0001752724-23-191245.txt : 20230825 0001752724-23-191245.hdr.sgml : 20230825 20230825143819 ACCESSION NUMBER: 0001752724-23-191245 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230825 DATE AS OF CHANGE: 20230825 PERIOD START: 20231231 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: 231207067 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 2023-12-31 2023-06-30 N 947131460.46 356585797.01 590545663.45 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 870145.73000000 0.00000000 0.00000000 13789988.39000000 EUR USD N Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 373000.00000000 PA USD 354389.43000000 0.060010504171 Long DBT CORP US N 2 2026-04-15 Fixed 4.38000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBH2 332000.00000000 PA USD 279295.00000000 0.047294395215 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Anchorage Capital CLO LTD 5493008PWA7TS1SR9447 033292AS2 380000.00000000 PA USD 377583.69000000 0.063938102228 Long ABS-CBDO CORP KY N 2 2030-10-13 Floating 6.89000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -163505.00000000 PA USD -163505.00000000 -0.02768710535 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 163505.00000000 USD 164000.97000000 USD CDS N N N Propulsion (BC) Finco S.a.r.l. 254900S4YQSQVLEZ8D35 000000000 69650.00000000 PA USD 69562.94000000 0.011779434564 Long LON CORP US N 2 2029-09-14 Variable 8.99000000 N N N N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 000000000 200000.00000000 PA USD 186484.00000000 0.031578252376 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 18000.00000000 PA USD 14995.90000000 0.002539329458 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 200000.00000000 PA USD 155000.00000000 0.026246911897 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 33000.00000000 PA USD 30699.41000000 0.005198481997 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EAZ7 2000000.00000000 PA USD 2009837.50000000 0.340335663165 Long DBT CORP US N 2 2042-05-01 Fixed 6.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1233750.00000000 PA USD -1233750.00000000 -0.20891695195 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 1233750.00000000 USD 1235175.67000000 USD CDS N N N ILIAD SA 969500FZ9BTRZS3JNB97 000000000 100000.00000000 PA 105464.51000000 0.017858823885 Long DBT CORP FR N 2 2030-02-15 Fixed 5.63000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 549300UQK6PJ8BF5JQ90 05526QAG1 4170000.00000000 PA USD 3773869.60000000 0.639047889701 Long ABS-MBS CORP US N 2 2033-04-14 Variable 3.72000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 72000.00000000 PA USD 61387.20000000 0.010394996322 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 431318AS3 70000.00000000 PA USD 65891.31000000 0.011157699408 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 237000.00000000 PA USD 237145.04000000 0.040156935301 Long DBT CORP CA N 2 2025-05-15 Fixed 6.75000000 N N N N N N Lehman Brothers Holdings Inc 549300FDK6ZP3YIHRJ47 524ESCR36 225000.00000000 PA USD 0.02000000 0.000000003386 Long DBT CORP US N 3 2017-07-19 None 0.00000000 Y N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAE7 4000.00000000 PA USD 3880.40000000 0.000657087205 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1815.05000000 0.000307351338 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 151000.00000000 GBP 193625.79000000 USD 2023-09-20 1815.05000000 N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 111000.00000000 PA USD 101565.00000000 0.017198500689 Long DBT CORP BM N 2 2029-02-15 Fixed 5.63000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3137BMWG7 3150513.26000000 PA USD 2939965.40000000 0.497838792486 Long ABS-MBS USGSE US N 2 2045-11-15 Fixed 4.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FY9 350000.00000000 PA USD 279657.05000000 0.047355702921 Long DBT CORP US N 2 2042-02-14 Fixed 3.38000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBT0 5000000.00000000 PA USD 5521391.15000000 0.934964303648 Long DBT CORP US N 2 2043-09-15 Fixed 6.55000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 000000000 100000.00000000 PA 107609.81000000 0.018222098079 Long DBT CORP US N 2 2025-10-02 Fixed 6.50000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AQ5 203000.00000000 PA USD 204596.80000000 0.034645381832 Long DBT CORP US N 2 2031-02-15 Fixed 9.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AA9 65000.00000000 PA USD 66101.75000000 0.011193334248 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 123000.00000000 PA USD 110401.11000000 0.018694762629 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -258100.00000000 PA USD -258100.00000000 -0.04370534168 Short RA CORP US N 2 Reverse repurchase N 5.16000000 2049-12-31 258100.00000000 USD 258358.96000000 USD CDS N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 59000.00000000 PA USD 54162.73000000 0.009171641306 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AH4 112000.00000000 PA USD 110287.89000000 0.018675590530 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N BRAVO Residential Funding Trust N/A 10569TAA6 784864.98000000 PA USD 681679.41000000 0.115432125268 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94000000 N N N N N N ACURIS FIN US/ACURIS FIN N/A 00511BAA5 272000.00000000 PA USD 210524.16000000 0.035649090837 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -160250.00000000 PA USD -160250.00000000 -0.02713592020 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 160250.00000000 USD 161886.24000000 USD CDS N N N Nelnet Student Loan Trust N/A 64034QAC2 1982529.00000000 PA USD 1599911.21000000 0.270920829500 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.68000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BG3 600000.00000000 PA USD 543950.48000000 0.092109808549 Long DBT CORP US N 2 2044-12-15 Fixed 4.69000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 290000.00000000 PA USD 287748.35000000 0.048725842523 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N Rad CLO Ltd N/A 48661WAQ1 400000.00000000 PA USD 375137.60000000 0.063523893784 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 8.01000000 N N N N N N Sovos Compliance, LLC 549300M9XYG5WP2QHH07 84611YAB6 117075.16000000 PA USD 112726.99000000 0.019088615322 Long LON CORP US N 2 2028-08-11 Variable 9.72000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 67421QAA0 29000.00000000 PA USD 29359.93000000 0.004971661264 Long DBT CORP US N 2 2029-04-01 Fixed 8.00000000 N N N N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAQ7 156220.00000000 PA USD 139348.24000000 0.023596522440 Long LON CORP US N 2 2025-09-01 Floating 12.43000000 N N N N N N Madison Park Funding Ltd N/A 55821KAG1 250000.00000000 PA USD 241032.33000000 0.040815189225 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 7.16000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 291000.00000000 PA USD 244544.76000000 0.041409966262 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAG6 58000.00000000 PA USD 57970.67000000 0.009816458504 Long DBT CORP US N 2 2024-09-15 Fixed 6.13000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount -187.96000000 -0.00003182819 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 LADBROKES GROUP FIN PLC LADBROKES GROUP FIN PLC Y sell protection 2027-06-22 0.00000000 EUR -845.50000000 EUR 10000.00000000 EUR 709.84000000 N N N Galaxy CLO Ltd 5493001X8XC4DMSYH466 36319TAN6 397137.02000000 PA USD 392819.51000000 0.066518058519 Long ABS-CBDO CORP KY N 2 2029-04-24 Floating 6.14000000 N N N N N N M6 ETX Holdings II Midco LLC N/A 55285DAB7 77941.17000000 PA USD 77210.86000000 0.013074494451 Long LON CORP US N 2 2029-09-19 Variable 9.68000000 N N N N N N Madison Park Funding Ltd N/A 55819DAL0 625000.00000000 PA USD 604399.31000000 0.102345906067 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.27000000 N N N N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAA9 200000.00000000 PA USD 172642.00000000 0.029234318476 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 3000.00000000 OU Notional Amount 405.74000000 0.000068705948 N/A DCR XX N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 K&S AG K&S AG Y sell protection 2028-06-21 288.87000000 EUR 0.00000000 EUR 3000.00000000 EUR 88.33000000 N N N Citigroup Capital XIII N/A 173080201 29583.00000000 NS USD 841932.18000000 0.142568514529 Long EP CORP US N 1 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -304500.00000000 PA USD -304500.00000000 -0.05156248175 Short RA CORP US N 2 Reverse repurchase N 0.00000000 2023-07-19 304500.00000000 USD 304500.00000000 USD CDS N N N NMG HLDCO/NEIMAN MARCUS N/A 62929RAC2 44000.00000000 PA USD 40954.80000000 0.006935077595 Long DBT CORP US N 2 2026-04-01 Fixed 7.13000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAD5 1342000.00000000 PA USD 1167432.64000000 0.197687107408 Long DBT CORP US N 2 2029-11-01 Fixed 5.88000000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 80000.00000000 PA USD 79704.80000000 0.013496805570 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 000000000 -2508750.00000000 PA USD -2508750.00000000 -0.42481896917 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 2508750.00000000 USD 2508750.00000000 USD CDS N N N RITCHIE BROS HLDGS INC 5493002H8U24DJXQ4886 76774LAB3 56000.00000000 PA USD 56443.48000000 0.009557851914 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQH99 2161811.55000000 PA USD 2163224.51000000 0.366309439538 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAA9 487824.98000000 PA USD 483723.01000000 0.081911195008 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.05000000 N N N N N N Allied Universal N/A 019576AA5 605000.00000000 PA USD 574110.76000000 0.097216997013 Long DBT CORP US N 2 2026-07-15 Fixed 6.63000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XU2 200000.00000000 PA USD 189280.58000000 0.032051811013 Long DBT CORP US N 2 2026-01-08 Fixed 4.39000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAQ3 200000.00000000 PA USD 195618.98000000 0.033125123442 Long DBT CORP XX N 2 2025-04-30 Fixed 5.25000000 N N N N N N TAP ROCK RESOURCES LLC 549300Y3SDS1HPFQ6H17 87602LAA0 516000.00000000 PA USD 531480.00000000 0.089998120872 Long DBT CORP US N 2 2026-10-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPNB9 323474.11000000 PA USD 318510.01000000 0.053934865618 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.50000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 127000.00000000 PA USD 123940.72000000 0.020987491344 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1122000.00000000 PA USD -1122000.00000000 -0.18999377515 Short RA CORP US N 2 Reverse repurchase N 5.12000000 2049-12-31 1122000.00000000 USD 1123117.01000000 USD CDS N N N E.ON INTL FINANCE BV 549300TG53AWJ719M814 268789AB0 2000000.00000000 PA USD 2116316.04000000 0.358366197735 Long DBT CORP NL N 2 2038-04-30 Fixed 6.65000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -161562.50000000 PA USD -161562.50000000 -0.02735817228 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 161562.50000000 USD 162088.92000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398AFD9 1600000.00000000 PA USD 1834158.98000000 0.310587155832 Long DBT USGSE US N 2 2037-07-15 Fixed 5.63000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAB1 50000.00000000 PA USD 44808.03000000 0.007587563972 Long DBT CORP US N 2 2030-02-15 Fixed 6.75000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 559000.00000000 PA USD 484148.22000000 0.081983197907 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -172727.50000000 PA USD -172727.50000000 -0.02924879661 Short RA CORP US N 2 Reverse repurchase N 3.00000000 2023-07-19 172727.50000000 USD 172741.89000000 USD CDS N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AS1 1660000.00000000 PA USD 1807205.65000000 0.306023015975 Long DBT CORP US N 2 2036-12-16 Fixed 5.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 27000.00000000 PA USD 24198.46000000 0.004097644178 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 160000.00000000 PA USD 159805.07000000 0.027060578019 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N Cloudera, Inc. 549300PGONC4JOI0RG62 74339VAB4 197547.82000000 PA USD 192362.19000000 0.032573635182 Long LON CORP US N 2 2028-10-08 Variable 8.95000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 13563.00000000 OU Notional Amount -1338.38000000 -0.00022663446 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 United Group BV United Group BV Y sell protection 2027-12-21 0.00000000 EUR -1745.63000000 EUR 13563.00000000 EUR 568.47000000 N N N Onslow Bay Financial LLC N/A 670855AA3 758008.91000000 PA USD 754109.48000000 0.127697065049 Long ABS-MBS CORP US N 2 2062-11-25 Variable 6.12000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -430000.00000000 PA USD -430000.00000000 -0.07281401365 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 430000.00000000 USD 430615.14000000 USD CDS N N N TECHEM VERWALTUNGSGES 549300W2QKB8BC676O97 000000000 87919.80000000 PA 93945.09000000 0.015908183873 Long DBT CORP DE N 2 2026-07-30 Fixed 6.00000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 43000.00000000 PA USD 40258.75000000 0.006817212028 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CE4 434000.00000000 PA USD 428300.06000000 0.072526154454 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -364998.75000000 PA USD -364998.75000000 -0.06180703247 Short RA CORP US N 2 Reverse repurchase N 5.16000000 2049-12-31 364998.75000000 USD 365364.97000000 USD CDS N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 647000.00000000 PA USD 619391.15000000 0.104884548026 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Golub Capital Partners CLO, LTD 254900ZZ9HHZTOQ1XK24 38178QAA6 250000.00000000 PA USD 235826.28000000 0.039933623188 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 11.81000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 250000.00000000 PA USD 232010.00000000 0.039287393737 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAU7 158000.00000000 PA USD 159975.00000000 0.027089353101 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 305000.00000000 PA USD 292847.06000000 0.049589232150 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 493000.00000000 PA USD 489834.00000000 0.082945998983 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AD5 411000.00000000 PA USD 408002.86000000 0.069089129808 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 400000.00000000 PA USD 302108.00000000 0.051157432642 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FAQ0 1750000.00000000 PA USD 1704537.10000000 0.288637645739 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 7.01000000 N N N N N N ARKO CORP N/A 041242AA6 123000.00000000 PA USD 99958.44000000 0.016926453987 Long DBT CORP US N 2 2029-11-15 Fixed 5.13000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1803961.40000000 PA USD -1803961.40000000 -0.30547365117 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1803961.40000000 USD 1808459.28000000 USD AMBS N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 355000.00000000 PA USD 279882.25000000 0.047393837144 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262CAB6 2440386.90000000 PA USD 1964987.33000000 0.332740963420 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 200000.00000000 PA USD 163912.00000000 0.027756024664 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 378000.00000000 PA USD 343174.86000000 0.058111485908 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N SG Capital Partners N/A 78434KAA5 701531.04000000 PA USD 681713.07000000 0.115437825081 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APDF6 1636000.00000000 PA USD 1434319.97000000 0.242880450873 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 223000.00000000 PA USD 168539.74000000 0.028539662625 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F2Q7 528471.67000000 PA USD 532229.40000000 0.090125020458 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 2750000.00000000 PA USD 2543675.15000000 0.430733016502 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 100000.00000000 PA 99435.63000000 0.016837924000 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 30000.00000000 PA USD 25870.08000000 0.004380707809 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 10000.00000000 OU Notional Amount 21.38000000 0.000003620380 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 thyssenkrupp AG thyssenkrupp AG Y sell protection 2023-12-21 0.00000000 EUR -100.46000000 EUR 10000.00000000 EUR 119.45000000 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAK1 500000.00000000 PA USD 511041.67000000 0.086537197989 Long DBT CORP US N 2 2036-03-17 Fixed 5.90000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -83542.50000000 PA USD -83542.50000000 -0.01414666217 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 83542.50000000 USD 83639.59000000 USD CDS N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 20000.00000000 PA USD 17620.00000000 0.002983681210 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N East Bay Municipal Utility District Water System Revenue 549300IZZ5HKLDKRTF96 271014TU6 1900000.00000000 PA USD 2083648.30000000 0.352834408744 Long DBT MUN US N 2 2040-06-01 Fixed 5.87000000 N N N N N N Madison Park Funding Ltd N/A 55819HAA5 262500.00000000 PA USD 261024.72000000 0.044200598896 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 14.01000000 N N N N N N VERMILION ENERGY INC WT03B8BB1IX8WI9ZGV02 923725AD7 108000.00000000 PA USD 99542.50000000 0.016856020822 Long DBT CORP CA N 2 2030-05-01 Fixed 6.88000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 141000.00000000 PA USD 112902.74000000 0.019118375933 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N AMER AIRLN 15-2 A PASS T N/A 02377BAA4 1002606.44000000 PA USD 900182.77000000 0.152432373263 Long DBT CORP US N 2 2027-09-22 Fixed 4.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 172000.00000000 PA USD 153718.88000000 0.026029973550 Long DBT CORP US N 2 2030-01-31 Fixed 4.13000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 1500000.00000000 PA USD 997953.12000000 0.168988307215 Long DBT CORP NL N 2 2031-05-16 Fixed 4.25000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 322000.00000000 PA USD 306057.78000000 0.051826268304 Long DBT CORP US N 2 2030-06-15 Fixed 5.88000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -2430000.00000000 PA USD -2430000.00000000 -0.41148384458 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 2430000.00000000 USD 2437722.00000000 USD CDS N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 167000.00000000 PA USD 165295.47000000 0.027990294439 Long DBT CORP US N 2 2028-04-15 Fixed 6.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 219000.00000000 PA USD 212811.06000000 0.036036342855 Long DBT CORP US N 2 2028-02-15 Fixed 5.88000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAH4 9000.00000000 PA USD 8982.76000000 0.001521094905 Long DBT CORP US N 2 2025-10-01 Fixed 7.50000000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 13123XAZ5 111000.00000000 PA USD 108046.56000000 0.018296055104 Long DBT CORP US N 2 2026-07-01 Fixed 6.38000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 300000.00000000 PA USD 276139.82000000 0.046760113076 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 41000.00000000 PA USD 33909.99000000 0.005742145290 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 40740.00000000 PA USD 40027.05000000 0.006777977128 Long LON CORP US N 3 2027-01-29 Variable 9.22000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 248000.00000000 PA USD 254906.55000000 0.043164579096 Long DBT CORP US N 2 2028-11-10 Fixed 6.20000000 N N N N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 57763TAB9 96000.00000000 PA USD 95613.12000000 0.016190639592 Long LON CORP US N 2 2026-08-14 Variable 9.16000000 N N N N N N American Money Management Corporation 549300LDRXVT7PCHV066 00177TAJ2 73003.47000000 PA USD 72970.08000000 0.012356382328 Long ABS-CBDO CORP KY N 2 2029-04-17 Floating 6.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -100625.00000000 PA USD -100625.00000000 -0.01703932586 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 100625.00000000 USD 100956.08000000 USD CDS N N N GS Mortgage-Backed Securities Trust N/A 36262LAB6 935548.29000000 PA USD 753298.81000000 0.127559790313 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABE2 1155000.00000000 PA USD 969344.68000000 0.164143899446 Long DBT US N 2 2045-06-01 Fixed 4.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAC9 538000.00000000 PA USD 536118.25000000 0.090783538544 Long DBT CORP XX N 2 2028-05-15 Fixed 6.75000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 96466CAU2 500000.00000000 PA USD 478425.45000000 0.081014133133 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 8.62000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -121975.00000000 PA USD -121975.00000000 -0.02065462631 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 121975.00000000 USD 122376.33000000 USD CDS N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BF1 39000.00000000 PA USD 34737.30000000 0.005882237759 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AT6 1000000.00000000 PA USD 957650.00000000 0.162163581797 Long DBT CORP GB N 2 2025-03-30 Fixed 6.38000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 121000.00000000 PA USD 112837.30000000 0.019107294657 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Quartz Acquireco LLC N/A 000000000 100000.00000000 PA USD 99875.00000000 0.016912324682 Long LON CORP US N 3 2030-06-28 None 0.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 126395AL6 900000.00000000 PA USD 830170.89000000 0.140576917481 Long ABS-MBS CORP US N 2 2037-10-15 Floating 8.90000000 N N N N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 05988HAE7 0.04000000 PA USD 0.04000000 0.000000006773 Long LON CORP US N 2 2025-10-02 Floating 8.97000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DV7 350000.00000000 PA USD 290193.53000000 0.049139896871 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N THETA CAPITAL PTE LTD 2549003I5QVCGQHCYJ52 000000000 200000.00000000 PA USD 166246.00000000 0.028151252356 Long DBT CORP SG N 2 2025-01-22 Fixed 8.13000000 N N N N N N Mariner Finance Issuance Trust N/A 56847QAA9 515000.00000000 PA USD 513895.22000000 0.087020403637 Long ABS-O CORP US N 2 2037-10-20 Fixed 6.45000000 N N N N N N BX Trust N/A 12434CAA2 199000.00000000 PA USD 192008.53000000 0.032513748196 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.78000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAG6 29000.00000000 PA USD 27213.86000000 0.004608256682 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -618395.00000000 PA USD -618395.00000000 -0.10471586505 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 618395.00000000 USD 619113.71000000 USD CDS N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 162000.00000000 PA USD 141345.00000000 0.023934643626 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 876000.00000000 PA USD 896558.84000000 0.151818715383 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 286000.00000000 PA USD 216149.59000000 0.036601672550 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAA2 250000.00000000 PA USD 235232.00000000 0.039832990835 Long DBT CORP FR N 2 2028-06-15 Fixed 5.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 9000.00000000 PA USD 7686.30000000 0.001301558960 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MTFY4 200813.06000000 PA USD 197381.96000000 0.033423657511 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 379000.00000000 PA USD 306009.72000000 0.051818130068 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 300000.00000000 PA USD 255303.00000000 0.043231711923 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N Trimaran Advisors CAVU 2019-2 N/A 89624JAJ6 500000.00000000 PA USD 478303.55000000 0.080993491207 Long ABS-CBDO CORP KY N 2 2032-11-26 Floating 9.98000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AN9 300000.00000000 PA USD 237437.39000000 0.040206440364 Long DBT CORP US N 2 2031-01-15 Fixed 1.80000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 46000.00000000 PA USD 37436.47000000 0.006339301482 Long DBT US N 2 2029-06-15 Fixed 4.75000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 115000.00000000 PA USD 115779.70000000 0.019605545712 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.88000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 17000.00000000 PA USD 16204.74000000 0.002744028278 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 138000.00000000 PA USD 130622.22000000 0.022118902581 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4365.89000000 -0.00073929761 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 342242.49000000 EUR 370403.33000000 USD 2023-09-14 -4365.89000000 N N N AXALTA COAT/DUTCH HLD BV N/A 05454NAA7 242000.00000000 PA USD 228096.56000000 0.038624711706 Long DBT CORP XX N 2 2027-06-15 Fixed 4.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 600000.00000000 PA USD 453673.30000000 0.076822729905 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 200000.00000000 PA USD 203350.00000000 0.034434255060 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N 522 Funding CLO Ltd 635400A6LSLGJQHVOZ36 33836JAG4 500000.00000000 PA USD 477973.05000000 0.080937526017 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.40000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BF1 205000.00000000 PA USD 191090.75000000 0.032358335997 Long DBT CORP US N 2 2027-09-15 Fixed 6.20000000 N N N N N N Galaxy US Opco Inc. N/A 36321DAB3 138950.00000000 PA USD 130265.63000000 0.022058519444 Long LON CORP US N 3 2029-04-29 Variable 9.85000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 228000.00000000 PA USD 212323.84000000 0.035953839498 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDS6 123000.00000000 PA USD 121741.48000000 0.020615083224 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N NOVELIS SHEET INGOT GMBH 9845005E95899E77AY49 000000000 100000.00000000 PA 95542.23000000 0.016178635440 Long DBT CORP DE N 2 2029-04-15 Fixed 3.38000000 N N N N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 1129000.00000000 PA USD 1234819.62000000 0.209098075970 Long DBT CORP US N 2 2028-05-01 Fixed 10.38000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632NAV2 437902.50000000 PA USD 408891.46000000 0.069239600814 Long LON CORP US N 2 2029-03-30 Variable 9.84000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -561093.75000000 PA USD -561093.75000000 -0.09501276272 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 561093.75000000 USD 562730.27000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BMXA1 14500000.00000000 PA USD 13047056.50000000 2.209322209527 Long ABS-MBS USGSE US N 2 2052-05-25 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V606 66567.00000000 NS USD 1564990.17000000 0.265007478144 Long EP CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 103000.00000000 PA USD 100878.09000000 0.017082182842 Long DBT CORP PA N 2 2026-03-01 Fixed 7.63000000 N N N N N N CIFC Funding Ltd 254900JEH56UBUEZJW15 12551JAL0 476003.12000000 PA USD 471651.55000000 0.079867075349 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 6.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6M2 1825006.82000000 PA USD 1855333.20000000 0.314172690586 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 884000.00000000 PA USD 806231.43000000 0.136523131046 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 111000.00000000 PA USD 98788.28000000 0.016728305042 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 5000.00000000 PA USD 4308.90000000 0.000729647217 Long DBT CORP US N 2 2029-05-01 Fixed 3.63000000 N N N N N N COLT Funding LLC N/A 19688LAA0 1590596.59000000 PA USD 1527737.01000000 0.258699217444 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.55000000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A 98981BAA0 657000.00000000 PA USD 565079.92000000 0.095687760485 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -139000.00000000 PA USD -139000.00000000 -0.02353755324 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-21 139000.00000000 USD 139038.61000000 USD CDS N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 1124000.00000000 PA USD 1116822.10000000 0.189116975895 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCM1 3000000.00000000 PA USD 2805573.51000000 0.475081553153 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 1248EPBX0 210000.00000000 PA USD 191328.90000000 0.032398663107 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Frontier Communications Corp. N/A 35906EAQ3 143799.46000000 PA USD 138926.10000000 0.023525039399 Long LON CORP US N 2 2028-05-01 Floating 9.00000000 N N N N N N METIS MERGER SUB LLC N/A 59155LAA0 82000.00000000 PA USD 70733.55000000 0.011977659709 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Onslow Bay Financial LLC N/A 67116EAA7 701841.83000000 PA USD 585790.88000000 0.099194849146 Long ABS-MBS CORP US N 2 2052-02-25 Variable 3.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1500000.00000000 OU Notional Amount USD -53447.38000000 -0.00905050757 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-12-02 46.12000000 USD 0.00000000 USD 1500000.00000000 USD -53493.50000000 N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAH9 1000000.00000000 PA USD 987956.00000000 0.167295445745 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.22000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 13000.00000000 PA USD 10898.54000000 0.001845503349 Long DBT CORP US N 2 2032-05-15 Fixed 3.88000000 N N N N N N Ziggo Bond Co BV 213800JYI4P7V5QDOG59 98954UAB9 150000.00000000 PA USD 137673.06000000 0.023312855977 Long DBT CORP NL N 2 2027-01-15 Fixed 6.