0001752724-23-120303.txt : 20230526 0001752724-23-120303.hdr.sgml : 20230526 20230526111928 ACCESSION NUMBER: 0001752724-23-120303 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230526 DATE AS OF CHANGE: 20230526 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK Ltd DURATION INCOME TRUST CENTRAL INDEX KEY: 0001233681 IRS NUMBER: 200096695 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21349 FILM NUMBER: 23964713 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY STREET 2: MUTUAL FUND DEPARTMENT CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 888-825-227 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY STREET 2: MUTUAL FUND DEPARTMENT CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: BLACKROCK LTD DURATION INCOME TRUST DATE OF NAME CHANGE: 20041103 FORMER COMPANY: FORMER CONFORMED NAME: BLACKROCK LIMITED DURATION INCOME TRUST DATE OF NAME CHANGE: 20030611 FORMER COMPANY: FORMER CONFORMED NAME: BLACKROCK MANAGED DURATION INCOME TRUST DATE OF NAME CHANGE: 20030529 NPORT-P 1 primary_doc.xml NPORT-P false 0001233681 XXXXXXXX BlackRock Ltd Duration Income Trust 811-21349 0001233681 4VIZ12RURKQTKPDDB492 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Ltd Duration Income Trust 4VIZ12RURKQTKPDDB492 2023-12-31 2023-03-31 N 751987102.13 262488372.60 489498729.53 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11107922.65000000 0.00000000 0.00000000 6486237.56000000 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 United Airlines Inc 90932LAG2 541000.00000000 PA USD 517581.84000000 0.105737116109 Long DBT CORP US N 2 2026-04-15 Fixed 4.38000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBH2 525000.00000000 PA USD 444087.00000000 0.090722809521 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 Greenko Solar Mauritius Ltd 000000000 200000.00000000 PA USD 187912.50000000 0.038388761535 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCL5 260000.00000000 PA USD 209313.00000000 0.042760682995 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ARD FINANCE SA PIK 6.5 30-JUN- 000000000 -461000.00000000 PA USD -461000.00000000 -0.09417797681 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-05-10 461000.00000000 USD 461452.68000000 USD CDS N N N OUTFRONT MEDIA CAP LLC/C N/A Outfront Media Capital LLC / Outfront Media Capital Corp 69007TAC8 81000.00000000 PA USD 67551.43000000 0.013800123662 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP GLOBAL PAYMENTS INC 2.9 15-MAY 000000000 -609797.50000000 PA USD -609797.50000000 -0.12457591066 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 609797.50000000 USD 610051.07000000 USD CDS N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 Herens Holdco Sarl 427169AA5 612000.00000000 PA USD 492660.00000000 0.100645817911 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAA7 147000.00000000 PA USD 133402.50000000 0.027252879722 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N Clear Creek CLO Ltd N/A Clear Creek CLO 18452LAN8 250000.00000000 PA USD 233465.65000000 0.047694842890 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 7.76000000 N N N N N N ILIAD SA 969500FZ9BTRZS3JNB97 iliad SA 000000000 100000.00000000 PA 105196.49000000 0.021490656390 Long DBT CORP FR N 2 2030-02-15 Fixed 5.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CAESARS ENTERTAINMENT INC 4.62 000000000 -502500.00000000 PA USD -502500.00000000 -0.10265603763 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 502500.00000000 USD 502500.00000000 USD CDS N N N GCI LLC 549300N3IE9H88Q20221 GCI LLC 36166TAB6 107000.00000000 PA USD 92312.11000000 0.018858498384 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 Trident TPI Holdings, Inc. 2021 Incremental Term Loan 00216EAE9 514929.64000000 PA USD 496587.85000000 0.101448240831 Long LON CORP US N 2 2028-09-15 Floating 9.16000000 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 Hilcorp Energy I LP / Hilcorp Finance Co 431318AS3 145000.00000000 PA USD 137603.40000000 0.028111084196 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TELECOM ITALIA CAPITAL SA 6.0 000000000 -279720.00000000 PA USD -279720.00000000 -0.05714417282 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2023-05-10 279720.00000000 USD 279993.58000000 USD CDS N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 Clarios Global LP 18060TAA3 528000.00000000 PA USD 533623.20000000 0.109014215524 Long DBT CORP CA N 2 2025-05-15 Fixed 6.75000000 N N N N N N ASHTON WOODS USA/FINANCE N/A Ashton Woods USA LLC / Ashton Woods Finance Co 045086AM7 100000.00000000 PA USD 81000.00000000 0.016547540394 Long DBT CORP US N 2 2029-08-01 Fixed 4.63000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAE7 7000.00000000 PA USD 6789.93000000 0.001387119024 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CK0 221000.00000000 PA USD 215452.99000000 0.044015025372 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ANHEUSER-BUSCH COMPANIES LLC 000000000 -722000.00000000 PA USD -722000.00000000 -0.14749782919 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-11 722000.00000000 USD 722694.92000000 USD CDS N N N PENN Entertainment, Inc. N/A PENN Entertainment, Inc. 2022 Term Loan B 70757DAZ2 613703.45000000 PA USD 611555.49000000 0.124935051534 Long LON CORP US N 2 2029-05-03 Variable 7.66000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP GLP CAPITAL LP 3.25 15-JAN-203 000000000 -380347.50000000 PA USD -380347.50000000 -0.07770142741 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 380347.50000000 USD 380784.37000000 USD CDS N N N VIKING OCEAN CRUISES SHI N/A Viking Ocean Cruises Ship VII Ltd 92682RAA0 148000.00000000 PA USD 127032.10000000 0.025951466742 Long DBT CORP BM N 2 2029-02-15 Fixed 5.63000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 Boxer Parent Co Inc 000000000 100000.00000000 PA 107172.45000000 0.021894326488 Long DBT CORP US N 2 2025-10-02 Fixed 6.50000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AQ5 283000.00000000 PA USD 289721.25000000 0.059187334414 Long DBT CORP US N 2 2031-02-15 Fixed 9.00000000 N N N N N N CHG Healthcare Services Inc. 54930016Y1HPAVB9PZ54 CHG Healthcare Services Inc. 2021 Term Loan 12541HAT0 462950.00000000 PA USD 457959.40000000 0.093556810747 Long LON CORP US N 2 2028-09-29 Floating 8.09000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AA9 107000.00000000 PA USD 109781.37000000 0.022427304378 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397A60 490000.00000000 PA USD 479634.15000000 0.097984758910 Long DBT CORP US N 2 2025-06-16 Fixed 5.13000000 N N N N N N Element Materials Technology Group US Holdings Inc. 213800EGOJGGUKUGEZ30 Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan 000000000 308898.98000000 PA USD 304651.62000000 0.062237468990 Long LON CORP US N 2 2029-07-06 Variable 9.25000000 N N N N N N LSF11 A5 Holdco LLC 254900FPK7P5WNA66Y10 LSF11 A5 Holdco LLC Term Loan 50216YAB6 890750.63000000 PA USD 862362.41000000 0.176172553262 Long LON CORP US N 2 2028-10-15 Floating 8.42000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 Neptune Bidco US Inc 640695AA0 82000.00000000 PA USD 76022.20000000 0.015530622535 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AH4 200000.00000000 PA USD 200000.00000000 0.040858124431 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 AssuredPartners, Inc. 2020 Term Loan B 04621HAN3 1085865.98000000 PA USD 1073921.45000000 0.219392081166 Long LON CORP US N 2 2027-02-12 Floating 8.34000000 N N N N N N CNT Holdings I Corp 254900SYIEHMSB69WT08 CNT Holdings I Corp 2020 Term Loan 12656AAC3 770044.96000000 PA USD 756184.15000000 0.154481330467 Long LON CORP US N 2 2027-11-08 Variable 8.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP COHERENT CORP 5.0 15-DEC-2029 000000000 -347622.50000000 PA USD -347622.50000000 -0.07101601680 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 347622.50000000 USD 349829.23000000 USD CDS N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 2023 Term Loan B 02376CBK0 1160000.00000000 PA USD 1131904.80000000 0.231237535812 Long LON CORP US N 2 2028-02-15 Variable 8.15000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -312.86000000 -0.00006391436 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 34981.00000000 EUR 37790.64000000 USD 2023-06-21 -312.86000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ENTEGRIS ESCROW CORP 4.75 15-A 000000000 -449347.50000000 PA USD -449347.50000000 -0.09179748033 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-05-10 449347.50000000 USD 449718.84000000 USD CDS N N N ACURIS FIN US/ACURIS FIN N/A Acuris Finance US Inc / Acuris Finance SARL 00511BAA5 403000.00000000 PA USD 316355.00000000 0.064628359771 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp 92735LAA0 459000.00000000 PA USD 455676.84000000 0.093090505145 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP BROADCOM CORPORATION 3.419 15- 000000000 -187980.00000000 PA USD -187980.00000000 -0.03840255115 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 187980.00000000 USD 188583.15000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MATTAMY GROUP CORP 4.625 01-MA 000000000 -126862.50000000 PA USD -126862.50000000 -0.02591681905 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 126862.50000000 USD 126985.84000000 USD CDS N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AB9 1000000.00000000 PA USD 966335.36000000 0.197413251905 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N CRESTWOOD MID PARTNER LP N/A Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 67421QAA0 45000.00000000 PA USD 45900.00000000 0.009376939556 Long DBT CORP US N 2 2029-04-01 Fixed 8.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CARPENTER TECHNOLOGY CORPORATI 000000000 -248167.50000000 PA USD -248167.50000000 -0.05069829297 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 248167.50000000 USD 248408.77000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VICI PROPERTIES LP 4.125 15-AU 000000000 -274995.00000000 PA USD -274995.00000000 -0.05617889963 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 274995.00000000 USD 276879.86000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CSC HOLDINGS LLC 3.375 15-FEB- 000000000 -146168.75000000 PA USD -146168.75000000 -0.02986090487 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 146168.75000000 USD 147190.92000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EB7 117000.00000000 PA USD 117909.26000000 0.024087756083 Long DBT CORP US N 2 2025-09-01 Fixed 5.88000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A Outfront Media Capital LLC / Outfront Media Capital Corp 69007TAE4 230000.00000000 PA USD 190900.00000000 0.038999079769 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -27655.87000000 -0.00564983488 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2606000.00000000 EUR 2810963.20000000 USD 2023-06-21 -27655.87000000 N N N PDC Energy Inc 5493008W8H2T511J5Y59 PDC Energy Inc 69327RAG6 75000.00000000 PA USD 74625.00000000 0.015245187678 Long DBT CORP US N 2 2024-09-15 Fixed 6.13000000 N N N N N N CROWN AMER/CAP CORP V RPPGGRL1J75WGF2DFO04 Crown Americas LLC / Crown Americas Capital Corp V 22819KAB6 196000.00000000 PA USD 187898.83000000 0.038385968882 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N M6 ETX Holdings II Midco LLC N/A M6 ETX Holdings II Midco LLC Term Loan B 55285DAB7 102742.50000000 PA USD 101415.07000000 0.020718147746 Long LON CORP US N 2 2029-09-19 Variable 9.36000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP LUMEN TECHNOLOGIES 000000000 -206500.00000000 PA USD -206500.00000000 -0.04218601347 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 560000.00000000 USD 250600.00000000 USD CDS N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 ION Trading Technologies Sarl 46205YAA9 200000.00000000 PA USD 159734.00000000 0.032632158239 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N USIC Holdings, Inc. 5493009ZYUWB7X699U62 USIC Holdings, Inc. 2021 Term Loan 90290HAP7 705038.36000000 PA USD 680947.20000000 0.139111127143 Long LON CORP US N 2 2028-05-12 Floating 8.34000000 N N N N N N MED ParentCo LP 549300660CLPRNK19Z91 MED ParentCo LP 1st Lien Term Loan 58401DAC8 818012.75000000 PA USD 715147.65000000 0.146097958351 Long LON CORP US N 2 2026-08-31 Floating 9.09000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AU8 129000.00000000 PA USD 117390.00000000 0.023981676134 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NEXTERA ENERGY CAPITAL HOLDING 000000000 -1273125.00000000 PA USD -1273125.00000000 -0.26008749833 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 1273125.00000000 USD 1281674.39000000 USD CDS N N N NMG HLDCO/NEIMAN MARCUS N/A NMG Holding Co Inc / Neiman Marcus Group LLC 62929RAC2 213000.00000000 PA USD 199979.31000000 0.040853897658 Long DBT CORP US N 2 2026-04-01 Fixed 7.13000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAD5 1182000.00000000 PA USD 996772.15000000 0.203631202670 Long DBT CORP US N 2 2029-11-01 Fixed 5.88000000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 Allegiant Travel Co 01748XAD4 113000.00000000 PA USD 112491.50000000 0.022980958522 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ALLIED WORLD ASSURANCE CO HOLD 000000000 -330300.00000000 PA USD -330300.00000000 -0.06747719249 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 330300.00000000 USD 332495.12000000 USD CDS N N N HILCORP ENERGY I/HILCORP N/A Hilcorp Energy I LP / Hilcorp Finance Co 431318AV6 16000.00000000 PA USD 14731.82000000 0.003009572673 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP VENTURE GLOBAL CALCASIEU PASS 000000000 -556950.00000000 PA USD -556950.00000000 -0.11377966200 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 556950.00000000 USD 560829.31000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP ITT HOLDINGS LLC 6.5 01-AUG-20 000000000 -271398.75000000 PA USD -271398.75000000 -0.05544421948 Short RA CORP US N 2 Reverse repurchase N 5.17000000 2049-12-31 271398.75000000 USD 273266.50000000 USD CDS N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 Beacon Roofing Supply, Inc. 2021 Term Loan B 07368RAF8 611029.25000000 PA USD 606703.16000000 0.123943766020 Long LON CORP US N 2 2028-05-19 Floating 7.09000000 N N N N N N Proppants Holdings LLC N/A PROPPANTS HOLDINGS LLC NEWCO E 000000000 2869.00000000 NS USD 688.56000000 0.000140666350 Long EC CORP US N 3 N N N RITCHIE BROS HLDGS INC 5493002H8U24DJXQ4886 Ritchie Bros Holdings Inc 76774LAB3 77000.00000000 PA USD 79296.91000000 0.016199615078 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLEAR CHANNEL INTERNATIONAL BV 000000000 -285000.00000000 PA USD -285000.00000000 -0.05822282731 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 285000.00000000 USD 285282.07000000 USD CDS N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAK7 619000.00000000 PA USD 550872.86000000 0.112538159297 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Informatica LLC 5493007SV33RZV7RPS40 Informatica LLC 2021 USD Term Loan B 45673YAH9 1230082.80000000 PA USD 1218802.94000000 0.248990010897 Long LON CORP US N 2 2028-10-27 Floating 7.63000000 N N N N N N Allied Universal N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AA5 1737000.00000000 PA USD 1669265.69000000 0.341015326352 Long DBT CORP US N 2 2026-07-15 Fixed 6.63000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397XU2 400000.00000000 PA USD 379500.00000000 0.077528291108 Long DBT CORP US N 2 2026-01-08 Fixed 4.39000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CP9 106000.00000000 PA USD 91511.77000000 0.018694996427 Long DBT CORP US N 2 2029-02-01 Fixed 4.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP TWILIO INC 3.875 15-MAR-2031 ( 000000000 -217005.00000000 PA USD -217005.00000000 -0.04433208646 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 217005.00000000 USD 217927.93000000 USD CDS N N N ARDAGH PKG FIN/HLDGS USA N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 03969AAQ3 200000.00000000 PA USD 197000.00000000 0.040245252564 Long DBT CORP XX N 2 2025-04-30 Fixed 5.25000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 Yuzhou Group Holdings Co Ltd 000000000 200000.00000000 PA USD 17500.00000000 0.003575085887 Long DBT CORP KY N 2 2025-05-27 None 0.00000000 Y N N N N N TAP ROCK RESOURCES LLC 549300Y3SDS1HPFQ6H17 Tap Rock Resources LLC 87602LAA0 768000.00000000 PA USD 672812.57000000 0.137449298519 Long DBT CORP US N 2 2026-10-01 Fixed 7.00000000 N N N N N N Belron Finance US LLC N/A Belron Finance US LLC 2021 USD Term Loan B 08078UAF0 922548.39000000 PA USD 919374.82000000 0.187819653971 Long LON CORP US N 2 2028-04-13 Floating 7.30000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP WESTERN GAS PARTNERS LP 5.45 0 000000000 -239842.50000000 PA USD -239842.50000000 -0.04899757354 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 239842.50000000 USD 240343.84000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SRS DISTRIBUTION INC 4.625 01- 000000000 -315735.00000000 PA USD -315735.00000000 -0.06450169958 Short RA CORP US N 2 Reverse repurchase N 5.17000000 2049-12-31 315735.00000000 USD 317907.87000000 USD CDS N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAG4 179000.00000000 PA USD 173630.00000000 0.035470980724 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLEAR CHANNEL OUTDOOR HOLDINGS 000000000 -1139953.75000000 PA USD -1139953.75000000 -0.23288186081 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 1139953.75000000 USD 1141062.04000000 USD CDS N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 Embecta Corp 29082KAB1 75000.00000000 PA USD 68250.00000000 0.013942834962 Long DBT CORP US N 2 2030-02-15 Fixed 6.75000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AG2 683000.00000000 PA USD 594210.00000000 0.121391530591 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CARNIVAL CORP 5.75 01-MAR-2027 000000000 -511231.25000000 PA USD -511231.25000000 -0.10443975012 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 511231.25000000 USD 511449.80000000 USD CDS N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAE1 39000.00000000 PA USD 35180.03000000 0.007186950216 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAD2 231000.00000000 PA USD 233589.51000000 0.047720146326 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N Cloudera, Inc. 549300PGONC4JOI0RG62 Cloudera, Inc. 2021 Term Loan 74339VAB4 379206.94000000 PA USD 361194.61000000 0.073788671596 Long LON CORP US N 3 2028-10-08 Variable 8.66000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 SWP: OIS 3.322000 28-NOV-2042 000000000 4800000.00000000 OU Notional Amount USD 102590.85000000 0.020958348573 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2042-11-28 113.85000000 USD 0.00000000 USD 4800000.00000000 USD 102477.00000000 N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 Viavi Solutions Inc 925550AF2 309000.00000000 PA USD 264246.53000000 0.053983088016 Long DBT CORP US N 2 2029-10-01 Fixed 3.75000000 N N N N N N Camelot U.S. Acquisition LLC N/A Camelot U.S. Acquisition LLC Term Loan B 000000000 999982.09000000 PA USD 997062.14000000 0.203690444908 Long LON CORP LU N 2 2026-10-30 Floating 7.84000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A CrownRock LP / CrownRock Finance Inc 228701AG3 44000.00000000 PA USD 40990.84000000 0.008374044206 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 Pike Corp 721283AA7 80000.00000000 PA USD 70000.00000000 0.014300343550 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 SS&C Technologies Inc 78466CAC0 1017000.00000000 PA USD 986793.57000000 0.201592672354 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ARAMARK SERVICES INC 5.0 01-FE 000000000 -197835.00000000 PA USD -197835.00000000 -0.04041583523 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 197835.00000000 USD 197920.73000000 USD CDS N N N Golub Capital Partners CLO, LTD 254900ZZ9HHZTOQ1XK24 Golub Capital Partners CLO 55B LTD 38178QAA6 250000.00000000 PA USD 222766.78000000 0.045509164081 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 11.37000000 N N N N N N Belron Finance US LLC N/A Belron Finance US LLC 2019 USD Term Loan B3 08078UAE3 407400.00000000 PA USD 406381.50000000 0.083019929467 Long LON CORP US N 3 2026-10-30 Floating 7.06000000 N N N N N N MELCO RESORTS FINANCE N/A Melco Resorts Finance Ltd 000000000 250000.00000000 PA USD 225000.00000000 0.045965389984 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XVIII Ltd 55819BAW0 498097.20000000 PA USD 491833.13000000 0.100476896124 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 5.76000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAA4 1004000.00000000 PA USD 961832.00000000 0.196493257689 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAB4 587000.00000000 PA USD 576205.07000000 0.117713292239 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp 758750AD5 590000.00000000 PA USD 590262.67000000 0.120585128089 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DS1 430000.00000000 PA USD 328090.00000000 0.067025710222 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N CD&R Firefly Bidco Limited 213800OAU5VX61DYZ558 CD&R Firefly Bidco Limited 2018 GBP Term Loan B1 000000000 1000000.00000000 PA 1186315.44000000 0.242353119310 Long LON CORP GB N 2 2025-06-23 Variable 7.78000000 N N N N N N ARKO CORP N/A Arko Corp 041242AA6 181000.00000000 PA USD 149811.67000000 0.030605119270 Long DBT CORP US N 2 2029-11-15 Fixed 5.13000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP LEVEL 3 FINANCING INC 3.4 01-M 000000000 -278673.75000000 PA USD -278673.75000000 -0.05693043376 Short RA CORP US N 2 Reverse repurchase N 5.17000000 2049-12-31 278673.75000000 USD 280591.57000000 USD CDS N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 Bausch Health Companies Inc. 2022 Term Loan B 000000000 593390.84000000 PA USD 439376.25000000 0.089760447472 Long LON CORP CA N 2 2027-02-01 Variable 10.09000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UBER TECHNOLOGIES INC 4.5 15-A 000000000 -326898.75000000 PA USD -326898.75000000 -0.06678234901 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 326898.75000000 USD 327210.21000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP HSBC HOLDINGS PLC AT1-P 6.0 31 000000000 -305543.75000000 PA USD -305543.75000000 -0.06241972278 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 305543.75000000 USD 307595.56000000 USD CDS N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 203372AX5 416000.00000000 PA USD 346744.32000000 0.070836612861 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N USI, INC. 2549006D7UF7072T7I27 USI, Inc. 2022 Incremental Term Loan 90351NAJ4 1090501.75000000 PA USD 1085245.53000000 0.221705484515 Long LON CORP US N 2 2029-11-22 Variable 8.65000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ASHLAND LLC 3.375 01-SEP-2031 000000000 -121770.00000000 PA USD -121770.00000000 -0.02487646905 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 121770.00000000 USD 122621.54000000 USD CDS N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 IHS Holding Ltd 44963HAB1 200000.00000000 PA USD 159600.00000000 0.032604783296 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAB1 414000.00000000 PA USD 376870.25000000 0.076991057844 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP COMSTOCK RESOURCES INC 5.875 1 000000000 -369337.50000000 PA USD -369337.50000000 -0.07545218766 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 369337.50000000 USD 369761.73000000 USD CDS N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAQ6 810000.00000000 PA USD 747476.65000000 0.152702469875 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EAY4 110000.00000000 PA USD 96686.15000000 0.019752073737 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP DT MIDSTREAM INC 4.375 15-JUN- 000000000 -320815.00000000 PA USD -320815.00000000 -0.06553949594 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 320815.00000000 USD 322728.39000000 USD CDS N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 AmWINS Group, Inc. 2021 Term Loan B 03234TAW8 1114613.16000000 PA USD 1099788.80000000 0.224676538191 Long LON CORP US N 2 2028-02-19 Floating 7.11000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HERTZ CORPORATION (THE) 5.0 01 000000000 -61736.25000000 PA USD -61736.25000000 -0.01261213692 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 61736.25000000 USD 61795.67000000 USD CDS N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBK5 242000.00000000 PA USD 178661.34000000 0.036498836303 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N AG TTMT ESCROW ISSUER N/A AG TTMT Escrow Issuer LLC 00840KAA7 77000.00000000 PA USD 77501.27000000 0.015832782666 Long DBT CORP US N 2 2027-09-30 Fixed 8.63000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 Grupo Aval Ltd 40053FAC2 200000.00000000 PA USD 151130.00000000 0.030874441726 Long DBT CORP KY N 2 2030-02-04 Fixed 4.38000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBK5 1750000.00000000 PA USD 1540116.10000000 0.314631276260 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N Travelport Finance (Luxembourg) S.a.r.l. 2221005SGFWYZHL40F77 Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan 000000000 9943.95000000 PA USD 10173.95000000 0.002078442575 Long LON CORP LU N 2 2025-02-28 Variable 6.23000000 N N Y N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 Crowdstrike Holdings Inc 22788CAA3 41000.00000000 PA USD 35781.77000000 0.007309880055 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR CREDIT COMPANY LLC 000000000 -142000.00000000 PA USD -142000.00000000 -0.02900926834 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 142000.00000000 USD 142135.29000000 USD CDS N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc. 2019 Term Loan B 00164DAQ6 665029.68000000 PA USD 483809.09000000 0.098837660000 Long LON CORP US N 2 2026-04-22 Floating 7.68000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VENTAS REALTY LP 4.125 15-JAN- 000000000 -598000.00000000 PA USD -598000.00000000 -0.12216579204 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 598000.00000000 USD 601999.12000000 USD CDS N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAJ0 28000.00000000 PA USD 25024.44000000 0.005112258416 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N VERMILION ENERGY INC WT03B8BB1IX8WI9ZGV02 Vermilion Energy Inc 923725AD7 159000.00000000 PA USD 144800.03000000 0.029581288216 Long DBT CORP CA N 2 2030-05-01 Fixed 6.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP GTCR (AP) FINANCE INC 000000000 -268537.50000000 PA USD -268537.50000000 -0.05485969294 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 268537.50000000 USD 268801.19000000 USD CDS N N N BROOKFIELD RESID PROPERT N/A Brookfield Residential Properties Inc / Brookfield Residential US LLC 11283YAG5 208000.00000000 PA USD 159120.00000000 0.032506723797 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP WHITE CAP BUYER LLC 000000000 -225907.50000000 PA USD -225907.50000000 -0.04615078372 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-04-12 225907.50000000 USD 226122.74000000 USD CDS N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272AD6 312000.00000000 PA USD 285480.00000000 0.058320886812 Long DBT CORP US N 2 2030-01-31 Fixed 4.13000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 Kinetik Holdings LP 49461MAA8 533000.00000000 PA USD 513012.50000000 0.104803642798 Long DBT CORP US N 2 2030-06-15 Fixed 5.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AB7 320000.00000000 PA USD 318033.60000000 0.064971282010 Long DBT CORP US N 2 2028-02-15 Fixed 5.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LUMEN TECHNOLOGIES INC 4.0 15- 000000000 -336000.00000000 PA USD -336000.00000000 -0.06864164904 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 336000.00000000 USD 336323.40000000 USD CDS N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAH4 13000.00000000 PA USD 12994.21000000 0.002654595245 Long DBT CORP US N 2 2025-10-01 Fixed 7.50000000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 Callon Petroleum Co 13123XAZ5 162000.00000000 PA USD 153900.00000000 0.031440326749 Long DBT CORP US N 2 2026-07-01 Fixed 6.38000000 N N N N N N INTL CONSOLIDATED AIRLIN 959800TZHQRUSH1ESL13 International Consolidated Airlines Group SA 000000000 100000.00000000 PA 89129.62000000 0.018208345522 Long DBT CORP ES N 2 2027-07-04 Fixed 1.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CQ7 43000.00000000 PA USD 36400.26000000 0.007436231762 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GFL ENVIRONMENTAL INC 000000000 -200250.00000000 PA USD -200250.00000000 -0.04090919708 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 200250.00000000 USD 200444.69000000 USD CDS N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GLC1 346000.00000000 PA USD 361702.10000000 0.073892347043 Long DBT CORP US N 2 2028-11-10 Fixed 6.20000000 N N N N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Company Term Loan B 57763TAB9 507000.00000000 PA USD 502112.52000000 0.102576879102 Long LON CORP US N 2 2026-08-14 Variable 8.80000000 N N N N N N Benefit Street Partners CLO Ltd N/A Benefit Street Partners CLO XX Ltd 08182FAU3 250000.00000000 PA USD 240144.63000000 0.049059295869 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.84000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83370RAA6 2250000.00000000 PA USD 1619853.80000000 0.330920940602 Long DBT CORP FR N 2 2030-11-18 Fixed 5.38000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 Whitebox Clo II Ltd 96466CAU2 500000.00000000 PA USD 459726.70000000 0.093917853564 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 8.17000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 Core & Main LP 2021 Term Loan B 40416VAE5 1805132.45000000 PA USD 1791593.96000000 0.366005844738 Long LON CORP US N 3 2028-07-27 Floating 7.35000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411BF1 177000.00000000 PA USD 161512.50000000 0.032995489110 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BANK OF AMERICA CORP AT1-P 6.2 000000000 -1651125.00000000 PA USD -1651125.00000000 -0.33730935350 Short RA CORP US N 2 Reverse repurchase N 4.88000000 2049-12-31 1651125.00000000 USD 1660124.09000000 USD CDS N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AT6 500000.00000000 PA USD 459476.84000000 0.093866809509 Long DBT CORP GB N 2 2025-03-30 Fixed 6.38000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CHENIERE ENERGY PARTNERS LP 3. 000000000 -517590.00000000 PA USD -517590.00000000 -0.10573878312 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 517590.00000000 USD 521874.35000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BG6 118000.00000000 PA USD 104180.43000000 0.021283084861 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 Banff Merger Sub Inc 2021 USD Term Loan 05988HAE7 748348.47000000 PA USD 737826.69000000 0.150731073543 Long LON CORP US N 2 2025-10-02 Floating 8.59000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP DT MIDSTREAM INC 4.125 15-JUN- 000000000 -226730.00000000 PA USD -226730.00000000 -0.04631881276 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 226730.00000000 USD 228093.34000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP HERENS HOLDCO SARL 4.75 15-MAY 000000000 -417690.00000000 PA USD -417690.00000000 -0.08533014996 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 417690.00000000 USD 420125.02000000 USD CDS N N N THETA CAPITAL PTE LTD 2549003I5QVCGQHCYJ52 Theta Capital Pte Ltd 000000000 200000.00000000 PA USD 160662.50000000 0.032821842082 Long DBT CORP SG N 2 2025-01-22 Fixed 8.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP APX GROUP INC 5.75 15-JUL-2029 000000000 -187265.00000000 PA USD -187265.00000000 -0.03825648335 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 187265.00000000 USD 188548.55000000 USD CDS N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp 58013MEY6 405000.00000000 PA USD 398048.01000000 0.081317475610 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (COFP) 000000000 20000.00000000 OU Notional Amount -2191.15000000 -0.00044763139 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CASINO GUICHARD PERRACHO CASINO GUICHARD PERRACHO Y sell protection 2023-06-21 0.00000000 EUR -369.45000000 EUR 20000.00000000 EUR -1808.45000000 N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAG6 41000.00000000 PA USD 38810.43000000 0.007928606890 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAV3 517000.00000000 PA USD 498815.07000000 0.101903240990 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP DIAMONDBACK ENERGY INC 6.25 15 000000000 -595227.50000000 PA USD -595227.50000000 -0.12159939629 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 595227.50000000 USD 595310.01000000 USD CDS N N N VISTRA CORP 549300KP43CPCUJOOG15 Vistra Corp 92840MAC6 240000.00000000 PA USD 211200.00000000 0.043146179399 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 28470RAK8 1508000.00000000 PA USD 1538160.00000000 0.314231663374 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NCR CORPORATION 5.125 15-APR-2 000000000 -93343.75000000 PA USD -93343.75000000 -0.01906925276 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 93343.75000000 USD 93436.13000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCP6 921000.00000000 PA USD 720332.52000000 0.147157178669 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 Constellium SE 21039CAA2 500000.00000000 PA USD 472013.00000000 0.096427829435 Long DBT CORP FR N 2 2028-06-15 Fixed 5.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CA MAGNUM HOLDINGS 5.375 31-OC 000000000 -304167.50000000 PA USD -304167.50000000 -0.06213856781 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 304167.50000000 USD 306273.44000000 USD CDS N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AR0 498000.00000000 PA USD 404057.28000000 0.082545113117 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEF1 300000.00000000 PA USD 254400.00000000 0.051971534276 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COMCAST CORPORATION 3.95 15-OC 000000000 -1263967.50000000 PA USD -1263967.50000000 -0.25821670695 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 1263967.50000000 USD 1265196.36000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CALPINE CORP 5.125 15-MAR-2028 000000000 -843750.00000000 PA USD -843750.00000000 -0.17237021244 Short RA CORP US N 2 Reverse repurchase N 4.82000000 2049-12-31 843750.00000000 USD 850801.64000000 USD CDS N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 Blackstone Holdings Finance Co LLC 09261BAJ9 588000.00000000 PA USD 599657.39000000 0.122504381283 Long DBT CORP US N 2 2027-11-03 Fixed 5.90000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR CREDIT COMPANY LLC 000000000 -284000.00000000 PA USD -284000.00000000 -0.05801853669 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 284000.00000000 USD 284281.08000000 USD CDS N N N LADDER CAP FIN LLLP/CORP N/A Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 505742AP1 67000.00000000 PA USD 48429.61000000 0.009893715157 Long DBT US N 2 2029-06-15 Fixed 4.75000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 Masonite International Corp 575385AD1 101000.00000000 PA USD 96455.00000000 0.019704851960 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ABBVIE INC 4.25 14-NOV-2028 (S 000000000 -920000.00000000 PA USD -920000.00000000 -0.18794737238 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2049-12-31 920000.00000000 USD 922513.39000000 USD CDS N N N HAWAIIAN BRAND INTELLECT N/A Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd 41984LAA5 249000.00000000 PA USD 236389.40000000 0.048292137596 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N AXALTA COAT/DUTCH HLD BV N/A Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV 05454NAA7 170000.00000000 PA USD 161534.00000000 0.032999881359 Long DBT CORP XX N 2 2027-06-15 Fixed 4.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ALLIANT HOLDINGS INTERMEDIATE 000000000 -834765.00000000 PA USD -834765.00000000 -0.17053466120 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 834765.00000000 USD 835633.39000000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP ENERGY TRANSFER OPERATING LP 3 000000000 -711787.50000000 PA USD -711787.50000000 -0.14541151121 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 711787.50000000 USD 717793.21000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP IMOLA MERGER CORP 000000000 -342975.00000000 PA USD -342975.00000000 -0.07006657613 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 342975.00000000 USD 343305.11000000 USD CDS N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325EF8 200000.00000000 PA USD 205100.00000000 0.041900006604 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BF1 290000.00000000 PA USD 272846.50000000 0.055739981237 Long DBT CORP US N 2 2027-09-15 Fixed 6.20000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP MICROSTRATE 000000000 -236737.50000000 PA USD -236737.50000000 -0.04836325116 Short RA CORP US N 2 Reverse repurchase N -1.75000000 2049-12-31 321000.00000000 USD 284887.50000000 USD CDS N N N Galaxy US Opco Inc. N/A Galaxy US Opco Inc. Term Loan 36321DAB3 1083555.00000000 PA USD 956237.29000000 0.195350310902 Long LON CORP US N 2 2029-04-29 Variable 9.56000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBT9 565000.00000000 PA USD 533925.00000000 0.109075870434 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SM ENERGY CO 6.5 15-JUL-2028 ( 000000000 -68250.00000000 PA USD -68250.00000000 -0.01394283496 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 68250.00000000 USD 68279.29000000 USD CDS N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDS6 179000.00000000 PA USD 176026.81000000 0.035960626530 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP UBER TECHNOLOGIES INC 7.5 15-M 000000000 -571952.50000000 PA USD -571952.50000000 -0.11684453206 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 571952.50000000 USD 575952.20000000 USD CDS N N N NOVELIS SHEET INGOT GMBH 9845005E95899E77AY49 Novelis Sheet Ingot GmbH 000000000 200000.00000000 PA 188580.22000000 0.038525170470 Long DBT CORP DE N 2 2029-04-15 Fixed 3.38000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAD7 200000.00000000 PA USD 167037.50000000 0.034124194798 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N CARNIVAL HLDGS BM LTD N/A Carnival Holdings Bermuda Ltd 14366RAA7 1958000.00000000 PA USD 2106338.08000000 0.430305116832 Long DBT CORP US N 2 2028-05-01 Fixed 10.38000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 Cloud Software Group, Inc. 2022 USD Term Loan 88632NAV2 2569471.00000000 PA USD 2329662.27000000 0.475928154550 Long LON CORP US N 2 2029-03-30 Variable 9.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61762V606 53253.00000000 NS USD 1319609.34000000 0.269583813070 Long EP CORP US N 1 N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F032658 4000000.00000000 PA USD 3719218.72000000 0.759801506241 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 3.50000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CHOBANI LLC 4.625 15-NOV-2028 000000000 -399600.00000000 PA USD -399600.00000000 -0.08163453261 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 399600.00000000 USD 400058.99000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BL5 71000.00000000 PA USD 64787.50000000 0.013235478682 Long DBT CORP PA N 2 2026-03-01 Fixed 7.63000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAJ9 916000.00000000 PA USD 805879.41000000 0.164633606051 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc Uber Technologies Inc USD XXXX N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAM6 160000.00000000 PA USD 144800.00000000 0.029581282088 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 Entegris Inc 29362UAD6 158000.00000000 PA USD 136379.28000000 0.027861007960 Long DBT CORP US N 2 2029-05-01 Fixed 3.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CAPITAL ONE FINANCIAL CORPORAT 000000000 -394350.00000000 PA USD -394350.00000000 -0.08056200684 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 394350.00000000 USD 395149.65000000 USD CDS N N N ZI TECH LLC/ZI FIN CORP N/A ZoomInfo Technologies LLC/ZoomInfo Finance Corp 98981BAA0 692000.00000000 PA USD 599081.70000000 0.122386773214 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N Frontier Communications Corp. N/A Frontier Communications Corp. 2021 1st Lien Term Loan 35906EAQ3 469733.56000000 PA USD 444875.26000000 0.090883843646 Long LON CORP US N 2 2028-05-01 Floating 8.63000000 N N N N N N METIS MERGER SUB LLC N/A Metis Merger Sub LLC 59155LAA0 125000.00000000 PA USD 104112.50000000 0.021269207399 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N DYCOM INDUSTRIES INC 549300F56EKTHQI3WT60 Dycom Industries Inc 267475AD3 119000.00000000 PA USD 107397.50000000 0.021940302092 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP STANDARD INDUSTRIES INC 3.375 000000000 -145040.00000000 PA USD -145040.00000000 -0.02963031183 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 145040.00000000 USD 146054.27000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CNX RESOURCES CORP 7.375 15-JA 000000000 -140332.50000000 PA USD -140332.50000000 -0.02866861373 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-05-10 140332.50000000 USD 140455.29000000 USD CDS N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 Molina Healthcare Inc 60855RAL4 141000.00000000 PA USD 118496.56000000 0.024207735965 Long DBT CORP US N 2 2032-05-15 Fixed 3.88000000 N N N N N N Medline Borrower, LP 254900QT3R363TVK6F09 Medline Borrower, LP USD Term Loan B 58503UAC7 2609949.88000000 PA USD 2541856.29000000 0.519277402913 Long LON CORP US N 2 2028-10-23 Floating 8.09000000 N N N N N N Ziggo Bond Co BV 213800JYI4P7V5QDOG59 Ziggo Bond Co BV 98954UAB9 199000.00000000 PA USD 183599.39000000 0.037507633610 Long DBT CORP NL N 2 2027-01-15 Fixed 6.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 09261HAK3 75000.00000000 PA USD 63678.73000000 0.013008967369 Long DBT CORP US N 2 2027-03-15 Fixed 3.25000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 Twilio Inc 90138FAC6 142000.00000000 PA USD 122475.00000000 0.025020493948 Long DBT CORP US N 2 2029-03-15 Fixed 3.63000000 N N N N N N VIVO ENERGY INVESTMENTS 724500P3OXMB2IERLM56 Vivo Energy Investments BV 92856HAB0 200000.00000000 PA USD 182537.50000000 0.037290699441 Long DBT CORP NL N 2 2027-09-24 Fixed 5.13000000 N N N N N N Fleetcor Technologies Operating Company, LLC 549300FKKKZCXLK48427 Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4 33903RAY5 944782.79000000 PA USD 937933.11000000 0.191610938582 Long LON CORP US N 2 2028-04-28 Floating 6.59000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding Inc 05352TAA7 665000.00000000 PA USD 630087.50000000 0.128720967387 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 NextEra Energy Operating Partners LP 65342QAC6 9000.00000000 PA USD 8628.75000000 0.001762772705 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AM6 89000.00000000 PA USD 86846.52000000 0.017741929602 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N Cushman & Wakefield U.S. Borrower, LLC 549300870CMN3WI5IF97 Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B 23340DAP7 451748.99000000 PA USD 439664.70000000 0.089819375102 Long LON CORP US N 2 2025-08-21 Floating 7.59000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP DISH DBS CORP 5.75 01-DEC-2028 000000000 -269375.00000000 PA USD -269375.00000000 -0.05503078634 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 269375.00000000 USD 269449.08000000 USD CDS N N N GOGO Intermediate Holdings LLC N/A GOGO Intermediate Holdings LLC Term Loan B 38046JAB0 429447.95000000 PA USD 425690.28000000 0.086964532146 Long LON CORP US N 2 2028-04-30 Variable 8.70000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 2018 Term Loan B13 000000000 0.02000000 PA USD 0.02000000 0.000000004085 Long LON CORP FR N 2 2026-08-14 Variable 8.87000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 Iliad Holding SASU 449691AA2 1423000.00000000 PA USD 1356147.00000000 0.277048114364 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 Axalta Coating Systems LLC 05453GAC9 447000.00000000 PA USD 382982.19000000 0.078239669869 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 Air Canada 008911BK4 464000.00000000 PA USD 421312.70000000 0.086070233605 Long DBT CORP CA N 2 2026-08-15 Fixed 3.88000000 N N N N N N OZLM Ltd N/A OZLM VIII Ltd 67107FBJ5 250000.00000000 PA USD 229063.23000000 0.046795469769 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 7.94000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ENEL FINANCE INTERNATIONAL NV 000000000 -813375.00000000 PA USD -813375.00000000 -0.16616488479 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 813375.00000000 USD 813713.91000000 USD CDS N N N Carval CLO LTD N/A CarVal CLO III Ltd 14686VAA1 500000.00000000 PA USD 439233.95000000 0.089731376917 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 11.25000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496AN7 250000.00000000 PA USD 241127.00000000 0.049259984848 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BFXU0 31838257.74000000 PA USD 463832.47000000 0.094756623872 Long ABS-MBS USGSE US N 2 2024-12-25 Variable 1.02000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 3533.00000000 OU Notional Amount -1121.20000000 -0.00022905064 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 -841.95000000 EUR 3533.00000000 EUR -321.04000000 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAB2 1367000.00000000 PA USD 1243970.00000000 0.254131405242 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N SPECIALTY BUILDING PRODU N/A Specialty Building Products Holdings LLC / SBP Finance Corp 84749AAA5 87000.00000000 PA USD 79954.74000000 0.016334003578 Long DBT CORP US N 2 2026-09-30 Fixed 6.38000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599ED3 713000.00000000 PA USD 750910.21000000 0.153403913983 Long DBT CORP US N 2 2030-09-01 Fixed 6.63000000 N N N N N N ARAMARK INTL FINANCE 5493006HLPNGDDC12P30 Aramark International Finance Sarl 000000000 138000.00000000 PA 144753.30000000 0.029571741716 Long DBT CORP LU N 2 2025-04-01 Fixed 3.13000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAW5 1565000.00000000 PA USD 1423209.50000000 0.290748354212 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 eG Global Finance PLC 28228PAB7 252000.00000000 PA USD 235877.04000000 0.048187467253 Long DBT CORP GB N 2 2025-10-30 Fixed 8.50000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BU4 133000.00000000 PA USD 127560.30000000 0.026059373049 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP WESCO DISTRIBUTION INC 000000000 -589810.00000000 PA USD -589810.00000000 -0.12049265185 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 589810.00000000 USD 590389.16000000 USD CDS N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 Callon Petroleum Co 13123XBF8 599000.00000000 PA USD 563060.00000000 0.115027877710 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP UNITED AIRLINES INC 4.625 15-A 000000000 -512996.25000000 PA USD -512996.25000000 -0.10480032307 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 512996.25000000 USD 516512.41000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP W R GRACE HOLDINGS LLC 5.625 1 000000000 -923178.75000000 PA USD -923178.75000000 -0.18859676119 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 923178.75000000 USD 923581.10000000 USD CDS N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 Harvest Midstream I LP 417558AA1 60000.00000000 PA USD 59839.20000000 0.012224587397 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP INTERPUBLIC GROUP OF COMPANIES 000000000 -188500.00000000 PA USD -188500.00000000 -0.03850878227 Short RA CORP US N 2 Reverse repurchase N 5.02000000 2049-12-31 188500.00000000 USD 189757.98000000 USD CDS N N N UNITED AIR 2020-1 B PTT N/A United Airlines 2020-1 Class B Pass Through Trust 90932VAA3 36175.00000000 PA USD 34972.01000000 0.007144453680 Long DBT CORP US N 2 2026-01-15 Fixed 4.88000000 N N N N N N ICON LUXEMBOURG SARL 549300R1HR1VWWHIAK47 ICON LUXEMBOURG SARL 000000000 287465.20000000 PA USD 286507.94000000 0.058530885315 Long LON CORP LU N 2 2028-07-03 Floating 7.41000000 N N N N N N IMPULSORA PIPELINE N/A IMPULSORA PIPELINE 000000000 1345019.78000000 PA USD 1209480.82000000 0.247085589202 Long DBT CORP US N 3 2042-12-31 Fixed 6.05000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CSC HOLDINGS LLC 5.25 01-JUN-2 000000000 -88713.75000000 PA USD -88713.75000000 -0.01812338718 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 88713.75000000 USD 88801.55000000 USD CDS N N N ADAPTHEALTH LLC N/A AdaptHealth LLC 00653VAE1 26000.00000000 PA USD 22056.45000000 0.004505925893 Long DBT CORP US N 2 2030-03-01 Fixed 5.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 000000000 100000.00000000 PA 95639.88000000 0.019538330588 Long DBT CORP FR N 2 2027-02-01 Fixed 5.88000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 Trans Union, LLC 2021 Term Loan B6 89334GAZ7 1384752.38000000 PA USD 1372054.20000000 0.280297806149 Long LON CORP US N 2 2028-12-01 Floating 7.09000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 Commercial Metals Co 201723AR4 37000.00000000 PA USD 31828.34000000 0.006502231380 Long DBT CORP US N 2 2032-03-15 Fixed 4.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NABORS INDUSTRIES INC 7.375 15 000000000 -241216.25000000 PA USD -241216.25000000 -0.04927821778 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 241216.25000000 USD 241454.99000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HESS MIDSTREAM OPERATIONS LP 4 000000000 -154800.00000000 PA USD -154800.00000000 -0.03162418830 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 154800.00000000 USD 154953.21000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP SENSATA TECHNOLOGIES BV 5.625 000000000 -204096.25000000 PA USD -204096.25000000 -0.04169494989 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 204096.25000000 USD 205523.51000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VICI PROPERTIES LP REIT 5.125 000000000 -656333.75000000 PA USD -656333.75000000 -0.13408283012 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 656333.75000000 USD 656615.43000000 USD CDS N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 000000000 100000.00000000 PA 97339.29000000 0.019885504114 Long DBT CORP GB N 2 2080-08-27 Fixed 2.63000000 N N N N N N Carval CLO LTD N/A CarVal CLO II Ltd 14686AAU3 250000.00000000 PA USD 236952.00000000 0.048407071500 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.81000000 N N N N N N Tosca Services, LLC 5493005QOAEK5WNBJW47 Tosca Services, LLC 2021 Term Loan 89148PAF7 575451.06000000 PA USD 441658.69000000 0.090226728560 Long LON CORP US N 2 2027-08-18 Floating 8.42000000 N N N N N N TEMPO ACQUISITION LLC/FI N/A Tempo Acquisition LLC / Tempo Acquisition Finance Corp 88023JAD8 163000.00000000 PA USD 161613.06000000 0.033016032575 Long DBT CORP US N 2 2025-06-01 Fixed 5.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP HUB INTERNATIONAL LTD 7.0 01-M 000000000 -994592.50000000 PA USD -994592.50000000 -0.20318592061 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 994592.50000000 USD 1001547.74000000 USD CDS N N N Hostess Brands, LLC 549300SW7FLS4O41LD19 Hostess Brands, LLC 2019 Term Loan 44108HAJ0 817766.45000000 PA USD 817259.43000000 0.166958437417 Long LON CORP US N 2 2025-08-03 Floating 7.08000000 N N N N N N Illuminate Buyer, LLC 549300K1Y0YC1YC1H809 Illuminate Buyer, LLC 2021 Term Loan 45232UAE8 410124.53000000 PA USD 402820.21000000 0.082292391317 Long LON CORP US N 2 2027-06-30 Floating 8.34000000 N N N N N N Brand Energy & Infrastructure Services, Inc. 549300B658W2BPDQMW42 Brand Energy & Infrastructure Services, Inc. 2017 Term Loan 10524MAN7 1314615.27000000 PA USD 1222868.27000000 0.249820519692 Long LON CORP US N 2 2024-06-21 Floating 9.41000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP VIASAT INC 5.625 15-SEP-2025 1 000000000 -392062.50000000 PA USD -392062.50000000 -0.08009469204 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 392062.50000000 USD 392512.83000000 USD CDS N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAE3 96000.00000000 PA USD 91203.69000000 0.018632058572 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP QUALCOMM INCORPORATED 1.65 20- 000000000 -1372053.75000000 PA USD -1372053.75000000 -0.28029771421 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2049-12-31 1372053.75000000 USD 1372633.44000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TAP ROCK RESOURCES LLC 7.0 01- 000000000 -600960.00000000 PA USD -600960.00000000 -0.12277049229 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 600960.00000000 USD 605079.08000000 USD CDS N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 Applied Materials Inc 038222AJ4 285000.00000000 PA USD 281220.50000000 0.057450710907 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 ARD Finance SA 00191AAD8 833484.00000000 PA USD 637531.91000000 0.130241790537 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BJ0 600000.00000000 PA USD 502128.68000000 0.102580180439 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 Fantasia Holdings Group Co Ltd 000000000 200000.00000000 PA USD 20500.00000000 0.004187957754 Long DBT CORP KY N 2 2023-07-28 Fixed 9.25000000 Y Y N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 SS&C Technologies Inc. 2018 Term Loan B3 78466DBD5 507614.64000000 PA USD 505853.22000000 0.103341069033 Long LON CORP US N 2 2025-04-16 Floating 6.59000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AS8 450000.00000000 PA USD 341252.62000000 0.069714710051 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CLYDESDALE ACQUISITION HOLDING 000000000 -282278.75000000 PA USD -282278.75000000 -0.05766690145 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 282278.75000000 USD 284213.54000000 USD CDS N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAF0 378000.00000000 PA USD 307389.60000000 0.062796812628 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BJ3 2000000.00000000 PA USD 1575000.00000000 0.321757729894 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HUNTINGTON INGALLS INDUSTRIES 000000000 -156417.50000000 PA USD -156417.50000000 -0.03195462839 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 156417.50000000 USD 156920.43000000 USD CDS N N N Camelot U.S. Acquisition LLC 549300U6VBJHQP2SFL81 Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B 000000000 1141575.71000000 PA USD 1138367.88000000 0.232557882447 Long LON CORP US N 2 2026-10-30 Floating 7.84000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 2017 1st Lien Term Loan 02376CAX3 1572015.81000000 PA USD 1532149.49000000 0.313003772547 Long LON CORP US N 2 2027-01-29 Variable 8.26000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 26439XAH6 162000.00000000 PA USD 168016.68000000 0.034324232089 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 Guatemala Government Bond 000000000 200000.00000000 PA USD 194600.00000000 0.039754955071 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.50000000 N N N N N N LA FINAC ATALIAN SA 969500ICOLJMB33J0L87 La Financiere Atalian SASU 000000000 100000.00000000 PA 72924.38000000 0.014897766960 Long DBT CORP FR N 2 2025-05-15 Fixed 5.13000000 N N N N N N Aptiv PLC N/A Aptiv PLC 03835VAF3 240000.00000000 PA USD 188733.25000000 0.038556433063 Long DBT CORP JE N 2 2046-10-01 Fixed 4.40000000 N N N N N N Jay Park CLO, Ltd. N/A Jay Park CLO Ltd 47206VAQ7 250000.00000000 PA USD 237553.18000000 0.048529886937 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 7.46000000 N N N N N N Sotera Health Holdings, LLC 549300OVT7MBXFLOFU20 Sotera Health Holdings, LLC 2021 Term Loan 83600VAE1 775228.00000000 PA USD 745187.92000000 0.152234903799 Long LON CORP US N 2 2026-12-11 Floating 7.58000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP SENSATA TECHNOLOGIES INC 4.375 000000000 -462175.00000000 PA USD -462175.00000000 -0.09441801829 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 462175.00000000 USD 465217.01000000 USD CDS N N N CQP HOLDCO LP/BIP-V CHIN N/A CQP Holdco LP / BIP-V Chinook Holdco LLC 12657NAA8 1617000.00000000 PA USD 1453440.45000000 0.296924253796 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N Sotheby's 549300P5BAAMQQ7VL735 Sotheby's 2021 Term Loan B 08883CAE8 1203942.34000000 PA USD 1194912.77000000 0.244109473204 Long LON CORP US N 2 2027-01-15 Floating 9.33000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDM9 48000.00000000 PA USD 43426.08000000 0.008871540900 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 Puma International Financing SA 000000000 200000.00000000 PA USD 187000.00000000 0.038202346343 Long DBT CORP LU N 2 2024-10-06 Fixed 5.13000000 N N N N N N CDK GLOBAL, INC. N/A CDK Global, Inc. 2022 USD Term Loan B 15477BAB3 1207000.00000000 PA USD 1201665.06000000 0.245488902729 Long LON CORP US N 2 2029-07-06 Variable 9.15000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ROCKCLIFF ENERGY II LLC 5.5 15 000000000 -149695.00000000 PA USD -149695.00000000 -0.03058128468 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 149695.00000000 USD 150476.53000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP HCA INC 5.5 15-JUN-2047 (SENIO 000000000 -506187.50000000 PA USD -506187.50000000 -0.10340935930 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 506187.50000000 USD 509727.30000000 USD CDS N N N PLAYA RESORTS HOLDING B.V. 5493005SPBUMPZZCIZ96 Playa Resorts Holding B.V. 2022 Term Loan B 72812NAJ5 225435.00000000 PA USD 223814.12000000 0.045723125821 Long LON CORP NL N 2 2029-01-05 Variable 8.99000000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AK9 280000.00000000 PA USD 267829.20000000 0.054714993899 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VERITAS US INC 000000000 -344846.25000000 PA USD -344846.25000000 -0.07044885496 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 344846.25000000 USD 345181.52000000 USD CDS N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EH3 1929000.00000000 PA USD 1883186.25000000 0.384717290647 Long DBT CORP US N 2 2024-09-05 Fixed 6.25000000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 United Natural Foods Inc 911163AA1 34000.00000000 PA USD 31599.94000000 0.006455571402 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BG6 361000.00000000 PA USD 376133.12000000 0.076840469098 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N CRESTWOOD MID PARTNER LP N/A Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 226373AR9 277000.00000000 PA USD 263701.23000000 0.053871688339 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411BG9 137000.00000000 PA USD 105878.87000000 0.021630060225 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N LCM Ltd Partnership 549300WD241FFLNM0E69 LCM XIII LP 50184KBL1 474945.12000000 PA USD 469997.33000000 0.096016046957 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 5.67000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EBA5 145000.00000000 PA USD 125461.77000000 0.025630663050 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 Northern Oil and Gas Inc 665531AG4 873000.00000000 PA USD 865972.35000000 0.176910030150 Long DBT CORP US N 2 2028-03-01 Fixed 8.13000000 N N N N N N Chamberlain Group Inc 25490092IFNOZBRVE539 Chamberlain Group Inc Term Loan B 15963CAC0 1586418.57000000 PA USD 1521772.01000000 0.310883750701 Long LON CORP US N 2 2028-11-03 Floating 8.09000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAE5 88000.00000000 PA USD 69432.00000000 0.014184306477 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Cable One Inc Cable One Inc USD XXXX N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AS8 122000.00000000 PA USD 123067.50000000 0.025141536142 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N Springs Windows Fashions, LLC N/A Springs Windows Fashions, LLC 2021 Term Loan B 78489HAB4 449932.62000000 PA USD 377192.01000000 0.077056790394 Long LON CORP US N 2 2028-10-06 Floating 8.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP BARCLAYS PLC T2 5.2 12-MAY-202 000000000 -189500.00000000 PA USD -189500.00000000 -0.03871307289 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 189500.00000000 USD 189886.63000000 USD CDS N N N AqGen Ascensus, Inc. 549300K5MHNFPEU2RK82 AqGen Ascensus, Inc. 2021 2nd Lien Term Loan 03836BAE9 379617.44000000 PA USD 339123.65000000 0.069279781446 Long LON CORP US N 2 2029-08-02 Floating 11.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP US FOODS INC 000000000 -261300.00000000 PA USD -261300.00000000 -0.05338113956 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 261300.00000000 USD 261556.58000000 USD CDS N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102CC9 295000.00000000 PA USD 253700.00000000 0.051828530840 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 Outfront Media Capital LLC / Outfront Media Capital Corp 69007TAB0 558000.00000000 PA USD 502663.14000000 0.102689365605 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AC1 1356000.00000000 PA USD 1012199.76000000 0.206782918716 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 Nabors Industries Inc 62957HAJ4 377000.00000000 PA USD 369226.26000000 0.075429462371 Long DBT CORP US N 2 2027-05-15 Fixed 7.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ACI WORLDWIDE INC 5.75 15-AUG- 000000000 -359640.00000000 PA USD -359640.00000000 -0.07347107935 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 359640.00000000 USD 362105.03000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP NEW GOLD INC 7.5 15-JUL-2027 1 000000000 -436000.00000000 PA USD -436000.00000000 -0.08907071125 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 436000.00000000 USD 437860.87000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LAMB WESTON HOLDINGS INC 4.375 000000000 -146610.00000000 PA USD -146610.00000000 -0.02995104811 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 146610.00000000 USD 146749.69000000 USD CDS N N N Fertitta Entertainment, LLC 984500A0805D8V551D35 Fertitta Entertainment, LLC 2022 Term Loan B 31556PAB3 2173719.18000000 PA USD 2136418.16000000 0.436450195090 Long LON CORP US N 2 2029-01-27 Floating 8.81000000 N N N N N N White Cap Buyer LLC N/A White Cap Buyer LLC Term Loan B 96350TAC4 777552.08000000 PA USD 767591.64000000 0.156811773696 Long LON CORP US N 2 2027-10-19 Variable 8.56000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP OPEN TEXT CORP 6.9 01-DEC-2027 000000000 -824183.75000000 PA USD -824183.75000000 -0.16837301105 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 824183.75000000 USD 828262.31000000 USD CDS N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2005-54CB 12668APP4 1034952.57000000 PA USD 598494.65000000 0.122266844405 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 Callon Petroleum Co 144577AJ2 44000.00000000 PA USD 43691.95000000 0.008925855648 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869AAB3 9000.00000000 PA USD 8236.80000000 0.001682700996 Long DBT CORP US N 2 2028-03-15 Fixed 3.50000000 N N N N N N Stars Group Holdings B.V. (The) 635400VFWPBIKJK6GN11 Stars Group Holdings B.V. (The) 2022 USD Term Loan B 000000000 620880.00000000 PA USD 620072.86000000 0.126675070351 Long LON CORP NL N 2 2028-07-22 Variable 8.41000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AF8 642000.00000000 PA USD 604118.79000000 0.123415803464 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP MATCH GROUP HOLDINGS II LLC 3. 000000000 -98685.00000000 PA USD -98685.00000000 -0.02016042004 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 98685.00000000 USD 99280.81000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VERTIV GROUP CORP 000000000 -333750.00000000 PA USD -333750.00000000 -0.06818199514 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 333750.00000000 USD 334071.23000000 USD CDS N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 VICI Properties LP 925650AD5 851000.00000000 PA USD 801761.14000000 0.163792282110 Long DBT US N 2 2032-05-15 Fixed 5.13000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 SCDS: (TTMTIN) 000000000 9869.00000000 OU Notional Amount -667.84000000 -0.00013643344 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 302.46000000 EUR 0.00000000 EUR 9869.00000000 EUR -1014.28000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 4331.00000000 OU Notional Amount -1374.44000000 -0.00028078520 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 -1002.62000000 EUR 4331.00000000 EUR -419.54000000 N N N LABL INC 5493004FUZN8R6Y3VB98 LABL Inc 50168QAC9 261000.00000000 PA USD 231915.56000000 0.047378174039 Long DBT CORP US N 2 2028-11-01 Fixed 5.88000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AJ8 78000.00000000 PA USD 53430.00000000 0.010915247941 Long DBT CORP CO N 2 2045-05-28 Fixed 5.88000000 N N N N N N eResearchTechnology, Inc. 2549003SUFVGC903CK03 eResearchTechnology, Inc. 2020 1st Lien Term Loan 29481PAH4 1542608.76000000 PA USD 1454880.60000000 0.297218462935 Long LON CORP US N 2 2027-02-04 Floating 9.34000000 N N N N N N Rad CLO Ltd N/A Rad CLO 17 Ltd 75009KAA6 250000.00000000 PA USD 239207.95000000 0.048867940930 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 12.26000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAE0 595000.00000000 PA USD 536690.00000000 0.109640734004 Long DBT CORP US N 2 2028-08-15 Fixed 4.88000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 Mattel Inc 577081AU6 219000.00000000 PA USD 197237.99000000 0.040293871689 Long DBT CORP US N 2 2040-10-01 Fixed 6.20000000 N N N N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 Roller Bearing Co of America Inc 775631AD6 122000.00000000 PA USD 108935.02000000 0.022254403010 Long DBT CORP US N 2 2029-10-15 Fixed 4.38000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 HTA Group Ltd/Mauritius 40435WAB6 200000.00000000 PA USD 189875.00000000 0.038789681881 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp. Term Loan B 71360HAB3 1848420.68000000 PA USD 1821470.71000000 0.372109384583 Long LON CORP US N 2 2028-02-01 Floating 8.59000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 14879EAH1 157000.00000000 PA USD 138019.97000000 0.028196185541 Long DBT CORP US N 2 2029-02-15 Fixed 3.13000000 N N N N N N GLOBAL NET LEASE/GLOBAL N/A Global Net Lease Inc / Global Net Lease Operating Partnership LP 37892AAA8 142000.00000000 PA USD 112353.16000000 0.022952696957 Long DBT US N 2 2027-12-15 Fixed 3.75000000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp 559665AA2 32000.00000000 PA USD 31115.20000000 0.006356543566 Long DBT CORP US N 2 2026-08-01 Fixed 6.00000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 Jazz Securities DAC 47216FAA5 200000.00000000 PA USD 184000.00000000 0.037589474476 Long DBT CORP IE N 2 2029-01-15 Fixed 4.38000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP FAIR ISAAC CORP 000000000 -246750.00000000 PA USD -246750.00000000 -0.05040871101 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 246750.00000000 USD 246989.90000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CONDOR MERGER SUB INC 7.375 15 000000000 -536445.00000000 PA USD -536445.00000000 -0.10959068280 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 536445.00000000 USD 536677.46000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALLIED UNIVERSAL HOLDCO LLC 6. 000000000 -750885.00000000 PA USD -750885.00000000 -0.15339876381 Short RA CORP US N 2 Reverse repurchase N 4.65000000 2023-05-10 750885.00000000 USD 751563.93000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BIG RIVER STEEL LLC 6.625 31-J 000000000 -924611.25000000 PA USD -924611.25000000 -0.18888940751 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 924611.25000000 USD 932062.08000000 USD CDS N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 15138AAC4 177000.00000000 PA USD 173162.77000000 0.035375530017 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BQ6 1689000.00000000 PA USD 1712257.53000000 0.349798156094 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N Neuberger Berman CLO Ltd 5493007YBEOXQIHH3C54 Neuberger Berman Loan Advisers CLO 32 Ltd 64132EAL0 425000.00000000 PA USD 374867.04000000 0.076581820827 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 10.90000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AQ0 200000.00000000 PA USD 168420.00000000 0.034406626583 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DR7 265000.00000000 PA USD 282048.34000000 0.057619830856 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N BANK OF COMMUNICATIONS 549300AX1UM10U30HK09 Bank of Communications Co Ltd 000000000 200000.00000000 PA USD 192250.00000000 0.039274872109 Long DBT CORP CN N 2 2025-11-18 Fixed 3.80000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP COMSTOCK RESOURCES INC 6.75 01 000000000 -452453.75000000 PA USD -452453.75000000 -0.09243205808 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 452453.75000000 USD 452644.16000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ROYAL CARIBBEAN CRUISES LTD 9. 000000000 -283762.50000000 PA USD -283762.50000000 -0.05797001766 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 283762.50000000 USD 284043.35000000 USD CDS N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 ViaSat, Inc. Term Loan 92555WAD7 789131.90000000 PA USD 764274.25000000 0.156134062029 Long LON CORP US N 2 2029-03-02 Variable 9.42000000 N N N N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 Restoration Hardware, Inc. 2022 Incremental Term Loan 76133MAC5 362180.00000000 PA USD 339884.20000000 0.069435154678 Long LON CORP US N 2 2028-10-20 Variable 8.16000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2007-HY5 12544BAE3 282459.39000000 PA USD 249361.59000000 0.050942234362 Long ABS-MBS CORP US N 2 2037-09-25 Variable 4.03000000 N N N N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 GMR Hyderabad International Airport Ltd 000000000 200000.00000000 PA USD 173918.00000000 0.035529816424 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JAC4 200000.00000000 PA USD 107412.50000000 0.021943366452 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 15138AAA8 52000.00000000 PA USD 49287.28000000 0.010068929095 Long DBT CORP US N 2 2026-01-15 Fixed 5.38000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAE3 601000.00000000 PA USD 594238.75000000 0.121397403946 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ALLIANT HOLDINGS INTERMEDIATE 000000000 -725760.00000000 PA USD -725760.00000000 -0.14826596193 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 725760.00000000 USD 730835.28000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP NOVELIS CORP 3.25 15-NOV-2026 000000000 -471250.00000000 PA USD -471250.00000000 -0.09627195569 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 471250.00000000 USD 474466.94000000 USD CDS N N N MEXICO CITY ARPT TRUST N/A Mexico City Airport Trust 000000000 200000.00000000 PA USD 152760.00000000 0.031207435440 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAH5 125000.00000000 PA USD 116480.00000000 0.023795771668 Long DBT CORP US N 2 2027-12-15 Fixed 11.25000000 N N N N N N VENGA FINANCE SARL 9845005B0E54C498F641 Venga Finance Sarl 2021 USD Term Loan B 000000000 261383.66000000 PA USD 248967.94000000 0.050861815359 Long LON CORP LU N 2 2029-06-28 Floating 9.70000000 N N N N N N Emerald TopCo Inc 549300HC42NZULO53062 Emerald TopCo Inc Term Loan 29102TAB8 806639.08000000 PA USD 751690.83000000 0.153563387329 Long LON CORP US N 2 2026-07-24 Floating 8.34000000 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 Medco Bell Pte Ltd 000000000 250000.00000000 PA USD 226250.00000000 0.046220753262 Long DBT CORP SG N 2 2027-01-30 Fixed 6.38000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCN1 211000.00000000 PA USD 172560.02000000 0.035252393844 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Trimaran CAVU Ltd N/A Trimaran Cavu 2021-1 Ltd 89624NAG3 250000.00000000 PA USD 233549.25000000 0.047711921586 Long ABS-CBDO CORP KY N 2 2032-04-23 Floating 8.27000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 Six Flags Theme Parks Inc 83001WAC8 269000.00000000 PA USD 271780.12000000 0.055522129804 Long DBT CORP US N 2 2025-07-01 Fixed 7.00000000 N N N N N N Atlas CC Acquisition Corp 6HHLXIOGCDNZ4IRAIW26 Atlas CC Acquisition Corp Term Loan C 04921TAC8 251845.81000000 PA USD 215688.31000000 0.044063099041 Long LON CORP US N 2 2028-05-25 Variable 9.40000000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 Williams Scotsman International Inc 71953LAA9 403000.00000000 PA USD 400470.92000000 0.081812453401 Long DBT CORP US N 2 2025-06-15 Fixed 6.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP UBER TECHNOLOGIES INC 15-DEC-2 000000000 -676695.00000000 PA USD -676695.00000000 -0.13824244255 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 676695.00000000 USD 676976.96000000 USD CDS N N N Constellium SE 724500KRJEMC79KAAU28 Constellium SE 210383AG0 588000.00000000 PA USD 588646.80000000 0.120255021001 Long DBT CORP FR N 2 2026-02-15 Fixed 5.88000000 N N N N N N CROWNROCK LP/CROWNROCK F WFBCP6PB6JZR80B7U482 CrownRock LP / CrownRock Finance Inc 228701AF5 685000.00000000 PA USD 671340.24000000 0.137148515307 Long DBT CORP US N 2 2025-10-15 Fixed 5.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORTRESS TRANSPORTATION AND IN 000000000 -210800.00000000 PA USD -210800.00000000 -0.04306446315 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 210800.00000000 USD 211002.89000000 USD CDS N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBL4 132000.00000000 PA USD 132452.43000000 0.027058789330 Long DBT CORP BM N 2 2028-02-01 Fixed 8.38000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAG2 650000.00000000 PA USD 630366.31000000 0.128777925655 Long DBT CORP US N 2 2026-01-15 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ONEMAIN FINANCE CORP 7.125 15- 000000000 -275262.50000000 PA USD -275262.50000000 -0.05623354738 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2049-12-31 275262.50000000 USD 276138.37000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LEVEL 3 FINANCING INC 4.25 01- 000000000 -327635.00000000 PA USD -327635.00000000 -0.06693275798 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 327635.00000000 USD 327953.53000000 USD CDS N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 00185PAA9 100000.00000000 PA USD 87981.96000000 0.017973889346 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP KINDER MORGAN INC 4.8 01-FEB-2 000000000 -471762.50000000 PA USD -471762.50000000 -0.09637665463 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 471762.50000000 USD 471958.67000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP COMMSCOPE INC 000000000 -244000.00000000 PA USD -244000.00000000 -0.04984691180 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 244000.00000000 USD 244237.22000000 USD CDS N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AX2 130000.00000000 PA USD 113880.65000000 0.023264748839 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N Apidos CLO 549300RV409NJP65MP20 Apidos CLO XXVI 03766GAL6 450000.00000000 PA USD 445333.73000000 0.090977504768 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 5.69000000 N N N N N N Oryx Midstream Services Permian Basin LLC 254900YYHRDANYFAHC43 Oryx Midstream Services Permian Basin LLC 2023 Incremental Term Loan 68764JAD3 1482701.93000000 PA USD 1455271.94000000 0.297298410028 Long LON CORP US N 2 2028-10-05 Variable 8.19000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 Kenbourne Invest SA 48855KAA8 275000.00000000 PA USD 206215.63000000 0.042127919350 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP BIDFAIR HOLDINGS INC 5.875 01- 000000000 -300671.25000000 PA USD -300671.25000000 -0.06142431672 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 300671.25000000 USD 302707.04000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHENIERE ENERGY PARTNERS LP 4. 000000000 -502095.00000000 PA USD -502095.00000000 -0.10257329993 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 502095.00000000 USD 502573.38000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP FRONTIER COMMUNICATIONS HOLDIN 000000000 -974030.00000000 PA USD -974030.00000000 -0.19898519469 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 974030.00000000 USD 976994.03000000 USD CDS N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397YG2 629000.00000000 PA USD 621565.22000000 0.126979945504 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BP1 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N SOPHIA, L.P. 549300RP8NIJ7FY7OS79 Sophia, L.P. 2021 Term Loan B 83578BAN3 744471.81000000 PA USD 734704.34000000 0.150093206718 Long LON CORP US N 2 2027-10-07 Floating 8.66000000 N N N N N N PREMIER ENTERTAINMENT SU N/A Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 74052HAA2 116000.00000000 PA USD 85620.76000000 0.017491518329 Long DBT CORP US N 2 2029-09-01 Fixed 5.63000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CN4 1060000.00000000 PA USD 970504.52000000 0.198264972195 Long DBT CORP US N 2 2028-03-15 Fixed 5.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SIRIUS XM RADIO INC 5.0 01-AUG 000000000 -400040.00000000 PA USD -400040.00000000 -0.08172442048 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 400040.00000000 USD 402074.09000000 USD CDS N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 GrafTech Finance Inc 384311AA4 136000.00000000 PA USD 113404.96000000 0.023167569833 Long DBT CORP US N 2 2028-12-15 Fixed 4.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CAESARS ENTERTAINMENT INC 7.0 000000000 -1102526.25000000 PA USD -1102526.25000000 -0.22523577355 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 1102526.25000000 USD 1103673.18000000 USD CDS N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAJ0 172000.00000000 PA USD 155089.26000000 0.031683281415 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAK7 131000.00000000 PA USD 115839.00000000 0.023664821379 Long DBT CORP US N 2 2031-09-01 Fixed 6.00000000 N N N N N N EARTHSTONE ENERGY HOL 549300HGVO86L8G72J25 Earthstone Energy Holdings LLC 27034RAA1 272000.00000000 PA USD 263929.16000000 0.053918252301 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP APACHE CORPORATION 5.1 01-SEP- 000000000 -213182.50000000 PA USD -213182.50000000 -0.04355118555 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 213182.50000000 USD 213182.50000000 USD CDS N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 780097BQ3 1185000.00000000 PA USD 1080838.50000000 0.220805169614 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAH3 364000.00000000 PA USD 352817.92000000 0.072077392384 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 Altice Financing SA USD 2017 1st Lien Term Loan 000000000 523460.74000000 PA USD 512991.53000000 0.104799358824 Long LON CORP LU N 2 2026-01-31 Floating 7.58000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 Fortune Star BVI Ltd 000000000 200000.00000000 PA USD 194500.00000000 0.039734526009 Long DBT CORP VG N 2 2023-07-02 Fixed 6.