0001752724-21-039943.txt : 20210225
0001752724-21-039943.hdr.sgml : 20210225
20210225113805
ACCESSION NUMBER: 0001752724-21-039943
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210225
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK CORE BOND TRUST
CENTRAL INDEX KEY: 0001160864
IRS NUMBER: 522346891
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10543
FILM NUMBER: 21678009
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
STREET 2: MUTUAL FUND DEPARTMENT
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 888-825-2257
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
STREET 2: MUTUAL FUND DEPARTMENT
CITY: WILMINGTON
STATE: DE
ZIP: 19809
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001160864
XXXXXXXX
BlackRock Core Bond Trust
811-10543
0001160864
CC8M7XFKTNG56DXMAR33
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock Core Bond Trust
CC8M7XFKTNG56DXMAR33
2020-12-31
2020-12-31
N
1218709676.45
331426837.50
887282838.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
677587.58000000
0.00000000
0.00000000
13608506.67000000
USD
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
402000.00000000
PA
USD
434264.52000000
0.048943189357
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp. 2020 DIP Exit Term Loan
35906EAL4
198000.00000000
PA
USD
198619.74000000
0.022385166407
Long
LON
CORP
US
N
2
2021-10-08
Floating
5.75000000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd
000000000
200000.00000000
PA
USD
215187.50000000
0.024252413160
Long
DBT
CORP
MU
N
2
2026-07-29
Fixed
5.95000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAC7
9000.00000000
PA
USD
9528.44000000
0.001073889810
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
8.13000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HJV0
12.60000000
PA
USD
0.12000000
0.000000013524
Long
ABS-MBS
USGSE
US
N
2
2021-08-25
Fixed
9.50000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300DO8S88M0JNL340
Goldentree Loan Management US Clo 7 Ltd
38138LAG3
625000.00000000
PA
USD
628060.31000000
0.070784679070
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.20000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
108000.00000000
PA
USD
110970.00000000
0.012506722223
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
205000.00000000
PA
USD
217556.25000000
0.024519379892
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAZ7
2000000.00000000
PA
USD
2881200.42000000
0.324721756526
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
6.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRTSL3MY0 SWAPTION APR21 0.1 PUT
000000000
-14250000.00000000
OU
Notional Amount
-30.99000000
-0.00000349268
N/A
DIR
DE
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
14250000.00000000
OU
Notional Amount
N/A
-30.99000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-04-14
0.00000000
N/A
0.00000000
N/A
14250000.00000000
EUR
1.00000000
0.10000000
EUR
2021-04-12
XXXX
47501.69000000
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
250000.00000000
PA
USD
266250.00000000
0.030007342451
Long
DBT
CORP
AE
N
2
2025-03-20
Fixed
6.13000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
205250.00000000
0.023132420800
Long
DBT
CORP
VG
N
2
2023-01-29
Fixed
5.95000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAG1
4170000.00000000
PA
USD
4473234.06000000
0.504149732603
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.60000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
215500.00000000
0.024287633045
Long
DBT
CORP
KY
N
2
2023-02-04
Fixed
8.50000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
61000.00000000
PA
USD
65059.55000000
0.007332447686
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
408000.00000000
PA
USD
472913.04000000
0.053299017995
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AS3
186000.00000000
PA
USD
201955.08000000
0.022761071344
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.88000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
171000.00000000
PA
USD
184252.50000000
0.020765926253
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD ESC 07/17 FIXED 6.5
524ESCR36
225000.00000000
PA
USD
0.02000000
0.000000002254
Long
DBT
CORP
US
N
3
2017-07-19
Fixed
6.50000000
Y
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
-30.00000000
NC
USD
51798.96000000
0.005837931009
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USH1 Comdty
2021-03-22
-5247423.96000000
USD
51798.96000000
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XL2
279000.00000000
PA
USD
292601.25000000
0.032977224077
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
10000.00000000
PA
USD
9750.00000000
0.001098860427
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
410000.00000000
PA
USD
444081.25000000
0.050049570498
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
10000.00000000
PA
USD
10345.00000000
0.001165919089
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
25000.00000000
PA
USD
26000.00000000
0.002930294474
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Scenery Journey Ltd
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
200000.00000000
PA
USD
193437.50000000
0.021801109128
Long
DBT
CORP
VG
N
2
2022-11-06
Fixed
13.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.283000 19-SEP-2027
000000000
1340000.00000000
OU
Notional Amount
7024.02000000
0.000791632576
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-09-20
0.00000000
EUR
-322.30000000
EUR
1340000.00000000
EUR
7406.41000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y RTP DEC22 1.225 PUT
000000000
-5120000.00000000
OU
Notional Amount
USD
-168867.53000000
-0.01903198423
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5120000.00000000
OU
Notional Amount
N/A
-168867.53000000
-0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-12-19
0.00000000
N/A
0.00000000
N/A
5120000.00000000
USD
1.00000000
1.22500000
USD
2022-12-15
XXXX
-1443.53000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW3RNH68 5Y RTR APR22 NEG0.115 CALL
000000000
-5250000.00000000
OU
Notional Amount
-107301.55000000
-0.01209327457
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5250000.00000000
OU
Notional Amount
N/A
-107301.55000000
-0.01000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-04-06
0.00000000
N/A
0.00000000
N/A
5250000.00000000
EUR
1.00000000
-0.11500000
EUR
2022-04-04
XXXX
-40901.10000000
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DK8 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-1087442.82000000
PA
USD
-1087442.82000000
-0.12255875717
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
1087442.82000000
USD
1087535.25000000
USD
ACMO
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAD5
2000.00000000
PA
USD
2032.50000000
0.000229070135
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
3137BMWG7
3001612.31000000
PA
USD
3425135.00000000
0.386025160145
Long
ABS-MBS
USGSE
US
N
2
2045-11-15
Fixed
4.00000000
N
Y
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
318000.00000000
PA
USD
345522.90000000
0.038941686329
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBT0
6751000.00000000
PA
USD
10851307.95000000
1.222981835514
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.55000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
100000.00000000
PA
128976.93000000
0.014536168664
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
65000.00000000
PA
USD
72738.25000000
0.008197865078
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
330000.00000000
PA
USD
358809.00000000
0.040439078076
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
217062.50000000
0.024463732473
Long
DBT
CORP
KY
N
2
2024-10-30
Fixed
8.38000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAB4
400000.00000000
PA
USD
408125.00000000
0.045997170471
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
148000.00000000
PA
USD
160950.00000000
0.018139649831
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AT3
315000.00000000
PA
USD
381150.00000000
0.042956989954
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.65000000
N
N
N
N
N
N
CNT Holdings I Corp
N/A
CNT Holdings I Corp 2020 Term Loan
12656AAC3
155000.00000000
PA
USD
154733.40000000
0.017439016422
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW2J4QX2 SWAPTION MAR22 1.6 PUT
000000000
-2818000.00000000
OU
Notional Amount
USD
-27731.04000000
-0.00312538897
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2818000.00000000
OU
Notional Amount
N/A
-27731.04000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-03-08
0.00000000
N/A
0.00000000
N/A
2818000.00000000
USD
1.00000000
1.60000000
USD
2022-03-04
XXXX
18765.96000000
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas US Inc. 2020 USD Term Loan B
000000000
571271.22000000
PA
USD
569128.95000000
0.064142900664
Long
LON
CORP
US
N
2
2025-09-01
Floating
6.50000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
200000.00000000
PA
USD
209625.00000000
0.023625499197
Long
DBT
CORP
KY
N
2
2023-04-19
Fixed
7.25000000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2019 Term Loan
83600VAD3
271116.89000000
PA
USD
271908.55000000
0.030645081597
Long
LON
CORP
US
N
2
2026-12-11
Floating
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
256000.00000000
PA
USD
290240.00000000
0.032711102622
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW3W9XQ1 5Y RTR APR22 NEG0.02 CALL
000000000
-6030000.00000000
OU
Notional Amount
-154229.62000000
-0.01738223858
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
6030000.00000000
OU
Notional Amount
N/A
-154229.62000000
-0.02000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-04-11
0.00000000
N/A
0.00000000
N/A
6030000.00000000
EUR
1.00000000
-0.02000000
EUR
2022-04-07
XXXX
-76968.55000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW46ERD3 SWAPTION APR21 0.7425 PUT
000000000
-3820000.00000000
OU
Notional Amount
USD
-102863.58000000
-0.01159309923
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3820000.00000000
OU
Notional Amount
N/A
-102863.58000000
-0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-04-21
0.00000000
N/A
0.00000000
N/A
3820000.00000000
USD
1.00000000
0.74250000
USD
2021-04-19
XXXX
3236.92000000
N
N
N
AVSC Holding Corp.
549300CLJBQ9YSR4U689
AVSC Holding Corp. 2018 2nd Lien Term Loan
00241YAQ7
312969.00000000
PA
USD
193518.12000000
0.021810195295
Long
LON
CORP
US
N
2
2025-09-01
Floating
8.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.333000 12-FEB-2023
000000000
1390000.00000000
OU
Notional Amount
6498.03000000
0.000732351592
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-02-13
17.03000000
EUR
0.00000000
EUR
1390000.00000000
EUR
6479.39000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48127FAA1
3640000.00000000
PA
USD
3576081.60000000
0.403037390448
Long
DBT
CORP
US
N
2
2021-04-01
Variable
3.56000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRWAVKVL4 SWAPTION JAN21 0.478 CALL
000000000
-7710000.00000000
OU
Notional Amount
USD
-22343.89000000
-0.00251823759
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
7710000.00000000
OU
Notional Amount
N/A
-22343.89000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2026-01-21
0.00000000
N/A
0.00000000
N/A
7710000.00000000
USD
1.00000000
0.47800000
USD
2021-01-19
XXXX
-2452.09000000
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAG6
117000.00000000
PA
USD
120230.37000000
0.013550399570
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.13000000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
RPPGGRL1J75WGF2DFO04
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
136000.00000000
PA
USD
149892.40000000
0.016893418132
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTUBDA50 SWAPTION JUN24 2.5 PUT
000000000
3950000.00000000
OU
Notional Amount
USD
51103.64000000
0.005759565919
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
51103.64000000
0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-06-17
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
2.50000000
USD
2024-06-13
XXXX
-126481.78000000
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
395000.00000000
PA
USD
399937.50000000
0.045074409471
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
GOGO INTERMEDIATE/FINANC
N/A
Gogo Intermediate Holdings LLC / Gogo Finance Co Inc
38046XAE3
125000.00000000
PA
USD
133842.50000000
0.015084536083
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
9.88000000
N
N
N
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
29583.00000000
NS
USD
843115.50000000
0.095022180412
Long
EP
CORP
US
N
1
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA
000000000
100000.00000000
PA
127784.60000000
0.014401788740
Long
DBT
CORP
FR
N
2
2026-06-18
Fixed
2.63000000
N
N
N
N
N
N
Illuminate Buyer, LLC
549300K1Y0YC1YC1H809
Illuminate Buyer, LLC Term Loan
45232UAB4
183000.00000000
PA
USD
182923.14000000
0.020616102551
Long
LON
CORP
US
N
2
2027-06-30
Floating
4.15000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AU8
86000.00000000
PA
USD
89655.00000000
0.010104444272
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
123400.00000000
PA
USD
124942.50000000
0.014081473743
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8.00000000
N
N
N
N
N
N
Bankia SA
549300685QG7DJS55M76
Bankia SA
000000000
200000.00000000
PA
261738.53000000
0.029498883389
Long
DBT
CORP
ES
N
2
2023-09-19
Fixed
6.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.707500 14-AUG-2028
000000000
6340000.00000000
OU
Notional Amount
USD
-91177.31000000
-0.01027601414
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-08-14
84.80000000
USD
0.00000000
USD
6340000.00000000
USD
-91262.11000000
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
65000.00000000
PA
USD
70525.00000000
0.007948423761
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.38000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AH4
105000.00000000
PA
USD
105157.50000000
0.011851632352
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.00000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
1442000.00000000
PA
USD
1537604.60000000
0.173293625493
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
300000.00000000
PA
USD
334125.00000000
0.037657101583
Long
DBT
CORP
CH
N
2
2026-08-21
Fixed
6.38000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
89000.00000000
PA
USD
92337.50000000
0.010406771769
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
400000.00000000
PA
USD
419872.00000000
0.047321100056
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
180000.00000000
PA
USD
185090.40000000
0.020860360628
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
114000.00000000
PA
USD
121695.00000000
0.013715468693
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
244000.00000000
PA
USD
257420.00000000
0.029012169366
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
BRTTA0P31 SWAPTION MAY22 2.85 PUT
000000000
4750000.00000000
OU
Notional Amount
USD
32230.60000000
0.003632505733
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Purchased
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
4750000.00000000
OU
Notional Amount
N/A
32230.60000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2052-05-11
0.00000000
N/A
0.00000000
N/A
4750000.00000000
USD
1.00000000
2.85000000
USD
2022-05-09
XXXX
-243571.85000000
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
200000.00000000
PA
USD
201992.00000000
0.022765232362
Long
DBT
CORP
KY
N
2
2021-05-10
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
2000000.00000000
PA
USD
2235532.94000000
0.251952685419
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
458652AB0
200000.00000000
PA
USD
207250.00000000
0.023357828068
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.428500 05-AUG-2023
000000000
2050000.00000000
OU
Notional Amount
4274.60000000
0.000481762952
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-08-07
25.11000000
EUR
0.00000000
EUR
2050000.00000000
EUR
4245.02000000
N
N
N
E.ON INTL FINANCE BV
549300TG53AWJ719M814
E.ON International Finance BV
268789AB0
3100000.00000000
PA
USD
4623165.38000000
0.521047537160
Long
DBT
CORP
NL
N
2
2038-04-30
Fixed
6.65000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AD4
70000.00000000
PA
USD
77262.50000000
0.008707764492
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRTA2Y9R2 MAY22 15Y RTP SWAPTI MAY22 3.250000 PUT
000000000
4050000.00000000
OU
Notional Amount
USD
6290.62000000
0.000708975731
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
4050000.00000000
OU
Notional Amount
N/A
6290.62000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2037-05-05
0.00000000
N/A
0.00000000
N/A
4050000.00000000
USD
1.00000000
3.25000000
USD
2022-05-03
XXXX
-208188.74000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31398AFD9
1600000.00000000
PA
USD
2538341.04000000
0.286080258579
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
5.63000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
272000.00000000
PA
USD
290966.56000000
0.032792988574
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
1660000.00000000
PA
USD
2516804.73000000
0.283653038187
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
000000000
200000.00000000
PA
USD
225625.00000000
0.025428757335
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DP7 RRP FGOLD 15YR RRP CANTR 01/14/2021
000000000
-4336206.34000000
PA
USD
-4336206.34000000
-0.48870621065
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
4336206.34000000
USD
4336574.92000000
USD
AMBS
N
N
N
HEUNGKUK LIFE INSURANCE
988400EEEB3WBUD4BW44
Heungkuk Life Insurance Co Ltd
000000000
200000.00000000
PA
USD
201500.00000000
0.022709782174
Long
DBT
CORP
KR
N
2
2022-11-09
Fixed
4.48000000
N
N
N
N
N
N
BIOCEANICO SOVEREIGN
N/A
Bioceanico Sovereign Certificate Ltd
000000000
147611.38000000
PA
USD
112092.39000000
0.012633219654
Long
DBT
CORP
KY
N
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.332500 06-APR-2022
000000000
25775000.00000000
OU
Notional Amount
USD
39890.63000000
0.004495818948
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-04-06
277.08000000
USD
0.00000000
USD
25775000.00000000
USD
39613.55000000
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
100000.00000000
PA
127980.06000000
0.014423817793
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
113000.00000000
PA
USD
119356.25000000
0.013451883070
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CE4
434000.00000000
PA
USD
530358.61000000
0.059773342469
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GU6
163000.00000000
PA
USD
166260.00000000
0.018738106125
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
5.80000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS 10Y RTP JAN22 1.15 PUT
000000000
-1400000.00000000
OU
Notional Amount
USD
-29221.19000000
-0.00329333429
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
1400000.00000000
OU
Notional Amount
N/A
-29221.19000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-01-12
0.00000000
N/A
0.00000000
N/A
1400000.00000000
USD
1.00000000
1.15000000
USD
2022-01-10
XXXX
-8081.19000000
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
777000.00000000
PA
USD
829851.54000000
0.093527283924
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
HILONG HOLDING LTD
5493007WSRWZ0UF15X65
Hilong Holding Ltd
000000000
200000.00000000
PA
USD
155000.00000000
0.017469063211
Long
DBT
CORP
KY
N
2
2022-09-26
Fixed
8.25000000
Y
Y
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
250000.00000000
PA
USD
261250.00000000
0.029443824283
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTVUH9M3 SWAPTION AUG22 3.25 PUT
000000000
-4270000.00000000
OU
Notional Amount
USD
-4884.71000000
-0.00055052456
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
4270000.00000000
OU
Notional Amount
N/A
-4884.71000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-10
0.00000000
N/A
0.00000000
N/A
4270000.00000000
USD
1.00000000
3.25000000
USD
2022-08-08
XXXX
20521.79000000
N
N
N
By Crown Parent, LLC
549300B1M4J69ECRY452
By Crown Parent, LLC Term Loan B1
74966FAL7
34363.79000000
PA
USD
34277.88000000
0.003863241628
Long
LON
CORP
US
N
2
2026-02-02
Floating
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.896000 27-OCT-2030
000000000
1300000.00000000
OU
Notional Amount
USD
1098.88000000
0.000123847768
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-28
0.00000000
USD
-20.84000000
USD
1300000.00000000
USD
1119.72000000
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
192000.00000000
0.021639097655
Long
DBT
CORP
VG
N
2
2022-07-28
Fixed
9.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
233000.00000000
PA
USD
224262.50000000
0.025275198635
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 USD Term Loan B
45673YAB2
130017.50000000
PA
USD
128799.24000000
0.014516142355
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW46ERC5 SWAPTION APR21 0.7425 CALL
000000000
-3820000.00000000
OU
Notional Amount
USD
-18678.50000000
-0.00210513482
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3820000.00000000
OU
Notional Amount
N/A
-18678.50000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-04-21
0.00000000
N/A
0.00000000
N/A
3820000.00000000
USD
1.00000000
0.74250000
USD
2021-04-19
XXXX
87422.00000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
628000.00000000
PA
USD
664110.00000000
0.074847610124
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTWLPL98 SWAPTION SEP21 0.25 PUT
000000000
-22950000.00000000
OU
Notional Amount
-4587.96000000
-0.00051707976
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
22950000.00000000
OU
Notional Amount
N/A
-4587.96000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-09-07
0.00000000
N/A
0.00000000
N/A
22950000.00000000
EUR
1.00000000
-0.25000000
EUR
2021-09-03
XXXX
33171.09000000
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
118000.00000000
PA
USD
129660.76000000
0.014613238790
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
208500.00000000
0.023498707610
Long
DBT
CORP
KY
N
2
2022-01-23
Fixed
8.63000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
320000.00000000
PA
USD
342400.00000000
0.038589724152
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.017500 14-AUG-2053
000000000
1160000.00000000
OU
Notional Amount
USD
150390.51000000
0.016949556939
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2053-08-14
0.00000000
USD
-26.83000000
USD
1160000.00000000
USD
150417.34000000
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LBP6
7000000.00000000
PA
USD
7606263.70000000
0.857253557276
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
5.11000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRWCG7568 SWAPTION DEC22 1.2325 CALL
000000000
-2560000.00000000
OU
Notional Amount
USD
-84005.96000000
-0.00946777693
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-84005.96000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.23250000
USD
2022-12-16
XXXX
-293.96000000
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AS3
522000.00000000
PA
USD
552246.40000000
0.062240175934
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
73000.00000000
PA
USD
77015.00000000
0.008679870343
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APDF6
1636000.00000000
PA
USD
1895532.26000000
0.213633373349
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F2Q7
976611.06000000
PA
USD
1130702.72000000
0.127434305090
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
5.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
110000.00000000
0.012397399698
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
2750000.00000000
PA
USD
3240727.30000000
0.365241742287
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
Momentive Performance Materials Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials Inc. Term Loan B
60877JAB8
123210.15000000
PA
USD
121362.00000000
0.013677938383
Long
LON
CORP
US
N
2
2024-05-15
Floating
3.40000000
N
N
N
N
N
N
TENDAM BRANDS SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
000000000
100000.00000000
PA
112697.22000000
0.012701386193
Long
DBT
CORP
ES
N
2
2024-09-15
Floating
5.25000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
2554000.00000000
PA
USD
3303444.10000000
0.372310153536
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
184000.00000000
PA
USD
215280.00000000
0.024262838246
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAK1
500000.00000000
PA
USD
671440.24000000
0.075673754807
Long
DBT
CORP
US
N
2
2036-03-17
Fixed
5.90000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.260000 15-DEC-2022
000000000
34800000.00000000
OU
Notional Amount
USD
-48172.54000000
-0.00542922029
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-12-15
0.00000000
USD
-30.36000000
USD
34800000.00000000
USD
-48142.18000000
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887PAL8
250000.00000000
PA
USD
239040.78000000
0.026940764489
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
5.22000000
N
N
N
N
N
N
East Bay Municipal Utility District Water System Revenue
549300IZZ5HKLDKRTF96
EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE
271014TU6
1900000.00000000
PA
USD
2846314.00000000
0.320789930228
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.87000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
150000.00000000
PA
USD
158782.50000000
0.017895364705
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2020 1st Lien Term Loan
83578BAM5
413000.00000000
PA
USD
413293.23000000
0.046579648772
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.800000 08-FEB-2032
000000000
1330000.00000000
OU
Notional Amount
USD
39208.20000000
0.004418906607
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-02-09
0.00000000
USD
-21.28000000
USD
1330000.00000000
USD
39229.48000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAG6
21300000.00000000
PA
USD
21301663.96000000
2.400774930484
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.13000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CL5
122000.00000000
PA
USD
122915.00000000
0.013852967126
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
4.80000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAA2
470000.00000000
PA
USD
515609.74000000
0.058111091228
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
N
AMER AIRLN 15-2 A PASS T
N/A
American Airlines 2015-2 Class A Pass Through Trust
02377BAA4
1180293.33000000
PA
USD
1096495.81000000
0.123579062038
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.00000000
N
N
N
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron Inc
465740AA6
18000.00000000
PA
USD
18382.50000000
0.002071774545
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
219000.00000000
PA
USD
238313.61000000
0.026858809788
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BP5
489000.00000000
PA
USD
508560.00000000
0.057316559914
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
8.75000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DM4 RRP FHLMC 30YR RRP CANTR 01/14/2021
000000000
-8010979.24000000
PA
USD
-8010979.24000000
-0.90286646921
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
8010979.24000000
USD
8011660.17000000
USD
AMBS
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
235000.00000000
PA
USD
245575.00000000
0.027677194826
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
41790.00000000
PA
USD
41633.29000000
0.004692223062
Long
LON
CORP
US
N
2
2027-02-01
Floating
3.65000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AR5
273000.00000000
PA
USD
294157.50000000
0.033152619107
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.258500 16-AUG-2027
000000000
1470000.00000000
OU
Notional Amount
-10618.78000000
-0.00119677509
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-08-16
0.00000000
EUR
-22.64000000
EUR
1470000.00000000
EUR
-10592.22000000
N
N
N
AL AHLI BANK OF KUWAIT
254900PGVVLJTOEWLL80
Al Ahli Bank of Kuwait KSCP
000000000
200000.00000000
PA
USD
213000.00000000
0.024005873961
Long
DBT
CORP
KW
N
2
2023-09-26
Fixed
7.25000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABE2
1155000.00000000
PA
USD
1522747.75000000
0.171619204514
Long
DBT
US
N
2
2045-06-01
Fixed
4.50000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAG6
67000.00000000
PA
USD
69726.90000000
0.007858474991
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
49814.53000000
0.005614278538
N/A
DFE
XX
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
6680184.50000000
USD
5500000.00000000
EUR
2021-03-17
49814.53000000
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BP3
1450000.00000000
PA
USD
2148686.47000000
0.242164772683
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.13000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
100000.00000000
PA
USD
107470.00000000
0.012112259505
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AL6
900000.00000000
PA
USD
902843.37000000
0.101753728390
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
3.87000000
N
N
N
N
N
N
ADLER Real Estate AG
529900Y6QFNN3D363B76
ADLER Real Estate AG
000000000
100000.00000000
PA
128444.29000000
0.014476138200
Long
DBT
CORP
DE
N
2
2026-04-27
Fixed
3.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
750000.00000000
PA
USD
851547.17000000
0.095972460259
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
200000.00000000
PA
USD
201812.50000000
0.022745002060
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.13000000
N
N
N
N
N
N
GREAT WST PTRLM/GRT FNCE
549300SI11E2L0GH4T34
Great Western Petroleum LLC / Great Western Finance Corp
39143GAA8
390000.00000000
PA
USD
226200.00000000
0.025493561925
Long
DBT
CORP
US
N
2
2021-09-30
Fixed
9.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
816000.00000000
PA
USD
903330.36000000
0.101808613932
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
250000.00000000
PA
USD
269375.00000000
0.030359541306
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.652000 20-APR-2027
000000000
530000.00000000
OU
Notional Amount
USD
907.38000000
0.000102265023
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-04-20
0.00000000
USD
-7.02000000
USD
530000.00000000
USD
914.40000000
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAC0
240000.00000000
PA
USD
243765.10000000
0.027473212520
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
4.30000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-69679.72000000
-0.00785315763
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2892500.00000000
EUR
3464046.43000000
USD
2021-01-06
-69679.72000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
150000.00000000
PA
USD
165328.13000000
0.018633080990
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.173000 11-NOV-2024
000000000
1160000.00000000
OU
Notional Amount
-18446.00000000
-0.00207893122
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-11-11
0.00000000
EUR
-12.67000000
EUR
1160000.00000000
EUR
-18431.58000000
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
17000.00000000
PA
USD
18253.75000000
0.002057263952
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW99VAX5 SWAPTION OCT21 0.93 CALL
000000000
-2143000.00000000
OU
Notional Amount
USD
-33352.43000000
-0.00375894005
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2143000.00000000
OU
Notional Amount
N/A
-33352.43000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-10-08
0.00000000
N/A
0.00000000
N/A
2143000.00000000
USD
1.00000000
0.93000000
USD
2021-10-06
XXXX
18293.87000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7H8T94 SWAPTION FEB22 0.682 PUT
000000000
-2870000.00000000
OU
Notional Amount
USD
-142568.80000000
-0.01606802180
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2870000.00000000
OU
Notional Amount
N/A
-142568.80000000
-0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-02-09
0.00000000
N/A
0.00000000
N/A
2870000.00000000
USD
1.00000000
0.68200000
USD
2022-02-07
XXXX
-49199.96000000
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
150000.00000000
PA
USD
159562.50000000
0.017983273539
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAB8
29000.00000000
PA
USD
29362.50000000
0.003309260442
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.306500 29-APR-2023
000000000
2660000.00000000
OU
Notional Amount
13911.35000000
0.001567859693
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-04-28
32.59000000
EUR
0.00000000
EUR
2660000.00000000
EUR
13876.12000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW2EGH85 SWAPTION MAR22 1.6 PUT
000000000
-2840000.00000000
OU
Notional Amount
USD
-27875.40000000
-0.00314165886
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-27875.40000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-03-07
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
1.60000000
USD
2022-03-03
XXXX
22676.60000000
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AC2
1000000.00000000
PA
USD
1135857.49000000
0.128015266399
Long
DBT
CORP
US
N
2
2044-11-18
Fixed
4.80000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.136250 12-JUN-2035
000000000
250000000.00000000
OU
Notional Amount
-6299.77000000
-0.00071000696
N/A
DIR
JP
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2035-06-12
4586.00000000
JPY
0.00000000
JPY
250000000.00000000
JPY
-6342.20000000
N
N
N
CITGO Holding Inc.
549300NYHOALWZ2BSL72
CITGO Holding Inc. 2019 Term Loan B
17304YAD4
157410.00000000
PA
USD
144817.20000000
0.016321424650
Long
LON
CORP
US
N
2
2023-08-01
Floating
8.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
409000.00000000
PA
USD
463417.45000000
0.052228830498
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
6.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
66567.00000000
NS
USD
1920457.95000000
0.216442589183
Long
EP
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.381500 04-MAY-2023
000000000
3410000.00000000
OU
Notional Amount
11516.52000000
0.001297953650
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-05-04
41.77000000
EUR
0.00000000
EUR
3410000.00000000
EUR
11471.09000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
870000.00000000
PA
USD
969256.25000000
0.109238701285
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
216000.00000000
PA
USD
219915.00000000
0.024785219587
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
3000000.00000000
PA
USD
4191404.19000000
0.472386482190
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
189000.00000000
PA
USD
199867.50000000
0.022525793492
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
200000.00000000
PA
USD
179312.50000000
0.020209170303
Long
DBT
CORP
LU
N
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRWAVKVK6 SWAPTION JAN21 0.478 PUT
000000000
-7710000.00000000
OU
Notional Amount
USD
-5714.42000000
-0.00064403589
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
7710000.00000000
OU
Notional Amount
N/A
-5714.42000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2026-01-21
0.00000000
N/A
0.00000000
N/A
7710000.00000000
USD
1.00000000
0.47800000
USD
2021-01-19
XXXX
14177.38000000
N
N
N
ACHMEA BV
7245007QUMI1FHIQV531
Achmea BV
000000000
200000.00000000
PA
261738.53000000
0.029498883389
Long
DBT
CORP
NL
N
2
2029-03-24
Fixed
4.63000000
N
N
N
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAP9
11000.00000000
PA
USD
11398.75000000
0.001284680543
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
150000.00000000
PA
USD
158515.50000000
0.017865272835
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
641000.00000000
PA
USD
677857.50000000
0.076397003327
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12555QAJ5
500000.00000000
PA
USD
501431.90000000
0.056513197143
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
4.24000000
N
N
N
N
N
N
SLM Student Loan Trust
549300XEL6YCZ2OF2E98
SLM Private Education Loan Trust 2014-A
78448DAE7
500000.00000000
PA
USD
506042.10000000
0.057032783435
Long
ABS-O
CORP
US
N
2
2044-11-15
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
3000.00000000
PA
USD
3210.00000000
0.000361778663
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-GC15
17321JAG9
7183000.00000000
PA
USD
7706650.04000000
0.868567462560
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
5.18000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.960590 15-AUG-2030
000000000
2860000.00000000
OU
Notional Amount
USD
-10707.89000000
-0.00120681811
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-08-15
0.00000000
USD
-46.68000000
USD
2860000.00000000
USD
-10661.21000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.312500 27-FEB-2030
000000000
2770000.00000000
OU
Notional Amount
USD
-123156.60000000
-0.01388019632
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-02-27
0.00000000
USD
-40.88000000
USD
2770000.00000000
USD
-123115.72000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
264000.00000000
PA
USD
279840.00000000
0.031538984832
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
107812.25000000
PA
USD
107183.70000000
0.012079992455
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.24000000
N
N
N
N
N
N
PT BANK TABUNGAN NEGARA
2549009BLYOGL9ZLAW17
Bank Tabungan Negara Persero Tbk PT
000000000
200000.00000000
PA
USD
203187.50000000
0.022899969556
Long
DBT
CORP
ID
N
2
2025-01-23
Fixed
4.20000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS 10Y RTP JUL21 0.665 PUT
000000000
-2490000.00000000
OU
Notional Amount
USD
-96713.24000000
-0.01089993356
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
2490000.00000000
OU
Notional Amount
N/A
-96713.24000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-07-16
0.00000000
N/A
0.00000000
N/A
2490000.00000000
USD
1.00000000
0.66500000
USD
2021-07-14
XXXX
-33093.74000000
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
198000.00000000
PA
USD
198000.00000000
0.022315319457
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566AJ6
176000.00000000
PA
USD
179520.00000000
0.020232556307
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTR JUN21 0.742 CALL
000000000
-2450000.00000000
OU
Notional Amount
USD
-16918.52000000
-0.00190677867
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
2450000.00000000
OU
Notional Amount
N/A
-16918.52000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-29
0.00000000
N/A
0.00000000
N/A
2450000.00000000
USD
1.00000000
0.74200000
USD
2021-06-25
XXXX
47516.48000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.817000 04-APR-2039
000000000
3000000.00000000
OU
Notional Amount
USD
-283400.35000000
-0.03194024921
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2039-04-04
0.00000000
USD
-46.32000000
USD
3000000.00000000
USD
-283354.03000000
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBJ5
875000.00000000
PA
USD
852073.86000000
0.096031820136
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
3.37000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686VAA1
500000.00000000
PA
USD
489485.95000000
0.055166845171
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.66000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRWCGL1W4 SWAPTION DEC22 1.245 PUT
000000000
-2560000.00000000
OU
Notional Amount
USD
-82143.16000000
-0.00925783260
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-82143.16000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.24500000
USD
2022-12-16
XXXX
1568.84000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
738000.00000000
PA
USD
808110.00000000
0.091076933366
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAA1
1010000.00000000
PA
USD
1419438.35000000
0.159975859747
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.82000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
259000.00000000
PA
USD
274472.66000000
0.030934066111
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
1935000.00000000
PA
USD
2116256.38000000
0.238509783701
Long
DBT
CORP
CA
N
2
2078-03-01
Fixed
6.25000000
N
N
N
N
N
N
Energuate Trust
549300RVM37LH8GY7E41
Energuate Trust
29277RAA3
201000.00000000
PA
USD
212180.63000000
0.023913527985
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.88000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
65000.00000000
PA
USD
72092.80000000
0.008125120517
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
200000.00000000
PA
USD
213000.00000000
0.024005873961
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
120000.00000000
PA
USD
133312.50000000
0.015024803157
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
121000.00000000
PA
USD
125688.75000000
0.014165578830
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAW9
2095000.00000000
PA
USD
2665238.15000000
0.300382023972
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAB0
200000.00000000
PA
USD
219687.50000000
0.024759579511
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
197000.00000000
PA
USD
209558.75000000
0.023618032582
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.987500 02-MAR-2023
000000000
3360000.00000000
OU
Notional Amount
USD
53624.52000000
0.006043678255
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
39.90000000
USD
0.00000000
USD
3360000.00000000
USD
53584.62000000
N
N
N
AHP Health Partners, Inc.