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAK3 53000.00000000 PA USD 45798.42000000 0.007755271579 Long DBT CORP US N 2 2027-03-15 Fixed 3.25000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 117000.00000000 PA USD 99537.84000000 0.016855231722 Long DBT CORP US N 2 2029-03-15 Fixed 3.63000000 N N N N N N VIVO ENERGY INVESTMENTS 724500P3OXMB2IERLM56 92856HAB0 200000.00000000 PA USD 180192.00000000 0.030512797087 Long DBT CORP NL N 2 2027-09-24 Fixed 5.13000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 379000.00000000 PA USD 351303.74000000 0.059487989116 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 890000.00000000 PA USD 903914.89000000 0.153064351487 Long DBT CORP US N 2 2028-06-01 Fixed 8.13000000 N N N N N N Madison Park Funding Ltd N/A 55819GAU3 250000.00000000 PA USD 244358.78000000 0.041378473355 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 8.61000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 000000000 0.12000000 PA USD 0.11000000 0.000000018626 Long LON CORP FR N 2 2026-08-14 Floating 9.32000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 529000.00000000 PA USD 499282.31000000 0.084545927758 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAA7 200000.00000000 PA USD 188790.00000000 0.031968738691 Long DBT CORP KY N 2 2025-06-06 Fixed 4.88000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 348000.00000000 PA USD 296235.00000000 0.050162928683 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -138500.00000000 PA USD -138500.00000000 -0.02345288579 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-07-21 138500.00000000 USD 138538.86000000 USD CDS N N N Morgan Stanley BAML Trust N/A 61690FAM5 1200000.00000000 PA USD 1138113.72000000 0.192722390568 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.31000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 83000.00000000 PA USD 76928.77000000 0.013026726764 Long DBT CORP CA N 2 2026-08-15 Fixed 3.88000000 N N N N N N OZLM Ltd N/A 67107FBJ5 875000.00000000 PA USD 851792.38000000 0.144238190663 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 8.41000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 275000.00000000 PA USD 205675.66000000 0.034828070499 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N N Carval CLO LTD N/A 14686VAA1 500000.00000000 PA USD 446066.55000000 0.075534641537 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 11.69000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBH3 243000.00000000 PA USD 253806.21000000 0.042978253115 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 536000.00000000 PA USD 515962.55000000 0.087370474788 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N KeySpan Gas East Corp K8TS3HOE1568DUBUJL44 49338CAA1 1010000.00000000 PA USD 969906.37000000 0.164239013175 Long DBT CORP US N 2 2041-04-01 Fixed 5.82000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -370982.50000000 PA USD -370982.50000000 -0.06282029027 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 370982.50000000 USD 372203.14000000 USD CDS N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 56000.00000000 PA USD 52909.10000000 0.008959357975 Long DBT CORP US N 2 2026-09-30 Fixed 6.38000000 N N N N N N ARAMARK INTL FINANCE 5493006HLPNGDDC12P30 000000000 100000.00000000 PA 104629.74000000 0.017717468178 Long DBT CORP LU N 2 2025-04-01 Fixed 3.13000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAW5 1935000.00000000 PA USD 1780459.48000000 0.301493955539 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAB7 200000.00000000 PA USD 194053.33000000 0.032860004231 Long DBT CORP GB N 2 2025-10-30 Fixed 8.50000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 88000.00000000 PA USD 83378.06000000 0.014118816741 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 2095000.00000000 PA USD 1844636.75000000 0.312361408129 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 318000.00000000 PA USD 300151.33000000 0.050826100093 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 40000.00000000 PA USD 39657.62000000 0.006715419730 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -16.00000000 NC USD 45907.08000000 0.007773671511 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU3 Comdty 2023-09-29 -3300157.06000000 USD 45907.08000000 N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -712500.00000000 PA USD -712500.00000000 -0.12065112727 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 712500.00000000 USD 714661.25000000 USD CDS N N N IMPULSORA PIPELINE N/A 000000000 1614023.73000000 PA USD 1390995.35000000 0.235544080007 Long DBT CORP US N 3 2042-12-31 Fixed 6.05000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 18000.00000000 PA USD 14580.00000000 0.002468903067 Long DBT CORP US N 2 2030-03-01 Fixed 5.13000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAA6 200000.00000000 PA USD 191768.00000000 0.032473018069 Long DBT CORP MX N 2 2024-09-27 Fixed 6.75000000 N N N N N N CIFC Funding Ltd N/A 12555QAW6 500000.00000000 PA USD 470038.30000000 0.079593895796 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.36000000 N N N N N N BRAVO Residential Funding Trust N/A 10568EAA0 487202.35000000 PA USD 473937.01000000 0.080254083525 Long ABS-MBS CORP US N 2 2062-09-25 Variable 4.85000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 4934.00000000 OU Notional Amount -21.28000000 -0.00000360344 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 141.38000000 EUR 0.00000000 EUR 4934.00000000 EUR -183.49000000 N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -64000.00000000 PA USD -64000.00000000 -0.01083743458 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-21 64000.00000000 USD 64018.13000000 USD CDS N N N Shackleton CLO LTD 549300NCJRO2LKFZ8G86 81883AAE9 250000.00000000 PA USD 243910.60000000 0.041302580832 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.61000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 200000.00000000 PA USD 201258.00000000 0.034080006417 Long DBT CORP NL N 2 2025-01-31 Fixed 7.13000000 N N N N N N Brand Energy & Infrastructure Services, Inc. 549300B658W2BPDQMW42 10524MAN7 1540501.27000000 PA USD 1518995.87000000 0.257219037241 Long LON CORP US N 2 2024-06-21 Floating 9.79000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 1500000.00000000 PA USD 1324029.62000000 0.224204443779 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 701000.00000000 PA USD 567912.39000000 0.096167396553 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 55820RAL6 250000.00000000 PA USD 245106.75000000 0.041505130791 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 6.91000000 N N N N N N MH Sub I, LLC N/A 45567YAN5 427000.00000000 PA USD 409066.00000000 0.069269156530 Long LON CORP US N 2 2028-05-03 Variable 9.35000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 850000.00000000 PA USD 692675.64000000 0.117294170945 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 300000.00000000 PA USD 18000.00000000 0.003048028478 Long DBT CORP KY N 2 2023-07-28 Fixed 9.25000000 Y Y N N N N HILTON WORLDWIDE FIN LLC 5493003EG7H0N1E4XV50 432891AK5 44000.00000000 PA USD 42683.64000000 0.007227830571 Long DBT CORP US N 2 2027-04-01 Fixed 4.88000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -82180.00000000 PA USD -82180.00000000 -0.01391594335 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 82180.00000000 USD 82441.15000000 USD CDS N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AS8 550000.00000000 PA USD 410195.65000000 0.069460445717 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 3000000.00000000 PA USD 2189249.82000000 0.370716433206 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBV3 55000.00000000 PA USD 51825.95000000 0.008775942862 Long DBT CORP MX N 2 2025-01-15 Fixed 4.25000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 500000.00000000 PA USD 452403.36000000 0.076607684722 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N COLT Funding LLC N/A 19688JAD9 3050000.00000000 PA USD 2906732.05000000 0.492211225973 Long ABS-MBS CORP US N 2 2065-03-25 Variable 5.25000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 106000.00000000 PA USD 108845.78000000 0.018431390955 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBG4 53923.39000000 PA USD 41979.36000000 0.007108571376 Long LON CORP US N 2 2027-12-17 Variable 8.72000000 N N N N N N Aptiv PLC N/A 03835VAF3 465000.00000000 PA USD 360033.10000000 0.060966174553 Long DBT CORP JE N 2 2046-10-01 Fixed 4.40000000 N N N N N N Jay Park CLO, Ltd. N/A 47206VAQ7 500000.00000000 PA USD 490110.10000000 0.082992752353 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 7.90000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 1000000.00000000 PA USD 891912.60000000 0.151031944725 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -84656.25000000 PA USD -84656.25000000 -0.01433525893 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 105000.00000000 USD 87958.03380000 USD CDS N N N CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50 N/A 000000000 5580640.29000000 PA USD 1864288.17000000 0.315689079673 Long DBT CORP US N 3 2050-07-01 Fixed 5.30000000 N N N N N N MFRA Trust N/A 55285PAA2 930733.86000000 PA USD 912174.65000000 0.154463017249 Long ABS-MBS CORP US N 2 2067-11-25 Variable 5.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -117337.50000000 PA USD -117337.50000000 -0.01986933564 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 117337.50000000 USD 117814.80000000 USD CDS N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -2461.12000000 -0.00041675354 N/A DFE JP N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 217685.17000000 USD 30687807.00000000 JPY 2023-09-20 -2461.12000000 N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 000000000 200000.00000000 PA USD 194000.00000000 0.032850973600 Long DBT CORP LU N 2 2024-10-06 Fixed 5.13000000 N N N N N N CDK Global, Inc. N/A 15477BAB3 118405.00000000 PA USD 117995.32000000 0.019980727537 Long LON CORP US N 2 2029-07-06 Variable 9.49000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -202760.00000000 PA USD -202760.00000000 -0.03433434746 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 202760.00000000 USD 203427.14000000 USD CDS N N N Homeward Opportunities Fund I Trust N/A 43789KAA0 1235781.00000000 PA USD 1190448.10000000 0.201584428381 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.08000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BU4 500000.00000000 PA USD 476150.04000000 0.080628826773 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 000000000 100000.00000000 PA 100258.40000000 0.016977247688 Long DBT CORP DE N 2 2027-05-16 Fixed 2.88000000 N N N N N N Romark CLO Ltd N/A 77587UAE2 500000.00000000 PA USD 482584.70000000 0.081718439380 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 7.42000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCF9 1000000.00000000 PA USD 949345.50000000 0.160757339991 Long DBT CORP US N 2 2032-06-01 Fixed 4.15000000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 24000.00000000 PA USD 19893.12000000 0.003368599793 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -162500.00000000 PA USD -162500.00000000 -0.02751692376 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 162500.00000000 USD 162546.49000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 387000.00000000 PA USD 406819.43000000 0.068888733789 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AR9 314000.00000000 PA USD 293197.50000000 0.049648573877 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2107652.33000000 PA USD -2107652.33000000 -0.35689912913 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 2107652.33000000 USD 2112907.41000000 USD AMBS N N N Fairstone Financial Issuance Trust I 549300LY2ZF7LX6T3F37 30575PAS5 170000.00000000 PA 116083.79000000 0.019657038766 Long ABS-O CORP CA N 2 2039-10-20 Fixed 5.16000000 N N N N N N Generate CLO Ltd. N/A 986252AY0 1500000.00000000 PA USD 1364986.95000000 0.231139949792 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.40000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BG9 97000.00000000 PA USD 75417.50000000 0.012770815987 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N State of Hawaii N/A 419792K96 1000000.00000000 PA USD 1086213.00000000 0.183933786534 Long DBT MUN US N 2 2038-10-01 Fixed 6.15000000 N N N N N N Cedar Funding Ltd 5493002XZZZCKFWQIL45 15032QAC6 400000.00000000 PA USD 384547.56000000 0.065117328565 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 6.85000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -343158.75000000 PA USD -343158.75000000 -0.05810875792 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 343158.75000000 USD 343557.58000000 USD CDS N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 91000.00000000 PA USD 80558.71000000 0.013641402348 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 593000.00000000 PA USD 581140.00000000 0.098407292774 Long DBT CORP US N 2 2028-03-01 Fixed 8.13000000 N N N N N N Chamberlain Group Inc 25490092IFNOZBRVE539 15963CAC0 221051.90000000 PA USD 215801.92000000 0.036542799880 Long LON CORP US N 2 2028-11-03 Variable 8.45000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAE5 62000.00000000 PA USD 50685.00000000 0.008582740190 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Cable One Inc USD XXXX N N N Starwood Residential Mortgage Trust N/A 85573GAD4 2050000.00000000 PA USD 1509759.20000000 0.255654946508 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.36000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 175000.00000000 PA USD 172510.63000000 0.029212072948 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2743074.43000000 PA USD -2743074.43000000 -0.46449827672 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 2743074.43000000 USD 2749913.83000000 USD AMBS N N N Canyon Capital CLO Ltd N/A 13876XAN1 500000.00000000 PA USD 457546.95000000 0.077478674100 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.61000000 N N N N N N Springs Windows Fashions, LLC N/A 78489HAB4 281437.50000000 PA USD 226979.34000000 0.038435527351 Long LON CORP US N 2 2028-10-06 Variable 9.22000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 2500000.00000000 PA USD 2418493.48000000 0.409535388994 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2165014.94000000 PA USD -2165014.94000000 -0.36661262185 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 2165014.94000000 USD 2170413.04000000 USD AMBS N N N AqGen Ascensus, Inc. 549300K5MHNFPEU2RK82 03836BAE9 121935.75000000 PA USD 108522.82000000 0.018376702550 Long LON CORP US N 2 2029-08-02 Floating 11.69000000 N N N N N N KKR Industrial Portfolio Trust N/A 48254CAA3 315281.63000000 PA USD 309735.70000000 0.052449068576 Long ABS-MBS CORP US N 2 2037-12-15 Floating 5.81000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 226000.00000000 PA USD 177568.20000000 0.030068496136 Long DBT CORP US N 2 2029-02-01 Fixed 4.38000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAB0 269000.00000000 PA USD 244171.30000000 0.041346726445 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 418.00000000 NC USD -532745.56000000 -0.09021242436 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10-Year U.S. Treasury Notes Futures UXYU3 Comdty 2023-09-20 50078808.06000000 USD -532745.56000000 N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 410000.00000000 PA USD 414100.00000000 0.070121588495 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AK8 1500000.00000000 PA USD 1590359.19000000 0.269303339001 Long DBT CORP US N 2 2033-08-01 Fixed 5.88000000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 898000.00000000 PA USD 662639.00000000 0.112207919050 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 258000.00000000 PA USD 245494.74000000 0.041570831045 Long DBT CORP US N 2 2027-05-15 Fixed 7.38000000 N N N N N N ENGINEERING SPA 81560042F5E23EE61346 000000000 100000.00000000 PA 109456.12000000 0.018534742827 Long DBT CORP IT N 2 2028-05-15 Fixed 11.13000000 N N N N N N Fertitta Entertainment, LLC 984500A0805D8V551D35 31556PAB3 168979.28000000 PA USD 166551.05000000 0.028202907972 Long LON CORP US N 2 2029-01-27 Floating 9.10000000 N N N N N N White Cap Buyer LLC N/A 96350TAC4 297642.08000000 PA USD 294582.32000000 0.049883072255 Long LON CORP US N 2 2027-10-19 Variable 8.85000000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 144577AJ2 31000.00000000 PA USD 30767.50000000 0.005210012011 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RAQ0 250000.00000000 PA USD 247367.28000000 0.041887917448 Long ABS-CBDO CORP KY N 2 2031-11-15 Floating 6.92000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AF8 41000.00000000 PA USD 37866.35000000 0.006412095176 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CG1 1225000.00000000 PA USD 1224202.57000000 0.207300238706 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAW1 1000000.00000000 PA USD 799811.91000000 0.135436082169 Long DBT US N 2 2031-04-01 Fixed 2.10000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 439000.00000000 PA USD 410747.80000000 0.069553943991 Long DBT US N 2 2032-05-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQXG5 1886016.70000000 PA USD 1854698.02000000 0.314065132434 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.50000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -354375.00000000 PA USD -354375.00000000 -0.06000806066 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-07-21 354375.00000000 USD 354474.42000000 USD CDS N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAC9 148000.00000000 PA USD 134603.10000000 0.022793004560 Long DBT CORP US N 2 2028-11-01 Fixed 5.88000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 111000.00000000 PA USD 75330.15000000 0.012756024582 Long DBT CORP CO N 2 2045-05-28 Fixed 5.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -468312.50000000 PA USD -468312.50000000 -0.07930165759 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 468312.50000000 USD 469853.38000000 USD CDS N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAE0 517000.00000000 PA USD 461777.10000000 0.078194986193 Long DBT CORP US N 2 2028-08-15 Fixed 4.88000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081AU6 194000.00000000 PA USD 173446.50000000 0.029370548415 Long DBT CORP US N 2 2040-10-01 Fixed 6.20000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 200000.00000000 PA USD 188962.00000000 0.031997864296 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 517707.97000000 PA USD 507633.37000000 0.085960053797 Long LON CORP US N 2 2028-02-01 Variable 8.95000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1072750.00000000 PA USD -1072750.00000000 -0.18165403056 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 1072750.00000000 USD 1076004.01000000 USD CDS N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 4000.00000000 OU Notional Amount -4027.68000000 -0.00068202685 N/A DCR XX N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y sell protection 2023-12-21 0.00000000 EUR -181.47000000 EUR 4000.00000000 EUR -3829.47000000 N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AA2 22000.00000000 PA USD 21277.59000000 0.003603038904 Long DBT CORP US N 2 2026-08-01 Fixed 6.00000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 200000.00000000 PA USD 178437.95000000 0.030215775179 Long DBT CORP IE N 2 2029-01-15 Fixed 4.38000000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 1002601.39000000 PA USD 931877.79000000 0.157799446795 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N Navient Student Loan Trust N/A 638961AA0 178487.48000000 PA USD 175926.67000000 0.029790527792 Long ABS-O CORP US N 2 2071-10-15 Fixed 5.51000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -678235.66000000 PA USD -678235.66000000 -0.11484897815 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 678235.66000000 USD 679926.73000000 USD AMBS N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 000000000 200000.00000000 PA USD 194208.00000000 0.032886195263 Long DBT CORP KY N 2 2024-10-01 Fixed 4.88000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAF0 190000.00000000 PA USD 165106.98000000 0.027958376501 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.00000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAC4 116000.00000000 PA USD 114260.00000000 0.019348207441 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -166750.00000000 PA USD -166750.00000000 -0.02823659715 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 166750.00000000 USD 166942.69000000 USD CDS N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BQ6 1223000.00000000 PA USD 1219992.15000000 0.206587267591 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 540000.00000000 PA USD 469675.81000000 0.079532513583 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHH9 1823035.97000000 PA USD 1714783.02000000 0.290372637736 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 200000.00000000 PA USD 166397.74000000 0.028176947236 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N BANK OF COMMUNICATIONS 549300AX1UM10U30HK09 000000000 518000.00000000 PA USD 496948.48000000 0.084150728852 Long DBT CORP CN N 2 2025-11-18 Fixed 3.80000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAG8 160000.00000000 PA USD 146736.48000000 0.024847609436 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.93000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JM4 70000.00000000 PA USD 67131.96000000 0.011367784771 Long DBT CORP US N 2 2025-05-15 Fixed 5.95000000 N N N N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 000000000 200000.00000000 PA USD 176988.00000000 0.029970248018 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAC4 219000.00000000 PA USD 109164.93000000 0.018485434193 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N Dryden Senior Loan Fund N/A 26243EAB7 1320000.00000000 PA USD 1302985.46000000 0.220640932724 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 6.66000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAA8 32000.00000000 PA USD 30423.24000000 0.005151716773 Long DBT CORP US N 2 2026-01-15 Fixed 5.38000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 397000.00000000 PA USD 393720.14000000 0.066670566624 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 800000.00000000 PA USD 695331.37000000 0.117743878760 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -1093730.00000000 PA USD -1093730.00000000 -0.18520667709 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 1093730.00000000 USD 1097066.79000000 USD CDS N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAJ0 294944.00000000 PA USD 285252.14000000 0.048303147013 Long LON CORP US N 2 2027-05-03 Variable 10.27000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 83001WAC8 135000.00000000 PA USD 135674.62000000 0.022974450308 Long DBT CORP US N 2 2025-07-01 Fixed 7.00000000 N N N N N N University of California N/A 91412GDZ5 885000.00000000 PA USD 961825.97000000 0.162870719324 Long DBT MUN US N 2 2045-05-15 Fixed 5.95000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CK2 1800000.00000000 PA USD 1495277.77000000 0.253202734783 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 71953LAA9 175000.00000000 PA USD 173701.57000000 0.029413740672 Long DBT CORP US N 2 2025-06-15 Fixed 6.13000000 N N N N N N CROWNROCK LP/CROWNROCK F WFBCP6PB6JZR80B7U482 228701AF5 659000.00000000 PA USD 649246.80000000 0.109940151995 Long DBT CORP US N 2 2025-10-15 Fixed 5.63000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBL4 95000.00000000 PA USD 99269.68000000 0.016809822871 Long DBT CORP BM N 2 2028-02-01 Fixed 8.38000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAG2 870000.00000000 PA USD 832119.56000000 0.140906895351 Long DBT CORP US N 2 2026-01-15 Fixed 4.13000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 610000.00000000 PA USD 645939.27000000 0.109380071682 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N Apidos CLO Ltd 549300RV409NJP65MP20 03766GAL6 1076781.61000000 PA USD 1070869.76000000 0.181335640286 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 6.16000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 210000.00000000 PA USD 182275.80000000 0.030865657184 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N Bausch & Lomb, Inc. 549300NY6OZM39SO6475 000000000 177524.41000000 PA USD 171976.77000000 0.029121671810 Long LON CORP CA N 2 2027-05-10 Variable 8.59000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 199575AT8 3000000.00000000 PA USD 3235432.02000000 0.547871607607 Long DBT CORP US N 2 2033-03-01 Fixed 6.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELX73 2251009.60000000 PA USD 2222914.64000000 0.376417062655 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.50000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -192465.00000000 PA USD -192465.00000000 -0.03259104450 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 192465.00000000 USD 192521.14000000 USD CDS N N N WANDA PROPERTIES OVERSEA 549300BJ7FGBP0KHXY31 000000000 200000.00000000 PA USD 181000.00000000 0.030649619699 Long DBT CORP VG N 2 2023-07-23 Fixed 6.88000000 N N N N N N Navient Student Loan Trust N/A 63942EAA6 1028936.10000000 PA USD 869610.08000000 0.147255349386 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.97000000 N N N N N N Sophia, L.P. 549300RP8NIJ7FY7OS79 83578BAN3 485491.06000000 PA USD 479728.28000000 0.081234747741 Long LON CORP US N 2 2027-10-07 Floating 9.04000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 63000.00000000 PA USD 47719.35000000 0.008080552098 Long DBT CORP US N 2 2029-09-01 Fixed 5.63000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 539000.00000000 PA USD 481004.68000000 0.081450886827 Long DBT CORP US N 2 2028-03-15 Fixed 5.13000000 N N N N N N Eaton Vance CDO Ltd 5493008YP5U5LTXAO749 27830KAU8 1000000.00000000 PA USD 977500.00000000 0.165524879869 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 6.50000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAK7 88000.00000000 PA USD 75718.14000000 0.012821724836 Long DBT CORP US N 2 2031-09-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -207138.75000000 PA USD -207138.75000000 -0.03507582272 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 207138.75000000 USD 208899.72000000 USD CDS N N N EARTHSTONE ENERGY HOL 549300HGVO86L8G72J25 27034RAA1 189000.00000000 PA USD 182538.09000000 0.030910072039 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 1575000.00000000 PA USD 1456875.00000000 0.246699804971 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F052672 12000000.00000000 PA USD 11941875.00000000 2.022176393648 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 5.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 245000.00000000 PA USD 241636.42000000 0.040917482754 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -400.98000000 -0.00006789991 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 34000.00000000 EUR 36841.69000000 USD 2023-09-20 -400.98000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -131812.50000000 PA USD -131812.50000000 -0.02232045854 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 131812.50000000 USD 132246.20000000 USD CDS N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AE4 2800000.00000000 PA USD 2575178.26000000 0.436067592970 Long DBT CORP FR N 2 2040-01-27 Fixed 5.60000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 000000000 200000.00000000 PA USD 199880.00000000 0.033846662903 Long DBT CORP VG N 2 2023-07-02 Fixed 6.75000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AT5 69000.00000000 PA USD 68009.96000000 0.011516460827 Long DBT CORP US N 2 2031-02-01 Fixed 7.38000000 N N N N N N Navient Student Loan Trust N/A 63941CAB9 586306.89000000 PA USD 541870.81000000 0.091757647805 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.01000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 200000.00000000 PA USD 117528.00000000 0.019901593945 Long DBT CORP KY N 2 2024-04-08 Fixed 6.50000000 N N N N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21870FBA6 85781.73000000 PA USD 77332.23000000 0.013095046629 Long LON CORP US N 2 2028-06-02 Floating 8.75000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 42000.00000000 PA USD 34524.21000000 0.005846154181 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6G5 2002774.03000000 PA USD 2033357.65000000 0.344318445777 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 165000.00000000 PA USD 155639.55000000 0.026355210042 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N Canyon Capital CLO Ltd N/A 13887PAP0 250000.00000000 PA USD 240138.45000000 0.040663824131 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.16000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 150000.00000000 PA USD 149418.00000000 0.025301684399 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 100000.00000000 PA 92724.75000000 0.015701537702 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N ABRA GLOBAL FINANCE N/A 000852AB9 185056.00000000 PA USD 150543.06000000 0.025492196339 Long DBT CORP KY N 2 2028-03-02 Fixed 11.50000000 N N Y N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -1245000.00000000 PA USD -1245000.00000000 -0.21082196975 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 1245000.00000000 USD 1249096.40000000 USD CDS N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 382000.00000000 PA USD 337200.52000000 0.057099821549 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N UMBS, TBA N/A 01F040685 -3000000.00000000 PA USD -2817539.07000000 -0.47710774024 Short ABS-MBS USGSE US N 2 2053-08-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797FU6 34000000.00000000 PA USD 33190963.54000000 5.620389005330 Long DBT UST US N 2 2023-12-14 None 0.00000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 100000.00000000 PA 90391.98000000 0.015306518292 Long DBT CORP ES N 2 2029-01-15 Fixed 1.25000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 127000.00000000 PA USD 114997.01000000 0.019473008967 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N GGAM FINANCE LTD N/A 36170JAB2 30000.00000000 PA USD 30112.50000000 0.005099097642 Long DBT CORP KY N 2 2026-05-15 Fixed 7.75000000 N N N N N N Cedar Funding Ltd 549300G87EGFMLOYN341 15032FAA4 496225.80000000 PA USD 491890.18000000 0.083294182049 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.25000000 N N N N N N Connect Finco Sarl 2594001KNYIQ456J2792 000000000 0.24000000 PA USD 0.24000000 0.000000040640 Long LON CORP LU N 2 2026-12-11 Floating 8.70000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CT7 150000.00000000 PA USD 151242.75000000 0.025610678286 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AZ6 750000.00000000 PA USD 652619.66000000 0.110511294958 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AG1 30000.00000000 PA USD 28328.69000000 0.004797036326 Long DBT US N 2 2025-10-01 Fixed 5.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -229046.25000000 PA USD -229046.25000000 -0.03878552738 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 229046.25000000 USD 229807.19000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -310000.00000000 PA USD -310000.00000000 -0.05249382379 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-07-18 310000.00000000 USD 310310.00000000 USD CDS N N N LITIGATION FEE RESIDUAL N/A 53689HAA7 693668.70000000 PA USD 669390.30000000 0.113351149865 Long ABS-O CORP US N 3 2027-10-30 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 2250000.00000000 PA USD 1654910.75000000 0.280234171957 Long DBT CORP US N 2 2041-04-30 Fixed 3.07000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 210000.00000000 PA USD 196468.38000000 0.033268956519 Long DBT CORP BM N 2 2026-03-15 Fixed 5.88000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -287767.50000000 PA USD -287767.50000000 -0.04872908528 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 287767.50000000 USD 288806.66000000 USD CDS N N N Generate CLO Ltd. 254900V675MOVWK0HA08 37148JAJ2 750000.00000000 PA USD 701248.05000000 0.118745779268 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.77000000 N N N N N N EARTHSTONE ENERGY HOL 549300HGVO86L8G72J25 27034RAC7 223000.00000000 PA USD 220424.35000000 0.037325538674 Long DBT CORP US N 2 2031-07-15 Fixed 9.88000000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAA8 280000.00000000 PA USD 266759.02000000 0.045171616101 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -13088242.01000000 PA USD -13088242.01000000 -2.21629635438 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2023-07-17 13088242.01000000 USD 13114862.04000000 USD ACMO N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 125000.00000000 PA USD 122773.75000000 0.020789882577 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AV8 1750000.00000000 PA USD 1764325.57000000 0.298761921253 Long DBT CORP US N 2 2026-06-30 Fixed 5.88000000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 461000.00000000 PA USD 452932.50000000 0.076697286599 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N ACCOR SA 969500QZC2Q0TK11NV07 000000000 100000.00000000 PA 107244.92000000 0.018160309462 Long DBT CORP FR N 2 2024-01-30 Fixed 4.38000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 339000.00000000 PA USD 335362.53000000 0.056788585668 Long DBT CORP US N 2 2030-06-15 Fixed 6.38000000 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 000000000 100000.00000000 PA 100969.64000000 0.017097685454 Long DBT CORP DE N 2 2028-05-15 Fixed 4.13000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAA9 1890000.00000000 PA USD 1998938.86000000 0.338490142882 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAX9 350000.00000000 PA USD 245417.88000000 0.041557815964 Long DBT US N 2 2041-04-01 Fixed 2.90000000 N N N N N N BIG RIVER STEEL/BRS FIN N/A 08949LAB6 862000.00000000 PA USD 851495.56000000 0.144187928673 Long DBT CORP US N 2 2029-01-31 Fixed 6.63000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 00216EAH2 171000.00000000 PA USD 168407.64000000 0.028517293483 Long LON CORP US N 2 2028-09-15 Fixed 9.74000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 44000.00000000 PA USD 39254.21000000 0.006647108332 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 350000.00000000 PA USD 306439.85000000 0.051890966095 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N DISH DBS CORP N/A 25470XBF1 192000.00000000 PA USD 142806.43000000 0.024182114752 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DJ6 1000000.00000000 PA USD 933227.73000000 0.158028038771 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 220000.00000000 PA USD 191699.07000000 0.032461345813 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAA7 380000.00000000 PA USD 381616.52000000 0.064621001155 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N I-Logic Technologies Bidco Limited 213800PHEXJH1L7ZN896 00510DAB0 65677.08000000 PA USD 64762.20000000 0.010966501662 Long LON CORP US N 2 2028-02-16 Variable 9.39000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DG2 1000000.00000000 PA USD 865575.91000000 0.146572223550 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 187000.00000000 PA USD 166600.25000000 0.028211239250 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 232000.00000000 PA USD 228656.88000000 0.038719593445 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 281000.00000000 PA USD 244206.76000000 0.041352731061 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 76000.00000000 PA USD 61913.64000000 0.010484140995 Long DBT CORP US N 2 2031-10-15 Fixed 3.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -319995.00000000 PA USD -319995.00000000 -0.05418632627 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 319995.00000000 USD 321047.87000000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1807404.11000000 PA USD -1807404.11000000 -0.30605662218 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1807404.11000000 USD 1811910.57000000 USD AMBS N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EH9 800000.00000000 PA USD 603550.99000000 0.102202255871 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXV1 263723.35000000 PA USD 270862.97000000 0.045866558128 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N CDI ESCROW ISSUER INC N/A 12511VAA6 418000.00000000 PA USD 389081.92000000 0.065885154033 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N State of California N/A 13063D3S5 1000000.00000000 PA USD 997276.00000000 0.168873647157 Long DBT MUN US N 2 2038-03-01 Fixed 5.13000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 99000.00000000 PA USD 96436.66000000 0.016330093669 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 173000.00000000 PA USD 160222.39000000 0.027131244866 Long DBT CORP US N 2 2025-11-15 Fixed 5.88000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAD4 263000.00000000 PA USD 256148.88000000 0.043374948941 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 1500000.00000000 PA USD 1293751.10000000 0.219077233154 Long DBT US N 2 2030-01-15 Fixed 2.90000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 200000.00000000 PA USD 197654.00000000 0.033469723381 Long DBT CORP MX N 2 2024-01-15 Fixed 4.88000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 1000000.00000000 PA USD 1007582.06000000 0.170618822956 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 425000.00000000 PA USD 379454.58000000 0.064254909228 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 57000.00000000 PA USD 57680.92000000 0.009767393712 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 1500000.00000000 PA USD 1333956.95000000 0.225885487365 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 200000.00000000 PA USD 169970.93000000 0.028782013063 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAM1 370000.00000000 PA USD 367269.76000000 0.062191593763 Long DBT CORP CA N 2 2028-02-15 Fixed 7.75000000 N N N N N N BX Trust N/A 05609TAA8 1300000.00000000 PA USD 1263313.09000000 0.213923015304 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 212000.00000000 PA USD 188150.00000000 0.031860364345 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 235000.00000000 PA USD 178353.25000000 0.030201432512 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AA8 140000.00000000 PA USD 130692.80000000 0.022130854240 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702DAA5 142819.25000000 PA USD 141390.81000000 0.023942400859 Long ABS-CBDO CORP KY N 2 2029-05-20 Floating 6.18000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAJ5 250000.00000000 PA USD 238806.58000000 0.040438292037 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.61000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -439900.00000000 PA USD -439900.00000000 -0.07449042931 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2049-12-31 439900.00000000 USD 444252.81000000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2848739.45000000 PA USD -2848739.45000000 -0.48239105395 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 2848739.45000000 USD 2855842.31000000 USD AMBS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -807500.00000000 PA USD -807500.00000000 -0.13673794424 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 807500.00000000 USD 807616.64000000 USD CDS N N N CIM Trust N/A 12570HAA5 1321462.00000000 PA USD 1321438.08000000 0.223765605572 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.64000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAL5 180000.00000000 PA USD 134678.25000000 0.022805730079 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 235000.00000000 PA USD 227405.53000000 0.038507696199 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 6437.00000000 OU Notional Amount -635.20000000 -0.00010756153 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 United Group BV United Group BV Y sell protection 2027-12-21 0.00000000 EUR -887.65000000 EUR 6437.00000000 EUR 334.37000000 N N N BX Trust N/A 12434FAA5 605000.00000000 PA USD 589822.00000000 0.099877458510 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.11000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 100000.00000000 PA 115940.04000000 0.019632696872 Long DBT CORP SE N 2 2027-10-15 Fixed 9.25000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EL7 1000000.00000000 PA USD 989165.67000000 0.167500285112 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 17000.00000000 PA USD 14883.98000000 0.002520377495 Long DBT CORP US N 2 2029-11-01 Fixed 3.