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 2023 Term Loan I 89364MBZ6 1093864.79000000 PA USD 1089762.80000000 0.222628320413 Long LON CORP US N 2 2028-08-24 Variable 8.15000000 N N N N N N CRESTWOOD MID PARTNER LP N/A Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 226373AT5 96000.00000000 PA USD 96000.00000000 0.019611899726 Long DBT CORP US N 2 2031-02-01 Fixed 7.38000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 Country Garden Holdings Co Ltd 000000000 200000.00000000 PA USD 159000.00000000 0.032482208922 Long DBT CORP KY N 2 2024-04-08 Fixed 6.50000000 N N N N N N CoreLogic, Inc. 54930086CD8K2UIL0516 CoreLogic, Inc. Term Loan 21870FBA6 2001319.05000000 PA USD 1701841.67000000 0.347670293574 Long LON CORP US N 2 2028-06-02 Floating 8.38000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAG2 60000.00000000 PA USD 47818.80000000 0.009768932402 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAQ2 240000.00000000 PA USD 220034.40000000 0.044950964471 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NORTHROP GRUMMAN CORP 3.85 15- 000000000 -470250.00000000 PA USD -470250.00000000 -0.09606766506 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 470250.00000000 USD 473375.20000000 USD CDS N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PET1 150000.00000000 PA USD 150843.75000000 0.030815963535 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N William Morris Endeavor Entertainment, LLC 5493008R7J9HEQ30DZ33 William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan 96925HAF9 1592141.03000000 PA USD 1576888.32000000 0.322143495962 Long LON CORP US N 2 2025-05-18 Floating 7.60000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CLARIOS GLOBAL LP 6.25 15-MAY- 000000000 -1261055.00000000 PA USD -1261055.00000000 -0.25762171052 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 1261055.00000000 USD 1271217.00000000 USD CDS N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BH9 105000.00000000 PA USD 104737.50000000 0.021396889038 Long DBT CORP US N 2 2027-03-15 Fixed 7.50000000 N N N N N N ABRA GLOBAL FINANCE N/A ABRA Global Finance 000852AB9 185056.00000000 PA USD 144436.21000000 0.029506963202 Long DBT CORP KY N 2 2028-03-02 Fixed 11.50000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 Clydesdale Acquisition Holdings Inc 18972EAB1 407000.00000000 PA USD 369857.14000000 0.075558345239 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 Sprint LLC 85207UAK1 506000.00000000 PA USD 535084.96000000 0.109312839384 Long DBT CORP US N 2 2026-03-01 Fixed 7.63000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 2023 Term Loan B 90351JAH7 820000.00000000 PA USD 817695.80000000 0.167047583715 Long LON CORP US N 2 2030-02-28 Variable 7.87000000 N N N N N N Sinclair Television Group Inc. 549300CQGEN0CH65UD62 Sinclair Television Group Inc. 2022 Term Loan B4 82925BAG0 799955.00000000 PA USD 725959.16000000 0.148306648455 Long LON CORP US N 3 2029-04-21 Variable 8.66000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 Cellnex Finance Co SA 000000000 100000.00000000 PA 88704.93000000 0.018121585337 Long DBT CORP ES N 2 2029-01-15 Fixed 1.25000000 N N N N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco, LLC 2021 Term Loan 48254EAB7 242925.00000000 PA USD 240104.64000000 0.049051126288 Long LON CORP US N 2 2028-09-23 Floating 7.59000000 N N N N N N HILCORP ENERGY I/HILCORP N/A Hilcorp Energy I LP / Hilcorp Finance Co 431318AU8 214000.00000000 PA USD 196996.69000000 0.040244576362 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 000000000 100000.00000000 PA 101771.94000000 0.020791052940 Long DBT CORP GB N 2 2029-01-31 Fixed 4.00000000 N N N N N N Meritage Homes Corp 52990044W9UMFJO2FB97 Meritage Homes Corp 59001ABA9 50000.00000000 PA USD 48625.00000000 0.009933631502 Long DBT CORP US N 2 2027-06-06 Fixed 5.13000000 N N N N N N Connect Finco Sarl 2594001KNYIQ456J2792 Connect Finco Sarl 2021 Term Loan B 000000000 3085740.83000000 PA USD 3062597.77000000 0.625660003845 Long LON CORP LU N 2 2026-12-11 Floating 8.35000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CT7 205000.00000000 PA USD 212363.60000000 0.043383891967 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 Sprint Capital Corp 852060AT9 919000.00000000 PA USD 1118882.50000000 0.228577202043 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N IPS CORPORATION 25490024F0AS5UR7DB02 IPS Corporation 2021 Term Loan 12659EAC2 256709.18000000 PA USD 240023.08000000 0.049034464344 Long LON CORP US N 2 2028-10-02 Floating 8.41000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 505742AG1 43000.00000000 PA USD 37831.19000000 0.007728557341 Long DBT US N 2 2025-10-01 Fixed 5.25000000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAA5 328000.00000000 PA USD 287558.40000000 0.058745484442 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBA8 236000.00000000 PA USD 200854.88000000 0.041032768398 Long DBT CORP BM N 2 2026-03-15 Fixed 5.88000000 N N N N N N Generate CLO Ltd. 254900V675MOVWK0HA08 Generate CLO 6 Ltd 37148JAJ2 750000.00000000 PA USD 684262.73000000 0.139788458829 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.32000000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAA8 272000.00000000 PA USD 261800.00000000 0.053483284880 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N CHONG HING BANK LTD 549300UE27D3HDTZET39 Chong Hing Bank Ltd 000000000 250000.00000000 PA USD 235828.13000000 0.048177475399 Long DBT CORP HK N 2 2024-07-15 Fixed 5.70000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 IRB Holding Corp 2020 Term Loan B 44988LAF4 0.10000000 PA USD 0.10000000 0.000000020429 Long LON CORP US N 2 2025-02-05 Variable 7.38000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc. 2021 Term Loan B 03852JAS0 383186.78000000 PA USD 381389.63000000 0.077914324796 Long LON CORP US N 2 2028-04-06 Floating 7.34000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP EG GLOBAL FINANCE PLC 6.75 07- 000000000 -318285.00000000 PA USD -318285.00000000 -0.06502264067 Short RA CORP US N 2 Reverse repurchase N 5.11000000 2049-12-31 318285.00000000 USD 320448.90000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP XPO ESCROW SUB LLC 7.5 15-NOV- 000000000 -89568.75000000 PA USD -89568.75000000 -0.01829805566 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 89568.75000000 USD 89607.19000000 USD CDS N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AS9 750000.00000000 PA USD 715893.52000000 0.146250332597 Long DBT CORP US N 2 2027-11-15 Fixed 3.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CMG MEDIA CORP 8.875 15-DEC-20 000000000 -361672.50000000 PA USD -361672.50000000 -0.07388630004 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 361672.50000000 USD 362871.54000000 USD CDS N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAA0 255000.00000000 PA USD 250162.55000000 0.051105862979 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 7206.00000000 OU Notional Amount -2286.83000000 -0.00046717792 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 -1647.83000000 EUR 7206.00000000 EUR -673.54000000 N N N AETHON UN/AETHIN UN FIN N/A Aethon United BR LP / Aethon United Finance Corp 00810GAC8 728000.00000000 PA USD 714328.16000000 0.145930544229 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP ATLAS LUXCO 4 SARL 4.625 01-JU 000000000 -447752.50000000 PA USD -447752.50000000 -0.09147163679 Short RA CORP US N 2 Reverse repurchase N 5.11000000 2049-12-31 447752.50000000 USD 450796.60000000 USD CDS N N N Texas Competitive Electric HOL Corp Bond N/A Texas Competitive Electric HOL Corp Bond 000000000 780000.00000000 PA USD 0.08000000 0.000000016343 Long LON CORP US N 3 2021-11-10 None 0.00000000 Y N N N N N Hilton Domestic Operating Company, Inc. 549300406TN7EY0NPH20 Hilton Domestic Operating Company, Inc. 2019 Term Loan B2 43289DAH6 1057363.00000000 PA USD 1055597.20000000 0.215648608733 Long LON CORP US N 2 2026-06-22 Variable 6.64000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems Inc 00790RAB0 457000.00000000 PA USD 447785.71000000 0.091478421288 Long DBT CORP US N 2 2030-06-15 Fixed 6.38000000 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 Gruenenthal GmbH 000000000 100000.00000000 PA 98147.24000000 0.020050560722 Long DBT CORP DE N 2 2028-05-15 Fixed 4.13000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP AMERICAN WATER CAPITAL CORP 4. 000000000 -822375.00000000 PA USD -822375.00000000 -0.16800350039 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 822375.00000000 USD 827840.37000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CCO HOLDINGS LLC 4.5 01-MAY-20 000000000 -129765.00000000 PA USD -129765.00000000 -0.02650977258 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 129765.00000000 USD 129891.16000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP HEALTHEQUITY INC 000000000 -437600.00000000 PA USD -437600.00000000 -0.08939757625 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 437600.00000000 USD 438038.21000000 USD CDS N N N BIG RIVER STEEL/BRS FIN N/A Big River Steel LLC / BRS Finance Corp 08949LAB6 1143000.00000000 PA USD 1134267.48000000 0.231720209179 Long DBT CORP US N 2 2029-01-31 Fixed 6.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GOLDMAN SACHS GROUP INC/THE 000000000 -411250.00000000 PA USD -411250.00000000 -0.08401451836 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 411250.00000000 USD 411645.83000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP TRANSCONTINENTAL GAS PIPE LINE 000000000 -256550.00000000 PA USD -256550.00000000 -0.05241075911 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 256550.00000000 USD 258326.25000000 USD CDS N N N ASCENT RESOURCES/ARU FIN N/A Ascent Resources Utica Holdings LLC / ARU Finance Corp 04364VAU7 210000.00000000 PA USD 185325.00000000 0.037860159550 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N CHAMPION PATH HOLDINGS 549300QWJFPV5413KI88 Champion Path Holdings Ltd 000000000 232000.00000000 PA USD 203290.00000000 0.041530240577 Long DBT CORP VG N 2 2026-01-27 Fixed 4.50000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XBF1 578000.00000000 PA USD 431332.50000000 0.088117184780 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N ILLUMINATE BUYER/HLDG N/A Illuminate Buyer LLC / Illuminate Holdings IV Inc 45232TAA9 368000.00000000 PA USD 326237.73000000 0.066647308832 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 SoftBank Group Corp 000000000 100000.00000000 PA 103569.74000000 0.021158326621 Long DBT CORP JP N 2 2025-07-30 Fixed 4.75000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAK0 104000.00000000 PA 121392.09000000 0.024799265590 Long DBT US N 2 2023-12-05 Fixed 2.55000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 19416MAA7 613000.00000000 PA USD 614532.50000000 0.125543226759 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N I-Logic Technologies Bidco Limited 213800PHEXJH1L7ZN896 I-Logic Technologies Bidco Limited 2021 USD Term Loan B 00510DAB0 206520.83000000 PA USD 198863.04000000 0.040625854165 Long LON CORP US N 2 2028-02-16 Variable 9.05000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP VENTURE GLOBAL CALCASIEU PASS 000000000 -645600.00000000 PA USD -645600.00000000 -0.13189002566 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 645600.00000000 USD 650096.78000000 USD CDS N N N Medical Solutions Holdings, Inc. 549300JH2XHZ7TIKYR39 Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan 58462QAH4 950793.61000000 PA USD 922669.14000000 0.188492652654 Long LON CORP US N 2 2028-11-01 Variable 8.24000000 N N N N N N Argent Securities Inc. N/A Argent Securities Trust 2006-W5 04012XAA3 4195759.25000000 PA USD 2739036.95000000 0.559559562622 Long ABS-O CORP US N 2 2036-06-25 Floating 5.15000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CAESARS ENTERTAINMENT INC 6.25 000000000 -931383.75000000 PA USD -931383.75000000 -0.19027296575 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 931383.75000000 USD 934218.00000000 USD CDS N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 AVSC Holding Corp. 2020 Term Loan B1 00241YAT1 652822.42000000 PA USD 625240.67000000 0.127730805471 Long LON CORP US N 2 2025-03-03 Floating 8.31000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 ATI Inc 01741RAM4 273000.00000000 PA USD 248430.00000000 0.050751919262 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ALLIED UNIVERSAL HOLDCO LLC 4. 000000000 -559877.50000000 PA USD -559877.50000000 -0.11437772280 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 559877.50000000 USD 563792.75000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DJ1 899000.00000000 PA USD 903854.60000000 0.184649018572 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 Medline Borrower LP 62482BAA0 581000.00000000 PA USD 504017.50000000 0.102966048652 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 Wabash National Corp 929566AL1 220000.00000000 PA USD 190732.98000000 0.038964959149 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 Tempur Sealy International Inc 88023UAJ0 97000.00000000 PA USD 80995.00000000 0.016546518941 Long DBT CORP US N 2 2031-10-15 Fixed 3.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ONEMAIN FINANCE CORP 5.375 15- 000000000 -65756.25000000 PA USD -65756.25000000 -0.01343338522 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 65756.25000000 USD 65820.18000000 USD CDS N N N Octagon Investment Partners 31 LTD N/A Octagon Investment Partners 31 Ltd 67576CAA4 500000.00000000 PA USD 427135.45000000 0.087259766825 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 11.11000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP PETROLEOS MEXICANOS 6.7 16-FEB 000000000 -67890.14000000 PA USD -67890.14000000 -0.01386931893 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 67890.14000000 USD 68346.04000000 USD CDS N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 Elanco Animal Health Incorporated Term Loan B 28414BAF3 1091137.02000000 PA USD 1065811.73000000 0.217735341422 Long LON CORP US N 2 2027-08-01 Variable 6.65000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP TENET HEALTHCARE CORPORATION 4 000000000 -311032.50000000 PA USD -311032.50000000 -0.06354102293 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 311032.50000000 USD 311164.69000000 USD CDS N N N CDI ESCROW ISSUER INC N/A CDI Escrow Issuer Inc 12511VAA6 691000.00000000 PA USD 667395.44000000 0.136342629661 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAF2 163000.00000000 PA USD 159774.23000000 0.032640376851 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 ModivCare Inc 743815AE2 137000.00000000 PA USD 131348.75000000 0.026833317856 Long DBT CORP US N 2 2025-11-15 Fixed 5.88000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 Comision Federal de Electricidad 000000000 200000.00000000 PA USD 196912.50000000 0.040227377135 Long DBT CORP MX N 2 2024-01-15 Fixed 4.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP FORD MOTOR COMPANY 3.25 12-FEB 000000000 -403795.00000000 PA USD -403795.00000000 -0.08249153177 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2049-12-31 403795.00000000 USD 406134.21000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BR2 470000.00000000 PA USD 373650.00000000 0.076333190968 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAN0 84000.00000000 PA USD 81375.00000000 0.016624149377 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP REGAL REXNORD CORP 6.4 15-APR- 000000000 -164256.25000000 PA USD -164256.25000000 -0.03355601150 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 164256.25000000 USD 164487.81000000 USD CDS N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 Garda World Security Corp 36485MAM1 332000.00000000 PA USD 327220.20000000 0.066848018239 Long DBT CORP CA N 2 2028-02-15 Fixed 7.75000000 N N N N N N BX Trust N/A BX Trust 2022-VAMF 05609TAA8 1200000.00000000 PA USD 1152254.64000000 0.235394817287 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.68000000 N N N N N N ALLIED WORLD ASSURANCE 549300E2X3MLXVVR4T40 Allied World Assurance Co Holdings Ltd 01959EAC2 360000.00000000 PA USD 348860.97000000 0.071269024607 Long DBT CORP BM N 2 2025-10-29 Fixed 4.35000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 130000.00000000 PA USD 117468.00000000 0.023997610803 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71643VAB1 97000.00000000 PA USD 76901.60000000 0.015710275708 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 Nabors Industries Ltd 629571AA8 199000.00000000 PA USD 189796.25000000 0.038773593995 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Ascent Resources - Utica 549300EGLQ2M2CL7JZ89 Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan 000000000 330000.00000000 PA USD 349526.10000000 0.071404904428 Long LON CORP US N 2 2025-11-01 Floating 13.82000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (ADRBID) 000000000 18083.00000000 OU Notional Amount -3560.35000000 -0.00072734611 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 -2445.17000000 EUR 18083.00000000 EUR -889.82000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SOTHEBYS 7.375 15-OCT-2027 144 000000000 -394625.00000000 PA USD -394625.00000000 -0.08061818676 Short RA CORP US N 2 Reverse repurchase N 4.80000000 2049-12-31 394625.00000000 USD 395841.21000000 USD CDS N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 Whitebox CLO III Ltd 96467HAJ5 250000.00000000 PA USD 224581.40000000 0.045879873930 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.14000000 N N N N N N Mavis Tire Express Services Corp. 254900NVDM4GTLBL9E56 Mavis Tire Express Services Corp. 2021 Term Loan B 57777YAB2 1264477.50000000 PA USD 1237405.04000000 0.252790245479 Long LON CORP US N 2 2028-05-04 Variable 8.92000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 LABL, Inc. 2021 USD 1st Lien Term Loan 50168EAN2 606325.00000000 PA USD 586619.44000000 0.119840850366 Long LON CORP US N 2 2028-10-29 Floating 9.84000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SHIFT4 PAYMENTS LLC 4.625 01-N 000000000 -328637.50000000 PA USD -328637.50000000 -0.06713755933 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 328637.50000000 USD 330890.04000000 USD CDS N N N REALOGY GROUP/CO-ISSUER N/A Realogy Group LLC / Realogy Co-Issuer Corp 75606DAL5 456000.00000000 PA USD 341297.76000000 0.069723931730 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAC4 348000.00000000 PA USD 341040.00000000 0.069671273779 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-CIP 12434FAA5 1000000.00000000 PA USD 963645.40000000 0.196863718303 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.61000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAB2 141000.00000000 PA USD 139413.75000000 0.028480921724 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 Verisure Holding AB 000000000 100000.00000000 PA 116183.56000000 0.023735211756 Long DBT CORP SE N 2 2027-10-15 Fixed 9.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205AV6 230000.00000000 PA USD 158700.00000000 0.032420921736 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding Inc 05352TAB5 209000.00000000 PA USD 187055.00000000 0.038213582327 Long DBT CORP US N 2 2029-11-01 Fixed 3.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CU4 452000.00000000 PA USD 431935.72000000 0.088240416969 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 Gulf Stream Meridian 1 Ltd 402564AA6 250000.00000000 PA USD 214811.83000000 0.043884042397 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 11.24000000 N N N N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAA6 343000.00000000 PA USD 321991.25000000 0.065779792791 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ARAMARK SERVICES INC 5.0 01-AP 000000000 -387693.75000000 PA USD -387693.75000000 -0.07920219739 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2049-12-31 387693.75000000 USD 388752.91000000 USD CDS N N N Eagle Broadband Investments LLC 254900W09ZHD1OM4I757 Eagle Broadband Investments LLC Term Loan 26943PAB5 571851.80000000 PA USD 559985.88000000 0.114399863823 Long LON CORP US N 2 2027-11-12 Floating 8.19000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAB4 82000.00000000 PA USD 79652.58000000 0.016272275124 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ONEMAIN FINANCE CORP 6.625 15- 000000000 -177000.00000000 PA USD -177000.00000000 -0.03615944012 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 177000.00000000 USD 177075.96000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B77 295000.00000000 PA USD 262547.05000000 0.053635900189 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAL7 237000.00000000 PA USD 234926.25000000 0.047993229773 Long DBT CORP NL N 2 2030-09-01 Fixed 5.88000000 N N N N N N PUG LLC N/A PUG LLC USD Term Loan 74530DAC9 1675321.27000000 PA USD 1207286.77000000 0.246637365363 Long LON CORP US N 2 2027-02-12 Floating 8.34000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBF5 1000000.00000000 PA USD 993949.81000000 0.203054625076 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAA4 1711000.00000000 PA USD 1535622.50000000 0.313713275920 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BANK OF AMERICA CORP AT1-P 6.5 000000000 -134777.50000000 PA USD -134777.50000000 -0.02753377932 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 134777.50000000 USD 135682.57000000 USD CDS N N N ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 EDP - Energias de Portugal SA 000000000 100000.00000000 PA 106280.99000000 0.021712209570 Long DBT CORP PT N 2 2083-04-23 Fixed 5.94000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA Inc 46266TAA6 437000.00000000 PA USD 429391.83000000 0.087720724099 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 Epicor Software Corporation 2020 2nd Lien Term Loan 29426NAQ7 296000.00000000 PA USD 291992.16000000 0.059651260030 Long LON CORP US N 2 2028-07-31 Floating 12.59000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -8702.15000000 -0.00177776763 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 820000.00000000 EUR 884493.41000000 USD 2023-06-21 -8702.15000000 N N N ARCONIC CORP 549300B4YFWH3U74B152 Arconic Corp 03966VAA5 378000.00000000 PA USD 371841.39000000 0.075963708906 Long DBT CORP US N 2 2028-02-15 Fixed 6.13000000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp/The 26483EAL4 615000.00000000 PA USD 532510.58000000 0.108786917692 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 Summer BC Holdco B SARL 000000000 100000.00000000 PA 94351.49000000 0.019275124593 Long DBT CORP LU N 2 2026-10-31 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LIGHT AND WONDER INTERNATIONAL 000000000 -131370.00000000 PA USD -131370.00000000 -0.02683765903 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2023-05-10 131370.00000000 USD 131493.89000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ROYAL CARIBBEAN CRUISES LTD 5. 000000000 -56666.25000000 PA USD -56666.25000000 -0.01157638346 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 56666.25000000 USD 56690.71000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MOLINA HEALTHCARE INC 3.875 15 000000000 -112800.00000000 PA USD -112800.00000000 -0.02304398217 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 112800.00000000 USD 113487.23000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CLYDESDALE ACQUISITION HOLDING 000000000 -404627.50000000 PA USD -404627.50000000 -0.08266160371 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 404627.50000000 USD 407417.74000000 USD CDS N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 Fair Isaac Corp 303250AF1 366000.00000000 PA USD 339465.00000000 0.069349516050 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CAESARS RESORT COLLECTION LLC 000000000 -363877.50000000 PA USD -363877.50000000 -0.07433676086 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 363877.50000000 USD 364231.27000000 USD CDS N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAL5 25000.00000000 PA USD 22838.50000000 0.004665691374 Long DBT US N 2 2032-07-15 Fixed 5.63000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 Neuberger Berman CLO XX Ltd 64130UAN2 790000.00000000 PA USD 726923.24000000 0.148503600958 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 11.29000000 N N N N N N Pregis TopCo Corporation 549300LJXHJYHS1GM034 Pregis TopCo Corporation 1st Lien Term Loan 74045BAC1 135059.62000000 PA USD 131480.54000000 0.026860241317 Long LON CORP US N 2 2026-07-31 Variable 8.67000000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 McAfee Corp 579063AB4 786000.00000000 PA USD 659056.52000000 0.134639066506 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 12769GAA8 624000.00000000 PA USD 545688.00000000 0.111478941022 Long DBT CORP US N 2 2029-10-15 Fixed 4.63000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EL4 143000.00000000 PA USD 142642.50000000 0.029140525070 Long DBT CORP US N 2 2024-10-23 Fixed 6.50000000 N N N N N N SWF ESCROW ISSUER CORP N/A SWF Escrow Issuer Corp 78500AAA6 330000.00000000 PA USD 202950.00000000 0.041460781766 Long DBT CORP US N 2 2029-10-01 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) JUN23 000000000 868.00000000 NC USD 1355482.97000000 0.276912459262 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM3 Comdty 2023-06-30 93819360.35000000 USD 1355482.97000000 N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 WR Grace Holdings LLC 92943GAE1 146000.00000000 PA USD 146551.88000000 0.029939174743 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 Alliant Holdings Intermediate, LLC 2021 Term Loan B4 01881UAJ4 2452887.40000000 PA USD 2421294.21000000 0.494647700582 Long LON CORP US N 2 2027-11-06 Floating 8.28000000 N N N N N N KAISER ALUMINUM CORP N/A Kaiser Aluminum Corp 483007AL4 347000.00000000 PA USD 284959.87000000 0.058214629131 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EAU2 220000.00000000 PA USD 216200.60000000 0.044167755084 Long DBT CORP US N 2 2027-09-01 Fixed 5.75000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 ITT Holdings LLC 45074JAA2 343000.00000000 PA USD 289601.76000000 0.059162923727 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Advisor Group, Inc. 549300XL60BDV6UW5C86 Advisor Group, Inc. 2021 Term Loan 00775KAE8 912436.30000000 PA USD 895902.95000000 0.183024571046 Long LON CORP US N 2 2026-07-31 Floating 9.34000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 Avantor Funding, Inc. 2021 Term Loan B5 05350NAL8 1197184.88000000 PA USD 1194754.59000000 0.244077158514 Long LON CORP US N 2 2027-11-08 Floating 7.09000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP PRIME SECURITY SERVICES BORROW 000000000 -471100.00000000 PA USD -471100.00000000 -0.09624131209 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 471100.00000000 USD 471590.07000000 USD CDS N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 Barracuda Networks, Inc. 2022 Term Loan 06832FAB3 332167.50000000 PA USD 319193.04000000 0.065208144729 Long LON CORP US N 2 2029-08-15 Variable 9.18000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BANK OF AMERICA CORP AT1-P 6.3 000000000 -204518.75000000 PA USD -204518.75000000 -0.04178126267 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 204518.75000000 USD 205892.15000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DD4 94000.00000000 PA USD 103672.60000000 0.021179339954 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 ZF Finance GmbH 000000000 100000.00000000 PA 102990.62000000 0.021040017835 Long DBT CORP DE N 2 2025-09-21 Fixed 3.00000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A Ascent Resources Utica Holdings LLC / ARU Finance Corp 04364VAK9 580000.00000000 PA USD 704559.12000000 0.143934820970 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BQ4 477000.00000000 PA USD 410615.91000000 0.083884979720 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HSBC HOLDINGS PLC 7.39 03-NOV- 000000000 -269968.75000000 PA USD -269968.75000000 -0.05515208390 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 269968.75000000 USD 270516.19000000 USD CDS N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBX2 785000.00000000 PA USD 556796.19000000 0.113748240068 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N DIRECTV FIN LLC/COINC N/A Directv Financing LLC / Directv Financing Co-Obligor Inc 25461LAA0 459000.00000000 PA USD 415716.30000000 0.084926941567 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 Vallourec SA 000000000 25000.00000000 PA 26976.93000000 0.005511133813 Long DBT CORP FR N 2 2026-06-30 Fixed 8.50000000 N N N N N N Axalta Coating Systems Dutch Holding B B.V 549300NZ43V4QV4UGN28 Axalta Coating Systems Dutch Holding B B.V 2022 USD Term Loan B4 90347BAJ7 563550.00000000 PA USD 563786.69000000 0.115176333663 Long LON CORP US N 2 2029-12-20 Variable 7.90000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YBG4 203000.00000000 PA USD 207821.25000000 0.042455932459 Long DBT CORP US N 2 2025-07-01 Fixed 8.63000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20337YAA5 713000.00000000 PA USD 671471.95000000 0.137175422425 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 Charter Communications Operating, LLC 2019 Term Loan B1 16117LBW8 602694.91000000 PA USD 601941.54000000 0.122971011707 Long LON CORP US N 2 2025-04-30 Floating 6.56000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ZIGGO BOND COMPANY BV 5.125 28 000000000 -165937.50000000 PA USD -165937.50000000 -0.03389947511 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 165937.50000000 USD 167086.39000000 USD CDS N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XEB8 1000000.00000000 PA USD 1023515.10000000 0.209094536564 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2021 Second Lien Term Loan B4 04649VBA7 646000.00000000 PA USD 531012.00000000 0.108480771852 Long LON CORP US N 2 2029-01-20 Floating 10.09000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XVII Ltd 55818YBJ9 500000.00000000 PA USD 482351.90000000 0.098539969748 Long ABS-CBDO CORP KY N 2 2030-07-21 Floating 8.42000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP MILEAGE PLUS HOLDINGS LLC 6.5 000000000 -835200.00000000 PA USD -835200.00000000 -0.17062352762 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 835200.00000000 USD 836342.60000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DEUTSCHE BANK AG (NEW YORK BRA 000000000 -972125.00000000 PA USD -972125.00000000 -0.19859602106 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-05-10 972125.00000000 USD 972261.37000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOXER PARENT CO INC 9.125 01-M 000000000 -505957.50000000 PA USD -505957.50000000 -0.10336237245 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 505957.50000000 USD 509495.69000000 USD CDS N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAE9 114000.00000000 PA USD 88425.61000000 0.018064522881 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHOBANI LLC 7.5 15-APR-2025 14 000000000 -631050.00000000 PA USD -631050.00000000 -0.12891759711 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 631050.00000000 USD 631674.56000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CLEAN HARBORS INC 4.875 15-JUL 000000000 -194062.50000000 PA USD -194062.50000000 -0.03964514886 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 194062.50000000 USD 195392.64000000 USD CDS N N N Station Casinos LLC 5493004E7Q60TX54WL62 Station Casinos LLC 2020 Term Loan B 85769EAZ4 1025311.88000000 PA USD 1015520.15000000 0.207461243254 Long LON CORP US N 2 2027-02-08 Floating 7.10000000 N N N N N N Vertiv Group Corporation 549300ZT8RQ5VK10E643 Vertiv Group Corporation 2021 Term Loan B 92537EAC2 1229271.69000000 PA USD 1201920.39000000 0.245541064254 Long LON CORP US N 2 2027-03-02 Floating 7.60000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP NEW FORTRESS ENERGY LLC 6.75 1 000000000 -688061.25000000 PA USD -688061.25000000 -0.14056446084 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 688061.25000000 USD 691466.20000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BJ0 136000.00000000 PA USD 127234.80000000 0.025992876451 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP CHENIERE ENERGY PARTNERS LP 4. 000000000 -486688.75000000 PA USD -486688.75000000 -0.09942594753 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 486688.75000000 USD 487368.09000000 USD CDS N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 Graham Holdings Co 384637AA2 140000.00000000 PA USD 137220.85000000 0.028032932819 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BR2 345000.00000000 PA USD 366562.50000000 0.074885281183 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAK6 688000.00000000 PA USD 626940.00000000 0.128077962654 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG/New York NY 22550L2K6 1200000.00000000 PA USD 1155000.00000000 0.235955668589 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 Avient Corp 05368VAA4 106000.00000000 PA USD 109312.50000000 0.022331518634 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BJ0 262000.00000000 PA USD 269884.89000000 0.055134952088 Long DBT CORP PA N 2 2027-08-01 Fixed 9.88000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass LLC 92328MAA1 870000.00000000 PA USD 784740.00000000 0.160315022830 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CHS/COMMUNITY HEALTH SYSTEMS I 000000000 -146381.25000000 PA USD -146381.25000000 -0.02990431663 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 146381.25000000 USD 147404.90000000 USD CDS N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 Minerals Technologies Inc 603158AA4 169000.00000000 PA USD 154100.96000000 0.031481380993 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Equinox Holdings, Inc. 549300W05QKLNGQIIA73 Equinox Holdings, Inc. 2017 1st Lien Term Loan 29446CAP9 2189951.74000000 PA USD 1978621.40000000 0.404213796816 Long LON CORP US N 2 2024-03-08 Floating 8.16000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 New Gold Inc 644535AH9 545000.00000000 PA USD 524600.65000000 0.107170993171 Long DBT CORP CA N 2 2027-07-15 Fixed 7.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLARIOS GLOBAL LP 8.5 15-MAY-2 000000000 -1918750.00000000 PA USD -1918750.00000000 -0.39198263126 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-05-10 1918750.00000000 USD 1920428.91000000 USD CDS N N N ENDEAVOR ENERGY RESOURCE 549300WY5QI80P9WHD46 Endeavor Energy Resources LP / EER Finance Inc 29260FAE0 386000.00000000 PA USD 383105.00000000 0.078264758800 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 Triumph Group Inc 896818AU5 854000.00000000 PA USD 854896.70000000 0.174647378721 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 McAfee, LLC 2022 USD Term Loan B 57906HAD9 1629685.00000000 PA USD 1527829.69000000 0.312121277917 Long LON CORP US N 2 2029-03-01 Variable 8.65000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 Gates Global LLC 2021 Term Loan B3 36740UAT9 1204625.74000000 PA USD 1195807.88000000 0.244292335783 Long LON CORP US N 2 2027-03-31 Floating 7.41000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAC5 76000.00000000 PA USD 80186.84000000 0.016381419432 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 Zayo Group Holdings, Inc. USD Term Loan 98919XAB7 2341681.27000000 PA USD 1895965.66000000 0.387328004266 Long LON CORP US N 2 2027-03-09 Floating 7.84000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP TK ELEVATOR HOLDCO GMBH 000000000 -298500.00000000 PA USD -298500.00000000 -0.06098075071 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-04-11 298500.00000000 USD 298746.68000000 USD CDS N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 023771S58 925000.00000000 PA USD 1011987.00000000 0.206739453843 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP NORTHERN OIL AND GAS INC 8.125 000000000 -774225.00000000 PA USD -774225.00000000 -0.15816690693 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 774225.00000000 USD 777529.44000000 USD CDS N N N Zurn Holdings, Inc. 549300XLZXRC2KJ6VK87 Zurn Holdings, Inc. 2021 Term Loan B 76168JAS5 440335.69000000 PA USD 439472.63000000 0.089780137003 Long LON CORP US N 2 2028-10-04 Floating 6.84000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP EVERARC ESCROW SARL 5.0 30-OCT 000000000 -406312.50000000 PA USD -406312.50000000 -0.08300583341 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 406312.50000000 USD 409114.36000000 USD CDS N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 New Enterprise Stone & Lime Co Inc 644274AG7 38000.00000000 PA USD 36290.00000000 0.007413706678 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SWAP/CDSWAP/SCDS: (TTMTIN) 000000000 10152.00000000 OU Notional Amount -686.98000000 -0.00014034357 N/A DCR XX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 294.16000000 EUR 0.00000000 EUR 10152.00000000 EUR -1023.88000000 N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP TRANSDIGM INC 6.25 15-MAR-2026 000000000 -4219936.25000000 PA USD -4219936.25000000 -0.86209340196 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 4219936.25000000 USD 4222350.99000000 USD CDS N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 Restoration Hardware, Inc. Term Loan B 76133MAB7 313707.58000000 PA USD 292846.03000000 0.059825697664 Long LON CORP US N 2 2028-10-20 Floating 7.34000000 N N N N N N SUMMER BIDCO BV 724500EOJYP21L3XM206 Summer BidCo BV 000000000 112936.70000000 PA 94401.10000000 0.019285259451 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp 72147KAH1 39000.00000000 PA USD 31738.20000000 0.006483816624 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 MGM China Holdings Ltd 000000000 250000.00000000 PA USD 235281.25000000 0.048065752944 Long DBT CORP KY N 2 2026-05-15 Fixed 5.88000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co/The 382550BN0 104000.00000000 PA USD 92913.60000000 0.018981377150 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397C27 200000.00000000 PA USD 190763.00000000 0.038971091954 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ZAYO GROUP HOLDINGS INC 4.0 01 000000000 -1400958.75000000 PA USD -1400958.75000000 -0.28620273465 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 1400958.75000000 USD 1402320.79000000 USD CDS N N N Dealer Tire Financial, LLC 894500QBE5Z2XQWCJ779 Dealer Tire Financial, LLC Term Loan B2 24228HAN8 827468.64000000 PA USD 820749.59000000 0.167671444374 Long LON CORP US N 2 2027-12-14 Variable 9.31000000 N N N N N N CCC Intelligent Solutions Inc. 5493006JEEL9RIWY5T17 CCC Intelligent Solutions Inc. Term Loan 12511BAC6 724825.00000000 PA USD 717728.96000000 0.146625295777 Long LON CORP US N 2 2028-09-21 Floating 7.09000000 N N N N N N CREATIVE ARTISTS AGENCY, LLC 5493008FV5TCFL3KHH96 Creative Artists Agency, LLC 2023 Term Loan B 22526WAQ1 735000.00000000 PA USD 731633.70000000 0.149465903762 Long LON CORP US N 2 2028-11-27 Variable 8.31000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAC5 381000.00000000 PA USD 313010.55000000 0.063945120000 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 82453AAA5 550000.00000000 PA USD 517000.00000000 0.105618251654 Long DBT CORP US N 2 2026-11-01 Fixed 4.63000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAF2 54000.00000000 PA USD 53527.77000000 0.010935221435 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869AAA5 89000.00000000 PA USD 84701.76000000 0.017303775248 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co 57763RAB3 3257000.00000000 PA USD 3257000.00000000 0.665374556360 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N Gainwell Acquisition Corp. N/A Gainwell Acquisition Corp. Term Loan B 59909TAC8 1315353.51000000 PA USD 1252874.22000000 0.255950453886 Long LON CORP US N 2 2027-10-01 Variable 9.00000000 N N N N N N Medallion Midland Acquisition, LLC 549300QCYU94ZA2ELG48 Medallion Midland Acquisition, LLC 2021 Term Loan 58404BAD7 893947.36000000 PA USD 880538.15000000 0.179885686495 Long LON CORP US N 2 2028-10-18 Variable 8.91000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 Chart Industries Inc 000000000 92000.00000000 PA USD 97060.00000000 0.019828447786 Long DBT CORP US N 2 2031-01-01 Fixed 9.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AL5 189000.00000000 PA USD 165507.30000000 0.033811589288 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Babson CLO Ltd 549300TE5WUQQTRVZ282 Barings CLO Ltd 2017-I 06760BAL6 250000.00000000 PA USD 240487.40000000 0.049129320566 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 8.39000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 91327TAA9 480000.00000000 PA USD 465600.00000000 0.095117713675 Long DBT US N 2 2028-02-15 Fixed 10.50000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 013817AW1 4000.00000000 PA USD 4016.36000000 0.000820504683 Long DBT CORP US N 2 2024-10-01 Fixed 5.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SINCLAIR TELEVISION GROUP INC 000000000 -309993.75000000 PA USD -309993.75000000 -0.06332881605 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 309993.75000000 USD 310126.79000000 USD CDS N N N Benefit Street Partners CLO Ltd 549300PVYNJC7QL0GC48 Benefit Street Partners CLO II Ltd 08179XAW5 213046.11000000 PA USD 211468.25000000 0.043200980358 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 5.66000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UBER TECHNOLOGIES INC 7.5 15-S 000000000 -474275.00000000 PA USD -474275.00000000 -0.09688993482 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 474275.00000000 USD 474726.88000000 USD CDS N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAF5 222000.00000000 PA USD 201003.24000000 0.041063076954 Long DBT CORP LU N 2 2033-11-15 Fixed 6.38000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 Coherent Corp 902104AC2 422000.00000000 PA USD 383049.40000000 0.078253400242 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 000000000 200000.00000000 PA USD 171412.50000000 0.035017966270 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 Naked Juice LLC 2nd Lien Term Loan 62984CAB9 861064.00000000 PA USD 642207.36000000 0.131196941127 Long LON CORP US N 2 2030-01-24 Floating 11.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP 1011778 BC UNLIMITED LIABILITY 000000000 -93297.50000000 PA USD -93297.50000000 -0.01905980432 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 93297.50000000 USD 93386.39000000 USD CDS N N N TERVITA CORP N/A Tervita Corp 88159EAA1 114000.00000000 PA USD 122265.00000000 0.024977592917 Long DBT CORP CA N 2 2025-12-01 Fixed 11.00000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP APTIV PLC 4.4 01-OCT-2046 (SEN 000000000 -179700.00000000 PA USD -179700.00000000 -0.03671102480 Short RA CORP US N 2 Reverse repurchase N 5.02000000 2049-12-31 179700.00000000 USD 180899.25000000 USD CDS N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 Avaya Holdings Corp 05351X101 19.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 1 N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP ALLIANT HOLDINGS INTERMEDIATE 000000000 -541651.25000000 PA USD -541651.25000000 -0.11065427085 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 541651.25000000 USD 543963.05000000 USD CDS N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 Cidron Aida Finco Sarl 000000000 100000.00000000 PA 95440.55000000 0.019497609338 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDD9 367000.00000000 PA USD 360527.25000000 0.073652336206 Long DBT CORP US N 2 2024-09-01 Fixed 4.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP DISH NETWORK CORP 11.75 15-NOV 000000000 -157520.00000000 PA USD -157520.00000000 -0.03217985880 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 157520.00000000 USD 158143.08000000 USD CDS N N N Jazz Financing Lux S.a.r.l. 635400WUEO2NSG5OIU34 Jazz Financing Lux S.a.r.l. USD Term Loan 000000000 1074949.96000000 PA USD 1069800.95000000 0.218550301658 Long LON CORP LU N 2 2028-05-05 Floating 8.34000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 Churchill Downs Inc 171484AE8 137000.00000000 PA USD 128290.23000000 0.026208490903 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 000000000 200000.00000000 PA USD 70225.00000000 0.014346308940 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 Y Y N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2021 2nd Lien Term Loan B3 04649VAZ3 364000.00000000 PA USD 301756.00000000 0.061645920979 Long LON CORP US N 2 2028-01-31 Floating 10.09000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOMBARDIER INC 000000000 -359125.00000000 PA USD -359125.00000000 -0.07336586968 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 359125.00000000 USD 359477.64000000 USD CDS N N N WEATHERFORD INTL LTD 549300A2JKMG5PGOGF82 Weatherford International Ltd 947075AP2 7000.00000000 PA USD 7182.54000000 0.001467325565 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N VIRGIN MEDIA VEND FIN IV 635400ZZNJSEA4CAJR23 Virgin Media Vendor Financing Notes IV DAC 92770QAA5 754000.00000000 PA USD 670117.50000000 0.136898720992 Long DBT CORP IE N 2 2028-07-15 Fixed 5.00000000 N N N N N N Verscend Holding Corp. N/A Verscend Holding Corp. 2021 Term Loan B 92531HAD9 1258012.61000000 PA USD 1255131.76000000 0.256411648137 Long LON CORP US N 2 2025-08-27 Floating 8.84000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ALTICE FRANCE SA (FRANCE) 5.12 000000000 -483502.50000000 PA USD -483502.50000000 -0.09877502653 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 483502.50000000 USD 486883.66000000 USD CDS N N N BX Trust N/A BX Commercial Mortgage Trust 2021-XL2 05609KAA7 454090.37000000 PA USD 435017.30000000 0.088869954865 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.37000000 N N N N N N Aruba Investments, Inc. 254900GMIYFF4FZ0A357 Aruba Investments, Inc. 2020 USD Term Loan 04317JAB4 334205.57000000 PA USD 325292.31000000 0.066454168392 Long LON CORP US N 2 2027-11-24 Floating 8.59000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HILTON DOMESTIC OPERATING COMP 000000000 -391262.50000000 PA USD -391262.50000000 -0.07993125955 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 391262.50000000 USD 391642.89000000 USD CDS N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDB9 365000.00000000 PA USD 314137.25000000 0.064175294244 Long DBT CORP US N 2 2030-09-30 Fixed 5.70000000 N N N N N N COLT Funding LLC N/A COLT 2022-7 Mortgage Loan Trust 12663GAA5 2265734.32000000 PA USD 2226438.33000000 0.454840471626 Long ABS-MBS CORP US N 2 2067-04-25 Variable 5.16000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAV1 602000.00000000 PA USD 636180.29000000 0.129965667247 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAL5 1594000.00000000 PA USD 1523126.97000000 0.311160556323 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCP5 1470000.00000000 PA USD 1452060.58000000 0.296642359295 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAH6 229000.00000000 PA USD 228318.50000000 0.046643328414 Long DBT CORP NL N 2 2024-11-01 Fixed 5.63000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners LP / Antero Midstream Finance Corp 03690AAD8 298000.00000000 PA USD 291151.96000000 0.059479615050 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N RVR Dealership Holdings, LLC N/A RVR Dealership Holdings, LLC Term Loan B 75001CAB0 96825.23000000 PA USD 82059.38000000 0.016763961793 Long LON CORP US N 2 2028-02-08 Floating 8.55000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NFP CORP 4.875 15-AUG-2028 144 000000000 -394931.25000000 PA USD -394931.25000000 -0.08068075077 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 394931.25000000 USD 395315.21000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BANK OF AMERICA CORP 6.204 10- 000000000 -343837.50000000 PA USD -343837.50000000 -0.07024277679 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2049-12-31 343837.50000000 USD 344776.84000000 USD CDS N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 Telefonica Europe BV 000000000 100000.00000000 PA 110212.30000000 0.022515339336 Long DBT CORP NL N 2 2028-08-23 Fixed 7.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ORGANON & CO 5.125 30-APR-2031 000000000 -280590.00000000 PA USD -280590.00000000 -0.05732190567 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 280590.00000000 USD 280710.42000000 USD CDS N N N GATES GLOBAL/GATES CORP N/A Gates Global LLC / Gates Corp 36740LAA0 416000.00000000 PA USD 408720.00000000 0.083497663087 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CARNIVAL HOLDINGS (BERMUDA) LT 000000000 -1598910.00000000 PA USD -1598910.00000000 -0.32664231867 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 1598910.00000000 USD 1599136.07000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP NMG HOLDING COMPANY INC 7.125 000000000 -203947.50000000 PA USD -203947.50000000 -0.04166456166 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 203947.50000000 USD 204064.20000000 USD CDS N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 Bellis Acquisition Co PLC 000000000 100000.00000000 PA 100859.08000000 0.020604564203 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N MILLENNIUM CORP CLAIM N/A MILLENNIUM CORP CLAIM 000000000 861100.43000000 PA USD 0.09000000 0.000000018386 Long LON CORP US N 3 2049-12-31 None 0.00000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXIX LTD 55820EAA9 250000.00000000 PA USD 225317.43000000 0.046030237957 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 10.49000000 N N N N N N SHIFT4 PAYMENTS INC N/A Shift4 Payments Inc 82452JAB5 174000.00000000 PA USD 203336.54000000 0.041539748263 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc Shift4 Payments Inc USD XXXX N N N Osaka Exchange 3538001249AILNPRUX57 JPN 10Y BOND(OSE) JUN23 000000000 -23.00000000 NC -516573.04000000 -0.10553102773 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBM3 Comdty 2023-06-13 -3338172015.00000000 JPY -516573.04000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CF0 28000.00000000 PA USD 22428.17000000 0.004581864803 Long DBT CORP US N 2 2045-06-15 Fixed 4.63000000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 BlueMountain CLO XXVIII Ltd 09630PAJ2 500000.00000000 PA USD 438207.40000000 0.089521662379 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 7.69000000 N N N N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 Option Care Health, Inc. 2021 Term Loan B 68404YAB0 611726.98000000 PA USD 608857.98000000 0.124383975538 Long LON CORP US N 2 2028-10-27 Floating 7.59000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A Iron Mountain Information Management Services Inc 46285MAA8 197000.00000000 PA USD 169170.09000000 0.034559862936 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 CIFC Funding 2013-IV Ltd 12549FBR9 250000.00000000 PA USD 232903.73000000 0.047580047904 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 7.61000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAJ3 304000.00000000 PA USD 224580.00000000 0.045879587923 Long DBT US N 2 2029-08-01 Fixed 4.63000000 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35908MAD2 1028000.00000000 PA USD 1023898.28000000 0.209172816645 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corp 03040WBA2 900000.00000000 PA USD 886169.22000000 0.181036061288 Long DBT CORP US N 2 2032-06-01 Fixed 4.45000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BE6 5693000.00000000 PA USD 5698180.63000000 1.164084866056 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N BROOKFIELD PPTY REIT INC N/A Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 11284DAC9 178000.00000000 PA USD 142845.00000000 0.029181893921 Long DBT US N 2 2027-04-01 Fixed 4.50000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 Organon & Co USD Term Loan 68621XAE3 825421.00000000 PA USD 824042.55000000 0.168344165222 Long LON CORP US N 2 2028-06-02 Floating 8.00000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan 24440EAG2 792000.00000000 PA USD 725337.36000000 0.148179620547 Long LON CORP US N 2 2028-04-07 Floating 11.91000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 Polaris Newco LLC USD Term Loan B 73108RAB4 1894837.12000000 PA USD 1723771.22000000 0.352150294987 Long LON CORP US N 2 2028-06-02 Floating 9.16000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ALLIED UNIVERSAL HOLDCO LLC 000000000 -358125.00000000 PA USD -358125.00000000 -0.07316157905 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 358125.00000000 USD 358483.62000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP VERIZON COMMUNICATIONS INC 3.7 000000000 -683750.00000000 PA USD -683750.00000000 -0.13968371289 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 683750.00000000 USD 688294.09000000 USD CDS N N N ROCKETMTGE CO-ISSUER INC N/A Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 77313LAA1 755000.00000000 PA USD 675725.00000000 0.138044280656 Long DBT CORP US N 2 2026-10-15 Fixed 2.88000000 N N N N N N Severin Acquisition, LLC 549300L10R4RABI1ER67 Severin Acquisition, LLC 2018 Term Loan B 81812HAB6 920324.91000000 PA USD 918484.26000000 0.187637720915 Long LON CORP US N 2 2025-08-01 Variable 7.68000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (LOXAM) 000000000 20000.00000000 OU Notional Amount -2071.04000000 -0.00042309405 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Loxam SAS Loxam SAS Y sell protection 2027-12-21 0.00000000 EUR -1355.67000000 EUR 20000.00000000 EUR -599.95000000 N N N Elmwood CLO V Ltd N/A Elmwood CLO V Ltd 29003BAN1 436000.00000000 PA USD 417187.82000000 0.085227559303 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.81000000 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 JELD-WEN Inc 475795AE0 146000.00000000 PA USD 145635.00000000 0.029751864757 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N Nomad Foods Europe Midco Limited N/A Nomad Foods Europe Midco Limited 2022 Term Loan B 000000000 426089.49000000 PA USD 425377.92000000 0.086900719928 Long LON CORP US N 2 2029-11-12 Variable 8.23000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 Transocean Inc 893830BQ1 206000.00000000 PA USD 212756.80000000 0.043464219039 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B69 400000.00000000 PA USD 329612.08000000 0.067336656893 Long DBT CORP US N 2 2031-06-17 Fixed 3.63000000 N N N N N N Travelport Finance (Luxembourg) S.a.r.l. 2221005SGFWYZHL40F77 Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan 000000000 500605.54000000 PA USD 282842.13000000 0.057781994709 Long LON CORP LU N 2 2026-05-29 Floating 10.16000000 N N N N N N WOOF Holdings, Inc 254900RX9Z723FXJSU14 WOOF Holdings, Inc 1st Lien Term Loan 98082EAB0 225400.00000000 PA USD 215257.00000000 0.043974986453 Long LON CORP US N 3 2027-12-21 Floating 8.53000000 N N N N N N Research Now Group, Inc. 549300XTHJNIVC5Q8K50 Research Now Group, Inc. 2017 1st Lien Term Loan 76100LAH5 0.14000000 PA USD 0.11000000 0.000000022471 Long LON CORP US N 2 2024-12-20 Variable 10.31000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP BOYD GAMING CORPORATION 4.75 1 000000000 -290542.50000000 PA USD -290542.50000000 -0.05935510808 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 290542.50000000 USD 292465.33000000 USD CDS N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAR8 51000.00000000 PA USD 45433.19000000 0.009281574651 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 Twilio Inc 90138FAD4 319000.00000000 PA USD 270677.88000000 0.055296952508 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP LIMA METRO LINE 2 FINANCE LTD 000000000 -2407500.00000000 PA USD -2407500.00000000 -0.49182967283 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2049-12-31 2407500.00000000 USD 2422931.41000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCD3 287000.00000000 PA USD 248655.37000000 0.050797960239 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Froneri International Ltd. N/A Froneri International Ltd. 2020 USD Term Loan 000000000 1987462.54000000 PA USD 1956497.87000000 0.399694167108 Long LON CORP US N 2 2027-01-29 Floating 7.41000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 Ultimate Software Group Inc (The) Term Loan B 90385KAB7 1040533.05000000 PA USD 1022198.86000000 0.208825641076 Long LON CORP US N 2 2026-05-04 Floating 8.58000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAV0 44000.00000000 PA USD 40736.31000000 0.008322046114 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BD7 664000.00000000 PA USD 297140.00000000 0.060702915467 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 Ocado Group PLC 000000000 100000.00000000 PA 91538.50000000 0.018700457116 Long DBT CORP GB N 2 2026-10-08 Fixed 3.88000000 N N N N N N FOCUS FINANCIAL PARTNERS, LLC 5493007L0E0VKRC2CP39 FOCUS FINANCIAL PARTNERS, LLC 34416DAU2 623451.11000000 PA USD 612765.16000000 0.125182175771 Long LON CORP US N 2 2028-06-30 Variable 7.31000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 Sensata Technologies Inc 81728UAA2 584000.00000000 PA USD 532116.76000000 0.108706463959 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAG6 32000.00000000 PA USD 29776.00000000 0.006082957565 Long DBT US N 2 2028-07-15 Fixed 5.00000000 N N N N N N Calpine Construction Finance Company, L.P. V0Q3DOB0FIB2XI1KWU77 Calpine Construction Finance Company, L.P. 2017 Term Loan B 13134NAG6 873800.19000000 PA USD 871738.02000000 0.178087902462 Long LON CORP US N 2 2025-01-15 Floating 6.84000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 Crocs Inc 227046AA7 25000.00000000 PA USD 21928.13000000 0.004479711320 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (LADLN) 000000000 10000.00000000 OU Notional Amount -492.57000000 -0.00010062743 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 -895.55000000 EUR 10000.00000000 EUR 459.75000000 N N N CAESARS RESORT / FINCO N/A Caesars Resort Collection LLC / CRC Finco Inc 12770RAA1 478000.00000000 PA USD 478102.20000000 0.097671795891 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass LLC 92328MAC7 1442000.00000000 PA USD 1211280.00000000 0.247453144804 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N Cornerstone Building Brands, Inc. 549300IW41QEWQ6T0H29 Cornerstone Building Brands, Inc. 2021 Term Loan B 72431HAD2 76015.76000000 PA USD 66608.81000000 0.013607555235 Long LON CORP US N 2 2028-04-12 Floating 7.93000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAD3 335000.00000000 PA USD 309456.25000000 0.063219009842 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP TRANSOCEAN INC 000000000 -739935.00000000 PA USD -739935.00000000 -0.15116178150 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 739935.00000000 USD 740675.96000000 USD CDS N N N ATI INC ZW1LRE7C3H17O2ZN9B45 ATI Inc 01741RAL6 101000.00000000 PA USD 91915.26000000 0.018777425650 Long DBT CORP US N 2 2029-10-01 Fixed 4.88000000 N N N N N N GrafTech Finance, Inc. 1Z010BU876CF2HDBIN43 GrafTech Finance, Inc. 2018 Term Loan B 38431EAB4 134229.87000000 PA USD 133558.72000000 0.027284794003 Long LON CORP US N 3 2025-02-12 Floating 7.84000000 N N N N N N CHARTER COMM OPT LLC/CAP 0J0XRGZE3PBRFEZ7MV65 Charter Communications Operating LLC / Charter Communications Operating Capital 161175AY0 2425000.00000000 PA USD 2400799.66000000 0.490460856212 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 Network i2i Ltd 000000000 300000.00000000 PA USD 283556.25000000 0.057927882728 Long DBT CORP MU N 2 2025-01-15 Fixed 5.65000000 N N N N N N CONNECT FINCO SARL/CONNE N/A Connect Finco SARL / Connect US Finco LLC 20752TAA2 1866000.00000000 PA USD 1754040.00000000 0.358333922885 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 Altice Financing SA 2017 USD Term Loan B 000000000 434786.89000000 PA USD 426634.64000000 0.087157456038 Long LON CORP LU N 2 2025-07-15 Floating 7.58000000 N N N N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SWAP/CDSWAP/SCDS: (COFP) 000000000 13000.00000000 OU Notional Amount -4535.13000000 -0.00092648452 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 -898.93000000 EUR 13000.00000000 EUR -3554.35000000 N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ICAHN ENTERPRISES LP 6.25 15-M 000000000 -290512.50000000 PA USD -290512.50000000 -0.05934897936 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 290512.50000000 USD 292503.72000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CVS HEALTH CORP 3.75 01-APR-20 000000000 -897500.00000000 PA USD -897500.00000000 -0.18335083338 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 897500.00000000 USD 904511.72000000 USD CDS N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 Crescent Energy Finance LLC 45344LAC7 254000.00000000 PA USD 243522.50000000 0.049749363033 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N W.R. Grace & Co.-Conn. 549300WNOVFRGYOAEB12 W.R. Grace & Co.-Conn. 2021 Term Loan B 92943HAB5 448644.19000000 PA USD 444157.75000000 0.090737263082 Long LON CORP US N 2 2028-09-22 Floating 8.94000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EAV0 92000.00000000 PA USD 90742.36000000 0.018537813180 Long DBT CORP US N 2 2029-09-01 Fixed 6.13000000 N N N N N N Titan Acquisition Limited N/A Titan Acquisition Limited 2018 Term Loan B 000000000 1808234.22000000 PA USD 1709540.80000000 0.349243153632 Long LON CORP CA N 2 2025-03-28 Floating 8.15000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP ANTHEM INC 3.65 01-DEC-2027 (S 000000000 -900000.00000000 PA USD -900000.00000000 -0.18386155993 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 900000.00000000 USD 910743.75000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ARCOSA INC 4.375 15-APR-2029 1 000000000 -293122.50000000 PA USD -293122.50000000 -0.05988217789 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 293122.50000000 USD 295172.32000000 USD CDS N N N HUB International Ltd 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAD3 1280000.00000000 PA USD 1257993.88000000 0.256996352412 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CCO HOLDINGS LLC 4.25 01-FEB-2 000000000 -466995.00000000 PA USD -466995.00000000 -0.09540269909 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 466995.00000000 USD 467444.48000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CDI ESCROW ISSUER INC 5.75 01- 000000000 -514360.00000000 PA USD -514360.00000000 -0.10507892441 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 514360.00000000 USD 517885.51000000 USD CDS N N N ALM Loan Funding N/A ALM 2020 Ltd 00166DAA9 285000.00000000 PA USD 251621.51000000 0.051403914825 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 10.79000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 12769GAB6 1527000.00000000 PA USD 1553722.50000000 0.317410936181 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Cedar Funding Ltd S6XOOCT0IEG5ABCC6L87 Cedar Funding XIV CLO Ltd 15034AAC9 500000.00000000 PA USD 482171.90000000 0.098503197436 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.39000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP UNITED AIRLINES 2020-1 CLASS A 000000000 -486602.76000000 PA USD -486602.76000000 -0.09940838058 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 486602.76000000 USD 489870.43000000 USD CDS N N N BAYER AG 549300J4U55H3WP1XT59 Bayer AG 000000000 100000.00000000 PA 100307.56000000 0.020491893839 Long DBT CORP DE N 2 2082-03-25 Fixed 4.50000000 N N N N N N ORGANON & CO/ORG N/A Organon & Co / Organon Foreign Debt Co-Issuer BV 68622TAB7 398000.00000000 PA USD 353281.72000000 0.072172142374 Long DBT CORP US N 2 2031-04-30 Fixed 5.13000000 N N N N N N ICON LUXEMBOURG SARL 635400PUWMHSPI2DDA35 ICON LUXEMBOURG SARL 000000000 1085121.47000000 PA USD 1081508.02000000 0.220941946271 Long LON CORP LU N 2 2028-07-03 Variable 7.41000000 N N N N N N NFP Corp. VO2L9FZNXDJNQNEYH039 NFP Corp. 2020 Term Loan 62910PAF0 112263.96000000 PA USD 109293.46000000 0.022327628940 Long LON CORP US N 2 2027-02-15 Floating 8.09000000 N N N N N N Sovos Brands Intermediate, Inc. 549300LNTCFBIDJ7R637 Sovos Brands Intermediate, Inc. 2021 Term Loan 84611UAH1 1096593.23000000 PA USD 1085627.30000000 0.221783476545 Long LON CORP US N 3 2028-06-08 Floating 8.33000000 N N N N N N OXEA HOLDING DREI GMBH 529900MSP24R2FE9U796 Oxea Holding Drei GmbH 2017 USD Term Loan B2 000000000 949508.30000000 PA USD 920548.30000000 0.188059384931 Long LON CORP US N 2 2024-10-14 Floating 8.13000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 Constellium SE 21039CAB0 756000.00000000 PA USD 654854.76000000 0.133780686341 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCJ2 1000000.00000000 PA USD 1075551.47000000 0.219725078966 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2022-VII Ltd 12569GAA0 500000.00000000 PA USD 494489.90000000 0.101019649320 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 13.15000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AM9 347000.00000000 PA USD 237962.92000000 0.048613592976 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 CA Magnum Holdings 12674CAA1 382000.00000000 PA USD 337115.00000000 0.068869433087 Long DBT CORP MU N 2 2026-10-31 Fixed 5.38000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP DISH DBS CORP 5.25 01-DEC-2026 000000000 -992250.00000000 PA USD -992250.00000000 -0.20270736983 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 992250.00000000 USD 994189.02000000 USD CDS N N N PRESIDIO HOLDING INC N/A Presidio Holdings Inc 74101XAE0 47000.00000000 PA USD 44915.08000000 0.009175729637 Long DBT CORP US N 2 2027-02-01 Fixed 4.88000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AN9 16000.00000000 PA USD 15480.00000000 0.003162418830 Long DBT CORP US N 2 2026-03-15 Fixed 5.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP EQM MIDSTREAM PARTNERS LP 6.5 000000000 -301210.00000000 PA USD -301210.00000000 -0.06153437829 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 301210.00000000 USD 303316.38000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR CREDIT COMPANY LLC 000000000 -242000.00000000 PA USD -242000.00000000 -0.04943833056 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2023-05-10 242000.00000000 USD 242236.69000000 USD CDS N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F052649 9500000.00000000 PA USD 9595927.68000000 1.960358035906 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WESTERN GAS PARTNERS LP 5.3 01 000000000 -154473.75000000 PA USD -154473.75000000 -0.03155753849 Short RA CORP US N 2 Reverse repurchase N 4.72000000 2023-05-10 154473.75000000 USD 154615.52000000 USD CDS N N N RHP HOTEL PPTY/RHP FINAN N/A RHP Hotel Properties LP / RHP Finance Corp 749571AF2 704000.00000000 PA USD 659787.04000000 0.134788304891 Long DBT US N 2 2027-10-15 Fixed 4.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP WESTERN MIDSTREAM OPERATING LP 000000000 -313750.00000000 PA USD -313750.00000000 -0.06409618270 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 313750.00000000 USD 314055.03000000 USD CDS N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAA1 2364000.00000000 PA USD 2192610.00000000 0.447929661044 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAJ9 800000.00000000 PA USD 781849.94000000 0.159724610674 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NATWEST GROUP PLC AT1-P 6.0 31 000000000 -919856.25000000 PA USD -919856.25000000 -0.18791800560 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 919856.25000000 USD 926288.86000000 USD CDS N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AJ0 146000.00000000 PA USD 130670.00000000 0.026694655597 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 1011778 BC ULC / New Red Finance Inc 68245XAH2 208000.00000000 PA USD 193440.00000000 0.039517977949 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 Bangkok Bank PCL/Hong Kong 000000000 201000.00000000 PA USD 183638.63000000 0.037515649974 Long DBT CORP TH N 2 2025-09-23 Fixed 5.00000000 N N N N N N Fender Musical Instruments Corporation 549300G8G1R16J8L5Q60 Fender Musical Instruments Corporation 2021 Term Loan B 000000000 296484.38000000 PA USD 269059.57000000 0.054966346952 Long LON CORP US N 3 2028-12-01 Floating 8.84000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts Inc 98311AAB1 158000.00000000 PA USD 145554.74000000 0.029735468392 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc. 2020 Term Loan B 15669GAH7 819381.44000000 PA USD 538284.44000000 0.109966463144 Long LON CORP US N 2 2027-03-15 Variable 7.17000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 Surgery Center Holdings, Inc. 2021 Term Loan 86880NAX1 279450.60000000 PA USD 277418.99000000 0.056674098064 Long LON CORP US N 2 2026-08-31 Floating 8.46000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 Sinclair Television Group Inc 829259BA7 495000.00000000 PA USD 399093.75000000 0.081531110485 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BLOCK INC 3.5 01-JUN-2031 (SEN 000000000 -712373.75000000 PA USD -712373.75000000 -0.14553127659 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 712373.75000000 USD 712769.51000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NFP CORP 6.875 15-AUG-2028 144 000000000 -320625.00000000 PA USD -320625.00000000 -0.06550068072 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 320625.00000000 USD 320933.60000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ILIAD HOLDING SAS 6.5 15-OCT-2 000000000 -927951.25000000 PA USD -927951.25000000 -0.18957173819 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 927951.25000000 USD 932669.62000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CROWNROCK LP / CROWNROCK FINAN 000000000 -187500.00000000 PA USD -187500.00000000 -0.03830449165 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 187500.00000000 USD 187551.56000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP AVANTOR FUNDING INC 4.625 15-J 000000000 -418027.50000000 PA USD -418027.50000000 -0.08539909805 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 418027.50000000 USD 418425.79000000 USD CDS N N N CIFC Funding Ltd 254900RRJV30GDUWIX97 CIFC Funding 2019-I Ltd 12553DAQ0 500000.00000000 PA USD 477430.30000000 0.097534533022 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 7.91000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WELLS FARGO & CO AT1-P 5.9 31- 000000000 -1061250.00000000 PA USD -1061250.00000000 -0.21680342276 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 1061250.00000000 USD 1062261.14000000 USD CDS N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AA7 740000.00000000 PA USD 672186.40000000 0.137321377860 Long DBT CORP US N 2 2029-10-01 Fixed 5.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP MERLIN ENTERTAINMENTS PLC 5.75 000000000 -529500.00000000 PA USD -529500.00000000 -0.10817188443 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 529500.00000000 USD 530050.83000000 USD CDS N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAW7 200000.00000000 PA USD 189497.33000000 0.038712527442 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP INDIGO MERGER SUB INC 2.875 15 000000000 -328800.00000000 PA USD -328800.00000000 -0.06717075656 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 328800.00000000 USD 329125.42000000 USD CDS N N N Generate CLO Ltd. N/A Generate CLO 3 Ltd 98625UBA9 250000.00000000 PA USD 238200.75000000 0.048662179415 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 8.41000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP SP FINCO LL 000000000 -191595.00000000 PA USD -191595.00000000 -0.03914106175 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2049-12-31 241000.00000000 USD 238415.46539000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UBER TECHNOLOGIES INC 6.25 15- 000000000 -213000.00000000 PA USD -213000.00000000 -0.04351390251 Short RA CORP US N 2 Reverse repurchase N 3.25000000 2023-04-12 213000.00000000 USD 213000.00000000 USD CDS N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 19416MAB5 392000.00000000 PA USD 371180.88000000 0.075828772907 Long DBT CORP US N 2 2029-07-01 Fixed 5.88000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YBE9 51000.00000000 PA USD 51098.43000000 0.010438930055 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N Starfruit Finco B.V N/A Starfruit Finco B.V 2018 USD Term Loan B 000000000 90184.27000000 PA USD 89346.46000000 0.018252643900 Long LON CORP US N 2 2025-10-01 Variable 7.53000000 N N N N N N AlixPartners, LLP 5493005G2MHUFTGARL57 AlixPartners, LLP 2021 USD Term Loan B 01642PBB1 766051.53000000 PA USD 762458.75000000 0.155763172405 Long LON CORP US N 2 2028-02-04 Floating 7.61000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724BY7 200000.00000000 PA USD 34162.50000000 0.006979078379 Long DBT NUSS UA N 2 2035-03-15 Fixed 7.25000000 Y Y N N N N Stars Group Holdings B.V. (The) 549300RNFXC8F8RT6R13 Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan 000000000 558504.35000000 PA USD 557459.95000000 0.113883840012 Long LON CORP NL N 2 2026-07-21 Floating 7.41000000 N N N N N N Greenhill & Co., Inc. 529900VEOQHHHSPI9C69 Greenhill & Co., Inc. Term Loan B 39525YAE9 221804.45000000 PA USD 216259.34000000 0.044179755115 Long LON CORP US N 2 2024-04-12 Floating 8.20000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP KINETIK HOLDINGS LP 5.875 15-J 000000000 -454382.50000000 PA USD -454382.50000000 -0.09282608362 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 454382.50000000 USD 455270.44000000 USD CDS N N N ILIAD SA 969500FZ9BTRZS3JNB97 iliad SA 000000000 100000.00000000 PA 107577.18000000 0.021977009031 Long DBT CORP FR N 2 2027-06-14 Fixed 5.38000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 Block Inc 852234AN3 392000.00000000 PA USD 357411.88000000 0.073015895330 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAH6 1324000.00000000 PA USD 1052580.00000000 0.215032223068 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 Yuzhou Group Holdings Co Ltd 000000000 200000.00000000 PA USD 17500.00000000 0.003575085887 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP VMED O2 UK FINANCING I PLC 4.7 000000000 -446257.50000000 PA USD -446257.50000000 -0.09116622231 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 446257.50000000 USD 449304.08000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WEATHERFORD INTERNATIONAL LTD 000000000 -237462.50000000 PA USD -237462.50000000 -0.04851136186 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 237462.50000000 USD 237693.37000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 000000000 108000.00000000 PA 132675.82000000 0.027104425812 Long DBT CORP US N 2 2026-06-05 Fixed 6.86000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 Naked Juice LLC Delayed Draw Term Loan 62984CAE3 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2029-01-24 None 0.00000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 AssuredPartners, Inc. 2021 Term Loan B 04621HAS2 281866.96000000 PA USD 278078.67000000 0.056808864502 Long LON CORP US N 2 2027-02-12 Floating 8.34000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP EARTHSTONE ENERGY HOLDINGS LLC 000000000 -259420.00000000 PA USD -259420.00000000 -0.05299707319 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 259420.00000000 USD 261102.77000000 USD CDS N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 1791.35000000 0.000365956005 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 85061.61000000 USD 79766.40000000 EUR 2023-06-14 1791.35000000 N N N Aimco 549300MMTPNJGGRMPB33 AIMCO CLO Series 2017-A 00900CAQ7 1000000.00000000 PA USD 945056.80000000 0.193066241644 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.91000000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 Danaos Corp 23585WAA2 100000.00000000 PA USD 97121.55000000 0.019841021874 Long DBT CORP MH N 2 2028-03-01 Fixed 8.50000000 N N N N N N Element Materials Technology Group US Holdings Inc. 213800EGOJGGUKUGEZ30 Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan 000000000 669281.11000000 PA USD 660078.49000000 0.134847845393 Long LON CORP US N 2 2029-07-06 Variable 9.25000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 09261HAY3 79000.00000000 PA USD 77898.55000000 0.015913943244 Long DBT CORP US N 2 2025-09-29 Fixed 7.05000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 Hertz Corp/The 428040DA4 126000.00000000 PA USD 114093.00000000 0.023308129953 Long DBT CORP US N 2 2026-12-01 Fixed 4.63000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 Nabors Industries Ltd 629571AB6 296000.00000000 PA USD 273178.98000000 0.055807903783 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAH5 140000.00000000 PA USD 123958.14000000 0.025323485541 Long DBT CORP US N 2 2029-05-01 Fixed 4.38000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DF9 271000.00000000 PA USD 284937.53000000 0.058210065279 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corporation (The) Term Loan 26483NAN0 1951782.95000000 PA USD 1946083.74000000 0.397566658011 Long LON CORP US N 2 2026-02-06 Floating 8.10000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAC8 227000.00000000 PA USD 250146.13000000 0.051102508527 Long DBT CORP US N 2 2037-12-15 Fixed 7.77000000 N N N N N N EyeCare Partners, LLC 254900ZAACWK09RJ8W93 EyeCare Partners, LLC 2021 2nd Lien Term Loan 30233PAK6 175951.00000000 PA USD 132843.01000000 0.027138581161 Long LON CORP US N 2 2029-11-15 Floating 11.59000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP LLOYDS BANKING GROUP PLC AT1-P 000000000 -1110937.50000000 PA USD -1110937.50000000 -0.22695411305 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1110937.50000000 USD 1118706.35000000 USD CDS N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 Transurban Finance Co Pty Ltd 89400PAE3 435000.00000000 PA USD 422697.74000000 0.086353184288 Long DBT CORP AU N 2 2026-02-02 Fixed 4.13000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 BCPE Empire Holdings Inc 05552VAA0 204000.00000000 PA USD 186405.00000000 0.038080793422 Long DBT CORP US N 2 2027-05-01 Fixed 7.63000000 N N N N N N Countrywide Asset-Backed Certificates N/A CWABS Asset-Backed Certificates Trust 2006-25 12668HAA8 528409.71000000 PA USD 480643.53000000 0.098190965778 Long ABS-O CORP US N 2 2037-06-25 Floating 4.99000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAN1 639000.00000000 PA USD 527890.68000000 0.107843115447 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 NortonLifeLock Inc. 2022 Term Loan B 66877AAD0 706609.48000000 PA USD 698660.12000000 0.142729710590 Long LON CORP US N 2 2029-09-12 Variable 6.91000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 IRB Holding Corp 2022 Term Loan B 44988LAH0 1410000.00000000 PA USD 1384154.70000000 0.282769824822 Long LON CORP US N 2 2027-12-15 Floating 7.91000000 N N N N N N LIGADO NETWORKS LLC N/A Ligado Networks LLC 53225HAA8 388767.00000000 PA USD 118573.94000000 0.024223543974 Long DBT CORP US N 2 2023-11-01 Fixed 15.50000000 N N Y N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61763E207 55000.00000000 NS USD 1358500.00000000 0.277528810198 Long EP CORP US N 1 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WYNN RESORTS FINANCE LLC 5.125 000000000 -510600.00000000 PA USD -510600.00000000 -0.10431079167 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 510600.00000000 USD 511096.42000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP LAMB WESTON HOLDINGS INC 4.125 000000000 -262860.00000000 PA USD -262860.00000000 -0.05369983293 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 262860.00000000 USD 263908.88000000 USD CDS N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC 12687GAA7 200000.00000000 PA USD 160946.00000000 0.032879758473 Long DBT CORP US N 2 2027-09-15 Fixed 3.88000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co 57763RAC1 41000.00000000 PA USD 37883.59000000 0.007739262170 Long DBT CORP US N 2 2027-04-15 Fixed 9.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAQ5 86000.00000000 PA USD 84320.97000000 0.017225983422 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N Packers Holdings, LLC 549300X0L6OJNRPME518 Packers Holdings, LLC 2021 Term Loan 69519UAF9 494261.88000000 PA USD 445764.90000000 0.091065588756 Long LON CORP US N 2 2028-03-09 Variable 8.09000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP WHITE CAP BUYER LLC 6.875 15-O 000000000 -826597.50000000 PA USD -826597.50000000 -0.16886611754 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2049-12-31 826597.50000000 USD 831918.72000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALLIED UNIVERSAL HOLDCO LLC 9. 000000000 -549163.75000000 PA USD -549163.75000000 -0.11218900415 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 549163.75000000 USD 552798.15000000 USD CDS N N N TITAN ACQ/CO-BORROWER N/A Titan Acquisition Ltd / Titan Co-Borrower LLC 88827AAA1 852000.00000000 PA USD 713550.00000000 0.145771573439 Long DBT CORP XX N 2 2026-04-15 Fixed 7.75000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AK5 31000.00000000 PA USD 30380.00000000 0.006206349101 Long DBT CORP US N 2 2024-11-01 Fixed 4.88000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BN1 893000.00000000 PA USD 732554.69000000 0.149654053383 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N CDW LLC/CDW FINANCE N/A CDW LLC / CDW Finance Corp 12513GBH1 21000.00000000 PA USD 18498.90000000 0.003779151790 Long DBT CORP US N 2 2028-12-01 Fixed 3.28000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP ALBERTSONS COMPANIES INC 3.25 000000000 -497610.00000000 PA USD -497610.00000000 -0.10165705649 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 497610.00000000 USD 499733.83000000 USD CDS N N N DISH DBS Corp N/A DISH DBS Corp 25470XAY1 601000.00000000 PA USD 396660.00000000 0.081033918184 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CLEAN HARBORS INC 5.125 15-JUL 000000000 -99652.50000000 PA USD -99652.50000000 -0.02035807122 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 99652.50000000 USD 100335.53000000 USD CDS N N N Anchorage Capital CLO LTD 549300MP4QPQUMB6AD63 Anchorage Capital CLO 4-R Ltd 03328LAG7 250000.00000000 PA USD 217027.73000000 0.044336729986 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 7.40000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAK0 312000.00000000 PA USD 299832.00000000 0.061252865822 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems Inc 00790RAA2 261000.00000000 PA USD 248034.76000000 0.050671175436 Long DBT CORP US N 2 2027-09-30 Fixed 5.00000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 NESCO Holdings II Inc 64083YAA9 239000.00000000 PA USD 216218.52000000 0.044171415972 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAB8 564000.00000000 PA USD 496106.67000000 0.101349940269 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Cushman & Wakefield U.S. Borrower, LLC 549300870CMN3WI5IF97 Cushman & Wakefield U.S. Borrower, LLC 2023 Term Loan 23340DAQ5 637268.45000000 PA USD 613370.88000000 0.125305918687 Long LON CORP US N 3 2030-01-31 Variable 8.16000000 N N N N N N COVANTA HOLDING CORPORATION 40XIFLS8XDQGGHGPGC04 Covanta Holding Corporation 2021 Term Loan C 22282GAD9 36475.38000000 PA USD 36277.68000000 0.007411189817 Long LON CORP US N 2 2028-11-30 Variable 7.31000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAD2 1373000.00000000 PA USD 1178226.22000000 0.240700567523 Long DBT CORP US N 2 2028-08-15 Fixed 6.88000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932LAH0 690000.00000000 PA USD 624105.97000000 0.127498996902 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 Northern Trust Corp 665859AX2 219000.00000000 PA USD 233480.73000000 0.047697923593 Long DBT CORP US N 2 2032-11-02 Fixed 6.13000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAG5 402000.00000000 PA USD 400995.00000000 0.081919518031 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZJ5 200000.00000000 PA USD 192218.04000000 0.039268342981 Long DBT CORP US N 2 2025-06-09 Fixed 4.69000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -1073.43000000 -0.00021929168 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 120019.00000000 EUR 129658.81000000 USD 2023-06-21 -1073.43000000 N N N RHP Hotel Properties, LP 549300SJMSMA2471GA96 RHP Hotel Properties, LP 2017 Term Loan B 74958NAG1 721642.80000000 PA USD 719838.69000000 0.147056293831 Long LON CORP US N 2 2024-05-11 Floating 6.85000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup COmmercial Mortgage Trust 2019-SMRT 29429MAA1 800000.00000000 PA USD 783751.68000000 0.160113118322 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.15000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AK0 200000.00000000 PA USD 176000.00000000 0.035955149499 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.38000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 B&G Foods, Inc. 2019 Term Loan B4 05508TAU6 133568.67000000 PA USD 129665.79000000 0.026489504911 Long LON CORP US N 2 2026-10-10 Floating 7.34000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAW0 163000.00000000 PA USD 155544.32000000 0.031776245905 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N SEALED AIR/SEALED AIR US Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp/Sealed Air Corp US 812127AA6 158000.00000000 PA USD 159762.49000000 0.032637978479 Long DBT CORP US N 2 2028-02-01 Fixed 6.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CALLON PETROLEUM COMPANY 7.5 1 000000000 -422043.75000000 PA USD -422043.75000000 -0.08621958026 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 422043.75000000 USD 424936.51000000 USD CDS N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp 758750AE3 200000.00000000 PA USD 201380.96000000 0.041140241608 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co/The 382550BK6 109000.00000000 PA USD 94285.00000000 0.019261541309 Long DBT CORP US N 2 2033-04-30 Fixed 5.63000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAP6 400000.00000000 PA USD 372000.00000000 0.075996111441 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HERC HOLDINGS INC 5.5 15-JUL-2 000000000 -277382.50000000 PA USD -277382.50000000 -0.05666664350 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 277382.50000000 USD 279283.73000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP OCCIDENTAL PETROLEUM CORPORATI 000000000 -548625.00000000 PA USD -548625.00000000 -0.11207894258 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-05-10 548625.00000000 USD 549163.72000000 USD CDS N N N Columbus McKinnon Corporation 549300W3HQB0HO1F3G69 Columbus McKinnon Corporation 2021 Term Loan B 19933MAP8 150365.94000000 PA USD 149050.24000000 0.030449566262 Long LON CORP US N 2 2028-05-14 Floating 7.94000000 N N N N N N COVANTA HOLDING CORPORATION 40XIFLS8XDQGGHGPGC04 Covanta Holding Corporation 2021 Term Loan B 22282GAC1 483294.16000000 PA USD 480674.71000000 0.098197335560 Long LON CORP US N 2 2028-11-30 Variable 7.31000000 N N N N N N MARVELL TECHNOLOGY INC N/A Marvell Technology Inc 573874AJ3 233000.00000000 PA USD 194566.79000000 0.039748170579 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP DISCOVERY COMMUNICATIONS LLC 3 000000000 -155762.50000000 PA USD -155762.50000000 -0.03182081803 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 155762.50000000 USD 156797.67000000 USD CDS N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 Greystar Real Estate Partners LLC 39807UAB2 100000.00000000 PA USD 97406.00000000 0.019899132341 Long DBT CORP US N 2 2025-12-01 Fixed 5.75000000 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906ABE7 267000.00000000 PA USD 242729.70000000 0.049587401428 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N CAMELOT FINANCE SA N/A Camelot Finance SA 13323AAB6 624000.00000000 PA USD 589680.00000000 0.120466094072 Long DBT CORP LU N 2 2026-11-01 Fixed 4.50000000 N N N N N N Reynolds Consumer Products LLC 549300DWNZYMOSR1X343 Reynolds Consumer Products LLC Term Loan 76171JAB7 137329.98000000 PA USD 136128.34000000 0.027809743271 Long LON CORP US N 2 2027-02-04 Variable 6.66000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ARDAGH METAL PACKAGING FINANCE 000000000 -292500.00000000 PA USD -292500.00000000 -0.05975500698 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 292500.00000000 USD 292784.38000000 USD CDS N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 Smyrna Ready Mix Concrete LLC 85236FAA1 552000.00000000 PA USD 518190.00000000 0.105861357494 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAW8 33000.00000000 PA USD 31263.38000000 0.006386815350 Long DBT CORP NL N 2 2025-05-01 Fixed 2.70000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCZ1 1077000.00000000 PA USD 1055847.72000000 0.215699787620 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N Trimaran CAVU Ltd N/A Trimaran Cavu 2021-2 Ltd 89624UAJ1 500000.00000000 PA USD 452226.75000000 0.092385684112 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 8.07000000 N N N N N N SINIC HOLDINGS GROUP CO 300300N5XRCGHA7P7B13 Sinic Holdings Group Co Ltd 000000000 200000.00000000 PA USD 2000.00000000 0.000408581244 Long DBT CORP KY N 2 2022-06-18 Fixed 10.50000000 Y Y N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CSC HOLDINGS LLC 4.125 01-DEC- 000000000 -527038.75000000 PA USD -527038.75000000 -0.10766907413 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 527038.75000000 USD 530651.16000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP NFP CORP 000000000 -619830.00000000 PA USD -619830.00000000 -0.12662545633 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 619830.00000000 USD 620438.64000000 USD CDS N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 887400.00000000 PA USD 884542.57000000 0.180703751948 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAC6 211000.00000000 PA USD 198762.00000000 0.040605212640 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP TITAN ACQUISITION LTD 7.75 15- 000000000 -627427.50000000 PA USD -627427.50000000 -0.12817755433 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 627427.50000000 USD 631815.14000000 USD CDS N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F050643 9600000.00000000 PA USD 9574500.00000000 1.955980561827 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) JUN23 000000000 1028.00000000 NC USD 2343255.13000000 0.478705048376 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM3 Comdty 2023-06-30 210043150.61000000 USD 2343255.13000000 N N N Curia Global, Inc. CHZJRCSC4ACUSUD2MV11 Curia Global, Inc. 2021 Term Loan 01242HAM0 93430.00000000 PA USD 79357.57000000 0.016212007348 Long LON CORP US N 2 2026-08-30 Variable 8.53000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 California Resources Corp 13057Q123 345.00000000 NS USD 2932.50000000 0.000599082249 N/A DE US N 1 N/A N/A Call Purchased California Resources Corp California Resources Corp 1.00000000 36.00000000 USD 2024-10-27 XXXX 2932.50000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BH9 875000.00000000 PA USD 630883.75000000 0.128883633795 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Gulf Stream Meridian 5 Ltd N/A Gulf Stream Meridian 5 Ltd 40256LAC4 250000.00000000 PA USD 243358.63000000 0.049715885929 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.59000000 N N N N N N Virgin Media Bristol LLC N/A Virgin Media Bristol LLC 2020 USD Term Loan Q 000000000 917000.00000000 PA USD 905656.71000000 0.185017172745 Long LON CORP US N 2 2029-01-31 Floating 7.93000000 N N N N N N AIT Worldwide Logistics, Inc N/A AIT Worldwide Logistics, Inc 2021 Term Loan 00145AAB9 273537.50000000 PA USD 263506.88000000 0.053831984457 Long LON CORP US N 2 2028-04-06 Floating 9.97000000 N N N N N N MELCO RESORTS FINANCE N/A Melco Resorts Finance Ltd 58547DAD1 400000.00000000 PA USD 327000.00000000 0.066803033444 Long DBT CORP KY N 2 2029-12-04 Fixed 5.38000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDB3 216000.00000000 PA USD 207370.96000000 0.042363942435 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N Sparta U.S. HoldCo LLC 5493004EFF9NBQ1A8453 Sparta U.S. HoldCo LLC 2021 Term Loan 84673EAB5 799225.75000000 PA USD 789235.43000000 0.161233397021 Long LON CORP US N 2 2028-08-02 Floating 8.10000000 N N N N N N Associated Materials Inc. 254900KM84WNG9539P42 Associated Materials Inc. 2022 Term Loan B 88607CAB1 393864.78000000 PA USD 337904.47000000 0.069030714405 Long LON CORP US N 2 2029-03-08 Floating 10.81000000 N N N N N N Elmwood CLO IV Ltd N/A Elmwood CLO IV Ltd 29002GAC5 500000.00000000 PA USD 486178.50000000 0.099321708243 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.49000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 JSW Steel Ltd 000000000 200000.00000000 PA USD 196500.00000000 0.040143107253 Long DBT CORP IN N 2 2024-04-18 Fixed 5.95000000 N N N N N N Sunshine Luxembourg VII SARL 254900CHQOBZNYV4DY60 Sunshine Luxembourg VII SARL 2021 Term Loan B3 000000000 3916571.00000000 PA USD 3874977.02000000 0.791621466253 Long LON CORP LU N 2 2026-10-01 Floating 8.91000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 WEX Inc. 2021 Term Loan 96208UAT8 428260.00000000 PA USD 424782.53000000 0.086779087334 Long LON CORP US N 2 2028-03-31 Floating 7.09000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 Weatherford International Ltd 947075AT4 215000.00000000 PA USD 215367.65000000 0.043997591210 Long DBT CORP BM N 2 2028-09-15 Fixed 6.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 01309QAA6 152000.00000000 PA USD 152380.00000000 0.031129805004 Long DBT CORP US N 2 2028-02-15 Fixed 6.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ALEXANDRIA REAL ESTATE EQUITIE 000000000 -348187.50000000 PA USD -348187.50000000 -0.07113144100 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 348187.50000000 USD 350516.00000000 USD CDS N N N E.W. Scripps Company (The) 549300U1OW41QPKYW028 E.W. Scripps Company (The) 2020 Term Loan B3 26928BAM1 300780.00000000 PA USD 286868.93000000 0.058604632186 Long LON CORP US N 2 2028-01-07 Floating 7.67000000 N N N N N N Project Investor Holdings, LLC N/A Project Investor Holdings, LLC 000000000 2869.00000000 NS USD 0.03000000 0.000000006128 Long EC CORP US Y 3 N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ARDAGH METAL PACKAGING FINANCE 000000000 -801540.00000000 PA USD -801540.00000000 -0.16374710528 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 801540.00000000 USD 806922.56000000 USD CDS N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 456000.00000000 PA USD 401280.00000000 0.081977740858 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAE0 211000.00000000 PA USD 184318.00000000 0.037654438894 Long DBT CORP US N 2 2031-04-01 Fixed 4.63000000 N N N N N N VERITAS US INC/BERMUDA L N/A Veritas US Inc / Veritas Bermuda Ltd 92346LAE3 609000.00000000 PA USD 458430.74000000 0.093653101089 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHS/COMMUNITY HEALTH SYSTEMS I 000000000 -133402.50000000 PA USD -133402.50000000 -0.02725287972 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2023-05-10 133402.50000000 USD 133532.98000000 USD CDS N N N CNX MIDSTREAM PART LP N/A CNX Midstream Partners LP 12654AAA9 96000.00000000 PA USD 82560.00000000 0.016866233765 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP WASTE PRO USA INC 5.5 15-FEB-2 000000000 -455257.50000000 PA USD -455257.50000000 -0.09300483791 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 455257.50000000 USD 458377.91000000 USD CDS N N N CAESARS ENTERTAINMENT CORP 549300FA4CTCW903Y781 Caesars Entertainment Corp Term Loan B 12768EAG1 591000.00000000 PA USD 587223.51000000 0.119964256202 Long LON CORP US N 2 2030-02-06 Variable 8.16000000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC Term Loan B 94767KAN1 1413842.79000000 PA USD 1211083.60000000 0.247413022126 Long LON CORP US N 2 2027-10-30 Floating 8.09000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AT6 5000.00000000 PA USD 4414.95000000 0.000901932882 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N AMERIFORGE GROUP INC COMMON STOCK N/A AMERIFORGE GROUP INC COMMON STOCK 000000000 801.00000000 NS USD 400.50000000 0.000081818394 Long EC CORP US N 2 N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC 55760LAB3 696000.00000000 PA USD 537660.00000000 0.109838895908 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -350.49000000 -0.00007160182 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 79766.40000000 EUR 86502.47000000 USD 2023-06-14 -350.49000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ZIGGO BOND COMPANY BV 6.0 15-J 000000000 -139051.25000000 PA USD -139051.25000000 -0.02840686637 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 139051.25000000 USD 139186.44000000 USD CDS N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAA8 15000.00000000 PA USD 13981.35000000 0.002856258690 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746RG8 1500000.00000000 PA USD 1422075.00000000 0.290516586501 Long DBT CORP US N 2 2024-06-15 Fixed 5.90000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. Term Loan B4 53803HAM2 1072785.57000000 PA USD 1059375.75000000 0.216420531063 Long LON CORP US N 3 2026-10-17 Variable 6.61000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP AIR CANADA 3.875 15-AUG-2026 1 000000000 -313950.00000000 PA USD -313950.00000000 -0.06413704082 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 313950.00000000 USD 314260.72000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BROADCOM INC 4.3 15-NOV-2032 ( 000000000 -354000.00000000 PA USD -354000.00000000 -0.07231888024 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 354000.00000000 USD 354147.50000000 USD CDS N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBJ6 244000.00000000 PA USD 209581.36000000 0.042815506426 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 Gartner Inc 366651AC1 23000.00000000 PA USD 21831.60000000 0.004459991146 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 Option Care Health Inc 68404LAA0 245000.00000000 PA USD 216356.97000000 0.044199700008 Long DBT CORP US N 2 2029-10-31 Fixed 4.38000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP LIVE NATION ENTERTAINMENT INC 000000000 -247263.75000000 PA USD -247263.75000000 -0.05051366532 Short RA CORP US N 2 Reverse repurchase N 5.22000000 2049-12-31 247263.75000000 USD 249467.63000000 USD CDS N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 Interpublic Group of Cos Inc/The 460690BQ2 200000.00000000 PA USD 192479.98000000 0.039321854866 Long DBT CORP US N 2 2048-10-01 Fixed 5.40000000 N N N N N N Envision Healthcare Corporation 549300OL60X0LPKY8N60 Envision Healthcare Corporation 2022 First Out Term Loan 29373UAE1 91440.77000000 PA USD 75895.84000000 0.015504808372 Long LON CORP US N 2 2027-03-31 Variable 12.92000000 N N N N N N Medical Solutions Holdings, Inc. 549300JH2XHZ7TIKYR39 Medical Solutions Holdings, Inc. 2021 2nd Lien Term Loan 58462QAM3 247000.00000000 PA USD 223535.00000000 0.045666104223 Long LON CORP US N 2 2029-11-01 Variable 11.99000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 2021 Term Loan 02376CBJ3 1502399.00000000 PA USD 1523477.66000000 0.311232199001 Long LON CORP KY N 2 2028-04-20 Floating 9.56000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 Match Group Holdings II LLC 57665RAJ5 177000.00000000 PA USD 166422.75000000 0.033998607138 Long DBT CORP US N 2 2029-02-15 Fixed 5.63000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 14879EAK4 349000.00000000 PA USD 306711.67000000 0.062658317886 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP BOYNE USA INC 4.75 15-MAY-2029 000000000 -290250.00000000 PA USD -290250.00000000 -0.05929535308 Short RA CORP US N 2 Reverse repurchase N 5.17000000 2049-12-31 290250.00000000 USD 292247.48000000 USD CDS N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 LCPR Senior Secured Financing DAC 50201DAA1 360000.00000000 PA USD 340020.00000000 0.069462897345 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP OCCIDENTAL PETROLEUM CORPORATI 000000000 -210393.75000000 PA USD -210393.75000000 -0.04298147008 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 210393.75000000 USD 210833.53000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP GATES GLOBAL LLC 6.25 15-JAN-2 000000000 -310960.00000000 PA USD -310960.00000000 -0.06352621186 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-05-10 310960.00000000 USD 311265.35000000 USD CDS N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAA1 158000.00000000 PA USD 129417.80000000 0.026438842879 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 Hertz Corp/The 428040DB2 101000.00000000 PA USD 83650.22000000 0.017088955487 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CDK GLOBAL INC 7.25 15-JUN-202 000000000 -382580.00000000 PA USD -382580.00000000 -0.07815750622 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 382580.00000000 USD 382951.95000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP STANDARD INDUSTRIES INC 000000000 -437120.00000000 PA USD -437120.00000000 -0.08929951675 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 437120.00000000 USD 437544.98000000 USD CDS N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 000000000 200000.00000000 PA USD 164600.00000000 0.033626236406 Long DBT CORP BR N 2 2030-01-24 Fixed 4.88000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CARNIVAL CORP 000000000 -235875.00000000 PA USD -235875.00000000 -0.04818705050 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 235875.00000000 USD 236111.20000000 USD CDS N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 Ryan Specialty Group LLC 78351MAA0 183000.00000000 PA USD 160011.12000000 0.032688771256 Long DBT CORP US N 2 2030-02-01 Fixed 4.38000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 200000.00000000 PA USD 191400.00000000 0.039101225080 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N Voyage Digital (NZ) Limited N/A Voyage Digital (NZ) Limited USD Term Loan B 000000000 427767.50000000 PA USD 421350.98000000 0.086078053850 Long LON CORP US N 3 2029-05-11 Floating 9.05000000 N N N N N N ExGen Renewables IV, LLC 5493004JBPWTPTK8LB51 ExGen Renewables IV, LLC 2020 Term Loan 30204KAD8 670316.05000000 PA USD 666126.57000000 0.136083411419 Long LON CORP US N 2 2027-12-15 Floating 7.46000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP SS&C TECHNOLOGIES INC 5.5 30-S 000000000 -785735.00000000 PA USD -785735.00000000 -0.16051829199 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 785735.00000000 USD 791120.56000000 USD CDS N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 Deerfield Dakota Holding, LLC 2020 USD Term Loan B 24440EAB3 2494052.43000000 PA USD 2410925.66000000 0.492529503052 Long LON CORP US N 2 2027-04-09 Variable 8.56000000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 Go Daddy Operating Company, LLC 2021 Term Loan B4 38017BAQ9 820790.00000000 PA USD 817367.31000000 0.166980476289 Long LON CORP US N 2 2027-08-10 Floating 6.84000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 Covanta Holding Corp 22303XAA3 142000.00000000 PA USD 126343.08000000 0.025810706418 Long DBT CORP US N 2 2029-12-01 Fixed 4.88000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP LLOYDS BANKING GROUP PLC AT1-P 000000000 -336937.50000000 PA USD -336937.50000000 -0.06883317150 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 336937.50000000 USD 339293.72000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP LAMB WESTON HOLDINGS INC 4.875 000000000 -129090.00000000 PA USD -129090.00000000 -0.02637187641 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 129090.00000000 USD 129992.73000000 USD CDS N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 28470RAH5 1189000.00000000 PA USD 1189055.60000000 0.242912908301 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BH4 72000.00000000 PA USD 64620.00000000 0.013201260003 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N DEALER TIRE LLC/DT ISSR N/A Dealer Tire LLC / DT Issuer LLC 24229JAA1 174000.00000000 PA USD 156165.00000000 0.031903045008 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N MERLIN ENTERTAINMENTS 549300ZTI0VEFO6WV007 Merlin Entertainments Ltd 59010QAB2 600000.00000000 PA USD 569085.24000000 0.116258777739 Long DBT CORP GB N 2 2026-06-15 Fixed 5.75000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 Telecom Italia SpA/Milano 87927YAA0 200000.00000000 PA USD 196000.00000000 0.040040961942 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 ASG Finance Designated Activity Co 00217AAA4 200000.00000000 PA USD 192750.00000000 0.039377017420 Long DBT CORP IE N 2 2024-12-03 Fixed 7.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AE1 214000.00000000 PA USD 199744.39000000 0.040805905705 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 Telecom Italia SpA/Milano 000000000 100000.00000000 PA 93522.72000000 0.019105814654 Long DBT CORP IT N 2 2027-10-12 Fixed 2.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CROWN AMERICAS LLC 4.75 01-FEB 000000000 -330190.00000000 PA USD -330190.00000000 -0.06745472052 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 330190.00000000 USD 332444.01000000 USD CDS N N N Wilsonart LLC 549300SAZRUMYKDJBY14 Wilsonart LLC 2021 Term Loan E 000000000 1466080.77000000 PA USD 1408361.17000000 0.287714979638 Long LON CORP US N 2 2026-12-31 Floating 8.46000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT JUN23 000000000 -38.00000000 NC USD -114044.66000000 -0.02329825454 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term U.S. Treasury Bond Futures WNM3 Comdty 2023-06-21 -5268892.84000000 USD -114044.66000000 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 Molina Healthcare Inc 60855RAK6 80000.00000000 PA USD 69801.40000000 0.014259771433 Long DBT CORP US N 2 2030-11-15 Fixed 3.88000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 2019 Term Loan B5 64072UAK8 863342.98000000 PA USD 759923.12000000 0.155245166975 Long LON CORP US N 2 2027-04-15 Floating 7.18000000 N N N N N N CORELOGIC INC 54930086CD8K2UIL0516 CoreLogic Inc 21871DAD5 511000.00000000 PA USD 387721.25000000 0.079207815385 Long DBT CORP US N 2 2028-05-01 Fixed 4.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AG1 809000.00000000 PA USD 739316.79000000 0.151035486999 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SYNAPTICS INCORPORATED 000000000 -111800.00000000 PA USD -111800.00000000 -0.02283969155 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-04-12 111800.00000000 USD 111906.52000000 USD CDS N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 5361.00000000 OU Notional Amount -1701.32000000 -0.00034756372 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 -1213.79000000 EUR 5361.00000000 EUR -512.89000000 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 Carnival Corporation USD Term Loan B 000000000 1096236.28000000 PA USD 1079518.68000000 0.220535542765 Long LON CORP PA N 2 2025-06-30 Floating 7.84000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP TRIUMPH GROUP INC 9.0 15-MAR-2 000000000 -764330.00000000 PA USD -764330.00000000 -0.15614545123 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 764330.00000000 USD 765207.92000000 USD CDS N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc. 2019 Term Loan 02474RAH6 766849.84000000 PA USD 761619.92000000 0.155591807302 Long LON CORP US N 2 2027-01-15 Variable 6.91000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP FERTITTA ENTERTAINMENT LLC 4.6 000000000 -343533.75000000 PA USD -343533.75000000 -0.07018072351 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 343533.75000000 USD 345878.84000000 USD CDS N N N Veritas US Inc. 549300RFUWCPWS8FQ104 Veritas US Inc. 2021 USD Term Loan B 000000000 1603932.34000000 PA USD 1212973.83000000 0.247799178389 Long LON CORP US N 2 2025-09-01 Floating 9.84000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AN1 15000.00000000 PA USD 12656.25000000 0.002585553186 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 AmWINS Group, Inc. 2023 Incremental Term Loan B 03234TAZ1 224437.50000000 PA USD 223034.77000000 0.045563911925 Long LON CORP US N 2 2028-02-19 Variable 7.66000000 N N N N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 Modern Land China Co Ltd 000000000 323902.00000000 PA USD 21215.58000000 0.004334144037 Long DBT CORP KY N 2 2027-12-30 Fixed 9.00000000 Y N N N N N USA COM PART/USA COM FIN N/A USA Compression Partners LP / USA Compression Finance Corp 91740PAF5 433000.00000000 PA USD 413766.14000000 0.084528542167 Long DBT CORP US N 2 2027-09-01 Fixed 6.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TENET HEALTHCARE CORPORATION 4 000000000 -701735.00000000 PA USD -701735.00000000 -0.14335787973 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2023-05-10 701735.00000000 USD 702421.34000000 USD CDS N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BB2 899000.00000000 PA USD 645652.81000000 0.131900814251 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (TTMTIN) 000000000 20000.00000000 OU Notional Amount -1353.40000000 -0.00027648692 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 0.00000000 EUR -600.15000000 EUR 20000.00000000 EUR -694.24000000 N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAL6 164000.00000000 PA USD 159009.25000000 0.032484098610 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N AZZURRA AEROPORTI SPA 8156004064432D3D0F19 Azzurra Aeroporti SpA 000000000 100000.00000000 PA 95599.97000000 0.019530177349 Long DBT CORP IT N 2 2027-05-30 Fixed 2.63000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 Surgery Center Holdings Inc 86881WAD4 621000.00000000 PA USD 633174.91000000 0.129351696297 Long DBT CORP US N 2 2027-04-15 Fixed 10.00000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 Teva Pharmaceutical Finance Netherlands II BV 000000000 100000.00000000 PA 109497.62000000 0.022369336914 Long DBT CORP NL N 2 2029-09-15 Fixed 7.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP LIONS GATE CAPITAL HOLDINGS LL 000000000 -166237.50000000 PA USD -166237.50000000 -0.03396076230 Short RA CORP US N 2 Reverse repurchase N 0.00000000 2049-12-31 166237.50000000 USD 166237.50000000 USD CDS N N N DISH DBS CORP N/A DISH DBS Corp 25470XBE4 1323000.00000000 PA USD 1055615.09000000 0.215652263492 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 000000000 308000.00000000 PA USD 284130.00000000 0.058045094473 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 SRS Distribution Inc 78471RAD8 685000.00000000 PA USD 565584.16000000 0.115543539927 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2007-19 02151AAA8 546409.56000000 PA USD 282415.28000000 0.057694793257 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 Pike Corporation 2021 Incremental Term Loan B 72108PAR5 424083.99000000 PA USD 420373.26000000 0.085878314822 Long LON CORP US N 2 2028-01-21 Floating 7.85000000 N N N N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 Octagon Investment Partners XVII Ltd 67590GBL2 250000.00000000 PA USD 242482.13000000 0.049536825199 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 6.22000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ROGERS COMMUNICATIONS INC 5.0 000000000 -470062.50000000 PA USD -470062.50000000 -0.09602936057 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 470062.50000000 USD 473317.03000000 USD CDS N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners LP / Antero Midstream Finance Corp 03690AAF3 59000.00000000 PA USD 56640.00000000 0.011571020838 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Radiate Holdco, LLC 5493000GQJ5RDX9DNJ71 Radiate Holdco, LLC 2021 Term Loan B 75025KAH1 1278478.54000000 PA USD 1041499.76000000 0.212768633945 Long LON CORP US N 2 2026-09-25 Floating 8.09000000 N N N N N N STANDARD INDUSTRIES INC. 54930064UHXCIUWVI755 Standard Industries Inc. 2021 Term Loan B 85350EAB2 667926.00000000 PA USD 663584.48000000 0.135564086271 Long LON CORP US N 2 2028-09-22 Floating 7.12000000 N N N N N N PQ Corporation N/A PQ Corporation 2021 Term Loan B 27922JAB2 665152.50000000 PA USD 658813.60000000 0.134589440228 Long LON CORP US N 2 2028-06-09 Floating 7.33000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 Spectrum Brands Inc 84762LAV7 141000.00000000 PA USD 122369.99000000 0.024999041390 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CAMELOT FINANCE SA 4.5 01-NOV- 000000000 -427935.00000000 PA USD -427935.00000000 -0.08742310739 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 427935.00000000 USD 430868.14000000 USD CDS N N N TransDigm Inc 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BB2 46000.00000000 PA USD 44965.00000000 0.009185927825 Long DBT CORP US N 2 2026-06-15 Fixed 6.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLEAR CHANNEL OUTDOOR HOLDINGS 000000000 -443515.00000000 PA USD -443515.00000000 -0.09060595528 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-05-10 443515.00000000 USD 443577.22000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565ASK0 1500000.00000000 PA USD 1121040.00000000 0.229017959061 Long DBT CORP FR N 2 2031-02-25 Fixed 4.63000000 N N N N N N CAMELOT RETURN MERGER SU N/A Camelot Return Merger Sub Inc 13323NAA0 207000.00000000 PA USD 191669.58000000 0.039156297746 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 Bahrain Government International Bond 000000000 200000.00000000 PA USD 198250.00000000 0.040500615842 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXIX LTD 55820CAL9 510000.00000000 PA USD 475357.94000000 0.097111169309 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 7.79000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAJ2 450000.00000000 PA USD 407428.59000000 0.083233840135 Long DBT CORP GB N 2 2026-06-27 Fixed 6.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NOVELIS CORP 4.75 30-JAN-2030 000000000 -639547.50000000 PA USD -639547.50000000 -0.13065355667 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 639547.50000000 USD 640156.85000000 USD CDS N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAF4 140000.00000000 PA USD 112700.00000000 0.023023553116 Long DBT CORP US N 2 2031-02-01 Fixed 4.38000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP YANLORD LAND (HK) CO LTD 6.8 2 000000000 -159000.00000000 PA USD -159000.00000000 -0.03248220892 Short RA CORP US N 2 Reverse repurchase N 4.80000000 2023-04-12 159000.00000000 USD 159042.40000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ALTICE FRANCE SA (FRANCE) 5.5 000000000 -260508.75000000 PA USD -260508.75000000 -0.05321949461 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 260508.75000000 USD 262294.32000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ALLIED UNIVERSAL HOLDCO LLC 000000000 -1001970.00000000 PA USD -1001970.00000000 -0.20469307468 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 1001970.00000000 USD 1002953.88000000 USD CDS N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 Prime Security Services Borrower, LLC 2021 Term Loan 03765VAK6 756613.49000000 PA USD 753307.09000000 0.153893574090 Long LON CORP US N 2 2026-09-23 Floating 7.61000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP AETHON UNITED BR LP 8.25 15-FE 000000000 -591500.00000000 PA USD -591500.00000000 -0.12083790300 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 591500.00000000 USD 594568.41000000 USD CDS N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGC2 1000000.00000000 PA USD 745644.77000000 0.152328233970 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc. 2021 Term Loan 16125TAJ1 1627728.48000000 PA USD 1604842.62000000 0.327854297301 Long LON CORP US N 2 2027-12-01 Variable 8.67000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ELASTIC NV 4.125 15-JUL-2029 1 000000000 -258970.00000000 PA USD -258970.00000000 -0.05290514241 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 258970.00000000 USD 260745.02000000 USD CDS N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAD9 79000.00000000 PA USD 71938.19000000 0.014696297591 Long DBT CORP US N 2 2028-08-01 Fixed 5.38000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier Inc 097751AL5 100000.00000000 PA USD 112000.00000000 0.022880549681 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 000000000 100000.00000000 PA 86342.89000000 0.017639042716 Long DBT CORP LU N 2 2028-01-15 Fixed 3.00000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 000000000 200000.00000000 PA USD 70225.00000000 0.014346308940 Long DBT NUSS LK N 2 2024-06-28 Fixed 6.35000000 Y Y N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 Beacon Roofing Supply Inc 073685AH2 123000.00000000 PA USD 108531.51000000 0.022171969701 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N Athenahealth Group, Inc. 254900AA3KZN4Q7A5Z33 Athenahealth Group, Inc. 2022 Term Loan B 04686RAB9 1597552.89000000 PA USD 1493711.95000000 0.305151343586 Long LON CORP US N 2 2029-02-15 Variable 8.26000000 N N N N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 ACI Worldwide Inc 004498AB7 444000.00000000 PA USD 439560.00000000 0.089797985874 Long DBT CORP US N 2 2026-08-15 Fixed 5.75000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 Garda World Security Corp 36485MAK5 132000.00000000 PA USD 118490.01000000 0.024206397862 Long DBT CORP CA N 2 2027-02-15 Fixed 4.63000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272AC8 257000.00000000 PA USD 249276.94000000 0.050924941161 Long DBT CORP US N 2 2028-05-15 Fixed 4.88000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP SRM ESCROW ISSUER LLC 6.0 01-N 000000000 -352483.75000000 PA USD -352483.75000000 -0.07200912458 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 352483.75000000 USD 354870.36000000 USD CDS N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAJ3 103000.00000000 PA USD 100500.19000000 0.020531246341 Long DBT CORP CA N 2 2025-06-01 Fixed 4.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MINERVA MERGER SUB INC 6.5 15- 000000000 -741217.50000000 PA USD -741217.50000000 -0.15142378422 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 741217.50000000 USD 741923.72000000 USD CDS N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAC9 298000.00000000 PA USD 242563.25000000 0.049553397254 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp 626717AJ1 14000.00000000 PA USD 13826.30000000 0.002824583429 Long DBT CORP US N 2 2025-08-15 Fixed 5.75000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAK5 170000.00000000 PA USD 163253.39000000 0.033351136612 Long DBT CORP US N 2 2025-03-15 Fixed 3.45000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BN2 202000.00000000 PA USD 121452.50000000 0.024811606787 Long DBT CORP US N 2 2027-09-15 Fixed 4.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 SWP: OIS 3.313500 01-DEC-2042 000000000 1600000.00000000 OU Notional Amount USD 32287.64000000 0.006596062063 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2042-12-01 37.98000000 USD 0.00000000 USD 1600000.00000000 USD 32249.66000000 N N N Churchill Downs Inc 529900FODTBQC8MIS994 Churchill Downs Inc 171484AG3 695000.00000000 PA USD 680464.08000000 0.139012430257 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CC4 720000.00000000 PA USD 718444.80000000 0.146771535176 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP KAISER ALUMINUM CORPORATION 000000000 -104727.50000000 PA USD -104727.50000000 -0.02139484613 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 104727.50000000 USD 104829.32000000 USD CDS N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 Central Garden & Pet Co 153527AM8 15000.00000000 PA USD 14437.50000000 0.002949445857 Long DBT CORP US N 2 2028-02-01 Fixed 5.13000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 SRS Distribution Inc 78471RAB2 492000.00000000 PA USD 436942.74000000 0.089263304200 Long DBT CORP US N 2 2028-07-01 Fixed 4.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AQ7 118000.00000000 PA USD 105757.50000000 0.021605265472 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N ASHTON WOODS USA/FINANCE N/A Ashton Woods USA LLC / Ashton Woods Finance Co 045086AP0 145000.00000000 PA USD 119388.65000000 0.024389981586 Long DBT CORP US N 2 2030-04-01 Fixed 4.63000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP HEALTHPEAK PROPERTIES INC REIT 000000000 -811250.00000000 PA USD -811250.00000000 -0.16573076722 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 811250.00000000 USD 823694.80000000 USD CDS N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 Leviathan Bond Ltd 000000000 58416.00000000 PA USD 58025.34000000 0.011854032809 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership 2021 USD Term Loan AX 000000000 341423.00000000 PA USD 333812.68000000 0.068194800080 Long LON CORP US N 2 2029-01-31 Floating 7.61000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP PNC FINANCIAL SERVICES GROUP I 000000000 -168250.00000000 PA USD -168250.00000000 -0.03437189717 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-11 168250.00000000 USD 168411.94000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP APPLIED MATERIALS INC 3.9 01-O 000000000 -266475.00000000 PA USD -266475.00000000 -0.05443834353 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 266475.00000000 USD 268257.05000000 USD CDS N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2005-17 12669G5S6 97247.19000000 PA USD 88611.65000000 0.018102529108 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP AADVANTAGE LOYALTY IP LTD 5.75 000000000 -707500.00000000 PA USD -707500.00000000 -0.14453561517 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-05-10 707500.00000000 USD 707698.49000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLARIVATE SCIENCE HOLDINGS COR 000000000 -309825.00000000 PA USD -309825.00000000 -0.06329434200 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-05-10 309825.00000000 USD 310096.10000000 USD CDS N N N FLUIDRA, S.A. 9598001EJ2RDDXG5CK22 Fluidra, S.A. 2022 USD Term Loan B 98975VAM8 126400.00000000 PA USD 124277.74000000 0.025388776824 Long LON CORP ES N 2 2029-01-29 Variable 6.91000000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 Cayuga Park CLO Ltd 149791AS4 250000.00000000 PA USD 238828.93000000 0.048790510698 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 6.44000000 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 Reynolds Group Holdings Inc. 2020 Term Loan B2 76173FAW7 230051.48000000 PA USD 228864.41000000 0.046754852708 Long LON CORP US N 2 2026-02-05 Floating 8.09000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc. Term Loan B 98310CAC6 199211.83000000 PA USD 198962.82000000 0.040646238283 Long LON CORP US N 2 2025-05-30 Floating 6.59000000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 Go Daddy Operating Company, LLC 2022 Term Loan B5 38017BAT3 653362.50000000 PA USD 652140.71000000 0.133226231378 Long LON CORP US N 2 2029-11-09 Variable 8.06000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TRANSURBAN FINANCE COMPANY PTY 000000000 -400743.75000000 PA USD -400743.75000000 -0.08186819001 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 400743.75000000 USD 400910.73000000 USD CDS N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCS8 3000000.00000000 PA USD 2966197.95000000 0.605966424641 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 Mong Duong Finance Holdings BV 000000000 250000.00000000 PA USD 210671.88000000 0.043038289435 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CE0 63000.00000000 PA USD 61783.16000000 0.012621720195 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners LP / Antero Midstream Finance Corp 03690AAH9 206000.00000000 PA USD 193874.96000000 0.039606836198 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries Inc 446413AT3 178000.00000000 PA USD 166595.32000000 0.034033861570 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP PICARD MIDCO INC 000000000 -1342500.00000000 PA USD -1342500.00000000 -0.27426016024 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 1342500.00000000 USD 1343792.16000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CABLE ONE INC 4.0 15-NOV-2030 000000000 -179917.50000000 PA USD -179917.50000000 -0.03675545801 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 179917.50000000 USD 180095.57000000 USD CDS N N N GoodRx, Inc. 25490061CWK7F0OTY260 GoodRx, Inc. 1st Lien Term Loan 38245HAC1 308120.76000000 PA USD 305680.44000000 0.062447647268 Long LON CORP US N 2 2025-10-10 Floating 7.59000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CR9 11000.00000000 PA USD 10687.41000000 0.002183337638 Long DBT CORP US N 2 2026-12-08 Fixed 4.35000000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 Gulfport Energy Corp 402635AR7 37000.00000000 PA USD 36630.00000000 0.007483165489 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 Roper Industrial Products Investment Company LLC USD Term Loan 000000000 758000.00000000 PA USD 751231.06000000 0.153469460629 Long LON CORP US N 2 2029-11-22 Variable 9.40000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAN0 156000.00000000 PA USD 152982.96000000 0.031252984077 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 Crescent Energy Finance LLC 45344LAA1 708000.00000000 PA USD 665520.00000000 0.135959494856 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CCO HOLDINGS LLC 4.75 01-FEB-2 000000000 -277661.25000000 PA USD -277661.25000000 -0.05672358951 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 277661.25000000 USD 278468.40000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NEW FORTRESS ENERGY INC 000000000 -462813.75000000 PA USD -462813.75000000 -0.09454850892 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 462813.75000000 USD 463277.21000000 USD CDS N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 138000.00000000 PA 119354.64000000 0.024383033662 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 097793AE3 88000.00000000 PA USD 82720.98000000 0.016899120469 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP GENERAL MOTORS FINANCIAL CO IN 000000000 -973750.00000000 PA USD -973750.00000000 -0.19892799332 Short RA CORP US N 2 Reverse repurchase N 4.89000000 2049-12-31 973750.00000000 USD 981181.88000000 USD CDS N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CZ1 406000.00000000 PA USD 405594.00000000 0.082859050602 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co Ford Motor Co USD XXXX N N N Allegro CLO Ltd 635400R1GOVCHJ4SNX58 Allegro CLO II-S Ltd 01751EAJ7 1000000.00000000 PA USD 933122.20000000 0.190628114785 Long ABS-CBDO CORP KY N 2 2028-10-21 Floating 7.82000000 N N N N N N KOBE US MIDCO 2 INC N/A Kobe US Midco 2 Inc 499894AA1 259000.00000000 PA USD 186480.00000000 0.038096115219 Long DBT CORP US N 2 2026-11-01 Fixed 9.25000000 N N Y N N N PDC Energy Inc 5493008W8H2T511J5Y59 PDC Energy Inc 69327RAJ0 235000.00000000 PA USD 228760.75000000 0.046733675942 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A Realogy Group LLC / Realogy Co-Issuer Corp 75606DAQ4 135000.00000000 PA USD 98398.80000000 0.020101952071 Long DBT CORP US N 2 2030-04-15 Fixed 5.25000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAD5 132000.00000000 PA USD 127393.20000000 0.026025236086 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AD9 80000.00000000 PA USD 74734.40000000 0.015267537072 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ALBERTSONS COMPANIES INC 4.625 000000000 -180312.50000000 PA USD -180312.50000000 -0.03683615280 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 180312.50000000 USD 180362.09000000 USD CDS N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AX7 196000.00000000 PA USD 175420.00000000 0.035836660938 Long DBT CORP US N 2 2028-01-15 Fixed 3.75000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 Jones Deslauriers Insurance Management Inc 48020RAA3 268000.00000000 PA USD 269931.64000000 0.055144502675 Long DBT CORP CA N 2 2030-12-15 Fixed 10.50000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 92858RAB6 597000.00000000 PA USD 511760.34000000 0.104547838253 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N NEW FORTRESS ENERGY INC N/A New Fortress Energy Inc 644393AB6 1162000.00000000 PA USD 1069040.00000000 0.218394846709 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NRG ENERGY INC 000000000 -378125.00000000 PA USD -378125.00000000 -0.07724739150 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 378125.00000000 USD 378503.65000000 USD CDS N N N FEL ENERGY VI SARL 254900H2U8PBIY32VI94 FEL Energy VI Sarl 000000000 184789.97000000 PA USD 151527.78000000 0.030955704450 Long DBT CORP LU N 2 2040-12-01 Fixed 5.75000000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 JELD-WEN Inc 475795AC4 25000.00000000 PA USD 23187.50000000 0.004736988801 Long DBT CORP US N 2 2025-12-15 Fixed 4.63000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CHART INDUSTRIES INC 7.5 01-JA 000000000 -565857.50000000 PA USD -565857.50000000 -0.11559938072 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 565857.50000000 USD 568272.61000000 USD CDS N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B 000000000 498.96000000 PA USD 492.72000000 0.000100658075 Long LON CORP LU N 2 2029-02-01 Floating 6.78000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 Hess Corp 42809HAG2 50000.00000000 PA USD 48806.24000000 0.009970657134 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 Hub International Limited 2022 Term Loan B 44332EAV8 305097.50000000 PA USD 303840.50000000 0.062071764781 Long LON CORP US N 2 2029-11-10 Variable 8.73000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP PICASSO FINANCE SUB INC 000000000 -345068.75000000 PA USD -345068.75000000 -0.07049430962 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 345068.75000000 USD 345407.59000000 USD CDS N N N GTCR AP Finance Inc N/A GTCR AP Finance Inc 40060QAA3 330000.00000000 PA USD 314917.01000000 0.064334591900 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan 000000000 453119.00000000 PA USD 432955.20000000 0.088448687173 Long LON CORP US N 2 2027-05-03 Floating 10.27000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP BOEING CO 5.15 01-MAY-2030 (SE 000000000 -1339656.25000000 PA USD -1339656.25000000 -0.27367920878 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 1339656.25000000 USD 1339841.94000000 USD CDS N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 550241AA1 42000.00000000 PA USD 20370.00000000 0.004161399973 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A BX Commercial Mortgage Trust 2019-XL 056054AA7 1128988.95000000 PA USD 1116179.33000000 0.228024969762 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.86000000 N N N N N N ACProducts, Inc. 254900KTNXVUUHWHBF39 ACProducts, Inc. 2021 Term Loan B 00488YAB2 690919.51000000 PA USD 546544.97000000 0.111654011957 Long LON CORP US N 2 2028-05-17 Floating 9.41000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 Lindblad Expeditions LLC 53523LAA8 305000.00000000 PA USD 295268.98000000 0.060320683627 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 Tempur Sealy International Inc 88023UAH4 204000.00000000 PA USD 179475.12000000 0.036665083926 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP STANDARD INDUSTRIES INC 4.75 1 000000000 -37547.50000000 PA USD -37547.50000000 -0.00767060213 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 37547.50000000 USD 37810.07000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP TELEFLEX INCORPORATED 4.25 01- 000000000 -279695.00000000 PA USD -279695.00000000 -0.05713906556 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 279695.00000000 USD 279811.31000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP TEREX CORPORATION 000000000 -265983.75000000 PA USD -265983.75000000 -0.05433798577 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 265983.75000000 USD 266244.93000000 USD CDS N N N BANCA MONTE DEI PASCHI S J4CP7MHCXR8DAQMKIL78 Banca Monte dei Paschi di Siena SpA 000000000 100000.00000000 PA 106243.03000000 0.021704454698 Long DBT CORP IT N 2 2026-03-02 Fixed 6.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP SPRINT CAPITAL CORPORATION 8.7 000000000 -976437.50000000 PA USD -976437.50000000 -0.19947702437 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 976437.50000000 USD 983265.78000000 USD CDS N N N CONSTELLATION AUTOMOTIVE 254900HVTSU7VICDRM89 Constellation Automotive Financing PLC 000000000 100000.00000000 PA 89744.35000000 0.018333929096 Long DBT CORP GB N 2 2027-07-15 Fixed 4.88000000 N N N N N N MIDAS OPCO HOLDINGS LLC N/A Stagwell Global LLC 59565JAA9 101000.00000000 PA USD 88570.64000000 0.018094151150 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 Boxer Parent Co Inc 103186AB8 398000.00000000 PA USD 396102.88000000 0.080920103792 Long DBT CORP US N 2 2025-10-02 Fixed 7.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TK ELEVATOR US NEWCO INC 5.25 000000000 -716643.75000000 PA USD -716643.75000000 -0.14640359755 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2023-05-10 716643.75000000 USD 717319.58000000 USD CDS N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 Foundation Building Materials Inc 350392AA4 83000.00000000 PA USD 65787.25000000 0.013439718232 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Diamond (BC) B.V. 549300SWLHWJF3D4N658 Diamond (BC) B.V. 2021 Term Loan B 000000000 1364854.18000000 PA USD 1358671.39000000 0.277563823567 Long LON CORP NL N 2 2028-09-29 Floating 7.58000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 Herc Holdings Inc 42704LAA2 491000.00000000 PA USD 473815.00000000 0.096795961136 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MPT OPERATING PARTNERSHIP LP R 000000000 -760455.00000000 PA USD -760455.00000000 -0.15535382507 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 760455.00000000 USD 761186.94000000 USD CDS N N N COLT Funding LLC N/A COLT 2022-9 Mortgage Loan Trust 19688PAA1 306627.61000000 PA USD 308637.49000000 0.063051744852 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.79000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP WYNN RESORTS FINANCE LLC 7.125 000000000 -268706.25000000 PA USD -268706.25000000 -0.05489416698 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 268706.25000000 USD 268706.25000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B28 200000.00000000 PA USD 187458.00000000 0.038295911448 Long DBT CORP US N 2 2025-11-13 Fixed 3.38000000 N N N N N N TICP CLO Ltd N/A TICP CLO I-2 LTD 87248VAJ9 500000.00000000 PA USD 499724.05000000 0.102088937080 Long ABS-CBDO CORP KY N 2 2028-04-26 Floating 7.86000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAL4 506000.00000000 PA USD 419980.00000000 0.085797975492 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N DirecTV Financing, LLC N/A DirecTV Financing, LLC Term Loan 25460HAB8 1174574.54000000 PA USD 1127990.91000000 0.230437964789 Long LON CORP US N 2 2027-08-02 Floating 9.84000000 N N N N N N Spruce Hill Mortgage Loan Trust N/A Spruce Hill Mortgage Loan Trust 2022-SH1 85213XAA9 609119.02000000 PA USD 579193.06000000 0.118323710575 Long ABS-MBS CORP US N 2 2057-07-25 Variable 4.10000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 Vertiv Group Corp 92535UAB0 920000.00000000 PA USD 811766.58000000 0.165836299673 Long DBT CORP US N 2 2028-11-15 Fixed 4.13000000 N N N N N N CMG MEDIA CORPORATION N/A CMG Media Corp 88146LAA1 498000.00000000 PA USD 376488.00000000 0.076912967754 Long DBT CORP US N 2 2027-12-15 Fixed 8.88000000 N N N N N N MONITCHEM HOLDCO 3 S.A. 222100SJHJ1CNJMSW162 Monitchem HoldCo 3 SA 000000000 100000.00000000 PA 108047.21000000 0.022073031753 Long DBT CORP LU N 2 2025-03-15 Fixed 5.25000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 Fantasia Holdings Group Co Ltd 000000000 200000.00000000 PA USD 20500.00000000 0.004187957754 Long DBT CORP KY N 2 2023-06-01 Fixed 11.88000000 Y Y N N N N USI, Inc. 2549006D7UF7072T7I27 USI, Inc. 2019 Incremental Term Loan B 90351NAF2 82240.56000000 PA USD 82034.96000000 0.016758973016 Long LON CORP US N 2 2026-12-02 Floating 8.41000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TENET HEALTHCARE CORPORATION 4 000000000 -159041.25000000 PA USD -159041.25000000 -0.03249063591 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 159041.25000000 USD 160131.35000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP NORTHERN TRUST CORPORATION T2 000000000 -223927.50000000 PA USD -223927.50000000 -0.04574628829 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 223927.50000000 USD 224647.49000000 USD CDS N N N KCAD Holdings Inc N/A KCAD HOLDINGS I LIMITED 000000000 546753936.00000000 NS USD 5467.54000000 0.001116967148 Long EC CORP GB N 3 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP HSBC HOLDINGS PLC AT1-P 6.375 000000000 -468125.00000000 PA USD -468125.00000000 -0.09563354749 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 468125.00000000 USD 471268.59000000 USD CDS N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 Synaptics Inc 87157DAG4 172000.00000000 PA USD 148115.37000000 0.030258581088 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N HPCL-MITTAL ENERGY LTD 3358008CSQJBZUGQXP26 HPCL-Mittal Energy Ltd 000000000 200000.00000000 PA USD 188912.50000000 0.038593052157 Long DBT CORP IN N 2 2026-10-22 Fixed 5.45000000 N N N N N N EnergySolutions, LLC 549300X3SKIUYR2MFH75 EnergySolutions, LLC 2018 Term Loan B 29276MAL1 170358.72000000 PA USD 163970.27000000 0.033497588473 Long LON CORP US N 2 2025-05-09 Floating 8.91000000 N N N N N N CPC Acquisition Corp 254900UFA4AMH3PZZW32 CPC Acquisition Corp Term Loan 12656UAB1 251244.04000000 PA USD 190442.98000000 0.038905714869 Long LON CORP US N 2 2027-12-29 Floating 8.91000000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan 81753HAG6 248767.68000000 PA USD 140802.51000000 0.028764632368 Long LON CORP US N 2 2023-08-10 Floating 12.37000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP TRANSDIGM INC 000000000 -685106.25000000 PA USD -685106.25000000 -0.13996078205 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 685106.25000000 USD 685792.31000000 USD CDS N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 Electricite de France SA 000000000 200000.00000000 PA 177150.89000000 0.036190265533 Long DBT CORP FR N 2 2027-09-03 Fixed 3.00000000 N N N N N N GARDEN SPINCO CORP N/A Garden Spinco Corp 365417AA2 199000.00000000 PA USD 212616.69000000 0.043435595880 Long DBT CORP US N 2 2030-07-20 Fixed 8.63000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 Alliant Holdings Intermediate, LLC 2023 Term Loan B5 01881UAK1 1292646.54000000 PA USD 1275751.65000000 0.260624098294 Long LON CORP US N 2 2027-11-05 Variable 8.35000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ENCOMPASS HEALTH CORP 4.75 01- 000000000 -362390.00000000 PA USD -362390.00000000 -0.07403287856 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 362390.00000000 USD 363931.26000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NABORS INDUSTRIES INC 5.75 01- 000000000 -518578.75000000 PA USD -518578.75000000 -0.10594077547 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 518578.75000000 USD 519092.00000000 USD CDS N N N ARCHROCK PARTNERS LP/FIN N/A Archrock Partners LP / Archrock Partners Finance Corp 03959KAA8 304000.00000000 PA USD 298300.00000000 0.060939892588 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CALLON PETROLEUM COMPANY 8.0 0 000000000 -896481.25000000 PA USD -896481.25000000 -0.18314271231 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 896481.25000000 USD 896611.99000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP COLGATE ENERGY PARTNERS III LL 000000000 -292548.75000000 PA USD -292548.75000000 -0.05976496614 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 292548.75000000 USD 294574.24000000 USD CDS N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAP5 21000.00000000 PA USD 20173.76000000 0.004121309981 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 168000.00000000 PA USD 151095.00000000 0.030867291554 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 Open Text Corp 683715AF3 871000.00000000 PA USD 898523.60000000 0.183559945265 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 AHP Health Partners Inc 00150LAB7 324000.00000000 PA USD 272160.00000000 0.055599735725 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALTICE FRANCE SA (FRANCE) 8.12 000000000 -210000.00000000 PA USD -210000.00000000 -0.04290103065 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 210000.00000000 USD 210204.17000000 USD CDS N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 Block Communications Inc 093645AJ8 92000.00000000 PA USD 79495.71000000 0.016240228054 Long DBT CORP US N 2 2028-03-01 Fixed 4.88000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 Fantasia Holdings Group Co Ltd 000000000 400000.00000000 PA USD 41000.00000000 0.008375915508 Long DBT CORP KY N 2 2022-04-17 None 0.00000000 Y N N N N N WESCO AIRCRAFT HOLDINGS 529900P5VTXZS191P208 Wesco Aircraft Holdings Inc 97789LAB2 662000.00000000 PA USD 52960.00000000 0.010819231349 Long DBT CORP US N 2 2026-11-15 Fixed 9.00000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 Comstock Resources Inc 205768AT1 469000.00000000 PA USD 402940.32000000 0.082316928664 Long DBT CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N Castlelake Aviation Limited 2138003EQK2PETKID103 Castlelake Aviation Limited 2023 Incremental Term Loan B 000000000 323190.00000000 PA USD 318141.77000000 0.064993380126 Long LON CORP IE N 2 2027-10-22 Variable 7.78000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAM6 146000.00000000 PA USD 146832.83000000 0.029996570193 Long DBT CORP US N 2 2027-07-15 Fixed 6.17000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAF7 128000.00000000 PA USD 126539.52000000 0.025850837268 Long DBT CORP US N 2 2025-07-01 Fixed 6.00000000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 Entegris Escrow Corp 29365BAA1 1366000.00000000 PA USD 1291419.97000000 0.263824989135 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Fanatics Commerce Intermediate Holdco, LLC 254900YDIRBC66RGAG10 Fanatics Commerce Intermediate Holdco, LLC Term Loan B 30709UAB0 762828.79000000 PA USD 758541.69000000 0.154962953780 Long LON CORP US N 2 2028-11-24 Floating 8.09000000 N N N N N N BERKLINE BENCHCRAFT EQ LLC N/A BERKLINE BENCHCRAFT EQ LLC 000000000 3155.00000000 NS USD 0.03000000 0.000000006128 Long EC CORP US N 3 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 7394.00000000 OU Notional Amount -2346.48000000 -0.00047936385 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 -1673.28000000 EUR 7394.00000000 EUR -685.10000000 N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP FIRSTENERGY CORPORATION 3.4 01 000000000 -173250.00000000 PA USD -173250.00000000 -0.03539335028 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 173250.00000000 USD 173941.32000000 USD CDS N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass LLC 92328MAB9 770000.00000000 PA USD 676506.60000000 0.138203954206 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BLACK KNIGHT INFOSERV LLC 3.62 000000000 -386000.00000000 PA USD -386000.00000000 -0.07885618015 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 386000.00000000 USD 388672.51000000 USD CDS N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FT0 600000.00000000 PA USD 482940.65000000 0.098660245852 Long DBT CORP US N 2 2041-05-20 Fixed 3.20000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A Archrock Partners LP / Archrock Partners Finance Corp 03959KAC4 729000.00000000 PA USD 699840.00000000 0.142970749009 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ARDAGH METAL PACKAGING FINANCE 000000000 -754020.00000000 PA USD -754020.00000000 -0.15403921491 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 754020.00000000 USD 759167.23000000 USD CDS N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 2021 Term Loan B 90932RAJ3 1668285.00000000 PA USD 1653687.51000000 0.337832850268 Long LON CORP US N 2 2028-04-21 Floating 8.57000000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAK5 207000.00000000 PA USD 207754.52000000 0.042442300146 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAR9 98000.00000000 PA USD 88663.54000000 0.018113129749 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CONSTELLIUM SE (FRANCE) 000000000 -322500.00000000 PA USD -322500.00000000 -0.06588372564 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 322500.00000000 USD 322813.54000000 USD CDS N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 Compass Group Diversified Holdings LLC 20451RAB8 214000.00000000 PA USD 188408.78000000 0.038490146885 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 Acadia Healthcare Co Inc 00404AAN9 115000.00000000 PA USD 111406.25000000 0.022759252124 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc. 2021 Term Loan B 71677HAL9 1613642.21000000 PA USD 1600200.57000000 0.326905970018 Long LON CORP US N 2 2028-02-11 Variable 8.66000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AF8 554000.00000000 PA USD 530654.44000000 0.108407725697 Long DBT CORP US N 2 2030-01-15 Fixed 4.88000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 Ziggo Bond Co BV 98953GAD7 225000.00000000 PA USD 180912.38000000 0.036958702665 Long DBT CORP NL N 2 2030-02-28 Fixed 5.13000000 N N N N N N TMK Hawk Parent Corp. 5493005BF4TIZRN1TY89 TMK Hawk Parent Corp. 2020 Super Priority First Out Term Loan A 87258WAK1 162740.37000000 PA USD 157858.16000000 0.032248941718 Long LON CORP US N 3 2024-05-30 Floating 14.46000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 Aeropuertos Dominicanos Siglo XXI SA 007866AC0 200000.00000000 PA USD 194375.00000000 0.039708989681 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N Regatta IX Funding Ltd 254900JVS76S6N8G1I74 Regatta IX Funding Ltd 75887VAG6 500000.00000000 PA USD 482753.30000000 0.098621972004 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 8.69000000 N N N N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 Dynasty Acquisition Co., Inc. 2020 Term Loan B1 26812CAE6 1108103.50000000 PA USD 1080600.37000000 0.220756521888 Long LON CORP US N 2 2026-04-06 Variable 8.41000000 N N N N N N CHOBANI LLC/FINANCE CORP 549300ISVDMZ91KNTR38 Chobani LLC / Chobani Finance Corp Inc 17027NAA0 857000.00000000 PA USD 835593.45000000 0.170703905769 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Security Corp/The 00101JAH9 2000.00000000 PA USD 1990.31000000 0.000406601668 Long DBT CORP US N 2 2023-06-15 Fixed 4.13000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 SWAP/CDSWAP/ICE: (CDX.NA.HY.40.V1) 000000000 3650000.00000000 OU Notional Amount USD -61907.55000000 -0.01264713190 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y buy protection 2028-06-21 3716.05000000 USD 0.00000000 USD 3650000.00000000 USD -65623.60000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CN3 34000.00000000 PA USD 26350.00000000 0.005383057893 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N ALTERYX INC 549300XWZG0JHL7I0827 Alteryx Inc 02156BAG8 228000.00000000 PA USD 229475.16000000 0.046879623205 Long DBT CORP US N 2 2028-03-15 Fixed 8.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP GFL ENVIRONMENTAL INC 000000000 -238938.75000000 PA USD -238938.75000000 -0.04881294589 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 238938.75000000 USD 239173.37000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WYNN LAS VEGAS LLC / WYNN LAS 000000000 -137760.00000000 PA USD -137760.00000000 -0.02814307610 Short RA CORP US N 2 Reverse repurchase N 3.65000000 2023-05-10 137760.00000000 USD 137857.77000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP COLGATE ENERGY PARTNERS III LL 000000000 -419925.00000000 PA USD -419925.00000000 -0.08578673950 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 419925.00000000 USD 422803.24000000 USD CDS N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370DB3 179000.00000000 PA USD 173461.03000000 0.035436461738 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AX0 209000.00000000 PA USD 197596.96000000 0.040367205894 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 PECF USS Intermediate Holding III Corporation Term Loan B 69291LAB2 530987.62000000 PA USD 445169.40000000 0.090943933690 Long LON CORP US N 2 2028-12-15 Floating 9.09000000 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906ABF4 668000.00000000 PA USD 579663.68000000 0.118419853828 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Credito Real Sab DE CV Sofom ENR N/A Credito Real Sab DE CV Sofom ENR Term Loan B 000000000 24500.00000000 PA USD 1837.50000000 0.000375384018 Long LON CORP MX N 3 2024-02-17 None 0.00000000 Y N N N N N Oak Hill Credit Partners 549300EX32IF3NZCVL73 OHA Credit Partners XIII Ltd 67110NAP0 250000.00000000 PA USD 242664.45000000 0.049574071465 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 6.52000000 N N N N N N Level 3 Financing Inc. 254900AE5FEFIJOXWL19 Level 3 Financing Inc. 2019 Term Loan B 52729KAP1 703793.75000000 PA USD 591770.90000000 0.120893245334 Long LON CORP US N 2 2027-03-01 Floating 6.67000000 N N N N N N Precision Medicine Group, LLC 5493005RG0LYTBKL8W81 Precision Medicine Group, LLC 2021 Term Loan 74028HAE5 1191880.48000000 PA USD 1145695.11000000 0.234054766822 Long LON CORP US N 3 2027-11-18 Floating 8.16000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BL2 415000.00000000 PA USD 373865.32000000 0.076377178825 Long DBT CORP GB N 2 2027-05-22 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BL5 176000.00000000 PA USD 189031.92000000 0.038617448544 Long DBT CORP LR N 2 2027-08-15 Fixed 11.63000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAE1 200000.00000000 PA USD 152406.00000000 0.031135116560 Long DBT CORP FR N 2 2029-01-15 Fixed 5.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP AT&T INC 4.3 15-FEB-2030 (SENI 000000000 -1269000.00000000 PA USD -1269000.00000000 -0.25924479951 Short RA CORP US N 2 Reverse repurchase N 4.87000000 2049-12-31 1269000.00000000 USD 1277530.15000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP ENBRIDGE INC HYBRID 6.25 01-MA 000000000 -1138537.50000000 PA USD -1138537.50000000 -0.23259253422 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1138537.50000000 USD 1146499.36000000 USD CDS N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 14879EAE8 365000.00000000 PA USD 356438.93000000 0.072817130770 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N Millennium Lender Claim N/A MILLENNIUM LENDER CLAIM T 000000000 917751.77000000 PA USD 0.09000000 0.000000018386 Long LON CORP US N 3 2049-12-31 None 0.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153AZ5 120000.00000000 PA USD 127953.00000000 0.026139597976 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N Bleriot US Bidco Inc. 254900ALCQ2A2VYD5Z08 Bleriot US Bidco Inc. 2021 Term Loan B 09353TAG5 282701.48000000 PA USD 282613.84000000 0.057735357203 Long LON CORP US N 2 2026-10-31 Floating 9.16000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 1011778 B.C. Unlimited Liability Company Term Loan B4 000000000 1371951.87000000 PA USD 1357093.63000000 0.277241501995 Long LON CORP CA N 2 2026-11-19 Floating 6.59000000 N N N N N N AMYNTA AGENCY BORROWER INC. N/A Amynta Agency Borrower Inc. 2023 Term Loan B 57810JAG3 410000.00000000 PA USD 392472.50000000 0.080178451203 Long LON CORP US N 2 2028-02-28 Variable 9.99000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BV0 650000.00000000 PA USD 610148.16000000 0.124647547213 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP RADIATE HOLDCO LLC 4.5 15-SEP- 000000000 -431250.00000000 PA USD -431250.00000000 -0.08810033080 Short RA CORP US N 2 Reverse repurchase N 4.80000000 2049-12-31 431250.00000000 USD 431480.00000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP SCIL IV LLC 5.375 01-NOV-2026 000000000 -187913.75000000 PA USD -187913.75000000 -0.03838901689 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 187913.75000000 USD 189157.37000000 USD CDS N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAC9 108000.00000000 PA USD 102353.07000000 0.020909772349 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR COMPANY 6.1 19-AUG- 000000000 -127313.75000000 PA USD -127313.75000000 -0.02600900519 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 127313.75000000 USD 127436.29000000 USD CDS N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 Science Applications International Corp 808625AA5 289000.00000000 PA USD 269093.14000000 0.054973204988 Long DBT CORP US N 2 2028-04-01 Fixed 4.88000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 Arconic Corp 03966VAB3 83000.00000000 PA USD 83000.00000000 0.016956121638 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N Messer Industries GmbH 391200LNSZAK9YZ7XO65 Messer Industries GmbH 2018 USD Term Loan 000000000 601576.44000000 PA USD 599507.02000000 0.122473662102 Long LON CORP US N 2 2026-03-02 Floating 7.66000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A F-Brasile SpA / F-Brasile US LLC 30191BAB7 423000.00000000 PA USD 353205.00000000 0.072156469198 Long DBT CORP IT N 2 2026-08-15 Fixed 7.38000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2022-INV2 924923AA3 470132.33000000 PA USD 473330.08000000 0.096696896528 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.79000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAB7 1134804.00000000 PA USD 1088544.74000000 0.222379482178 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COMCAST CORPORATION 3.95 15-OC 000000000 -1590675.00000000 PA USD -1590675.00000000 -0.32495998539 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 1590675.00000000 USD 1592221.49000000 USD CDS N N N KASIKORNBANK PCL HK 5493004COSQ54937AW41 Kasikornbank PCL/Hong Kong 000000000 200000.00000000 PA USD 183100.00000000 0.037405612916 Long DBT CORP TH N 2 2025-10-14 Fixed 5.28000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAC1 226000.00000000 PA USD 184454.42000000 0.037682308221 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 Lima Metro Line 2 Finance Ltd 532522AA7 1398136.25000000 PA USD 1333297.68000000 0.272380212565 Long DBT CORP KY N 2 2034-07-05 Fixed 5.88000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP GLOBAL PAYMENTS INC 3.2 15-AUG 000000000 -479400.00000000 PA USD -479400.00000000 -0.09793692426 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 479400.00000000 USD 484223.96000000 USD CDS N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAP9 317000.00000000 PA USD 283778.40000000 0.057973265890 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 Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 049362AA4 1214000.00000000 PA USD 1018974.83000000 0.208167001981 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N OZLM Ltd 5493002HF6D1C4B1AK86 OZLM XXI Ltd 67112EAA1 250000.00000000 PA USD 201092.53000000 0.041081318064 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 10.35000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 Performance Food Group Inc 71376LAE0 299000.00000000 PA USD 268493.68000000 0.054850740932 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CAESARS ENTERTAINMENT INC 8.12 000000000 -1157390.00000000 PA USD -1157390.00000000 -0.23644392317 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2023-05-10 1157390.00000000 USD 1158481.48000000 USD CDS N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 Home Point Capital Inc 43734LAA4 194000.00000000 PA USD 145559.17000000 0.029736373399 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CRESCENT ENERGY FINANCE LLC 9. 000000000 -235267.50000000 PA USD -235267.50000000 -0.04806294394 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 235267.50000000 USD 236268.11000000 USD CDS N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 Air Canada 2021 Term Loan B 000000000 1169363.50000000 PA USD 1164615.88000000 0.237920102697 Long LON CORP CA N 2 2028-08-11 Floating 8.37000000 N N N N N N PUG LLC N/A PUG LLC 2021 Incremental Term Loan B 74530DAG0 110320.00000000 PA USD 78878.80000000 0.016114199126 Long LON CORP US N 3 2027-02-12 Floating 9.09000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corp 144285AL7 81000.00000000 PA USD 79007.97000000 0.016140587346 Long DBT CORP US N 2 2028-07-15 Fixed 6.38000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AJ3 199000.00000000 PA USD 168614.69000000 0.034446399924 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 983130AX3 192000.00000000 PA USD 181440.00000000 0.037066490483 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565CF9 263000.00000000 PA USD 224207.50000000 0.045803489666 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N CLARIV SCI HLD CORP N/A Clarivate Science Holdings Corp 18064PAD1 459000.00000000 PA USD 415105.83000000 0.084802228271 Long DBT CORP US N 2 2029-07-01 Fixed 4.88000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP ACURIS FINANCE US INC 5.0 01-M 000000000 -295701.25000000 PA USD -295701.25000000 -0.06040899233 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2049-12-31 295701.25000000 USD 297695.18000000 USD CDS N N N Cable One, Inc. 549300648QS85T0XSH18 Cable One, Inc. 2021 Term Loan B4 12685LAG5 404790.00000000 PA USD 393658.28000000 0.080420694937 Long LON CORP US N 2 2028-05-03 Floating 6.84000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP AXALTA COATING SYSTEMS LLC 3.3 000000000 -348660.00000000 PA USD -348660.00000000 -0.07122796832 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 348660.00000000 USD 351064.30000000 USD CDS N N N Chobani, LLC 549300ISVDMZ91KNTR38 Chobani, LLC 2020 Term Loan B 17026YAH2 1889136.81000000 PA USD 1870245.44000000 0.382073604521 Long LON CORP US N 3 2027-10-25 Variable 8.42000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SM ENERGY CO 6.75 15-SEP-2026 000000000 -112515.00000000 PA USD -112515.00000000 -0.02298575935 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 112515.00000000 USD 112624.39000000 USD CDS N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 Resideo Funding Inc 76119LAB7 59000.00000000 PA USD 49053.24000000 0.010021116918 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP TRIVIUM PACKAGING FINANCE BV 000000000 -353125.00000000 PA USD -353125.00000000 -0.07214012594 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 353125.00000000 USD 353478.62000000 USD CDS N N N STONEGATE PUB FIN 254900L5266ML3505282 Stonegate Pub Co Financing 2019 PLC 000000000 100000.00000000 PA 114801.22000000 0.023452812658 Long DBT CORP GB N 2 2025-07-31 Fixed 8.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DB8 30000.00000000 PA USD 30377.70000000 0.006205879232 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCT8 304000.00000000 PA USD 299250.00000000 0.061133968680 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N Grab Holdings Inc N/A Grab Holdings Inc Term Loan B 000000000 487662.48000000 PA USD 484614.59000000 0.099002216096 Long LON CORP SG N 2 2026-01-29 Floating 9.35000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBL1 491000.00000000 PA USD 442882.00000000 0.090476639321 Long DBT CORP US N 2 2026-09-01 Fixed 3.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HAWAIIANMILES LOYALTY LTD 5.75 000000000 -173366.25000000 PA USD -173366.25000000 -0.03541709907 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 173366.25000000 USD 173531.43000000 USD CDS N N N CONSENSUS CLOUD SOLUTION N/A Consensus Cloud Solutions Inc 20848VAA3 71000.00000000 PA USD 61682.17000000 0.012601088885 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP WESCO DISTRIBUTION INC 7.25 15 000000000 -506660.00000000 PA USD -506660.00000000 -0.10350588662 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 506660.00000000 USD 510203.10000000 USD CDS N N N Matador Resources Co 549300CI3Q2UUK5R4G79 Matador Resources Co 576485AE6 436000.00000000 PA USD 430166.32000000 0.087878945143 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) JUN23 000000000 -137.00000000 NC USD -735302.43000000 -0.15021539089 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM3 Comdty 2023-06-21 -17258791.32000000 USD -735302.43000000 N N N E2open, LLC 549300WF2BZODU55DR56 E2open, LLC 2020 Term Loan B 26826YAB8 112287.54000000 PA USD 111059.11000000 0.022688334677 Long LON CORP US N 2 2028-02-04 Floating 8.72000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP BROOKFIELD RESIDENTIAL PROPERT 000000000 -262080.00000000 PA USD -262080.00000000 -0.05354048625 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 262080.00000000 USD 263854.50000000 USD CDS N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 Black Knight InfoServ LLC 092174AA9 386000.00000000 PA USD 350777.50000000 0.071660553713 Long DBT CORP US N 2 2028-09-01 Fixed 3.63000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 Block Inc 852234AP8 1133000.00000000 PA USD 930476.25000000 0.190087572013 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 Fantasia Holdings Group Co Ltd 000000000 200000.00000000 PA USD 20500.00000000 0.004187957754 Long DBT CORP KY N 2 2023-10-19 Fixed 9.88000000 Y Y N N N N RHP HOTEL PPTY/RHP FINAN N/A RHP Hotel Properties LP / RHP Finance Corp 749571AG0 256000.00000000 PA USD 231239.68000000 0.047240098094 Long DBT US N 2 2029-02-15 Fixed 4.50000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 Teleflex Inc 879369AF3 80000.00000000 PA USD 78142.00000000 0.015963677796 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 AMC Networks Inc 00164VAF0 123000.00000000 PA USD 75621.63000000 0.015448789841 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370DA5 581000.00000000 PA USD 456640.78000000 0.093287429047 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc. 2021 Term Loan B 90351HAE8 377729.01000000 PA USD 376743.14000000 0.076965090463 Long LON CORP US N 2 2028-11-22 Floating 7.59000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 SRS Distribution Inc 78471RAC0 499000.00000000 PA USD 421011.29000000 0.086008658368 Long DBT CORP US N 2 2029-07-01 Fixed 6.13000000 N N N N N N VS Buyer, LLC N/A VS Buyer, LLC Term Loan B 91834WAC4 1237606.91000000 PA USD 1223164.04000000 0.249880942729 Long LON CORP US N 2 2027-02-28 Floating 7.90000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 Hub International Limited 2018 Term Loan B 44332EAP1 345944.13000000 PA USD 344515.38000000 0.070381261322 Long LON CORP US N 2 2025-04-25 Floating 7.82000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 NextEra Energy Operating Partners LP 65342QAK8 170000.00000000 PA USD 167835.90000000 0.034287300431 Long DBT CORP US N 2 2024-07-15 Fixed 4.25000000 N N N N N N CF-B L2 (D), LLC N/A CF-B L2 (D), LLC 000000000 139134.98000000 NS USD 2977.49000000 0.000608273284 Long EP CORP US Y N/A N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 023771T32 84000.00000000 PA USD 81690.00000000 0.016688500923 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AP6 86000.00000000 PA USD 60900.24000000 0.012441347919 Long DBT CORP US N 2 2044-10-15 Fixed 5.60000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 Molina Healthcare Inc 60855RAJ9 46000.00000000 PA USD 42793.34000000 0.008742278052 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CJ2 105000.00000000 PA USD 83212.50000000 0.016999533396 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AT8 262000.00000000 PA USD 247830.23000000 0.050629391875 Long DBT CORP US N 2 2025-03-01 Fixed 4.13000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAC9 336000.00000000 PA USD 320880.00000000 0.065552774837 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SERVICE CORPORATION INTERNATIO 000000000 -134250.00000000 PA USD -134250.00000000 -0.02742601602 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 134250.00000000 USD 134286.92000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP PNC FINANCIAL SERVICES GROUP I 000000000 -276225.00000000 PA USD -276225.00000000 -0.05643017710 Short RA CORP US N 2 Reverse repurchase N 4.87000000 2049-12-31 276225.00000000 USD 278458.28000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MARVELL TECHNOLOGY INC 2.95 15 000000000 -190768.75000000 PA USD -190768.75000000 -0.03897226662 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 190768.75000000 USD 192109.27000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ENDEAVOR ENERGY RESOURCES LP/ 000000000 -342575.00000000 PA USD -342575.00000000 -0.06998485988 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 342575.00000000 USD 344937.34000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP LCPR SENIOR SECURED FINANCING 000000000 -285300.00000000 PA USD -285300.00000000 -0.05828411450 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 285300.00000000 USD 287255.49000000 USD CDS N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 Viasat Inc 92552VAL4 67000.00000000 PA USD 62913.00000000 0.012852535911 Long DBT CORP US N 2 2027-04-15 Fixed 5.63000000 N N N N N N CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 Ciena Corporation 2023 Term Loan B 17178HAN2 113000.00000000 PA USD 112788.69000000 0.023041671652 Long LON CORP US N 2 2030-01-18 Variable 7.19000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ILLUMINATE BUYER LLC 9.0 01-JU 000000000 -248625.00000000 PA USD -248625.00000000 -0.05079175593 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 248625.00000000 USD 250329.12000000 USD CDS N N N SOTHEBY'S 549300P5BAAMQQ7VL735 Sotheby's 835898AH0 1046000.00000000 PA USD 989442.78000000 0.202133881113 Long DBT CORP US N 2 2027-10-15 Fixed 7.38000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CCO HOLDINGS LLC 4.75 01-MAR-2 000000000 -242515.00000000 PA USD -242515.00000000 -0.04954354023 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 242515.00000000 USD 244119.98000000 USD CDS N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 Sunoco LP / Sunoco Finance Corp 86765LAN7 124000.00000000 PA USD 119040.00000000 0.024318755661 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc. 2018 Term Loan B3 03852JAL5 374524.65000000 PA USD 373120.18000000 0.076224953710 Long LON CORP US N 2 2025-03-11 Floating 6.59000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 James Hardie International Finance DAC 47032FAB5 200000.00000000 PA USD 187475.79000000 0.038299545778 Long DBT CORP IE N 2 2028-01-15 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CCO HOLDINGS LLC 4.25 15-JAN-2 000000000 -514125.00000000 PA USD -514125.00000000 -0.10503091611 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2023-05-10 514125.00000000 USD 514609.85000000 USD CDS N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBK6 241000.00000000 PA USD 201646.97000000 0.041194584957 Long DBT CORP US N 2 2033-04-15 Fixed 3.42000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP DISH DBS CORP 000000000 -308763.75000000 PA USD -308763.75000000 -0.06307753858 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 308763.75000000 USD 309066.94000000 USD CDS N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AU3 200000.00000000 PA USD 162975.00000000 0.033294264145 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N AON GLOBAL LTD 635400FALWQYX5E6QC64 Aon Global Ltd 00185AAK0 1115000.00000000 PA USD 1087515.16000000 0.222169148639 Long DBT CORP GB N 2 2025-12-15 Fixed 3.88000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 Arcosa Inc 039653AA8 374000.00000000 PA USD 332620.64000000 0.067951277487 Long DBT CORP US N 2 2029-04-15 Fixed 4.38000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MOZART DEBT MERGER SUB INC 5.2 000000000 -843168.75000000 PA USD -843168.75000000 -0.17225146851 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2049-12-31 843168.75000000 USD 843509.53000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP UNITED RENTALS (NORTH AMERICA) 000000000 -1499550.00000000 PA USD -1499550.00000000 -0.30634400245 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 1499550.00000000 USD 1504371.47000000 USD CDS N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2023 Term Loan B11 04649VBC3 470360.00000000 PA USD 434937.19000000 0.088853589143 Long LON CORP US N 2 2028-08-19 Variable 9.16000000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 Playtika Holding Corp 2021 Term Loan 72814CAF5 717292.68000000 PA USD 711525.65000000 0.145358017718 Long LON CORP US N 2 2028-03-13 Floating 7.59000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ILIAD HOLDING SAS 000000000 -290500.00000000 PA USD -290500.00000000 -0.05934642573 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 290500.00000000 USD 290782.43000000 USD CDS N N N Octagon Investment Partners XV Ltd 549300VYCI9AZ4NZBX86 Octagon Investment Partners XV Ltd 67590EBG8 1737992.93000000 PA USD 1717768.78000000 0.350924052785 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 5.77000000 N N N N N N Amneal Pharmaceuticals LLC 54930037VIXE7LRZ1M66 Amneal Pharmaceuticals LLC 2018 Term Loan B 03167DAH7 672679.38000000 PA USD 637787.50000000 0.130294005177 Long LON CORP US N 2 2025-05-04 Floating 8.38000000 N N N N N N BANCO BPM SPA 815600E4E6DCD2D25E30 Banco BPM SpA 000000000 100000.00000000 PA 90750.95000000 0.018539568036 Long DBT CORP IT N 2 2031-06-29 Fixed 2.88000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 Station Casinos LLC 857691AH2 277000.00000000 PA USD 233926.50000000 0.047788990223 Long DBT CORP US N 2 2031-12-01 Fixed 4.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP MCDONALDS CORPORATION 3.7 30-J 000000000 -372600.00000000 PA USD -372600.00000000 -0.07611868581 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 372600.00000000 USD 375091.76000000 USD CDS N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BK2 815000.00000000 PA USD 830281.25000000 0.169618673126 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BNP PARIBAS SA 000000000 -840000.00000000 PA USD -840000.00000000 -0.17160412261 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 840000.00000000 USD 840824.83000000 USD CDS N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp. 2018 1st Lien Term Loan 75972JAB0 141926.90000000 PA USD 137823.79000000 0.028156107806 Long LON CORP US N 2 2030-03-15 Variable 8.09000000 N N N N N N Element Solutions Inc. 549300FLGN6P5CU20J91 Element Solutions Inc. 2019 Term Loan B1 72766TAD1 840544.02000000 PA USD 838745.26000000 0.171347790995 Long LON CORP US N 2 2026-01-31 Floating 6.81000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAE5 378000.00000000 PA USD 333882.24000000 0.068209010536 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 Kontoor Brands Inc 50050NAA1 98000.00000000 PA USD 84101.96000000 0.017181241732 Long DBT CORP US N 2 2029-11-15 Fixed 4.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAA9 507000.00000000 PA USD 469329.90000000 0.095879697267 Long DBT CORP FR N 2 2027-02-01 Fixed 8.13000000 N N N N N N Snap One Holdings Corp 254900UH1TKVPR8FDW43 Snap One Holdings Corp Term Loan B 000000000 205344.60000000 PA USD 186863.59000000 0.038174479059 Long LON CORP US N 3 2028-12-08 Floating 9.66000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 001877AA7 132000.00000000 PA USD 113266.64000000 0.023139312355 Long DBT CORP US N 2 2029-07-15 Fixed 4.13000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 78442FET1 86000.00000000 PA USD 84844.16000000 0.017332866232 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TELECOM ITALIA SPA 5.303 30-MA 000000000 -157250.00000000 PA USD -157250.00000000 -0.03212470033 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 157250.00000000 USD 158327.82000000 USD CDS N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311RAA4 295000.00000000 PA USD 319995.35000000 0.065372049138 Long DBT CORP US N 2 2037-09-15 Fixed 6.75000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2022-3 92538UAA9 1477256.25000000 PA USD 1381165.90000000 0.282159241010 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed 82873MAA1 129000.00000000 PA USD 104829.27000000 0.021415636788 Long DBT CORP US N 2 2029-03-01 Fixed 4.63000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AD6 339000.00000000 PA USD 295614.78000000 0.060391327324 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 Equifax Inc 294429AR6 59000.00000000 PA USD 54988.93000000 0.011233722721 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748AZ5 750000.00000000 PA USD 733618.51000000 0.149871381832 Long DBT CORP US N 2 2026-03-14 Fixed 3.75000000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A Ken Garff Automotive LLC 48850PAA2 122000.00000000 PA USD 103714.30000000 0.021187858873 Long DBT CORP US N 2 2028-09-15 Fixed 4.88000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525BP7 1779000.00000000 PA USD 1441598.81000000 0.294505117793 Long DBT CORP US N 2 2032-05-20 Fixed 1.65000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAF4 115000.00000000 PA USD 110687.50000000 0.022612418239 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 Match Group Holdings II LLC 57665RAN6 157000.00000000 PA USD 145809.04000000 0.029787419497 Long DBT CORP US N 2 2028-06-01 Fixed 4.63000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 Sable International Finance Ltd 785712AG5 200000.00000000 PA USD 186350.00000000 0.038069557438 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ENERGY TRANSFER LP 3.9 15-JUL- 000000000 -212087.50000000 PA USD -212087.50000000 -0.04332748732 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 212087.50000000 USD 213505.84000000 USD CDS N N N Parexel International Corporation 254900PHGVI5379Z9791 Parexel International Corporation 2021 1st Lien Term Loan 71911KAC8 1510296.04000000 PA USD 1491039.77000000 0.304605442271 Long LON CORP US N 2 2028-11-15 Floating 8.09000000 N N N N N N RADIATE HOLDCO / FINANCE N/A Radiate Holdco LLC / Radiate Finance Inc 75026JAE0 1708000.00000000 PA USD 700280.00000000 0.143060636883 Long DBT CORP US N 2 2028-09-15 Fixed 6.50000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2005-AR5 362341MC0 308118.31000000 PA USD 173311.96000000 0.035406008135 Long ABS-MBS CORP US N 2 2035-10-25 Variable 3.77000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 2023 USD Term Loan B14 000000000 855528.90000000 PA USD 812752.46000000 0.166037705711 Long LON CORP FR N 3 2028-08-15 Variable 10.17000000 N N N N N N Verscend Escrow Corp N/A Verscend Escrow Corp 92535WAA8 1817000.00000000 PA USD 1817000.00000000 0.371196060456 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 Iliad Holding SASU 449691AC8 743000.00000000 PA USD 704950.97000000 0.144014872250 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N FAURECIA 969500F0VMZLK2IULV85 Faurecia SE 000000000 100000.00000000 PA 96257.82000000 0.019664569935 Long DBT CORP FR N 2 2027-02-15 Fixed 2.75000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 Telenet Finance Luxembourg Notes Sarl 000000000 200000.00000000 PA USD 184000.00000000 0.037589474476 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N CANPACK SA/CANPACK US N/A Canpack SA / Canpack US LLC 13805AAA5 211000.00000000 PA USD 191199.76000000 0.039060317926 Long DBT CORP XX N 2 2025-11-01 Fixed 3.13000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 Hub International Limited 2021 Term Loan B 44332EAU0 1417888.61000000 PA USD 1413081.97000000 0.288679394807 Long LON CORP US N 2 2025-04-25 Floating 8.06000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 Viasat Inc 92552VAK6 484000.00000000 PA USD 458861.04000000 0.093741007344 Long DBT CORP US N 2 2025-09-15 Fixed 5.63000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAL8 431000.00000000 PA USD 391593.67000000 0.079998914476 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP F-BRASILE SPA 7.375 15-AUG-202 000000000 -289755.00000000 PA USD -289755.00000000 -0.05919422922 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 289755.00000000 USD 291741.03000000 USD CDS N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. Term Loan B 18452RAD7 1622001.86000000 PA USD 1507115.47000000 0.307889557026 Long LON CORP US N 2 2026-08-21 Floating 8.33000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AG6 30000.00000000 PA USD 26102.82000000 0.005332561337 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAE0 622000.00000000 PA USD 641350.42000000 0.131021876321 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CARNIVAL CORP 4.0 01-AUG-2028 000000000 -410220.00000000 PA USD -410220.00000000 -0.08380409902 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 410220.00000000 USD 410396.05000000 USD CDS N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468C6 965000.00000000 PA USD 944579.66000000 0.192968766416 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA Inc 87901JAF2 45000.00000000 PA USD 42687.08000000 0.008720570131 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp 758750AF0 205000.00000000 PA USD 205126.66000000 0.041905452992 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ORACLE CORPORATION 3.6 01-APR- 000000000 -534781.25000000 PA USD -534781.25000000 -0.10925079427 Short RA CORP US N 2 Reverse repurchase N 5.06000000 2049-12-31 534781.25000000 USD 538379.88000000 USD CDS N N N CDS U.S. Intermediate Holdings, Inc. 5493008BEUGNEZWEQK62 CDS U.S. Intermediate Holdings, Inc. 2023 Term Loan B 000000000 408000.00000000 PA USD 402900.00000000 0.082308691666 Long LON CORP US N 2 2030-03-08 Variable 9.13000000 N N N N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 Rockford Tower CLO 2017-2 Ltd 77340GAQ4 500000.00000000 PA USD 455710.00000000 0.093097279422 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 7.64000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAE8 77000.00000000 PA USD 76738.91000000 0.015677039667 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 Elastic NV 28415LAA1 376000.00000000 PA USD 321010.00000000 0.065579332618 Long DBT CORP NL N 2 2029-07-15 Fixed 4.13000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CHURCHILL DOWNS INCORPORATED 000000000 -371875.00000000 PA USD -371875.00000000 -0.07597057511 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 371875.00000000 USD 372247.39000000 USD CDS N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAS0 200000.00000000 PA USD 208500.00000000 0.042594594719 Long DBT CORP NL N 2 2029-09-15 Fixed 7.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TEVA PHARMACEUTICAL FINANCE NE 000000000 -299500.00000000 PA USD -299500.00000000 -0.06118504133 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 299500.00000000 USD 301552.82000000 USD CDS N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AZ0 865000.00000000 PA USD 718393.31000000 0.146761016252 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc. 2022 USD Term Loan 80875AAT8 612701.67000000 PA USD 607083.20000000 0.124021404628 Long LON CORP US N 2 2029-04-14 Variable 7.96000000 N N N N N N ABERTIS FINANCE BV 5493007WHKI5H75YJ358 Abertis Infraestructuras Finance BV 000000000 100000.00000000 PA 96412.04000000 0.019696075634 Long DBT CORP NL N 2 2025-11-24 Fixed 3.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP INTESA SANPAOLO SPA T2 5.71 15 000000000 -143500.00000000 PA USD -143500.00000000 -0.02931570427 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 143500.00000000 USD 143639.51000000 USD CDS N N N ZIGGO BV 213800TQASLF9JXH5J59 Ziggo BV 98955DAA8 200000.00000000 PA USD 170500.00000000 0.034831551077 Long DBT CORP NL N 2 2030-01-15 Fixed 4.88000000 N N N N N N BROOKFIELD RESID PROPERT N/A Brookfield Residential Properties Inc / Brookfield Residential US LLC 11283YAD2 364000.00000000 PA USD 274510.60000000 0.056079941262 Long DBT CORP CA N 2 2030-02-15 Fixed 4.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397C68 400000.00000000 PA USD 411000.00000000 0.083963445705 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2 26812CAF3 595690.55000000 PA USD 580905.51000000 0.118673548051 Long LON CORP CA N 2 2026-04-06 Variable 8.41000000 N N N N N N EG Group Limited 549300BY1CRYVPEG9R57 EG Group Limited 2021 Term Loan 000000000 233266.38000000 PA USD 222477.81000000 0.045450130220 Long LON CORP US N 2 2026-03-31 Floating 9.09000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 ATI Inc 01741RAH5 171000.00000000 PA USD 167049.90000000 0.034126728002 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N N AGPS BONDCO PLC 89450071QI2G8XS48K39 Agps Bondco PLC 000000000 100000.00000000 PA 41926.77000000 0.008565245928 Long DBT CORP GB N 2 2026-11-13 Fixed 2.75000000 Y N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp 626717AG7 29000.00000000 PA USD 24027.08000000 0.004908507121 Long DBT CORP US N 2 2042-12-01 Fixed 6.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP EQM MIDSTREAM PARTNERS LP 4.75 000000000 -385000.00000000 PA USD -385000.00000000 -0.07865188952 Short RA CORP US N 2 Reverse repurchase N 5.22000000 2049-12-31 385000.00000000 USD 385167.47000000 USD CDS N N N Arcline FM Holdings, LLC 2549000HKCEC1E8UTO17 Arcline FM Holdings, LLC 2021 1st Lien Term Loan 03960DAB9 626460.00000000 PA USD 596314.74000000 0.121821509235 Long LON CORP US N 2 2028-06-23 Floating 9.91000000 N N N N N N Magenta Buyer LLC N/A Magenta Buyer LLC 2021 USD 2nd Lien Term Loan 55910RAE3 935736.00000000 PA USD 692444.64000000 0.141459946313 Long LON CORP US N 2 2029-07-27 Floating 13.08000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAF9 10000.00000000 PA USD 9455.00000000 0.001931567832 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ROCKET MORTGAGE LLC 000000000 -364638.75000000 PA USD -364638.75000000 -0.07449227709 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 364638.75000000 USD 364996.80000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MADISON IAQ LLC 5.875 30-JUN-2 000000000 -200358.75000000 PA USD -200358.75000000 -0.04093141369 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 200358.75000000 USD 201684.74000000 USD CDS N N N UNITED AIR 2020-1 A PTT N/A United Airlines 2020-1 Class A Pass Through Trust 90931GAA7 530436.93000000 PA USD 528835.75000000 0.108036184385 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N EyeCare Partners, LLC 254900ZAACWK09RJ8W93 EyeCare Partners, LLC 2020 Term Loan 30233PAB6 852430.43000000 PA USD 691414.85000000 0.141249569874 Long LON CORP US N 2 2027-02-18 Floating 8.59000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 2017 Term Loan B1 64072UAE2 472404.22000000 PA USD 449572.92000000 0.091843531531 Long LON CORP US N 2 2025-07-17 Floating 6.93000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAD8 829000.00000000 PA USD 589170.30000000 0.120361967142 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC Term Loan B 12687HAB3 93161.74000000 PA USD 92016.78000000 0.018798165234 Long LON CORP US N 2 2027-11-30 Floating 7.93000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 SWAP/CDSWAP/SCDS: (NVFVES) 000000000 10000.00000000 OU Notional Amount -42.34000000 -0.00000864966 N/A DCR XX N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Novafives SAS Novafives SAS Y sell protection 2023-06-21 0.00000000 EUR -139.53000000 EUR 10000.00000000 EUR 115.38000000 N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 PRA Health Sciences Inc 45569KAA1 484000.00000000 PA USD 446446.44000000 0.091204820986 Long DBT CORP US N 2 2026-07-15 Fixed 2.88000000 N N N N N N ADAPTHEALTH LLC N/A AdaptHealth LLC 00653VAA9 73000.00000000 PA USD 67024.95000000 0.013692568735 Long DBT CORP US N 2 2028-08-01 Fixed 6.13000000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 Central Garden & Pet Co 153527AN6 194000.00000000 PA USD 171418.40000000 0.035019171584 Long DBT CORP US N 2 2030-10-15 Fixed 4.13000000 N N N N N N ABJA Investment Co 254900E6OE5YJ9WCCU19 ABJA Investment Co Pte Ltd 000000000 250000.00000000 PA USD 248125.00000000 0.050689610622 Long DBT CORP SG N 2 2024-07-31 Fixed 5.95000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 69867DAA6 1409000.00000000 PA USD 1405477.50000000 0.287125872900 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AR0 252000.00000000 PA USD 237510.00000000 0.048521065668 Long DBT CORP US N 2 2029-02-01 Fixed 5.38000000 N N N N N N Asplundh Tree Expert, LLC N/A Asplundh Tree Expert, LLC 2021 Term Loan B 04538FAD1 1046963.94000000 PA USD 1040420.42000000 0.212548134905 Long LON CORP US N 2 2027-09-07 Floating 6.59000000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AB3 601000.00000000 PA USD 535647.26000000 0.109427712001 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565CG7 333000.00000000 PA USD 292440.60000000 0.059742872117 Long DBT CORP US N 2 2031-05-15 Fixed 4.00000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 Spectrum Brands Inc 84762LAW5 154000.00000000 PA USD 135505.12000000 0.027682425270 Long DBT CORP US N 2 2030-07-15 Fixed 5.50000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAA3 104000.00000000 PA USD 97033.69000000 0.019823072900 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CHARTER COMMUNICATIONS OPERATI 000000000 -2164312.50000000 PA USD -2164312.50000000 -0.44214874716 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 2164312.50000000 USD 2179297.36000000 USD CDS N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 LSF11 A5 HoldCo LLC 50221DAA7 133000.00000000 PA USD 111835.72000000 0.022846988818 Long DBT CORP US N 2 2029-10-15 Fixed 6.63000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 ZF Finance GmbH 000000000 100000.00000000 PA 93303.21000000 0.019060970820 Long DBT CORP DE N 2 2027-05-06 Fixed 2.00000000 N N N N N N CLEAR CHANNEL INTL BV N/A Clear Channel International BV 18452MAB2 384000.00000000 PA USD 373663.73000000 0.076335995878 Long DBT CORP NL N 2 2025-08-01 Fixed 6.63000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 Medline Borrower LP 62482BAB8 1058000.00000000 PA USD 917934.03000000 0.187525314086 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A Legacy LifePoint Health LLC 53219LAT6 320000.00000000 PA USD 303667.20000000 0.062036361216 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N Digicel International Finance Limited 5493007V023VOEW4FK27 Digicel International Finance Limited 2017 Term Loan B 000000000 420475.28000000 PA USD 377797.04000000 0.077180392350 Long LON CORP LC N 2 2024-05-28 Floating 8.08000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP NETWORK I2I LTD PERP 5.65 31-D 000000000 -250500.00000000 PA USD -250500.00000000 -0.05117480084 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 250500.00000000 USD 252210.01000000 USD CDS N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BT9 172000.00000000 PA USD 91703.52000000 0.018734169154 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N OT MERGER CORP N/A OT Merger Corp 688777AA9 115000.00000000 PA USD 67853.76000000 0.013861886845 Long DBT CORP US N 2 2029-10-15 Fixed 7.88000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 Charles River Laboratories International Inc 159864AJ6 42000.00000000 PA USD 36749.76000000 0.007507631334 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 Epicor Software Corporation 2020 Term Loan 29426NAN4 287053.95000000 PA USD 281442.05000000 0.057495971495 Long LON CORP US N 2 2027-07-30 Floating 8.09000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CHESAPEAKE ENERGY CORPORATION 000000000 -389576.25000000 PA USD -389576.25000000 -0.07958677448 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 389576.25000000 USD 389958.79000000 USD CDS N N N Sterling Bank Trust N/A Sterling COOFS Trust 2004-2 859245AB8 926284.92000000 PA USD 9262.85000000 0.001892313389 Long ABS-O CORP US N 3 2030-03-30 Fixed 2.08000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp 758750AC7 90000.00000000 PA USD 90394.51000000 0.018466750687 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP IQVIA INC 5.0 15-OCT-2026 144a 000000000 -389498.75000000 PA USD -389498.75000000 -0.07957094196 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 389498.75000000 USD 392222.54000000 USD CDS N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 Ahead DB Holdings LLC 00867FAA6 150000.00000000 PA USD 124221.31000000 0.025377248704 Long DBT CORP US N 2 2028-05-01 Fixed 6.63000000 N N N N N N KBR INC 254900OFQDXZRKRCV808 KBR Inc 48242WAC0 206000.00000000 PA USD 184083.86000000 0.037606606288 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BK7 134000.00000000 PA USD 119353.80000000 0.024382862058 Long DBT CORP LR N 2 2027-07-15 Fixed 5.38000000 N N N N N N FREEPORT LNG INVESTMENTS, LLLP 549300LR5YVRZH4YPQ33 Freeport LNG Investments, LLLP Term Loan B 35670CAB4 1781091.59000000 PA USD 1721300.35000000 0.351645519417 Long LON CORP US N 2 2028-12-21 Floating 8.31000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP AMERICAN AIRLINES INC 11.75 15 000000000 -904187.50000000 PA USD -904187.50000000 -0.18471702692 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2049-12-31 904187.50000000 USD 909437.06000000 USD CDS N N N UFC Holdings, LLC 549300JEOTH7UMZ3C491 UFC Holdings, LLC 2021 Term Loan B 90266UAJ2 590935.28000000 PA USD 587147.38000000 0.119948703557 Long LON CORP US N 2 2026-04-29 Floating 7.57000000 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 Rockcliff Energy II LLC 77289KAA3 196000.00000000 PA USD 173707.94000000 0.035486903135 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SRS DISTRIBUTION INC 000000000 -314993.75000000 PA USD -314993.75000000 -0.06435026916 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 314993.75000000 USD 315296.93000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP IQVIA INC 5.0 15-MAY-2027 144a 000000000 -387837.50000000 PA USD -387837.50000000 -0.07923156417 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 387837.50000000 USD 387998.45000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SPRINT CORP 7.625 01-MAR-2026 000000000 -495247.50000000 PA USD -495247.50000000 -0.10117441989 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 495247.50000000 USD 498642.01000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP LEVEL 3 FINANCING INC 000000000 -248363.75000000 PA USD -248363.75000000 -0.05073838500 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 248363.75000000 USD 248607.63000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP KAISER ALUMINUM CORPORATION 4. 000000000 -272395.00000000 PA USD -272395.00000000 -0.05564774402 Short RA CORP US N 2 Reverse repurchase N 5.17000000 2049-12-31 272395.00000000 USD 274269.61000000 USD CDS N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA Inc 449934AD0 463000.00000000 PA USD 452582.50000000 0.092458360501 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N HUSKY III HOLDING LTD N/A Husky III Holding Ltd 44810RAA6 240000.00000000 PA USD 202800.00000000 0.041430138173 Long DBT CORP CA N 2 2025-02-15 Fixed 13.00000000 N N Y N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBG4 185000.00000000 PA USD 162407.80000000 0.033178390504 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ZOOMINFO TECHNOLOGIES LLC 000000000 -447205.00000000 PA USD -447205.00000000 -0.09135978768 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 447205.00000000 USD 447635.43000000 USD CDS N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAD4 754000.00000000 PA USD 638470.29000000 0.130433492771 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N SCIL IV LLC / SCIL USA H N/A SCIL IV LLC / SCIL USA Holdings LLC 78397UAA8 439000.00000000 PA USD 401042.69000000 0.081929260651 Long DBT CORP US N 2 2026-11-01 Fixed 5.38000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 SBA Communications Corp 78410GAG9 343000.00000000 PA USD 298389.42000000 0.060958160256 Long DBT US N 2 2029-02-01 Fixed 3.13000000 N N N N N N Aristocrat Technologies, Inc. 549300I5142EOXMKHL78 Aristocrat Technologies, Inc. 2022 Term Loan B 000000000 45500.00000000 PA USD 45528.67000000 0.009301080320 Long LON CORP US N 2 2029-05-24 Variable 7.25000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAV5 265000.00000000 PA USD 244131.25000000 0.049873724950 Long DBT CORP GB N 2 2029-09-27 Fixed 8.00000000 N N N N N N CDW LLC/CDW FINANCE N/A CDW LLC / CDW Finance Corp 12513GBF5 212000.00000000 PA USD 186451.88000000 0.038090370567 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AH0 326000.00000000 PA USD 262001.15000000 0.053524377938 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A Transocean Titan Financing Ltd 89386MAA6 175000.00000000 PA USD 180087.25000000 0.036790136344 Long DBT CORP KY N 2 2028-02-01 Fixed 8.38000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp 165167DG9 41000.00000000 PA USD 39027.49000000 0.007972950213 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SWF ESCROW ISSUER CORP 6.5 01- 000000000 -185212.50000000 PA USD -185212.50000000 -0.03783717685 Short RA CORP US N 2 Reverse repurchase N 4.65000000 2049-12-31 185212.50000000 USD 185764.79000000 USD CDS N N N Femur Buyer, Inc. 2549000I18BON7XEKV12 Femur Buyer, Inc. 1st Lien Term Loan 31446JAC9 438192.04000000 PA USD 391086.40000000 0.079895283972 Long LON CORP US N 2 2026-03-05 Floating 9.66000000 N N N N N N WHITE CAP PARENT LLC N/A White Cap Parent LLC 96351CAA4 235000.00000000 PA USD 213705.45000000 0.043658019338 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N Y N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAL9 50000.00000000 PA USD 44456.00000000 0.009081943898 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N TRI POINTE HOMES INC N/A Tri Pointe Homes Inc 87265HAF6 15000.00000000 PA USD 14250.00000000 0.002911141365 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AP3 495000.00000000 PA USD 487126.74000000 0.099515424783 Long DBT CORP US N 2 2025-04-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ING GROEP NV AT1-P 3.875 31-DE 000000000 -947187.50000000 PA USD -947187.50000000 -0.19350152367 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 947187.50000000 USD 948535.93000000 USD CDS N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CS9 10000.00000000 PA USD 8000.00000000 0.001634324977 Long DBT CORP US N 2 2032-02-15 Fixed 3.88000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 TruGreen Limited Partnership 2020 Term Loan 89787RAH5 904101.00000000 PA USD 833472.63000000 0.170270642132 Long LON CORP US N 2 2027-11-02 Floating 8.84000000 N N N N N N ALBION FINANCING 1SARL / N/A Albion Financing 1 SARL / Aggreko Holdings Inc 013304AA8 200000.00000000 PA USD 178008.33000000 0.036365432484 Long DBT CORP LU N 2 2026-10-15 Fixed 6.13000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 Ultimate Software Group Inc (The) 2021 Term Loan 90385KAK7 57995.49000000 PA USD 56427.87000000 0.011527684669 Long LON CORP US N 2 2026-05-04 Floating 8.27000000 N N N N N N New Arclin U.S. Holding Corp. N/A New Arclin U.S. Holding Corp. 2021 Delayed Draw Term Loan 03880YAD6 75553.33000000 PA USD 68010.09000000 0.013893823598 Long LON CORP US N 2 2028-10-02 Floating 8.91000000 N N N N N N KRUNG THAI BANK/CAYMAN 54930007ZQMYCRFQGE36 Krung Thai Bank PCL/Cayman Islands 000000000 202000.00000000 PA USD 177734.75000000 0.036309542656 Long DBT CORP TH N 2 2026-03-25 Fixed 4.40000000 N N N N N N BERKLINE BENCHCRAFT SUB NO N/A BERKLINE BENCHCRAFT SUB NO 000000000 200000.00000000 PA USD 0.02000000 0.000000004085 Long DBT CORP US N 3 2022-06-01 None 0.00000000 Y N Y N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP EG GLOBAL FINANCE PLC 000000000 -180000.00000000 PA USD -180000.00000000 -0.03677231198 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 180000.00000000 USD 180175.00000000 USD CDS N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 Commercial Metals Co 201723AQ6 31000.00000000 PA USD 27362.33000000 0.005589867419 Long DBT CORP US N 2 2030-01-15 Fixed 4.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDH0 81000.00000000 PA USD 74711.17000000 0.015262791401 Long DBT CORP US N 2 2028-06-15 Fixed 4.63000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP TRANSDIGM INC 8.0 15-DEC-2025 000000000 -612070.00000000 PA USD -612070.00000000 -0.12504016110 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 612070.00000000 USD 614682.35000000 USD CDS N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 NOVA Chemicals Corp 66977WAQ2 67000.00000000 PA USD 66100.19000000 0.013503648939 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP SCIENCE APPLICATIONS INTERNATI 000000000 -221250.00000000 PA USD -221250.00000000 -0.04519930015 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 221250.00000000 USD 222132.85000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CSC HOLDINGS LLC 6.5 01-FEB-20 000000000 -657400.00000000 PA USD -657400.00000000 -0.13430065500 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 657400.00000000 USD 659418.58000000 USD CDS N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AR9 188000.00000000 PA USD 189383.68000000 0.038689309813 Long DBT CORP US N 2 2025-05-01 Fixed 6.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP MINERVA MERGER SUB INC 6.5 15- 000000000 -100872.50000000 PA USD -100872.50000000 -0.02060730578 Short RA CORP US N 2 Reverse repurchase N 4.89000000 2049-12-31 100872.50000000 USD 100913.61000000 USD CDS N N N ACCOR SA 969500QZC2Q0TK11NV07 Accor SA 000000000 31500.00000000 PA 15378.94000000 0.003141773220 Long DBT CORP FR N 1 2027-12-07 Fixed 0.70000000 N N N N N Accor SA Accor SA EUR XXXX N N N Cornerstone OnDemand, Inc. 549300Z402F16H5EGH48 Cornerstone OnDemand, Inc. 2021 Term Loan 86803YAB9 514800.00000000 PA USD 473616.00000000 0.096755307302 Long LON CORP US N 2 2028-10-16 Floating 8.59000000 N N N N N N GRAHAM PACKAGING/GPC CAP 549300YS0ZFT826HIK72 Graham Packaging Co Inc 384701AA6 60000.00000000 PA USD 51887.27000000 0.010600082670 Long DBT CORP US N 2 2028-08-15 Fixed 7.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EA9 266000.00000000 PA USD 309395.24000000 0.063206546071 Long DBT CORP US N 2 2030-07-15 Fixed 8.88000000 N N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 Anchorage Capital CLO 7 Ltd 03328TBG9 1000000.00000000 PA USD 883907.50000000 0.180574013102 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 8.30000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ARCONIC ROLLED PRODUCTS CORP 000000000 -274522.50000000 PA USD -274522.50000000 -0.05608237232 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 274522.50000000 USD 274786.73000000 USD CDS N N N Onslow Bay Financial LLC N/A OBX 2022-NQM9 Trust 67118LAA9 96896.37000000 PA USD 97067.24000000 0.019829926850 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.45000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BV2 715000.00000000 PA USD 717574.00000000 0.146593638902 Long DBT CORP CA N 2 2026-06-15 Fixed 7.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ADVANCED DRAINAGE SYSTEMS INC 000000000 -370653.75000000 PA USD -370653.75000000 -0.07572108519 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 370653.75000000 USD 373209.72000000 USD CDS N N N HELIOS SOFT/ION CORP SOL N/A Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl 42329HAA6 200000.00000000 PA USD 162493.47000000 0.033195892082 Long DBT CORP US N 2 2028-05-01 Fixed 4.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UNITED AIRLINES INC 4.375 15-A 000000000 -386138.75000000 PA USD -386138.75000000 -0.07888452547 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 386138.75000000 USD 386514.16000000 USD CDS N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAN4 676000.00000000 PA USD 687120.20000000 0.140372213153 Long DBT CORP US N 2 2025-06-15 Fixed 7.13000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 Spectrum Brands, Inc. 2021 Term Loan 84762NBP5 457914.16000000 PA USD 453142.69000000 0.092572802065 Long LON CORP US N 2 2028-03-03 Floating 6.96000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -9130.91000000 -0.00186535928 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 367679.84000000 EUR 391214.11000000 USD 2023-06-14 -9130.91000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CCO HOLDINGS LLC 6.375 01-SEP- 000000000 -568750.00000000 PA USD -568750.00000000 -0.11619029135 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2049-12-31 568750.00000000 USD 570559.73000000 USD CDS N N N SERVICE KING (CARNELIAN POINT) N/A SERVICE KING (CARNELIAN POINT) 000000000 1357.00000000 NS USD 0.00000000 0.000000 N/A DE US N 2 N/A N/A Call Purchased CARNELIAN POINT HOLDINGS L.P. CARNELIAN POINT HOLDINGS L.P. 1.00000000 1.00000000 USD 2027-06-30 XXXX 0.00000000 N N N SUMMIT MATERIALS LLC/FIN N/A Summit Materials LLC / Summit Materials Finance Corp 86614RAN7 92000.00000000 PA USD 86940.00000000 0.017761026690 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N Adevinta ASA 529900W8V3YLHRSZH763 Adevinta ASA USD Term Loan B 000000000 749694.87000000 PA USD 742820.17000000 0.151751194678 Long LON CORP NO N 2 2028-06-26 Floating 7.91000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP LEVEL 3 FINANCING INC 3.75 15- 000000000 -102555.00000000 PA USD -102555.00000000 -0.02095102475 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 102555.00000000 USD 103394.67000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP PATTERN ENERGY OPERATIONS LP 4 000000000 -254320.00000000 PA USD -254320.00000000 -0.05195519102 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 254320.00000000 USD 254431.27000000 USD CDS N N N CLARIV SCI HLD CORP N/A Clarivate Science Holdings Corp 18064PAC3 741000.00000000 PA USD 661319.75000000 0.135101423171 Long DBT CORP US N 2 2028-07-01 Fixed 3.88000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 Charles River Laboratories International Inc 159864AE7 159000.00000000 PA USD 148805.72000000 0.030399613119 Long DBT CORP US N 2 2028-05-01 Fixed 4.25000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, Inc. 2023 Term Loan B 81527CAP2 1771380.58000000 PA USD 1746652.11000000 0.356824646241 Long LON CORP US N 2 2028-02-17 Variable 8.56000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AU3 1250000.00000000 PA USD 1159775.00000000 0.236931156310 Long DBT CORP GB N 2 2025-09-27 Fixed 7.50000000 N N N N N N REKEEP SPA 8156008737CA044FCB79 Rekeep SpA 000000000 100000.00000000 PA 95435.99000000 0.019496677773 Long DBT CORP IT N 2 2026-02-01 Fixed 7.25000000 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 Teleflex Inc 879369AG1 331000.00000000 PA USD 314752.87000000 0.064301059637 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAD3 404000.00000000 PA USD 368585.36000000 0.075298532511 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp. 2nd Lien Term Loan B1 71360HAG2 455059.69000000 PA USD 441407.90000000 0.090175494515 Long LON CORP US N 2 2029-02-01 Floating 12.65000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXXVII Ltd 55817EAQ9 800000.00000000 PA USD 774472.56000000 0.158217481124 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.44000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AV1 1582000.00000000 PA USD 1598997.01000000 0.326660093997 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38145G308 140000.00000000 NS USD 3474800.00000000 0.709869053865 Long EP CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EU4 215000.00000000 PA USD 214731.25000000 0.043867580658 Long DBT CORP US N 2 2026-03-10 Fixed 6.30000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MAUSER PACKAGING SOLUTIONS HOL 000000000 -3016796.25000000 PA USD -3016796.25000000 -0.61630318282 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 3016796.25000000 USD 3017227.82000000 USD CDS N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan 81753HAF8 185298.71000000 PA USD 181414.85000000 0.037061352574 Long LON CORP US N 2 2023-08-10 Floating 12.37000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ENLINK MIDSTREAM LLC 000000000 -256650.00000000 PA USD -256650.00000000 -0.05243118817 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 256650.00000000 USD 256907.01000000 USD CDS N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems Inc 85205TAL4 32000.00000000 PA USD 32000.00000000 0.006537299908 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N IND & COMM BK OF CHINA 5493002ERZU2K9PZDL40 Industrial & Commercial Bank of China Ltd 000000000 200000.00000000 PA USD 187000.00000000 0.038202346343 Long DBT CORP CN N 2 2026-09-24 Fixed 3.20000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NGL ENERGY OPERATING LLC 7.5 0 000000000 -122692.50000000 PA USD -122692.50000000 -0.02506492715 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 122692.50000000 USD 122809.40000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GENERAL MOTORS FINANCIAL CO IN 000000000 -207000.00000000 PA USD -207000.00000000 -0.04228815878 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 207000.00000000 USD 207056.93000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NEW FORTRESS ENERGY INC 6.5 30 000000000 -357572.50000000 PA USD -357572.50000000 -0.07304870849 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2023-05-10 357572.50000000 USD 357922.23000000 USD CDS N N N AZZ Inc. 549300HD1X2NFLWPYC83 AZZ Inc. Term Loan B 00247NAG7 109365.00000000 PA USD 109182.36000000 0.022304932252 Long LON CORP US N 2 2029-05-13 Variable 9.16000000 N N N N N N Anchorage Capital CLO LTD 549300V7DN3VJ8H1GE96 Anchorage Capital CLO 3-R Ltd 03330BAA8 850000.00000000 PA USD 673806.48000000 0.137652345011 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 10.30000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 Match Group Holdings II LLC 57665RAL0 198000.00000000 PA USD 170478.00000000 0.034827056683 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CARNIVAL CORP 6.0 01-MAY-2029 000000000 -278475.00000000 PA USD -278475.00000000 -0.05688983100 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 278475.00000000 USD 278745.74000000 USD CDS N N N EYECARE PARTNERS, LLC 254900ZAACWK09RJ8W93 EyeCare Partners, LLC 2021 Incremental Term Loan 30233PAH3 194184.64000000 PA USD 156858.47000000 0.032044714426 Long LON CORP US N 2 2028-11-15 Floating 8.59000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP UNIVISION COMMUNICATIONS INC 7 000000000 -172425.00000000 PA USD -172425.00000000 -0.03522481052 Short RA CORP US N 2 Reverse repurchase N 4.87000000 2049-12-31 172425.00000000 USD 172898.07000000 USD CDS N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 OWL Rock Core Income Corp 69120VAN1 302000.00000000 PA USD 297510.90000000 0.060778686859 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 000000000 100000.00000000 PA 113872.49000000 0.023263081828 Long DBT CORP PA N 2 2026-02-01 Fixed 10.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP RHP HOTEL PROPERTIES LP 4.75 1 000000000 -516975.00000000 PA USD -516975.00000000 -0.10561314438 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 516975.00000000 USD 520518.43000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CREDIT AGRICOLE SA AT1-P 4.75 000000000 -155500.00000000 PA USD -155500.00000000 -0.03176719174 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 155500.00000000 USD 156533.43000000 USD CDS N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDE9 158000.00000000 PA USD 120222.20000000 0.024560268034 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Da Vinci Purchaser Corp. 254900CEZYHAWVXDTS47 Da Vinci Purchaser Corp. 2019 Term Loan 23343FAB0 672415.12000000 PA USD 634174.87000000 0.129555978747 Long LON CORP US N 2 2027-01-08 Floating 8.95000000 N N N N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 Easy Tactic Ltd 000000000 218268.00000000 PA USD 50106.15000000 0.010236216557 Long DBT CORP VG N 2 2027-07-11 Fixed 7.50000000 N N Y N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 Consolidated Communications, Inc. 2021 Term Loan B 20903EBB0 349148.30000000 PA USD 274343.28000000 0.056045759355 Long LON CORP US N 2 2027-10-02 Floating 8.38000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AT4 175000.00000000 PA USD 144986.65000000 0.029619412932 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TENET HEALTHCARE CORPORATION 5 000000000 -139680.00000000 PA USD -139680.00000000 -0.02853531410 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 139680.00000000 USD 139815.80000000 USD CDS N N N LIFE TIME INC 549300PALKE96VYH4X17 Life Time Inc 53190FAC9 239000.00000000 PA USD 227984.49000000 0.046575093303 Long DBT CORP US N 2 2026-04-15 Fixed 8.00000000 N N N N N N Formula One Holdings Limited. 549300BBG8Z3D6QSYP53 Formula One Holdings Limited. Term Loan B 000000000 609000.00000000 PA USD 609255.78000000 0.124465242348 Long LON CORP LU N 2 2030-01-15 Variable 8.06000000 N N N N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 Madison Park Funding XXV Ltd 55820RAJ1 980813.02000000 PA USD 969165.28000000 0.197991378022 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 5.79000000 N N N N N N Tamko Building Products, LLC 5493003VQCGZ0AORLH30 Tamko Building Products, LLC Term Loan B 87510EAB5 147902.25000000 PA USD 143604.21000000 0.029336993405 Long LON CORP US N 2 2026-06-01 Floating 7.99000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAN4 378000.00000000 PA USD 353089.80000000 0.072132934918 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDK3 183000.00000000 PA USD 175390.86000000 0.035830707909 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 Iridium Satellite LLC 2021 Term Loan B2 46269KAL8 678255.11000000 PA USD 677068.16000000 0.138318675648 Long LON CORP US N 2 2026-11-04 Variable 7.41000000 N N N N N N Genuine Financial Holdings, LLC 5493008VX60Q72RHI784 Genuine Financial Holdings, LLC 2018 1st Lien Term Loan 37190DAF0 301262.80000000 PA USD 298753.28000000 0.061032493442 Long LON CORP US N 2 2025-07-11 Floating 8.59000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHS/COMMUNITY HEALTH SYSTEMS I 000000000 -329437.50000000 PA USD -329437.50000000 -0.06730099183 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 329437.50000000 USD 329757.79000000 USD CDS N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 Precision Drilling Corp 740212AM7 12000.00000000 PA USD 10890.00000000 0.002224724875 Long DBT CORP CA N 2 2029-01-15 Fixed 6.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BLACKSTONE HOLDINGS FINANCE CO 000000000 -593145.00000000 PA USD -593145.00000000 -0.12117396107 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 593145.00000000 USD 597535.92000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOXER PARENT CO INC 7.125 02-O 000000000 -348230.00000000 PA USD -348230.00000000 -0.07114012335 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 348230.00000000 USD 350665.19000000 USD CDS N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAB1 1413000.00000000 PA USD 859386.60000000 0.175564623186 Long DBT CORP US N 2 2028-03-01 Fixed 6.13000000 N N N N N N Lealand Finance Company B.V. N/A Lealand Finance Company B.V. 2020 Take Back Term Loan 000000000 116416.26000000 PA USD 76640.32000000 0.015656898654 Long LON CORP NL N 2 2025-06-30 Floating 5.84000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP UPC BROADBAND FINCO BV 4.875 1 000000000 -313738.75000000 PA USD -313738.75000000 -0.06409388443 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 313738.75000000 USD 315889.17000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP PETROLEOS MEXICANOS 8.75 02-JU 000000000 -90721.94000000 PA USD -90721.94000000 -0.01853364156 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 90721.94000000 USD 90811.73000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP POST HOLDINGS INC 4.625 15-APR 000000000 -93220.00000000 PA USD -93220.00000000 -0.01904397179 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 93220.00000000 USD 94028.14000000 USD CDS N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 166.82000000 0.000034079761 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 31740000.00000000 JPY 241953.87000000 USD 2023-06-21 166.82000000 N N N CONSENSUS CLOUD SOLUTION N/A Consensus Cloud Solutions Inc 20848VAB1 64000.00000000 PA USD 53075.14000000 0.010842753371 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAJ1 54000.00000000 PA USD 49846.19000000 0.010183109167 Long DBT CORP US N 2 2030-08-01 Fixed 5.13000000 N N N N N N SPX FLOW, INC. 5493003YXEKRBINIEM78 SPX Flow, Inc. 2022 Term Loan 000000000 1111470.28000000 PA USD 1057986.33000000 0.216136685587 Long LON CORP US N 2 2029-04-05 Variable 9.41000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 Allied Universal Holdco LLC 2021 USD Incremental Term Loan B 01957TAH0 1587988.02000000 PA USD 1505476.16000000 0.307554661366 Long LON CORP US N 2 2028-05-12 Variable 8.66000000 N N N N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 MKS Instruments, Inc. 2022 USD Term Loan B 55314NAS3 756948.12000000 PA USD 751899.28000000 0.153605971709 Long LON CORP US N 2 2029-08-17 Variable 7.61000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AH0 164000.00000000 PA USD 158260.00000000 0.032331033862 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HALLIBURTON COMPANY 3.8 15-NOV 000000000 -2786.25000000 PA USD -2786.25000000 -0.00056920474 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 2786.25000000 USD 2804.88000000 USD CDS N N N Cobham Ultra SeniorCo S.a.r.l N/A Cobham Ultra SeniorCo S.a.r.l USD Term Loan B 000000000 154225.97000000 PA USD 150595.49000000 0.030765246345 Long LON CORP US N 2 2029-08-03 Floating 8.56000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 Lions Gate Capital Holdings LLC 53627NAE1 310000.00000000 PA USD 203825.00000000 0.041639536060 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BP7 420000.00000000 PA USD 332195.98000000 0.067864523431 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 Entegris Inc 29362UAC8 246000.00000000 PA USD 222243.14000000 0.045402189340 Long DBT CORP US N 2 2028-04-15 Fixed 4.38000000 N N N N N N NCL FINANCE LTD N/A NCL Finance Ltd 62888HAA7 261000.00000000 PA USD 211472.64000000 0.043201877194 Long DBT CORP BM N 2 2028-03-15 Fixed 6.13000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP FIRSTENERGY TRANSMISSION LLC 5 000000000 -373380.00000000 PA USD -373380.00000000 -0.07627803250 Short RA CORP US N 2 Reverse repurchase N 5.08000000 2049-12-31 373380.00000000 USD 376631.00000000 USD CDS N N N H.B. Fuller Company JSMX3Z5FOYM8V0Q52357 H.B. Fuller Company 2023 Term Loan B 40409VAS3 150000.00000000 PA USD 150516.00000000 0.030749007284 Long LON CORP US N 2 2030-02-15 Variable 7.31000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ARAMARK SERVICES INC 6.375 01- 000000000 -143585.00000000 PA USD -143585.00000000 -0.02933306898 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 143585.00000000 USD 143724.60000000 USD CDS N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC 2021 Term Loan B 04350TAC8 1027618.70000000 PA USD 1008669.41000000 0.206061701318 Long LON CORP US N 2 2026-08-27 Variable 9.71000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 Chile Government International Bond 168863DY1 200000.00000000 PA USD 176100.00000000 0.035975578561 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAA9 226168.00000000 PA USD 222574.60000000 0.045469903510 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BR7 2249000.00000000 PA USD 2271490.00000000 0.464044105319 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 000000000 100000.00000000 PA 98071.14000000 0.020035014206 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N IMOLA MERGER CORP N/A Imola Merger Corp 45258LAA5 510000.00000000 PA USD 456240.90000000 0.093205737313 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 Transocean Inc 893830BX6 972000.00000000 PA USD 991440.00000000 0.202541894429 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP REGAL REXNORD CORP 6.05 15-APR 000000000 -545012.50000000 PA USD -545012.50000000 -0.11134094270 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 545012.50000000 USD 545551.91000000 USD CDS N N N Sally Holdings, LLC 3GM3SMNQ8UJOJU9DFN26 Sally Holdings, LLC 2023 Term Loan B 79546KAH3 291000.00000000 PA USD 289908.75000000 0.059225638905 Long LON CORP US N 3 2030-02-28 Variable 7.31000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP MARSH & MCLENNAN COMPANIES INC 000000000 -701250.00000000 PA USD -701250.00000000 -0.14325879878 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 701250.00000000 USD 709621.17000000 USD CDS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -25656.82000000 -0.00524144772 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 888000.00000000 GBP 1071455.12000000 USD 2023-06-21 -25656.82000000 N N N Lonza Group AG 549300Y0CIXN5D40L888 Lonza Group AG USD Term Loan B 000000000 396081.62000000 PA USD 366070.52000000 0.074784774283 Long LON CORP US N 2 2028-07-03 Floating 9.16000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BF3 257000.00000000 PA USD 177754.05000000 0.036313485465 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP APACHE CORPORATION 4.25 15-JAN 000000000 -120360.00000000 PA USD -120360.00000000 -0.02458841928 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 120360.00000000 USD 120474.68000000 USD CDS N N N Cogeco Financing 2 LP 5493002JZGWJIUQ60C59 Cogeco Financing 2 LP 2021 Incremental Term Loan B 19239PAD9 669885.61000000 PA USD 660259.35000000 0.134884793395 Long LON CORP US N 2 2028-09-01 Floating 7.34000000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAB3 418000.00000000 PA USD 364157.42000000 0.074393945894 Long DBT CORP US N 2 2031-06-15 Fixed 4.38000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 Churchill Downs Incorporated 2021 Incremental Term Loan B1 17148PAF8 483343.96000000 PA USD 479718.88000000 0.098002068454 Long LON CORP US N 2 2028-03-17 Floating 6.85000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCS7 204000.00000000 PA USD 201229.68000000 0.041109336523 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496AQ0 108000.00000000 PA USD 110187.54000000 0.022510281100 Long DBT CORP US N 2 2031-02-01 Fixed 6.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FRONTIER COMMUNICATIONS HOLDIN 000000000 -188902.50000000 PA USD -188902.50000000 -0.03859100925 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2023-05-10 188902.50000000 USD 189080.65000000 USD CDS N N N PREMIER ENTERTAINMENT SU N/A Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 74052HAB0 116000.00000000 PA USD 83386.60000000 0.017035100393 Long DBT CORP US N 2 2031-09-01 Fixed 5.88000000 N N N N N N HESS MIDSTREAM OPERATION N/A Hess Midstream Operations LP 428102AE7 240000.00000000 PA USD 214344.00000000 0.043788469115 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDP2 353000.00000000 PA USD 348234.50000000 0.071141042661 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 Arches Buyer Inc 039524AA1 110000.00000000 PA USD 91932.50000000 0.018780947621 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 Boxer Parent Co Inc 103186AC6 678000.00000000 PA USD 657470.30000000 0.134315016635 Long DBT CORP US N 2 2026-03-01 Fixed 9.13000000 N N N N N N PetVet Care Centers, LLC 549300V0HK8MSXZNOM91 PetVet Care Centers, LLC 2021 Term Loan B3 70476XAK1 20521.56000000 PA USD 19772.52000000 0.004039340412 Long LON CORP US N 2 2025-02-14 Floating 8.34000000 N N N N N N Clark Equipment Company 549300X1FKNY520VPF71 Clark Equipment Company 2022 Term Loan B 18143EAK5 164340.00000000 PA USD 163827.26000000 0.033468372871 Long LON CORP US N 2 2029-04-20 Variable 7.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 SWAP/CDSWAP/ICE: (CDX.NA.IG.40.V1) 000000000 20450000.00000000 OU Notional Amount USD -241820.80000000 -0.04940172168 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S40 2I65BYEC5 Y buy protection 2028-06-21 0.00000000 USD -84834.10000000 USD 20450000.00000000 USD -156986.70000000 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAA0 19000.00000000 PA USD 18445.47000000 0.003768236542 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AC5 477000.00000000 PA USD 461299.55000000 0.094239172069 Long DBT CORP US N 2 2027-01-15 Fixed 4.63000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCK7 764000.00000000 PA USD 624692.24000000 0.127618766365 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corp 144285AM5 326000.00000000 PA USD 337196.47000000 0.068886076644 Long DBT CORP US N 2 2030-03-15 Fixed 7.63000000 N N N N N N ENERGY TRANSFER LP 5493006LL0CKP8WQW329 Energy Transfer LP 86765BAT6 235000.00000000 PA USD 226005.19000000 0.046170740875 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ARCHROCK PARTNERS LP 6.25 01-A 000000000 -570977.50000000 PA USD -570977.50000000 -0.11664534871 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 570977.50000000 USD 574811.77000000 USD CDS N N N CNTRL PARENT/CDK GLB INC N/A Central Parent Inc / CDK Global Inc 15477CAA3 517000.00000000 PA USD 508148.34000000 0.103809940525 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 Sensata Technologies Inc 81728UAB0 34000.00000000 PA USD 29750.00000000 0.006077646009 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALBERTSONS COMPANIES INC 4.875 000000000 -187250.00000000 PA USD -187250.00000000 -0.03825341899 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 187250.00000000 USD 187327.71000000 USD CDS N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 SWAP/CDSWAP/SCDS: (CMACG) 000000000 30000.00000000 OU Notional Amount 3235.37000000 0.000660955750 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 1073.27000000 EUR 0.00000000 EUR 30000.00000000 EUR 2057.47000000 N N N ARDAGH METAL PACKAGING N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 03969YAB4 2234000.00000000 PA USD 1748105.00000000 0.357121458043 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 AmWINS Group Inc 031921AB5 285000.00000000 PA USD 252225.00000000 0.051527202173 Long DBT CORP US N 2 2029-06-30 Fixed 4.88000000 N N N N N N SeaWorld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B 78488CAH3 304227.85000000 PA USD 302706.71000000 0.061840142116 Long LON CORP US N 2 2028-08-25 Floating 7.88000000 N N N N N N NMG PARENT LLC N/A NMG PARENT LLC 62929P102 1330.00000000 NS USD 168467.11000000 0.034416250714 Long EC CORP US N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 12175.00000000 OU Notional Amount -3863.74000000 -0.00078932584 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 -2818.50000000 EUR 12175.00000000 EUR -1179.14000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP OCCIDENTAL PETROLEUM CORPORATI 000000000 -463476.25000000 PA USD -463476.25000000 -0.09468385146 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 463476.25000000 USD 463917.84000000 USD CDS N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PED6 200000.00000000 PA USD 173725.00000000 0.035490388333 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N JINGRUI HOLDINGS LTD 549300RXCFKI6KHCMP52 Jingrui Holdings Ltd 000000000 200000.00000000 PA USD 17091.37000000 0.003491606610 Long DBT CORP KY N 2 2022-07-25 None 0.00000000 Y N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AQ1 436000.00000000 PA USD 412658.74000000 0.084302310732 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BS1 136000.00000000 PA USD 75197.12000000 0.015362066429 Long DBT CORP US N 2 2029-01-15 Fixed 3.63000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAF7 667000.00000000 PA USD 675552.78000000 0.138009097725 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CCO HOLDINGS LLC 7.375 01-MAR- 000000000 -259160.00000000 PA USD -259160.00000000 -0.05294395763 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2049-12-31 259160.00000000 USD 260210.32000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MGIC INVESTMENT CORPORATION 5. 000000000 -147377.50000000 PA USD -147377.50000000 -0.03010784116 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 147377.50000000 USD 148377.42000000 USD CDS N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 Cano Health LLC 13782CAA8 78000.00000000 PA USD 42705.00000000 0.008724231019 Long DBT CORP US N 2 2028-10-01 Fixed 6.25000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAA7 381000.00000000 PA USD 365018.90000000 0.074569938179 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N Greeneden U.S. Holdings II, LLC 549300CVRD4OUCPHWQ42 Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4 39479UAQ6 1553691.62000000 PA USD 1528195.54000000 0.312196017641 Long LON CORP US N 2 2027-12-01 Floating 8.84000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CATALENT PHARMA SOLUTIONS INC 000000000 -267362.50000000 PA USD -267362.50000000 -0.05461965146 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 267362.50000000 USD 267622.44000000 USD CDS N N N Bright Horizons Family Solutions, LLC 254900BHOU40CFNXWQ75 Bright Horizons Family Solutions, LLC 2021 Term Loan B 10919RAN9 753224.31000000 PA USD 740517.42000000 0.151280764448 Long LON CORP US N 2 2028-11-24 Variable 7.17000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAM0 211000.00000000 PA USD 178295.00000000 0.036423996477 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N CPG International Inc. 549300SVLALB4NVWP891 CPG International Inc. 2022 Term Loan B 12594VAD0 358200.00000000 PA USD 353124.31000000 0.072139984988 Long LON CORP US N 2 2029-04-28 Variable 7.41000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CH3 98000.00000000 PA USD 90979.77000000 0.018586313816 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 Unique Pub Finance Co PLC/The 000000000 33466.90000000 PA 40682.66000000 0.008311085922 Long ABS-O CORP GB N 2 2027-06-30 Fixed 5.66000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SBA COMMUNICATIONS CORP 3.125 000000000 -194625.00000000 PA USD -194625.00000000 -0.03976006233 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 194625.00000000 USD 194812.33000000 USD CDS N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DJ6 1000000.00000000 PA USD 935494.45000000 0.191112743213 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAM1 303000.00000000 PA USD 293608.52000000 0.059981467220 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 Jones Deslauriers Insurance Management Inc 48020RAB1 275000.00000000 PA USD 285029.25000000 0.058228802815 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A Jefferies Finance LLC / JFIN Co-Issuer Corp 47232MAF9 325000.00000000 PA USD 275141.75000000 0.056208879288 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A Suburban Propane Partners LP/Suburban Energy Finance Corp 864486AL9 91000.00000000 PA USD 79511.25000000 0.016243402730 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -29759.60000000 -0.00607960719 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1030000.00000000 GBP 1242791.41000000 USD 2023-06-21 -29759.60000000 N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 Vail Resorts Inc 91879QAL3 154000.00000000 PA USD 154360.32000000 0.031534365808 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N BOYNE USA INC N/A Boyne USA Inc 103557AC8 344000.00000000 PA USD 307114.43000000 0.062740597977 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 Surgery Center Holdings Inc 84611WAB0 305000.00000000 PA USD 301729.12000000 0.061640429647 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP STANDARD INDUSTRIES INC (DELAW 000000000 -147247.50000000 PA USD -147247.50000000 -0.03008128338 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 147247.50000000 USD 148277.21000000 USD CDS N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857LAN8 49000.00000000 PA USD 73372.66000000 0.014989346360 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc Booking Holdings Inc USD XXXX N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AP0 200000.00000000 PA USD 150180.00000000 0.030680365635 Long DBT CORP FR N 2 2029-03-23 Fixed 4.75000000 N N N N N N RADIATE HOLDCO / FINANCE N/A Radiate Holdco LLC / Radiate Finance Inc 75026JAC4 995000.00000000 PA USD 778587.50000000 0.159058124777 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 Owl Rock Capital Corp 69121KAE4 63000.00000000 PA USD 55625.81000000 0.011363831332 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N 8th Avenue Food & Provisions, Inc. 549300PBCACU45IZ2V05 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan 28253PAC3 649146.31000000 PA USD 569522.02000000 0.116348007797 Long LON CORP US N 2 2025-10-01 Floating 8.59000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CARNIVAL CORP 000000000 -50676.25000000 PA USD -50676.25000000 -0.01035268264 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-04-11 50676.25000000 USD 50718.13000000 USD CDS N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBG7 90000.00000000 PA USD 90454.39000000 0.018478983609 Long DBT CORP US N 2 2026-03-15 Fixed 6.41000000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 77586RAN0 122000.00000000 PA USD 120017.50000000 0.024518449744 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 Nordea Bank Abp 65559CAD3 560000.00000000 PA USD 434800.80000000 0.088825725945 Long DBT CORP FI N 2 2029-03-01 Fixed 3.75000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AG8 131000.00000000 PA USD 113315.00000000 0.023149191849 Long DBT CORP US N 2 2029-06-01 Fixed 3.88000000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 TK Elevator US Newco Inc 92537RAA7 1433000.00000000 PA USD 1352895.30000000 0.276383822548 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AM3 145000.00000000 PA USD 109488.05000000 0.022367381853 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 TK Elevator Holdco GmbH 92537VAA8 400000.00000000 PA USD 345695.55000000 0.070622358985 Long DBT CORP DE N 2 2028-07-15 Fixed 7.63000000 N N N N N N SIRVA Worldwide, Inc. 549300NHGBSB7RBY2786 SIRVA Worldwide, Inc. 2018 1st Lien Term Loan 82968EAB3 370800.05000000 PA USD 336686.45000000 0.068781884341 Long LON CORP US N 2 2025-08-04 Floating 10.66000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAG8 186000.00000000 PA USD 166783.50000000 0.034072304980 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VIAVI SOLUTIONS INC 3.75 01-OC 000000000 -215141.25000000 PA USD -215141.25000000 -0.04395133981 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 215141.25000000 USD 216586.58000000 USD CDS N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAP9 636000.00000000 PA USD 653044.80000000 0.133410928487 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT JUN23 000000000 63.00000000 NC USD 260831.91000000 0.053285513171 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYM3 Comdty 2023-06-21 7378902.47000000 USD 260831.91000000 N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ZIGGO BV 4.875 15-JAN-2030 144 000000000 -156250.00000000 PA USD -156250.00000000 -0.03192040971 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 156250.00000000 USD 157342.66000000 USD CDS N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 000000000 100000.00000000 PA 103366.94000000 0.021116896482 Long DBT CORP US N 2 2026-05-15 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP PERFORMANCE FOOD GROUP INC 4.2 000000000 -234341.25000000 PA USD -234341.25000000 -0.04787371975 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 234341.25000000 USD 235058.66000000 USD CDS N N N ORGANON & CO/ORG N/A Organon & Co / Organon Foreign Debt Co-Issuer BV 68622TAA9 428000.00000000 PA USD 391239.08000000 0.079926475064 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)JUN23 000000000 -336.00000000 NC USD -973786.64000000 -0.19893547853 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM3 Comdty 2023-06-21 -37687213.36000000 USD -973786.64000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP DUN & BRADSTREET CORPORATION ( 000000000 -333112.50000000 PA USD -333112.50000000 -0.06805175987 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 333112.50000000 USD 335235.63000000 USD CDS N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAR2 200000.00000000 PA USD 209350.00000000 0.042768241748 Long DBT CORP NL N 2 2031-09-15 Fixed 8.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP GFL ENVIRONMENTAL INC (ALBERTA 000000000 -204120.00000000 PA USD -204120.00000000 -0.04169980179 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 204120.00000000 USD 204209.30000000 USD CDS N N N LEGACY LIFEPOINT HEALTH N/A Legacy LifePoint Health LLC 53219LAS8 253000.00000000 PA USD 206919.65000000 0.042271744034 Long DBT CORP US N 2 2027-02-15 Fixed 4.38000000 N N N N N N Bain Capital Credit CLO, Limited N/A Bain Capital Credit CLO 2021-3 Ltd 05683NAG7 250000.00000000 PA USD 214073.25000000 0.043733157429 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 7.92000000 N N N N N N XPO ESCROW SUB LLC N/A XPO Escrow Sub LLC 98379JAA3 85000.00000000 PA USD 88400.00000000 0.018059290998 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 Naked Juice LLC Term Loan 62984CAD5 2213280.33000000 PA USD 1940914.05000000 0.396510538824 Long LON CORP US N 2 2029-01-24 Floating 8.25000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 Applied Systems, Inc. 2022 Extended 1st Lien Term Loan 03827FBB6 94528.24000000 PA USD 94257.89000000 0.019256002991 Long LON CORP US N 2 2026-09-18 Variable 9.40000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NABORS INDUSTRIES LTD 7.5 15-J 000000000 -169570.00000000 PA USD -169570.00000000 -0.03464156079 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 169570.00000000 USD 169737.83000000 USD CDS N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 Telecom Italia SpA/Milano 000000000 150000.00000000 PA 161088.90000000 0.032908951603 Long DBT CORP IT N 2 2024-04-11 Fixed 4.00000000 N N N N N N RONSHINE CHINA 549300GNBBT32SFSEC47 Ronshine China Holdings Ltd 000000000 200000.00000000 PA USD 13500.00000000 0.002757923399 Long DBT CORP KY N 2 2024-08-05 Fixed 6.75000000 Y Y N N N N Ryan Specialty Group, LLC 549300K52N7QBO3PYY45 Ryan Specialty Group, LLC Term Loan 78350UAE5 648348.11000000 PA USD 645916.80000000 0.131954744932 Long LON CORP US N 2 2027-09-01 Variable 7.91000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 Constellium SE 000000000 100000.00000000 PA 105222.52000000 0.021495974075 Long DBT CORP FR N 2 2026-02-15 Fixed 4.25000000 N N N N N N Bain Capital Credit CLO, Limited N/A Bain Capital Credit CLO 2020-2 Ltd 05683EAU6 300000.00000000 PA USD 259506.66000000 0.053014777024 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 8.10000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems Inc 85205TAN0 607000.00000000 PA USD 662388.75000000 0.135319809846 Long DBT CORP US N 2 2029-11-30 Fixed 9.38000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (ADRBID) 000000000 21917.00000000 OU Notional Amount -4315.22000000 -0.00088155897 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 -3175.30000000 EUR 21917.00000000 EUR -847.37000000 N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 Ashland LLC 04433LAA0 164000.00000000 PA USD 134058.58000000 0.027386910713 Long DBT CORP US N 2 2031-09-01 Fixed 3.38000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 WR Grace Holdings LLC 92943GAA9 1131000.00000000 PA USD 958522.50000000 0.195817157875 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N TMK Hawk Parent Corp. 5493005BF4TIZRN1TY89 TMK Hawk Parent Corp. 2020 Super Priority Second Out Term Loan B 87258WAL9 1300402.33000000 PA USD 728225.30000000 0.148769599606 Long LON CORP US N 2 2024-08-28 Floating 8.46000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ASCENT RESOURCES UTICA LLC 9.0 000000000 -652500.00000000 PA USD -652500.00000000 -0.13329963095 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 652500.00000000 USD 653157.21000000 USD CDS N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2020 Term Loan B8 04649VAX8 749097.82000000 PA USD 693185.16000000 0.141611227605 Long LON CORP US N 2 2026-12-23 Floating 8.09000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 Staples Inc 855030AN2 411000.00000000 PA USD 360089.43000000 0.073562893686 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCS0 734000.00000000 PA USD 700970.00000000 0.143201597412 Long DBT CORP US N 2 2029-09-01 Fixed 6.38000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 236000.00000000 PA USD 43778.00000000 0.008943434856 Long DBT NUSS UA N 2 2030-11-01 Fixed 9.75000000 Y Y N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NGPL PIPECO LLC 000000000 -229837.50000000 PA USD -229837.50000000 -0.04695364586 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 229837.50000000 USD 230060.95000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EF8 26000.00000000 PA USD 26975.00000000 0.005510739532 Long DBT CORP US N 2 2031-01-01 Fixed 6.13000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 65412JAU7 200000.00000000 PA USD 164500.00000000 0.033605807344 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP JPMORGAN CHASE & CO AT1-P 5.0 000000000 -1807500.00000000 PA USD -1807500.00000000 -0.36925529954 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 1807500.00000000 USD 1819637.86000000 USD CDS N N N Clarios Global LP 549300474L1ZLXZY2P98 Clarios Global LP 2021 USD Term Loan B 000000000 2275663.50000000 PA USD 2258596.02000000 0.461409986123 Long LON CORP CA N 2 2026-04-30 Floating 8.09000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXXVIII Ltd 55821KAE6 250000.00000000 PA USD 240696.58000000 0.049172054078 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 6.44000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP TRANSDIGM INC 6.75 15-AUG-2028 000000000 -1220610.00000000 PA USD -1220610.00000000 -0.24935917630 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 1220610.00000000 USD 1224324.38000000 USD CDS N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-) 000000000 2318000.00000000 OU Notional Amount USD -660340.25000000 -0.13490132050 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 -433557.60000000 USD 2318000.00000000 USD -226782.65000000 N N N Madison Park Funding Ltd 549300FNRP3W5DX0O430 Madison Park Funding XXVI Ltd 55819YAG5 250000.00000000 PA USD 233040.45000000 0.047607978517 Long ABS-CBDO CORP KY N 2 2030-07-29 Floating 7.80000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (TKAGR) 000000000 20000.00000000 OU Notional Amount 22.68000000 0.000004633311 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 thyssenkrupp AG thyssenkrupp AG Y sell protection 2023-12-21 0.00000000 EUR -306.32000000 EUR 20000.00000000 EUR 333.84000000 N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 Callon Petroleum Co 13123XBD3 1085000.00000000 PA USD 1074909.50000000 0.219593930515 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N OLA Netherlands B.V. N/A OLA Netherlands B.V. Term Loan 000000000 633684.11000000 PA USD 598831.48000000 0.122335655615 Long LON CORP NL N 2 2026-12-15 Variable 11.11000000 N N N N N N SOTHEBY'S/BIDFAIR HLD N/A Sotheby's/Bidfair Holdings Inc 83600GAA2 653000.00000000 PA USD 541545.44000000 0.110632654863 Long DBT CORP US N 2 2029-06-01 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP MORGAN STANLEY 4.0 23-JUL-2025 000000000 -899862.50000000 PA USD -899862.50000000 -0.18383346997 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 899862.50000000 USD 906092.80000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BIDFAIR HOLDINGS INC 5.875 01- 000000000 -170970.00000000 PA USD -170970.00000000 -0.03492756766 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 170970.00000000 USD 172141.86000000 USD CDS N N N MH Sub I, LLC N/A MH Sub I, LLC 2021 2nd Lien Term Loan 55303BAD5 1004616.00000000 PA USD 917545.93000000 0.187446028895 Long LON CORP US N 2 2029-02-23 Variable 11.06000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AL3 18000.00000000 PA USD 18008.82000000 0.003679033042 Long DBT CORP US N 2 2025-01-23 Fixed 5.70000000 N N N N N N INSTRUCTURE HOLDINGS, INC. N/A Instructure Holdings, Inc. 2021 Term Loan B 45783UAB7 308880.00000000 PA USD 306563.40000000 0.062628027716 Long LON CORP US N 3 2028-10-30 Floating 7.85000000 N N N N N N VIAD CORP 549300PXU4ZW7LPO5Y40 Viad Corp Initial Term Loan 92553BAL7 550153.67000000 PA USD 524021.37000000 0.107052651700 Long LON CORP US N 2 2028-07-30 Variable 9.92000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Security Corp/The 00109LAA1 27000.00000000 PA USD 24078.33000000 0.004918977016 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAS8 14000.00000000 PA USD 13725.78000000 0.002804048135 Long DBT CORP US N 2 2025-05-15 Fixed 4.88000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAH4 372000.00000000 PA USD 284452.00000000 0.058110876053 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N NEW FORTRESS ENERGY INC N/A New Fortress Energy Inc 644393AA8 783000.00000000 PA USD 753637.50000000 0.153961073754 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 Element Solutions Inc 28618MAA4 1508000.00000000 PA USD 1323481.12000000 0.270374781415 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CLEARWAY ENERGY OPERATING LLC 000000000 -236880.00000000 PA USD -236880.00000000 -0.04839236257 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 236880.00000000 USD 237117.21000000 USD CDS N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CY9 1315000.00000000 PA USD 1323221.43000000 0.270321729184 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAJ2 324000.00000000 PA USD 321626.70000000 0.065705318644 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAK9 168000.00000000 PA USD 151783.80000000 0.031008006935 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N STERLING COOFS TR N/A STERLING COOFS TR 859245AA0 637499.48000000 PA USD 6374.99000000 0.001302350673 Long ABS-O CORP US N 3 2029-04-15 Variable 2.36000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AC1 209000.00000000 PA USD 198491.48000000 0.040549947941 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFB6 100000.00000000 PA USD 99441.67000000 0.020315000632 Long DBT CORP US N 2 2038-01-19 Fixed 5.95000000 N N N N N N Insulet Corporation 549300TZTYD2PYN92D43 Insulet Corporation Term Loan B 45784QAB5 282960.00000000 PA USD 282164.88000000 0.057643638885 Long LON CORP US N 2 2028-05-04 Variable 8.17000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SOCIETE GENERALE SA AT1-P 5.37 000000000 -1260000.00000000 PA USD -1260000.00000000 -0.25740618391 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 1260000.00000000 USD 1261793.75000000 USD CDS N N N Jeld-Wen Inc. 549300XWE6NM0N1HFW16 Jeld-Wen Inc. 2021 Term Loan B 47579SAU4 333404.84000000 PA USD 322725.88000000 0.065929870810 Long LON CORP US N 2 2028-07-28 Floating 7.09000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CONSTELLIUM SE (FRANCE) 5.625 000000000 -383750.00000000 PA USD -383750.00000000 -0.07839652625 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 383750.00000000 USD 386380.29000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP UNITEDHEALTH GROUP INC 3.75 15 000000000 -1357912.50000000 PA USD -1357912.50000000 -0.27740878945 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 1357912.50000000 USD 1366993.54000000 USD CDS N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 LBM Acquisition LLC Term Loan B 50179JAB4 391824.47000000 PA USD 368009.38000000 0.075180865199 Long LON CORP US N 2 2027-12-17 Floating 8.59000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2 26483NAS9 302940.00000000 PA USD 300516.48000000 0.061392698667 Long LON CORP US N 2 2029-01-18 Variable 8.04000000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAJ8 134000.00000000 PA USD 123702.10000000 0.025271178970 Long DBT CORP CA N 2 2028-01-15 Fixed 4.38000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AU6 234000.00000000 PA USD 221878.80000000 0.045327758095 Long DBT CORP US N 2 2027-06-01 Fixed 6.63000000 N N N N N N GENESIS ENERGY LP/FIN 549300VJ5D6MDK138782 Genesis Energy LP / Genesis Energy Finance Corp 37185LAJ1 112000.00000000 PA USD 108488.58000000 0.022163199504 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CS6 1100000.00000000 PA USD 1092311.98000000 0.223149093982 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N II-VI Incorporated 549300O5C25A0MMHHU33 II-VI Incorporated 2022 Term Loan B 45173JAQ7 634337.86000000 PA USD 627201.56000000 0.128131396909 Long LON CORP US N 2 2029-07-02 Floating 7.67000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 Halliburton Co 406216BG5 3000.00000000 PA USD 2938.09000000 0.000600224234 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N FERTITTA ENTERTAINMENT N/A Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 31556TAA7 483000.00000000 PA USD 423929.10000000 0.086604739588 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR CREDIT COMPANY LLC 000000000 -212425.00000000 PA USD -212425.00000000 -0.04339643541 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 212425.00000000 USD 212635.24000000 USD CDS N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAA3 3500000.00000000 PA USD 2660000.00000000 0.543413054933 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Envision Healthcare Corporation 549300OL60X0LPKY8N60 Envision Healthcare Corporation 2022 Second Out Term Loan 29373UAF8 607447.63000000 PA USD 144268.81000000 0.029472764952 Long LON CORP US N 2 2027-03-31 Variable 9.15000000 N N N N N N Neuberger Berman CLO Ltd 5493008RV69QDGFCMY47 Neuberger Berman Loan Advisers NBLA CLO 52 Ltd 64135FAG5 500000.00000000 PA USD 498430.45000000 0.101824666731 Long ABS-CBDO CORP JE N 2 2035-10-24 Floating 10.33000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP CABLEVISION LIGHTPATH CT LLC 5 000000000 -273000.00000000 PA USD -273000.00000000 -0.05577133984 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 273000.00000000 USD 274848.44000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GFL ENVIRONMENTAL INC 4.75 15- 000000000 -261292.50000000 PA USD -261292.50000000 -0.05337960738 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 261292.50000000 USD 261364.36000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BOMBARDIER INC 6.0 15-FEB-2028 000000000 -462866.25000000 PA USD -462866.25000000 -0.09455923418 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 462866.25000000 USD 466070.96000000 USD CDS N N N CP Atlas Buyer, Inc. 2549006ZZ07G0NDDCR36 CP Atlas Buyer, Inc. 2021 Term Loan B 12658HAG7 798239.40000000 PA USD 705587.75000000 0.144144960432 Long LON CORP US N 2 2027-11-23 Variable 8.41000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 019579AA9 749000.00000000 PA USD 633841.25000000 0.129487823310 Long DBT CORP US N 2 2028-06-01 Fixed 4.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CELESTIAL-SATURN MERGER SUB IN 000000000 -295741.25000000 PA USD -295741.25000000 -0.06041716395 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2023-04-12 295741.25000000 USD 296014.40000000 USD CDS N N N CMG Media Corporation N/A CMG Media Corporation 2021 Term Loan 88145LAE4 577076.04000000 PA USD 508403.99000000 0.103862167423 Long LON CORP US N 2 2026-12-17 Floating 8.66000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AS1 133000.00000000 PA USD 130629.94000000 0.026686471714 Long DBT CORP US N 2 2025-02-15 Fixed 5.13000000 N N N N N N Ziggo Financing Partnership N/A Ziggo Financing Partnership USD Term Loan I 000000000 510000.00000000 PA USD 502916.10000000 0.102741042961 Long LON CORP US N 2 2028-04-30 Floating 7.18000000 N N N N N N USA COM PART/USA COM FIN N/A USA Compression Partners LP / USA Compression Finance Corp 91740PAC2 510000.00000000 PA USD 495692.85000000 0.101265400724 Long DBT CORP US N 2 2026-04-01 Fixed 6.88000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAE7 149000.00000000 PA USD 126192.57000000 0.025779958636 Long DBT CORP US N 2 2029-02-01 Fixed 4.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SIRIUS XM RADIO INC 3.125 01-S 000000000 -355361.25000000 PA USD -355361.25000000 -0.07259697085 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 355361.25000000 USD 357787.08000000 USD CDS N N N Ingersoll-Rand Services Company 549300YHGS5RRRQQ4T26 Ingersoll-Rand Services Company 2020 USD Spinco Term Loan 365556AU3 563111.80000000 PA USD 560651.00000000 0.114535741602 Long LON CORP US N 2 2027-03-01 Variable 6.66000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 64 CLO Ltd 26251LAJ3 250000.00000000 PA USD 229963.58000000 0.046979402831 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 7.44000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAG0 620000.00000000 PA USD 453220.00000000 0.092588595773 Long DBT CORP US N 2 2028-03-15 Fixed 1.13000000 N N N N Y Cable One Inc Cable One Inc USD XXXX N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 New Enterprise Stone & Lime Co Inc 644274AH5 81000.00000000 PA USD 71595.42000000 0.014626272895 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAP0 200000.00000000 PA USD 191437.98000000 0.039108984038 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HSBC HOLDINGS PLC T2 4.375 23- 000000000 -355006.25000000 PA USD -355006.25000000 -0.07252444768 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 355006.25000000 USD 355154.17000000 USD CDS N N N MH Sub I, LLC N/A MH Sub I, LLC 2017 1st Lien Term Loan 45567YAJ4 1539752.14000000 PA USD 1511359.11000000 0.308756492882 Long LON CORP US N 2 2024-09-13 Floating 8.59000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP UNION PACIFIC CORPORATION 3.2 000000000 -459000.00000000 PA USD -459000.00000000 -0.09376939556 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 459000.00000000 USD 462050.44000000 USD CDS N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 2609.73000000 0.000533143365 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 123866.13000000 USD 116156.37000000 EUR 2023-06-14 2609.73000000 N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco, LLC 2021 2nd Lien Term Loan 48254EAE1 100000.00000000 PA USD 97725.00000000 0.019964301050 Long LON CORP US N 2 2029-09-21 Floating 10.59000000 N N N N N N Cloudera, Inc. 549300PGONC4JOI0RG62 Cloudera, Inc. 2021 Second Lien Term Loan 74339VAE8 457000.00000000 PA USD 402923.19000000 0.082313429165 Long LON CORP US N 2 2029-10-08 Variable 10.91000000 N N N N N N GO DADDY OPCO/FINCO N/A Go Daddy Operating Co LLC / GD Finance Co Inc 38016LAA3 303000.00000000 PA USD 294853.85000000 0.060235876461 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N MH Sub I, LLC N/A MH Sub I, LLC 2020 Incremental Term Loan 45567YAL9 0.06000000 PA USD 0.06000000 0.000000012257 Long LON CORP US N 2 2024-09-13 Variable 8.38000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AL8 99000.00000000 PA USD 85255.83000000 0.017416966553 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ROLLS-ROYCE PLC 5.75 15-OCT-20 000000000 -747500.00000000 PA USD -747500.00000000 -0.15270724006 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-05-10 747500.00000000 USD 748234.00000000 USD CDS N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAM1 103000.00000000 PA USD 88322.50000000 0.018043458475 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Momentive Performance Materials Inc. 54930021ZH8MCUXACZ50 Momentive Performance Materials Inc. 2023 Term Loan 000000000 975000.00000000 PA USD 953062.50000000 0.194701731078 Long LON CORP US N 3 2028-03-31 None 0.00000000 N N N N N N REGIONAL MGMT ISSUANCE N/A REGIONAL MGMT ISSUANCE 75907WAA3 980000.00000000 PA USD 851424.00000000 0.173937938678 Long ABS-O CORP US N 3 2033-10-17 Fixed 3.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP OUTFRONT MEDIA CAPITAL LLC 000000000 -346175.00000000 PA USD -346175.00000000 -0.07072030612 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 346175.00000000 USD 346514.92000000 USD CDS N N N CRESTWOOD MID PARTNER LP N/A Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 226373AQ1 52000.00000000 PA USD 50097.32000000 0.010234412671 Long DBT CORP US N 2 2027-05-01 Fixed 5.63000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 Murphy Oil USA Inc 626738AE8 146000.00000000 PA USD 132992.89000000 0.027169200240 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N RENAULT SA 969500F7JLTX36OUI695 Renault SA 000000000 100000.00000000 PA 99096.18000000 0.020244420265 Long DBT CORP FR N 2 2026-05-25 Fixed 2.38000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC 12687GAB5 400000.00000000 PA USD 276020.00000000 0.056388297527 Long DBT CORP US N 2 2028-09-15 Fixed 5.63000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp 59833DAB6 235000.00000000 PA USD 204293.41000000 0.041735227831 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAF8 2000000.00000000 PA USD 1920200.00000000 0.392278852662 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP GLOBAL NET LEASE INC REIT 3.75 000000000 -106855.00000000 PA USD -106855.00000000 -0.02182947443 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 106855.00000000 USD 107594.82000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BROADCOM INC 4.11 15-SEP-2028 000000000 -1452532.50000000 PA USD -1452532.50000000 -0.29673876812 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2049-12-31 1452532.50000000 USD 1462246.31000000 USD CDS N N N Bally's Corporation 549300NS4D5IK406VT62 Bally's Corporation 2021 Term Loan B 05875CAB0 298782.00000000 PA USD 284646.62000000 0.058150635094 Long LON CORP US N 2 2028-10-02 Floating 7.96000000 N N N N N N PILOT TRAVEL CENTERS LLC 549300115UILLXNE1Z49 Pilot Travel Centers LLC 2021 Term Loan B 72165NBH1 758726.30000000 PA USD 755562.41000000 0.154354314816 Long LON CORP US N 2 2028-08-04 Variable 6.91000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 SRS Distribution Inc. 2021 Term Loan B 78466YAN8 1814932.68000000 PA USD 1749141.37000000 0.357333178715 Long LON CORP US N 2 2028-06-02 Floating 8.34000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAF7 105000.00000000 PA USD 101454.15000000 0.020726131423 Long DBT CORP US N 2 2030-10-01 Fixed 7.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VICI PROPERTIES LP 4.625 01-DE 000000000 -309465.00000000 PA USD -309465.00000000 -0.06322079738 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 309465.00000000 USD 311586.12000000 USD CDS N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAN2 153000.00000000 PA USD 154912.50000000 0.031647171004 Long DBT CORP US N 2 2030-04-15 Fixed 8.88000000 N N N N N N ATS CORP 5493005KP4RP3IU7HQ41 ATS Corp 001940AC9 108000.00000000 PA USD 95786.28000000 0.019568238735 Long DBT CORP CA N 2 2028-12-15 Fixed 4.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP BIP-V CHINOOK HOLDCO LLC 5.5 1 000000000 -921016.25000000 PA USD -921016.25000000 -0.18815498272 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 921016.25000000 USD 921911.68000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALTICE FINANCING SA 5.0 15-JAN 000000000 -233887.50000000 PA USD -233887.50000000 -0.04778102288 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 233887.50000000 USD 234110.34000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MOZART DEBT MERGER SUB INC 3.8 000000000 -318985.00000000 PA USD -318985.00000000 -0.06516564410 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 318985.00000000 USD 319300.71000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ZAYO GROUP HOLDINGS INC 000000000 -203000.00000000 PA USD -203000.00000000 -0.04147099629 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 203000.00000000 USD 203199.33000000 USD CDS N N N Voya CLO Ltd N/A Voya CLO 2019-3 Ltd 92918FAG9 500000.00000000 PA USD 486042.40000000 0.099293904289 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 6.44000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CRESCENT ENERGY FINANCE LLC 7. 000000000 -611535.00000000 PA USD -611535.00000000 -0.12493086561 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 611535.00000000 USD 615726.56000000 USD CDS N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BA1 200000.00000000 PA USD 179000.00000000 0.036568021365 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YBC3 174000.00000000 PA USD 172260.00000000 0.035191102572 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (LADLN) 000000000 40000.00000000 OU Notional Amount -1970.30000000 -0.00040251381 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 -5785.60000000 EUR 40000.00000000 EUR 4105.85000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ICAHN ENTERPRISES LP 5.25 15-M 000000000 -348125.00000000 PA USD -348125.00000000 -0.07111867283 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 348125.00000000 USD 348460.07000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SIRIUS XM RADIO INC 4.0 15-JUL 000000000 -154635.00000000 PA USD -154635.00000000 -0.03159048035 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-05-10 154635.00000000 USD 154785.34000000 USD CDS N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 Rolls-Royce PLC 77578JAC2 1018000.00000000 PA USD 1014131.60000000 0.207177575511 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CHS/COMMUNITY HEALTH SYSTEMS I 000000000 -305660.00000000 PA USD -305660.00000000 -0.06244347156 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 305660.00000000 USD 305960.14000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP CSC HOLDINGS LLC 4.5 15-NOV-20 000000000 -323300.00000000 PA USD -323300.00000000 -0.06604715814 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 323300.00000000 USD 325489.01000000 USD CDS N N N DARLING GLOBAL FINANCE 724500R2BQXOR6YG2Y67 Darling Global Finance BV 000000000 120000.00000000 PA 126130.89000000 0.025767357991 Long DBT CORP NL N 2 2026-05-15 Fixed 3.63000000 N N N N N N MIDCONTINENT COMM & FIN N/A Midcontinent Communications / Midcontinent Finance Corp 59565XAC4 177000.00000000 PA USD 160185.00000000 0.032724293309 Long DBT CORP US N 2 2027-08-15 Fixed 5.38000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 000000000 347000.00000000 PA USD 319240.00000000 0.065217738216 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Atlas CC Acquisition Corp 6HHLXIOGCDNZ4IRAIW26 Atlas CC Acquisition Corp Term Loan B 04921TAB0 1238247.14000000 PA USD 1060472.00000000 0.216644484658 Long LON CORP US N 2 2028-05-25 Variable 9.40000000 N N N N N N ARDAGH METAL PACKAGING N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 03969YAA6 200000.00000000 PA USD 172112.45000000 0.035160959491 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N Mileage Plus Holdings LLC N/A Mileage Plus Holdings LLC 2020 Term Loan B 59921PAB2 1819878.67000000 PA USD 1886085.86000000 0.385309653778 Long LON CORP US N 2 2027-06-21 Floating 10.21000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 106 CLO Ltd 26254TAA2 500000.00000000 PA USD 497123.45000000 0.101557658888 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 13.43000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 Covanta Holding Corp 22282EAJ1 70000.00000000 PA USD 60214.00000000 0.012301155522 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N Avis Budget Car Rental, LLC XN8R4HH1TVC1XOCL5P21 Avis Budget Car Rental, LLC 2020 Term Loan B 05377JAR3 286435.44000000 PA USD 280827.03000000 0.057370328676 Long LON CORP US N 2 2027-08-06 Floating 6.60000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP LIVE NATION ENTERTAINMENT INC 000000000 -1146465.00000000 PA USD -1146465.00000000 -0.23421204812 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 1146465.00000000 USD 1154561.91000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP FORD MOTOR CREDIT COMPANY LLC 000000000 -233418.75000000 PA USD -233418.75000000 -0.04768526166 Short RA CORP US N 2 Reverse repurchase N 4.87000000 2049-12-31 233418.75000000 USD 234059.16000000 USD CDS N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 Darling Ingredients Inc 237266AJ0 434000.00000000 PA USD 432524.40000000 0.088360678773 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAE6 180000.00000000 PA USD 168300.00000000 0.034382111708 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 69867DAC2 2612000.00000000 PA USD 2621795.00000000 0.535608131714 Long DBT CORP US N 2 2027-05-15 Fixed 8.50000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAG6 53000.00000000 PA USD 46177.58000000 0.009433646547 Long DBT CORP US N 2 2029-12-01 Fixed 5.63000000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 Lions Gate Capital Holdings LLC 2018 Term Loan B 53627MAB9 1047401.74000000 PA USD 1028632.30000000 0.210139932536 Long LON CORP US N 2 2025-03-24 Floating 7.09000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NOVELIS CORP 000000000 -353306.25000000 PA USD -353306.25000000 -0.07217715362 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-04-12 353306.25000000 USD 353642.87000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B51 295000.00000000 PA USD 253582.00000000 0.051804424547 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 OWL Rock Core Income Corp 69120VAM3 43000.00000000 PA USD 37303.94000000 0.007620845111 Long DBT CORP US N 2 2026-09-23 Fixed 3.13000000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 Telefonica Europe BV 000000000 200000.00000000 PA 209404.78000000 0.042779432788 Long DBT CORP NL N 2 2030-02-03 Fixed 6.14000000 N N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 Heathrow Finance PLC 000000000 100000.00000000 PA 102388.74000000 0.020917059396 Long DBT CORP GB N 2 2029-09-01 Variable 4.13000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AV6 124000.00000000 PA USD 110980.00000000 0.022672173246 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Elmwood CLO II Ltd. N/A Elmwood CLO II Ltd 29001RAE8 250000.00000000 PA USD 237097.78000000 0.048436852987 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 11.61000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDL3 129782.00000000 PA USD 119970.48000000 0.024508843999 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP OUTFRONT MEDIA CAPITAL LLC 4.2 000000000 -159685.00000000 PA USD -159685.00000000 -0.03262214799 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2049-12-31 159685.00000000 USD 160484.98000000 USD CDS N N N CIFC Funding Ltd N/A CIFC Funding 2022-VII Ltd 12569EAL1 250000.00000000 PA USD 245005.00000000 0.050052223881 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 9.56000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 Vedanta Resources Finance II PLC 000000000 200000.00000000 PA USD 160162.50000000 0.032719696770 Long DBT CORP GB N 2 2024-01-21 Fixed 13.88000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAB7 488000.00000000 PA USD 488324.52000000 0.099760120004 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Regatta XXIV Funding Ltd. N/A Regatta XXIV Funding Ltd 75889HAJ9 250000.00000000 PA USD 235897.43000000 0.048191632739 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 7.91000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP UNITI GROUP LP 10.5 15-FEB-202 000000000 -429600.00000000 PA USD -429600.00000000 -0.08776325127 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 429600.00000000 USD 430093.44000000 USD CDS N N N Kestrel Bidco Inc. N/A Kestrel Bidco Inc. Term Loan B 000000000 177122.23000000 PA USD 169373.13000000 0.034601342104 Long LON CORP CA N 2 2026-12-11 Variable 7.86000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ALBERTSONS COMPANIES INC 000000000 -234000.00000000 PA USD -234000.00000000 -0.04780400558 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 234000.00000000 USD 234234.33000000 USD CDS N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAB6 100000.00000000 PA USD 90814.00000000 0.018552448560 Long DBT CORP US N 2 2026-12-01 Fixed 4.13000000 N N N N N N KAISER ALUMINUM CORP N/A Kaiser Aluminum Corp 483007AJ9 163000.00000000 PA USD 145073.51000000 0.029637157616 Long DBT CORP US N 2 2028-03-01 Fixed 4.63000000 N N N N N N Midas Intermediate Holdco II, LLC N/A Midas Intermediate Holdco II, LLC 2022 PIK Term Loan 64859TAB0 1235268.69000000 PA USD 1002630.54000000 0.204828016808 Long LON CORP US N 2 2027-06-30 Variable 13.11000000 N N N N N N Generate CLO Ltd. N/A Generate CLO 4 Ltd 98625WAE8 1000000.00000000 PA USD 885345.20000000 0.180867721730 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 11.56000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AH9 1030000.00000000 PA USD 867507.20000000 0.177223585612 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 000000000 200000.00000000 PA 200645.93000000 0.040990081872 Long DBT CORP FR N 2 2029-12-06 Fixed 6.88000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAC4 419000.00000000 PA USD 429571.37000000 0.087757402437 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 William Carter Co/The 96926JAC1 160000.00000000 PA USD 155513.62000000 0.031769974183 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SOUTHWESTERN ENERGY COMPANY 5. 000000000 -188370.00000000 PA USD -188370.00000000 -0.03848222449 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 188370.00000000 USD 188421.80000000 USD CDS N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBA5 812000.00000000 PA USD 760202.52000000 0.155302245774 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VIRGIN MEDIA VENDOR FINANCING 000000000 -467250.00000000 PA USD -467250.00000000 -0.09545479320 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-04-12 467250.00000000 USD 467704.27000000 USD CDS N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAK6 21000.00000000 PA USD 17850.00000000 0.003646587605 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 Lealand Finance Company B.V. 2020 Make Whole Term Loan 000000000 15776.20000000 PA USD 10648.94000000 0.002175478577 Long LON CORP NL N 2 2024-06-28 Floating 7.84000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBV1 18000.00000000 PA USD 15255.64000000 0.003116584186 Long DBT CORP GB N 2 2081-06-04 Fixed 3.25000000 N N N N N N Vizient, Inc. 5493007V6T3HZ7777P70 Vizient, Inc. 2022 Term Loan B 92855LAQ9 126047.50000000 PA USD 125777.76000000 0.025695216843 Long LON CORP US N 2 2029-05-16 Variable 7.11000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP VERSCEND ESCROW CORP 9.75 15-A 000000000 -1507500.00000000 PA USD -1507500.00000000 -0.30796811289 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 1507500.00000000 USD 1517476.72000000 USD CDS N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 MicroStrategy Inc 594972AF8 451000.00000000 PA USD 400262.50000000 0.081769875150 Long DBT CORP US N 2 2028-06-15 Fixed 6.13000000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 SBA Senior Finance II LLC 2018 Term Loan B 78404XAH8 1049720.15000000 PA USD 1048303.03000000 0.214158478206 Long LON CORP US N 2 2025-04-11 Floating 6.60000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CHILE (REPUBLIC OF) 4.34 07-MA 000000000 -166712.16000000 PA USD -166712.16000000 -0.03405773088 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 166712.16000000 USD 167820.10000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CCO HOLDINGS LLC 5.125 01-MAY- 000000000 -442818.75000000 PA USD -442818.75000000 -0.09046371793 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 442818.75000000 USD 445915.41000000 USD CDS N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAF9 252000.00000000 PA USD 225160.74000000 0.045998227659 Long DBT CORP US N 2 2025-09-01 Fixed 7.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 156000.00000000 PA 123291.37000000 0.025187270683 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 CD&R Smokey Buyer Inc 12510CAA9 253000.00000000 PA USD 216947.50000000 0.044320339750 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (VMED) 000000000 10000.00000000 OU Notional Amount 636.83000000 0.000130098396 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 VIRGIN MEDIA FINANCE PLC VIRGIN MEDIA FINANCE PLC Y sell protection 2025-12-23 590.94000000 EUR 0.00000000 EUR 10000.00000000 EUR -141.53000000 N N N Press Ganey Holdings, Inc. 549300HC42NZULO53062 Press Ganey Holdings, Inc. 2021 Term Loan B 29102TAE2 268484.32000000 PA USD 250361.63000000 0.051146533156 Long LON CORP US N 2 2026-07-24 Floating 8.59000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ZAYO GROUP HOLDINGS INC 6.125 000000000 -218495.00000000 PA USD -218495.00000000 -0.04463647948 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-05-10 218495.00000000 USD 218705.30000000 USD CDS N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BT7 605000.00000000 PA USD 612459.05000000 0.125119640369 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp 626717AM4 56000.00000000 PA USD 54540.26000000 0.011142063647 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N N EG GROUP LTD 894500KFDM6GTUGDJJ54 EG America LLC 2018 USD Term Loan 000000000 1112498.58000000 PA USD 1061045.52000000 0.216761649416 Long LON CORP US N 2 2025-02-07 Floating 8.84000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 CIFI Holdings Group Co Ltd 000000000 200000.00000000 PA USD 41000.00000000 0.008375915508 Long DBT CORP KY N 2 2025-07-16 Fixed 6.00000000 Y Y N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ELEMENT SOLUTIONS INC 000000000 -951720.00000000 PA USD -951720.00000000 -0.19442747091 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 951720.00000000 USD 952673.04000000 USD CDS N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 Mattamy Group Corp 57701RAM4 199000.00000000 PA USD 173086.40000000 0.035359928342 Long DBT CORP CA N 2 2030-03-01 Fixed 4.63000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAM6 1179000.00000000 PA USD 793702.80000000 0.162146038818 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BV2 333000.00000000 PA USD 302430.60000000 0.061783735432 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 eG Global Finance PLC 28228PAA9 396000.00000000 PA USD 366513.84000000 0.074875340402 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAG6 716000.00000000 PA USD 665171.64000000 0.135888328175 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N TRI POINTE GROUP / HOMES N/A TRI Pointe Group Inc / TRI Pointe Homes Inc 962178AN9 11000.00000000 PA USD 10945.00000000 0.002235960859 Long DBT CORP US N 2 2024-06-15 Fixed 5.88000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP VOYA FINANCIAL INC HYBRID 5.65 000000000 -2646875.00000000 PA USD -2646875.00000000 -0.54073174051 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 2646875.00000000 USD 2665384.74000000 USD CDS N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 MGIC Investment Corp 552848AG8 167000.00000000 PA USD 158733.50000000 0.032427765471 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 WMG Acquisition Corp. 2021 Term Loan G 92929LAV0 1219711.00000000 PA USD 1204330.44000000 0.246033414868 Long LON CORP US N 2 2028-01-20 Floating 6.97000000 N N N N N N RealPage, Inc 5493001RSFZX4122A604 RealPage, Inc 2nd Lien Term Loan 75605VAG7 480000.00000000 PA USD 451800.00000000 0.092298503089 Long LON CORP US N 2 2029-04-23 Floating 11.34000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411AW5 269000.00000000 PA USD 227977.50000000 0.046573665312 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP SPIRIT AEROSYSTEMS INC 9.375 3 000000000 -566786.25000000 PA USD -566786.25000000 -0.11578911564 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 566786.25000000 USD 567375.87000000 USD CDS N N N Peloton Interactive, Inc 5493002YS021166W0339 Peloton Interactive, Inc Term Loan 70614EAD2 309390.68000000 PA USD 307586.93000000 0.062837125296 Long LON CORP US N 2 2027-05-25 Variable 11.76000000 N N N N N N SOLIS IV BV 529900811T142NS3H544 Solis IV BV USD Term Loan B1 000000000 1405381.03000000 PA USD 1258068.99000000 0.257011696681 Long LON CORP US N 2 2029-02-26 Variable 8.37000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ENERGY TRANSFER LP PERP 6.5 31 000000000 -307230.00000000 PA USD -307230.00000000 -0.06276420784 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 307230.00000000 USD 307534.07000000 USD CDS N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496AP2 129000.00000000 PA USD 122891.62000000 0.025105605507 Long DBT CORP US N 2 2029-07-15 Fixed 5.13000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 Comstock Resources Inc 205768AS3 647000.00000000 PA USD 592030.88000000 0.120946356810 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Security Corp/The 74166NAA2 12000.00000000 PA USD 10587.48000000 0.002162922876 Long DBT CORP US N 2 2032-07-15 Fixed 4.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CLARIVATE SCIENCE HOLDINGS COR 000000000 -383760.00000000 PA USD -383760.00000000 -0.07839856915 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 383760.00000000 USD 386390.35000000 USD CDS N N N CROWN AMER/CAP CORP VI N/A Crown Americas LLC / Crown Americas Capital Corp VI 228187AB6 424000.00000000 PA USD 412901.85000000 0.084351975825 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance Inc 00489LAH6 231000.00000000 PA USD 190880.24000000 0.038995042986 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N Voyage Australia Pty Limited 984500552F00VE5LE453 Voyage Australia Pty Limited USD Term Loan B 000000000 134278.38000000 PA USD 132096.36000000 0.026986047568 Long LON CORP AU N 2 2028-07-20 Variable 8.40000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAD3 72000.00000000 PA USD 65834.16000000 0.013449301505 Long DBT CORP US N 2 2028-01-15 Fixed 5.50000000 N N N N N N ARDAGH METAL PACKAGING N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 03969YAC2 400000.00000000 PA USD 396410.00000000 0.080982845528 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCY9 440000.00000000 PA USD 425181.17000000 0.086860525748 Long DBT CORP US N 2 2034-02-01 Fixed 5.82000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -23303.18000000 -0.00476062114 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2605500.00000000 EUR 2814771.26000000 USD 2023-06-21 -23303.18000000 N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 Cheplapharm Arzneimittel GmbH 000000000 100000.00000000 PA 100637.69000000 0.020559336302 Long DBT CORP DE N 2 2028-01-15 Fixed 4.38000000 N N N N N N STITCH AQUISITION CORPORATION N/A Stitch Aquisition Corporation Term Loan B 86089GAB3 260040.00000000 PA USD 202831.20000000 0.041436512040 Long LON CORP US N 2 2028-07-28 Floating 11.91000000 N N N N N N FOUR SEASONS HOTELS LIMITED 5493009FUVX8LHYY2202 Four Seasons Hotels Limited 2022 Term Loan B 35100DAS5 1360074.27000000 PA USD 1358564.59000000 0.277542005329 Long LON CORP CA N 2 2029-11-30 Variable 8.16000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 APX Group Inc 00213MAW4 268000.00000000 PA USD 239860.00000000 0.049001148630 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 HB Fuller Co 40410KAA3 110000.00000000 PA USD 97579.95000000 0.019934668695 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBM1 493000.00000000 PA USD 386733.85000000 0.079006098825 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 AVSC Holding Corp. 2020 Term Loan B3 00241YAS3 354181.22000000 PA USD 369233.92000000 0.075431027237 Long LON CORP US N 2 2026-10-15 Floating 15.00000000 N N N N N N Synaptics Incorporated 549300AJ3LI4FWNRQX29 Synaptics Incorporated Term Loan B 87159JAH7 252800.00000000 PA USD 249799.26000000 0.051031646239 Long LON CORP US N 2 2028-12-02 Floating 7.40000000 N N N N N N YANLORD LAND HK CO LTD 549300O56H3950RDWG19 Yanlord Land HK Co Ltd 000000000 200000.00000000 PA USD 194000.00000000 0.039632380698 Long DBT CORP HK N 2 2024-02-27 Fixed 6.80000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 Rogers Communications Inc 775109BB6 545000.00000000 PA USD 491515.70000000 0.100412048152 Long DBT CORP CA N 2 2044-03-15 Fixed 5.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BX8 539000.00000000 PA USD 524853.95000000 0.107222739986 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N Orbcomm Inc. 529900PSC8WVCY267I23 Orbcomm Inc. Term Loan B 68558RAB9 384924.18000000 PA USD 312108.07000000 0.063760751800 Long LON CORP US N 2 2028-09-01 Floating 9.20000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AB6 304000.00000000 PA USD 255135.54000000 0.052121798200 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Nabors Industries Inc 549300VFQWRKICUFNU92 Nabors Industries Inc 62957HAF2 968000.00000000 PA USD 937750.00000000 0.191573530926 Long DBT CORP US N 2 2025-02-01 Fixed 5.75000000 N N N N N N Setanta Aircraft Leasing Designated Activity Company N/A Setanta Aircraft Leasing Designated Activity Company Term Loan B 000000000 591000.00000000 PA USD 590409.00000000 0.120615021936 Long LON CORP IE N 2 2028-11-05 Floating 7.16000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BC9 1026000.00000000 PA USD 677160.00000000 0.138337437698 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP REPUBLIC SERVICES INC 3.375 15 000000000 -670312.50000000 PA USD -670312.50000000 -0.13693855766 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 670312.50000000 USD 678314.36000000 USD CDS N N N FERTITTA ENTERTAINMENT N/A Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 31556TAC3 68000.00000000 PA USD 55945.64000000 0.011429169602 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N Banco Espirito Santo SA UBGVXZLX4SCS302CM391 BANCO ESPIRITO SANTO SA 000000000 100000.00000000 PA 12471.75000000 0.002547861566 Long DBT CORP PT N 2 2022-01-21 None 0.00000000 Y N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP BOOKING HOLDINGS INC 0.75 01-M 000000000 -68661.25000000 PA USD -68661.25000000 -0.01402684948 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 68661.25000000 USD 68881.56000000 USD CDS N N N Octagon Investment Partners 54 Ltd N/A Octagon 54 Ltd 67577FAJ7 250000.00000000 PA USD 227906.33000000 0.046559125948 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.84000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BR3 814000.00000000 PA USD 459258.80000000 0.093822265982 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CLEAR CHANNEL OUTDOOR HOLDINGS 000000000 -556870.00000000 PA USD -556870.00000000 -0.11376331875 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2023-04-12 556870.00000000 USD 557303.12000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CELANESE US HOLDINGS LLC 6.165 000000000 -140890.00000000 PA USD -140890.00000000 -0.02878250575 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 140890.00000000 USD 141082.35000000 USD CDS N N N New Arclin U.S. Holding Corp. N/A New Arclin U.S. Holding Corp. 2021 Term Loan 03880YAC8 512364.95000000 PA USD 461210.43000000 0.094220965689 Long LON CORP US N 2 2028-09-30 Floating 8.59000000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 Mcdermott International Ltd 000000000 47837.00000000 NS USD 16264.58000000 0.003322701167 Long EC CORP BM N 2 N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 2017 Incremental Term Loan 02376CBA2 0.06000000 PA USD 0.06000000 0.000000012257 Long LON CORP US N 3 2023-12-15 None 0.00000000 N N N N N N Clean Harbors Inc. 5493000SJVZVZJKHJF48 Clean Harbors Inc. 2021 Incremental Term Loan B 18449EAF7 420675.00000000 PA USD 422042.19000000 0.086219261570 Long LON CORP US N 2 2028-10-08 Floating 6.84000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 VZ Secured Financing BV 000000000 100000.00000000 PA 86279.56000000 0.017626104991 Long DBT CORP NL N 2 2032-01-15 Fixed 3.50000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 Amentum Government Services Holdings LLC 2022 Term Loan 57776DAE3 326360.00000000 PA USD 318338.07000000 0.065033482376 Long LON CORP US N 2 2029-02-15 Variable 9.03000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TENET HEALTHCARE CORPORATION 6 000000000 -260337.50000000 PA USD -260337.50000000 -0.05318450984 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 260337.50000000 USD 260595.16000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SERVICE CORPORATION INTERNATIO 000000000 -196125.00000000 PA USD -196125.00000000 -0.04006649827 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 196125.00000000 USD 196311.86000000 USD CDS N N N JP Morgan Mortgage Trust N/A J.P. Morgan Mortgage Trust 2022-DSC1 46656AAA5 401914.87000000 PA USD 382971.74000000 0.078237535032 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.75000000 N N N N N N Castlelake Aviation Limited 2138003EQK2PETKID103 Castlelake Aviation Limited Term Loan B 14855NAB2 755471.37000000 PA USD 747206.51000000 0.152647282806 Long LON CORP IE N 2 2026-10-22 Floating 7.62000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 Waste Pro USA Inc 94107JAA1 757000.00000000 PA USD 696184.51000000 0.142223966682 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Discovery Purchaser Corporation 2549001LSO1ZBIPA5D65 Discovery Purchaser Corporation Term Loan 000000000 569572.50000000 PA USD 538485.23000000 0.110007482658 Long LON CORP US N 2 2029-10-04 Variable 9.28000000 N N N N N N Delta TopCo, Inc. N/A Delta TopCo, Inc. 2020 2nd Lien Term Loan 24780DAE7 186000.00000000 PA USD 157635.00000000 0.032203352223 Long LON CORP US N 2 2028-12-01 Variable 12.16000000 N N N N N N AVIANCA MIDCO 2 PLC N/A Avianca Midco 2 PLC 05368PAA7 151434.00000000 PA USD 124175.88000000 0.025367967781 Long DBT CORP GB N 2 2028-12-01 Fixed 9.00000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 Invesco Senior Loan ETF 46138G508 230501.00000000 NS USD 4794420.80000000 0.979455208107 Long EC RF US N 1 N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2006-J8 23245LAE0 1829111.23000000 PA USD 824819.24000000 0.168502835705 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 Gartner Inc 366651AG2 57000.00000000 PA USD 50861.39000000 0.010390505006 Long DBT CORP US N 2 2029-06-15 Fixed 3.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CATALENT PHARMA SOLUTIONS INC 000000000 -235138.75000000 PA USD -235138.75000000 -0.04803664153 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2023-04-12 235138.75000000 USD 235355.93000000 USD CDS N N N SCIH Salt Holdings Inc. N/A SCIH Salt Holdings Inc. 2021 Incremental Term Loan B 78397GAF8 430604.23000000 PA USD 419223.36000000 0.085643401036 Long LON CORP US N 2 2027-03-16 Floating 8.83000000 N N N N N N SMG US Midco 2, Inc. N/A SMG US Midco 2, Inc. 2020 Term Loan 78453JAD8 524756.82000000 PA USD 518197.36000000 0.105862861073 Long LON CORP US N 2 2025-01-23 Floating 7.33000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCQ4 433000.00000000 PA USD 363656.13000000 0.074291537048 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Electronics for Imaging, Inc. 549300PN42C4XYPSEV84 Electronics for Imaging, Inc. Term Loan 28608EAE6 278492.00000000 PA USD 217919.99000000 0.044519010337 Long LON CORP US N 2 2026-07-23 Floating 10.21000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP AON PLC 3.875 15-DEC-2025 (SEN 000000000 -1024406.25000000 PA USD -1024406.25000000 -0.20927659015 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 1024406.25000000 USD 1031214.28000000 USD CDS N N N Belron Finance US LLC N/A Belron Finance US LLC 2018 Term Loan B 08078UAD5 178560.00000000 PA USD 178336.80000000 0.036432535825 Long LON CORP US N 2 2025-11-13 Floating 7.13000000 N N N N N N Carlyle Global Market Strategies N/A CARLYLE US CLO 2018-1 LTD 14311XAA0 250000.00000000 PA USD 247202.98000000 0.050501250582 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.83000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAF1 243000.00000000 PA USD 237596.90000000 0.048538818523 Long DBT CORP CA N 2 2026-12-15 Fixed 5.13000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP OWL ROCK CORE INCOME CORP 7.75 000000000 -299735.00000000 PA USD -299735.00000000 -0.06123304963 Short RA CORP US N 2 Reverse repurchase N 4.99000000 2049-12-31 299735.00000000 USD 301722.83000000 USD CDS N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAR0 105000.00000000 PA USD 88332.83000000 0.018045568797 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAN9 331000.00000000 PA USD 318186.99000000 0.065002618148 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N Maravai Intermediate Holdings, LLC 2549005DIMMJLV8LMZ14 Maravai Intermediate Holdings, LLC 2022 Term Loan B 56589PAJ4 964224.46000000 PA USD 958198.06000000 0.195750877825 Long LON CORP US N 2 2027-10-19 Floating 7.63000000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc. 2019 Term Loan B 00900YAD8 526781.62000000 PA USD 501759.49000000 0.102504758384 Long LON CORP US N 2 2026-02-02 Floating 8.59000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 TK Elevator Midco GmbH 000000000 205000.00000000 PA 200646.04000000 0.040990104344 Long DBT CORP DE N 2 2027-07-15 Fixed 4.38000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAS0 400000.00000000 PA USD 368536.70000000 0.075288591730 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAB9 1102000.00000000 PA USD 987050.38000000 0.201645136229 Long DBT CORP US N 2 2027-10-15 Fixed 4.25000000 N N N N N N OCP CLO Ltd N/A OCP CLO 2019-16 Ltd 67570QAR2 250000.00000000 PA USD 225882.83000000 0.046145743874 Long ABS-CBDO CORP KY N 2 2033-04-10 Floating 7.96000000 N N N N N N SSH Group Holdings, Inc. N/A SSH Group Holdings, Inc. 2018 1st Lien Term Loan 78482HAE5 307236.25000000 PA USD 303829.00000000 0.062069415438 Long LON CORP US N 2 2025-07-30 Floating 8.90000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 Mattel Inc 577081AW2 278000.00000000 PA USD 234077.39000000 0.047819815635 Long DBT CORP US N 2 2041-11-01 Fixed 5.45000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 000000000 100000.00000000 PA 105196.49000000 0.021490656390 Long DBT CORP US N 2 2027-08-03 Fixed 4.87000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 LCM Investments Holdings II LLC 50190EAA2 292000.00000000 PA USD 244287.20000000 0.049905584072 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 Match Group Holdings II LLC 57667JAA0 153000.00000000 PA USD 124507.58000000 0.025435730981 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N Catalent Pharma Solutions Inc. 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc. 2021 Term Loan B3 14880BAH4 1037379.40000000 PA USD 1027005.61000000 0.209807615024 Long LON CORP US N 2 2028-02-22 Floating 6.81000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corp 12653CAJ7 66000.00000000 PA USD 61710.00000000 0.012606774293 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N ION Trading Finance Limited N/A ION Trading Finance Limited 2021 USD Term Loan 000000000 298455.00000000 PA USD 280362.66000000 0.057275462240 Long LON CORP IE N 2 2028-04-03 Floating 9.91000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAA6 900000.00000000 PA USD 853699.28000000 0.174402757044 Long DBT CORP NL N 2 2027-05-25 Fixed 3.63000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBX2 210000.00000000 PA USD 179287.50000000 0.036626754919 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp 81211KAW0 46000.00000000 PA USD 45687.41000000 0.009333509413 Long DBT CORP US N 2 2024-12-01 Fixed 5.13000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RGQ9 1350000.00000000 PA USD 1311823.20000000 0.267993177685 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 HealthEquity Inc 42226AAA5 707000.00000000 PA USD 628147.26000000 0.128324594550 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 LABL Inc 50168QAE5 236000.00000000 PA USD 238065.00000000 0.048634446963 Long DBT CORP US N 2 2028-11-01 Fixed 9.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NORDEA BANK ABP AT1-P 3.75 31- 000000000 -413000.00000000 PA USD -413000.00000000 -0.08437202695 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 413000.00000000 USD 415773.41000000 USD CDS N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 AthenaHealth Group Inc 60337JAA4 1489000.00000000 PA USD 1207369.80000000 0.246654327613 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Topgolf Callaway Brands Corp. 5493005UB0KFRKBPCU72 Topgolf Callaway Brands Corp. Term Loan B 000000000 530000.00000000 PA USD 526109.80000000 0.107479298364 Long LON CORP US N 2 2030-03-15 Variable 8.26000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 505742AM8 170000.00000000 PA USD 134300.00000000 0.027436230555 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAH8 25000.00000000 PA USD 23987.50000000 0.004900421298 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SURGERY CENTER HOLDINGS INC 000000000 -496800.00000000 PA USD -496800.00000000 -0.10149158108 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-04-12 496800.00000000 USD 497273.34000000 USD CDS N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding Inc 000000000 100000.00000000 PA 104088.78000000 0.021264361625 Long DBT CORP US N 2 2025-11-01 Fixed 2.63000000 N N N N N N STAR ENERGY GEOTHERMAL N/A Star Energy Geothermal Wayang Windu Ltd 000000000 162160.00000000 PA USD 157832.36000000 0.032243671020 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N Ellington Financial Mortgage Trust N/A Ellington Financial Mortgage Trust 2021-2 31572LAA4 217912.30000000 PA USD 175140.17000000 0.035779494293 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 Black Hills Corp 092113AM1 305000.00000000 PA USD 286167.44000000 0.058461324358 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N SK INVICTUS INTERMEDIATE N/A SK Invictus Intermediate II Sarl 29977LAA9 550000.00000000 PA USD 456632.00000000 0.093285635376 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N Whatabrands LLC 254900HMMX4HTWIP0085 Whatabrands LLC 2021 Term Loan B 96244UAF4 1243838.12000000 PA USD 1228986.69000000 0.251070455520 Long LON CORP US N 2 2028-08-03 Floating 8.09000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAF8 702000.00000000 PA USD 528255.00000000 0.107917542606 Long DBT CORP FR N 2 2029-07-15 Fixed 5.13000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 Trans Union, LLC 2019 Term Loan B5 89334GAX2 749911.49000000 PA USD 743484.75000000 0.151886962140 Long LON CORP US N 2 2026-11-16 Floating 6.59000000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 Stillwater Mining Co 000000000 200000.00000000 PA USD 178500.00000000 0.036465876054 Long DBT CORP US N 2 2026-11-16 Fixed 4.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP PRIME SECURITY SERVICES BORROW 000000000 -126900.00000000 PA USD -126900.00000000 -0.02592447995 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 126900.00000000 USD 127020.91000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BLACK HILLS CORPORATION 3.15 1 000000000 -268781.25000000 PA USD -268781.25000000 -0.05490948878 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 268781.25000000 USD 270567.53000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP FORD MOTOR CREDIT COMPANY LLC 000000000 -495337.50000000 PA USD -495337.50000000 -0.10119280605 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 495337.50000000 USD 498732.63000000 USD CDS N N N Oscar AcquisitionCo, LLC 254900RDCZK0Q19MEL65 Oscar AcquisitionCo, LLC Term Loan B 68778DAB4 495757.50000000 PA USD 476755.12000000 0.097396600080 Long LON CORP US N 2 2029-04-29 Variable 9.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BH1 395000.00000000 PA USD 376793.31000000 0.076975339723 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 Hanesbrands, Inc. 2023 Term Loan B 410346AX8 239000.00000000 PA USD 237805.00000000 0.048581331401 Long LON CORP US N 3 2030-03-08 Variable 8.56000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DOMINICAN REPUBLIC (GOVERNMENT 000000000 -189000.00000000 PA USD -189000.00000000 -0.03861092758 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 189000.00000000 USD 189187.06000000 USD CDS N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BP9 289000.00000000 PA USD 268770.00000000 0.054907190516 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAG0 120000.00000000 PA USD 116017.70000000 0.023701328114 Long DBT US N 2 2025-06-15 Fixed 4.63000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DL6 208000.00000000 PA USD 218688.08000000 0.044675923921 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AR0 288000.00000000 PA USD 266400.00000000 0.054423021742 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A Northwest Fiber LLC / Northwest Fiber Finance Sub Inc 667449AD4 264000.00000000 PA USD 225542.11000000 0.046076137974 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N RAPTOR ACQ/RAPTOR CO-ISS N/A Raptor Acquisition Corp / Raptor Co-Issuer LLC 75383KAA2 177000.00000000 PA USD 164610.00000000 0.033628279313 Long DBT CORP US N 2 2026-11-01 Fixed 4.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP OCCIDENTAL PETROLEUM CORPORATI 000000000 -165127.50000000 PA USD -165127.50000000 -0.03373399970 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 165127.50000000 USD 165196.03000000 USD CDS N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 Weatherford International Ltd 947075AU1 314000.00000000 PA USD 321240.84000000 0.065626491065 Long DBT CORP BM N 2 2030-04-30 Fixed 8.63000000 N N N N N N BANCO ESPIRITO SANTO SA 635400JV7IJL16OWIT96 BANCO ESPIRITO SANTO SA 000000000 100000.00000000 PA 12471.75000000 0.002547861566 Long DBT CORP LU N 2 2022-01-15 None 0.00000000 Y N N N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 K Hovnanian Enterprises Inc 48251UAF5 219000.00000000 PA USD 214620.00000000 0.043844853327 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP LINDBLAD EXPEDITIONS LLC 000000000 -242856.25000000 PA USD -242856.25000000 -0.04961325440 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-04-11 242856.25000000 USD 243094.72000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP PETSMART LLC 7.75 15-FEB-2029 000000000 -482073.75000000 PA USD -482073.75000000 -0.09848314631 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 482073.75000000 USD 485377.96000000 USD CDS N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBT1 455000.00000000 PA USD 311043.70000000 0.063543310990 Long DBT CORP GB N 2 2028-03-15 Fixed 4.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOMBARDIER INC 7.875 15-APR-20 000000000 -416377.50000000 PA USD -416377.50000000 -0.08506201852 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 416377.50000000 USD 416559.67000000 USD CDS N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 203372AV9 138000.00000000 PA USD 101780.52000000 0.020792805754 Long DBT CORP US N 2 2028-07-01 Fixed 7.13000000 N N N N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 GFL Environmental Inc. 2023 Term Loan 000000000 608696.55000000 PA USD 608586.98000000 0.124328612779 Long LON CORP CA N 2 2027-05-28 Variable 7.91000000 N N N N N N Vertical US Newco Inc 549300C2AFWPAYWS5574 Vertical US Newco Inc Term Loan B 000000000 1407024.56000000 PA USD 1368767.56000000 0.279626376418 Long LON CORP US N 2 2027-07-30 Floating 8.60000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 Calpine Corporation 2019 Term Loan B10 13134MBS1 283502.11000000 PA USD 281256.77000000 0.057458120528 Long LON CORP US N 2 2026-08-12 Floating 6.84000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corp 12653CAK4 189000.00000000 PA USD 186165.00000000 0.038031763673 Long DBT CORP US N 2 2031-01-15 Fixed 7.38000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272AE4 226000.00000000 PA USD 204961.17000000 0.041871644937 Long DBT CORP US N 2 2032-01-31 Fixed 4.38000000 N N N N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 Tempo Acquisition LLC 2022 Term Loan B 88023HAF7 2277875.13000000 PA USD 2273137.15000000 0.464380602618 Long LON CORP US N 2 2028-08-31 Variable 7.81000000 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 Adient US LLC 2021 Term Loan B 00687MAC5 216535.00000000 PA USD 215722.99000000 0.044070183840 Long LON CORP US N 2 2028-04-10 Floating 8.09000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAD1 104000.00000000 PA USD 79916.20000000 0.016326130218 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N TML HOLDINGS PTE LTD 254900EBGMM47QH02V57 TML Holdings Pte Ltd 000000000 200000.00000000 PA USD 180162.50000000 0.036805509214 Long DBT CORP SG N 2 2026-06-09 Fixed 4.35000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 Wand NewCo 3, Inc. 2020 Term Loan 93369PAF1 1037616.78000000 PA USD 1016283.38000000 0.207617163986 Long LON CORP US N 2 2026-02-05 Floating 7.59000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP UNITED AIRLINES 2020-1 CLASS B 000000000 -31057.98000000 PA USD -31057.98000000 -0.00634485405 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 31057.98000000 USD 31266.54000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP 1011778 BC UNLIMITED LIABILITY 000000000 -104996.25000000 PA USD -104996.25000000 -0.02144974923 Short RA CORP US N 2 Reverse repurchase N 5.03000000 2023-05-10 104996.25000000 USD 105098.94000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CHARLES SCHWAB CORPORATION (TH 000000000 -1582500.00000000 PA USD -1582500.00000000 -0.32328990956 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2049-12-31 1582500.00000000 USD 1592907.14000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TRANSOCEAN INC 7.5 15-JAN-2026 000000000 -158918.75000000 PA USD -158918.75000000 -0.03246561030 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 158918.75000000 USD 159076.04000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALLIANT HOLDINGS INTERMEDIATE 000000000 -905000.00000000 PA USD -905000.00000000 -0.18488301305 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 905000.00000000 USD 910989.34000000 USD CDS N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 SRS Distribution Inc. 2022 Incremental Term Loan 78466YAQ1 403227.45000000 PA USD 388005.61000000 0.079265907466 Long LON CORP US N 2 2028-06-02 Variable 8.16000000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 GYP Holdings III Corp 36261NAA5 371000.00000000 PA USD 317205.00000000 0.064802006800 Long DBT CORP US N 2 2029-05-01 Fixed 4.63000000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 Williams Scotsman International Inc 96950GAE2 243000.00000000 PA USD 221052.54000000 0.045158960925 Long DBT CORP US N 2 2028-08-15 Fixed 4.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP BOMBARDIER INC 7.125 15-JUN-20 000000000 -685506.25000000 PA USD -685506.25000000 -0.14004249830 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 685506.25000000 USD 690042.97000000 USD CDS N N N GLOBAL AIR LEASE CO LTD N/A Global Aircraft Leasing Co Ltd 37960JAA6 231449.00000000 PA USD 208183.75000000 0.042529987810 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AE6 951000.00000000 PA USD 873774.05000000 0.178503844297 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AA5 795000.00000000 PA USD 674557.50000000 0.137805771354 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A Northwest Fiber LLC / Northwest Fiber Finance Sub Inc 667449AC6 51000.00000000 PA USD 37734.36000000 0.007708775881 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAL4 175000.00000000 PA USD 169679.27000000 0.034663883635 Long DBT CORP US N 2 2025-06-01 Fixed 5.63000000 N N N N N N UTZ Quality Foods, LLC 549300K2HU2ISL0R2Q75 UTZ Quality Foods, LLC 2021 Term Loan B 91809EAE1 1380043.65000000 PA USD 1371639.18000000 0.280213021455 Long LON CORP US N 2 2028-01-20 Variable 7.92000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBG5 42000.00000000 PA USD 36012.27000000 0.007356969043 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N WHITE CAP BUYER LLC N/A White Cap Buyer LLC 96350RAA2 1407000.00000000 PA USD 1220514.17000000 0.249339599138 Long DBT CORP US N 2 2028-10-15 Fixed 6.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP COMMSCOPE TECHNOLOGIES LLC 6.0 000000000 -653286.25000000 PA USD -653286.25000000 -0.13346025445 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 653286.25000000 USD 657609.73000000 USD CDS N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 Filtration Group Corporation 2021 Incremental Term Loan 31732FAR7 491515.00000000 PA USD 483527.88000000 0.098780211434 Long LON CORP US N 2 2028-10-21 Floating 8.34000000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 Woori Bank 000000000 250000.00000000 PA USD 234343.75000000 0.047874230485 Long DBT CORP KR N 2 2024-10-04 Fixed 4.25000000 N N N N N N BANK OF EAST ASIA LTD CO6GC26LCGGRTUESIP55 Bank of East Asia Ltd/The 000000000 250000.00000000 PA USD 217156.25000000 0.044362985417 Long DBT CORP HK N 2 2024-09-19 Fixed 5.88000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BS0 191000.00000000 PA USD 199809.88000000 0.040819284698 Long DBT CORP LR N 2 2029-01-15 Fixed 8.25000000 N N N N N N GCAT N/A GCAT 2022-NQM3 Trust 36168MAA1 1482862.80000000 PA USD 1415344.50000000 0.289141608469 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 Clear Channel Outdoor Holdings Inc 18453HAC0 956000.00000000 PA USD 717000.00000000 0.146476376085 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP TRIVIUM PACKAGING FINANCE BV 8 000000000 -1100435.00000000 PA USD -1100435.00000000 -0.22480855079 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1100435.00000000 USD 1108130.40000000 USD CDS N N N PAI Holdco, Inc. 2549001NJ55NUV372F56 PAI Holdco, Inc. 2020 Term Loan B 69315JAG8 672422.54000000 PA USD 628715.07000000 0.128440592808 Long LON CORP US N 2 2027-10-28 Floating 8.58000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 Transocean Inc 893830BF5 235000.00000000 PA USD 213370.60000000 0.043589612623 Long DBT CORP KY N 2 2026-01-15 Fixed 7.50000000 N N N N N N SS&C European Holdings Sarl 529900POY8H7NPPNKK71 SS&C European Holdings Sarl 2018 Term Loan B4 78466DBE3 449882.71000000 PA USD 448321.62000000 0.091587902675 Long LON CORP US N 2 2025-04-16 Floating 6.59000000 N N N N N N ZOOMINFO LLC 549300XF0FRWD2286I33 ZoomInfo LLC 2023 Term Loan B 25471YAL6 88777.50000000 PA USD 88555.56000000 0.018091070447 Long LON CORP US N 2 2030-02-28 Variable 7.66000000 N N N N N N TRANSALTA CORP GJZNVO2UY6DNFNIYH321 TransAlta Corp 89346DAH0 109000.00000000 PA USD 114546.47000000 0.023400769622 Long DBT CORP CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BZ3 660000.00000000 PA USD 674229.60000000 0.137738784459 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N Magenta Buyer LLC N/A Magenta Buyer LLC 2021 USD 1st Lien Term Loan 55910RAB9 1014766.51000000 PA USD 833194.34000000 0.170213790095 Long LON CORP US N 2 2028-07-27 Floating 9.58000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CONSTELLIUM SE (FRANCE) 5.875 000000000 -478485.00000000 PA USD -478485.00000000 -0.09774999834 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 478485.00000000 USD 481764.62000000 USD CDS N N N AQGEN ISLAND HOLDINGS, INC. N/A AqGen Island Holdings, Inc. Term Loan 03836BAB5 1498068.00000000 PA USD 1451253.38000000 0.296477455905 Long LON CORP US N 2 2028-08-02 Floating 8.38000000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102BZ9 674000.00000000 PA USD 632420.94000000 0.129197667296 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2006-17 17025AAB8 626563.84000000 PA USD 271396.13000000 0.055443684248 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BT8 267000.00000000 PA USD 268668.75000000 0.054886506091 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N N CROCS, INC. 549300B0J6YCXD63OG72 Crocs, Inc. Term Loan B 22704NAD4 521550.00000000 PA USD 519270.83000000 0.106082160927 Long LON CORP US N 2 2029-02-20 Floating 8.41000000 N N N N N N CITY FOOTBALL GROUP LIMITED 213800K6VVWALRH9UJ69 City Football Group Limited Term Loan 17781XAB2 933870.28000000 PA USD 888344.10000000 0.181480368877 Long LON CORP GB N 2 2028-07-21 Floating 7.78000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAE5 262000.00000000 PA USD 217743.27000000 0.044482908098 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N CLOUD SOFTWARE GRP HOLDG N/A Cloud Software Group Holdings Inc 88632QAE3 2848000.00000000 PA USD 2519352.11000000 0.514680009980 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAC0 608000.00000000 PA USD 603440.00000000 0.123277133033 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP DCP MIDSTREAM LLC 6.75 15-SEP- 000000000 -264025.00000000 PA USD -264025.00000000 -0.05393783151 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 264025.00000000 USD 265834.67000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP USA COMPRESSION PARTNERS LP 000000000 -224625.00000000 PA USD -224625.00000000 -0.04588878100 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-04-12 224625.00000000 USD 224849.94000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ORACLE CORPORATION 6.25 09-NOV 000000000 -1023750.00000000 PA USD -1023750.00000000 -0.20914252443 Short RA CORP US N 2 Reverse repurchase N 5.04000000 2049-12-31 1023750.00000000 USD 1023893.33000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP JAZZ SECURITIES DAC 4.375 15-J 000000000 -147750.00000000 PA USD -147750.00000000 -0.03018393942 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 147750.00000000 USD 147813.16000000 USD CDS N N N INGEVITY CORP 5493009UTFC4B5IMGF87 Ingevity Corp 45688CAB3 84000.00000000 PA USD 71969.45000000 0.014702683716 Long DBT CORP US N 2 2028-11-01 Fixed 3.88000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 AIB Group PLC 000000000 200000.00000000 PA 194667.73000000 0.039768791675 Long DBT CORP IE N 2 2024-10-09 Fixed 5.25000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALLIANT HOLDINGS INTERMEDIATE 000000000 -992880.00000000 PA USD -992880.00000000 -0.20283607292 Short RA CORP US N 2 Reverse repurchase N 4.98000000 2049-12-31 992880.00000000 USD 999450.94000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP NCL FINANCE LTD 6.125 15-MAR-2 000000000 -180742.50000000 PA USD -180742.50000000 -0.03692399777 Short RA CORP US N 2 Reverse repurchase N 5.13000000 2049-12-31 180742.50000000 USD 181976.32000000 USD CDS N N N Ascend Learning, LLC 549300T466HKRLVCD610 Ascend Learning, LLC 2021 2nd Lien Term Loan 04349HAM6 299000.00000000 PA USD 256640.67000000 0.052429282144 Long LON CORP US N 2 2029-12-10 Variable 10.66000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP FRONTIER COMMUNICATIONS HOLDIN 000000000 -540245.00000000 PA USD -540245.00000000 -0.11036698716 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2049-12-31 540245.00000000 USD 543394.48000000 USD CDS N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBN9 185000.00000000 PA USD 179138.54000000 0.036596323788 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ENTEGRIS ESCROW CORP 4.75 15-A 000000000 -518805.00000000 PA USD -518805.00000000 -0.10598699622 Short RA CORP US N 2 Reverse repurchase N 4.85000000 2023-05-10 518805.00000000 USD 519294.26000000 USD CDS N N N LEGENDS HOSPITALITY HOLD N/A Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc 52473NAA6 91000.00000000 PA USD 81432.26000000 0.016635847058 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC Term Loan 55759VAB4 1835691.76000000 PA USD 1743907.17000000 0.356263880740 Long LON CORP US N 2 2028-06-21 Floating 8.30000000 N N N N N N RealPage, Inc 5493001RSFZX4122A604 RealPage, Inc 1st Lien Term Loan 75605VAD4 3444338.20000000 PA USD 3335083.79000000 0.681326342399 Long LON CORP US N 2 2028-04-24 Floating 7.84000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BL7 425000.00000000 PA USD 350645.50000000 0.071633587351 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2022-7 92539NAA4 1754578.71000000 PA USD 1717702.20000000 0.350910451115 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15000000 N N N N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 Modern Land China Co Ltd 000000000 161951.00000000 PA USD 11721.20000000 0.002394531240 Long DBT CORP KY N 2 2023-12-30 Fixed 7.00000000 Y N N N N N Electron BidCo Inc. N/A Electron BidCo Inc. 2021 Term Loan 28542CAC3 1236520.84000000 PA USD 1216649.95000000 0.248550175230 Long LON CORP US N 2 2028-11-01 Floating 7.84000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc. 2019 Term Loan B 90351HAD0 651035.04000000 PA USD 647167.89000000 0.132210330887 Long LON CORP US N 2 2026-09-13 Floating 6.84000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AS7 85000.00000000 PA USD 87630.13000000 0.017902013777 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N A-L Parent LLC N/A A-L Parent LLC 2016 1st Lien Term Loan 00165HAB9 369323.79000000 PA USD 257836.02000000 0.052673480939 Long LON CORP US N 2 2023-12-01 Floating 8.10000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A Citigroup Mortgage Loan Trust 2006-FX1 17309YAG2 339854.35000000 PA USD 223011.64000000 0.045559186683 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.78000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DIRECTV FINANCING LLC 5.875 15 000000000 -306382.50000000 PA USD -306382.50000000 -0.06259107154 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-05-10 306382.50000000 USD 306674.41000000 USD CDS N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 Clydesdale Acquisition Holdings Inc 18972EAA3 558000.00000000 PA USD 537075.00000000 0.109719385894 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AA8 110000.00000000 PA USD 82500.00000000 0.016853976327 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 000000000 281000.00000000 PA USD 285037.97000000 0.058230584229 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP CHARTER COMMUNICATIONS OPERATI 000000000 -338937.50000000 PA USD -338937.50000000 -0.06924175274 Short RA CORP US N 2 Reverse repurchase N 5.02000000 2049-12-31 338937.50000000 USD 341199.44000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ALTICE FINANCING SA 5.75 15-AU 000000000 -974795.00000000 PA USD -974795.00000000 -0.19914147702 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 974795.00000000 USD 982650.22000000 USD CDS N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AY9 1750000.00000000 PA USD 1268890.00000000 0.259222327546 Long DBT CORP NL N 2 2027-05-16 Fixed 3.88000000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102BT3 394000.00000000 PA USD 387725.55000000 0.079208693835 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 Life Time Inc 53190FAA3 340000.00000000 PA USD 330284.50000000 0.067474025993 Long DBT CORP US N 2 2026-01-15 Fixed 5.75000000 N N N N N N Triton Water Holdings, Inc 5493005IYCEL7QJFZZ63 Triton Water Holdings, Inc Term Loan 89678QAB2 1661759.16000000 PA USD 1485197.25000000 0.303411870226 Long LON CORP US N 2 2028-03-31 Floating 8.66000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565CE2 238000.00000000 PA USD 229595.63000000 0.046904234096 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP NEXTERA ENERGY OPERATING PARTN 000000000 -141737.50000000 PA USD -141737.50000000 -0.02895564205 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 141737.50000000 USD 142728.68000000 USD CDS N N N SES SA 5493008JPA4HYMH1HX51 SES SA 000000000 100000.00000000 PA 87844.49000000 0.017945805515 Long DBT CORP LU N 2 2026-05-27 Fixed 2.88000000 N N N N N N H Food Holdings LLC 549300TYCJ0PCJ23SV84 H Food Holdings LLC 2018 Term Loan B 40422KAB7 234384.82000000 PA USD 200068.54000000 0.040872126510 Long LON CORP US N 2 2025-05-23 Floating 8.53000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CONNECT FINCO SARL 6.75 01-OCT 000000000 -1462477.50000000 PA USD -1462477.50000000 -0.29877043836 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1462477.50000000 USD 1472704.69000000 USD CDS N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 Applied Systems, Inc. 2021 2nd Lien Term Loan 03827FBA8 90000.00000000 PA USD 89842.50000000 0.018353980221 Long LON CORP US N 2 2027-09-17 Variable 11.65000000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 Proofpoint, Inc. 1st Lien Term Loan 74345HAB7 1755759.48000000 PA USD 1713322.77000000 0.350015774636 Long LON CORP US N 2 2028-08-31 Floating 8.09000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 Amsted Industries Inc 032177AH0 156000.00000000 PA USD 151710.00000000 0.030992930287 Long DBT CORP US N 2 2027-07-01 Fixed 5.63000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAK1 98000.00000000 PA USD 90752.69000000 0.018539923502 Long DBT US N 2 2028-01-15 Fixed 4.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BQ5 431000.00000000 PA USD 311927.63000000 0.063723889600 Long DBT CORP US N 2 2029-11-15 Fixed 3.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP RADIATE HOLDCO LLC / RADIATE F 000000000 -515200.00000000 PA USD -515200.00000000 -0.10525052853 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 515200.00000000 USD 515275.13000000 USD CDS N N N Albion Financing 3 SARL 259400QTZA08U7DIP580 Albion Financing 3 SARL USD Term Loan 000000000 753520.75000000 PA USD 732173.51000000 0.149576181883 Long LON CORP LU N 2 2026-08-17 Floating 10.07000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DARLING INGREDIENTS INC 6.0 15 000000000 -319532.50000000 PA USD -319532.50000000 -0.06527749322 Short RA CORP US N 2 Reverse repurchase N 5.09000000 2023-05-10 319532.50000000 USD 319848.75000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VENTURE GLOBAL CALCASIEU PASS 000000000 -922880.00000000 PA USD -922880.00000000 -0.18853572937 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-04-12 922880.00000000 USD 923768.27000000 USD CDS N N N RIZAL COMMERCIAL BANKING CIKZWI6KV077KV2E2J69 Rizal Commercial Banking Corp 000000000 200000.00000000 PA USD 176412.50000000 0.036039419381 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 NGL Energy Operating LLC / NGL Energy Finance Corp 62922LAA6 190000.00000000 PA USD 183327.87000000 0.037452164620 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 Healthpeak OP LLC 42250PAB9 1000000.00000000 PA USD 858004.79000000 0.175282332361 Long DBT US N 2 2031-01-15 Fixed 2.88000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAB6 434000.00000000 PA USD 394590.63000000 0.080611165299 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 Ascend Learning, LLC 2021 Term Loan 04349HAK0 866521.63000000 PA USD 798283.05000000 0.163081740940 Long LON CORP US N 2 2028-12-11 Variable 8.41000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAM0 432000.00000000 PA USD 370440.00000000 0.075677418071 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A Chobani LLC / Chobani Finance Corp Inc 17027NAB8 608000.00000000 PA USD 554040.00000000 0.113185176299 Long DBT CORP US N 2 2028-11-15 Fixed 4.63000000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 Ineos US Finance LLC 2023 USD Term Loan B 000000000 298000.00000000 PA USD 296030.22000000 0.060476197820 Long LON CORP US N 2 2030-02-18 Variable 8.38000000 N N N N N N SUNOCO LP/FINANCE CORP N/A Sunoco LP / Sunoco Finance Corp 86765LAQ0 63000.00000000 PA USD 62199.09000000 0.012706690793 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A Pattern Energy Operations LP / Pattern Energy Operations Inc 70339PAA7 352000.00000000 PA USD 322024.98000000 0.065786683513 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N GO DADDY OPCO/FINCO N/A Go Daddy Operating Co LLC / GD Finance Co Inc 38016LAC9 204000.00000000 PA USD 176384.52000000 0.036033703329 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 Voya Financial Inc 45685EAG1 3500000.00000000 PA USD 3377500.00000000 0.689991576330 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 Filtration Group Corporation 2018 1st Lien Term Loan 31732FAM8 1106938.70000000 PA USD 1102610.57000000 0.225252999340 Long LON CORP US N 2 2025-03-29 Floating 7.84000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 AMC Networks Inc 00164VAE3 189000.00000000 PA USD 167612.76000000 0.034241715021 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BM2 17000.00000000 PA USD 16998.20000000 0.003472572853 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 Chart Industries Inc 000000000 623000.00000000 PA USD 643696.06000000 0.131501068576 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38144GAB7 730000.00000000 PA USD 668492.29000000 0.136566705830 Long DBT CORP US N 2 2025-02-10 Fixed 4.95000000 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 MajorDrive Holdings IV LLC 56085RAA8 178000.00000000 PA USD 131796.41000000 0.026924770596 Long DBT CORP US N 2 2029-06-01 Fixed 6.38000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (SDFGR) 000000000 10000.00000000 OU Notional Amount 1110.52000000 0.000226868821 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 K+S AG K+S AG Y sell protection 2026-12-22 618.27000000 EUR 0.00000000 EUR 10000.00000000 EUR 431.39000000 N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc. 2020 USD Term Loan B2 365556AT6 601897.44000000 PA USD 599267.15000000 0.122424658910 Long LON CORP US N 2 2027-03-01 Variable 6.66000000 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 UPC Broadband Finco BV 90320BAA7 449000.00000000 PA USD 388263.77000000 0.079318647133 Long DBT CORP NL N 2 2031-07-15 Fixed 4.88000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 WR Grace Holdings LLC 92943GAD3 122000.00000000 PA USD 117597.02000000 0.024023968379 Long DBT CORP US N 2 2027-06-15 Fixed 4.88000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 Terex Corp 880779BA0 333000.00000000 PA USD 309859.83000000 0.063301457451 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AG6 145000.00000000 PA USD 144728.13000000 0.029566599721 Long DBT CORP US N 2 2025-05-01 Fixed 5.38000000 N N N N N N 2023-05-08 BlackRock Ltd Duration Income Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX NPORT-EX 2 NPORT_D2I7_53321762_0323.htm BlackRock Limited Duration Income Trust

Schedule of Investments (unaudited) 

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Asset-Backed Securities

     

AIMCO CLO, Series 2017-AA, Class CR, (3 mo. LIBOR US + 2.10%),
6.91%, 04/20/34(a)(b)

    USD       1,000     $ 945,057  

Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 7.82%, 10/21/28(a)(b)

      1,000       933,122  

ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 10.79%, 10/15/29(a)(b)

      285       251,622  

Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 10.30%, 01/28/31(a)(b)

      850       673,806  

Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 7.40%, 01/28/31(a)(b)

      250       217,028  

Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 8.30%, 01/28/31(a)(b)

      1,000       883,907  

Apidos CLO XXVI, Series 2017-26A, Class A1AR, (3 mo. LIBOR US + 0.90%), 5.69%, 07/18/29(a)(b)

      450       445,334  

Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 5.15%, 06/25/36(a)

      4,196         2,739,037  

Bain Capital Credit CLO Ltd.(a)(b)

     

Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 8.10%, 07/19/34

      300       259,507  

Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 7.92%, 07/24/34

      250       214,073  

Barings CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.60%),
8.39%, 07/18/29(a)(b)

      250       240,487  

Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A1R2, (3 mo. LIBOR US + 0.87%), 5.66%, 07/15/29(a)(b)

      213       211,468  

Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3 mo. LIBOR US + 2.05%), 6.84%, 07/15/34(a)(b)

      250       240,145  

BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D, (3 mo. LIBOR US + 2.90%), 7.69%, 04/15/34(a)(b)

      500       438,207  

Carlyle U.S. CLO Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 1.02%), 5.83%, 04/20/31(a)(b)

      250       247,203  

CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 6.81%, 04/20/32(a)(b)

      250       236,952  

CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 11.25%, 07/20/32(a)(b)

      500       439,234  

Cayuga Park CLO Ltd., Series 2020-1A, Class B1R, (3 mo. LIBOR US + 1.65%), 6.44%, 07/17/34(a)(b)

      250       238,829  

Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B, (3 mo. LIBOR US + 1.60%), 6.39%, 07/15/33(a)(b)

      500       482,172  

CIFC Funding I Ltd., Series 2019-1A, Class DR, (3 mo. LIBOR US + 3.10%), 7.91%, 04/20/32(a)(b)

      500       477,430  

CIFC Funding Ltd., Series 2013-4A, Class DRR, (3 mo. LIBOR US + 2.80%), 7.61%, 04/27/31(a)(b)

      250       232,904  

CIFC Funding VII Ltd.(a)(b)

     

Series 2022-7A, Class D, (3 mo. Term SOFR + 5.35%), 9.56%, 10/22/35

      250       245,005  

Series 2022-7A, Class E, (3 mo. Term SOFR + 8.94%), 13.15%, 10/22/35

      500       494,490  

Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36

      340       223,012  
Security         

Par

(000)

    Value  

Asset-Backed Securities (continued)

 

Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%),
7.76%, 10/20/30(a)(b)

    USD       250     $   233,466  

Countrywide Asset-Backed Certificates Trust, Series 2006-26, Class 1A, (1 mo. LIBOR US + 0.14%), 4.99%, 06/25/37(a)

      528       480,644  

Dryden 106 CLO Ltd., Series 2022-106A, Class E, (3 mo. Term SOFR + 8.87%), 13.43%, 10/15/35(a)(b)

      500       497,123  

Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%),
7.44%, 04/18/31(a)(b)

      250       229,964  

Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3 mo. LIBOR US + 6.80%),
11.61%, 04/20/34(a)(b)

      250       237,098  

Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3 mo. LIBOR US + 1.70%),
6.49%, 04/15/33(a)(b)

      500       486,179  

Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%),
6.81%, 10/20/34(a)(b)

      436       417,188  

Generate CLO 3 Ltd., Series 3A, Class DR, (3 mo. LIBOR US + 3.60%),
8.41%, 10/20/29(a)(b)

      250       238,201  

Generate CLO 4 Ltd., Series 4A, Class ER, (3 mo. LIBOR US + 6.75%),
11.56%, 04/20/32(a)(b)

      1,000       885,345  

Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%),
8.32%, 01/22/35(a)(b)

      750       684,263  

Golub Capital Partners CLO 55B Ltd., Series 2021- 55A, Class E, (3 mo. LIBOR US + 6.56%), 11.37%, 07/20/34(a)(b)

      250       222,767  

Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 11.24%, 04/15/33(a)(b)

      250       214,812  

Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class A2, (3 mo. LIBOR US + 1.80%), 6.59%, 07/15/34(a)(b)

      250       243,359  

Jay Park CLO Ltd., Series 2016-1A, Class CR, (3 mo. LIBOR US + 2.65%),
7.46%, 10/20/27(a)(b)

      250       237,553  

LCM XIII LP, Series 13A, Class AR3, (3 mo. LIBOR US + 0.87%), 5.67%, 07/19/27(a)(b)

      475       469,997  

Madison Park Funding XVII Ltd., Series 2015-17A, Class DR, (3 mo. LIBOR US + 3.60%), 8.42%, 07/21/30(a)(b)

      500       482,352  

Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR, (3 mo. LIBOR US + 0.94%), 5.76%, 10/21/30(a)(b)

      498       491,833  

Madison Park Funding XXIX Ltd.(a)(b)

     

Series 2018-29A, Class D, (3 mo. LIBOR US + 3.00%), 7.79%, 10/18/30

      510       475,358  

Series 2018-29A, Class E, (3 mo. LIBOR US + 5.70%), 10.49%, 10/18/30

      250       225,317  

Madison Park Funding XXV Ltd., Series 2017-25A, Class A1R, (3 mo. LIBOR US + 0.97%), 5.79%, 04/25/29(a)(b)

      981       969,165  

Madison Park Funding XXVI Ltd., Series 2007-4A, Class DR, (3 mo. LIBOR US + 3.00%), 7.80%, 07/29/30(a)(b)

      250       233,040  

Madison Park Funding XXXVII Ltd., Series 2019-37A, Class BR, (3 mo. LIBOR US + 1.65%), 6.44%, 07/15/33(a)(b)

      800       774,473  

Madison Park Funding XXXVIII Ltd., Series 2021- 38A, Class B, (3 mo. LIBOR US + 1.65%), 6.44%, 07/17/34(a)(b)

      250         240,697  
 

 

1  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Asset-Backed Securities (continued)

 

Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ERR, (3 mo. LIBOR US + 6.50%), 11.29%, 07/15/34(a)(b)

    USD       790     $ 726,923  

Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class ER, (3 mo. LIBOR US + 6.10%), 10.90%, 01/20/32(a)(b)

      425       374,867  

Neuberger Berman Loan Advisers NBLA CLO 52 Ltd., Series 2022-52A, Class D, (3 mo. Term SOFR + 5.75%),
10.33%, 10/24/35(a)(b)

      500       498,430  

OCP CLO Ltd., Series 2019-16A, Class DR, (3 mo. LIBOR US + 3.15%),
7.96%, 04/10/33(a)(b)

      250       225,883  

Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%),
7.84%, 07/15/34(a)(b)

      250       227,906  

Octagon Investment Partners 31 Ltd., Series 2017- 1A, Class E, (3 mo. LIBOR US + 6.30%), 11.11%, 07/20/30(a)(b)

      500       427,135  

Octagon Investment Partners XV Ltd., Series 2013- 1A, Class A1RR, (3 mo. LIBOR US + 0.97%), 5.77%, 07/19/30(a)(b)

      1,738         1,717,769  

Octagon Investment Partners XVII Ltd., Series 2013- 1A, Class BR2, (3 mo. LIBOR US + 1.40%), 6.22%, 01/25/31(a)(b)

      250       242,482  

OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR, (3 mo. LIBOR US + 1.70%), 6.52%, 10/25/34(a)(b)

      250       242,664  

OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 7.94%, 10/17/29(a)(b)

      250       229,063  

OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 10.35%, 01/20/31(a)(b)

      250       201,093  

Rad CLO Ltd., Series 2022-17A, Class E, (3 mo. Term SOFR + 8.30%), 12.26%, 10/20/35(a)(b)

      250       239,208  

Regatta IX Funding Ltd., Series 2022-1A, Class D, (3 mo. LIBOR US + 3.90%), 8.69%, 04/17/30(a)(b)

      500       482,753  

Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3 mo. LIBOR US + 3.10%), 7.91%, 01/20/35(a)(b)

      250       235,897  

Regional Management Issuance Trust, 3.88%, 10/17/33(c)

      980       851,424  

Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 7.64%, 10/15/29(a)(b)

      500       455,710  

Sterling Coofs Trust, Series 2004-2, Class Note, 2.08%, 03/30/30(b)(c)

      926       9,263  

Sterling COOFS Trust, Series 2004-1, Class A, 2.36%, 04/15/29(c)

      638       6,375  

TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US + 3.04%),
7.86%, 04/26/28(a)(b)

      500       499,724  

Trimaran CAVU Ltd.(a)(b)

     

Series 2021-1A, Class D, (3 mo. LIBOR US + 3.45%), 8.27%, 04/23/32

      250       233,549  

Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 8.07%, 10/25/34

      500       452,227  

Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27(d)

    GBP       33       40,683  

Voya CLO Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%),
6.44%, 10/17/32(a)(b)

    USD       500       486,042  
Security         

Par

(000)

    Value  

Asset-Backed Securities (continued)

 

Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 8.17%, 10/24/34(a)(b)

    USD       500     $ 459,727  

Whitebox CLO III Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 8.14%, 10/15/34(a)(b)

      250       224,581  
   

 

 

 

Total Asset-Backed Securities — 6.4%
(Cost: $33,147,492)

 

      31,471,603  
   

 

 

 
            Shares         

Common Stocks

     
Construction & Engineering — 0.0%                  

McDermott International Ltd.(e)

      47,837       16,265  
   

 

 

 
Energy Equipment & Services(c) — 0.0%  

Project Investor Holdings LLC

      2,869       689  

Project Investor Holdings LLC, (Acquired 02/12/19, Cost: $0)(f)

      2,869        
   

 

 

 
        689  
Household Products — 0.0%                  

Berkline Benchcraft Equity LLC(c)

      3,155        
   

 

 

 
Industrial Conglomerates — 0.0%                  

Ameriforge Group, Inc.

      801       400  
   

 

 

 
Oil, Gas & Consumable Fuels — 0.0%                  

Kcad Holdings I Ltd.(c)

      546,753,936       5,467  
   

 

 

 
Software — 0.0%                  

Avaya Holdings Corp.(e)

      19        
   

 

 

 
Specialty Retail — 0.1%                  

NMG Parent LLC

      1,330       168,467  
   

 

 

 

Total Common Stocks — 0.1%
(Cost: $6,923,500)

        191,288  
   

 

 

 
           

Par

(000)

        

Corporate Bonds

     
Aerospace & Defense — 3.5%                  

Amsted Industries, Inc., 5.63%, 07/01/27(b)

    USD       156       151,710  

Boeing Co., 5.15%, 05/01/30(g)

      1,315       1,323,221  

Bombardier, Inc.(b)

     

7.50%, 03/15/25

      17       16,998  

7.13%, 06/15/26(g)

      1,191         1,195,287  

7.88%, 04/15/27(g)

      605       612,459  

6.00%, 02/15/28(g)

      539       524,854  

7.50%, 02/01/29(g)

      660       674,230  

7.45%, 05/01/34

      100       112,000  

F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26(b)(g)

      423       353,205  

Howmet Aerospace, Inc., 5.13%, 10/01/24

      4       4,016  

Northrop Grumman Corp., 3.85%, 04/15/45(g)

      600       502,129  

Rolls-Royce PLC, 5.75%, 10/15/27(b)(g)

      1,018       1,014,132  

Spirit AeroSystems, Inc.(b)

     

7.50%, 04/15/25

      32       32,000  

9.38%, 11/30/29(g)

      607       662,389  

TransDigm, Inc.

     

8.00%, 12/15/25(b)(g)

      815       830,281  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  2


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Aerospace & Defense (continued)

 

   

TransDigm, Inc. (continued)

     

6.25%, 03/15/26(b)(g)

    USD       5,693     $ 5,698,181  

6.38%, 06/15/26

      46       44,965  

7.50%, 03/15/27

      105       104,737  

6.75%, 08/15/28(b)(g)

      2,249       2,271,490  

Triumph Group, Inc., 9.00%, 03/15/28(b)(g)

      854       854,897  
   

 

 

 
          16,983,181  
Air Freight & Logistics — 0.0%                  

XPO Escrow Sub LLC, 7.50%, 11/15/27(b)(g)

      85       88,400  
   

 

 

 

Automobile Components — 1.1%

     

Aptiv PLC, 4.40%, 10/01/46(g)

      240       188,733  

Clarios Global LP, 6.75%, 05/15/25(b)

      528       533,623  

Clarios Global LP/Clarios U.S. Finance Co.

     

4.38%, 05/15/26(d)

    EUR       100       103,367  

6.25%, 05/15/26(b)(g)

    USD       1,409       1,405,477  

8.50%, 05/15/27(b)(g)

      2,612       2,621,795  

Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(b)

      174       156,165  

Faurecia SE, 2.75%, 02/15/27(d)

    EUR       100       96,258  

Goodyear Tire & Rubber Co.

     

5.00%, 07/15/29

    USD       104       92,914  

5.63%, 04/30/33

      109       94,285  

ZF Finance GmbH(d)

     

3.00%, 09/21/25

    EUR       100       102,991  

2.00%, 05/06/27

      100       93,303  
   

 

 

 
        5,488,911  
Automobiles — 1.5%                  

Asbury Automotive Group, Inc.

     

4.50%, 03/01/28

    USD       129       117,390  

4.75%, 03/01/30

      124       110,980  

5.00%, 02/15/32(b)

      130       113,881  

Constellation Automotive Financing PLC, 4.88%, 07/15/27(d)

    GBP       100       89,744  

Ford Motor Co.

     

0.00%, 03/15/26(h)(i)

    USD       406       405,594  

4.35%, 12/08/26

      11       10,687  

3.25%, 02/12/32(g)

      581       456,641  

6.10%, 08/19/32(g)

      179       173,461  

Ford Motor Credit Co. LLC

     

3.81%, 01/09/24(g)

      629       621,565  

4.69%, 06/09/25

      200       192,218  

5.13%, 06/16/25(g)

      490       479,634  

3.38%, 11/13/25

      200       187,458  

4.39%, 01/08/26(g)

      400       379,500  

6.86%, 06/05/26

    GBP       108       132,676  

2.70%, 08/10/26

    USD       295       262,547  

4.95%, 05/28/27(g)

      200       190,763  

4.87%, 08/03/27

    EUR       100       105,197  

2.90%, 02/16/28(g)

    USD       295       253,582  

7.35%, 03/06/30

      400       411,000  

3.63%, 06/17/31(g)

      400       329,612  

General Motors Financial Co., Inc., 6.00%, 01/09/28(g)

      1,000       1,023,515  

Ken Garff Automotive LLC, 4.88%, 09/15/28(b)

      122       103,714  

LCM Investments Holdings II LLC, 4.88%, 05/01/29(b)

      292       244,287  

Lithia Motors, Inc., 3.88%, 06/01/29(b)

      131       113,315  

MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b)

      178       131,797  
Security         

Par

(000)

    Value  

Automobiles (continued)

     

Renault SA, 2.38%, 05/25/26(d)

    EUR       100     $ 99,096  

TML Holdings Pte. Ltd., 4.35%, 06/09/26(d)

    USD       200       180,163  

Wabash National Corp., 4.50%, 10/15/28(b)

      220       190,733  
   

 

 

 
        7,110,750  
Banks — 0.5%                  

Banca Monte dei Paschi di Siena SpA, (1 mo. EURIBOR + 3.21%), 6.75%, 03/02/26(a)(d)

    EUR       100       106,243  

Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31(a)(d)

      100       90,751  

Banco Espirito Santo SA(e)(j)

     

4.75%, 01/15/22(a)

      100       12,472  

4.00%, 01/21/22

      100       12,472  

Bangkok Bank PCL, (5 year CMT + 4.73%), 5.00%

    USD       201       183,638  

Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%(a)(d)(k)

      200       192,250  

Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%(a)(d)(k)

      250       235,828  

Credit Suisse AG/New York, 5.00%, 07/09/27

      1,200       1,155,000  

Grupo Aval Ltd., 4.38%, 02/04/30(b)

      200       151,130  

Intesa Sanpaolo SpA, 5.71%, 01/15/26(b)(g)

      200       189,497  

Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%(a)(d)(k)

      202       177,735  
   

 

 

 
          2,507,016  
Beverages — 2.0%                  

Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46(g)

      800       781,850  

ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27(b)(g)(l)

      833       637,532  

Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC(b)

     

6.00%, 06/15/27(g)

      400       396,410  

3.25%, 09/01/28

      200       172,112  

4.00%, 09/01/29(g)

      2,234       1,748,105  

Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.25%, 04/30/25(b)

      200       197,000  

Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25(b)

      211       191,200  

Mauser Packaging Solutions Holding Co.(b)

     

7.88%, 08/15/26(g)

      3,257       3,257,000  

9.25%, 04/15/27

      41       37,884  

Trivium Packaging Finance BV(b)(g)

     

5.50%, 08/15/26

      1,004       961,832  

8.50%, 08/15/27

      1,367       1,243,970  
   

 

 

 
        9,624,895  
Biotechnology — 0.0%                  

Cidron Aida Finco SARL, 5.00%, 04/01/28(d)

    EUR       100       95,441  
   

 

 

 
Broadline Retail — 0.0%                  

NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26(b)(g)

    USD       213       199,979  
   

 

 

 
Building Materials(b) — 0.5%                  

Camelot Return Merger Sub, Inc., 8.75%, 08/01/28

      207       191,670  

James Hardie International Finance DAC, 5.00%, 01/15/28

      200       187,476  

Jeld-Wen, Inc.

     

6.25%, 05/15/25

      146       145,635  

4.63%, 12/15/25

      25       23,188  
 

 

3  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Building Materials (continued)

     

Masonite International Corp., Class C, 5.38%, 02/01/28

    USD       101     $ 96,455  

New Enterprise Stone & Lime Co., Inc.

     

5.25%, 07/15/28

      81       71,595  

9.75%, 07/15/28

      205       195,775  

Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/28(g)

      552       518,190  

Standard Industries, Inc.(g)

     

5.00%, 02/15/27

      209       198,491  

4.75%, 01/15/28

      80       74,734  

4.38%, 07/15/30

      683       594,210  

3.38%, 01/15/31

      326       262,001  

Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29

      92       86,940  
   

 

 

 
        2,646,360  
Building Products(b) — 0.9%                  

Advanced Drainage Systems, Inc.

     

5.00%, 09/30/27

      261       248,035  

6.38%, 06/15/30(g)

      457       447,786  

Beacon Roofing Supply, Inc., 4.13%, 05/15/29

      123       108,532  

Foundation Building Materials, Inc., 6.00%, 03/01/29

      83       65,787  

GYP Holdings III Corp., 4.63%, 05/01/29

      371       317,205  

Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26

      87       79,955  

SRS Distribution, Inc.(g)

     

4.63%, 07/01/28

      492       436,943  

6.13%, 07/01/29

      499       421,011  

6.00%, 12/01/29

      685       565,584  

White Cap Buyer LLC, 6.88%, 10/15/28(g)

      1,407       1,220,514  

White Cap Parent LLC, (8.25% Cash or 9.00% PIK), 8.25%, 03/15/26(l)

      235       213,705  
   

 

 

 
        4,125,057  
Capital Markets — 1.3%                  

AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27(b)

      77       77,501  

Blackstone Private Credit Fund

     

7.05%, 09/29/25(b)

      79       77,899  

3.25%, 03/15/27

      75       63,679  

Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%(a)(g)(k)

      2,000         1,575,000  

Compass Group Diversified Holdings LLC, 5.25%, 04/15/29(b)

      214       188,409  

GLP Capital LP/GLP Financing II, Inc., 3.25%, 01/15/32(g)

      498       404,057  

Icahn Enterprises LP/Icahn Enterprises Finance Corp.

     

6.25%, 05/15/26(g)

      394       387,725  

5.25%, 05/15/27(g)

      674       632,421  

4.38%, 02/01/29

      295       253,700  

NFP Corp.(b)

     

4.88%, 08/15/28(g)

      595       536,690  

6.88%, 08/15/28(g)

      1,373       1,178,226  

7.50%, 10/01/30

      105       101,454  

Northern Trust Corp., 6.13%, 11/02/32(g)

      219       233,481  

Owl Rock Capital Corp., 3.40%, 07/15/26

      63       55,626  

Owl Rock Core Income Corp.

     

3.13%, 09/23/26

      43       37,304  

7.75%, 09/16/27(b)(g)

      302       297,511  
   

 

 

 
        6,100,683  
Security         

Par

(000)

    Value  

Chemicals — 1.5%

     

Ashland LLC, 3.38%, 09/01/31(b)(g)

    USD       164     $ 134,059  

Avient Corp., 7.13%, 08/01/30(b)

      106       109,313  

Axalta Coating Systems LLC, 3.38%, 02/15/29(b)(g)

      447       382,982  

Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b)

      170       161,534  

Celanese U.S. Holdings LLC, 6.17%, 07/15/27(g)

      146       146,833  

Element Solutions, Inc., 3.88%, 09/01/28(b)(g)

      1,508       1,323,481  

HB Fuller Co., 4.25%, 10/15/28

      110       97,580  

Herens Holdco SARL, 4.75%, 05/15/28(b)(g)

      612       492,660  

Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b)(g)

      368       326,238  

Ingevity Corp., 3.88%, 11/01/28(b)

      84       71,969  

Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(l)

      259       186,480  

LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b)

      133       111,836  

Minerals Technologies, Inc., 5.00%, 07/01/28(b)

      169       154,101  

Monitchem HoldCo 3 SA, 5.25%, 03/15/25(d)

    EUR       100       108,047  

NOVA Chemicals Corp., 4.88%, 06/01/24(b)

    USD       67       66,100  

Sasol Financing USA LLC, 5.50%, 03/18/31

      200       167,037  

SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26(b)(g)

      439       401,043  

SK Invictus Intermediate II SARL, 5.00%, 10/30/29(b)(g)

      550       456,632  

WESCO Distribution, Inc.(b)(g)

     

7.13%, 06/15/25

      676       687,120  

7.25%, 06/15/28

      636       653,045  

WR Grace Holdings LLC(b)

     

4.88%, 06/15/27

      122       117,597  

5.63%, 08/15/29(g)

      1,131       958,522  

7.38%, 03/01/31

      146       146,552  
   

 

 

 
          7,460,761  
Commercial Services & Supplies — 1.0%                  

ADT Security Corp.

     

4.13%, 06/15/23

      2       1,990  

4.13%, 08/01/29(b)

      27       24,078  

4.88%, 07/15/32(b)

      12       10,587  

Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26(b)

      200       178,008  

APX Group, Inc., 5.75%, 07/15/29(b)(g)

      268       239,860  

Cablevision Lightpath LLC, 3.88%, 09/15/27(b)

      200       160,946  

Fortress Transportation & Infrastructure Investors LLC(b)

     

6.50%, 10/01/25

      488       488,325  

9.75%, 08/01/27

      76       80,187  

5.50%, 05/01/28(g)

      404       368,585  

Herc Holdings, Inc., 5.50%, 07/15/27(b)(g)

      491       473,815  

Hertz Corp.(b)

     

4.63%, 12/01/26

      126       114,093  

5.00%, 12/01/29(g)

      101       83,650  

LABL, Inc., 9.50%, 11/01/28

      236       238,065  

Metis Merger Sub LLC, 6.50%, 05/15/29(b)

      125       104,113  

NESCO Holdings II, Inc., 5.50%, 04/15/29(b)

      239       216,219  

Prime Security Services Borrower LLC/Prime Finance, Inc.(b)

     

5.25%, 04/15/24

      141       139,414  

5.75%, 04/15/26(g)

      608       603,440  

6.25%, 01/15/28(g)

      180       168,300  

Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29(b)(g)

      653       541,545  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  4


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Commercial Services & Supplies (continued)

 

Verisure Holding AB, 9.25%, 10/15/27(d)

    EUR       100     $ 116,184  

Williams Scotsman International, Inc.(b)

     

6.13%, 06/15/25(g)

    USD       403       400,471  

4.63%, 08/15/28

      243       221,053  
   

 

 

 
        4,972,928  
Communications Equipment(b) — 0.5%                  

CommScope Technologies LLC, 6.00%, 06/15/25(g)

      713       671,472  

CommScope, Inc.

     

6.00%, 03/01/26

      132       127,393  

8.25%, 03/01/27

      158       129,418  

7.13%, 07/01/28

      138       101,780  

4.75%, 09/01/29(g)

      416       346,744  

Viasat, Inc.

     

5.63%, 09/15/25(g)

      484       458,861  

5.63%, 04/15/27

      67       62,913  

Viavi Solutions, Inc., 3.75%, 10/01/29(g)

      309       264,247  
   

 

 

 
        2,162,828  
Construction Materials(b) — 0.1%                  

BCPE Empire Holdings, Inc., 7.63%, 05/01/27

      297       271,384  

Resideo Funding, Inc., 4.00%, 09/01/29

      59       49,053  

Ritchie Bros Holdings, Inc., 6.75%, 03/15/28

      77       79,297  

Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26

      662       52,960  
   

 

 

 
        452,694  
Consumer Discretionary — 1.7%                  

APi Group DE, Inc.(b)

     

4.13%, 07/15/29

      132       113,267  

4.75%, 10/15/29

      100       87,982  

Carnival Corp.

     

10.13%, 02/01/26(d)

    EUR       100       113,872  

10.50%, 02/01/26(b)(g)

    USD       361       376,133  

7.63%, 03/01/26(b)(g)

      71       64,788  

5.75%, 03/01/27(b)(g)

      893       732,555  

9.88%, 08/01/27(b)

      262       269,885  

4.00%, 08/01/28(b)(g)

      477       410,616  

6.00%, 05/01/29(b)(g)

      470       373,650  

Carnival Holdings Bermuda Ltd., 10.38%, 05/01/28(b)(g)

      1,958         2,106,338  

CoreLogic, Inc., 4.50%, 05/01/28(b)(g)

      511       387,721  

Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26(b)

      91       81,432  

Life Time, Inc.(b)

     

5.75%, 01/15/26

      340       330,285  

8.00%, 04/15/26

      239       227,984  

Lindblad Expeditions LLC,
6.75%, 02/15/27(b)(g)

      305       295,269  

NCL Corp. Ltd.(b)

     

5.88%, 03/15/26

      236       200,855  

8.38%, 02/01/28

      132       132,452  

7.75%, 02/15/29

      42       36,012  

NCL Finance Ltd., 6.13%, 03/15/28(b)(g)

      261       211,473  

Neptune Bidco U.S., Inc., 9.29%, 04/15/29(b)

      82       76,022  

Royal Caribbean Cruises Ltd.(b)

     

11.50%, 06/01/25

      120       127,953  

4.25%, 07/01/26

      72       64,620  

5.50%, 08/31/26

      136       127,235  

5.38%, 07/15/27

      134       119,354  

11.63%, 08/15/27

      176       189,032  

5.50%, 04/01/28(g)

      118       104,180  

8.25%, 01/15/29

      191       199,810  
Security         

Par

(000)

    Value  

Consumer Discretionary (continued)

 

Royal Caribbean Cruises Ltd.(b) (continued)

     

9.25%, 01/15/29(g)

    USD       345     $ 366,562  

7.25%, 01/15/30

      267       268,669  

Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29(b)

      148       127,032  
   

 

 

 
        8,323,038  
Consumer Finance — 1.7%                  

Block, Inc.

     

2.75%, 06/01/26

      392       357,412  

3.50%, 06/01/31(g)

      1,133       930,476  

Capital One Financial Corp., (1 day SOFR + 2.60%), 5.82%, 02/01/34(a)(g)

      440       425,181  

Discover Financial Services, 6.70%, 11/29/32

      85       87,630  

Equifax, Inc., 2.60%, 12/15/25

      59       54,989  

Global Payments, Inc.

     

3.20%, 08/15/29(g)

      564       496,107  

2.90%, 05/15/30(g)

      754       638,470  

5.40%, 08/15/32

      86       84,321  

HealthEquity, Inc., 4.50%, 10/01/29(b)(g)

      707       628,147  

Navient Corp.

     

7.25%, 09/25/23

      77       76,739  

6.13%, 03/25/24

      86       84,844  

5.88%, 10/25/24

      82       79,653  

5.50%, 03/15/29

      211       178,295  

OneMain Finance Corp.

     

6.88%, 03/15/25

      303       293,608  

7.13%, 03/15/26(g)

      331       318,187  

3.50%, 01/15/27

      304       255,136  

6.63%, 01/15/28(g)

      240       220,034  

5.38%, 11/15/29(g)

      105       88,333  

4.00%, 09/15/30

      110       82,500  

Sabre Global, Inc.(b)

     

9.25%, 04/15/25

      211       198,762  

7.38%, 09/01/25

      252       225,161  

11.25%, 12/15/27

      125       116,480  

Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b)(g)

      550       517,000  

Shift4 Payments, Inc., 0.00%, 12/15/25(h)(i)

      174       203,337  

Verscend Escrow Corp., 9.75%, 08/15/26(b)(g)

      1,817       1,817,000  
   

 

 

 
          8,457,802  
Consumer Staples Distribution & Retail — 0.9%  

Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(b)

     

3.25%, 03/15/26(g)

      642       604,119  

7.50%, 03/15/26

      107       109,781  

4.63%, 01/15/27(g)

      477       461,300  

5.88%, 02/15/28(g)

      320       318,034  

6.50%, 02/15/28

      152       152,380  

3.50%, 03/15/29

      30       26,103  

4.88%, 02/15/30(g)

      214       199,744  

Bellis Acquisition Co. PLC, 3.25%, 02/16/26(d)

    GBP       100       100,859  

Darling Ingredients, Inc., 6.00%, 06/15/30(b)(g)

    USD       434       432,524  

Lamb Weston Holdings, Inc.(b)(g)

     

4.88%, 05/15/28

      257       249,277  

4.13%, 01/31/30

      312       285,480  

4.38%, 01/31/32

      404       366,391  

Ocado Group PLC, 3.88%, 10/08/26(d)

    GBP       100       91,538  

Performance Food Group, Inc., 4.25%, 08/01/29(b)(g)

    USD       299       268,494  
 

 

5  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Consumer Staples Distribution & Retail (continued)        

Post Holdings, Inc.(b)

     

5.75%, 03/01/27

    USD       89     $ 86,847  

4.63%, 04/15/30(g)

      118       105,757  

U.S. Foods, Inc.(b)

     

4.75%, 02/15/29(g)

      335       309,456  

4.63%, 06/01/30

      39       35,180  

United Natural Foods, Inc., 6.75%, 10/15/28(b)

      34       31,600  
   

 

 

 
          4,234,864  
Containers & Packaging — 0.5%                  

Clydesdale Acquisition Holdings, Inc.(b)(g)

     

6.63%, 04/15/29

      558       537,075  

8.75%, 04/15/30

      584       530,704  

Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26

      196       187,899  

Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26(g)

      424       412,902  

Graham Packaging Co., Inc., 7.13%, 08/15/28(b)

      60       51,887  

Graphic Packaging International LLC(b)

     

4.75%, 07/15/27

      89       84,702  

3.50%, 03/15/28

      9       8,237  

LABL, Inc., 5.88%, 11/01/28(b)

      261       231,916  

Sealed Air Corp., 5.13%, 12/01/24(b)

      46       45,687  

Sealed Air Corp./Sealed Air Corp. U.S., 6.13%, 02/01/28(b)

      158       159,762  
   

 

 

 
        2,250,771  
Diversified Consumer Services — 1.7%                  

Allied Universal Holdco LLC/Allied Universal Finance Corp.(b)(g)

     

6.63%, 07/15/26

      1,737       1,669,266  

9.75%, 07/15/27

      601       535,647  

6.00%, 06/01/29

      1,356       1,012,200  

Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28(b)(g)

      1,963       1,652,816  

Clarivate Science Holdings Corp.(b)(g)

     

3.88%, 07/01/28

      741       661,320  

4.88%, 07/01/29

      459       415,106  

Garda World Security Corp.(b)

     

4.63%, 02/15/27

      132       118,490  

7.75%, 02/15/28

      332       327,220  

Graham Holdings Co., 5.75%, 06/01/26(b)

      140       137,221  

Rekeep SpA, 7.25%, 02/01/26(d)

    EUR       100       95,436  

Service Corp. International

     

5.13%, 06/01/29

    USD       238       229,596  

3.38%, 08/15/30(g)

      263       224,207  

4.00%, 05/15/31(g)

      333       292,440  

Sotheby’s, 7.38%, 10/15/27(b)(g)

      1,046       989,443  
   

 

 

 
        8,360,408  
Diversified REITs — 0.9%                  

Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50(g)

      450       341,253  

Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27(b)

      178       142,845  

Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27(b)(g)

      142       112,353  

Healthpeak OP LLC, 2.88%, 01/15/31(g)

      1,000       858,005  

Iron Mountain, Inc.(b) 5.00%, 07/15/28

      32       29,776  
Security         

Par

(000)

    Value  
Diversified REITs (continued)                  

Iron Mountain, Inc.(b) (continued)

     

5.25%, 07/15/30

    USD       172     $ 155,089  

5.63%, 07/15/32

      25       22,838  

MPT Operating Partnership LP/MPT Finance Corp.

     

2.55%, 12/05/23

    GBP       104       121,392  

4.63%, 08/01/29

    USD       304       224,580  

3.50%, 03/15/31(g)

      1,179       793,703  

RHP Hotel Properties LP/RHP Finance Corp.

     

4.75%, 10/15/27(g)

      704       659,787  

4.50%, 02/15/29(b)

      256       231,240  

Ventas Realty LP, 4.13%, 01/15/26(g)

      650       630,366  

VICI Properties LP/VICI Note Co., Inc., 3.88%, 02/15/29(b)

      50       44,456  
   

 

 

 
        4,367,683  
Diversified Telecommunication Services — 2.2%              

AT&T, Inc., 4.30%, 02/15/30(g)

      1,350       1,311,823  

Level 3 Financing, Inc.

     

3.40%, 03/01/27(b)(g)

      420       332,196  

4.63%, 09/15/27(b)

      202       121,452  

4.25%, 07/01/28(b)(g)

      814       459,259  

3.63%, 01/15/29(b)

      136       75,197  

3.75%, 07/15/29(b)(g)

      172       91,703  

3.88%, 11/15/29(b)(g)

      431       311,928  

10.50%, 05/15/30(g)

      388       377,129  

Lumen Technologies, Inc., 4.00%, 02/15/27(b)(g)

      1,026       677,160  

SoftBank Group Corp., 4.75%, 07/30/25(d)

    EUR       100       103,570  

Sprint Capital Corp., 8.75%, 03/15/32(g)

    USD       1,320       1,607,100  

Telecom Italia Capital SA

     

6.38%, 11/15/33

      222       201,003  

6.00%, 09/30/34(g)

      432       370,440  

7.20%, 07/18/36

      98       88,664  

7.72%, 06/04/38

      44       40,736  

Telecom Italia SpA

     

4.00%, 04/11/24(d)

    EUR       150       161,089  

5.30%, 05/30/24(b)(g)

    USD       200       196,000  

Telecom Italia SpA/Milano, 2.38%, 10/12/27(d)

    EUR       100       93,523  

Verizon Communications, Inc., 3.70%, 03/22/61(g)

    USD       1,000       745,645  

Zayo Group Holdings, Inc.(b)(g)

     

4.00%, 03/01/27

      3,500       2,660,000  

6.13%, 03/01/28

      1,413       859,387  
   

 

 

 
        10,885,004  
Electric Utilities — 0.5%                  

Black Hills Corp., 3.15%, 01/15/27(g)

      305       286,167  

Comision Federal de Electricidad, 4.88%, 01/15/24

      200       196,913  

Enel Finance International NV, 3.63%, 05/25/27(b)(g)

      900       853,699  

FirstEnergy Corp., Series C, 3.40%, 03/01/50(g)

      347       237,963  

FirstEnergy Transmission LLC, 5.45%, 07/15/44(b)(g)

      381       365,019  

NextEra Energy Operating Partners LP(b)

     

4.25%, 07/15/24(g)

      170       167,836  

4.25%, 09/15/24

      9       8,629  

Pike Corp., 5.50%, 09/01/28(b)

      80       70,000  

Texas Competitive Electric Holdings, 1.00%, 11/10/21(c)(e)(j)

      780        
   

 

 

 
        2,186,226  
Electrical Equipment(b) — 0.3%                  

Gates Global LLC/Gates Corp., 6.25%, 01/15/26(g)

      416       408,720  

GrafTech Finance, Inc., 4.63%, 12/15/28

      136       113,405  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  6


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Electrical Equipment (continued)                  

Regal Rexnord Corp.

     

6.05%, 02/15/26

    USD       90     $ 90,394  

6.05%, 04/15/28(g)

      590       590,263  

6.30%, 02/15/30

      200       201,381  

6.40%, 04/15/33(g)

      205       205,127  
   

 

 

 
        1,609,290  
Electronic Equipment, Instruments & Components — 0.3%  

CDW LLC/CDW Finance Corp.

     

3.28%, 12/01/28

      21       18,499  

3.25%, 02/15/29

      212       186,452  

Imola Merger Corp., 4.75%, 05/15/29(b)(g)

      510       456,241  

Vertiv Group Corp., 4.13%, 11/15/28(b)(g)

      920       811,766  
   

 

 

 
          1,472,958  
Energy Equipment & Services — 0.5%                  

Archrock Partners LP/Archrock Partners Finance Corp.(b)

     

6.88%, 04/01/27

      304       298,300  

6.25%, 04/01/28(g)

      729       699,840  

Halliburton Co., 3.80%, 11/15/25(g)

      3       2,938  

USA Compression Partners LP/USA Compression Finance Corp.(g)

     

6.88%, 04/01/26

      510       495,693  

6.88%, 09/01/27

      433       413,766  

Vallourec SA, 8.50%, 06/30/26(d)

    EUR       25       26,977  

Weatherford International Ltd.(b)

     

11.00%, 12/01/24

    USD       7       7,182  

6.50%, 09/15/28

      215       215,368  

8.63%, 04/30/30(g)

      314       321,241  
   

 

 

 
        2,481,305  
Environmental, Maintenance & Security Service — 0.8%  

Clean Harbors, Inc.(b)

     

4.88%, 07/15/27(g)

      250       241,127  

5.13%, 07/15/29(g)

      129       122,892  

6.38%, 02/01/31

      108       110,188  

Covanta Holding Corp.

     

4.88%, 12/01/29(b)

      142       126,343  

5.00%, 09/01/30

      70       60,214  

GFL Environmental, Inc.(b)

     

4.25%, 06/01/25

      103       100,500  

3.75%, 08/01/25

      312       299,832  

5.13%, 12/15/26(g)

      243       237,597  

4.00%, 08/01/28(g)

      431       391,594  

3.50%, 09/01/28

      160       144,800  

4.75%, 06/15/29(g)

      378       353,090  

4.38%, 08/15/29(g)

      317       283,778  

Republic Services, Inc., 3.38%, 11/15/27(g)

      750       715,893  

Tervita Corp., 11.00%, 12/01/25(b)

      114       122,265  

Waste Pro USA, Inc., 5.50%, 02/15/26(b)(g)

      757       696,184  
   

 

 

 
        4,006,297  
Financial Services — 2.0%                  

ABRA Global Finance, 11.50%, 03/02/28(l)

      185       144,169  

Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28(b)(g)

      403       316,355  

ASG Finance Designated Activity Co., 7.88%, 12/03/24(b)

      200       192,750  

Bank of America Corp., (1 day SOFR + 1.99%), 6.20%, 11/10/28(a)(g)

      346       361,702  

Barclays PLC, 5.20%, 05/12/26(g)

      200       191,438  
Security         

Par

(000)

    Value  
Financial Services (continued)                  

Blackstone Holdings Finance Co. LLC, 5.90%, 11/03/27(b)(g)

    USD       588     $ 599,657  

BNP Paribas SA, (5 year CMT + 3.34%), 4.63%(a)(b)(g)(k)

      1,500       1,121,040  

Deutsche Bank AG/New York, (1 day SOFR + 3.18%), 6.72%, 01/18/29(a)(g)

      1,100       1,092,312  

Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24(b)(l)

      232       208,184  

Goldman Sachs Group, Inc., Series R, (5 year CMT + 3.22%), 4.95%(a)(g)(k)

      730       668,492  

Home Point Capital, Inc., 5.00%, 02/01/26(b)

      194       145,559  

HSBC Holdings PLC(g)

     

4.38%, 11/23/26

      395       376,793  

(5 year USD ICE Swap + 4.37%), 6.38%(a)(k)

      500       459,477  

(1 day SOFR + 3.35%), 7.39%, 11/03/28(a)

      265       282,048  

ION Trading Technologies SARL, 5.75%, 05/15/28(b)

      200       159,734  

Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28(b)

      325       275,142  

Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.(b)

     

5.25%, 10/01/25

      43       37,831  

4.25%, 02/01/27

      170       134,300  

4.75%, 06/15/29

      67       48,430  

Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%(a)(g)(k)

      450       407,429  

MGIC Investment Corp., 5.25%, 08/15/28(g)

      167       158,733  

Morgan Stanley

     

4.00%, 07/23/25(g)

      965       944,580  

(5 year CMT + 2.43%), 5.95%, 01/19/38(a)

      100       99,442  

Nationstar Mortgage Holdings, Inc.(b)

     

6.00%, 01/15/27

      147       133,403  

5.13%, 12/15/30

      104       79,916  

5.75%, 11/15/31

      114       88,426  

Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26(b)(g)

      755       675,725  

Spectrum Brands, Inc.(b)

     

5.00%, 10/01/29

      141       122,370  

5.50%, 07/15/30

      154       135,505  
   

 

 

 
          9,660,942  
Food Products — 0.6%                  

Aramark International Finance SARL, 3.13%, 04/01/25(d)

    EUR       138       144,753  

Aramark Services, Inc.(b)(g)

     

5.00%, 04/01/25

    USD       495       487,127  

6.38%, 05/01/25

      188       189,384  

5.00%, 02/01/28

      436       412,659  

BRF SA, 4.88%, 01/24/30(d)

      200       164,600  

Chobani LLC/Chobani Finance Corp., Inc.(b)(g)

     

7.50%, 04/15/25

      857       835,593  

4.63%, 11/15/28

      608       554,040  

Darling Global Finance BV, 3.63%, 05/15/26(d)

    EUR       120       126,131  

Pilgrim’s Pride Corp., 3.50%, 03/01/32

    USD       39       31,738  

Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29(b)

      129       104,829  
   

 

 

 
        3,050,854  
Gas Utilities — 0.0%                  

Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31(b)

      91       79,511  
   

 

 

 
 

 

7  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Ground Transportation — 0.7%                  

Danaos Corp., 8.50%, 03/01/28(b)

    USD       100     $ 97,121  

Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34(b)(g)

      1,398       1,333,298  

Union Pacific Corp., 3.20%, 05/20/41(g)

      600       482,941  

United Rentals North America, Inc., 6.00%, 12/15/29(b)(g)

      1,689       1,712,257  
   

 

 

 
        3,625,617  
Health Care Equipment & Supplies — 0.3%              

Avantor Funding, Inc.

     

2.63%, 11/01/25(d)

    EUR       100       104,089  

4.63%, 07/15/28(b)(g)

    USD       665       630,087  

3.88%, 11/01/29(b)

      209       187,055  

Embecta Corp., 6.75%, 02/15/30(b)

      75       68,250  

Garden Spinco Corp., 8.63%, 07/20/30(b)

      199       212,617  
   

 

 

 
          1,202,098  
Health Care Providers & Services — 2.4%                  

Acadia Healthcare Co., Inc., 5.50%, 07/01/28(b)

      115       111,406  

AdaptHealth LLC(b)

     

6.13%, 08/01/28

      73       67,025  

5.13%, 03/01/30

      26       22,056  

AHP Health Partners, Inc., 5.75%, 07/15/29(b)

      324       272,160  

Cano Health LLC, 6.25%, 10/01/28(b)

      78       42,705  

CHS/Community Health Systems, Inc.(b)(g)

     

5.63%, 03/15/27

      185       162,408  

6.00%, 01/15/29

      525       444,087  

5.25%, 05/15/30

      493       386,734  

4.75%, 02/15/31

      242       178,661  

Elevance Health, Inc., 3.65%, 12/01/27(g)

      1,000       966,335  

Encompass Health Corp.

     

4.50%, 02/01/28

      15       13,981  

4.75%, 02/01/30(g)

      434       394,591  

4.63%, 04/01/31

      211       184,318  

HCA, Inc., 5.50%, 06/15/47(g)

      650       610,148  

Legacy LifePoint Health LLC(b)

     

6.75%, 04/15/25

      320       303,667  

4.38%, 02/15/27

      253       206,920  

Medline Borrower LP(b)(g)

     

3.88%, 04/01/29

      581       504,017  

5.25%, 10/01/29

      1,058       917,934  

ModivCare, Inc., 5.88%, 11/15/25(b)

      137       131,349  

Molina Healthcare, Inc.(b)

     

4.38%, 06/15/28

      46       42,793  

3.88%, 11/15/30

      80       69,801  

3.88%, 05/15/32(g)

      141       118,497  

Surgery Center Holdings, Inc.(b)(g)

     

6.75%, 07/01/25

      305       301,729  

10.00%, 04/15/27

      621       633,175  

Teleflex, Inc.

     

4.63%, 11/15/27

      80       78,142  

4.25%, 06/01/28(b)(g)

      331       314,753  

Tenet Healthcare Corp.

     

4.63%, 07/15/24(g)

      204       201,230  

4.63%, 09/01/24(g)

      367       360,527  

4.88%, 01/01/26(g)

      1,077       1,055,848  

6.25%, 02/01/27

      179       176,027  

5.13%, 11/01/27(g)

      216       207,371  

4.63%, 06/15/28

      81       74,711  

6.13%, 10/01/28

      183       175,391  

4.25%, 06/01/29

      48       43,426  
Security         

Par

(000)

    Value  
Health Care Providers & Services (continued)  

Tenet Healthcare Corp. (continued)

     

6.13%, 06/15/30(b)(g)

    USD       353     $ 348,235  

UnitedHealth Group, Inc., 3.75%, 07/15/25(g)

      1,470       1,452,061  
   

 

 

 
          11,574,219  
Health Care Technology(b) — 0.6%                  

AthenaHealth Group, Inc., 6.50%, 02/15/30(g)

      1,489       1,207,370  

Catalent Pharma Solutions, Inc.

     

5.00%, 07/15/27(g)

      365       356,439  

3.13%, 02/15/29

      157       138,020  

3.50%, 04/01/30(g)

      349       306,711  

Charles River Laboratories International, Inc.

     

4.25%, 05/01/28

      159       148,806  

4.00%, 03/15/31

      42       36,750  

IQVIA, Inc.(g)

     

5.00%, 10/15/26

      463       452,582  

5.00%, 05/15/27

      437       429,392  
   

 

 

 
        3,076,070  
Hotels, Restaurants & Leisure — 3.1%                  

Accor SA, 0.70%, 12/07/27(d)

    EUR       32       15,379  

Boyd Gaming Corp.

     

4.75%, 12/01/27

    USD       133       127,560  

4.75%, 06/15/31(b)(g)

      333       302,431  

Boyne USA, Inc., 4.75%, 05/15/29(b)(g)

      344       307,114  

Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc.(b)

     

5.75%, 04/15/25

      207       207,755  

3.88%, 01/15/28(g)

      208       193,440  

4.38%, 01/15/28(g)

      134       123,702  

4.00%, 10/15/30

      103       88,323  

Caesars Entertainment, Inc.(b)(g)

     

6.25%, 07/01/25

      1,189       1,189,056  

8.13%, 07/01/27

      1,508       1,538,160  

4.63%, 10/15/29

      624       545,688  

7.00%, 02/15/30

      1,527       1,553,723  

Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25(b)(g)

      478       478,102  

CDI Escrow Issuer, Inc., 5.75%, 04/01/30(b)(g)

      691       667,396  

Champion Path Holdings Ltd., 4.50%, 01/27/26(d)

      232       203,290  

Churchill Downs, Inc.(b)

     

5.50%, 04/01/27(g)

      695       680,464  

4.75%, 01/15/28

      137       128,290  

Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b)

     

4.63%, 01/15/29(g)

      483       423,929  

6.75%, 01/15/30

      68       55,946  

Fortune Star BVI Ltd., 6.75%, 07/02/23(d)

      200       194,500  

Hilton Domestic Operating Co., Inc.

     

5.38%, 05/01/25(b)

      145       144,728  

5.75%, 05/01/28(b)

      200       200,000  

3.75%, 05/01/29(b)

      146       130,670  

4.88%, 01/15/30(g)

      554       530,655  

4.00%, 05/01/31(b)

      189       165,507  

3.63%, 02/15/32(b)

      15       12,656  

McDonald’s Corp., 3.70%, 01/30/26(g)

      405       398,048  

Melco Resorts Finance Ltd.

     

5.25%, 04/26/26(d)

      250       225,000  

5.38%, 12/04/29(b)

      400       327,000  

Merlin Entertainments Ltd.,
5.75%, 06/15/26(b)(g)

      600       569,085  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  8


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Hotels, Restaurants & Leisure (continued)                  

MGM China Holdings Ltd., 5.88%, 05/15/26(d)

    USD       250     $ 235,281  

Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29(b)

      235       204,293  

Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.(b)

     

5.63%, 09/01/29

      116       85,621  

5.88%, 09/01/31

      116       83,387  

Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26(b)

      177       164,610  

Scientific Games International, Inc.(b)

     

8.63%, 07/01/25

      203       207,821  

7.00%, 05/15/28(g)

      174       172,260  

7.25%, 11/15/29

      51       51,098  

Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b)

      269       271,780  

Station Casinos LLC, 4.63%, 12/01/31(b)

      277       233,927  

Stonegate Pub Co. Financing PLC, 8.25%, 07/31/25(d)

    GBP       100       114,801  

Vail Resorts, Inc., 6.25%, 05/15/25(b)

    USD       154       154,360  

Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28(b)

      158       145,555  

Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27(b)(g)

      192       181,440  

Wynn Macau Ltd., 5.50%, 01/15/26(d)

      347       319,240  

Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b)(g)

     

5.13%, 10/01/29

      740       672,186  

7.13%, 02/15/31

      281       285,038  
   

 

 

 
          15,310,295  
Household Durables — 0.5%                  

Ashton Woods USA LLC/Ashton Woods Finance Co.(b)

     

4.63%, 08/01/29

      100       81,000  

4.63%, 04/01/30

      145       119,389  

Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC(b)

     

5.00%, 06/15/29

      208       159,120  

4.88%, 02/15/30(g)

      364       274,511  

CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b)

      253       216,947  

K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(b)

      219       214,620  

Mattamy Group Corp., 4.63%, 03/01/30(b)(g)

      199       173,086  

Meritage Homes Corp., 5.13%, 06/06/27

      50       48,625  

NCR Corp.(b)

     

5.75%, 09/01/27

      220       216,201  

5.00%, 10/01/28

      110       96,686  

5.13%, 04/15/29(g)

      145       125,462  

6.13%, 09/01/29

      92       90,742  

SWF Escrow Issuer Corp., 6.50%, 10/01/29(b)(g)

      330       202,950  

Taylor Morrison Communities, Inc.(b)

     

5.88%, 06/15/27

      255       250,163  

5.13%, 08/01/30

      54       49,846  

Tempur Sealy International, Inc.(b)

     

4.00%, 04/15/29

      204       179,475  

3.88%, 10/15/31

      97       80,995  

Tri Pointe Group, Inc./Tri Pointe Homes, Inc., 5.88%, 06/15/24

      11       10,945  

Tri Pointe Homes, Inc., 5.25%, 06/01/27

      15       14,250  
   

 

 

 
        2,605,013  
Security         

Par

(000)

    Value  
Household Products — 0.0%                  

Berkline Benchcraft LLC,
0.00%, 05/03/12(a)(c)(e)(j)

    USD       200     $  

Central Garden & Pet Co.

     

5.13%, 02/01/28

      15       14,438  

4.13%, 10/15/30

      194       171,418  
   

 

 

 
        185,856  
Independent Power and Renewable Electricity Producers — 0.7%  

Calpine Corp.(b)

     

5.25%, 06/01/26

      221       215,453  

5.13%, 03/15/28(g)

      1,060       970,505  

4.63%, 02/01/29

      106       91,512  

5.00%, 02/01/31

      43       36,400  

Clearway Energy Operating LLC(b)

     

4.75%, 03/15/28(g)

      336       320,880  

3.75%, 01/15/32

      262       217,743  

Greenko Solar Mauritius Ltd., 5.95%, 07/29/26(d)

      200       187,912  

NRG Energy, Inc.

     

6.63%, 01/15/27(g)

      720       718,445  

5.75%, 01/15/28

      63       61,783  

5.25%, 06/15/29(b)

      98       90,980  

3.88%, 02/15/32(b)

      10       8,000  

7.00%, 03/15/33(b)

      205       212,364  

TerraForm Power Operating LLC(b)

     

5.00%, 01/31/28

      96       91,204  

4.75%, 01/15/30

      186       166,783  

TransAlta Corp., 7.75%, 11/15/29

      109       114,546  
   

 

 

 
          3,504,510  
Insurance — 2.7%                  

Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29(b)

      231       190,880  

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b)(g)

     

4.25%, 10/15/27

      1,317       1,179,624  

6.75%, 10/15/27

      2,364       2,192,610  

6.75%, 04/15/28

      601       594,239  

5.88%, 11/01/29

      1,182       996,772  

Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25(g)

      360       348,861  

AmWINS Group, Inc., 4.88%, 06/30/29(b)

      285       252,225  

Aon Global Ltd., 3.88%, 12/15/25(g)

      1,115       1,087,515  

GTCR AP Finance, Inc., 8.00%, 05/15/27(b)(g)

      330       314,917  

HUB International Ltd.(b)

     

7.00%, 05/01/26(g)

      1,280       1,257,994  

5.63%, 12/01/29

      53       46,178  

Jones Deslauriers Insurance Management, Inc.

     

8.50%, 03/15/30

      275       285,029  

10.50%, 12/15/30(b)

      268       269,932  

Marsh & McLennan Cos., Inc., 3.75%, 03/14/26(g)

      750       733,618  

Ryan Specialty Group LLC, 4.38%, 02/01/30(b)

      183       160,011  

Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53(a)(g)

      3,500       3,377,500  
   

 

 

 
        13,287,905  
Interactive Media & Services — 0.2%                  

Arches Buyer, Inc., 4.25%, 06/01/28(b)

      110       91,933  

Cablevision Lightpath LLC,
5.63%, 09/15/28(b)(g)

      400       276,020  

iliad SA(d)

     

5.38%, 06/14/27

    EUR       100       107,577  
 

 

9  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Interactive Media & Services (continued)              

iliad SA(d) (continued)

     

5.63%, 02/15/30

    EUR       100     $ 105,197  

Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.(b)

     

4.75%, 04/30/27

    USD       264       225,542  

6.00%, 02/15/28

      51       37,734  
   

 

 

 
        844,003  
Internet Software & Services — 1.0%                  

Booking Holdings, Inc., 0.75%, 05/01/25(g)(h)

      49       73,373  

Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b)

     

5.25%, 12/01/27

      303       294,854  

3.50%, 03/01/29

      204       176,384  

Match Group Holdings II LLC(b)

     

4.63%, 06/01/28

      157       145,809  

5.63%, 02/15/29

      177       166,423  

4.13%, 08/01/30

      198       170,478  

3.63%, 10/01/31(g)

      153       124,508  

Uber Technologies, Inc.

     

7.50%, 05/15/25(b)(g)

      667       675,553  

0.00%, 12/15/25(g)(h)(i)

      916       805,879  

8.00%, 11/01/26(b)

      419       429,571  

7.50%, 09/15/27(b)(g)

      622       641,350  

6.25%, 01/15/28(b)(g)

      402       400,995  

4.50%, 08/15/29(b)(g)

      972       885,735  
   

 

 

 
          4,990,912  
IT Services — 0.9%                  

Ahead DB Holdings LLC, 6.63%, 05/01/28(b)

      150       124,221  

CA Magnum Holdings, 5.38%, 10/31/26(b)(g)

      382       337,115  

Camelot Finance SA, 4.50%, 11/01/26(b)(g)

      624       589,680  

Dun & Bradstreet Corp., 5.00%, 12/15/29(b)(g)

      615       532,511  

Fair Isaac Corp., 4.00%, 06/15/28(b)(g)

      366       339,465  

Gartner, Inc.(b)

     

4.50%, 07/01/28

      23       21,832  

3.63%, 06/15/29

      57       50,861  

KBR, Inc., 4.75%, 09/30/28(b)

      206       184,084  

La Financiere Atalian SASU, 5.13%, 05/15/25(d)

    EUR       100       72,924  

McAfee Corp., 7.38%, 02/15/30(b)(g)

    USD       786       659,057  

Presidio Holdings, Inc., 4.88%, 02/01/27(b)

      47       44,915  

Science Applications International Corp., 4.88%, 04/01/28(b)(g)

      289       269,093  

Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25(b)

      163       161,613  

Twilio, Inc.

     

3.63%, 03/15/29

      142       122,475  

3.88%, 03/15/31(g)

      319       270,678  

ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b)(g)

      692       599,082  
   

 

 

 
        4,379,606  
Leisure Products — 0.1%                  

Mattel, Inc.

     

6.20%, 10/01/40

      219       197,238  

5.45%, 11/01/41

      278       234,077  
   

 

 

 
        431,315  
Machinery — 0.9%                  

ATS Corp., 4.13%, 12/15/28(b)

      108       95,786  

Chart Industries, Inc.(b)

     

7.50%, 01/01/30(g)

      623       643,696  

9.50%, 01/01/31

      92       97,060  
Security         

Par

(000)

    Value  
Machinery (continued)                  

Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(l)

    USD       240     $ 202,800  

Madison IAQ LLC, 5.88%, 06/30/29(b)(g)

      696       537,660  

OT Merger Corp., 7.88%, 10/15/29(b)

      115       67,854  

Terex Corp., 5.00%, 05/15/29(b)(g)

      333       309,860  

Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26(b)(g)

      852       713,550  

TK Elevator Holdco GmbH,
7.63%, 07/15/28(b)(g)

      400       345,696  

TK Elevator Midco GmbH, 4.38%, 07/15/27(d)

    EUR       205       200,646  

TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27(b)(g)

    USD       1,433       1,352,895  
   

 

 

 
          4,567,503  
Marine Transportation — 0.0%                  

Huntington Ingalls Industries, Inc., 4.20%, 05/01/30(g)

      178       166,595  
   

 

 

 
Media — 7.6%                  

Altice Financing SA

     

3.00%, 01/15/28(d)

    EUR       100       86,343  

5.00%, 01/15/28(b)(g)

    USD       378       307,390  

5.75%, 08/15/29(b)(g)

      1,324       1,052,580  

AMC Networks, Inc.

     

4.75%, 08/01/25

      189       167,613  

4.25%, 02/15/29

      123       75,622  

Block Communications, Inc., 4.88%, 03/01/28(b)

      92       79,496  

Cable One, Inc.

     

0.00%, 03/15/26(h)(i)

      88       69,432  

1.13%, 03/15/28(h)

      620       453,220  

4.00%, 11/15/30(b)(g)

      298       242,563  

CCO Holdings LLC/CCO Holdings Capital Corp.

     

5.13%, 05/01/27(b)(g)

      565       533,925  

6.38%, 09/01/29(b)(g)

      734       700,970  

4.75%, 03/01/30(b)(g)

      287       248,655  

4.25%, 02/01/31(b)(g)

      764       624,692  

7.38%, 03/01/31(b)(g)

      304       299,250  

4.75%, 02/01/32(b)(g)

      433       363,656  

4.50%, 05/01/32(g)

      211       172,560  

4.50%, 06/01/33(b)

      260       209,313  

4.25%, 01/15/34(b)(g)

      921       720,333  

Charter Communications Operating LLC/Charter Communications Operating Capital(g)

     

4.91%, 07/23/25

      2,425       2,400,800  

5.38%, 05/01/47

      425       350,646  

Clear Channel International BV, 6.63%, 08/01/25(b)(g)

      384       373,664  

Clear Channel Outdoor Holdings, Inc.(b)(g)

     

5.13%, 08/15/27

      1,711       1,535,622  

7.75%, 04/15/28

      956       717,000  

7.50%, 06/01/29

      829       589,170  

CMG Media Corp., 8.88%, 12/15/27(b)(g)

      498       376,488  

Comcast Corp., 3.95%, 10/15/25(g)

      3,000       2,966,198  

Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26(b)(g)

      1,866       1,754,040  

CSC Holdings LLC

     

5.25%, 06/01/24(g)

      164       158,260  

5.50%, 04/15/27(b)

      200       168,420  

6.50%, 02/01/29(b)(g)

      865       718,393  

4.13%, 12/01/30(b)(g)

      899       645,653  

3.38%, 02/15/31(b)(g)

      257       177,754  

4.50%, 11/15/31(b)(g)

      875       630,884  

Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27(b)(g)

      459       415,716  

Discovery Communications LLC, 3.45%, 03/15/25(g)

      170       163,253  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  10


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Media (continued)                  

DISH DBS Corp.(g)

     

7.75%, 07/01/26

    USD       601     $ 396,660  

5.25%, 12/01/26(b)

      1,323       1,055,615  

5.75%, 12/01/28(b)

      578       431,333  

DISH Network Corp., 11.75%, 11/15/27(b)(g)

      179       173,630  

Frontier Communications Holdings LLC(b)(g)

     

5.88%, 10/15/27

      267       242,730  

5.00%, 05/01/28

      668       579,664  

8.75%, 05/15/30

      1,028         1,023,898  

GCI LLC, 4.75%, 10/15/28(b)

      107       92,312  

Iliad Holding SASU(b)(g)

     

6.50%, 10/15/26

      1,423       1,356,147  

7.00%, 10/15/28

      743       704,951  

Interpublic Group of Cos., Inc., 5.40%, 10/01/48(g)

      200       192,480  

LCPR Senior Secured Financing DAC, 6.75%, 10/15/27(b)(g)

      360       340,020  

Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(l)

      389       93,131  

Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b)(g)

      232       152,540  

Live Nation Entertainment, Inc.(b)

     

4.88%, 11/01/24

      31       30,380  

5.63%, 03/15/26

      16       15,480  

6.50%, 05/15/27(g)

      1,582       1,598,997  

4.75%, 10/15/27(g)

      288       266,400  

3.75%, 01/15/28

      196       175,420  

Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b)

      177       160,185  

Network i2i Ltd., (5 year CMT + 4.27%),
5.65%(a)(d)(g)(k)

      300       283,556  

Outfront Media Capital LLC/Outfront Media Capital Corp.(b)

     

5.00%, 08/15/27(g)

      558       502,663  

4.25%, 01/15/29(g)

      230       190,900  

4.63%, 03/15/30

      81       67,551  

Radiate Holdco LLC/Radiate Finance,
Inc.(b)(g)

     

4.50%, 09/15/26

      995       778,587  

6.50%, 09/15/28

      1,708       700,280  

Sable International Finance Ltd., 5.75%, 09/07/27(b)

      200       186,350  

Sinclair Television Group, Inc., 4.13%, 12/01/30(b)(g)

      495       399,094  

Sirius XM Radio, Inc.(b)(g)

     

3.13%, 09/01/26

      491       442,882  

5.00%, 08/01/27

      812       760,203  

4.00%, 07/15/28

      244       209,581  

Stagwell Global LLC, 5.63%, 08/15/29(b)

      101       88,571  

Summer BC Holdco B SARL, 5.75%, 10/31/26(d)

    EUR       100       94,351  

Summer BidCo BV, (9.00% Cash or 9.75% PIK), 9.00%, 11/15/25(d)(l)

      113       94,401  

TEGNA, Inc., 4.75%, 03/15/26(b)

    USD       45       42,687  

Telenet Finance Luxembourg Notes SARL, 5.50%, 03/01/28(b)

      200       184,000  

Univision Communications, Inc.(b)

     

5.13%, 02/15/25

      133       130,630  

6.63%, 06/01/27

      234       221,879  

7.38%, 06/30/30(g)

      209       197,597  

UPC Broadband Finco BV,
4.88%, 07/15/31(b)(g)

      449       388,264  

Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28(b)(g)

      754       670,118  

VZ Secured Financing BV, 3.50%, 01/15/32(d)

    EUR       100       86,280  
Security          Par
(000)
    Value  
Media (continued)                  

Warnermedia Holdings, Inc., 6.41%, 03/15/26

    USD       90     $ 90,454  

Ziggo Bond Co. BV(b)(g)

     

6.00%, 01/15/27

      199       183,599  

5.13%, 02/28/30

      225       180,912  

Ziggo BV, 4.88%, 01/15/30(b)(g)

      200       170,500  
   

 

 

 
          36,977,437  
Metals & Mining — 1.8%                  

ABJA Investment Co. Pte. Ltd., 5.95%, 07/31/24(d)

      250       248,125  

Arconic Corp.(b)

     

6.00%, 05/15/25

      83       83,000  

6.13%, 02/15/28(g)

      378       371,841  

ATI, Inc.

     

5.88%, 12/01/27

      171       167,050  

4.88%, 10/01/29

      101       91,915  

5.13%, 10/01/31

      273       248,430  

Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29(b)(g)

      1,143       1,134,267  

Carpenter Technology Corp.

     

6.38%, 07/15/28

      81       79,008  

7.63%, 03/15/30(g)

      326       337,196  

Commercial Metals Co.

     

4.13%, 01/15/30

      31       27,362  

4.38%, 03/15/32

      37       31,828  

Constellium SE

     

4.25%, 02/15/26(d)

    EUR       100       105,223  

5.88%, 02/15/26(b)(g)

    USD       588       588,647  

5.63%, 06/15/28(b)(g)

      500       472,013  

3.75%, 04/15/29(b)(g)

      756       654,855  

JSW Steel Ltd., 5.95%, 04/18/24(d)

      200       196,500  

Kaiser Aluminum Corp.(b)(g)

     

4.63%, 03/01/28

      163       145,074  

4.50%, 06/01/31

      347       284,960  

New Gold, Inc., 7.50%, 07/15/27(b)(g)

      545       524,601  

Novelis Corp.(b)(g)

     

3.25%, 11/15/26

      809       739,317  

4.75%, 01/30/30

      951       873,774  

3.88%, 08/15/31

      1,030       867,507  

Novelis Sheet Ingot GmbH, 3.38%, 04/15/29(d)

    EUR       200       188,580  

Roller Bearing Co. of America, Inc., 4.38%, 10/15/29(b)

    USD       122       108,935  

Stillwater Mining Co., 4.00%, 11/16/26(d)

      200       178,500  

Vedanta Resources Finance II PLC, 13.88%, 01/21/24(d)

      200       160,163  
   

 

 

 
        8,908,671  
Offshore Drilling & Other Services — 0.5%                  

Applied Materials, Inc., 3.90%, 10/01/25(g)

      285       281,221  

Entegris Escrow Corp., 4.75%, 04/15/29(b)(g)

      1,872       1,769,794  

Entegris, Inc.(b)

     

4.38%, 04/15/28

      246       222,243  

3.63%, 05/01/29

      158       136,379  
   

 

 

 
        2,409,637  
Oil, Gas & Consumable Fuels — 9.2%                  

Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b)(g)

      728       714,328  

Antero Midstream Partners LP/Antero Midstream Finance Corp.(b)

     

5.75%, 03/01/27

      298       291,152  

5.75%, 01/15/28

      59       56,640  
 

 

11  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Oil, Gas & Consumable Fuels (continued)                  

Antero Midstream Partners LP/Antero Midstream Finance Corp.(b) (continued)

     

5.38%, 06/15/29

    USD       206     $ 193,875  

Apache Corp.

     

4.25%, 01/15/30(g)

      177       161,513  

5.10%, 09/01/40(g)

      269       227,978  

5.35%, 07/01/49

      137       105,879  

Arcosa, Inc., 4.38%, 04/15/29(b)(g)

      374       332,621  

Ascent Resources Utica Holdings LLC/ARU Finance Corp.(b)

     

9.00%, 11/01/27(g)

      580       704,559  

5.88%, 06/30/29

      210       185,325  

Buckeye Partners LP

     

4.13%, 03/01/25(b)

      262       247,830  

5.85%, 11/15/43

      145       109,488  

5.60%, 10/15/44

      86       60,900  

Callon Petroleum Co.

     

8.25%, 07/15/25

      44       43,692  

6.38%, 07/01/26

      162       153,900  

8.00%, 08/01/28(b)(g)

      1,085       1,074,909  

7.50%, 06/15/30(b)(g)

      599       563,060  

Cellnex Finance Co. SA, 1.25%, 01/15/29(d)

    EUR       100       88,705  

Cheniere Energy Partners LP(g)

     

4.50%, 10/01/29

    USD       716       665,172  

4.00%, 03/01/31

      619       550,873  

3.25%, 01/31/32

      639       527,891  

Chesapeake Energy Corp.(b)

     

5.88%, 02/01/29

      41       39,027  

6.75%, 04/15/29(g)

      459       455,677  

Civitas Resources, Inc., 5.00%, 10/15/26(b)

      88       82,721  

CNX Midstream Partners LP, 4.75%, 04/15/30(b)

      96       82,560  

CNX Resources Corp.(b)

     

6.00%, 01/15/29

      66       61,710  

7.38%, 01/15/31(g)

      189       186,165  

Comstock Resources, Inc.(b)(g)

     

6.75%, 03/01/29

      647       592,031  

5.88%, 01/15/30

      469       402,940  

CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31(b)(g)

      1,617       1,453,440  

Crescent Energy Finance LLC(b)(g)

     

7.25%, 05/01/26

      708       665,520  

9.25%, 02/15/28

      254       243,522  

Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.(b)

     

5.63%, 05/01/27

      52       50,097  

6.00%, 02/01/29

      277       263,701  

8.00%, 04/01/29

      45       45,900  

7.38%, 02/01/31

      96       96,000  

CrownRock LP/CrownRock Finance, Inc.(b)

     

5.63%, 10/15/25(g)

      685       671,340  

5.00%, 05/01/29

      44       40,991  

DCP Midstream Operating LP(b)

     

6.45%, 11/03/36

      162       168,017  

6.75%, 09/15/37(g)

      295       319,995  

Diamondback Energy, Inc., 6.25%, 03/15/33(g)

      602       636,180  

DT Midstream, Inc.(b)(g)

     

4.13%, 06/15/29

      328       287,558  

4.38%, 06/15/31

      418       364,157  

Dycom Industries, Inc., 4.50%, 04/15/29(b)

      119       107,398  
Security          Par
(000)
    Value  
Oil, Gas & Consumable Fuels (continued)                  

Earthstone Energy Holdings LLC, 8.00%, 04/15/27(b)(g)

    USD       272     $ 263,929  

Ecopetrol SA

     

8.88%, 01/13/33

      122       123,068  

5.88%, 05/28/45

      78       53,430  

eG Global Finance PLC(b)(g)

     

6.75%, 02/07/25

      396       366,514  

8.50%, 10/30/25

      252       235,877  

Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78(a)(g)

      1,565       1,423,209  

Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 01/30/28(b)(g)

      386       383,105  

Energy Transfer LP(g)

     

3.90%, 07/15/26

      235       226,005  

3.75%, 05/15/30

      810       747,477  

Series H, (5 year CMT + 5.69%), 6.50%(a)(k)

      456       401,280  

EnLink Midstream LLC

     

5.63%, 01/15/28(b)(g)

      348       341,040  

5.38%, 06/01/29

      272       261,800  

6.50%, 09/01/30(b)

      231       233,590  

EnLink Midstream Partners LP

     

4.15%, 06/01/25

      7       6,790  

4.85%, 07/15/26

      115       110,688  

5.60%, 04/01/44

      226       184,454  

5.45%, 06/01/47

      60       47,819  

EQM Midstream Partners LP

     

6.00%, 07/01/25(b)

      128       126,540  

4.13%, 12/01/26

      100       90,814  

6.50%, 07/01/27(b)(g)

      364       352,818  

4.50%, 01/15/29(b)

      21       17,850  

7.50%, 06/01/30(b)

      84       81,375  

4.75%, 01/15/31(b)(g)

      506       419,980  

Genesis Energy LP/Genesis Energy Finance Corp.

     

6.50%, 10/01/25

      112       108,489  

7.75%, 02/01/28

      164       159,009  

8.88%, 04/15/30

      153       154,913  

Gulfport Energy Corp., 8.00%, 05/17/26(b)

      37       36,630  

Harvest Midstream I LP, 7.50%, 09/01/28(b)

      60       59,839  

Hess Corp., 4.30%, 04/01/27

      50       48,806  

Hess Midstream Operations LP, 4.25%, 02/15/30(b)(g)

      240       214,344  

Hilcorp Energy I LP/Hilcorp Finance Co.(b)

     

6.25%, 11/01/28

      145       137,603  

5.75%, 02/01/29

      214       196,997  

6.00%, 02/01/31

      16       14,732  

HPCL-Mittal Energy Ltd., 5.45%, 10/22/26(d)

      200       188,913  

HTA Group Ltd., 7.00%, 12/18/25(b)

      200       189,875  

IHS Holding Ltd., 6.25%, 11/29/28(b)

      200       159,600  

Impulsora Pipeline LLC, 6.05%, 12/31/42(c)

      1,345       1,209,481  

ITT Holdings LLC, 6.50%, 08/01/29(b)(g)

      343       289,602  

Kinder Morgan, Inc., 4.80%, 02/01/33(g)

      517       498,815  

Kinetik Holdings LP, 5.88%, 06/15/30(b)(g)

      533       513,012  

Leviathan Bond Ltd., 5.75%, 06/30/23(b)(d)

      58       58,025  

Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26(b)

      32       31,115  

Matador Resources Co., 5.88%, 09/15/26

      436       430,166  

Medco Bell Pte. Ltd., 6.38%, 01/30/27(d)

      250       226,250  

MPLX LP, 4.25%, 12/01/27

      185       179,139  

Murphy Oil Corp.

     

5.75%, 08/15/25

      14       13,826  

5.88%, 12/01/27

      56       54,540  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  12


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Oil, Gas & Consumable Fuels (continued)                  

Murphy Oil Corp. (continued)

     

6.13%, 12/01/42

    USD       29     $ 24,027  

Murphy Oil USA, Inc., 4.75%, 09/15/29

      146       132,993  

Nabors Industries Ltd.(b)

     

7.25%, 01/15/26

      199       189,796  

7.50%, 01/15/28(g)

      296       273,179  

Nabors Industries, Inc.(g)

     

5.75%, 02/01/25

      968       937,750  

7.38%, 05/15/27(b)

      377       369,226  

New Fortress Energy, Inc.(b)(g)

     

6.75%, 09/15/25

      783       753,637  

6.50%, 09/30/26

      1,366       1,256,720  

NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b)(g)

      190       183,328  

NGPL PipeCo LLC, 7.77%, 12/15/37(b)(g)

      227       250,146  

Northern Oil & Gas, Inc., 8.13%, 03/01/28(b)(g)

      1,202       1,192,324  

NuStar Logistics LP

     

6.00%, 06/01/26

      163       159,774  

6.38%, 10/01/30

      25       23,988  

Occidental Petroleum Corp.

     

6.95%, 07/01/24

      30       30,378  

5.88%, 09/01/25

      117       117,909  

8.88%, 07/15/30(g)

      266       309,395  

6.63%, 09/01/30(g)

      713       750,910  

6.13%, 01/01/31

      26       26,975  

7.50%, 05/01/31

      94       103,673  

6.45%, 09/15/36(g)

      271       284,938  

6.20%, 03/15/40(g)

      899       903,855  

4.63%, 06/15/45

      28       22,428  

6.60%, 03/15/46

      208       218,688  

4.40%, 04/15/46

      105       83,213  

4.20%, 03/15/48

      34       26,350  

PDC Energy, Inc.

     

6.13%, 09/15/24

      75       74,625  

5.75%, 05/15/26

      235       228,761  

Permian Resources Operating LLC(b)

     

5.38%, 01/15/26

      52       49,287  

7.75%, 02/15/26(g)

      613       614,532  

6.88%, 04/01/27

      177       173,163  

5.88%, 07/01/29(g)

      392       371,181  

Petroleos Mexicanos

     

6.50%, 03/13/27

      130       117,468  

8.75%, 06/02/29(g)

      130       119,970  

5.95%, 01/28/31

      158       120,222  

6.70%, 02/16/32(g)

      97       76,902  

Precision Drilling Corp., 6.88%, 01/15/29(b)

      12       10,890  

Puma International Financing SA, 5.13%, 10/06/24(b)

      200       187,000  

Range Resources Corp., 4.88%, 05/15/25

      14       13,726  

Rockcliff Energy II LLC, 5.50%, 10/15/29(b)(g)

      196       173,708  

Rockies Express Pipeline LLC, 4.95%, 07/15/29(b)

      51       45,433  

SM Energy Co.

     

5.63%, 06/01/25

      175       169,679  

6.75%, 09/15/26(g)

      156       152,983  

6.63%, 01/15/27

      21       20,174  

6.50%, 07/15/28(g)

      163       155,544  

Southwestern Energy Co.

     

5.70%, 01/23/25

      18       18,009  

5.38%, 02/01/29(g)

      252       237,510  

4.75%, 02/01/32

      5       4,415  
Security          Par
(000)
    Value  
Oil, Gas & Consumable Fuels (continued)                  

Sunoco LP/Sunoco Finance Corp.

     

6.00%, 04/15/27

    USD       63     $ 62,199  

5.88%, 03/15/28

      124       119,040  

Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.(b)

     

7.50%, 10/01/25

      13       12,994  

6.00%, 03/01/27

      41       38,810  

5.50%, 01/15/28

      72       65,834  

6.00%, 12/31/30

      28       25,024  

6.00%, 09/01/31

      131       115,839  

Tap Rock Resources LLC,
7.00%, 10/01/26(b)(g)

      768       672,813  

Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28(g)

      280       267,829  

Transocean Titan Financing Ltd., 8.38%, 02/01/28(b)

      175       180,087  

Transocean, Inc.(b)

     

7.50%, 01/15/26(g)

      235       213,371  

11.50%, 01/30/27

      206       212,757  

8.75%, 02/15/30(g)

      972       991,440  

Venture Global Calcasieu Pass LLC(b)(g)

     

3.88%, 08/15/29

      870       784,740  

4.13%, 08/15/31

      770       676,507  

3.88%, 11/01/33

      1,442       1,211,280  

Vermilion Energy, Inc., 6.88%, 05/01/30(b)

      159       144,800  

Vivo Energy Investments BV, 5.13%, 09/24/27(b)

      200       182,538  

Western Midstream Operating LP

     

6.15%, 04/01/33

      75       76,017  

5.45%, 04/01/44(g)

      339       295,615  

5.30%, 03/01/48(g)

      199       168,615  

5.50%, 08/15/48

      99       85,256  

5.50%, 02/01/50(g)

      795       674,557  
   

 

 

 
            45,088,854  
Passenger Airlines — 1.3%                  

Air Canada, 3.88%, 08/15/26(b)(g)

      464       421,313  

Allegiant Travel Co., 7.25%, 08/15/27(b)

      113       112,491  

American Airlines, Inc.(b)

     

11.75%, 07/15/25(g)

      925       1,011,987  

7.25%, 02/15/28

      84       81,690  

American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b)

     

5.50%, 04/20/26

      226       222,574  

5.75%, 04/20/29(g)

      1,135       1,088,545  

Avianca Midco 2 PLC, 9.00%, 12/01/28(b)

      151       124,176  

Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd.,
5.75%, 01/20/26(b)(g)

      249       236,389  

International Consolidated Airlines Group SA,
1.50%, 07/04/27(d)

    EUR       100       89,130  

Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27(b)(g)

    USD       887       884,542  

Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, 09/20/25(b)

      256       257,649  

United Airlines Pass-Through Trust(g)

     

Series 2020-1, Class A, 5.88%, 04/15/29

      531       528,836  

Series 2020-1, Class B, 4.88%, 07/15/27

      36       34,972  

United Airlines, Inc.(b)(g)

     

4.38%, 04/15/26

      541       517,582  

4.63%, 04/15/29

      690       624,106  
   

 

 

 
        6,235,982  
Pharmaceuticals — 1.0%                  

AbbVie, Inc., 4.25%, 11/14/28(g)

      1,000       993,950  
 

 

13  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

    Value  
Pharmaceuticals (continued)                  

Bayer AG, (5 year EUR Swap + 3.75%), 4.50%, 03/25/82(a)(d)

    EUR       100     $ 100,308  

Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28(d)

      100       100,638  

CVS Health Corp., 3.75%, 04/01/30(g)

    USD       1,000       935,494  

Gruenenthal GmbH, 4.13%, 05/15/28(d)

    EUR       100       98,147  

Jazz Securities DAC, 4.38%, 01/15/29(b)(g)

    USD       200       184,000  

Option Care Health, Inc., 4.38%, 10/31/29(b)

      245       216,357  

Organon & Co./Organon Foreign Debt Co.-Issuer BV(b)(g)

     

4.13%, 04/30/28

      428       391,239  

5.13%, 04/30/31

      398       353,282  

PRA Health Sciences, Inc.,
2.88%, 07/15/26(b)(g)

      484       446,446  

Teva Pharmaceutical Finance Netherlands II BV, 7.38%, 09/15/29

    EUR       100       109,498  

Teva Pharmaceutical Finance Netherlands III BV

     

3.15%, 10/01/26

    USD       168       151,095  

4.75%, 05/09/27(g)

      400       372,000  

7.88%, 09/15/29

      200       208,500  

8.13%, 09/15/31

      200       209,350  
   

 

 

 
          4,870,304  
Real Estate — 0.0%                  

VICI Properties LP/VICI Note Co., Inc., 4.50%, 01/15/28(b)

      98       90,753  
   

 

 

 
Real Estate Management & Development — 0.5%  

Agps Bondco PLC, 2.75%, 11/13/26(d)(e)(j)

    EUR       100       41,927  

CIFI Holdings Group Co. Ltd., 6.00%, 07/16/25(d)(e)(j)

    USD       200       41,000  

Country Garden Holdings Co. Ltd., 6.50%, 04/08/24(d)

      200       159,000  

Easy Tactic Ltd., (6.50% Cash or 7.50% PIK), 7.50%, 07/11/27(l)

      218       50,106  

Fantasia Holdings Group Co. Ltd.(d)(e)(j)

     

11.75%, 04/17/22

      400       41,000  

11.88%, 06/01/23

      200       20,500  

9.25%, 07/28/23

      200       20,500  

9.88%, 10/19/23

      200       20,500  

Greystar Real Estate Partners LLC, 5.75%, 12/01/25(b)

      100       97,406  

Howard Hughes Corp.(b)

     

5.38%, 08/01/28

      79       71,938  

4.13%, 02/01/29

      149       126,193  

4.38%, 02/01/31

      140       112,700  

Jingrui Holdings Ltd., 12.00%, 07/25/22(d)(e)(j)

      200       17,091  

Modern Land China Co. Ltd.(d)(e)(j)(l)

     

7.00%, 12/30/23

      162       11,721  

9.00%, 12/30/27

      324       21,216  

Realogy Group LLC/Realogy Co.-Issuer
Corp.(b)

     

5.75%, 01/15/29

      456       341,298  

5.25%, 04/15/30

      135       98,399  

Ronshine China Holdings Ltd., 6.75%, 08/05/24(d)(e)(j)

      200       13,500  

Sinic Holdings Group Co. Ltd., 10.50%, 06/18/22(e)(j)

      200       2,000  

Theta Capital Pte. Ltd., 8.13%, 01/22/25(d)

      200       160,662  

VICI Properties LP, 5.13%, 05/15/32(g)

      851       801,761  

Yanlord Land HK Co. Ltd.,
6.80%, 02/27/24(d)(g)

      200       194,000  
Security  

Par

(000)

    Value  
Real Estate Management & Development (continued)        

Yuzhou Group Holdings Co. Ltd.(d)(e)(j)

     

7.70%, 02/20/25

    USD       200     $ 17,500  

8.30%, 05/27/25

      200       17,500  
   

 

 

 
        2,499,418  
Semiconductors & Semiconductor Equipment — 1.1%  

Broadcom, Inc.(g)

     

4.11%, 09/15/28

      1,594       1,523,127  

4.30%, 11/15/32

      400       368,537  

3.42%, 04/15/33(b)

      241       201,647  

Marvell Technology, Inc., 2.95%, 04/15/31(g)

      233       194,567  

NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, 05/01/25

      33       31,263  

QUALCOMM, Inc., 1.65%, 05/20/32(g)

      1,779       1,441,599  

Sensata Technologies B.V.(b)

     

5.63%, 11/01/24(g)

      229       228,318  

5.00%, 10/01/25

      324       321,627  

4.00%, 04/15/29

      168       151,784  

5.88%, 09/01/30

      237       234,926  

Sensata Technologies, Inc.(b)

     

4.38%, 02/15/30(g)

      584       532,117  

3.75%, 02/15/31

      34       29,750  

Synaptics, Inc., 4.00%, 06/15/29(b)(g)

      172       148,115  
   

 

 

 
        5,407,377  
Software — 2.1%                  

ACI Worldwide, Inc., 5.75%, 08/15/26(b)(g)

      444       439,560  

Alteryx, Inc., 8.75%, 03/15/28

      228       229,475  

Black Knight InfoServ LLC, 3.63%, 09/01/28(b)(g)

      386       350,778  

Boxer Parent Co., Inc.

     

6.50%, 10/02/25(d)

    EUR       100       107,172  

7.13%, 10/02/25(b)(g)

    USD       398       396,103  

9.13%, 03/01/26(b)(g)

      678       657,470  

Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29(b)(g)

      517       508,148  

Cloud Software Group Holdings, Inc., 6.50%, 03/31/29(b)(g)

      2,864       2,533,506  

Crowdstrike Holdings, Inc., 3.00%, 02/15/29

      41       35,782  

Elastic NV, 4.13%, 07/15/29(b)(g)

      376       321,010  

Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28(b)

      200       162,493  

Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b)

      197       169,170  

MicroStrategy, Inc., 6.13%, 06/15/28(b)(g)

      451       400,263  

Open Text Corp., 6.90%, 12/01/27(b)(g)

      871       898,524  

Oracle Corp.(g)

     

6.25%, 11/09/32

      1,000       1,075,551  

3.60%, 04/01/50

      785       556,796  

SS&C Technologies, Inc.,
5.50%, 09/30/27(b)(g)

      1,017       986,794  

Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25(b)(g)

      609       458,431  
   

 

 

 
        10,287,026  
Specialized REITs — 0.1%  

Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 02/15/28(b)(g)

      480       465,600  
   

 

 

 
Specialty Retail(b) — 0.3%  

Arko Corp., 5.13%, 11/15/29

      181       149,812  

PetSmart, Inc./PetSmart Finance Corp.

     

4.75%, 02/15/28

      343       321,991  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  14


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

    Value  
Specialty Retail (continued)                  

PetSmart, Inc./PetSmart Finance Corp. (continued)

 

 

7.75%, 02/15/29(g)

    USD       587     $ 576,205  

Staples, Inc., 7.50%, 04/15/26

      411       360,089  
   

 

 

 
        1,408,097  
Technology Hardware, Storage & Peripherals — 0.1%  

Coherent Corp., 5.00%, 12/15/29(b)(g)

      422       383,049  
   

 

 

 
Textiles, Apparel & Luxury Goods(b) — 0.1%  

Crocs, Inc., 4.25%, 03/15/29

      25       21,928  

Hanesbrands, Inc., 9.00%, 02/15/31

      283       289,721  

Kontoor Brands, Inc., 4.13%, 11/15/29

      98       84,102  

William Carter Co., 5.63%, 03/15/27

      160       155,514  
   

 

 

 
        551,265  
Transportation Infrastructure — 0.2%  

Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29(b)

      200       194,375  

Azzurra Aeroporti SpA, 2.63%, 05/30/27(d)

    EUR       100       95,600  

GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27(d)

    USD       200       173,918  

Heathrow Finance PLC, 4.38%, 09/01/29(d)(m)

    GBP       100       102,389  

Mexico City Airport Trust, 5.50%, 07/31/47(d)

    USD       200       152,760  

Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26(b)(g)

      435       422,698  
   

 

 

 
          1,141,740  
Utilities — 0.4%                  

American Water Capital Corp., 4.45%, 06/01/32(g)

      900       886,169  

Consensus Cloud Solutions, Inc.(b)

     

6.00%, 10/15/26

      71       61,682  

6.50%, 10/15/28

      64       53,075  

FEL Energy VI SARL, 5.75%, 12/01/40

      185       151,528  

Mong Duong Finance Holdings BV, 5.13%, 05/07/29(d)

      250       210,672  

Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28(b)(g)

      352       322,025  

Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33(d)

      162       157,832  

Vistra Operations Co. LLC(b)

     

5.50%, 09/01/26

      19       18,446  

5.00%, 07/31/27

      10       9,455  

4.38%, 05/01/29

      140       123,958  
   

 

 

 
        1,994,842  
Wireless Telecommunication Services — 1.1%  

Altice France SA/France

     

5.88%, 02/01/27(d)

    EUR       100       95,640  

8.13%, 02/01/27(b)(g)

    USD       507       469,330  

5.50%, 01/15/28(b)(g)

      381       313,010  

5.13%, 01/15/29(b)

      200       152,406  

5.13%, 07/15/29(b)(g)

      702       528,255  

5.50%, 10/15/29(b)

      572       437,383  

Kenbourne Invest SA, 6.88%, 11/26/24(b)

      275       206,216  

Rogers Communications, Inc., 5.00%, 03/15/44(g)

      545       491,516  

SBA Communications Corp., 3.13%, 02/01/29(g)

      343       298,389  

Sprint LLC, 7.63%, 03/01/26(g)

      506       535,085  

VICI Properties LP/VICI Note Co., Inc.(b)

     

5.63%, 05/01/24

      54       53,528  

3.50%, 02/15/25

      108       102,353  

4.63%, 06/15/25

      120       116,018  

4.25%, 12/01/26

      104       97,034  

4.63%, 12/01/29(g)

      414       376,870  
Security  

Par

(000)

    Value  
Wireless Telecommunication Services (continued)  

VICI Properties LP/VICI Note Co., Inc.(b) (continued)

 

4.13%, 08/15/30(g)

    USD       378     $ 333,882  

Vmed O2 U.K. Financing I PLC

     

4.00%, 01/31/29(d)

    GBP       100       101,772  

4.50%, 07/15/31(d)

      100       98,071  

4.75%, 07/15/31(b)(g)

    USD       597       511,760  
   

 

 

 
        5,318,518  
     

 

 

 

Total Corporate Bonds — 70.5%
(Cost: $372,808,334)

          345,236,924  
   

 

 

 

Floating Rate Loan Interests(a)

 

Aerospace & Defense — 1.4%  

Atlas CC Acquisition Corp.

     

Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.25%), 9.40%, 05/25/28

      1,238       1,060,472  

Term Loan C, (3 mo. SOFR CME at 0.75% Floor + 4.25%), 9.40%, 05/25/28

      252       215,688  

Bleriot U.S. Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR US + 4.00%), 9.16%, 10/31/26

      283       282,614  

Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, (6 mo. LIBOR US at 0.50% Floor + 3.50%), 8.56%, 08/03/29

      154       150,595  

Dynasty Acquisition Co., Inc.

     

2020 CAD Term Loan B2, (1 mo. SOFR CME + 3.50%), 8.41%, 04/06/26

      596       580,906  

2020 Term Loan B1, (1 mo. SOFR CME + 3.50%), 8.41%, 04/06/26

      1,108       1,080,600  

Peraton Corp.

     

2nd Lien Term Loan B1, (3 mo. LIBOR US at 0.75% Floor + 7.75%), 12.65%, 02/01/29

      455       441,408  

Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 02/01/28

      1,848       1,821,471  

TransDigm, Inc., 2023 Term Loan I, (3 mo. SOFR CME + 3.25%), 8.15%, 08/24/28

      1,094       1,089,763  
     

 

 

 
        6,723,517  
Air Freight & Logistics — 0.2%  

AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.45%, 04/06/28

      273       262,841  

Kestrel Bidco, Inc., Term Loan B, (1 mo. SOFR CME at 1.00% Floor + 3.00%), 7.86%, 12/11/26

      176       168,936  

PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 4.25%), 9.09%, 12/15/28

      531       445,169  
     

 

 

 
        876,946  
Automobile Components — 0.7%  

Adient U.S. LLC, 2021 Term Loan B, (1 mo. LIBOR US + 3.25%), 8.09%, 04/10/28

      216       214,874  

Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR US + 3.25%), 8.09%, 04/30/26

      2,276       2,258,596  

Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR US + 2.75%), 7.59%, 02/05/26

      1,038       1,016,283  
     

 

 

 
        3,489,753  
 

 

15  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Banks — 0.4%                  

DirecTV Financing LLC, Term Loan, (1 mo. LIBOR US at 0.75% Floor + 5.00%), 9.84%, 08/02/27

    USD       1,175     $ 1,127,991  

LABL, Inc., 2021 USD 1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 5.00%), 9.84%, 10/29/28

      606       586,619  
   

 

 

 
        1,714,610  
Beverages — 0.5%                  

Naked Juice LLC

     

2nd Lien Term Loan, (3 mo. SOFRTE at 0.50% Floor + 6.00%), 11.00%, 01/24/30

      861       642,207  

Term Loan, (3 mo. SOFRTE at 0.50% Floor + 3.25%), 8.25%, 01/24/29

      2,213       1,940,914  
   

 

 

 
        2,583,121  
Building Materials — 0.0%                  

Cornerstone Building Brands, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 7.93%, 04/12/28

      76       66,439  
   

 

 

 
Building Products — 0.8%                  

CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.41%, 11/23/27

      798       705,588  

CPG International LLC, 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.41%, 04/28/29

      358       353,124  

Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR US + 2.25%), 7.09%, 07/28/28

      334       322,726  

New AMI I LLC, 2022 Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 6.00%), 10.81%, 03/08/29

      393       337,055  

Standard Industries, Inc., 2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.00%), 7.12%, 09/22/28

      668       663,584  

Wilsonart LLC, 2021 Term Loan E, (6 mo. LIBOR US at 1.00% Floor + 3.25%), 8.46%, 12/31/26

      1,462       1,404,778  
   

 

 

 
            3,786,855  
Capital Markets — 1.4%                  

Ascensus Holdings, Inc.

     

2021 2nd Lien Term Loan, (3 mo. LIBOR US at 0.50% Floor + 6.50%), 11.31%, 08/02/29

      380       339,124  

Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.38%, 08/02/28

      1,498       1,451,253  

Castlelake Aviation One DAC, 2023 Incremental Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 2.75%), 7.78%, 10/22/27

      323       318,142  

Deerfield Dakota Holding LLC

     

2020 USD Term Loan B, (1 mo. SOFR CME at 1.00% Floor + 3.75%), 8.65%, 04/09/27

      2,494       2,410,926  

2021 USD 2nd Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 6.75%), 11.91%, 04/07/28

      792       725,337  

Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR US at 0.75% Floor + 3.00%), 8.19%, 11/12/27

      572       559,986  
Security          Par
(000)
    Value  
Capital Markets (continued)                  

Focus Financial Partners LLC, 2021 Term Loan B4, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 06/30/28

    USD       624     $ 612,765  

Greenhill & Co., Inc., Term Loan B, (3 mo. LIBOR US + 3.25%), 8.20%, 04/12/24

      220       214,830  
   

 

 

 
            6,632,363  
Chemicals — 2.2%                  

Arc Falcon I, Inc.

     

2021 Delayed Draw Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 10/02/28

      76       68,010  

2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 09/30/28

      586       459,876  

Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.75%), 9.71%, 08/27/26

      1,028       1,008,669  

Axalta Coating Systems U.S. Holdings, Inc., 2022 USD Term Loan B4, (3 mo. SOFR CME at 0.50% Floor + 3.00%), 7.90%, 12/20/29

      556       556,559  

CPC Acquisition Corp., Term Loan, (3 mo. SOFR CME at 0.75% Floor + 3.75%), 8.91%, 12/29/27

      251       190,443  

Discovery Purchaser Corp., Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.375%), 8.96%, 10/04/29

      570       538,485  

Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR US + 2.00%), 6.81%, 01/31/26

      842       838,745  

HB Fuller Co., 2023 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 02/15/30

      150       150,516  

Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR US + 3.50%), 8.34%, 06/30/27

      410       402,820  

INEOS U.S. Finance LLC, 2023 USD Term Loan B, (3 mo. SOFR CME + 3.50%), 8.41%, 02/18/30

      298       296,030  

Lonza Group AG, USD Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 4.00%), 9.16%, 07/03/28

      396       366,071  

LSF11 A5 Holdco LLC, Term Loan, (1 mo. SOFRTE at 0.50% Floor + 3.50%), 8.42%, 10/15/28

      891       862,362  

Messer Industries GmbH, 2018 USD Term Loan, (3 mo. SOFR CME + 2.50%), 7.66%, 03/02/26

      600       597,488  

Momentive Performance Materials, Inc., 2023 Term Loan, 03/31/28(c)(n)

      975       953,063  

OQ Chemicals Corp., 2017 USD Term Loan B2, (1 mo. LIBOR US + 3.25%), 8.00%, 10/14/24

      949       920,548  

PQ Corp., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.50%), 7.33%, 06/09/28

      665       658,814  

SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 4.00%), 8.83%, 03/16/27

      429       417,929  

Sparta U.S. HoldCo LLC, 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 7.92%, 08/02/28

      797       787,242  

Starfruit Finco BV, 2018 USD Term Loan B, (3 mo. SOFR CME + 2.75%), 7.53%, 10/01/25

      90       89,043  

W.R. Grace Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 3.75%), 8.94%, 09/22/28

      449       444,158  
   

 

 

 
        10,606,871  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  16


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Commercial Services & Supplies — 2.0%                  

Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.66%, 05/12/28

    USD       1,588     $ 1,505,476  

Amentum Government Services Holdings LLC, 2022 Term Loan, (3 mo. SOFR CME + 4.00%), 8.91%, 02/15/29

      326       317,538  

Aramark Services, Inc.

     

2018 Term Loan B3, (1 mo. LIBOR US + 1.75%), 6.59%, 03/11/25

      375       373,120  

2021 Term Loan B, (1 mo. LIBOR US + 2.50%), 7.34%, 04/06/28

      383       381,390  

Asurion LLC

     

2020 Term Loan B8, (1 mo. LIBOR US + 3.25%), 8.09%, 12/23/26

      749       693,185  

2021 2nd Lien Term Loan B3, (1 mo. LIBOR US + 5.25%), 10.09%, 01/31/28

      364       301,756  

2021 Second Lien Term Loan B4, (1 mo. LIBOR US + 5.25%), 10.09%, 01/20/29

      646       531,012  

2023 Term Loan B11, (1 mo. SOFR CME + 4.25%), 9.16%, 08/19/28

      470       434,937  

Clean Harbors, Inc., 2021 Incremental Term Loan B, (1 mo. LIBOR US + 2.00%), 6.84%, 10/08/28

      421       422,042  

Covanta Holding Corp.

     

2021 Term Loan C, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 11/30/28

      36       36,278  

2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 11/30/28

      482       479,464  

Creative Artists Agency LLC, 2023 Term Loan B, (1 mo. SOFR CME + 3.50%), 8.31%, 11/27/28

      735       731,634  

EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR US at 1.00% Floor + 3.75%), 8.91%, 05/09/25

      170       163,506  

GFL Environmental, Inc., 2023 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.00%), 7.91%, 05/28/27

      607       607,066  

Packers Holdings LLC, 2021 Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.25%), 8.09%, 03/09/28

      494       445,765  

Prime Security Services Borrower LLC, 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 2.75%), 7.52%, 09/23/26

      757       753,307  

Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR US + 4.00%), 8.84%, 08/27/25

      1,258       1,255,132  

Viad Corp., Initial Term Loan, (1 mo. SOFR CME at 0.50% Floor + 5.00%), 9.92%, 07/30/28

      550       524,021  
   

 

 

 
            9,956,629  
Communications Equipment — 0.2%                  

Ciena Corp., 2023 Term Loan B, (1 mo. SOFR CME + 2.50%), 7.19%, 01/18/30

      113       112,789  

ViaSat, Inc., Term Loan, (1 mo. SOFR CME at 0.50% Floor + 4.50%), 9.42%, 03/02/29

      789       764,274  
   

 

 

 
        877,063  
Security         

Par

(000)

    Value  
Construction & Engineering — 0.8%                  

Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR US at 1.00% Floor + 4.25%), 9.13%, 06/21/24

    USD       1,311     $ 1,219,633  

Pike Corp., 2021 Incremental Term Loan B, (1 mo. LIBOR US + 3.00%), 7.85%, 01/21/28

      424       420,373  

SRS Distribution, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 06/02/28

      1,815       1,749,142  

USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.34%, 05/12/28

      705       680,947  
   

 

 

 
            4,070,095  
Construction Materials — 0.7%                  

Core & Main LP, 2021 Term Loan B, (3 mo. LIBOR US + 2.50%), 7.34%, 07/27/28(c)

      1,805       1,791,594  

Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR US + 3.00%), 7.84%, 03/29/25

      1,107       1,102,611  

Oscar AcquisitionCo. LLC, Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.50%, 04/29/29

      495       475,560  

Tamko Building Products LLC, Term Loan B, (3 mo. LIBOR US + 3.00%), 7.87%, 06/01/26

      148       143,976  
   

 

 

 
        3,513,741  
Consumer Finance — 0.0%                  

Credito Real SAB de CV Sofom ENR, Term Loan B, (Defaulted), 0.00%, 05/21/23(c)(e)(j)

      24       1,838  
   

 

 

 
Consumer Staples Distribution & Retail — 0.3%  

H-Food Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR US + 3.688%), 8.53%, 05/23/25

      234       200,069  

U.S. Foods, Inc.

     

2019 Term Loan B, (1 mo. LIBOR US + 2.00%), 6.84%, 09/13/26

      651       647,168  

2021 Term Loan B, (1 mo. LIBOR US + 2.75%), 7.59%, 11/22/28

      378       376,743  
   

 

 

 
        1,223,980  
Containers & Packaging — 0.6%                  

Charter Next Generation, Inc., 2021 Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.75%), 8.67%, 12/01/27

      1,628       1,604,843  

Mauser Packaging Solutions Holding Co., Term Loan B, (3 mo. SOFR CME + 4.00%), 8.78%, 08/14/26

      507       502,112  

Pregis TopCo Corp., 1st Lien Term Loan, (1 mo. SOFR CME + 3.75%), 8.67%, 07/31/26

      135       131,480  

Tosca Services LLC, 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.42%, 08/18/27

      575       441,659  

Trident TPI Holdings, Inc., 2021 Incremental Term Loan, (3 mo. LIBOR US at 0.50% Floor + 4.00%), 9.16%, 09/15/28

      515       496,588  
   

 

 

 
        3,176,682  
Distributors — 0.6%                  

American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. SOFR CME + 2.00%), 6.91%, 01/15/27

      767       761,620  

CNT Holdings I Corp., 2020 Term Loan, (3 mo. SOFR CME at 0.75% Floor + 3.50%), 8.13%, 11/08/27

      768       754,260  
 

 

17  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Distributors (continued)                  

Dealer Tire Financial LLC, Term Loan B2, (1 mo. SOFR CME at 0.50% Floor + 4.50%), 9.31%, 12/14/27

    USD       828     $ 820,749  

Go Daddy Operating Co. LLC, 2022 Term Loan B5, (1 mo. SOFR CME + 3.25%), 8.06%, 11/09/29

      653       652,141  

PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 4.25%), 9.09%, 02/12/27(c)

      110       78,879  
   

 

 

 
        3,067,649  
Diversified Consumer Services — 1.0%  

Ascend Learning LLC

     

2021 2nd Lien Term Loan, (1 mo. SOFR CME at 0.50% Floor + 5.75%), 10.66%, 12/10/29

      299       256,641  

2021 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.41%, 12/11/28

      867       798,283  

Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.25%), 7.17%, 11/24/28

      753       740,517  

Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR US + 3.75%), 8.59%, 07/11/25

      300       297,862  

OLA Netherlands BV, Term Loan, (1 mo. SOFR CME at 0.75% Floor + 6.25%), 11.11%, 12/15/26

      634       598,832  

PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.75%), 8.58%, 10/28/27

      672       628,491  

Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.50%), 9.33%, 01/15/27

      1,204       1,194,913  

Voyage Australia Pty. Ltd., USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 3.50%), 8.40%, 07/20/28

      134       132,096  
   

 

 

 
          4,647,635  
Diversified REITs — 0.1%                  

RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR US + 2.00%), 6.85%, 05/11/24

      722       719,839  
   

 

 

 
Diversified Telecommunication Services — 0.5%  

Cablevision Lightpath LLC, Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 7.93%, 11/30/27

      93       92,017  

Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.38%, 10/02/27

      349       274,343  

Frontier Communications Holdings LLC, 2021 1st Lien Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.63%, 05/01/28

      470       444,875  

Intelsat Jackson Holdings SA, 2021 Exit Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 4.50%), 6.78%, 02/01/29

      1       493  

Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. SOFR CME at 0.75% Floor + 2.50%), 7.41%, 11/04/26

      678       677,068  
Security         

Par

(000)

    Value  
Diversified Telecommunication Services (continued)  

Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.67%, 03/01/27

    USD       704     $ 591,771  

Lumen Technologies, Inc., 2020 Term Loan B, (3 mo. SOFR CME + 2.25%), 7.17%, 03/15/27

      817       537,027  
   

 

 

 
        2,617,594  
Electric Utilities — 0.4%                  

Constellation Renewables LLC, 2020 Term Loan, (3 mo. LIBOR US at 1.00% Floor + 2.50%), 7.46%, 12/15/27

      670       666,127  

Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.66%, 03/31/28

      1,662       1,485,197  
   

 

 

 
            2,151,324  
Electrical Equipment — 0.4%                  

Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.91%, 06/23/28

      626       596,315  

AZZ, Inc., Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 4.25%), 9.16%, 05/13/29

      109       109,182  

Gates Global LLC, 2021 Term Loan B3, (1 mo. SOFR CME at 0.75% Floor + 2.50%), 7.41%, 03/31/27

      1,205       1,195,808  
   

 

 

 
        1,901,305  
Electronic Equipment, Instruments & Components — 0.2%  

Coherent Corp., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.75%), 7.67%, 07/02/29

      633       625,565  

GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.84%, 02/12/25(c)

      134       133,559  
   

 

 

 
        759,124  
Energy Equipment & Services — 0.3%  

Oryx Midstream Services Permian Basin LLC, 2023 Incremental Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.06%, 10/05/28

      1,483       1,455,272  
   

 

 

 
Entertainment — 0.4%                  

Cirque Du Soleil Holding USA Newco, Inc., 2023 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.13%, 03/08/30

      408       402,900  

City Football Group Ltd., Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.78%, 07/21/28

      933       888,012  

Delta 2 Lux SARL, Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.06%, 01/15/30

      609       609,256  
   

 

 

 
        1,900,168  
Environmental, Maintenance & Security Service — 0.4%  

Asplundh Tree Expert LLC, 2021 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.59%, 09/07/27

      1,047       1,040,420  

TruGreen LP, 2020 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 4.00%), 8.84%, 11/02/27

      904       833,473  
   

 

 

 
        1,873,893  
Financial Services — 2.7%                  

Acuris Finance U.S., Inc., 2021 USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.00%), 9.05%, 02/16/28

      206       198,863  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  18


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Financial Services (continued)                  

Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR US + 4.50%), 9.34%, 07/31/26

    USD       912     $ 895,903  

AlixPartners LLP, 2021 USD Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.75%), 7.61%, 02/04/28

      766       762,459  

Altice France SA/France, 2023 USD Term Loan B14, (2 mo. SOFR CME + 5.50%), 10.17%, 08/15/28(c)

      856       812,752  

Castlelake Aviation Ltd., Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.62%, 10/22/26

      755       747,207  

Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.50%), 7.34%, 09/01/28

      670       660,259  

Delta TopCo, Inc., 2020 2nd Lien Term Loan, (3 mo. SOFR CME at 0.75% Floor + 7.25%), 12.16%, 12/01/28

      186       157,635  

EG America LLC, 2018 USD Term Loan, (3 mo. LIBOR US + 4.00%), 8.84%, 02/07/25

      1,110       1,058,262  

Gainwell Acquisition Corp., Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.00%), 9.00%, 10/01/27

      1,315       1,252,874  

KKR Apple Bidco LLC, 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 2.75%), 7.59%, 09/23/28

      243       240,105  

LBM Acquisition LLC, Term Loan B, (6 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 12/17/27

      391       367,075  

Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 8.09%, 09/25/26

      1,278       1,041,500  

RVR Dealership Holdings LLC, Term Loan B, (1 mo. SOFRTE at 0.75% Floor + 3.75%), 8.55%, 02/08/28

      97       82,059  

Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3 mo. LIBOR US + 2.00%), 7.16%, 11/05/28

      591       590,409  

SMG U.S. Midco 2, Inc., 2020 Term Loan, (3 mo. LIBOR US + 2.50%), 7.33%, 01/23/25

      525       518,197  

SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR US + 4.00%), 8.90%, 07/30/25

      307       303,829  

Veritas U.S., Inc., 2021 USD Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 5.00%), 9.84%, 09/01/25

      1,604       1,212,974  

VS Buyer LLC, Term Loan B, (1 mo. LIBOR US + 3.00%), 7.70%, 02/28/27

      1,238       1,223,164  

White Cap Buyer LLC, Term Loan B, (1 mo. SOFR CME + 3.75%), 8.56%, 10/19/27

      778       767,592  

Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR US + 2.50%), 7.18%, 04/30/28

      510       502,916  
   

 

 

 
        13,396,034  
Food Products — 1.7%                  

8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 10/01/25

      649       569,522  

B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR US + 2.50%), 7.34%, 10/10/26

      134       129,666  

Chobani LLC, 2020 Term Loan B, (1 mo. SOFR CME at 1.00% Floor + 3.50%), 8.42%, 10/25/27(c)

      1,889       1,870,246  

Froneri International Ltd., 2020 USD Term Loan, (3 mo. LIBOR US + 2.25%), 7.41%, 01/29/27

      1,987       1,956,498  
Security         

Par

(000)

    Value  
Food Products (continued)                  

Hostess Brands LLC, 2019 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 2.25%), 7.08%, 08/03/25

    USD       818     $ 817,259  

Nomad Foods U.S. LLC, 2022 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 3.75%), 8.23%, 11/12/29

      426       425,378  

Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR US + 3.25%), 8.09%, 02/05/26

      230       228,864  

Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 3.50%), 8.33%, 06/08/28(c)

      1,097       1,085,627  

UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. SOFR CME + 3.00%), 7.92%, 01/20/28

      1,380       1,371,639  
   

 

 

 
          8,454,699  
Gas Utilities — 0.4%                  

Freeport LNG Investments LLLP, Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.31%, 12/21/28

      1,781       1,721,300  
   

 

 

 
Ground Transportation — 0.3%                  

Avis Budget Car Rental LLC, 2020 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.60%, 08/06/27

      287       280,827  

SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR US + 5.50%), 10.43%, 08/04/25

      368       336,686  

Uber Technologies, Inc., 2023 Term Loan B, (3 mo. SOFR CME + 2.75%), 7.87%, 02/28/30

      818       815,652  
   

 

 

 
        1,433,165  
Health Care Equipment & Supplies — 0.8%                  

Electron BidCo, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.84%, 11/01/28

      1,233       1,213,586  

Insulet Corp., Term Loan B, (1 mo. SOFR CME + 3.25%), 8.17%, 05/04/28

      283       282,165  

Medline Borrower LP, USD Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 10/23/28

      2,610       2,541,856  
   

 

 

 
        4,037,607  
Health Care Providers & Services — 0.9%                  

CHG Healthcare Services, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 09/29/28

      463       457,959  

Envision Healthcare Corp.

     

2022 First Out Term Loan, (3 mo. SOFR CME at 1.00% Floor + 7.875%), 12.92%, 03/31/27

      91       75,896  

2022 Second Out Term Loan, (3 mo. SOFR CME at 1.00% Floor + 4.25%), 9.15%, 03/31/27

      607       144,269  

EyeCare Partners LLC

     

2020 Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 02/18/27

      852       691,415  

2021 2nd Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 6.75%), 11.59%, 11/15/29

      176       132,843  

2021 Incremental Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 11/15/28

      194       156,858  

Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR US + 4.50%), 9.66%, 03/05/26

      438       391,086  

Orbcomm, Inc., Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 4.25%), 9.15%, 09/01/28

      385       312,108  

PetVet Care Centers LLC, 2021 Term Loan B3, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.34%, 02/14/25

      21       19,773  
 

 

19  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Health Care Providers & Services (continued)        

Sotera Health Holdings LLC, 2021 Term Loan, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.58%, 12/11/26

    USD       775     $ 745,188  

Surgery Center Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.46%, 08/31/26

      280       277,419  

Vizient, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.25%), 7.11%, 05/16/29

      126       125,778  

WCG Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR US at 1.00% Floor + 4.00%), 8.95%, 01/08/27

      671       631,537  
   

 

 

 
        4,162,129  
Health Care Services — 0.2%                  

Azalea Topco, Inc., Term Loan, (1 mo. LIBOR US + 3.50%), 8.34%, 07/24/26

      805       749,748  

Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3 mo. SOFR CME at 0.50% Floor + 7.00%), 11.99%, 11/01/29

      247       223,535  
   

 

 

 
        973,283  
Health Care Technology — 0.8%                  

AthenaHealth Group, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.26%, 02/15/29

      1,598       1,493,712  

GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR US + 2.75%), 7.59%, 10/10/25

      308       305,680  

Polaris Newco LLC, USD Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.00%), 9.16%, 06/02/28

      1,895       1,723,771  

Press Ganey Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 07/24/26

      268       250,362  
   

 

 

 
          3,773,525  
Hotels, Restaurants & Leisure — 3.8%                  

Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR US + 3.75%), 8.59%, 02/02/26

      527       501,759  

Aristocrat Technologies, Inc., 2022 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 2.25%), 7.25%, 05/24/29

      46       45,529  

Bally’s Corp., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 7.96%, 10/02/28

      298       283,928  

Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc., Term Loan B4, (1 mo. LIBOR US + 1.75%), 6.59%, 11/19/26

      1,372       1,357,094  

Caesars Entertainment, Inc., Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 02/06/30

      591       587,223  

Carnival Corp., USD Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.00%), 7.84%, 06/30/25

      1,096       1,079,519  

Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR US + 2.00%), 6.85%, 03/17/28

      483       479,719  

Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR US at 1.00% Floor + 3.00%), 8.16%, 03/08/24

      2,190       1,978,621  

Fertitta Entertainment LLC, 2022 Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 4.00%), 8.81%, 01/27/29

      2,174       2,136,418  
Security         

Par

(000)

    Value  
Hotels, Restaurants & Leisure (continued)                  

Flutter Financing B.V., 2022 USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 3.25%), 8.41%, 07/22/28

    USD       621     $ 620,073  

Four Seasons Hotels Ltd., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 11/30/29

      1,360       1,358,564  

Hilton Worldwide Finance LLC, 2019 Term Loan B2, (1 mo. SOFR CME + 1.75%), 6.64%, 06/22/26

      1,057       1,055,597  

IRB Holding Corp., 2022 Term Loan B, (1 mo. SOFRTE at 0.75% Floor + 3.00%), 7.91%, 12/15/27

      1,410       1,384,155  

Penn National Gaming, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.75%), 7.66%, 05/03/29

      614       611,555  

Playa Resorts Holding B.V., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 4.25%), 8.99%, 01/05/29

      225       223,814  

Playtika Holding Corp., 2021 Term Loan, (1 mo. LIBOR US + 2.75%), 7.59%, 03/13/28

      717       711,526  

Scientific Games International, Inc., 2022 USD Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.00%), 7.96%, 04/14/29

      613       607,083  

SeaWorld Parks & Entertainment, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.88%, 08/25/28

      304       302,707  

Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR US + 2.25%), 7.41%, 07/21/26

      559       557,460  

Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR US at 0.25% Floor + 2.25%), 7.10%, 02/08/27

      1,025       1,015,520  

Travelport Finance Luxembourg SARL

     

2020 Super Priority Term Loan, 02/28/25(n)

      10       10,174  

2021 Consented Term Loan, (3 mo. LIBOR US + 6.75%), 10.16%, 05/29/26

      489       282,842  

Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 08/03/28

      1,244       1,228,987  

Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR US + 1.75%), 6.59%, 05/30/25

      199       198,963  
   

 

 

 
          18,618,830  
Household Durables — 0.8%                  

ACProducts Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.25%), 9.41%, 05/17/28

      691       546,545  

Hunter Douglas, Inc., USD Term Loan B1, (3 mo. SOFR CME + 3.50%), 8.37%, 02/26/29

      1,402       1,254,908  

Reynolds Consumer Products LLC, Term Loan, (1 mo. SOFR CME + 1.75%), 6.66%, 02/04/27

      137       136,128  

Serta Simmons Bedding LLC

     

2020 Super Priority First Out Term Loan, (3 mo. LIBOR US + 7.50%), 12.37%, 08/10/23

      185       181,415  

2020 Super Priority Second Out Term Loan, (3 mo. LIBOR US at 1.00% Floor + 7.50%), 12.37%, 08/10/23

      249       140,803  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  20


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Household Durables (continued)

     

Snap One Holdings Corp., Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.50%), 9.66%, 12/08/28(c)

    USD       205     $ 186,980  

Sunset Debt Merger Sub, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 4.00%), 8.75%, 10/06/28

      450       377,192  

Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 8.09%, 10/30/27

      1,414       1,211,084  
   

 

 

 
          4,035,055  
Household Products — 0.1%                  

Spectrum Brands, Inc., 2021 Term Loan, (3 mo. LIBOR US at 0.50% Floor + 2.00%), 6.96%, 03/03/28

      458       453,143  
   

 

 

 

Independent Power and Renewable Electricity Producers — 0.2%

 

Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR US + 2.00%), 6.84%, 01/15/25

      871       869,444  

Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR US + 2.00%), 6.84%, 08/12/26

      284       281,257  
   

 

 

 
        1,150,701  
Industrial Conglomerates — 1.0%                  

AVSC Holding Corp.

     

2020 Term Loan B1, (3 mo. LIBOR US at 1.00% Floor + 3.50%), 8.31%, 03/03/25

      651       625,241  

2020 Term Loan B3, (3 mo. LIBOR US + 15.00%), 15.00%, 10/15/26

      363       369,234  

Diamond BC BV, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.58%, 09/29/28

      1,365       1,358,671  

Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 6.75%), 11.91%, 07/28/28

      260       202,831  

Vertical U.S. Newco, Inc., Term Loan B, (6 mo. LIBOR US at 0.50% Floor + 3.50%), 8.60%, 07/30/27

      1,407       1,368,768  

Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR US + 2.75%), 7.42%, 03/02/27

      1,226       1,201,920  
   

 

 

 
        5,126,665  
Insurance — 2.5%                  

Alliant Holdings Intermediate LLC

     

2021 Term Loan B4, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.28%, 11/06/27

      2,453       2,421,294  

2023 Term Loan B5, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.35%, 11/05/27

      1,293       1,275,752  

AmWINS Group, Inc.

     

2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 2.25%), 7.11%, 02/19/28

      1,112       1,096,985  

2023 Incremental Term Loan B, (1 mo. SOFR CME at 0.75% Floor + 2.75%), 7.66%, 02/19/28

      224       223,035  

AssuredPartners, Inc.

     

2020 Term Loan B, (1 mo. LIBOR US + 3.50%), 8.34%, 02/12/27

      1,086       1,073,921  

2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 02/12/27

      282       278,079  

Hub International Ltd.

     

2018 Term Loan B, (3 mo. LIBOR US + 3.00%), 7.82%, 04/25/25

      346       344,515  
Security         

Par

(000)

    Value  

Insurance (continued)

     

Hub International Ltd. (continued)

     

2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.25%), 8.06%, 04/25/25

    USD       1,418     $ 1,413,082  

2022 Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.00%), 8.73%, 11/10/29

      305       303,977  

NFP Corp., 2020 Term Loan, (1 mo. LIBOR US + 3.25%), 8.09%, 02/15/27

      112       109,293  

Ryan Specialty Group LLC, Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.00%), 7.91%, 09/01/27

      648       645,917  

Sedgwick Claims Management Services, Inc., 2023 Term Loan B, (1 mo. SOFR CME + 3.75%), 8.56%, 02/17/28

      1,771       1,746,652  

USI, Inc.

     

2019 Incremental Term Loan B, (3 mo. LIBOR US + 3.25%), 8.41%, 12/02/26

      82       82,035  

2022 Incremental Term Loan, (3 mo. SOFR CME at 0.50% Floor + 3.75%), 8.65%, 11/22/29

      1,091       1,085,246  
   

 

 

 
        12,099,783  
Interactive Media & Services — 0.7%                  

Adevinta ASA, USD Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 2.75%), 7.91%, 06/26/28

      750       742,820  

Camelot U.S. Acquisition LLC, 2020 Incremental Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 3.00%), 7.84%, 10/30/26

      1,141       1,138,368  

Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR US + 2.00%), 6.84%, 08/10/27

      821       817,367  

Grab Holdings, Inc., Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 4.50%), 9.35%, 01/29/26

      488       484,615  
   

 

 

 
            3,183,170  
IT Services — 2.2%                  

Aruba Investments Holdings LLC, 2020 USD Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 11/24/27

      334       325,292  

Boxer Parent Co., Inc., 2021 USD Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 10/02/25

      748       737,827  

Camelot Finance SA, Term Loan B, (1 mo. LIBOR US + 3.00%), 7.84%, 10/30/26

      1,000       997,062  

CCC Intelligent Solutions, Inc., Term Loan, (1 mo. LIBOR US at 0.50% Floor + 2.25%), 7.09%, 09/21/28

      725       717,729  

CoreLogic, Inc., Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.38%, 06/02/28

      2,001       1,701,842  

Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR US + 1.75%), 6.59%, 04/28/28

      945       937,933  

Genesys Cloud Services Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR US at 0.75% Floor + 4.00%), 8.84%, 12/01/27

      1,554       1,528,196  

PUG LLC, USD Term Loan, (1 mo. LIBOR US + 3.50%), 8.34%, 02/12/27

      1,675       1,207,287  

Trans Union LLC

     

2019 Term Loan B5, (1 mo. LIBOR US + 1.75%), 6.59%, 11/16/26

      750       743,485  

2021 Term Loan B6, (1 mo. LIBOR US at 0.50% Floor + 2.25%), 7.09%, 12/01/28

      1,343       1,372,054  
 

 

21  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

IT Services (continued)

     

Venga Finance SARL, 2021 USD Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.70%, 06/28/29

    USD       262     $ 248,968  

WEX, Inc., 2021 Term Loan, (1 mo. LIBOR US + 2.25%), 7.09%, 03/31/28

      428       424,782  
   

 

 

 
        10,942,457  
Leisure Products — 0.2%                  

Fender Musical Instruments Corp., 2021 Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 4.00%), 8.84%, 12/01/28(c)

      297       269,059  

Peloton Interactive, Inc., Term Loan, (3 mo. SOFR CME at 0.50% Floor + 6.50%), 11.76%, 05/25/27

      309       307,587  

Topgolf Callaway Brands Corp., Term Loan B, (3 mo. SOFR CME + 3.50%), 8.26%, 03/15/30

      530       526,110  
   

 

 

 
        1,102,756  
Life Sciences Tools & Services — 1.3%                  

Avantor Funding, Inc., 2021 Term Loan B5, (1 mo. LIBOR US at 0.50% Floor + 2.25%), 7.09%, 11/08/27

      1,197       1,194,755  

Curia Global, Inc., 2021 Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.75%), 8.53%, 08/30/26

      93       79,156  

eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR US at 1.00% Floor + 4.50%), 9.34%, 02/04/27

      1,543       1,454,881  

ICON Luxembourg SARL, LUX Term Loan, (3 mo. SOFR CME at 0.50% Floor + 2.25%), 7.41%, 07/03/28

      1,085       1,081,508  

Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3 mo. SOFRTE at 0.50% Floor + 3.00%), 7.63%, 10/19/27

      962       955,778  

Parexel International Corp., 2021 1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 11/15/28

      1,506       1,491,341  

PRA Health Sciences, Inc., US Term Loan, (3 mo. LIBOR US at 0.50% Floor + 2.25%), 7.41%, 07/03/28

      288       286,508  
   

 

 

 
        6,543,927  
Machinery — 1.7%                  

Albion Acquisitions Ltd., USD Term Loan, (3 mo. LIBOR US at 0.50% Floor + 5.25%), 10.07%, 08/17/26

      754       732,174  

Clark Equipment Co., 2022 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 2.50%), 7.50%, 04/20/29

      164       163,827  

Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.94%, 05/14/28

      150       149,050  

Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 10/21/28

      492       483,528  

Fluidra SA, 2022 USD Term Loan B, (1 mo. SOFR CME + 2.00%), 6.91%, 01/29/29

      127       124,278  

Gardner Denver, Inc., 2020 USD Term Loan B2, (1 mo. SOFR CME + 1.75%), 6.66%, 03/01/27

      602       599,267  

Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. SOFR CME + 1.75%), 6.66%, 03/01/27

      563       560,651  
Security         

Par

(000)

    Value  

Machinery (continued)

     

Madison IAQ LLC, Term Loan, (6 mo. LIBOR US at 0.50% Floor + 3.25%), 8.30%, 06/21/28

    USD       1,831     $ 1,739,481  

Roper Industrial Products Investment Co., USD Term Loan, (3 mo. SOFR CME + 4.50%), 9.40%, 11/22/29

      758       751,231  

SPX Flow, Inc., 2022 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 4.50%), 9.41%, 04/05/29

      1,115       1,061,498  

Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR US + 3.00%), 8.15%, 03/28/25

      1,808       1,709,541  

Zurn LLC, 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.00%), 6.84%, 10/04/28

      440       439,473  
   

 

 

 
        8,513,999  
Media — 4.4%                  

Altice Financing SA

     

2017 USD Term Loan B, (3 mo. LIBOR US + 2.75%), 7.58%, 07/15/25

      435       426,635  

USD 2017 1st Lien Term Loan, (3 mo. LIBOR US + 2.75%), 7.58%, 01/31/26

      523       512,992  

AMC Entertainment Holdings, Inc., 2019 Term Loan B, (1 mo. LIBOR US + 3.00%), 7.68%, 04/22/26

      665       483,809  

Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR US + 2.00%), 6.84%, 05/03/28

      405       393,658  

Charter Communications Operating LLC, Class A, 2019 Term Loan B1, (1 mo. SOFR CME + 1.75%), 6.56%, 04/30/25

      603       601,942  

Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR US + 3.50%), 8.33%, 08/21/26

      1,622       1,507,116  

CMG Media Corp., 2021 Term Loan, (3 mo. LIBOR US + 3.50%), 8.66%, 12/17/26

      577       508,404  

Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 3.50%), 8.35%, 12/11/26

      3,078       3,054,725  

CSC Holdings LLC

     

2017 Term Loan B1, (1 mo. LIBOR US + 2.25%), 6.93%, 07/17/25

      472       449,573  

2019 Term Loan B5, (1 mo. LIBOR US + 2.50%), 7.18%, 04/15/27

      863       759,923  

E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR US at 0.75% Floor + 2.75%), 7.67%, 01/07/28

      301       286,869  

Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR US at 1.00% Floor + 3.25%), 8.10%, 12/01/23

      369       257,836  

Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR US + 2.25%), 7.09%, 03/24/25

      1,047         1,028,632  

Live Nation Entertainment, Inc., Term Loan B4, (1 mo. SOFR CME + 1.75%), 6.61%, 10/17/26(c)

      1,070       1,056,638  

MH Sub I LLC

     

2017 1st Lien Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 09/13/24

      1,536       1,507,371  

2021 2nd Lien Term Loan, (1 mo. SOFR CME + 6.25%), 11.06%, 02/23/29

      1,005       917,546  

Sinclair Television Group, Inc., 2022 Term Loan B4, (1 mo. SOFR CME + 3.75%), 8.66%, 04/21/29(c)

      800       725,959  

UFC Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 2.75%), 7.57%, 04/29/26

      591       587,147  

UPC Financing Partnership, 2021 USD Term Loan AX, (1 mo. LIBOR US + 2.925%), 7.61%, 01/31/29

      341       333,813  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  22


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  

Media (continued)

     

Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR US + 3.25%), 7.93%, 01/31/29

    USD       917     $ 905,657  

Voyage Digital Ltd., USD Term Loan B, (3 mo. SOFRTE at 0.50% Floor + 4.25%), 9.05%, 05/11/29(c)

      428       421,351  

William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR US + 2.75%), 7.60%, 05/18/25

      1,592       1,576,888  

WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR US + 2.125%), 6.97%, 01/20/28

      1,220       1,204,330  

Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR US + 3.00%), 7.84%, 03/09/27

      2,342       1,895,966  
   

 

 

 
          21,404,780  
Oil, Gas & Consumable Fuels — 0.3%        

Ascent Resources Utica Holdings LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR US at 1.00% Floor + 9.00%), 13.82%, 11/01/25

      330       349,526  

Lealand Finance Co. BV

     

2020 Make Whole Term Loan, (1 mo. LIBOR US + 3.00%), 7.84%, 06/28/24

      16       10,649  

2020 Take Back Term Loan, (1 mo. LIBOR US + 1.00%, 3.00% PIK), 5.84%, 06/30/25(l)

      117       76,839  

M6 ETX Holdings II Midco LLC, Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.36%, 09/19/29

      102       101,415  

Medallion Midland Acquisition LLC, 2021 Term Loan, (3 mo. SOFR CME at 0.75% Floor + 3.75%), 8.91%, 10/18/28

      894       880,538  
   

 

 

 
        1,418,967  
Passenger Airlines — 1.8%                  

AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.56%, 04/20/28

      1,503       1,523,478  

Air Canada, 2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.50%), 8.37%, 08/11/28

      1,169       1,164,616  

American Airlines, Inc.

     

2017 1st Lien Term Loan, (6 mo. LIBOR US + 3.50%), 8.26%, 01/29/27

      1,572       1,532,149  

2023 Term Loan B, (6 mo. SOFR CME + 2.75%), 8.15%, 02/15/28

      1,160       1,131,905  

Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR US at 1.00% Floor + 5.25%), 10.21%, 06/21/27

      1,820       1,886,086  

United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.75%), 8.57%, 04/21/28

      1,664       1,649,479  
   

 

 

 
        8,887,713  
Personal Care Products — 0.8%                  

Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3 mo. LIBOR US at 0.75% Floor + 3.75%), 8.91%, 10/01/26

      3,917       3,874,977  
   

 

 

 
Pharmaceuticals — 1.5%                  

Amneal Pharmaceuticals LLC, 2018 Term Loan B, (3 mo. LIBOR US + 3.50%), 8.38%, 05/04/25

      672       637,787  

Amynta Agency Borrower, Inc., 2023 Term Loan B, (3 mo. SOFR CME + 5.00%), 9.99%, 02/28/28

      410       392,473  

Bausch Health Cos., Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 5.25%), 10.09%, 02/01/27

      586       433,743  
Security     Par
(000)
    Value  

Pharmaceuticals (continued)

 

 

Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR US at 0.50% Floor + 2.00%), 6.81%, 02/22/28

    USD       1,035     $ 1,024,392  

Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR US + 1.75%), 6.41%, 08/01/27

      1,091       1,065,812  

Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 05/05/28

      1,075       1,069,801  

Option Care Health, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.75%), 7.59%, 10/27/28

      612       608,858  

Organon & Co., USD Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.00%), 8.00%, 06/02/28

      825       824,043  

Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 3.00%), 8.16%, 11/18/27(c)

      1,192       1,145,695  
   

 

 

 
        7,202,604  
Professional Services — 0.9%              

Dun & Bradstreet Corp.

 

   

2022 Incremental Term Loan B2, (1 mo. SOFR CME + 3.25%), 8.04%, 01/18/29

      303       300,516  

Term Loan, (1 mo. LIBOR US + 3.25%), 8.10%, 02/06/26

      1,952       1,946,084  

Element Materials Technology Group U.S. Holdings, Inc.

     

2022 USD Delayed Draw Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.25%, 07/06/29

      309       304,652  

2022 USD Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.25%, 07/06/29

      669       660,079  

Galaxy U.S. Opco, Inc., Term Loan, (1 mo. SOFR CME at 0.50% Floor + 4.75%), 9.56%, 04/29/29

      1,083       956,237  
   

 

 

 
    4,167,568  
Real Estate Management & Development — 0.5%  

Chariot Buyer LLC, Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 11/03/28

      1,586       1,521,772  

Cushman & Wakefield U.S. Borrower LLC

     

2020 Term Loan B, (1 mo. LIBOR US + 2.75%), 7.59%, 08/21/25

      452       439,665  

2023 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 01/31/30(c)

      637       613,371  
   

 

 

 
    2,574,808  
Semiconductors & Semiconductor Equipment — 0.2%  

MKS Instruments, Inc., 2022 USD Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.75%), 7.61%, 08/17/29

      757       751,899  

Synaptics, Inc., Term Loan B, (6 mo. LIBOR US at 0.50% Floor + 2.25%), 7.40%, 12/02/28

      252       249,167  
   

 

 

 
    1,001,066  
Software — 5.0%                  

Applied Systems, Inc.

     

2021 2nd Lien Term Loan, (3 mo. SOFR CME at 0.75% Floor + 6.75%), 11.65%, 09/17/27

      90       89,843  

2022 Extended 1st Lien Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.40%, 09/18/26

      94       94,258  

Barracuda Networks, Inc., 2022 Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.18%, 08/15/29

      332       319,193  
 

 

23  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Software (continued)

     

Central Parent, Inc., 2022 USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.15%, 07/06/29

    USD       1,204     $ 1,198,661  

Cloudera, Inc.

     

2021 Second Lien Term Loan, (1 mo. SOFR CME at 0.50% Floor + 6.00%), 10.91%, 10/08/29

      457       402,923  

2021 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.66%, 10/08/28(c)

      379       361,195  

Cornerstone OnDemand, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 10/16/28

      515       473,616  

Digicel International Finance Ltd., 2017 Term Loan B, (1 mo. LIBOR US + 3.25%), 8.08%, 05/28/24

      420       377,797  

E2open LLC, 2020 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.20%, 02/04/28

      112       111,059  

Epicor Software Corp.

     

2020 2nd Lien Term Loan, (1 mo. LIBOR US at 1.00% Floor + 7.75%), 12.59%, 07/31/28

      296       291,992  

2020 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 8.09%, 07/30/27

      286       280,722  

Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR US + 2.75%), 7.63%, 10/27/28

      1,230         1,218,803  

Instructure Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.85%, 10/30/28(c)

      309       306,563  

IPS Corp., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.41%, 10/02/28

      257       240,023  

Magenta Buyer LLC

     

2021 USD 1st Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.58%, 07/27/28

      1,015       833,194  

2021 USD 2nd Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 8.25%), 13.08%, 07/27/29

      936       692,445  

McAfee Corp., 2022 USD Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.52%, 03/01/29

      1,630       1,527,830  

NortonLifeLock, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.00%), 6.91%, 09/12/29

      707       698,660  

Proofpoint, Inc., 1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 08/31/28

      1,756       1,713,323  

RealPage, Inc.

     

1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.84%, 04/24/28

      3,444       3,335,084  

2nd Lien Term Loan, (1 mo. LIBOR US at 0.75% Floor + 6.50%), 11.34%, 04/23/29

      480       451,800  

Renaissance Holding Corp., 2023 Refi Term Loan, (1 mo. LIBOR US + 3.25%), 8.09%, 04/05/30

      142       137,824  

Restoration Hardware, Inc., Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.50%), 7.34%, 10/20/28

      314       292,846  

Severin Acquisition LLC, 2018 Term Loan B, (3 mo. SOFR CME + 3.00%), 7.68%, 08/01/25

      920       918,484  

Sophia LP, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.66%, 10/07/27

      744       734,704  

SS&C Technologies, Inc.

     

2018 Term Loan B3, (1 mo. LIBOR US + 1.75%), 6.59%, 04/16/25

      508       505,853  
Security         

Par

(000)

    Value  

Software (continued)

     

SS&C Technologies, Inc. (continued)

     

2018 Term Loan B4, (1 mo. LIBOR US + 1.75%), 6.59%, 04/16/25

    USD       450     $ 448,322  

Tempo Acquisition LLC, 2022 Term Loan B, (1 mo. SOFR CME + 3.00%), 7.81%, 08/31/28

      2,278       2,273,137  

TIBCO Software, Inc., 2022 USD Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.50%, 03/30/29

      2,569       2,329,662  

UKG, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR US at 0.50% Floor + 5.25%), 10.03%, 05/03/27

      453       432,955  

Ultimate Software Group, Inc.

     

2021 Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.25%), 8.03%, 05/04/26

      58       56,428  

Term Loan B, (3 mo. LIBOR US + 3.75%), 8.58%, 05/04/26

      1,041       1,022,199  

ZoomInfo LLC, 2023 Term Loan B, (1 mo. SOFR CME + 2.75%), 7.66%, 02/28/30

      89       88,556  
   

 

 

 
          24,259,954  
Specialty Retail — 2.2%                  

Belron Finance U.S. LLC

     

2018 Term Loan B, (3 mo. LIBOR US + 2.25%), 7.13%, 11/13/25

      178       177,872  

2019 USD Term Loan B3, (3 mo. LIBOR US + 2.25%), 7.06%, 10/30/26(c)

      406       405,333  

2021 USD Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.425%), 7.30%, 04/13/28

      920       917,035  

CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (1 day SONIA + 4.25%), 7.78%, 06/23/25

    GBP       1,000       1,186,315  

EG Group Ltd., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 4.25%), 9.09%, 03/31/26

    USD       233       222,105  

Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 11/24/28

      763       758,542  

Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. SOFR CME at 0.75% Floor + 4.00%), 8.92%, 05/04/28

      1,265       1,237,405  

MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR US + 4.25%), 9.09%, 08/31/26

      818       715,148  

Midas Intermediate Holdco II LLC, 2022 PIK Term Loan, (1 mo. SOFR CME at 0.75% Floor + 8.35%, 1.50% PIK), 13.11%, 06/30/27

      1,232       1,000,144  

PetSmart, Inc., 2021 Term Loan B, (1 mo. SOFR CME at 0.75% Floor + 3.75%), 8.66%, 02/11/28

      1,614       1,600,201  

Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. SOFR CME + 2.00%), 6.91%, 08/04/28

      759       755,562  

Restoration Hardware, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 10/20/28

      362       339,884  

Reverb Buyer, Inc., 2021 1st Lien Term Loan, (3 mo. SOFR CME at 0.50% Floor + 3.25%), 8.24%, 11/01/28

      948       920,357  

Sally Holdings LLC, 2023 Term Loan B, (3 mo. SOFR CME + 2.50%), 7.31%, 02/28/30(c)

      291       289,909  

Woof Holdings, Inc., 1st Lien Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.53%, 12/21/27(c)

      225       215,257  
   

 

 

 
        10,741,069  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  24


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

    Value  

 

 

Technology Hardware, Storage & Peripherals — 0.0%

 

Electronics for Imaging, Inc., Term Loan, (1 mo. LIBOR US + 5.00%), 10.21%, 07/23/26

    USD       278     $ 217,162  
   

 

 

 
Textiles, Apparel & Luxury Goods — 0.2%              

Crocs, Inc., Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 3.50%), 8.41%, 02/20/29

      522       519,271  

Hanesbrands, Inc., 2023 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.56%, 03/08/30(c)

      239       237,805  
   

 

 

 
        757,076  
Trading Companies & Distributors — 0.4%              

Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR US + 2.25%), 7.09%, 05/19/28

      611       606,703  

ION Trading Finance Ltd., 2021 USD Term Loan, (3 mo. LIBOR US + 4.75%), 9.91%, 04/03/28

      298       279,651  

SRS Distribution, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME + 3.25%), 8.16%, 06/02/28

      406       388,006  

TMK Hawk Parent Corp.

     

2020 Super Priority First Out Term Loan A, (3 mo. LIBOR US at 1.00% Floor + 9.50%), 14.46%, 05/30/24(c)

      163       157,858  

2020 Super Priority Second Out Term Loan B, (3 mo. LIBOR US at 1.00% Floor + 3.50%), 8.46%, 08/28/24

      1,300       728,225  
   

 

 

 
        2,160,443  
Transportation Infrastructure — 0.0%              

KKR Apple Bidco LLC, 2021 2nd Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 5.75%), 10.59%, 09/21/29

      100       97,725  
   

 

 

 
Wireless Telecommunication Services — 0.3%        

GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 3.75%), 8.70%, 04/30/28

      429       425,690  

SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.60%, 04/11/25

      1,050       1,048,303  
   

 

 

 
        1,473,993  
   

 

 

 

Total Floating Rate Loan Interests — 57.3%
(Cost: $289,518,789)

 

      280,356,439  
   

 

 

 

Foreign Agency Obligations

 

 

Bahrain — 0.1%

     

Bahrain Government International Bond, 6.75%, 09/20/29(d)

      200       198,250  
   

 

 

 
Chile — 0.0%                  

Chile Government International Bond, 4.34%, 03/07/42(g)

      200       176,100  
   

 

 

 
Colombia — 0.1%                  

Colombia Government International Bond

     

3.13%, 04/15/31

      430       328,090  

8.00%, 04/20/33

      200       205,100  
   

 

 

 
        533,190  
Security  

Par

(000)

    Value  

 

 

Dominican Republic — 0.1%

     

Dominican Republic International Bond(b)

     

4.50%, 01/30/30

    USD       200     $ 173,725  

7.05%, 02/03/31

      150       150,844  

4.88%, 09/23/32(g)

      300       254,400  
   

 

 

 
              578,969  
Egypt — 0.0%                  

Egypt Government International Bond, 7.50%, 02/16/61(b)

      200       107,412  
   

 

 

 
Guatemala — 0.1%                  

Guatemala Government Bond

     

4.50%, 05/03/26(d)

      200       194,600  

4.65%, 10/07/41(b)

      200       162,975  
   

 

 

 
        357,575  
Ivory Coast — 0.1%                  

Ivory Coast Government International Bond, 6.38%, 03/03/28(d)

      200       191,400  
   

 

 

 
Morocco — 0.0%                  

Morocco Government International Bond, 2.38%, 12/15/27(b)

      200       176,000  
   

 

 

 
Nigeria — 0.0%                  

Nigeria Government International Bond, 8.38%, 03/24/29(b)

      200       164,500  
   

 

 

 
Oman — 0.1%                  

Oman Government International Bond, 6.50%, 03/08/47(d)

      308       284,130  
   

 

 

 
Paraguay — 0.0%                  

Paraguay Government International Bond, 5.40%, 03/30/50(d)

      200       171,412  
   

 

 

 
Romania — 0.1%                  

Romanian Government International Bond

     

5.25%, 11/25/27(b)

      122       120,018  

2.50%, 02/08/30(d)

    EUR       138       119,355  

2.12%, 07/16/31(d)

      156       123,291  
   

 

 

 
        362,664  
South Africa — 0.1%                  

Republic of South Africa Government International Bond

     

4.85%, 09/30/29

    USD       200       179,000  

5.00%, 10/12/46

      230       158,700  
   

 

 

 
        337,700  
Sri Lanka — 0.0%                  

Sri Lanka Government International Bond(d)(e)(j)

     

6.85%, 03/14/24

      200       70,225  

6.35%, 06/28/24

      200       70,225  
   

 

 

 
        140,450  
 

 

25  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

    Value  

 

 

Ukraine — 0.0%

     

Ukraine Government International Bond(e)(j)

     

9.75%, 11/01/30(d)

    USD       236     $ 43,778  

7.25%, 03/15/35(b)

      200       34,163  
   

 

 

 
        77,941  
   

 

 

 

Total Foreign Agency Obligations — 0.8%
(Cost: $4,713,923)

 

      3,857,693  
   

 

 

 
            Shares         

Investment Companies

     

Financial Services — 1.0%

     

Invesco Senior Loan ETF

      230,501       4,794,421  
   

 

 

 

Total Investment Companies — 1.0%
(Cost: $4,877,550)

 

      4,794,421  
   

 

 

 
            Par
(000)
        

Non-Agency Mortgage-Backed Securities

 

 

Collateralized Mortgage Obligations — 2.3%

 

 

Alternative Loan Trust

     

Series 2005-54CB, Class 3A4, 5.50%, 11/25/35

    USD       1,035       598,495  

Series 2006-J8, Class A5, 6.00%, 02/25/37

      1,829       824,819  

Series 2007-19, Class 1A1, 6.00%, 08/25/37

      546       282,415  

CHL Mortgage Pass-Through Trust

     

Series 2005-17, Class 1A6, 5.50%, 09/25/35

      97       88,612  

Series 2006-17, Class A2, 6.00%, 12/25/36

      627       271,396  

Series 2007-HY5, Class 3A1, 4.03%, 09/25/37(a)

      282       249,362  

COLT Mortgage Loan Trust(b)

     

Series 2022-7, Class A1, 5.16%, 04/25/67

      2,266       2,226,438  

Series 2022-9, Class A1, 6.79%, 12/25/67

      307       308,637  

Ellington Financial Mortgage Trust, Series 2021-2, Class A1, 0.93%, 06/25/66(a)(b)

      218       175,140  

GCAT Trust, Series 2022-NQM3, Class A1, 4.35%, 04/25/67(a)(b)

      1,483       1,415,345  

GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 3.77%, 10/25/35(a)

      308       173,312  

JP Morgan Mortgage Trust, Series 2022-DSC1, Class A1, 4.75%, 01/25/63(a)(b)

      402       382,972  

OBX Trust, Series 2022-NQM9, Class A1A, 6.45%, 09/25/62(b)

      97       97,067  

Spruce Hill Mortgage Loan Trust, Class A1A, 4.10%, 07/25/57(b)

      609       579,193  

Verus Securitization Trust(b)

     

Series 2022-3, Class A1, 4.13%, 02/25/67

      1,477       1,381,166  

Series 2022-7, Class A1, 5.15%, 07/25/67

      1,755       1,717,702  

Series 2022-INV2, Class A1, 6.79%, 10/25/67

      470       473,330  
   

 

 

 
            11,245,401  
Commercial Mortgage-Backed Securities(b) — 0.9%        

BX Commercial Mortgage Trust(a)

     

Series 2019-XL, Class A, (1 mo. SOFR + 1.03%), 5.86%, 10/15/36

      1,129       1,116,179  

Series 2021-CIP, Class A, (1 mo. LIBOR US + 0.92%), 5.61%, 12/15/38

      1,000       963,646  

Series 2021-XL2, Class A, (1 mo. LIBOR US + 0.69%), 5.37%, 10/15/38

      454       435,017  
Security  

Par

(000)

    Value  

 

 

Commercial Mortgage-Backed Securities (continued)

 

 

BX Trust, Class A, (1 mo. SOFR + 0.85%), 5.68%, 01/15/39(a)

    USD       1,200     $ 1,152,255  

Citigroup Commercial Mortgage Trust, Series 2019- SMRT, Class A, 4.15%, 01/10/36

      800       783,752  
   

 

 

 
    4,450,849  
   

 

 

 

Total Non-Agency Mortgage-Backed Securities — 3.2%
(Cost: $16,703,834)

 

        15,696,250  
   

 

 

 
     Benefical
Interest (000)
        

Other Interests(c)(o)

 

 

Capital Markets — 0.0%

 

 

Millennium Lender Claim Trust

    USD       918        
   

 

 

 
Industrial Conglomerates — 0.0%        

Millennium Corp. Claim

 

    861        
   

 

 

 

Total Other Interests — 0.0%
(Cost: $ — )

 

     
   

 

 

 
       Par
(000)
        

Preferred Securities

 

 

Capital Trusts — 3.6%(a)

 

 

Automobiles — 0.1%

 

 

General Motors Financial Co., Inc., Series C, 5.70%(g)(k)

    USD       365       314,137  
   

 

 

 
Banks(k) — 0.9%        

AIB Group PLC, 5.25%(d)

    EUR       200       194,668  

Bank of East Asia Ltd., 5.88%(d)

    USD       250       217,156  

Industrial & Commercial Bank of China Ltd., 3.20%(d).

      200       187,000  

ING Groep NV, 3.88%(g)

      1,750       1,268,890  

Kasikornbank PCL, 5.28%(d)

      200       183,100  

Nordea Bank Abp, 3.75%(b)(g)

      560       434,801  

PNC Financial Services Group, Inc.(g)

     

Series V, 6.20%

      290       272,846  

Series W, 6.25%

      289       268,770  

Rizal Commercial Banking Corp., 6.50%(d)

      200       176,413  

Wells Fargo & Co., Series S, 5.90%(g)

      1,500       1,422,075  
   

 

 

 
    4,625,719  
Diversified Telecommunication Services(d)(k) — 0.1%        

Telefonica Europe BV

 

 

7.13%

    EUR       100       110,212  

6.14%

 

    200       209,405  
   

 

 

 
    319,617  
Electric Utilities — 0.4%        

Edison International, Series B, 5.00%(k)

    USD       175       144,987  

EDP - Energias de Portugal SA, 5.94%, 04/23/83(d)

    EUR       100       106,281  

NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79(g)

    USD       1,750       1,540,116  
   

 

 

 
    1,791,384  
Financial Services(k) — 2.0%        

Bank of America Corp.(g)

 

 

Series DD, 6.30%

 

    215       214,731  

Series X, 6.25%

 

    1,929       1,883,186  
 

 

S C H E D U L E   O F   I N V E S T M E N T S

  26


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

    Value  

 

 

Financial Services (continued)

 

 

Bank of America Corp.(g) (continued)

 

 

Series Z, 6.50%

    USD       143     $ 142,643  

Barclays PLC

     

4.38%

      455       311,044  

8.00%

      210       179,288  

BNP Paribas SA, 6.88%(d)

    EUR       200       200,646  

Credit Agricole SA, 4.75%(b)(g)

    USD       200       150,180  

HSBC Holdings PLC, 6.00%(g)

      415       373,865  

JPMorgan Chase & Co., Series FF, 5.00%(g)

      2,000       1,920,200  

Lloyds Banking Group PLC

     

8.00%

      265       244,131  

7.50%(g)

      1,250       1,159,775  

NatWest Group PLC, 6.00%(g)

      1,185       1,080,838  

Societe Generale SA, 5.38%(b)(g)

      2,250       1,619,854  

Woori Bank, 4.25%(d)

      250       234,344  
   

 

 

 
    9,714,725  
Independent Power and Renewable Electricity Producers(b)(k) — 0.1%        

NRG Energy, Inc., 10.25%

 

    452       431,935  

Vistra Corp., 7.00%

 

    240       211,200  
   

 

 

 
    643,135  
Media — 0.0%        

SES SA, 2.88%(d)(k)

    EUR       100       87,844  
   

 

 

 
Oil, Gas & Consumable Fuels — 0.0%        

Abertis Infraestructuras Finance BV, 3.25%(d)(k)

 

    100       96,412  
   

 

 

 
Utilities — 0.0%        

Electricite de France SA, 3.00%(d)(k)

 

    200       177,151  
   

 

 

 
Wireless Telecommunication Services — 0.0%        

Vodafone Group PLC

 

 

3.25%, 06/04/81

    USD       18       15,256  

2.63%, 08/27/80(d)

    EUR       100       97,339  
   

 

 

 
    112,595  
   

 

 

 
        17,882,719  
   

 

 

 
      Shares        

 

 

Preferred Stocks — 1.3%

 

 
Capital Markets(a)(k) — 1.3%        

Goldman Sachs Group, Inc., Series J

 

    140,000       3,474,800  

Morgan Stanley

 

 

Series F

 

    55,000       1,358,500  

Series K

 

    53,253       1,319,609  
   

 

 

 
    6,152,909  
Wireless Telecommunication Services — 0.0%        

CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $136,229)(f)

 

    139,135       2,978  
   

 

 

 
    6,155,887  
   

 

 

 

Total Preferred Securities — 4.9%
(Cost: $27,105,884)

 

    24,038,606  
   

 

 

 
Security     Par
(000)
    Value  

 

 

U.S. Government Sponsored Agency Securities

 

Mortgage-Backed Securities — 5.5%

 

 

Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class X1, 1.02%, 12/25/24(a)

    USD       31,838     $ 463,832  

Uniform Mortgage-Backed Securities(p)

     

3.50%, 03/25/52 - 04/13/53

      8,000       7,435,938  

5.00%, 04/13/53

      9,600       9,574,500  

5.50%, 04/13/53

      9,500       9,595,928  
   

 

 

 
    27,070,198  
   

 

 

 

Total U.S. Government Sponsored Agency Securities — 5.5%
(Cost: $26,817,249)

 

    27,070,198  
   

 

 

 
      Shares        

 

 

Warrants

 

 
Consumer Discretionary — 0.0%        

Service King (Carnelian Point), (Expires 06/30/27, Strike Price USD 10.00)(e)

 

    1,357        
   

 

 

 
Oil, Gas & Consumable Fuels — 0.0%        

California Resources Corp., (Issued/Exercisable 11/03/20, 1 Share for 1 Warrant, Expires 10/27/24, Strike Price USD 36.00)(e)

 

    345       2,933  
   

 

 

 

Total Warrants — 0.0%
(Cost: $ — )

 

    2,933  
   

 

 

 

Total Investments Before TBA Sale
Commitments — 149.7%
(Cost: $782,616,555)

 

    732,716,355  
   

 

 

 
      Par
(000)
       

 

 

TBA Sale Commitments(p)

 

 

Mortgage-Backed Securities — (0.8)%

 

 

Uniform Mortgage-Backed Securities, 3.50%, 04/13/53

    USD       (4,000     (3,716,719
   

 

 

 

Total TBA Sale Commitments — (0.8)%
(Proceeds: $(3,696,594))

 

    (3,716,719
   

 

 

 

Total Investments, Net of TBA Sale
Commitments — 148.9%
(Cost: $778,919,961)

 

    728,999,636  

Liabilities in Excess of Other Assets — (48.9)%

 

      (239,511,308
   

 

 

 

Net Assets — 100.0%

 

  $ 489,488,328  
   

 

 

 

 

(a) 

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

(b) 

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

(c) 

Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(d) 

This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

 

 

27  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

(e) 

Non-income producing security.

(f) 

Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $2,978, representing less than 0.05% of its net assets as of period end, and an original cost of $136,229.

(g) 

All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements.

(h) 

Convertible security.

(i) 

Zero-coupon bond.

(j) 

Issuer filed for bankruptcy and/or is in default.

(k) 

Perpetual security with no stated maturity date.

(l) 

Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.

(m) 

Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate as of period end.

(n) 

Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate.

(o) 

Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.

(p) 

Represents or includes a TBA transaction.

 

For Fund compliance purposes, the Fund’s industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended March 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

                   
Affiliated Issuer   

Value at

12/31/22

    

Purchases

at Cost

    

Proceeds

from Sales

    

Net

Realized

Gain (Loss)

    

Change in

Unrealized

Appreciation

(Depreciation)

    

Value at

03/31/23

    

Shares

Held at

03/31/23

     Income     

Capital Gain

Distributions

from

Underlying

Funds

 

BlackRock Liquidity Funds, T-Fund, Institutional Class(a)

   $ 1,474,663      $      $ (1,474,663 )(b)     $      $      $             $  36,013      $  
           

 

 

    

 

 

    

 

 

       

 

 

    

 

 

 

 

  (a) 

As of period end, the entity is no longer held.

 
  (b) 

Represents net amount purchased (sold).

 

Reverse Repurchase Agreements

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a) 

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

HSBC Securities (USA), Inc.

     5.00 %(b)      11/29/22        Open     $ 811,250      $ 823,469      Corporate Bonds        Open/Demand  

HSBC Securities (USA), Inc.

     5.00 (b)      12/28/22        Open       670,312        678,259      Corporate Bonds        Open/Demand  

HSBC Securities (USA), Inc.

     5.00 (b)      12/28/22        Open       900,000        910,669      Corporate Bonds        Open/Demand  

HSBC Securities (USA), Inc.

     5.00 (b)      12/28/22        Open       701,250        709,563      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     4.75 (b)      12/30/22        Open       191,595        193,921      Corporate Bonds        Open/Demand  

HSBC Securities (USA), Inc.

     5.00 (b)      01/12/23        Open       479,400        484,268      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.82 (b)      01/23/23        Open       843,750        850,727      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.99 (b)      01/23/23        Open       93,220        94,020      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.08 (b)      01/24/23        Open       373,380        376,601      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     5.22 (b)      01/24/23        Open       247,264        249,404      Corporate Bonds        Open/Demand  

HSBC Securities (USA), Inc.

     5.00 (b)      01/25/23        Open       711,787        717,734      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.87 (b)      01/26/23        Open       276,225        278,434      Capital Trusts        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      01/26/23        Open       517,590        521,831      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      01/27/23        Open       102,555        103,387      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.89 (b)      01/30/23        Open       973,750        981,098      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.15 (b)      01/30/23        Open       1,261,055        1,271,117      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.15 (b)      01/30/23        Open       974,795        982,573      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.15 (b)      01/30/23        Open       924,611        931,989      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      01/30/23        Open       897,500        904,437      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      02/02/23        Open       593,145        597,507      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      02/03/23        Open       190,769        192,126      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.87 (b)      02/06/23        Open       1,269,000        1,277,640      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     4.85 (b)      02/08/23        Open       2,407,500        2,422,888      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.00 (b)      02/08/23        Open       459,000        462,092      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.00 (b)      02/08/23        Open       470,250        473,418      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.00 (b)      02/08/23        Open       822,375        827,915      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.05 (b)      02/08/23        Open       413,000        415,811      Capital Trusts        Open/Demand  

Barclays Bank PLC

     5.05 (b)      02/08/23        Open       1,273,125        1,281,791      Capital Trusts        Open/Demand  

 

S C H E D U L E   O F   I N V E S T M E N T S

  28


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a) 

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

Barclays Bank PLC

     5.05 %(b)      02/08/23        Open     $ 468,125      $ 471,311      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.05 (b)      02/08/23        Open       67,890        68,352      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.05 (b)      02/08/23        Open       1,807,500        1,819,804      Capital Trusts        Open/Demand  

Barclays Bank PLC

     5.25 (b)      02/08/23        Open       336,937        339,326      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.25 (b)      02/08/23        Open       919,856        926,378      Capital Trusts        Open/Demand  

Barclays Bank PLC

     5.25 (b)      02/08/23        Open       1,110,937        1,118,814      Capital Trusts        Open/Demand  

Barclays Bank PLC

     5.25 (b)      02/08/23        Open       1,138,537        1,146,610      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.25 (b)      02/08/23        Open       506,187        509,777      Corporate Bonds        Open/Demand  

Barclays Bank PLC

     5.25 (b)      02/08/23        Open       2,646,875        2,665,642      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     (1.75 )(b)      02/08/23        Open       236,738        236,151      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.00 (b)      02/08/23        Open       155,500        156,547      Capital Trusts        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      02/08/23        Open       204,519        205,911      Capital Trusts        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      02/08/23        Open       31,058        31,269      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      02/08/23        Open       570,977        574,864      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      02/08/23        Open       134,778        135,695      Capital Trusts        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      02/08/23        Open       486,603        489,915      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      02/08/23        Open       801,540        806,996      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      02/08/23        Open       305,544        307,624      Capital Trusts        Open/Demand  

Barclays Capital, Inc.

     5.20 (b)      02/08/23        Open       386,000        388,710      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.20 (b)      02/08/23        Open       304,168        306,303      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.20 (b)      02/08/23        Open       106,855        107,605      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       506,660        510,252      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       571,952        576,008      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       129,090        130,005      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       348,230        350,699      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       293,123        295,201      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       627,427        631,876      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       37,548        37,814      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       994,592        1,001,644      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       1,100,435        1,108,237      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       145,040        146,068      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       156,250        157,358      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       146,169        147,205      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       121,770        122,633      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       204,096        205,543      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       442,819        445,958      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       505,957        509,545      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       147,248        148,292      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       301,210        303,346      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       141,738        142,742      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       976,437        983,361      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       725,760        730,906      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       1,462,477        1,472,847      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       389,499        392,260      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       146,381        147,419      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       559,877        563,847      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/08/23        Open       483,502        486,931      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.95 (b)      02/08/23        Open       1,582,500        1,593,048      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.06 (b)      02/08/23        Open       534,781        538,429      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.15 (b)      02/08/23        Open       611,535        615,784      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.15 (b)      02/08/23        Open       512,996        516,561      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.15 (b)      02/08/23        Open       495,247        498,689      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      02/08/23        Open       406,312        409,153      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      02/08/23        Open       342,575        344,970      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      02/08/23        Open       370,654        373,245      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      02/08/23        Open       348,660        351,098      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      02/08/23        Open       404,627        407,456      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      02/08/23        Open       256,550        258,351      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      02/08/23        Open       470,062        473,362      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      02/08/23        Open       899,862        906,179      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      02/08/23        Open       2,164,312        2,179,505      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      02/08/23        Open       292,549        294,602      Corporate Bonds        Open/Demand  

 

29  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

BNP Paribas S.A.

     5.20 %(b)      02/08/23        Open     $ 462,866      $ 466,115      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      02/08/23        Open       165,938        167,102      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.23 (b)      02/08/23        Open       556,950        560,883      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.23 (b)      02/08/23        Open       645,600        650,159      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.30 (b)      02/08/23        Open       1,146,465        1,154,675      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.00 (b)      02/08/23        Open       683,750        688,356      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.02 (b)      02/08/23        Open       338,937        341,230      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.02 (b)      02/08/23        Open       179,700        180,916      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.02 (b)      02/08/23        Open       188,500        189,775      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.07 (b)      02/08/23        Open       295,701        297,722      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/08/23        Open       352,484        354,903      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/08/23        Open       323,300        325,519      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/08/23        Open       273,000        274,874      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/08/23        Open       262,080        263,879      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/08/23        Open       300,671        302,735      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.11 (b)      02/08/23        Open       318,285        320,479      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.11 (b)      02/08/23        Open       447,752        450,838      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.13 (b)      02/08/23        Open       250,500        252,234      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.85 (b)      02/08/23        Open       826,597        831,990      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       653,286        657,668      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       187,914        189,174      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       685,506        690,104      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       905,000        911,071      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       290,543        292,491      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       992,880        999,540      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       1,507,500        1,517,612      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       200,359        201,703      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       549,164        552,847      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/08/23        Open       242,515        244,142      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     5.00 (b)      02/08/23        Open       166,712        167,835      Foreign Agency Obligations        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      02/08/23        Open       330,300        332,525      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      02/08/23        Open       1,024,406        1,031,307      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      02/08/23        Open       268,781        270,592      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      02/08/23        Open       155,763        156,812      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       1,452,532        1,462,379      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       1,357,912        1,367,117      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       598,000        602,054      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       212,088        213,525      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       266,475        268,281      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       348,187        350,548      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       372,600        375,126      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.03 (b)      02/08/23        Open       2,786        2,805      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      02/08/23        Open       180,743        181,993      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      02/08/23        Open       355,361        357,820      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      02/08/23        Open       343,534        345,911      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      02/08/23        Open       471,250        474,511      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      02/08/23        Open       330,190        332,475      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      02/08/23        Open       754,020        759,238      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       264,025        265,860      Corporate Bonds        Open/Demand  

 

S C H E D U L E   O F   I N V E S T M E N T S

  30


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued) 

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

RBC Capital Markets LLC

     5.15 %(b)      02/08/23        Open     $ 422,044      $ 424,976      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       99,653        100,345      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       383,750        386,417      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       260,509        262,319      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       455,257        458,421      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       194,063        195,411      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       187,265        188,566      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       157,250        158,343      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       478,485        481,810      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       285,300        287,282      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       495,337        498,779      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       309,465        311,615      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       170,970        172,158      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       290,513        292,531      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       258,970        260,769      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       289,755        291,768      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       248,625        250,353      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       419,925        422,843      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       328,638        330,921      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       427,935        430,909      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       482,074        485,423      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       600,960        605,136      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       159,041        160,146      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       299,500        301,581      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       359,640        362,139      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       277,383        279,310      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       274,995        276,906      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       516,975        520,567      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       527,039        530,701      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       514,360        517,934      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       313,739        315,919      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       383,760        386,427      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/08/23        Open       282,279        284,240      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.17 (b)      02/08/23        Open       315,735        317,938      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      02/08/23        Open       299,735        301,750      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.10 (b)      02/08/23        Open       147,378        148,391      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.17 (b)      02/08/23        Open       290,250        292,275      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.17 (b)      02/08/23        Open       278,674        280,618      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.17 (b)      02/08/23        Open       271,399        273,292      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.17 (b)      02/08/23        Open       272,395        274,295      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/09/23        Open       785,735        791,197      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.23 (b)      02/09/23        Open       446,257        449,347      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.05 (b)      02/09/23        Open       462,175        465,259      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/09/23        Open       259,420        261,126      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/09/23        Open       215,141        216,607      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      02/10/23        Open       347,622        349,862      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      02/10/23        Open       333,112        335,268      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/10/23        Open       112,800        113,497      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.95 (b)      02/14/23        Open       403,795        406,170      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/14/23        Open       320,815        322,758      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      02/14/23        Open       226,730        228,115      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/14/23        Open       98,685        99,290      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.07 (b)      02/15/23        Open       904,187        909,520      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/15/23        Open       417,690        420,164      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.09 (b)      02/15/23        Open       540,245        543,445      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.88 (b)      02/16/23        Open       1,651,125        1,660,268      Capital Trusts        Open/Demand  

BNP Paribas S.A.

     4.95 (b)      02/17/23        Open       159,685        160,499      Corporate Bonds        Open/Demand  

 

31  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

RBC Capital Markets LLC

     5.15 %(b)      02/17/23        Open     $ 149,695      $ 150,491      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      02/22/23        Open       591,500        594,626      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/22/23        Open       927,951        932,757      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      02/22/23        Open       400,040        402,112      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/23/23        Open       688,061        691,531      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/23/23        Open       824,184        828,340      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/24/23        Open       362,390        363,964      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/24/23        Open       217,005        217,947      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/24/23        Open       235,268        236,289      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.90 (b)      02/27/23        Open       259,160        260,233      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/27/23        Open       436,000        437,902      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/27/23        Open       565,857        568,326      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/27/23        Open       541,651        544,014      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/27/23        Open       497,610        499,781      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/27/23        Open       774,225        777,603      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      02/27/23        Open       612,070        614,740      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/28/23        Open       262,860        263,932      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/28/23        Open       173,250        173,957      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      02/28/23        Open       221,250        222,153      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.10 (b)      03/01/23        Open       157,520        158,158      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.65 (b)      03/06/23        Open       185,213        185,780      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.80 (b)      03/06/23        Open       394,625        395,875      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.95 (b)      03/06/23        Open       275,263        276,163      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.95 (b)      03/06/23        Open       568,750        570,610      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/06/23        Open       156,418        156,935      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/06/23        Open       1,499,550        1,504,507      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/06/23        Open       223,928        224,668      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/06/23        Open       361,672        362,906      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      03/06/23        Open       68,661        68,888      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      03/06/23        Open       187,980        188,600      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      03/07/23        Open       657,400        659,478      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      03/08/23        Open       234,341        235,081      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      03/08/23        Open       974,030        977,086      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      03/08/23        Open       1,220,610        1,224,440      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      03/08/23        Open       931,384        934,306      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.85 (b)      03/09/23        Open       343,837        344,806      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.85 (b)      03/09/23        Open       387,694        388,786      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.85 (b)      03/09/23        Open       920,000        922,593      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.87 (b)      03/09/23        Open       233,419        234,079      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.87 (b)      03/09/23        Open       172,425        172,913      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/09/23        Open       277,661        278,495      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/15/23        Open       269,969        270,541      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/15/23        Open       394,350        395,185      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/15/23        Open       239,843        240,366      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/15/23        Open       210,394        210,853      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.03 (b)      03/15/23        Open       189,500        189,904      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.15 (b)      03/16/23        Open       454,382        455,313      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      03/16/23        Open       992,250        994,283      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      03/20/23        Open       947,187        948,620      Capital Trusts        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      03/20/23        Open       1,260,000        1,261,906      Capital Trusts        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.00 (b)      03/20/23        Open       835,200        836,418      Corporate Bonds        Open/Demand  

Credit Agricole Corporate and Investment Bank

     5.10 (b)      03/20/23        Open       486,689        487,413      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/20/23        Open       164,256        164,503      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      03/20/23        Open       140,890        141,095      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     4.25       03/23/23        04/11/23       50,676        50,724      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     4.25       03/23/23        04/11/23       298,500        298,782      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     4.95       03/23/23        04/11/23       722,000        722,794      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     4.95       03/23/23        04/11/23       168,250        168,435      Capital Trusts        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       840,000        840,943      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       345,069        345,456      Corporate Bonds        Up to 30 Days  

 

S C H E D U L E   O F   I N V E S T M E N T S

  32


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

Barclays Capital, Inc.

     5.05     03/23/23        04/11/23     $ 346,175      $ 346,563      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       619,830        620,526      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       203,000        203,228      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       389,576        390,013      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       305,660        306,003      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       248,364        248,642      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       308,764        309,110      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       268,538        268,839      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       589,810        590,472      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       238,939        239,207      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       1,001,970        1,003,094      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       359,125        359,528      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       242,856        243,129      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       265,984        266,282      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       261,300        261,593      Corporate Bonds        Up to 30 Days  

Barclays Capital, Inc.

     5.05       03/23/23        04/11/23       364,639        365,048      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.00       03/23/23        04/12/23       556,870        557,365      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.75       03/23/23        04/12/23       235,139        235,387      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.75       03/23/23        04/12/23       295,741        296,053      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.90       03/23/23        04/12/23       353,306        353,691      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.90       03/23/23        04/12/23       496,800        497,341      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.90       03/23/23        04/12/23       111,800        111,922      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.90       03/23/23        04/12/23       225,908        226,153      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       922,880        923,895      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       342,975        343,352      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       333,750        334,117      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       1,342,500        1,343,977      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       274,523        274,824      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       411,250        411,702      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       447,205        447,697      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/23/23        04/12/23       314,994        315,340      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       248,168        248,443      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       437,120        437,606      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       322,500        322,858      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       229,838        230,093      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       313,750        314,099      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       180,000        180,200      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       104,728        104,844      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       246,750        247,024      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       290,500        290,823      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       200,250        200,473      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       292,500        292,825      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       467,250        467,769      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       344,846        345,229      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       363,877        364,282      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.00       03/23/23        04/12/23       244,000        244,271      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       235,875        236,145      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       358,125        358,535      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       739,935        740,782      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       378,125        378,558      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       256,650        256,944      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       371,875        372,301      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       234,000        234,268      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       236,880        237,151      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       685,106        685,890      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       353,125        353,529      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       224,625        224,882      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       462,814        463,343      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       951,720        952,809      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     5.15       03/23/23        04/12/23       437,600        438,101      Corporate Bonds        Up to 30 Days  

BofA Securities, Inc.

     3.65       03/23/23        05/10/23       137,760        137,872      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.25       03/23/23        05/10/23       449,347        449,772      Corporate Bonds        31 - 90 Days  

 

33  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

BofA Securities, Inc.

     4.50     03/23/23        05/10/23     $ 140,333      $ 140,473      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.50       03/23/23        05/10/23       309,825        310,135      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.50       03/23/23        05/10/23       1,918,750        1,920,669      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.65       03/23/23        05/10/23       750,885        751,661      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.72       03/23/23        05/10/23       154,474        154,636      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.85       03/23/23        05/10/23       514,125        514,679      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.85       03/23/23        05/10/23       131,370        131,512      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.85       03/23/23        05/10/23       716,644        717,416      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.85       03/23/23        05/10/23       518,805        519,364      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.85       03/23/23        05/10/23       188,903        189,106      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.85       03/23/23        05/10/23       1,157,390        1,158,637      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       1,061,250        1,062,406      Capital Trusts        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       146,610        146,770      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       741,217        742,025      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       463,476        463,981      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       502,095        502,642      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       326,899        327,255      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       639,547        640,244      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       196,125        196,339      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       142,000        142,155      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       122,693        122,826      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       474,275        474,791      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       418,027        418,483      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       120,360        120,491      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       306,383        306,716      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       126,900        127,038      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       93,298        93,399      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       173,366        173,555      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.90       03/23/23        05/10/23       233,888        234,142      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       127,314        127,454      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       61,736        61,804      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       320,625        320,978      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       760,455        761,292      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       466,995        467,509      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       218,495        218,735      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       194,625        194,839      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       336,000        336,370      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       348,125        348,508      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     4.95       03/23/23        05/10/23       210,800        211,032      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       1,400,959        1,402,515      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       143,585        143,745      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       112,515        112,640      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       210,000        210,233      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       139,051        139,206      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       143,500        143,659      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       126,863        127,003      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       278,475        278,784      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       1,590,675        1,592,442      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       1,263,967        1,265,372      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       237,463        237,726      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       267,363        267,660      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       1,139,954        1,141,220      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       394,931        395,370      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       327,635        327,999      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       386,139        386,568      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       65,756        65,829      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       391,262        391,697      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       921,016        922,040      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       129,765        129,909      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       329,437        329,804      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       382,580        383,005      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       510,600        511,167      Corporate Bonds        31 - 90 Days  

 

S C H E D U L E   O F   I N V E S T M E N T S

  34


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued) 

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

BofA Securities, Inc.

     5.00     03/23/23        05/10/23     $ 139,680      $ 139,835      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.00       03/23/23        05/10/23       154,635        154,807      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.03       03/23/23        05/10/23       133,403        133,552      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.03       03/23/23        05/10/23       701,735        702,519      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.03       03/23/23        05/10/23       279,720        280,033      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.03       03/23/23        05/10/23       104,996        105,114      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.03       03/23/23        05/10/23       242,000        242,271      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.03       03/23/23        05/10/23       357,572        357,972      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.05       03/23/23        05/10/23       548,625        549,241      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.05       03/23/23        05/10/23       310,960        311,309      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.05       03/23/23        05/10/23       747,500        748,339      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.05       03/23/23        05/10/23       461,000        461,517      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       158,919        159,099      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       285,000        285,322      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       631,050        631,764      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       518,579        519,165      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       88,714        88,814      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       307,230        307,578      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       169,570        169,762      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       319,533        319,894      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       154,800        154,975      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       283,763        284,083      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       313,950        314,305      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       189,000        189,214      Foreign Agency Obligations        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       90,722        90,825      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       179,918        180,121      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       260,338        260,632      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       318,985        319,346      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       328,800        329,172      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       93,344        93,449      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       284,000        284,321      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       241,216        241,489      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       545,012        545,629      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/23/23        05/10/23       212,425        212,665      Corporate Bonds        31 - 90 Days  

Barclays Capital, Inc.

     5.35 (b)      03/23/23        Open       529,500        530,100      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.35 (b)      03/23/23        Open       1,102,526        1,103,776      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.35 (b)      03/23/23        Open       471,100        471,634      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.35 (b)      03/23/23        Open       834,765        835,711      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.35 (b)      03/23/23        Open       566,786        567,429      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      03/23/23        Open       652,500        653,251      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/23/23        Open       233,820        234,150      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.20 (b)      03/23/23        Open       764,330        765,276      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.20 (b)      03/23/23        Open       380,347        380,818      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.20 (b)      03/23/23        Open       392,062        392,548      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.20 (b)      03/23/23        Open       429,600        430,132      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.20 (b)      03/23/23        Open       399,600        400,095      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.20 (b)      03/23/23        Open       369,337        369,795      Corporate Bonds        Open/Demand  

J.P. Morgan Securities LLC

     5.15       03/24/23        04/12/23       4,219,936        4,224,330      Corporate Bonds        Up to 30 Days  

BNP Paribas S.A.

     4.80 (b)      03/24/23        Open       431,250        431,538      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/24/23        Open       712,374        712,868      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/24/23        Open       203,948        204,093      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.00 (b)      03/27/23        Open       676,695        677,071      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.05 (b)      03/27/23        Open       452,454        452,708      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      03/27/23        Open       254,320        254,468      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      03/27/23        Open       204,120        204,239      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      03/27/23        Open       416,377        416,620      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.89 (b)      03/27/23        Open       100,873        100,927      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.98 (b)      03/27/23        Open       387,837        388,052      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     4.99 (b)      03/27/23        Open       279,695        279,850      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.10 (b)      03/27/23        Open       311,033        311,209      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.18 (b)      03/27/23        Open       56,666        56,699      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.20 (b)      03/27/23        Open       197,835        197,949      Corporate Bonds        Open/Demand  

 

35  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued) 

 

               

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

      Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

      

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

BNP Paribas S.A.

     5.20 %(b)      03/27/23        Open     $ 536,445      $ 536,755      Corporate Bonds        Open/Demand  

BNP Paribas S.A.

     5.23 (b)      03/27/23        Open       923,179        923,715      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.85 (b)      03/27/23        Open       843,169        843,623      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      03/27/23        Open       165,128        165,219      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      03/27/23        Open       187,250        187,354      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     5.07 (b)      03/27/23        Open       1,372,054        1,372,827      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     5.22 (b)      03/27/23        Open       385,000        385,223      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/27/23        Open       813,375        813,827      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/27/23        Open       355,006        355,203      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/27/23        Open       400,744        400,966      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.00 (b)      03/27/23        Open       354,000        354,197      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      03/27/23        Open       147,750        147,834      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13 (b)      03/27/23        Open       511,231        511,523      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/27/23        Open       309,994        310,171      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/27/23        Open       656,334        656,709      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/27/23        Open       280,590        280,751      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/27/23        Open       410,220        410,455      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/27/23        Open       68,250        68,289      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.15 (b)      03/27/23        Open       177,000        177,101      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      03/27/23        Open       609,797        610,136      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      03/27/23        Open       471,762        472,024      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      03/27/23        Open       89,569        89,620      Corporate Bonds        Open/Demand  

J.P. Morgan Securities LLC

     4.80       03/28/23        04/12/23       159,000        159,064      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/28/23        04/12/23       180,313        180,387      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/28/23        04/12/23       187,500        187,577      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/28/23        04/12/23       134,250        134,305      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/28/23        04/12/23       261,293        261,400      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/28/23        04/12/23       269,375        269,486      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/28/23        04/12/23       188,370        188,448      Corporate Bonds        Up to 30 Days  

J.P. Morgan Securities LLC

     4.95       03/28/23        04/12/23       207,000        207,085      Capital Trusts        Up to 30 Days  

BofA Securities, Inc.

     5.05       03/28/23        05/10/23       707,500        707,798      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.05       03/29/23        05/10/23       972,125        972,398      Corporate Bonds        31 - 90 Days  

BNP Paribas S.A.

     5.04 (b)      03/29/23        Open       1,023,750        1,024,037      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      03/29/23        Open       595,227        595,393      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     4.99 (b)      03/29/23        Open       1,339,656        1,340,028      Corporate Bonds        Open/Demand  

BofA Securities, Inc.

     3.25       03/30/23        04/12/23       213,000        213,019      Corporate Bonds        Up to 30 Days  

BofA Securities, Inc.

     5.05       03/30/23        05/10/23       443,515        443,639      Corporate Bonds        31 - 90 Days  

BofA Securities, Inc.

     5.09       03/30/23        05/10/23       1,598,910        1,599,362      Corporate Bonds        31 - 90 Days  

Barclays Capital, Inc.

     5.25 (b)      03/30/23        Open       896,481        896,743      Corporate Bonds        Open/Demand  

Barclays Capital, Inc.

     5.25 (b)      03/30/23        Open       515,200        515,350      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      03/30/23        Open       268,706        268,743      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      03/30/23        Open       213,183        213,212      Corporate Bonds        Open/Demand  

Nomura Securities International, Inc.

     4.98 (b)      03/30/23        Open       502,500        502,570      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     5.15 (b)      03/30/23        Open       3,016,796        3,017,659      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     0.00 (b)      03/31/23        Open       166,238        166,238      Corporate Bonds        Open/Demand  

RBC Capital Markets LLC

     5.13       03/31/23        Open       206,500        206,618      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     0.00 (b)      03/31/23        Open       532,588        532,588      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     0.00 (b)      03/31/23        Open       367,010        367,010      Corporate Bonds        Open/Demand  

TD Securities (USA) LLC

     0.00 (b)      03/31/23        Open       382,122        382,122      Corporate Bonds        Open/Demand  
         

 

 

    

 

 

         
          $  228,335,265      $ 229,214,217          
         

 

 

    

 

 

         

 

  (a) 

Certain agreements have no stated maturity and can be terminated by either party at any time.

 
  (b) 

Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through demand.

 

 

S C H E D U L E   O F   I N V E S T M E N T S

  36


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts

 

           
Description  

Number of

Contracts

    

    Expiration

Date

    

Notional

    Amount (000)

   

      

 

Value/

Unrealized

Appreciation

(Depreciation)

 

Long Contracts

           

10-Year U.S. Ultra Long Treasury Note

    63        06/21/23        $          7,640       $ 260,832  

2-Year U.S. Treasury Note

    1,028        06/30/23        212,386         2,343,255  

5-Year U.S. Treasury Note

    868        06/30/23        95,175         1,355,486  
           

 

 

 
              3,959,573  
           

 

 

 

Short Contracts

           

10-Year Japanese Government Treasury Bonds

    23        06/13/23        25,658         (516,573

10-Year U.S. Treasury Note

    336        06/21/23        38,661         (973,787

U.S. Long Bond

    137        06/21/23        17,994         (735,302

Ultra U.S. Treasury Bond

    38        06/21/23        5,383         (114,045
           

 

 

 
              (2,339,707
           

 

 

 
            $ 1,619,866  
           

 

 

 

Forward Foreign Currency Exchange Contracts

 

Currency Purchased        Currency Sold        Counterparty      Settlement Date       

Unrealized

Appreciation

(Depreciation)

 
EUR     79,766        USD     85,062        Natwest Markets PLC        06/14/23        $ 1,791  
EUR     116,156        USD     123,866        Natwest Markets PLC        06/14/23          2,610  
USD     241,954        JPY     31,740,000        Deutsche Bank AG        06/21/23          167  
                       

 

 

 
                          4,568  
                       

 

 

 
USD     391,214        EUR     367,680        HSBC Bank PLC        06/14/23          (9,131
USD     86,503        EUR     79,766        Morgan Stanley & Co. International PLC        06/14/23          (350
USD     129,659        EUR     120,019        Toronto-Dominion Bank        06/21/23          (1,073
USD     37,791        EUR     34,981        UBS AG        06/21/23          (313
USD     884,493        EUR     820,000        UBS AG        06/21/23          (8,702
USD           2,810,963        EUR     2,606,000        UBS AG        06/21/23          (27,656
USD     2,814,771        EUR     2,605,500        UBS AG        06/21/23          (23,303
USD     1,071,455        GBP     888,000        Morgan Stanley & Co. International PLC        06/21/23          (25,657
USD     1,242,792        GBP     1,030,000        Morgan Stanley & Co. International PLC        06/21/23          (29,760
                       

 

 

 
                          (125,945
                       

 

 

 
                        $ (121,377
                       

 

 

 

Centrally Cleared Credit Default Swaps — Buy Protection

 

               
Reference Obligation/Index   

Financing

Rate Paid

by the Fund

      

Payment

Frequency

      

Termination

Date

      

Notional

Amount (000)

       Value       

Upfront

Premium

Paid

(Received)

      

Unrealized

Appreciation

(Depreciation)

 

CDX.NA.HY.40.V1

     5.00        Quarterly          06/20/28        USD  3,650        $ (61,907      $ 3,716        $ (65,623

CDX.NA.IG.40.V1

     1.00          Quarterly          06/20/28        USD  20,450          (241,821        (84,834        (156,987
                      

 

 

      

 

 

      

 

 

 
                       $ (303,728      $ (81,118      $ (222,610
                      

 

 

      

 

 

      

 

 

 

Centrally Cleared Interest Rate Swaps    

 

Paid by the Fund   

            Received by the Fund             

    Effective     Termination   Notional       

 

   

Upfront

Premium

Paid

   

Unrealized

Appreciation

 
Rate    Frequency    Rate    Frequency     Date     Date   Amount (000)     Value     (Received)     (Depreciation)  
1-Day SOFR, 4.80%    Annual         3.32%      Annual            N/A     11/28/42   USD     4,800     $  102,571     $ 114     $ 102,457  
1-Day SOFR, 4.80%    Annual         3.31%      Annual            N/A     12/01/42   USD     1,600       32,281       38       32,243  
                  

 

 

   

 

 

   

 

 

 
                   $ 134,852     $ 152     $ 134,700  
                  

 

 

   

 

 

   

 

 

 

 

 

37  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

OTC Credit Default Swaps — Sell Protection    

 

 

Reference Obligation/Index 

   

Financing

Rate Received

by the Fund

 

 

 

   

Payment

Frequency

 

 

  Counterparty    

Termination

Date

 

 

   

Credit

Rating

 

(a) 

  Notional   

Amount (000)(b)

 

 

    Value      

Upfront 

Premium 

Paid 

(Received)

 

 

 

 

   

Unrealized 

Appreciation 

(Depreciation)

 

 

 

   

   

 

 

 

 

Casino, Guichard-Perrachon S.A.

    5.00     Quarterly     JPMorgan Chase Bank N.A.     06/20/23       CCC+     EUR     20     $ (2,192     $        (383     $          (1,809  
 

Novafives S.A.S.

    5.00       Quarterly     Citibank N.A.     06/20/23       B-     EUR     10       (43     (158     115    
 

Casino, Guichard-Perrachon S.A.

    5.00       Quarterly     BNP Paribas SA     12/20/23       CCC+     EUR     13       (4,535     (981     (3,554  

   

 

Thyssenkrupp AG

    1.00       Quarterly     Bank of America N.A.     12/20/23       BB     EUR     20       24       (311     335    
 

Virgin Media Finance PLC

    5.00       Quarterly     JPMorgan Chase Bank N.A.     12/20/25       B     EUR     10       636       778       (142  
 

Jaguar Land Rover Automotive PLC

    5.00       Quarterly     Bank of America N.A.     12/20/26       B+     EUR     20       (1,353     (659     (694  
 

Jaguar Land Rover Automotive PLC

    5.00       Quarterly     Barclays Bank PLC     12/20/26       B+     EUR     10       (687     337       (1,024  
 

Jaguar Land Rover Automotive PLC

    5.00       Quarterly     Credit Suisse International     12/20/26       B+     EUR     10       (668     346       (1,014  
 

K&S AG

    5.00       Quarterly     JPMorgan Chase Bank N.A.     12/20/26       BB+     EUR     10       1,111       680       431    
 

CMA CGM SA

    5.00       Quarterly     Credit Suisse International     06/20/27       N/R     EUR     30       3,235       1,178       2,057    
 

Ladbrokes Coral Group Ltd.

    1.00       Quarterly     JPMorgan Chase Bank N.A.     06/20/27       BB     EUR     10       (492     (952     460    
 

Ladbrokes Coral Group Ltd.

    1.00       Quarterly     JPMorgan Chase Bank N.A.     06/20/27       BB     EUR     40       (1,970     (6,076     4,106    
 

Adler Real Estate AG

    5.00       Quarterly     Bank of America N.A.     12/20/27       CCC-     EUR     7       (2,287     (1,613     (674  
 

Adler Real Estate AG

    5.00       Quarterly     Barclays Bank PLC     12/20/27       CCC-     EUR     4       (1,375     (955     (420  
 

Adler Real Estate AG

    5.00       Quarterly     Barclays Bank PLC     12/20/27       CCC-     EUR     12       (3,864     (2,685     (1,179  
 

Adler Real Estate AG

    5.00       Quarterly     Citibank N.A.     12/20/27       CCC-     EUR     4       (1,121     (800     (321  
 

Adler Real Estate AG

    5.00       Quarterly     JPMorgan Chase Bank N.A.     12/20/27       CCC-     EUR     8       (2,346     (1,661     (685  
 

Adler Real Estate AG

    5.00       Quarterly    

Morgan Stanley & Co. International PLC

    12/20/27       CCC-     EUR     5       (1,701     (1,188     (513  
 

Loxam SAS

    5.00       Quarterly     Bank of America N.A.     12/20/27       B     EUR     20       (2,071     (1,471     (600  
 

United Group B.V.

    5.00       Quarterly     Bank of America N.A.     12/20/27       B     EUR     18       (3,561     (2,671     (890  
 

United Group B.V.

    5.00       Quarterly     JPMorgan Chase Bank N.A.     12/20/27       B     EUR     22       (4,316     (3,468     (848  
 

CMBX.NA.15

    3.00       Monthly    

Morgan Stanley & Co. International PLC

    11/15/64       N/R     USD     2,318       (660,340     (433,558     (226,782  
                 

 

 

   

 

 

   

 

 

   
                  $  (689,916   $ (456,271     $          (233,645  
                 

 

 

   

 

 

   

 

 

   

 

  (a) 

Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

 
  (b) 

The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

 

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

 

   

Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access;

 

   

Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

 

   

Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

Certain investments of the Fund were fair valued using net asset value (“NAV”) as a practical expedient as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

 

S C H E D U L E   O F   I N V E S T M E N T S

  38


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Fair Value Hierarchy as of Period End (continued)

The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.

 

         
      Level 1        Level 2        Level 3        Total  

Assets

                 

Investments

                 

Long-Term Investments

                 

Asset-Backed Securities

   $        $     30,604,541        $ 867,062        $   31,471,603  

Common Stocks

              185,132          6,156          191,288  

Corporate Bonds

                 

Aerospace & Defense

              16,983,181                   16,983,181  

Air Freight & Logistics

              88,400                   88,400  

Automobile Components

              5,488,911                   5,488,911  

Automobiles

              7,110,750                   7,110,750  

Banks

              2,507,016                   2,507,016  

Beverages

              9,624,895                   9,624,895  

Biotechnology

              95,441                   95,441  

Broadline Retail

              199,979                   199,979  

Building Materials

              2,646,360                   2,646,360  

Building Products

              4,125,057                   4,125,057  

Capital Markets

              6,100,683                   6,100,683  

Chemicals

              7,460,761                   7,460,761  

Commercial Services & Supplies

              4,972,928                   4,972,928  

Communications Equipment

              2,162,828                   2,162,828  

Construction Materials

              452,694                   452,694  

Consumer Discretionary

              8,323,038                   8,323,038  

Consumer Finance

              8,457,802                   8,457,802  

Consumer Staples Distribution & Retail

              4,234,864                   4,234,864  

Containers & Packaging

              2,250,771                   2,250,771  

Diversified Consumer Services

              8,360,408                   8,360,408  

Diversified REITs

              4,367,683                   4,367,683  

Diversified Telecommunication Services

              10,885,004                   10,885,004  

Electric Utilities

              2,186,226                   2,186,226  

Electrical Equipment

              1,609,290                   1,609,290  

Electronic Equipment, Instruments & Components

              1,472,958                   1,472,958  

Energy Equipment & Services

              2,481,305                   2,481,305  

Environmental, Maintenance & Security Service

              4,006,297                   4,006,297  

Financial Services

              9,660,942                   9,660,942  

Food Products

              3,050,854                   3,050,854  

Gas Utilities

              79,511                   79,511  

Ground Transportation

              3,625,617                   3,625,617  

Health Care Equipment & Supplies

              1,202,098                   1,202,098  

Health Care Providers & Services

              11,574,219                   11,574,219  

Health Care Technology

              3,076,070                   3,076,070  

Hotels, Restaurants & Leisure

               15,379          15,294,916                   15,310,295  

Household Durables

              2,605,013                   2,605,013  

Household Products

              185,856                   185,856  

Independent Power and Renewable Electricity Producers

              3,504,510                   3,504,510  

Insurance

              13,287,905                   13,287,905  

Interactive Media & Services

              844,003                   844,003  

Internet Software & Services

              4,990,912                   4,990,912  

IT Services

              4,379,606                   4,379,606  

Leisure Products

              431,315                   431,315  

Machinery

              4,567,503                   4,567,503  

Marine Transportation

              166,595                   166,595  

Media

              36,977,437                   36,977,437  

Metals & Mining

              8,908,671                   8,908,671  

Offshore Drilling & Other Services

              2,409,637                   2,409,637  

Oil, Gas & Consumable Fuels

              43,879,373              1,209,481          45,088,854  

Passenger Airlines

              6,235,982                   6,235,982  

Pharmaceuticals

              4,870,304                   4,870,304  

Real Estate

              90,753                   90,753  

Real Estate Management & Development

              2,499,418                   2,499,418  

Semiconductors & Semiconductor Equipment

              5,407,377                   5,407,377  

Software

              10,287,026                   10,287,026  

 

39  


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

Fair Value Hierarchy as of Period End (continued)    

 

         
      Level 1        Level 2        Level 3        Total  

Corporate Bonds (continued)

                 

Specialized REITs

   $        $ 465,600        $        $ 465,600  

Specialty Retail

              1,408,097                   1,408,097  

Technology Hardware, Storage & Peripherals

              383,049                   383,049  

Textiles, Apparel & Luxury Goods

              551,265                   551,265  

Transportation Infrastructure

              1,141,740                   1,141,740  

Utilities

              1,994,842                   1,994,842  

Wireless Telecommunication Services

              5,318,518                   5,318,518  

Floating Rate Loan Interests

              267,235,908          13,120,531          280,356,439  

Foreign Agency Obligations

              3,857,693                   3,857,693  

Investment Companies

     4,794,421                            4,794,421  

Non-Agency Mortgage-Backed Securities

              15,696,250                   15,696,250  

Other Interests

                                 

Preferred Securities

                 

Capital Trusts

              17,882,719                   17,882,719  

Preferred Stocks

     6,152,909                            6,152,909  

U.S. Government Sponsored Agency Securities

              27,070,198                   27,070,198  

Warrants

     2,933                            2,933  

Liabilities

                 

Investments

                 

TBA Sale Commitments

              (3,716,719                 (3,716,719

Unfunded Floating Rate Loan Interests(a)

              (12,778                 (12,778
  

 

 

      

 

 

      

 

 

      

 

 

 
   $     10,965,642        $  702,815,008        $     15,203,230          728,983,880  
  

 

 

      

 

 

      

 

 

      

 

 

 

Investments Valued at NAV(b)

                    2,978  
                 

 

 

 
                  $  728,986,858  
                 

 

 

 

Derivative Financial Instruments(c)

                 

Assets

                 

Credit Contracts

   $        $ 7,504        $        $ 7,504  

Foreign Currency Exchange Contracts

              4,568                   4,568  

Interest Rate Contracts

     3,959,573          134,700                   4,094,273  

Liabilities

                 

Credit Contracts

              (463,759                 (463,759

Foreign Currency Exchange Contracts

              (125,945                 (125,945

Interest Rate Contracts

     (2,339,707                          (2,339,707
  

 

 

      

 

 

      

 

 

      

 

 

 
   $ 1,619,866        $ (442,932      $        $ 1,176,934  
  

 

 

      

 

 

      

 

 

      

 

 

 

 

  (a) 

Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.

 
  (b) 

Certain investments of the Fund were fair valued using NAV as a practical expedient as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

 
  (c) 

Derivative financial instruments are swaps, futures contracts and forward foreign currency exchange contracts. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument.

 

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial reporting purposes. As of period end, reverse repurchase agreements of $229,214,217 are categorized as Level 2 within the fair value hierarchy.

A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

 

 

 
   

Asset-Backed

Securities

   

Common

Stocks

   

Corporate

Bonds

   

Floating

Rate Loan

Interests

   

Non-Agency

Mortgage-Backed

Securities

   

Other

Interests

    Total  

 

 

Assets

             

Opening balance, as of December 31, 2022

  $   1,354,025     $ 6,098     $   1,198,484     $   3,710,331     $ 384,933     $ (a)    $ 6,653,871  

Transfers into Level 3(b)

                      7,436,126                   7,436,126  

Transfers out of Level 3

    (500,000                 (1,105,763     (384,933           (1,990,696

Accrued discounts/premiums

    (12,970                 5,668                   (7,302

Net realized gain (loss)

                      (16,495                 (16,495

Net change in unrealized appreciation (depreciation)(c)

    26,007       58       29,779       99,481                   155,325  

 

S C H E D U L E   O F   I N V E S T M E N T S

  40


Schedule of Investments (unaudited) (continued)

March 31, 2023

  

BlackRock Limited Duration Income Trust (BLW)

 

 

 
   

Asset-Backed

Securities

   

Common

Stocks

   

Corporate

Bonds

   

Floating

Rate Loan

Interests

   

Non-Agency

Mortgage-Backed

Securities

   

Other

Interests

    Total  

 

 

Purchases

  $     $     $     $ 3,364,917     $     $     $ 3,364,917  

Sales

                (18,782     (373,734                 (392,516
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Closing balance, as of March 31, 2023

  $     867,062     $   6,156     $   1,209,481     $   13,120,531     $     $ (a)    $  15,203,230  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2023(c)

  $ 26,007     $ 58     $ 29,779     $ 99,481     $     $     $ 155,325  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

  (a) 

Rounds to less than $1.

 
  (b) 

As of December 31, 2022, the Fund used observable inputs in determining the value of certain investments. As of March 31, 2023, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the disclosure hierarchy.

 
  (c) 

Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2023 is generally due to investments no longer held or categorized as Level 3 at period end.

 

The Fund’s financial instruments that are categorized as Level 3 were valued utilizing third-party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third-party information could result in a significantly lower or higher value of such Level 3 financial instruments.

 

Currency Abbreviation
EUR   Euro
GBP   British Pound
JPY   Japanese Yen
USD   United States Dollar
Portfolio Abbreviation
CDI   CREST Depository Interest
CLO   Collateralized Loan Obligation
CMT   Constant Maturity Treasury
DAC   Designated Activity Company
ETF   Exchange-Traded Fund
EURIBOR   Euro Interbank Offered Rate
LIBOR   London Interbank Offered Rate
PCL   Public Company Limited
PIK   Payment-in-Kind
REIT   Real Estate Investment Trust
SAB   Special Assessment Bonds
SOFR   Secured Overnight Financing Rate
SOFR CME   Secured Overnight Financing Rate Chicago Mercantile Exchange
SOFRTE   Term Secured Overnight Financing Rate
SONIA   Sterling Overnight Interbank Average Rate
TBA   To-Be-Announced

 

41