549300QMM8MQ6SM5KX05
AHP Health Partners, Inc. 2018 Term Loan
00130MAB0
200652.84000000
PA
USD
201154.47000000
0.022670839688
Long
LON
CORP
US
N
2
2025-06-30
Floating
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
118000.00000000
PA
USD
120360.00000000
0.013565009342
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BF7
204000.00000000
PA
USD
199410.00000000
0.022474231580
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
6.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
33000.00000000
PA
USD
26975.85000000
0.003040276315
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCR8
758000.00000000
PA
USD
782527.89000000
0.088193736613
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5.00000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-590509.30000000
-0.06655254379
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-525262.42000000
USD
5000000.00000000
USD
-65246.88000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN FEB21P 137.5 EXP 01/22/2021
000000000
99.00000000
NC
USD
27843.75000000
0.003138091798
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
10 Year US Treasury Note Future
N/A
99.00000000
NC
N/A
27843.75000000
0.00000000
DIR
US
Long
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
99.00000000
USD
1000.00000000
137.50000000
USD
2021-01-22
XXXX
-10852.38000000
N
N
N
IMPULSORA PIPELINE BRTJLH9Q1
N/A
IMPULSORA PIPELINE BRTJLH9Q1
000000000
1722398.86000000
PA
USD
1814072.16000000
0.204452524084
Long
DBT
CORP
US
N
3
2042-12-31
Fixed
6.05000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
319000.00000000
PA
USD
329172.91000000
0.037098983046
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTS36E89 SWAPTION MAR21 0.1 PUT
000000000
-18360000.00000000
OU
Notional Amount
-19.29000000
-0.00000217405
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
18360000.00000000
OU
Notional Amount
N/A
-19.29000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-03-31
0.00000000
N/A
0.00000000
N/A
18360000.00000000
EUR
1.00000000
0.10000000
EUR
2021-03-29
XXXX
63849.03000000
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAA3
63000.00000000
PA
USD
65473.70000000
0.007379123896
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
DOUBLE EAGLE III MIDCO
N/A
Double Eagle III Midco 1 LLC / Double Eagle Finance Corp
25858GAA2
176000.00000000
PA
USD
186626.88000000
0.021033527507
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
ANTON OILFIELD SERV GRP/
30030021ZM71H1GIKX11
Anton Oilfield Services Group/Hong Kong
000000000
200000.00000000
PA
USD
173000.00000000
0.019497728616
Long
DBT
CORP
KY
N
2
2022-12-02
Fixed
7.50000000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAA0
72000.00000000
PA
USD
73800.00000000
0.008317528161
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.38000000
N
N
N
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
56000.00000000
PA
USD
59360.00000000
0.006690087691
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTR APR25 0.89 CALL
000000000
1640000.00000000
OU
Notional Amount
USD
38832.69000000
0.004376585266
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
1640000.00000000
OU
Notional Amount
N/A
38832.69000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-05-02
0.00000000
N/A
0.00000000
N/A
1640000.00000000
USD
1.00000000
0.89000000
USD
2025-04-30
XXXX
-49645.31000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-315.05000000
-0.00003550727
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
169304.87000000
CAD
132693.95000000
USD
2021-01-06
-315.05000000
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAD8
168000.00000000
PA
USD
178500.00000000
0.020117598601
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BN3
28000.00000000
PA
USD
29470.00000000
0.003321376082
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
146000.00000000
PA
USD
160483.20000000
0.018087039775
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc. 2017 Term Loan
10524MAN7
1129263.31000000
PA
USD
1098976.47000000
0.123858641433
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
2710000.00000000
PA
USD
3342811.64000000
0.376747018341
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AE1
250000.00000000
PA
USD
249838.38000000
0.028157693244
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
3.27000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.605500 01-NOV-2023
000000000
3260000.00000000
OU
Notional Amount
USD
-88705.53000000
-0.00999743555
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-11-01
0.00000000
USD
-38.31000000
USD
3260000.00000000
USD
-88667.22000000
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
200000.00000000
PA
USD
188937.50000000
0.021293942777
Long
DBT
CORP
VG
N
2
2022-11-13
Fixed
5.60000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
501000.00000000
PA
USD
534817.50000000
0.060275875574
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
6.50000000
N
N
Y
N
N
N
EASY TACTIC LTD
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
199720.00000000
0.022509169706
Long
DBT
CORP
VG
N
2
2021-01-10
Fixed
8.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.950500 04-DEC-2030
000000000
1620000.00000000
OU
Notional Amount
USD
-4892.28000000
-0.00055137773
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-12-04
0.00000000
USD
-26.23000000
USD
1620000.00000000
USD
-4866.05000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.191500 04-JAN-2029
000000000
100000000.00000000
OU
Notional Amount
-15801.84000000
-0.00178092478
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-04
0.00000000
JPY
-1419.00000000
JPY
100000000.00000000
JPY
-15789.20000000
N
N
N
WR Grace & Co-Conn
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AF5
21000.00000000
PA
USD
22653.75000000
0.002553159940
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.342000 03-MAY-2023
000000000
3560000.00000000
OU
Notional Amount
15502.67000000
0.001747207239
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-05-03
43.61000000
EUR
0.00000000
EUR
3560000.00000000
EUR
15455.43000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
224000.00000000
PA
USD
222532.80000000
0.025080255160
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
44000.00000000
PA
USD
46570.70000000
0.005248687110
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
3581000.00000000
PA
USD
3573674.78000000
0.402766133088
Long
DBT
CORP
US
N
2
2021-04-30
Variable
3.68000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BQ3
68000.00000000
PA
USD
70550.00000000
0.007951241352
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
Xplornet Communications, Inc.
2138007ZVGYYNWEGU394
Xplornet Communications, Inc. 2020 Term Loan B
000000000
307572.00000000
PA
USD
307648.89000000
0.034673147782
Long
LON
CORP
CA
N
2
2027-06-10
Floating
4.90000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.881000 12-JUL-2053
000000000
1470000.00000000
OU
Notional Amount
USD
239678.04000000
0.027012586007
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2053-07-14
0.00000000
USD
-33.99000000
USD
1470000.00000000
USD
239712.03000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.175000 18-MAR-2025
000000000
270000.00000000
OU
Notional Amount
-4329.01000000
-0.00048789515
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-18
0.00000000
EUR
-3.51000000
EUR
270000.00000000
EUR
-4325.03000000
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
239000.00000000
PA
USD
244887.77000000
0.027599741508
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
2195000.00000000
PA
USD
2310237.50000000
0.260372160779
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376FVU3
1690904.79000000
PA
USD
8851.89000000
0.000997640167
Long
ABS-MBS
USGA
US
N
2
2032-09-20
Floating
6.05000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
310000.00000000
PA
USD
290981.50000000
0.032794672366
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B
000000000
80000.00000000
PA
USD
79924.80000000
0.009007815376
Long
LON
CORP
US
N
2
2026-10-30
Floating
4.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
500000.00000000
PA
USD
594387.15000000
0.066989591583
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
KRATOS DEFENSE & SEC
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions Inc
50077BAM0
371000.00000000
PA
USD
389086.25000000
0.043851434167
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
6.50000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
148000.00000000
PA
USD
159840.00000000
0.018014548798
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAF3
465000.00000000
PA
USD
500033.30000000
0.056355569841
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
271000.00000000
PA
USD
292680.00000000
0.032986099488
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAF8
5000.00000000
PA
USD
5275.00000000
0.000594511667
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50
N/A
CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50
000000000
5663250.38000000
PA
USD
4128877.36000000
0.465339481251
Long
DBT
CORP
US
N
3
2050-07-01
Fixed
5.30000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTUUPQT3 SWAPTION JUL21 0.0000001 PUT
000000000
-5230000.00000000
OU
Notional Amount
-119.93000000
-0.00001351654
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5230000.00000000
OU
Notional Amount
N/A
-119.93000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-07-05
0.00000000
N/A
0.00000000
N/A
5230000.00000000
EUR
1.00000000
0.00000010
EUR
2021-07-01
XXXX
10682.75000000
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
10Y RTP SWAPTION 1.2 JAN22 1.25 PUT
000000000
250000000.00000000
OU
Notional Amount
10.51000000
0.000001184515
N/A
DIR
JP
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Put
Purchased
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
10.51000000
0.00000000
DIR
JP
JPY - 6M Japanese Yen LIBOR Rate BBA (JY0006M)
JPY0006M Index
2022-01-13
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.25000000
JPY
2022-01-11
XXXX
-30745.39000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTVYJ6Q9 SWAPTION EURIBOR AUG21 NEG0.15 PUT
000000000
-6990000.00000000
OU
Notional Amount
-617.65000000
-0.00006961139
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
6990000.00000000
OU
Notional Amount
N/A
-617.65000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-08-11
0.00000000
N/A
0.00000000
N/A
6990000.00000000
EUR
1.00000000
-0.15000000
EUR
2021-08-09
XXXX
8858.16000000
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
200000.00000000
PA
USD
198500.00000000
0.022371671273
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
126000.00000000
PA
USD
151638.48000000
0.017090207692
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc. 2020 Term Loan
000000000
60178.34000000
PA
USD
60228.29000000
0.006787947129
Long
LON
CORP
CA
N
2
2025-05-30
Floating
3.50000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAB6
90000.00000000
PA
USD
95737.50000000
0.010789964123
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
245000.00000000
PA
USD
306556.25000000
0.034550003284
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Simmons Foods Inc
5493002Z1TVWRIL6NM97
Simmons Foods Inc
82873LAB1
157000.00000000
PA
USD
163476.25000000
0.018424367385
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
7.75000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC 2020 TERM LOAN B
78571YBE9
59000.00000000
PA
USD
59073.75000000
0.006657826276
Long
LON
CORP
US
N
2
2027-12-10
None
0.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
1050000.00000000
PA
USD
1165040.63000000
0.131304312318
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CH6
46000.00000000
PA
USD
43856.63000000
0.004942801559
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
111000.00000000
PA
USD
117684.42000000
0.013263461754
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTJ4H4M4 SWAPTION JUN21 3.87 PUT
000000000
-8000000.00000000
OU
Notional Amount
USD
-176.80000000
-0.00001992600
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
8000000.00000000
OU
Notional Amount
N/A
-176.80000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-09
0.00000000
N/A
0.00000000
N/A
8000000.00000000
USD
1.00000000
3.87000000
USD
2021-06-07
XXXX
156549.34000000
N
N
N
Fairstone Financial Issuance Trust I
549300LY2ZF7LX6T3F37
Fairstone Financial Issuance Trust I
30575PAS5
170000.00000000
PA
132996.04000000
0.014989136965
Long
ABS-O
CORP
CA
N
2
2039-10-20
Fixed
5.16000000
N
N
N
N
N
N
York CLO Ltd
549300HNXZUJB12SQJ60
York Clo-4 Ltd
986252AY0
1500000.00000000
PA
USD
1450946.85000000
0.163526982187
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
3.37000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686CAA3
400000.00000000
PA
USD
392555.88000000
0.044242474075
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.97000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
48000.00000000
PA
USD
49249.44000000
0.005550590841
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
ATOTECH ALPHA 2 BV
52990021652PQB07L470
Atotech Alpha 2 BV
02073MAA7
296559.00000000
PA
USD
298783.19000000
0.033673951178
Long
DBT
CORP
NL
N
2
2023-06-01
Variable
8.75000000
N
N
Y
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRW2G67Z6 0.55 5Y 30Y CMS CAP 0.55000 FEB 14, 2022
000000000
-38875000.00000000
NC
USD
-150086.66000000
-0.01691531194
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Written
USD - 10Y Constant Maturity Swap (CMS)
USD - 10Y Constant Maturity Swap (CMS)
1.00000000
0.55000000
USD
2022-02-14
XXXX
-110045.41000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAV1
178000.00000000
PA
USD
201028.75000000
0.022656670587
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
5.30000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
G52132BW9
200000.00000000
PA
USD
211562.50000000
0.023843862488
Long
DBT
CORP
KY
N
2
2022-10-22
Fixed
11.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358HP90
1.13000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2021-08-25
Fixed
930.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTWW46N9 SWAPTION SEP22 0.138 CALL
000000000
-2720000.00000000
OU
Notional Amount
-52619.43000000
-0.00593040096
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2720000.00000000
OU
Notional Amount
N/A
-52619.43000000
-0.01000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-09-14
0.00000000
N/A
0.00000000
N/A
2720000.00000000
EUR
1.00000000
-0.13800000
EUR
2022-09-12
XXXX
-11687.80000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.006500 17-MAY-2022
000000000
756000.00000000
OU
Notional Amount
USD
13800.24000000
0.001555337192
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-05-17
2243.29000000
USD
0.00000000
USD
756000.00000000
USD
11556.95000000
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AT3
12000.00000000
PA
USD
13694.76000000
0.001543449213
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.25000000
N
N
N
N
N
N
Stoneway Capital Corp
549300CV1RKODDF74O91
Stoneway Capital Corp
86188PAA5
469358.99000000
PA
USD
184956.78000000
0.020845301169
Long
DBT
CORP
CA
N
2
2027-03-01
None
0.00000000
Y
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HWH6
266.14000000
PA
USD
265.61000000
0.000029935212
Long
ABS-MBS
USGSE
US
N
2
2023-06-25
None
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBG3
1250000.00000000
PA
USD
1414365.26000000
0.159404104070
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
822000.00000000
PA
USD
867210.00000000
0.097737718113
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AA1
196000.00000000
PA
USD
201390.00000000
0.022697384775
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
19000.00000000
PA
USD
20235.00000000
0.002280558026
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
253000.00000000
PA
USD
257427.50000000
0.029013014644
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.401000 16-FEB-2023
000000000
7440000.00000000
OU
Notional Amount
-22449.37000000
-0.00253012557
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-02-16
0.00000000
EUR
-91.14000000
EUR
7440000.00000000
EUR
-22341.94000000
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAD2
463000.00000000
PA
USD
475107.45000000
0.053546335975
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
4100000.00000000
PA
USD
5564889.00000000
0.627183211002
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTP JUN21 1 PUT
000000000
-10670000.00000000
OU
Notional Amount
USD
-157954.73000000
-0.01780207201
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
10670000.00000000
OU
Notional Amount
N/A
-157954.73000000
-0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-03
0.00000000
N/A
0.00000000
N/A
10670000.00000000
USD
1.00000000
1.00000000
USD
2021-06-01
XXXX
2895.52000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRE9MW1 SWAPTION MAR21 2.7875 PUT
000000000
-5266000.00000000
OU
Notional Amount
USD
-34.81000000
-0.00000392321
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5266000.00000000
OU
Notional Amount
N/A
-34.81000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-03-10
0.00000000
N/A
0.00000000
N/A
5266000.00000000
USD
1.00000000
2.78750000
USD
2021-03-08
XXXX
156957.82000000
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
357000.00000000
PA
USD
356553.75000000
0.040184903206
Long
LON
CORP
US
N
2
2027-10-19
Floating
4.50000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
45000.00000000
PA
USD
46631.25000000
0.005255511315
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
200000.00000000
PA
USD
203000.00000000
0.022878837625
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CG1
1225000.00000000
PA
USD
1829474.01000000
0.206188368543
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAP4
65000.00000000
PA
USD
64918.75000000
0.007316579015
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.295000 17-JUN-2039
000000000
25860000.00000000
OU
Notional Amount
-2363.09000000
-0.00026632882
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2039-06-17
0.00000000
JPY
-573.00000000
JPY
25860000.00000000
JPY
-2357.79000000
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCS3
45000.00000000
PA
USD
55759.01000000
0.006284243034
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAA9
109000.00000000
PA
USD
110635.00000000
0.012468966505
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.88000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP
14987KAA1
1089000.00000000
PA
USD
1125753.75000000
0.126876538188
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.560000 27-MAR-2021
000000000
5660000.00000000
OU
Notional Amount
USD
-41441.44000000
-0.00467060087
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2021-03-29
0.00000000
USD
-14.02000000
USD
5660000.00000000
USD
-41427.42000000
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AU6
86000.00000000
PA
USD
100405.00000000
0.011316008333
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.20000000
N
N
N
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources Inc
205677AB3
77000.00000000
PA
USD
82775.00000000
0.009329043273
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
248000.00000000
PA
USD
261015.04000000
0.029417343437
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.63000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAF5
200000.00000000
PA
USD
220812.50000000
0.024886371099
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
182000.00000000
PA
USD
187639.49000000
0.021147652333
Long
DBT
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
CCC Information Services, Inc.
5493006JEEL9RIWY5T17
CCC Information Services, Inc. 2017 1st Lien Term Loan
124886AH5
29968.44000000
PA
USD
29856.06000000
0.003364886447
Long
LON
CORP
US
N
2
2024-04-29
Floating
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.877500 02-MAR-2023
000000000
3350000.00000000
OU
Notional Amount
USD
46101.45000000
0.005195800930
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
39.78000000
USD
0.00000000
USD
3350000.00000000
USD
46061.67000000
N
N
N
AMER AIRLN 15-2 AA PTT
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
1180287.38000000
PA
USD
1161802.78000000
0.130939394857
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
Alpha 3 B.V.
549300RVASWYF4HCO804
Alpha 3 B.V. 2017 Term Loan B1
000000000
635668.02000000
PA
USD
632890.15000000
0.071329019588
Long
LON
CORP
NL
N
2
2024-01-31
Floating
4.00000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAC9
206000.00000000
PA
USD
229239.38000000
0.025836111095
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
202875.00000000
0.022864749671
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBD7
749000.00000000
PA
USD
835178.16000000
0.094127613353
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
156000.00000000
PA
USD
111930.00000000
0.012614917711
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8DJ9
8693176.65000000
PA
USD
9260685.91000000
1.043712951887
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAJ4
739000.00000000
PA
USD
772255.00000000
0.087035944582
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.88000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBL2
540000.00000000
PA
USD
596630.19000000
0.067242390341
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.501000 19-AUG-2027
000000000
1310000.00000000
OU
Notional Amount
USD
8254.02000000
0.000930258045
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-08-19
0.00000000
USD
-18.00000000
USD
1310000.00000000
USD
8272.02000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.250500 16-AUG-2027
000000000
5890000.00000000
OU
Notional Amount
45291.33000000
0.005104497462
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-08-16
90.70000000
EUR
0.00000000
EUR
5890000.00000000
EUR
45184.57000000
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAB1
306000.00000000
PA
USD
55080.00000000
0.006207716139
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
Y
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
191125.00000000
0.021540481975
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
229000.00000000
PA
USD
251900.00000000
0.028390045309
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
2800000.00000000
PA
USD
2969312.50000000
0.334652308108
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
1000.00000000
PA
USD
1026.25000000
0.000115662104
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.63000000
N
N
N
N
N
N
Emerald TopCo Inc
549300HC42NZULO53062
Emerald TopCo Inc Term Loan
29102TAB8
105937.20000000
PA
USD
104480.56000000
0.011775338754
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.71000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWC51EK2 RRP FNMA 40YR R RRP BNPNR 01/14/2021
000000000
-3564527.78000000
PA
USD
-3564527.78000000
-0.40173523295
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2021-01-14
3564527.78000000
USD
3564847.60000000
USD
ACMO
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
000000000
250000.00000000
PA
USD
254843.75000000
0.028721816630
Long
DBT
CORP
SG
N
2
2027-01-30
Fixed
6.38000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
508000.00000000
PA
USD
548640.00000000
0.061833721550
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GDZ5
885000.00000000
PA
USD
1309543.35000000
0.147590293930
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
5.95000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92915QAL7
1000000.00000000
PA
USD
981042.70000000
0.110567077028
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
3.77000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
297000.00000000
PA
USD
307395.00000000
0.034644533457
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
338000.00000000
PA
USD
361660.00000000
0.040760396135
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.13000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAG8
22000.00000000
PA
USD
22852.50000000
0.002575559787
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
269000.00000000
PA
USD
277070.00000000
0.031226795767
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y RTR DEC22 1.225 CALL
000000000
-5120000.00000000
OU
Notional Amount
USD
-166116.20000000
-0.01872189934
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5120000.00000000
OU
Notional Amount
N/A
-166116.20000000
-0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-12-19
0.00000000
N/A
0.00000000
N/A
5120000.00000000
USD
1.00000000
1.22500000
USD
2022-12-15
XXXX
1307.80000000
N
N
N
CROWNROCK LP/CROWNROCK F
WFBCP6PB6JZR80B7U482
CrownRock LP / CrownRock Finance Inc
228701AF5
709000.00000000
PA
USD
724052.07000000
0.081603299220
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc 2018 USD Term Loan B
05988HAB3
201664.71000000
PA
USD
200597.90000000
0.022608112226
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.40000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
870000.00000000
PA
USD
1000778.80000000
0.112791407211
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.13000000
N
N
N
N
N
N
Castle US Holding Corporation
N/A
Castle US Holding Corporation USD Term Loan B
14852DAC5
136143.74000000
PA
USD
133292.89000000
0.015022593038
Long
LON
CORP
US
N
2
2027-01-29
Floating
4.00000000
N
N
N
N
N
N
MSG National Properties, LLC
N/A
MSG National Properties, LLC Term Loan
55357JAB7
258000.00000000
PA
USD
259290.00000000
0.029222925161
Long
LON
CORP
US
N
3
2025-11-12
Floating
7.00000000
N
N
N
N
N
N
PQ Corp
2H1FRGMQKKSWC9PFJY28
PQ Corp
693522AH7
309000.00000000
PA
USD
317111.25000000
0.035739590137
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AM1
610000.00000000
PA
USD
929227.58000000
0.104727324727
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan
44988LAG2
248000.00000000
PA
USD
248076.88000000
0.027959165793
Long
LON
CORP
US
N
2
2027-12-15
None
0.00000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
210000.00000000
PA
USD
227653.13000000
0.025657334956
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.88000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
199575AT8
3000000.00000000
PA
USD
4225507.35000000
0.476230032240
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELX73
4177440.20000000
PA
USD
4683112.86000000
0.527803835983
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YG2
400000.00000000
PA
USD
410000.00000000
0.046208489784
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
139000.00000000
PA
USD
217813.00000000
0.024548316550
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AT6
104000.00000000
PA
USD
110056.63000000
0.012403782105
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
879000.00000000
PA
USD
924681.63000000
0.104214979644
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
1000000.00000000
PA
USD
996167.50000000
0.112271696946
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
1.47000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
91000.00000000
PA
USD
92023.75000000
0.010371411004
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0RK7
1484022.10000000
PA
USD
1627365.71000000
0.183410028748
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
420000.00000000
PA
USD
453600.00000000
0.051122368210
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.761000 03-JUN-2031
000000000
3648000.00000000
OU
Notional Amount
USD
83470.51000000
0.009407429777
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-03
0.00000000
USD
-57.49000000
USD
3648000.00000000
USD
83528.00000000
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
298000.00000000
PA
USD
314530.06000000
0.035448680645
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
1575000.00000000
PA
USD
1725207.75000000
0.194437182177
Long
DBT
CORP
GB
N
2
2025-12-29
Fixed
6.00000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
240060.24000000
PA
USD
231358.06000000
0.026074894029
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.48000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HUF2
445.42000000
PA
USD
438.24000000
0.000049391240
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
None
0.00000000
N
N
N
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
312909PB4
2573.70000000
PA
USD
88.01000000
0.000009919046
Long
ABS-MBS
USGSE
US
N
2
2022-04-15
Fixed
8.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
245000.00000000
PA
USD
275878.58000000
0.031092518404
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.760000 11-JAN-2031
000000000
760000.00000000
OU
Notional Amount
USD
61213.80000000
0.006899017687
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-01-13
12.16000000
USD
0.00000000
USD
760000.00000000
USD
61201.64000000
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AE4
2800000.00000000
PA
USD
3752824.63000000
0.422956972146
Long
DBT
CORP
FR
N
2
2040-01-27
Fixed
5.60000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
64000.00000000
PA
USD
68160.00000000
0.007681879667
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B5
000000000
1070496.00000000
PA
USD
1086938.82000000
0.122501954538
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
8.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.245000 06-MAR-2050
000000000
460000.00000000
OU
Notional Amount
USD
17242.18000000
0.001943256337
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-03-07
0.00000000
USD
-10.42000000
USD
460000.00000000
USD
17252.60000000
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
250000.00000000
PA
USD
263046.88000000
0.029646339188
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
213750.00000000
0.024090401686
Long
DBT
CORP
KY
N
2
2024-06-09
Fixed
6.90000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6S7 RRP TREASURY NO RRP NOMSI OPEN
000000000
-3648750.00000000
PA
USD
-3648750.00000000
-0.41122738317
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
3648750.00000000
USD
3650541.94000000
USD
UST
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
215500.00000000
0.024287633045
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
6.50000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-590509.30000000
-0.06655254379
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-531063.11000000
USD
5000000.00000000
USD
-59446.19000000
N
N
N
Grupo KUO SAB De CV
549300WIYIAVCFZI6Z04
Grupo KUO SAB De CV
40052CAC0
200000.00000000
PA
USD
210437.50000000
0.023717070900
Long
DBT
CORP
MX
N
2
2027-07-07
Fixed
5.75000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B
000000000
456883.83000000
PA
USD
448888.36000000
0.050591349262
Long
LON
CORP
LU
N
2
2024-04-29
Floating
5.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
141000.00000000
PA
USD
167437.50000000
0.018870814654
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
200000.00000000
PA
USD
204750.00000000
0.023076068984
Long
DBT
CORP
KY
N
2
2021-08-09
Fixed
7.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
BRW5PDQU4 SWAPTION JUN25 1.429 CALL
000000000
1120000.00000000
OU
Notional Amount
USD
48267.98000000
0.005439976733
N/A
DIR
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Call
Purchased
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
BFM8T61CT2L1QCEMIK50
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
48267.98000000
0.01000000
DIR
CH
USD - 3M US Dollar LIBOR BBA
US0003M Index
2025-06-05
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.42900000
USD
2025-06-05
XXXX
-11764.02000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359QFX7
8072.62000000
PA
USD
78.94000000
0.000008896824
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
1.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.300000 25-JUL-2023
000000000
12900000.00000000
OU
Notional Amount
-68404.75000000
-0.00770946388
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-07-25
0.00000000
EUR
-181.25000000
EUR
12900000.00000000
EUR
-68202.70000000
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
Sunoco LP / Sunoco Finance Corp
86765LAL1
21000.00000000
PA
USD
21525.00000000
0.002425945713
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
349000.00000000
PA
USD
433177.06000000
0.048820628663
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
ATOTECH ALPHA 3 BV
N/A
Atotech Alpha 3 BV / Alpha US Bidco Inc
02079UAA3
1112000.00000000
PA
USD
1131460.00000000
0.127519653297
Long
DBT
CORP
NL
N
2
2025-02-01
Fixed
6.25000000
N
N
N
N
N
N
GREENKO MAURITIUS LTD
2138005EDWGI4914B264
Greenko Mauritius Ltd
000000000
200000.00000000
PA
USD
207500.00000000
0.023386003976
Long
DBT
CORP
MU
N
2
2023-02-21
Fixed
6.25000000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABA9
35000.00000000
PA
USD
39112.50000000
0.004408120870
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.13000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
359000.00000000
PA
USD
568431.63000000
0.064064310166
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
100000.00000000
PA
114193.74000000
0.012870049434
Long
DBT
CORP
NL
N
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
LITIGATION FEE RESIDUAL
N/A
LITIGATION FEE RESIDUAL 10/27 4
53689HAA7
1307555.00000000
PA
USD
1286513.75000000
0.144994774329
Long
ABS-O
CORP
US
N
2
2027-10-30
Fixed
4.00000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
50000.00000000
PA
USD
48625.00000000
0.005480214184
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
CHONG HING BANK LTD
549300UE27D3HDTZET39
Chong Hing Bank Ltd
000000000
250000.00000000
PA
USD
253906.25000000
0.028616156974
Long
DBT
CORP
HK
N
2
2024-07-15
Fixed
5.70000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.53345 SOFR 21-OCT-2030
000000000
100988.00000000
OU
Notional Amount
USD
1422.29000000
0.000160297251
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-21
0.00000000
USD
0.00000000
USD
100988.00000000
USD
1422.29000000
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAB6
200000.00000000
PA
USD
208250.00000000
0.023470531701
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.38000000
N
N
N
N
N
N
FCE BANK PLC
TU5V87TL5Q0UV1EW4H93
FCE Bank PLC
000000000
100000.00000000
PA
122227.56000000
0.013775490140
Long
DBT
CORP
GB
N
2
2023-05-11
Fixed
1.62000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
119000.00000000
PA
USD
134865.08000000
0.015199784564
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
200000.00000000
PA
USD
188000.00000000
0.021188283120
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AR5
4000000.00000000
PA
USD
4924614.60000000
0.555021959607
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.56205 FED 21-OCT-2030
000000000
100988.00000000
OU
Notional Amount
USD
-1537.78000000
-0.00017331339
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-21
0.00000000
USD
0.00000000
USD
100988.00000000
USD
-1537.78000000
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
1750000.00000000
PA
USD
2115929.10000000
0.238472898056
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39E43 RRP FNMA 30YR U RRP CANTR 01/14/2021
000000000
-6249531.08000000
PA
USD
-6249531.08000000
-0.70434486114
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
6249531.08000000
USD
6250062.29000000
USD
ACMO
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBD0
500000.00000000
PA
USD
548501.71000000
0.061818135764
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6Q1 RRP TREASURY NO RRP NOMSI OPEN
000000000
-1183750.00000000
PA
USD
-1183750.00000000
-0.13341292629
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
1183750.00000000
USD
1184331.35000000
USD
UST
N
N
N
STAR ENERGY CO ISSUE
N/A
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak
85513LAB0
215000.00000000
PA
USD
239860.45000000
0.027033144277
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
200812.50000000
0.022632298426
Long
DBT
CORP
KY
N
2
2021-03-08
Fixed
8.38000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
282000.00000000
PA
USD
293985.00000000
0.033133177730
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAT7
560000.00000000
PA
USD
602000.00000000
0.067847587440
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAA9
1890000.00000000
PA
USD
2802356.79000000
0.315835792937
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
48000.00000000
PA
USD
45480.00000000
0.005125761257
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
BIG RIVER STEEL/BRS FIN
N/A
Big River Steel LLC / BRS Finance Corp
08949LAB6
787000.00000000
PA
USD
849960.00000000
0.095793580433
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.63000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBR2
200000.00000000
PA
USD
217918.00000000
0.024560150431
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YQ0
245000.00000000
PA
USD
249091.50000000
0.028073517154
Long
DBT
CORP
US
N
2
2022-08-03
Fixed
2.98000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.709000 16-AUG-2049
000000000
600000.00000000
OU
Notional Amount
USD
-2363.43000000
-0.00026636714
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-08-16
0.00000000
USD
-9.31000000
USD
600000.00000000
USD
-2354.12000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
106000.00000000
PA
USD
117018.70000000
0.013188432691
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRHZ335 SWAPTION MAR24 2.95 PUT
000000000
3510000.00000000
OU
Notional Amount
USD
23405.14000000
0.002637844323
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510000.00000000
OU
Notional Amount
N/A
23405.14000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-03-14
0.00000000
N/A
0.00000000
N/A
3510000.00000000
USD
1.00000000
2.95000000
USD
2024-03-12
XXXX
-134808.11000000
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AN8
154000.00000000
PA
USD
158535.30000000
0.017867504367
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.75000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
226000.00000000
PA
USD
248600.00000000
0.028018123318
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: USD 1.123500 03-MAR-2030
000000000
2820000.00000000
OU
Notional Amount
-1884.85000000
-0.00021242944
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-03-21
0.00000000
EUR
-21.00000000
EUR
2820000.00000000
EUR
-1862.56000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.180000 24-MAR-2023
000000000
11800000.00000000
OU
Notional Amount
-99472.30000000
-0.01121088965
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-24
0.00000000
EUR
-144.55000000
EUR
11800000.00000000
EUR
-99317.92000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BRWBPBQ35 SWAPTION DEC24 0.865 PUT
000000000
17450000.00000000
OU
Notional Amount
USD
63747.99000000
0.007184630109
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
17450000.00000000
OU
Notional Amount
N/A
63747.99000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2025-12-04
0.00000000
N/A
0.00000000
N/A
17450000.00000000
USD
1.00000000
0.86500000
USD
2024-12-02
XXXX
-1253.26000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-2 Ltd
69689PAE7
750000.00000000
PA
USD
733897.65000000
0.082712931861
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
2.47000000
N
N
N
N
N
N
OZLM Funding Ltd
549300ZESL6JPBECIU07
OZLM Funding III Ltd
67108EAY5
1500000.00000000
PA
USD
1491966.00000000
0.168149989440
Long
ABS-CBDO
CORP
KY
N
2
2029-01-22
Floating
2.92000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
31000.00000000
PA
USD
33172.92000000
0.003738708621
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
335000.00000000
PA
USD
363860.25000000
0.041008372305
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
505000.00000000
PA
USD
499950.00000000
0.056346181629
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXV1
485614.55000000
PA
USD
570891.36000000
0.064341530675
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AD3
206000.00000000
PA
USD
231959.40000000
0.026142667232
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
99000.00000000
PA
USD
107069.49000000
0.012067120573
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
PROVIDENCE SERVICE CORP
549300EFZIFW7F7I0Q28
Providence Service Corp/The
743815AE2
48000.00000000
PA
USD
50760.00000000
0.005720836442
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.88000000
N
N
N
N
N
N
ASAHI MUTUAL LIFE INSURA
549300ZTKF2W3KCEJ782
Asahi Mutual Life Insurance Co
000000000
333000.00000000
PA
USD
357316.88000000
0.040270910730
Long
DBT
CORP
JP
N
2
2023-09-05
Fixed
6.50000000
N
N
N
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605HAA8
136000.00000000
PA
USD
141270.00000000
0.015921642321
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
200000.00000000
PA
USD
257000.00000000
0.028964833840
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
735000.00000000
PA
USD
815524.89000000
0.091912618412
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.46000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
61000.00000000
PA
USD
63745.00000000
0.007184293125
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.63000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
1000000.00000000
PA
USD
1175338.20000000
0.132464885874
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
1500000.00000000
PA
USD
1918125.81000000
0.216179748530
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
FORTERRA FIN LLC/FRTA FI
N/A
Forterra Finance LLC / FRTA Finance Corp
34962WAA2
429000.00000000
PA
USD
461175.00000000
0.051976098235
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
252000.00000000
PA
USD
272650.11000000
0.030728658104
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
402000.00000000
PA
USD
424230.60000000
0.047812330113
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co Holdings Ltd
01959EAC2
1495000.00000000
PA
USD
1623882.28000000
0.183017433530
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
Ascent Resources - Utica
549300EGLQ2M2CL7JZ89
Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan
000000000
747907.00000000
PA
USD
810544.21000000
0.091351277678
Long
LON
CORP
US
N
2
2025-11-01
Fixed
10.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.934500 16-NOV-2030
000000000
1420000.00000000
OU
Notional Amount
USD
-3023.25000000
-0.00034073126
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-18
0.00000000
USD
-23.17000000
USD
1420000.00000000
USD
-3000.08000000
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
40000.00000000
PA
USD
44400.00000000
0.005004041332
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2007-HE5
61753KAE6
5939082.51000000
PA
USD
3122823.63000000
0.351953570261
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.49000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AF3
17000.00000000
PA
USD
17085.00000000
0.001925541580
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.25000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
400000.00000000
PA
USD
415500.00000000
0.046828359769
Long
DBT
CORP
KY
N
2
2023-07-16
Fixed
6.50000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAN0
434000.00000000
PA
USD
469679.14000000
0.052934545714
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
116000.00000000
PA
USD
118343.20000000
0.013337708654
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AS7
200000.00000000
PA
USD
200980.00000000
0.022651176285
Long
DBT
CORP
CH
N
2
2030-09-03
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.303000 20-JUL-2022
000000000
5250000.00000000
OU
Notional Amount
23619.75000000
0.002662031650
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-07-20
49.52000000
EUR
0.00000000
EUR
5250000.00000000
EUR
23567.35000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAB2
49000.00000000
PA
USD
52307.50000000
0.005895245315
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
549300SO59UL53O4D221
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
100000.00000000
PA
141708.19000000
0.015971027926
Long
DBT
CORP
XX
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.230000 21-OCT-2022
000000000
1380000.00000000
OU
Notional Amount
USD
1111.40000000
0.000125258818
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-10-21
14.83000000
USD
0.00000000
USD
1380000.00000000
USD
1096.57000000
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
220000.00000000
PA
USD
223025.00000000
0.025135727888
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
700000.00000000
PA
USD
942452.96000000
0.106217873109
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
39000.00000000
PA
USD
41437.50000000
0.004670156818
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.413500 02-MAR-2023
000000000
2450000.00000000
OU
Notional Amount
6527.31000000
0.000735651554
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-02
30.01000000
EUR
0.00000000
EUR
2450000.00000000
EUR
6494.65000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
443000.00000000
PA
USD
485638.75000000
0.054733251752
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
66000.00000000
PA
USD
69300.00000000
0.007810361809
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC USD Term Loan
74530DAC9
111564.08000000
PA
USD
106172.19000000
0.011965991602
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.65000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.453500 11-AUG-2023
000000000
1730000.00000000
OU
Notional Amount
2517.98000000
0.000283785495
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-08-11
24.31000000
EUR
0.00000000
EUR
1730000.00000000
EUR
2490.78000000
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
30000.00000000
PA
USD
34708.50000000
0.003911774067
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7H8T78 SWAPTION AUG21 0.6335 PUT
000000000
-14190000.00000000
OU
Notional Amount
USD
-609749.12000000
-0.06872094142
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
14190000.00000000
OU
Notional Amount
N/A
-609749.12000000
-0.07000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-08-11
0.00000000
N/A
0.00000000
N/A
14190000.00000000
USD
1.00000000
0.63350000
USD
2021-08-09
XXXX
-227410.94000000
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
993000.00000000
PA
USD
1002930.00000000
0.113033855268
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
266000.00000000
PA
USD
282764.65000000
0.031868603514
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
000000000
100000.00000000
PA
122426.44000000
0.013797904639
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
2.38000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORPORATION 2020 2ND LIEN TERM LOAN
29426NAQ7
62000.00000000
PA
USD
64519.06000000
0.007271532499
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.75000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
151000.00000000
PA
USD
162796.88000000
0.018347799918
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
100000.00000000
PA
128670.29000000
0.014501609222
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAD1
210000.00000000
PA
USD
195705.27000000
0.022056695047
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.38000000
N
N
N
N
N
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
107000.00000000
PA
USD
112617.50000000
0.012692401459
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
200000.00000000
PA
USD
190125.00000000
0.021427778342
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
N
N
N
N
N
N
Norbord Inc
549300VL705RQ5PHI407
Norbord Inc
65548PAE6
111000.00000000
PA
USD
120435.00000000