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 325000.00000000 PA USD 306465.25000000 0.051895267202 Long DBT CORP US N 2 2028-03-15 Fixed 10.25000000 N N N N N N Gulf Stream Meridian 1 Ltd. N/A 402564AA6 500000.00000000 PA USD 437891.80000000 0.074150370936 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 11.71000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 700000.00000000 PA USD 647592.09000000 0.109659951817 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 39000.00000000 PA USD 38327.80000000 0.006490234773 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133LPTN7 6788559.20000000 PA USD 6136391.28000000 1.039105298674 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 1.50000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 10000.00000000 OU Notional Amount 123.09000000 0.000020843434 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Jaguar Land Rover Automotive PLC Jaguar Land Rover Automotive PLC Y sell protection 2026-06-23 0.00000000 EUR -240.37000000 EUR 10000.00000000 EUR 384.18000000 N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 45410BAA2 228875.00000000 PA USD 200073.37000000 0.033879407196 Long DBT CORP MU N 2 2026-08-10 Fixed 4.70000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 200000.00000000 PA USD 194457.00000000 0.032928359657 Long DBT CORP NL N 2 2030-09-01 Fixed 5.88000000 N N N N N N PUG LLC N/A 74530DAC9 108746.78000000 PA USD 96376.83000000 0.016319962361 Long LON CORP US N 2 2027-02-12 Variable 8.72000000 N N N N N N Carlyle Global Market Strategies 549300CVBX8ZUYQV3Q10 14310BAU5 227525.31000000 PA USD 225349.67000000 0.038159567320 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 6.27000000 N N N N N N TICP CLO Ltd N/A 87250RAD6 250000.00000000 PA USD 240336.60000000 0.040697377844 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 8.40000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 1112000.00000000 PA USD 1009576.84000000 0.170956608859 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 000000000 100000.00000000 PA 108030.14000000 0.018293274624 Long DBT CORP PT N 2 2083-04-23 Fixed 5.94000000 N N N N N N Nouryon Finance B.V. 549300K7VB5G6LULFT41 000000000 160000.00000000 PA USD 158249.60000000 0.026797182638 Long LON CORP US N 2 2028-04-03 Variable 9.32000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAQ7 62000.00000000 PA USD 61858.02000000 0.010474722587 Long LON CORP US N 2 2028-07-31 Variable 12.95000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 393000.00000000 PA USD 397874.77000000 0.067374090544 Long DBT CORP US N 2 2028-02-15 Fixed 6.13000000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483EAL4 534000.00000000 PA USD 470843.82000000 0.079730298458 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1576689.78000000 PA USD -1576689.78000000 -0.26698863061 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1576689.78000000 USD 1580620.99000000 USD AMBS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -219725.00000000 PA USD -219725.00000000 -0.03720711430 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 219725.00000000 USD 220391.50000000 USD CDS N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECN9 1000000.00000000 PA USD 819330.31000000 0.138741228783 Long DBT CORP US N 2 2032-03-15 Fixed 2.38000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -9610475.91000000 PA USD -9610475.91000000 -1.62738912582 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2023-07-17 9610475.91000000 USD 9630022.55000000 USD ACMO N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -133150.52000000 PA USD -133150.52000000 -0.02254703204 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2023-07-19 133150.52000000 USD 133581.82000000 USD CDS N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 725000.00000000 PA USD 594990.33000000 0.100752637234 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 62000.00000000 PA USD 55463.94000000 0.009391981591 Long DBT US N 2 2032-07-15 Fixed 5.63000000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 734000.00000000 PA USD 638229.44000000 0.108074528271 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 134000.00000000 PA USD 117010.22000000 0.019813915712 Long DBT CORP US N 2 2029-10-15 Fixed 4.63000000 N N N N N N Neuberger Berman CLO Ltd 549300YJLHTYDSFV8K03 64131JAL0 1243428.14000000 PA USD 1233823.65000000 0.208929423474 Long ABS-CBDO CORP KY N 2 2029-10-18 Floating 6.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJC0 1404793.85000000 PA USD 1400372.44000000 0.237131948750 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N SWF ESCROW ISSUER CORP N/A 78500AAA6 223000.00000000 PA USD 133806.32000000 0.022658081886 Long DBT CORP US N 2 2029-10-01 Fixed 6.50000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 140000.00000000 PA USD 137197.36000000 0.023232303357 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668AA21 401087.92000000 PA USD 354557.99000000 0.060039047264 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAJ4 93061.00000000 PA USD 92429.12000000 0.015651477221 Long LON CORP US N 2 2027-11-06 Floating 8.65000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 535000.00000000 PA USD 426491.30000000 0.072219868233 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -129187.50000000 PA USD -129187.50000000 -0.02187595439 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 150000.00000000 USD 147373.83000000 USD CDS N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 232000.00000000 PA USD 195455.36000000 0.033097416863 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Advisor Group, Inc. 549300XL60BDV6UW5C86 00775KAE8 33.46000000 PA USD 33.46000000 0.000005665946 Long LON CORP US N 2 2026-07-31 Floating 9.69000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -124602.50000000 PA USD -124602.50000000 -0.02109955380 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 124602.50000000 USD 125874.76000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -251066.25000000 PA USD -251066.25000000 -0.04251428222 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 251066.25000000 USD 251900.35000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXCQ3 908322.25000000 PA USD 854143.83000000 0.144636373250 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.00000000 N N N N N N Helios Software Holdings, Inc. 2138002XO5EAYFHPPT53 42328DAF5 80371.43000000 PA USD 79266.32000000 0.013422555596 Long LON CORP US N 2 2028-03-11 Variable 9.14000000 N N N N N N CDP Financial Inc 549300OXMGVYFCBFV096 125094AC6 5890000.00000000 PA USD 6338227.41000000 1.073283202686 Long DBT NUSS CA N 2 2039-11-25 Fixed 5.60000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 479000.00000000 PA USD 595502.38000000 0.100839345177 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 285000.00000000 PA USD 252658.14000000 0.042783844779 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -100200.00000000 PA USD -100200.00000000 -0.01696735852 Short RA CORP US N 2 Reverse repurchase N 5.12000000 2049-12-31 120000.00000000 USD 114254.08800000 USD CDS N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 279000.00000000 PA USD 252672.22000000 0.042786229014 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 000000000 23000.00000000 PA 25074.02000000 0.004245907057 Long DBT CORP FR N 2 2026-06-30 Fixed 8.50000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBG4 136000.00000000 PA USD 138889.84000000 0.023518899315 Long DBT CORP US N 2 2025-07-01 Fixed 8.63000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 530000.00000000 PA USD 493996.68000000 0.083650886049 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAQ4 200000.00000000 PA USD 191777.53000000 0.032474631831 Long DBT CORP US N 2 2036-01-15 Fixed 5.10000000 N N N N N N Navient Student Loan Trust N/A 63942JAA5 883748.22000000 PA USD 762193.16000000 0.129065914318 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -138875.00000000 PA USD -138875.00000000 -0.02351638638 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-07-19 138875.00000000 USD 139323.06000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -278000.00000000 PA USD -278000.00000000 -0.04707510649 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 400000.00000000 USD 279810.36000000 USD CDS N N N Galaxy CLO Ltd 549300GJYHKO4BDEN716 36320UAC4 2000000.00000000 PA USD 1969863.40000000 0.333566652321 Long ABS-CBDO CORP KY N 2 2031-05-16 Floating 6.34000000 N N N N N N Madison Park Funding Ltd N/A 55818YBJ9 1000000.00000000 PA USD 975750.70000000 0.165228662301 Long ABS-CBDO CORP KY N 2 2030-07-21 Floating 8.86000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2060473.79000000 PA USD -2060473.79000000 -0.34891015505 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 2060473.79000000 USD 2065611.24000000 USD AMBS N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 78000.00000000 PA USD 64072.71000000 0.010849746931 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -131250.00000000 PA USD -131250.00000000 -0.02222520765 Short RA CORP US N 2 Reverse repurchase N 5.08000000 2023-07-19 131250.00000000 USD 131675.98000000 USD CDS N N N BELL CANADA 549300JYAVAQRV5MNZ86 0778FPAF6 335000.00000000 PA USD 254641.60000000 0.043119713810 Long DBT CORP CA N 2 2051-03-17 Fixed 3.65000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 97966.00000000 0.016589064328 Long DBT CORP DE N 2 2028-09-21 Fixed 3.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -379186.25000000 PA USD -379186.25000000 -0.06420947159 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 379186.25000000 USD 379241.02000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 93000.00000000 PA USD 88174.40000000 0.014931004570 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 384637AA2 27000.00000000 PA USD 26460.00000000 0.004480601863 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 186000.00000000 PA USD 198166.63000000 0.033556529539 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 100000.00000000 PA 104755.23000000 0.017738718016 Long DBT CORP US N 2 2028-11-15 Fixed 9.63000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 588000.00000000 PA USD 541194.08000000 0.091643053788 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2K6 900000.00000000 PA USD 868852.03000000 0.147126985053 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 74000.00000000 PA USD 74845.38000000 0.012673936095 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 223000.00000000 PA USD 232284.38000000 0.039333855851 Long DBT CORP PA N 2 2027-08-01 Fixed 9.88000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 200000.00000000 PA USD 174718.10000000 0.029585874694 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N BX Trust N/A 05608WAA2 1638171.80000000 PA USD 1594989.76000000 0.270087456181 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.86000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -182250.00000000 PA USD -182250.00000000 -0.03086128834 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 182250.00000000 USD 182302.95000000 USD CDS N N N TCI-Symphony CLO N/A 87232BAF9 496349.31000000 PA USD 490873.58000000 0.083122036174 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.19000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 644535AH9 470000.00000000 PA USD 438876.60000000 0.074317131961 Long DBT CORP CA N 2 2027-07-15 Fixed 7.50000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AU5 631000.00000000 PA USD 644275.61000000 0.109098355957 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAD9 472864.70000000 PA USD 451387.19000000 0.076435611661 Long LON CORP US N 2 2029-03-01 Variable 9.01000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAC5 131000.00000000 PA USD 135293.03000000 0.022909833798 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -25030812.50000000 PA USD -25030812.50000000 -4.23859051877 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 25030812.50000000 USD 25419728.75000000 USD UST N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919XAB7 327299.63000000 PA USD 256167.60000000 0.043378118891 Long LON CORP US N 2 2027-03-09 Variable 8.22000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 551000.00000000 PA USD 604186.93000000 0.102309942718 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 26000.00000000 PA USD 25081.68000000 0.004247204162 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKR0 6146426.15000000 PA USD 5602172.90000000 0.948643474455 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.50000000 N N N N N N SUMMER BIDCO BV 724500EOJYP21L3XM206 000000000 112936.70000000 PA 108191.36000000 0.018320574799 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 000000000 450000.00000000 PA USD 428472.00000000 0.072555269900 Long DBT CORP KY N 2 2026-05-15 Fixed 5.88000000 N N N N N N UMBS, TBA N/A 01F042673 6100000.00000000 PA USD 5864578.13000000 0.993077841896 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 4.50000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BN0 78000.00000000 PA USD 70335.43000000 0.011910244093 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 200000.00000000 PA USD 188657.40000000 0.031946284881 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESQ4 5299117.46000000 PA USD 4829861.85000000 0.817864248089 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 3.50000000 N N N N N N Cedar Funding Ltd N/A 15033XAL0 930000.00000000 PA USD 913289.95000000 0.154651876480 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 6.85000000 N N N N N N GLOBAL PRIME CAPITAL 254900BOZNNFPDZAEZ24 000000000 200000.00000000 PA USD 190442.00000000 0.032248479971 Long DBT CORP SG N 2 2025-01-23 Fixed 5.95000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAA5 395000.00000000 PA USD 370419.15000000 0.062724895452 Long DBT CORP US N 2 2026-11-01 Fixed 4.63000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDH2 1200000.00000000 PA USD 1122182.04000000 0.190024600882 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAF2 37000.00000000 PA USD 36771.92000000 0.006226769964 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 2077000.00000000 PA USD 2063517.03000000 0.349425481840 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N Gainwell Acquisition Corp. N/A 59909TAC8 300751.42000000 PA USD 295864.21000000 0.050100140990 Long LON CORP US N 2 2027-10-01 Variable 9.34000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BA6 140000.00000000 PA USD 129896.70000000 0.021996046714 Long DBT US N 2 2035-04-15 Fixed 4.75000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAG5 66000.00000000 PA USD 70026.88000000 0.011857995805 Long DBT CORP US N 2 2031-01-01 Fixed 9.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 79000.00000000 PA USD 68610.00000000 0.011618068550 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Babson CLO Ltd 549300TE5WUQQTRVZ282 06760BAL6 250000.00000000 PA USD 244958.78000000 0.041480074304 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 8.86000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 344000.00000000 PA USD 341269.91000000 0.057788911361 Long DBT US N 2 2028-02-15 Fixed 10.50000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 770000.00000000 PA USD 844544.15000000 0.143010812248 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N Carval CLO LTD N/A 14687MAG7 250000.00000000 PA USD 239753.33000000 0.040598609868 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.51000000 N N N N N N Benefit Street Partners CLO Ltd 549300PVYNJC7QL0GC48 08179XAW5 160471.91000000 PA USD 159345.72000000 0.026982794026 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.13000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 64000.00000000 PA USD 62847.81000000 0.010642328593 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -203770.00000000 PA USD -203770.00000000 -0.03450537572 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 203770.00000000 USD 204053.01000000 USD CDS N N N Carval CLO LTD N/A 14686AAW9 500000.00000000 PA USD 462670.55000000 0.078346278473 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.45000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 404000.00000000 PA USD 364654.44000000 0.061748728772 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 20000.00000000 PA USD 15750.00000000 0.002667024918 Long LON CORP US N 2 2030-01-24 Floating 11.34000000 N N N N N N TERVITA CORP N/A 88159EAA1 77000.00000000 PA USD 81686.16000000 0.013832318998 Long DBT CORP CA N 2 2025-12-01 Fixed 11.00000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 100000.00000000 PA 98632.29000000 0.016701890489 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 476.20000000 0.000080637286 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 157000.00000000 CAD 119131.27000000 USD 2023-09-20 476.20000000 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 400000.00000000 PA USD 312748.24000000 0.052959196783 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 309000.00000000 PA USD 286566.91000000 0.048525783480 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 432000.00000000 PA USD 189146.88000000 0.032029170935 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 Y Y N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 000000000 -4249250.00000000 PA USD -4249250.00000000 -0.71954638955 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 4249250.00000000 USD 4253579.51000000 USD CDS N N N Verscend Holding Corp. N/A 92531HAD9 625127.49000000 PA USD 624214.80000000 0.105701360391 Long LON CORP US N 2 2025-08-27 Floating 9.22000000 N N N N N N BX Trust N/A 05609KAA7 463357.53000000 PA USD 449695.99000000 0.076149232452 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.88000000 N N N N N N COLT Funding LLC N/A 12663GAA5 2210660.69000000 PA USD 2151785.49000000 0.364372414053 Long ABS-MBS CORP US N 2 2067-04-25 Variable 5.16000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 431000.00000000 PA USD 445855.73000000 0.075498942350 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAD8 203000.00000000 PA USD 195780.61000000 0.033152493044 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 406000.00000000 PA USD 399505.77000000 0.067650275791 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount 1197.97000000 0.000202858148 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 K+S AG K+S AG Y sell protection 2026-12-22 578.31000000 EUR 0.00000000 EUR 10000.00000000 EUR 562.26000000 N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -248000.00000000 PA USD -248000.00000000 -0.04199505903 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 248000.00000000 USD 248745.03000000 USD CDS N N N GMAC Mortgage Corporation Loan Trust N/A 36185N7L8 93019.39000000 PA USD 83737.87000000 0.014179745137 Long ABS-MBS CORP US N 2 2035-06-19 Variable 3.89000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 100000.00000000 PA 106045.96000000 0.017957283672 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAZ1 750000.00000000 PA USD 720768.19000000 0.122051220525 Long DBT CORP US N 2 2032-10-01 Fixed 4.45000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BG0 635000.00000000 PA USD 617054.77000000 0.104488917316 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAB5 112000.00000000 PA USD 121632.00000000 0.020596544438 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc USD XXXX N N N RFC PRINCIPAL STRIP N/A 76116FAC1 6055000.00000000 PA USD 4488991.90000000 0.760143063920 Long DBT USGA US N 2 2030-04-15 None 0.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 18000.00000000 PA USD 13926.60000000 0.002358259633 Long DBT CORP US N 2 2045-06-15 Fixed 4.63000000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 09630PAJ2 500000.00000000 PA USD 454549.00000000 0.076971016490 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.16000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 363000.00000000 PA USD 354033.90000000 0.059950300529 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 65000.00000000 PA USD 56109.64000000 0.009501321146 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N Palmer Square CLO Ltd N/A 69700XAJ4 1000000.00000000 PA USD 1014929.10000000 0.171862933353 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 9.05000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 345000.00000000 PA USD 260806.23000000 0.044163600910 Long DBT US N 2 2029-08-01 Fixed 4.63000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 821000.00000000 PA USD 802423.89000000 0.135878381582 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WBA2 1350000.00000000 PA USD 1307041.14000000 0.221327700954 Long DBT CORP US N 2 2032-06-01 Fixed 4.45000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 3235000.00000000 PA USD 3219189.58000000 0.545121195403 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 24440EAG2 145000.00000000 PA USD 134306.25000000 0.022742737490 Long LON CORP US N 2 2028-04-07 Floating 12.29000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 196948.33000000 PA USD 180863.56000000 0.030626515643 Long LON CORP US N 2 2028-06-02 Floating 9.54000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 569000.00000000 PA USD 503565.00000000 0.085271136707 Long DBT CORP US N 2 2026-10-15 Fixed 2.88000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AJ4 223000.00000000 PA USD 225281.29000000 0.038147988198 Long DBT US N 2 2028-07-15 Fixed 7.25000000 N N N N N N Elmwood CLO V Ltd N/A 29003BAN1 436000.00000000 PA USD 425898.40000000 0.072119469561 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.25000000 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AE0 98000.00000000 PA USD 98857.50000000 0.016740026405 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 106000.00000000 PA USD 109842.50000000 0.018600170452 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 300000.00000000 PA USD 245887.44000000 0.041637328866 Long DBT CORP US N 2 2031-06-17 Fixed 3.63000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 36000.00000000 PA USD 32940.00000000 0.005577892115 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 214000.00000000 PA USD 178179.55000000 0.030172019037 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N Countrywide Alternative Loan Trust N/A 02149QAD2 4064158.10000000 PA USD 562223.44000000 0.095204058686 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.65000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WAJ3 780000.00000000 PA USD 833100.06000000 0.141072928236 Long DBT MUN US N 2 2029-12-01 Fixed 6.04000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109AL5 2325000.00000000 PA USD 2577530.67000000 0.436465938119 Long DBT CORP CA N 2 2038-08-15 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 225000.00000000 PA USD 192393.83000000 0.032578992939 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AB1 91000.00000000 PA USD 86541.46000000 0.014654490813 Long DBT CORP US N 2 2030-04-01 Fixed 5.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973AZ9 1900000.00000000 PA USD 1543750.00000000 0.261410775752 Long DBT CORP US N 2 2027-04-15 Fixed 5.30000000 N N N N N N City of Los Angeles CA 549300E7TO710PTXPJ65 544351RH4 2000000.00000000 PA USD 1989960.00000000 0.336969708383 Long DBT MUN US N 2 2042-09-01 Fixed 5.00000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAB7 143167.69000000 PA USD 141074.58000000 0.023888852078 Long LON CORP US N 2 2026-05-04 Variable 8.90000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 74000.00000000 PA USD 65431.43000000 0.011079825667 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N EP Purchaser, LLC 549300GGODRVQG1GH476 26881KAC8 100844.44000000 PA USD 98398.96000000 0.016662379573 Long LON CORP US N 2 2028-11-06 Variable 9.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WJ5E5 307241.18000000 PA USD 301564.18000000 0.051065344928 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N CAESARS RESORT / FINCO N/A 12770RAA1 103000.00000000 PA USD 104217.87000000 0.017647724206 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -293870.75000000 PA USD -293870.75000000 -0.04976257860 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 293870.75000000 USD 294603.47000000 USD AMBS N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAF9 1150000.00000000 PA USD 1184782.64000000 0.200625068191 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 575000.00000000 PA USD 470859.34000000 0.079732926535 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 290000.00000000 PA USD 265509.29000000 0.044959993177 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 100000.00000000 PA 101271.90000000 0.017148868625 Long DBT CORP FR N 2 2030-02-18 Fixed 2.63000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -216196.98000000 PA USD -216196.98000000 -0.03660969733 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 216196.98000000 USD 216736.03000000 USD AMBS N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 000000000 400000.00000000 PA USD 387464.00000000 0.065611183686 Long DBT CORP MU N 2 2025-01-15 Fixed 5.65000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 1055000.00000000 PA USD 1024738.80000000 0.173524058074 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AF6 1200000.00000000 PA USD 1038492.36000000 0.175853015994 Long DBT CORP US N 2 2029-12-15 Fixed 2.90000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -561093.75000000 PA USD -561093.75000000 -0.09501276272 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 665000.00000000 USD 598096.01250000 USD CDS N N N AGL CLO 3 Ltd. 549300LS0REDUXQSHW18 00119MAJ8 250000.00000000 PA USD 236037.40000000 0.039969373176 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 8.56000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAC7 180000.00000000 PA USD 174643.20000000 0.029573191508 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N Titan Acquisition Limited N/A 000000000 596404.00000000 PA USD 581243.41000000 0.098424803698 Long LON CORP CA N 2 2025-03-28 Floating 8.73000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAD3 938000.00000000 PA USD 935518.99000000 0.158416029089 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N Regional Management Issuance Trust N/A 75907JAA2 200000.00000000 PA USD 201027.76000000 0.034041018746 Long ABS-O CORP US N 2 2032-11-17 Fixed 7.10000000 N N N N N N ALM Loan Funding N/A 00166DAA9 285000.00000000 PA USD 259175.61000000 0.043887480010 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 11.26000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 925000.00000000 PA USD 928922.00000000 0.157298928345 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Cedar Funding Ltd S6XOOCT0IEG5ABCC6L87 15034AAC9 500000.00000000 PA USD 491307.55000000 0.083195522447 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.86000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBJ9 307000.00000000 PA USD 321947.83000000 0.054517008577 Long DBT CORP KY N 2 2031-07-15 Fixed 8.50000000 N N N N N N ORGANON & CO/ORG N/A 68622TAB7 387000.00000000 PA USD 319284.40000000 0.054065996884 Long DBT CORP US N 2 2031-04-30 Fixed 5.13000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 1381000.00000000 PA USD 1349476.53000000 0.228513494132 Long DBT CORP US N 2 2033-07-25 Fixed 4.91000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBF5 1000000.00000000 PA USD 977924.80000000 0.165596813341 Long DBT CORP FR N 2 2023-12-18 Fixed 7.88000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 841000.00000000 PA USD 715486.61000000 0.121156864622 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N Voya CLO Ltd N/A 92920LAE7 1000000.00000000 PA USD 1004033.10000000 0.170017860115 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 9.10000000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 258000.00000000 PA USD 230435.28000000 0.039020738659 Long DBT CORP MU N 2 2026-10-31 Fixed 5.38000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAE0 32000.00000000 PA USD 30019.50000000 0.005083349494 Long DBT CORP US N 2 2027-02-01 Fixed 4.88000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AN9 11000.00000000 PA USD 10744.90000000 0.001819486733 Long DBT CORP US N 2 2026-03-15 Fixed 5.63000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AF2 245000.00000000 PA USD 228095.00000000 0.038624447543 Long DBT US N 2 2027-10-15 Fixed 4.75000000 N N N N N N Cedar Funding Ltd N/A 15033EAA6 250000.00000000 PA USD 247824.48000000 0.041965337371 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.23000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 1419000.00000000 PA USD 1333860.00000000 0.225869070345 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 4600000.00000000 PA USD 4396637.77000000 0.744504285124 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAN8 101000.00000000 PA USD 100459.65000000 0.017011326340 Long DBT CORP US N 2 2030-07-25 Fixed 9.38000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 99000.00000000 PA USD 87873.64000000 0.014880075401 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 39000.00000000 PA USD 35652.78000000 0.006037260487 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 000000000 200000.00000000 PA USD 189676.00000000 0.032118769426 Long DBT CORP TH N 2 2025-09-23 Fixed 5.00000000 N N N N N N Apidos CLO Ltd 5493003SQW0Q40KVFQ19 03765XAN6 250000.00000000 PA USD 236532.38000000 0.040053190572 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 8.20000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86880NAX1 112681.69000000 PA USD 112464.21000000 0.019044117493 Long LON CORP US N 2 2026-08-31 Floating 8.90000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BA7 577000.00000000 PA USD 377935.00000000 0.063997591277 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -177187.50000000 PA USD -177187.50000000 -0.03000403033 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 177187.50000000 USD 178996.68000000 USD CDS N N N CIFC Funding Ltd 254900RRJV30GDUWIX97 12553DAQ0 500000.00000000 PA USD 483132.35000000 0.081811175646 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.35000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 503000.00000000 PA USD 450785.23000000 0.076333678816 Long DBT CORP US N 2 2029-10-01 Fixed 5.13000000 N N N N N N VALARIS LTD N/A 91889FAC5 366000.00000000 PA USD 367229.76000000 0.062184820366 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N N Generate CLO Ltd. N/A 98625UBA9 1750000.00000000 PA USD 1721371.05000000 0.291488221239 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 8.85000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BK5 500000.00000000 PA USD 452000.00000000 0.076539381791 Long DBT CORP GB N 2 2033-03-15 Fixed 4.87000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAB5 449000.00000000 PA USD 422962.89000000 0.071622385224 Long DBT CORP US N 2 2029-07-01 Fixed 5.88000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 96000.00000000 PA USD 96120.00000000 0.016276472074 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -826250.00000000 PA USD -826250.00000000 -0.13991297390 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 826250.00000000 USD 826369.35000000 USD CDS N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 200000.00000000 PA USD 45754.00000000 0.007747749722 Long DBT NUSS UA N 2 2035-03-15 Fixed 7.25000000 Y Y N N N N Verus Securitization Trust 984500BADC7CFE3B0756 924934AA0 1560000.00000000 PA USD 1559972.54000000 0.264157818192 Long ABS-MBS CORP US N 2 2068-06-25 Variable 6.48000000 N N N N N N ILIAD SA 969500FZ9BTRZS3JNB97 000000000 100000.00000000 PA 107581.01000000 0.018217221234 Long DBT CORP FR N 2 2027-06-14 Fixed 5.38000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 446000.00000000 PA USD 406079.74000000 0.068763478445 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 1451000.00000000 PA USD 1124032.82000000 0.190338002557 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 263000.00000000 PA USD 14465.00000000 0.002449429552 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 357000.00000000 PA USD 357600.47000000 0.060554245358 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -1597500.00000000 PA USD -1597500.00000000 -0.27051252745 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 1597500.00000000 USD 1624371.28000000 USD UST N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 26090000.00000000 OU Notional Amount USD -399746.68000000 -0.06769107026 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S40 2I65BYEC5 Y buy protection 2028-06-21 0.00000000 USD -173054.11000000 USD 26090000.00000000 USD -226692.57000000 N N N DISH DBS CORP N/A 25470XBD6 52000.00000000 PA USD 24146.00000000 0.004088760868 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXDJ8 2155178.79000000 PA USD 2082721.10000000 0.352677401410 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.00000000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 23585WAA2 100000.00000000 PA USD 100320.00000000 0.016987678719 Long DBT CORP MH N 2 2028-03-01 Fixed 8.