000000000
498750.000000000000
PA
USD
487528.130000000000
0.0085953726
Long
LON
CORP
US
N
2
2026-03-18
Variable
5.35338
N
N
N
N
N
N
BIDFAIR MERGERIGHT INC
N/A
SOTHEBYS TLB 5.5
000000000
1399773.620000000000
PA
USD
1401089.410000000000
0.0247019295
Long
LON
CORP
US
N
2
2027-01-15
Variable
7.1585
N
N
N
N
N
N
API GROUP DE INC
N/A
API GROUP INC TLB 2.5
000000000
450000.000000000000
PA
USD
444375.000000000000
0.0078345606
Long
LON
CORP
US
N
2
2026-10-01
Variable
0
N
N
N
N
N
N
COTE D IVOIRE (REPUBLIC OF)
N/A
COTE D IVOIRE (REPUBLIC OF)
000000000
8830000.000000000000
PA
10089055.660000000000
0.1778752589
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.875000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAN7
4000000.000000000000
PA
USD
4007557.600000000000
0.0706553091
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
4.659000000000
N
N
N
N
N
N
CIGNA CORP
N/A
CIGNA CORP
125523AK6
5910000.000000000000
PA
USD
7326276.360000000000
0.1291660338
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.900000000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
COX MEDIA GROUP TLB 4.25
000000000
1125000.000000000000
PA
USD
1115628.750000000000
0.0196691107
Long
LON
CORP
US
N
2
2026-12-20
Variable
6.14772
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 0 YEAR
000000000
445000000.000000000000
OU
Notional Amount
USD
20321548.000000000000
0.3582793806
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.500000 28-JUL-2030
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2030-07-28
N/A
N/A
N/A
N/A
445000000.000000000000
USD
445000000.000000000000000
USD
1.500000000000
USD
2020-07-24
XXXX
15293048.000000000000
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC TLB 2.25
000000000
1500000.000000000000
PA
USD
1453755.000000000000
0.0256304510
Long
LON
CORP
US
N
2
2027-03-15
Variable
3.85338
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEART COMMUNICATIONS TLB 3.0
000000000
1250000.000000000000
PA
USD
1225000.000000000000
0.0215973823
Long
LON
CORP
US
N
2
2026-05-12
Variable
4.655
N
N
N
N
N
N
FRONERI US INC
N/A
FRONERI US INC TLB 2.25
000000000
750000.000000000000
PA
USD
736875.000000000000
0.0129914866
Long
LON
CORP
US
N
2
2027-01-29
Variable
3.85338
N
N
N
N
N
N
PUG LLC
N/A
VIAGOGO/STUB HUB TLB 3.5
000000000
700000.000000000000
PA
USD
654500.000000000000
0.0115391728
Long
LON
CORP
US
N
2
2027-02-13
Variable
0
N
N
N
N
N
N
MCDERMOTT TECHNOLOGY AMERICAS INC
N/A
MCDERMOTT INTL DIP TLDD 9.0
000000000
70367.840000000000
PA
USD
71189.030000000000
0.0012550993
Long
LON
CORP
US
N
2
2020-10-23
Variable
4.952864585
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
ELANCO ANIMAL HEALTH TLB 1.75
000000000
1775000.000000000000
PA
USD
1754285.750000000000
0.0309289633
Long
LON
CORP
US
N
2
2027-01-25
Variable
0
N
N
N
N
N
N
EYECARE PARTNERS LLC
N/A
EYECARE PARTNERS TL 3.75
000000000
810810.810000000000
PA
USD
796621.620000000000
0.0140448504
Long
LON
CORP
US
N
2
2027-02-05
Variable
5.41825
N
N
N
N
N
N
EYECARE PARTNERS LLC
N/A
EYECARE PARTNERS TL DD 3.75
000000000
189189.190000000000
PA
USD
185878.380000000000
0.0032771318
Long
LON
CORP
US
N
2
2027-02-05
Variable
0
N
N
N
N
N
N
CIM TRUST CIM_17-8
N/A
CIM_17-8
12553RAA4
8856394.250000000000
PA
USD
8884838.330000000000
0.1566442858
Long
ABS-CBDO
CORP
US
N
2
2065-12-25
Fixed
3.000000000000
N
N
N
N
N
N
CIM TRUST CIM_18-R6
N/A
CIM_18-R6
12554EAA2
7613971.430000000000
PA
USD
7573746.820000000000
0.1335290658
Long
ABS-CBDO
CORP
US
N
2
2058-09-25
Variable
2.657100000000
N
N
N
N
N
N
INGERSOLL-RAND SERVICES CO
N/A
GARDNER DENVER TLB 1.75
000000000
2000000.000000000000
PA
USD
1967500.000000000000
0.0346880406
Long
LON
CORP
US
N
2
2027-02-09
Variable
0
N
N
N
N
N
N
RPI 2019 INTERMEDIATE FINANCE TRUST
N/A
ROYALTY PHARMA FINANCE II TLB 1.75
000000000
1775000.000000000000
PA
USD
1772781.250000000000
0.0312550485
Long
LON
CORP
US
N
2
2027-02-07
Variable
0
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAQ5
16035000.000000000000
PA
USD
15944742.190000000000
0.2811140350
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Variable
5.075500000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BL3
3979000.000000000000
PA
USD
4967219.820000000000
0.0875746493
Long
DBT
CORP
US
N
2
2043-03-31
Fixed
4.700000000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BM1
7500000.000000000000
PA
USD
8080285.430000000000
0.1424596029
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.875000000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BR0
5675000.000000000000
PA
USD
5952870.020000000000
0.1049521711
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.950000000000
N
N
N
N
N
N
RPI 2019 INTERMEDIATE FINANCE TRUST
N/A
ROYALTY PHARMA FINANCE II TLB 1.75
000000000
325000.000000000000
PA
USD
322767.250000000000
0.0056905532
Long
LON
CORP
US
N
2
2027-02-07
Variable
0
N
N
N
N
N
N
VERTIV GROUP CORP
N/A
VERTIV (CORTES NP ACQ) TLB 3.0
000000000
1500000.000000000000
PA
USD
1485000.000000000000
0.0261813165
Long
LON
CORP
US
N
2
2027-02-28
Variable
0
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AS6
7072000.000000000000
PA
USD
7362613.160000000000
0.1298066703
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.375000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AT4
4057000.000000000000
PA
USD
4153621.840000000000
0.0732304970
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.375000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AZ0
6803000.000000000000
PA
USD
7523236.880000000000
0.1326385494
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.500000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BA4
3974000.000000000000
PA
USD
4202355.620000000000
0.0740896987
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
N/A
CHARTER COMM OPT/OPT CAP
161175BT0
19130000.000000000000
PA
USD
20681981.320000000000
0.3646340060
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.800000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
N/A
CHARTER COMMUNICATIONS TLB2 1.75
16117LBX6
683568.200000000000
PA
USD
673314.680000000000
0.0118708854
Long
LON
CORP
US
N
2
2027-02-01
Variable
3.36
N
N
N
N
N
N
SOUTHCROSS ENERGY PARTNERS LLC
N/A
SOUTHCROSS ENERGY PARTNERS LLC
000000000
14393.000000000000
NS
USD
2158.950000000000
0.0000380634
Long
EC
CORP
US
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138AFAW0
2113996.940000000000
PA
USD
2252675.770000000000
0.0397158366
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
4.000000000000
N
N
N
N
N
N
CHEMOURS COMPANY
N/A
CHEMOURS COMPANY TLB 1.25
16384YAF4
3739775.670000000000
PA
USD
3555142.950000000000
0.0626790053
Long
LON
CORP
US
N
2
2025-04-03
Variable
3.36
N
N
N
N
N
N
CHEMOURS COMPANY
N/A
CHEMOURS COMPANY
163851AB4
335000.000000000000
PA
USD
323943.860000000000
0.0057112975
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.625000000000
N
N
N
N
N
N
CHEMOURS COMPANY
N/A
CHEMOURS COMPANY
163851AE8
462000.000000000000
PA
USD
404818.350000000000
0.0071371565
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.375000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAD3
2322000.000000000000
PA
USD
2332748.510000000000
0.0411275603
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.625000000000
N
N
N
N
N
N
FANNIE MAE FNMA_06-5
N/A
FNMA_06-5
31394VL81
6671952.530000000000
PA
USD
0.670000000000
0.0000000118
Long
ABS-CBDO
USGA
US
N
2
2034-08-25
Variable
0.000000000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428XBG0
16560000.000000000000
PA
USD
17828914.470000000000
0.3143329648
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.550000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAE1
5062000.000000000000
PA
USD
4844146.810000000000
0.0854048086
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INTERNATIONAL CORP
549300LZPNZIXQGZPZ48
SCIENCE APPLICATIONS INTL TLB 1.75
80862QAD3
987500.000000000000
PA
USD
976390.630000000000
0.0172142708
Long
LON
CORP
US
N
2
2025-10-31
Variable
3.35338
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YAW0
7160000.000000000000
PA
USD
7176519.120000000000
0.1265257364
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBA7
3111000.000000000000
PA
USD
3182858.060000000000
0.0561154305
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.250000000000
N
N
N
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
FIELDWOOD ENERGY EXIT TL 5.25
31659HAM3
275952.340000000000
PA
USD
213863.060000000000
0.0037705161
Long
LON
CORP
US
N
2
2022-04-11
Variable
7.02713
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
3130000.000000000000
PA
USD
3263068.160000000000
0.0575295759
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CE0
419000.000000000000
PA
USD
437588.510000000000
0.0077149113
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.750000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CH3
2856000.000000000000
PA
USD
2975766.870000000000
0.0524643059
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.250000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
N/A
NRG YIELD OPERATING LLC
62943WAE9
2926000.000000000000
PA
USD
3031741.310000000000
0.0534511642
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.000000000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD
629571AA8
1207000.000000000000
PA
USD
1101103.790000000000
0.0194130282
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.250000000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD
629571AB6
915000.000000000000
PA
USD
872571.360000000000
0.0153838835
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.500000000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC
62957HAF2
3211000.000000000000
PA
USD
2301577.340000000000
0.0405779965
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.750000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBE1
1801000.000000000000
PA
USD
1806833.060000000000
0.0318553995
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.375000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBG6
8531000.000000000000
PA
USD
8430796.490000000000
0.1486392938
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBP6
4131000.000000000000
PA
USD
4094011.600000000000
0.0721795377
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.500000000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
N/A
TENCENT HOLDINGS LTD
88032XAG9
7000000.000000000000
PA
USD
7573176.380000000000
0.1335190086
Long
DBT
CORP
KY
N
2
2028-01-19
Fixed
3.595000000000
N
N
N
N
N
N
CIVITAS SOLUTIONS INC
N/A
CIVITAS NATL MENTOR INC TLB 4.25
63689EAJ4
1464716.970000000000
PA
USD
1458316.160000000000
0.0257108666
Long
LON
CORP
US
N
2
2026-03-09
Variable
5.61
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAC2
913000.000000000000
PA
USD
928833.050000000000
0.0163758061
Long
DBT
CORP
US
N
2
2021-03-25
Fixed
5.875000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAE8
1311000.000000000000
PA
USD
1436985.630000000000
0.0253347984
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.250000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAF5
1411000.000000000000
PA
USD
1456732.840000000000
0.0256829519
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.500000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCN8
761000.000000000000
PA
USD
818291.090000000000
0.0144268943
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.750000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCW8
1768000.000000000000
PA
USD
1820361.810000000000
0.0320939183
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.000000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCX6
3648000.000000000000
PA
USD
3825354.450000000000
0.0674429735
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.250000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDA5
5563000.000000000000
PA
USD
5777800.950000000000
0.1018656131
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.125000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
64072TAA3
2105000.000000000000
PA
USD
2309643.870000000000
0.0407202136
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.875000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
64072TAC9
404000.000000000000
PA
USD
423453.370000000000
0.0074657015
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.625000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAE3
2005000.000000000000
PA
USD
2160414.490000000000
0.0380892226
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.000000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAG8
2546000.000000000000
PA
USD
2629558.400000000000
0.0463604719
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CABLEVISION CSC HLDGS LLC TLB5 2.5
64072UAK8
1017187.500000000000
PA
USD
1004472.660000000000
0.0177093715
Long
LON
CORP
US
N
2
2027-04-15
Variable
4.1585
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAS5
4534000.000000000000
PA
USD
4780942.950000000000
0.0842904920
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAT3
2289000.000000000000
PA
USD
2576751.220000000000
0.0454294540
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAU0
1315000.000000000000
PA
USD
1430258.090000000000
0.0252161884
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_18-1A
N/A
PMIT_18-1A
74361HAC4
12900000.000000000000
PA
USD
13031960.550000000000
0.2297601912
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
4.870000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-3A
N/A
PMIT_19-3A
74362DAA6
5678516.220000000000
PA
USD
5718520.800000000000
0.1008204734
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
3.190000000000
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP/
N/A
PROVIDENT FUNDING ASSOCIATES LP
74387UAJ0
3693000.000000000000
PA
USD
3723294.640000000000
0.0656436063
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.375000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM TBK PT
74445PAC6
1700000.000000000000
PA
USD
2095055.740000000000
0.0369369141
Long
DBT
NUSS
ID
N
2
2028-11-15
Fixed
6.530000000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
TERRIER MEDIA BUYER INC
88146LAA1
447000.000000000000
PA
USD
443669.870000000000
0.0078221288
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.875000000000
N
N
N
N
N
N
XPERI CORP
N/A
XPERI CORP TLB 2.5
88166UAC2
1227367.690000000000
PA
USD
1222765.060000000000
0.0215579792
Long
LON
CORP
US
N
2
2023-12-01
Variable
4.10338
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA ENERGY CORP TLB3 1.75
88233FAK6
1401763.220000000000
PA
USD
1384241.180000000000
0.0244048865
Long
LON
CORP
US
N
2
2025-12-31
Variable
3.363995704
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO SOFTWARE TLB 4.0
88632NAK6
1047500.000000000000
PA
USD
1034406.250000000000
0.0182371161
Long
LON
CORP
US
N
2
2026-06-12
Variable
5.67
N
N
N
N
N
N
QATAR (STATE OF)
N/A
QATAR (STATE OF)
74727PBB6
15614000.000000000000
PA
USD
20005735.100000000000
0.3527114361
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.817000000000
N
N
N
N
N
N
QEP RESOURCES INC
Q6JQDZPXKEDQKVK58165
QEP RESOURCES INC
74733VAD2
1756000.000000000000
PA
USD
1405909.230000000000
0.0247869054
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.625000000000
N
N
N
N
N
N
TOORAK MORTGAGE CORP TRK_19-1
N/A
TRK_19-1
89052KAA3
8500000.000000000000
PA
USD
8648738.950000000000
0.1524817319
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Variable
4.458300000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAG7
9790000.000000000000
PA
USD
9761090.130000000000
0.1720930573
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
3.309000000000
N
N
N
N
N
N
QUALITYTECH LP / QTS FINANCE COR
N/A
QUALITYTECH LP
74759BAD5
4530000.000000000000
PA
USD
4685971.660000000000
0.0826160991
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.750000000000
N
N
N
N
N
N
QUEBECOR MEDIA INC
N/A
QUEBECOR MEDIA INC
74819RAP1
4930000.000000000000
PA
USD
5264513.660000000000
0.0928160932
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
5.750000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAM6
1398000.000000000000
PA
USD
1438177.440000000000
0.0253558106
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.375000000000
N
N
N
N
N
N
WEST DEPTFORD ENERGY HOLDINGS LLC
N/A
WEST DEPTFORD ENERGY TLB 3.75
95249CAB0
520502.110000000000
PA
USD
510092.070000000000
0.0089931865
Long
LON
CORP
US
N
3
2026-08-26
Variable
5.35338
N
N
N
N
N
N
WESTERN DIGITAL CORP
N/A
WESTERN DIGITAL CORP TLB 1.75
95810DAR2
1393351.690000000000
PA
USD
1372451.410000000000
0.0241970268
Long
LON
CORP
US
N
3
2023-04-29
Variable
3.35338
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
N/A
WESTERN GAS PARTNERS LP
958254AL8
14980000.000000000000
PA
USD
13005826.100000000000
0.2292994273
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.500000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A
N/A
WLAKE_19-3A
96042HAN0
9080000.000000000000
PA
USD
9242082.540000000000
0.1629426856
Long
ABS-MBS
CORP
US
N
2
2025-03-17
Fixed
3.590000000000
N
N
N
N
N
N
TRI POINTE HOLDINGS INC
N/A
TRI POINTE HOLDINGS INC
962178AN9
854000.000000000000
PA
USD
927008.060000000000
0.0163436306
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBC3
936000.000000000000
PA
USD
906236.940000000000
0.0159774250
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.000000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBE9
936000.000000000000
PA
USD
912918.310000000000
0.0160952210
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.250000000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-76
N/A
FNMA_18-76
3136B3GB0
18345433.410000000000
PA
USD
3631603.290000000000
0.0640270405
Long
ABS-CBDO
USGA
US
N
2
2048-10-25
Variable
4.523300000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTL TLB5 2.75
80875AAP6
2331970.610000000000
PA
USD
2257650.710000000000
0.0398035473
Long
LON
CORP
US
N
2
2024-08-14
Variable
4.365913572
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
877249AD4
695000.000000000000
PA
USD
750419.450000000000
0.0132302822
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.625000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724LAA3
1265000.000000000000
PA
USD
1360734.010000000000
0.0239904430
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.875000000000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
N/A
TAYLOR MORRISON COMMUNITIES INC
87724RAB8
1294000.000000000000
PA
USD
1431776.720000000000
0.0252429626
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.750000000000
N
N
N
N
N
N
TEACHERS INS & ANN ASSOC OF AMER
N/A
TEACHERS INSURANCE & ANNUITY
878091BD8
8875000.000000000000
PA
USD
11596036.570000000000
0.2044441102
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.900000000000
N
N
N
N
N
N
TEACHERS INS & ANN ASSOC OF AMER
N/A
TEACHERS INSURANCE & ANNUITY
878091BF3
2739000.000000000000
PA
USD
3306505.950000000000
0.0582954066
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.270000000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC
87901JAC9
2559000.000000000000
PA
USD
2525822.970000000000
0.0445315627
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.000000000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL SA
N/A
TELECOM ITALIA CAPITAL
87927VAM0
832000.000000000000
PA
USD
931587.760000000000
0.0164243731
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.000000000000
N
N
N
N
N
N
FNMA_19-8
N/A
FNMA_19-8
3136B3W55
52287377.430000000000
PA
USD
11851645.200000000000
0.2089506223
Long
ABS-CBDO
USGA
US
N
2
2049-03-25
Variable
4.373200000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-33
N/A
FNMA_19-33
3136B45D6
55434276.220000000000
PA
USD
11887093.370000000000
0.2095755918
Long
ABS-CBDO
USGA
US
N
2
2049-07-25
Variable
4.423300000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-67
N/A
FNMA_19-67
3136B64Z3
46299826.800000000000
PA
USD
8409548.660000000000
0.1482646836
Long
ABS-CBDO
USGA
US
N
2
2049-11-25
Variable
4.423300000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4121
N/A
FHLMC_4121
3137AV5Y9
5473024.540000000000
PA
USD
344459.580000000000
0.0060730002
Long
ABS-CBDO
USGA
US
N
2
2041-01-15
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4120
N/A
FHLMC_4120
3137AV7D3
4902725.370000000000
PA
USD
295357.340000000000
0.0052073024
Long
ABS-CBDO
USGA
US
N
2
2039-11-15
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4147
N/A
FHLMC_4147
3137AXDF7
12191545.010000000000
PA
USD
1158940.460000000000
0.0204327185
Long
ABS-CBDO
USGA
US
N
2
2041-01-15
Fixed
3.500000000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INCORPORATED
879369AE6
539000.000000000000
PA
USD
562685.230000000000
0.0099204310
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.875000000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INCORPORATED
879369AF3
1903000.000000000000
PA
USD
1998874.240000000000
0.0352411846
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.625000000000
N
N
N
N
N
N
TELESAT LLC
N/A
TELESAT LLC TLB 2.75
87951YAU5
1450000.000000000000
PA
USD
1428250.000000000000
0.0251807847
Long
LON
CORP
US
N
2
2026-11-25
Variable
4.36
N
N
N
N
N
N
TEMPO ACQUISITION LLC
N/A
TEMPO ACQUISITION LLC TLB 3.0
88023HAC4
1918616.410000000000
PA
USD
1891045.890000000000
0.0333401151
Long
LON
CORP
US
N
2
2026-11-26
Variable
4.35338
N
N
N
N
N
N
TEMPO ACQUISITION LLC
N/A
TEMPO ACQUISITION LLC
88023JAA4
557000.000000000000
PA
USD
555934.140000000000
0.0098014058
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.750000000000
N
N
N
N
N
N
POLAR US BORROWER LLC
N/A
POLAR US BORROWER LLC TLB 4.75
000000000
693000.000000000000
PA
USD
673942.500000000000
0.0118819541
Long
LON
CORP
US
N
3
2025-10-15
Variable
6.625282039
N
N
N
N
N
N
FHLMC_4174
N/A
FHLMC_4174
3137B0GB4
6218116.560000000000
PA
USD
465101.440000000000
0.0081999785
Long
ABS-CBDO
USGA
US
N
2
2039-05-15
Variable
4.541500000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4213
N/A
FHLMC_4213
3137B2ZZ6
6981865.490000000000
PA
USD
320957.050000000000
0.0056586385
Long
ABS-CBDO
USGA
US
N
2
2038-06-15
Fixed
3.500000000000
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
N/A
REFINITIV(THOMPSON REUTER)TLB 3.75
000000000
1982481.190000000000
PA
USD
1976692.340000000000
0.0348501063
Long
LON
CORP
US
N
2
2025-10-01
Variable
4.85338
N
N
N
N
N
N
STARFRUIT US HOLDCO LLC
N/A
STARFRUIT US HOLDCO LLC TLB 3.25
000000000
3331730.520000000000
PA
USD
3215119.950000000000
0.0566842243
Long
LON
CORP
US
N
2
2025-10-01
Variable
4.67088
N
N
N
N
N
N
PARKER PRIVATE MERGER SUB INC
N/A
WEB.COM TLB 3.75
000000000
500000.000000000000
PA
USD
485415.000000000000
0.0085581170
Long
LON
CORP
US
N
2
2025-10-10
Variable
5.38938
N
N
N
N
N
N
PARKER PRIVATE MERGER SUB INC
N/A
WEB.COM TL 2ND LN 7.75
000000000
731809.310000000000
PA
USD
701622.180000000000
0.0123699612
Long
LON
CORP
US
N
2
2026-10-09
Variable
9.38938
N
N
N
N
N
N
FREDDIE MAC FHLMC_4515
N/A
FHLMC_4515
3137BLBT4
8543213.920000000000
PA
USD
526136.390000000000
0.0092760561
Long
ABS-CBDO
USGA
US
N
2
2038-08-15
Variable
2.094800000000
N
N
N
N
N
N
FANNIE MAE FHLMC_4620
N/A
FHLMC_4620
3137BSAF0
21254522.280000000000
PA
USD
1148972.710000000000
0.0202569819
Long
ABS-CBDO
USGA
US
N
2
2042-11-15
Variable
2.146300000000
N
N
N
N
N
N
ALTRA INDUSTRIAL MOTION CORP
N/A
ALTRA INDUSTRIAL MOTION TLB 2.0
000000000
662686.570000000000
PA
USD
655781.380000000000
0.0115617642
Long
LON
CORP
US
N
2
2025-10-01
Variable
3.60338
N
N
N
N
N
N
ENTERPRISE MERGER SUB INC
N/A
ENVISION HEALTHCARE CORP TLB 3.75
000000000
1163250.000000000000
PA
USD
932926.500000000000
0.0164479757
Long
LON
CORP
US
N
2
2025-10-10
Variable
5.35338
N
N
N
N
N
N
FHLMC_4903
N/A
FHLMC_4903
3137FN5P1
53649311.140000000000
PA
USD
10890338.050000000000
0.1920022811
Long
ABS-CBDO
USGA
US
N
2
2049-08-25
Variable
4.423300000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124
N/A
GNMA_18-124
38380YX26
49893822.450000000000
PA
USD
9194568.310000000000
0.1621049852
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Variable
4.553000000000
N
N
N
N
N
N
MESSER INDUSTRIES USA INC
N/A
MESSER INDUSTRIES TLB 2.5
000000000
1985000.000000000000
PA
USD
1947781.250000000000
0.0343403888
Long
LON
CORP
US
N
2
2026-03-02
Variable
4.44463
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA TLB 1.75
000000000
493750.000000000000
PA
USD
491898.440000000000
0.0086724234
Long
LON
CORP
US
N
2
2025-10-31
Variable
3.35338
N
N
N
N
N
N
GIP III STETSON I LP
N/A
STETSON MIDSTREAM TLB 4.25
000000000
1605957.840000000000
PA
USD
1449376.950000000000
0.0255532637
Long
LON
CORP
US
N
2
2025-07-18
Variable
5.88938
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
ALTICE US FINANCE I CORP TLB 2.25
000000000
495000.000000000000
PA
USD
487268.100000000000
0.0085907881
Long
LON
CORP
US
N
2
2026-01-15
Variable
3.9085
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
N/A
NEXSTAR BROADCASTING INC TLB3 2.25
000000000
471695.180000000000
PA
USD
468336.710000000000
0.0082570179
Long
LON
CORP
US
N
2
2024-01-17
Variable
3.85338
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC TLB 4.25
000000000
792000.000000000000
PA
USD
660330.000000000000
0.0116419587
Long
LON
CORP
US
N
2
2025-10-22
Variable
5.85338
N
N
N
N
N
N
GNMA_18-155
N/A
GNMA_18-155
38381A3Y0
32738772.710000000000
PA
USD
6924685.850000000000
0.1220857858
Long
ABS-CBDO
USGA
US
N
2
2048-11-20
Variable
4.453000000000
N
N
N
N
N
N
GNMA_19-5
N/A
GNMA_19-5
38381BC44
25681297.050000000000
PA
USD
5492428.180000000000
0.0968343438
Long
ABS-CBDO
USGA
US
N
2
2049-01-20
Variable
4.503000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC TLB 3.0
000000000
1984937.000000000000
PA
USD
1944523.680000000000
0.0342829562
Long
LON
CORP
CA
N
2
2025-05-30
Variable
5.298256319
N
N
N
N
N
N
GRAY TELEVISION INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC TLC 2.5
000000000
1701415.140000000000
PA
USD
1688654.530000000000
0.0297718510
Long
LON
CORP
US
N
2
2025-12-03
Variable
4.16188
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168
N/A
GNMA_18-168
38381BGM0
26270045.150000000000
PA
USD
5230092.780000000000
0.0922092353
Long
ABS-CBDO
USGA
US
N
2
2048-12-20
Variable
4.453000000000
N
N
N
N
N
N
GNMA_19-30
N/A
GNMA_19-30
38381R6Q7
44733913.870000000000
PA
USD
7641438.220000000000
0.1347225001
Long
ABS-CBDO
USGA
US
N
2
2049-03-20
Variable
4.403000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
N/A
GNMA_19-23
38381RQK8
16675080.670000000000
PA
USD
3512694.120000000000
0.0619306105
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Variable
4.403000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
N/A
GNMA_19-23
38381RWQ8
54600209.290000000000
PA
USD
10527182.430000000000
0.1855996600
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Variable
4.403000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29
N/A
GNMA_19-29
38381TGX7
43504000.630000000000
PA
USD
8873189.080000000000
0.1564389035
Long
ABS-CBDO
USGA
US
N
2
2049-03-20
Variable
4.403000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41
N/A
GNMA_19-41
38381TNT8
39056224.040000000000
PA
USD
8104311.000000000000
0.1428831861
Long
ABS-CBDO
USGA
US
N
2
2049-03-20
Variable
4.403000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59
N/A
GNMA_19-59
38381VL65
25763060.980000000000
PA
USD
4707454.840000000000
0.0829948587
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Variable
4.503000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_19-97
N/A
GNMA_19-97
38381YHN7
78923621.340000000000
PA
USD
13997751.420000000000
0.2467875827
Long
ABS-CBDO
USGA
US
N
2
2049-08-20
Variable
4.453000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152
N/A
GNMA_19-152
38382BWU3
55812094.360000000000
PA
USD
11748663.530000000000
0.2071350023
Long
ABS-CBDO
USGA
US
N
2
2049-12-20
Variable
4.403000000000
N
N
N
N
N
N
GAMLT_17-RPL1
N/A
GAMLT_17-RPL1
385210AA7
17065284.550000000000
PA
USD
17352049.590000000000
0.3059255908
Long
ABS-CBDO
CORP
US
N
2
2064-08-25
Fixed
3.250000000000
N
N
N
N
N
N
ASP UNIFRAX HOLDINGS INC
N/A
UNIFRAX TLB 3.75
000000000
495000.000000000000
PA
USD
450450.000000000000
0.0079416660
Long
LON
CORP
US
N
2
2025-12-12
Variable
5.69463
N
N
N
N
N
N
SEDGWICK CLAIMS MANAGEMENT SERVI
N/A
SEDGWICK CLAIMS MGMT TLB 3.25
000000000
1987481.110000000000
PA
USD
1937794.080000000000
0.0341643099
Long
LON
CORP
US
N
2
2025-12-15
Variable
4.85338
N
N
N
N
N
N
SCS HOLDINGS I INC
N/A
SIRIUS COMPUTER SOLUTIONS TLB 3.5
38742EAD4
870625.000000000000
PA
USD
866271.880000000000
0.0152728204
Long
LON
CORP
US
N
2
2026-07-01
Variable
5.10338
N
N
N
N
N
N
GENESYS TELECOMMUNICATIONS LABORATORIES INC/GREENEDEN LUX 3 SARL
N/A
GENESYS TELECOMMUNICATIONS LAB INC
39479TAA4
2065000.000000000000
PA
USD
2208649.270000000000
0.0389396267
Long
DBT
CORP
US
N
2
2024-11-30
Fixed
10.000000000000
N
N
N
N
N
N
IRI HOLDINGS INC
N/A
IRI HOLDINGS INC 1ST LN TL 4.5
000000000
1239987.440000000000
PA
USD
1188837.960000000000
0.0209598269
Long
LON
CORP
US
N
2
2025-12-01
Variable
6.114086818
N
N
N
N
N
N
VALEANT PHARMAACEUTICALS INTERNATIONAL
N/A
VALEANT PHARMA INTL TLB 2.75
000000000
191250.000000000000
PA
USD
189995.400000000000
0.0033497170
Long
LON
CORP
US
N
2
2025-11-27
Variable
4.4085
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
N/A
SINOPEC GRP OVERSEAS DEV 2018 LTD
000000000
10275000.000000000000
PA
USD
10831023.610000000000
0.1909565369
Long
DBT
NUSS
VG
N
2
2029-08-08
Fixed
2.950000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
000000000
4000000.000000000000
PA
4597938.400000000000
0.0810640273
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.375000000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
N/A
EGYPT GOVERNMENT BOND
000000000
130000000.000000000000
PA
8908929.230000000000
0.1570690208
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
15.900000000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX MEXICO SA DE CV
000000000
20760000.000000000000
PA
USD
20998604.850000000000
0.3702162423
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.450000000000
N
N
N
N
N
N
GREENEDEN US HOLDINGS II LLC
N/A
GREENEDEN US HLDGS II LLC TLB3 3.5
39479UAJ2
1830291.090000000000
PA
USD
1805893.310000000000
0.0318388312
Long
LON
CORP
US
N
2
2023-12-01
Variable
4.85338
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERATIONS USA INC
N/A
GRIFOLS USA INC TLB 2.5
39843PAG8
1375238.870000000000
PA
USD
1362435.400000000000
0.0240204393
Long
LON
CORP
US
N
2
2027-11-15
Variable
3.57925
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE CO OF AMERICA
N/A
GUARDIAN LIFE INSURANCE CO
401378AB0
9685000.000000000000
PA
USD
12609507.100000000000
0.2223121188
Long
DBT
CORP
US
N
2
2064-06-19
Fixed
4.875000000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES INC
N/A
H&E EQUIPMENT SERVICES INC
404030AH1
4031000.000000000000
PA
USD
4188949.050000000000
0.0738533339
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.625000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BW8
3197000.000000000000
PA
USD
3701160.470000000000
0.0652533695
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.875000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-3
N/A
LCRT_19-3
52603EAA9
20070644.630000000000
PA
USD
20137068.430000000000
0.3550269105
Long
ABS-MBS
CORP
US
N
2
2025-10-15
Fixed
3.750000000000
N
N
N
N
N
N
OCP SA
N/A
OCP SA
000000000
6900000.000000000000
PA
USD
7667390.260000000000
0.1351800479
Long
DBT
NUSS
MA
N
2
2024-04-25
Fixed
5.625000000000
N
N
N
N
N
N
MOROCCO (KINGDOM OF)
N/A
MOROCCO (KINGDOM OF)
000000000
4000000.000000000000
PA
5007153.910000000000
0.0882787080
Long
DBT
NUSS
MA
N
2
2024-06-19
Fixed
3.500000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-1
N/A
LCRT_19-1
52604LAA2
14451321.800000000000
PA
USD
14561891.750000000000
0.2567336679
Long
ABS-MBS
CORP
US
N
2
2045-07-17
Fixed
4.000000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-2
N/A
LCRT_19-2
52604MAA0
19120139.370000000000
PA
USD
19238835.280000000000
0.3391905964
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
4.000000000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
GRUPO BIMBO SAB DE CV
000000000
2166000.000000000000
PA
USD
2340541.070000000000
0.0412649472
Long
DBT
CORP
MX
N
2
2024-06-27
Fixed
3.875000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
N/A
MEXICAN BONOS
000000000
50000.000000000000
PA
2536.950000000000
0.0000447277
Long
DBT
NUSS
MX
N
2
2021-06-10
Fixed
6.500000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
000000000
23700000.000000000000
PA
1065330.560000000000
0.0187823277
Long
DBT
NUSS
MX
N
2
2026-11-12
Fixed
7.470000000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX SAB DE CV
000000000
3300000.000000000000
PA
USD
3349226.600000000000
0.0590485937
Long
DBT
CORP
MX
N
2
2025-05-05
Fixed
6.125000000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057CR3
1191000.000000000000
PA
USD
1302431.840000000000
0.0229625456
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057CT9
2550000.000000000000
PA
USD
2811191.860000000000
0.0495627635
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
KAZAKHSTAN (REPUBLIC OF)
N/A
KAZAKHSTAN (REPUBLIC OF)
000000000
1500000.000000000000
PA
USD
2286100.440000000000
0.0403051308
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.500000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC INTERNATIONAL
N/A
DOMINICAN (REPUBLIC OF)
000000000
400000000.000000000000
PA
7898185.720000000000
0.1392490910
Long
DBT
NUSS
DO
N
2
2027-02-05
Fixed
11.250000000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057CV4
3780000.000000000000
PA
USD
4213389.890000000000
0.0742842386
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.000000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-7
N/A
LCRT_19-7
52605FAA4
19382795.970000000000
PA
USD
19637735.950000000000
0.3462234212
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
3.750000000000
N
N
N
N
N
N
UKRAINE REPUBLIC OF (GOVERNMENT)
6354001WLTJXOMEXPY07
UKRAINE (GOVERNMENT OF)
000000000
500000.000000000000
PA
USD
543563.840000000000
0.0095833111
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.750000000000
N
N
N
N
N
N
OMAN SULTANATE OF (GOVERNMENT)
N/A
OMAN GOVT INTL BOND
000000000
2166000.000000000000
PA
USD
2169793.530000000000
0.0382545799
Long
DBT
NUSS
OM
N
2
2021-06-15
Fixed
3.625000000000
N
N
N
N
N
N
VCAT_19-NPL2
N/A
VCAT_19-NPL2
91822VAA4
20094464.660000000000
PA
USD
20171418.420000000000
0.3556325186
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
3.573300000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91831AAB7
297000.000000000000
PA
USD
297971.190000000000
0.0052533859
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.875000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY CO
N/A
BURGER KING TLB4 1.75
000000000
2700749.090000000000
PA
USD
2653485.980000000000
0.0467823275
Long
LON
CORP
CA
N
2
2026-11-19
Variable
3.35338
N
N
N
N
N
N
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
US 5YR NOTE JUN 20
000000000
-741.000000000000
NC
USD
-1686307.780000000000
-0.0297304766
N/A
DIR
CORP
US
N
1
Morgan Stanley International
4PQUHN3JPFGFNF3BB653
Short
US 5YR NOTE JUN 20
US 5YR NOTE JUN 20
2020-06-30
-89271442.220000000000
USD
-1686307.780000000000
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
VIRGIN MEDIA TLN 2.5
000000000
2175000.000000000000
PA
USD
2135132.250000000000
0.0376434837
Long
LON
CORP
US
N
2
2028-01-31
Variable
4.1585
N
N
N
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-1470000000.000000000000
OU
Notional Amount
N/A
928102.310000000000
0.0163629228
N/A
DFE
CORP
RU
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
1470000000.000000000000000
RUB
22853944.640000000596046
USD
2020-03-13
928102.310000000000
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91831AAC5
2531000.000000000000
PA
USD
2581074.720000000000
0.0455056796
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.125000000000
N
N
N
N
N
N
VOYA FINANCIAL INC
N/A
VOYA FINANCIAL INC
929089AC4
5875000.000000000000
PA
USD
7380471.510000000000
0.1301215223
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.800000000000
N
N
N
N
N
N
DELTA 2 (LUX) SARL
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL TLB 2.5
L2465BAQ9
1098574.180000000000
PA
USD
1060124.080000000000
0.0186905347
Long
LON
CORP
LU
N
3
2024-02-01
Variable
4.10338
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA
N/A
MALLINCKRODT INTL FIN SA TLB 3.0
L6232UAH0
965026.940000000000
PA
USD
845778.560000000000
0.0149115126
Long
LON
CORP
LU
N
2
2025-02-24
Variable
4.70375
N
N
N
N
N
N
VOYA CLO LTD VOYA_17-4A
N/A
VOYA_17-4A
92916QAC6
14400000.000000000000
PA
USD
14254401.600000000000
0.2513124579
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
3.281300000000
N
N
N
N
N
N
EWT HOLDINGS III CORP
N/A
EWT HOLDINGS III CORP WTG TL 2.75
92938NAJ2
828024.140000000000
PA
USD
822161.730000000000
0.0144951357
Long
LON
CORP
US
N
2
2024-12-20
Variable
4.35388
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746SH5
17435000.000000000000
PA
USD
18482912.890000000000
0.3258632945
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.000000000000
N
N
N
N
N
N
WHATABURGER
N/A
WHATABRANDS LLC TLB 2.75
96244UAD9
1496250.000000000000
PA
USD
1466325.000000000000
0.0258520666
Long
LON
CORP
US
N
2
2026-08-02
Variable
4.41625
N
N
N
N
N
N
WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC
N/A
WILLIAM MORRIS ENDEAVOR TLB 2.75
96925HAF9
1689095.590000000000
PA
USD
1632088.610000000000
0.0287745646
Long
LON
CORP
US
N
2
2025-05-16
Variable
4.364703556
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS LP
96949LAC9
20809000.000000000000
PA
USD
23330859.770000000000
0.4113351004
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.100000000000
N
N
N
N
N
N
WILSONART LLC
N/A
WILSONART LLC TLB 3.25
97246FAF3
992366.410000000000
PA
USD
961354.960000000000
0.0169491842
Long
LON
CORP
US
N
2
2023-12-19
Variable
5.2
N
N
N
N
N
N
WINDSTREAM SERVICES LLC
529900M9WS6K57ZMIJ19
WINDSTREAM SERVICES LLC TLB6 4.0
97381HAR8
599907.820000000000
PA
USD
535417.730000000000
0.0094396909
Long
LON
CORP
US
N
2
2021-03-30
Variable
9.75
N
N
N
N
N
N
WINDSTREAM SERVICES LLC
529900M9WS6K57ZMIJ19
WINDSTREAM CORP TL DIP 2.5
97381JAB9
1000000.000000000000
PA
USD
999380.000000000000
0.0176195852
Long
LON
CORP
US
N
2
2021-04-16
Variable
4.11
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WISCONSIN ENERGY CORPORATION
976657AL0
4810000.000000000000
PA
USD
5218336.530000000000
0.0920019666
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.550000000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212BAE3
2400000.000000000000
PA
USD
2401665.700000000000
0.0423426060
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.250000000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212BAL7
7301000.000000000000
PA
USD
6965077.850000000000
0.1227979176
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.500000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VE
N/A
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AV7
2369000.000000000000
PA
USD
2323503.210000000000
0.0409645609
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC
983793AD2
1237000.000000000000
PA
USD
1240532.140000000000
0.0218712220
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.500000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAU4
4600000.000000000000
PA
USD
5005967.800000000000
0.0882577962
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.350000000000
N
N
N
N
N
N
OBERTHUR TECHNOLOGIES GROUP SAS
N/A
OBERTHUR TECHNOLOGIES GP TLB1 3.75
000000000
822907.290000000000
PA
USD
800425.460000000000
0.0141119140
Long
LON
CORP
FR
N
2
2024-01-10
Variable
5.69463
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
N/A
SOLENIS INTL LP TLB 4.0
000000000
1711593.350000000000
PA
USD
1666664.020000000000
0.0293841469
Long
LON
CORP
US
N
2
2025-06-26
Variable
5.613224949
N
N
N
N
N
N
CELESTICA INC.
549300J3CG5T6RZWLN53
CELESTICA INC TLB 2.0
000000000
988721.650000000000
PA
USD
973890.830000000000
0.0171701980
Long
LON
CORP
CA
N
3
2025-06-27
Variable
3.73763
N
N
N
N
N
N
LIFESCAN GLOBAL CORP
N/A
LIFESCAN GLOBAL CORP TL 6.0
000000000
1232250.000000000000
PA
USD
1160163.380000000000
0.0204542792
Long
LON
CORP
US
N
2
2024-10-01
Variable
8.05563
N
N
N
N
N
N
2021-01-29
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer