Mutual Fund Database

Fidelity Group of Funds > Fidelity Advisor Series II

Fidelity Advisor Strategic Income Fund

Fund of Funds
Series ID: S000005152
LEI: QMGXKUUY2S4UZOBMIH60
SEC CIK: 795422
$12.93B Avg Monthly Net Assets
$14.13B Total Assets
$582.57M Total Liabilities
$13.55B Net Assets
Fidelity Advisor Strategic Income Fund is a Fund of Funds in Fidelity Advisor Series II from Fidelity Group of Funds, based in Massachusetts, United States of America. The fund has six share classes and monthly net assets of $12.93B. On August 27th, 2024 it reported 1,057 holdings, the largest being Fidelity Hanover Street Trust (15.5%), Fidelity Central Investment Portfolios LLC (5.5%) and Fidelity Revere Street Trust (4.6%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Fidelity Advisor Strategic Income Fund - Class A C000014110 FSTAX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 240.17% (Max)-8.19% (Min)
Fidelity Advisor Strategic Income Fund - Class C C000014112 FSRCX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 243.29% (Max)-5.39% (Min)
Fidelity Advisor Strategic Income Fund - Class I C000014114 FSRIX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.30% (Max)-4.28% (Min)
Fidelity Advisor Strategic Income Fund - Class M C000014113 FSIAX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 240.08% (Max)-8.11% (Min)
Fidelity Advisor Strategic Income Fund - Class Z C000204998 FIWDX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.41% (Max)-4.27% (Min)
Fidelity Strategic Income Fund C000200078 FADMX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.31% (Max)-4.27% (Min)

Holdings

From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) Long Debt CA $5M – 0.04
1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) Long Debt CA $6M – 0.04
1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) Long Debt CA $21M – 0.15
180 MEDICAL INC 3.875% 10/15/2029 144A Long Debt US $3M – 0.02
ACCENTURE PLC CL A Long Equity-common IE $5M 17K 0.04
ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A Long Debt US $4M – 0.03
ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A Long Debt US $3M – 0.02
ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A Long Debt US $13M – 0.09
ACRISURE TERM B 1LN 02/13/2027 (ACRISURE LLC) Long Loan US $8M – 0.06
ACRISURE TERM B5 1LN 11/06/2030 (ACRISURE LLC) Long Loan US $1M – 0.01
ACRISURE TERM B6 1LN 11/06/2030 (ACRISURE LLC) Long Loan US $2M – 0.01
ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A Long Debt US $4M – 0.03
ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A Long Debt JE $3M – 0.02
ADOBE INC Long Equity-common US $16M 29K 0.12
ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A Long Debt US $4M – 0.03
ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A Long Debt US $1M – 0.01
ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A Long Debt US $3M – 0.02
AECOM 5.125% 03/15/2027 Long Debt US $7M – 0.05
AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS Long Debt IE $6M – 0.04
AIR CANADA INC 3.875% 08/15/2026 144A Long Debt CA $4M – 0.03
AIR CANADA VTG (AIR CANADA INC) Long Equity-common CA $10K 800 0.00
AIR PRODUCTS and CHEMICALS INC 4% 03/03/2035 Long Debt US $10M – 0.07
AIRBNB INC CLASS A Long Equity-common US $9M 59K 0.07
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A Long Debt US $5M – 0.04
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A Long Debt US $13M – 0.10
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A Long Debt US $22M – 0.16
ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A Long Debt NL $7M – 0.05
ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A Long Debt NL $2M – 0.02
ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A Long Debt NL $2M – 0.02
ALGOMA STEEL SCA Long Equity-common LU $1.52 152K 0.00
ALGOMA STEEL SCA 0% 12/31/2024 Long Debt LU $0.15 – 0.00
ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A Long Debt US $4M – 0.03
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A Long Debt US $6M – 0.05
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A Long Debt US $4M – 0.03
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A Long Debt US $16M – 0.12
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A Long Debt US $19M – 0.14
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A Long Debt US $5M – 0.03
ALLIANT HOLDINGS TERM B6 1LN 11/06/2030 (ALLIANT HLDGS INTERMEDIATE LLC) Long Loan US $5M – 0.04
ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A Long Debt US $5M – 0.04
ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) Long Debt US $57M – 0.42
ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) Long Debt US $18M – 0.14
ALPHABET INC CL A Long Equity-common US $8M 43K 0.06
ALTICE FING SA 5.75% 08/15/2029 144A Long Debt LU $9M – 0.06
ALTICE FING SA 5% 01/15/2028 144A Long Debt LU $6M – 0.05
ALTICE FRANCE SA 5.125% 01/15/2029 144A Long Debt FR $825K – 0.01
ALTICE FRANCE SA 5.125% 07/15/2029 144A Long Debt FR $26M – 0.19
ALTICE FRANCE SA 5.5% 01/15/2028 144A Long Debt FR $7M – 0.05
ALTICE FRANCE SA 5.5% 10/15/2029 144A Long Debt FR $19M – 0.14
AMAZON.COM INC Long Equity-common US $18M 95K 0.14
AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A Long Debt US $13M – 0.10
AMERICAN AIRLINES INC 7.25% 02/15/2028 144A Long Debt US $9M – 0.07
AMERICAN AIRLINES INC 8.5% 05/15/2029 144A Long Debt US $9M – 0.07
AMWINS GROUP INC 4.875% 06/30/2029 144A Long Debt US $4M – 0.03
ANGI GROUP LLC 3.875% 08/15/2028 144A Long Debt US $3M – 0.02
ANHEUSER BUSCH INBEV SA NV 3.95% 03/22/2044 REGS Long Debt BE $12M – 0.09
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) Long Debt US $4M – 0.03
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) Long Debt US $10M – 0.08
ANTERO RES CORP (ANTERO RESOURCES CORPORATION) Long Equity-common US $4M 128K 0.03
APOLLO GLOBAL MANAGEMENT INC Long Equity-common US $22M 190K 0.17
APPLIED SYSTEMS TERM 2LN 02/23/2032 (APPLIED SYS INC) Long Loan US $98K – 0.00
APPLIED SYSTEMS TERM B 1LN 02/24/2031 (APPLIED SYS INC) Long Loan US $5M – 0.04
ARCONIC TERM B 1LN 08/19/2030 (ARSENAL AIC PARENT LLC) Long Loan US $763K – 0.01
ARCOSA INC 4.375% 04/15/2029 144A Long Debt US $4M – 0.03
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A Long Debt US $3M – 0.02
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A Long Debt US $5M – 0.04
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A Long Debt US $3M – 0.02
ARES MANAGEMENT CORP CL A Long Equity-common US $6M 41K 0.04
ARISTA NETWORKS INC Long Equity-common US $12M 34K 0.09
ARKO CORP 5.125% 11/15/2029 144A Long Debt US $4M – 0.03
ARSENAL AIC PARENT LLC 8% 10/01/2030 144A Long Debt US $3M – 0.03
ARTERA SERVICES LLC 8.5% 02/15/2031 144A Long Debt US $11M – 0.08
ARTERA SERVICES TERM 1LN 02/10/2031 (ARTERA SERVICES LLC) Long Loan US $3M – 0.02
ARTHUR J GALLAGHAR AND CO (GALLAGHER (ARTHUR J.) and CO) Long Equity-common US $21M 81K 0.16
ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028 Long Debt US $2M – 0.01
ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A Long Debt US $4M – 0.03
ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030 Long Debt US $2M – 0.01
ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A Long Debt US $4M – 0.03
ASGN INC 4.625% 05/15/2028 144A Long Debt US $5M – 0.04
ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A (ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO) Long Debt US $4M – 0.03
ASML HLDG NV (NY REG SHS) NEW YORK REGISTERED SHARES (ASML HOLDING NV) Long Equity-common NL $9M 9K 0.06
ASR NEDERLAND NV 7%/VAR 12/07/2043 REGS Long Debt NL $34M – 0.25
ASSUREDPARTNERS INC 5.625% 01/15/2029 144A Long Debt US $4M – 0.03
ASSUREDPARTNERS INC 7.5% 02/15/2032 144A Long Debt US $3M – 0.02
ATHENAHEALTH TERM B 1LN 02/15/2029 (ATHENAHEALTH GROUP INC) Long Loan US $13M – 0.10
ATI INC 4.875% 10/01/2029 Long Debt US $3M – 0.02
ATI INC 5.125% 10/01/2031 Long Debt US $2M – 0.02
ATI INC 7.25% 08/15/2030 Long Debt US $3M – 0.02
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A Long Debt GB $4M – 0.03
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A Long Debt LU $5M – 0.04
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A Long Debt LU $3M – 0.03
ATS CORP 4.125% 12/15/2028 144A Long Debt CA $4M – 0.03
AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS (AUSTRALIA, COMMONWEALTH OF) Long Debt AU $30M – 0.22
AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS (AUSTRALIA, COMMONWEALTH OF) Long Debt AU $8M – 0.06
AUTHENTIC BRANDS TERM B1 1LN 12/21/2028 (ABG INTERMEDIATE HLDGS 2 LLC) Long Loan US $8M – 0.06
AUTODESK INC Long Equity-common US $5M 22K 0.04
AVANTOR FUNDING INC 3.875% 11/01/2029 144A Long Debt US $3M – 0.02
AVENTIV TERM 1LN FLSO 07/31/2025 (AVENTIV TECHNOLOGIES LLC) Long Loan US $3M – 0.03
AVENTIV TERM FLSO 1LN 07/31/2025 (AVENTIV TECHNOLOGIES LLC) Long Loan US $112K – 0.00
BANCO SANTANDER SA 5.75%/VAR 08/23/2033 REGS Long Debt ES $19M – 0.14
BANK OF AMERICA CORP 6.25%/VAR PERP (BANK OF AMERICA CORPORATION) Long Equity-preferred US $18M – 0.14
BANK OF AMERICA CORPORATION 5.875%/VAR PERP Long Equity-preferred US $60M – 0.44
BANK OF IRELAND (UNGTD) 6.75%/VAR 03/01/2033 REGS (BANK OF IRELAND GROUP PLC) Long Debt IE $4M – 0.03
BANQUE FED CRED MUTUEL PARIS 3.75% 02/03/2034 REGS Long Debt FR $4M – 0.03
BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS Long Debt GB $12M – 0.09
BARCLAYS PLC 4.506%/VAR 01/31/2033 REGS Long Debt GB $19M – 0.14
BASF SE 4.25% 03/08/2032 REGS Long Debt DE $15M – 0.11
BATH and BODY WORKS INC 6.625% 10/01/2030 144A Long Debt US $7M – 0.05
BATH and BODY WORKS INC 6.75% 07/01/2036 Long Debt US $9M – 0.07
BATH and BODY WORKS INC 7.5% 06/15/2029 Long Debt US $5M – 0.04
BAUSCH + LOMB CORP 8.375% 10/01/2028 144A Long Debt CA $6M – 0.04
BAUSCH HEALTH COS INC 11% 09/30/2028 144A Long Debt CA $2M – 0.01
BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A Long Debt CA $6M – 0.04
BAUSCH HEALTH COS INC 5.75% 08/15/2027 144A Long Debt CA $6M – 0.05
BAUSCH HEALTH COS INC 6.125% 02/01/2027 144A Long Debt CA $12M – 0.09
BAYER AG 5.375%/VAR 03/25/2082 REGS Long Debt DE $3M – 0.02
BAYER AG 6.625%/VAR 09/25/2083 REGS Long Debt DE $2M – 0.01
BAYER AG 7%/VAR 09/25/2083 REGS Long Debt DE $11M – 0.08
BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029 (DISCOVERY PURCHASER CORP) Long Loan US $19M – 0.14
BELLRING BRANDS INC 7% 03/15/2030 144A Long Debt US $7M – 0.05
BGIS TERM 1LN 05/31/2028 (BIFM CA BUYER INC) Long Loan CA $637K – 0.00
BLOCK INC 3.5% 06/01/2031 Long Debt US $5M – 0.04
BLOCK INC CL A Long Equity-common US $6M 92K 0.04
BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A Long Debt US $2M – 0.02
BLUE OWL CAPITAL INC A Long Equity-common US $6M 314K 0.04
BMC SOFTWARE TERM B 1LN 12/29/2028 (BOXER PARENT CO INC) Long Loan US $19M – 0.14
BOMBARDIER INC 6% 02/15/2028 144A Long Debt CA $3M – 0.02
BOMBARDIER INC 7.125% 06/15/2026 144A Long Debt CA $1M – 0.01
BOMBARDIER INC 7.25% 07/01/2031 144A Long Debt CA $3M – 0.02
BOMBARDIER INC 7.875% 04/15/2027 144A Long Debt CA $6M – 0.05
BOMBARDIER INC 8.75% 11/15/2030 144A Long Debt CA $4M – 0.03
BORR IHC LTD / BORR FINANCE LLC 10.375% 11/15/2030 144A Long Debt US $1M – 0.01
BORR IHC LTD / BORR FINANCE LLC 10% 11/15/2028 144A Long Debt US $4M – 0.03
BOUYGUES SA 5.375% 06/30/2042 REGS Long Debt FR $22M – 0.16
BOYD GAMING CORP Long Equity-common US $7M 124K 0.05
BOYD GAMING CORP 4.75% 06/15/2031 144A Long Debt US $6M – 0.05
BP CAPITAL MARKETS BV 4.323% 05/12/2035 REGS Long Debt NL $24M – 0.18
BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A Long Debt US $23M – 0.17
BRANDSAFWAY TERM B 1LN 08/01/2030 (BRAND INDUSTRIAL SERVICES INC) Long Loan US $14M – 0.10
BRINKS CO 4.625% 10/15/2027 144A Long Debt US $7M – 0.05
BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A Long Debt US $7M – 0.05
BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A (BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP) Long Debt CA $4M – 0.03
BUILDERS FIRSTSOURCE (BUILDERS FIRSTSOURCE INC) Long Equity-common US $4M 32K 0.03
BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A Long Debt US $6M – 0.04
BYD COMPANY LTD H (BYD CO LTD) Long Equity-common CN $16M 523K 0.11
C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A Long Debt US $4M – 0.03
C and W SENIOR FINANCE LTD 6.875% 09/15/2027 144A Long Debt KY $18M – 0.13
CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A Long Debt MU $2M – 0.02
CALIBER COLLISION TERM B 1LN 01/20/2031 (WAND NEWCO 3 INC) Long Loan US $986K – 0.01
CALIFORNIA RES CORP WT 10/27/24 (CALIFORNIA RESOURCES CORPORATION) Long Equity-common US $618K 35K 0.00
CAMELOT FIN S A 4.5% 11/01/2026 144A Long Debt LU $6M – 0.05
CANADA GOVERNMENT OF 1.25% 03/01/2027 (CANADA, GOVERNMENT OF) Long Debt CA $21M – 0.15
CANO HEALTH LLC 6.25% 10/01/2028 144A Long Debt US $2K – 0.00
CANVAS ENERGY INC NEW SER A WT 10/01/24 (CHAPARRAL ENERGY INC) Long Equity-common US $0 289 –
CANVAS ENERGY INC NEW SER B WT 10/01/25 (CHAPARRAL ENERGY INC) Long Equity-common US $0 289 –
CARLISLE COS INC Long Equity-common US $11M 27K 0.08
CARNELIAN POINT HOLDINGS LP WT 06/30/27 Long Equity-common US $2K 544 0.00
CARNIVAL CORP 4% 08/01/2028 144A Long Debt PA $25M – 0.18
CARNIVAL CORP 7.625% 03/01/2026 144A Long Debt PA $11M – 0.08
CARNIVAL CORP 7% 08/15/2029 144A Long Debt PA $3M – 0.02
CARNIVAL HOLDINGS BERMUDA LTD 10.375% 05/01/2028 144A Long Debt US $9M – 0.07
CARNIVAL TERM B 1LN 10/18/2028 (CARNIVAL CORP) Long Loan PA $6M – 0.04
CARRIER GLOBAL CORP 4.5% 11/29/2032 Long Debt US $11M – 0.08
CARVANA CO PIK VAR 06/01/2030 144A Long Debt US $3M – 0.02
CARVANA CO PIK VAR 06/01/2031 144A Long Debt US $4M – 0.03
CARVANA CO PIK VAR 12/01/2028 144A Long Debt US $2M – 0.01
CASCADES INC/USA INC 5.125% 01/15/2026 144A Long Debt CA $3M – 0.02
CASCADES INC/USA INC 5.375% 01/15/2028 144A Long Debt CA $3M – 0.02
CELSIUS HOLDINGS INC Long Equity-common US $6M 105K 0.04
CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A (CENTURY CMNTYS INC) Long Debt US $4M – 0.03
CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A (CHARLES RIVER LABORATORIES INTERNATIONAL INC) Long Debt US $2M – 0.01
CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A (CHARLES RIVER LABORATORIES INTERNATIONAL INC) Long Debt US $5M – 0.04
CHART INDUSTRIES INC 7.5% 01/01/2030 144A Long Debt US $8M – 0.06
CHART INDUSTRIES TERM B 1LN 03/17/2030 (CHART INDUSTRIES INC) Long Loan US $744K – 0.01
CHEMOURS CO/ THE Long Equity-common US $7M 294K 0.05
CHENIERE ENERGY INC Long Equity-common US $13M 75K 0.10
CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A Long Debt US $3M – 0.02
CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A Long Debt US $4M – 0.03
CHESAPEAKE ENERGY CORP 7% 10/01/2024 Long Debt US $0.4 – 0.00
CHESAPEAKE ENERGY CORP 8% 01/15/2025 Long Debt US $0.2 – 0.00
CHESAPEAKE ENERGY CORP 8% 06/15/2027 Long Debt US $0.12 – 0.00
CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A Long Debt US $4M – 0.03
CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A Long Debt US $9M – 0.07
CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A Long Debt US $9M – 0.07
CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A Long Debt US $7M – 0.05
CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A Long Debt US $7M – 0.05
CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A Long Debt US $4M – 0.03
CHURCHILL DOWNS INC 5.75% 04/01/2030 144A Long Debt US $7M – 0.05
CHURCHILL DOWNS INC 6.75% 05/01/2031 144A Long Debt US $6M – 0.04
CITADEL TERM B 1LN 07/29/2030 (CITADEL SECURITIES LP) Long Loan US $5M – 0.04
CITGO PETROLEUM CORP 6.375% 06/15/2026 144A Long Debt US $5M – 0.03
CITGO PETROLEUM CORP 7% 06/15/2025 144A Long Debt US $14M – 0.10
CITGO PETROLEUM CORP 8.375% 01/15/2029 144A Long Debt US $12M – 0.09
CITI SWAP PAY 3.694 12/12/2028 (CITIBANK, N.A.) Derivative-interest rate US $3M – 0.02
CITI SWAP REC 3.694 12/12/2028 (CITIBANK, N.A.) Derivative-interest rate US $2M – 0.02
CITIGROUP INC 4.7%/VAR PERP Long Equity-preferred US $9M – 0.06
CITIGROUP INC 5%/VAR PERP Long Equity-preferred US $36M – 0.27
CITIGROUP INC 6.3/VAR PERP Long Equity-preferred US $4M – 0.03
CIVITAS RESOURCES INC 8.625% 11/01/2030 144A Long Debt US $6M – 0.04
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A Long Debt US $6M – 0.04
CLARIOS TERM B 1LN 05/06/2030 (CLARIOS GLOBAL LP) Long Loan CA $1M – 0.01
CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A Long Debt US $5M – 0.03
CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A Long Debt US $4M – 0.03
CLEAN HARBORS INC 6.375% 02/01/2031 144A Long Debt US $2M – 0.02
CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A (CLEARWAY ENERGY OPERATING LLC) Long Debt US $2M – 0.02
CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A (CLEARWAY ENERGY OPERATING LLC) Long Debt US $4M – 0.03
CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A Long Debt US $4M – 0.03
CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A Long Debt US $4M – 0.03
CLEVELAND-CLIFFS INC 6.75% 04/15/2030 144A Long Debt US $9M – 0.07
CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A Long Debt US $45M – 0.33
CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A Long Debt US $21M – 0.15
CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A Long Debt US $3M – 0.02
CNX RESOURCES CORP 6% 01/15/2029 144A Long Debt US $3M – 0.02
CNX RESOURCES CORP 7.375% 01/15/2031 144A Long Debt US $3M – 0.02
COHERENT CORP 5% 12/15/2029 144A Long Debt US $4M – 0.03
COINBASE GLOBAL INC Long Equity-common US $9M 41K 0.07
COINBASE GLOBAL INC 3.375% 10/01/2028 144A Long Debt US $12M – 0.09
COINBASE GLOBAL INC 3.625% 10/01/2031 144A Long Debt US $7M – 0.05
COINBASE GLOBAL INC CONV 0.25% 04/01/2030 144A Long Debt US $4M – 0.03
COMFORT SYSTEMS USA INC Long Equity-common US $11M 36K 0.08
COMMERZBANK AG 4.625%/VAR 01/17/2031 REGS Long Debt DE $6M – 0.05
COMMERZBANK AG 6.5/VAR 12/06/2032 REGS Long Debt DE $3M – 0.02
COMMERZBANK AG 6.75%/VAR 10/05/2033 REGS Long Debt DE $6M – 0.05
COMPASS GROUP DIV HLDGS LLC 5% 01/15/2032 144A (COMPASS GROUP DIVERSIFIED HOLDINGS LLC) Long Debt US $3M – 0.02
COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A Long Debt US $9M – 0.07
COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A Long Debt US $14M – 0.10
COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A Long Debt US $8M – 0.06
CONNECTWISE TERM B 1LN 09/30/2028 (CONNECTWISE LLC) Long Loan US $8M – 0.06
CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A Long Debt LU $4M – 0.03
CONSOLIDATED ENERGY TERM B 1LN 11/15/2030 (CONSOLIDATED ENERGY FINANCE SA) Long Loan LU $5M – 0.04
CONSTELLATION ENERGY CORP Long Equity-common US $24M 121K 0.18
CONVERGINT TECH TERM B 1LN 03/31/2028 (DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC) Long Loan US $966K – 0.01
CORE and MAIN INC Long Equity-common US $5M 101K 0.04
CORECIVIC INC 8.25% 04/15/2029 Long Debt US $15M – 0.11
COTIVITI TERM B 1LN 05/01/2031 (COTIVITI INC) Long Loan US $16M – 0.12
COVANTA HLDG CORP 4.875% 12/01/2029 144A Long Debt US $9M – 0.06
COVANTA HLDG CORP 5% 09/01/2030 Long Debt US $7M – 0.05
CPI ACQUISITION INC 10% 07/15/2029 144A Long Debt US $3M – 0.02
CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A Long Debt US $12M – 0.09
CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A Long Debt US $7M – 0.05
CRH SMW FINANCE DAC 4.25% 07/11/2035 REGS Long Debt IE $18M – 0.13
CROCS INC Long Equity-common US $16M 109K 0.12
CROCS INC 4.125% 08/15/2031 144A Long Debt US $2M – 0.02
CROCS INC 4.25% 03/15/2029 144A Long Debt US $4M – 0.03
CROWN CORK and SEAL INC 7.375% 12/15/2026 Long Debt US $17M – 0.13
CROWN CORK and SEAL INC 7.5% 12/15/2096 Long Debt US $8M – 0.06
CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A (CROWNROCK L P / CROWNROCK FIN INC) Long Debt US $2M – 0.02
CSC SERVICEWORKS TERM B 1LN 03/04/2028 (SPIN HOLDCO INC) Long Loan US $7M – 0.05
CVR ENERGY INC 5.75% 02/15/2028 144A Long Debt US $23M – 0.17
CVR ENERGY INC 8.5% 01/15/2029 144A Long Debt US $19M – 0.14
DANA INC 4.5% 02/15/2032 Long Debt US $4M – 0.03
DARLING INGREDIENTS INC 6% 06/15/2030 144A Long Debt US $7M – 0.05
DAVITA INC 3.75% 02/15/2031 144A Long Debt US $2M – 0.01
DAVITA INC 4.625% 06/01/2030 144A Long Debt US $14M – 0.11
DEERE and CO Long Equity-common US $3M 7K 0.02
DELL TECHNOLOGIES INC CL C Long Equity-common US $8M 55K 0.06
DELTA AIR INC (DELTA AIRLINES INC) Long Equity-common US $2M 49K 0.02
DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027 (SKYMILES IP LTD) Long Loan KY $920K – 0.01
DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS Long Debt DE $39M – 0.29
DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A Long Debt KY $3M – 0.02
DICKS SPORTING GOODS INC Long Equity-common US $11M 50K 0.08
DISH DBS CORP 5.75% 12/01/2028 144A Long Debt US $5M – 0.04
DISH NETWORK CORP 11.75% 11/15/2027 144A Long Debt US $27M – 0.20
DISH NETWORK CORP CONV 0% 12/15/2025 Long Debt US $12M – 0.09
DISH NETWORK CORP CONV 3.375% 08/15/2026 Long Debt US $15M – 0.11
DOMINOS PIZZA INC Long Equity-common US $5M 10K 0.04
DT MIDSTREAM INC 4.125% 06/15/2029 144A Long Debt US $4M – 0.03
DT MIDSTREAM INC 4.375% 06/15/2031 144A Long Debt US $4M – 0.03
E.ON SE 4.125% 03/25/2044 REGS Long Debt DE $7M – 0.05
EAGLE MATERIALS INC (EAGLE MATLS INC) Long Equity-common US $11M 49K 0.08
EATON CORP PLC Long Equity-common IE $19M 61K 0.14
ECHOSTAR CORP CL A Long Equity-common US $6M 338K 0.04
EG GLOBAL FINANCE PLC 12% 11/30/2028 144A Long Debt GB $44M – 0.33
EG GROUP TERM BC 1LN 02/07/2028 (EG AMERICA LLC) Long Loan US $20M – 0.15
ELAH HOLDINGS INC Long Equity-common US $19K 517 0.00
ELASTIC NV 4.125% 07/15/2029 144A Long Debt NL $10M – 0.08
ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A Long Debt CA $4M – 0.03
ELECTRICITE DE FRANCE 4.625% 01/25/2043 REGS Long Debt FR $14M – 0.10
ELECTRICITE DE FRANCE 4.75% 06/17/2044 REGS Long Debt FR $11M – 0.08
ELF BEAUTY INC Long Equity-common US $6M 30K 0.05
EMCOR GROUP INC Long Equity-common US $6M 18K 0.05
ENBW INTERNATIONAL FINANCE BV 4.3% 05/23/2034 REGS Long Debt NL $18M – 0.13
ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A Long Debt US $10M – 0.08
ENEL SPA EUSA5+ 12/31/2199 REGS Long Equity-preferred IT $7M – 0.05
ENERGIAS DE PORTUGAL SA 1.875%/VAR 03/14/2082 REGS Long Debt PT $5M – 0.04
ENERGIAS DE PORTUGAL SA 5.943%/VAR 04/23/2083 REGS Long Debt PT $1M – 0.01
ENERGY TRANSFER LP 5.5% 06/01/2027 Long Debt US $12M – 0.09
ENERGY TRANSFER LP 7.125/VAR PERP Long Equity-preferred US $12M – 0.09
ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP (ENERGY TRANSFER LP) Long Equity-preferred US $17M – 0.12
ENGIE SA 4.25% 03/06/2044 REGS Long Debt FR $10M – 0.07
ENLINK MIDSTREAM LLC 6.5% 09/01/2030 144A Long Debt US $9M – 0.07
EP ENERGY CORP ESCROW Long Equity-common US $832K 612K 0.01
ERO COPPER CORP 6.5% 02/15/2030 144A Long Debt CA $4M – 0.03
EUC TERM 1LN 04/21/2031 (MODENA BUYER LLC) Long Loan US $12M – 0.09
EURO-BTP FUTURE SEP24 IKU4 (EUREX DEUTSCHLAND) Derivative-interest rate DE $952K – 0.01
EURO-BUND FUTURE SEP24 RXU4 (EUREX DEUTSCHLAND) Derivative-interest rate DE $1M – 0.01
FAIR ISAAC CORPORATION 4% 06/15/2028 144A Long Debt US $6M – 0.04
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025 Long ABS-mortgage backed security US $21M – 0.16
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.023% 01/25/2025 Long ABS-mortgage backed security US $3M – 0.02
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 Long ABS-collateralized bond/debt obligation US $997K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $4M – 0.03
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $13M – 0.10
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $8M – 0.06
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $5M – 0.04
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $989K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $46M – 0.34
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $12M – 0.09
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $19M – 0.14
FEDERAL HOME LN MTG MLT CTF GT 2.77% 05/25/2025 144A (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $11M – 0.08
FEDERAL HOME LN MTG MLT CTF GT 2.995% 12/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $34M – 0.25
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $12M – 0.09
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $21M – 0.16
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $5M – 0.04
FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $15M – 0.11
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $3M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 3.151% 11/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $25M – 0.19
FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $8M – 0.06
FEDERAL HOME LN MTG MLT CTF GT 3.25% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $2M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3.308% 09/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $20M – 0.15
FEDERAL HOME LN MTG MLT CTF GT 3.329% 05/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $13M – 0.09
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $3M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $2M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $3M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $2M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $7M – 0.05
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $16M – 0.11
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $17M – 0.13
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $4M – 0.03
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $2M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $3M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $3M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $6M – 0.05
FEDERAL HOME LN MTG MLT CTF GT 5176 AG 2% 01/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $5M – 0.03
FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $8M – 0.06
FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT CSTR 08/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $13M – 0.10
FEDERAL HOME LN MTG MLT CTF GT K727 A2 2.946% 07/25/2024 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $7M – 0.06
FEDERAL HOME LN MTG MLT CTF GT K729 A2 3.136% 10/25/2024 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $8M – 0.06
FEDERAL HOME LN MTG MLT CTF GT K757 A2 2.05% 11/25/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $4M – 0.03
FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2052 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 Long ABS-collateralized bond/debt obligation US $2M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049 Long ABS-collateralized bond/debt obligation US $2M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046 Long ABS-collateralized bond/debt obligation US $4M – 0.03
FEDERAL NAT MTG ASN GTD REM PA 2% 08/25/2051 Long ABS-collateralized bond/debt obligation US $6M – 0.05
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 Long ABS-collateralized bond/debt obligation US $14M – 0.10
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047 Long ABS-collateralized bond/debt obligation US $7M – 0.05
FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 Long ABS-collateralized bond/debt obligation US $3M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 Long ABS-collateralized bond/debt obligation US $985K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 Long ABS-collateralized bond/debt obligation US $2M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 Long ABS-collateralized bond/debt obligation US $3M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 Long ABS-collateralized bond/debt obligation US $2M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 Long ABS-collateralized bond/debt obligation US $2M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 22-66 KA 5% 10/25/2052 Long ABS-collateralized bond/debt obligation US $3M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044 Long ABS-collateralized bond/debt obligation US $8M – 0.06
FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 Long ABS-collateralized bond/debt obligation US $277K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 4.5% 12/25/2048 Long ABS-collateralized bond/debt obligation US $14M – 0.11
FEDERAL NAT MTG ASN GTD REM PA 5% 04/25/2046 Long ABS-collateralized bond/debt obligation US $15M – 0.11
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A Long Debt US $11M – 0.08
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A Long Debt US $14M – 0.10
FHLG 15YR 2.5% 01/01/2030#SB0800 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7M – 0.05
FHLG 15YR 2% 06/01/2035#QN2290 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11M – 0.08
FHLG 15YR 3% 09/01/2034#SB0072 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.02
FHLG 20YR 1.5% 02/01/2041#RB5099 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 20YR 1.5% 03/01/2041#RB5104 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 20YR 1.5% 04/01/2041#RB5107 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 20YR 1.5% 12/01/2040#RB5089 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 20YR 2.5% 01/01/2041#SC0119 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.01
FHLG 20YR 2.5% 02/01/2042#SC0248 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 20YR 2.5% 04/01/2041#SC0158 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.03
FHLG 20YR 2.5% 05/01/2041#SC0167 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12M – 0.09
FHLG 20YR 2.5% 05/01/2041#SC0237 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5M – 0.03
FHLG 20YR 2.5% 07/01/2041#SC0157 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.02
FHLG 20YR 2.5% 08/01/2041#QK0985 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $702K – 0.01
FHLG 20YR 2.5% 09/01/2041#SC0185 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.01
FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $758K – 0.01
FHLG 20YR 2.5% 11/01/2041#QK1167 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $871K – 0.01
FHLG 20YR 2.5% 11/01/2041#SC0210 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11M – 0.08
FHLG 20YR 2% 02/01/2041#QK0646 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $396K – 0.00
FHLG 20YR 2% 02/01/2041#RB5100 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 20YR 2% 07/01/2041#SC0162 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11M – 0.08
FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.04
FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5M – 0.04
FHLG 30YR 3.5% 05/01/2051# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13M – 0.09
FHLG 30YR 5.5% 09/01/2052#SD1579 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.05
FHLG 30YR 5% 05/01/2052#QE2376 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $371K – 0.00
FHLG 30YR 5% 06/01/2052#QE4073 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 5% 10/01/2052#SD1733 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 30YR 5% 12/01/2052#SD1924 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5M – 0.04
FHLG 30YR 6.5% 10/01/2053#RJ0001 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.03
FHLG 30YR 6.5% 10/01/2053#RJ0002 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.03
FHLG 30YR 6% 11/01/2053#RJ0189 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $194K – 0.00
FHLM 30YR 6% 09/01/2053#RA9856 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $338K – 0.00
FHMS 2018-K731 A2 3.6% 02/25/25 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $3M – 0.02
FHMS K059 A2 CSTR 09/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $2M – 0.02
Fidelity Cash Central Fund (Fidelity Revere Street Trust) Long Short-term investment vehicle US $622M 622M 4.59
Fidelity Emerging Markets Debt Central Fund (Fidelity Hanover Street Trust) Long Equity-common US $2B 265M 15.50
Fidelity Floating Rate Central Fund (Fidelity Central Investment Portfolios LLC) Long Equity-common US $739M 8M 5.45
Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) Long Short-term investment vehicle US $8K 7K 0.00
FIESTA PURCHASER INC 7.875% 03/01/2031 144A Long Debt US $5M – 0.04
FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A Long Debt CA $8M – 0.06
FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A Long Debt CA $7M – 0.05
FISERV INC Long Equity-common US $8M 54K 0.06
FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A (FMG RESOURCES AUG'06 PTY LTD) Long Debt AU $4M – 0.03
FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A (FMG RESOURCES AUG'06 PTY LTD) Long Debt AU $5M – 0.04
FNMA 15YR 2.5% 01/01/2030#FS3868 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5M – 0.04
FNMA 15YR 2% 02/01/2028#FS3865 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $925K – 0.01
FNMA 15YR 2% 07/01/2035#FM3159 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $657K – 0.00
FNMA 15YR 2% 08/35#MA4095 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 15YR 3.5% 09/01/2033#MA3462 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.02
FNMA 15YR 3% 11/01/2034#CA4460 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6M – 0.05
FNMA 20YR 1.5% 01/01/2041#MA4231 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 20YR 1.5% 02/01/2041#MA4266 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 20YR 1.5% 03/01/2041#MA4286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 20YR 1.5% 11/01/2040#MA4175 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 20YR 1.5% 11/01/2041#MA4473 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $19M – 0.14
FNMA 20YR 1.5% 12/01/2040#MA4202 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 20YR 2.5% 03/01/2041#CA9362 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2.5% 05/01/2041#CB0471 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2.5% 05/01/2041#FM7587 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2.5% 05/01/2042#RB0710 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $374K – 0.00
FNMA 20YR 2.5% 05/01/2042#RB0806 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $156K – 0.00
FNMA 20YR 2.5% 07/01/2040#CA6462 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2.5% 07/01/2041#CB1074 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2.5% 08/01/2041#CB1343 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.01
FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 2% 04/01/2041# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $870K – 0.01
FNMA 20YR 2% 05/01/2041#MA4333 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $881K – 0.01
FNMA 20YR 2% 07/01/2041#CB1069 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.02
FNMA 20YR 2% 07/01/2041#CB1071 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.03
FNMA 20YR 2% 08/01/2041#CB1337 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.02
FNMA 20YR 2% 10/01/2041#CB1837 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.01
FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8M – 0.06
FNMA 20YR 2% 11/01/2041#CB2110 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.03
FNMA 20YR 2% 11/01/2041#FS0106 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5M – 0.03
FNMA 20YR 2% 12/01/2040#FM5042 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $921K – 0.01
FNMA 20YR 2% 12/01/2041#FM9851 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.01
FNMA 20YR 3% 09/01/2041#FM9587 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 20YR 3% 10/01/2040#FM7397 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.03
FNMA 30YR 3.5% 03/01/2052#CB3128 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $413K – 0.00
FNMA 30YR 3% 02/01/2052#FS0631 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.02
FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $154K – 0.00
FNMA 30YR 5% 05/01/2052#CB3647 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.02
FNMA 30YR 5% 06/01/2052#BU8753 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $912K – 0.01
FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.02
FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.03
FNMA 30YR 5% 11/01/2052#FS3248 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.01
FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 5% 12/01/2052#CB5273 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $711K – 0.01
FNMA 30YR 6% 03/01/2054#CB8112 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $299K – 0.00
FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.03
FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.02
FNMA 30YR 6% 09/01/2053#CB7123 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $287K – 0.00
FNMA 30YR 6% 11/01/2053#FS6498 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $973K – 0.01
FNMA GTD MTG PASS THRU CTF 2020-75 HA 1.5% 12/25/2044 Long ABS-collateralized bond/debt obligation US $10M – 0.08
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040 Long ABS-collateralized bond/debt obligation US $2M – 0.01
FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049 Long Loan US $0.13 – 0.00
FORBES ENERGY SVCS LTD NEW Long Equity-common US $13.52 135K 0.00
FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A Long Debt US $4M – 0.03
FORTUNE BRANDS INNOVATIONS INC Long Equity-common US $7M 106K 0.05
FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A Long Debt US $3M – 0.02
FREMF 2015-KPLB B MORTGAGE TRUST 2.5% 05/25/2025 144A (FREMF 2015-KPLB MORTGAGE TRUST) Long ABS-mortgage backed security XX $38M – 0.28
FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A Long Debt US $6M – 0.05
FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A Long Debt US $11M – 0.08
FX Forward: EUR/USD settle 2024-07-19 (HSBC BANK PLC) Derivative-foreign exchange GB $-7K – -0.00
FX Forward: USD/AUD settle 2024-07-19 (BANK OF AMERICA, N.A.) Derivative-foreign exchange US $-329K – -0.00
FX Forward: USD/CAD settle 2024-07-19 (STATE STREET BANK AND TRUST COMPANY) Derivative-foreign exchange US $-102K – -0.00
FX Forward: USD/EUR settle 2024-07-01 (STATE STREET BANK AND TRUST COMPANY) Derivative-foreign exchange US $774.49 – 0.00
FX Forward: USD/EUR settle 2024-07-19 (ROYAL BANK OF CANADA) Derivative-foreign exchange CA $3K – 0.00
FX Forward: USD/EUR settle 2024-07-19 (CITIBANK, N.A.) Derivative-foreign exchange US $3K – 0.00
FX Forward: USD/EUR settle 2024-07-19 (ROYAL BANK OF CANADA) Derivative-foreign exchange CA $-10K – -0.00
FX Forward: USD/EUR settle 2024-07-19 (STATE STREET BANK AND TRUST COMPANY) Derivative-foreign exchange US $-2M – -0.02
FX Forward: USD/GBP settle 2024-07-19 (BROWN BROTHERS HARRIMAN and CO.) Derivative-foreign exchange US $466K – 0.00
GAINWELL TERM B 1LN 10/01/2027 (GAINWELL ACQUISITION CORP) Long Loan US $9M – 0.07
GANNETT HOLDINGS LLC 6% 11/01/2026 144A Long Debt US $4M – 0.03
GARDEN SPINCO CORP 8.625% 07/20/2030 144A Long Debt US $3M – 0.02
GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A Long Debt AE $5M – 0.04
GEN DIGITAL INC Long Equity-common US $5M 198K 0.04
GEN DIGITAL INC 5% 04/15/2025 144A Long Debt US $6M – 0.05
GEO GROUP INC/THE 10.25% 04/15/2031 144A Long Debt US $7M – 0.05
GEO GROUP INC/THE 8.625% 04/15/2029 144A Long Debt US $9M – 0.07
GEO GROUP TERM B 1LN 04/14/2029 (GEO GROUP INC/THE) Long Loan US $2M – 0.01
GERMANY FEDERAL REPUBLIC OF 1.8% 08/15/2053 REGS Long Debt DE $20M – 0.15
GERMANY FEDERAL REPUBLIC OF 2.2% 12/12/2024 REGS Long Debt DE $71M – 0.52
GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS Long Debt DE $28M – 0.20
GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2033 REGS Long Debt DE $221M – 1.63
GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A Long Debt CA $5M – 0.04
GFL ENVIRONMENTAL INC 4% 08/01/2028 144A Long Debt CA $4M – 0.03
GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A Long Debt CA $4M – 0.03
GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A Long Debt US $3M – 0.03
GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-11M – -0.08
GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $638K – 0.00
GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $335K – 0.00
GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $35M – 0.26
GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-24M – -0.18
GNII II 2% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $12M – 0.09
GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $5M – 0.03
GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.01
GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3M – 0.02
GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3M – 0.02
GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4M – 0.03
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A Long Debt US $5M – 0.04
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A Long Debt US $6M – 0.04
GOLDEN NUGGET TERM B 1LN 01/27/2029 (FERTITTA ENTERTAINMENT LLC NV) Long Loan US $13M – 0.10
GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP Long Equity-preferred US $30M – 0.22
GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A Long Debt US $4M – 0.03
GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A Long Debt US $3M – 0.02
GRAPHIC PACKAGING HOLDING CO Long Equity-common US $9M 333K 0.06
GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A Long Debt US $3M – 0.02
GREAT OUTDOORS TERM B2 1LN 03/05/2028 (GREAT OUTDOORS GROUP LLC) Long Loan US $1M – 0.01
GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A Long Debt US $3M – 0.02
GRIFOLS SA 4.75% 10/15/2028 144A Long Debt ES $2M – 0.02
GSCM SWAP PAY 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) Derivative-interest rate US $1M – 0.01
GSCM SWAP REC 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) Derivative-interest rate US $234K – 0.00
GTCR AP FINANCE INC 8% 05/15/2027 144A Long Debt US $3M – 0.02
GTT COMMUNICATIONS INC Long Equity-common US $2M 52K 0.01
GTT COMMUNICATIONS INC TERM HOLDCO 1LN 06/30/2028 Long Loan US $2M – 0.01
GTT REMAINCO LLC 1LN 12/30/2027 Long Loan US $3M – 0.02
H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A Long Debt US $9M – 0.07
HEALTHEQUITY INC 4.5% 10/01/2029 144A Long Debt US $3M – 0.02
HERTZ CORP 12.625% 07/15/2029 144A Long Debt US $1M – 0.01
HERTZ CORP 4.625% 12/01/2026 144A Long Debt US $2M – 0.01
HERTZ CORP 5.5% 10/15/2024 144A Long Debt US $213K – 0.00
HERTZ CORP 5% 12/01/2029 144A Long Debt US $2M – 0.02
HERTZ CORP 6.25% 12/31/2049 Long Debt US $220K – 0.00
HERTZ CORP 6% 01/15/2028 144A Long Debt US $521K – 0.00
HERTZ CORP 7.125% 08/01/2026 144A Long Debt US $568K – 0.00
HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A Long Debt US $4M – 0.03
HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A Long Debt US $6M – 0.05
HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A Long Debt US $3M – 0.02
HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A Long Debt US $9M – 0.07
HF SINCLAIR CORP 5% 02/01/2028 144A Long Debt US $4M – 0.03
HF SINCLAIR CORP 6.375% 04/15/2027 144A Long Debt US $3M – 0.02
HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A Long Debt US $3M – 0.02
HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A Long Debt US $7M – 0.05
HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A Long Debt US $3M – 0.02
HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030 Long Debt US $11M – 0.08
HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A Long Debt US $4M – 0.03
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027 Long Debt US $5M – 0.04
HOLOGIC INC 4.625% 02/01/2028 144A Long Debt US $2M – 0.02
HOWARD MIDSTREAM ENERGY PARTNERS LLC 8.875% 07/15/2028 144A Long Debt US $7M – 0.05
HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS Long Debt GB $12M – 0.09
HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A Long Debt US $16M – 0.11
HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A Long Debt US $18M – 0.14
HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A Long Debt US $7M – 0.05
HUB INTERNATIONAL TERM B 1LN 06/20/2030 (HUB INTERNATIONAL LTD) Long Loan US $2M – 0.02
HUDBAY MINERALS INC 4.5% 04/01/2026 144A Long Debt CA $4M – 0.03
HUNTER DOUGLAS TERM B 1LN 02/25/2029 (HUNTER DOUGLAS INC) Long Loan US $10M – 0.08
ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) Long Debt US $5M – 0.04
ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) Long Debt US $18M – 0.13
ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) Long Debt US $10M – 0.07
IHEARTMEDIA INC Long Equity-common US $28.34 26 0.00
INGEVITY CORP 3.875% 11/01/2028 144A Long Debt US $6M – 0.04
INMARSAT TERM B 1LN 09/13/2029 (CONNECT US FINCO LLC) Long Loan US $5M – 0.04
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A Long Debt CA $2M – 0.02
INTERNET BRANDS TERM B 1LN 05/03/2028 (MH SUB I LLC) Long Loan US $8M – 0.06
ION ANALYTICS TERM 1 LN 02/16/2028 (ACURIS FINANCE US INC) Long Loan US $602K – 0.00
ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A Long Debt LU $5M – 0.04
ION TRADING TECHNOLOGIES SARL 9.5% 05/30/2029 144A Long Debt LU $4M – 0.03
IQVIA INC 5% 05/15/2027 144A Long Debt US $6M – 0.04
IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A Long Debt US $4M – 0.03
IRON MTN INC 4.875% 09/15/2029 144A (IRON MOUNTAIN INC) Long Debt US $14M – 0.10
IRON MTN INC 5.25% 07/15/2030 144A (IRON MOUNTAIN INC) Long Debt US $6M – 0.04
IRON MTN INC 5.625% 07/15/2032 144A (IRON MOUNTAIN INC) Long Debt US $6M – 0.04
IRON MTN INC 5% 07/15/2028 144A (IRON MOUNTAIN INC) Long Debt US $6M – 0.05
JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A Long Debt US $4M – 0.03
JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A Long Debt IE $5M – 0.04
JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A Long Debt US $4M – 0.03
JONAH ENERGY PARENT LLC 12% 11/05/2025 P/P Long Debt US $4M – 0.03
JPMORGAN CHASE and CO 4.6%/VAR PERP Long Equity-preferred US $13M – 0.10
JPMORGAN CHASE and CO 4/VAR PERP Long Equity-preferred US $19M – 0.14
JPMORGAN CHASE and CO 5/VAR PERP Long Equity-preferred US $19M – 0.14
KAISER ALUMINUM CORP 4.625% 03/01/2028 144A Long Debt US $6M – 0.05
KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A Long Debt US $10M – 0.07
KINETIK HOLDINGS LP 5.875% 06/15/2030 144A Long Debt US $4M – 0.03
KLA CORP Long Equity-common US $15M 19K 0.11
KLOECKNER PENTAPLAST TERM B 1LN 02/09/2026 (KLOECKNER PENTAPLAST OF AMERICA INC) Long Loan US $724K – 0.01
KONTOOR BRANDS INC 4.125% 11/15/2029 144A Long Debt US $2M – 0.02
KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A Long Debt US $5M – 0.04
LAM RESEARCH CORP Long Equity-common US $17M 16K 0.13
LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A Long Debt US $5M – 0.04
LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A Long Debt US $2M – 0.02
LBM ACQUISITION LLC 6.25% 01/15/2029 144A Long Debt US $7M – 0.05
LCH OIS SOFRV3.5% MAC 09/18/27 (LONDON CLEARING HOUSE) Derivative-interest rate GB $929K – 0.01
LCH OIS SOFRV3.5% MAC 09/18/31 (LONDON CLEARING HOUSE) Derivative-interest rate GB $725K – 0.01
LCH OIS SOFRV3.75% MAC 09/18/26 (LONDON CLEARING HOUSE) Derivative-interest rate GB $-6K – -0.00
LCH OIS SOFRV3.75% MAC 09/18/34 (LONDON CLEARING HOUSE) Derivative-interest rate GB $-64K – -0.00
LCH OIS SOFRV3.75% MAC 09/18/44 (LONDON CLEARING HOUSE) Derivative-interest rate GB $94K – 0.00
LCM INVESTMENTS HOLDINGS 8.25% 08/01/2031 144A Long Debt US $3M – 0.03
LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A Long Debt IE $6M – 0.04
LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A Long Debt IE $6M – 0.04
LGI HOMES INC 8.75% 12/15/2028 144A Long Debt US $3M – 0.02
LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A Long Debt US $3M – 0.02
LIGHT and WONDER TERM B 1LN 04/16/2029 (LIGHT and WONDER INTERNATIONAL INC) Long Loan US $1M – 0.01
LOWES COS INC Long Equity-common US $6M 27K 0.04
LSB INDUSTRIES INC 6.25% 10/15/2028 144A Long Debt US $9M – 0.07
LVMH MOET HENNESSY LOUIS VUITTON SE Long Equity-common FR $3M 4K 0.02
MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A Long Debt GB $2M – 0.01
MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A Long Debt GB $3M – 0.02
MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A Long Debt GB $4M – 0.03
MADISON IAQ LLC 4.125% 06/30/2028 144A Long Debt US $5M – 0.04
MADISON IAQ LLC 5.875% 06/30/2029 144A Long Debt US $4M – 0.03
MADISON IAQ TERM B 1LN 06/21/2028 (MADISON IAQ LLC) Long Loan US $1M – 0.01
MAPFRE SA 2.875% 04/13/2030 REGS Long Debt ES $13M – 0.09
MARTIN MARIETTA MATERIALS INC Long Equity-common US $5M 10K 0.04
MARVELL TECHNOLOGY INC Long Equity-common US $6M 87K 0.04
MASTERCARD INC CL A Long Equity-common US $12M 28K 0.09
MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2027 144A Long Debt US $6M – 0.04
MCAFEE TERM B 1LN 03/01/2029 (MCAFEE CORP) Long Loan US $14M – 0.10
MCDONALDS CORP 4.25% 03/07/2035 REGS Long Debt US $8M – 0.06
MCLAREN FINANCE PLC 7.5% 08/01/2026 144A Long Debt GB $3M – 0.02
MEDLINE TERM B 1LN 10/23/2028 (MEDLINE BORROWER LP) Long Loan US $10M – 0.07
MEG ENERGY CORP 7.125% 02/01/2027 144A Long Debt CA $3M – 0.02
MERLIN ENTERTAINMENTS PLC 5.75% 06/15/2026 144A Long Debt GB $5M – 0.03
MESQUITE ENERGY INC Long Equity-common US $15M 185K 0.11
MESQUITE ENERGY INC 7.25% 12/31/2049 144A Long Debt US $1.28 – 0.00
META PLATFORMS INC CL A Long Equity-common US $41M 81K 0.30
MGIC INVESTMENT CORP 5.25% 08/15/2028 Long Debt US $5M – 0.03
MGM RESORTS INTERNATIONAL 4.75% 10/15/2028 Long Debt US $6M – 0.05
MICRON TECHNOLOGY INC Long Equity-common US $6M 49K 0.05
MICROSOFT CORP Long Equity-common US $27M 61K 0.20
MICROSTRATEGY INC 6.125% 06/15/2028 144A Long Debt US $10M – 0.07
MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A Long Debt LU $893K – 0.01
MINERAL RESOURCES LTD 8.125% 05/01/2027 144A Long Debt AU $11M – 0.08
MINERAL RESOURCES LTD 8.5% 05/01/2030 144A Long Debt AU $2M – 0.02
MINERAL RESOURCES LTD 8% 11/01/2027 144A Long Debt AU $3M – 0.02
MINERAL RESOURCES LTD 9.25% 10/01/2028 144A Long Debt AU $5M – 0.04
MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A Long Debt US $4M – 0.03
MITER BRANDS TERM B2 1LN 03/28/2031 (MIWD HOLDCO II LLC) Long Loan US $337K – 0.00
MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A Long Debt US $2M – 0.01
MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A Long Debt US $2M – 0.02
MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A Long Debt US $5M – 0.04
MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A Long Debt US $6M – 0.04
MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A Long Debt US $4M – 0.03
MOODYS CORP Long Equity-common US $6M 15K 0.05
MOOG INC 4.25% 12/15/2027 144A Long Debt US $2M – 0.01
MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $4M – 0.03
MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $8M – 0.06
MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $17M – 0.13
MSCI INC 4% 11/15/2029 144A Long Debt US $2M – 0.01
MURPHY OIL USA INC 4.75% 09/15/2029 Long Debt US $4M – 0.03
MURPHY OIL USA INC 5.625% 05/01/2027 Long Debt US $4M – 0.03
MURRAY ENERGY CORP 11.25% 12/31/2049 144A Long Debt US $0.59 – 0.00
MURRAY ENERGY CORP PIK VAR 12/31/2049 144A Long Debt US $0.64 – 0.00
NABORS INDUSTRIES INC 9.125% 01/31/2030 144A Long Debt US $6M – 0.04
NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A Long Debt BM $5M – 0.04
NATIONAL GRID PLC 4.275% 01/16/2035 REGS Long Debt GB $14M – 0.10
NATWEST GRP PLC(UNGTD) 5.763/VAR 02/28/2034 REGS (NATWEST GROUP PLC) Long Debt GB $19M – 0.14
NCL CORP LTD 5.875% 02/15/2027 144A Long Debt BM $6M – 0.04
NCR ATLEOS CORP 9.5% 04/01/2029 144A Long Debt US $4M – 0.03
NCR VOYIX CORP 5.25% 10/01/2030 144A Long Debt US $12M – 0.09
NCR VOYIX CORP 5% 10/01/2028 144A Long Debt US $3M – 0.02
NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A Long Debt US $22M – 0.16
NESCO HOLDINGS II INC 5.5% 04/15/2029 144A Long Debt US $7M – 0.05
NEW COTAI LLC PIK CONV 5% 02/24/2027 Long Debt US $6M – 0.05
NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P (NEW COTAI LLC / NEW COTAI CAP CORP) Long Equity-common US $2M 2M 0.01
NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A Long Debt US $3M – 0.02
NEXTRACKER INC CL A Long Equity-common US $8M 178K 0.06
NGPL PIPECO LLC 4.875% 08/15/2027 144A Long Debt US $2M – 0.01
NIELSEN HOLDINGS TERM B 1LN 04/11/2029 (NEPTUNE BIDCO US INC) Long Loan US $7M – 0.05
NN GROUP NV 6%/VAR 11/03/2043 REGS Long Debt NL $13M – 0.10
NOBLE FINANCE II LLC 8% 04/15/2030 144A Long Debt US $3M – 0.02
NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A Long Debt US $3M – 0.02
NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A Long Debt US $6M – 0.04
NOVA CHEMICALS CORP 8.5% 11/15/2028 144A Long Debt CA $4M – 0.03
NOVOLEX TERM 1LN 04/13/2029 (CLYDESDALE ACQUISITION HOLDINGS INC) Long Loan US $32M – 0.24
NRG ENERGY INC 3.375% 02/15/2029 144A Long Debt US $3M – 0.02
NRG ENERGY INC 3.625% 02/15/2031 144A Long Debt US $5M – 0.04
NRG ENERGY INC 3.875% 02/15/2032 144A Long Debt US $500K – 0.00
NRG ENERGY INC 5.75% 01/15/2028 Long Debt US $19M – 0.14
NUSTAR LOGISTICS LP 6% 06/01/2026 Long Debt US $7M – 0.05
NVENT ELECTRIC PLC Long Equity-common IE $9M 114K 0.06
NVIDIA CORP Long Equity-common US $77M 626K 0.57
NXP SEMICONDUCTORS NV Long Equity-common NL $5M 20K 0.04
OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029 Long Debt US $3M – 0.02
OEC FIN LTD PIK 7.5% PERP 144A Long Equity-preferred KY $2K – 0.00
OLIN CORP Long Equity-common US $7M 150K 0.05
OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A Long Debt US $6M – 0.05
OLYMPUS WATER US HOLDING CORPORATION 7.125% 10/01/2027 144A Long Debt US $3M – 0.03
OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A Long Debt US $15M – 0.11
ON SEMICONDUCTOR CORP Long Equity-common US $17M 247K 0.13
ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A Long Debt US $6M – 0.05
ONE TORONTO GAMING TERM B 1LN 08/01/2030 (ONTARIO GAMING GTA LP) Long Loan CA $3M – 0.02
ONEMAIN FINANCE CORP 4% 09/15/2030 Long Debt US $3M – 0.02
ONEMAIN FINANCE CORP 5.375% 11/15/2029 Long Debt US $5M – 0.04
ONEMAIN FINANCE CORP 6.625% 01/15/2028 Long Debt US $4M – 0.03
ONEMAIN FINANCE CORP 7.125% 03/15/2026 Long Debt US $33M – 0.25
ONEMAIN FINANCE CORP 7.875% 03/15/2030 Long Debt US $3M – 0.02
ONEMAIN HOLDINGS INC (ONEMAIN HLDGS INC) Long Equity-common US $15M 299K 0.11
ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A Long Debt CA $6M – 0.04
OPEN TEXT CORPORATION 6.9% 12/01/2027 144A Long Debt CA $5M – 0.04
OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A Long Debt US $3M – 0.02
OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A Long Debt US $2M – 0.02
OPENLANE INC 5.125% 06/01/2025 144A Long Debt US $6M – 0.05
ORACLE CORP Long Equity-common US $10M 73K 0.08
ORANGE 5.375%/VAR PERP REGS Long Equity-preferred FR $7M – 0.05
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A Long Debt US $9M – 0.07
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A Long Debt US $8M – 0.06
ORSTED A/S 5.25%/VAR 12/08/3022 REGS Long Debt DK $6M – 0.05
PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047 Long Debt US $2M – 0.01
PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045 Long Debt US $3M – 0.02
PACIFIC GAS and ELECTRIC CO 4% 12/01/2046 Long Debt US $6M – 0.04
PALO ALTO NETWORKS INC Long Equity-common US $6M 19K 0.05
PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A Long Debt US $9M – 0.07
PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A Long Debt US $2M – 0.02
PAREXEL TERM B 1LN 11/15/2028 (PHOENIX NEWCO INC) Long Loan US $3M – 0.02
PARKER HANNIFIN CORP (PARKER-HANNIFIN CORP) Long Equity-common US $10M 20K 0.08
PARKLAND CORP 4.5% 10/01/2029 144A Long Debt CA $4M – 0.03
PARKLAND CORP 4.625% 05/01/2030 144A Long Debt CA $5M – 0.04
PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028 Long Debt US $15M – 0.11
PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A Long Debt US $8M – 0.06
PENHALL ACQUISITION CMPNY SHAREHOLDERS REPRESENTATIVE ESCROW LINE (PENHALL ACQUISITION COMPANY) Long Equity-common US $0.15 15K 0.00
PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A Long Debt US $4M – 0.03
PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A Long Debt US $5M – 0.04
PERMIAN RESOURCES CORP CL A Long Equity-common US $23M 1M 0.17
PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A Long Debt US $4M – 0.03
PETSMART INC / PETSMART FINANCE CORP 4.75% 02/15/2028 144A Long Debt US $5M – 0.04
PETSMART INC / PETSMART FINANCE CORP 7.75% 02/15/2029 144A Long Debt US $4M – 0.03
PG and E CORP Long Equity-common US $8M 476K 0.06
PG and E CORP 5.25% 07/01/2030 Long Debt US $5M – 0.04
PG and E CORP 5% 07/01/2028 Long Debt US $13M – 0.10
PIKE CORP 5.5% 09/01/2028 144A Long Debt US $18M – 0.13
PIKE CORP 8.625% 01/31/2031 144A Long Debt US $7M – 0.05
PINTEREST INC CL A Long Equity-common US $9M 199K 0.06
PORTLAND GENERAL ELECTRIC CO Long Equity-common US $604K 14K 0.00
POST HLDGS INC 4.5% 09/15/2031 144A (POST HOLDINGS INC) Long Debt US $11M – 0.08
POST HLDGS INC 4.625% 04/15/2030 144A (POST HOLDINGS INC) Long Debt US $6M – 0.04
POST HLDGS INC 5.5% 12/15/2029 144A (POST HOLDINGS INC) Long Debt US $12M – 0.09
PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A Long Debt US $4M – 0.03
PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A Long Debt US $690K – 0.01
PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024 Long Debt US $11M – 0.08
PROLOGIS INTL FDG II SA 3.125% 06/01/2031 REGS (PROLOGIS INTERNATIONAL FUNDING II SA) Long Debt LU $22M – 0.16
PROLOGIS INTL FDG II SA 4.625% 02/21/2035 REGS (PROLOGIS INTERNATIONAL FUNDING II SA) Long Debt LU $10M – 0.07
PROOFPOINT TERM B 1LN 08/31/2028 (PROOFPOINT INC) Long Loan US $35M – 0.26
PTC INC 3.625% 02/15/2025 144A Long Debt US $4M – 0.03
PTC INC 4% 02/15/2028 144A Long Debt US $3M – 0.03
PUREWEST ENERGY LLC Long Equity-common US $2K 11K 0.00
QLIK TERM B 1LN 10/28/2030 (PROJECT ALPHA INTERMEDIATE HOLDING INC) Long Loan US $5M – 0.04
QWEST CORP 7.25% 09/15/2025 (QWEST CORPORATION) Long Debt US $929K – 0.01
RAND PARENT LLC 8.5% 02/15/2030 144A Long Debt US $7M – 0.05
REALPAGE TERM B 1LN 04/22/2028 (REALPAGE INC) Long Loan US $3M – 0.02
ROBLOX CORP 3.875% 05/01/2030 144A Long Debt US $4M – 0.03
ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A Long Debt US $2M – 0.01
ROLLS-ROYCE PLC 5.75% 10/15/2027 144A Long Debt GB $7M – 0.05
ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A Long Debt LR $4M – 0.03
ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A Long Debt LR $5M – 0.04
ROYAL CARIBBEAN CRUISES LTD 7.25% 01/15/2030 144A Long Debt LR $3M – 0.02
ROYAL CARIBBEAN CRUISES LTD 8.25% 01/15/2029 144A Long Debt LR $13M – 0.10
ROYAL CARIBBEAN CRUISES LTD 9.25% 01/15/2029 144A Long Debt LR $18M – 0.13
RWE AG 4.125% 02/13/2035 REGS Long Debt DE $11M – 0.08
SABERT TERM B 1LN 12/16/2026 (SABERT CORPORATION) Long Loan US $3M – 0.02
SABLE INTL FIN LTD 5.75% 09/07/2027 144A (SABLE INTL FINANCE LTD) Long Debt KY $13M – 0.10
SALESFORCE INC Long Equity-common US $10M 37K 0.07
SAMPO OYJ 2.5%/VAR 09/03/2052 REGS Long Debt FI $2M – 0.02
SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055 (MESQUITE ENERGY INC) Long Loan US $0.15 – 0.00
SANCHEZ TERM 1LN DIP 12/31/2055 (MESQUITE ENERGY INC) Long Loan US $0.34 – 0.00
SBA COMMUNICATIONS CORP 3.875% 02/15/2027 Long Debt US $9M – 0.07
SCIH SALT HLDGS INC 4.875% 05/01/2028 144A Long Debt US $4M – 0.03
SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A Long Debt US $6M – 0.05
SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031 Long Debt US $5M – 0.04
SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A Long Debt US $1M – 0.01
SEADRILL FINANCE LTD 8.375% 08/01/2030 144A Long Debt BM $6M – 0.04
SEAGATE HDD CAYMAN 8.25% 12/15/2029 Long Debt KY $10M – 0.07
SEAGATE HDD CAYMAN 8.5% 07/15/2031 Long Debt KY $6M – 0.05
SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A Long Debt US $3M – 0.02
SEASPAN CORPORATION 5.5% 08/01/2029 144A Long Debt MH $4M – 0.03
SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A (SEAWORLD PARKS and ENTERTAINMENT INC) Long Debt US $5M – 0.04
SELP FINANCE SARL 0.875% 05/27/2029 REGS Long Debt LU $5M – 0.04
SELP FINANCE SARL 3.75% 08/10/2027 REGS Long Debt LU $11M – 0.08
SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A Long Debt NL $5M – 0.04
SERVICE CORP INTERNATIONAL INC 4% 05/15/2031 Long Debt US $5M – 0.04
SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029 (SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP) Long Debt US $4M – 0.03
SHEARER'S FOODS TERM B 1LN 02/12/2031 (FIESTA PURCHASER INC) Long Loan US $946K – 0.01
SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A Long Debt US $4M – 0.03
SINCLAIR BROADCASTING TERM 1LN 08/24/2026 (DIAMOND SPORTS GROUP LLC) Long Loan US $1M – 0.01
SIRIUS XM RADIO INC 3.875% 09/01/2031 144A Long Debt US $5M – 0.03
SIRIUS XM RADIO INC 4% 07/15/2028 144A Long Debt US $4M – 0.03
SIRIUS XM RADIO INC 5% 08/01/2027 144A Long Debt US $4M – 0.03
SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A Long Debt US $7M – 0.05
SM ENERGY CO 5.625% 06/01/2025 Long Debt US $4M – 0.03
SM ENERGY CO 6.625% 01/15/2027 Long Debt US $13M – 0.09
SM ENERGY CO 6.75% 09/15/2026 Long Debt US $3M – 0.02
SMYRNA READY MIX LLC 8.875% 11/15/2031 144A Long Debt US $11M – 0.08
SOLENIS TERM B 1LN 11/09/2028 (OLYMPUS WATER US HOLDING CORPORATION) Long Loan US $2M – 0.01
SOLERA TERM B 1LN 06/02/2028 (POLARIS NEWCO LLC) Long Loan US $3M – 0.02
SOTHEBY'S TERM B 1LN 01/15/2027 (SOTHEBYS) Long Loan US $3M – 0.02
SOUTHEASTERN GROCERS INC CVR RT Long Equity-common US $642K 584K 0.00
SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031 Long Debt US $16M – 0.12
SOUTHERN NAT GAS CO LLC 8% 03/01/2032 Long Debt US $11M – 0.08
SOUTHWESTERN ENERGY CO 5.375% 03/15/2030 Long Debt US $5M – 0.04
SOUTHWESTERN ENERGY CO STEP 01/23/2025 Long Debt US $149K – 0.00
SPECTRUM BRANDS INC 3.875% 03/15/2031 144A Long Debt US $857K – 0.01
SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A Long Debt KY $3M – 0.03
SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A Long Debt KY $1M – 0.01
SRS DISTRIBUTION INC 4.625% 07/01/2028 144A Long Debt US $6M – 0.04
SRS DISTRIBUTION INC 6.125% 07/01/2029 144A Long Debt US $2M – 0.02
STATION CASINOS LLC 4.625% 12/01/2031 144A Long Debt US $4M – 0.03
STUDIO CITY FIN LTD 5% 01/15/2029 144A Long Debt VG $3M – 0.02
STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR Long Equity-common KY $780K 133K 0.01
STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A Long Equity-common KY $709K 121K 0.01
SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A Long Debt US $5M – 0.04
SUEZ SACA 2.375% 05/24/2030 REGS Long Debt FR $17M – 0.12
SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A (SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP) Long Debt US $6M – 0.05
SUMMIT MATLS LLC / FIN CORP 7.25% 01/15/2031 144A (SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP) Long Debt US $4M – 0.03
SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP Long Equity-preferred US $2M – 0.02
SUNNOVA ENERGY CORP 11.75% 10/01/2028 144A Long Debt US $6M – 0.04
SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A Long Debt US $1M – 0.01
SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030 Long Debt US $5M – 0.04
SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 Long Debt US $5M – 0.04
SUNOCO LP / SUNOCO FIN CORP 7% 09/15/2028 144A Long Debt US $3M – 0.02
SUNSOURCE TERM 1LN 03/25/2031 (STS OPERATING INC) Long Loan US $3M – 0.02
SUPERIOR ENERGY SERVICES INC A Long Equity-common US $5M 66K 0.03
SYNAPTICS INC 4% 06/15/2029 144A Long Debt US $3M – 0.02
TAIWAN SEMIC MFG CO LTD SP ADR (TAIWAN SEMICONDUCTOR MFG CO LTD) Long Equity-common TW $7M 40K 0.05
TALEN ENERGY SUPPLY TERM TLB-EXIT 1LN 05/17/2030 (TALEN ENERGY SUPPLY LLC) Long Loan US $244K – 0.00
TALEN ENERGY SUPPLY TERM TLC-EXIT 1LN 05/17/2030 (TALEN ENERGY SUPPLY LLC) Long Loan US $160K – 0.00
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A Long Debt US $268K – 0.00
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A Long Debt US $3M – 0.02
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A Long Debt US $5M – 0.04
TALOS PRODUCTION INC 9.375% 02/01/2031 144A Long Debt US $3M – 0.02
TALOS PRODUCTION INC 9% 02/01/2029 144A Long Debt US $2M – 0.02
TAPESTRY INC Long Equity-common US $4M 91K 0.03
TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031 (TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN) Long Debt US $6M – 0.04
TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A Long Debt US $6M – 0.05
TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A Long Debt US $6M – 0.04
TEINE ENERGY LTD 6.875% 04/15/2029 144A Long Debt CA $4M – 0.03
TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A Long Debt LU $9M – 0.06
TELEVISAUNIVISION TERM 1LN 06/24/2029 (UNIVISION COMMUNICATIONS INC) Long Loan US $347K – 0.00
TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A Long Debt US $6M – 0.05
TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A Long Debt US $7M – 0.05
TENET HEALTHCARE CORP Long Equity-common US $5M 37K 0.04
TENET HEALTHCARE CORP 5.125% 11/01/2027 Long Debt US $11M – 0.08
TENET HEALTHCARE CORP 6.125% 06/15/2030 Long Debt US $14M – 0.10
TENET HEALTHCARE CORP 6.25% 02/01/2027 Long Debt US $20M – 0.15
TENET HEALTHCARE CORP 6.75% 05/15/2031 Long Debt US $3M – 0.02
TENNECO INC 8% 11/17/2028 144A Long Debt US $8M – 0.06
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039 Long Debt US $2M – 0.02
TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056 Long Debt US $4M – 0.03
TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027 Long Debt NL $3M – 0.02
TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029 Long Debt NL $3M – 0.02
TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029 Long Debt NL $3M – 0.02
THE BOOKING HOLDINGS INC (BOOKING HOLDINGS INC) Long Equity-common US $9M 2K 0.06
TKC HOLDINGS INC 6.875% 05/15/2028 144A Long Debt US $9M – 0.07
TKC HOLDINGS TERM 1LN 05/14/2028 (TKC HOLDINGS INC) Long Loan US $12M – 0.08
TOPBUILD CORP Long Equity-common US $15M 40K 0.11
TOPBUILD CORP 3.625% 03/15/2029 144A Long Debt US $3M – 0.02
TRANE TECHNOLOGIES PLC Long Equity-common IE $11M 34K 0.08
TRANSDIGM GROUP INC Long Equity-common US $6M 5K 0.05
TRANSDIGM INC 4.625% 01/15/2029 Long Debt US $9M – 0.06
TRANSDIGM INC 5.5% 11/15/2027 Long Debt US $67M – 0.49
TRANSDIGM INC 6.375% 03/01/2029 144A Long Debt US $8M – 0.06
TRANSDIGM INC 6.625% 03/01/2032 144A Long Debt US $3M – 0.02
TRANSDIGM INC 6.75% 08/15/2028 144A Long Debt US $13M – 0.10
TRANSDIGM INC 6.875% 12/15/2030 144A Long Debt US $22M – 0.17
TRANSDIGM INC 7.125% 12/01/2031 144A Long Debt US $6M – 0.04
TRANSOCEAN INC 8.25% 05/15/2029 144A Long Debt KY $2M – 0.01
TRANSOCEAN INC 8.5% 05/15/2031 144A Long Debt KY $2M – 0.01
TRANSOCEAN INC 8.75% 02/15/2030 144A Long Debt KY $11M – 0.08
TRANSOCEAN INC 8% 02/01/2027 144A Long Debt KY $4M – 0.03
TRANSOCEAN TITAN FIN LTD 8.375% 02/01/2028 144A Long Debt KY $6M – 0.04
TRI POINTE HOMES INC 5.7% 06/15/2028 Long Debt US $9M – 0.06
TRICER HOLDCO S.C.A CLASS A1 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A2 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A3 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A4 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A5 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A6 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A7 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A8 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A CLASS A9 PP (TRICER HOLDCO S.C.A.) Long Equity-common LU $4.04 404K 0.00
TRICER HOLDCO S.C.A. PREF PP Long Equity-preferred LU $2K 194M 0.00
TRIDENT TPI HLDGS INC 12.75% 12/31/2028 144A Long Debt US $3M – 0.02
TRINET GROUP INC 3.5% 03/01/2029 144A Long Debt US $4M – 0.03
TRITON WATER HOLDINGS 6.25% 04/01/2029 144A Long Debt US $3M – 0.02
TRIUMPH GROUP INC(NEW) 9% 03/15/2028 144A Long Debt US $4M – 0.03
TROPICANA TERM 1LN 01/24/2029 (NAKED JUICE LLC) Long Loan US $944K – 0.01
TRUIST INSURANCE TERM 2L 03/08/2032 (TRUIST INSURANCE HOLDINGS LLC) Long Loan US $11M – 0.08
TRUIST INSURANCE TERM B 1LN 05/06/2031 (TRUIST INSURANCE HOLDINGS LLC) Long Loan US $2M – 0.02
TTM TECHNOLOGIES INC 4% 03/01/2029 144A Long Debt US $4M – 0.03
UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A Long Debt US $12M – 0.09
UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A Long Debt US $6M – 0.04
UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A Long Debt US $32M – 0.24
UBER TECHNOLOGIES INC 8% 11/01/2026 144A Long Debt US $29M – 0.22
UBS GROUP AG 4.125%/VAR 06/09/2033 REGS Long Debt CH $9M – 0.06
UBS GROUP AG 4.75%/VAR 03/17/2032 REGS Long Debt CH $14M – 0.11
UC HOLDINGS INC Long Equity-common US $459K 560K 0.00
UIPATH INC A Long Equity-common US $4M 294K 0.03
UKG INC 6.875% 02/01/2031 144A Long Debt US $4M – 0.03
UKG TERM B 1LN 02/10/2031 (UKG INC) Long Loan US $31M – 0.23
UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $50M – 0.37
UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-50M – -0.37
UMBS 30YR 2.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-25M – -0.19
UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $23M – 0.17
UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-34M – -0.25
UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $54M – 0.40
UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-54M – -0.40
UMBS 30YR 5.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-54M – -0.40
UMBS 30YR 5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $24M – 0.17
UMBS 30YR 5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-24M – -0.17
UMBS 30YR 5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-24M – -0.17
UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $326K – 0.00
UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-326K – -0.00
UNISYS CORP 6.875% 11/01/2027 144A Long Debt US $3M – 0.02
UNIT CORP Long Equity-common US $1M 29K 0.01
UNIT CORP ESCROW 0% 12/01/2029 Long Debt US $0.17 – 0.00
UNITED AIRLINES INC 4.375% 04/15/2026 144A Long Debt US $14M – 0.10
UNITED AIRLINES INC 4.625% 04/15/2029 144A Long Debt US $8M – 0.06
UNITED AIRLINES TERM B 1LN 02/24/2031 (UNITED AIRLINES INC) Long Loan US $1M – 0.01
UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS (UNITED KINGDOM,G.B. and N.IRELAND) Long Debt GB $71M – 0.52
UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A Long Debt US $4M – 0.03
UNITED STATES TREASURY BOND 2.25% 02/15/2052 Long Debt US $74M – 0.54
UNITED STATES TREASURY BOND 2.5% 02/15/2045 Long Debt US $154M – 1.14
UNITED STATES TREASURY BOND 2% 08/15/2051 Long Debt US $82M – 0.60
UNITED STATES TREASURY BOND 3.625% 02/15/2053 Long Debt US $90M – 0.66
UNITED STATES TREASURY BOND 3.625% 05/15/2053 Long Debt US $10M – 0.07
UNITED STATES TREASURY BOND 3% 02/15/2049 Long Debt US $98M – 0.72
UNITED STATES TREASURY BOND 3% 05/15/2045 Long Debt US $16M – 0.12
UNITED STATES TREASURY BOND 4.125% 08/15/2053 Long Debt US $53M – 0.39
UNITED STATES TREASURY BOND 4.25% 02/15/2054 Long Debt US $46M – 0.34
UNITED STATES TREASURY BOND 4.375% 08/15/2043 Long Debt US $54M – 0.40
UNITED STATES TREASURY BOND 4.75% 02/15/2037 Long Debt US $77M – 0.57
UNITED STATES TREASURY BOND 5.25% 02/15/2029 Long Debt US $6M – 0.04
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A Long Debt US $1M – 0.01
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A Long Debt US $8M – 0.06
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A Long Debt US $4M – 0.03
UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A (UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC) Long Debt US $2M – 0.02
UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A Long Debt US $5M – 0.04
UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A Long Debt US $17M – 0.13
UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A Long Debt US $4M – 0.03
UNIVISION TERM B 1LN 01/31/2029 (UNIVISION COMMUNICATIONS INC) Long Loan US $3M – 0.03
US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $6M – 0.05
US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $669K – 0.00
US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $-105K – -0.00
US FOODS HOLDING CORP Long Equity-common US $6M 120K 0.05
US FOODS INC 7.25% 01/15/2032 144A Long Debt US $3M – 0.02
US LBM TERM B 1LN 06/06/2031 (LBM ACQUISITION LLC) Long Loan US $45M – 0.33
US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $244K – 0.00
US ULTRA BOND CBT FUT SEP24 WNU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $27K – 0.00
USI INC 7.5% 01/15/2032 144A Long Debt US $4M – 0.03
UST BILLS 0% 07/25/2024 Long Debt US $3M – 0.02
UST BILLS 0% 08/01/2024 Long Debt US $9M – 0.06
UST NOTES 0.375% 01/31/2026 Long Debt US $13M – 0.10
UST NOTES 0.375% 12/31/2025 Long Debt US $148M – 1.09
UST NOTES 0.625% 07/31/2026 Long Debt US $22M – 0.16
UST NOTES 0.75% 03/31/2026 Long Debt US $43M – 0.32
UST NOTES 0.75% 08/31/2026 Long Debt US $128M – 0.95
UST NOTES 1.125% 08/31/2028 Long Debt US $297M – 2.20
UST NOTES 1.125% 10/31/2026 Long Debt US $16M – 0.12
UST NOTES 1.25% 09/30/2028 Long Debt US $34M – 0.25
UST NOTES 1.25% 12/31/2026 Long Debt US $31M – 0.23
UST NOTES 1.375% 10/31/2028 Long Debt US $8M – 0.06
UST NOTES 1.5% 01/31/2027 Long Debt US $38M – 0.28
UST NOTES 1.5% 11/30/2028 Long Debt US $6M – 0.05
UST NOTES 1.625% 09/30/2026 Long Debt US $3M – 0.02
UST NOTES 1.75% 01/31/2029 Long Debt US $37M – 0.27
UST NOTES 1.875% 02/28/2027 Long Debt US $226M – 1.67
UST NOTES 1% 07/31/2028 Long Debt US $43M – 0.32
UST NOTES 2.125% 05/15/2025 Long Debt US $12M – 0.09
UST NOTES 2.375% 03/31/2029 Long Debt US $7M – 0.05
UST NOTES 2.5% 02/28/2026 Long Debt US $38M – 0.28
UST NOTES 2.5% 03/31/2027 Long Debt US $7M – 0.05
UST NOTES 2.625% 05/31/2027 Long Debt US $85K – 0.00
UST NOTES 2.625% 07/31/2029 Long Debt US $22M – 0.16
UST NOTES 2.75% 05/31/2029 Long Debt US $17M – 0.13
UST NOTES 2.75% 07/31/2027 Long Debt US $5M – 0.04
UST NOTES 2.75% 08/15/2032 Long Debt US $74M – 0.55
UST NOTES 2.875% 05/15/2032 Long Debt US $27M – 0.20
UST NOTES 3.125% 08/31/2029 Long Debt US $4M – 0.03
UST NOTES 3.125% 11/15/2028 Long Debt US $27M – 0.20
UST NOTES 3.375% 05/15/2033 Long Debt US $7M – 0.05
UST NOTES 3.5% 01/31/2028 Long Debt US $20M – 0.15
UST NOTES 3.5% 02/15/2033 Long Debt US $46M – 0.34
UST NOTES 3.625% 03/31/2028 Long Debt US $34M – 0.25
UST NOTES 3.625% 03/31/2030 Long Debt US $21M – 0.16
UST NOTES 3.625% 05/15/2026 Long Debt US $35M – 0.26
UST NOTES 3.75% 05/31/2030 Long Debt US $12M – 0.09
UST NOTES 3.875% 08/15/2033 Long Debt US $16M – 0.11
UST NOTES 3.875% 11/30/2027 Long Debt US $14M – 0.10
UST NOTES 3.875% 12/31/2027 Long Debt US $50M – 0.37
UST NOTES 4.125% 02/15/2027 Long Debt US $128M – 0.95
UST NOTES 4.125% 03/31/2031 Long Debt US $28M – 0.20
UST NOTES 4.125% 07/31/2028 Long Debt US $15M – 0.11
UST NOTES 4.125% 08/31/2030 Long Debt US $31M – 0.23
UST NOTES 4.125% 10/31/2027 Long Debt US $9M – 0.06
UST NOTES 4.125% 11/15/2032 Long Debt US $27M – 0.20
UST NOTES 4.25% 02/28/2031 Long Debt US $36M – 0.26
UST NOTES 4.25% 03/15/2027 Long Debt US $89M – 0.66
UST NOTES 4.25% 12/31/2025 Long Debt US $52M – 0.38
UST NOTES 4.375% 11/30/2028 Long Debt US $33M – 0.24
UST NOTES 4.375% 11/30/2030 Long Debt US $24M – 0.18
UST NOTES 4.5% 03/31/2026 Long Debt US $34M – 0.25
UST NOTES 4.625% 03/15/2026 Long Debt US $11M – 0.08
UST NOTES 4.625% 09/30/2028 Long Debt US $22M – 0.16
UST NOTES 4.625% 11/15/2026 Long Debt US $33M – 0.24
UST NOTES 4.875% 10/31/2030 Long Debt US $27M – 0.20
UST NOTES 4% 01/15/2027 Long Debt US $60M – 0.45
UST NOTES 4% 01/31/2031 Long Debt US $6M – 0.05
UST NOTES 4% 07/31/2030 Long Debt US $23M – 0.17
UST NOTES 4% 10/31/2029 Long Debt US $19M – 0.14
VALARIS LTD 8.375% 04/30/2030 144A Long Debt BM $3M – 0.02
VALLOUREC SA 7.5% 04/15/2032 144A Long Debt FR $6M – 0.04
VEEAM SOFTWARE TERM B 1LN 04/14/2031 (VS BUYER LLC) Long Loan US $16M – 0.12
VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A Long Debt US $3M – 0.02
VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A Long Debt US $3M – 0.02
VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A Long Debt US $11M – 0.08
VERITAS TERM B 1LN 09/01/2025 (VERITAS US INC) Long Loan US $4M – 0.03
VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A Long Debt US $8M – 0.06
VERTIV HOLDINGS CO Long Equity-common US $16M 188K 0.12
VIALTO TERM 1LN 04/29/2029 (GALAXY US OPCO INC) Long Loan US $9M – 0.06
VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A Long Debt US $6M – 0.05
VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A Long Debt US $12M – 0.09
VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A Long Debt US $7M – 0.05
VIDEOTRON LTD 5.125% 04/15/2027 144A Long Debt CA $7M – 0.05
VIRIDIEN 8.75% 04/01/2027 144A Long Debt FR $6M – 0.04
VISA INC CL A Long Equity-common US $22M 83K 0.16
VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A Long Debt MT $4M – 0.03
VISTRA CORP Long Equity-common US $25M 287K 0.18
VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A Long Debt US $10M – 0.08
VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A Long Debt US $10M – 0.07
VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A Long Debt US $17M – 0.13
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A Long Debt US $13M – 0.10
VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A Long Debt US $6M – 0.04
VMED O2 UK FINANCING I 4.75% 07/15/2031 144A Long Debt GB $8M – 0.06
VOC ESCROW LTD 5% 02/15/2028 144A Long Debt BM $10M – 0.07
VOLKSWAGEN INTL FINANCE NV 4.375%/VAR PERP REGS Long Equity-preferred NL $20M – 0.15
VOLKSWAGEN INTL FINANCE NV 7.875%/VAR PERP REGS Long Equity-preferred NL $3M – 0.03
VZ SECURED FINANCING BV 5% 01/15/2032 144A Long Debt NL $9M – 0.07
WAND NEWCO 3 INC 7.625% 01/30/2032 144A Long Debt US $5M – 0.04
WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A Long Debt US $5M – 0.03
WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A Long Debt US $3M – 0.02
WELLS FARGO and CO NEW 5.875%/VAR PERP Long Equity-preferred US $37M – 0.27
WESTLAKE CORP Long Equity-common US $3M 20K 0.02
WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A Long Debt US $3M – 0.02
WILLIAMS-SONOMA INC Long Equity-common US $7M 24K 0.05
WILLSCOT MOBILE MINI HOLDINGS CORP Long Equity-common US $10M 267K 0.07
WINDSOR HOLDINGS III LLC 8.5% 06/15/2030 144A Long Debt US $3M – 0.02
WOLFSPEED INC CONV 1.875% 12/01/2029 Long Debt US $28M – 0.21
WR GRACE HOLDING LLC 5.625% 08/15/2029 144A Long Debt US $7M – 0.05
WR GRACE HOLDING LLC 7.375% 03/01/2031 144A Long Debt US $3M – 0.02
WR GRACE TERM B 1LN 09/22/2028 (WR GRACE HOLDING LLC) Long Loan US $7M – 0.05
XPO INC 6.25% 06/01/2028 144A Long Debt US $3M – 0.02
XPO INC 7.125% 02/01/2032 144A Long Debt US $4M – 0.03
YUM BRANDS INC 4.625% 01/31/2032 Long Debt US $5M – 0.04
ZIGGO BV 4.875% 01/15/2030 144A Long Debt NL $4M – 0.03

Address

Fidelity Advisor Series II
245 Summer Street
Boston
Massachusetts
02210
United States of America

Websites

Directors

ELIZABETH S ACTON
ROBERT W HELM
CHRISTINE THOMPSON
JENNIFER TOOLIN MCAULIFFE
CAROL J ZIERHOFFER
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
LAURA M BISHOP
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY

Transfer Agents

Fidelity Investments Institutional Operations Company LLC

Pricing Services

PRICINGDIRECT INC
REFINITIV US HOLDINGS INC
STATPRO GROUP PLC
BLOOMBERG LP
INTERCONTINENTAL EXCHANGE INC
IHS MARKIT LTD

Custodians

Citibank Berhad
Citibank Europe plc
Citibank NA
Citibank NA
Citibank NA
Citibank Europe plc
Citibank Europe plc
Swedbank AB
Citibank Korea Inc
Banco de Chile
Citibank Europe plc
UniCredit Bank Srbija a.d
Citibank NA
Citibank Europe plc
Citibank NA
Citibank Europe plc
Citibank NA
Citibank NA
Standard Chartered Bank Kenya Ltd
Citibank NA
Citibank Europe plc
Banco Itau Uruguay S.A.
Citibank NA
Citibank NA
Bank Handlowy w Warszawie S.A.
Citibank Europe plc
Citibank Canada
Citigroup Pty Limited
CITIBANK, N.A.
Citibank Europe plc
Citibank A.S.
Citibank NA
Citibank Europe plc
STANDARD CHARTERED BANK UGANDA LIMITED
Citibank NA in the Republic of Argentina
Banco Nacional de Mexico S.A.
Citibank NA
Citibank (China) Co. Limited
Citibank NA
Citibank NA
Citibank NA
Citibank Nigeria Limited
Citibank del Peru S.A.
Standard Chartered Bank Ghana Ltd
Citibank NA
Cititrust S.A
Citibank NA
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Euroclear Bank SA/NV
Citibank NA

Shareholder Servicing Agents

Fidelity Investments Institutional Operations Company LLC

Admins

Fidelity Service Company

Brokers

BANK OF AMERICA CORPORATION
VIRTU FINANCIAL INC
THE TORONTO DOMINION BANK
UBS GROUP AG
GOLDMAN SACHS GROUP INC (THE)
MORGAN STANLEY
JPMORGAN CHASE and CO
CITIGROUP INC
BARCLAYS PLC
ROYAL BANK OF CANADA