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -161713.75000000 PA USD -161713.75000000 -0.02738378418 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 209000.00000000 USD 171785.46000000 USD CDS N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 240000.00000000 PA USD 238686.25000000 0.040417915967 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 85000.00000000 PA USD 76712.50000000 0.012990104702 Long DBT CORP US N 2 2026-12-01 Fixed 4.63000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AB6 204000.00000000 PA USD 178512.24000000 0.030228355070 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 129000.00000000 PA USD 128032.50000000 0.021680372564 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -122227.50000000 PA USD -122227.50000000 -0.02069738338 Short RA CORP US N 2 Reverse repurchase N 0.00000000 2049-12-31 122227.50000000 USD 122227.50000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 000000000 -6000437.50000000 PA USD -6000437.50000000 -1.01608357683 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 6000437.50000000 USD 6000437.50000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 81000.00000000 PA USD 83130.27000000 0.014076857243 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 109204.47000000 PA USD 109231.77000000 0.018496752539 Long LON CORP US N 2 2026-02-06 Variable 8.43000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 3000000.00000000 PA USD 2638987.41000000 0.446872709992 Long DBT CORP GB N 2 2027-11-24 Fixed 2.28000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 138000.00000000 PA USD 147111.48000000 0.024911110030 Long DBT CORP US N 2 2037-12-15 Fixed 7.77000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAE3 580000.00000000 PA USD 557920.18000000 0.094475366517 Long DBT CORP AU N 2 2026-02-02 Fixed 4.13000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 31000.00000000 PA USD 28485.58000000 0.004823603281 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05552VAA0 210000.00000000 PA USD 195300.89000000 0.033071259698 Long DBT CORP US N 2 2027-05-01 Fixed 7.63000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 149000.00000000 PA USD 122574.84000000 0.020756200169 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAH0 110440.76000000 PA USD 109578.22000000 0.018555418620 Long LON CORP US N 2 2027-12-15 Variable 8.20000000 N N N N N N HONGKONG & SHANGHAI BANK 2HI3YI5320L3RW6NJ957 000000000 25000.00000000 PA USD 24851.25000000 0.004208184318 Long DBT CORP HK N 2 2023-07-31 Floating 5.46000000 N N N N N N LIGADO NETWORKS LLC N/A 53225HAA8 179332.00000000 PA USD 68146.16000000 0.011539524243 Long DBT CORP US N 2 2023-11-01 Fixed 15.50000000 N N Y N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAA7 220000.00000000 PA USD 184250.00000000 0.031199958174 Long DBT CORP US N 2 2027-09-15 Fixed 3.88000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAC1 66000.00000000 PA USD 60918.13000000 0.010315566393 Long DBT CORP US N 2 2027-04-15 Fixed 9.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 172000.00000000 PA USD 167603.14000000 0.028381063543 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 000000000 110000.00000000 PA 119581.92000000 0.020249394314 Long DBT CORP US N 2 2030-12-15 Fixed 6.38000000 N N N N N N COLT Funding LLC N/A 12597QAD8 3820000.00000000 PA USD 3359662.88000000 0.568908229784 Long ABS-MBS CORP US N 2 2065-04-27 Variable 3.36000000 N N N N N N SMB Private Education Loan Trust N/A 83192CAB3 283201.53000000 PA USD 263609.99000000 0.044638375373 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAUR1 1831721.49000000 PA USD 1757150.75000000 0.297546973714 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.00000000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 514000.00000000 PA USD 466455.00000000 0.078987117994 Long DBT CORP XX N 2 2026-04-15 Fixed 7.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 804000.00000000 PA USD 740154.36000000 0.125333975983 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 343000.00000000 PA USD 210247.00000000 0.035602157972 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -89062.50000000 PA USD -89062.50000000 -0.01508139090 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2023-07-19 89062.50000000 USD 89284.41000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -90055.00000000 PA USD -90055.00000000 -0.01524945581 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 90055.00000000 USD 90325.54000000 USD CDS N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 120000.00000000 PA USD 114164.26000000 0.019331995316 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1964094.40000000 PA USD -1964094.40000000 -0.33258975919 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1964094.40000000 USD 1968991.54000000 USD AMBS N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAA2 269000.00000000 PA USD 254585.52000000 0.043110217508 Long DBT CORP US N 2 2027-09-30 Fixed 5.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1124446.66000000 PA USD -1124446.66000000 -0.19040808011 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1124446.66000000 USD 1127250.28000000 USD AMBS N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 146000.00000000 PA USD 130670.00000000 0.022126993404 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 400000.00000000 PA USD 347673.86000000 0.058873323693 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 1279000.00000000 PA USD 1110197.96000000 0.187995277708 Long DBT CORP US N 2 2028-08-15 Fixed 6.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -119925.00000000 PA USD -119925.00000000 -0.02030748973 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 119925.00000000 USD 120323.42000000 USD CDS N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 235000.00000000 PA USD 214124.43000000 0.036258742253 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 160000.00000000 PA USD 165878.88000000 0.028089086122 Long DBT CORP US N 2 2032-11-02 Fixed 6.13000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AF6 400000.00000000 PA USD 360743.67000000 0.061086498864 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1364718.83000000 PA USD -1364718.83000000 -0.23109454771 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1364718.83000000 USD 1368121.53000000 USD AMBS N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 190000.00000000 PA USD 189061.40000000 0.032014696187 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Octagon Investment Partners XXII Ltd 549300MQ9W5DWZ8QX450 67572YBW1 500000.00000000 PA USD 458959.15000000 0.077717808868 Long ABS-CBDO CORP KY N 2 2030-01-22 Floating 8.02000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429MAA1 700000.00000000 PA USD 695265.20000000 0.117732673869 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.15000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AK0 200000.00000000 PA USD 174420.00000000 0.029535395955 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.38000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000JAV0 1700000.00000000 PA USD 1581024.14000000 0.267722589098 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.64000000 N N N N N N Palmer Square CLO Ltd N/A 69688AAQ4 250000.00000000 PA USD 247407.50000000 0.041894728098 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.76000000 N N N N N N JP Morgan Mortgage Trust N/A 46656NAA7 341678.82000000 PA USD 317375.21000000 0.053742704356 Long ABS-MBS CORP US N 2 2063-07-25 Variable 4.63000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 139000.00000000 PA USD 133440.00000000 0.022596051119 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N SEALED AIR/SEALED AIR US Q0M0CZB4YN6JZ65WXI09 812127AA6 113000.00000000 PA USD 112166.95000000 0.018993780996 Long DBT CORP US N 2 2028-02-01 Fixed 6.13000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AE3 145000.00000000 PA USD 144570.80000000 0.024480884197 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BK6 81000.00000000 PA USD 70516.20000000 0.011940854766 Long DBT CORP US N 2 2033-04-30 Fixed 5.63000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 200000.00000000 PA USD 183777.00000000 0.031119862759 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Whetstone Park CLO Ltd 549300M54M5QSBMB3780 96329YAC1 725000.00000000 PA USD 719222.48000000 0.121789477853 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXCK6 2861363.45000000 PA USD 2814973.34000000 0.476673272572 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.50000000 N N N N N N Bayview Commercial Asset Trust N/A 07325XAA8 672632.50000000 PA USD 595419.54000000 0.100825317473 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.42000000 N N N N N N Brown Group Holding, LLC 25490094PF4HHK9QS109 11565HAD8 224733.86000000 PA USD 224131.57000000 0.037953300459 Long LON CORP US N 2 2029-07-02 Variable 9.01000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 2506000.00000000 PA USD 2450620.23000000 0.414975569489 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 152000.00000000 PA USD 139499.67000000 0.023622164827 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 279000.00000000 PA USD 262829.13000000 0.044506148510 Long DBT CORP LU N 2 2026-11-01 Fixed 4.50000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 520000.00000000 PA USD 490382.78000000 0.083038926598 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCZ1 300000.00000000 PA USD 292196.82000000 0.049479123814 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N Trimaran CAVU Ltd N/A 89624UAJ1 500000.00000000 PA USD 478488.45000000 0.081024801232 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 8.51000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AE4 500000.00000000 PA USD 444799.30000000 0.075320051865 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 609771.20000000 PA USD 611293.63000000 0.103513355161 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 124000.00000000 PA USD 115642.40000000 0.019582296028 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N FORVIA 969500F0VMZLK2IULV85 000000000 100000.00000000 PA 98794.22000000 0.016729310892 Long DBT CORP FR N 2 2028-06-15 Fixed 3.75000000 N N N N N N Madison Park Funding Ltd N/A 55820TAN8 600000.00000000 PA USD 582248.70000000 0.098595034395 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 7.29000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAE4 750000.00000000 PA USD 720776.25000000 0.122052585364 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 8.07000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 606000.00000000 PA USD 422513.02000000 0.071546206525 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N York CLO Ltd 549300EJZ6JIZVXIHF06 986255AY3 250000.00000000 PA USD 245664.25000000 0.041599535007 Long ABS-CBDO CORP KY N 2 2029-10-22 Floating 7.37000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAD1 200000.00000000 PA USD 164750.00000000 0.027897927323 Long DBT CORP KY N 2 2029-12-04 Fixed 5.38000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 379000.00000000 PA USD 361822.40000000 0.061269165518 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAC5 250000.00000000 PA USD 245589.68000000 0.041586907702 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNDE9 7092791.01000000 PA USD 6244462.42000000 1.057405516030 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 000000000 200000.00000000 PA USD 198348.00000000 0.033587241813 Long DBT CORP IN N 2 2024-04-18 Fixed 5.95000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YS7 1907000.00000000 PA USD 2007449.32000000 0.339931260907 Long DBT MUN US N 2 2057-04-01 Fixed 7.06000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AT4 119000.00000000 PA USD 119511.70000000 0.020237503616 Long DBT CORP BM N 2 2028-09-15 Fixed 6.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAA6 109000.00000000 PA USD 109180.94000000 0.018488145245 Long DBT CORP US N 2 2028-02-15 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 800000.00000000 PA USD 607148.07000000 0.102811367109 Long DBT CORP US N 2 2041-04-22 Fixed 3.11000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78449CAA6 374673.19000000 PA USD 358535.27000000 0.060712539637 Long ABS-O CORP US N 2 2050-05-16 Fixed 4.48000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 -181500.00000000 PA USD -181500.00000000 -0.03073428715 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 181500.00000000 USD 182102.98000000 USD CDS N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 307000.00000000 PA USD 278854.24000000 0.047219759158 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 2400000.00000000 PA USD 2367700.18000000 0.400934309832 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 50000.00000000 PA USD 50394.50000000 0.008533548397 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N VERITAS US INC/BERMUDA L N/A 92346LAE3 189000.00000000 PA USD 153357.57000000 0.025968791152 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBK2 1500000.00000000 PA USD 1346895.29000000 0.228076400075 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 66000.00000000 PA USD 55980.29000000 0.009479417674 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1964.72000000 -0.00033269569 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 100000.00000000 EUR 107572.55000000 USD 2023-09-20 -1964.72000000 N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 200000.00000000 PA USD 9000.00000000 0.001524014239 Long DBT CORP KY N 2 2023-12-15 None 0.00000000 Y N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 232000.00000000 PA USD 187898.84000000 0.031817834187 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N Flatiron CLO Ltd 5493008L4GGS612L9S27 33883GAA5 1500000.00000000 PA USD 1488537.45000000 0.252061363265 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.20000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -806250.00000000 PA USD -806250.00000000 -0.13652627559 Short RA CORP US N 2 Reverse repurchase N 5.17000000 2049-12-31 806250.00000000 USD 807176.29000000 USD CDS N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 3390000.00000000 PA USD 3343387.50000000 0.566152239687 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 4000.00000000 OU Notional Amount -4082.22000000 -0.00069126237 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y sell protection 2028-06-21 0.00000000 EUR -2728.00000000 EUR 4000.00000000 EUR -1064.52000000 N N N Lehman Brothers Small Balance Commercial N/A 86359DZP5 395962.21000000 PA USD 393822.79000000 0.066687948853 Long ABS-MBS CORP US N 2 2031-04-25 Floating 6.15000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 2000000.00000000 PA USD 1960802.00000000 0.332032240918 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 000000000 200000.00000000 PA 193709.38000000 0.032801761487 Long DBT CORP XX N 2 2026-08-15 Fixed 2.13000000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 166000.00000000 PA USD 146106.28000000 0.024740894573 Long DBT CORP US N 2 2029-10-31 Fixed 4.38000000 N N N N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BQ2 500000.00000000 PA USD 465351.46000000 0.078800250141 Long DBT CORP US N 2 2048-10-01 Fixed 5.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 2140000.00000000 PA USD 2037864.31000000 0.345081580668 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBJ3 432780.00000000 PA USD 441435.60000000 0.074750460010 Long LON CORP KY N 2 2028-04-20 Floating 10.00000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAJ5 6000.00000000 PA USD 5625.66000000 0.000952620660 Long DBT CORP US N 2 2029-02-15 Fixed 5.63000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 328000.00000000 PA USD 265680.00000000 0.044988900341 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TB55YBQBSW5Z77 38138BAG5 250000.00000000 PA USD 245701.80000000 0.041605893533 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.80000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAA1 96000.00000000 PA USD 76798.34000000 0.013004640411 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 70000.00000000 PA USD 57864.45000000 0.009798471749 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202VEV9 24849.54000000 PA USD 24948.77000000 0.004224697858 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CL9 1670000.00000000 PA USD 1467800.42000000 0.248549860043 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 228000.00000000 PA USD 222942.96000000 0.037752027285 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 000000000 200000.00000000 PA USD 161250.00000000 0.027305255119 Long DBT CORP BR N 2 2030-01-24 Fixed 4.88000000 N N N N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 78351MAA0 132000.00000000 PA USD 116846.40000000 0.019786175266 Long DBT CORP US N 2 2030-02-01 Fixed 4.38000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAD7 1500000.00000000 PA USD 1403392.05000000 0.237643274154 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.24000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -141513.75000000 PA USD -141513.75000000 -0.02396321889 Short RA CORP US N 2 Reverse repurchase N 5.14000000 2049-12-31 141513.75000000 USD 141675.39000000 USD CDS N N N IVORY COAST 254900ICW11T82O6H590 000000000 400000.00000000 PA USD 384604.00000000 0.065126885828 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N GGAM FINANCE LTD N/A 36170JAA4 30000.00000000 PA USD 30015.30000000 0.005082638288 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N FORMULA ONE HOLDINGS LIMITED 549300BBG8Z3D6QSYP53 000000000 63000.00000000 PA USD 62968.50000000 0.010662765624 Long LON CORP LU N 2 2030-01-15 Variable 8.10000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36267EAD3 1080862.39000000 PA USD 867602.84000000 0.146915453570 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.50000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 24440EAB3 103457.16000000 PA USD 100205.50000000 0.016968289871 Long LON CORP US N 2 2027-04-09 Variable 8.99000000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VAN9 250000.00000000 PA USD 244188.10000000 0.041349571271 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.90000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467JAA0 250000.00000000 PA USD 239407.38000000 0.040540028454 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 12.11000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1437811.41000000 PA USD -1437811.41000000 -0.24347167357 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2023-07-17 1437811.41000000 USD 1440735.76000000 USD ACMO N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -269800.00000000 PA USD -269800.00000000 -0.04568656019 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 355000.00000000 USD 279882.24850000 USD CDS N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBA4 56000.00000000 PA USD 55854.79000000 0.009458166143 Long DBT CORP US N 2 2025-09-29 Fixed 7.05000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCK8 1000000.00000000 PA USD 970420.95000000 0.164326149536 Long DBT CORP US N 2 2032-09-15 Fixed 4.55000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 92000.00000000 PA USD 79580.00000000 0.013475672572 Long DBT CORP US N 2 2029-12-01 Fixed 4.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -605662.50000000 PA USD -605662.50000000 -0.10255980823 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 605662.50000000 USD 607655.30000000 USD CDS N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 820000.00000000 PA USD 816202.74000000 0.138211621982 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -355781.25000000 PA USD -355781.25000000 -0.06024618789 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 355781.25000000 USD 356860.45000000 USD CDS N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 111000.00000000 PA USD 101116.97000000 0.017122633567 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N MERLIN ENTERTAINMENTS 549300ZTI0VEFO6WV007 59010QAB2 200000.00000000 PA USD 192748.56000000 0.032639061114 Long DBT CORP GB N 2 2026-06-15 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -697743.75000000 PA USD -697743.75000000 -0.11815237892 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 697743.75000000 USD 697845.50000000 USD CDS N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 200000.00000000 PA USD 192750.00000000 0.032639304956 Long DBT CORP IE N 2 2024-12-03 Fixed 7.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 194000.00000000 PA USD 179104.68000000 0.030328675847 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N CHINA SCE GRP HLDGS LTD 549300Q8UEI2ERAP6P49 000000000 200000.00000000 PA USD 58924.00000000 0.009977890559 Long DBT CORP KY N 2 2024-04-09 Fixed 7.38000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -560000.00000000 PA USD -560000.00000000 -0.09482755266 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 560000.00000000 USD 561779.56000000 USD CDS N N N Corning Inc 549300X2937PB0CJ7I56 219350BF1 2000000.00000000 PA USD 1619917.66000000 0.274308620020 Long DBT CORP US N 2 2057-11-15 Fixed 4.38000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 122000.00000000 PA USD 104817.37000000 0.017749240488 Long DBT CORP US N 2 2030-11-15 Fixed 3.88000000 N N N N N N Madison Park Funding Ltd N/A 55820TAJ7 983122.62000000 PA USD 974873.43000000 0.165080109860 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.26000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -596250.00000000 PA USD -596250.00000000 -0.10096594334 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 596250.00000000 USD 598041.23000000 USD CDS N N N CORELOGIC INC 54930086CD8K2UIL0516 21871DAD5 480000.00000000 PA USD 387000.00000000 0.065532612285 Long DBT CORP US N 2 2028-05-01 Fixed 4.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 628000.00000000 PA USD 568445.44000000 0.096257660530 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 100000.00000000 PA 98890.03000000 0.016745534870 Long DBT CORP DE N 2 2027-02-11 Fixed 3.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AX4 500000.00000000 PA USD 415525.34000000 0.070362948323 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -138052.50000000 PA USD -138052.50000000 -0.02337710841 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-07-21 138052.50000000 USD 138394.76000000 USD CDS N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 25000.00000000 OU Notional Amount -107.82000000 -0.00001825769 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 661.28000000 EUR 0.00000000 EUR 25000.00000000 EUR -874.02000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 4809.44000000 0.000814406115 N/A DFE US N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 30687000.00000000 JPY 220027.83000000 USD 2023-09-20 4809.44000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 165000.00000000 PA USD 162345.59000000 0.027490776759 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 200000.00000000 PA USD 178900.00000000 0.030294016377 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Carlyle Global Market Strategies 549300CVBX8ZUYQV3Q10 14310BAS0 1000000.00000000 PA USD 922571.30000000 0.156223533098 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 8.67000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 77000.00000000 PA USD 64197.72000000 0.010870915489 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 4000000.00000000 PA USD 3795172.88000000 0.642655278819 Long DBT CORP US N 2 2029-07-23 Fixed 4.27000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 291000.00000000 PA USD 277874.27000000 0.047053816021 Long DBT CORP US N 2 2027-09-01 Fixed 6.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBL6 2068287.93000000 PA USD 1918493.31000000 0.324867902473 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 400000.00000000 PA USD 279810.36000000 0.047381663657 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N Navient Student Loan Trust N/A 63942CAC6 770000.00000000 PA USD 675983.39000000 0.114467590203 Long ABS-O CORP US N 2 2060-04-15 Fixed 3.48000000 N N N N N N Cedar Funding Ltd N/A 15033EAJ7 250000.00000000 PA USD 229778.93000000 0.038909595687 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.85000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1810000.00000000 PA USD -1810000.00000000 -0.30649619699 Short RA CORP US N 2 Reverse repurchase N 4.67000000 2049-12-31 1600000.00000000 USD 1834158.97600000 USD AMBS N N N Delta TopCo, Inc. N/A 24780DAC1 113265.11000000 PA USD 109422.02000000 0.018528968506 Long LON CORP US N 2 2027-12-01 Variable 9.07000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 1821000.00000000 PA USD 1678493.53000000 0.284227560015 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 107000.00000000 PA USD 101770.81000000 0.017233351508 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N AZZURRA AEROPORTI SPA 8156004064432D3D0F19 000000000 100000.00000000 PA 97777.66000000 0.016557171790 Long DBT CORP IT N 2 2027-05-30 Fixed 2.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -821677.50000000 PA USD -821677.50000000 -0.13913869000 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 821677.50000000 USD 830067.28000000 USD CDS N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 100000.00000000 PA 111327.53000000 0.018851637881 Long DBT CORP NL N 2 2029-09-15 Fixed 7.38000000 N N N N N N DISH DBS CORP N/A 25470XBE4 613000.00000000 PA USD 491731.74000000 0.083267352625 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BU3 1000000.00000000 PA USD 816903.04000000 0.138330207223 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 228000.00000000 PA USD 211857.60000000 0.035874888787 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAD8 423000.00000000 PA USD 365070.15000000 0.061819122989 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 000000000 100000.00000000 PA 108710.83000000 0.018408539208 Long DBT CORP US N 2 2030-12-15 Fixed 6.38000000 N N N N N N Discovery Purchaser Corporation 2549001LSO1ZBIPA5D65 25471NAC0 360190.00000000 PA USD 343869.79000000 0.058229161821 Long LON CORP US N 2 2029-10-04 Variable 9.62000000 N N N N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 67590GBL2 500000.00000000 PA USD 486556.40000000 0.082390986864 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 6.66000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAF3 39000.00000000 PA USD 37178.28000000 0.006295580901 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Radiate Holdco, LLC 5493000GQJ5RDX9DNJ71 75025KAH1 38415.00000000 PA USD 31948.60000000 0.005410013480 Long LON CORP US N 2 2026-09-25 Variable 8.47000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 290000.00000000 PA USD 292526.58000000 0.049534963696 Long DBT CORP US N 2 2034-05-25 Fixed 6.17000000 N N N N N N NELNET STUDENT LOAN TRUST N/A 64035GAA7 429595.93000000 PA USD 421466.73000000 0.071369033096 Long ABS-O CORP US N 2 2062-04-20 Floating 5.89000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 53000.00000000 PA USD 47306.50000000 0.008010642178 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BB2 31000.00000000 PA USD 30597.21000000 0.005181175968 Long DBT CORP US N 2 2026-06-15 Fixed 6.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -855461.25000000 PA USD -855461.25000000 -0.14485945845 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 855461.25000000 USD 858248.63000000 USD CDS N N N JP Morgan Mortgage Trust N/A 46629AAM3 42212.23000000 PA USD 15047.57000000 0.002548078993 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ASK0 2000000.00000000 PA USD 1427500.00000000 0.241725591829 Long DBT CORP FR N 2 2031-02-25 Fixed 4.63000000 N N N N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 146000.00000000 PA USD 137969.17000000 0.023362997739 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 595000.00000000 PA USD 544551.24000000 0.092211538193 Long DBT CORP GB N 2 2026-06-27 Fixed 6.75000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BJ4 1500000.00000000 PA USD 1345439.40000000 0.227829867065 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AM6 184000.00000000 PA USD 186874.08000000 0.031644306539 Long DBT CORP US N 2 2028-06-01 Fixed 9.38000000 N N N N N N GRAND CANYON UNIVERSITY N/A 38528UAE6 702000.00000000 PA USD 635661.00000000 0.107639601700 Long DBT CORP US N 2 2028-10-01 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VHH2 5138626.94000000 PA USD 318620.05000000 0.053953499232 Long ABS-MBS USGA US N 2 2041-04-16 Floating 1.51000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1864748.57000000 PA USD -1864748.57000000 -0.31576704146 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1864748.57000000 USD 1869398.01000000 USD AMBS N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AL5 100000.00000000 PA USD 114000.00000000 0.019304180363 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 500000.00000000 PA USD 415605.23000000 0.070376476489 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 000000000 100000.00000000 PA 84079.17000000 0.014237539144 Long DBT CORP LU N 2 2028-01-15 Fixed 3.00000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -2741250.00000000 PA USD -2741250.00000000 -0.46418933702 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 2741250.00000000 USD 2749961.08000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -517435.00000000 PA USD -517435.00000000 -0.08761981198 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2023-07-19 517435.00000000 USD 517580.74000000 USD CDS N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AH2 86000.00000000 PA USD 76110.00000000 0.012888080416 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N Athenahealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 1222025.30000000 PA USD 1174671.82000000 0.198912953341 Long LON CORP US N 2 2029-02-15 Variable 8.59000000 N N N N N N CIM Trust N/A 12570DAA4 1337577.54000000 PA USD 1316277.29000000 0.222891703633 Long ABS-MBS CORP US N 2 2058-04-25 Variable 6.03000000 N N N N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 004498AB7 262000.00000000 PA USD 255450.00000000 0.043256604156 Long DBT CORP US N 2 2026-08-15 Fixed 5.75000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 169000.00000000 PA USD 154635.22000000 0.026185141906 Long DBT CORP CA N 2 2027-02-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BZF8 213863.38000000 PA USD 221980.77000000 0.037589094923 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 200000.00000000 PA USD 155970.72000000 0.026411288686 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N York CLO Ltd 549300EJZ6JIZVXIHF06 986255BA4 250000.00000000 PA USD 244010.58000000 0.041319510937 Long ABS-CBDO CORP KY N 2 2029-10-22 Floating 8.28000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -158847.50000000 PA USD -158847.50000000 -0.02689842798 Short RA CORP US N 2 Reverse repurchase N 3.50000000 2023-07-19 158847.50000000 USD 158862.94000000 USD CDS N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 229000.00000000 PA USD 219321.48000000 0.037138784276 Long DBT CORP US N 2 2028-05-15 Fixed 4.88000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 95000.00000000 PA USD 94360.03000000 0.015978447703 Long DBT CORP US N 2 2029-06-08 Fixed 6.31000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 96000.00000000 PA USD 75000.00000000 0.012700118660 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AJ1 9000.00000000 PA USD 8882.06000000 0.001504042879 Long DBT CORP US N 2 2025-08-15 Fixed 5.75000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAK5 210000.00000000 PA USD 201034.64000000 0.034042183770 Long DBT CORP US N 2 2025-03-15 Fixed 3.45000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 989000.00000000 PA USD 863826.70000000 0.146276021223 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAD6 200000.00000000 PA USD 193000.00000000 0.032681638685 Long DBT CORP AE N 2 2033-11-22 Fixed 4.38000000 N N N N N N Dryden Senior Loan Fund N/A 26254CAE1 500000.00000000 PA USD 502307.55000000 0.085058206517 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 8.46000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 244000.00000000 PA USD 234589.24000000 0.039724149124 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1020312.50000000 PA USD -1020312.50000000 -0.17277453093 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 1020312.50000000 USD 1021491.53000000 USD CDS N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527AM8 35000.00000000 PA USD 32880.24000000 0.005567772660 Long DBT CORP US N 2 2028-02-01 Fixed 5.13000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 345000.00000000 PA USD 308007.39000000 0.052156405349 Long DBT CORP US N 2 2028-07-01 Fixed 4.