0.013573462115
Long
DBT
CORP
CA
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AC8
725000.00000000
PA
USD
869841.21000000
0.098034265041
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
355000.00000000
PA
USD
391387.50000000
0.044110793404
Long
DBT
US
N
2
2032-07-15
Fixed
5.63000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GW7
350000.00000000
PA
USD
460810.54000000
0.051935022269
Long
DBT
CORP
US
N
2
2042-05-30
Fixed
4.75000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BSLQRD3CFUV847
Galaxy XXIX CLO Ltd
36321HAG3
805000.00000000
PA
USD
785572.53000000
0.088536878604
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
2.62000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 3.175500 09-MAY-2038
000000000
1590000.00000000
OU
Notional Amount
USD
206327.64000000
0.023253874744
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2038-05-10
23.53000000
USD
0.00000000
USD
1590000.00000000
USD
206304.11000000
N
N
N
GLP CAPITAL LP / FIN II
2549005PXW31DRW8EC44
GLP Capital LP / GLP Financing II Inc
361841AH2
98000.00000000
PA
USD
112471.66000000
0.012675964761
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO X Ltd
87249DAA7
250000.00000000
PA
USD
240728.68000000
0.027130996952
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.72000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
87000.00000000
PA
USD
99397.50000000
0.011202459422
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
6.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
14000.00000000
PA
USD
13542.24000000
0.001526259655
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.680000 16-SEP-2030
000000000
2760000.00000000
OU
Notional Amount
USD
54767.18000000
0.006172460189
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-09-16
0.00000000
USD
-42.24000000
USD
2760000.00000000
USD
54809.42000000
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAB4
93000.00000000
PA
USD
89745.00000000
0.010114587599
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AC2
155504.00000000
PA
USD
84041.52000000
0.009471784679
Long
DBT
CORP
US
N
3
2025-11-15
Fixed
5.00000000
N
N
Y
N
N
Pioneer Energy Services Corp
Pioneer Energy Services Corp
USD
XXXX
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: JPY 0.371400 30-JAN-2045
000000000
20250000.00000000
OU
Notional Amount
1481.53000000
0.000166973814
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2045-01-30
0.00000000
JPY
-530.00000000
JPY
20250000.00000000
JPY
1486.39000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BRW92RFE8 SWAPTION SEP21 0.45 CALL
000000000
-3280000.00000000
OU
Notional Amount
USD
-12690.78000000
-0.00143029701
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
3280000.00000000
OU
Notional Amount
N/A
-12690.78000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-10-04
0.00000000
N/A
0.00000000
N/A
3280000.00000000
USD
1.00000000
0.45000000
USD
2021-09-30
XXXX
18797.22000000
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-64CB
12668AA21
648199.14000000
PA
USD
640749.06000000
0.072214747301
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PART
549300VJQPPSEJPBNA66
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AL2
11000.00000000
PA
USD
11027.50000000
0.001242839319
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.25000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAU2
108000.00000000
PA
USD
114750.00000000
0.012932741958
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
IMM EURO$ FUT OPT Dec21C 99.375
000000000
-342.00000000
NC
USD
-361237.50000000
-0.04071277885
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
ICE Futures Europe
549300UF4R84F48NCH34
ICE Futures Europe
549300UF4R84F48NCH34
Eurodollar Time Deposit Future
N/A
342.00000000
NC
N/A
-361237.50000000
-0.04000000
DIR
US
Short
Eurodollar Time Deposit
EDZ1 Comdty
2021-12-13
342.00000000
USD
2500.00000000
99.37500000
USD
2021-12-13
XXXX
-152144.96000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRTUGE2Q6 SWAPTION JUN21 0.0000001 PUT
000000000
-5200000.00000000
OU
Notional Amount
-106.41000000
-0.00001199279
N/A
DIR
DE
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
5200000.00000000
OU
Notional Amount
N/A
-106.41000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-06-23
0.00000000
N/A
0.00000000
N/A
5200000.00000000
EUR
1.00000000
0.00000000
EUR
2021-06-21
XXXX
12564.95000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXCQ3
1566354.36000000
PA
USD
1747381.74000000
0.196936271422
Long
ABS-MBS
USGSE
US
N
2
2056-04-01
Fixed
4.00000000
N
N
N
N
N
N
VIDEOTRON LTD / LTEE
549300LW4GNJRBECSD81
Videotron Ltd
92660FAK0
130000.00000000
PA
USD
137962.50000000
0.015548875053
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
126135.37000000
0.014215914527
Long
DBT
CORP
DE
N
2
2025-09-21
Fixed
3.00000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
125094AC6
5890000.00000000
PA
USD
8507005.45000000
0.958770425456
Long
DBT
CORP
CA
N
2
2039-11-25
Fixed
5.60000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
269000.00000000
PA
USD
298590.00000000
0.033652177963
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
161826.00000000
PA
USD
224735.86000000
0.025328548027
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
Westcott Park Clo Ltd
549300SXZQ1LGMMQ5793
Westcott Park CLO Ltd
95753TAL9
1185000.00000000
PA
USD
1179308.68000000
0.132912373397
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
3.47000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
277000.00000000
PA
USD
283232.50000000
0.031921331909
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAJ2
45000.00000000
PA
USD
45731.25000000
0.005154078045
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
RKPF OVERSEAS 2019 A LTD
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd
000000000
513000.00000000
PA
USD
542337.19000000
0.061123371961
Long
DBT
CORP
VG
N
2
2024-09-30
Fixed
6.70000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
14987RAA6
45000.00000000
PA
USD
47981.25000000
0.005407661220
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBG4
136000.00000000
PA
USD
148920.00000000
0.016783825118
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.066500 01-MAR-2023
000000000
3350000.00000000
OU
Notional Amount
USD
58754.55000000
0.006621851276
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-01
39.78000000
USD
0.00000000
USD
3350000.00000000
USD
58714.77000000
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
243000.00000000
PA
USD
248467.50000000
0.028003190086
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.572000 21-NOV-2024
000000000
1020000.00000000
OU
Notional Amount
USD
112.04000000
0.000012627315
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-11-21
11.01000000
USD
0.00000000
USD
1020000.00000000
USD
101.03000000
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAQ4
200000.00000000
PA
USD
249011.17000000
0.028064463671
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.10000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRTUFCCG2 SWAPITON JUN21 0.0000001 PUT
000000000
-4460000.00000000
OU
Notional Amount
-88.00000000
-0.00000991791
N/A
DIR
DE
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
4460000.00000000
OU
Notional Amount
N/A
-88.00000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-06-22
0.00000000
N/A
0.00000000
N/A
4460000.00000000
EUR
1.00000000
0.00000000
EUR
2021-06-18
XXXX
10247.45000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ES3
8200000.00000000
PA
USD
10498882.79000000
1.183262239403
Long
DBT
UST
US
N
2
2024-11-15
Fixed
7.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
720000.00000000
PA
USD
753199.20000000
0.084888286681
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBG0
842000.00000000
PA
USD
1060711.59000000
0.119546050417
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAF2
205000.00000000
PA
USD
218095.40000000
0.024580144056
Long
DBT
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39E19 RRP FHLMC GOLD RRP CANTR 01/14/2021
000000000
-1182761.81000000
PA
USD
-1182761.81000000
-0.13330155369
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
1182761.81000000
USD
1182862.34000000
USD
AMBS
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
256000.00000000
PA
USD
274176.00000000
0.030900631451
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
23000.00000000
PA
USD
28002.50000000
0.003155983500
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
131021.97000000
0.014766652103
Long
DBT
CORP
DE
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORPORATION TERM LOAN
47714FAL8
36075.00000000
PA
USD
37027.74000000
0.004173160842
Long
LON
CORP
US
N
2
2024-06-17
Floating
6.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.244300 15-DEC-2022
000000000
17460000.00000000
OU
Notional Amount
USD
-19923.71000000
-0.00224547451
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-12-15
0.00000000
USD
-209.08000000
USD
17460000.00000000
USD
-19714.63000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BN8
1410000.00000000
PA
USD
1866383.26000000
0.210348175133
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTTVBSH0 SWAPTION JUN21 2.4 PUT
000000000
-77400000.00000000
OU
Notional Amount
USD
-0.77000000
-0.00000008678
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
77400000.00000000
OU
Notional Amount
N/A
-0.77000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2022-06-03
0.00000000
N/A
0.00000000
N/A
77400000.00000000
USD
1.00000000
2.40000000
USD
2021-06-01
XXXX
140093.23000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW2FYAD1 SWAPTION MAR22 1.6 PUT
000000000
-4485000.00000000
OU
Notional Amount
USD
-44135.45000000
-0.00497422558
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
4485000.00000000
OU
Notional Amount
N/A
-44135.45000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-03-08
0.00000000
N/A
0.00000000
N/A
4485000.00000000
USD
1.00000000
1.60000000
USD
2022-03-04
XXXX
31212.55000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.101500 22-JUN-2031
000000000
430000.00000000
OU
Notional Amount
USD
45934.61000000
0.005176997456
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-23
6.64000000
USD
0.00000000
USD
430000.00000000
USD
45927.97000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
220000.00000000
PA
USD
235468.75000000
0.026538183729
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
55000.00000000
PA
USD
57612.50000000
0.006493138092
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39E27 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-1509210.18000000
PA
USD
-1509210.18000000
-0.17009347118
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
1509210.18000000
USD
1509338.46000000
USD
ACMO
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637AA2
27000.00000000
PA
USD
28350.00000000
0.003195148013
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300QKXAJMQB5TEW86
Parsley Energy LLC / Parsley Finance Corp
701885AF2
40000.00000000
PA
USD
41660.00000000
0.004695233376
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.25000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
116000.00000000
PA
USD
133400.00000000
0.015034664725
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
313000.00000000
PA
USD
261746.25000000
0.029499753461
Long
DBT
CORP
GB
N
2
2023-04-23
Fixed
8.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAY2
706000.00000000
PA
USD
823636.06000000
0.092826776744
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
445000.00000000
PA
USD
475375.70000000
0.053576568725
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
114000.00000000
PA
USD
119289.60000000
0.013444371373
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
200000.00000000
PA
USD
204500.00000000
0.023047893075
Long
DBT
CORP
KY
N
2
2022-08-08
Fixed
6.88000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
340000.00000000
PA
USD
375700.00000000
0.042342755151
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS: (CMBX.NA.8.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-788668.59000000
-0.08888581581
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Markit CMBX.NA.BBB-.8
137BERAH0
Y
sell protection
2057-10-17
0.00000000
USD
-495517.99000000
USD
5000000.00000000
USD
-293150.60000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW7H5XC8 2Y RTR SYNTH 0.25 AUG21 NEG0.25 PUT
000000000
-30000000.00000000
OU
Notional Amount
-4837.00000000
-0.00054514747
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
30000000.00000000
OU
Notional Amount
N/A
-4837.00000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-08-11
0.00000000
N/A
0.00000000
N/A
30000000.00000000
EUR
1.00000000
-0.25000000
EUR
2021-08-09
XXXX
19554.17000000
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
239000.00000000
PA
USD
257809.30000000
0.029056044891
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAS9
41000.00000000
PA
USD
48784.93000000
0.005498238876
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003BAE1
500000.00000000
PA
USD
502439.65000000
0.056626774230
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
None
0.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCJ0
858000.00000000
PA
USD
916103.76000000
0.103248222526
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAR0
76000.00000000
PA
USD
89216.83000000
0.010055060921
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
386602.63000000
PA
USD
383703.11000000
0.043244734729
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.15000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
169000.00000000
PA
USD
177450.00000000
0.019999259786
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.576500 17-AUG-2023
000000000
1760000.00000000
OU
Notional Amount
-2810.07000000
-0.00031670509
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-08-17
24.73000000
EUR
0.00000000
EUR
1760000.00000000
EUR
-2837.61000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTVUHXA2 SWAPTION AUG22 2.75 PUT
000000000
-4270000.00000000
OU
Notional Amount
USD
-9928.56000000
-0.00111898478
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
4270000.00000000
OU
Notional Amount
N/A
-9928.56000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-10
0.00000000
N/A
0.00000000
N/A
4270000.00000000
USD
1.00000000
2.75000000
USD
2022-08-08
XXXX
41524.94000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
231100.00000000
0.026045809730
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
Golden Nugget, Inc.
N/A
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
260852.11000000
PA
USD
251273.62000000
0.028319450007
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.310100 16-JUL-2022
000000000
4580000.00000000
OU
Notional Amount
19165.00000000
0.002159965138
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-07-18
892.02000000
EUR
0.00000000
EUR
4580000.00000000
EUR
18208.93000000
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAT7
8000.00000000
PA
USD
8880.00000000
0.001000808266
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAA1
143000.00000000
PA
USD
152652.50000000
0.017204491431
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
135000.00000000
PA
USD
198731.10000000
0.022397717083
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.88000000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
250000.00000000
PA
USD
263410.00000000
0.029687264132
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.870000 03-JUN-2022
000000000
3450000.00000000
OU
Notional Amount
USD
-58310.08000000
-0.00657175789
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-06-03
0.00000000
USD
-36.85000000
USD
3450000.00000000
USD
-58273.23000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTSSEE44 SWAPTION APR21 0.15 PUT
000000000
-14050000.00000000
OU
Notional Amount
-30.90000000
-0.00000348254
N/A
DIR
DE
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
14050000.00000000
OU
Notional Amount
N/A
-30.90000000
0.00000000
DIR
GB
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-04-21
0.00000000
N/A
0.00000000
N/A
14050000.00000000
EUR
1.00000000
0.15000000
EUR
2021-04-19
XXXX
50459.18000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
442000.00000000
PA
USD
464016.02000000
0.052296291512
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
359000.00000000
PA
USD
381437.50000000
0.042989392249
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.13000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
3000000.00000000
PA
4124662.75000000
0.464864479389
Long
ABS-O
CORP
GB
N
2
2024-03-28
Fixed
7.40000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
391000.00000000
PA
USD
408794.41000000
0.046072615411
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DJ1 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-4536498.71000000
PA
USD
-4536498.71000000
-0.51127988853
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
4536498.71000000
USD
4536884.31000000
USD
ACMO
N
N
N
TMB BANK PCL
549300WKGLXEV3DB7I54
TMB Bank PCL
000000000
250000.00000000
PA
USD
243593.75000000
0.027453900752
Long
DBT
CORP
TH
N
2
2024-12-02
Fixed
4.90000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
82453AAA5
191000.00000000
PA
USD
198640.00000000
0.022387449782
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.280000 26-JUN-2022
000000000
937000.00000000
OU
Notional Amount
2678.17000000
0.000301839490
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-06-27
8.48000000
EUR
0.00000000
EUR
937000.00000000
EUR
2668.87000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDH2
2400000.00000000
PA
USD
3047815.66000000
0.343499899491
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.15000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAA5
53000.00000000
PA
USD
58697.50000000
0.006615421534
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Milano Acquisition Corp
N/A
Milano Acquisition Corp Term Loan B
59909TAC8
307000.00000000
PA
USD
306487.31000000
0.034542233495
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
450000.00000000
PA
USD
476437.50000000
0.053696237443
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
100000.00000000
PA
139268.11000000
0.015696022044
Long
DBT
CORP
IT
N
2
2024-06-09
Fixed
5.88000000
N
N
N
N
N
N
JSL EUROPE
54930068BSUST41D5C30
JSL Europe SA
000000000
200000.00000000
PA
USD
210875.00000000
0.023766378740
Long
DBT
CORP
LU
N
2
2024-07-26
Fixed
7.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CE3
160000.00000000
PA
USD
159848.00000000
0.018015450427
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.849500 15-AUG-2032
000000000
17650000.00000000
OU
Notional Amount
USD
435751.70000000
0.049110799946
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-08-16
0.00000000
USD
-69006.40000000
USD
17650000.00000000
USD
504758.10000000
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HAY1
1935000.00000000
PA
USD
1980146.88000000
0.223169748481
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
4.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
274000.00000000
PA
USD
289100.14000000
0.032582636258
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAM5
139000.00000000
PA
USD
151514.17000000
0.017076197504
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CL1
770000.00000000
PA
USD
1194279.20000000
0.134599605399
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
6.40000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
108000.00000000
PA
USD
111324.24000000
0.012546646358
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-927.00000000
NC
USD
-125157.35000000
-0.01410568811
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
-204720115.62000000
USD
-125157.35000000
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AW1
9000.00000000
PA
USD
9907.47000000
0.001116607868
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AD6
53000.00000000
PA
USD
160597.57000000
0.018099929689
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.63000000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
357000.00000000
PA
USD
387791.25000000
0.043705482961
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
131000.00000000
PA
USD
161130.00000000
0.018159936485
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
LBM ACQUISITION LLC
N/A
LBM Acquisition LLC
05552BAA4
133000.00000000
PA
USD
137322.50000000
0.015476744728
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AT8
27000.00000000
PA
USD
36711.90000000
0.004137564527
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
200000.00000000
PA
USD
218500.00000000
0.024625743946
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
5.60000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
75000.00000000
PA
USD
80703.00000000
0.009095521344
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.225000 22-DEC-2040
000000000
23180000.00000000
OU
Notional Amount
2054.75000000
0.000231577791
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2040-12-24
0.00000000
JPY
-543.00000000
JPY
23180000.00000000
JPY
2060.01000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.672000 09-OCT-2030
000000000
1360000.00000000
OU
Notional Amount
USD
30080.66000000
0.003390199683
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-09
0.00000000
USD
-20.94000000
USD
1360000.00000000
USD
30101.60000000
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAH6
16000.00000000
PA
USD
16820.00000000
0.001895675117
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2020 Term Loan
75025KAF5
23903.36000000
PA
USD
23914.59000000
0.002695261189
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.25000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
BRTPRU9Z2 SWAPTION JAN29 3.04 PUT
000000000
1000000.00000000
OU
Notional Amount
USD
21968.48000000
0.002475927521
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Purchased
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
21968.48000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-01-12
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.04000000
USD
2029-01-10
XXXX
-34906.52000000
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
77000.00000000
PA
USD
85566.25000000
0.009643627290
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
130000.00000000
PA
USD
135200.00000000
0.015237531265
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
243000.00000000
PA
USD
255757.50000000
0.028824799576
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
121062.50000000
0.013644183645
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTTTMW35 SWAPTION MAY21 2.15 PUT
000000000
-62210000.00000000
OU
Notional Amount
USD
-1.24000000
-0.00000013975
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
62210000.00000000
OU
Notional Amount
N/A
-1.24000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2022-06-01
0.00000000
N/A
0.00000000
N/A
62210000.00000000
USD
1.00000000
2.15000000
USD
2021-05-27
XXXX
174497.81000000
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
200000.00000000
PA
USD
209500.00000000
0.023611411243
Long
DBT
CORP
KY
N
2
2023-09-01
Fixed
7.88000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
696000.00000000
PA
USD
691002.72000000
0.077878517386
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
N/A
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
507000.00000000
PA
USD
527280.00000000
0.059426371936
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CT9
38000.00000000
PA
USD
45030.00000000
0.005075044621
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
CHANGE HEALTH / FIN INC
549300GS1BPJEDOZHM07
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
518000.00000000
PA
USD
528360.00000000
0.059548091860
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.441500 23-SEP-2025
000000000
500000.00000000
OU
Notional Amount
885.23000000
0.000099768637
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-09-23
6.64000000
EUR
0.00000000
EUR
500000.00000000
EUR
877.28000000
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BA3
219000.00000000
PA
USD
248017.50000000
0.027952473451
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
172500.00000000
0.019441376799
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
8.60000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.363000 31-JUL-2028
000000000
113000000.00000000
OU
Notional Amount
32548.09000000
0.003668288010
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-31
1526.00000000
JPY
0.00000000
JPY
113000000.00000000
JPY
32534.65000000
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
13000.00000000
PA
USD
13585.00000000
0.001531078862
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.38000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
212000.00000000
PA
USD
222600.00000000
0.025087828844
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTV9LGP3 SWAPTION JUL21 0.0000001 PUT
000000000
-5270000.00000000
OU
Notional Amount
-162.49000000
-0.00001831321
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5270000.00000000
OU
Notional Amount
N/A
-162.49000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-07-21
0.00000000
N/A
0.00000000
N/A
5270000.00000000
EUR
1.00000000
0.00000010
EUR
2021-07-19
XXXX
9479.89000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTWXCDV4 EURIBOR SWAPTION SEP22 NEG0.035 CALL
000000000
-2720000.00000000
OU
Notional Amount
-66574.96000000
-0.00750323990
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2720000.00000000
OU
Notional Amount
N/A
-66574.96000000
-0.01000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-09-15
0.00000000
N/A
0.00000000
N/A
2720000.00000000
EUR
1.00000000
-0.03500000
EUR
2022-09-13
XXXX
-24245.00000000
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
209250.00000000
0.023583235335
Long
DBT
CORP
VG
N
2
2025-10-19
Fixed
5.95000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
216250.00000000
0.024372160770
Long
DBT
CORP
KY
N
2
2024-02-26
Fixed
8.50000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AP9
8000000.00000000
PA
USD
9233265.28000000
1.040622547250
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
136000.00000000
PA
USD
142120.00000000
0.016017440410
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust 2005-AR3
36185N7L8
174709.85000000
PA
USD
169604.39000000
0.019115031031
Long
ABS-MBS
CORP
US
N
2
2035-06-19
Variable
3.51000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
165000.00000000
PA
USD
170362.50000000
0.019200472782
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
113000.00000000
PA
USD
117802.50000000
0.013276769799
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.38000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
635000.00000000
PA
USD
723261.44000000
0.081514192346
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
144000.00000000
PA
USD
142094.88000000
0.016014609295
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
BY CROWN PARENT/BY BOND
N/A
BY Crown Parent LLC / BY Bond Finance Inc
05608QAA5
411000.00000000
PA
USD
421275.00000000
0.047479223254
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp Principal Strip
76116FAC1
6055000.00000000
PA
USD
5379919.33000000
0.606336457083
Long
DBT
USGA
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CF0
337000.00000000
PA
USD
293739.31000000
0.033105487574
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.63000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2020 Term Loan B1
12769LAD1
116875.08000000
PA
USD
116911.31000000
0.013176329448
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.65000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
733000.00000000
PA
USD
813783.93000000
0.091716405894
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
376000.00000000
PA
USD
401850.00000000
0.045289955170
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
3574000.00000000
PA
USD
3806310.00000000
0.428984967691
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
140000.00000000
PA
USD
149012.50000000
0.016794250205
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTUHYNS4 SWAPTION JUN24 3 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-29001.77000000
-0.00326860486
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-29001.77000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-06-24
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.00000000
USD
2024-06-20
XXXX
67473.50000000
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBF8
160000.00000000
PA
USD
181000.00000000
0.020399357685
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.857500 04-OCT-2031
000000000
290000.00000000
OU
Notional Amount
USD
5420.14000000
0.000610869472
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-06
0.00000000
USD
-4.64000000
USD
290000.00000000
USD
5424.78000000
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
48000.00000000
PA
USD
50074.08000000
0.005643530766
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
323000.00000000
PA
USD
273102.96000000
0.030779695944
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRWAGAUZ3 SWAPTION NOV21 1.15 PUT
000000000
-7280000.00000000
OU
Notional Amount
USD
-128713.24000000
-0.01450644984
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
7280000.00000000
OU
Notional Amount
N/A
-128713.24000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-11-08
0.00000000
N/A
0.00000000
N/A
7280000.00000000
USD
1.00000000
1.15000000
USD
2021-11-04
XXXX
-29705.24000000
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AE0
98000.00000000
PA
USD
105840.00000000
0.011928552582
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
81000.00000000
PA
USD
57915.00000000
0.006527230941
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust
93364CAA6
126575.24000000
PA
USD
114459.83000000
0.012900038744
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
1.38000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AC9
88000.00000000
PA
USD
112403.10000000
0.012668237800
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2007-OA10
02149QAD2
5889185.85000000
PA
USD
4832030.47000000
0.544587391740
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
0.40000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
210687.50000000
0.023745246808
Long
DBT
CORP
KY
N
2
2022-03-01
Fixed
10.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
581000.00000000
PA
USD
611502.50000000
0.068918553718
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. Consenting Term Loan
71677HAG0
433256.04000000
PA
USD
432034.26000000
0.048691830951
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WAJ3
780000.00000000
PA
USD
1049100.00000000
0.118237382032
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.962000 11-DEC-2030
000000000
1630000.00000000
OU
Notional Amount
USD
-6361.43000000
-0.00071695627
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-12-11
0.00000000
USD
-26.44000000
USD
1630000.00000000
USD
-6334.99000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
290000.00000000
PA
USD
302174.20000000
0.034056130326
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AL5
2325000.00000000
PA
USD
3669952.86000000
0.413617022543
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
7.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
7000.00000000
PA
USD
7262.50000000
0.000818510139
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BM5
53000.00000000
PA
USD
55517.50000000
0.006257023979
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
132000.00000000
PA
USD
142428.00000000
0.016052153129
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.878000 02-MAR-2023
000000000
6700000.00000000
OU
Notional Amount
USD
92269.84000000
0.010399146241
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
79.56000000
USD
0.00000000
USD
6700000.00000000
USD
92190.28000000
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
000000000
100000.00000000
PA
121096.06000000
0.013647965979
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.38000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
93000.00000000
PA
USD
104072.81000000
0.011729383848
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
146886.29000000
PA
USD
146657.15000000
0.016528793701
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.90000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
199000.00000000
PA
USD
276610.00000000
0.031174952096
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BD7
419000.00000000
PA
USD
426332.50000000
0.048049221881
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AB5
52000.00000000
PA
USD
54340.00000000
0.006124315451
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
5.75000000
N
N
N
N
N
N
SENSATA TECH INC
N/A
Sensata Technologies Inc
81728UAA2
54000.00000000
PA
USD
58117.50000000
0.006550053427
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
792000.00000000
PA
USD
1044236.16000000
0.117689209591
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
100000.00000000
PA
117095.16000000
0.013197050011
Long
DBT
CORP
SE
N
2
2027-09-15
Fixed
3.00000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
8065454.04000000
NS
USD
8065454.04000000
0.909005977118
Long
STIV
RF
US
N
1
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
205000.00000000
PA
USD
217213.39000000
0.024480738324
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
160000.00000000
PA
USD
158452.80000000
0.017858206317
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DX0 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-538445.18000000
PA
USD
-538445.18000000
-0.06068472829
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
538445.18000000
USD
538490.95000000
USD
ACMO
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
2049000.00000000
PA
USD
2750987.93000000
0.310046335760
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
LHC THREE PLC
213800Q3UJN3YFW7VT63
LHC3 PLC
000000000
100000.00000000
PA
124302.90000000
0.014009388499
Long
DBT
CORP
JE
N
2
2024-08-15
Fixed
4.13000000
N
N
Y
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAQ2
65000.00000000
PA
USD
71604.66000000
0.008070105366
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
0J0XRGZE3PBRFEZ7MV65
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
4700000.00000000
PA
USD
5458805.41000000
0.615227204941
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
V6703DAA2
250000.00000000
PA
USD
266640.63000000
0.030051367872
Long
DBT
CORP
MU
N
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
1293000.00000000
PA
USD
1392819.60000000
0.156975829899
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
1000000.00000000
PA
USD
1161601.56000000
0.130916716632
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA 2017 USD Term Loan B
000000000
23257.75000000
PA
USD
22721.89000000
0.002560839565
Long
LON
CORP
LU
N
2
2025-07-15
Floating
2.91000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.535000 15-DEC-2022
000000000
11030000.00000000
OU
Notional Amount
USD
-298536.42000000
-0.03364613930
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-12-15
0.00000000
USD
-128.47000000
USD
11030000.00000000
USD
-298407.95000000
N
N
N
Jaguar Holding Company II
N/A
Jaguar Holding Company II 2018 Term Loan
47009YAK3
159676.06000000
PA
USD
159537.14000000
0.017980415375
Long
LON
CORP
US
N
2
2022-08-18
Floating
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
119.00000000
NC
USD
-149452.46000000
-0.01684383529
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
25563389.96000000
USD
-149452.46000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
57000.00000000
PA
USD
63127.50000000
0.007114698631
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
91367.00000000
PA
USD
97762.69000000
0.011018210395
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
815280.12000000
PA
USD
793324.63000000
0.089410568442
Long
LON
CORP
CA
N
2
2025-03-28
Floating
3.27000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAG4
57000.00000000
PA
USD
58243.69000000
0.006564275498
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
3.00000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6T5 RRP TREASURY BO RRP NOMSI OPEN
000000000
-50930268.75000000
PA
USD
-50930268.75000000
-5.74002634946
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
50930268.75000000
USD
50955281.17000000
USD
UST
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
366000.00000000
PA
USD
297375.00000000
0.033515243048
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
848000.00000000
PA
USD
886829.92000000
0.099948954388
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.881500 02-MAR-2023
000000000
6665000.00000000
OU
Notional Amount
USD
92253.97000000
0.010397357635
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
79.15000000
USD
0.00000000
USD
6665000.00000000
USD
92174.82000000
N
N
N
State of New Jersey
N/A
NEW JERSEY ST
646039YP6
250000.00000000
PA
USD
306047.50000000
0.034492665310
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.358000 12-DEC-2027
000000000
1430000.00000000
OU
Notional Amount
-719.09000000
-0.00008104405
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-12-13
22.02000000
EUR
0.00000000
EUR
1430000.00000000
EUR
-745.76000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
897000.00000000
PA
USD
936243.75000000
0.105518072580
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
100000.00000000
PA
126620.77000000
0.014270620870
Long
DBT
CORP
GB
N
2
2079-01-03
Fixed
3.10000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
95000.00000000
PA
USD
112960.18000000
0.012731022740
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
RBS GLOBAL & REXNORD LLC
N/A
RBS Global Inc / Rexnord LLC
75524DAP5
114000.00000000
PA
USD
116137.50000000
0.013089118249
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.88000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
55000.00000000
PA
USD
58575.00000000
0.006601615339
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.130000 16-SEP-2035
000000000
50000000.00000000
OU
Notional Amount
-1989.86000000
-0.00022426445
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2035-09-18
933.00000000
JPY
0.00000000
JPY
50000000.00000000
JPY
-1998.66000000
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
95000.00000000
PA
USD
98800.00000000
0.011135119001
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.930500 18-DEC-2030
000000000
1200000.00000000
OU
Notional Amount
USD
-613.46000000
-0.00006913917
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-12-18
0.00000000
USD
-19.49000000
USD
1200000.00000000
USD
-593.97000000
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
38000.00000000
PA
USD
30281.82000000
0.003412871146
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
UNIPOL GRUPPO SPA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
100000.00000000
PA
129282.83000000
0.014570644705
Long
DBT
CORP
IT
N
2
2030-09-23
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284Z0
14800000.00000000
PA
USD
16455750.00000000
1.854622818973
Long
DBT
UST
US
N
2
2025-08-31
Fixed
2.75000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2017 2nd Lien Term Loan
04649VAU4
245181.82000000
PA
USD
246714.21000000
0.027805587933
Long
LON
CORP
US
N
2
2025-08-04
Floating
6.65000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
1000000.00000000
PA
USD
1103750.00000000
0.124396635610
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.88000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
127000.00000000
PA
USD
121644.78000000
0.013709808717
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6V0 RRP TREASURY BO RRP NOMSI OPEN
000000000
-10875250.00000000
PA
USD
-10875250.00000000
-1.22568019154
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
10875250.00000000
USD
10880590.96000000
USD
UST
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: JPY 0.355000 04-FEB-2034
000000000
30720000.00000000
OU
Notional Amount
-9696.34000000
-0.00109281275
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2034-02-06
0.00000000
JPY
-458.00000000
JPY
30720000.00000000
JPY
-9692.12000000
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
205000.00000000
PA
USD
217459.90000000
0.024508520897
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
Charter NEX US Inc
549300KRNU8RNVGYXG75
Charter NEX US, Inc. 2020 Term Loan
000000000
130970.14000000
PA
USD
131494.02000000
0.014819853853
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.00000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAF9
82000.00000000
PA
USD
89735.88000000
0.010113559742
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.88000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBQ3
2000000.00000000
PA
USD
2701671.26000000
0.304488167853
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.60000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
477000.00000000
PA
USD
493695.00000000
0.055641220400
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
1126000.00000000
PA
USD
1204820.00000000
0.135787591860
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
4600000.00000000
PA
USD
5981060.76000000
0.674087280565
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
11000.00000000
PA
USD
11632.50000000
0.001311025018
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.88000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
204000.00000000
PA
USD
207217.08000000
0.023354117864
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAA3
213000.00000000
PA
USD
38340.00000000
0.004321057313
Long
DBT
CORP
US
N
2
2024-05-15
None
0.00000000
Y
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
104000.00000000
PA
USD
108061.20000000
0.012178889893
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.166500 08-AUG-2039
000000000
22870000.00000000
OU
Notional Amount
3141.24000000
0.000354029162
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2039-08-08
0.00000000
JPY
-508.00000000
JPY
22870000.00000000
JPY
3145.89000000
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
295000.00000000
PA
USD
301852.85000000
0.034019913014
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC19 Mortgage Trust
200474BH6
3500000.00000000
PA
USD
3658872.35000000
0.412368208803
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.24000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRW5MTQ40 SWAPTION JUN25 1.2825 CALL
000000000
1120000.00000000
OU
Notional Amount
USD
41407.06000000
0.004666726119
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
41407.06000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-06-06
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.28250000
USD
2025-06-04
XXXX
-19184.94000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAMD7 SWAPTION AUG40 0.9141 PUT
000000000
730000.00000000
OU
Notional Amount
USD
73018.06000000
0.008229400682
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
730000.00000000
OU
Notional Amount
N/A
73018.06000000
0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2050-08-09
0.00000000
N/A
0.00000000
N/A
730000.00000000
USD
1.00000000
0.91410000
USD
2040-08-07
XXXX
9552.55000000
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
284000.00000000
PA
USD
297546.80000000
0.033534605532
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.38000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
493000.00000000
PA
USD
516417.50000000
0.058202128715
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AF2
264000.00000000
PA
USD
269610.00000000
0.030386026660
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
6.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
-676.00000000
NC
USD
-143834.92000000
-0.01621071812
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
-93196977.58000000
USD
-143834.92000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR 0.061500 26-JUL-2029
000000000
930000.00000000
OU
Notional Amount
41400.43000000
0.004665978894
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-26
13.92000000
EUR
0.00000000
EUR
930000.00000000
EUR
41384.71000000
N
N
N
QTS LP/FINANCE
N/A
QualityTech LP / QTS Finance Corp
74759BAF0
196000.00000000
PA
USD
199920.00000000
0.022531710433
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
90000.00000000
PA
USD
93834.90000000
0.010575534190
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
York CLO Ltd
549300TKWX739FHPEQ97
York CLO-3 Ltd
98625UBA9
1750000.00000000
PA
USD
1750823.73000000
0.197324196202
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
3.82000000
N
N
N
N
N
N
GLOBAL PRIME CAPITAL
254900BOZNNFPDZAEZ24
Global Prime Capital Pte Ltd
000000000
200000.00000000
PA
USD
201500.00000000
0.022709782174
Long
DBT
CORP
SG
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BK5
500000.00000000
PA
USD
563253.33000000
0.063480696940
Long
DBT
CORP
GB
N
2
2033-03-15
Fixed
4.87000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
96000.00000000
PA
USD
105360.00000000
0.011874454838
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTVUH8L6 SWAPTION AUG22 2.25 PUT
000000000
4270000.00000000
OU
Notional Amount
USD
21508.12000000
0.002424043276
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
4270000.00000000
OU
Notional Amount
N/A
21508.12000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-10
0.00000000
N/A
0.00000000
N/A
4270000.00000000
USD
1.00000000
2.25000000
USD
2022-08-08
XXXX
-79584.13000000
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
306000.00000000
PA
USD
326904.60000000
0.036843336267
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
400000.00000000
PA
USD
436000.00000000
0.049138784259
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
113500.00000000
0.012791862416
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-590509.30000000
-0.06655254379
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-531012.64000000
USD
5000000.00000000
USD
-59496.66000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.397000 21-JUL-2022
000000000
5460000.00000000
OU
Notional Amount
-11970.45000000
-0.00134911321
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-07-21
0.00000000
EUR
-51.60000000
EUR
5460000.00000000
EUR
-11912.84000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW3WA0N1 5Y RTP APR22 NEG0.02 PUT
000000000
-6030000.00000000
OU
Notional Amount
-11879.23000000
-0.00133883238
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
6030000.00000000
OU
Notional Amount
N/A
-11879.23000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-04-11
0.00000000
N/A
0.00000000
N/A
6030000.00000000
EUR
1.00000000
-0.02000000
EUR
2022-04-07
XXXX
65381.84000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
7000000.00000000
PA
USD
6825000.00000000
0.769202299469
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
161000.00000000
PA
USD
158056.92000000
0.017813589203
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.90000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689LAG1
750000.00000000
PA
USD
736812.83000000
0.083041483240
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
3.62000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS 10Y RTP JUL21 1.1 PUT
000000000
-1530000.00000000
OU
Notional Amount
USD
-20464.07000000
-0.00230637504
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
1530000.00000000
OU
Notional Amount
N/A
-20464.07000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-07-14
0.00000000
N/A
0.00000000
N/A
1530000.00000000
USD
1.00000000
1.10000000
USD
2021-07-14
XXXX
-4246.07000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXDJ8
3281279.69000000
PA
USD
3673902.95000000
0.414062212039
Long
ABS-MBS
USGSE
US
N
2
2056-02-01
Fixed
4.00000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
549300V3NU625PJUVA84
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
20341WAD7
476000.00000000
PA
USD
479570.00000000
0.054049281576
Long
DBT
US
N
2
2023-10-15
Fixed
8.25000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-85157.49000000
-0.00959755855
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2892500.00000000
EUR
3448568.66000000
USD
2021-01-06
-85157.49000000
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
225000.00000000
PA
USD
253019.25000000
0.028516188851
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
WOLVERINE ESCROW LLC
N/A
Wolverine Escrow LLC
97789LAC0
164000.00000000
PA
USD
156460.92000000
0.017633714203
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
17000.00000000
PA
USD
17053.91000000
0.001922037624
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
1137000.00000000
PA
USD
1225117.50000000
0.138075193863
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.395000 25-JUN-2023
000000000
2700000.00000000
OU
Notional Amount
8025.93000000
0.000904551474
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-26
0.00000000
EUR
-17.73000000
EUR
2700000.00000000
EUR
8045.89000000
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
287666.20000000
PA
USD
287545.38000000
0.032407409157
Long
LON
CORP
US
N
2
2026-02-06
Floating
3.90000000
N
N
N
N
N
N
YINGDE GASES INVSTMT LTD
549300NJCRDM5D0WEL88
Yingde Gases Investment Ltd
000000000
200000.00000000
PA
USD
206125.00000000
0.023231036480
Long
DBT
CORP
VG
N
2
2023-01-19
Fixed
6.25000000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAA4
1000000.00000000
PA
USD
999998.00000000
0.112703408214
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.50000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
138000.00000000
PA
USD
186573.10000000
0.021027466306
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
136030.74000000
0.015331158682
Long
DBT
CORP
JP
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
277000.00000000
PA
USD
298024.30000000
0.033588421517
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AM1
37000.00000000
PA
USD
38813.00000000
0.004374366131
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
580000.00000000
PA
USD
659967.94000000
0.074380784911
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.13000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
3151000.00000000
PA
USD
3447439.56000000
0.388538965103
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
174000.00000000
PA
USD
177045.00000000
0.019953614814
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
New Metro Global Ltd
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
200000.00000000
PA
USD
201312.00000000
0.022688593891
Long
DBT
CORP
VG
N
2
2021-04-23
Fixed
6.50000000
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
Ligado Networks LLC
53225HAA8
221000.00000000
PA
USD
214370.00000000
0.024160277939
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
15.50000000
N
N
Y
N
N
N
NANYANG COMMERCIAL BANK
SC4P6WZO702RYEIU7J93
Nanyang Commercial Bank Ltd
000000000
200000.00000000
PA
USD
202687.50000000
0.022843617739
Long
DBT
CORP
HK
N
2
2022-06-02
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRTA2Y9Q4 MAY22 5Y RTP SWAPTIO MAY22 3.250000 PUT
000000000
-10130000.00000000
OU
Notional Amount
USD
-883.23000000
-0.00009954323
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
10130000.00000000
OU
Notional Amount
N/A
-883.23000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2027-05-05
0.00000000
N/A
0.00000000
N/A
10130000.00000000
USD
1.00000000
3.25000000
USD
2022-05-03
XXXX
211000.71000000
N
N
N
CBB INTERNATIONAL SUK 7
549300W1SSDOZGRC5Z85
CBB International Sukuk Co 7 SPC
000000000
200000.00000000
PA
USD
231875.00000000
0.026133155046
Long
DBT
CORP
BH
N
2
2025-10-05
Fixed
6.88000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
81000.00000000
PA
USD
85829.22000000
0.009673264964
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath LLC
12687GAA7
220000.00000000
PA
USD
221375.00000000
0.024949766893
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.88000000
N
N
N
N
N
N
TRUGREEN LIMITED PARTNERSHIP
549300QNRP2MNHR3QM19
TRUGREEN LIMITED PARTNERSHIP 2020 2ND LIEN TERM LOAN
000000000
106000.00000000
PA
USD
106000.00000000
0.011946585163
Long
LON
CORP
US
N
3
2028-11-02
Floating
9.25000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
211125.00000000
0.023794554648
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
5.75000000
N
N
N
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
83238PAD6
360000.00000000
PA
USD
377222.41000000
0.042514336290
Long
DBT
CORP
GB
N
2
2022-10-12
Fixed
3.63000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
434000.00000000
PA
USD
451360.00000000
0.050869912071
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AK5
21000.00000000
PA
USD
21262.50000000
0.002396361009
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.450000 16-DEC-2021
000000000
5440000.00000000
OU
Notional Amount
-5216.99000000
-0.00058797372
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2021-12-16
0.00000000
EUR
-31.84000000
EUR
5440000.00000000
EUR
-5182.94000000
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAB8
324000.00000000
PA
USD
341693.64000000
0.038510114813
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
414000.00000000
PA
USD
463684.14000000
0.052258887430
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300QKXAJMQB5TEW86
Parsley Energy LLC / Parsley Finance Corp
701885AH8
195000.00000000
PA
USD
213427.50000000
0.024054054764
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
249000.00000000
PA
USD
191652.19000000
0.021599898204
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7H8T60 SWAPTION AUG22 0.7161 PUT
000000000
-485000.00000000
OU
Notional Amount
USD
-27562.77000000
-0.00310642433
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
485000.00000000
OU
Notional Amount
N/A
-27562.77000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-10
0.00000000
N/A
0.00000000
N/A
485000.00000000
USD
1.00000000
0.71610000
USD
2022-08-08
XXXX
-9127.68000000
N
N
N
EASY TACTIC LTD
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
182000.00000000
0.020512061319
Long
DBT
CORP
VG
N
2
2023-02-27
Fixed
8.13000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
177000.00000000
PA
USD
181425.00000000
0.020447256729
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Dealer Tire, LLC
549300XTS06OMOCRSE50
Dealer Tire, LLC 2020 Term Loan B
24228HAM0
48510.00000000
PA
USD
48065.16000000
0.005417118182
Long
LON
CORP
US
N
2
2025-12-12
Floating
4.40000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
248000.00000000
PA
USD
260494.24000000
0.029358647385
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
Intertrust Group BV
724500E2H60ZHP192G28
Intertrust Group BV
000000000
100000.00000000
PA
124580.21000000
0.014040642344
Long
DBT
CORP
NL
N
2
2025-11-15
Fixed
3.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.450000 12-NOV-2025
000000000
4960000.00000000
OU
Notional Amount
USD
9808.44000000
0.001105446828
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-11-12
67.23000000
USD
0.00000000
USD
4960000.00000000
USD
9741.21000000
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2017 1st Lien Term Loan
60662WAM4
88067.85000000
PA
USD
86361.98000000
0.009733308952
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.40000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
149000.00000000
PA
USD
159084.32000000
0.017929380916
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
250000.00000000
PA
USD
290234.38000000
0.032710469227
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AF6
400000.00000000
PA
USD
548179.22000000
0.061781789970
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
133000.00000000
PA
USD
144637.50000000
0.016301171807
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Octagon Investment Partners XXII Ltd
549300MQ9W5DWZ8QX450
Octagon Investment Partners XXII Ltd
67572YBW1
500000.00000000
PA
USD
478199.05000000
0.053894770529
Long
ABS-CBDO
CORP
KY
N
2
2030-01-22
Floating
2.97000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWBFBG45 RRP FNMA RRP BNPNR OPEN
000000000
-2586000.00000000
PA
USD
-2586000.00000000
-0.29145159654
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
2586000.00000000
USD
2586390.06000000
USD
ACMO
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-4F
362650AA1
8486.61000000
PA
USD
39777.59000000
0.004483078929
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
203000.00000000
PA
USD
218752.80000000
0.024654235424
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.339000 20-JUL-2026
000000000
2160000.00000000
OU
Notional Amount
13418.63000000
0.001512328359
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-07-20
33.26000000
EUR
0.00000000
EUR
2160000.00000000
EUR
13380.78000000
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
105000.00000000
PA
USD
113925.00000000
0.012839761460
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.446500 18-MAY-2031
000000000
860000.00000000
OU
Notional Amount
USD
122137.67000000
0.013765359211
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-05-19
13.28000000
USD
0.00000000
USD
860000.00000000
USD
122124.39000000
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
Refinitiv US Holdings Inc. 2018 USD Term Loan
31740MAC5
126918.15000000
PA
USD
126654.16000000
0.014274384045
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXCK6
4782936.72000000
PA
USD
5475363.38000000
0.617093348326
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
4.50000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39EA9 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-457833.67000000
PA
USD
-457833.67000000
-0.05159951820
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
457833.67000000
USD
457872.59000000
USD
ACMO
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
200000.00000000
PA
USD
211250.00000000
0.023808642602
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.58000000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources LLC
45569LAA9
480000.00000000
PA
USD
490800.00000000
0.055314943381
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.88000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
2506000.00000000
PA
USD
3380517.52000000
0.380996608026
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABE7
311000.00000000
PA
USD
336268.75000000
0.037898709998
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
207000.00000000
PA
USD
216056.25000000
0.024350324441
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAC6
211000.00000000
PA
USD
212403.15000000
0.023938606797
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
282000.00000000
PA
USD
294733.71000000
0.033217560067
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2019 Incremental Term Loan B
78466YAM0
94275.37000000
PA
USD
93921.84000000
0.010585332644
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.033200 30-MAR-2022
000000000
1914000.00000000
OU
Notional Amount
USD
54159.75000000
0.006104000621
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-03-30
13.84000000
USD
0.00000000
USD
1914000.00000000
USD
54145.91000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAQ2
222000.00000000
PA
USD
287698.13000000
0.032424624637
Long
DBT
CORP
NL
N
2
2026-05-23
Fixed
8.75000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAB3
23000.00000000
PA
USD
23718.75000000
0.002673189309
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.38000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
379000.00000000
PA
USD
404582.50000000
0.045597917849
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
ICE: (CDX.NA.IG.35.V1)
000000000
43722000.00000000
OU
Notional Amount
USD
-1086792.91000000
-0.12248550995
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S35.V1
2I65BYDX0
Y
buy protection
2025-12-23
0.00000000
USD
-911153.84000000
USD
43722000.00000000
USD
-175639.07000000
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AE4
500000.00000000
PA
USD
633511.92000000
0.071399095326
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637AC4
92000.00000000
PA
USD
98900.00000000
0.011146389365
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
801000.00000000
PA
USD
861075.00000000
0.097046281320
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
153000.00000000
PA
USD
182070.00000000
0.020519950573
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
140000.00000000
PA
USD
155400.00000000
0.017514144664
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
685000.00000000
PA
USD
751787.50000000
0.084729182961
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.88000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS 10Y RTR JUL21 0.665 CALL
000000000
-2490000.00000000
OU
Notional Amount
USD
-14131.07000000
-0.00159262293
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
2490000.00000000
OU
Notional Amount
N/A
-14131.07000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-07-16
0.00000000
N/A
0.00000000
N/A
2490000.00000000
USD
1.00000000
0.66500000
USD
2021-07-14
XXXX
49488.43000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
62000.00000000
PA
USD
65100.00000000
0.007337006548
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
1500000.00000000
PA
USD
1592461.31000000
0.179476176039
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW Steel Ltd
000000000
200000.00000000
PA
USD
211937.50000000
0.023886126350
Long
DBT
CORP
IN
N
2
2024-04-18
Fixed
5.95000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YS7
1970000.00000000
PA
USD
2850708.20000000
0.321285172535
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
7.06000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BRW5V35W8 SWAPTION JUN21 1.05 PUT
000000000
-2390000.00000000
OU
Notional Amount
USD
-31947.42000000
-0.00360059031
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
2390000.00000000
OU
Notional Amount
N/A
-31947.42000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-15
0.00000000
N/A
0.00000000
N/A
2390000.00000000
USD
1.00000000
1.05000000
USD
2021-06-11
XXXX
3305.08000000
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AF1
4200000.00000000
PA
USD
4449984.00000000
0.501529366359
Long
DBT
CORP
FR
N
2
2023-01-29
Fixed
5.25000000
N
N
N
N
N
N
CIFC Funding Ltd
549300H3BLEZ8XSDXO87
CIFC Funding 2015-V Ltd
12547UAL2
977115.24000000
PA
USD
971038.17000000
0.109439530144
Long
ABS-CBDO
CORP
KY
N
2
2027-10-25
Floating
1.07000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
5493003QENHHS261UR94
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
2000.00000000
PA
USD
2100.74000000
0.000236761031
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
200000.00000000
PA
USD
236000.00000000
0.026598057534
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
2400000.00000000
PA
USD
3411494.74000000
0.384487853279
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
68000.00000000
PA
USD
72760.00000000
0.008200316382
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.63000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
635000.00000000
PA
USD
651668.75000000
0.073445436042
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
BRTUNKQM7 SWAPTION JUN21 0.0000001 PUT
000000000
-4880000.00000000
OU
Notional Amount
-104.81000000
-0.00001181246
N/A
DIR
DE
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Written
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
4880000.00000000
OU
Notional Amount
N/A
-104.81000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-06-29
0.00000000
N/A
0.00000000
N/A
4880000.00000000
EUR
1.00000000
0.00000000
EUR
2021-06-25
XXXX
11044.37000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAMH8 SWAPTION AUG25 0.9125 PUT
000000000
1930000.00000000
OU
Notional Amount
USD
164524.03000000
0.018542455999
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1930000.00000000
OU
Notional Amount
N/A
164524.03000000
0.02000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-08-11
0.00000000
N/A
0.00000000
N/A
1930000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
54337.91000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BRWBPBQ27 SWAPTION DEC24 0.865 CALL
000000000
17450000.00000000
OU
Notional Amount
USD
71534.36000000
0.008062182300
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
17450000.00000000
OU
Notional Amount
N/A
71534.36000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2025-12-04
0.00000000
N/A
0.00000000
N/A
17450000.00000000
USD
1.00000000
0.86500000
USD
2024-12-02
XXXX
6533.11000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
3390000.00000000
PA
USD
3597637.50000000
0.405466818704
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
83000.00000000
PA
USD
85863.50000000
0.009677128445
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
RED SUN PROPERTIES GRP
549300TYWIIKAOK07L47
Redsun Properties Group Ltd
000000000
200000.00000000
PA
USD
209500.00000000
0.023611411243
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.95000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
75000.00000000
PA
USD
77625.00000000
0.008748619559
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.904000 02-MAR-2023
000000000
3350000.00000000
OU
Notional Amount
USD
47875.38000000
0.005395729287
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
39.78000000
USD
0.00000000
USD
3350000.00000000
USD
47835.60000000
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
199000.00000000
PA
USD
209945.00000000
0.023661564360
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
2000000.00000000
PA
USD
2136280.00000000
0.240766518433
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Bowman Park CLO Ltd
549300RY1CYH5GR2HE67
Bowman Park CLO Ltd
10302VBL8
3000000.00000000
PA
USD
2999940.00000000
0.338104138647
Long
ABS-CBDO
CORP
KY
N
2
2025-11-23
Floating
3.56000000
N
N
N
N
N
N
Sound Point CLO LTD
549300TT7IR66ASPWY89
Sound Point Clo XIV Ltd
83609NAG5
1550000.00000000
PA
USD
1550029.76000000
0.174693986174
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
4.06000000
N
N
N
N
N
N
Geopark Ltd
529900ZR5QI19AH4KZ07
Geopark Ltd
000000000
200000.00000000
PA
USD
207187.50000000
0.023350784091
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
6.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
2140000.00000000
PA
USD
2705616.72000000
0.304932835532
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AU4
91000.00000000
PA
USD
101924.67000000
0.011487280664
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.75000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
200000.00000000
PA
USD
215250.00000000
0.024259457137
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRW23UVP2 SWAPTION FEB25 1.492 CALL
000000000
2570000.00000000
OU
Notional Amount
USD
117982.07000000
0.013297007991
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
2570000.00000000
OU
Notional Amount
N/A
117982.07000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-02-27
0.00000000
N/A
0.00000000
N/A
2570000.00000000
USD
1.00000000
1.49200000
USD
2025-02-25
XXXX
-17007.18000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
13000.00000000
PA
USD
12155.00000000
0.001369912666
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
77000.00000000
PA
USD
81257.33000000
0.009157996349
Long
DBT
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
7000.00000000
PA
USD
7271.25000000
0.000819496295
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
27000.00000000
PA
USD
28822.50000000
0.003248400480
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.336000 14-MAR-2034
000000000
24760000.00000000
OU
Notional Amount
-7086.48000000
-0.00079867204
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-03-14
0.00000000
JPY
-425.00000000
JPY
24760000.00000000
JPY
-7082.91000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.657000 06-DEC-2038
000000000
40000000.00000000
OU
Notional Amount
-29477.13000000
-0.00332217965
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2038-12-06
0.00000000
JPY
-871.00000000
JPY
40000000.00000000
JPY
-29469.45000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202VEV9
29008.41000000
PA
USD
32186.50000000
0.003627535503
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
GCP APPLIED TECHNOLOGIES
5493007G654QKQVEKV09
GCP Applied Technologies Inc
36164YAB7
101000.00000000
PA
USD
104030.00000000
0.011724559005
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CL9
1670000.00000000
PA
USD
2043309.14000000
0.230288364690
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
34199.27000000
PA
USD
33600.78000000
0.003786929998
Long
LON
CORP
US
N
3
2026-09-19
Floating
2.44000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
230000.00000000
PA
USD
268309.38000000
0.030239442060
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
86000.00000000
PA
USD
100112.60000000
0.011283053791
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
58000.00000000
PA
USD
61697.50000000
0.006953532435
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAM1
400000.00000000
PA
USD
436809.10000000
0.049229972769
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
000000000
100000.00000000
PA
129494.91000000
0.014594546892
Long
DBT
CORP
NL
N
2
2024-04-24
Fixed
3.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.100000 25-NOV-2050
000000000
750000.00000000
OU
Notional Amount
USD
59413.29000000
0.006696093668
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-11-25
0.00000000
USD
-17.34000000
USD
750000.00000000
USD
59430.63000000
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
23000.00000000
PA
USD
22425.00000000
0.002527378983
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRHZ2Z5 SWAPTION MAR24 2.95 CALL
000000000
3510000.00000000
OU
Notional Amount
USD
536955.66000000
0.060516853975
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510000.00000000
OU
Notional Amount
N/A
536955.66000000
0.06000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-03-14
0.00000000
N/A
0.00000000
N/A
3510000.00000000
USD
1.00000000
2.95000000
USD
2024-03-12
XXXX
378742.41000000
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AA2
1425000.00000000
PA
USD
1432125.00000000
0.161405691300
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
5.38000000
N
N
N
N
N
N
Blue Cube Spinco LLC
N/A
Blue Cube Spinco LLC
095370AB8
22000.00000000
PA
USD
22605.00000000
0.002547665638
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
9.75000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAC8
105000.00000000
PA
USD
112087.50000000
0.012632668533
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.38000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BK5
2000000.00000000
PA
USD
2136749.62000000
0.240819446314
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
986000.00000000
PA
USD
1050090.00000000
0.118348958629
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A74Z2
1205055.00000000
PA
USD
25054.90000000
0.002823778270
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Fixed
4.00000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
227000.00000000
PA
USD
239015.11000000
0.026937871387
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAE6
2000000.00000000
PA
USD
2269120.18000000
0.255738089410
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.50000000
N
N
N
N
N
N
CPG International Inc.
N/A
CPG International Inc. 2017 Term Loan
12626JAE7
60871.52000000
PA
USD
60780.21000000
0.006850150519
Long
LON
CORP
US
N
2
2024-05-05
Floating
4.75000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
200000.00000000
PA
USD
217500.00000000
0.024513040312
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
85000.00000000
PA
USD
85920.55000000
0.009683558187
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.63000000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
200000.00000000
PA
USD
172500.00000000
0.019441376799
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.88000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
144000.00000000
PA
USD
158670.72000000
0.017882766693
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
200000.00000000
PA
USD
212312.50000000
0.023928390213
Long
DBT
CORP
KY
N
2
2024-04-09
Fixed
7.38000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BF1
2000000.00000000
PA
USD
2501090.88000000
0.281882030194
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.38000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
156000.00000000
PA
USD
167310.00000000
0.018856444941
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
400000.00000000
PA
USD
453500.00000000
0.051111097847
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
177000.00000000
PA
USD
184743.75000000
0.020821291913
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
549300VJ5D6MDK138782
Genesis Energy LP / Genesis Energy Finance Corp
37185LAF9
102000.00000000
PA
USD
99450.00000000
0.011208376363
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.63000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
101000.00000000
PA
USD
90742.19000000
0.010226974535
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
207750.00000000
0.023414179884
Long
DBT
CORP
KY
N
2
2021-08-22
Fixed
11.25000000
N
N
N
N
N
N
Northwest Fiber, LLC
254900LE3FBC16P2QY79
Northwest Fiber, LLC Term Loan B
66743UAC0
144637.50000000
PA
USD
144863.13000000
0.016326601128
Long
LON
CORP
US
N
2
2027-05-21
Floating
5.65000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
82000.00000000
PA
USD
78660.14000000
0.008865283599
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
172000.00000000
PA
USD
173635.89000000
0.019569395730
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
200000.00000000
PA
USD
207500.00000000
0.023386003976
Long
DBT
CORP
NL
N
2
2024-07-24
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.468000 13-SEP-2023
000000000
6690000.00000000
OU
Notional Amount
7027.54000000
0.000792029293
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-09-13
81.95000000
EUR
0.00000000
EUR
6690000.00000000
EUR
6931.00000000
N
N
N
GRINDING MED/MOLY-COP
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
164000.00000000
PA
USD
166460.00000000
0.018760646852
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-3 Ltd
92918FAC8
1500000.00000000
PA
USD
1482595.80000000
0.167093933852
Long
ABS-CBDO
CORP
KY
N
2
2032-10-17
Floating
2.82000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAS0
1000000.00000000
PA
USD
939874.20000000
0.105927237487
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
3.57000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.055000 01-MAR-2023
000000000
3325000.00000000
OU
Notional Amount
USD
57552.01000000
0.006486320649
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-01
39.48000000
USD
0.00000000
USD
3325000.00000000
USD
57512.53000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.017000 07-JUN-2032
000000000
500000.00000000
OU
Notional Amount
USD
6719.07000000
0.000757263603
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-06-07
0.00000000
USD
-7.88000000
USD
500000.00000000
USD
6726.95000000
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
372000.00000000
PA
USD
397139.76000000
0.044759094007
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.429000 21-SEP-2025
000000000
1330000.00000000
OU
Notional Amount
3340.24000000
0.000376457185
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-09-22
0.00000000
EUR
-404.43000000
EUR
1330000.00000000
EUR
3819.38000000
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751AY7
62000.00000000
PA
USD
63256.74000000
0.007129264449
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
5.75000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
000000000
200000.00000000
PA
USD
212875.00000000
0.023991786007
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
201000.00000000
PA
USD
210165.60000000
0.023686426782
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAU3
30000.00000000
PA
USD
30000.00000000
0.003381109008
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.411000 27-JUL-2023
000000000
2700000.00000000
OU
Notional Amount
6828.08000000
0.000769549426
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-07-27
33.08000000
EUR
0.00000000
EUR
2700000.00000000
EUR
6789.73000000
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
214062.50000000
0.024125621572
Long
DBT
CORP
KY
N
2
2022-10-18
Fixed
12.25000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 Term Loan B
24780DAC1
276352.00000000
PA
USD
276064.59000000
0.031113482407
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
1221000.00000000
PA
USD
1654795.00000000
0.186501409399
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
176109.38000000
0.019848167040
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
133000.00000000
PA
USD
140389.48000000
0.015822404518
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
19000.00000000
PA
USD
19855.00000000
0.002237730645
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
75000.00000000
PA
USD
71812.50000000
0.008093529689
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
13000.00000000
PA
USD
13461.76000000
0.001517189266
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
159000.00000000
PA
USD
167943.75000000
0.018927870869
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
275000.00000000
PA
USD
303875.00000000
0.034247816666
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL Escrow Issuer LLC
50168AAA8
234000.00000000
PA
USD
263542.50000000
0.029702197363
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAMC9 SWAPTION AUG25 0.9125 PUT
000000000
620000.00000000
OU
Notional Amount
USD
52852.28000000
0.005956644001
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
620000.00000000
OU
Notional Amount
N/A
52852.28000000
0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-08-11
0.00000000
N/A
0.00000000
N/A
620000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
17455.70000000
N
N
N
POWDR CORP
549300XIF5ZPMVRIGO50
Powdr Corp
73900LAA9
142000.00000000
PA
USD
149455.00000000
0.016844121562
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
185000.00000000
PA
USD
219276.34000000
0.024713240285
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
127000.00000000
PA
USD
107632.50000000
0.012130573845
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
100000.00000000
PA
138691.49000000
0.015631034875
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
486000.00000000
PA
USD
477640.80000000
0.053831853726
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
233000.00000000
PA
USD
243485.00000000
0.027441644232
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CONSUS REAL ESTATE
9676007H44QN6VYEBV03
Consus Real Estate AG
000000000
100000.00000000
PA
130990.21000000
0.014763072635
Long
DBT
CORP
DE
N
2
2024-05-15
Fixed
9.63000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
1150000.00000000
PA
USD
1275044.77000000
0.143702178609
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
79000.00000000
PA
USD
84838.10000000
0.009561562139
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRW7EV0T3 0.55 5Y 30Y CMS CAP FEB22 0.55 CALL
000000000
-31100000.00000000
NC
USD
-120069.33000000
-0.01353224977
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Written
USD - 10Y Constant Maturity Swap (CMS)
USD - 10Y Constant Maturity Swap (CMS)
1.00000000
0.55000000
USD
2022-02-14
XXXX
-47917.33000000
N
N
N
BY CROWN PARENT LLC
549300B1M4J69ECRY452
BY Crown Parent LLC
47215YAA5
461000.00000000
PA
USD
469067.50000000
0.052865611663
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
7.38000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAC4
94000.00000000
PA
USD
98935.00000000
0.011150333992
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
131000.00000000
PA
USD
135585.00000000
0.015280922164
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRE9E67 SWAPTION MAR24 2.9775 CALL
000000000
3510500.00000000
OU
Notional Amount
USD
545914.80000000
0.061526581607
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510500.00000000
OU
Notional Amount
N/A
545914.80000000
0.06000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-03-11
0.00000000
N/A
0.00000000
N/A
3510500.00000000
USD
1.00000000
2.97750000
USD
2024-03-07
XXXX
384519.56000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-S3
46629AAM3
50095.30000000
PA
USD
29940.77000000
0.003374433572
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-156.00000000
NC
USD
-41988.53000000
-0.00473225990
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
-19639605.30000000
USD
-41988.53000000
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAE3
87000.00000000
PA
USD
94766.49000000
0.010680527768
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
10Y RTR JUN21 0.715 CALL
000000000
-2450000.00000000
OU
Notional Amount
USD
-15601.72000000
-0.00175837053
N/A
DIR
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Call
Written
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
IRS Swap
N/A
2450000.00000000
OU
Notional Amount
N/A
-15601.72000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-29
0.00000000
N/A
0.00000000
N/A
2450000.00000000
USD
1.00000000
0.71500000
USD
2021-06-29
XXXX
48435.16000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
229375.00000000
0.025851395962
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAL7
286000.00000000
PA
USD
303160.00000000
0.034167233568
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
3000000.00000000
PA
USD
3551953.14000000
0.400318025332
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
4000000.00000000
PA
USD
4476370.56000000
0.504503227549
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
595000.00000000
PA
USD
667143.75000000
0.075189524773
Long
DBT
CORP
GB
N
2
2026-06-27
Fixed
6.75000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-590509.30000000
-0.06655254379
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-531063.11000000
USD
5000000.00000000
USD
-59446.19000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRTSME1U6 SWAPTION APR21 0.16 PUT
000000000
-14250000.00000000
OU
Notional Amount
-21.94000000
-0.00000247271
N/A
DIR
DE
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
14250000.00000000
OU
Notional Amount
N/A
-21.94000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-04-14
0.00000000
N/A
0.00000000
N/A
14250000.00000000
EUR
1.00000000
0.16000000
EUR
2021-04-12
XXXX
47955.04000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAE3
516000.00000000
PA
USD
850718.19000000
0.095879031201
Long
DBT
CORP
US
N
2
2038-11-10
Fixed
9.95000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166BAA0
311000.00000000
PA
USD
311859.92000000
0.035147746165
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.028000 26-NOV-2031
000000000
920000.00000000
OU
Notional Amount
USD
3980.12000000
0.000448573986
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-11-26
0.00000000
USD
-15.01000000
USD
920000.00000000
USD
3995.13000000
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
51000.00000000
PA
62631.25000000
0.007058769453
Long
DBT
CORP
DE
N
2
2024-02-22
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VHH2
8589545.27000000
PA
USD
1807929.21000000
0.203760191298
Long
ABS-MBS
USGA
US
N
2
2041-04-16
Floating
6.52000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SCDS: (ROLLS)
000000000
13736.00000000
OU
Notional Amount
-1336.41000000
-0.00015061826
N/A
DCR
XX
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Rolls-Royce PLC
Rolls-Royce PLC
Y
sell protection
2025-06-21
0.00000000
EUR
-1997.17000000
EUR
13736.00000000
EUR
878.81000000
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
107000.00000000
PA
USD
115078.50000000
0.012969765101
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.38000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
821000.00000000
PA
USD
1022145.00000000
0.115199455588
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
100000.00000000
PA
117453.10000000
0.013237391150
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
400000.00000000
PA
USD
241375.00000000
0.027203839565
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.051000 01-MAR-2023
000000000
3325000.00000000
OU
Notional Amount
USD
57286.24000000
0.006456367404
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-01
39.48000000
USD
0.00000000
USD
3325000.00000000
USD
57246.76000000
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
207000.00000000
PA
USD
211786.88000000
0.023869150929
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498AB7
433000.00000000
PA
USD
457897.50000000
0.051606712076
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
36485MAK5
191000.00000000
PA
USD
192910.00000000
0.021741657961
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BZF8
403480.94000000
PA
USD
478745.55000000
0.053956363065
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
215000.00000000
0.024231281228
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.13000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
143000.00000000
PA
USD
159623.75000000
0.017990176637
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.898000 27-OCT-2030
000000000
1300000.00000000
OU
Notional Amount
USD
844.15000000
0.000095138772
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-28
0.00000000
USD
-20.84000000
USD
1300000.00000000
USD
864.99000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAJ3
98000.00000000
PA
USD
101675.00000000
0.011459141948
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
Republic of Iceland
254900IPCJWRC6XAJN15
Iceland Government International Bond
000000000
3555000.00000000
PA
USD
3769594.87000000
0.424847039131
Long
DBT
NUSS
IS
N
2
2022-05-11
Fixed
5.88000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
165000.00000000
PA
USD
171393.75000000
0.019316698405
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AJ1
82000.00000000
PA
USD
81180.00000000
0.009149280977
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAK5
210000.00000000
PA
USD
230498.40000000
0.025978007224
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.666500 17-AUG-2049
000000000
460000.00000000
OU
Notional Amount
USD
-329.91000000
-0.00003718205
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-08-17
0.00000000
USD
-7.14000000
USD
460000.00000000
USD
-322.77000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.166500 13-DEC-2023
000000000
5190000.00000000
OU
Notional Amount
-43603.24000000
-0.00491424358
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-13
0.00000000
EUR
-72.92000000
EUR
5190000.00000000
EUR
-43522.59000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.418800 02-JUL-2023
000000000
5690000.00000000
OU
Notional Amount
13496.05000000
0.001521053874
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-07-03
183.51000000
EUR
0.00000000
EUR
5690000.00000000
EUR
13289.85000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-12240.58000000
-0.00137955784
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
393000.00000000
GBP
525193.41000000
USD
2021-01-06
-12240.58000000
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AG3
357000.00000000
PA
USD
377973.75000000
0.042599015038
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
70000.00000000
PA
USD
74200.00000000
0.008362609614
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.479500 06-MAR-2022
000000000
7180000.00000000
OU
Notional Amount
-17917.60000000
-0.00201937862
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-03-07
51.80000000
EUR
0.00000000
EUR
7180000.00000000
EUR
-17974.41000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
223000.00000000
PA
USD
234587.08000000
0.026438816316
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358KBQ0
1.01000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2021-10-25
Fixed
1078.42000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
215562.50000000
0.024294677022
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779AZ6
147000.00000000
PA
USD
151428.38000000
0.017066528659
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.63000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
218000.00000000
PA
USD
232056.64000000
0.026153626534
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
214062.50000000
0.024125621572
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
6.55000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
16000.00000000
PA
USD
17949.92000000
0.002023021207
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAU8
82000.00000000
PA
USD
86100.00000000
0.009703782854
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.367500 06-MAY-2023
000000000
1570000.00000000
OU
Notional Amount
5854.97000000
0.000659876393
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-05-08
19.23000000
EUR
0.00000000
EUR
1570000.00000000
EUR
5833.86000000
N
N
N
Rockford Tower CLO Ltd
5493007GXSFXDXOXG741
Rockford Tower CLO 2017-1 Ltd
77340EAS5
1750000.00000000
PA
USD
1675315.78000000
0.188814175870
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
2.89000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
200000.00000000
PA
USD
148000.00000000
0.016680137776
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
247000.00000000
PA
USD
254410.00000000
0.028672931429
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
212000.00000000
PA
USD
234723.75000000
0.026454219522
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AX9
16000.00000000
PA
USD
18880.00000000
0.002127844602
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
544000.00000000
PA
USD
593640.00000000
0.066905385063
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689LAE6
1750000.00000000
PA
USD
1699641.30000000
0.191555750363
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
2.32000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
1000000.00000000
PA
USD
1319645.44000000
0.148728836180
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
250000.00000000
PA
USD
261796.88000000
0.029505459646
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAA9
351000.00000000
PA
USD
387416.25000000
0.043663219099
Long
DBT
US
N
2
2026-07-15
Fixed
9.75000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
109000.00000000
PA
USD
110907.50000000
0.012499678245
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
127332.59000000
0.014350845571
Long
DBT
CORP
JP
N
2
2023-04-20
Fixed
4.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CR9
7000.00000000
PA
USD
7455.00000000
0.000840205588
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTUBDA68 SWAPTION JUN24 3 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-28710.58000000
-0.00323578668
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-28710.58000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-06-17
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.00000000
USD
2024-06-13
XXXX
79759.83000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTGTUML6 SWAPTIONS APR21 0.78 CALL
000000000
105700000.00000000
OU
Notional Amount
96825.76000000
0.010912614980
N/A
DIR
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
105700000.00000000
OU
Notional Amount
N/A
96825.76000000
0.01000000
DIR
US
JPY - 6M Japanese Yen LIBOR Rate BBA (JY0006M)
JPY0006M Index
2041-04-20
0.00000000
N/A
0.00000000
N/A
105700000.00000000
JPY
1.00000000
0.78000000
JPY
2021-04-16
XXXX
63737.41000000
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440AM3
51000.00000000
PA
USD
54123.75000000
0.006099943290
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.378000 05-JUL-2049
000000000
620000.00000000
OU
Notional Amount
USD
-33901.98000000
-0.00382087633
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-07-06
0.00000000
USD
-9.57000000
USD
620000.00000000
USD
-33892.41000000
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
000000000
200000.00000000
PA
USD
200500.00000000
0.022597078541
Long
DBT
CORP
VG
N
2
2021-02-27
Fixed
7.50000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2020 Extended Term Loan
88023HAD2
20668.22000000
PA
USD
20500.39000000
0.002310468443
Long
LON
CORP
US
N
2
2026-11-02
Floating
3.75000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AN8
107000.00000000
PA
USD
124120.00000000
0.013988775005
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.88000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAD3
150000.00000000
PA
USD
145736.97000000
0.016425086072
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.13000000
N
N
N
N
Y
PDC Energy Inc
PDC Energy Inc
USD
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.950000 12-NOV-2030
000000000
2010000.00000000
OU
Notional Amount
USD
-7751.56000000
-0.00087362897
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-12
0.00000000
USD
-32.80000000
USD
2010000.00000000
USD
-7718.76000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTU9S7Q8 SWAPTION JUN21 0.0000001 PUT
000000000
-4310000.00000000
OU
Notional Amount
-80.56000000
-0.00000907940
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
4310000.00000000
OU
Notional Amount
N/A
-80.56000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-06-16
0.00000000
N/A
0.00000000
N/A
4310000.00000000
EUR
1.00000000
0.00000000
EUR
2021-06-14
XXXX
11643.88000000
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
174000.00000000
PA
USD
182291.10000000
0.020544869346
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGK0
2250000.00000000
PA
USD
2812441.57000000
0.316972384288
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
164000.00000000
PA
USD
169330.00000000
0.019084106281
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
111000.00000000
PA
USD
135975.00000000
0.015324876581
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.75000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
158000.00000000
PA
USD
166468.80000000
0.018761638644
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
54000.00000000
PA
USD
56835.00000000
0.006405511016
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
137282.93000000
0.015472285045
Long
DBT
CORP
NL
N
2
2024-03-31
Fixed
5.88000000
N
N
N
N
N
N
Ascend Performance Materials Operations LLC
549300NIMFUIRMMAGQ29
Ascend Performance Materials Operations LLC 2019 Term Loan B
04350TAB0
253787.50000000
PA
USD
254421.97000000
0.028674280492
Long
LON
CORP
US
N
2
2026-08-27
Floating
6.25000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AX7
126000.00000000
PA
USD
127310.40000000
0.014348344677
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.654000 12-JUL-2028
000000000
7100000.00000000
OU
Notional Amount
USD
-113545.84000000
-0.01279702875
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-07-12
94.96000000
USD
0.00000000
USD
7100000.00000000
USD
-113640.80000000
N
N
N
Gentiva Health Services, Inc.
549300STP29LPEN7S547
Gentiva Health Services, Inc. 2020 Term Loan
37249UAU0
98670.82000000
PA
USD
97992.95000000
0.011044161534
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.44000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BB1
552000.00000000
PA
USD
582889.92000000
0.065693811985
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAN6
110000.00000000
PA
USD
148687.97000000
0.016757674494
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.409500 20-JUL-2023
000000000
5730000.00000000
OU
Notional Amount
14757.57000000
0.001663231762
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-07-20
70.19000000
EUR
0.00000000
EUR
5730000.00000000
EUR
14677.69000000
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081TAJ7
59000.00000000
PA
USD
60622.50000000
0.006832376029
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285C0
2400000.00000000
PA
USD
2700750.00000000
0.304384338504
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AC4
37000.00000000
PA
USD
37758.87000000
0.004255561850
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.63000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRW23UVQ0 SWAPTION FEB25 1.492 PUT
000000000
2570000.00000000
OU
Notional Amount
USD
124102.99000000
0.013986857916
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
2570000.00000000
OU
Notional Amount
N/A
124102.99000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-02-27
0.00000000
N/A
0.00000000
N/A
2570000.00000000
USD
1.00000000
1.49200000
USD
2025-02-25
XXXX
-10886.26000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
1100000.00000000
PA
USD
1212719.55000000
0.136677899849
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556LAJ3
200000.00000000
PA
USD
213437.50000000
0.024055181801
Long
DBT
CORP
BR
N
2
2023-05-13
Fixed
5.13000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
171000.00000000
PA
USD
185697.45000000
0.020928777369
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAL9
284000.00000000
PA
USD
293230.00000000
0.033048086486
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XN4B2
1375000.00000000
PA
USD
1509596.39000000
0.170136998455
Long
DBT
USGSE
US
N
2
2022-12-09
Fixed
5.25000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3A0
2150000.00000000
PA
USD
2963895.81000000
0.334041827463
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
379000.00000000
PA
USD
395107.50000000
0.044530050921
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
228500.00000000
0.025752780282
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
723000.00000000
PA
USD
759150.00000000
0.085558963464
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.359000 28-SEP-2021
000000000
3500000.00000000
OU
Notional Amount
USD
42730.45000000
0.004815876981
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2021-09-28
27.35000000
USD
0.00000000
USD
3500000.00000000
USD
42703.10000000
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
263000.00000000
PA
USD
285472.69000000
0.032173809462
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.13000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
348000.00000000
PA
USD
357813.60000000
0.040326892879
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
IMM EURO$ FUT OPT Dec21C 99.75
000000000
599.00000000
NC
USD
104825.00000000
0.011814158394
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
ICE Futures Europe
549300UF4R84F48NCH34
ICE Futures Europe
549300UF4R84F48NCH34
Eurodollar Time Deposit Future
N/A
599.00000000
NC
N/A
104825.00000000
0.01000000
DIR
US
Long
Eurodollar Time Deposit
EDZ1 Comdty
2021-12-13
599.00000000
USD
2500.00000000
99.75000000
USD
2021-12-13
XXXX
-13463.87000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BG2
2925000.00000000
PA
USD
3755856.84000000
0.423298713231
Long
DBT
NUSS
IT
N
2
2033-06-15
Fixed
5.38000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJE3
830000.00000000
PA
USD
1160014.65000000
0.130737866109
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
6.10000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
222000.00000000
PA
USD
235320.00000000
0.026521419063
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
AUSTIN BIDCO INC
N/A
Austin BidCo Inc
92837TAA0
48000.00000000
PA
USD
50100.00000000
0.005646452044
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6T8
1088855.32000000
PA
USD
1221746.32000000
0.137695249628
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
300000.00000000
PA
USD
307050.00000000
0.034605650703
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.88000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
1120000.00000000
PA
USD
1160600.00000000
0.130803837181
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
135000.00000000
PA
USD
149850.00000000
0.016888639498
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.346000 02-NOV-2022
000000000
3570000.00000000
OU
Notional Amount
15759.81000000
0.001776187852
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-11-02
43.73000000
EUR
0.00000000
EUR
3570000.00000000
EUR
15712.44000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BRW229H27 SWAPTION FEB22 1.85 PUT
000000000
-2970000.00000000
OU
Notional Amount
USD
-17202.21000000
-0.00193875157
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
2970000.00000000
OU
Notional Amount
N/A
-17202.21000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-02-24
0.00000000
N/A
0.00000000
N/A
2970000.00000000
USD
1.00000000
1.85000000
USD
2022-02-22
XXXX
33584.79000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.397000 22-NOV-2023
000000000
2280000.00000000
OU
Notional Amount
USD
-1928.42000000
-0.00021733994
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-11-22
0.00000000
USD
-24.60000000
USD
2280000.00000000
USD
-1903.82000000
N
N
N
CONTROLADORA MABE SA CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
21240BAD3
215000.00000000
PA
USD
253431.25000000
0.028562622748
Long
DBT
CORP
MX
N
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.884000 04-NOV-2030
000000000
170000.00000000
OU
Notional Amount
USD
394.84000000
0.000044499902
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-04
0.00000000
USD
-2.77000000
USD
170000.00000000
USD
397.61000000
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
622000.00000000
PA
USD
685755.00000000
0.077287080274
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
MONITCHEM HOLDCO 3 S.A.
222100SJHJ1CNJMSW162
Monitchem HoldCo 3 SA
000000000
100000.00000000
PA
126459.11000000
0.014252401201
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
700000.00000000
PA
USD
875324.06000000
0.098652202158
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWBFBG11 RRP TREASURY BO RRP BNPNR OPEN
000000000
-80127000.00000000
PA
USD
-80127000.00000000
-9.03060405122
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
80127000.00000000
USD
80137928.43000000
USD
UST
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.652000 04-NOV-2030
000000000
2740000.00000000
OU
Notional Amount
USD
68618.57000000
0.007733562172
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-04
0.00000000
USD
-43.18000000
USD
2740000.00000000
USD
68661.75000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTP JUN21 0.742 PUT
000000000
-2450000.00000000
OU
Notional Amount
USD
-78112.86000000
-0.00880360315
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
2450000.00000000
OU
Notional Amount
N/A
-78112.86000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-29
0.00000000
N/A
0.00000000
N/A
2450000.00000000
USD
1.00000000
0.74200000
USD
2021-06-25
XXXX
-13677.86000000
N
N
N
OZLM Ltd
5493002HF6D1C4B1AK86
OZLM XXI Ltd
67112AAG6
1000000.00000000
PA
USD
948107.30000000
0.106855137773
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
2.89000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
200000.00000000
PA
USD
210114.00000000
0.023680611274
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.175000 24-MAR-2023
000000000
11815000.00000000
OU
Notional Amount
-101057.54000000
-0.01138955196
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-24
0.00000000
EUR
-144.73000000
EUR
11815000.00000000
EUR
-100902.97000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358JM24
2.83000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2021-10-25
Fixed
648.35000000
N
N
N
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
200000.00000000
PA
USD
207812.50000000
0.023421223862
Long
DBT
CORP
IN
N
2
2026-10-22
Fixed
5.45000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
240000.00000000
PA
USD
284700.00000000
0.032086724492
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
108000.00000000
PA
USD
110970.00000000
0.012506722223
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc
00213MAK0
80000.00000000
PA
USD
80200.00000000
0.009038831416
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.88000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
101000.00000000
PA
USD
100782.85000000
0.011358593401
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
10000.00000000
NS
USD
85800.00000000
0.009669971764
Long
EP
USGSE
US
N
2
N
N
N
Banc of America Funding Corporation
54930023UHZHF7UJ8596
Banc of America Funding 2007-2 Trust
05951GAQ5
338506.11000000
PA
USD
306841.47000000
0.034582148614
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
227000.00000000
PA
USD
244308.75000000
0.027534483850
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XFK46
1388850.52000000
PA
USD
1543720.55000000
0.173982915281
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.00000000
N
N
N
N
N
N
NIDDA HEALTHCARE HOLDING
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
000000000
100000.00000000
PA
121969.54000000
0.013746410349
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAR4
2000000.00000000
PA
USD
2556189.80000000
0.288091878687
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.38000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
167000.00000000
PA
USD
175977.92000000
0.019833351021
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BRTUB6AN6 SWAPTION JUN21 0.0000001 PUT
000000000
-4430000.00000000
OU
Notional Amount
-82.80000000
-0.00000933186
N/A
DIR
DE
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
4430000.00000000
OU
Notional Amount
N/A
-82.80000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-06-16
0.00000000
N/A
0.00000000
N/A
4430000.00000000
EUR
1.00000000
0.00000000
EUR
2021-06-14
XXXX
12153.98000000
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
259000.00000000
PA
USD
246887.00000000
0.027825061994
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
87000.00000000
PA
USD
89610.00000000
0.010099372608
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.88000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
210750.00000000
0.023752290785
Long
DBT
CORP
KY
N
2
2022-04-17
Fixed
11.75000000
N
N
N
N
N
N
WOLVERINE ESCROW LLC
N/A
Wolverine Escrow LLC
97789LAB2
145000.00000000
PA
USD
137249.75000000
0.015468545538
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTUBDAF8 SWAPTION JUN24 3.5 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-16466.72000000
-0.00185585917
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-16466.72000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-06-17
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.50000000
USD
2024-06-13
XXXX
49642.34000000
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DT9 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-8992176.04000000
PA
USD
-8992176.04000000
-1.01345091387
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
8992176.04000000
USD
8992940.37000000
USD
ACMO
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
176000.00000000
PA
USD
192720.00000000
0.021720244271
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PKR5
165000.00000000
PA
USD
165635.25000000
0.018667694530
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
3.19000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBE5
1250000.00000000
PA
USD
1626778.44000000
0.183343841285
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRTJQ2RW6 SWAPTION JUN28 3.05 CALL
000000000
3125000.00000000
OU
Notional Amount
USD
444926.56000000
0.050144840006
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
3125000.00000000
OU
Notional Amount
N/A
444926.56000000
0.05000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2038-06-29
0.00000000
N/A
0.00000000
N/A
3125000.00000000
USD
1.00000000
3.05000000
USD
2028-06-27
XXXX
218051.56000000
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
200000.00000000
PA
USD
209312.50000000
0.023590279312
Long
DBT
CORP
KY
N
2
2024-07-31
Fixed
7.88000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXVI Ltd
09630HAA9
250000.00000000
PA
USD
250708.90000000
0.028255804011
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.92000000
N
N
N
N
N
N
SEAZEN GROUP LTD
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
200000.00000000
PA
USD
205750.00000000
0.023188772617
Long
DBT
CORP
KY
N
2
2022-06-11
Fixed
6.45000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
164000.00000000
PA
USD
170717.44000000
0.019240475810
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
100000.00000000
PA
136186.67000000
0.015348732559
Long
DBT
CORP
GB
N
2
2024-09-15
Fixed
5.13000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW99VAY3 SWAPTION OCT21 0.93 PUT
000000000
-2143000.00000000
OU
Notional Amount
USD
-56670.82000000
-0.00638700733
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2143000.00000000
OU
Notional Amount
N/A
-56670.82000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-10-08
0.00000000
N/A
0.00000000
N/A
2143000.00000000
USD
1.00000000
0.93000000
USD
2021-10-06
XXXX
-5024.52000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
82000.00000000
PA
USD
87740.00000000
0.009888616813
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
100000.00000000
PA
124928.38000000
0.014079882368
Long
DBT
CORP
LU
N
2
2025-08-01
Fixed
4.13000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
649902T37
1900000.00000000
PA
USD
2691597.00000000
0.303352762145
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.60000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
60000.00000000
PA
USD
80950.20000000
0.009123381682
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
1250000.00000000
PA
USD
1320359.23000000
0.148809282907
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DQ5 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-12889593.44000000
PA
USD
-12889593.44000000
-1.45270401659
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
12889593.44000000
USD
12890689.06000000
USD
ACMO
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
138000.00000000
PA
USD
148218.90000000
0.016704808601
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTP OCT22 1.064 PUT
000000000
-2780000.00000000
OU
Notional Amount
USD
-106074.51000000
-0.01195498271
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2780000.00000000
OU
Notional Amount
N/A
-106074.51000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-10-13
0.00000000
N/A
0.00000000
N/A
2780000.00000000
USD
1.00000000
1.06400000
USD
2022-10-11
XXXX
-12562.26000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
444000.00000000
PA
USD
485070.00000000
0.054669151560
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
211375.00000000
0.023822730556
Long
DBT
CORP
KY
N
2
2024-02-01
Fixed
7.50000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
200000.00000000
PA
USD
211060.00000000
0.023787228912
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.13000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
280000.00000000
PA
USD
493136.00000000
0.055578219069
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
200000.00000000
PA
USD
207937.50000000
0.023435311816
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTP JUN21 0.746 PUT
000000000
-4800000.00000000
OU
Notional Amount
USD
-143749.34000000
-0.01620107294
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
4800000.00000000
OU
Notional Amount
N/A
-143749.34000000
-0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-02
0.00000000
N/A
0.00000000
N/A
4800000.00000000
USD
1.00000000
0.74600000
USD
2021-06-02
XXXX
-23389.34000000
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
142000.00000000
PA
178140.07000000
0.020077033182
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
549300Q10QN3IXF3HZ69
Chobani LLC / Chobani Finance Corp Inc
17027NAA0
262000.00000000
PA
USD
274733.20000000
0.030963429916
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
199000.00000000
PA
USD
162185.00000000
0.018278838818
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Republic of Portugal
549300P6U1FJ3IMP7K42
Portugal Government International Bond
737271AE6
3970000.00000000
PA
USD
4611552.00000000
0.519738667036
Long
DBT
NUSS
PT
N
2
2024-10-15
Fixed
5.13000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
80000.00000000
PA
USD
84800.00000000
0.009557268131
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
BRW5PDQT7 SWAPTION JUN25 1.429 PUT
000000000
1120000.00000000
OU
Notional Amount
USD
60468.82000000
0.006815055734
N/A
DIR
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
BFM8T61CT2L1QCEMIK50
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
60468.82000000
0.01000000
DIR
CH
USD - 3M US Dollar LIBOR BBA
US0003M Index
2025-06-05
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.42900000
USD
2025-06-05
XXXX
436.82000000
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAC0
169000.00000000
PA
USD
181245.74000000
0.020427053476
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAB6
278000.00000000
PA
USD
310317.50000000
0.034973909826
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
400000.00000000
PA
USD
433500.00000000
0.048857025175
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Boyne USA Inc
N/A
Boyne USA Inc
103557AA2
120000.00000000
PA
USD
125850.00000000
0.014183752291
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABF4
561000.00000000
PA
USD
584842.50000000
0.065913874846
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAE3
89000.00000000
PA
USD
104871.58000000
0.011819408129
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Platin 1426 GmbH
213800NMYXIGFN77O655
Platin 1426 GmbH
000000000
100000.00000000
PA
121360.43000000
0.013677761438
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
5.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
435000.00000000
PA
USD
473606.25000000
0.053377145281
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
64000.00000000
PA
USD
70546.96000000
0.007950898732
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.90000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.297500 16-JAN-2022
000000000
11040000.00000000
OU
Notional Amount
13783.95000000
0.001553501250
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-01-17
150.80000000
EUR
0.00000000
EUR
11040000.00000000
EUR
13619.82000000
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
20000.00000000
PA
USD
21100.00000000
0.002378046669
Long
DBT
US
N
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRW1TZHD8 .3 CMS CAP FEB 22 .3 CALL
000000000
77750000.00000000
NC
USD
470484.69000000
0.053025334126
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
USD - 10Y Constant Maturity Swap (CMS)
USD - 10Y Constant Maturity Swap (CMS)
1.00000000
0.30000000
USD
2022-02-14
XXXX
333665.10000000
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
173812.50000000
0.019589300318
Long
DBT
CORP
KY
N
2
2023-01-13
Fixed
6.90000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CH4
870000.00000000
PA
USD
1274235.25000000
0.143610942764
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.928500 01-DEC-2056
000000000
110000.00000000
OU
Notional Amount
USD
8404.45000000
0.000947212053
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2056-12-01
2.45000000
USD
0.00000000
USD
110000.00000000
USD
8402.00000000
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BJ3
141000.00000000
PA
USD
149460.00000000
0.016844685081
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.88000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
383000.00000000
PA
USD
431353.75000000
0.048615135001
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DT0
385000.00000000
PA
USD
549885.84000000
0.061974132245
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.63000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7H8T86 SWAPTION AUG22 0.7161 CALL
000000000
-485000.00000000
OU
Notional Amount
USD
-6155.34000000
-0.00069372918
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
485000.00000000
OU
Notional Amount
N/A
-6155.34000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-10
0.00000000
N/A
0.00000000
N/A
485000.00000000
USD
1.00000000
0.71610000
USD
2022-08-08
XXXX
9871.27000000
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
2811220.67000000
PA
USD
2839262.60000000
0.319995211826
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
850000.00000000
PA
USD
1135354.27000000
0.127958551677
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.366250 29-JAN-2028
000000000
181730000.00000000
OU
Notional Amount
50562.97000000
0.005698630445
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-01-31
2292.00000000
JPY
0.00000000
JPY
181730000.00000000
JPY
50542.73000000
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP USD Term Loan B
000000000
169279.20000000
PA
USD
168397.26000000
0.018978983093
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.65000000
N
N
N
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
250000.00000000
PA
USD
237265.63000000
0.026740698634
Long
DBT
CORP
KY
N
2
2024-01-22
Fixed
12.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
92000.00000000
PA
USD
94095.30000000
0.010604882216
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2014-CPT
61763QAW1
3200000.00000000
PA
USD
3223936.00000000
0.363349301764
Long
ABS-MBS
CORP
US
N
2
2029-07-13
Variable
3.45000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
173000.00000000
PA
USD
183380.00000000
0.020667592333
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW7H5XD6 5Y RTP SYNTH 0.02 AUG22 NEG0.02 PUT
000000000
-6690000.00000000
OU
Notional Amount
-20672.79000000
-0.00232989855
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
6690000.00000000
OU
Notional Amount
N/A
-20672.79000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-08-10
0.00000000
N/A
0.00000000
N/A
6690000.00000000
EUR
1.00000000
-0.02000000
EUR
2022-08-08
XXXX
24121.11000000
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAE5
443000.00000000
PA
USD
451953.03000000
0.050936748707
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.75000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
87000.00000000
PA
USD
92872.50000000
0.010467068213
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
200000.00000000
PA
USD
194000.00000000
0.021864504922
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
215000.00000000
PA
USD
241337.50000000
0.027199613179
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: JPY 0.521500 30-NOV-2031
000000000
95000000.00000000
OU
Notional Amount
-41188.74000000
-0.00464212066
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-11-28
0.00000000
JPY
-1805.00000000
JPY
95000000.00000000
JPY
-41172.85000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.478500 05-MAR-2022
000000000
5950000.00000000
OU
Notional Amount
-14751.14000000
-0.00166250707
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-03-07
42.66000000
EUR
0.00000000
EUR
5950000.00000000
EUR
-14797.33000000
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
141000.00000000
PA
USD
113152.50000000
0.012752697903
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AA7
2630105.95000000
PA
USD
3182428.20000000
0.358671221880
Long
DBT
CORP
KY
N
2
2034-07-05
Fixed
5.88000000
N
N
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
200000.00000000
PA
USD
207875.00000000
0.023428267839
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
309000.00000000
PA
USD
353805.00000000
0.039875109093
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
104000.00000000
PA
USD
108686.24000000
0.012249334172
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
221750.00000000
0.024992030755
Long
DBT
CORP
KY
N
2
2025-09-17
Fixed
6.15000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
98000.00000000
PA
USD
101185.00000000
0.011403917168
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.63000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
208687.50000000
0.023519839541
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
8.95000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281BF0
1000000.00000000
PA
USD
912134.30000000
0.102800849961
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
4.26000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
200000.00000000
PA
USD
252437.50000000
0.028450623512
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
UNIONE DI BANCHE ITALIAN
81560097964CBDAED282
Unione di Banche Italiane SpA
000000000
100000.00000000
PA
136467.84000000
0.015380421440
Long
DBT
CORP
IT
N
2
2029-03-04
Fixed
5.88000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
253000.00000000
PA
USD
250712.88000000
0.028256252571
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
125000.00000000
PA
USD
128843.75000000
0.014521158794
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Forterra Finance, LLC
N/A
Forterra Finance, LLC 2017 Term Loan B
34960TAC7
60688.33000000
PA
USD
60701.07000000
0.006841231153
Long
LON
CORP
US
N
2
2023-10-25
Floating
4.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
18000.00000000
PA
USD
18697.50000000
0.002107276189
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.88000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
62000.00000000
PA
USD
64493.02000000
0.007268597697
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.38000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAC3
172000.00000000
PA
USD
181030.00000000
0.020402738794
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTWW46P4 SWAPTION SEP22 0.138 PUT
000000000
-2720000.00000000
OU
Notional Amount
-13431.15000000
-0.00151373940
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2720000.00000000
OU
Notional Amount
N/A
-13431.15000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-09-14
0.00000000
N/A
0.00000000
N/A
2720000.00000000
EUR
1.00000000
-0.13800000
EUR
2022-09-12
XXXX
27500.48000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.290000 25-JUN-2022
000000000
937000.00000000
OU
Notional Amount
2437.64000000
0.000274730885
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-06-27
8.45000000
EUR
0.00000000
EUR
937000.00000000
EUR
2428.08000000
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
29000.00000000
PA
USD
31187.84000000
0.003514982892
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRHZ5G4 SWAPTION MAR29 3.05 PUT
000000000
-2840000.00000000
OU
Notional Amount
USD
-63020.00000000
-0.00710258299
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-63020.00000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-03-14
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
3.05000000
USD
2029-03-12
XXXX
87642.00000000
N
N
N
Cydsa SAB de CV
4469000001BNTACN9916
Cydsa SAB de CV
232553AA5
319000.00000000
PA
USD
335747.50000000
0.037839963229
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
6.25000000
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
100000.00000000
PA
138459.46000000
0.015604884251
Long
DBT
CORP
GB
N
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
43000.00000000
PA
USD
46440.00000000
0.005233956745
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAN3
2960000.00000000
PA
USD
3231964.80000000
0.364254176698
Long
DBT
CORP
FI
N
2
2024-09-23
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358UB54
1471.33000000
PA
USD
1453.05000000
0.000163764014
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
None
0.00000000
N
N
N
N
N
N
State of New Jersey
N/A
NEW JERSEY ST
646039YQ4
190000.00000000
PA
USD
234612.00000000
0.026441624891
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
4.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAG0
77000.00000000
PA
USD
78291.29000000
0.008823712863
Long
DBT
US
N
2
2021-12-15
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133X8L34
4025000.00000000
PA
USD
4787552.43000000
0.539574555016
Long
DBT
USGSE
US
N
2
2024-09-09
Fixed
5.37000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
395000.00000000
PA
USD
387100.00000000
0.043627576575
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
950000.00000000
PA
USD
1069529.00000000
0.120539804563
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
4320000.00000000
PA
USD
4752587.52000000
0.535633882609
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
255000.00000000
PA
USD
261056.25000000
0.029421987954
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
276000.00000000
PA
USD
271860.00000000
0.030639609836
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
35000.00000000
PA
USD
36625.14000000
0.004127786359
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
WR GRACE & CO-CONN
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AG3
128000.00000000
PA
USD
135746.56000000
0.015299130563
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.88000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRW5MTQ32 SWAPTION JUN25 1.2825 PUT
000000000
1120000.00000000
OU
Notional Amount
USD
68815.19000000
0.007755721961
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
68815.19000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-06-06
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.28250000
USD
2025-06-04
XXXX
8223.19000000
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
10000.00000000
PA
USD
10700.00000000
0.001205928879
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTP APR21 0.7175 PUT
000000000
-1155000.00000000
OU
Notional Amount
USD
-33121.00000000
-0.00373285704
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
1155000.00000000
OU
Notional Amount
N/A
-33121.00000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-04-20
0.00000000
N/A
0.00000000
N/A
1155000.00000000
USD
1.00000000
0.71750000
USD
2021-04-16
XXXX
-1243.00000000
N
N
N
Limerock CLO
N/A
Limerock CLO III LLC
532619AJ2
3750000.00000000
PA
USD
3732973.50000000
0.420719677664
Long
ABS-CBDO
CORP
KY
N
2
2026-10-20
Floating
3.82000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: USD 0.440550 19-MAR-2022
000000000
4550000.00000000
OU
Notional Amount
-12608.67000000
-0.00142104292
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-03-09
32.93000000
EUR
0.00000000
EUR
4550000.00000000
EUR
-12644.65000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: JPY 0.200500 28-AUG-2044
000000000
12720000.00000000
OU
Notional Amount
4721.23000000
0.000532099776
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2044-08-30
0.00000000
JPY
-333.00000000
JPY
12720000.00000000
JPY
4724.37000000
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AP6
119000.00000000
PA
USD
114388.75000000
0.012892027770
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
5.60000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
62000.00000000
PA
USD
65255.00000000
0.007354475611
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR 0.185000 16-JAN-2030
000000000
2280000.00000000
OU
Notional Amount
-138464.89000000
-0.01560549623
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-01-16
0.00000000
EUR
-391.88000000
EUR
2280000.00000000
EUR
-138029.41000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
294000.00000000
PA
USD
256210.71000000
0.028875877989
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.430500 09-AUG-2023
000000000
1590000.00000000
OU
Notional Amount
3225.59000000
0.000363535713
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-08-09
0.00000000
EUR
-120.20000000
EUR
1590000.00000000
EUR
3367.44000000
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
179000.00000000
PA
USD
181237.50000000
0.020426124798
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2007-4F
362669AK9
103831.82000000
PA
USD
91695.06000000
0.010334366447
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
84000.00000000
PA
USD
90090.00000000
0.010153470352
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-4 Ltd
69689HAG0
250000.00000000
PA
USD
249941.53000000
0.028169318624
Long
ABS-CBDO
CORP
KY
N
2
2027-10-24
Floating
3.46000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXN8
4255224.72000000
PA
USD
4467215.72000000
0.503471443816
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
ViaSat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAL4
263000.00000000
PA
USD
276150.00000000
0.031123108424
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.63000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTTHPBP5 SWAPTION MAY21 0.11 PUT
000000000
-9299200.00000000
OU
Notional Amount
-59.64000000
-0.00000672164
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
9299200.00000000
OU
Notional Amount
N/A
-59.64000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-05-19
0.00000000
N/A
0.00000000
N/A
9299200.00000000
EUR
1.00000000
0.11000000
EUR
2021-05-17
XXXX
30704.40000000
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAJ6
250000.00000000
PA
USD
249970.35000000
0.028172566742
Long
ABS-CBDO
CORP
KY
N
2
2029-07-25
Floating
3.86000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
478000.00000000
PA
USD
506082.50000000
0.057037336662
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
265000.00000000
PA
USD
283881.25000000
0.031994448392
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
Sunoco LP / Sunoco Finance Corp
86765LAN7
4000.00000000
PA
USD
4320.00000000
0.000486879697
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Dun & Bradstreet Corp
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAK6
131000.00000000
PA
USD
147702.50000000
0.016646608445
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
10.25000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAK0
1445000.00000000
PA
USD
1647385.34000000
0.185666313793
Long
DBT
CORP
IE
N
2
2025-12-15
Fixed
3.88000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
10Y RTP JUN21 0.715 PUT
000000000
-2450000.00000000
OU
Notional Amount
USD
-83421.35000000
-0.00940188926
N/A
DIR
US
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Put
Written
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
IRS Swap
N/A
2450000.00000000
OU
Notional Amount
N/A
-83421.35000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-29
0.00000000
N/A
0.00000000
N/A
2450000.00000000
USD
1.00000000
0.71500000
USD
2021-06-29
XXXX
-19384.47000000
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
208437.50000000
0.023491663633
Long
DBT
CORP
KY
N
2
2022-04-09
Fixed
11.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
ICE: (CDX.NA.HY.35.V1)
000000000
9260000.00000000
OU
Notional Amount
USD
-880343.05000000
-0.09921786056
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S35.V1
2I65BRYO2
Y
buy protection
2025-12-23
0.00000000
USD
-542199.96000000
USD
9260000.00000000
USD
-338143.09000000
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
72000.00000000
PA
USD
74880.00000000
0.008439248085
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.63000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
1000000.00000000
PA
USD
1288922.03000000
0.145266196236
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-2 Ltd
92917JAC1
1000000.00000000
PA
USD
996323.50000000
0.112289278712
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.49000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBF5
42000.00000000
PA
USD
45515.10000000
0.005129717154
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VAK0
5700000.00000000
PA
USD
7763160.66000000
0.874936414772
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.40000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
468000.00000000
PA
USD
517280.40000000
0.058299380681
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAG9
500000.00000000
PA
USD
665375.75000000
0.074990264748
Long
DBT
CORP
IE
N
2
2044-06-14
Fixed
4.60000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SCDS: (ROLLS)
000000000
6264.00000000
OU
Notional Amount
-609.43000000
-0.00006868497
N/A
DCR
XX
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Rolls-Royce PLC
Rolls-Royce PLC
Y
sell protection
2025-06-21
0.00000000
EUR
-910.75000000
EUR
6264.00000000
EUR
397.38000000
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
9545.73000000
PA
USD
9365.22000000
0.001055494323
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.40000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
430000.00000000
PA
USD
453920.90000000
0.051158534806
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
607000.00000000
PA
USD
644178.75000000
0.072601285826
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
200000.00000000
PA
USD
215937.50000000
0.024336940885
Long
DBT
CORP
HK
N
2
2023-02-12
Fixed
10.00000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
10Y RTP SWAPTION 1.5 FEB22 1.55 PUT
000000000
250000000.00000000
OU
Notional Amount
6.76000000
0.000000761876
N/A
DIR
JP
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Put
Purchased
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
6.76000000
0.00000000
DIR
JP
JPY - 6M Japanese Yen LIBOR Rate BBA (JY0006M)
JPY0006M Index
2032-02-24
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.55000000
JPY
2022-02-22
XXXX
-23650.10000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
357000.00000000
PA
USD
458784.52000000
0.051706682453
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
678000.00000000
PA
USD
747501.78000000
0.084246166744
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CH0
2775000.00000000
PA
USD
4236586.56000000
0.477478699465
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
67000.00000000
PA
USD
71522.50000000
0.008060845635
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
222000.00000000
PA
USD
239760.00000000
0.027021823197
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
222000.00000000
PA
USD
224501.94000000
0.025302184393
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
200000.00000000
PA
USD
213562.50000000
0.024069269755
Long
DBT
CORP
KY
N
2
2024-03-05
Fixed
7.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.056000 03-JAN-2024
000000000
2735000.00000000
OU
Notional Amount
-30352.25000000
-0.00342080886
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-01-03
0.00000000
EUR
-38.43000000
EUR
2735000.00000000
EUR
-30309.30000000
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
82000.00000000
PA
USD
85280.00000000
0.009611365875
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
20000.00000000
PA
USD
19526.80000000
0.002200741313
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAN6
9000.00000000
PA
USD
9433.13000000
0.001063148027
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAQ8
1625000.00000000
PA
USD
2355062.68000000
0.265424121443
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
5.70000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AG5
200000.00000000
PA
USD
212750.00000000
0.023977698053
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-27253.53000000
-0.00307157186
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
5500000.00000000
EUR
6702745.50000000
USD
2021-03-17
-27253.53000000
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
328000.00000000
PA
USD
348500.00000000
0.039277216317
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.38000000
N
N
N
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
219000.00000000
PA
USD
202917.19000000
0.022869504637
Long
DBT
CORP
VG
N
2
2022-10-24
Fixed
11.50000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
936000.00000000
PA
USD
986310.00000000
0.111160720877
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
2549005PXW31DRW8EC44
GLP Capital LP / GLP Financing II Inc
361841AJ8
223000.00000000
PA
USD
250892.84000000
0.028276534717
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
1279000.00000000
PA
USD
1386116.25000000
0.156220337997
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
431000.00000000
PA
USD
439503.63000000
0.049533656091
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTGTULX1 SWAPTIONS APR21 0.78 PUT
000000000
105700000.00000000
OU
Notional Amount
36.81000000
0.000004148620
N/A
DIR
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
105700000.00000000
OU
Notional Amount
N/A
36.81000000
0.00000000
DIR
US
JPY - 6M Japanese Yen LIBOR Rate BBA (JY0006M)
JPY0006M Index
2041-04-20
0.00000000
N/A
0.00000000
N/A
105700000.00000000
JPY
1.00000000
0.78000000
JPY
2021-04-16
XXXX
-33051.54000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
1400000.00000000
PA
USD
1948622.49000000
0.219616835180
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.13000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAS5
1000000.00000000
PA
USD
979430.40000000
0.110385364959
Long
ABS-CBDO
CORP
KY
N
2
2030-08-15
Floating
3.37000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW3RNPV4 5Y RTP APR22 NEG0.115 PUT
000000000
-5250000.00000000
OU
Notional Amount
-14354.61000000
-0.00161781670
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5250000.00000000
OU
Notional Amount
N/A
-14354.61000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-04-06
0.00000000
N/A
0.00000000
N/A
5250000.00000000
EUR
1.00000000
-0.11500000
EUR
2022-04-04
XXXX
52045.84000000
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAN4
250000.00000000
PA
USD
246650.13000000
0.027798365884
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.99000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
200000.00000000
PA
USD
213300.00000000
0.024039685051
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTUHYNU9 SWAPTION JUN24 2.5 PUT
000000000
3950000.00000000
OU
Notional Amount
USD
51553.31000000
0.005810245362
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
51553.31000000
0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-06-24
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
2.50000000
USD
2024-06-20
XXXX
-108146.41000000
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAP4
212000.00000000
PA
USD
229092.72000000
0.025819581980
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
MANAPPURAM FINANCE LTD
335800JL5WTUSKOSPN77
Manappuram Finance Ltd
000000000
200000.00000000
PA
USD
206687.50000000
0.023294432274
Long
DBT
CORP
IN
N
2
2023-01-13
Fixed
5.90000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW2ZJV23 SWAPTION MAR21 0.41 CALL
000000000
-23790000.00000000
OU
Notional Amount
USD
-54900.18000000
-0.00618744977
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
23790000.00000000
OU
Notional Amount
N/A
-54900.18000000
-0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2022-03-19
0.00000000
N/A
0.00000000
N/A
23790000.00000000
USD
1.00000000
0.41000000
USD
2021-03-17
XXXX
-14457.18000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
225000.00000000
PA
USD
226687.50000000
0.025548504946
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
201000.00000000
PA
USD
215132.81000000
0.024246249398
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW4JRGD2 SWAPTION MAY22 0.74 PUT
000000000
-2540000.00000000
OU
Notional Amount
USD
-127258.34000000
-0.01434247732
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2540000.00000000
OU
Notional Amount
N/A
-127258.34000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-05-04
0.00000000
N/A
0.00000000
N/A
2540000.00000000
USD
1.00000000
0.74000000
USD
2022-05-02
XXXX
-39374.34000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW2C7SZ5 SWAPTION FEB22 1.6 PUT
000000000
-2840000.00000000
OU
Notional Amount
USD
-27541.35000000
-0.00310401021
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-27541.35000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-03-02
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
1.60000000
USD
2022-02-28
XXXX
24288.65000000
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
493108.01000000
PA
USD
473733.80000000
0.053391520629
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.71000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.250000 24-JUN-2022
000000000
2499000.00000000
OU
Notional Amount
9078.26000000
0.001023152888
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-06-24
22.48000000
EUR
0.00000000
EUR
2499000.00000000
EUR
9055.55000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
437000.00000000
PA
USD
480700.00000000
0.054176636682
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
905000.00000000
PA
USD
1035656.49000000
0.116722249607
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
173000.00000000
PA
USD
174513.75000000
0.019668333741
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
POWERLONG REAL ESTATE
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
200000.00000000
PA
USD
208750.00000000
0.023526883518
Long
DBT
CORP
KY
N
2
2022-11-08
Fixed
7.13000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
4000.00000000
PA
USD
4130.00000000
0.000465466006
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2020 Term Loan B3
81527CAN7
106465.00000000
PA
USD
107130.41000000
0.012073986478
Long
LON
CORP
US
N
2
2026-09-03
Floating
5.25000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
46000.00000000
PA
USD
50415.08000000
0.005681962705
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.682700 20-MAY-2030
000000000
770000.00000000
OU
Notional Amount
USD
13812.04000000
0.001556667095
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-05-20
0.00000000
USD
-11.43000000
USD
770000.00000000
USD
13823.47000000
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc
96208TAA2
123000.00000000
PA
USD
123153.75000000
0.013879875119
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
4.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
5493003QENHHS261UR94
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBB7
95000.00000000
PA
USD
97375.00000000
0.010974516323
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
3137BBHG8
2830000.00000000
PA
USD
3227138.99000000
0.363710290375
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
4.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAU6
645000.00000000
PA
USD
897205.44000000
0.101118313193
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
Studio City Finance Ltd
254900D6R731QAUIG324
Studio City Finance Ltd
000000000
250000.00000000
PA
USD
260156.25000000
0.029320554684
Long
DBT
CORP
VG
N
2
2024-02-11
Fixed
7.25000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAD2
202000.00000000
PA
USD
208817.50000000
0.023534491013
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTGZTTP6 SWAPTION APR38 2.985 CALL
000000000
910000.00000000
OU
Notional Amount
USD
123167.54000000
0.013881429302
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
910000.00000000
OU
Notional Amount
N/A
123167.54000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2048-04-29
0.00000000
N/A
0.00000000
N/A
910000.00000000
USD
1.00000000
2.98500000
USD
2038-04-27
XXXX
80397.54000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-TWN3
36263JAE4
1500000.00000000
PA
USD
1506727.20000000
0.169813630316
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
3.86000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.275000 30-JUN-2022
000000000
938000.00000000
OU
Notional Amount
2807.09000000
0.000316369242
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-06-30
8.53000000
EUR
0.00000000
EUR
938000.00000000
EUR
2797.41000000
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AG7
18000.00000000
PA
USD
15862.50000000
0.001787761388
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.38000000
N
N
N
N
N
N
Burlington Resources LLC
0FJ5X7MVCTSE8OEPQE56
Burlington Resources LLC
20825VAB8
685000.00000000
PA
USD
968107.41000000
0.109109222843
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
610000.00000000
PA
USD
658929.63000000
0.074263763602
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
5000000.00000000
PA
USD
5281970.50000000
0.595297268033
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.11000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 3.075000 29-JUN-2038
000000000
230000.00000000
OU
Notional Amount
USD
-27676.03000000
-0.00311918914
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2038-06-29
0.00000000
USD
-3.40000000
USD
230000.00000000
USD
-27672.63000000
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6P3 RRP TREASURY NO RRP NOMSI OPEN
000000000
-16455172.50000000
PA
USD
-16455172.50000000
-1.85455773262
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
16455172.50000000
USD
16463235.53000000
USD
UST
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
1500000.00000000
PA
USD
1754944.35000000
0.197788605049
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
200000.00000000
PA
USD
194937.50000000
0.021970164579
Long
DBT
CORP
VG
N
2
2022-06-25
Fixed
6.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300VE70J453FXBE45
Madison Park Funding X Ltd
55818JAC8
250000.00000000
PA
USD
243276.58000000
0.027418154541
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
6.62000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 75 CLO Ltd
26252JAN8
500000.00000000
PA
USD
500354.15000000
0.056391730802
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
2.64000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
98000.00000000
PA
USD
105227.50000000
0.011859521606
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.13000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AN6
127000.00000000
PA
USD
132397.50000000
0.014921679332
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.13000000
N
N
N
N
N
N
ABJA Investment Co
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
250000.00000000
PA
USD
268125.00000000
0.030218661764
Long
DBT
CORP
SG
N
2
2024-07-31
Fixed
5.95000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
732000.00000000
PA
USD
785070.00000000
0.088480241647
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
190.00000000
NC
USD
-48307.61000000
-0.00544444317
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
29756588.86000000
USD
-48307.61000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.770000 15-JUN-2021
000000000
8210000.00000000
OU
Notional Amount
USD
-65643.64000000
-0.00739827675
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2021-06-15
0.00000000
USD
-39.04000000
USD
8210000.00000000
USD
-65604.60000000
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
315000.00000000
PA
USD
343350.00000000
0.038696792604
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
206875.00000000
0.023315564205
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
104000.00000000
PA
USD
112060.00000000
0.012629569183
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
541000.00000000
PA
USD
561098.15000000
0.063237800323
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CLEAR CHANNEL INTL BV
N/A
Clear Channel International BV
18452MAB2
256000.00000000
PA
USD
270080.00000000
0.030438997368
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.63000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
130000.00000000
PA
USD
139595.30000000
0.015732897546
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAMF2 SWAPTION AUG25 0.9125 CALL
000000000
1930000.00000000
OU
Notional Amount
USD
47800.27000000
0.005387264117
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1930000.00000000
OU
Notional Amount
N/A
47800.27000000
0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-08-11
0.00000000
N/A
0.00000000
N/A
1930000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
-49768.28000000
N
N
N
AMS AG
5299001JPPT2QFTV5D76
ams AG
000000000
100000.00000000
PA
129317.77000000
0.014574582570
Long
DBT
CORP
AT
N
2
2025-07-31
Fixed
6.00000000
N
N
N
N
N
N
Elmwood CLO III Ltd
N/A
Elmwood CLO III Ltd
29002JAA3
1500000.00000000
PA
USD
1493571.00000000
0.168330878772
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
7.24000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7CJ5U4 SWAPTION AUG21 0.95 PUT
000000000
-2390000.00000000
OU
Notional Amount
USD
-51671.27000000
-0.00582353988
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2390000.00000000
OU
Notional Amount
N/A
-51671.27000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-08-06
0.00000000
N/A
0.00000000
N/A
2390000.00000000
USD
1.00000000
0.95000000
USD
2021-08-05
XXXX
-23947.27000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
500000.00000000
PA
USD
553944.95000000
0.062431608691
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GR3
124000.00000000
PA
USD
135470.00000000
0.015267961246
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAC4
91000.00000000
PA
USD
77350.00000000
0.008717626060
Long
DBT
CORP
XX
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
BidFair MergerRight Inc
549300P5BAAMQQ7VL735
BidFair MergerRight Inc Term Loan B
08883CAB4
207902.98000000
PA
USD
208422.74000000
0.023490000127
Long
LON
CORP
US
N
2
2027-01-15
Floating
6.50000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORPORATION 2020 TERM LOAN
29426NAN4
169551.31000000
PA
USD
170363.46000000
0.019200580978
Long
LON
CORP
US
N
2
2027-07-30
Floating
5.25000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L118
7761.00000000
NS
USD
47419.71000000
0.005344373622
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
SM Energy Co
SM Energy Co
1.00000000
0.01000000
USD
2023-06-30
XXXX
14129.31000000
N
N
N
Sterling Bank Trust
N/A
Sterling COOFS Trust 2004-2
859245AB8
1281950.80000000
PA
USD
12819.51000000
0.001444805358
Long
ABS-O
CORP
US
N
3
2030-03-30
Fixed
2.08000000
N
N
N
N
N
N
SWITCH LTD
N/A
Switch Ltd
87105NAA8
213000.00000000
PA
USD
216195.00000000
0.024365962070
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTQA3PR8 SWAPTION JAN29 3.0825 PUT
000000000
1020000.00000000
OU
Notional Amount
USD
21778.98000000
0.002454570182
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
1020000.00000000
OU
Notional Amount
N/A
21778.98000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-01-31
0.00000000
N/A
0.00000000
N/A
1020000.00000000
USD
1.00000000
3.08250000
USD
2029-01-29
XXXX
-36157.02000000
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
281000.00000000
PA
USD
288815.31000000
0.032550534882
Long
DBT
CORP
IL
N
2
2031-01-29
Fixed
3.28000000
N
N
N
N
N
N
Barracuda Networks, Inc.
549300CXGRZWNMPU8080
Barracuda Networks, Inc. 2020 2nd Lien Term Loan
06832EAG5
86240.00000000
PA
USD
86886.80000000
0.009792458073
Long
LON
CORP
US
N
2
2028-10-30
Floating
7.50000000
N
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242WAC0
124000.00000000
PA
USD
129270.00000000
0.014569198718
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.75000000
N
N
N
N
N
N
Matterhorn Telecom SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
100000.00000000
PA
125035.89000000
0.014091999136
Long
DBT
CORP
LU
N
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.095000 01-MAR-2023
000000000
13390000.00000000
OU
Notional Amount
USD
242468.36000000
0.027327065210
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-01
159.01000000
USD
0.00000000
USD
13390000.00000000
USD
242309.35000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
200000.00000000
PA
USD
207582.00000000
0.023395245674
Long
DBT
CORP
GB
N
2
2021-08-15
Fixed
8.63000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
40000.00000000
PA
USD
42400.00000000
0.004778634065
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.333000 23-SEP-2025
000000000
1180000.00000000
OU
Notional Amount
USD
-2830.83000000
-0.00031904482
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-09-23
14.89000000
USD
0.00000000
USD
1180000.00000000
USD
-2845.72000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CM5
3000.00000000
PA
USD
2670.00000000
0.000300918701
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AG6
250000.00000000
PA
USD
249175.68000000
0.028083004546
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
4.79000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
2850000.00000000
PA
USD
3198575.69000000
0.360491102677
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
280000.00000000
PA
USD
292600.00000000
0.032977083197
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
HUSKY III HOLDING LTD
N/A
Husky III Holding Ltd
44810RAA6
226000.00000000
PA
USD
245775.00000000
0.027699735553
Long
DBT
CORP
CA
N
2
2025-02-15
Variable
13.00000000
N
N
Y
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
548000.00000000
PA
USD
589237.00000000
0.066409150964
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
200000.00000000
PA
USD
224750.00000000
0.025330141656
Long
DBT
CORP
KY
N
2
2029-05-14
Fixed
4.64000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FMT8
1100000.00000000
PA
USD
1512984.00000000
0.170518794411
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.63000000
N
N
N
N
N
N
HEALTH AND HAPPINESS H&H
2138007WU5DJFZFDDV59
Health & Happiness H&H International Holdings Ltd
000000000
200000.00000000
PA
USD
208312.50000000
0.023477575678
Long
DBT
CORP
KY
N
2
2024-10-24
Fixed
5.63000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTUXBTY7 SWAPTION JUL21 0.05 PUT
000000000
-5120000.00000000
OU
Notional Amount
-155.99000000
-0.00001758063
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5120000.00000000
OU
Notional Amount
N/A
-155.99000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-07-07
0.00000000
N/A
0.00000000
N/A
5120000.00000000
EUR
1.00000000
0.05000000
EUR
2021-07-02
XXXX
10644.89000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
74000.00000000
PA
USD
79365.00000000
0.008944723882
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DJ3
1000000.00000000
PA
USD
1255850.24000000
0.141538885332
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.38000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
266000.00000000
PA
USD
271240.20000000
0.030569756124
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
417000.00000000
PA
USD
419085.00000000
0.047232402296
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AG3
220184.00000000
PA
USD
176147.20000000
0.019852429492
Long
DBT
CORP
US
N
3
2025-05-15
Fixed
11.00000000
N
N
Y
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAW6
53000.00000000
PA
USD
59177.39000000
0.006669506881
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.63000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
59000.00000000
PA
USD
68310.20000000
0.007698807753
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AK6
68000.00000000
PA
USD
72760.00000000
0.008200316382
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265HAF6
28000.00000000
PA
USD
30450.00000000
0.003431825643
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AP3
138000.00000000
PA
USD
142140.00000000
0.016019694483
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAA2
640000.00000000
PA
USD
947697.39000000
0.106808939426
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR 1.370000 20-FEB-2029
000000000
1970000.00000000
OU
Notional Amount
-378157.66000000
-0.04261974236
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-20
0.00000000
EUR
-29.75000000
EUR
1970000.00000000
EUR
-378119.50000000
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FB5
3920000.00000000
PA
USD
5738613.60000000
0.646762604671
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
200000.00000000
PA
USD
202106.00000000
0.022778080576
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2017 Term Loan B
02083JAC8
58946.05000000
PA
USD
58577.64000000
0.006601912876
Long
LON
CORP
US
N
2
2024-07-12
Floating
4.00000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AK7
44000.00000000
PA
USD
49720.00000000
0.005603624663
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRJ7MU4 SWAPTION MAR29 3.05 CALL
000000000
-2840000.00000000
OU
Notional Amount
USD
-392765.38000000
-0.04426608548
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-392765.38000000
-0.04000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-03-14
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
3.05000000
USD
2029-03-12
XXXX
-242103.38000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
ICE: (CDX.NA.IG.34.V1)
000000000
7473000.00000000
OU
Notional Amount
USD
-124596.50000000
-0.01404247828
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S34.V1
2I65BYDW2
Y
buy protection
2025-06-21
0.00000000
USD
-108309.90000000
USD
7473000.00000000
USD
-16286.60000000
N
N
N
PetSmart Inc
N/A
PetSmart Inc
04021LAA8
164000.00000000
PA
USD
164000.00000000
0.018483395913
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.13000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
200000.00000000
PA
USD
204500.00000000
0.023047893075
Long
DBT
CORP
KY
N
2
2023-04-24
Fixed
7.25000000
N
N
N
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAQ2
41000.00000000
PA
USD
42691.25000000
0.004811458998
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAE5
1250000.00000000
PA
USD
1267506.88000000
0.142852631016
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
2.88000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BFR8
1720000.00000000
PA
USD
3026718.40000000
0.341122161630
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.63000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259NZH9
1295000.00000000
PA
USD
2053649.85000000
0.231453800282
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.34000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
400000.00000000
PA
USD
426000.00000000
0.048011747922
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
112000.00000000
PA
USD
116340.00000000
0.013111940735
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZU0
314000.00000000
PA
USD
319495.00000000
0.036008247424
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
164000.00000000
PA
USD
175275.00000000
0.019754129383
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWBFBH85 RRP FHLB RRP BNPNR OPEN
000000000
-1548593.75000000
PA
USD
-1548593.75000000
-0.17453214262
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
1548593.75000000
USD
1548827.33000000
USD
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
404000.00000000
PA
USD
398303.60000000
0.044890263004
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
307000.00000000
PA
USD
316747.25000000
0.035698566014
Long
DBT
CORP
XX
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
12000.00000000
PA
USD
13290.00000000
0.001497831290
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW4JRGC4 SWAPTION MAY22 0.74 CALL
000000000
-2540000.00000000
OU
Notional Amount
USD
-31133.03000000
-0.00350880560
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2540000.00000000
OU
Notional Amount
N/A
-31133.03000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-05-04
0.00000000
N/A
0.00000000
N/A
2540000.00000000
USD
1.00000000
0.74000000
USD
2022-05-02
XXXX
56750.97000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
119000.00000000
PA
USD
130007.50000000
0.014652317648
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300QKXAJMQB5TEW86
Parsley Energy LLC / Parsley Finance Corp
701885AD7
53000.00000000
PA
USD
54505.20000000
0.006142934091
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
22000.00000000
PA
USD
25822.50000000
0.002910289579
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.88000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAB9
349000.00000000
PA
USD
359819.00000000
0.040552908746
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
100000.00000000
PA
117490.45000000
0.013241600630
Long
DBT
CORP
ES
N
1
2031-11-20
Fixed
0.75000000
N
N
N
N
N
Cellnex Telecom SA
Cellnex Telecom SA
EUR
XXXX
N
N
N
Blue Cube Spinco LLC
N/A
Blue Cube Spinco LLC
095370AD4
162000.00000000
PA
USD
171517.50000000
0.019330645479
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
1700000.00000000
PA
USD
1817074.22000000
0.204790867154
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW19WFL1 SWAPTION JAN22 1.95 PUT
000000000
-4010000.00000000
OU
Notional Amount
USD
-17171.46000000
-0.00193528593
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
4010000.00000000
OU
Notional Amount
N/A
-17171.46000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-02-01
0.00000000
N/A
0.00000000
N/A
4010000.00000000
USD
1.00000000
1.95000000
USD
2022-01-28
XXXX
76562.29000000
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
163000.00000000
PA
USD
176651.25000000
0.019909237758
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AX4
74000.00000000
PA
USD
82417.50000000
0.009288751724
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.75000000
N
N
N
N
N
N
Sequa Mezzanine Holdings L.L.C.
N/A
Sequa Mezzanine Holdings L.L.C. 2020 Extended Term Loan
81733HAE6
109447.44000000
PA
USD
109994.68000000
0.012396800115
Long
LON
CORP
US
N
3
2023-11-28
Floating
7.75000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAD0
49000.00000000
PA
USD
49980.00000000
0.005632927608
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BA2
216000.00000000
PA
USD
223962.84000000
0.025241425864
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
97000.00000000
PA
USD
99815.91000000
0.011249615750
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
339000.00000000
PA
USD
372842.37000000
0.042020689867
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.13000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAR8
117000.00000000
PA
USD
121680.00000000
0.013713778139
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
112000.00000000
PA
USD
119280.00000000
0.013443289418
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
215437.50000000
0.024280589068
Long
DBT
CORP
KY
N
2
2024-11-07
Fixed
6.45000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
117000.00000000
PA
USD
122850.00000000
0.013845641390
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 3.020500 08-DEC-2048
000000000
400000.00000000
OU
Notional Amount
USD
-41496.86000000
-0.00467684690
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-12-08
0.00000000
USD
-6.27000000
USD
400000.00000000
USD
-41490.59000000
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
212375.00000000
0.023935434190
Long
DBT
CORP
KY
N
2
2023-10-11
Fixed
7.95000000
N
N
N
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems, Inc. 2020 Term Loan B
84857HAW0
126000.00000000
PA
USD
126945.00000000
0.014307162770
Long
LON
CORP
US
N
2
2025-01-30
Floating
6.00000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AJ7
85000.00000000
PA
USD
85909.50000000
0.009682312812
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.88000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
67000.00000000
PA
USD
70182.50000000
0.007909822766
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAME5 SWAPTION AUG30 1.0451 CALL
000000000
1210000.00000000
OU
Notional Amount
USD
45075.38000000
0.005080159112
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1210000.00000000
OU
Notional Amount
N/A
45075.38000000
0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2040-08-09
0.00000000
N/A
0.00000000
N/A
1210000.00000000
USD
1.00000000
1.04510000
USD
2030-08-07
XXXX
-39419.11000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
207000.00000000
PA
USD
219399.30000000
0.024727098324
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
226000.00000000
PA
USD
239560.00000000
0.026999282470
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
200000.00000000
PA
USD
211375.00000000
0.023822730556
Long
DBT
CORP
VG
N
2
2023-08-05
Fixed
6.80000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300PKM3N9LK4JM015
Anchorage Capital CLO 8 Ltd
03329KAW3
1000000.00000000
PA
USD
980827.50000000
0.110542823206
Long
ABS-CBDO
CORP
KY
N
2
2028-07-28
Floating
3.22000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
695000.00000000
PA
USD
777371.40000000
0.087612581453
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
92000.00000000
NS
USD
2514360.00000000
0.283377508233
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
45000.00000000
PA
USD
52537.50000000
0.005921167151
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS 10Y RTP JUL21 1.1 PUT
000000000
-1570000.00000000
OU
Notional Amount
USD
-21255.65000000
-0.00239558898
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
1570000.00000000
OU
Notional Amount
N/A
-21255.65000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-07-16
0.00000000
N/A
0.00000000
N/A
1570000.00000000
USD
1.00000000
1.10000000
USD
2021-07-16
XXXX
-5555.65000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.115000 27-DEC-2023
000000000
770000.00000000
OU
Notional Amount
-7430.06000000
-0.00083739476
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-27
0.00000000
EUR
-10.82000000
EUR
770000.00000000
EUR
-7418.08000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTR AUG21 0.75 CALL
000000000
-1195000.00000000
OU
Notional Amount
USD
-9725.81000000
-0.00109613412
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
1195000.00000000
OU
Notional Amount
N/A
-9725.81000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-08-09
0.00000000
N/A
0.00000000
N/A
1195000.00000000
USD
1.00000000
0.75000000
USD
2021-08-05
XXXX
14174.19000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
200000.00000000
PA
USD
206750.00000000
0.023301476251
Long
DBT
CORP
KY
N
2
2022-03-08
Fixed
9.15000000
N
N
N
N
N
N
AMERICAN AIRLINES 2013-2
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
2105907.82000000
PA
USD
2006656.38000000
0.226157465456
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
1750000.00000000
PA
USD
1996754.13000000
0.225041445900
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2020-A
76042EAC3
240000.00000000
PA
USD
243568.34000000
0.027451036953
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
4.05000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
121000.00000000
PA
USD
127642.90000000
0.014385818636
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
87000.00000000
PA
USD
92536.68000000
0.010429220079
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTVW0EZ3 IRS SWAPTION AUG21 NEG0.15 PUT
000000000
-12480000.00000000
OU
Notional Amount
-1102.76000000
-0.00012428505
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
12480000.00000000
OU
Notional Amount
N/A
-1102.76000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-08-11
0.00000000
N/A
0.00000000
N/A
12480000.00000000
EUR
1.00000000
-0.15000000
EUR
2021-08-09
XXXX
16165.75000000
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
50000.00000000
PA
USD
51312.50000000
0.005783105200
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAG3
200000.00000000
PA
USD
240562.50000000
0.027112267863
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
HOPSON DEVELOPMENT HLDGS
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd
000000000
200000.00000000
PA
USD
203937.50000000
0.022984497281
Long
DBT
CORP
BM
N
2
2022-06-27
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.8.BBB-)
000000000
5550000.00000000
OU
Notional Amount
USD
-875422.14000000
-0.09866325613
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.8
137BERAH0
Y
sell protection
2057-10-17
0.00000000
USD
-721753.66000000
USD
5550000.00000000
USD
-153668.48000000
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
204750.00000000
0.023076068984
Long
DBT
CORP
KY
N
2
2022-02-15
Fixed
7.88000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
575000.00000000
PA
USD
708358.74000000
0.079834603905
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTR APR21 0.71750 CALL
000000000
-1155000.00000000
OU
Notional Amount
USD
-4871.76000000
-0.00054906505
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
1155000.00000000
OU
Notional Amount
N/A
-4871.76000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-04-20
0.00000000
N/A
0.00000000
N/A
1155000.00000000
USD
1.00000000
0.71750000
USD
2021-04-16
XXXX
27006.24000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
3250000.00000000
PA
USD
3624329.90000000
0.408475149174
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
TCI Communications Inc
51M0QTTNCGUN7KFCFZ59
TCI Communications Inc
872287AF4
610000.00000000
PA
USD
821509.34000000
0.092587087672
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.88000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
57000.00000000
PA
USD
59280.00000000
0.006681071401
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-23955.11000000
-0.00269982794
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
6680535.97000000
USD
5440000.00000000
EUR
2021-03-17
-23955.11000000
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWBFBGH6 RRP FHLB RRP BNPNR OPEN
000000000
-2607281.25000000
PA
USD
-2607281.25000000
-0.29385007074
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
2607281.25000000
USD
2607674.51000000
USD
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
11000.00000000
PA
USD
11357.50000000
0.001280031518
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.13000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.8.BBB-)
000000000
2500000.00000000
OU
Notional Amount
USD
-394334.30000000
-0.04444290847
N/A
DCR
GB
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.8
137BERAH0
Y
sell protection
2057-10-18
0.00000000
USD
-245104.68000000
USD
2500000.00000000
USD
-149229.62000000
N
N
N
Da Vinci Purchaser Corp.
N/A
Da Vinci Purchaser Corp. 2019 Term Loan
23343FAB0
120395.00000000
PA
USD
120596.06000000
0.013591614162
Long
LON
CORP
US
N
2
2027-01-08
Floating
5.00000000
N
N
N
N
N
N
Entercom Media Corp
549300S5JUSXRHNCHD80
Entercom Media Corp
29365DAA7
173000.00000000
PA
USD
175811.25000000
0.019814566706
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
100000.00000000
PA
122470.42000000
0.013802861345
Long
DBT
CORP
IT
N
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
87668.40000000
PA
USD
86309.54000000
0.009727398774
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.40000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
265953.22000000
0.029973894267
Long
DBT
CORP
FR
N
2
2030-06-15
Fixed
3.38000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
000000000
153000.00000000
PA
USD
162897.19000000
0.018359105219
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
Y
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
257000.00000000
PA
USD
260212.50000000
0.029326894263
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
71000.00000000
PA
USD
76236.25000000
0.008592102388
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: JPY 0.715000 21-MAR-2044
000000000
19000000.00000000
OU
Notional Amount
-12094.21000000
-0.00136306141
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2044-03-22
0.00000000
JPY
-497.00000000
JPY
19000000.00000000
JPY
-12089.75000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
221000.00000000
PA
USD
223762.50000000
0.025218846818
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRW7H5XB0 5Y RTR SYNTH 0.02 AUG22 NEG0.02 CALL
000000000
-6690000.00000000
OU
Notional Amount
-169349.07000000
-0.01908625553
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
6690000.00000000
OU
Notional Amount
N/A
-169349.07000000
-0.02000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-08-10
0.00000000
N/A
0.00000000
N/A
6690000.00000000
EUR
1.00000000
-0.02000000
EUR
2022-08-08
XXXX
-7601.92000000
N
N
N
MARRIOTT OWNERSHIP/ILG
N/A
Marriott Ownership Resorts Inc / ILG LLC
57165PAB1
24000.00000000
PA
USD
25080.00000000
0.002826607131
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.785000 19-NOV-2025
000000000
16220000.00000000
OU
Notional Amount
USD
-5978.53000000
-0.00067380205
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-11-19
175.01000000
USD
0.00000000
USD
16220000.00000000
USD
-6153.54000000
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBB5
354000.00000000
PA
USD
369045.00000000
0.041592712469
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.63000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
2250000.00000000
PA
USD
2887799.27000000
0.325465470899
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
848000.00000000
PA
USD
896760.00000000
0.101068110486
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAN9
2000000.00000000
PA
USD
2269654.84000000
0.255798347535
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
400000.00000000
PA
499786.82000000
0.056327790650
Long
DBT
CORP
DE
N
2
2041-05-26
Fixed
6.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
1000000.00000000
PA
USD
1135000.00000000
0.127918624160
Long
DBT
CORP
FR
N
2
2024-01-23
Fixed
7.88000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
100000.00000000
PA
USD
112000.00000000
0.012622806965
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
166000.00000000
PA
USD
179678.40000000
0.020250408563
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
10Y RTP SWAPTION APR22 1.45 PUT
000000000
250000000.00000000
OU
Notional Amount
15.91000000
0.000001793114
N/A
DIR
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
15.91000000
0.00000000
DIR
US
JPY - 6M Japanese Yen LIBOR Rate BBA (JY0006M)
JPY0006M Index
2032-04-06
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.45000000
JPY
2022-04-04
XXXX
-26417.60000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
2000000.00000000
PA
USD
2040000.00000000
0.229915412588
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAF1
200000.00000000
PA
USD
214625.00000000
0.024189017366
Long
DBT
CORP
MX
N
2
2023-04-17
Fixed
5.95000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
2000000.00000000
PA
USD
2140120.00000000
0.241199300386
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
113000.00000000
PA
USD
120486.25000000
0.013579238176
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.38000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
164000.00000000
PA
USD
182036.72000000
0.020516199796
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613AJ3
50000.00000000
PA
USD
53000.00000000
0.005973292581
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTUHYNT2 SWAPTION JUN24 3.5 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-16651.34000000
-0.00187666652
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-16651.34000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-06-24
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.50000000
USD
2024-06-20
XXXX
41240.61000000
N
N
N
595 EXPRESS LLC 12/31/2031
N/A
595 EXPRESS LLC 12/31/2031
000000000
769049.45000000
PA
USD
834892.13000000
0.094095376733
Long
DBT
CORP
US
N
3
2031-12-31
Fixed
3.31000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
86000.00000000
PA
USD
100901.53000000
0.011371969069
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Connect Finco Sarl
2594001KNYIQ456J2792
Connect Finco Sarl Term Loan B
000000000
108632.26000000
PA
USD
108884.29000000
0.012271655127
Long
LON
CORP
GB
N
2
2026-12-11
Floating
5.50000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AB9
265000.00000000
PA
USD
272618.75000000
0.030725123718
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2200000.00000000
PA
USD
2317260.00000000
0.261163622046
Long
DBT
CORP
ES
N
2
2027-11-16
Fixed
6.13000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 2nd Lien Term Loan
88632NAN0
189000.00000000
PA
USD
190574.37000000
0.021478423974
Long
LON
CORP
US
N
2
2028-03-03
Floating
7.40000000
N
N
N
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AD1
200000.00000000
PA
USD
209687.50000000
0.023632543175
Long
DBT
CORP
LU
N
2
2026-09-20
Fixed
6.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7H8T52 SWAPTION AUG21 0.6335 CALL
000000000
-14190000.00000000
OU
Notional Amount
USD
-80302.20000000
-0.00905034972
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
14190000.00000000
OU
Notional Amount
N/A
-80302.20000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-08-11
0.00000000
N/A
0.00000000
N/A
14190000.00000000
USD
1.00000000
0.63350000
USD
2021-08-09
XXXX
239173.77000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
20000.00000000
PA
USD
21930.00000000
0.002471590685
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
200000.00000000
PA
USD
196250.00000000
0.022118088098
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAMJ4 SWAPTION AUG30 1.0451 PUT
000000000
1210000.00000000
OU
Notional Amount
USD
119368.21000000
0.013453231005
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1210000.00000000
OU
Notional Amount
N/A
119368.21000000
0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2040-08-09
0.00000000
N/A
0.00000000
N/A
1210000.00000000
USD
1.00000000
1.04510000
USD
2030-08-07
XXXX
30608.26000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
94000.00000000
PA
USD
99106.08000000
0.011169615330
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
33000.00000000
PA
USD
33866.25000000
0.003816849432
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
413000.00000000
PA
USD
456365.00000000
0.051433993757
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTP APR25 0.89 PUT
000000000
1640000.00000000
OU
Notional Amount
USD
137687.77000000
0.015517911984
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
1640000.00000000
OU
Notional Amount
N/A
137687.77000000
0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-05-02
0.00000000
N/A
0.00000000
N/A
1640000.00000000
USD
1.00000000
0.89000000
USD
2025-04-30
XXXX
49209.77000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTR0BH31 SWAPTION FEB39 2.86 CALL
000000000
932500.00000000
OU
Notional Amount
USD
119390.86000000
0.013455783743
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
932500.00000000
OU
Notional Amount
N/A
119390.86000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2022-02-28
0.00000000
N/A
0.00000000
N/A
932500.00000000
USD
1.00000000
2.86000000
USD
2039-02-22
XXXX
73255.42000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAMK1 SWAPTION AUG40 0.9141 CALL
000000000
730000.00000000
OU
Notional Amount
USD
33833.13000000
0.003813116687
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
730000.00000000
OU
Notional Amount
N/A
33833.13000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2050-08-09
0.00000000
N/A
0.00000000
N/A
730000.00000000
USD
1.00000000
0.91410000
USD
2040-08-07
XXXX
-24705.52000000
N
N
N
ARCHES BUYER INC
N/A
Arches Buyer Inc
039524AA1
73000.00000000
PA
USD
73927.10000000
0.008331852793
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AC6
467000.00000000
PA
USD
502025.00000000
0.056580041669
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.13000000
N
N
N
N
N
N
ITR Concession Co LLC
5493007GBY3OBTILCX44
ITR Concession Co LLC
450636AA3
4000000.00000000
PA
USD
4403759.80000000
0.496319731057
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.20000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
170000.00000000
PA
USD
181900.00000000
0.020500790955
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
SYNLAB BONDCO PLC
5493007KBBOGQWJ10272
Synlab Bondco PLC
000000000
100000.00000000
PA
124577.77000000
0.014040367347
Long
DBT
CORP
GB
N
2
2025-07-01
Floating
4.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
324000.00000000
PA
USD
344655.00000000
0.038843870845
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
575000.00000000
PA
USD
605969.50000000
0.068294964514
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAT6
310000.00000000
PA
USD
339687.85000000
0.038284054992
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies Inc
81728UAB0
147000.00000000
PA
USD
152377.26000000
0.017173470883
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRWBA1ZG4 IRS LIBOR 3M NOV24 0.816 CALL
000000000
17430000.00000000
OU
Notional Amount
USD
67203.98000000
0.007574132739
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
17430000.00000000
OU
Notional Amount
N/A
67203.98000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2025-11-27
0.00000000
N/A
0.00000000
N/A
17430000.00000000
USD
1.00000000
0.81600000
USD
2024-11-25
XXXX
2277.23000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDG4
520000.00000000
PA
USD
763378.40000000
0.086035519508
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UTI4Y2IA4RUP16
Neuberger Berman CLO XV
64129KBC0
1000000.00000000
PA
USD
967752.70000000
0.109069245737
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
3.29000000
N
N
N
N
N
N
CP Atlas Buyer, Inc.
N/A
CP Atlas Buyer, Inc. 2020 Term Loan B1
12658HAC6
47250.00000000
PA
USD
47309.06000000
0.005331902965
Long
LON
CORP
US
N
2
2027-11-23
Floating
5.25000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
231000.00000000
PA
USD
247747.50000000
0.027922043470
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.770000 06-MAY-2032
000000000
2650000.00000000
OU
Notional Amount
USD
95317.65000000
0.010742645503
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-05-06
0.00000000
USD
-41.76000000
USD
2650000.00000000
USD
95359.41000000
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAU0
1000000.00000000
PA
USD
1278417.41000000
0.144082287392
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
163000.00000000
PA
USD
171761.25000000
0.019358116990
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AF9
53000.00000000
PA
USD
54325.00000000
0.006122624896
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BS1
287000.00000000
PA
USD
286282.50000000
0.032265077992
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
Indianapolis Local Public Improvement Bond Bank
549300LX8ESJHDSESB87
INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK
45528S5S1
2535000.00000000
PA
USD
3663632.70000000
0.412904717545
Long
DBT
MUN
US
N
2
2040-01-15
Fixed
6.12000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
492000.00000000
PA
USD
531468.24000000
0.059898401802
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
24000.00000000
PA
USD
24960.00000000
0.002813082695
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRT9KPD3 20Y RTP SWAPTION AUG33 4.0 PUT
000000000
2410000.00000000
OU
Notional Amount
22023.24000000
0.002482099172
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2410000.00000000
OU
Notional Amount
N/A
22023.24000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2053-08-11
0.00000000
N/A
0.00000000
N/A
2410000.00000000
EUR
1.00000000
4.00000000
EUR
2033-08-09
XXXX
-66459.67000000
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AM3
14000.00000000
PA
USD
20947.50000000
0.002360859365
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.88000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-125912.70000000
-0.01419081880
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4040000.00000000
GBP
5398854.00000000
USD
2021-01-06
-125912.70000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTR JUN21 0.746 CALL
000000000
-4800000.00000000
OU
Notional Amount
USD
-30780.96000000
-0.00346912603
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
4800000.00000000
OU
Notional Amount
N/A
-30780.96000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-06-02
0.00000000
N/A
0.00000000
N/A
4800000.00000000
USD
1.00000000
0.74600000
USD
2021-06-02
XXXX
89579.04000000
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAA7
200000.00000000
PA
USD
253772.71000000
0.028601106531
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.45000000
N
N
N
N
N
N
Greeneden US Holdings II LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B
39479UAQ6
146776.51000000
PA
USD
146914.48000000
0.016557795727
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BJ9
6000.00000000
PA
USD
5889.90000000
0.000663813131
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
21Vianet Group Inc
529900672GYJQ3T38I58
21Vianet Group Inc
000000000
200000.00000000
PA
USD
204000.00000000
0.022991541258
Long
DBT
CORP
KY
N
2
2021-10-15
Fixed
7.88000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FT30
1390000.00000000
PA
USD
2157710.90000000
0.243181858735
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.72000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
137000.00000000
PA
USD
150700.00000000
0.016984437586
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
716768AC0
196000.00000000
PA
USD
201390.00000000
0.022697384775
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AA7
89000.00000000
PA
USD
95577.10000000
0.010771886461
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
759223.12000000
PA
1070791.82000000
0.120682128966
Long
ABS-O
CORP
GB
N
2
2027-06-30
Fixed
5.66000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
BRTPRU9A7 SWAPTION JAN29 3.04 CALL
000000000
1000000.00000000
OU
Notional Amount
USD
137812.32000000
0.015531949221
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Call
Purchased
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
137812.32000000
0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-01-12
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.04000000
USD
2029-01-10
XXXX
80937.32000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.415000 24-JUN-2023
000000000
2720000.00000000
OU
Notional Amount
6748.11000000
0.000760536517
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-26
78.89000000
EUR
0.00000000
EUR
2720000.00000000
EUR
6659.86000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
68000.00000000
PA
USD
78965.00000000
0.008899642428
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.325000 24-JUN-2034
000000000
310000.00000000
OU
Notional Amount
USD
-25563.18000000
-0.00288106327
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2034-06-26
0.00000000
USD
-4.79000000
USD
310000.00000000
USD
-25558.39000000
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
1054000.00000000
PA
USD
1138478.10000000
0.128310618668
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
478000.00000000
PA
USD
576139.38000000
0.064933001598
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
66500000.00000000
PA
USD
79446718.75000000
8.953933882460
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
ADANI GREEN ENERGY UP
N/A
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
000000000
200000.00000000
PA
USD
221187.50000000
0.024928634961
Long
DBT
CORP
IN
N
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
105000.00000000
PA
USD
112087.50000000
0.012632668533
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
378000.00000000
PA
USD
384615.00000000
0.043347508045
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CP8
329000.00000000
PA
USD
329411.25000000
0.037125844830
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AH2
153000.00000000
PA
USD
153765.00000000
0.017329874223
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.10000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTGVYNV2 SWAPTION APR21 2.15 PUT
000000000
-4400000.00000000
OU
Notional Amount
-1.12000000
-0.00000012622
N/A
DIR
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
4400000.00000000
OU
Notional Amount
N/A
-1.12000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2031-04-21
0.00000000
N/A
0.00000000
N/A
4400000.00000000
EUR
1.00000000
2.15000000
EUR
2021-04-19
XXXX
94200.06000000
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
411000.00000000
PA
USD
423843.75000000
0.047768730712
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABG2
279000.00000000
PA
USD
298530.00000000
0.033645415745
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRWCGL1X2 SWAPTION DEC22 1.245 CALL
000000000
-2560000.00000000
OU
Notional Amount
USD
-85610.24000000
-0.00964858512
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-85610.24000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.24500000
USD
2022-12-16
XXXX
-1898.24000000
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
000000000
245000.00000000
PA
314643.61000000
0.035461478142
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 USD 2nd Lien Term Loan
45673YAE6
278000.00000000
PA
USD
282378.50000000
0.031825083006
Long
LON
CORP
US
N
2
2025-02-25
Fixed
7.13000000
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc
92537RAA7
266000.00000000
PA
USD
281960.00000000
0.031777916536
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.335000 20-MAR-2022
000000000
2830000.00000000
OU
Notional Amount
-3218.14000000
-0.00036269607
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-03-21
0.00000000
EUR
-21.07000000
EUR
2830000.00000000
EUR
-3195.85000000
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
94000.00000000
PA
USD
92490.36000000
0.010423999646
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAA4
371000.00000000
PA
USD
394187.50000000
0.044426363578
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
8.25000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES CORP COMMON STOCK
529900NHYED469G7XK29
PIONEER ENERGY SERVICES CORP COMMON STOCK
723664207
542.00000000
NS
USD
21047.49000000
0.002372128601
Long
EC
CORP
US
N
3
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
92537VAA8
200000.00000000
PA
USD
218000.00000000
0.024569392129
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.63000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
121000.00000000
PA
USD
129470.00000000
0.014591739445
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
417000.00000000
PA
USD
474249.93000000
0.053449690355
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
400000.00000000
PA
USD
392750.00000000
0.044264352104
Long
DBT
CORP
KY
N
2
2021-02-28
Fixed
8.63000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
000000000
100000.00000000
PA
126550.73000000
0.014262727108
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
4.38000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTR OCT22 1.064 CALL
000000000
-2780000.00000000
OU
Notional Amount
USD
-69259.06000000
-0.00780574772
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2780000.00000000
OU
Notional Amount
N/A
-69259.06000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-10-13
0.00000000
N/A
0.00000000
N/A
2780000.00000000
USD
1.00000000
1.06400000
USD
2022-10-11
XXXX
24253.19000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1335.49000000
-0.00015051457
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
100000.00000000
EUR
120833.09000000
USD
2021-01-06
-1335.49000000
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
144000.00000000
PA
USD
149760.00000000
0.016878496171
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
100000.00000000
PA
133383.67000000
0.015032824274
Long
DBT
CORP
DE
N
2
2030-12-05
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.329100 10-JUN-2039
000000000
27540000.00000000
OU
Notional Amount
-4241.06000000
-0.00047798287
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2039-06-10
0.00000000
JPY
-609.00000000
JPY
27540000.00000000
JPY
-4235.42000000
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
65000.00000000
PA
USD
65081.25000000
0.007334893355
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.409000 03-APR-2039
000000000
26190000.00000000
OU
Notional Amount
-8058.27000000
-0.00090819630
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2039-04-04
0.00000000
JPY
-576.00000000
JPY
26190000.00000000
JPY
-8053.12000000
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-A3
59023CAD4
273113.67000000
PA
USD
241719.64000000
0.027242681745
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
3.57000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DR3 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-1495203.48000000
PA
USD
-1495203.48000000
-0.16851486520
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
1495203.48000000
USD
1495330.57000000
USD
ACMO
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
600000.00000000
PA
USD
927941.50000000
0.104582378838
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.50000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAJ8
874000.00000000
PA
USD
917700.00000000
0.103428124574
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTW80DH9 SWAPTION AUG24 2.25 PUT
000000000
-4410000.00000000
OU
Notional Amount
USD
-82198.43000000
-0.00926406173
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
4410000.00000000
OU
Notional Amount
N/A
-82198.43000000
-0.01000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-08-22
0.00000000
N/A
0.00000000
N/A
4410000.00000000
USD
1.00000000
2.25000000
USD
2024-08-20
XXXX
48543.43000000
N
N
N
Rackspace Hosting, Inc.
549300QTYCKLMFSE8I97
Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan
75008QAL0
63886.47000000
PA
USD
63742.73000000
0.007184037287
Long
LON
CORP
US
N
2
2023-11-03
Floating
4.00000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAD2
80000.00000000
PA
USD
87724.00000000
0.009886813555
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
2000000.00000000
PA
USD
2509843.76000000
0.282868511575
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
175000.00000000
PA
USD
173687.50000000
0.019575212364
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
Inkia Energy Ltd
N/A
Inkia Energy Ltd
45721RAC7
200000.00000000
PA
USD
215125.00000000
0.024245369182
Long
DBT
CORP
BM
N
2
2027-11-09
Fixed
5.88000000
N
N
N
N
N
N
Ryan Specialty Group, LLC
549300K52N7QBO3PYY45
Ryan Specialty Group, LLC Term Loan
78350UAE5
124687.50000000
PA
USD
124219.92000000
0.014000036352
Long
LON
CORP
US
N
2
2027-09-01
Floating
4.00000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2019 Term Loan B
81527CAM9
141840.00000000
PA
USD
141220.16000000
0.015916025172
Long
LON
CORP
US
N
2
2026-09-03
Floating
4.15000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAM3
790000.00000000
PA
USD
1216155.82000000
0.137065179964
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45000000
N
N
N
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAA4
107000.00000000
PA
USD
108316.10000000
0.012207618049
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
5.25000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 3-2014
40436XAJ6
1000000.00000000
PA
USD
962428.90000000
0.108469234132
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
3.82000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BM2
99000.00000000
PA
USD
102842.19000000
0.011590688502
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.38000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2018-5 Ltd
69700QAA8
1000000.00000000
PA
USD
877345.70000000
0.098880048332
Long
ABS-CBDO
CORP
KY
N
2
2027-01-20
Floating
4.47000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
3030000.00000000
PA
USD
3008184.00000000
0.339033267403
Long
DBT
CORP
US
N
2
2021-04-15
Variable
3.85000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
404000.00000000
PA
USD
421885.08000000
0.047547981486
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
319000.00000000
PA
USD
341393.80000000
0.038476321755
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
3025000.00000000
PA
USD
4341648.07000000
0.489319513396
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.38000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
122000.00000000
PA
USD
118950.00000000
0.013406097219
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
BANCA MONTE DEI PASCHI S
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
000000000
100000.00000000
PA
125243.08000000
0.014115350201
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
61400000.00000000
PA
USD
79465031.25000000
8.955997767751
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
10000.00000000
PA
USD
9445.90000000
0.001064587252
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.88000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
780000.00000000
PA
USD
828500.40000000
0.093375005537
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
793000.00000000
PA
USD
815798.75000000
0.091943483429
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493008PWA7TS1SR9447
Anchorage Capital CLO 2013-1 Ltd
033292AW3
720000.00000000
PA
USD
710223.12000000
0.080044726306
Long
ABS-CBDO
CORP
KY
N
2
2030-10-13
Floating
3.42000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.616500 14-DEC-2038
000000000
25000000.00000000
OU
Notional Amount
-16630.44000000
-0.00187431101
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2038-12-14
0.00000000
JPY
-546.00000000
JPY
25000000.00000000
JPY
-16625.74000000
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
279000.00000000
PA
USD
310387.50000000
0.034981799080
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358U6R2
303.34000000
PA
USD
300.79000000
0.000033900125
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
STERLING COOFS TR 2004 1 PASSTHRU CTF 144A
N/A
STERLING COOFS TR 2004 1 PASSTHRU CTF 144A
859245AA0
1504002.24000000
PA
USD
15040.02000000
0.001695064903
Long
ABS-O
CORP
US
N
3
2029-04-15
Variable
2.36000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
119000.00000000
PA
USD
124355.00000000
0.014015260359
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089QAC9
51000.00000000
PA
USD
52810.50000000
0.005951935243
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
LBM Acquisition LLC
N/A
LBM Acquisition LLC Term Loan B
50179JAB4
25990.83000000
PA
USD
25963.80000000
0.002926214602
Long
LON
CORP
US
N
2
2027-12-09
None
0.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAL0
807000.00000000
PA
USD
869761.66000000
0.098025299466
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
351000.00000000
PA
USD
361530.00000000
0.040745744663
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
549300VJ5D6MDK138782
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
29000.00000000
PA
USD
28202.50000000
0.003178524227
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
8965000.00000000
PA
USD
10065457.78000000
1.134413665873
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BERC0
9850052.53000000
PA
USD
12092419.94000000
1.362859666519
Long
ABS-MBS
USGSE
US
N
2
2054-09-15
Fixed
4.00000000
N
Y
N
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
450000.00000000
PA
USD
427640.63000000
0.048196652885
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
11.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7WNND1 SWAPTION AUG21 0.6 CALL
000000000
-182200000.00000000
OU
Notional Amount
USD
-984568.72000000
-0.11096447229
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
182200000.00000000
OU
Notional Amount
N/A
-984568.72000000
-0.11000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-09-01
0.00000000
N/A
0.00000000
N/A
182200000.00000000
USD
1.00000000
0.60000000
USD
2021-08-27
XXXX
1374921.28000000
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
3129044V4
14.36000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2021-02-15
Floating
44.37000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW84DK94 5Y RTP SEP21 0.6 PUT
000000000
-10390000.00000000
OU
Notional Amount
USD
-58502.56000000
-0.00659345108
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
10390000.00000000
OU
Notional Amount
N/A
-58502.56000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2026-09-07
0.00000000
N/A
0.00000000
N/A
10390000.00000000
USD
1.00000000
0.60000000
USD
2021-09-03
XXXX
-5513.56000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376PA59
1010145.92000000
PA
USD
175807.11000000
0.019814100113
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
6.32000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
562000.00000000
PA
USD
563405.00000000
0.063497790700
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
3500000.00000000
PA
USD
3955000.00000000
0.445742870974
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493006JG853WBZS5J73
Neuberger Berman Loan Advisers CLO 37 Ltd
64133GAK6
1162500.00000000
PA
USD
1164450.56000000
0.131237809285
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
2.72000000
N
N
N
N
N
N
Latam Finance Ltd
N/A
Latam Finance Ltd
51818KAB6
257000.00000000
PA
USD
129142.50000000
0.014554829005
Long
DBT
CORP
KY
N
2
2024-04-11
None
0.00000000
Y
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
90000.00000000
PA
USD
98236.11000000
0.011071566549
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.979000 02-MAR-2023
000000000
3360000.00000000
OU
Notional Amount
USD
53053.82000000
0.005979358291
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
39.90000000
USD
0.00000000
USD
3360000.00000000
USD
53013.92000000
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
52000.00000000
PA
USD
52390.00000000
0.005904543365
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.13000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
237000.00000000
PA
USD
247665.00000000
0.027912745420
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.336000 08-FEB-2034
000000000
50250000.00000000
OU
Notional Amount
-14565.70000000
-0.00164160731
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-02-08
0.00000000
JPY
-857.00000000
JPY
50250000.00000000
JPY
-14557.93000000
N
N
N
Carval CLO LTD
N/A
CarVal CLO I Ltd
14686PAA4
500000.00000000
PA
USD
430016.95000000
0.048464472783
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
6.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SWAP/CDSWAP/SCDS: (GKNLN)
000000000
10000.00000000
OU
Notional Amount
-509.97000000
-0.00005747547
N/A
DCR
XX
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
GKN Holdings Ltd
GKN Holdings Ltd
Y
sell protection
2025-12-23
0.00000000
EUR
-423.89000000
EUR
10000.00000000
EUR
6.58000000
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAJ3
1250000.00000000
PA
USD
1220449.50000000
0.137549093302
Long
ABS-O
CORP
KY
N
2
2031-04-18
Floating
2.87000000
N
N
N
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
Cifc Funding 2014-IV-R Ltd
12552FAC7
1000000.00000000
PA
USD
998288.80000000
0.112510775164
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
1.35000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AP3
59000.00000000
PA
USD
61280.45000000
0.006906529384
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.75000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
126000.00000000
PA
USD
168908.67000000
0.019036620859
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
OZLM Ltd
549300Y1XB6AVMQY8652
OZLM XIV Ltd
67110HBA5
1000000.00000000
PA
USD
969708.00000000
0.109289615152
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
3.24000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTRE2EC9 SWAPTION MAR21 0.3 PUT
000000000
-12880000.00000000
OU
Notional Amount
-0.48000000
-0.00000005409
N/A
DIR
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
12880000.00000000
OU
Notional Amount
N/A
-0.48000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-03-10
0.00000000
N/A
0.00000000
N/A
12880000.00000000
EUR
1.00000000
0.30000000
EUR
2021-03-08
XXXX
34925.39000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.168780 24-MAR-2023
000000000
11815000.00000000
OU
Notional Amount
-102872.29000000
-0.01159408088
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-24
0.00000000
EUR
-144.73000000
EUR
11815000.00000000
EUR
-102717.72000000
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
27000.00000000
PA
USD
28417.50000000
0.003202755508
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
44000.00000000
PA
USD
43189.96000000
0.004867665427
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Genneia SA
529900YZ70LX0XWS9P67
Genneia SA
372319AA1
347000.00000000
PA
USD
314197.67000000
0.035411219084
Long
DBT
CORP
AR
N
2
2022-01-20
Fixed
8.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
113812.50000000
0.012827082301
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
220000.00000000
PA
USD
227700.00000000
0.025662617375
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVKP9
7706034.85000000
PA
USD
8304697.97000000
0.935969637351
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
39000.00000000
PA
USD
39523.77000000
0.004454472493
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.010000 02-APR-2040
000000000
4100000.00000000
OU
Notional Amount
USD
268055.29000000
0.030210805194
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2040-04-03
0.00000000
USD
-65.60000000
USD
4100000.00000000
USD
268120.89000000
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAK6
12000.00000000
PA
USD
11580.00000000
0.001305108077
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BC8
125000.00000000
PA
USD
123328.75000000
0.013899598255
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
158000.00000000
PA
USD
156420.00000000
0.017629102371
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
339000.00000000
PA
USD
372052.50000000
0.041931668648
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
95000.00000000
PA
USD
101056.25000000
0.011389406575
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath LLC
12687GAB5
419000.00000000
PA
USD
438378.75000000
0.049406878027
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.63000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
6000.00000000
PA
USD
7080.00000000
0.000797941726
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
5.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
527000.00000000
PA
USD
554420.13000000
0.062485163204
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
274000.00000000
PA
USD
308006.14000000
0.034713411155
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
250000.00000000
PA
USD
256406.25000000
0.028897916058
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAR7
160000.00000000
PA
USD
221705.08000000
0.024986968108
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.88000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AE5
31000.00000000
PA
USD
33809.46000000
0.003810448992
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.38000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
314000.00000000
PA
USD
390771.46000000
0.044041363457
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.85000000
N
N
N
N
N
N
MHI Holdings,LLC
549300XOWJ3ALVFU4F13
MHI Holdings,LLC Term Loan B
55303YAC7
271010.00000000
PA
USD
269654.95000000
0.030391092689
Long
LON
CORP
US
N
2
2026-09-21
Floating
5.15000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
105000.00000000
PA
USD
107756.25000000
0.012144520920
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
18000.00000000
PA
USD
21060.00000000
0.002373538524
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
6.00000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
62000.00000000
PA
USD
64480.00000000
0.007267130295
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR 1.380000 22-FEB-2029
000000000
590000.00000000
OU
Notional Amount
-113848.02000000
-0.01283108553
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-22
0.00000000
EUR
-8.91000000
EUR
590000.00000000
EUR
-113836.57000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6FA7
2515135.55000000
PA
USD
415087.91000000
0.046781915729
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BRWCG7576 SWAPTION DEC22 1.2325 PUT
000000000
-2560000.00000000
OU
Notional Amount
USD
-83612.08000000
-0.00942338523
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-83612.08000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.23250000
USD
2022-12-16
XXXX
99.92000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
496000.00000000
PA
USD
510136.00000000
0.057494180841
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
65000.00000000
PA
USD
72292.35000000
0.008147610528
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.637000 10-JUL-2030
000000000
780000.00000000
OU
Notional Amount
USD
-16798.79000000
-0.00189328467
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-07-10
11.91000000
USD
0.00000000
USD
780000.00000000
USD
-16810.70000000
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
720000.00000000
PA
USD
787412.52000000
0.088744252163
Long
DBT
CORP
GB
N
2
2032-10-18
Fixed
4.13000000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
200000.00000000
PA
USD
210086.00000000
0.023677455573
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.953000 30-DEC-2030
000000000
690000.00000000
OU
Notional Amount
USD
-1575.58000000
-0.00017757359
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-12-30
0.00000000
USD
-11.25000000
USD
690000.00000000
USD
-1564.33000000
N
N
N
CP Atlas Buyer, Inc.
N/A
CP Atlas Buyer, Inc. 2020 Delayed Draw Term Loan B2
12658HAD4
15750.00000000
PA
USD
15769.69000000
0.001777301364
Long
LON
CORP
US
N
2
2027-11-23
Floating
5.25000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL Escrow Issuer LLC
50168AAB6
166000.00000000
PA
USD
179773.02000000
0.020261072581
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
Axtel SAB de CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
05462GAJ3
200000.00000000
PA
USD
208437.50000000
0.023491663633
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.38000000
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
299000.00000000
PA
USD
332824.38000000
0.037510516983
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
Jefferies Finance LLC
549300SKVB18YSSIDT75
Jefferies Finance LLC 2019 Term Loan
47232UAB0
145133.76000000
PA
USD
143900.12000000
0.016218066402
Long
LON
CORP
US
N
2
2026-06-03
Floating
3.19000000
N
N
N
N
N
N
CHAMPIONX CORP
549300EP2909K6DYYP38
ChampionX Corp
03755LAC8
146000.00000000
PA
USD
147460.00000000
0.016619277813
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AC9
71000.00000000
PA
USD
72242.50000000
0.008141992251
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
4.13000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-OA21
23245QAA7
581744.23000000
PA
USD
481854.56000000
0.054306759789
Long
ABS-MBS
CORP
US
N
2
2047-03-20
Floating
0.34000000
N
N
N
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
000000000
476000.00000000
PA
USD
581761.25000000
0.065566606775
Long
DBT
MX
N
2
2044-01-30
Fixed
6.95000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AM6
49000.00000000
PA
USD
54592.13000000
0.006152731418
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6X6 RRP TREASURY NO RRP NOMSI OPEN
000000000
-2912000.00000000
PA
USD
-2912000.00000000
-0.32819298110
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
2912000.00000000
USD
2913430.12000000
USD
UST
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRW7EV089 0.3 5Y 30Y CMS CAP FEB22 0.3 CALL
000000000
31100000.00000000
NC
USD
188193.88000000
0.021210134101
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
USD - 10Y Constant Maturity Swap (CMS)
USD - 10Y Constant Maturity Swap (CMS)
1.00000000
0.30000000
USD
2022-02-14
XXXX
67836.88000000
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAH2
1850000.00000000
PA
USD
1947753.17000000
0.219518859657
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.25000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAN3
500000.00000000
PA
USD
684805.09000000
0.077180021965
Long
DBT
CORP
US
N
2
2045-06-23
Fixed
5.25000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAQ7
37000.00000000
PA
USD
39322.49000000
0.004431787506
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
100000.00000000
PA
USD
107521.00000000
0.012118007390
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRE9MY7 SWAPTION MAR21 2.7875 CALL
000000000
-5266000.00000000
OU
Notional Amount
USD
-943866.57000000
-0.10637719209
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5266000.00000000
OU
Notional Amount
N/A
-943866.57000000
-0.11000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-03-10
0.00000000
N/A
0.00000000
N/A
5266000.00000000
USD
1.00000000
2.78750000
USD
2021-03-08
XXXX
-786873.94000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.356500 18-OCT-2027
000000000
2400000.00000000
OU
Notional Amount
671.47000000
0.000075677108
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
36.96000000
EUR
0.00000000
EUR
2400000.00000000
EUR
628.05000000
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRWCE7JQ1 RRP TREASURY NO RRP NOMSI OPEN
000000000
-19975000.00000000
PA
USD
-19975000.00000000
-2.25125508159
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.02000000
2049-12-31
19975000.00000000
USD
19975571.51000000
USD
UST
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
200000.00000000
PA
USD
221500.00000000
0.024963854847
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828M2B6
200000.00000000
PA
USD
203625.00000000
0.022949277396
Long
DBT
CORP
IN
N
2
2023-09-02
Fixed
4.40000000
N
N
N
N
N
N
MIDCONTINENT COMM & FIN
N/A
Midcontinent Communications / Midcontinent Finance Corp
59565XAC4
108000.00000000
PA
USD
112860.00000000
0.012719732090
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.38000000
N
N
N
N
N
N
COMCAST CABLE COMMUNICAT
549300T2R1ZBGV1UVE31
Comcast Cable Communications Holdings Inc
00209TAB1
2600000.00000000
PA
USD
3042798.80000000
0.342934481140
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
9.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7X51
12037158.16000000
PA
USD
13349033.62000000
1.504484594314
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.049500 03-JAN-2024
000000000
2735000.00000000
OU
Notional Amount
-30793.39000000
-0.00347052694
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-01-03
0.00000000
EUR
-38.43000000
EUR
2735000.00000000
EUR
-30750.44000000
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
117000.00000000
PA
USD
121607.46000000
0.013705602617
Long
LON
CORP
US
N
2
2027-06-25
Floating
6.25000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
60000.00000000
PA
USD
64196.25000000
0.007235150639
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
N/A
Garda World Security Corp
36257BAA7
128000.00000000
PA
USD
141760.00000000
0.015976867102
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTVRS8P7 SWAPTION AUG22 3.25 PUT
000000000
-4160000.00000000
OU
Notional Amount
USD
-4664.69000000
-0.00052572751
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
4160000.00000000
OU
Notional Amount
N/A
-4664.69000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-04
0.00000000
N/A
0.00000000
N/A
4160000.00000000
USD
1.00000000
3.25000000
USD
2022-08-02
XXXX
22583.31000000
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AE6
1000000.00000000
PA
USD
1397811.82000000
0.157538471233
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTQA3PQ0 SWAPTION JAN29 3.0825 CALL
000000000
1020000.00000000
OU
Notional Amount
USD
143665.56000000
0.016191630638
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
1020000.00000000
OU
Notional Amount
N/A
143665.56000000
0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-01-31
0.00000000
N/A
0.00000000
N/A
1020000.00000000
USD
1.00000000
3.08250000
USD
2029-01-29
XXXX
85729.56000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
10000.00000000
PA
USD
10735.90000000
0.001209974940
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
WANDA GROUP OVERSEAS
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd
000000000
200000.00000000
PA
USD
194500.00000000
0.021920856739
Long
DBT
CORP
HK
N
2
2022-07-24
Fixed
7.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR 0.560000 12-MAR-2029
000000000
1640000.00000000
OU
Notional Amount
164654.87000000
0.018557202142
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-12
23.66000000
EUR
0.00000000
EUR
1640000.00000000
EUR
164627.76000000
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
96000.00000000
PA
USD
112111.79000000
0.012635406104
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300MYLNCW81S1Y182
Benefit Street Partners CLO X Ltd
08181LAQ0
815000.00000000
PA
USD
805605.25000000
0.090794638939
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
3.74000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1413000.00000000
PA
USD
1535096.41000000
0.173010943366
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
CANTOR FITZGERALD & CO
5493004J7H4GCPG6OB62
BRWC39DY8 RRP FNMA 30YR RRP CANTR 01/14/2021
000000000
-1588911.26000000
PA
USD
-1588911.26000000
-0.17907607250
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2021-01-14
1588911.26000000
USD
1589046.32000000
USD
ACMO
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2020 Term Loan B8
000000000
48768.62000000
PA
USD
48217.53000000
0.005434290835
Long
LON
CORP
US
N
2
2026-12-23
None
0.00000000
N
N
N
N
N
N
AVIANCA HOLDINGS SA
529900VB3L5MRBU13P27
Avianca Holdings SA
05367GAC4
86000.00000000
PA
USD
79980.00000000
0.009014036617
Long
DBT
CORP
PA
N
2
2021-11-10
Floating
10.74000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
2000000.00000000
PA
USD
2109338.00000000
0.237730057136
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BV5
2000.00000000
PA
USD
2285.00000000
0.000257527802
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
84000.00000000
PA
USD
90090.00000000
0.010153470352
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWC51EP1 RRP FNMA 40YR R RRP BNPNR 01/14/2021
000000000
-5314982.69000000
PA
USD
-5314982.69000000
-0.59901786180
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2021-01-14
5314982.69000000
USD
5315459.56000000
USD
ACMO
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.129750 16-SEP-2035
000000000
50000000.00000000
OU
Notional Amount
-2008.03000000
-0.00022631227
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2035-09-18
933.00000000
JPY
0.00000000
JPY
50000000.00000000
JPY
-2016.83000000
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
200000.00000000
PA
USD
210125.00000000
0.023681851014
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAB7
50000.00000000
PA
USD
52255.50000000
0.005889384726
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTHA69E8 SWAPTION MAY21 2 PUT
000000000
-2700000.00000000
OU
Notional Amount
-2.27000000
-0.00000025583
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2700000.00000000
OU
Notional Amount
N/A
-2.27000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2031-05-06
0.00000000
N/A
0.00000000
N/A
2700000.00000000
EUR
1.00000000
2.00000000
EUR
2021-05-04
XXXX
67379.40000000
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
216000.00000000
PA
USD
295941.60000000
0.033353693659
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.38000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2018 Term Loan B
92531HAB3
700319.84000000
PA
USD
698919.20000000
0.078770733448
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.65000000
N
N
N
N
N
N
TCI-Flatiron CLO Ltd
549300EEOTVLW827QY91
TCI-Flatiron CLO 2016-1 Ltd
87230AAH9
635000.00000000
PA
USD
631159.01000000
0.071133913820
Long
ABS-CBDO
CORP
KY
N
2
2028-07-17
Floating
4.02000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAM3
154000.00000000
PA
USD
162662.50000000
0.018332654804
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CF1
600000.00000000
PA
USD
696750.00000000
0.078526256726
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAB6
68000.00000000
PA
USD
68510.00000000
0.007721325939
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.13000000
N
N
N
N
N
N
Stevens Holding Co Inc
N/A
Stevens Holding Co Inc
86024TAA5
90000.00000000
PA
USD
97200.00000000
0.010954793188
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.13000000
N
N
N
N
N
N
State of New Jersey
N/A
NEW JERSEY ST
646039YS0
180000.00000000
PA
USD
224256.60000000
0.025274533683
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
4.00000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
38000.00000000
PA
USD
39425.00000000
0.004443340755
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. USD Term Loan
000000000
427347.43000000
PA
USD
420582.52000000
0.047401178241
Long
LON
CORP
NL
N
2
2024-09-06
Floating
3.21000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AB1
1800000.00000000
PA
USD
1901371.95000000
0.214291527631
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
4.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
197000.00000000
PA
USD
214999.89000000
0.024231268831
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
513000.00000000
PA
USD
536565.94000000
0.060472931115
Long
DBT
CORP
KY
N
2
2023-07-16
Fixed
6.75000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
78470VAC2
34000.00000000
PA
USD
33575.00000000
0.003784024498
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.405000 16-FEB-2023
000000000
7530000.00000000
OU
Notional Amount
-21976.62000000
-0.00247684492
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-02-16
0.00000000
EUR
-92.24000000
EUR
7530000.00000000
EUR
-21868.39000000
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
63000.00000000
PA
USD
66938.13000000
0.007544170478
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.346500 01-OCT-2025
000000000
970000.00000000
OU
Notional Amount
USD
2318.00000000
0.000261247022
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-10-01
0.00000000
USD
-12.30000000
USD
970000.00000000
USD
2330.30000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
100000.00000000
PA
125463.48000000
0.014140190082
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
29000.00000000
PA
USD
30682.58000000
0.003458038254
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.38000000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
150293.50000000
0.016938623559
Long
DBT
CORP
IT
N
2
2047-10-27
Fixed
5.50000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
405884.90000000
PA
USD
337343.12000000
0.038019795401
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.90000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
1750000.00000000
PA
USD
2136368.27000000
0.240776466783
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
2050000.00000000
PA
USD
2273910.12000000
0.256277933053
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.42000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAG4
500000.00000000
PA
USD
502482.20000000
0.056631569770
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
4.37000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y RTP AUG21 0.95 PUT
000000000
-2190000.00000000
OU
Notional Amount
USD
-47035.18000000
-0.00530103569
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2190000.00000000
OU
Notional Amount
N/A
-47035.18000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-08-06
0.00000000
N/A
0.00000000
N/A
2190000.00000000
USD
1.00000000
0.95000000
USD
2021-08-04
XXXX
-22726.18000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAF9
168000.00000000
PA
USD
182280.00000000
0.020543618336
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.38000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
133000.00000000
PA
USD
164836.88000000
0.018577715330
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAD9
239000.00000000
PA
USD
266485.00000000
0.030033827805
Long
DBT
CORP
ID
N
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
158000.00000000
PA
USD
168862.50000000
0.019031417332
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
200000.00000000
PA
USD
212875.00000000
0.023991786007
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
448000.00000000
PA
USD
411909.12000000
0.046423654545
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
BRTTA0P23 SWAPTION MAY22 2.75 PUT
000000000
-10350000.00000000
OU
Notional Amount
USD
-17256.14000000
-0.00194482968
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Written
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
10350000.00000000
OU
Notional Amount
N/A
-17256.14000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-05-11
0.00000000
N/A
0.00000000
N/A
10350000.00000000
USD
1.00000000
2.75000000
USD
2022-05-09
XXXX
282532.09000000
N
N
N
Dun & Bradstreet Corp
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAJ9
269000.00000000
PA
USD
289175.00000000
0.032591073252
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.88000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524PAB6
250000.00000000
PA
USD
255312.50000000
0.028774646459
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.50000000
N
N
N
N
N
N
Invictus U.S., LLC
N/A
Invictus U.S., LLC 2nd Lien Term Loan
46184JAD1
36750.00000000
PA
USD
34949.25000000
0.003938907467
Long
LON
CORP
US
N
2
2026-03-30
Floating
6.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
1090000.00000000
PA
USD
1223525.00000000
0.137895713327
Long
DBT
CORP
GB
N
2
2028-03-23
Fixed
6.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
159000.00000000
PA
USD
168540.00000000
0.018995070410
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
308000.00000000
PA
USD
318010.00000000
0.035840882528
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.956500 12-NOV-2030
000000000
2270000.00000000
OU
Notional Amount
USD
-10198.99000000
-0.00114946323
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-12
0.00000000
USD
-37.05000000
USD
2270000.00000000
USD
-10161.94000000
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAF2
219000.00000000
PA
USD
244253.44000000
0.027528250212
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
241000.00000000
PA
USD
248230.00000000
0.027976422973
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
Omnitracs, Inc.
549300WCQLYHCJZCR864
Omnitracs, Inc. 2020 2nd Lien Term Loan
68216DAM0
35000.00000000
PA
USD
34475.00000000
0.003885457769
Long
LON
CORP
US
N
2
2028-09-29
Floating
8.15000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6R9 RRP TREASURY NO RRP NOMSI OPEN
000000000
-1855125.00000000
PA
USD
-1855125.00000000
-0.20907932832
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
1855125.00000000
USD
1856036.07000000
USD
UST
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
192000.00000000
PA
USD
201600.00000000
0.022721052538
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.13000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
354000.00000000
PA
USD
374454.12000000
0.042202339948
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285A4
2800000.00000000
PA
USD
2851625.00000000
0.321388499226
Long
DBT
UST
US
N
2
2021-09-15
Fixed
2.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTRE9DX9 SWAPTION MAR24 2.9775 PUT
000000000
3510500.00000000
OU
Notional Amount
USD
22510.80000000
0.002537048955
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510500.00000000
OU
Notional Amount
N/A
22510.80000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2034-03-11
0.00000000
N/A
0.00000000
N/A
3510500.00000000
USD
1.00000000
2.97750000
USD
2024-03-07
XXXX
-138884.44000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
157000.00000000
PA
USD
155274.57000000
0.017500008248
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
ReNew Power Synthetic
N/A
ReNew Power Synthetic
000000000
200000.00000000
PA
USD
210937.50000000
0.023773422717
Long
DBT
CORP
IN
N
2
2024-03-12
Fixed
6.67000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
160000.00000000
PA
USD
170600.00000000
0.019227239895
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAA9
158000.00000000
PA
USD
160765.00000000
0.018118799659
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7H8T45 SWAPTION AUG21 1 PUT
000000000
-7350000.00000000
OU
Notional Amount
USD
-141629.94000000
-0.01596220886
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
7350000.00000000
OU
Notional Amount
N/A
-141629.94000000
-0.02000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-08-11
0.00000000
N/A
0.00000000
N/A
7350000.00000000
USD
1.00000000
1.00000000
USD
2021-08-09
XXXX
-51631.43000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BRW7WNNC3 SWAPTION AUG21 1.2 PUT
000000000
182200000.00000000
OU
Notional Amount
USD
2263169.97000000
0.255067479122
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
182200000.00000000
OU
Notional Amount
N/A
2263169.97000000
0.26000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-09-01
0.00000000
N/A
0.00000000
N/A
182200000.00000000
USD
1.00000000
1.20000000
USD
2021-08-27
XXXX
167869.97000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
260000.00000000
0.029302944741
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
109000.00000000
PA
USD
119082.50000000
0.013421030450
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
333000.00000000
PA
USD
360888.75000000
0.040673473458
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.88000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) 2020 Incremental Term Loan B
90385KAD3
122692.50000000
PA
USD
123236.03000000
0.013889148374
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAH6
894000.00000000
PA
USD
1533726.23000000
0.172856519102
Long
DBT
CORP
US
N
2
2039-02-06
Fixed
10.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: JPY 0.163750 07-JUL-2035
000000000
107580000.00000000
OU
Notional Amount
-2028.64000000
-0.00022863509
N/A
DIR
JP
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2035-07-09
0.00000000
JPY
-1982.00000000
JPY
107580000.00000000
JPY
-2010.22000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BRW92RFF5 SWAPTION SEP21 1.45 PUT
000000000
-6560000.00000000
OU
Notional Amount
USD
-50730.71000000
-0.00571753535
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
6560000.00000000
OU
Notional Amount
N/A
-50730.71000000
-0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2031-10-04
0.00000000
N/A
0.00000000
N/A
6560000.00000000
USD
1.00000000
1.45000000
USD
2021-09-30
XXXX
-3489.44000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
10Y RTP SWAPTION 1.6 MAR22 1.6 PUT
000000000
250000000.00000000
OU
Notional Amount
7.89000000
0.000000889231
N/A
DIR
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
7.89000000
0.00000000
DIR
US
JPY - 6M Japanese Yen LIBOR Rate BBA (JY0006M)
JPY0006M Index
2032-03-18
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.60000000
JPY
2022-03-16
XXXX
-27727.98000000
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWBFBG52 RRP TREASURY BO RRP BNPNR OPEN
000000000
-30250000.00000000
PA
USD
-30250000.00000000
-3.40928491706
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
30250000.00000000
USD
30254125.76000000
USD
UST
N
N
N
SHUI ON DEVELOPMENT HLDG
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd
000000000
200000.00000000
PA
USD
203250.00000000
0.022907013533
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
5.75000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
549300DT8SH0CF6BTT37
Central American Bottling Corp
15238XAB5
222000.00000000
PA
USD
235181.25000000
0.026505781434
Long
DBT
CORP
VG
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2006-CD3 Mortgage Trust
14986DAH3
589701.47000000
PA
USD
605582.13000000
0.068251306507
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
5.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JZ5
161000.00000000
PA
USD
160195.00000000
0.018054558588
Long
DBT
CORP
US
N
2
2021-02-15
Variable
4.32000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
200000.00000000
PA
USD
215937.50000000
0.024336940885
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40410KAA3
66000.00000000
PA
USD
67650.00000000
0.007624400814
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
92000.00000000
PA
USD
99590.00000000
0.011224154872
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.870000 09-APR-2031
000000000
1240000.00000000
OU
Notional Amount
USD
-12353.63000000
-0.00139229898
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-04-09
20.24000000
USD
0.00000000
USD
1240000.00000000
USD
-12373.87000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
25000000.00000000
PA
USD
24917968.75000000
2.808345620601
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-8
54251UAE6
6981676.78000000
PA
USD
2907244.92000000
0.327657066312
Long
ABS-O
CORP
US
N
2
2036-09-25
Floating
0.39000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
409000.00000000
PA
USD
434593.63000000
0.048980281249
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
YANLORD LAND HK CO LTD
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
200000.00000000
PA
USD
210687.50000000
0.023745246808
Long
DBT
CORP
HK
N
2
2024-02-27
Fixed
6.80000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRW7HAMG0 SWAPTION AUG25 0.9125 CALL
000000000
620000.00000000
OU
Notional Amount
USD
15355.53000000
0.001730624027
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
620000.00000000
OU
Notional Amount
N/A
15355.53000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2035-08-11
0.00000000
N/A
0.00000000
N/A
620000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
-15987.74000000
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAF7
128000.00000000
PA
USD
136960.00000000
0.015435889660
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.63000000
N
N
N
N
N
N
LMIRT CAPITAL PTE LTD
5493009IDXHZSVD2BI70
LMIRT Capital Pte Ltd
000000000
250000.00000000
PA
USD
249843.75000000
0.028158298462
Long
DBT
SG
N
2
2024-06-19
Fixed
7.25000000
N
N
N
N
N
N
FUTURE RETAIL LTD
335800XO19WYIUZC9H61
Future Retail Ltd
000000000
200000.00000000
PA
USD
169312.50000000
0.019082133967
Long
DBT
CORP
IN
N
2
2025-01-22
Fixed
5.60000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BC9
121000.00000000
PA
USD
124932.50000000
0.014080346707
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Oak Hill Credit Partners
549300EX32IF3NZCVL73
OHA Credit Partners XIII Ltd
67090VAA9
595000.00000000
PA
USD
595188.50000000
0.067079906639
Long
ABS-CBDO
CORP
KY
N
2
2030-01-21
Floating
7.36000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
92000.00000000
PA
USD
102794.78000000
0.011585345223
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BR3
334000.00000000
PA
USD
343185.00000000
0.038678196504
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-420K
17328QAG6
270000.00000000
PA
USD
266964.85000000
0.030087908644
Long
ABS-MBS
CORP
US
N
2
2042-11-10
Variable
3.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AMUJ2
1389757.98000000
PA
USD
1560536.61000000
0.175878146346
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.396000 18-OCT-2027
000000000
670000.00000000
OU
Notional Amount
-1474.66000000
-0.00016619954
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
10.32000000
EUR
0.00000000
EUR
670000.00000000
EUR
-1486.79000000
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
27000.00000000
PA
USD
27603.05000000
0.003110964034
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
169000.00000000
PA
USD
175971.25000000
0.019832599287
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.250000 08-JUL-2023
000000000
5380000.00000000
OU
Notional Amount
USD
633.97000000
0.000071450722
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-07-10
57.67000000
USD
0.00000000
USD
5380000.00000000
USD
576.30000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
51000.00000000
PA
USD
54315.00000000
0.006121497860
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
600000.00000000
PA
USD
680437.50000000
0.076687778702
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
318000.00000000
PA
USD
325155.00000000
0.036646149990
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.400000 08-JUL-2023
000000000
2610000.00000000
OU
Notional Amount
7388.47000000
0.000832707415
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-07-10
92.95000000
EUR
0.00000000
EUR
2610000.00000000
EUR
7283.95000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.750000 07-APR-2031
000000000
210000.00000000
OU
Notional Amount
USD
-4531.93000000
-0.00051076497
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-04-07
3.36000000
USD
0.00000000
USD
210000.00000000
USD
-4535.29000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTVRS8N2 SWAPTION AUG22 2.25 PUT
000000000
4160000.00000000
OU
Notional Amount
USD
20598.95000000
0.002321576513
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
4160000.00000000
OU
Notional Amount
N/A
20598.95000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-04
0.00000000
N/A
0.00000000
N/A
4160000.00000000
USD
1.00000000
2.25000000
USD
2022-08-02
XXXX
-91721.05000000
N
N
N
Battalion CLO LTD
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd
07132JAS3
1000000.00000000
PA
USD
995638.90000000
0.112212121805
Long
ABS-CBDO
CORP
KY
N
2
2029-01-24
Floating
3.66000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
20000.00000000
PA
USD
20622.00000000
0.002324174332
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AY1
20000.00000000
PA
USD
21556.80000000
0.002429529689
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
361000.00000000
PA
USD
384013.75000000
0.043279744985
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Visio Trust
N/A
Visio 2020-1R Trust
92837MAD9
1790000.00000000
PA
USD
1792675.16000000
0.202041004435
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
2.93000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
78000.00000000
PA
USD
87750.00000000
0.009889743850
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
248000.00000000
PA
USD
293260.00000000
0.033051467595
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
000000000
202000.00000000
PA
USD
215130.00000000
0.024245932701
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
Planview Parent Inc
N/A
PLANVIEW PARENT INC 2ND LIEN TERM LOAN
000000000
103000.00000000
PA
USD
101970.00000000
0.011492389520
Long
LON
CORP
US
N
3
2028-12-11
None
0.00000000
N
N
N
N
N
N
VERTICAL MIDCO GMBH
254900K869UN2ZWVB351
Vertical Midco GmbH
000000000
100000.00000000
PA
128548.13000000
0.014487841346
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTPST638 SWAPTION JAN29 3.0366 CALL
000000000
1000000.00000000
OU
Notional Amount
USD
137611.44000000
0.015509309315
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
137611.44000000
0.02000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-01-16
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.03660000
USD
2029-01-11
XXXX
80686.44000000
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAB9
749000.00000000
PA
USD
765852.50000000
0.086314359568
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.970500 29-DEC-2030
000000000
1150000.00000000
OU
Notional Amount
USD
-4556.50000000
-0.00051353410
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-12-30
0.00000000
USD
-18.74000000
USD
1150000.00000000
USD
-4537.76000000
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AW2
139000.00000000
PA
USD
152948.65000000
0.017237868612
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.45000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR -0.216000 21-NOV-2024
000000000
3890000.00000000
OU
Notional Amount
-53329.18000000
-0.00601039236
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-11-21
0.00000000
EUR
-42.82000000
EUR
3890000.00000000
EUR
-53281.89000000
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
200000.00000000
PA
USD
219750.00000000
0.024766623488
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
174000.00000000
PA
USD
178260.39000000
0.020090593683
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAB6
237000.00000000
PA
USD
253293.75000000
0.028547125998
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.63000000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
202000.00000000
PA
USD
202000.00000000
0.022766133991
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
10Y RTP SWAPTION APR27 3.00 PUT
000000000
2590000.00000000
OU
Notional Amount
USD
45717.18000000
0.005152492304
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
2590000.00000000
OU
Notional Amount
N/A
45717.18000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2037-04-14
0.00000000
N/A
0.00000000
N/A
2590000.00000000
USD
1.00000000
3.00000000
USD
2027-04-12
XXXX
-116451.90000000
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
556000.00000000
PA
USD
594787.74000000
0.067034739531
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTGZTNG2 SWAPTION APR38 2.985 PUT
000000000
910000.00000000
OU
Notional Amount
USD
30288.92000000
0.003413671342
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
910000.00000000
OU
Notional Amount
N/A
30288.92000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2048-04-29
0.00000000
N/A
0.00000000
N/A
910000.00000000
USD
1.00000000
2.98500000
USD
2038-04-27
XXXX
-12481.08000000
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
241000.00000000
PA
USD
248230.00000000
0.027976422973
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
212000.00000000
PA
USD
208290.00000000
0.023475039847
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
17000.00000000
PA
USD
19257.60000000
0.002170401494
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
387000.00000000
PA
USD
398629.35000000
0.044926976213
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTR0BG57 SWAPTION FEB39 2.86 PUT
000000000
932500.00000000
OU
Notional Amount
USD
33510.31000000
0.003776733700
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
932500.00000000
OU
Notional Amount
N/A
33510.31000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2029-03-13
0.00000000
N/A
0.00000000
N/A
932500.00000000
USD
1.00000000
2.86000000
USD
2039-02-22
XXXX
-12625.13000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
132000.00000000
PA
USD
136031.28000000
0.015331219542
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRW2E6DN8 0.55 5Y 30Y CMS CAP 0.55000 FEB 14, 2022
000000000
-38875000.00000000
NC
USD
-150086.66000000
-0.01691531194
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Written
USD - 10Y Constant Maturity Swap (CMS)
USD - 10Y Constant Maturity Swap (CMS)
1.00000000
0.55000000
USD
2022-02-14
XXXX
-117042.91000000
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAA4
575000.00000000
PA
USD
594291.25000000
0.066978783304
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B4
000000000
198104.00000000
PA
USD
200889.34000000
0.022640958573
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBJ7
197000.00000000
PA
USD
232715.51000000
0.026227883577
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
264000.00000000
PA
USD
271603.20000000
0.030610667543
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
159000.00000000
PA
USD
174949.69000000
0.019717465764
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
268000.00000000
PA
USD
297882.00000000
0.033572383790
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
628000.00000000
PA
USD
698442.76000000
0.078717036928
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
SkyMiles IP Ltd.
N/A
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
201000.00000000
PA
USD
208103.34000000
0.023454002586
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM XVI Ltd/ALM XVI LLC
00162LCW5
2080000.00000000
PA
USD
2063322.98000000
0.232543997181
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
2.94000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
18000.00000000
PA
USD
18264.15000000
0.002058436070
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
76473.86000000
PA
USD
76177.91000000
0.008585527258
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.90000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
176000.00000000
PA
USD
180385.92000000
0.020330148638
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.328500 02-OCT-2022
000000000
6310000.00000000
OU
Notional Amount
29330.30000000
0.003305631385
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-10-03
67.41000000
EUR
0.00000000
EUR
6310000.00000000
EUR
29256.66000000
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAD0
2300000.00000000
PA
USD
3094848.67000000
0.348800690618
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.95000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAD8
400000.00000000
PA
USD
550671.44000000
0.062062672219
Long
DBT
CORP
GB
N
2
2042-03-22
Fixed
4.75000000
N
N
N
N
N
N
K HOVNANIAN ENTERPRISES
549300JJCQ0KAI7CJG32
K Hovnanian Enterprises Inc
48251UAF5
206000.00000000
PA
USD
216300.00000000
0.024377795952
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAE6
360000.00000000
PA
USD
438098.13000000
0.049375251133
Long
DBT
CORP
FR
N
2
2046-09-27
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CBC9
250000.00000000
PA
USD
245929.48000000
0.027717146010
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.97000000
N
N
N
N
N
N
CIFC Funding Ltd
5493001TP5YQV9X08Z14
CIFC Funding 2015-I Ltd
12548MBF1
1000000.00000000
PA
USD
997531.30000000
0.112425402161
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
1.33000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAS8
217000.00000000
PA
USD
244656.66000000
0.027573694571
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-1
22534GAA1
2000000.00000000
PA
USD
2044819.20000000
0.230458553939
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
2.01000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6W8 RRP TREASURY NO RRP NOMSI OPEN
000000000
-2757000.00000000
PA
USD
-2757000.00000000
-0.31072391789
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
2757000.00000000
USD
2758346.34000000
USD
UST
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
208562.50000000
0.023505751587
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
10.88000000
N
N
N
N
N
N
Yanlord Land HK Co Ltd
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
200000.00000000
PA
USD
208000.00000000
0.023442355793
Long
DBT
CORP
HK
N
2
2023-04-23
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
385000.00000000
PA
USD
430357.81000000
0.048502888944
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAB0
1675000.00000000
PA
USD
2511814.54000000
0.283090625642
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
24000.00000000
PA
USD
25560.00000000
0.002880704875
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
BRW7RL6U2 RRP TREASURY BO RRP NOMSI OPEN
000000000
-2650000.00000000
PA
USD
-2650000.00000000
-0.29866462909
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.14000000
2049-12-31
2650000.00000000
USD
2651301.44000000
USD
UST
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1088000.00000000
PA
USD
1221280.00000000
0.137642693669
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
59000.00000000
PA
USD
62392.50000000
0.007031861460
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
216000.00000000
PA
USD
258930.00000000
0.029182351853
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BG6
1000000.00000000
PA
USD
1453058.10000000
0.163764927733
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
5.30000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
206187.50000000
0.023238080457
Long
DBT
CORP
KY
N
2
2022-06-14
Fixed
7.25000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
26933.69000000
PA
USD
26541.80000000
0.002991357302
Long
LON
CORP
US
N
2
2026-08-12
Floating
2.15000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AC1
11000.00000000
PA
USD
11521.40000000
0.001298503644
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.50000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AM8
243000.00000000
PA
USD
295245.00000000
0.033275184308
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRWBA1ZF6 IRS LIBOR 3M NOV24 0.816 PUT
000000000
17430000.00000000
OU
Notional Amount
USD
67005.97000000
0.007551816293
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
17430000.00000000
OU
Notional Amount
N/A
67005.97000000
0.01000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2025-11-27
0.00000000
N/A
0.00000000
N/A
17430000.00000000
USD
1.00000000
0.81600000
USD
2024-11-25
XXXX
2079.22000000
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
92000.00000000
PA
USD
96160.24000000
0.010837608457
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.290000 26-JUL-2023
000000000
14350000.00000000
OU
Notional Amount
-79730.14000000
-0.00898587648
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-07-26
0.00000000
EUR
-201.62000000
EUR
14350000.00000000
EUR
-79504.10000000
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAL9
284000.00000000
PA
USD
290390.00000000
0.032728008167
Long
DBT
US
N
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
85000.00000000
PA
USD
103040.60000000
0.011613050030
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
TICP CLO Ltd
254900FRG2I3OIEKD552
TICP CLO V 2016-1 Ltd
87248MAD2
537000.00000000
PA
USD
523972.59000000
0.059053614811
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
5.97000000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
364725BC4
19000.00000000
PA
USD
19308.75000000
0.002176166285
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BY3
1300000.00000000
PA
USD
1651585.01000000
0.186139631862
Long
DBT
CORP
US
N
2
2048-02-28
Fixed
4.15000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
CP Atlas Buyer Inc
12597YAA7
62000.00000000
PA
USD
64480.00000000
0.007267130295
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.784000 16-AUG-2049
000000000
500000.00000000
OU
Notional Amount
USD
-4814.73000000
-0.00054263756
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-08-16
0.00000000
USD
-7.76000000
USD
500000.00000000
USD
-4806.97000000
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
162000.00000000
PA
USD
167670.00000000
0.018897018249
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
209322.00000000
PA
USD
186819.89000000
0.021055280435
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
646000.00000000
PA
USD
695977.79000000
0.078439225853
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
514000.00000000
PA
USD
565400.00000000
0.063722634449
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.25000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
500000.00000000
PA
USD
611011.76000000
0.068863245537
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.63000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AJ4
470000.00000000
PA
USD
536025.41000000
0.060412011420
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.90000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
236000.00000000
PA
USD
246620.00000000
0.027794970123
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRTVRS8Q5 SWAPTION AUG22 2.75 PUT
000000000
-4160000.00000000
OU
Notional Amount
USD
-9491.58000000
-0.00106973555
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
4160000.00000000
OU
Notional Amount
N/A
-9491.58000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2032-08-04
0.00000000
N/A
0.00000000
N/A
4160000.00000000
USD
1.00000000
2.75000000
USD
2022-08-02
XXXX
47500.42000000
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2020 Incremental Term Loan
86880NAW3
11910.00000000
PA
USD
12192.86000000
0.001374179626
Long
LON
CORP
US
N
2
2024-09-03
Floating
9.00000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
267000.00000000
PA
USD
284688.75000000
0.032085456576
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.88000000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
200000.00000000
PA
USD
210000.00000000
0.023667763060
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.63000000
N
N
N
N
N
N
WOORI BANK
549300VUVMRL6RE7R376
Woori Bank
000000000
250000.00000000
PA
USD
259531.25000000
0.029250114913
Long
DBT
CORP
KR
N
2
2024-10-04
Fixed
4.25000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Pass-Through Certificates Series 2002-AL1
86358RXY8
205039.27000000
PA
USD
197304.57000000
0.022236941969
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Fixed
3.45000000
N
N
N
N
N
N
BANK OF EAST ASIA LTD
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd/The
000000000
500000.00000000
PA
USD
529062.50000000
0.059627266163
Long
DBT
CORP
HK
N
2
2024-09-19
Fixed
5.88000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
1000000.00000000
PA
USD
1343097.37000000
0.151371953906
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.00000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
194000.00000000
PA
USD
195940.00000000
0.022083149971
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTU788B6 SWAPTION JUN21 0.05 PUT
000000000
-9800000.00000000
OU
Notional Amount
-133.61000000
-0.00001505833
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
9800000.00000000
OU
Notional Amount
N/A
-133.61000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-06-14
0.00000000
N/A
0.00000000
N/A
9800000.00000000
EUR
1.00000000
0.05000000
EUR
2021-06-10
XXXX
24545.30000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.439500 24-AUG-2023
000000000
620000.00000000
OU
Notional Amount
1106.84000000
0.000124744889
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-08-24
7.60000000
EUR
0.00000000
EUR
620000.00000000
EUR
1097.83000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
363000.00000000
PA
USD
427886.25000000
0.048224335151
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTWXCDU6 EURIBOR SWAPTION SEP22 NEG0.035 PUT
000000000
-2720000.00000000
OU
Notional Amount
-9827.08000000
-0.00110754762
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2720000.00000000
OU
Notional Amount
N/A
-9827.08000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2027-09-15
0.00000000
N/A
0.00000000
N/A
2720000.00000000
EUR
1.00000000
-0.03500000
EUR
2022-09-13
XXXX
32502.88000000
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
232000.00000000
PA
USD
248704.00000000
0.028029844496
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
86000.00000000
PA
USD
88212.78000000
0.009941900837
Long
DBT
US
N
2
2024-09-01
Fixed
4.88000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
129986.50000000
0.014649950871
Long
DBT
CORP
IT
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
170000.00000000
PA
USD
168300.00000000
0.018968021538
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
155000.00000000
PA
USD
169918.75000000
0.019150460545
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
194000.00000000
PA
USD
202675.68000000
0.022842285582
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
468000.00000000
PA
USD
500760.00000000
0.056437471572
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
298000.00000000
PA
USD
274160.00000000
0.030898828193
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
78000.00000000
PA
USD
85410.00000000
0.009626017347
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
750000.00000000
PA
USD
955292.14000000
0.107664895348
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
IMM EUR FUT OPT DEC21C 100 EXP 12/13/2021
000000000
-171.00000000
NC
USD
-5343.75000000
-0.00060226004
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Eurodollar Time Deposit Future
N/A
171.00000000
NC
N/A
-5343.75000000
0.00000000
DIR
US
Short
Eurodollar Time Deposit
EDZ1 Comdty
2021-12-13
171.00000000
USD
2500.00000000
100.00000000
USD
2021-12-13
XXXX
20940.02000000
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
16000.00000000
PA
USD
16400.00000000
0.001848339591
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.38000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
57000.00000000
PA
USD
57427.50000000
0.006472287919
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRTTGFLP7 SWAPTION MAY21 2.35 PUT
000000000
-45470000.00000000
OU
Notional Amount
USD
-0.45000000
-0.00000005071
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
45470000.00000000
OU
Notional Amount
N/A
-0.45000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2022-05-19
0.00000000
N/A
0.00000000
N/A
45470000.00000000
USD
1.00000000
2.35000000
USD
2021-05-17
XXXX
90143.83000000
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
392750.90000000
PA
USD
386042.71000000
0.043508416150
Long
LON
CORP
US
N
2
2025-12-31
Floating
3.40000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
126000.00000000
PA
USD
132063.75000000
0.014884064494
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
250000.00000000
PA
USD
293542.67000000
0.033083325532
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAA2
56000.00000000
PA
USD
60607.03000000
0.006830632504
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
Sunoco LP / Sunoco Finance Corp
86765LAJ6
127000.00000000
PA
USD
128600.20000000
0.014493709824
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.88000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
98000.00000000
PA
USD
104252.40000000
0.011749624293
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.473500 04-MAR-2023
000000000
2970000.00000000
OU
Notional Amount
3513.09000000
0.000395938008
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-06
36.38000000
EUR
0.00000000
EUR
2970000.00000000
EUR
3472.93000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.257000 22-SEP-2022
000000000
5170000.00000000
OU
Notional Amount
-32944.75000000
-0.00371299303
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-22
0.00000000
EUR
-54.31000000
EUR
5170000.00000000
EUR
-32886.54000000
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
625000.00000000
PA
USD
678125.00000000
0.076427151549
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Levi Strauss & Co
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBG6
32000.00000000
PA
USD
32800.00000000
0.003696679182
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
NUANCE COMMUNICATIONS
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAQ3
35000.00000000
PA
USD
37034.20000000
0.004173888908
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEN0
1750000.00000000
PA
USD
2052314.72000000
0.231303326279
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTSGJAS7 SWAPTION APR21 0.12 PUT
000000000
-28360000.00000000
OU
Notional Amount
-45.38000000
-0.00000511449
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
28360000.00000000
OU
Notional Amount
N/A
-45.38000000
0.00000000
DIR
US
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-04-12
0.00000000
N/A
0.00000000
N/A
28360000.00000000
EUR
1.00000000
0.12000000
EUR
2021-04-08
XXXX
107772.74000000
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
282000.00000000
PA
USD
294337.50000000
0.033172905761
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWBFBG60 RRP TREASURY NO RRP BNPNR OPEN
000000000
-2978500.00000000
PA
USD
-2978500.00000000
-0.33568777274
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
2049-12-31
2978500.00000000
USD
2978906.23000000
USD
UST
N
N
N
A-L Parent LLC
N/A
A-L Parent LLC 2016 1st Lien Term Loan
00165HAB9
46673.80000000
PA
USD
41989.62000000
0.004732382748
Long
LON
CORP
US
N
2
2023-12-01
Floating
4.25000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
810000.00000000
PA
USD
1188974.67000000
0.134001765593
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
91000.00000000
PA
USD
94422.51000000
0.010641759972
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
549300A0CD4KNFGIIS89
Utah Acquisition Sub Inc
62854AAN4
750000.00000000
PA
USD
858097.97000000
0.096710759222
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
57000.00000000
PA
USD
60357.30000000
0.006802487025
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
250000.00000000
PA
USD
334425.66000000
0.037690987058
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
71000.00000000
PA
USD
59838.80000000
0.006744050191
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
460919AA1
119000.00000000
PA
USD
126200.69000000
0.014223276328
Long
DBT
CORP
CA
N
2
2026-10-15
Fixed
7.00000000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. Term Loan B
88145LAB0
101435.40000000
PA
USD
101403.96000000
0.011428594755
Long
LON
CORP
US
N
2
2026-12-17
Floating
4.40000000
N
N
N
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2A0
247000.00000000
PA
USD
258423.75000000
0.029125295639
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
200000.00000000
PA
USD
208750.00000000
0.023526883518
Long
DBT
CORP
KY
N
2
2022-08-03
Fixed
8.70000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
230000.00000000
PA
USD
249711.00000000
0.028143337055
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
68000.00000000
PA
USD
74800.00000000
0.008430231794
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BRWC51ED8 RRP FNMA 40YR R RRP BNPNR 01/14/2021
000000000
-1694966.66000000
PA
USD
-1694966.66000000
-0.19102890144
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2021-01-14
1694966.66000000
USD
1695118.74000000
USD
ACMO
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTPST7N3 SWAPTION JAN29 3.0366 PUT
000000000
1000000.00000000
OU
Notional Amount
USD
22046.06000000
0.002484671069
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
22046.06000000
0.00000000
DIR
GB
USD - 3M US Dollar LIBOR BBA
US0003M Index
2039-01-16
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.03660000
USD
2029-01-11
XXXX
-34878.94000000
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FC2
1300000.00000000
PA
USD
1657247.93000000
0.186777863523
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.225000 02-DEC-2024
000000000
6710000.00000000
OU
Notional Amount
88478.27000000
0.009971822525
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-12-02
81.51000000
EUR
0.00000000
EUR
6710000.00000000
EUR
88389.90000000
N
N
N
OHA Credit Partners Ltd
549300LXLBAFTIMXZT54
OHA Credit Partners VII Ltd
67102QAR9
1160000.00000000
PA
USD
1153615.36000000
0.130016642874
Long
ABS-CBDO
CORP
KY
N
2
2027-11-20
Floating
4.42000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
95000.00000000
PA
USD
100937.50000000
0.011376023018
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN FEB21P 136.5 EXP 01/22/2021
000000000
-99.00000000
NC
USD
-7734.38000000
-0.00087169272
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
10 Year US Treasury Note Future
N/A
99.00000000
NC
N/A
-7734.38000000
0.00000000
DIR
US
Short
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
99.00000000
USD
1000.00000000
136.50000000
USD
2021-01-22
XXXX
4074.57000000
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
100000.00000000
PA
133072.60000000
0.014997765555
Long
ABS-O
CORP
GB
N
2
2032-03-30
Fixed
6.46000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRTJ4H6M2 SWAPTION JUN21 3.8 PUT
000000000
3780000.00000000
OU
Notional Amount
USD
488.60000000
0.000055066995
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3780000.00000000
OU
Notional Amount
N/A
488.60000000
0.00000000
DIR
US
USD - 3M US Dollar LIBOR BBA
US0003M Index
2051-06-09
0.00000000
N/A
0.00000000
N/A
3780000.00000000
USD
1.00000000
3.80000000
USD
2021-06-07
XXXX
-146975.81000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HAK74
5971590.66000000
PA
USD
6468970.78000000
0.729076512699
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources Inc
22304LAA8
296000.00000000
PA
USD
303278.64000000
0.034180604727
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
BRW8JQ1W9 RRP RANGE RESOU RRP BAS OPEN
000000000
-69795.00000000
PA
USD
-69795.00000000
-0.00786615010
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.25000000
2049-12-31
94000.00000000
USD
91650.00000000
USD
CDS
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.645000 22-AUG-2034
000000000
1355000.00000000
OU
Notional Amount
USD
-22171.11000000
-0.00249876465
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2034-08-22
0.00000000
USD
-21.03000000
USD
1355000.00000000
USD
-22150.08000000
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 1st Lien Term Loan
75025KAB4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-02-01
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.898500 05-NOV-2030
000000000
2240000.00000000
OU
Notional Amount
USD
2128.57000000
0.000239897573
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-05
0.00000000
USD
-36.56000000
USD
2240000.00000000
USD
2165.13000000
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
337000.00000000
PA
USD
410496.33000000
0.046264427979
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
157000.00000000
PA
USD
170014.25000000
0.019161223742
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
181000.00000000
PA
USD
183715.00000000
0.020705348050
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.63000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
38000.00000000
PA
USD
40394.76000000
0.004552636231
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
348000.00000000
PA
USD
367140.00000000
0.041378012047
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAJ8
32000.00000000
PA
USD
33239.23000000
0.003746181999
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
3.80000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAG8
43000.00000000
PA
USD
48939.16000000
0.005515621158
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
4500000.00000000
PA
USD
4770000.00000000
0.537596332376
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
135000.00000000
PA
USD
139414.50000000
0.015712520729
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
25000.00000000
PA
USD
23187.50000000
0.002613315504
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
BURGAN BANK
558600NC81HKXMFSTY52
Burgan Bank SAK
000000000
250000.00000000
PA
USD
257343.75000000
0.029003575714
Long
DBT
CORP
KW
N
2
2024-07-09
Fixed
5.75000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
400000.00000000
PA
USD
418500.00000000
0.047166470670
Long
DBT
CORP
KY
N
2
2023-01-30
Fixed
11.50000000
N
N
N
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor Inc
35905AAA7
135000.00000000
PA
USD
143943.75000000
0.016222983662
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
465000.00000000
PA
USD
491932.80000000
0.055442614057
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
BRTTWL3H4 SWAPTION MAY21 0.080 PUT
000000000
-6270000.00000000
OU
Notional Amount
-62.35000000
-0.00000702707
N/A
DIR
DE
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
6270000.00000000
OU
Notional Amount
N/A
-62.35000000
0.00000000
DIR
GB
EUR - 6M Euro Interbank Offer Rate (EURIBOR)
EUR006M Index
2023-06-02
0.00000000
N/A
0.00000000
N/A
6270000.00000000
EUR
1.00000000
0.08000000
EUR
2021-05-31
XXXX
18229.56000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.318500 16-JUL-2022
000000000
4580000.00000000
OU
Notional Amount
18212.51000000
0.002052616054
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-07-18
42.90000000
EUR
0.00000000
EUR
4580000.00000000
EUR
18166.24000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
123000.00000000
PA
USD
130687.50000000
0.014728956118
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
2021-01-28
BlackRock Core Bond Trust
Ann Frechette
Ann Frechette
Assistant Treasurer