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 159000.00000000 PA USD 139341.08000000 0.023595310002 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N PPM CLO 2 Ltd. 549300JBW1DIZLGMSY83 69377PAQ7 250000.00000000 PA USD 229273.18000000 0.038823954554 Long ABS-CBDO CORP KY N 2 2032-04-16 Floating 8.67000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 200000.00000000 PA USD 153100.00000000 0.025925175558 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -935000.00000000 PA USD -935000.00000000 -0.15832814596 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 935000.00000000 USD 936080.44000000 USD CDS N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 95000.00000000 PA USD 87316.40000000 0.014785715212 Long DBT CORP BM N 2 2027-09-15 Fixed 5.88000000 N N N N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 000000000 225454.00000000 PA USD 11272.70000000 0.001908861701 Long DBT CORP KY N 2 2026-12-30 Fixed 9.00000000 Y N Y N N N Octagon Investment Partners XXI Ltd 549300XIS9D4AHDX5A35 67590QBK2 250000.00000000 PA USD 247095.18000000 0.041841841417 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 6.32000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 799902.45000000 PA USD 777315.92000000 0.131626725604 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.44000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AX1 1000000.00000000 PA USD 954567.79000000 0.161641656027 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 576000.00000000 PA USD 504495.36000000 0.085428679139 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 45000.00000000 PA USD 42644.26000000 0.007221162162 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 140000.00000000 PA USD 130085.27000000 0.022027978199 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -109827.50000000 PA USD -109827.50000000 -0.01859763042 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2049-12-31 223000.00000000 USD 133806.31982000 USD CDS N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 126000.00000000 PA USD 116747.43000000 0.019769416190 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -228386.25000000 PA USD -228386.25000000 -0.03867376633 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 228386.25000000 USD 229145.00000000 USD CDS N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 200000.00000000 PA USD 128000.00000000 0.021674869179 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CR9 7000.00000000 PA USD 6765.25000000 0.001145593036 Long DBT CORP US N 2 2026-12-08 Fixed 4.35000000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635AR7 25000.00000000 PA USD 25117.50000000 0.004253269739 Long DBT CORP US N 2 2026-05-17 Fixed 8.00000000 N N N N N N Roper Industrial Products Investment Company LLC N/A 000000000 204000.00000000 PA USD 202980.00000000 0.034371601141 Long LON CORP US N 2 2029-11-22 Variable 9.74000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 85000.00000000 PA USD 82850.27000000 0.014029443466 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAA1 496000.00000000 PA USD 465500.96000000 0.078825565711 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N Regatta Funding 254900TUAAER6MTE4E64 75887XAJ6 370000.00000000 PA USD 352537.26000000 0.059696867121 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 8.11000000 N N N N N N SMB Private Education Loan Trust N/A 78449HAB3 243000.00000000 PA USD 243525.54000000 0.041237376730 Long ABS-O CORP US N 2 2056-10-16 Floating 7.20000000 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 000000000 178000.00000000 PA USD 175330.00000000 0.029689490728 Long DBT CORP CO N 2 2024-04-17 Fixed 4.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 222000.00000000 PA 199213.81000000 0.033733853676 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 24000.00000000 PA USD 22628.88000000 0.003831859481 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BD0 800000.00000000 PA USD 674067.53000000 0.114143168211 Long DBT CORP US N 2 2045-03-01 Fixed 3.80000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CJ2 550000.00000000 PA USD 468071.50000000 0.079260847885 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -284500.00000000 PA USD -284500.00000000 -0.04817578345 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 400000.00000000 USD 311000.00000000 USD CDS N N N KOBE US MIDCO 2 INC N/A 499894AA1 176000.00000000 PA USD 116160.00000000 0.019669943780 Long DBT CORP US N 2 2026-11-01 Fixed 9.25000000 N N Y N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 164000.00000000 PA USD 163343.44000000 0.027659747604 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380XAA5 284379.12000000 PA USD 263332.90000000 0.044591454361 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.30000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAQ4 91000.00000000 PA USD 64672.30000000 0.010951278453 Long DBT CORP US N 2 2030-04-15 Fixed 5.25000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 62000.00000000 PA USD 57736.66000000 0.009776832440 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CH3 400000.00000000 PA USD 392564.85000000 0.066474935690 Long DBT CORP US N 2 2033-03-15 Fixed 4.70000000 N N N N N N City & County Honolulu HI Wastewater System Revenue N/A 4387012C7 1000000.00000000 PA USD 664624.00000000 0.112544048857 Long DBT MUN US N 2 2045-07-01 Fixed 2.62000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1807686.71000000 PA USD -1807686.71000000 -0.30610447622 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1807686.71000000 USD 1812193.88000000 USD AMBS N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AX7 132000.00000000 PA USD 117810.00000000 0.019949346391 Long DBT CORP US N 2 2028-01-15 Fixed 3.75000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAA3 183000.00000000 PA USD 183563.35000000 0.031083684355 Long DBT CORP CA N 2 2030-12-15 Fixed 10.50000000 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 000000000 100000.00000000 PA 109529.23000000 0.018547122903 Long DBT CORP IT N 2 2028-06-01 Floating 7.59000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 1500000.00000000 PA USD 1358655.53000000 0.230067819321 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AB6 928000.00000000 PA USD 830278.17000000 0.140595083731 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N 522 Funding CLO LTD N/A 33834WAE2 500000.00000000 PA USD 496237.40000000 0.084030318180 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 7.65000000 N N N N N N TIERRA MOJADA LUX II SRL 254900H2U8PBIY32VI94 000000000 182793.30000000 PA USD 155641.18000000 0.026355486058 Long DBT CORP LU N 2 2040-12-01 Fixed 5.75000000 N N N N N N Voya CLO Ltd N/A 92915UAJ3 250000.00000000 PA USD 244393.80000000 0.041384403463 Long ABS-CBDO CORP KY N 2 2030-06-07 Floating 6.91000000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AC4 78000.00000000 PA USD 75562.50000000 0.012795369550 Long DBT CORP US N 2 2025-12-15 Fixed 4.63000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 000000000 330951.00000000 PA USD 329296.25000000 0.055761352657 Long LON CORP LU N 2 2029-02-01 Floating 9.44000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 1100000.00000000 PA USD 1055004.98000000 0.178649179106 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAV8 139194.52000000 PA USD 138980.16000000 0.023534193645 Long LON CORP US N 2 2029-11-10 Variable 9.07000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 4021.00000000 OU Notional Amount -1003.13000000 -0.00016986493 N/A DCR XX N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 ADLER Real Estate AG ADLER Real Estate AG Y sell protection 2027-12-21 0.00000000 EUR -865.64000000 EUR 4021.00000000 EUR -160.51000000 N N N GTCR AP Finance Inc N/A 40060QAA3 148000.00000000 PA USD 145075.88000000 0.024566411876 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 1096168.08000000 PA USD 1089350.13000000 0.184465012178 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.18000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G3A0 2150000.00000000 PA USD 2249492.76000000 0.380917666359 Long DBT CORP US N 2 2037-08-07 Fixed 6.15000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAA8 208000.00000000 PA USD 198120.00000000 0.033548633452 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N MIDAS OPCO HOLDINGS LLC N/A 59565JAA9 69000.00000000 PA USD 59045.54000000 0.009998471524 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 187000.00000000 PA USD 187165.50000000 0.031693654120 Long DBT CORP US N 2 2025-10-02 Fixed 7.13000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10148.78000000 0.001718542803 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5061000.00000000 EUR 5553830.06000000 USD 2023-09-20 10148.78000000 N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 47000.00000000 PA USD 39245.00000000 0.006645548757 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -896250.00000000 PA USD -896250.00000000 -0.15176641798 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 896250.00000000 USD 905401.21000000 USD CDS N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 333000.00000000 PA USD 319063.02000000 0.054028509520 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBR9 350000.00000000 PA USD 259290.25000000 0.043906892565 Long DBT CORP US N 2 2041-06-01 Fixed 2.95000000 N N N N N N Freddie Mac N/A 31335B6T8 580482.40000000 PA USD 573906.23000000 0.097182362943 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -165500.00000000 PA USD -165500.00000000 -0.02802492850 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 165500.00000000 USD 165691.24000000 USD CDS N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPAR9 1707610.80000000 PA USD 1619194.40000000 0.274186146849 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 19688PAA1 363590.15000000 PA USD 363883.28000000 0.061618144458 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.79000000 N N N N N N CIFC Funding Ltd 549300PC4RPZFE70AI24 12549AAS9 500000.00000000 PA USD 467172.90000000 0.079108683530 Long ABS-CBDO CORP KY N 2 2030-07-16 Floating 8.81000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1106875.00000000 PA USD -1106875.00000000 -0.18743258455 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 1106875.00000000 USD 1108154.06000000 USD CDS N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 65000.00000000 PA USD 60679.85000000 0.010275217270 Long DBT CORP US N 2 2026-05-15 Fixed 4.88000000 N N N N N N DirecTV Financing, LLC N/A 25460HAB8 555570.05000000 PA USD 542530.82000000 0.091869410543 Long LON CORP US N 2 2027-08-02 Variable 10.22000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAD0 200000.00000000 PA USD 201974.66000000 0.034201361977 Long DBT CORP US N 2 2030-05-15 Fixed 6.50000000 N N N N N N Spruce Hill Mortgage Loan Trust N/A 85213XAA9 715843.84000000 PA USD 674770.15000000 0.114262146310 Long ABS-MBS CORP US N 2 2057-07-25 Variable 4.10000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 412000.00000000 PA USD 371201.12000000 0.062857310276 Long DBT CORP US N 2 2028-11-15 Fixed 4.13000000 N N N N N N CMG MEDIA CORPORATION N/A 88146LAA1 213000.00000000 PA USD 149280.19000000 0.025278348354 Long DBT CORP US N 2 2027-12-15 Fixed 8.88000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687ET9 500000.00000000 PA USD 509751.45000000 0.086318718695 Long DBT CORP US N 2 2043-10-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJE6 2918745.30000000 PA USD 2923060.72000000 0.494976239927 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 700000.00000000 PA USD 578758.68000000 0.098004052153 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 400000.00000000 PA USD 24000.00000000 0.004064037971 Long DBT CORP KY N 2 2023-06-01 Fixed 11.88000000 Y Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBF87 2119985.36000000 PA USD 2012351.24000000 0.340761327116 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 000000000 188000.00000000 PA USD 168502.52000000 0.028533359980 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85000000 N N N N N N OZLM Ltd 5493002HF6D1C4B1AK86 67112AAG6 1000000.00000000 PA USD 901791.80000000 0.152704838222 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 7.92000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -181750.00000000 PA USD -181750.00000000 -0.03077662088 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 181750.00000000 USD 183605.77000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -921050.00000000 PA USD -921050.00000000 -0.15596592389 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 921050.00000000 USD 922114.32000000 USD CDS N N N Birch Grove CLO Ltd. N/A 09075JAS8 1000000.00000000 PA USD 980639.20000000 0.166056456036 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 8.90000000 N N N N N N HPCL-MITTAL ENERGY LTD 3358008CSQJBZUGQXP26 000000000 200000.00000000 PA USD 192412.00000000 0.032582069754 Long DBT CORP IN N 2 2026-10-22 Fixed 5.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 500000.00000000 PA USD 482183.20000000 0.081650451411 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12528YAF0 550000.00000000 PA USD 459459.94000000 0.077802610100 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -33170400.00000000 PA USD -33170400.00000000 -5.61690688002 Short RA CORP US N 2 Reverse repurchase N 5.12000000 2049-12-31 33170400.00000000 USD 33203063.63000000 USD UST N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313586752 10000.00000000 NS USD 23500.00000000 0.003979370513 Long EP USGSE US N 2 N N N GARDEN SPINCO CORP N/A 365417AA2 136000.00000000 PA USD 146166.12000000 0.024751027574 Long DBT CORP US N 2 2030-07-20 Fixed 8.63000000 N N N N N N Banc of America Funding Corporation 54930023UHZHF7UJ8596 05951GAQ5 217836.28000000 PA USD 178278.82000000 0.030188828914 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 03959KAA8 331000.00000000 PA USD 317760.00000000 0.053807862738 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N Galaxy CLO Ltd 549300XTB6S9P2VMDV60 36320KAA0 350000.00000000 PA USD 348262.88000000 0.058973065345 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 13.21000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 14000.00000000 PA USD 13597.50000000 0.002302531513 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAR4 2000000.00000000 PA USD 1880446.44000000 0.318425238958 Long DBT CORP US N 2 2044-01-31 Fixed 5.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -241931.25000000 PA USD -241931.25000000 -0.04096740776 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-07-19 241931.25000000 USD 242696.36000000 USD CDS N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 299000.00000000 PA USD 266296.88000000 0.045093359664 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 303000.00000000 PA USD 308463.09000000 0.052233571269 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 219000.00000000 PA USD 188828.37000000 0.031975236071 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A 38431AAA4 192000.00000000 PA USD 190560.00000000 0.032268461491 Long DBT CORP US N 2 2028-12-15 Fixed 9.88000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 200000.00000000 PA USD 12000.00000000 0.002032018985 Long DBT CORP KY N 2 2022-04-17 None 0.00000000 Y N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 339000.00000000 PA USD 294309.83000000 0.049836930184 Long DBT CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 89000.00000000 PA USD 88017.32000000 0.014904405441 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 64971PKR5 165000.00000000 PA USD 125592.72000000 0.021267232624 Long DBT MUN US N 2 2040-03-01 Fixed 3.19000000 N N N N N N GoldenTree Loan Opportunities X, Limited 549300IGEA8MXF2YEF61 38137PAY6 250000.00000000 PA USD 241282.05000000 0.040857475540 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 8.30000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549JAF1 798572.22000000 PA USD 667524.92000000 0.113035275900 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.00000000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 765000.00000000 PA USD 710169.47000000 0.120256487170 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBE5 1250000.00000000 PA USD 1110904.89000000 0.188114985640 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -88297.50000000 PA USD -88297.50000000 -0.01495184969 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 88297.50000000 USD 88562.76000000 USD CDS N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 301000.00000000 PA USD 258849.86000000 0.043832319161 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAC4 347000.00000000 PA USD 325784.42000000 0.055166677221 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932RAJ3 333556.18000000 PA USD 332909.08000000 0.056373130920 Long LON CORP US N 2 2028-04-21 Floating 9.29000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 649902T37 1900000.00000000 PA USD 2015761.30000000 0.341338769338 Long DBT MUN US N 2 2040-03-15 Fixed 5.60000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAR9 54000.00000000 PA USD 46415.15000000 0.007859705501 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECR0 900000.00000000 PA USD 912301.59000000 0.154484512623 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 122000.00000000 PA USD 120255.40000000 0.020363437993 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 129000.00000000 PA USD 113070.83000000 0.019146839439 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAN9 37000.00000000 PA USD 35384.95000000 0.005991907517 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount 557.23000000 0.000094358494 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 VIRGIN MEDIA FINANCE PLC VIRGIN MEDIA FINANCE PLC Y sell protection 2025-12-23 537.40000000 EUR 0.00000000 EUR 10000.00000000 EUR -162.91000000 N N N PetSmart, Inc. N/A 71677HAL9 0.16000000 PA USD 0.16000000 0.000000027093 Long LON CORP US N 2 2028-02-11 Floating 8.95000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 000000000 -3920000.00000000 PA USD -3920000.00000000 -0.66379286863 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 3920000.00000000 USD 3923994.04000000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -5444557.53000000 PA USD -5444557.53000000 -0.92195368910 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 5444557.53000000 USD 5458132.63000000 USD AMBS N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 200000.00000000 PA USD 192478.00000000 0.032593245859 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N CHOBANI LLC/FINANCE CORP 549300ISVDMZ91KNTR38 17027NAA0 803000.00000000 PA USD 798994.05000000 0.135297589915 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N ALTERYX INC 549300XWZG0JHL7I0827 02156BAG8 174000.00000000 PA USD 170917.59000000 0.028942315654 Long DBT CORP US N 2 2028-03-15 Fixed 8.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -148350.00000000 PA USD -148350.00000000 -0.02512083470 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 172000.00000000 USD 153718.87680000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -263811.65000000 PA USD -263811.65000000 -0.04467252345 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 263811.65000000 USD 264469.42000000 USD AMBS N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 126000.00000000 PA USD 122113.66000000 0.020678106293 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AX0 120000.00000000 PA USD 114254.09000000 0.019347206671 Long DBT CORP US N 2 2030-06-30 Fixed 7.38000000 N N N N N N PECF USS Intermediate Holding III Corporation 254900DIL842DEXPYJ91 69291LAB2 93488.90000000 PA USD 76193.45000000 0.012902211414 Long LON CORP US N 2 2028-12-15 Floating 9.52000000 N N N N N N CIFC Funding Ltd 549300UDPJ30BQP2HX62 12550MAJ9 217190.21000000 PA USD 215666.58000000 0.036519882093 Long ABS-CBDO CORP KY N 2 2029-04-19 Floating 6.14000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 5404.00000000 OU Notional Amount -1348.15000000 -0.00022828886 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 ADLER Real Estate AG ADLER Real Estate AG Y sell protection 2027-12-21 0.00000000 EUR -1175.00000000 EUR 5404.00000000 EUR -204.52000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 446000.00000000 PA USD 384813.35000000 0.065162336093 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 435000.00000000 PA USD 388781.25000000 0.065834240104 Long DBT CORP GB N 2 2027-05-22 Fixed 6.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46593EAA3 1700000.00000000 PA USD 1663743.59000000 0.281729880172 Long ABS-MBS CORP US N 2 2039-03-15 Floating 6.47000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BL5 124000.00000000 PA USD 134842.44000000 0.022833533178 Long DBT CORP LR N 2 2027-08-15 Fixed 11.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 100000.00000000 PA 121240.48000000 0.020530246432 Long DBT CORP US N 2 2024-06-14 Fixed 2.75000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CH4 870000.00000000 PA USD 891822.19000000 0.151016635155 Long DBT CORP US N 2 2041-11-15 Fixed 6.00000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 78397YAC6 135184.00000000 PA USD 12568.59000000 0.002128301125 Long DBT CORP GB N 2 2032-05-17 Fixed 4.00000000 N N Y N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -948750.00000000 PA USD -948750.00000000 -0.16065650104 Short RA CORP US N 2 Reverse repurchase N 4.93000000 2049-12-31 948750.00000000 USD 957012.56000000 USD CDS N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 000000000 100000.00000000 PA 111415.70000000 0.018866568141 Long DBT CORP NL N 2 2028-05-15 Fixed 6.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 59000.00000000 PA USD 62599.00000000 0.010600196373 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DT0 385000.00000000 PA USD 431174.38000000 0.073012877189 Long DBT CORP US N 2 2028-11-30 Fixed 7.63000000 N N N N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 2312721.01000000 PA USD 2224335.75000000 0.376657706197 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAN1 750000.00000000 PA USD 653019.37000000 0.110578979817 Long DBT US N 2 2029-11-15 Fixed 3.10000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 1090000.00000000 PA USD 1026659.89000000 0.173849365687 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 75000.00000000 PA USD 71662.66000000 0.012134990473 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -352455.59000000 PA USD -352455.59000000 -0.05968303753 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 352455.59000000 USD 353334.38000000 USD AMBS N N N BANK NEGARA INDONESIA 549300HZ8J3MLVXQ8F85 000000000 252000.00000000 PA USD 232253.28000000 0.039328589535 Long DBT CORP ID N 2 2026-03-30 Fixed 3.75000000 N N N N N N Buttermilk Park CLO Ltd N/A 124166AL3 250000.00000000 PA USD 225235.80000000 0.038140285153 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 8.36000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -148730.00000000 PA USD -148730.00000000 -0.02518518197 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 148730.00000000 USD 149219.36000000 USD CDS N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 200000.00000000 PA USD 205096.00000000 0.034729913822 Long DBT CORP FR N 2 2033-03-15 Fixed 9.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDT4 550000.00000000 PA USD 551339.70000000 0.093361061493 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 89000.00000000 PA USD 89707.82000000 0.015190666116 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 30191BAB7 200000.00000000 PA USD 181000.00000000 0.030649619699 Long DBT CORP IT N 2 2026-08-15 Fixed 7.38000000 N N N N N N Verus Securitization Trust N/A 924923AA3 526895.14000000 PA USD 526923.17000000 0.089226490449 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.79000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 411417.00000000 PA USD 399477.18000000 0.067645434506 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 200000.00000000 PA USD 180250.00000000 0.030522618513 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N KASIKORNBANK PCL HK 5493004COSQ54937AW41 000000000 300000.00000000 PA USD 282138.00000000 0.047775814380 Long DBT CORP TH N 2 2025-10-14 Fixed 5.28000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 155000.00000000 PA USD 129769.88000000 0.021974571660 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 532522AA7 2294412.72000000 PA USD 2237052.40000000 0.378811079050 Long DBT CORP KY N 2 2034-07-05 Fixed 5.88000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAP9 252000.00000000 PA USD 224367.57000000 0.037993263499 Long DBT CORP CA N 2 2029-08-15 Fixed 4.38000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 049362AA4 400000.00000000 PA USD 336500.00000000 0.056981199054 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -192343.24000000 PA USD -192343.24000000 -0.03257042628 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 192343.24000000 USD 192822.82000000 USD AMBS N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 200000.00000000 PA USD 178142.00000000 0.030165660511 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 279000.00000000 PA USD 248396.66000000 0.042062227423 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 582000.00000000 PA USD 521812.06000000 0.088361001070 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJA4 1154775.70000000 PA USD 1154087.04000000 0.195427231360 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AH3 200000.00000000 PA USD 171318.00000000 0.029010119048 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 000000000 207765.68000000 PA USD 207468.58000000 0.035131674456 Long LON CORP CA N 2 2028-08-11 Floating 8.84000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AL7 180000.00000000 PA USD 176400.00000000 0.029870679088 Long DBT CORP US N 2 2028-07-15 Fixed 6.38000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 75000.00000000 PA USD 62604.41000000 0.010601112475 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 983130AX3 125000.00000000 PA USD 118406.59000000 0.020050369908 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 393000.00000000 PA USD 348632.50000000 0.059035654916 Long DBT CORP US N 2 2029-07-01 Fixed 4.88000000 N N N N N N Marble Point CLO LTD 2549003LUS5LG1CTZP23 56606CAG8 250000.00000000 PA USD 234994.38000000 0.039792753472 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 9.00000000 N N N N N N Chobani, LLC 549300ISVDMZ91KNTR38 17026YAH2 32670.15000000 PA USD 32452.24000000 0.005495297317 Long LON CORP US N 2 2027-10-25 Variable 8.72000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -192750.00000000 PA USD -192750.00000000 -0.03263930495 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 192750.00000000 USD 193329.05000000 USD CDS N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 42000.00000000 PA USD 34843.23000000 0.005900175406 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 3249.00000000 OU Notional Amount -810.53000000 -0.00013725102 N/A DCR XX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ADLER Real Estate AG ADLER Real Estate AG Y sell protection 2027-12-21 0.00000000 EUR -715.15000000 EUR 3249.00000000 EUR -134.39000000 N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -310325.62000000 PA USD -310325.62000000 -0.05254896263 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 310325.62000000 USD 311099.37000000 USD AMBS N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CAN3 2960000.00000000 PA USD 2794305.62000000 0.473173505953 Long DBT CORP FI N 2 2024-09-23 Fixed 6.13000000 N N N N N N CIFC Funding Ltd N/A 12569EAJ6 500000.00000000 PA USD 499736.45000000 0.084622829516 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 8.92000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCT8 935000.00000000 PA USD 911093.08000000 0.154279869684 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N Grab Holdings Inc N/A 000000000 22992.98000000 PA USD 22945.15000000 0.003885415035 Long LON CORP SG N 2 2026-01-29 Floating 9.70000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAA3 48000.00000000 PA USD 43559.95000000 0.007376220451 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 366000.00000000 PA USD 354670.47000000 0.060058094056 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 950000.00000000 PA USD 857972.74000000 0.145284741401 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AV7 350000.00000000 PA USD 245610.28000000 0.041590396001 Long DBT CORP US N 2 2041-08-19 Fixed 2.75000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 620000.00000000 PA USD 513497.64000000 0.086953079462 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 14000.00000000 PA USD 13195.00000000 0.002234374209 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 83000.00000000 PA USD 44618.10000000 0.007555402191 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 315000.00000000 PA USD 247805.59000000 0.041962138635 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 340000.00000000 PA USD 293634.91000000 0.049722642663 Long DBT CORP US N 2 2029-07-01 Fixed 6.13000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 9132.00000000 OU Notional Amount -2278.19000000 -0.00038577711 N/A DCR XX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ADLER Real Estate AG ADLER Real Estate AG Y sell protection 2027-12-21 0.00000000 EUR -2010.11000000 EUR 9132.00000000 EUR -377.75000000 N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 47000.00000000 PA USD 46720.05000000 0.007911335717 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AP6 59000.00000000 PA USD 42480.00000000 0.007193347209 Long DBT CORP US N 2 2044-10-15 Fixed 5.60000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 32000.00000000 PA USD 29499.24000000 0.004995251311 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -497267.50000000 PA USD -497267.50000000 -0.08420475007 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-07-19 497267.50000000 USD 498824.22000000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1714406.31000000 PA USD -1714406.31000000 -0.29030884758 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1714406.31000000 USD 1718680.90000000 USD AMBS N N N GSR Mortgage Loan Trust N/A 362669AK9 82538.68000000 PA USD 54608.56000000 0.009247135891 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 124000.00000000 PA USD 114404.90000000 0.019372744070 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -218428.75000000 PA USD -218428.75000000 -0.03698761391 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 218428.75000000 USD 219147.44000000 USD CDS N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 1007000.00000000 PA USD 976518.11000000 0.165358611609 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573MAD1 2000000.00000000 PA USD 1609256.00000000 0.272503228725 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.54000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -488262.50000000 PA USD -488262.50000000 -0.08267988916 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 488262.50000000 USD 493247.93000000 USD CDS N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 665000.00000000 PA USD 598096.01000000 0.101278537294 Long DBT CORP US N 2 2027-10-15 Fixed 7.38000000 N N N N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 86765LAN7 4000.00000000 PA USD 3846.50000000 0.000651346752 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 389000.00000000 PA USD 389356.72000000 0.065931687267 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 106.00000000 NC USD -83436.50000000 -0.01412871267 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU3 Comdty 2023-09-29 11440342.75000000 USD -83436.50000000 N N N Credit Suisse Mortgage Trust N/A 12663DAC8 2810517.68000000 PA USD 2726571.73000000 0.461703793415 Long ABS-MBS CORP US N 2 2067-05-25 Variable 5.17000000 N N N N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 10318UAB5 279000.00000000 PA USD 270861.57000000 0.045866321059 Long LON CORP US N 2 2026-02-27 Variable 10.72000000 N N N N N N Dewolf Park clo, ltd N/A 25211AAL3 280000.00000000 PA USD 260017.44000000 0.044030031222 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 8.11000000 N N N N N N Generate CLO Ltd. 5493009C48K5WG4EX118 98625TAJ4 248307.49000000 PA USD 245654.82000000 0.041597938178 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 6.42000000 N N N N N N Madison Park Funding Ltd N/A 55821WAA8 500000.00000000 PA USD 467533.50000000 0.079169745700 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 11.52000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 117000.00000000 PA USD 104832.29000000 0.017751766965 Long DBT CORP US N 2 2029-04-15 Fixed 4.38000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -139025.00000000 PA USD -139025.00000000 -0.02354178662 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 139025.00000000 USD 139469.34000000 USD CDS N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 600000.00000000 PA USD 463791.17000000 0.078536038566 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659VAJ9 300000.00000000 PA USD 292307.28000000 0.049497828549 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.19000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 227000.00000000 PA USD 230786.36000000 0.039080188761 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 600000.00000000 PA USD 600765.31000000 0.101730542984 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Octagon Investment Partners XV Ltd 549300VYCI9AZ4NZBX86 67590EBG8 2722056.82000000 PA USD 2705200.48000000 0.458084894603 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 6.24000000 N N N N N N Dryden Senior Loan Fund N/A 26253LAG7 250000.00000000 PA USD 230561.08000000 0.039042040991 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 8.26000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -413640.00000000 PA USD -413640.00000000 -0.07004369443 Short RA CORP US N 2 Reverse repurchase N 2.25000000 2023-07-19 413640.00000000 USD 414234.61000000 USD CDS N N N Grinding Media Inc. 254900IYFJ03EGFQ8C34 39854KAB6 62874.99000000 PA USD 61028.35000000 0.010334230488 Long LON CORP US N 2 2028-10-12 Variable 9.20000000 N N N N N N Voya CLO Ltd N/A 92917JAC1 1000000.00000000 PA USD 965532.80000000 0.163498415069 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.51000000 N N N N N N Amneal Pharmaceuticals LLC 54930037VIXE7LRZ1M66 03167DAH7 48084.48000000 PA USD 46241.40000000 0.007830283560 Long LON CORP US N 2 2025-05-04 Variable 8.72000000 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAG9 500000.00000000 PA USD 436025.21000000 0.073834292077 Long DBT CORP GB N 2 2044-06-14 Fixed 4.60000000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 75972JAB0 0.24000000 PA USD 0.24000000 0.000000040640 Long LON CORP US N 2 2030-03-15 Floating 9.99000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 11000.00000000 0.001862684070 Long DBT CORP KY N 2 2026-01-13 None 0.00000000 Y N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AS8 200000.00000000 PA USD 189542.00000000 0.032096078547 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.38000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 174000.00000000 PA USD 153194.82000000 0.025941231894 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 200000.00000000 PA USD 166820.00000000 0.028248450598 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 2775000.00000000 PA USD 3009224.96000000 0.509566854224 Long DBT CORP US N 2 2037-09-15 Fixed 6.35000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1000000.00000000 PA USD 819324.28000000 0.138740207694 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 51000.00000000 PA USD 50601.02000000 0.008568519444 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311RAA4 172000.00000000 PA USD 182540.16000000 0.030910422563 Long DBT CORP US N 2 2037-09-15 Fixed 6.75000000 N N N N N N Verus Securitization Trust N/A 92538UAA9 3027469.88000000 PA USD 2764747.86000000 0.468168345162 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 137000.00000000 PA USD 115734.35000000 0.019597866373 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 200000.00000000 PA USD 8000.00000000 0.001354679323 Long DBT CORP KY N 2 2024-04-14 None 0.00000000 Y N N N N N Aruba Investments, Inc. 254900GMIYFF4FZ0A357 04317JAF5 64400.00000000 PA USD 56672.00000000 0.009596548329 Long LON CORP US N 2 2028-11-24 Floating 12.94000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAF4 67000.00000000 PA USD 64655.00000000 0.010948348959 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAQ8 1625000.00000000 PA USD 1688448.27000000 0.285913245071 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 200000.00000000 PA USD 183856.00000000 0.031133240218 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAE0 640000.00000000 PA USD 373481.60000000 0.063243475164 Long DBT CORP US N 2 2028-09-15 Fixed 6.50000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1980610.62000000 PA USD -1980610.62000000 -0.33538653191 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1980610.62000000 USD 1985548.94000000 USD AMBS N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 118000.00000000 PA USD 99723.68000000 0.016886700922 Long DBT CORP US N 2 2029-11-15 Fixed 4.63000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 000000000 93460.99000000 PA USD 82869.06000000 0.014032625269 Long LON CORP FR N 2 2028-08-15 Variable 10.49000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 2000000.00000000 PA USD 1601100.00000000 0.271122133155 Long DBT CORP CH N 2 2027-02-12 Fixed 4.88000000 N N N N N N Onslow Bay Financial LLC N/A 673919AL0 1763218.00000000 PA USD 1763190.14000000 0.298569653310 Long ABS-MBS CORP US N 2 2063-06-25 Variable 6.57000000 N N N N N N Verscend Escrow Corp N/A 92535WAA8 1355000.00000000 PA USD 1359189.66000000 0.230158266180 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 802000.00000000 PA USD 739158.73000000 0.125165381061 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAG8 1400000.00000000 PA USD 1486014.94000000 0.251634214248 Long DBT CORP US N 2 2039-10-15 Fixed 6.13000000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAS5 1000000.00000000 PA USD 954436.10000000 0.161619356312 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 8.47000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 102300.03000000 0.017322966932 Long DBT CORP JP N 2 2025-09-19 Fixed 3.13000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 320000.00000000 PA USD 310076.80000000 0.052506828716 Long DBT CORP US N 2 2025-09-15 Fixed 5.63000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 174000.00000000 PA USD 155564.93000000 0.026342574271 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AJ7 280000.00000000 PA USD 276850.00000000 0.046880371347 Long DBT CORP US N 2 2031-05-01 Fixed 6.75000000 N N N N N N Regatta XVIII Funding Ltd N/A 75884EAC6 850000.00000000 PA USD 831187.97000000 0.140749144637 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.71000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -111510.00000000 PA USD -111510.00000000 -0.01888253642 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 111510.00000000 USD 111844.99000000 USD CDS N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -133600.00000000 PA USD -133600.00000000 -0.02262314470 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 133600.00000000 USD 134082.44000000 USD CDS N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 926317.16000000 PA USD 882974.78000000 0.149518459731 Long LON CORP US N 2 2026-08-21 Floating 8.81000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -634147.50000000 PA USD -634147.50000000 -0.10738331330 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 634147.50000000 USD 636254.28000000 USD CDS N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 69000.00000000 PA USD 59729.19000000 0.010114237339 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 788000.00000000 PA USD 806008.16000000 0.136485323639 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -29486137.50000000 PA USD -29486137.50000000 -4.99303260102 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 29486137.50000000 USD 29875886.90000000 USD UST N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 32000.00000000 PA USD 30553.78000000 0.005173821753 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DY0 800000.00000000 PA USD 641039.22000000 0.108550322130 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AF0 150000.00000000 PA USD 149873.55000000 0.025378824920 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAE8 28000.00000000 PA USD 28000.00000000 0.004741377633 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 129000.00000000 PA USD 111285.01000000 0.018844437761 Long DBT CORP NL N 2 2029-07-15 Fixed 4.13000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 200000.00000000 PA USD 205218.00000000 0.034750572682 Long DBT CORP NL N 2 2029-09-15 Fixed 7.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -972500.00000000 PA USD -972500.00000000 -0.16467820529 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 972500.00000000 USD 982429.77000000 USD CDS N N N Freddie Mac 254900HROIFWPRGM1V77 3137BBHG8 1729627.03000000 PA USD 1620823.98000000 0.274462091640 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 4.00000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 200000.00000000 PA USD 165985.88000000 0.028107204958 Long DBT CORP NL N 2 2030-01-15 Fixed 4.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 200000.00000000 PA USD 204248.40000000 0.034586385548 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAH5 121000.00000000 PA USD 117099.81000000 0.019829086427 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N N AGPS BONDCO PLC 89450071QI2G8XS48K39 000000000 100000.00000000 PA 41465.61000000 0.007021575564 Long DBT CORP GB N 2 2026-11-13 Fixed 5.50000000 Y Y N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AG7 18000.00000000 PA USD 14958.32000000 0.002532965852 Long DBT CORP US N 2 2042-12-01 Fixed 5.88000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1820129.51000000 PA USD -1820129.51000000 -0.30821147671 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1820129.51000000 USD 1824667.70000000 USD AMBS N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 685000.00000000 PA USD 725401.30000000 0.122835767815 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Magenta Buyer LLC N/A 55910RAE3 280000.00000000 PA USD 180600.00000000 0.030581885733 Long LON CORP US N 2 2029-07-27 Floating 13.53000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 12000.00000000 PA USD 11232.20000000 0.001902003637 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -558955.25000000 PA USD -558955.25000000 -0.09465064000 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 558955.25000000 USD 560348.91000000 USD AMBS N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 400000.00000000 PA USD 307953.67000000 0.052147308677 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 224947.89000000 PA USD 223016.13000000 0.037764417521 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 508000.00000000 PA USD 375907.96000000 0.063654342630 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAA9 49000.00000000 PA USD 42445.05000000 0.007187428953 Long DBT CORP US N 2 2028-08-01 Fixed 6.13000000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AN6 105000.00000000 PA USD 87958.03000000 0.014894365574 Long DBT CORP US N 2 2030-10-15 Fixed 4.13000000 N N N N N N ABJA Investment Co 254900E6OE5YJ9WCCU19 000000000 250000.00000000 PA USD 248430.00000000 0.042067873049 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 69867DAA6 743000.00000000 PA USD 738215.30000000 0.125005625422 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 212000.00000000 PA USD 199632.73000000 0.033804791459 Long DBT CORP US N 2 2029-02-01 Fixed 5.38000000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 249000.00000000 PA USD 220104.37000000 0.037271354887 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 000000000 200000.00000000 PA USD 177125.00000000 0.029993446902 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1061415.00000000 PA USD -1061415.00000000 -0.17973461930 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 1374000.00000000 USD 1233508.50000000 USD CDS N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAW5 104000.00000000 PA USD 94900.00000000 0.016069883477 Long DBT CORP US N 2 2030-07-15 Fixed 5.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 73000.00000000 PA USD 68290.13000000 0.011563903390 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50221DAA7 90000.00000000 PA USD 75167.90000000 0.012728549992 Long DBT CORP US N 2 2029-10-15 Fixed 6.63000000 N N N N N N CLEAR CHANNEL INTL BV N/A 18452MAB2 256000.00000000 PA USD 254716.98000000 0.043132478276 Long DBT CORP NL N 2 2025-08-01 Fixed 6.63000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 1044000.00000000 PA USD 905877.86000000 0.153396750846 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAT6 202000.00000000 PA USD 187621.64000000 0.031770894549 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N Digicel International Finance Limited 5493007V023VOEW4FK27 000000000 371305.27000000 PA USD 339744.32000000 0.057530575707 Long LON CORP LC N 2 2024-05-28 Floating 8.98000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -190417.50000000 PA USD -190417.50000000 -0.03224433126 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 190417.50000000 USD 191044.03000000 USD CDS N N N Voya CLO 2017-4, Ltd. N/A 92916QAA0 227369.73000000 PA USD 225832.69000000 0.038241359470 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.39000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 500000.00000000 PA USD 473881.02000000 0.080244602463 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KU4 500000.00000000 PA USD 479370.32000000 0.081174132614 Long DBT CORP US N 2 2032-07-27 Fixed 4.40000000 N N N N N N OT MERGER CORP N/A 688777AA9 78000.00000000 PA USD 48751.23000000 0.008255285410 Long DBT CORP US N 2 2029-10-15 Fixed 7.88000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAN4 89124.06000000 PA USD 87910.19000000 0.014886264592 Long LON CORP US N 2 2027-07-30 Variable 8.47000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 236000.00000000 PA USD 238173.56000000 0.040331099649 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Sterling Bank Trust N/A 859245AB8 623816.04000000 PA USD 6238.16000000 0.001056338296 Long ABS-O CORP US N 3 2030-03-30 Fixed 2.08000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -107250.00000000 PA USD -107250.00000000 -0.01816116968 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-07-21 107250.00000000 USD 107275.32000000 USD CDS N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AC7 65000.00000000 PA USD 65082.51000000 0.011020741329 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 99000.00000000 PA USD 80513.73000000 0.013633785663 Long DBT CORP US N 2 2028-05-01 Fixed 6.63000000 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 136000.00000000 PA USD 123423.37000000 0.020899885925 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 138000.00000000 PA USD 129037.41000000 0.021850538914 Long DBT CORP LR N 2 2027-07-15 Fixed 5.38000000 N N N N N N Freeport LNG Investments, LLLP 549300LR5YVRZH4YPQ33 35670CAB4 170381.24000000 PA USD 166655.00000000 0.028220510337 Long LON CORP US N 2 2028-12-21 Floating 8.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -157750.00000000 PA USD -157750.00000000 -0.02671258291 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 157750.00000000 USD 158210.10000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -125750.00000000 PA USD -125750.00000000 -0.02129386562 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 125750.00000000 USD 126127.77000000 USD CDS N N N TPGI Trust N/A 87267HAA5 1033308.77000000 PA USD 1003805.01000000 0.169979236514 Long ABS-MBS CORP US N 2 2026-06-15 Floating 5.89000000 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 63000.00000000 PA USD 58114.67000000 0.009840842731 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BU6 665000.00000000 PA USD 674730.95000000 0.114255508381 Long DBT CORP US N 2 2030-05-15 Fixed 10.50000000 N N N N N N HUSKY III HOLDING LTD N/A 44810RAA6 241000.00000000 PA USD 219310.00000000 0.037136840311 Long DBT CORP CA N 2 2025-02-15 Fixed 13.00000000 N N Y N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBG4 92000.00000000 PA USD 81073.89000000 0.013728640309 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1673170.73000000 PA USD -1673170.73000000 -0.28332622412 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1673170.73000000 USD 1677342.50000000 USD AMBS N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FMT8 1100000.00000000 PA USD 1152807.70000000 0.195210594429 Long DBT MUN US N 2 2039-03-15 Fixed 5.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -3625000.00000000 PA USD -3625000.00000000 -0.61383906856 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 3625000.00000000 USD 3629188.89000000 USD CDS N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 1000000.00000000 PA USD 980239.51000000 0.165988774563 Long DBT CORP GB N 2 2028-09-30 Fixed 5.52000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAD1 85000.00000000 PA USD 76368.25000000 0.012931811158 Long DBT CORP XX N 2 2027-05-01 Fixed 7.88000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 400000.00000000 PA USD 364656.52000000 0.061749080988 Long DBT CORP US N 2 2026-11-01 Fixed 5.38000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DJ3 1000000.00000000 PA USD 836614.24000000 0.141668001609 Long DBT CORP US N 2 2045-09-15 Fixed 4.38000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 321000.00000000 PA USD 272097.29000000 0.046075571601 Long DBT US N 2 2029-02-01 Fixed 3.13000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBF6 84588.80000000 PA USD 65852.38000000 0.011151107200 Long LON CORP US N 2 2027-12-17 Variable 8.72000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 200000.00000000 PA USD 182730.00000000 0.030942569103 Long DBT CORP GB N 2 2029-09-27 Fixed 8.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 3000000.00000000 PA USD 2958710.82000000 0.501013046597 Long DBT CORP US N 2 2029-02-01 Fixed 5.12000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAG1 460000.00000000 PA USD 387380.72000000 0.065597081474 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.93000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 191000.00000000 PA USD 163655.26000000 0.027712549617 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 125000.00000000 PA USD 127656.25000000 0.021616660302 Long DBT CORP KY N 2 2028-02-01 Fixed 8.38000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 28000.00000000 PA USD 26596.37000000 0.004503694065 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N WHITE CAP PARENT LLC N/A 96351CAA4 142000.00000000 PA USD 136026.06000000 0.023033961371 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N Y N N N VICI PROPERTIES / NOTE N/A 92564RAL9 34000.00000000 PA USD 29837.13000000 0.005052467886 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N TRI POINTE HOMES INC N/A 87265HAF6 28000.00000000 PA USD 26486.73000000 0.004485128185 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AP3 73000.00000000 PA USD 71930.55000000 0.012180353603 Long DBT CORP US N 2 2025-04-01 Fixed 5.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAA2 640000.00000000 PA USD 670683.14000000 0.113570072817 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 67097QAE5 1620000.00000000 PA USD 1589111.14000000 0.269092000560 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 6.88000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FB5 3920000.00000000 PA USD 4078385.44000000 0.690613053726 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 200000.00000000 PA USD 188000.00000000 0.031834964107 Long DBT CORP LU N 2 2026-10-15 Fixed 6.13000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAK7 185392.18000000 PA USD 181741.81000000 0.030775234033 Long LON CORP US N 2 2026-05-04 Variable 8.27000000 N N N N N N KRUNG THAI BANK/CAYMAN 54930007ZQMYCRFQGE36 000000000 252000.00000000 PA USD 231237.72000000 0.039156619769 Long DBT CORP TH N 2 2026-03-25 Fixed 4.40000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -297237.50000000 PA USD -297237.50000000 -0.05033268693 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 297237.50000000 USD 298215.49000000 USD CDS N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDH0 55000.00000000 PA USD 51369.26000000 0.008698609299 Long DBT CORP US N 2 2028-06-15 Fixed 4.63000000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 132000.00000000 PA USD 135164.04000000 0.022887991287 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259NZH9 1295000.00000000 PA USD 1609779.54000000 0.272591882327 Long DBT MUN US N 2 2039-11-15 Fixed 7.34000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AR9 14000.00000000 PA USD 13987.09000000 0.002368502702 Long DBT CORP US N 2 2025-05-01 Fixed 6.38000000 N N N N N N Onslow Bay Financial LLC N/A 67118LAA9 541250.61000000 PA USD 540503.58000000 0.091526128029 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.45000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 846000.00000000 PA USD 840300.33000000 0.142292185347 Long DBT CORP CA N 2 2026-06-15 Fixed 7.13000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 100000.00000000 PA 87027.72000000 0.014736831609 Long DBT CORP ES N 1 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA EUR XXXX N N N Trimaran CAVU Ltd 549300JHXVOIVLAKRV03 89625BAJ2 400000.00000000 PA USD 400100.44000000 0.067750974185 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 11.17000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 117000.00000000 PA USD 118232.60000000 0.020020907326 Long DBT CORP US N 2 2025-06-15 Fixed 7.13000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -470387.50000000 PA USD -470387.50000000 -0.07965302754 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 470387.50000000 USD 471882.29000000 USD CDS N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 200000.00000000 PA USD 21500.00000000 0.003640700682 Long DBT CORP KY N 2 2024-11-07 Fixed 6.45000000 Y Y N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBT7 1000000.00000000 PA USD 976246.93000000 0.165312691366 Long DBT US N 2 2033-01-15 Fixed 4.63000000 N N N N N N CANTOR FITZGERALD & CO 5493004J7H4GCPG6OB62 000000000 -6091385.58000000 PA USD -6091385.58000000 -1.03148426226 Short RA CORP US N 2 Reverse repurchase N 5.21000000 2023-07-13 6091385.58000000 USD 6106372.08000000 USD AMBS N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 19000.00000000 PA USD 17950.63000000 0.003039668413 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 218000.00000000 PA USD 214185.00000000 0.036268998869 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278PBA7 1200000.00000000 PA USD 1028793.72000000 0.174210697609 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.04000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAC3 755000.00000000 PA USD 669266.58000000 0.113330199749 Long DBT CORP US N 2 2028-07-01 Fixed 3.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -204542.62000000 PA USD -204542.62000000 -0.03463620726 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 204542.62000000 USD 205209.09000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -773750.00000000 PA USD -773750.00000000 -0.13102289084 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 773750.00000000 USD 774644.11000000 USD CDS N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 4710000.00000000 OU Notional Amount USD -1359816.25000000 -0.23026436974 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.15 137BERAO5 Y sell protection 2064-11-18 0.00000000 USD -878549.84000000 USD 4710000.00000000 USD -481266.41000000 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AU3 1750000.00000000 PA USD 1636512.50000000 0.277118705848 Long DBT CORP GB N 2 2025-09-27 Fixed 7.50000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAE9 200000.00000000 PA USD 174875.00000000 0.029612443342 Long DBT CORP KY N 2 2028-07-21 Fixed 5.75000000 N N N N N N REKEEP SPA 8156008737CA044FCB79 000000000 100000.00000000 PA 102004.32000000 0.017272892904 Long DBT CORP IT N 2 2026-02-01 Fixed 7.25000000 N N N N N N Voya CLO Ltd 549300L8S87K3SMP0R77 92912VAY1 208087.67000000 PA USD 206716.37000000 0.035004299039 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 6.28000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 433000.00000000 PA USD 396196.39000000 0.067089882209 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAG2 404433.65000000 PA USD 391289.56000000 0.066258984565 Long LON CORP US N 2 2029-02-01 Variable 12.98000000 N N N N N N Madison Park Funding Ltd N/A 55817EAQ9 900000.00000000 PA USD 887055.48000000 0.150209464720 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.91000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -105052.50000000 PA USD -105052.50000000 -0.01778905620 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 105052.50000000 USD 105173.89000000 USD CDS N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AV1 821000.00000000 PA USD 825370.18000000 0.139763989659 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAC8 129000.00000000 PA USD 119536.42000000 0.020241689575 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N Republic Finance Issuance Trust N/A 76042EAC3 240000.00000000 PA USD 218662.01000000 0.037027112979 Long ABS-O CORP US N 2 2030-11-20 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6J9 1846598.15000000 PA USD 1868389.58000000 0.316383591589 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 22000.00000000 PA USD 21738.41000000 0.003681071819 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N IND & COMM BK OF CHINA 5493002ERZU2K9PZDL40 000000000 250000.00000000 PA USD 232692.50000000 0.039402964817 Long DBT CORP CN N 2 2026-09-24 Fixed 3.20000000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAJ4 94000.00000000 PA USD 91797.54000000 0.015544528676 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -171925.00000000 PA USD -171925.00000000 -0.02911290534 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-07-21 171925.00000000 USD 171965.59000000 USD CDS N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EJ5 500000.00000000 PA USD 390393.99000000 0.066107333295 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAJ7 575000.00000000 PA USD 493299.14000000 0.083532768172 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N TCI Communications Inc 51M0QTTNCGUN7KFCFZ59 872287AF4 610000.00000000 PA USD 648342.79000000 0.109787071538 Long DBT CORP US N 2 2026-02-15 Fixed 7.88000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 30000.00000000 OU Notional Amount -563.87000000 -0.00009548287 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 LADBROKES GROUP FIN PLC LADBROKES GROUP FIN PLC Y sell protection 2027-06-22 0.00000000 EUR -4099.07000000 EUR 30000.00000000 EUR 3731.96000000 N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAL0 20000.00000000 PA USD 17130.00000000 0.002900707101 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAN1 215000.00000000 PA USD 213911.75000000 0.036222728103 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -534625.00000000 PA USD -534625.00000000 -0.09053067918 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 534625.00000000 USD 535397.24000000 USD CDS N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 245000.00000000 PA USD 178514.35000000 0.030228712366 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Da Vinci Purchaser Corp. 254900CEZYHAWVXDTS47 23343FAB0 117370.06000000 PA USD 115022.66000000 0.019477352407 Long LON CORP US N 2 2027-01-08 Variable 9.22000000 N N N N N N OQ SAOC 549300YK417GKI6EQ392 67624L2A5 200000.00000000 PA USD 189238.00000000 0.032044600733 Long DBT CORP OM N 2 2028-05-06 Fixed 5.13000000 N N N N N N Dryden Senior Loan Fund 5493008NBEE3C4AF3K95 262431AD1 250000.00000000 PA USD 242168.03000000 0.041007502888 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.91000000 N N N N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 000000000 218268.00000000 PA USD 16439.95000000 0.002783857543 Long DBT CORP VG N 2 2027-07-11 Fixed 7.50000000 N N Y N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 115000.00000000 PA USD 99348.50000000 0.016823169849 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 167123.88000000 0.028299908092 Long DBT CORP FR N 2 2030-06-15 Fixed 3.38000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAC9 178000.00000000 PA USD 175753.80000000 0.029761254866 Long DBT CORP US N 2 2026-04-15 Fixed 8.00000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 200000.00000000 PA USD 172500.00000000 0.029210272918 Long DBT CORP KY N 2 2028-08-26 Fixed 5.63000000 N N N N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 55820RAJ1 1463255.54000000 PA USD 1453488.46000000 0.246126345507 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 6.23000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 267000.00000000 PA USD 243934.27000000 0.041306588990 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 122000.00000000 PA USD 117449.40000000 0.019888284220 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N Voya CLO Ltd N/A 92891LAB8 425000.00000000 PA USD 421743.82000000 0.071415954108 Long ABS-CBDO CORP JE N 2 2034-10-20 Floating 7.90000000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 9000.00000000 PA USD 8131.66000000 0.001376973958 Long DBT CORP CA N 2 2029-01-15 Fixed 6.88000000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAL0 235952.41000000 PA USD 234169.58000000 0.039653086034 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 6.52000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BZ2 650000.00000000 PA USD 562972.12000000 0.095330836350 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 864000.00000000 PA USD 539886.38000000 0.091421614519 Long DBT CORP US N 2 2028-03-01 Fixed 6.13000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAN9 2000000.00000000 PA USD 1931806.96000000 0.327122368271 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N BX Trust N/A 05610HAA1 1633966.37000000 PA USD 1583916.51000000 0.268212368328 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.16000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AD7 1000000.00000000 PA USD 988388.00000000 0.167368598429 Long DBT CORP FR N 2 2024-01-23 Fixed 7.88000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701YAA0 121560.52000000 PA USD 120922.04000000 0.020476323421 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 6.15000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CP2 750000.00000000 PA USD 711420.72000000 0.120468367483 Long DBT CORP US N 2 2032-08-22 Fixed 4.30000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 45000.00000000 PA USD 38475.00000000 0.006515160872 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N SPX Flow, Inc. 5493003YXEKRBINIEM78 000000000 184739.57000000 PA USD 182199.40000000 0.030852719997 Long LON CORP US N 2 2029-04-05 Variable 9.70000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AH0 276000.00000000 PA USD 256691.79000000 0.043466882560 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N Ballyrock Ltd N/A 05874RAA0 500000.00000000 PA USD 501759.35000000 0.084965377117 Long ABS-CBDO CORP JE N 2 2035-10-20 Floating 13.81000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 500000.00000000 PA USD 407097.60000000 0.068935837683 Long DBT US N 2 2031-05-15 Fixed 2.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 2000000.00000000 PA USD 1537627.60000000 0.260374039666 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -98497.50000000 PA USD -98497.50000000 -0.01667906583 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 98497.50000000 USD 98821.58000000 USD CDS N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 155000.00000000 PA USD 112251.00000000 0.019008013596 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 748000.00000000 PA USD 634678.00000000 0.107473145479 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 82522.03000000 0.013973860974 Long DBT CORP JP N 2 2032-07-06 Fixed 3.88000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 201000.00000000 PA USD 181900.90000000 0.030802173524 Long DBT CORP US N 2 2028-04-15 Fixed 4.38000000 N N N N N N CROWN EURO HOLDINGS SA 85OKW2SW05RZFQS1W718 000000000 100000.00000000 PA 110074.83000000 0.018639512033 Long DBT CORP FR N 2 2028-05-15 Fixed 5.00000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 177000.00000000 PA USD 159303.39000000 0.026975626079 Long DBT CORP BM N 2 2028-03-15 Fixed 6.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -82157.50000000 PA USD -82157.50000000 -0.01391213331 Short RA CORP US N 2 Reverse repurchase N 5.14000000 2049-12-31 82157.50000000 USD 82251.34000000 USD CDS N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 04350TAC8 47426.73000000 PA USD 46396.62000000 0.007856567725 Long LON CORP US N 2 2026-08-27 Variable 9.99000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 500000.00000000 PA USD 429022.98000000 0.072648570051 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 212522.00000000 PA USD 210543.36000000 0.035652342067 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N 595 EXPRESS LLC 12/31/2031 N/A 000000000 696190.11000000 PA USD 640063.05000000 0.108385022465 Long DBT CORP US N 3 2031-12-31 Fixed 3.31000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -232242.50000000 PA USD -232242.50000000 -0.03932676410 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 232242.50000000 USD 232510.87000000 USD CDS N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 1708000.00000000 PA USD 1714473.32000000 0.290320194713 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N Grippen Park CLO LTD 549300P7KR0IARP7PG22 39862EAD6 250000.00000000 PA USD 240206.08000000 0.040675276251 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 8.55000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 96025.92000000 0.016260541045 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAE6 500000.00000000 PA USD 467912.25000000 0.079233881299 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1326.64000000 -0.00022464647 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 99000.00000000 GBP 124430.07000000 USD 2023-09-20 -1326.64000000 N N N IMOLA MERGER CORP N/A 45258LAA5 203000.00000000 PA USD 176550.22000000 0.029896116579 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 689000.00000000 PA USD 699335.00000000 0.118421833108 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N Marble Point CLO XXIII Ltd. N/A 56607TAN5 250000.00000000 PA USD 238115.60000000 0.040321284997 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.92000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -801.00000000 NC USD 1538409.41000000 0.260506427396 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU3 Comdty 2023-09-20 -91500721.91000000 USD 1538409.41000000 N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAF8 2000000.00000000 PA USD 1675800.00000000 0.283771451340 Long DBT CORP ES N 2 2027-11-16 Fixed 6.13000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 209000.00000000 PA USD 180001.81000000 0.030480591280 Long DBT CORP US N 2 2031-06-15 Fixed 4.38000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 77000.00000000 PA USD 77482.02000000 0.013120411306 Long DBT CORP US N 2 2031-02-01 Fixed 6.38000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 79000.00000000 PA USD 58282.25000000 0.009869219877 Long DBT CORP US N 2 2031-09-01 Fixed 5.88000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 27000.00000000 PA USD 26734.79000000 0.004527133404 Long DBT CORP US N 2 2027-05-13 Fixed 6.63000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 179000.00000000 PA USD 179895.00000000 0.030462504618 Long DBT CORP US N 2 2028-07-15 Fixed 8.88000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AC6 948000.00000000 PA USD 943260.00000000 0.159726852363 Long DBT CORP US N 2 2026-03-01 Fixed 9.13000000 N N N N N N ITR Concession Co LLC 5493007GBY3OBTILCX44 450636AA3 4000000.00000000 PA USD 3834363.20000000 0.649291568343 Long DBT CORP US N 2 2025-07-15 Fixed 4.20000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 12000.00000000 PA USD 11546.94000000 0.001955300108 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 222000.00000000 PA USD 210345.91000000 0.035618906888 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 1248EPCK7 431000.00000000 PA USD 348665.95000000 0.059041319169 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AM5 151000.00000000 PA USD 152706.51000000 0.025858543962 Long DBT CORP US N 2 2030-03-15 Fixed 7.63000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -1435.57000000 -0.00024309212 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 105000.00000000 EUR 113578.56000000 USD 2023-09-20 -1435.57000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -1308625.00000000 PA USD -1308625.00000000 -0.22159590375 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 1308625.00000000 USD 1308814.02000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -163735.00000000 PA USD -163735.00000000 -0.02772605238 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 163735.00000000 USD 163782.30000000 USD CDS N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 000000000 288000.00000000 PA USD 283049.28000000 0.047930125901 Long DBT CORP SG N 2 2026-05-14 Fixed 7.38000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 533000.00000000 PA USD 527025.39000000 0.089243799864 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 29103CAA6 1738000.00000000 PA USD 1722792.50000000 0.291728922355 Long DBT CORP US N 2 2030-12-15 Fixed 6.63000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 1600000.00000000 PA USD 1190347.81000000 0.201567445783 Long DBT CORP US N 2 2052-03-17 Fixed 2.92000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300H67V5FL4RU1Z53 38137YAS0 500000.00000000 PA USD 496361.00000000 0.084051247976 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 6.87000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDG4 520000.00000000 PA USD 553489.05000000 0.093725021493 Long DBT CORP US N 2 2041-03-01 Fixed 6.38000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 500000.00000000 PA USD 374970.58000000 0.063495611467 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -6000932.20000000 PA USD -6000932.20000000 -1.01616734681 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 6000932.20000000 USD 6015894.52000000 USD AMBS N N N ARDAGH METAL PACKAGING N/A 03969YAB4 866000.00000000 PA USD 685866.63000000 0.116141167813 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 50000.00000000 PA USD 44000.00000000 0.007450736280 Long DBT CORP US N 2 2030-03-01 Fixed 6.63000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 226000.00000000 PA USD 197519.48000000 0.033446944448 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -127612.50000000 PA USD -127612.50000000 -0.02160925190 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 127612.50000000 USD 127760.81000000 USD CDS N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MAU0 1000000.00000000 PA USD 797045.94000000 0.134967706873 Long DBT CORP US N 2 2046-08-15 Fixed 4.50000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 541000.00000000 PA USD 509914.14000000 0.086346267792 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Goldentree Loan Opportunities IX Ltd 549300IOBSI2NBFBJX90 38123HAS3 1500000.00000000 PA USD 1492989.15000000 0.252815191509 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 6.90000000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 13782CAA8 53000.00000000 PA USD 33125.00000000 0.005609219074 Long DBT CORP US N 2 2028-10-01 Fixed 6.25000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAA7 280000.00000000 PA USD 258916.69000000 0.043843635814 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 30000.00000000 PA USD 25577.10000000 0.004331096066 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N New York City Municipal Water Finance Authority 549300Q2EHQ6RJPQKP05 64972FT30 1390000.00000000 PA USD 1520163.77000000 0.257416803489 Long DBT MUN US N 2 2042-06-15 Fixed 5.72000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAK4 91000.00000000 PA USD 94185.00000000 0.015948809013 Long DBT CORP US N 2 2030-06-01 Fixed 8.63000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 108000.00000000 PA USD 107721.90000000 0.018241078830 Long DBT CORP IL N 2 2033-09-30 Fixed 8.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 53000.00000000 PA USD 52476.97000000 0.008886183278 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 352000.00000000 PA USD 359113.92000000 0.060810525286 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 220000.00000000 PA USD 180359.10000000 0.030541092952 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RQ3 57350000.00000000 PA USD 44143818.22000000 7.475089726696 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAL3 105000.00000000 PA USD 105125.48000000 0.017801414269 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -141250.00000000 PA USD -141250.00000000 -0.02391855680 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 141250.00000000 USD 141714.75000000 USD CDS N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 84611WAB0 189000.00000000 PA USD 188326.68000000 0.031890282438 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 297000.00000000 PA USD 236787.88000000 0.040096455643 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N BX Trust N/A 05608UAA6 650000.00000000 PA USD 648980.93000000 0.109895130921 Long ABS-MBS CORP US N 2 2039-10-15 Floating 7.31000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAE4 46000.00000000 PA USD 40745.25000000 0.006899593464 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 204000.00000000 PA USD 198906.12000000 0.033681751016 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1572876.25000000 PA USD -1572876.25000000 -0.26634286683 Short RA CORP US N 2 Reverse repurchase N 5.14000000 2049-12-31 1567000.00000000 USD 1663240.72105999 USD CDS N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 1207000.00000000 PA USD 1115114.23000000 0.188827773873 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -285500.00000000 PA USD -285500.00000000 -0.04834511836 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 400000.00000000 USD 315090.88000000 USD CDS N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDA0 70000.00000000 PA USD 69498.48000000 0.011768519235 Long DBT CORP US N 2 2034-06-08 Fixed 6.38000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 94000.00000000 PA USD 69560.00000000 0.011778936719 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 400000.00000000 PA USD 362833.93000000 0.061440452865 Long DBT CORP DE N 2 2028-07-15 Fixed 7.63000000 N N N N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 140944AA7 205000.00000000 PA USD 202439.55000000 0.034280084086 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 48254EAF8 114711.78000000 PA USD 113994.83000000 0.019303304901 Long LON CORP US N 2 2028-09-22 Variable 9.10000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 590000.00000000 PA USD 601833.04000000 0.101911346953 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N Symphony CLO Ltd N/A 87168NAE4 600000.00000000 PA USD 589091.58000000 0.099753772901 Long ABS-CBDO CORP BM N 2 2035-04-23 Floating 6.92000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 200000.00000000 PA 207676.38000000 0.035166862251 Long DBT CORP XX N 2 2026-05-15 Fixed 4.38000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAK8 106000.00000000 PA USD 60420.00000000 0.010231215592 Long LON CORP US N 3 2028-11-02 Floating 13.77000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -297876.25000000 PA USD -297876.25000000 -0.05044084961 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 297876.25000000 USD 298856.35000000 USD CDS N N N United States Treasury 254900HROIFWPRGM1V77 91282CHE4 5000000.00000000 PA USD 4890625.00000000 0.828153570958 Long DBT UST US N 2 2028-05-31 Fixed 3.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -38160.00000000 PA USD -38160.00000000 -0.00646182037 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-07-18 38160.00000000 USD 38198.16000000 USD CDS N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 507.00000000 NC USD 710915.36000000 0.120382792390 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNU3 Comdty 2023-09-20 68351990.89000000 USD 710915.36000000 N N N Bain Capital Credit CLO, Limited N/A 05683NAG7 250000.00000000 PA USD 224074.73000000 0.037943675462 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 8.37000000 N N N N N N XPO ESCROW SUB LLC N/A 98379JAA3 60000.00000000 PA USD 61309.84000000 0.010381896573 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 4000000.00000000 PA USD 3777962.64000000 0.639740984283 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59023CAD4 140511.37000000 PA USD 102969.89000000 0.017436397618 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.08000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAQ7 600000.00000000 PA USD 691731.10000000 0.117134227344 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 300000.00000000 PA USD 252873.49000000 0.042820311053 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -1267875.00000000 PA USD -1267875.00000000 -0.21469550594 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 1225000.00000000 USD 1224202.57400000 USD CDS N N N Bain Capital Credit CLO, Limited N/A 05682EAE3 500000.00000000 PA USD 478446.75000000 0.081017739966 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 6.92000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 2000000.00000000 PA USD 1608671.88000000 0.272404316814 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -483600.00000000 PA USD -483600.00000000 -0.08189036512 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 483600.00000000 USD 485286.15000000 USD CDS N N N Constellium SE 724500KRJEMC79KAAU28 000000000 100000.00000000 PA 106400.76000000 0.018017363700 Long DBT CORP FR N 2 2026-02-15 Fixed 4.25000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BZ6 750000.00000000 PA USD 599854.15000000 0.101576251783 Long DBT CORP US N 2 2030-10-01 Fixed 1.70000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAM3 790000.00000000 PA USD 869895.71000000 0.147303716518 Long DBT CORP US N 2 2037-03-15 Fixed 6.45000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 435000.00000000 PA USD 465700.13000000 0.078859292146 Long DBT CORP US N 2 2029-11-30 Fixed 9.38000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 987000.00000000 PA USD 808649.10000000 0.136932526991 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 0.40000000 PA USD 0.38000000 0.000000064347 Long LON CORP US N 2 2026-12-23 Floating 8.79000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 -152589.59000000 PA USD -152589.59000000 -0.02583874532 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 152589.59000000 USD 153091.65000000 USD CDS N N N HPS Loan Management Ltd N/A 40436XAJ6 1000000.00000000 PA USD 935974.20000000 0.158493112036 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 8.86000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855030AN2 113000.00000000 PA USD 93328.17000000 0.015803717777 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCJ8 1500000.00000000 PA USD 1303267.56000000 0.220688702104 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 517000.00000000 PA USD 487096.05000000 0.082482368451 Long DBT CORP US N 2 2029-09-01 Fixed 6.38000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12550YAN4 489354.85000000 PA USD 484924.97000000 0.082114728803 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.20000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 3025000.00000000 PA USD 2886934.37000000 0.488858787504 Long DBT CORP US N 2 2040-07-15 Fixed 5.38000000 N N N N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 404000.00000000 PA USD 399519.32000000 0.067652570279 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -272500.00000000 PA USD -272500.00000000 -0.04614376446 Short RA CORP US N 2 Reverse repurchase N 4.45000000 2023-07-19 272500.00000000 USD 272567.37000000 USD CDS N N N SOTHEBY'S/BIDFAIR HLD N/A 83600GAA2 400000.00000000 PA USD 311000.00000000 0.052663158710 Long DBT CORP US N 2 2029-06-01 Fixed 5.88000000 N N N N N N MH Sub I, LLC N/A 55303BAD5 35000.00000000 PA USD 30340.80000000 0.005137756803 Long LON CORP US N 2 2029-02-23 Variable 11.35000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -226728.75000000 PA USD -226728.75000000 -0.03839309371 Short RA CORP US N 2 Reverse repurchase N 3.25000000 2023-07-19 226728.75000000 USD 227199.53000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -4937500.00000000 PA USD -4937500.00000000 -0.83609114512 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 4937500.00000000 USD 4947220.02000000 USD UST N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 33795000.00000000 PA USD 28597698.72000000 4.842588895316 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 19000.00000000 PA USD 16411.25000000 0.002778997631 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 200000.00000000 PA USD 143028.46000000 0.024219712183 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AA8 637000.00000000 PA USD 597528.30000000 0.101182404169 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 975000.00000000 PA USD 850566.70000000 0.144030640243 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N Anchorage Capital CLO LTD 5493008PWA7TS1SR9447 033292AW3 720000.00000000 PA USD 696600.00000000 0.117958702114 Long ABS-CBDO CORP KY N 2 2030-10-13 Floating 8.44000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 138000.00000000 PA USD 129455.04000000 0.021921258255 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 70000.00000000 PA USD 68531.81000000 0.011604828253 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -694230.00000000 PA USD -694230.00000000 -0.11755737836 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 694230.00000000 USD 696492.03000000 USD CDS N N N STERLING COOFS TR N/A 859245AA0 735576.34000000 PA USD 7355.76000000 0.001245586997 Long ABS-O CORP US N 3 2029-04-15 Variable 2.36000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 25000.00000000 PA USD 23826.24000000 0.004034614336 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 70000.00000000 PA USD 69092.94000000 0.011699847154 Long DBT CORP US N 2 2038-01-19 Fixed 5.95000000 N N N N N N Oxnard Union High School District N/A 692039SV3 1600000.00000000 PA USD 1185152.00000000 0.200687613736 Long DBT MUN US N 2 2043-08-01 Fixed 3.18000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 0.64000000 PA USD 0.61000000 0.000000103294 Long LON CORP US N 2 2027-12-17 Floating 8.95000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 214000.00000000 PA USD 197559.17000000 0.033453665351 Long DBT CORP CA N 2 2028-01-15 Fixed 4.38000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 37000.00000000 PA USD 35762.31000000 0.006055807740 Long DBT CORP US N 2 2027-06-01 Fixed 6.63000000 N N N N N N GENESIS ENERGY LP/FIN 549300VJ5D6MDK138782 37185LAJ1 72000.00000000 PA USD 70905.18000000 0.012006722661 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 850000.00000000 PA USD 851211.66000000 0.144139854491 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BERC0 10884181.43000000 PA USD 9769118.81000000 1.654252907883 Long ABS-MBS USGSE US N 2 2054-09-15 Fixed 4.00000000 N Y N N N N Park Avenue Institutional Advisers CLO 549300ZWX1MRCB6KO574 70018FAE9 1300000.00000000 PA USD 1093904.76000000 0.185236270064 Long ABS-CBDO CORP KY N 2 2034-02-14 Floating 12.13000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2028362.61000000 PA USD -2028362.61000000 -0.34347261110 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 2028362.61000000 USD 2033419.99000000 USD AMBS N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 12480VAJ4 350000.00000000 PA USD 343651.07000000 0.058192124888 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 7.65000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAA7 156000.00000000 PA USD 136890.00000000 0.023180256578 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376PA59 621080.17000000 PA USD 41961.42000000 0.007105533508 Long ABS-MBS USGA US N 2 2039-12-16 Floating 1.31000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 2034000.00000000 PA USD 1436521.04000000 0.243253168875 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -146377.50000000 PA USD -146377.50000000 -0.02478682158 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2049-12-31 174000.00000000 USD 170917.59000000 USD CDS N N N Neuberger Berman CLO Ltd 5493008RV69QDGFCMY47 64135FAG5 568000.00000000 PA USD 568171.08000000 0.096211201802 Long ABS-CBDO CORP JE N 2 2035-10-24 Floating 10.82000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1317159.36000000 PA USD -1317159.36000000 -0.22304106888 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 1317159.36000000 USD 1320443.48000000 USD AMBS N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505FL3 3500000.00000000 PA USD 3206875.00000000 0.543035907039 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 019579AA9 571000.00000000 PA USD 483334.37000000 0.081845384686 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AS1 52000.00000000 PA USD 50895.00000000 0.008618300522 Long DBT CORP US N 2 2025-02-15 Fixed 5.13000000 N N N N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 11000.00000000 PA USD 9102.50000000 0.001541371068 Long DBT CORP US N 2 2031-03-01 Fixed 3.50000000 N N N N N N EDvestinU Private Education Loan Issue No. 1, LLC N/A 28166LAB0 110000.00000000 PA USD 87115.13000000 0.014751633174 Long ABS-O CORP US N 2 2050-11-25 Fixed 3.50000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 315000.00000000 PA USD 308572.17000000 0.052252042322 Long DBT CORP US N 2 2026-04-01 Fixed 6.88000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAD3 1250000.00000000 PA USD 991087.50000000 0.167825718033 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.52000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KL4 750000.00000000 PA USD 502357.50000000 0.085066664796 Long DBT CORP US N 2 2050-05-15 Fixed 2.95000000 N N N N N N Dryden Senior Loan Fund N/A 26251LAJ3 1250000.00000000 PA USD 1142337.50000000 0.193437623997 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 7.91000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 492000.00000000 PA USD 370230.00000000 0.062692865753 Long DBT CORP US N 2 2028-03-15 Fixed 1.13000000 N N N N Y Cable One Inc USD XXXX N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AH5 55000.00000000 PA USD 50051.67000000 0.008475495308 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1605061.96000000 PA USD -1605061.96000000 -0.27179303131 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2023-07-17 1605061.96000000 USD 1608326.48000000 USD ACMO N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 700000.00000000 PA USD 561985.62000000 0.095163787456 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Cloudera, Inc. 549300PGONC4JOI0RG62 74339VAE8 233641.00000000 PA USD 210276.90000000 0.035607221086 Long LON CORP US N 3 2029-10-08 Variable 11.08000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAA3 27000.00000000 PA USD 25650.00000000 0.004343440581 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N Signal Peak CLO, LLC 635400L44OLNOBHFTO08 82667EAA9 1200000.00000000 PA USD 1199529.12000000 0.203122162135 Long ABS-CBDO CORP KY N 2 2034-10-26 Floating 6.22000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 69000.00000000 PA USD 57702.06000000 0.009770973452 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 200000.00000000 PA USD 87550.00000000 0.014825271849 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 Y Y N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 70000.00000000 PA USD 59908.28000000 0.010144563529 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 74345HAD3 249800.00000000 PA USD 241681.50000000 0.040925116372 Long LON CORP US N 2 2029-08-31 Variable 11.47000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AQ1 34000.00000000 PA USD 32232.00000000 0.005458002995 Long DBT CORP US N 2 2027-05-01 Fixed 5.63000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 78397YAB8 249571.00000000 PA USD 83606.29000000 0.014157464049 Long DBT CORP GB N 2 2028-12-31 Fixed 8.00000000 N N Y N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 95000.00000000 PA USD 87216.65000000 0.014768824055 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -280350.00000000 PA USD -280350.00000000 -0.04747304355 Short RA CORP US N 2 Reverse repurchase N 3.00000000 2023-07-19 280350.00000000 USD 280583.62000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -62700.00000000 PA USD -62700.00000000 -0.01061729919 Short RA CORP US N 2 Reverse repurchase N -3.75000000 2023-07-18 62700.00000000 USD 62647.75000000 USD CDS N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 200000.00000000 PA USD 148160.51000000 0.025088747436 Long DBT CORP US N 2 2028-09-15 Fixed 5.63000000 N N N N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAY0 250000.00000000 PA USD 244828.65000000 0.041458038751 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.74000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -259871.25000000 PA USD -259871.25000000 -0.04400527615 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-07-19 259871.25000000 USD 260684.79000000 USD CDS N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 2500000.00000000 PA USD 2442187.50000000 0.413547613868 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -390625.00000000 PA USD -390625.00000000 -0.06614645135 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 390625.00000000 USD 391866.32000000 USD CDS N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AV1 200000.00000000 PA USD 190184.00000000 0.032204791563 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N Woodward Capital Management N/A 74938WAA9 1054288.71000000 PA USD 885231.41000000 0.149900585981 Long ABS-MBS CORP US N 2 2052-02-25 Variable 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAW7 930000.00000000 PA USD 880230.86000000 0.149053818269 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6FA7 826038.48000000 PA USD 148743.18000000 0.025187413811 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.50000000 N N N N N N ABJA INVESTMENT CO 254900E6OE5YJ9WCCU19 000000000 200000.00000000 PA USD 198046.00000000 0.033536102668 Long DBT CORP SG N 2 2028-01-24 Fixed 5.45000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAF7 74000.00000000 PA USD 71647.20000000 0.012132372555 Long DBT CORP US N 2 2030-10-01 Fixed 7.50000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAN2 109000.00000000 PA USD 106492.41000000 0.018032883245 Long DBT CORP US N 2 2030-04-15 Fixed 8.88000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AC3 153155.75000000 PA USD 151826.51000000 0.025709529236 Long ABS-O CORP IE N 2 2051-07-25 Floating 8.95000000 N N N N N N Countrywide Alternative Loan Trust N/A 23245QAA7 365119.94000000 PA USD 298922.45000000 0.050618007802 Long ABS-MBS CORP US N 2 2047-03-20 Floating 5.35000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 20000.00000000 OU Notional Amount 1934.08000000 0.000327507273 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 675.05000000 EUR 0.00000000 EUR 20000.00000000 EUR 1192.72000000 N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 83000.00000000 PA USD 84212.96000000 0.014260194462 Long DBT CORP US N 2 2029-02-01 Fixed 7.63000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAN3 500000.00000000 PA USD 492820.06000000 0.083451643200 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DK1 300000.00000000 PA USD 271255.14000000 0.045932966202 Long DBT CORP US N 2 2047-11-15 Fixed 4.35000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 200000.00000000 PA USD 175668.00000000 0.029746725930 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 100000.00000000 PA USD 99466.11000000 0.016843085328 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -192643.58000000 PA USD -192643.58000000 -0.03262128433 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 192643.58000000 USD 192698.70000000 USD CDS N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 600000.00000000 PA USD 586652.59000000 0.099340766736 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 1567000.00000000 PA USD 1663240.72000000 0.281644726723 Long DBT CORP US N 2 2033-11-17 Fixed 6.27000000 N N N N N N DARLING GLOBAL FINANCE 724500R2BQXOR6YG2Y67 000000000 100000.00000000 PA 106392.03000000 0.018015885406 Long DBT CORP NL N 2 2026-05-15 Fixed 3.63000000 N N N N N N MIDCONTINENT COMM & FIN N/A 59565XAC4 108000.00000000 PA USD 101164.68000000 0.017130712536 Long DBT CORP US N 2 2027-08-15 Fixed 5.38000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAC5 395769.80000000 PA USD 343253.56000000 0.058124812566 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.59000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 200000.00000000 PA USD 171793.58000000 0.029090651347 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N MFRA Trust N/A 55283FAD0 2750000.00000000 PA USD 1967423.43000000 0.333153480207 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.31000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -2229000.00000000 PA USD -2229000.00000000 -0.37744752657 Short RA CORP US N 2 Reverse repurchase N 5.14000000 2049-12-31 2229000.00000000 USD 2236001.54000000 USD CDS N N N Mileage Plus Holdings LLC N/A 59921PAB2 99084.26000000 PA USD 102820.73000000 0.017411139622 Long LON CORP US N 2 2027-06-21 Floating 10.76000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 48000.00000000 PA USD 40710.00000000 0.006893624408 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -4694004.15000000 PA USD -4694004.15000000 -0.79485879594 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 4694004.15000000 USD 4705707.87000000 USD AMBS N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 36257BAA7 46000.00000000 PA USD 44440.29000000 0.007525292750 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46593FAD4 763845.51000000 PA USD 640406.55000000 0.108443189009 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AE6 1000000.00000000 PA USD 1038259.98000000 0.175813665946 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 297000.00000000 PA USD 290066.27000000 0.049118347310 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 172000.00000000 PA USD 161129.86000000 0.027284911222 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N 522 Funding CLO LTD N/A 33834WAG7 600000.00000000 PA USD 573380.58000000 0.097093352045 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 8.90000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 1562000.00000000 PA USD 1564555.43000000 0.264933861483 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -578250.00000000 PA USD -578250.00000000 -0.09791791486 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 578250.00000000 USD 579077.22000000 USD CDS N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAM3 31000.00000000 PA USD 26712.67000000 0.004523387716 Long DBT CORP US N 2 2026-09-23 Fixed 3.13000000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 000000000 100000.00000000 PA 112557.32000000 0.019059884267 Long DBT CORP LU N 2 2031-07-15 Fixed 8.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -184668.75000000 PA USD -184668.75000000 -0.03127086717 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 184668.75000000 USD 185249.94000000 USD CDS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -2884113.26000000 PA USD -2884113.26000000 -0.48838107508 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2023-07-17 2884113.26000000 USD 2889979.23000000 USD ACMO N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 000000000 200000.00000000 PA 210328.87000000 0.035616021421 Long DBT CORP NL N 2 2030-02-03 Fixed 6.14000000 N N N N N N OneMain Financial Issuance Trust N/A 68269LAA4 330082.97000000 PA USD 328798.62000000 0.055677086523 Long ABS-O CORP US N 2 2032-05-14 Fixed 3.84000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 204162.00000000 PA USD 183061.86000000 0.030998764588 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4550000.00000000 OU Notional Amount USD -135298.35000000 -0.02291073466 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y buy protection 2028-06-21 4431.68000000 USD 0.00000000 USD 4550000.00000000 USD -139730.03000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -133132.50000000 PA USD -133132.50000000 -0.02254398063 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 133132.50000000 USD 133574.80000000 USD CDS N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 500000.00000000 PA USD 422486.21000000 0.071541666656 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N CIFC Funding Ltd N/A 12569EAL1 600000.00000000 PA USD 600335.40000000 0.101657744211 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 10.42000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 182074.00000000 0.030831485398 Long DBT CORP GB N 2 2024-01-21 Fixed 13.88000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAB7 379000.00000000 PA USD 373376.97000000 0.063225757652 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAB6 68000.00000000 PA USD 63242.31000000 0.010709131217 Long DBT CORP US N 2 2026-12-01 Fixed 4.13000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 98000.00000000 PA USD 85706.88000000 0.014513167279 Long DBT CORP US N 2 2028-03-01 Fixed 4.63000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 307000.00000000 PA USD 18420.00000000 0.003119149142 Long DBT CORP KY N 2 2023-01-09 Fixed 10.88000000 Y Y N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 396000.00000000 PA USD 325754.19000000 0.055161558226 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 265000.00000000 PA USD 270064.68000000 0.045731379758 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 993000.00000000 PA USD 1025371.80000000 0.173631247075 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 403000.00000000 PA USD 373899.37000000 0.063314218212 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 13000.00000000 PA USD 11594.61000000 0.001963372304 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N Lealand Finance Company B.V. N/A 000000000 8354.21000000 PA USD 6265.66000000 0.001060995006 Long LON CORP NL N 2 2024-06-28 Variable 8.22000000 N N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AF8 305000.00000000 PA USD 273461.48000000 0.046306576599 Long DBT CORP US N 2 2028-06-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4XF8 0.02000000 PA USD 0.02000000 0.000000003386 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAJ0 1400000.00000000 PA USD 1196119.57000000 0.202544806274 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 168000.00000000 PA USD 149118.48000000 0.025250965205 Long DBT CORP US N 2 2025-09-01 Fixed 7.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 226000.00000000 PA 186248.23000000 0.031538328283 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12000000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 173000.00000000 PA USD 160143.92000000 0.027117957155 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 395000.00000000 PA USD 393983.03000000 0.066715083080 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 40000.00000000 PA USD 38859.38000000 0.006580249827 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 000000000 -5312500.00000000 PA USD -5312500.00000000 -0.89959173842 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 5312500.00000000 USD 5318674.31000000 USD CDS N N N BX Trust N/A 05609BCD9 1690000.00000000 PA USD 1638095.54000000 0.277386769793 Long ABS-MBS CORP US N 2 2036-02-15 Floating 6.06000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 1090000.00000000 PA USD 981803.46000000 0.166253605904 Long DBT CORP GB N 2 2028-03-23 Fixed 6.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 634000.00000000 PA USD 436837.22000000 0.073971793721 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N PRKCM Trust N/A 693964AA6 1750000.00000000 PA USD 1740885.48000000 0.294792695594 Long ABS-MBS CORP US N 2 2058-06-25 Fixed 6.48000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 28000.00000000 PA USD 26978.93000000 0.004568474830 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 241000.00000000 PA USD 234071.25000000 0.039636435332 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -358530.00000000 PA USD -358530.00000000 -0.06071164724 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 358530.00000000 USD 359709.66000000 USD CDS N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 549000.00000000 PA USD 503848.26000000 0.085319102515 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 5545.00000000 OU Notional Amount -1383.33000000 -0.00023424606 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 ADLER Real Estate AG ADLER Real Estate AG Y sell protection 2027-12-21 0.00000000 EUR -1193.14000000 EUR 5545.00000000 EUR -204.57000000 N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AW5 97000.00000000 PA USD 78812.50000000 0.013345708025 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N Peloton Interactive, Inc 5493002YS021166W0339 70614EAD2 70290.00000000 PA USD 69938.55000000 0.011843038452 Long LON CORP US N 2 2027-05-25 Variable 12.26000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -171375.00000000 PA USD -171375.00000000 -0.02901977113 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 300000.00000000 USD 183889.50000000 USD CDS N N N SOLIS IV BV 529900811T142NS3H544 000000000 145897.50000000 PA USD 138010.28000000 0.023369959097 Long LON CORP US N 2 2029-02-26 Variable 8.67000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 88000.00000000 PA USD 81649.92000000 0.013826182301 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 356000.00000000 PA USD 325721.03000000 0.055155943081 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 74166NAA2 27000.00000000 PA USD 23085.00000000 0.003909096523 Long DBT CORP US N 2 2032-07-15 Fixed 4.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -1137585.00000000 PA USD -1137585.00000000 -0.19263285981 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 1137585.00000000 USD 1141035.67000000 USD CDS N N N ACRISURE LLC / FIN INC N/A 00489LAH6 82000.00000000 PA USD 70996.92000000 0.012022257446 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAD3 56000.00000000 PA USD 51183.02000000 0.008667072365 Long DBT CORP US N 2 2028-01-15 Fixed 5.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -1546875.00000000 PA USD -1546875.00000000 -0.26193994736 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 1546875.00000000 USD 1551567.19000000 USD CDS N N N ARDAGH METAL PACKAGING N/A 03969YAC2 372000.00000000 PA USD 365439.59000000 0.061881682081 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCY9 440000.00000000 PA USD 419792.93000000 0.071085600315 Long DBT CORP US N 2 2034-02-01 Fixed 5.82000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KY6 550000.00000000 PA USD 539617.57000000 0.091376095600 Long DBT CORP US N 2 2033-02-06 Fixed 4.75000000 N N N N N N Countrywide Home Equity Loan Trust N/A 12668FAA2 1094183.44000000 PA USD 983993.26000000 0.166624415502 Long ABS-O CORP US N 2 2037-01-15 Floating 5.33000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 181000.00000000 PA USD 157090.41000000 0.026600891298 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 40410KAA3 74000.00000000 PA USD 65862.96000000 0.011152898764 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N Madison Park Funding Ltd N/A 55817HAA7 760000.00000000 PA USD 760000.00000000 0.128694535755 Long ABS-CBDO CORP KY N 2 2033-07-17 Floating 7.24000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251UAE6 6091708.87000000 PA USD 1676827.54000000 0.283945449739 Long ABS-O CORP US N 2 2036-09-25 Floating 5.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3200000.00000000 OU Notional Amount USD 173860.59000000 0.029440668310 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-11-12 98.20000000 USD 0.00000000 USD 3200000.00000000 USD 173762.39000000 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 468000.00000000 PA USD 368656.33000000 0.062426388477 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 667000.00000000 PA USD 630384.37000000 0.106746084005 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 206000.00000000 PA USD 176735.64000000 0.029927514659 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Nabors Industries Inc 549300VFQWRKICUFNU92 62957HAF2 773000.00000000 PA USD 748047.56000000 0.126670570338 Long DBT CORP US N 2 2025-02-01 Fixed 5.75000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BC9 772000.00000000 PA USD 575302.12000000 0.097418735858 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 1000000.00000000 PA USD 916428.64000000 0.155183366286 Long DBT CORP US N 2 2030-05-06 Fixed 3.70000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 46000.00000000 PA USD 39147.72000000 0.006629075856 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N Octagon Investment Partners 54 Ltd N/A 67577FAJ7 250000.00000000 PA USD 231768.93000000 0.039246572169 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.31000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -197625.00000000 PA USD -197625.00000000 -0.03346481266 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 197625.00000000 USD 197854.68000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AMUJ2 707029.36000000 PA USD 696366.11000000 0.117919096371 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N New Arclin U.S. Holding Corp. N/A 03880YAC8 125431.03000000 PA USD 116860.33000000 0.019788534102 Long LON CORP US N 2 2028-09-30 Variable 8.95000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -155688.75000000 PA USD -155688.75000000 -0.02636354132 Short RA CORP US N 2 Reverse repurchase N 1.00000000 2049-12-31 155688.75000000 USD 155723.35000000 USD CDS N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 000000000 100000.00000000 PA 83882.97000000 0.014204315634 Long DBT CORP NL N 2 2032-01-15 Fixed 3.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 200000.00000000 PA USD 177132.00000000 0.029994632246 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N Cold Storage Trust N/A 193051AA7 237883.70000000 PA USD 233847.93000000 0.039598619458 Long ABS-MBS CORP US N 2 2037-11-15 Floating 6.09000000 N N N N N N LINDBLAD EXPEDITIONS HO 549300GSPW24GZE6R597 535219AA7 166000.00000000 PA USD 168428.25000000 0.028520783476 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 300000.00000000 PA USD 284784.00000000 0.048223874566 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46656AAA5 483331.77000000 PA USD 451480.93000000 0.076451485116 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.75000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAA1 634000.00000000 PA USD 587716.58000000 0.099520937393 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 523000.00000000 PA USD 528909.90000000 0.089562913206 Long DBT CORP US N 2 2028-07-01 Fixed 8.38000000 N N N N N N AVIANCA MIDCO 2 PLC N/A 05368PAA7 150376.00000000 PA USD 125563.96000000 0.021262362552 Long DBT CORP GB N 2 2028-12-01 Fixed 9.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -407500.00000000 PA USD -407500.00000000 -0.06900397805 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 500000.00000000 USD 471079.35000000 USD CDS N N N TCW Gem Ltd N/A 87190CBE9 250000.00000000 PA USD 225293.98000000 0.038150137058 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WJWS4 367603.70000000 PA USD 361612.86000000 0.061233683080 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -18937500.00000000 PA USD -18937500.00000000 -3.20677996166 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 18937500.00000000 USD 19256665.26000000 USD UST N N N Galaxy CLO Ltd 549300S1CAKZT00VQL17 36320MAQ1 250000.00000000 PA USD 244054.20000000 0.041326897326 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.00000000 N N N N N N Elmwood CLO 21 Ltd N/A 289907AJ6 500000.00000000 PA USD 500951.70000000 0.084828613772 Long ABS-CBDO CORP KY N 2 2035-11-20 Floating 8.90000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -706640.00000000 PA USD -706640.00000000 -0.11965882466 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 803000.00000000 USD 798994.04981000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 241000.00000000 PA USD 196530.68000000 0.033279506084 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N BANCO BPM SPA 815600E4E6DCD2D25E30 000000000 150000.00000000 PA 162540.18000000 0.027523727640 Long DBT CORP IT N 2 2028-06-14 Fixed 6.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -53917.50000000 PA USD -53917.50000000 -0.00913011530 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 53917.50000000 USD 53992.39000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -161425.00000000 PA USD -161425.00000000 -0.02733488872 Short RA CORP US N 2 Reverse repurchase N 5.19000000 2049-12-31 161425.00000000 USD 161750.81000000 USD CDS N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 42000.00000000 PA USD 35706.20000000 0.006046306358 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 168000.00000000 PA USD 165058.69000000 0.027950199318 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N Planview Parent, Inc. 549300SEALM1D9FKMA32 000000000 103000.00000000 PA USD 90640.00000000 0.015348516737 Long LON CORP US N 2 2028-12-18 Variable 12.59000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 200000.00000000 PA 194785.81000000 0.032984038670 Long DBT CORP DE N 2 2027-07-15 Fixed 4.38000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -19.00000000 NC -86634.05000000 -0.01467016953 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU3 Comdty 2023-09-12 -2809949140.00000000 JPY -86634.05000000 N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AF7 2750000.00000000 PA USD 2433750.00000000 0.412118850519 Long DBT CORP US N 2 2026-09-20 Fixed 4.63000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 319000.00000000 PA USD 286268.35000000 0.048475226848 Long DBT CORP US N 2 2027-10-15 Fixed 4.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -253207.50000000 PA USD -253207.50000000 -0.04287687060 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 253207.50000000 USD 253968.18000000 USD CDS N N N Mattel Inc 549300VELLG24KHTJ564 577081AW2 149000.00000000 PA USD 123525.22000000 0.020917132686 Long DBT CORP US N 2 2041-11-01 Fixed 5.45000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 100000.00000000 PA 106959.46000000 0.018111971117 Long DBT CORP US N 2 2027-08-03 Fixed 4.87000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 209000.00000000 PA USD 171785.46000000 0.029089276347 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N Verus Securitization Trust N/A 92539BAA0 1041937.71000000 PA USD 1028656.55000000 0.174187469939 Long ABS-MBS CORP US N 2 2067-12-25 Variable 5.85000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 800000.00000000 PA USD 636364.98000000 0.107758810094 Long DBT CORP US N 2 2060-03-20 Fixed 3.84000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 355000.00000000 PA USD 312872.75000000 0.052980280673 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAE5 301000.00000000 PA USD 306233.20000000 0.051855973035 Long DBT CORP US N 2 2028-11-01 Fixed 9.50000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 1232000.00000000 PA USD 1036900.60000000 0.175583475449 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N BRAVO Residential Funding Trust N/A 10569YAA5 1497302.00000000 PA USD 1492870.29000000 0.252795064361 Long ABS-MBS CORP US N 2 2063-05-25 Variable 6.44000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 42000.00000000 PA USD 36494.25000000 0.006179750738 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 17000.00000000 PA USD 16218.70000000 0.002746392193 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 000000000 100000.00000000 PA 104543.76000000 0.017702908762 Long DBT CORP US N 2 2025-11-01 Fixed 2.63000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 191706.00000000 0.032462519304 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 210808.00000000 PA USD 206701.46000000 0.035001774256 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N Ellington Financial Mortgage Trust N/A 31572LAA4 205827.61000000 PA USD 162781.85000000 0.027564650809 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93000000 N N N N N N SK INVICTUS INTERMEDIATE N/A 29977LAA9 311000.00000000 PA USD 247129.93000000 0.041847725806 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2649.00000000 OU Notional Amount -660.85000000 -0.00011190497 N/A DCR XX N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ADLER Real Estate AG ADLER Real Estate AG Y sell protection 2027-12-21 0.00000000 EUR -600.24000000 EUR 2649.00000000 EUR -94.60000000 N N N Momentive Performance Materials Inc. 54930021ZH8MCUXACZ50 60877JAG7 148627.50000000 PA USD 144663.60000000 0.024496598477 Long LON CORP US N 2 2028-03-29 Variable 9.60000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 544000.00000000 PA USD 386171.13000000 0.065392255654 Long DBT CORP FR N 2 2029-07-15 Fixed 5.13000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 000000000 100000.00000000 PA 124672.02000000 0.021111325967 Long DBT CORP GB N 2 2083-12-20 Fixed 8.38000000 N N N N N N Navient Student Loan Trust N/A 63942CAD4 440000.00000000 PA USD 393304.60000000 0.066600201193 Long ABS-O CORP US N 2 2060-04-15 Fixed 4.00000000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 000000000 200000.00000000 PA USD 177512.00000000 0.030058979514 Long DBT CORP US N 2 2026-11-16 Fixed 4.00000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410346AX8 74812.50000000 PA USD 74999.53000000 0.012700039072 Long LON CORP US N 3 2030-03-08 Variable 8.85000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -358065.00000000 PA USD -358065.00000000 -0.06063290650 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 358065.00000000 USD 361629.24000000 USD CDS N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 200000.00000000 PA USD 181054.00000000 0.030658763785 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BP9 1705000.00000000 PA USD 1530663.75000000 0.259194816715 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -284820.00000000 PA USD -284820.00000000 -0.04822997062 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 284820.00000000 USD 285729.84000000 USD CDS N N N RegionalCare Hospital Partners Holdings, Inc. 549300G8ZVHRTBBBSZ90 75915TAD4 131473.86000000 PA USD 121504.20000000 0.020574903435 Long LON CORP US N 2 2025-11-16 Floating 9.02000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -194462.50000000 PA USD -194462.50000000 -0.03292929099 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 194462.50000000 USD 194687.21000000 USD CDS N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 345000.00000000 PA USD 321712.50000000 0.054477158992 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -517042.56000000 PA USD -517042.56000000 -0.08755335819 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 517042.56000000 USD 518331.72000000 USD AMBS N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CF5 750000.00000000 PA USD 754600.46000000 0.127780205105 Long DBT CORP US N 2 2030-02-10 Fixed 5.13000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AD4 200000.00000000 PA USD 176640.00000000 0.029911319468 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAD0 2300000.00000000 PA USD 2180288.36000000 0.369198945135 Long DBT CORP US N 2 2033-02-01 Fixed 4.95000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAD8 400000.00000000 PA USD 378806.11000000 0.064145100615 Long DBT CORP GB N 2 2042-03-22 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -86537.50000000 PA USD -86537.50000000 -0.01465382024 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 86537.50000000 USD 86822.23000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJB2 2116955.00000000 PA USD 2114859.96000000 0.358119632552 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 220000.00000000 PA USD 223353.24000000 0.037821502014 Long DBT CORP BM N 2 2030-04-30 Fixed 8.63000000 N N N N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 48251UAF5 88000.00000000 PA USD 86240.00000000 0.014603443109 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CBC9 250000.00000000 PA USD 240235.30000000 0.040680224217 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 8.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -21.01000000 -0.00000355772 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3000.00000000 EUR 3265.11000000 USD 2023-09-20 -21.01000000 N N N CIFC Funding Ltd 5493001TP5YQV9X08Z14 12548MBF1 1000000.00000000 PA USD 989300.00000000 0.167523031871 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 6.38000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 310000.00000000 PA USD 210614.00000000 0.035664303886 Long DBT CORP GB N 2 2028-03-15 Fixed 4.38000000 N N N N N N SREIT Trust N/A 78485GAA2 1207000.00000000 PA USD 1170643.11000000 0.198230752074 Long ABS-MBS CORP US N 2 2036-07-15 Floating 5.77000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 385000.00000000 PA USD 91071.75000000 0.015421627087 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 Y Y N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAB0 1675000.00000000 PA USD 1754389.74000000 0.297079438319 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 171000.00000000 PA USD 121410.00000000 0.020558952086 Long DBT CORP US N 2 2028-07-01 Fixed 7.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1000000.00000000 PA USD 754498.76000000 0.127762983744 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 488000.00000000 PA USD 295498.64000000 0.050038237225 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -111387.50000000 PA USD -111387.50000000 -0.01886179289 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 111387.50000000 USD 111516.96000000 USD CDS N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 000000000 100000.00000000 PA 108498.05000000 0.018372508125 Long DBT CORP IT N 2 2028-02-15 Fixed 6.88000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BG6 1000000.00000000 PA USD 1010272.24000000 0.171074364359 Long DBT CORP US N 2 2044-02-01 Fixed 5.30000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 70000.00000000 PA USD 68105.74000000 0.011532679725 Long DBT CORP US N 2 2031-01-15 Fixed 7.38000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PAR3 1750000.00000000 PA USD 1870716.24000000 0.316777576364 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 75000.00000000 PA USD 66995.68000000 0.011344707809 Long DBT CORP US N 2 2032-01-31 Fixed 4.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -75000.00000000 PA USD -75000.00000000 -0.01270011866 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 75000.00000000 USD 75244.38000000 USD CDS N N N Neuberger Berman CLO Ltd 549300FFV1EYI8ON7P41 64131BAH6 250000.00000000 PA USD 248820.65000000 0.042134023734 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 6.91000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 202000.00000000 PA USD 171110.44000000 0.028974971893 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N Apidos CLO Ltd 549300EW146C7Q4UV387 03767JAF2 247239.97000000 PA USD 245344.78000000 0.041545437581 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 6.19000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 69000.00000000 PA USD 55972.80000000 0.009478149356 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FAU1 250000.00000000 PA USD 232249.73000000 0.039327988396 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 8.16000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701EAG1 250000.00000000 PA USD 244771.20000000 0.041448310460 Long ABS-CBDO CORP KY N 2 2028-02-20 Floating 7.88000000 N N N N N N UMBS, TBA N/A 01F050676 11400000.00000000 PA USD 11170218.75000000 1.891508047784 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -232170.00000000 PA USD -232170.00000000 -0.03931448732 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 232170.00000000 USD 232933.90000000 USD CDS N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 1365000.00000000 PA USD 1376148.46000000 0.233029983144 Long DBT CORP US N 2 2031-06-01 Fixed 8.38000000 N N N N N N TICP CLO Ltd 549300T5OQR4UD880D68 87249AAG0 500000.00000000 PA USD 483871.25000000 0.081936297215 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.15000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAQ1 174799.35000000 PA USD 170320.99000000 0.028841290443 Long LON CORP US N 2 2028-06-02 Variable 8.70000000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 36261NAA5 253000.00000000 PA USD 222640.00000000 0.037700725579 Long DBT CORP US N 2 2029-05-01 Fixed 4.63000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 224771.00000000 PA USD 204822.57000000 0.034683612576 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 296000.00000000 PA USD 263057.27000000 0.044544780578 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 545000.00000000 PA USD 446393.15000000 0.075589946320 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAM1 500000.00000000 PA USD 458140.29000000 0.077579147279 Long DBT CORP CA N 2 2034-03-01 Fixed 4.63000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAL4 111000.00000000 PA USD 108468.09000000 0.018367434851 Long DBT CORP US N 2 2025-06-01 Fixed 5.63000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 46000.00000000 PA USD 43691.26000000 0.007398455818 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -449375.00000000 PA USD -449375.00000000 -0.07609487763 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 449375.00000000 USD 450024.10000000 USD CDS N N N WHITE CAP BUYER LLC N/A 96350RAA2 855000.00000000 PA USD 774843.75000000 0.131208100906 Long DBT CORP US N 2 2028-10-15 Fixed 6.88000000 N N N N N N Chase Mortgage Finance Corporation N/A 16158RAN6 537883.21000000 PA USD 535939.19000000 0.090753217434 Long ABS-MBS CORP US N 2 2049-04-25 Variable 6.50000000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 000000000 250000.00000000 PA USD 240135.00000000 0.040663239925 Long DBT CORP KR N 2 2024-10-04 Fixed 4.25000000 N N N N N N Structured Asset Securities Corporation N/A 86358RXY8 41974.28000000 PA USD 37033.47000000 0.006271059511 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 000000000 250000.00000000 PA USD 227827.50000000 0.038579150453 Long DBT CORP HK N 2 2024-09-19 Fixed 5.88000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BS0 136000.00000000 PA USD 142800.00000000 0.024181025928 Long DBT CORP LR N 2 2029-01-15 Fixed 8.25000000 N N N N N N GCAT N/A 36168MAA1 1161080.49000000 PA USD 1097686.19000000 0.185876598193 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.35000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 237000.00000000 PA USD 186045.00000000 0.031503914348 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -84843.75000000 PA USD -84843.75000000 -0.01436700923 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 84843.75000000 USD 85098.63000000 USD CDS N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BF5 174000.00000000 PA USD 165300.00000000 0.027991061526 Long DBT CORP KY N 2 2026-01-15 Fixed 7.50000000 N N N N N N University of Massachusetts Building Authority 6ILE2573NPR1XO2TR556 914437US5 500000.00000000 PA USD 404173.50000000 0.068440685456 Long DBT MUN US N 2 2040-11-01 Fixed 3.43000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 109634.21000000 0.018564899682 Long DBT CORP GB N 2 2084-08-30 Fixed 6.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BW5 1000000.00000000 PA USD 992667.54000000 0.168093273973 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N Neuberger Berman CLO Ltd 5493006JG853WBZS5J73 64133GAV2 1162500.00000000 PA USD 1142773.65000000 0.193511479421 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.05000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -174150.00000000 PA USD -174150.00000000 -0.02948967552 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 174150.00000000 USD 175639.08000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -156750.00000000 PA USD -156750.00000000 -0.02654324799 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2023-07-21 156750.00000000 USD 156791.36000000 USD CDS N N N Mill City Mortgage Trust N/A 59981CAA0 2007567.72000000 PA USD 1985619.38000000 0.336234689862 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.24000000 N N N N N N Navient Student Loan Trust N/A 63941JAA6 213682.83000000 PA USD 196646.62000000 0.033299138774 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.40000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 350000.00000000 PA USD 290857.10000000 0.049252262441 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N TRANSALTA CORP GJZNVO2UY6DNFNIYH321 89346DAH0 77000.00000000 PA USD 79271.50000000 0.013423432751 Long DBT CORP CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 303000.00000000 PA USD 299468.54000000 0.050710479906 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36269CAA1 700000.00000000 PA USD 695190.02000000 0.117719943270 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.88000000 N N N N N N Magenta Buyer LLC N/A 55910RAB9 562980.60000000 PA USD 421999.00000000 0.071459164992 Long LON CORP US N 2 2028-07-27 Floating 10.03000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -611972.50000000 PA USD -611972.50000000 -0.10362831155 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 611972.50000000 USD 618221.08000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -174945.00000000 PA USD -174945.00000000 -0.02962429678 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 174945.00000000 USD 175554.97000000 USD CDS N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 356000.00000000 PA USD 307014.30000000 0.051988240537 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -148215.00000000 PA USD -148215.00000000 -0.02509797449 Short RA CORP US N 2 Reverse repurchase N 5.19000000 2049-12-31 148215.00000000 USD 148514.15000000 USD CDS N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 12000.00000000 PA USD 10926.89000000 0.001850303994 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BT8 192000.00000000 PA USD 194466.05000000 0.032929892138 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FAQ3 500000.00000000 PA USD 481439.90000000 0.081524584769 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 8.32000000 N N N N N N Birch Grove CLO Ltd. N/A 09076VAJ0 250000.00000000 PA USD 235017.83000000 0.039796724376 Long ABS-CBDO CORP KY N 2 2035-01-19 Floating 8.47000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 2143000.00000000 PA USD 1908086.05000000 0.323105589981 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 209000.00000000 PA USD 205160.17000000 0.034740780044 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N Carlyle Global Market Strategies N/A 14317GAG8 250000.00000000 PA USD 251488.93000000 0.042585856702 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 8.60000000 N N N N N N CIFC Funding Ltd 549300KEIUMRD7WX5J42 12549QBE4 250000.00000000 PA USD 245566.80000000 0.041583033319 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 7.07000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAV6 123000.00000000 PA USD 120537.54000000 0.020411214146 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 96208.00000000 0.016291373547 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 000000000 200000.00000000 PA 203574.34000000 0.034472243655 Long DBT CORP IE N 2 2024-10-09 Fixed 5.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1273125.00000000 PA USD -1273125.00000000 -0.21558451425 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 1273125.00000000 USD 1274596.17000000 USD CDS N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAM6 83000.00000000 PA USD 70203.89000000 0.011887969778 Long LON CORP US N 2 2029-12-10 Variable 10.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KH9 120000.00000000 PA USD 118427.35000000 0.020053885301 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 250000.00000000 PA USD 237418.60000000 0.040203258561 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -216056.25000000 PA USD -216056.25000000 -0.03658586682 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 345000.00000000 USD 260806.23450000 USD CDS N N N ASCENT RESOURCES/ARU FIN N/A 04364VAR4 593000.00000000 PA USD 583158.69000000 0.098749127475 Long DBT CORP US N 2 2028-12-31 Fixed 8.25000000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 131664.12000000 PA USD 128800.43000000 0.021810409926 Long LON CORP US N 2 2028-06-21 Floating 8.30000000 N N N N N N RealPage, Inc 5493001RSFZX4122A604 75605VAD4 216150.00000000 PA USD 211232.59000000 0.035769052771 Long LON CORP US N 2 2028-04-24 Variable 8.22000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 1100000.00000000 PA USD 909210.63000000 0.153961105173 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -413070.00000000 PA USD -413070.00000000 -0.06994717353 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 413070.00000000 USD 414429.12000000 USD CDS N N N Verus Securitization Trust N/A 92539NAA4 1702549.25000000 PA USD 1637940.91000000 0.277360585535 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1311950.00000000 PA USD -1311950.00000000 -0.22215894234 Short RA CORP US N 2 Reverse repurchase N 5.12000000 2049-12-31 1381000.00000000 USD 1349476.53444999 USD CDS N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -427.50000000 -0.00007239067 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 97000.00000000 GBP 122788.67000000 USD 2023-09-20 -427.50000000 N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 000000000 100000.00000000 PA 106803.20000000 0.018085510843 Long DBT CORP ES N 2 2029-02-07 Fixed 5.25000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 65000.00000000 PA USD 66965.14000000 0.011339536321 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 591000.00000000 PA USD 563635.99000000 0.095443252721 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 74000.00000000 PA USD 56980.00000000 0.009648703483 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N Dryden Senior Loan Fund 254900I0IPNA482LDS44 26249MAN7 245314.39000000 PA USD 243958.78000000 0.041310739388 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 6.36000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 230000.00000000 PA USD 228606.61000000 0.038711080979 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJD8 1356683.61000000 PA USD 1351580.50000000 0.228869769715 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 125000.00000000 PA USD 113764.35000000 0.019264276590 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAA3 231000.00000000 PA USD 225117.08000000 0.038120181712 Long DBT CORP US N 2 2026-01-15 Fixed 5.75000000 N N N N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 1465478.84000000 PA USD 1393440.88000000 0.235958193623 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AJ2 250000.00000000 PA USD 249554.48000000 0.042258286775 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -78111.25000000 PA USD -78111.25000000 -0.01322696191 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 78111.25000000 USD 78368.26000000 USD CDS N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FC2 1300000.00000000 PA USD 1285667.58000000 0.217708410978 Long DBT CORP US N 2 2036-02-01 Fixed 5.63000000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 74345HAB7 19018.65000000 PA USD 18590.73000000 0.003148059693 Long LON CORP US N 2 2028-08-31 Variable 8.47000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 30000.00000000 PA USD 29015.68000000 0.004913367720 Long DBT CORP US N 2 2027-07-01 Fixed 5.63000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAK1 68000.00000000 PA USD 62478.04000000 0.010579713621 Long DBT US N 2 2028-01-15 Fixed 4.50000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 6000.00000000 PA 7301.09000000 0.001236329457 Long ABS-O CORP GB N 2 2032-03-30 Fixed 6.46000000 N N N N N N RIZAL COMMERCIAL BANKING CIKZWI6KV077KV2E2J69 000000000 200000.00000000 PA USD 176712.00000000 0.029923511582 Long DBT CORP PH N 2 2025-08-27 Fixed 6.50000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 151000.00000000 PA USD 148715.63000000 0.025182748634 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N Fortrea Holdings Inc 5493000FIVFABOVCDU97 34965PAD8 71000.00000000 PA USD 70964.50000000 0.012016767608 Long LON CORP US N 2 2030-06-12 None 0.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -168175.00000000 PA USD -168175.00000000 -0.02847789940 Short RA CORP US N 2 Reverse repurchase N -1.75000000 2049-12-31 217000.00000000 USD 194561.11500000 USD CDS N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 279000.00000000 PA USD 254029.92000000 0.043016135029 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAK0 71897.42000000 PA USD 67437.62000000 0.011419543682 Long LON CORP US N 2 2028-12-11 Variable 8.70000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 189000.00000000 PA USD 152419.65000000 0.025809968548 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N Apidos CLO Ltd 549300PPHIOJQEKPJH29 03759CAS9 500000.00000000 PA USD 494351.75000000 0.083711011797 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.20000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 628000.00000000 PA USD 571480.00000000 0.096771517491 Long DBT CORP US N 2 2028-11-15 Fixed 4.63000000 N N N N N N Quorum Health Corporation 549300PO3E4YREFT1I57 74909HAE9 107657.98000000 PA USD 73207.43000000 0.012396573970 Long LON CORP US N 2 2025-04-29 Floating 13.24000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2000000.00000000 OU Notional Amount USD -69163.17000000 -0.01171173954 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-11-29 61.43000000 USD 0.00000000 USD 2000000.00000000 USD -69224.60000000 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 400000.00000000 PA USD 329021.62000000 0.055714848209 Long DBT CORP US N 2 2031-03-15 Fixed 2.25000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -831762.32000000 PA USD -831762.32000000 -0.14084640214 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-13 831762.32000000 USD 833836.18000000 USD AMBS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -427228.75000000 PA USD -427228.75000000 -0.07234474426 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 427228.75000000 USD 427839.92000000 USD CDS N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAE3 115000.00000000 PA USD 100587.14000000 0.017032914849 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 15000.00000000 PA USD 15025.74000000 0.002544382412 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 445000.00000000 PA USD 454013.48000000 0.076880334256 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 333000.00000000 PA USD 313929.09000000 0.053159155917 Long DBT CORP US N 2 2025-02-10 Fixed 4.95000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 432000.00000000 PA USD 437961.60000000 0.074162190514 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 56085RAA8 120000.00000000 PA USD 95282.40000000 0.016134637149 Long DBT CORP US N 2 2029-06-01 Fixed 6.38000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 222000.00000000 PA USD 226440.00000000 0.038344198258 Long DBT CORP CA N 2 2031-06-01 Fixed 8.63000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 48000.00000000 PA USD 29304.00000000 0.004962190362 Long DBT CORP MX N 2 2045-01-23 Fixed 6.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -378125.00000000 PA USD -378125.00000000 -0.06402976491 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 378125.00000000 USD 379369.14000000 USD CDS N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 303000.00000000 PA USD 249396.27000000 0.042231496298 Long DBT CORP NL N 2 2031-07-15 Fixed 4.88000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAD3 105000.00000000 PA USD 97380.34000000 0.016489891642 Long DBT CORP US N 2 2027-06-15 Fixed 4.88000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 110000.00000000 PA USD 102264.73000000 0.017316989409 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N 2023-07-31 BlackRock Core Bond Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer