0001752724-23-191244.txt : 20230825 0001752724-23-191244.hdr.sgml : 20230825 20230825143819 ACCESSION NUMBER: 0001752724-23-191244 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230825 DATE AS OF CHANGE: 20230825 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK 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: 231207064 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 2023-06-30 N 760180625.74 272929888.48 487250737.26 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2918245.14000000 0.00000000 0.00000000 9120555.45000000 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 514000.00000000 PA USD 488354.33000000 0.100226493806 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 441656.25000000 0.090642500098 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N AZZURRA AEROPORTI SPA 8156004064432D3D0F19 Azzurra Aeroporti SpA 000000000 100000.00000000 PA 105507.07000000 0.021653547533 Long DBT CORP IT N 2 2024-05-30 Fixed 2.13000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP MATADOR RES 000000000 -198400.00000000 PA USD -198400.00000000 -0.04071825547 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 198400.00000000 USD 199116.44000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP SBA COMMUNI 000000000 -323500.00000000 PA USD -323500.00000000 -0.06639292160 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 400000.00000000 USD 339062.04000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP W R GRACE H 000000000 -725253.75000000 PA USD -725253.75000000 -0.14884610623 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 725253.75000000 USD 727474.84000000 USD CDS N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -3211.07000000 -0.00065901798 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 251523.47000000 EUR 272217.19000000 USD 2023-09-14 -3211.07000000 N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 Greenko Solar Mauritius Ltd 000000000 200000.00000000 PA USD 186484.00000000 0.038272697348 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP NETWORK I2I 000000000 -241875.00000000 PA USD -241875.00000000 -0.04964076634 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 241875.00000000 USD 241945.55000000 USD CDS N N N OUTFRONT MEDIA CAP LLC/C N/A Outfront Media Capital LLC / Outfront Media Capital Corp 69007TAC8 55000.00000000 PA USD 45820.79000000 0.009403944724 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 Herens Holdco Sarl 427169AA5 612000.00000000 PA USD 474300.00000000 0.097342079494 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 136751.90000000 0.028066022181 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CONNECT FIN 000000000 -1406497.50000000 PA USD -1406497.50000000 -0.28865990186 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 1406497.50000000 USD 1421607.58000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LUMEN TECHN 000000000 -648368.75000000 PA USD -648368.75000000 -0.13306675607 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 648368.75000000 USD 649742.93000000 USD CDS N N N Clear Creek CLO Ltd N/A Clear Creek CLO 18452LAN8 250000.00000000 PA USD 234462.78000000 0.048119533141 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 8.20000000 N N N N N N ILIAD SA 969500FZ9BTRZS3JNB97 iliad SA 000000000 100000.00000000 PA 105464.51000000 0.021644812810 Long DBT CORP FR N 2 2030-02-15 Fixed 5.63000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 GCI LLC 36166TAB6 107000.00000000 PA USD 91228.20000000 0.018723050171 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 513639.09000000 PA USD 504650.41000000 0.103570989515 Long LON CORP US N 2 2028-09-15 Floating 9.54000000 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 Hilcorp Energy I LP / Hilcorp Finance Co 431318AS3 145000.00000000 PA USD 136489.14000000 0.028012095121 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 Clarios Global LP 18060TAA3 528000.00000000 PA USD 528323.14000000 0.108429418284 Long DBT CORP CA N 2 2025-05-15 Fixed 6.75000000 N N N N N N KUEHG Corp. 549300YNT566T1NYJX62 KUEHG Corp. 2023 Term Loan 000000000 682000.00000000 PA USD 674327.50000000 0.138394351908 Long LON CORP US N 2 2030-06-12 Variable 10.24000000 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 85223.00000000 0.017490584104 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 6790.70000000 0.001393676700 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP PICASSO FIN 000000000 -339527.50000000 PA USD -339527.50000000 -0.06968229579 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 339527.50000000 USD 339927.39000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UBER TECHNO 000000000 -682830.00000000 PA USD -682830.00000000 -0.14013934670 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-19 682830.00000000 USD 685185.76000000 USD CDS N N N Calpine Corp 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CK0 221000.00000000 PA USD 213419.63000000 0.043800781339 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR 000000000 -469500.00000000 PA USD -469500.00000000 -0.09635696041 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-19 469500.00000000 USD 469639.55000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP APX GROUP I 000000000 -193965.00000000 PA USD -193965.00000000 -0.03980804648 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 193965.00000000 USD 196010.52000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SRS DISTRIB 000000000 -310852.50000000 PA USD -310852.50000000 -0.06379723543 Short RA CORP US N 2 Reverse repurchase N 5.42000000 2049-12-31 310852.50000000 USD 314142.96000000 USD CDS N N N PENN Entertainment, Inc. N/A PENN Entertainment, Inc. 2022 Term Loan B 70757DAZ2 612157.60000000 PA USD 609604.90000000 0.125111129318 Long LON CORP US N 2 2029-05-03 Variable 7.95000000 N N N N N N VIKING OCEAN CRUISES SHI N/A Viking Ocean Cruises Ship VII Ltd 92682RAA0 162000.00000000 PA USD 148230.00000000 0.030421708714 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 107609.81000000 0.022085099471 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 285226.08000000 0.058537844725 Long DBT CORP US N 2 2031-02-15 Fixed 9.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP UNITED RENT 000000000 -1653108.75000000 PA USD -1653108.75000000 -0.33927270367 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1689000.00000000 USD 1684846.07339999 USD CDS N N N CHG Healthcare Services Inc. 54930016Y1HPAVB9PZ54 CHG Healthcare Services Inc. 2021 Term Loan 12541HAT0 462950.00000000 PA USD 460288.04000000 0.094466360910 Long LON CORP US N 2 2028-09-29 Floating 8.44000000 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 108813.65000000 0.022332167337 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 476539.70000000 0.097801740163 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 308124.80000000 PA USD 301191.99000000 0.061814578607 Long LON CORP US N 2 2029-07-06 Variable 9.59000000 N N N N N N LSF11 A5 Holdco LLC 254900FPK7P5WNA66Y10 LSF11 A5 Holdco LLC Term Loan 50216YAB6 888501.26000000 PA USD 875173.74000000 0.179614656905 Long LON CORP US N 2 2028-10-15 Floating 8.72000000 N N N N N N OLYMPUS WATER US HLDG CRPRTION 549300YU2GGVCBN3MY89 OLYMPUS WATER US HLDG CRPRTION 68163YAE5 346000.00000000 PA USD 333817.34000000 0.068510381713 Long LON CORP US N 2 2028-11-09 None 0.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 Neptune Bidco US Inc 640695AA0 255000.00000000 PA USD 234093.14000000 0.048043670763 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 196942.66000000 0.040419161006 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 1083060.12000000 PA USD 1073128.46000000 0.220241526166 Long LON CORP US N 2 2027-02-12 Variable 8.72000000 N N N N N N CNT Holdings I Corp 254900SYIEHMSB69WT08 CNT Holdings I Corp 2020 Term Loan 12656AAC3 766126.16000000 PA USD 762678.59000000 0.156526923753 Long LON CORP US N 2 2027-11-08 Variable 8.46000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALBERTSONS 000000000 -190192.50000000 PA USD -190192.50000000 -0.03903380445 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 190192.50000000 USD 190413.55000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GFL ENVIRON 000000000 -225420.00000000 PA USD -225420.00000000 -0.04626365498 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 225420.00000000 USD 226130.07000000 USD CDS N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 2023 Term Loan B 02376CBK0 1160000.00000000 PA USD 1137600.40000000 0.233473305016 Long LON CORP US N 2 2028-02-15 Variable 8.15000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CENTRAL GAR 000000000 -156412.50000000 PA USD -156412.50000000 -0.03210102890 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 194000.00000000 USD 162512.93864000 USD CDS N N N ACURIS FIN US/ACURIS FIN N/A Acuris Finance US Inc / Acuris Finance SARL 00511BAA5 403000.00000000 PA USD 311916.32000000 0.064015566554 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 436000.00000000 PA USD 432614.77000000 0.088786888744 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SPIRIT AERO 000000000 -492428.75000000 PA USD -492428.75000000 -0.10106269982 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-19 492428.75000000 USD 494111.90000000 USD CDS N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AB9 1000000.00000000 PA USD 944115.73000000 0.193763838164 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 45558.52000000 0.009350118227 Long DBT CORP US N 2 2029-04-01 Fixed 8.00000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A Outfront Media Capital LLC / Outfront Media Capital Corp 69007TAE4 256000.00000000 PA USD 215132.16000000 0.044152249252 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 PDC Energy Inc 69327RAG6 75000.00000000 PA USD 74962.07000000 0.015384701195 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 185610.04000000 0.038093331791 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 102485.00000000 PA USD 101524.72000000 0.020836237328 Long LON CORP US N 2 2029-09-19 Variable 9.68000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CONDOR MERG 000000000 -585570.00000000 PA USD -585570.00000000 -0.12017837126 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 585570.00000000 USD 586279.19000000 USD CDS N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 ION Trading Technologies Sarl 46205YAA9 200000.00000000 PA USD 172642.00000000 0.035431860189 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALTICE FINA 000000000 -230107.50000000 PA USD -230107.50000000 -0.04722568534 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 230107.50000000 USD 230864.62000000 USD CDS N N N USIC Holdings, Inc. 5493009ZYUWB7X699U62 USIC Holdings, Inc. 2021 Term Loan 90290HAP7 705038.36000000 PA USD 666261.25000000 0.136738890072 Long LON CORP US N 2 2028-05-12 Floating 8.69000000 N N N N N N MED ParentCo LP 549300660CLPRNK19Z91 MED ParentCo LP 1st Lien Term Loan 58401DAC8 815893.55000000 PA USD 755068.69000000 0.154965120062 Long LON CORP US N 2 2026-08-31 Floating 9.47000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AU8 129000.00000000 PA USD 118267.99000000 0.024272511246 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N NMG HLDCO/NEIMAN MARCUS N/A NMG Holding Co Inc / Neiman Marcus Group LLC 62929RAC2 123000.00000000 PA USD 114487.28000000 0.023496584252 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 1128000.00000000 PA USD 981269.76000000 0.201389076498 Long DBT CORP US N 2 2029-11-01 Fixed 5.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NABORS INDU 000000000 -269555.00000000 PA USD -269555.00000000 -0.05532161973 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 269555.00000000 USD 269594.31000000 USD CDS N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 Allegiant Travel Co 01748XAD4 113000.00000000 PA USD 112583.03000000 0.023105769040 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP EG GLOBAL F 000000000 -183437.50000000 PA USD -183437.50000000 -0.03764745457 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 183437.50000000 USD 184015.33000000 USD CDS N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 Beacon Roofing Supply, Inc. 2021 Term Loan B 07368RAF8 611029.25000000 PA USD 608737.89000000 0.124933190131 Long LON CORP US N 2 2028-05-19 Floating 7.44000000 N N N N N N RITCHIE BROS HLDGS INC 5493002H8U24DJXQ4886 Ritchie Bros Holdings Inc 76774LAB3 77000.00000000 PA USD 77609.78000000 0.015928099039 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP CHURCHILL D 000000000 -542968.75000000 PA USD -542968.75000000 -0.11143518284 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 542968.75000000 USD 544087.87000000 USD CDS N N N Informatica LLC 5493007SV33RZV7RPS40 Informatica LLC 2021 USD Term Loan B 45673YAH9 1226976.53000000 PA USD 1222755.73000000 0.250950000994 Long LON CORP US N 2 2028-10-27 Floating 8.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F032674 9000000.00000000 PA USD 8200898.46000000 1.683096162381 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 3.50000000 N N N N N N Allied Universal N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AA5 1737000.00000000 PA USD 1648314.69000000 0.338288803680 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 378561.16000000 0.077693296500 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 89430.29000000 0.018354059452 Long DBT CORP US N 2 2029-02-01 Fixed 4.63000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 03969AAQ3 200000.00000000 PA USD 195618.98000000 0.040147498000 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 11000.00000000 0.002257564567 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 764000.00000000 PA USD 786920.00000000 0.161502064506 Long DBT CORP US N 2 2026-10-01 Fixed 7.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP TRIVIUM PAC 000000000 -751493.75000000 PA USD -751493.75000000 -0.15423142389 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 965000.00000000 USD 928925.11550000 USD CDS N N N Belron Finance US LLC N/A Belron Finance US LLC 2021 USD Term Loan B 08078UAF0 920200.94000000 PA USD 918360.54000000 0.188478019584 Long LON CORP US N 2 2028-04-13 Floating 7.80000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAG4 179000.00000000 PA USD 174688.10000000 0.035851787722 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 Embecta Corp 29082KAB1 75000.00000000 PA USD 67212.05000000 0.013794140236 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 697000.00000000 PA USD 603669.61000000 0.123893011100 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAE1 39000.00000000 PA USD 34953.33000000 0.007173581757 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 230718.57000000 0.047351097157 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 378249.35000000 PA USD 368320.30000000 0.075591532620 Long LON CORP US N 2 2028-10-08 Variable 8.95000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 SWP: OIS 3.322000 28-NOV-2042 000000000 4800000.00000000 OU Notional Amount USD -114083.51000000 -0.02341371726 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2042-11-28 112.88000000 USD 0.00000000 USD 4800000.00000000 USD -114196.39000000 N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 Viavi Solutions Inc 925550AF2 261000.00000000 PA USD 221772.58000000 0.045515083516 Long DBT CORP US N 2 2029-10-01 Fixed 3.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ALTICE FINA 000000000 -596250.00000000 PA USD -596250.00000000 -0.12237026122 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 596250.00000000 USD 598041.23000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP INTESA SANP 000000000 -146250.00000000 PA USD -146250.00000000 -0.03001534709 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 146250.00000000 USD 146740.55000000 USD CDS N N N Camelot U.S. Acquisition LLC N/A Camelot U.S. Acquisition LLC Term Loan B 000000000 989445.33000000 PA USD 987466.44000000 0.202660840608 Long LON CORP LU N 2 2026-10-30 Variable 8.22000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A CrownRock LP / CrownRock Finance Inc 228701AG3 59000.00000000 PA USD 55238.75000000 0.011336822251 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ARCHROCK PA 000000000 -564800.00000000 PA USD -564800.00000000 -0.11591567889 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 564800.00000000 USD 570644.90000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BLACK HILLS 000000000 -270687.50000000 PA USD -270687.50000000 -0.05555404626 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 270687.50000000 USD 273462.05000000 USD CDS N N N SS&C Technologies Inc 549300KY09TR3J12JU49 SS&C Technologies Inc 78466CAC0 1017000.00000000 PA USD 973602.47000000 0.199815494477 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Golub Capital Partners CLO, LTD 254900ZZ9HHZTOQ1XK24 Golub Capital Partners CLO 55B LTD 38178QAA6 250000.00000000 PA USD 235826.28000000 0.048399368531 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 11.81000000 N N N N N N Belron Finance US LLC N/A Belron Finance US LLC 2019 USD Term Loan B3 08078UAE3 406350.00000000 PA USD 405671.40000000 0.083257216249 Long LON CORP US N 2 2026-10-30 Floating 7.56000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 Melco Resorts Finance Ltd 000000000 250000.00000000 PA USD 232010.00000000 0.047616141394 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CAESARS ENT 000000000 -1195090.00000000 PA USD -1195090.00000000 -0.24527207628 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 1195090.00000000 USD 1198984.00000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP TENET HEALT 000000000 -132446.25000000 PA USD -132446.25000000 -0.02718236010 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 132446.25000000 USD 132844.14000000 USD CDS N N N Madison Park Funding Ltd N/A Madison Park Funding XVIII Ltd 55819BAW0 495675.44000000 PA USD 491009.30000000 0.100771381642 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 6.20000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container Inc 69073TAU7 235000.00000000 PA USD 237937.50000000 0.048832660846 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAA4 1004000.00000000 PA USD 963994.92000000 0.197843706798 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 583230.34000000 0.119698195487 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 585697.53000000 0.120204544644 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 324766.10000000 0.066652767284 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N ARKO CORP N/A Arko Corp 041242AA6 181000.00000000 PA USD 147093.31000000 0.030188422254 Long DBT CORP US N 2 2029-11-15 Fixed 5.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHS/COMMUNI 000000000 -334687.50000000 PA USD -334687.50000000 -0.06868896738 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 334687.50000000 USD 335810.10000000 USD CDS N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 Bausch Health Companies Inc. 2022 Term Loan B 000000000 578175.70000000 PA USD 434817.04000000 0.089238867537 Long LON CORP US N 2 2027-02-01 Variable 10.43000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 203372AX5 416000.00000000 PA USD 327974.69000000 0.067311276293 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ONEMAIN FIN 000000000 -66018.75000000 PA USD -66018.75000000 -0.01354923552 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 66018.75000000 USD 66240.19000000 USD CDS N N N USI, Inc. 2549006D7UF7072T7I27 USI, Inc. 2022 Incremental Term Loan 90351NAJ4 1087761.80000000 PA USD 1085042.40000000 0.222686661512 Long LON CORP US N 2 2029-11-22 Variable 8.99000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 IHS Holding Ltd 44963HAB1 200000.00000000 PA USD 163912.00000000 0.033640174855 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 375858.18000000 0.077138555420 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CELESTIAL S 000000000 -408870.00000000 PA USD -408870.00000000 -0.08391367497 Short RA CORP US N 2 Reverse repurchase N 3.00000000 2023-07-19 408870.00000000 USD 409210.72000000 USD CDS N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EAY4 110000.00000000 PA USD 98167.32000000 0.020147187575 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BIDFAIR HOL 000000000 -464446.25000000 PA USD -464446.25000000 -0.09531976341 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 653000.00000000 USD 507707.50000000 USD CDS N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 AmWINS Group, Inc. 2021 Term Loan B 03234TAW8 1111771.43000000 PA USD 1100520.30000000 0.225863239569 Long LON CORP US N 2 2028-02-19 Floating 7.44000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBK5 242000.00000000 PA USD 182899.63000000 0.037537065829 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP PATTERN ENE 000000000 -238851.25000000 PA USD -238851.25000000 -0.04902019263 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 238851.25000000 USD 240929.59000000 USD CDS N N N AG TTMT ESCROW ISSUER N/A AG TTMT Escrow Issuer LLC 00840KAA7 77000.00000000 PA USD 78922.15000000 0.016197440858 Long DBT CORP US N 2 2027-09-30 Fixed 8.63000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBK5 1750000.00000000 PA USD 1618702.37000000 0.332211374189 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CAESARS RES 000000000 -371047.50000000 PA USD -371047.50000000 -0.07615124444 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 371047.50000000 USD 372183.83000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR 000000000 -289000.00000000 PA USD -289000.00000000 -0.05931237818 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 289000.00000000 USD 290006.28000000 USD CDS N N N Travelport Finance (Luxembourg) S.a.r.l. 2221005SGFWYZHL40F77 Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP LU N 2 2025-02-28 Floating 6.77000000 N N Y N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 Crowdstrike Holdings Inc 22788CAA3 41000.00000000 PA USD 35355.78000000 0.007256177835 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc. 2019 Term Loan B 00164DAQ6 663297.83000000 PA USD 516470.22000000 0.105996806265 Long LON CORP US N 2 2026-04-22 Floating 8.22000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAJ0 28000.00000000 PA USD 24668.00000000 0.005062691159 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 146548.69000000 0.030076648179 Long DBT CORP CA N 2 2030-05-01 Fixed 6.88000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MGIC INVEST 000000000 -147168.75000000 PA USD -147168.75000000 -0.03020390504 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 147168.75000000 USD 148706.25000000 USD CDS N N N BROOKFIELD RESID PROPERT N/A Brookfield Residential Properties Inc / Brookfield Residential US LLC 11283YAG5 208000.00000000 PA USD 166551.56000000 0.034181900049 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272AD6 312000.00000000 PA USD 278838.89000000 0.057226981649 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 471000.00000000 PA USD 447680.79000000 0.091878935374 Long DBT CORP US N 2 2030-06-15 Fixed 5.88000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 Matador Resources Co 576485AF3 248000.00000000 PA USD 245468.72000000 0.050378316794 Long DBT CORP US N 2 2028-04-15 Fixed 6.88000000 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 310956.80000000 0.063818641250 Long DBT CORP US N 2 2028-02-15 Fixed 5.88000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAH4 13000.00000000 PA USD 12975.10000000 0.002662920547 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 157689.57000000 0.032363125992 Long DBT CORP US N 2 2026-07-01 Fixed 6.38000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CQ7 43000.00000000 PA USD 35564.13000000 0.007298938160 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GLC1 346000.00000000 PA USD 355635.75000000 0.072988242562 Long DBT CORP US N 2 2028-11-10 Fixed 6.20000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP TRANSDIGM I 000000000 -4589981.25000000 PA USD -4589981.25000000 -0.94201627601 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 4589981.25000000 USD 4594622.23000000 USD CDS N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Company Term Loan B 57763TAB9 507000.00000000 PA USD 504956.79000000 0.103633868845 Long LON CORP US N 2 2026-08-14 Variable 9.16000000 N N N N N N Benefit Street Partners CLO Ltd N/A Benefit Street Partners CLO XX Ltd 08182FAU3 250000.00000000 PA USD 238374.58000000 0.048922364148 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.31000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 18060TAC9 798000.00000000 PA USD 795208.85000000 0.163203211240 Long DBT CORP XX N 2 2028-05-15 Fixed 6.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CHENIERE EN 000000000 -299250.00000000 PA USD -299250.00000000 -0.06141601789 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 299250.00000000 USD 300467.28000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83370RAA6 2250000.00000000 PA USD 1669453.31000000 0.342627149091 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 478425.45000000 0.098188758562 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 8.62000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 Core & Main LP 2021 Term Loan B 40416VAE5 1800550.90000000 PA USD 1788739.29000000 0.367108585624 Long LON CORP US N 2 2028-07-27 Variable 7.69000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411BF1 61000.00000000 PA USD 54332.70000000 0.011150870762 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AT6 500000.00000000 PA USD 478825.00000000 0.098270759464 Long DBT CORP GB N 2 2025-03-30 Fixed 6.38000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BG6 118000.00000000 PA USD 110039.68000000 0.022583789327 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC 2021 Term Loan B1 00076VAZ3 366244.39000000 PA USD 364138.48000000 0.074733284560 Long LON CORP US N 2 2028-12-21 Floating 8.70000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ARKO CORP 5 000000000 -110636.25000000 PA USD -110636.25000000 -0.02270622526 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 110636.25000000 USD 110799.13000000 USD CDS N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 Banff Merger Sub Inc 2021 USD Term Loan 05988HAE7 746151.17000000 PA USD 739405.96000000 0.151750608764 Long LON CORP US N 2 2025-10-02 Variable 8.97000000 N N N N N N THETA CAPITAL PTE LTD 2549003I5QVCGQHCYJ52 Theta Capital Pte Ltd 000000000 200000.00000000 PA USD 166246.00000000 0.034119189010 Long DBT CORP SG N 2 2025-01-22 Fixed 8.13000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAG6 41000.00000000 PA USD 38474.77000000 0.007896297954 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CROWN AMERI 000000000 -313230.00000000 PA USD -313230.00000000 -0.06428517722 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 313230.00000000 USD 313275.68000000 USD CDS N N N VISTRA CORP 549300KP43CPCUJOOG15 Vistra Corp 92840MAC6 240000.00000000 PA USD 209400.00000000 0.042975820042 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP PALOMINO FU 000000000 -239375.00000000 PA USD -239375.00000000 -0.04912768348 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 239375.00000000 USD 239618.90000000 USD CDS N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 28470RAK8 1508000.00000000 PA USD 1543391.25000000 0.316755036365 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCP6 442000.00000000 PA USD 334049.37000000 0.068558001959 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 470464.01000000 0.096554807211 Long DBT CORP FR N 2 2028-06-15 Fixed 5.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AR5 13000.00000000 PA USD 11102.44000000 0.002278588650 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AR0 498000.00000000 PA USD 402091.92000000 0.082522588320 Long DBT 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 255303.00000000 0.052396636983 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 505742AP1 67000.00000000 PA USD 54527.04000000 0.011190755771 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 96275.22000000 0.019758865946 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd 41984LAA5 205000.00000000 PA USD 194040.25000000 0.039823490281 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP IRON MOUNTA 000000000 -110061.25000000 PA USD -110061.25000000 -0.02258821620 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 110061.25000000 USD 110223.28000000 USD CDS 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 160233.12000000 0.032885146752 Long DBT CORP XX N 2 2027-06-15 Fixed 4.75000000 N N N N N N Wilsonart LLC 549300SAZRUMYKDJBY14 Wilsonart LLC 2021 Term Loan E 97246FAH9 1462350.29000000 PA USD 1438821.07000000 0.295293769711 Long LON CORP US N 2 2026-12-31 Floating 8.71000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325EF8 200000.00000000 PA USD 203350.00000000 0.041734159530 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 270323.50000000 0.055479341400 Long DBT CORP US N 2 2027-09-15 Fixed 6.20000000 N N N N N N Galaxy US Opco Inc. N/A Galaxy US Opco Inc. Term Loan 36321DAB3 1080832.50000000 PA USD 1013280.47000000 0.207958735105 Long LON CORP US N 3 2029-04-29 Variable 9.85000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WYNN LAS VE 000000000 -136800.00000000 PA USD -136800.00000000 -0.02807589389 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2023-07-19 136800.00000000 USD 137140.86000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBT9 565000.00000000 PA USD 526153.37000000 0.107984109569 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDS6 179000.00000000 PA USD 177168.49000000 0.036360845957 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N NOVELIS SHEET INGOT GMBH 9845005E95899E77AY49 Novelis Sheet Ingot GmbH 000000000 200000.00000000 PA 191084.46000000 0.039216864211 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 156968.00000000 0.032215035914 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 2122000.00000000 PA USD 2320892.15000000 0.476323989379 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 2563047.33000000 PA USD 2393245.44000000 0.491173282457 Long LON CORP US N 2 2029-03-30 Variable 9.84000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SM ENERGY C 000000000 -115635.00000000 PA USD -115635.00000000 -0.02373213443 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 115635.00000000 USD 116022.86000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR 000000000 -217500.00000000 PA USD -217500.00000000 -0.04463820849 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 217500.00000000 USD 218242.04000000 USD CDS N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61762V606 53253.00000000 NS USD 1251978.03000000 0.256947385455 Long EP CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BL5 152000.00000000 PA USD 148868.63000000 0.030552776756 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 835416.28000000 0.171455108451 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 142397.52000000 0.029224690515 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GFL ENVIRON 000000000 -265545.00000000 PA USD -265545.00000000 -0.05449863482 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 265545.00000000 USD 266381.47000000 USD CDS N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 Entegris Inc 29362UAD6 11000.00000000 PA USD 9479.58000000 0.001945523993 Long DBT CORP US N 2 2029-05-01 Fixed 3.63000000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A ZoomInfo Technologies LLC/ZoomInfo Finance Corp 98981BAA0 692000.00000000 PA USD 595183.11000000 0.122151300036 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TRANSOCEAN 000000000 -138250.00000000 PA USD -138250.00000000 -0.02837348195 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 138250.00000000 USD 138453.53000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBX0 701000.00000000 PA USD 638674.09000000 0.131077090532 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N METIS MERGER SUB LLC N/A Metis Merger Sub LLC 59155LAA0 125000.00000000 PA USD 107825.54000000 0.022129374417 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 108075.80000000 0.022180736063 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP COMSTOCK RE 000000000 -321630.00000000 PA USD -321630.00000000 -0.06600913562 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 321630.00000000 USD 325048.66000000 USD CDS N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 Molina Healthcare Inc 60855RAL4 141000.00000000 PA USD 118207.25000000 0.024260045385 Long DBT CORP US N 2 2032-05-15 Fixed 3.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ALTERYX INC 000000000 -205265.00000000 PA USD -205265.00000000 -0.04212718099 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2049-12-31 244000.00000000 USD 239677.54000000 USD CDS N N N Medline Borrower, LP 254900QT3R363TVK6F09 Medline Borrower, LP USD Term Loan B 58503UAC7 2603359.10000000 PA USD 2571624.15000000 0.527782505668 Long LON CORP US N 2 2028-10-23 Variable 8.47000000 N N N N N N Ziggo Bond Co BV 213800JYI4P7V5QDOG59 Ziggo Bond Co BV 98954UAB9 199000.00000000 PA USD 182646.26000000 0.037485065908 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 64809.08000000 0.013300971151 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 120806.61000000 0.024793520206 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 180192.00000000 0.036981370415 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 942381.17000000 PA USD 934135.33000000 0.191715529308 Long LON CORP US N 2 2028-04-28 Variable 6.95000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding Inc 05352TAA7 665000.00000000 PA USD 616403.66000000 0.126506460198 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 8595.00000000 0.001763978859 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAA9 1319000.00000000 PA USD 1339622.18000000 0.274934869782 Long DBT CORP US N 2 2028-06-01 Fixed 8.13000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AM6 89000.00000000 PA USD 86874.89000000 0.017829606680 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 380224.99000000 PA USD 376422.74000000 0.077254421843 Long LON CORP US N 2 2025-08-21 Variable 7.97000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GFL ENVIRON 000000000 -294157.50000000 PA USD -294157.50000000 -0.06037086811 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 294157.50000000 USD 294201.62000000 USD CDS N N N GOGO Intermediate Holdings LLC N/A GOGO Intermediate Holdings LLC Term Loan B 38046JAB0 368065.95000000 PA USD 367145.79000000 0.075350484242 Long LON CORP US N 2 2028-04-30 Variable 8.97000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 2018 Term Loan B13 000000000 0.16000000 PA USD 0.15000000 0.000000030784 Long LON CORP FR N 2 2026-08-14 Floating 9.32000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP HERENS HOLD 000000000 -425340.00000000 PA USD -425340.00000000 -0.08729386483 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2049-12-31 425340.00000000 USD 429053.57000000 USD CDS N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 Iliad Holding SASU 449691AA2 1423000.00000000 PA USD 1343059.99000000 0.275640422332 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP QUALCOMM IN 000000000 -1340921.25000000 PA USD -1340921.25000000 -0.27520148200 Short RA CORP US N 2 Reverse repurchase N 5.32000000 2049-12-31 1340921.25000000 USD 1342506.52000000 USD CDS N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 Melco Resorts Finance Ltd 58547DAA7 200000.00000000 PA USD 188790.00000000 0.038745964975 Long DBT CORP KY N 2 2025-06-06 Fixed 4.88000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 Axalta Coating Systems LLC 05453GAC9 447000.00000000 PA USD 380508.75000000 0.078093006516 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHS/COMMUNI 000000000 -137335.00000000 PA USD -137335.00000000 -0.02818569362 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-19 137335.00000000 USD 137798.28000000 USD CDS N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 Air Canada 008911BK4 464000.00000000 PA USD 430059.65000000 0.088262493437 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 243369.25000000 0.049947435968 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 8.41000000 N N N N N N Carval CLO LTD N/A CarVal CLO III Ltd 14686VAA1 500000.00000000 PA USD 446066.55000000 0.091547639826 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 11.69000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBH3 359000.00000000 PA USD 374964.73000000 0.076955189869 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UBER TECHNO 000000000 -489047.50000000 PA USD -489047.50000000 -0.10036875526 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 489047.50000000 USD 490656.60000000 USD CDS N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496AN7 250000.00000000 PA USD 239381.88000000 0.049129095493 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 31670079.60000000 PA USD 386121.61000000 0.079244951412 Long ABS-MBS USGSE US N 2 2024-12-25 Variable 1.15000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 3533.00000000 OU Notional Amount -881.39000000 -0.00018089043 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 -800.56000000 EUR 3533.00000000 EUR -126.20000000 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAB2 965000.00000000 PA USD 928925.12000000 0.190646221537 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 82198.07000000 0.016869768214 Long DBT CORP US N 2 2026-09-30 Fixed 6.38000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 INEOS Quattro Finance 2 Plc 000000000 100000.00000000 PA 97494.39000000 0.020009080037 Long DBT CORP GB N 2 2026-01-15 Fixed 2.50000000 N N N N N N ARAMARK INTL FINANCE 5493006HLPNGDDC12P30 Aramark International Finance Sarl 000000000 138000.00000000 PA 144389.05000000 0.029633418476 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 1440009.87000000 0.295537750870 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 244507.20000000 0.050180981023 Long DBT CORP GB N 2 2025-10-30 Fixed 8.50000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP MILEAGE PLU 000000000 -850860.00000000 PA USD -850860.00000000 -0.17462467163 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 835200.00000000 USD 837285.26054400 USD CDS N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BU4 133000.00000000 PA USD 126014.56000000 0.025862364151 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 Callon Petroleum Co 13123XBF8 530000.00000000 PA USD 500252.21000000 0.102668333107 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 Harvest Midstream I LP 417558AA1 60000.00000000 PA USD 59486.43000000 0.012208586965 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N UNITED AIR 2020-1 B PTT N/A United Airlines 2020-1 Class B Pass Through Trust 90932VAA3 34250.00000000 PA USD 32690.02000000 0.006709075533 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 260095.46000000 PA USD 259947.21000000 0.053349782795 Long LON CORP LU N 2 2028-07-03 Variable 7.75000000 N N N N N N IMPULSORA PIPELINE N/A IMPULSORA PIPELINE 000000000 1345019.78000000 PA USD 1159162.79000000 0.237898622076 Long DBT CORP US N 3 2042-12-31 Fixed 6.05000000 N N N N N N ADAPTHEALTH LLC N/A AdaptHealth LLC 00653VAE1 26000.00000000 PA USD 21060.00000000 0.004322209981 Long DBT CORP US N 2 2030-03-01 Fixed 5.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOMBARDIER 000000000 -408292.50000000 PA USD -408292.50000000 -0.08379515283 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 408292.50000000 USD 408791.52000000 USD CDS N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 000000000 100000.00000000 PA 90569.63000000 0.018587889781 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 1295998.85000000 PA USD 1291812.77000000 0.265122794326 Long LON CORP US N 2 2028-12-01 Variable 7.47000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ROLLS ROYCE 000000000 -743750.00000000 PA USD -743750.00000000 -0.15264214974 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 743750.00000000 USD 746339.70000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP HEALTHEQUIT 000000000 -436000.00000000 PA USD -436000.00000000 -0.08948165013 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 436000.00000000 USD 437373.40000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP DUN + BRADS 000000000 -493537.50000000 PA USD -493537.50000000 -0.10129025207 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 493537.50000000 USD 498220.62000000 USD CDS N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 000000000 100000.00000000 PA 98194.06000000 0.020152675509 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 243580.73000000 0.049990838673 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 7.25000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP BIP V CHINO 000000000 -1186473.75000000 PA USD -1186473.75000000 -0.24350373622 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 1186473.75000000 USD 1188873.06000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALLIED UNIV 000000000 -546158.75000000 PA USD -546158.75000000 -0.11208987657 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 546158.75000000 USD 551735.33000000 USD CDS N N N TEMPO ACQUISITION LLC/FI N/A Tempo Acquisition LLC / Tempo Acquisition Finance Corp 88023JAD8 163000.00000000 PA USD 162823.96000000 0.033416872987 Long DBT CORP US N 2 2025-06-01 Fixed 5.75000000 N N N N N N Hostess Brands, LLC 549300SW7FLS4O41LD19 Hostess Brands, LLC 2019 Term Loan 44108HAJ0 817766.45000000 PA USD 816662.47000000 0.167606205091 Long LON CORP US N 2 2025-08-03 Floating 7.52000000 N N N N N N Illuminate Buyer, LLC 549300K1Y0YC1YC1H809 Illuminate Buyer, LLC 2021 Term Loan 45232UAE8 409024.72000000 PA USD 405081.72000000 0.083136194370 Long LON CORP US N 2 2027-06-30 Variable 8.72000000 N N N N N N Brand Energy & Infrastructure Services, Inc. 549300B658W2BPDQMW42 Brand Energy & Infrastructure Services, Inc. 2017 Term Loan 10524MAN7 650137.45000000 PA USD 641061.53000000 0.131567072346 Long LON CORP US N 2 2024-06-21 Floating 9.47000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAE3 96000.00000000 PA USD 88383.36000000 0.018139194718 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BANK OF AME 000000000 -340377.50000000 PA USD -340377.50000000 -0.06985674396 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 340377.50000000 USD 341845.38000000 USD CDS N N N ARD FINANCE SA 6354006P6QPGGPVJW880 ARD Finance SA 00191AAD8 833484.00000000 PA USD 675243.78000000 0.138582402932 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TELECOM ITA 000000000 -259170.00000000 PA USD -259170.00000000 -0.05319027354 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-19 259170.00000000 USD 259170.00000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ENERGY TRAN 000000000 -213850.00000000 PA USD -213850.00000000 -0.04388910752 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2049-12-31 213850.00000000 USD 216054.62000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NCL CORPORA 000000000 -106755.00000000 PA USD -106755.00000000 -0.02190966412 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 106755.00000000 USD 106912.17000000 USD CDS N N N MH Sub I, LLC N/A MH Sub I, LLC 2023 Term Loan 45567YAN5 3345689.48000000 PA USD 3205170.52000000 0.657807218111 Long LON CORP US N 2 2028-05-03 Variable 9.35000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BJ0 600000.00000000 PA USD 488947.51000000 0.100348234001 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 12000.00000000 0.002462797710 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 495586.41000000 PA USD 495011.53000000 0.101592771882 Long LON CORP US N 2 2025-04-16 Variable 6.97000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AS8 450000.00000000 PA USD 335614.63000000 0.068879245188 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAF0 378000.00000000 PA USD 302083.88000000 0.061997623995 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 1459499.88000000 0.299537746870 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QBV3 37000.00000000 PA USD 34864.73000000 0.007155398100 Long DBT CORP MX N 2 2025-01-15 Fixed 4.25000000 N N N N N N Camelot U.S. Acquisition LLC 549300U6VBJHQP2SFL81 Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B 000000000 1129544.70000000 PA USD 1127195.25000000 0.231337823384 Long LON CORP US N 2 2026-10-30 Variable 8.22000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 2017 1st Lien Term Loan 02376CAX3 1572015.81000000 PA USD 1530498.87000000 0.314109092703 Long LON CORP US N 2 2027-01-29 Floating 7.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLEAR CHANN 000000000 -284525.00000000 PA USD -284525.00000000 -0.05839395987 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 284525.00000000 USD 285515.70000000 USD CDS N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 26439XAH6 162000.00000000 PA USD 166349.21000000 0.034140371122 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N LA FINAC ATALIAN SA 969500ICOLJMB33J0L87 La Financiere Atalian SASU 000000000 100000.00000000 PA 74871.62000000 0.015366137857 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 185823.54000000 0.038137149067 Long DBT CORP JE N 2 2046-10-01 Fixed 4.40000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP USA COMPRES 000000000 -379312.50000000 PA USD -379312.50000000 -0.07784749636 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 379312.50000000 USD 380507.33000000 USD CDS N N N Jay Park CLO, Ltd. N/A Jay Park CLO Ltd 47206VAQ7 250000.00000000 PA USD 245055.05000000 0.050293418000 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 7.90000000 N N N N N N Sotera Health Holdings, LLC 549300OVT7MBXFLOFU20 Sotera Health Holdings, LLC 2021 Term Loan 83600VAE1 1090228.00000000 PA USD 1071835.85000000 0.219976239754 Long LON CORP US N 2 2026-12-11 Floating 8.02000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A CQP Holdco LP / BIP-V Chinook Holdco LLC 12657NAA8 1617000.00000000 PA USD 1442222.67000000 0.295991890768 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP MICROSTRATE 000000000 -248775.00000000 PA USD -248775.00000000 -0.05105687502 Short RA CORP US N 2 Reverse repurchase N -1.75000000 2049-12-31 321000.00000000 USD 287806.99500000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SERVICE COR 000000000 -169872.50000000 PA USD -169872.50000000 -0.03486346700 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 169872.50000000 USD 170120.23000000 USD CDS N N N Sotheby's 549300P5BAAMQQ7VL735 Sotheby's 2021 Term Loan B 08883CAE8 1200886.65000000 PA USD 1169063.15000000 0.239930504071 Long LON CORP US N 2 2027-01-15 Floating 9.76000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 Puma International Financing SA 000000000 200000.00000000 PA USD 194000.00000000 0.039815229647 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 1200965.00000000 PA USD 1196809.66000000 0.245625007512 Long LON CORP US N 2 2029-07-06 Variable 9.49000000 N N N N N N Playa Resorts Holding B.V. 5493005SPBUMPZZCIZ96 Playa Resorts Holding B.V. 2022 Term Loan B 72812NAJ5 224870.00000000 PA USD 224049.22000000 0.045982325498 Long LON CORP NL N 2 2029-01-05 Variable 9.34000000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AK9 280000.00000000 PA USD 263536.72000000 0.054086469213 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EH3 1929000.00000000 PA USD 1904887.50000000 0.390946047760 Long DBT CORP US N 2 2024-09-05 Fixed 6.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CAMELOT FIN 000000000 -437100.00000000 PA USD -437100.00000000 -0.08970740659 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 437100.00000000 USD 441709.58000000 USD CDS N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 United Natural Foods Inc 911163AA1 34000.00000000 PA USD 28181.92000000 0.005783864003 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BG6 668000.00000000 PA USD 702210.28000000 0.144116822469 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 326000.00000000 PA USD 304402.50000000 0.062473481664 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SK INVICTUS 000000000 -322575.00000000 PA USD -322575.00000000 -0.06620308094 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 460000.00000000 USD 365529.80460000 USD CDS N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411BG9 137000.00000000 PA USD 106517.50000000 0.021860921257 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N Cedar Funding Ltd 5493002XZZZCKFWQIL45 Cedar Funding XV CLO Ltd 15032QAC6 450000.00000000 PA USD 432616.01000000 0.088787143234 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 6.85000000 N N N N N N LCM Ltd Partnership 549300WD241FFLNM0E69 LCM XIII LP 50184KBL1 389113.25000000 PA USD 386514.48000000 0.079325581357 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 6.14000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EBA5 145000.00000000 PA USD 128362.77000000 0.026344294668 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N Travelport Finance (Luxembourg) S.a.r.l. 2221005SGFWYZHL40F77 Travelport Finance (Luxembourg) S.a.r.l. 2023 Consented Term Loan 000000000 511105.43000000 PA USD 316885.37000000 0.065035380301 Long LON CORP LU N 3 2026-05-29 Floating 13.74000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 Northern Oil and Gas Inc 665531AG4 1102000.00000000 PA USD 1079960.00000000 0.221643584589 Long DBT CORP US N 2 2028-03-01 Fixed 8.13000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CCO HOLDING 000000000 -600231.25000000 PA USD -600231.25000000 -0.12318734567 Short RA CORP US N 2 Reverse repurchase N 5.39000000 2049-12-31 600231.25000000 USD 600950.19000000 USD CDS N N N Chamberlain Group Inc 25490092IFNOZBRVE539 Chamberlain Group Inc Term Loan B 15963CAC0 1586418.57000000 PA USD 1548741.13000000 0.317853009050 Long LON CORP US N 2 2028-11-03 Variable 8.45000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAE5 88000.00000000 PA USD 71940.00000000 0.014764472272 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 120264.55000000 0.024682271529 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP FORD MOTOR 000000000 -498482.50000000 PA USD -498482.50000000 -0.10230512996 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 498482.50000000 USD 503739.41000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP KAISER ALUM 000000000 -258515.00000000 PA USD -258515.00000000 -0.05305584583 Short RA CORP US N 2 Reverse repurchase N 5.42000000 2049-12-31 258515.00000000 USD 261251.45000000 USD CDS N N N Springs Windows Fashions, LLC N/A Springs Windows Fashions, LLC 2021 Term Loan B 78489HAB4 448796.43000000 PA USD 361954.32000000 0.074285022540 Long LON CORP US N 2 2028-10-06 Variable 9.22000000 N N N N N N AqGen Ascensus, Inc. 549300K5MHNFPEU2RK82 AqGen Ascensus, Inc. 2021 2nd Lien Term Loan 03836BAE9 379617.44000000 PA USD 337859.52000000 0.069339971017 Long LON CORP US N 2 2029-08-02 Floating 11.69000000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102CC9 323000.00000000 PA USD 253781.10000000 0.052084292663 Long DBT CORP US N 2 2029-02-01 Fixed 4.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TAP ROCK RE 000000000 -615020.00000000 PA USD -615020.00000000 -0.12622248730 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 615020.00000000 USD 615758.02000000 USD CDS N N N OUTFRONT MEDIA CAP LLC/C N/A Outfront Media Capital LLC / Outfront Media Capital Corp 69007TAB0 558000.00000000 PA USD 506496.60000000 0.103949888890 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT SEP23 000000000 54.00000000 NC USD -50475.69000000 -0.01035928447 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10-Year U.S. Treasury Notes Futures UXYU3 Comdty 2023-09-20 6451163.19000000 USD -50475.69000000 N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAG2 606000.00000000 PA USD 612060.00000000 0.125614997206 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP AT+T INC 4. 000000000 -1252125.00000000 PA USD -1252125.00000000 -0.25697754857 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1252125.00000000 USD 1264706.07000000 USD CDS N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AC1 1356000.00000000 PA USD 1000599.64000000 0.205356208515 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 358726.81000000 0.073622630520 Long DBT CORP US N 2 2027-05-15 Fixed 7.38000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NOVELIS COR 000000000 -359016.25000000 PA USD -359016.25000000 -0.07368203320 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 359016.25000000 USD 360094.79000000 USD CDS N N N ENGINEERING SPA 81560042F5E23EE61346 Engineering - Ingegneria Informatica - SpA 000000000 100000.00000000 PA 109456.12000000 0.022464023474 Long DBT CORP IT N 2 2028-05-15 Fixed 11.13000000 N N N N N N Fertitta Entertainment, LLC 984500A0805D8V551D35 Fertitta Entertainment, LLC 2022 Term Loan B 31556PAB3 2168229.99000000 PA USD 2137072.53000000 0.438598111111 Long LON CORP US N 2 2029-01-27 Floating 9.10000000 N N N N N N White Cap Buyer LLC N/A White Cap Buyer LLC Term Loan B 96350TAC4 775588.56000000 PA USD 767615.51000000 0.157540143359 Long LON CORP US N 2 2027-10-19 Variable 8.85000000 N N N N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2005-54CB 12668APP4 994586.73000000 PA USD 571952.61000000 0.117383631519 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 43670.00000000 0.008962531333 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SHIFT4 PAYM 000000000 -389812.50000000 PA USD -389812.50000000 -0.08000244436 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 389812.50000000 USD 391120.00000000 USD CDS N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869AAB3 9000.00000000 PA USD 8048.00000000 0.001651716330 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 619320.00000000 PA USD 619741.14000000 0.127191421707 Long LON CORP NL N 2 2028-07-22 Variable 8.75000000 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 592931.61000000 0.121689217616 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 VICI Properties LP 925650AD5 851000.00000000 PA USD 796233.21000000 0.163413443862 Long DBT US N 2 2032-05-15 Fixed 5.13000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP COMSTOCK RE 000000000 -284606.25000000 PA USD -284606.25000000 -0.05841063506 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 284606.25000000 USD 287101.30000000 USD CDS N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 SCDS: (TTMTIN) 000000000 9869.00000000 OU Notional Amount -42.56000000 -0.00000873472 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 282.79000000 EUR 0.00000000 EUR 9869.00000000 EUR -367.56000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHENIERE EN 000000000 -437062.50000000 PA USD -437062.50000000 -0.08969971034 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 437062.50000000 USD 438528.48000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CONSTELLIUM 000000000 -488565.00000000 PA USD -488565.00000000 -0.10026973027 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 488565.00000000 USD 490103.98000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 4331.00000000 OU Notional Amount -1080.47000000 -0.00022174825 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 -953.33000000 EUR 4331.00000000 EUR -179.22000000 N N N LABL INC 5493004FUZN8R6Y3VB98 LABL Inc 50168QAC9 220000.00000000 PA USD 200085.69000000 0.041064214930 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 52934.70000000 0.010863954829 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 630982.54000000 PA USD 605743.24000000 0.124318588701 Long LON CORP US N 2 2027-02-04 Variable 9.72000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP OLYMPUS WAT 000000000 -491597.50000000 PA USD -491597.50000000 -0.10089209977 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 491597.50000000 USD 493219.77000000 USD CDS N N N Rad CLO Ltd N/A Rad CLO 17 Ltd 75009KAA6 250000.00000000 PA USD 240676.35000000 0.049394763639 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 13.35000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAE0 550000.00000000 PA USD 491252.23000000 0.100821238929 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 195797.85000000 0.040184208052 Long DBT CORP US N 2 2040-10-01 Fixed 6.20000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP TEREX CORPO 000000000 -269625.00000000 PA USD -269625.00000000 -0.05533598605 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 269625.00000000 USD 272452.62000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP HUSKY III H 000000000 -171300.00000000 PA USD -171300.00000000 -0.03515643731 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 171300.00000000 USD 171839.60000000 USD CDS N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 Roller Bearing Co of America Inc 775631AD6 122000.00000000 PA USD 109300.78000000 0.022432142558 Long DBT CORP US N 2 2029-10-15 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SOTHEBYS 7. 000000000 -873410.00000000 PA USD -873410.00000000 -0.17925267900 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2049-12-31 1046000.00000000 USD 940764.55500000 USD CDS N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 HTA Group Ltd/Mauritius 40435WAB6 200000.00000000 PA USD 188962.00000000 0.038781265075 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 1843617.65000000 PA USD 1807740.85000000 0.371008335495 Long LON CORP US N 2 2028-02-01 Variable 8.95000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NFP CORP 4. 000000000 -374687.50000000 PA USD -374687.50000000 -0.07689829308 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 374687.50000000 USD 375452.49000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CHILE (REPU 000000000 -162255.77000000 PA USD -162255.77000000 -0.03330026156 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 162255.77000000 USD 163918.89000000 USD CDS N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 14879EAH1 157000.00000000 PA USD 127651.99000000 0.026198419055 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 108000.00000000 PA USD 79228.93000000 0.016260402281 Long DBT US N 2 2027-12-15 Fixed 3.75000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP SMYRNA READ 000000000 -361387.50000000 PA USD -361387.50000000 -0.07416869229 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2049-12-31 361387.50000000 USD 365155.87000000 USD CDS 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 30949.22000000 0.006351805678 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 178437.95000000 0.036621381222 Long DBT CORP IE N 2 2029-01-15 Fixed 4.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NORTHERN OI 000000000 -239020.00000000 PA USD -239020.00000000 -0.04905482572 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 239020.00000000 USD 239054.86000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WESTERN MID 000000000 -152235.00000000 PA USD -152235.00000000 -0.03124366745 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 152235.00000000 USD 152745.62000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP NRG ENERGY 000000000 -198337.50000000 PA USD -198337.50000000 -0.04070542840 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 205000.00000000 USD 206698.42500000 USD CDS N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 15138AAC4 143000.00000000 PA USD 140855.00000000 0.028908114288 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 1720000.00000000 PA USD 1715769.83000000 0.352132834041 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 391304.09000000 0.080308568069 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 11.37000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AQ0 200000.00000000 PA USD 166397.74000000 0.034150331087 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 279676.52000000 0.057398891086 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP UBER TECHNO 000000000 -708755.00000000 PA USD -708755.00000000 -0.14546001592 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 708755.00000000 USD 709581.88000000 USD CDS N N N BANK OF COMMUNICATIONS 549300AX1UM10U30HK09 Bank of Communications Co Ltd 000000000 200000.00000000 PA USD 191872.00000000 0.039378493520 Long DBT CORP CN N 2 2025-11-18 Fixed 3.80000000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 ViaSat, Inc. Term Loan 92555WAD7 477925.02000000 PA USD 461317.13000000 0.094677564285 Long LON CORP US N 2 2029-03-02 Variable 9.60000000 N N N N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 Restoration Hardware, Inc. 2022 Incremental Term Loan 76133MAC5 361270.00000000 PA USD 348173.96000000 0.071456835952 Long LON CORP US N 2 2028-10-20 Variable 8.45000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2007-HY5 12544BAE3 243245.68000000 PA USD 213265.29000000 0.043769105655 Long ABS-MBS CORP US N 2 2037-09-25 Variable 4.03000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JM4 65000.00000000 PA USD 62336.82000000 0.012793581462 Long DBT CORP US N 2 2025-05-15 Fixed 5.95000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP ASCENT RESO 000000000 -819500.00000000 PA USD -819500.00000000 -0.16818856028 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 819500.00000000 USD 821214.58000000 USD CDS N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 GMR Hyderabad International Airport Ltd 000000000 200000.00000000 PA USD 176988.00000000 0.036323803427 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP KASIKORNBAN 000000000 -155951.97000000 PA USD -155951.97000000 -0.03200651288 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 155951.97000000 USD 155997.46000000 USD CDS N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JAC4 200000.00000000 PA USD 99694.00000000 0.020460512909 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 49437.76000000 0.010146266843 Long DBT CORP US N 2 2026-01-15 Fixed 5.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP OUTFRONT ME 000000000 -468022.50000000 PA USD -468022.50000000 -0.09605372844 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 468022.50000000 USD 472940.25000000 USD CDS N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAE3 558000.00000000 PA USD 553390.03000000 0.113573974892 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MPLX LP 4.2 000000000 -167887.50000000 PA USD -167887.50000000 -0.03445607921 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 167887.50000000 USD 168058.56000000 USD CDS N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 SWAP/CDSWAP/SCDS: (SDFGR) 000000000 10000.00000000 OU Notional Amount 1352.48000000 0.000277573720 N/A DCR XX N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 K&S AG K&S AG Y sell protection 2028-06-21 962.95000000 EUR 0.00000000 EUR 10000.00000000 EUR 294.42000000 N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SERVICE COR 000000000 -135000.00000000 PA USD -135000.00000000 -0.02770647423 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 135000.00000000 USD 135409.50000000 USD CDS N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan 90385KAJ0 453119.00000000 PA USD 438229.51000000 0.089939219479 Long LON CORP US N 2 2027-05-03 Variable 10.27000000 N N N N N N VENGA FINANCE SARL 9845005B0E54C498F641 Venga Finance Sarl 2021 USD Term Loan B 000000000 260726.91000000 PA USD 249755.52000000 0.051258110229 Long LON CORP LU N 2 2029-06-28 Variable 10.28000000 N N N N N N Emerald TopCo Inc 549300HC42NZULO53062 Emerald TopCo Inc Term Loan 29102TAB8 804554.74000000 PA USD 780619.24000000 0.160208939731 Long LON CORP US N 2 2026-07-24 Variable 8.72000000 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 Medco Bell Pte Ltd 000000000 250000.00000000 PA USD 234867.50000000 0.048202595099 Long DBT CORP SG N 2 2027-01-30 Fixed 6.38000000 N N N N N N Trimaran CAVU Ltd N/A Trimaran Cavu 2021-1 Ltd 89624NAG3 250000.00000000 PA USD 240991.48000000 0.049459438759 Long ABS-CBDO CORP KY N 2 2032-04-23 Floating 8.72000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 Six Flags Theme Parks Inc 83001WAC8 269000.00000000 PA USD 270344.24000000 0.055483597935 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 297538.22000000 PA USD 257602.64000000 0.052868599327 Long LON CORP US N 2 2028-05-25 Variable 9.78000000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 Williams Scotsman International Inc 71953LAA9 403000.00000000 PA USD 400009.91000000 0.082095290865 Long DBT CORP US N 2 2025-06-15 Fixed 6.13000000 N N N N N N Castlelake Aviation Limited 2138003EQK2PETKID103 Castlelake Aviation Limited 2023 Incremental Term Loan B 14855NAF3 322380.00000000 PA USD 320500.52000000 0.065777328896 Long LON CORP IE N 2 2027-10-22 Variable 8.00000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 Constellium SE 210383AG0 588000.00000000 PA USD 576081.79000000 0.118231076106 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 670000.00000000 PA USD 660084.00000000 0.135471113643 Long DBT CORP US N 2 2025-10-15 Fixed 5.63000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBL4 132000.00000000 PA USD 137932.61000000 0.028308343005 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 621698.53000000 0.127593143008 Long DBT CORP US N 2 2026-01-15 Fixed 4.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CAN PACK SA 000000000 -144271.25000000 PA USD -144271.25000000 -0.02960924201 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 144271.25000000 USD 144483.65000000 USD CDS N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 00185PAA9 100000.00000000 PA USD 90060.00000000 0.018483296814 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AX2 130000.00000000 PA USD 113190.35000000 0.023230411232 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N Apidos CLO Ltd 549300RV409NJP65MP20 Apidos CLO XXVI 03766GAL6 444542.87000000 PA USD 442102.20000000 0.090734023818 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 6.16000000 N N N N N N Oryx Midstream Services Permian Basin LLC 254900YYHRDANYFAHC43 Oryx Midstream Services Permian Basin LLC 2023 Incremental Term Loan 68764JAD3 1478880.47000000 PA USD 1474266.36000000 0.302568317965 Long LON CORP US N 2 2028-10-05 Variable 8.54000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP CLARIOS GLO 000000000 -1127200.00000000 PA USD -1127200.00000000 -0.23133879824 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 1127200.00000000 USD 1128339.72000000 USD CDS N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 Kenbourne Invest SA 48855KAA8 275000.00000000 PA USD 238694.50000000 0.048988022335 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397YG2 629000.00000000 PA USD 620035.81000000 0.127251897757 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BOMBARDIER 000000000 -452760.00000000 PA USD -452760.00000000 -0.09292135760 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 452760.00000000 USD 457579.38000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ARAMARK SER 000000000 -384975.00000000 PA USD -384975.00000000 -0.07900962903 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 384975.00000000 USD 386659.27000000 USD CDS N N N Sophia, L.P. 549300RP8NIJ7FY7OS79 Sophia, L.P. 2021 Term Loan B 83578BAN3 742582.29000000 PA USD 733767.84000000 0.150593479678 Long LON CORP US N 2 2027-10-07 Floating 9.04000000 N N N N N N PREMIER ENTERTAINMENT SU N/A Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 74052HAA2 116000.00000000 PA USD 87864.20000000 0.018032645880 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 945946.12000000 0.194139494856 Long DBT CORP US N 2 2028-03-15 Fixed 5.13000000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 GrafTech Finance Inc 384311AA4 104000.00000000 PA USD 84502.32000000 0.017342676683 Long DBT CORP US N 2 2028-12-15 Fixed 4.63000000 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 112716.77000000 0.023133216921 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 262700.32000000 0.053914812212 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 780097BQ3 1185000.00000000 PA USD 1096125.00000000 0.224961178337 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP VENTURE GLO 000000000 -1936065.00000000 PA USD -1936065.00000000 -0.39734470406 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 1936065.00000000 USD 1936350.03000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ITT HOLDING 000000000 -188625.00000000 PA USD -188625.00000000 -0.03871210150 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 188625.00000000 USD 189191.66000000 USD CDS N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F052672 9500000.00000000 PA USD 9453984.38000000 1.940270923583 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 5.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAH3 364000.00000000 PA USD 359002.68000000 0.073679248187 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MELCO RESOR 000000000 -477750.00000000 PA USD -477750.00000000 -0.09805013383 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 477750.00000000 USD 482993.31000000 USD CDS N N N Altice Financing SA 549300DIYGW8HVDF7Q17 Altice Financing SA USD 2017 1st Lien Term Loan 000000000 522079.58000000 PA USD 512290.59000000 0.105139007665 Long LON CORP LU N 2 2026-01-31 Floating 8.01000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 Fortune Star BVI Ltd 000000000 200000.00000000 PA USD 199880.00000000 0.041022000525 Long DBT CORP VG N 2 2023-07-02 Fixed 6.75000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP COLOMBIA (R 000000000 -290250.00000000 PA USD -290250.00000000 -0.05956891961 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 290250.00000000 USD 290334.66000000 USD CDS N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 2023 Term Loan I 89364MBZ6 1091130.13000000 PA USD 1090082.65000000 0.223721087859 Long LON CORP US N 2 2028-08-24 Variable 8.49000000 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 94622.55000000 0.019419683289 Long DBT CORP US N 2 2031-02-01 Fixed 7.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ENLINK MIDS 000000000 -195500.00000000 PA USD -195500.00000000 -0.04012307936 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 195500.00000000 USD 195787.82000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CABLE ONE I 000000000 -90033.75000000 PA USD -90033.75000000 -0.01847790944 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 90033.75000000 USD 90347.24000000 USD CDS N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 Country Garden Holdings Co Ltd 000000000 200000.00000000 PA USD 117528.00000000 0.024120640773 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 1996239.55000000 PA USD 1799609.95000000 0.369339605337 Long LON CORP US N 2 2028-06-02 Floating 8.75000000 N N N N N N Topgolf Callaway Brands Corp. 5493005UB0KFRKBPCU72 Topgolf Callaway Brands Corp. Term Loan B 89071LAB6 528675.00000000 PA USD 527792.11000000 0.108320433329 Long LON CORP US N 2 2030-03-15 Variable 8.70000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAG2 60000.00000000 PA USD 49320.30000000 0.010122160158 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP NORTHERN OI 000000000 -1008330.00000000 PA USD -1008330.00000000 -0.20694273459 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 1102000.00000000 USD 1079960.00000000 USD CDS N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAQ2 240000.00000000 PA USD 226384.80000000 0.046461663921 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PET1 150000.00000000 PA USD 149418.00000000 0.030665525688 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP 1011778 BC 000000000 -93130.00000000 PA USD -93130.00000000 -0.01911336256 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 93130.00000000 USD 93436.42000000 USD CDS N N N William Morris Endeavor Entertainment, LLC 5493008R7J9HEQ30DZ33 William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan 96925HAF9 1586922.76000000 PA USD 1581225.71000000 0.324519921486 Long LON CORP US N 2 2025-05-18 Floating 7.95000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BH9 105000.00000000 PA USD 105149.10000000 0.021580080225 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 150543.06000000 0.030896425287 Long DBT CORP KY N 2 2028-03-02 Fixed 11.50000000 N N Y N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 Clydesdale Acquisition Holdings Inc 18972EAB1 584000.00000000 PA USD 515510.75000000 0.105799891222 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 2023 Term Loan B 90351JAH7 817950.00000000 PA USD 817295.64000000 0.167736152559 Long LON CORP US N 2 2030-03-03 Variable 8.01000000 N N N N N N Sinclair Television Group Inc. 549300CQGEN0CH65UD62 Sinclair Television Group Inc. 2022 Term Loan B4 82925BAG0 797940.00000000 PA USD 600449.85000000 0.123232209637 Long LON CORP US N 3 2029-04-21 Variable 8.95000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 Cellnex Finance Co SA 000000000 100000.00000000 PA 90391.98000000 0.018551430113 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 242310.00000000 PA USD 239974.13000000 0.049250644821 Long LON CORP US N 2 2028-09-23 Variable 7.97000000 N N N N N N HILCORP ENERGY I/HILCORP N/A Hilcorp Energy I LP / Hilcorp Finance Co 431318AU8 186000.00000000 PA USD 168420.82000000 0.034565534153 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N GGAM FINANCE LTD N/A GGAM Finance Ltd 36170JAB2 45000.00000000 PA USD 45168.75000000 0.009270124505 Long DBT CORP KY N 2 2026-05-15 Fixed 7.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP FORD MOTOR 000000000 -554400.00000000 PA USD -554400.00000000 -0.11378125420 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 554400.00000000 USD 554400.00000000 USD CDS N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 000000000 100000.00000000 PA 100380.75000000 0.020601456770 Long DBT CORP GB N 2 2029-01-31 Fixed 4.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLARIVATE S 000000000 -486018.75000000 PA USD -486018.75000000 -0.09974715538 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-07-19 486018.75000000 USD 487540.26000000 USD CDS N N N Meritage Homes Corp 52990044W9UMFJO2FB97 Meritage Homes Corp 59001ABA9 50000.00000000 PA USD 48040.25000000 0.009859451474 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 3069875.83000000 PA USD 3065086.82000000 0.629057400146 Long LON CORP LU N 2 2026-12-11 Floating 8.70000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CT7 205000.00000000 PA USD 206698.43000000 0.042421368341 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N IPS Corporation 25490024F0AS5UR7DB02 IPS Corporation 2021 Term Loan 12659EAC2 256060.92000000 PA USD 237240.44000000 0.048689601032 Long LON CORP US N 2 2028-10-02 Variable 8.95000000 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 40604.45000000 0.008333378873 Long DBT US N 2 2025-10-01 Fixed 5.25000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP STAR ENERGY 000000000 -132250.00000000 PA USD -132250.00000000 -0.02714208309 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-07-21 132250.00000000 USD 132281.23000000 USD CDS N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAA5 328000.00000000 PA USD 287844.67000000 0.059075266179 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ARDAGH META 000000000 -782325.00000000 PA USD -782325.00000000 -0.16055901821 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 782325.00000000 USD 790420.98000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP RHP HOTEL P 000000000 -513585.00000000 PA USD -513585.00000000 -0.10540466349 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 513585.00000000 USD 519001.18000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MOZART DEBT 000000000 -840756.25000000 PA USD -840756.25000000 -0.17255104727 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 840756.25000000 USD 841709.11000000 USD CDS N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBA8 333000.00000000 PA USD 311542.71000000 0.063938889400 Long DBT CORP BM N 2 2026-03-15 Fixed 5.88000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VIRGIN MEDI 000000000 -462875.00000000 PA USD -462875.00000000 -0.09499729084 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 462875.00000000 USD 464333.06000000 USD CDS N N N Generate CLO Ltd. 254900V675MOVWK0HA08 Generate CLO 6 Ltd 37148JAJ2 750000.00000000 PA USD 701248.05000000 0.143919340983 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.77000000 N N N N N N EARTHSTONE ENERGY HOL 549300HGVO86L8G72J25 Earthstone Energy Holdings LLC 27034RAC7 329000.00000000 PA USD 325200.05000000 0.066741828207 Long DBT CORP US N 2 2031-07-15 Fixed 9.88000000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAA8 272000.00000000 PA USD 259137.34000000 0.053183570630 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 242565.00000000 0.049782377213 Long DBT CORP HK N 2 2024-07-15 Fixed 5.70000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc. 2021 Term Loan B 03852JAS0 383186.78000000 PA USD 382228.81000000 0.078446019835 Long LON CORP US N 2 2028-04-06 Variable 7.72000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AS9 750000.00000000 PA USD 705392.01000000 0.144769818916 Long DBT CORP US N 2 2027-11-15 Fixed 3.38000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAA0 255000.00000000 PA USD 250458.45000000 0.051402374762 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CRESCENT EN 000000000 -245745.00000000 PA USD -245745.00000000 -0.05043501860 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 245745.00000000 USD 247846.26000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALTICE FRAN 000000000 -335887.50000000 PA USD -335887.50000000 -0.06893524715 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 335887.50000000 USD 335936.48000000 USD CDS N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 7206.00000000 OU Notional Amount -1797.70000000 -0.00036894762 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 -1566.81000000 EUR 7206.00000000 EUR -272.62000000 N N N AETHON UN/AETHIN UN FIN N/A Aethon United BR LP / Aethon United Finance Corp 00810GAC8 591000.00000000 PA USD 580657.50000000 0.119170163449 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N Texas Competitive Electric HOL Corp Bond N/A Texas Competitive Electric HOL Corp Bond 000000000 780000.00000000 PA USD 0.08000000 0.000000016418 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 1055755.81000000 0.216676082613 Long LON CORP US N 2 2026-06-22 Variable 6.94000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems Inc 00790RAB0 412000.00000000 PA USD 407579.24000000 0.083648768248 Long DBT CORP US N 2 2030-06-15 Fixed 6.38000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP CHARTER COM 000000000 -331500.00000000 PA USD -331500.00000000 -0.06803478674 Short RA CORP US N 2 Reverse repurchase N 5.27000000 2049-12-31 331500.00000000 USD 334910.95000000 USD CDS N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 Gruenenthal GmbH 000000000 100000.00000000 PA 100969.64000000 0.020722316515 Long DBT CORP DE N 2 2028-05-15 Fixed 4.13000000 N N N N N N BIG RIVER STEEL/BRS FIN N/A Big River Steel LLC / BRS Finance Corp 08949LAB6 1143000.00000000 PA USD 1129071.25000000 0.231722840759 Long DBT CORP US N 2 2029-01-31 Fixed 6.63000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP ANTHEM INC 000000000 -900000.00000000 PA USD -900000.00000000 -0.18470982826 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 900000.00000000 USD 922468.75000000 USD CDS N N N ASCENT RESOURCES/ARU FIN N/A Ascent Resources Utica Holdings LLC / ARU Finance Corp 04364VAU7 134000.00000000 PA USD 119546.91000000 0.024534988017 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 203308.56000000 0.041725654668 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 174000.00000000 PA USD 129418.33000000 0.026560930564 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 352000.00000000 PA USD 306718.52000000 0.062948805726 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAK0 104000.00000000 PA 126945.19000000 0.026053360270 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 607000.00000000 PA USD 609582.18000000 0.125106466421 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 203643.99000000 0.041794496021 Long LON CORP US N 2 2028-02-16 Variable 9.39000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LIVE NATION 000000000 -201960.00000000 PA USD -201960.00000000 -0.04144888546 Short RA CORP US N 2 Reverse repurchase N 4.95000000 2023-07-19 201960.00000000 USD 202598.70000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP PACIFIC GAS 000000000 -168656.25000000 PA USD -168656.25000000 -0.03461385219 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 168656.25000000 USD 168828.09000000 USD CDS N N N Medical Solutions Holdings, Inc. 549300JH2XHZ7TIKYR39 Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan 58462QAH4 618410.67000000 PA USD 579605.40000000 0.118954237659 Long LON CORP US N 2 2028-11-01 Variable 8.61000000 N N N N N N Argent Securities Inc. N/A Argent Securities Trust 2006-W5 04012XAA3 4114270.47000000 PA USD 2662408.60000000 0.546414483633 Long ABS-O CORP US N 2 2036-06-25 Floating 5.45000000 N N N N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 AVSC Holding Corp. 2020 Term Loan B1 00241YAT1 651118.23000000 PA USD 634436.58000000 0.130207413039 Long LON CORP US N 2 2025-03-03 Floating 8.68000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 ATI Inc 01741RAM4 273000.00000000 PA USD 243218.54000000 0.049916505281 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DJ1 428000.00000000 PA USD 421832.52000000 0.086574013694 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 504925.71000000 0.103627490199 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP LAMB WESTON 000000000 -269100.00000000 PA USD -269100.00000000 -0.05522823865 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 312000.00000000 USD 278838.89280000 USD CDS N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 Wabash National Corp 929566AL1 220000.00000000 PA USD 190765.99000000 0.039151503612 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 79021.36000000 0.016217802038 Long DBT CORP US N 2 2031-10-15 Fixed 3.88000000 N N N N N N Octagon Investment Partners 31 LTD N/A Octagon Investment Partners 31 Ltd 67576CAA4 500000.00000000 PA USD 433046.85000000 0.088875565881 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 11.55000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP XPO ESCROW 000000000 -87762.50000000 PA USD -87762.50000000 -0.01801177366 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 87762.50000000 USD 87867.82000000 USD CDS N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 Elanco Animal Health Incorporated Term Loan B 28414BAF3 1088123.78000000 PA USD 1067384.14000000 0.219062601321 Long LON CORP US N 2 2027-08-01 Variable 7.01000000 N N N N N N CDI ESCROW ISSUER INC N/A CDI Escrow Issuer Inc 12511VAA6 731000.00000000 PA USD 680427.96000000 0.139646368485 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 158779.55000000 0.032586826013 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 ModivCare Inc 743815AE2 236000.00000000 PA USD 218569.28000000 0.044857660191 Long DBT CORP US N 2 2025-11-15 Fixed 5.88000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 Six Flags Entertainment Corp 83001AAD4 402000.00000000 PA USD 391527.94000000 0.080354509508 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 Comision Federal de Electricidad 000000000 200000.00000000 PA USD 197654.00000000 0.040565151550 Long DBT CORP MX N 2 2024-01-15 Fixed 4.88000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BR2 518000.00000000 PA USD 462488.17000000 0.094917900504 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 85003.46000000 0.017445527220 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 Garda World Security Corp 36485MAM1 520000.00000000 PA USD 516162.90000000 0.105933734015 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 1166135.16000000 0.239329583482 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.00000000 N N N N N N ALLIED WORLD ASSURANCE 549300E2X3MLXVVR4T40 Allied World Assurance Co Holdings Ltd 01959EAC2 360000.00000000 PA USD 341819.66000000 0.070152722994 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 115375.00000000 0.023678773817 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 73618.15000000 0.015108884270 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 185770.48000000 0.038126259396 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CHARTER COM 000000000 -2182500.00000000 PA USD -2182500.00000000 -0.44792133353 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 2182500.00000000 USD 2205731.50000000 USD CDS N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 Whitebox CLO III Ltd 96467HAJ5 250000.00000000 PA USD 238806.58000000 0.049011024866 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.61000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BANK OF AME 000000000 -199681.25000000 PA USD -199681.25000000 -0.04098121043 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 199681.25000000 USD 201747.67000000 USD CDS N N N Mavis Tire Express Services Corp. 254900NVDM4GTLBL9E56 Mavis Tire Express Services Corp. 2021 Term Loan B 57777YAB2 1261260.00000000 PA USD 1248647.40000000 0.256263829793 Long LON CORP US N 2 2028-05-04 Variable 9.22000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COMMSCOPE I 000000000 -218601.25000000 PA USD -218601.25000000 -0.04486422149 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 218601.25000000 USD 218923.08000000 USD CDS N N N LABL, Inc. 5493004FUZN8R6Y3VB98 LABL, Inc. 2021 USD 1st Lien Term Loan 50168EAN2 604790.00000000 PA USD 598052.64000000 0.122740222695 Long LON CORP US N 2 2028-10-29 Variable 10.20000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP REPUBLIC SE 000000000 -670312.50000000 PA USD -670312.50000000 -0.13757034084 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 670312.50000000 USD 687047.04000000 USD CDS N N N REALOGY GROUP/CO-ISSUER N/A Realogy Group LLC / Realogy Co-Issuer Corp 75606DAL5 456000.00000000 PA USD 341184.90000000 0.070022449205 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 336753.72000000 0.069113024208 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 974912.40000000 0.200084335527 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.11000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HAWAIIAN BR 000000000 -146318.75000000 PA USD -146318.75000000 -0.03002945687 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 146318.75000000 USD 146800.18000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP JPMORGAN CH 000000000 -1810000.00000000 PA USD -1810000.00000000 -0.37147198794 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 1810000.00000000 USD 1828730.99000000 USD CDS N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAB2 113000.00000000 PA USD 112068.01000000 0.023000069867 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP UPC BROADBA 000000000 -317106.25000000 PA USD -317106.25000000 -0.06508071219 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 317106.25000000 USD 320450.40000000 USD CDS N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 Verisure Holding AB 000000000 100000.00000000 PA 115940.04000000 0.023794738752 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 152556.70000000 0.031309690952 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP CROWNROCK L 000000000 -531812.50000000 PA USD -531812.50000000 -0.10914555060 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 531812.50000000 USD 532908.62000000 USD CDS N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding Inc 05352TAB5 209000.00000000 PA USD 182985.46000000 0.037554680990 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 426222.44000000 0.087474970771 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 218945.90000000 0.044934955097 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 11.71000000 N N N N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAA6 343000.00000000 PA USD 316971.31000000 0.065053018037 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MOZART DEBT 000000000 -382007.50000000 PA USD -382007.50000000 -0.07840059968 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 382007.50000000 USD 383337.63000000 USD CDS N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAB4 82000.00000000 PA USD 80586.65000000 0.016539051424 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP HUSKY INJEC 000000000 -202875.00000000 PA USD -202875.00000000 -0.04163667378 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 202875.00000000 USD 203514.06000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B77 295000.00000000 PA USD 263368.54000000 0.054051953103 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 230431.55000000 0.047292191140 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 1885127.97000000 PA USD 1670694.66000000 0.342881915252 Long LON CORP US N 2 2027-02-12 Variable 8.72000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ANHEUSER BU 000000000 -726000.00000000 PA USD -726000.00000000 -0.14899926146 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 726000.00000000 USD 726838.93000000 USD CDS N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBF5 1000000.00000000 PA USD 969961.86000000 0.199068320646 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 2109000.00000000 PA USD 1914746.00000000 0.392969338695 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 EDP - Energias de Portugal SA 000000000 100000.00000000 PA 108030.14000000 0.022171365118 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 420334.83000000 0.086266638068 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Nouryon Finance B.V. 549300K7VB5G6LULFT41 Nouryon Finance B.V. 2023 USD Term Loan B 000000000 362000.00000000 PA USD 358039.72000000 0.073481616880 Long LON CORP US N 2 2028-04-03 Variable 9.32000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 Epicor Software Corporation 2020 2nd Lien Term Loan 29426NAQ7 296000.00000000 PA USD 295322.16000000 0.060609894950 Long LON CORP US N 2 2028-07-31 Variable 12.95000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 Arconic Corp 03966VAA5 378000.00000000 PA USD 382688.71000000 0.078540406557 Long DBT CORP US N 2 2028-02-15 Fixed 6.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP PRIME SECUR 000000000 -129150.00000000 PA USD -129150.00000000 -0.02650586035 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 129150.00000000 USD 129574.94000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CATALENT PH 000000000 -256868.75000000 PA USD -256868.75000000 -0.05271798077 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 256868.75000000 USD 257730.33000000 USD CDS N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp/The 26483EAL4 615000.00000000 PA USD 542263.95000000 0.111290534530 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP VMED O2 UK 000000000 -448496.25000000 PA USD -448496.25000000 -0.09204629479 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 448496.25000000 USD 453296.78000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CARNIVAL CO 000000000 -486750.00000000 PA USD -486750.00000000 -0.09989723211 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 486750.00000000 USD 488444.84000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NATIONSTAR 000000000 -104186.25000000 PA USD -104186.25000000 -0.02138247149 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 104186.25000000 USD 104338.19000000 USD CDS N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 Fair Isaac Corp 303250AF1 366000.00000000 PA USD 335770.67000000 0.068911269768 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP OPTION CARE 000000000 -205187.50000000 PA USD -205187.50000000 -0.04211127542 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 205187.50000000 USD 205843.30000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP SRI LANKA ( 000000000 -64250.00000000 PA USD -64250.00000000 -0.01318622940 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 64250.00000000 USD 64269.28000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHART INDUS 000000000 -492948.75000000 PA USD -492948.75000000 -0.10116942106 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 492948.75000000 USD 494472.78000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP VICI PROPER 000000000 -735051.25000000 PA USD -735051.25000000 -0.15085687794 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 735051.25000000 USD 735157.42000000 USD CDS N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAL5 19000.00000000 PA USD 16997.01000000 0.003488349775 Long DBT US N 2 2032-07-15 Fixed 5.63000000 N N N N N N Alterra Mountain Company 549300C5O4FSVNUEI843 Alterra Mountain Company 2023 Term Loan B 46124CAK3 78000.00000000 PA USD 77805.00000000 0.015968164653 Long LON CORP US N 3 2030-05-31 Variable 8.95000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP AVANTOR FUN 000000000 -421740.00000000 PA USD -421740.00000000 -0.08655502552 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 421740.00000000 USD 423127.64000000 USD CDS N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 Neuberger Berman CLO XX Ltd 64130UAN2 790000.00000000 PA USD 718953.48000000 0.147553082021 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 11.76000000 N N N N N N Pregis TopCo Corporation 549300LJXHJYHS1GM034 Pregis TopCo Corporation 1st Lien Term Loan 74045BAC1 134710.63000000 PA USD 133684.13000000 0.027436414104 Long LON CORP US N 2 2026-07-31 Variable 8.97000000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 McAfee Corp 579063AB4 786000.00000000 PA USD 683444.61000000 0.140265485044 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 184000.00000000 PA USD 160670.75000000 0.032974962932 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 142602.46000000 0.029266750995 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 539000.00000000 PA USD 323415.28000000 0.066375534251 Long DBT CORP US N 2 2029-10-01 Fixed 6.50000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP LIVE NATION 000000000 -1520697.50000000 PA USD -1520697.50000000 -0.31209752673 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 1582000.00000000 USD 1590420.98600000 USD CDS N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 WR Grace Holdings LLC 92943GAE1 197000.00000000 PA USD 193056.29000000 0.039621549078 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 2446661.30000000 PA USD 2430048.47000000 0.498726483958 Long LON CORP US N 2 2027-11-06 Floating 8.65000000 N N N N N N KAISER ALUMINUM CORP N/A Kaiser Aluminum Corp 483007AL4 347000.00000000 PA USD 276621.46000000 0.056771891522 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 219941.63000000 0.045139311894 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 288970.64000000 0.059306352541 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 912536.67000000 0.187282768443 Long LON CORP US N 2 2026-07-31 Floating 9.69000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 Avantor Funding, Inc. 2021 Term Loan B5 05350NAL8 1031151.94000000 PA USD 1030007.36000000 0.211391647305 Long LON CORP US N 2 2027-11-08 Variable 7.45000000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 Barracuda Networks, Inc. 2022 Term Loan 06832FAB3 331335.00000000 PA USD 319158.44000000 0.065501889600 Long LON CORP US N 2 2029-08-15 Variable 9.55000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CCO HOLDING 000000000 -171275.00000000 PA USD -171275.00000000 -0.03515130648 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 171275.00000000 USD 171377.76000000 USD CDS N N N ASCENT RESOURCES/ARU FIN N/A Ascent Resources Utica Holdings LLC / ARU Finance Corp 04364VAK9 580000.00000000 PA USD 721067.60000000 0.147986969512 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 422869.94000000 0.086786926660 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CAPITAL ONE 000000000 -412500.00000000 PA USD -412500.00000000 -0.08465867128 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 440000.00000000 USD 419792.92960000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP BOMBARDIER 000000000 -694443.75000000 PA USD -694443.75000000 -0.14252287311 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 694443.75000000 USD 701534.41000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP RADIATE HOL 000000000 -347951.25000000 PA USD -347951.25000000 -0.07141112847 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 347951.25000000 USD 349016.85000000 USD CDS N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBX2 785000.00000000 PA USD 560928.81000000 0.115121182402 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 429000.00000000 PA USD 388517.50000000 0.079736667446 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SOCIETE GEN 000000000 -1293750.00000000 PA USD -1293750.00000000 -0.26552037812 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 2250000.00000000 USD 1669453.31250000 USD CDS N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 Vallourec SA 000000000 34000.00000000 PA 37065.94000000 0.007607159346 Long DBT CORP FR N 2 2026-06-30 Fixed 8.50000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NEW FORTRES 000000000 -446488.75000000 PA USD -446488.75000000 -0.09163428925 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 446488.75000000 USD 447895.19000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP PNC FINANCI 000000000 -265350.00000000 PA USD -265350.00000000 -0.05445861436 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 265350.00000000 USD 268039.84000000 USD CDS N N N Axalta Coating Systems U.S. Holdings, Inc. 549300NZ43V4QV4UGN28 Axalta Coating Systems U.S. Holdings, Inc. 2022 USD Term Loan B4 90347BAJ7 533205.00000000 PA USD 533871.51000000 0.109568127695 Long LON CORP US N 2 2029-12-20 Variable 8.24000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YBG4 203000.00000000 PA USD 207313.51000000 0.042547603142 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 664565.34000000 0.136390833133 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 601104.67000000 PA USD 600419.41000000 0.123225962340 Long LON CORP US N 2 2025-04-30 Variable 6.80000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HANESBRANDS 000000000 -221447.50000000 PA USD -221447.50000000 -0.04544836632 Short RA CORP US N 2 Reverse repurchase N 3.50000000 2023-07-19 221447.50000000 USD 221469.03000000 USD CDS N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -386.31000000 -0.00007928361 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 97000.00000000 GBP 122829.86000000 USD 2023-09-20 -386.31000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XEB8 1000000.00000000 PA USD 1008014.22000000 0.206877926069 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 540217.50000000 0.110870535165 Long LON CORP US N 2 2029-01-20 Floating 10.51000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XVII Ltd 55818YBJ9 500000.00000000 PA USD 487875.35000000 0.100128191235 Long ABS-CBDO CORP KY N 2 2030-07-21 Floating 8.86000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAE9 114000.00000000 PA USD 93644.73000000 0.019219002217 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ENERGY TRAN 000000000 -303240.00000000 PA USD -303240.00000000 -0.06223489813 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 303240.00000000 USD 304274.55000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP DISH DBS CO 000000000 -290733.75000000 PA USD -290733.75000000 -0.05966820114 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 290733.75000000 USD 291076.17000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP APTIV PLC 4 000000000 -174300.00000000 PA USD -174300.00000000 -0.03577213674 Short RA CORP US N 2 Reverse repurchase N 5.27000000 2049-12-31 174300.00000000 USD 176093.45000000 USD CDS N N N Station Casinos LLC 5493004E7Q60TX54WL62 Station Casinos LLC 2020 Term Loan B 85769EAZ4 1022637.45000000 PA USD 1018516.22000000 0.209033284531 Long LON CORP US N 2 2027-02-08 Floating 7.45000000 N N N N N N Vertiv Group Corporation 549300ZT8RQ5VK10E643 Vertiv Group Corporation 2021 Term Loan B 92537EAC2 1226135.79000000 PA USD 1220385.21000000 0.250463491725 Long LON CORP US N 2 2027-03-02 Variable 7.94000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BJ0 136000.00000000 PA USD 128943.20000000 0.026463418141 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 Graham Holdings Co 384637AA2 140000.00000000 PA USD 137200.00000000 0.028157987152 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ILIAD HOLDI 000000000 -515456.25000000 PA USD -515456.25000000 -0.10578870601 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 515456.25000000 USD 515533.57000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CENTRAL PAR 000000000 -394212.50000000 PA USD -394212.50000000 -0.08090547019 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 394212.50000000 USD 395534.75000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BR2 345000.00000000 PA USD 367567.14000000 0.075436959226 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 Olympus Water US Holding Corp 000000000 100000.00000000 PA 104755.23000000 0.021499245047 Long DBT CORP US N 2 2028-11-15 Fixed 9.63000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAK6 972000.00000000 PA USD 894626.95000000 0.183607100325 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 1158469.37000000 0.237756309310 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 107210.94000000 0.022003238128 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CCO HOLDING 000000000 -399031.25000000 PA USD -399031.25000000 -0.08189443739 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 399031.25000000 USD 399613.17000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BJ0 262000.00000000 PA USD 272908.11000000 0.056009789032 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 830000.00000000 PA USD 725080.12000000 0.148810471601 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CALLON PETR 000000000 -369076.25000000 PA USD -369076.25000000 -0.07574667861 Short RA CORP US N 2 Reverse repurchase N 3.25000000 2023-07-19 369076.25000000 USD 369842.60000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CARNIVAL CO 000000000 -762005.00000000 PA USD -762005.00000000 -0.15638868076 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 762005.00000000 USD 762118.88000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ILLUMINATE 000000000 -237735.00000000 PA USD -237735.00000000 -0.04879110113 Short RA CORP US N 2 Reverse repurchase N 5.19000000 2049-12-31 237735.00000000 USD 238214.83000000 USD CDS N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 Minerals Technologies Inc 603158AA4 169000.00000000 PA USD 153790.00000000 0.031562804987 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 2028180.00000000 0.416249754983 Long LON CORP US N 2 2024-03-08 Floating 8.73000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 New Gold Inc 644535AH9 545000.00000000 PA USD 508910.10000000 0.104445219079 Long DBT CORP CA N 2 2027-07-15 Fixed 7.50000000 N N N N N N ENDEAVOR ENERGY RESOURCE 549300WY5QI80P9WHD46 Endeavor Energy Resources LP / EER Finance Inc 29260FAE0 386000.00000000 PA USD 377577.48000000 0.077491412762 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 881000.00000000 PA USD 899535.36000000 0.184614468735 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MORGAN STAN 000000000 -96250.00000000 PA USD -96250.00000000 -0.01975368996 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 96250.00000000 USD 96348.07000000 USD CDS N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 9848.93000000 0.002021326854 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 825000.00000000 GBP 1057821.52000000 USD 2023-09-20 9848.93000000 N N N McAfee, LLC 2549009UKR8UEZYVCR93 McAfee, LLC 2022 USD Term Loan B 57906HAD9 1629685.00000000 PA USD 1555664.71000000 0.319273957131 Long LON CORP US N 2 2029-03-01 Variable 9.01000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 Gates Global LLC 2021 Term Loan B3 36740UAT9 1201544.86000000 PA USD 1194143.34000000 0.245077790280 Long LON CORP US N 2 2027-03-31 Variable 7.70000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAC5 227000.00000000 PA USD 234439.07000000 0.048114667064 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 1832763.68000000 0.376143849531 Long LON CORP US N 2 2027-03-09 Variable 8.22000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 023771S58 955000.00000000 PA USD 1047184.24000000 0.214916912366 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N Zurn Holdings, Inc. 549300XLZXRC2KJ6VK87 Zurn Holdings, Inc. 2021 Term Loan B 76168JAS5 439220.91000000 PA USD 438122.86000000 0.089917331364 Long LON CORP US N 2 2028-10-04 Floating 7.19000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP APACHE CORP 000000000 -122351.25000000 PA USD -122351.25000000 -0.02511053152 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 122351.25000000 USD 122753.82000000 USD CDS N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 New Enterprise Stone & Lime Co Inc 644274AG7 205000.00000000 PA USD 197759.40000000 0.040586783123 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 -43.79000000 -0.00000898715 N/A DCR XX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 275.03000000 EUR 0.00000000 EUR 10152.00000000 EUR -359.83000000 N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP CAESARS ENT 000000000 -940940.00000000 PA USD -940940.00000000 -0.19311207311 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 940940.00000000 USD 941078.53000000 USD CDS N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 Restoration Hardware, Inc. Term Loan B 76133MAB7 312911.37000000 PA USD 301959.47000000 0.061972090939 Long LON CORP US N 2 2028-10-20 Variable 7.69000000 N N N N N N SUMMER BIDCO BV 724500EOJYP21L3XM206 Summer BidCo BV 000000000 112936.70000000 PA 108191.36000000 0.022204452805 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 MGM China Holdings Ltd 000000000 250000.00000000 PA USD 238040.00000000 0.048853697243 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 93780.58000000 0.019246883140 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 188657.40000000 0.038718751060 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Dealer Tire Financial, LLC 894500QBE5Z2XQWCJ779 Dealer Tire Financial, LLC Term Loan B2 24228HAN8 825394.78000000 PA USD 821267.81000000 0.168551373491 Long LON CORP US N 2 2027-12-14 Variable 9.60000000 N N N N N N CCC Intelligent Solutions Inc. 5493006JEEL9RIWY5T17 CCC Intelligent Solutions Inc. Term Loan 12511BAC6 722990.00000000 PA USD 720278.79000000 0.147825079557 Long LON CORP US N 2 2028-09-21 Variable 7.33000000 N N N N N N Creative Artists Agency, LLC 5493008FV5TCFL3KHH96 Creative Artists Agency, LLC 2023 Term Loan B 22526WAQ1 733162.50000000 PA USD 730779.72000000 0.149980218420 Long LON CORP US N 2 2028-11-27 Variable 8.60000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ANTERO MIDS 000000000 -148062.50000000 PA USD -148062.50000000 -0.03038733216 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 148062.50000000 USD 148549.67000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NFP CORP 7. 000000000 -77175.00000000 PA USD -77175.00000000 -0.01583886777 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 77175.00000000 USD 77288.62000000 USD CDS N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAC5 381000.00000000 PA USD 287695.69000000 0.059044690546 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 515773.50000000 0.105853816230 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 53667.12000000 0.011014271687 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP TK ELEVATOR 000000000 -310000.00000000 PA USD -310000.00000000 -0.06362227417 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-07-18 310000.00000000 USD 310310.00000000 USD CDS N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869AAA5 89000.00000000 PA USD 84618.00000000 0.017366418053 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP LEVEL 3 FIN 000000000 -842380.00000000 PA USD -842380.00000000 -0.17288429459 Short RA CORP US N 2 Reverse repurchase N 5.42000000 2049-12-31 842380.00000000 USD 842506.82000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP UNITEDHEALT 000000000 -1372612.50000000 PA USD -1372612.50000000 -0.28170557682 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2049-12-31 1372612.50000000 USD 1386762.99000000 USD CDS N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co 57763RAB3 3282000.00000000 PA USD 3260694.70000000 0.669202620058 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 1293979.02000000 0.265567380621 Long LON CORP US N 2 2027-10-01 Variable 9.34000000 N N N N N N Medallion Midland Acquisition, LLC 549300QCYU94ZA2ELG48 Medallion Midland Acquisition, LLC 2021 Term Loan 58404BAD7 891684.20000000 PA USD 883436.12000000 0.181310371117 Long LON CORP US N 2 2028-10-18 Variable 9.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WEATHERFORD 000000000 -238247.50000000 PA USD -238247.50000000 -0.04889628312 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 238247.50000000 USD 239046.62000000 USD CDS N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 Chart Industries Inc 16115QAG5 92000.00000000 PA USD 97613.22000000 0.020033467891 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 164142.91000000 0.033687565240 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 244958.78000000 0.050273660205 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 8.86000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 91327TAA9 480000.00000000 PA USD 476190.58000000 0.097730089168 Long DBT US N 2 2028-02-15 Fixed 10.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP LLOYDS BANK 000000000 -315562.50000000 PA USD -315562.50000000 -0.06476388353 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 315562.50000000 USD 318952.61000000 USD CDS N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 013817AW1 4000.00000000 PA USD 3955.08000000 0.000811713497 Long DBT CORP US N 2 2024-10-01 Fixed 5.13000000 N N N N N N Benefit Street Partners CLO Ltd 549300PVYNJC7QL0GC48 Benefit Street Partners CLO II Ltd 08179XAW5 160471.91000000 PA USD 159345.72000000 0.032703022861 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.13000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 81761LAA0 96000.00000000 PA USD 94271.72000000 0.019347681345 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAF5 205000.00000000 PA USD 173903.60000000 0.035690782322 Long DBT CORP LU N 2 2033-11-15 Fixed 6.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP HSBC HOLDIN 000000000 -286868.75000000 PA USD -286868.75000000 -0.05887497505 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 286868.75000000 USD 289837.44000000 USD CDS N N N COHERENT CORP 549300O5C25A0MMHHU33 Coherent Corp 902104AC2 422000.00000000 PA USD 380901.42000000 0.078173595414 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 171318.00000000 0.035160131509 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HESS MIDSTR 000000000 -160800.00000000 PA USD -160800.00000000 -0.03300148931 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 160800.00000000 USD 161359.90000000 USD CDS N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 Naked Juice LLC 2nd Lien Term Loan 62984CAB9 861064.00000000 PA USD 678087.90000000 0.139166110617 Long LON CORP US N 2 2030-01-24 Floating 11.34000000 N N N N N N TERVITA CORP N/A Tervita Corp 88159EAA1 114000.00000000 PA USD 120937.96000000 0.024820477579 Long DBT CORP CA N 2 2025-12-01 Fixed 11.00000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 Cidron Aida Finco Sarl 000000000 100000.00000000 PA 98632.29000000 0.020242614830 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N Jazz Financing Lux S.a.r.l. 635400WUEO2NSG5OIU34 Jazz Financing Lux S.a.r.l. USD Term Loan 000000000 1071915.87000000 PA USD 1070190.09000000 0.219638475257 Long LON CORP LU N 2 2028-05-05 Floating 8.69000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CCO HOLDING 000000000 -570500.00000000 PA USD -570500.00000000 -0.11708550780 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 700000.00000000 USD 659511.09000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP TML HOLDING 000000000 -153500.00000000 PA USD -153500.00000000 -0.03150328737 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 153500.00000000 USD 153544.77000000 USD CDS N N N Churchill Downs Inc 529900FODTBQC8MIS994 Churchill Downs Inc 171484AE8 137000.00000000 PA USD 127053.94000000 0.026075679374 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 87568.00000000 0.017971855823 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 308719.32000000 0.063359436198 Long LON CORP US N 2 2028-01-31 Floating 10.51000000 N N N N N N VIRGIN MEDIA VEND FIN IV 635400ZZNJSEA4CAJR23 Virgin Media Vendor Financing Notes IV DAC 92770QAA5 754000.00000000 PA USD 659548.53000000 0.135361217452 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 1254811.56000000 PA USD 1252979.54000000 0.257152928499 Long LON CORP US N 2 2025-08-27 Floating 9.22000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-XL2 05609KAA7 454090.37000000 PA USD 440702.06000000 0.090446668686 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP APACHE CORP 000000000 -213518.75000000 PA USD -213518.75000000 -0.04382112404 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 213518.75000000 USD 213766.91000000 USD CDS N N N Aruba Investments, Inc. 254900GMIYFF4FZ0A357 Aruba Investments, Inc. 2020 USD Term Loan 04317JAB4 333357.33000000 PA USD 321133.12000000 0.065907159382 Long LON CORP US N 2 2027-11-24 Variable 9.20000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDB9 365000.00000000 PA USD 320412.93000000 0.065759352525 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 2210660.69000000 PA USD 2151785.49000000 0.441617698128 Long ABS-MBS CORP US N 2 2067-04-25 Variable 5.16000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CLYDESDALE 000000000 -424860.00000000 PA USD -424860.00000000 -0.08719535292 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 424860.00000000 USD 425369.83000000 USD CDS N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAV1 602000.00000000 PA USD 622749.77000000 0.127808892296 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 1505992.47000000 0.309079567220 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP GLP CAPITAL 000000000 -375990.00000000 PA USD -375990.00000000 -0.07716560925 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 498000.00000000 USD 402091.92300000 USD CDS N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCP5 1470000.00000000 PA USD 1430924.34000000 0.293673098997 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 227271.96000000 0.046643738556 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 287402.07000000 0.058984429991 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 96580.10000000 PA USD 89698.77000000 0.018409160446 Long LON CORP US N 2 2028-02-08 Floating 8.97000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HSBC HOLDIN 000000000 -352537.50000000 PA USD -352537.50000000 -0.07235237897 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 352537.50000000 USD 352948.79000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MATTEL INC 000000000 -224485.00000000 PA USD -224485.00000000 -0.04607176199 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 278000.00000000 USD 230469.86740000 USD CDS N N N GATES GLOBAL/GATES CORP N/A Gates Global LLC / Gates Corp 36740LAA0 416000.00000000 PA USD 409345.82000000 0.084011329013 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 RRP PETROLEOS M 000000000 -98404.72000000 PA USD -98404.72000000 -0.02019590992 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 98404.72000000 USD 98728.50000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP LIMA METRO 000000000 -2385000.00000000 PA USD -2385000.00000000 -0.48948104489 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 2385000.00000000 USD 2409916.62000000 USD CDS N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 Bellis Acquisition Co PLC 000000000 100000.00000000 PA 106045.96000000 0.021764145621 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 0.000000018470 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 233243.35000000 0.047869265690 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 10.96000000 N N N N N N RHP Hotel Properties, LP 549300SJMSMA2471GA96 RHP Hotel Properties, LP 2023 Term Loan B 74958NAJ5 421942.50000000 PA USD 421326.46000000 0.086470153409 Long LON CORP US N 2 2030-05-18 Variable 7.85000000 N N N N N N SHIFT4 PAYMENTS INC N/A Shift4 Payments Inc 82452JAB5 174000.00000000 PA USD 188964.00000000 0.038781675541 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 BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NCL FINANCE 000000000 -178458.75000000 PA USD -178458.75000000 -0.03662565007 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 178458.75000000 USD 178719.00000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ARDAGH META 000000000 -597500.00000000 PA USD -597500.00000000 -0.12262680265 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2023-07-19 597500.00000000 USD 597668.30000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CF0 28000.00000000 PA USD 21663.60000000 0.004446088706 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 454549.00000000 0.093288519696 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.16000000 N N N N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 Option Care Health, Inc. 2021 Term Loan B 68404YAB0 610178.30000000 PA USD 609037.27000000 0.124994632830 Long LON CORP US N 2 2028-10-27 Variable 7.94000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 Olympus Water US Holding Corp 25259KAA8 538000.00000000 PA USD 524711.40000000 0.107688169534 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A Iron Mountain Information Management Services Inc 46285MAA8 169000.00000000 PA USD 145885.08000000 0.029940453414 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 236118.00000000 0.048459239144 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 8.09000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAJ3 304000.00000000 PA USD 229811.87000000 0.047165012267 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 1004740.27000000 0.206206003022 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 11468.25000000 0.002353664986 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5719000.00000000 EUR 6275904.78000000 USD 2023-09-20 11468.25000000 N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corp 03040WBA2 900000.00000000 PA USD 871360.76000000 0.178832107037 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 5665176.60000000 1.162681996513 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 160000.00000000 PA USD 134743.60000000 0.027653852461 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 824133.34000000 0.169139475218 Long LON CORP US N 2 2028-06-02 Variable 8.25000000 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 733590.00000000 0.150556981016 Long LON CORP US N 2 2028-04-07 Floating 12.29000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 Polaris Newco LLC USD Term Loan B 73108RAB4 2189266.47000000 PA USD 2010469.08000000 0.412614887215 Long LON CORP US N 2 2028-06-02 Floating 9.54000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 77313LAA1 811000.00000000 PA USD 717735.00000000 0.147303009542 Long DBT CORP US N 2 2026-10-15 Fixed 2.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CCO HOLDING 000000000 -199260.00000000 PA USD -199260.00000000 -0.04089475597 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 199260.00000000 USD 199317.90000000 USD CDS N N N Severin Acquisition, LLC 549300L10R4RABI1ER67 Severin Acquisition, LLC 2018 Term Loan B 81812HAB6 605324.91000000 PA USD 604719.59000000 0.124108501795 Long LON CORP US N 2 2025-08-01 Variable 8.05000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A RHP Hotel Properties LP / RHP Finance Corp 749571AJ4 327000.00000000 PA USD 330345.21000000 0.067797785562 Long DBT US N 2 2028-07-15 Fixed 7.25000000 N N N N N N Elmwood CLO V Ltd N/A Elmwood CLO V Ltd 29003BAN1 436000.00000000 PA USD 425898.40000000 0.087408467023 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.25000000 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 JELD-WEN Inc 475795AE0 146000.00000000 PA USD 147277.50000000 0.030226224146 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 425556.88000000 0.087338375800 Long LON CORP US N 2 2029-11-12 Variable 8.56000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 Transocean Inc 893830BQ1 206000.00000000 PA USD 213467.50000000 0.043810605849 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 327849.92000000 0.067285669354 Long DBT CORP US N 2 2031-06-17 Fixed 3.63000000 N N N N N N WOOF Holdings, Inc 254900RX9Z723FXJSU14 WOOF Holdings, Inc 1st Lien Term Loan 98082EAB0 224825.00000000 PA USD 219766.44000000 0.045103357100 Long LON CORP US N 3 2027-12-21 Variable 8.95000000 N N N N N N Research Now Group, Inc. 549300XTHJNIVC5Q8K50 Research Now Group, Inc. 2017 1st Lien Term Loan 76100LAH5 0.61000000 PA USD 0.43000000 0.000000088250 Long LON CORP US N 2 2024-12-20 Floating 10.80000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAR8 51000.00000000 PA USD 46665.00000000 0.009577204595 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 265604.10000000 0.054510764107 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CCO HOLDING 000000000 -598785.00000000 PA USD -598785.00000000 -0.12289052724 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 598785.00000000 USD 598785.00000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FRONTIER CO 000000000 -755580.00000000 PA USD -755580.00000000 -0.15507005782 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 755580.00000000 USD 755690.19000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SABRE GLBL 000000000 -251561.25000000 PA USD -251561.25000000 -0.05162870587 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 251561.25000000 USD 252316.98000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCD3 246000.00000000 PA USD 210350.59000000 0.043170912615 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 1982353.38000000 PA USD 1968972.49000000 0.404098411645 Long LON CORP US N 2 2027-01-29 Variable 7.45000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP EARTHSTONE 000000000 -255000.00000000 PA USD -255000.00000000 -0.05233445134 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 255000.00000000 USD 257603.69000000 USD CDS N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 Ultimate Software Group Inc (The) Term Loan B 90385KAB7 763549.80000000 PA USD 752386.70000000 0.154414686826 Long LON CORP US N 2 2026-05-04 Variable 8.90000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAV0 36000.00000000 PA USD 31831.51000000 0.006532880828 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N FOCUS FINANCIAL PARTNERS, LLC 5493007L0E0VKRC2CP39 FOCUS FINANCIAL PARTNERS, LLC 34416DAU2 621864.72000000 PA USD 613662.32000000 0.125943846375 Long LON CORP US N 2 2028-06-30 Variable 7.60000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 Sensata Technologies Inc 81728UAA2 584000.00000000 PA USD 522240.42000000 0.107181042544 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N Calpine Construction Finance Company, L.P. V0Q3DOB0FIB2XI1KWU77 Calpine Construction Finance Company, L.P. 2017 Term Loan B 13134NAG6 869201.25000000 PA USD 867993.06000000 0.178140943383 Long LON CORP US N 2 2025-01-15 Floating 7.19000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 Crocs Inc 227046AA7 25000.00000000 PA USD 21255.00000000 0.004362230444 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 -187.96000000 -0.00003857562 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 LADBROKES GROUP FIN PLC LADBROKES GROUP FIN PLC Y sell protection 2027-06-22 0.00000000 EUR -845.50000000 EUR 10000.00000000 EUR 709.84000000 N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP TWILIO INC 000000000 -218730.00000000 PA USD -218730.00000000 -0.04489064526 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 218730.00000000 USD 220600.26000000 USD CDS N N N CAESARS RESORT / FINCO N/A Caesars Resort Collection LLC / CRC Finco Inc 12770RAA1 478000.00000000 PA USD 483651.87000000 0.099261393162 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 888000.00000000 PA USD 727170.59000000 0.149239505329 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 75822.34000000 PA USD 72458.10000000 0.014870803563 Long LON CORP US N 2 2028-04-12 Variable 8.50000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAD3 335000.00000000 PA USD 306709.01000000 0.062946853959 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP BARCLAYS PL 000000000 -184500.00000000 PA USD -184500.00000000 -0.03786551479 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2049-12-31 200000.00000000 USD 192949.58600000 USD CDS N N N ATI INC ZW1LRE7C3H17O2ZN9B45 ATI Inc 01741RAL6 101000.00000000 PA USD 90919.04000000 0.018659600293 Long DBT CORP US N 2 2029-10-01 Fixed 4.88000000 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 2378068.61000000 0.488058493943 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 290598.00000000 0.059640340748 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 1812476.40000000 0.371980227303 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 433654.98000000 PA USD 424981.88000000 0.087220366743 Long LON CORP LU N 3 2025-07-15 Floating 8.01000000 N N N N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SWAP/CDSWAP/SCDS: (COFP) 000000000 6000.00000000 OU Notional Amount -6041.52000000 -0.00123992013 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 -272.21000000 EUR 6000.00000000 EUR -5744.08000000 N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP UNITED AIRL 000000000 -29095.19000000 PA USD -29095.19000000 -0.00597129727 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 29095.19000000 USD 29396.28000000 USD CDS N N N PALOMINO FUNDING TRUST I N/A Palomino Funding Trust I 69754AAA8 250000.00000000 PA USD 250123.23000000 0.051333576508 Long DBT CORP US N 2 2028-05-17 Fixed 7.23000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 Crescent Energy Finance LLC 45344LAC7 254000.00000000 PA USD 246440.96000000 0.050577852664 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 447508.38000000 PA USD 443834.34000000 0.091089516353 Long LON CORP US N 2 2028-09-22 Floating 9.31000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EAV0 92000.00000000 PA USD 92076.91000000 0.018897233592 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 1803475.71000000 PA USD 1757631.36000000 0.360724207393 Long LON CORP CA N 2 2025-03-28 Floating 8.73000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) SEP23 000000000 222.00000000 NC USD -625381.49000000 -0.12834900846 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU3 Comdty 2023-09-29 45778100.02000000 USD -625381.49000000 N N N HUB International Ltd 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAD3 1280000.00000000 PA USD 1276614.40000000 0.262003585090 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N ALM Loan Funding N/A ALM 2020 Ltd 00166DAA9 285000.00000000 PA USD 259175.61000000 0.053191424903 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 11.26000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 12769GAB6 1527000.00000000 PA USD 1533474.48000000 0.314719786495 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 491307.55000000 0.100832592427 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.86000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP EQM MIDSTRE 000000000 -304395.00000000 PA USD -304395.00000000 -0.06247194241 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 304395.00000000 USD 307665.13000000 USD CDS N N N BAYER AG 549300J4U55H3WP1XT59 Bayer AG 000000000 100000.00000000 PA 102901.28000000 0.021118753063 Long DBT CORP DE N 2 2082-03-25 Fixed 4.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBJ9 455000.00000000 PA USD 477153.95000000 0.097927804621 Long DBT CORP KY N 2 2031-07-15 Fixed 8.50000000 N N N N N N ORGANON & CO/ORG N/A Organon & Co / Organon Foreign Debt Co-Issuer BV 68622TAB7 398000.00000000 PA USD 328359.67000000 0.067390286948 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 1043926.97000000 PA USD 1043331.93000000 0.214126290678 Long LON CORP LU N 2 2028-07-03 Variable 7.75000000 N N N N N N Sovos Brands Intermediate, Inc. 549300LNTCFBIDJ7R637 Sovos Brands Intermediate, Inc. 2021 Term Loan 84611UAH1 1096593.23000000 PA USD 1082885.81000000 0.222244057769 Long LON CORP US N 2 2028-06-08 Floating 8.77000000 N N N N N N Oxea Holding Drei GmbH 529900MSP24R2FE9U796 Oxea Holding Drei GmbH 2017 USD Term Loan B2 000000000 946803.15000000 PA USD 928463.57000000 0.190551496180 Long LON CORP US N 2 2024-10-14 Variable 8.74000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 Constellium SE 21039CAB0 756000.00000000 PA USD 643172.27000000 0.132000266149 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2022-VII Ltd 12569GAA0 500000.00000000 PA USD 496972.10000000 0.101995145824 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 14.01000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP TRIVIUM PAC 000000000 -735430.00000000 PA USD -735430.00000000 -0.15093460999 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 735430.00000000 USD 737746.60000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LAMB WESTON 000000000 -147960.00000000 PA USD -147960.00000000 -0.03036629576 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 147960.00000000 USD 148446.83000000 USD CDS N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 CA Magnum Holdings 12674CAA1 382000.00000000 PA USD 341187.12000000 0.070022904822 Long DBT CORP MU N 2 2026-10-31 Fixed 5.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CARNIVAL CO 000000000 -427511.25000000 PA USD -427511.25000000 -0.08773947729 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 427511.25000000 USD 428024.26000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP HTA GROUP L 000000000 -160250.00000000 PA USD -160250.00000000 -0.03288861108 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-18 160250.00000000 USD 160440.52000000 USD CDS N N N PRESIDIO HOLDING INC N/A Presidio Holdings Inc 74101XAE0 47000.00000000 PA USD 44091.14000000 0.009048963219 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 15628.95000000 0.003207578522 Long DBT CORP US N 2 2026-03-15 Fixed 5.63000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A RHP Hotel Properties LP / RHP Finance Corp 749571AF2 704000.00000000 PA USD 655424.00000000 0.134514727198 Long DBT US N 2 2027-10-15 Fixed 4.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAA1 2364000.00000000 PA USD 2222160.00000000 0.456060879968 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 764632.66000000 0.156927963680 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAN8 150000.00000000 PA USD 149197.50000000 0.030620271780 Long DBT CORP US N 2 2030-07-25 Fixed 9.38000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AJ0 146000.00000000 PA USD 129591.43000000 0.026596456421 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 190148.13000000 0.039024698263 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 190624.38000000 0.039122440547 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 295781.25000000 PA USD 281731.64000000 0.057820669822 Long LON CORP US N 3 2028-12-01 Floating 9.19000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts Inc 98311AAB1 158000.00000000 PA USD 144285.60000000 0.029612187107 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ADVANCED DR 000000000 -368740.00000000 PA USD -368740.00000000 -0.07567766897 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 412000.00000000 USD 407579.24000000 USD CDS N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc. 2020 Term Loan B 15669GAH7 994224.93000000 PA USD 763067.63000000 0.156606767655 Long LON CORP US N 2 2027-03-15 Variable 7.47000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 Surgery Center Holdings, Inc. 2021 Term Loan 86880NAX1 279450.60000000 PA USD 278911.26000000 0.057241834372 Long LON CORP US N 2 2026-08-31 Floating 8.90000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 Sinclair Television Group Inc 829259BA7 468000.00000000 PA USD 306540.00000000 0.062912167506 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALBERTSONS 000000000 -238800.00000000 PA USD -238800.00000000 -0.04900967443 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 238800.00000000 USD 239608.60000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP BOYNE USA I 000000000 -294120.00000000 PA USD -294120.00000000 -0.06036317187 Short RA CORP US N 2 Reverse repurchase N 5.42000000 2049-12-31 294120.00000000 USD 297233.34000000 USD CDS N N N CIFC Funding Ltd 254900RRJV30GDUWIX97 CIFC Funding 2019-I Ltd 12553DAQ0 500000.00000000 PA USD 483132.35000000 0.099154770440 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.35000000 N N N N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AA7 773000.00000000 PA USD 692757.42000000 0.142176782306 Long DBT CORP US N 2 2029-10-01 Fixed 5.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DT MIDSTREA 000000000 -276925.00000000 PA USD -276925.00000000 -0.05683418799 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 276925.00000000 USD 277845.01000000 USD CDS N N N VALARIS LTD N/A Valaris Ltd 91889FAC5 543000.00000000 PA USD 544824.48000000 0.111816040148 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAW7 200000.00000000 PA USD 190406.03000000 0.039077627890 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP WHITE CAP B 000000000 -225907.50000000 PA USD -225907.50000000 -0.04636370614 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 225907.50000000 USD 226586.16000000 USD CDS N N N Generate CLO Ltd. N/A Generate CLO 3 Ltd 98625UBA9 250000.00000000 PA USD 245910.15000000 0.050468912860 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 8.85000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP SP FINCO LL 000000000 -191595.00000000 PA USD -191595.00000000 -0.03932164393 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2049-12-31 241000.00000000 USD 240141.42545000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP TELEFLEX IN 000000000 -273075.00000000 PA USD -273075.00000000 -0.05604404039 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 273075.00000000 USD 273392.98000000 USD CDS N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 19416MAB5 392000.00000000 PA USD 369268.27000000 0.075786087482 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 51063.75000000 0.010479973881 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 89878.46000000 PA USD 89766.11000000 0.018422980846 Long LON CORP US N 2 2025-10-01 Variable 8.07000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SIX FLAGS T 000000000 -209147.50000000 PA USD -209147.50000000 -0.04292399867 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 209147.50000000 USD 209806.31000000 USD CDS N N N AlixPartners, LLP 5493005G2MHUFTGARL57 AlixPartners, LLP 2021 USD Term Loan B 01642PBB1 764097.32000000 PA USD 761805.03000000 0.156347640289 Long LON CORP US N 2 2028-02-04 Variable 7.72000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724BY7 200000.00000000 PA USD 45754.00000000 0.009390237202 Long DBT NUSS UA N 2 2035-03-15 Fixed 7.25000000 Y Y N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP UNIVISION C 000000000 -145290.00000000 PA USD -145290.00000000 -0.02981832327 Short RA CORP US N 2 Reverse repurchase N 5.12000000 2049-12-31 174000.00000000 USD 165668.42760000 USD CDS N N N Stars Group Holdings B.V. (The) 549300RNFXC8F8RT6R13 Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan 000000000 557086.83000000 PA USD 556602.16000000 0.114233210426 Long LON CORP NL N 2 2026-07-21 Variable 7.75000000 N N N N N N Greenhill & Co., Inc. 529900VEOQHHHSPI9C69 Greenhill & Co., Inc. Term Loan B 39525YAE9 220339.04000000 PA USD 219995.31000000 0.045150328809 Long LON CORP US N 2 2024-04-12 Floating 8.73000000 N N N N N N ILIAD SA 969500FZ9BTRZS3JNB97 iliad SA 000000000 100000.00000000 PA 107581.01000000 0.022079188757 Long DBT CORP FR N 2 2027-06-14 Fixed 5.38000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 Block Inc 852234AN3 698000.00000000 PA USD 635523.90000000 0.130430567139 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 1025650.90000000 0.210497557329 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 11000.00000000 0.002257564567 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAP6 601000.00000000 PA USD 602010.88000000 0.123552584729 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DOMINICAN R 000000000 -192750.00000000 PA USD -192750.00000000 -0.03955868821 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 192750.00000000 USD 193421.14000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LIFEPOINT H 000000000 -241312.50000000 PA USD -241312.50000000 -0.04952532270 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-07-19 241312.50000000 USD 242091.07000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 000000000 108000.00000000 PA 133663.72000000 0.027432225295 Long DBT CORP US N 2 2026-06-05 Fixed 6.86000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 AssuredPartners, Inc. 2021 Term Loan B 04621HAS2 281149.74000000 PA USD 278104.89000000 0.057076340523 Long LON CORP US N 2 2027-02-12 Variable 8.72000000 N N N N N N Aimco 549300MMTPNJGGRMPB33 AIMCO CLO Series 2017-A 00900CAQ7 1000000.00000000 PA USD 966017.20000000 0.198258745678 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.35000000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 Danaos Corp 23585WAA2 100000.00000000 PA USD 100320.00000000 0.020588988856 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 667603.71000000 PA USD 652582.63000000 0.133931583904 Long LON CORP US N 2 2029-07-06 Variable 9.59000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308KM8 355000.00000000 PA USD 353056.75000000 0.072458946288 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP HPCL MITTAL 000000000 -155750.00000000 PA USD -155750.00000000 -0.03196506194 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 155750.00000000 USD 155795.43000000 USD CDS N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 Hertz Corp/The 428040DA4 126000.00000000 PA USD 113715.00000000 0.023338086800 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 259017.76000000 0.053159028851 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 Ball Corp 058498AZ9 193000.00000000 PA USD 191552.50000000 0.039312921531 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP GOODYEAR TI 000000000 -71890.00000000 PA USD -71890.00000000 -0.01475421061 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 71890.00000000 USD 71989.85000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DF9 132000.00000000 PA USD 135471.55000000 0.027803251927 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 1946651.10000000 PA USD 1947137.76000000 0.399617201391 Long LON CORP US N 2 2026-02-06 Variable 8.43000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAC8 227000.00000000 PA USD 241987.73000000 0.049663902277 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 116831.46000000 0.023977687680 Long LON CORP US N 2 2029-11-15 Variable 12.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP AXALTA COAT 000000000 -121337.50000000 PA USD -121337.50000000 -0.02490247642 Short RA CORP US N 2 Reverse repurchase N 3.00000000 2023-07-19 121337.50000000 USD 121347.61000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP GFL ENVIRON 000000000 -245278.75000000 PA USD -245278.75000000 -0.05033932865 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 245278.75000000 USD 245567.63000000 USD CDS N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 Transurban Finance Co Pty Ltd 89400PAE3 435000.00000000 PA USD 418440.14000000 0.085877784886 Long DBT CORP AU N 2 2026-02-02 Fixed 4.13000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 163851AF5 46000.00000000 PA USD 42268.93000000 0.008674985334 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 BCPE Empire Holdings Inc 05552VAA0 331000.00000000 PA USD 307831.41000000 0.063177207638 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 518177.52000000 PA USD 475802.78000000 0.097650499756 Long ABS-O CORP US N 2 2037-06-25 Floating 5.29000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAN1 380000.00000000 PA USD 312606.96000000 0.064157308772 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 763562.10000000 PA USD 759270.88000000 0.155827548721 Long LON CORP US N 2 2029-09-12 Floating 7.20000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 IRB Holding Corp 2022 Term Loan B 44988LAH0 1402896.18000000 PA USD 1391939.56000000 0.285672130087 Long LON CORP US N 2 2027-12-15 Variable 8.20000000 N N N N N N HONGKONG & SHANGHAI BANK 2HI3YI5320L3RW6NJ957 Hongkong & Shanghai Banking Corp Ltd/The 000000000 35000.00000000 PA USD 34791.75000000 0.007140420186 Long DBT CORP HK N 2 2023-07-31 Floating 5.46000000 N N N N N N LIGADO NETWORKS LLC N/A Ligado Networks LLC 53225HAA8 418896.00000000 PA USD 159180.48000000 0.032669110137 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 1392600.00000000 0.285807674264 Long EP CORP US N 1 N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC 12687GAA7 200000.00000000 PA USD 167500.00000000 0.034376551371 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 92000.00000000 PA USD 84916.17000000 0.017427612419 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 83801.57000000 0.017198859558 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 Emerald Debt Merger Sub LLC 000000000 160000.00000000 PA 173937.33000000 0.035697704836 Long DBT CORP US N 2 2030-12-15 Fixed 6.38000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc. 2023 Term Loan B 98310CAE2 199211.79000000 PA USD 199104.22000000 0.040862784758 Long LON CORP US N 2 2030-05-24 Variable 7.45000000 N N N N N N Packers Holdings, LLC 549300X0L6OJNRPME518 Packers Holdings, LLC 2021 Term Loan 69519UAF9 493021.75000000 PA USD 340061.75000000 0.069791941601 Long LON CORP US N 2 2028-03-09 Variable 8.44000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -1964.72000000 -0.00040322565 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 100000.00000000 EUR 107572.55000000 USD 2023-09-20 -1964.72000000 N N N TITAN ACQ/CO-BORROWER N/A Titan Acquisition Ltd / Titan Co-Borrower LLC 88827AAA1 852000.00000000 PA USD 773190.00000000 0.158684213460 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 30518.63000000 0.006263434340 Long DBT CORP US N 2 2024-11-01 Fixed 4.88000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP ORGANON + C 000000000 -307625.00000000 PA USD -307625.00000000 -0.06313484546 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 307625.00000000 USD 308259.05000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BN1 1028000.00000000 PA USD 946366.52000000 0.194225774869 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A DISH DBS Corp 25470XAY1 601000.00000000 PA USD 368391.97000000 0.075606241679 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP WESTERN MID 000000000 -382075.00000000 PA USD -382075.00000000 -0.07841445292 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 382075.00000000 USD 383278.54000000 USD CDS N N N Anchorage Capital CLO LTD 549300MP4QPQUMB6AD63 Anchorage Capital CLO 4-R Ltd 03328LAG7 250000.00000000 PA USD 227476.25000000 0.046685665634 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 7.87000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAK0 312000.00000000 PA USD 296827.07000000 0.060918752359 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP PETSMART LL 000000000 -466665.00000000 PA USD -466665.00000000 -0.09577512445 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 466665.00000000 USD 471586.37000000 USD CDS N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems Inc 00790RAA2 306000.00000000 PA USD 289602.86000000 0.059436105038 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 213905.00000000 0.043900395349 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP OCCIDENTAL 000000000 -124740.00000000 PA USD -124740.00000000 -0.02560078219 Short RA CORP US N 2 Reverse repurchase N 5.42000000 2049-12-31 124740.00000000 USD 125265.85000000 USD CDS N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAB8 564000.00000000 PA USD 490220.14000000 0.100609419855 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 978387.45000000 PA USD 946589.86000000 0.194271611639 Long LON CORP US N 3 2030-01-31 Variable 8.45000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 Covanta Holding Corporation 2021 Term Loan C 22282GAD9 36475.38000000 PA USD 36116.46000000 0.007412294582 Long LON CORP US N 2 2028-11-30 Variable 7.60000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAD2 1386000.00000000 PA USD 1203076.14000000 0.246911096895 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 628705.78000000 0.129031262945 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 227046.72000000 0.046597511843 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 400014.12000000 0.082096154897 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HUNTINGTON 000000000 -156862.50000000 PA USD -156862.50000000 -0.03219338381 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 178000.00000000 USD 164928.90464000 USD CDS N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZJ5 200000.00000000 PA USD 192653.36000000 0.039538854488 Long DBT CORP US N 2 2025-06-09 Fixed 4.69000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup COmmercial Mortgage Trust 2019-SMRT 29429MAA1 800000.00000000 PA USD 794588.80000000 0.163075956430 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 174420.00000000 0.035796764717 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.38000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ICAHN ENTER 000000000 -293220.00000000 PA USD -293220.00000000 -0.06017846204 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 293220.00000000 USD 294100.88000000 USD CDS N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 B&G Foods, Inc. 2019 Term Loan B4 05508TAU6 133568.67000000 PA USD 130563.37000000 0.026795930722 Long LON CORP US N 2 2026-10-10 Floating 7.65000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CITIGROUP I 000000000 -413875.00000000 PA USD -413875.00000000 -0.08494086685 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 413875.00000000 USD 414296.69000000 USD CDS N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP MATADOR RES 000000000 -342805.00000000 PA USD -342805.00000000 -0.07035494741 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 342805.00000000 USD 344042.91000000 USD CDS N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAW0 198000.00000000 PA USD 190080.00000000 0.039010715729 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP SENSATA TEC 000000000 -454195.00000000 PA USD -454195.00000000 -0.09321586716 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 454195.00000000 USD 458895.29000000 USD CDS N N N SEALED AIR/SEALED AIR US Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp/Sealed Air Corp US 812127AA6 158000.00000000 PA USD 156835.21000000 0.032187783005 Long DBT CORP US N 2 2028-02-01 Fixed 6.13000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp 758750AE3 200000.00000000 PA USD 199408.00000000 0.040925130482 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 94892.17000000 0.019475018249 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 367554.00000000 0.075434262463 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Rand Parent, LLC N/A Rand Parent, LLC 2023 Term Loan B 75223LAB2 160597.50000000 PA USD 150560.16000000 0.030899934774 Long LON CORP US N 2 2030-03-17 Variable 9.49000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP BROOKFIELD 000000000 -256165.00000000 PA USD -256165.00000000 -0.05257354795 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2049-12-31 256165.00000000 USD 258836.16000000 USD CDS N N N Columbus McKinnon Corporation 549300W3HQB0HO1F3G69 Columbus McKinnon Corporation 2021 Term Loan B 19933MAP8 150365.94000000 PA USD 149802.07000000 0.030744349581 Long LON CORP US N 2 2028-05-14 Variable 8.23000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 Covanta Holding Corporation 2021 Term Loan B 22282GAC1 480859.42000000 PA USD 476127.76000000 0.097717196422 Long LON CORP US N 2 2028-11-30 Variable 7.60000000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 Greystar Real Estate Partners LLC 39807UAB2 100000.00000000 PA USD 97651.60000000 0.020041344739 Long DBT CORP US N 2 2025-12-01 Fixed 5.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BNP PARIBAS 000000000 -883125.00000000 PA USD -883125.00000000 -0.18124651898 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 883125.00000000 USD 884165.12000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LIGHT AND W 000000000 -38505.00000000 PA USD -38505.00000000 -0.00790250215 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 38505.00000000 USD 38561.15000000 USD CDS N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906ABE7 267000.00000000 PA USD 245042.19000000 0.050290778702 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 587832.90000000 0.120642793339 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 137143.21000000 0.028146331962 Long LON CORP US N 2 2027-02-04 Variable 6.95000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 Smyrna Ready Mix Concrete LLC 85236FAA1 552000.00000000 PA USD 520560.18000000 0.106836201608 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 31301.82000000 0.006424170884 Long DBT CORP XX 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 1048986.58000000 0.215286812268 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 478488.45000000 0.098201688250 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 8.51000000 N N N N N N SINIC HOLDINGS GROUP CO 300300N5XRCGHA7P7B13 Sinic Holdings Group Co Ltd 000000000 200000.00000000 PA USD 2000.00000000 0.000410466285 Long DBT CORP KY N 2 2022-06-18 Fixed 10.50000000 Y Y N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TK ELEVATOR 000000000 -1157388.75000000 PA USD -1157388.75000000 -0.23753453027 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 1157388.75000000 USD 1161159.91000000 USD CDS N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 856456.80000000 PA USD 858595.13000000 0.176212176676 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 196778.60000000 0.040385490457 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SIX FLAGS E 000000000 -295470.00000000 PA USD -295470.00000000 -0.06064023661 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-19 295470.00000000 USD 296392.11000000 USD CDS N N N FORVIA 969500F0VMZLK2IULV85 Forvia 000000000 100000.00000000 PA 98794.22000000 0.020275848232 Long DBT CORP FR N 2 2028-06-15 Fixed 3.75000000 N N N N N N Curia Global, Inc. CHZJRCSC4ACUSUD2MV11 Curia Global, Inc. 2021 Term Loan 01242HAM0 93192.87000000 PA USD 79862.56000000 0.016390444157 Long LON CORP US N 2 2026-08-30 Variable 8.90000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP OUTFRONT ME 000000000 -165407.50000000 PA USD -165407.50000000 -0.03394710102 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 165407.50000000 USD 166813.69000000 USD CDS N N N California Resources Corp 5493003Q8F0T4F4YMR48 California Resources Corp 13057Q123 345.00000000 NS USD 4091.70000000 0.000839752449 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 4091.70000000 N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CMG MEDIA C 000000000 -235856.25000000 PA USD -235856.25000000 -0.04840551936 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 235856.25000000 USD 236457.68000000 USD CDS N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BH9 469000.00000000 PA USD 326994.40000000 0.067110088296 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 248715.45000000 0.051044653395 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.06000000 N N N N N N Virgin Media Bristol LLC N/A Virgin Media Bristol LLC 2020 USD Term Loan Q 000000000 607000.00000000 PA USD 603746.48000000 0.123908787372 Long LON CORP US N 2 2029-01-31 Floating 8.44000000 N N N N N N AIT Worldwide Logistics, Inc N/A AIT Worldwide Logistics, Inc 2021 Term Loan 00145AAB9 272152.50000000 PA USD 263035.39000000 0.053983579682 Long LON CORP US N 2 2028-04-06 Floating 9.93000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 Melco Resorts Finance Ltd 58547DAD1 600000.00000000 PA USD 494250.00000000 0.101436480687 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 206210.13000000 0.042321152998 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 797207.50000000 PA USD 789984.80000000 0.162131063042 Long LON CORP US N 2 2028-08-02 Variable 8.54000000 N N N N N N Associated Materials Inc. 254900KM84WNG9539P42 Associated Materials Inc. 2022 Term Loan B 88607CAB1 391885.56000000 PA USD 328987.93000000 0.067519226722 Long LON CORP US N 2 2029-03-08 Floating 11.10000000 N N N N N N Elmwood CLO IV Ltd N/A Elmwood CLO IV Ltd 29002GAC5 500000.00000000 PA USD 491179.35000000 0.100806281538 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.96000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 JSW Steel Ltd 000000000 200000.00000000 PA USD 198348.00000000 0.040707583351 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 3906579.75000000 PA USD 3880718.19000000 0.796451989343 Long LON CORP LU N 2 2026-10-01 Variable 9.09000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 WEX Inc. 2021 Term Loan 96208UAT8 427167.50000000 PA USD 426432.77000000 0.087518137457 Long LON CORP US N 2 2028-03-31 Variable 7.47000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 Weatherford International Ltd 947075AT4 167000.00000000 PA USD 167718.10000000 0.034421312719 Long DBT CORP BM N 2 2028-09-15 Fixed 6.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TRANSOCEAN 000000000 -165572.50000000 PA USD -165572.50000000 -0.03398096448 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 165572.50000000 USD 166133.15000000 USD CDS N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 01309QAA6 152000.00000000 PA USD 152252.32000000 0.031247222088 Long DBT CORP US N 2 2028-02-15 Fixed 6.50000000 N N N N N N E.W. Scripps Company (The) 549300U1OW41QPKYW028 E.W. Scripps Company (The) 2020 Term Loan B3 26928BAM1 299700.00000000 PA USD 290568.14000000 0.059634212486 Long LON CORP US N 2 2028-01-07 Variable 7.97000000 N N N N N N Project Investor Holdings, LLC N/A Project Investor Holdings, LLC 000000000 2869.00000000 NS USD 0.03000000 0.000000006156 Long EC CORP US Y 3 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 456000.00000000 PA USD 414193.92000000 0.085006319811 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AE7 75000.00000000 PA USD 75591.75000000 0.015513932400 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAE0 255000.00000000 PA USD 226047.43000000 0.046392424416 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 494152.16000000 0.101416400676 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP SCIENCE APP 000000000 -222500.00000000 PA USD -222500.00000000 -0.04566437420 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 250000.00000000 USD 232508.98750000 USD CDS N N N CNX MIDSTREAM PART LP N/A CNX Midstream Partners LP 12654AAA9 96000.00000000 PA USD 81425.88000000 0.016711289234 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N Caesars Entertainment Corp 549300FA4CTCW903Y781 Caesars Entertainment Corp Term Loan B 12768EAG1 589522.50000000 PA USD 588986.03000000 0.120879453833 Long LON CORP US N 2 2030-02-06 Variable 8.45000000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC Term Loan B 94767KAN1 1429369.97000000 PA USD 1251713.58000000 0.256893111550 Long LON CORP US N 2 2027-10-30 Variable 8.47000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AT6 5000.00000000 PA USD 4406.68000000 0.000904396784 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 8.01000000 0.000001643917 Long EC CORP US N 2 N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC 55760LAB3 696000.00000000 PA USD 563696.52000000 0.115689208223 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ALLIED WORL 000000000 -333900.00000000 PA USD -333900.00000000 -0.06852734628 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 333900.00000000 USD 337322.48000000 USD CDS N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAA8 15000.00000000 PA USD 13955.30000000 0.002864090073 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 1479375.00000000 0.303616780206 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NCR CORPORA 000000000 -98237.50000000 PA USD -98237.50000000 -0.02016159083 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 98237.50000000 USD 98579.56000000 USD CDS N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. Term Loan B4 53803HAM2 1070013.51000000 PA USD 1066450.37000000 0.218870960770 Long LON CORP US N 2 2026-10-17 Variable 6.93000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP PICARD MIDC 000000000 -2315400.00000000 PA USD -2315400.00000000 -0.47519681817 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-19 2315400.00000000 USD 2315400.00000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NORTHROP GR 000000000 -453750.00000000 PA USD -453750.00000000 -0.09312453841 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 453750.00000000 USD 458400.94000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CRESTWOOD M 000000000 -235942.50000000 PA USD -235942.50000000 -0.04842322072 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-19 235942.50000000 USD 236678.84000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP CSC HOLDING 000000000 -292538.75000000 PA USD -292538.75000000 -0.06003864696 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2049-12-31 469000.00000000 USD 326994.39780000 USD CDS N N N GARTNER INC PP55B5R38BFB8O8HH686 Gartner Inc 366651AC1 23000.00000000 PA USD 21486.85000000 0.004409813748 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ARD FINANCE 000000000 -492000.00000000 PA USD -492000.00000000 -0.10097470611 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 492000.00000000 USD 493665.97000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WELLS FARGO 000000000 -1110000.00000000 PA USD -1110000.00000000 -0.22780878819 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 1110000.00000000 USD 1110163.42000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP DISH NETWOR 000000000 -145437.50000000 PA USD -145437.50000000 -0.02984859516 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 179000.00000000 USD 174688.10122000 USD CDS N N N ARDAGH PKG FIN/HLDGS USA N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 000000000 200000.00000000 PA 193709.38000000 0.039755584791 Long DBT CORP XX N 2 2026-08-15 Fixed 2.13000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 Filtration Group Corporation 2023 USD Term Loan 31732FAT3 1104171.35000000 PA USD 1102791.14000000 0.226329291198 Long LON CORP US N 2 2028-10-21 Variable 9.33000000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 Option Care Health Inc 68404LAA0 245000.00000000 PA USD 215638.78000000 0.044256224467 Long DBT CORP US N 2 2029-10-31 Fixed 4.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT SEP23 000000000 -39.00000000 NC USD -45568.24000000 -0.00935211309 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term U.S. Treasury Bond Futures WNU3 Comdty 2023-09-20 -5266963.01000000 USD -45568.24000000 N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 Interpublic Group of Cos Inc/The 460690BQ2 200000.00000000 PA USD 186140.58000000 0.038202216182 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 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2027-03-31 Variable 13.27000000 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 218286.25000000 0.044799573055 Long LON CORP US N 2 2029-11-01 Variable 12.36000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 2021 Term Loan 02376CBJ3 1502399.00000000 PA USD 1532446.98000000 0.314508909441 Long LON CORP KY N 2 2028-04-20 Floating 10.00000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 Match Group Holdings II LLC 57665RAJ5 177000.00000000 PA USD 165956.82000000 0.034059839690 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 50000.00000000 PA USD 40500.00000000 0.008311942271 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TEVA PHARMA 000000000 -159750.00000000 PA USD -159750.00000000 -0.03278599451 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 159750.00000000 USD 159985.19000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VENTAS REAL 000000000 -598000.00000000 PA USD -598000.00000000 -0.12272941922 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2049-12-31 598000.00000000 USD 604164.88000000 USD CDS N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 LCPR Senior Secured Financing DAC 50201DAA1 360000.00000000 PA USD 337410.75000000 0.069247868540 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAA1 158000.00000000 PA USD 126397.27000000 0.025940908927 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 83490.14000000 0.017134943801 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Elmwood CLO I Ltd. N/A Elmwood CLO I Ltd 29001QAE0 250000.00000000 PA USD 245215.60000000 0.050326368181 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 12.96000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 000000000 200000.00000000 PA USD 161250.00000000 0.033093844230 Long DBT CORP BR N 2 2030-01-24 Fixed 4.88000000 N N N N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 Ryan Specialty LLC 78351MAA0 183000.00000000 PA USD 161991.60000000 0.033246045128 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 192302.00000000 0.039466743771 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N GGAM FINANCE LTD N/A GGAM Finance Ltd 36170JAA4 45000.00000000 PA USD 45022.95000000 0.009240201513 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N Voyage Digital (NZ) Limited N/A Voyage Digital (NZ) Limited USD Term Loan B 000000000 426690.00000000 PA USD 424556.55000000 0.087133074931 Long LON CORP US N 3 2029-05-11 Floating 9.36000000 N N N N N N FORMULA ONE HOLDINGS LIMITED 549300BBG8Z3D6QSYP53 Formula One Holdings Limited Term Loan B 000000000 609000.00000000 PA USD 608695.50000000 0.124924490298 Long LON CORP LU N 2 2030-01-15 Variable 8.10000000 N N N N N N ExGen Renewables IV, LLC 5493004JBPWTPTK8LB51 ExGen Renewables IV, LLC 2020 Term Loan 30204KAD8 632146.76000000 PA USD 627487.84000000 0.128781301292 Long LON CORP US N 2 2027-12-15 Variable 8.03000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 Deerfield Dakota Holding, LLC 2020 USD Term Loan B 24440EAB3 2787867.21000000 PA USD 2700244.54000000 0.554179672499 Long LON CORP US N 2 2027-04-09 Variable 8.99000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP SERVICE COR 000000000 -193125.00000000 PA USD -193125.00000000 -0.03963565064 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 193125.00000000 USD 193760.43000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP SWF ESCROW 000000000 -162525.00000000 PA USD -162525.00000000 -0.03335551648 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2049-12-31 330000.00000000 USD 198009.35220000 USD CDS N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 09261HBA4 79000.00000000 PA USD 78795.15000000 0.016171376249 Long DBT CORP US N 2 2025-09-29 Fixed 7.05000000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 Go Daddy Operating Company, LLC 2021 Term Loan B4 38017BAQ9 818680.00000000 PA USD 817099.95000000 0.167695990486 Long LON CORP US N 2 2027-08-10 Floating 7.19000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 Covanta Holding Corp 22303XAA3 142000.00000000 PA USD 122830.00000000 0.025208786894 Long DBT CORP US N 2 2029-12-01 Fixed 4.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CSC HOLDING 000000000 -193050.00000000 PA USD -193050.00000000 -0.03962025816 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 330000.00000000 USD 230843.54700000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CALLON PETR 000000000 -380625.00000000 PA USD -380625.00000000 -0.07811686486 Short RA CORP US N 2 Reverse repurchase N 0.00000000 2023-07-19 380625.00000000 USD 380625.00000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LABL INC 5. 000000000 -150700.00000000 PA USD -150700.00000000 -0.03092863457 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 150700.00000000 USD 151210.29000000 USD CDS N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 Caesars Entertainment Inc 28470RAH5 1144000.00000000 PA USD 1138702.36000000 0.233699463730 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP LIFEPOINT H 000000000 -147688.75000000 PA USD -147688.75000000 -0.03031062627 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 147688.75000000 USD 148153.97000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BH4 72000.00000000 PA USD 66092.44000000 0.013564359157 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 158507.68000000 0.032531029278 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 578245.68000000 0.118675178051 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 194391.47000000 0.039895572265 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MINERVA MER 000000000 -814713.75000000 PA USD -814713.75000000 -0.16720626316 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 814713.75000000 USD 817394.38000000 USD CDS N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 ASG Finance Designated Activity Co 00217AAA4 200000.00000000 PA USD 192750.00000000 0.039558688219 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 197569.08000000 0.040547723151 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 HUB International Limited 2023 Term Loan B 44332EAW6 1762924.74000000 PA USD 1766115.63000000 0.362465460787 Long LON CORP US N 2 2030-06-20 Variable 9.34000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ROCKCLIFF E 000000000 -141855.00000000 PA USD -141855.00000000 -0.02911334743 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 141855.00000000 USD 143107.46000000 USD CDS N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 Molina Healthcare Inc 60855RAK6 80000.00000000 PA USD 68732.70000000 0.014106228014 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 861117.87000000 PA USD 750093.94000000 0.153944136486 Long LON CORP US N 2 2027-04-15 Floating 7.69000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP COMMSCOPE T 000000000 -656851.25000000 PA USD -656851.25000000 -0.13480764620 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 656851.25000000 USD 663558.07000000 USD CDS N N N CORELOGIC INC 54930086CD8K2UIL0516 CoreLogic Inc 21871DAD5 700000.00000000 PA USD 564375.00000000 0.115828454806 Long DBT CORP US N 2 2028-05-01 Fixed 4.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MPT OPERATI 000000000 -760197.50000000 PA USD -760197.50000000 -0.15601772185 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 760197.50000000 USD 760197.50000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CSC HOLDING 000000000 -621718.75000000 PA USD -621718.75000000 -0.12759729282 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 865000.00000000 USD 698950.88050000 USD CDS N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AG1 809000.00000000 PA USD 732280.83000000 0.150288295943 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 5361.00000000 OU Notional Amount -1337.43000000 -0.00027448496 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 -1154.11000000 EUR 5361.00000000 EUR -214.01000000 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 Carnival Corporation USD Term Loan B 000000000 1093418.19000000 PA USD 1091023.60000000 0.223914201984 Long LON CORP PA N 2 2025-06-30 Variable 8.22000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308KL0 245000.00000000 PA USD 241058.60000000 0.049473214007 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc. 2019 Term Loan 02474RAH6 764863.18000000 PA USD 761635.46000000 0.156312838905 Long LON CORP US N 2 2027-01-15 Variable 7.20000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CHS/COMMUNI 000000000 -285500.00000000 PA USD -285500.00000000 -0.05859406218 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 400000.00000000 USD 315090.88000000 USD CDS N N N Veritas US Inc. 549300RFUWCPWS8FQ104 Veritas US Inc. 2021 USD Term Loan B 000000000 1369830.21000000 PA USD 1114055.51000000 0.228641113252 Long LON CORP US N 2 2025-09-01 Floating 10.22000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AN1 15000.00000000 PA USD 12506.05000000 0.002566655941 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 223642.99000000 0.045898953638 Long LON CORP US N 2 2028-02-19 Variable 7.83000000 N N N N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 Modern Land China Co Ltd 000000000 323902.00000000 PA USD 17814.61000000 0.003656148392 Long DBT CORP KY N 2 2027-12-30 Fixed 9.00000000 Y N Y N N N USA COM PART/USA COM FIN N/A USA Compression Partners LP / USA Compression Finance Corp 91740PAF5 452000.00000000 PA USD 431612.27000000 0.088581142519 Long DBT CORP US N 2 2027-09-01 Fixed 6.88000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BB2 330000.00000000 PA USD 230843.55000000 0.047376747195 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP AXALTA COAT 000000000 -349777.50000000 PA USD -349777.50000000 -0.07178593550 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 349777.50000000 USD 353486.89000000 USD CDS N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (TTMTIN) 000000000 20000.00000000 OU Notional Amount -86.26000000 -0.00001770341 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 -561.36000000 EUR 20000.00000000 EUR 530.71000000 N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP WESTERN MID 000000000 -140813.75000000 PA USD -140813.75000000 -0.02889964842 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 140813.75000000 USD 141405.17000000 USD CDS N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAL6 164000.00000000 PA USD 155985.17000000 0.032013326624 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 97777.66000000 0.020067216429 Long DBT CORP IT N 2 2027-05-30 Fixed 2.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CLEAR CHANN 000000000 -192225.00000000 PA USD -192225.00000000 -0.03945094081 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-07-21 192225.00000000 USD 192701.56000000 USD CDS N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 Surgery Center Holdings Inc 86881WAD4 621000.00000000 PA USD 634972.51000000 0.130317403637 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 111327.53000000 0.022848098830 Long DBT CORP NL N 2 2029-09-15 Fixed 7.38000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XBE4 1000000.00000000 PA USD 802172.50000000 0.164632383013 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 286193.60000000 0.058736411895 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 591189.25000000 0.121331627597 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 Emerald Debt Merger Sub LLC 000000000 100000.00000000 PA 108710.83000000 0.022311065266 Long DBT CORP US N 2 2030-12-15 Fixed 6.38000000 N N N N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2007-19 02151AAA8 544850.31000000 PA USD 279576.26000000 0.057378314412 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N Discovery Purchaser Corporation 2549001LSO1ZBIPA5D65 Discovery Purchaser Corporation Term Loan 25471NAC0 473383.10000000 PA USD 451934.11000000 0.092751857604 Long LON CORP US N 2 2029-10-04 Variable 9.62000000 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 Pike Corporation 2021 Incremental Term Loan B 72108PAR5 424083.99000000 PA USD 421882.99000000 0.086584371810 Long LON CORP US N 2 2028-01-21 Variable 8.22000000 N N N N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 Octagon Investment Partners XVII Ltd 67590GBL2 250000.00000000 PA USD 243278.20000000 0.049928749491 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 6.66000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners LP / Antero Midstream Finance Corp 03690AAF3 59000.00000000 PA USD 56244.07000000 0.011543147233 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 1444811.51000000 PA USD 1201606.39000000 0.246609455484 Long LON CORP US N 2 2026-09-25 Variable 8.47000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17327CAR4 430000.00000000 PA USD 433746.31000000 0.089019118255 Long DBT CORP US N 2 2034-05-25 Fixed 6.17000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 Standard Industries Inc. 2021 Term Loan B 85350EAB2 665266.00000000 PA USD 664341.28000000 0.136344848595 Long LON CORP US N 2 2028-09-22 Variable 7.69000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SIRIUS XM R 000000000 -560000.00000000 PA USD -560000.00000000 -0.11493055980 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 560000.00000000 USD 561764.00000000 USD CDS N N N PQ Corporation 254900NH3N3I82Z6Q744 PQ Corporation 2021 Term Loan B 27922JAB2 663460.00000000 PA USD 659830.87000000 0.135419162977 Long LON CORP US N 2 2028-06-09 Variable 7.65000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 Spectrum Brands Inc 84762LAV7 141000.00000000 PA USD 125853.14000000 0.025829235417 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MATTAMY GRO 000000000 -131091.25000000 PA USD -131091.25000000 -0.02690426919 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 131091.25000000 USD 131547.70000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ARCONIC COR 000000000 -351067.50000000 PA USD -351067.50000000 -0.07205068625 Short RA CORP US N 2 Reverse repurchase N 5.16000000 2049-12-31 351067.50000000 USD 351419.74000000 USD CDS N N N TransDigm Inc 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BB2 46000.00000000 PA USD 45402.32000000 0.009318060811 Long DBT CORP US N 2 2026-06-15 Fixed 6.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565ASK0 1500000.00000000 PA USD 1070625.00000000 0.219727733203 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 195613.83000000 0.040146441050 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 197962.00000000 0.040628363358 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 491374.75000000 0.100846384094 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 8.26000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAJ2 450000.00000000 PA USD 411845.47000000 0.084524340038 Long DBT CORP GB N 2 2026-06-27 Fixed 6.75000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAF4 100000.00000000 PA USD 79804.00000000 0.016378425705 Long DBT CORP US N 2 2031-02-01 Fixed 4.38000000 N N N N N N AMERIGAS PART/FIN CORP N/A AmeriGas Partners LP / AmeriGas Finance Corp 030981AM6 272000.00000000 PA USD 276248.64000000 0.056695376502 Long DBT CORP US N 2 2028-06-01 Fixed 9.38000000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 Prime Security Services Borrower, LLC 2021 Term Loan 03765VAK6 754683.35000000 PA USD 753996.59000000 0.154745089610 Long LON CORP US N 2 2026-09-23 Floating 7.94000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGC2 1000000.00000000 PA USD 727220.04000000 0.149249654108 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 1623576.11000000 PA USD 1609369.82000000 0.330296025625 Long LON CORP US N 2 2027-12-01 Variable 8.97000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAD9 65000.00000000 PA USD 57854.86000000 0.011873734727 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 114000.00000000 0.023396578246 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SM ENERGY C 000000000 -156420.00000000 PA USD -156420.00000000 -0.03210256815 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 156420.00000000 USD 156443.46000000 USD CDS N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 000000000 100000.00000000 PA 84079.17000000 0.017255832279 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 88352.00000000 0.018132758607 Long DBT NUSS LK N 2 2024-06-28 Fixed 6.35000000 Y Y N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ROCKET MORT 000000000 -601735.00000000 PA USD -601735.00000000 -0.12349596501 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 601735.00000000 USD 602443.71000000 USD CDS N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 Beacon Roofing Supply Inc 073685AH2 123000.00000000 PA USD 108855.00000000 0.022340653728 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 1535647.72000000 0.315165807369 Long LON CORP US N 2 2029-02-15 Variable 8.59000000 N N N N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 ACI Worldwide Inc 004498AB7 444000.00000000 PA USD 432900.00000000 0.088845427394 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 261000.00000000 PA USD 238815.34000000 0.049012822708 Long DBT CORP CA N 2 2027-02-15 Fixed 4.63000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP NABORS INDU 000000000 -781250.00000000 PA USD -781250.00000000 -0.16033839258 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 781250.00000000 USD 783732.64000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLEAR CHANN 000000000 -1178451.25000000 PA USD -1178451.25000000 -0.24185725333 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 1178451.25000000 USD 1182403.97000000 USD CDS N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272AC8 257000.00000000 PA USD 246138.07000000 0.050515689598 Long DBT CORP US N 2 2028-05-15 Fixed 4.88000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAJ3 103000.00000000 PA USD 99395.65000000 0.020399281601 Long DBT CORP CA N 2 2025-06-01 Fixed 4.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP EQM MIDSTRE 000000000 -337500.00000000 PA USD -337500.00000000 -0.06926618559 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 337500.00000000 USD 338610.47000000 USD CDS N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCZ6 140000.00000000 PA USD 139056.88000000 0.028539080470 Long DBT CORP US N 2 2029-06-08 Fixed 6.31000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP GLOBAL NET 000000000 -72765.00000000 PA USD -72765.00000000 -0.01493378961 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 72765.00000000 USD 72853.13000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SINCLAIR TE 000000000 -224640.00000000 PA USD -224640.00000000 -0.04610357313 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 224640.00000000 USD 225327.96000000 USD CDS N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAC9 151000.00000000 PA USD 117968.75000000 0.024211097280 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 13816.54000000 0.002835611922 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 162742.33000000 0.033400119805 Long DBT CORP US N 2 2025-03-15 Fixed 3.45000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VERTIV GROU 000000000 -411920.00000000 PA USD -411920.00000000 -0.08453963606 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 411920.00000000 USD 411981.79000000 USD CDS N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP BARCLAYS PL 000000000 -246268.75000000 PA USD -246268.75000000 -0.05054250946 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 246268.75000000 USD 246776.34000000 USD CDS N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 Cloud Software Group Inc 18912UAA0 1874000.00000000 PA USD 1636816.22000000 0.335928936548 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 SWP: OIS 3.313500 01-DEC-2042 000000000 1600000.00000000 OU Notional Amount USD -39908.50000000 -0.00819054686 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2042-12-01 37.67000000 USD 0.00000000 USD 1600000.00000000 USD -39946.17000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP MOZART DEBT 000000000 -280032.50000000 PA USD -280032.50000000 -0.05747194998 Short RA CORP US N 2 Reverse repurchase N 5.14000000 2049-12-31 280032.50000000 USD 280352.36000000 USD CDS N N N Churchill Downs Inc 529900FODTBQC8MIS994 Churchill Downs Inc 171484AG3 695000.00000000 PA USD 668194.75000000 0.137135708353 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 714729.82000000 0.146686247006 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MAUSER PACK 000000000 -2531242.50000000 PA USD -2531242.50000000 -0.51949485273 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 2531242.50000000 USD 2534933.90000000 USD CDS N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 Central Garden & Pet Co 153527AM8 15000.00000000 PA USD 14091.53000000 0.002892048984 Long DBT CORP US N 2 2028-02-01 Fixed 5.13000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP NEW FORTRES 000000000 -691976.25000000 PA USD -691976.25000000 -0.14201646033 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 691976.25000000 USD 698085.82000000 USD CDS N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 SRS Distribution Inc 78471RAB2 492000.00000000 PA USD 439245.31000000 0.090147695305 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 103410.36000000 0.021223233151 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 123772.00000000 0.025402116515 Long DBT CORP US N 2 2030-04-01 Fixed 4.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ALEXANDRIA 000000000 -321187.50000000 PA USD -321187.50000000 -0.06591831996 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2049-12-31 321187.50000000 USD 324498.68000000 USD CDS N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership 2021 USD Term Loan AX 000000000 341423.00000000 PA USD 333740.98000000 0.068494710111 Long LON CORP US N 2 2029-01-31 Floating 8.12000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAD9 236000.00000000 PA USD 216912.32000000 0.044517597083 Long DBT CORP BM N 2 2027-09-15 Fixed 5.88000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2005-17 12669G5S6 94418.47000000 PA USD 85230.60000000 0.017492143876 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TENET HEALT 000000000 -139440.00000000 PA USD -139440.00000000 -0.02861770939 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 139440.00000000 USD 139907.70000000 USD CDS N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 Cayuga Park CLO Ltd 149791AS4 250000.00000000 PA USD 246934.75000000 0.050679194738 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 6.91000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CARPENTER T 000000000 -252242.50000000 PA USD -252242.50000000 -0.05176852095 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 252242.50000000 USD 253014.99000000 USD CDS N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 Reynolds Group Holdings Inc. 2020 Term Loan B2 76173FAW7 192893.50000000 PA USD 192717.97000000 0.039552114601 Long LON CORP US N 2 2026-02-05 Variable 8.47000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc. Term Loan B 98310CAC6 0.16000000 PA USD 0.16000000 0.000000032837 Long LON CORP US N 2 2025-05-30 Floating 7.31000000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 Go Daddy Operating Company, LLC 2022 Term Loan B5 38017BAT3 651725.00000000 PA USD 652604.83000000 0.133936140080 Long LON CORP US N 2 2029-11-09 Variable 8.10000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 Mong Duong Finance Holdings BV 000000000 250000.00000000 PA USD 218965.00000000 0.044938875050 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 59701.96000000 0.012252820865 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP YANLORD LAN 000000000 -163750.00000000 PA USD -163750.00000000 -0.03360692708 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-07-21 163750.00000000 USD 163795.94000000 USD CDS N N N ANTERO MIDSTREAM PART/FI N/A Antero Midstream Partners LP / Antero Midstream Finance Corp 03690AAH9 206000.00000000 PA USD 191411.18000000 0.039283917983 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 164928.90000000 0.033848876438 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N GoodRx, Inc. 25490061CWK7F0OTY260 GoodRx, Inc. 1st Lien Term Loan 38245HAC1 307306.90000000 PA USD 306793.70000000 0.062964235154 Long LON CORP US N 2 2025-10-10 Floating 7.94000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CR9 11000.00000000 PA USD 10631.11000000 0.002181856113 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 37173.90000000 0.007629316316 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 1068000.00000000 PA USD 1062660.00000000 0.218093051223 Long LON CORP US N 2 2029-11-22 Variable 9.74000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAN0 156000.00000000 PA USD 152054.62000000 0.031206647496 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 664465.08000000 0.136370256459 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 FOCUS FINANCIAL PARTNERS LLC 000000000 402000.00000000 PA USD 399085.50000000 0.081905571296 Long LON CORP US N 2 2028-06-30 Floating 7.60000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP NEW GOLD IN 000000000 -489137.50000000 PA USD -489137.50000000 -0.10038722624 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 545000.00000000 USD 508910.10000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TELECOM ITA 000000000 -160000.00000000 PA USD -160000.00000000 -0.03283730280 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 160000.00000000 USD 161687.33000000 USD CDS N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 138000.00000000 PA 123835.61000000 0.025415171395 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 36000.00000000 PA USD 33943.32000000 0.006966294230 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP USA COMPRES 000000000 -392947.50000000 PA USD -392947.50000000 -0.08064585026 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 392947.50000000 USD 393477.98000000 USD CDS N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1621.87000000 0.000332861476 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 820000.00000000 EUR 899827.49000000 USD 2023-09-20 1621.87000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TRANSOCEAN 000000000 -169493.75000000 PA USD -169493.75000000 -0.03478573494 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 169493.75000000 USD 170072.01000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LIGHT AND W 000000000 -130500.00000000 PA USD -130500.00000000 -0.02678292509 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 130500.00000000 USD 130925.21000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CRESCENT EN 000000000 -626580.00000000 PA USD -626580.00000000 -0.12859498243 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 626580.00000000 USD 633187.81000000 USD CDS N N N Allegro CLO Ltd 635400R1GOVCHJ4SNX58 Allegro CLO II-S Ltd 01751EAJ7 1000000.00000000 PA USD 945126.30000000 0.193971240621 Long ABS-CBDO CORP KY N 2 2028-10-21 Floating 8.26000000 N N N N N N KOBE US MIDCO 2 INC N/A Kobe US Midco 2 Inc 499894AA1 259000.00000000 PA USD 170940.00000000 0.035082553381 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 234059.19000000 0.048036703097 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ENDEAVOR EN 000000000 -348365.00000000 PA USD -348365.00000000 -0.07149604369 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 348365.00000000 USD 352059.41000000 USD CDS N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc. 2023 Term Loan B6 000000000 515738.98000000 PA USD 515094.31000000 0.105714423932 Long LON CORP US N 3 2030-06-22 Variable 7.72000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A Realogy Group LLC / Realogy Co-Issuer Corp 75606DAQ4 135000.00000000 PA USD 95942.42000000 0.019690564356 Long DBT CORP US N 2 2030-04-15 Fixed 5.25000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAD5 301000.00000000 PA USD 280523.99000000 0.057572820018 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 74498.92000000 0.015289647465 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP SRS DISTRIB 000000000 -533443.75000000 PA USD -533443.75000000 -0.10948033716 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 533443.75000000 USD 534163.90000000 USD CDS N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AX7 196000.00000000 PA USD 174930.00000000 0.035901433619 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 256000.00000000 PA USD 256788.08000000 0.052701424618 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 496404.60000000 0.101878676016 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 Lottomatica SpA/Roma 000000000 100000.00000000 PA 109529.23000000 0.022479028070 Long DBT CORP IT N 2 2028-06-01 Floating 7.59000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 New Fortress Energy Inc 644393AB6 1366000.00000000 PA USD 1222155.15000000 0.250826742073 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP EMERALD DEB 000000000 -2464300.00000000 PA USD -2464300.00000000 -0.50575603309 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 2464300.00000000 USD 2472387.01000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLEAR CHANN 000000000 -399308.75000000 PA USD -399308.75000000 -0.08195138959 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 399308.75000000 USD 400660.85000000 USD CDS N N N TIERRA MOJADA LUX II SRL 254900H2U8PBIY32VI94 Tierra Mojada Luxembourg II Sarl 000000000 182793.30000000 PA USD 155641.18000000 0.031942728475 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 171000.00000000 PA USD 165656.25000000 0.033998152764 Long DBT CORP US N 2 2025-12-15 Fixed 4.63000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B 000000000 498.96000000 PA USD 496.47000000 0.000101892098 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 47954.77000000 0.009841908145 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 304470.00000000 PA USD 304001.12000000 0.062391105185 Long LON CORP US N 2 2029-11-10 Variable 9.07000000 N N N N N N GTCR AP Finance Inc N/A GTCR AP Finance Inc 40060QAA3 304000.00000000 PA USD 297993.69000000 0.061158181447 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP IQVIA INC 5 000000000 -380736.25000000 PA USD -380736.25000000 -0.07813969705 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 380736.25000000 USD 381178.75000000 USD CDS N N N BX Commercial Mortgage Trust 2019-XL N/A BX Commercial Mortgage Trust 2019-XL 056054AA7 1096168.08000000 PA USD 1089350.13000000 0.223570750477 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.18000000 N N N N N N ACProducts, Inc. 254900KTNXVUUHWHBF39 ACProducts, Inc. 2021 Term Loan B 00488YAB2 690919.51000000 PA USD 579163.28000000 0.118863499982 Long LON CORP US N 2 2028-05-17 Floating 9.75000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 Lindblad Expeditions LLC 53523LAA8 305000.00000000 PA USD 290512.50000000 0.059622793314 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP FRONTIER CO 000000000 -430025.00000000 PA USD -430025.00000000 -0.08825538210 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 430025.00000000 USD 431379.58000000 USD CDS N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 Tempur Sealy International Inc 88023UAH4 204000.00000000 PA USD 176602.20000000 0.036244624480 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DEUTSCHE BA 000000000 -1020250.00000000 PA USD -1020250.00000000 -0.20938911364 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 1020250.00000000 USD 1023704.68000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP GENERAL MOT 000000000 -981250.00000000 PA USD -981250.00000000 -0.20138502109 Short RA CORP US N 2 Reverse repurchase N 5.14000000 2049-12-31 981250.00000000 USD 991094.94000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CAPITAL ONE 000000000 -94250.00000000 PA USD -94250.00000000 -0.01934322368 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 94250.00000000 USD 94346.03000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CDI ESCROW 000000000 -499625.00000000 PA USD -499625.00000000 -0.10253960882 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 499625.00000000 USD 501364.67000000 USD CDS N N N MIDAS OPCO HOLDINGS LLC N/A Stagwell Global LLC 59565JAA9 101000.00000000 PA USD 86428.98000000 0.017738091169 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 398352.23000000 0.081755079990 Long DBT CORP US N 2 2025-10-02 Fixed 7.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MADISON IAQ 000000000 -191647.50000000 PA USD -191647.50000000 -0.03933241867 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 191647.50000000 USD 193604.33000000 USD CDS N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 Foundation Building Materials Inc 350392AA4 83000.00000000 PA USD 69305.00000000 0.014223682941 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 1361398.85000000 PA USD 1359207.00000000 0.278954323936 Long LON CORP NL N 2 2028-09-29 Floating 8.06000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ONEMAIN FIN 000000000 -184800.00000000 PA USD -184800.00000000 -0.03792708473 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 184800.00000000 USD 185021.76000000 USD CDS N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 Herc Holdings Inc 42704LAA2 626000.00000000 PA USD 599800.15000000 0.123098869664 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N COLT Funding LLC N/A COLT 2022-9 Mortgage Loan Trust 19688PAA1 290872.48000000 PA USD 291106.98000000 0.059744800313 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.79000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SYNAPTICS I 000000000 -109650.00000000 PA USD -109650.00000000 -0.02250381407 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 109650.00000000 USD 109979.41000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B28 200000.00000000 PA USD 185974.88000000 0.038168209051 Long DBT CORP US N 2 2025-11-13 Fixed 3.38000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAL4 506000.00000000 PA USD 443247.90000000 0.090969159429 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AL6 95000.00000000 PA USD 88685.93000000 0.018201292110 Long DBT CORP US N 2 2026-05-15 Fixed 4.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ROYAL CARIB 000000000 -59221.25000000 PA USD -59221.25000000 -0.01215416324 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 59221.25000000 USD 59292.71000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VICI PROPER 000000000 -269797.50000000 PA USD -269797.50000000 -0.05537138876 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 269797.50000000 USD 272642.74000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP AIR CANADA 000000000 -328280.00000000 PA USD -328280.00000000 -0.06737393602 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 328280.00000000 USD 329302.59000000 USD CDS N N N DirecTV Financing, LLC N/A DirecTV Financing, LLC Term Loan 25460HAB8 1144022.04000000 PA USD 1117171.84000000 0.229280687451 Long LON CORP US N 2 2027-08-02 Variable 10.22000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA Inc 46266TAD0 211000.00000000 PA USD 213083.26000000 0.043731747066 Long DBT CORP US N 2 2030-05-15 Fixed 6.50000000 N N N N N N Spruce Hill Mortgage Loan Trust N/A Spruce Hill Mortgage Loan Trust 2022-SH1 85213XAA9 587328.82000000 PA USD 553629.07000000 0.113623033823 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 828895.71000000 0.170116871379 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 315000.00000000 PA USD 220766.48000000 0.045308598452 Long DBT CORP US N 2 2027-12-15 Fixed 8.88000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 Fantasia Holdings Group Co Ltd 000000000 200000.00000000 PA USD 12000.00000000 0.002462797710 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 82028.40000000 PA USD 81912.74000000 0.016811209042 Long LON CORP US N 2 2026-12-02 Floating 8.79000000 N N N N N N KCAD Holdings Inc N/A KCAD HOLDINGS I LIMITED 000000000 546753936.00000000 NS USD 5467.54000000 0.001122120416 Long EC CORP GB N 3 N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CONSTELLIUM 000000000 -387500.00000000 PA USD -387500.00000000 -0.07952784272 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 387500.00000000 USD 391586.51000000 USD CDS N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 Synaptics Inc 87157DAG4 172000.00000000 PA USD 144199.02000000 0.029594418021 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP RADIATE HOL 000000000 -403750.00000000 PA USD -403750.00000000 -0.08286288128 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 403750.00000000 USD 404986.48000000 USD CDS N N N HPCL-MITTAL ENERGY LTD 3358008CSQJBZUGQXP26 HPCL-Mittal Energy Ltd 000000000 200000.00000000 PA USD 192412.00000000 0.039489319417 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 162075.65000000 PA USD 158834.14000000 0.032598029690 Long LON CORP US N 2 2025-05-09 Floating 9.29000000 N N N N N N CPC Acquisition Corp 254900UFA4AMH3PZZW32 CPC Acquisition Corp Term Loan 12656UAB1 251244.04000000 PA USD 189563.63000000 0.038904739491 Long LON CORP US N 2 2027-12-29 Variable 9.25000000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan 81753HAG6 0.04000000 PA USD 0.02000000 0.000000004104 Long LON CORP US N 2 2023-08-10 None 0.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOXER PAREN 000000000 -502567.50000000 PA USD -502567.50000000 -0.10314350735 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 502567.50000000 USD 507966.61000000 USD CDS N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 Electricite de France SA 000000000 200000.00000000 PA 184369.21000000 0.037838672351 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 213875.43000000 0.043894326605 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 1289406.88000000 PA USD 1280277.88000000 0.262755452603 Long LON CORP US N 2 2027-11-05 Variable 8.65000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A Archrock Partners LP / Archrock Partners Finance Corp 03959KAA8 304000.00000000 PA USD 291840.00000000 0.059895240311 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAP5 21000.00000000 PA USD 20396.25000000 0.004185986482 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 570000.00000000 PA USD 507656.25000000 0.104187887504 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP COMMSCOPE I 000000000 -244000.00000000 PA USD -244000.00000000 -0.05007688677 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 244000.00000000 USD 244768.60000000 USD CDS N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 Open Text Corp 683715AF3 871000.00000000 PA USD 886704.13000000 0.181981075079 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ENLINK MIDS 000000000 -176137.50000000 PA USD -176137.50000000 -0.03614925263 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 176137.50000000 USD 176163.19000000 USD CDS N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 AHP Health Partners Inc 00150LAB7 324000.00000000 PA USD 279362.52000000 0.057334447880 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A GrafTech Global Enterprises Inc 38431AAA4 283000.00000000 PA USD 280877.50000000 0.057645371986 Long DBT CORP US N 2 2028-12-15 Fixed 9.88000000 N N N N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 Block Communications Inc 093645AJ8 92000.00000000 PA USD 76130.00000000 0.015624399139 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 24000.00000000 0.004925595420 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 62890.00000000 0.012907112332 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP HUSKY INJEC 000000000 -338125.00000000 PA USD -338125.00000000 -0.06939445631 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 338125.00000000 USD 339190.09000000 USD CDS N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 Comstock Resources Inc 205768AT1 353000.00000000 PA USD 306464.22000000 0.062896614938 Long DBT CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP REGAL REXNO 000000000 -163231.25000000 PA USD -163231.25000000 -0.03350046239 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 205000.00000000 USD 204827.18090000 USD CDS N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAF7 128000.00000000 PA USD 126586.70000000 0.025979786241 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 2088000.00000000 PA USD 1938344.90000000 0.397812615102 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 760897.58000000 PA USD 758363.79000000 0.155641383790 Long LON CORP US N 2 2028-11-24 Variable 8.61000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP LINDBLAD EX 000000000 -250100.00000000 PA USD -250100.00000000 -0.05132880894 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 250100.00000000 USD 250394.56000000 USD CDS N N N BERKLINE BENCHCRAFT EQ LLC N/A BERKLINE BENCHCRAFT EQ LLC 000000000 3155.00000000 NS USD 0.03000000 0.000000006156 Long EC CORP US N 3 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 7394.00000000 OU Notional Amount -1844.60000000 -0.00037857305 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 -1591.02000000 EUR 7394.00000000 EUR -272.77000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CALPINE COR 000000000 -830000.00000000 PA USD -830000.00000000 -0.17034350828 Short RA CORP US N 2 Reverse repurchase N 5.07000000 2049-12-31 830000.00000000 USD 838212.85000000 USD CDS N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass LLC 92328MAB9 421000.00000000 PA USD 362045.81000000 0.074303799320 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP WESCO DISTR 000000000 -468750.00000000 PA USD -468750.00000000 -0.09620303555 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 468750.00000000 USD 470226.56000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NABORS INDU 000000000 -198690.00000000 PA USD -198690.00000000 -0.04077777308 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2023-07-19 198690.00000000 USD 199388.17000000 USD CDS N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FT0 600000.00000000 PA USD 471527.60000000 0.096773091129 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 684428.94000000 0.140467502183 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOXER PAREN 000000000 -343865.00000000 PA USD -343865.00000000 -0.07057249455 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 343865.00000000 USD 347559.16000000 USD CDS N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 2021 Term Loan B 90932RAJ3 1324440.00000000 PA USD 1321870.59000000 0.271291655182 Long LON CORP US N 2 2028-04-21 Floating 9.29000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MOLINA HEAL 000000000 -116148.75000000 PA USD -116148.75000000 -0.02383757296 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 116148.75000000 USD 117334.69000000 USD CDS N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAK5 207000.00000000 PA USD 206687.57000000 0.042419139509 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 89000.00000000 PA USD 76499.05000000 0.015700140430 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDQ0 250000.00000000 PA USD 246425.00000000 0.050574577143 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 Compass Group Diversified Holdings LLC 20451RAB8 214000.00000000 PA USD 187574.87000000 0.038496580026 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 109980.25000000 0.022571592321 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 1609546.67000000 PA USD 1604186.88000000 0.329232314561 Long LON CORP US N 2 2028-02-11 Variable 8.95000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AF8 501000.00000000 PA USD 467142.37000000 0.095873096596 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 170376.93000000 0.034966992755 Long DBT CORP NL N 2 2030-02-28 Fixed 5.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP WASTE PRO U 000000000 -860320.00000000 PA USD -860320.00000000 -0.17656617716 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 860320.00000000 USD 861352.38000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CCO HOLDING 000000000 -253045.00000000 PA USD -253045.00000000 -0.05193322054 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 253045.00000000 USD 253116.70000000 USD CDS N N N TMK Hawk Parent Corp. 5493005BF4TIZRN1TY89 TMK Hawk Parent Corp. 2020 Super Priority First Out Term Loan A 87258WAK1 168759.96000000 PA USD 166228.56000000 0.034115609744 Long LON CORP US N 3 2024-05-30 Floating 15.00000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 Aeropuertos Dominicanos Siglo XXI SA 007866AC0 200000.00000000 PA USD 192478.00000000 0.039502864804 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 486545.55000000 0.099855272202 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 9.16000000 N N N N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 Dynasty Acquisition Co., Inc. 2020 Term Loan B1 26812CAE6 1105232.77000000 PA USD 1094644.64000000 0.224657359403 Long LON CORP US N 2 2026-04-06 Variable 8.70000000 N N N N N N CHOBANI LLC/FINANCE CORP 549300ISVDMZ91KNTR38 Chobani LLC / Chobani Finance Corp Inc 17027NAA0 1178000.00000000 PA USD 1172123.28000000 0.240558544167 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 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 -108536.04000000 -0.02227519256 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y buy protection 2028-06-21 3555.08000000 USD 0.00000000 USD 3650000.00000000 USD -112091.12000000 N N N ALTERYX INC 549300XWZG0JHL7I0827 Alteryx Inc 02156BAG8 244000.00000000 PA USD 239677.54000000 0.049189774724 Long DBT CORP US N 2 2028-03-15 Fixed 8.75000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370DB3 179000.00000000 PA USD 173478.93000000 0.035603625963 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP TRANSCONTIN 000000000 -252350.00000000 PA USD -252350.00000000 -0.05179058351 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 252350.00000000 USD 255036.13000000 USD CDS N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AX0 174000.00000000 PA USD 165668.43000000 0.034000652504 Long DBT CORP US N 2 2030-06-30 Fixed 7.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WYNN MACAU 000000000 -393750.00000000 PA USD -393750.00000000 -0.08081054986 Short RA CORP US N 2 Reverse repurchase N 5.08000000 2023-07-19 393750.00000000 USD 395027.94000000 USD CDS N N N PECF USS Intermediate Holding III Corporation 254900DIL842DEXPYJ91 PECF USS Intermediate Holding III Corporation Term Loan B 69291LAB2 529643.35000000 PA USD 431659.33000000 0.088590800791 Long LON CORP US N 2 2028-12-15 Floating 9.52000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP FORTRESS TR 000000000 -499356.25000000 PA USD -499356.25000000 -0.10248445242 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 499356.25000000 USD 504836.68000000 USD CDS N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906ABF4 753000.00000000 PA USD 649696.08000000 0.133339168177 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP MINERVA MER 000000000 -109311.25000000 PA USD -109311.25000000 -0.02243429134 Short RA CORP US N 2 Reverse repurchase N 5.14000000 2049-12-31 109311.25000000 USD 109436.11000000 USD CDS 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 3185.00000000 0.000653667558 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 244303.00000000 0.050139072415 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 6.96000000 N N N N N N Level 3 Financing Inc. 254900AE5FEFIJOXWL19 Level 3 Financing Inc. 2019 Term Loan B 52729KAP1 888793.75000000 PA USD 826027.14000000 0.169528145743 Long LON CORP US N 2 2027-03-01 Variable 6.97000000 N N N N N N Precision Medicine Group, LLC 5493005RG0LYTBKL8W81 Precision Medicine Group, LLC 2021 Term Loan 74028HAE5 625279.70000000 PA USD 598705.31000000 0.122874172210 Long LON CORP US N 3 2027-11-18 Variable 8.34000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BL2 415000.00000000 PA USD 370906.25000000 0.076122255265 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 191389.26000000 0.039279419273 Long DBT CORP LR N 2 2027-08-15 Fixed 11.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 000000000 100000.00000000 PA 121240.48000000 0.024882564710 Long DBT CORP US N 2 2024-06-14 Fixed 2.75000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 14879EAE8 365000.00000000 PA USD 334846.60000000 0.068721619978 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 0.000000018470 Long LON CORP US N 3 2049-12-31 None 0.00000000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 OI European Group BV 000000000 115000.00000000 PA 128128.06000000 0.026296124397 Long DBT CORP NL N 2 2028-05-15 Fixed 6.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153AZ5 86000.00000000 PA USD 91246.00000000 0.018726703321 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 281979.91000000 PA USD 281556.94000000 0.057784815592 Long LON CORP US N 2 2026-10-31 Variable 9.50000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 1011778 B.C. Unlimited Liability Company Term Loan B4 000000000 1368406.77000000 PA USD 1357568.99000000 0.278618149996 Long LON CORP CA N 2 2026-11-19 Floating 6.94000000 N N N N N N Amynta Agency Borrower Inc. 5493000GP6HBRVTWBO85 Amynta Agency Borrower Inc. 2023 Term Loan B 57810JAG3 410000.00000000 PA USD 397958.30000000 0.081674232498 Long LON CORP US N 2 2028-02-28 Variable 10.20000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BV0 650000.00000000 PA USD 612228.38000000 0.125649554363 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAC9 108000.00000000 PA USD 103194.23000000 0.021178876112 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP HSBC HOLDIN 000000000 -443125.00000000 PA USD -443125.00000000 -0.09094393627 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 443125.00000000 USD 447710.73000000 USD CDS N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 Science Applications International Corp 808625AA5 289000.00000000 PA USD 268780.39000000 0.055162644085 Long DBT CORP US N 2 2028-04-01 Fixed 4.88000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 Electricite de France SA 28504KAA5 205000.00000000 PA USD 210223.40000000 0.043144809011 Long DBT CORP FR N 2 2033-03-15 Fixed 9.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDT4 856000.00000000 PA USD 858085.05000000 0.176107491355 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 Arconic Corp 03966VAB3 83000.00000000 PA USD 83660.10000000 0.017169825226 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 579311.84000000 PA USD 578622.46000000 0.118752505794 Long LON CORP US N 2 2026-03-02 Variable 8.00000000 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 382815.00000000 0.078566325451 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 441999.24000000 PA USD 442022.75000000 0.090717718045 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 1084921.00000000 PA USD 1053435.29000000 0.216199835001 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 MGM China Holdings Ltd 55300RAG6 200000.00000000 PA USD 180250.00000000 0.036993273938 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N KASIKORNBANK PCL HK 5493004COSQ54937AW41 Kasikornbank PCL/Hong Kong 000000000 200000.00000000 PA USD 188092.00000000 0.038602712241 Long DBT CORP TH N 2 2025-10-14 Fixed 5.28000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP CLYDESDALE 000000000 -435240.00000000 PA USD -435240.00000000 -0.08932567294 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 435240.00000000 USD 436137.08000000 USD CDS N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAC1 226000.00000000 PA USD 189212.85000000 0.038832747809 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 1376647.63000000 PA USD 1342231.44000000 0.275470376411 Long DBT CORP KY N 2 2034-07-05 Fixed 5.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP BOYD GAMING 000000000 -289293.75000000 PA USD -289293.75000000 -0.05937266542 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 289293.75000000 USD 292247.60000000 USD CDS N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAP9 317000.00000000 PA USD 282240.16000000 0.057925034980 Long DBT CORP CA N 2 2029-08-15 Fixed 4.38000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP DCP MIDSTRE 000000000 -157342.50000000 PA USD -157342.50000000 -0.03229189572 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 157342.50000000 USD 157502.81000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP VERSCEND ES 000000000 -1458750.00000000 PA USD -1458750.00000000 -0.29938384664 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 1458750.00000000 USD 1473644.65000000 USD CDS 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 1021277.50000000 0.209599990703 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NRG ENERGY 000000000 -554400.00000000 PA USD -554400.00000000 -0.11378125420 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 554400.00000000 USD 556146.36000000 USD CDS N N N OZLM Ltd 5493002HF6D1C4B1AK86 OZLM XXI Ltd 67112EAA1 250000.00000000 PA USD 206592.00000000 0.042399525378 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 10.79000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 Performance Food Group Inc 71376LAE0 299000.00000000 PA USD 266202.87000000 0.054633651556 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 Home Point Capital Inc 43734LAA4 841000.00000000 PA USD 754027.40000000 0.154751412843 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP LCPR SENIOR 000000000 -274050.00000000 PA USD -274050.00000000 -0.05624414270 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 274050.00000000 USD 276940.09000000 USD CDS N N N Air Canada 4B4HI3CGXMBDC0G6BM51 Air Canada 2021 Term Loan B 000000000 1166418.00000000 PA USD 1164750.02000000 0.239045306847 Long LON CORP CA N 2 2028-08-11 Floating 8.84000000 N N N N N N PUG LLC N/A PUG LLC 2021 Incremental Term Loan B 74530DAG0 110320.00000000 PA USD 99288.00000000 0.020377188253 Long LON CORP US N 3 2027-02-12 Variable 9.45000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corp 144285AL7 81000.00000000 PA USD 79380.00000000 0.016291406852 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 166110.35000000 0.034091349134 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 181872.52000000 0.037326268816 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 219946.90000000 0.045140393473 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 735000.00000000 PA USD 652022.62000000 0.133816651292 Long DBT CORP US N 2 2029-07-01 Fixed 4.88000000 N N N N N N Cable One, Inc. 549300648QS85T0XSH18 Cable One, Inc. 2021 Term Loan B4 12685LAG5 403760.00000000 PA USD 395281.04000000 0.081124770015 Long LON CORP US N 2 2028-05-03 Floating 7.19000000 N N N N N N Chobani, LLC 549300ISVDMZ91KNTR38 Chobani, LLC 2020 Term Loan B 17026YAH2 1884292.87000000 PA USD 1871724.64000000 0.384139929787 Long LON CORP US N 2 2027-10-25 Variable 8.72000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 84859BAB7 256000.00000000 PA USD 257913.60000000 0.052932418625 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP VALARIS LTD 000000000 -502275.00000000 PA USD -502275.00000000 -0.10308347665 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 543000.00000000 USD 544824.48000000 USD CDS N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 Resideo Funding Inc 76119LAB7 59000.00000000 PA USD 48946.45000000 0.010045433748 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ELASTIC NV 000000000 -250040.00000000 PA USD -250040.00000000 -0.05131649495 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 250040.00000000 USD 250886.66000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP STILLWATER 000000000 -147500.00000000 PA USD -147500.00000000 -0.03027188852 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 147500.00000000 USD 147543.02000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCT8 1419000.00000000 PA USD 1382717.73000000 0.283779504937 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 482895.83000000 PA USD 481891.41000000 0.098900088424 Long LON CORP SG N 2 2026-01-29 Floating 9.70000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBL1 491000.00000000 PA USD 439566.15000000 0.090213542307 Long DBT CORP US N 2 2026-09-01 Fixed 3.13000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A Consensus Cloud Solutions Inc 20848VAA3 71000.00000000 PA USD 64432.42000000 0.013223668036 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -1286.44000000 -0.00026402012 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 96000.00000000 GBP 120659.46000000 USD 2023-09-20 -1286.44000000 N N N Matador Resources Co 549300CI3Q2UUK5R4G79 Matador Resources Co 576485AE6 436000.00000000 PA USD 422503.62000000 0.086711745656 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N E2open, LLC 549300WF2BZODU55DR56 E2open, LLC 2020 Term Loan B 26826YAB8 112002.12000000 PA USD 111350.27000000 0.022852765831 Long LON CORP US N 2 2028-02-04 Floating 9.03000000 N N N N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 Black Knight InfoServ LLC 092174AA9 386000.00000000 PA USD 345470.00000000 0.070901893744 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 938375.53000000 0.192585758879 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 12000.00000000 0.002462797710 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 226560.00000000 0.046497620767 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 75400.00000000 0.015474578945 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 66120.80000000 0.013570179569 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP HUB INTERNA 000000000 -1009917.50000000 PA USD -1009917.50000000 -0.20726854220 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 1009917.50000000 USD 1020767.10000000 USD CDS N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370DA5 469000.00000000 PA USD 368954.98000000 0.075721789991 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 377185.08000000 0.077410879277 Long LON CORP US N 2 2028-11-22 Variable 7.97000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ZOOMINFO TE 000000000 -573495.00000000 PA USD -573495.00000000 -0.11770018106 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 573495.00000000 USD 573495.00000000 USD CDS N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 SRS Distribution Inc 78471RAC0 499000.00000000 PA USD 430952.41000000 0.088445717378 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 1056134.71000000 PA USD 1040292.69000000 0.213502537902 Long LON CORP US N 2 2027-02-28 Variable 8.52000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CATALENT PH 000000000 -41375.00000000 PA USD -41375.00000000 -0.00849152127 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 41375.00000000 USD 41499.30000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NEXTERA ENE 000000000 -1211875.00000000 PA USD -1211875.00000000 -0.24871691458 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 1211875.00000000 USD 1224416.22000000 USD CDS N N N HUB International Limited 549300JQT6ATTUNS5E06 HUB International Limited 2018 Term Loan B 44332EAP1 0.02000000 PA USD 0.02000000 0.000000004104 Long LON CORP US N 2 2025-04-25 Floating 8.26000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 NextEra Energy Operating Partners LP 65342QAK8 170000.00000000 PA USD 166265.83000000 0.034123258783 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 1391.35000000 0.000285551132 Long EP CORP US Y N/A N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 023771T32 84000.00000000 PA USD 83499.67000000 0.017136899672 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 61920.00000000 0.012708036184 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 42405.16000000 0.008702944245 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AT8 262000.00000000 PA USD 248900.00000000 0.051082529171 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 310000.39000000 0.063622354220 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CCO HOLDING 000000000 -1058928.75000000 PA USD -1058928.75000000 -0.21732727506 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 1058928.75000000 USD 1059083.18000000 USD CDS N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 Viasat Inc 92552VAL4 67000.00000000 PA USD 62555.22000000 0.012838404381 Long DBT CORP US N 2 2027-04-15 Fixed 5.63000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BM8 900000.00000000 PA USD 872757.00000000 0.179118661760 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N Ciena Corporation W0CZ7N0GH8UIGXDM1H41 Ciena Corporation 2023 Term Loan B 17178HAN2 112717.50000000 PA USD 112717.50000000 0.023133366741 Long LON CORP US N 2 2030-01-18 Variable 7.59000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 Sotheby's 835898AH0 1046000.00000000 PA USD 940764.56000000 0.193076067014 Long DBT CORP US N 2 2027-10-15 Fixed 7.38000000 N N N N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 Sunoco LP / Sunoco Finance Corp 86765LAN7 124000.00000000 PA USD 119241.56000000 0.024472320077 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ONEMAIN FIN 000000000 -262681.25000000 PA USD -262681.25000000 -0.05391089841 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 305000.00000000 USD 299660.12100000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397C92 582000.00000000 PA USD 582533.71000000 0.119555223923 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 James Hardie International Finance DAC 47032FAB5 200000.00000000 PA USD 187382.18000000 0.038457033652 Long DBT CORP IE N 2 2028-01-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) SEP23 000000000 1042.00000000 NC USD -1837715.55000000 -0.37716013737 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU3 Comdty 2023-09-29 113478246.80000000 USD -1837715.55000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AU3 200000.00000000 PA USD 159654.00000000 0.032766292134 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 Arcosa Inc 039653AA8 374000.00000000 PA USD 335104.92000000 0.068774635803 Long DBT CORP US N 2 2029-04-15 Fixed 4.38000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP FIRSTENERGY 000000000 -372427.50000000 PA USD -372427.50000000 -0.07643446618 Short RA CORP US N 2 Reverse repurchase N 5.33000000 2049-12-31 372427.50000000 USD 376303.64000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CSC HOLDING 000000000 -676125.00000000 PA USD -676125.00000000 -0.13876325848 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 676125.00000000 USD 677120.41000000 USD CDS N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2023 Term Loan B11 04649VBC3 469184.10000000 PA USD 445434.00000000 0.091417819602 Long LON CORP US N 2 2028-08-19 Variable 9.45000000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 Playtika Holding Corp 2021 Term Loan 72814CAF5 715462.85000000 PA USD 711978.55000000 0.146121595218 Long LON CORP US N 2 2028-03-13 Floating 7.94000000 N N N N N N NOBLE FINANCE II LLC N/A Noble Finance II LLC 65505PAA5 337000.00000000 PA USD 342621.16000000 0.070317217358 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N Octagon Investment Partners XV Ltd 549300VYCI9AZ4NZBX86 Octagon Investment Partners XV Ltd 67590EBG8 1696559.72000000 PA USD 1686053.77000000 0.346034113664 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 6.24000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CHOBANI LLC 000000000 -506920.00000000 PA USD -506920.00000000 -0.10403678460 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 506920.00000000 USD 507533.94000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP PACIFIC GAS 000000000 -230606.25000000 PA USD -230606.25000000 -0.04732804537 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 230606.25000000 USD 230841.21000000 USD CDS N N N Amneal Pharmaceuticals LLC 54930037VIXE7LRZ1M66 Amneal Pharmaceuticals LLC 2018 Term Loan B 03167DAH7 670903.72000000 PA USD 645187.98000000 0.132413956647 Long LON CORP US N 2 2025-05-04 Variable 8.72000000 N N N N N N BANCO BPM SPA 815600E4E6DCD2D25E30 Banco BPM SpA 000000000 100000.00000000 PA 95226.00000000 0.019543531229 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 233372.50000000 0.047895771551 Long DBT CORP US N 2 2031-12-01 Fixed 4.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ZAYO GROUP 000000000 -452897.50000000 PA USD -452897.50000000 -0.09294957716 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 452897.50000000 USD 454402.13000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP SS+C TECHNO 000000000 -775148.75000000 PA USD -775148.75000000 -0.15908621387 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 775148.75000000 USD 783476.22000000 USD CDS N N N Element Solutions Inc. 549300FLGN6P5CU20J91 Element Solutions Inc. 2019 Term Loan B1 72766TAD1 838363.35000000 PA USD 837575.29000000 0.171898208858 Long LON CORP US N 2 2026-01-31 Variable 7.10000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAE5 378000.00000000 PA USD 332802.54000000 0.068302111120 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP INTERPUBLIC 000000000 -176000.00000000 PA USD -176000.00000000 -0.03612103308 Short RA CORP US N 2 Reverse repurchase N 5.27000000 2049-12-31 176000.00000000 USD 177810.94000000 USD CDS N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 Kontoor Brands Inc 50050NAA1 98000.00000000 PA USD 81833.75000000 0.016794997676 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 439022.23000000 0.090101911896 Long DBT CORP FR N 2 2027-02-01 Fixed 8.13000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 001877AA7 132000.00000000 PA USD 113849.39000000 0.023365668082 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 85327.21000000 0.017511971450 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COHERENT CO 000000000 -297510.00000000 PA USD -297510.00000000 -0.06105891222 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 297510.00000000 USD 298460.38000000 USD CDS N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311RAA4 295000.00000000 PA USD 313077.60000000 0.064253899698 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 1439197.18000000 PA USD 1314304.51000000 0.269738844807 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 103356.69000000 0.021212218288 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 209000.00000000 PA USD 176558.25000000 0.036235604484 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 54887.36000000 0.011264705377 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A Ken Garff Automotive LLC 48850PAA2 122000.00000000 PA USD 107301.76000000 0.022021877402 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 1403901.67000000 0.288127151514 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 110975.00000000 0.022775747990 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 144220.20000000 0.029598764859 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 183856.00000000 0.037733344650 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N Parexel International Corporation 254900PHGVI5379Z9791 Parexel International Corporation 2021 1st Lien Term Loan 71911KAC8 1510601.63000000 PA USD 1497006.22000000 0.307235290893 Long LON CORP US N 2 2028-11-15 Floating 8.35000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP SCIL IV LLC 000000000 -191498.75000000 PA USD -191498.75000000 -0.03930189024 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 191498.75000000 USD 193454.06000000 USD CDS N N N RADIATE HOLDCO / FINANCE N/A Radiate Holdco LLC / Radiate Finance Inc 75026JAE0 1482000.00000000 PA USD 864843.33000000 0.177494514397 Long DBT CORP US N 2 2028-09-15 Fixed 6.50000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP DISH DBS CO 000000000 -725000.00000000 PA USD -725000.00000000 -0.14879402832 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 1000000.00000000 USD 802172.50000000 USD CDS N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 163851AH1 175000.00000000 PA USD 147895.28000000 0.030353013077 Long DBT CORP US N 2 2029-11-15 Fixed 4.63000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2005-AR5 362341MC0 306816.46000000 PA USD 171837.87000000 0.035266826062 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.00000000 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 758571.81000000 0.155684076388 Long LON CORP FR N 2 2028-08-15 Variable 10.49000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DIRECTV FIN 000000000 -292792.50000000 PA USD -292792.50000000 -0.06009072487 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 292792.50000000 USD 293755.87000000 USD CDS N N N Verscend Escrow Corp N/A Verscend Escrow Corp 92535WAA8 1817000.00000000 PA USD 1822618.16000000 0.374061652579 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 684781.71000000 0.140539902279 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CA MAGNUM H 000000000 -292230.00000000 PA USD -292230.00000000 -0.05997528123 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 292230.00000000 USD 295340.63000000 USD CDS N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 Telenet Finance Luxembourg Notes Sarl 000000000 200000.00000000 PA USD 183400.00000000 0.037639758337 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 192537.50000000 0.039515076176 Long DBT CORP XX N 2 2025-11-01 Fixed 3.13000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP ATLAS LUXCO 000000000 -854352.50000000 PA USD -854352.50000000 -0.17534144838 Short RA CORP US N 2 Reverse repurchase N 5.36000000 2049-12-31 1214000.00000000 USD 1021277.50000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UNITED AIRL 000000000 -474375.00000000 PA USD -474375.00000000 -0.09735747197 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 474375.00000000 USD 475920.67000000 USD CDS N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 Viasat Inc 92552VAK6 484000.00000000 PA USD 468991.16000000 0.096252529577 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 385336.11000000 0.079083740779 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CSC HOLDING 000000000 -126500.00000000 PA USD -126500.00000000 -0.02596199252 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 126500.00000000 USD 126518.45000000 USD CDS N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 Churchill Downs Inc 171484AJ7 417000.00000000 PA USD 412308.75000000 0.084619420448 Long DBT CORP US N 2 2031-05-01 Fixed 6.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DIAMONDBACK 000000000 -596732.50000000 PA USD -596732.50000000 -0.12246928621 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 596732.50000000 USD 597586.16000000 USD CDS N N N Regatta XVIII Funding Ltd N/A Regatta XVIII Funding Ltd 75884EAC6 300000.00000000 PA USD 293360.46000000 0.060207289095 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.71000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. Term Loan B 18452RAD7 1602799.79000000 PA USD 1527804.79000000 0.313556178199 Long LON CORP US N 2 2026-08-21 Floating 8.81000000 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 25969.21000000 0.005329742576 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 636214.57000000 0.130572315514 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA Inc 87901JAF2 45000.00000000 PA USD 42966.25000000 0.008818098509 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 204827.18000000 0.042037325823 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SABRE GLBL 000000000 -153238.75000000 PA USD -153238.75000000 -0.03144967021 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 153238.75000000 USD 153699.10000000 USD CDS N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 Rockford Tower CLO 2017-2 Ltd 77340GAQ4 500000.00000000 PA USD 470123.50000000 0.096484923274 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 8.11000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAE8 77000.00000000 PA USD 77000.00000000 0.015802951973 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 324365.61000000 0.066570573463 Long DBT CORP NL N 2 2029-07-15 Fixed 4.13000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SURGERY CEN 000000000 -482827.50000000 PA USD -482827.50000000 -0.09909220511 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 482827.50000000 USD 484277.99000000 USD CDS N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAS0 200000.00000000 PA USD 205218.00000000 0.042117535040 Long DBT CORP NL N 2 2029-09-15 Fixed 7.88000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AZ0 865000.00000000 PA USD 698950.88000000 0.143447885565 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 611158.34000000 PA USD 609532.66000000 0.125096303276 Long LON CORP US N 2 2029-04-14 Variable 8.25000000 N N N N N N ABERTIS FINANCE BV 5493007WHKI5H75YJ358 Abertis Infraestructuras Finance BV 000000000 100000.00000000 PA 97820.65000000 0.020076039402 Long DBT CORP NL N 2 2025-11-24 Fixed 3.25000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 Ziggo BV 98955DAA8 200000.00000000 PA USD 165985.88000000 0.034065803765 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 285553.49000000 0.058605040108 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 600000.00000000 PA USD 612745.20000000 0.125755622956 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 594147.31000000 PA USD 588455.38000000 0.120770546866 Long LON CORP CA N 2 2026-04-06 Variable 8.70000000 N N N N N N EG Group Limited 549300BY1CRYVPEG9R57 EG Group Limited 2021 Term Loan 000000000 232875.86000000 PA USD 231276.00000000 0.047465500268 Long LON CORP US N 2 2026-03-31 Variable 9.41000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 ATI Inc 01741RAH5 171000.00000000 PA USD 165488.17000000 0.033963657177 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 41465.61000000 0.008510117446 Long DBT CORP GB N 2 2026-11-13 Fixed 5.50000000 Y Y N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp 626717AG7 29000.00000000 PA USD 24099.51000000 0.004946018170 Long DBT CORP US N 2 2042-12-01 Fixed 5.88000000 N N N N N N CDS U.S. Intermediate Holdings, Inc. 5493008BEUGNEZWEQK62 CDS U.S. Intermediate Holdings, Inc. 2023 Term Loan B 17276YAG1 483787.50000000 PA USD 479254.41000000 0.098358888627 Long LON CORP US N 2 2030-03-08 Variable 9.49000000 N N N N N N Arcline FM Holdings, LLC 2549000HKCEC1E8UTO17 Arcline FM Holdings, LLC 2021 1st Lien Term Loan 03960DAB9 626460.00000000 PA USD 609232.35000000 0.125034669711 Long LON CORP US N 3 2028-06-23 Floating 10.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ROGERS COMM 000000000 -455756.25000000 PA USD -455756.25000000 -0.09353628740 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 455756.25000000 USD 460607.52000000 USD CDS N N N Magenta Buyer LLC N/A Magenta Buyer LLC 2021 USD 2nd Lien Term Loan 55910RAE3 935736.00000000 PA USD 603549.72000000 0.123868405698 Long LON CORP US N 2 2029-07-27 Floating 13.53000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ZIGGO BOND 000000000 -141787.50000000 PA USD -141787.50000000 -0.02909949419 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 141787.50000000 USD 142263.08000000 USD CDS N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 RRP COLOMBIA (R 000000000 -181500.00000000 PA USD -181500.00000000 -0.03724981536 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 181500.00000000 USD 182102.98000000 USD CDS N N N UNITED AIR 2020-1 A PTT N/A United Airlines 2020-1 Class A Pass Through Trust 90931GAA7 505234.38000000 PA USD 500895.63000000 0.102800384216 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 850250.30000000 PA USD 623003.90000000 0.127861048195 Long LON CORP US N 2 2027-02-18 Variable 9.25000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 2017 Term Loan B1 64072UAE2 471220.25000000 PA USD 453158.38000000 0.093003118383 Long LON CORP US N 2 2025-07-17 Floating 7.44000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAD8 731000.00000000 PA USD 540922.68000000 0.111015261473 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CLEAN HARBO 000000000 -195625.00000000 PA USD -195625.00000000 -0.04014873350 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 195625.00000000 USD 197688.03000000 USD CDS N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 PRA Health Sciences Inc 45569KAA1 484000.00000000 PA USD 438229.88000000 0.089939295415 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 63234.46000000 0.012977806940 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 162512.94000000 0.033353041375 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 248430.00000000 0.050986069594 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 1399926.46000000 0.287311306673 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SRS DISTRIB 000000000 -322478.75000000 PA USD -322478.75000000 -0.06618332725 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 322478.75000000 USD 323456.94000000 USD CDS N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AR0 252000.00000000 PA USD 237299.28000000 0.048701676950 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 1044279.42000000 PA USD 1041021.27000000 0.213652066665 Long LON CORP US N 2 2027-09-07 Variable 6.95000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP WYNN RESORT 000000000 -272218.75000000 PA USD -272218.75000000 -0.05586830951 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 272218.75000000 USD 272535.13000000 USD CDS N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AB3 676000.00000000 PA USD 597552.43000000 0.122637563025 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 285057.99000000 0.058503347086 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 140525.00000000 0.028840387351 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 97290.06000000 0.019967144749 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 LSF11 A5 HoldCo LLC 50221DAA7 133000.00000000 PA USD 111081.46000000 0.022797597110 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 94798.03000000 0.019455697601 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 382075.47000000 0.078414549385 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 1339000.00000000 PA USD 1161849.09000000 0.238449939867 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 351000.00000000 PA USD 326015.82000000 0.066909251247 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP FORD MOTOR 000000000 -330058.75000000 PA USD -330058.75000000 -0.06773899447 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 330058.75000000 USD 331107.60000000 USD CDS N N N Digicel International Finance Limited 5493007V023VOEW4FK27 Digicel International Finance Limited 2017 Term Loan B 000000000 419363.19000000 PA USD 383717.32000000 0.078751511420 Long LON CORP LC N 2 2024-05-28 Floating 8.98000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BANK OF AME 000000000 -135850.00000000 PA USD -135850.00000000 -0.02788092241 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 135850.00000000 USD 137255.86000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP COUNTRY GAR 000000000 -107250.00000000 PA USD -107250.00000000 -0.02201125453 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2023-07-21 107250.00000000 USD 107275.32000000 USD CDS N N N OT MERGER CORP N/A OT Merger Corp 688777AA9 115000.00000000 PA USD 71876.82000000 0.014751505642 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 36479.41000000 0.007486783951 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 285585.65000000 PA USD 281695.97000000 0.057813349156 Long LON CORP US N 2 2027-07-30 Variable 8.47000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397D42 576000.00000000 PA USD 581304.96000000 0.119303043699 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Sterling Bank Trust N/A Sterling COOFS Trust 2004-2 859245AB8 600689.35000000 PA USD 6006.89000000 0.001232812911 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 90114.24000000 0.018494428660 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 Ahead DB Holdings LLC 00867FAA6 150000.00000000 PA USD 121990.50000000 0.025036493671 Long DBT CORP US N 2 2028-05-01 Fixed 6.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP PRA HEALTH 000000000 -336600.00000000 PA USD -336600.00000000 -0.06908147577 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 336600.00000000 USD 337772.02000000 USD CDS N N N KBR INC 254900OFQDXZRKRCV808 KBR Inc 48242WAC0 209000.00000000 PA USD 189672.68000000 0.038927120165 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 125297.20000000 0.025715138104 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 1776559.87000000 PA USD 1737706.51000000 0.356634967813 Long LON CORP US N 2 2028-12-21 Floating 8.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CONSTELLIUM 000000000 -469665.00000000 PA USD -469665.00000000 -0.09639082387 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 469665.00000000 USD 474618.01000000 USD CDS N N N UFC Holdings, LLC 549300JEOTH7UMZ3C491 UFC Holdings, LLC 2021 Term Loan B 90266UAJ2 589271.11000000 PA USD 588204.53000000 0.120719064132 Long LON CORP US N 2 2026-04-29 Floating 8.05000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COLGATE ENE 000000000 -285180.00000000 PA USD -285180.00000000 -0.05852838758 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 285180.00000000 USD 286136.54000000 USD CDS N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 Rockcliff Energy II LLC 77289KAA3 196000.00000000 PA USD 180801.18000000 0.037106394341 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ACI WORLDWI 000000000 -356310.00000000 PA USD -356310.00000000 -0.07312662100 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 356310.00000000 USD 360067.59000000 USD CDS N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BU6 1214000.00000000 PA USD 1231764.46000000 0.252798890962 Long DBT CORP US N 2 2030-05-15 Fixed 10.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FRONTIER CO 000000000 -181560.00000000 PA USD -181560.00000000 -0.03726212935 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 181560.00000000 USD 182151.58000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP ALLIANT HOL 000000000 -517545.00000000 PA USD -517545.00000000 -0.10621738674 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 517545.00000000 USD 518709.48000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP MGM CHINA H 000000000 -196875.00000000 PA USD -196875.00000000 -0.04040527493 Short RA CORP US N 2 Reverse repurchase N 5.05000000 2023-07-21 196875.00000000 USD 196930.23000000 USD CDS N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA Inc 449934AD0 463000.00000000 PA USD 447060.07000000 0.091751543058 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 218400.00000000 0.044822918324 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 163029.01000000 0.033458956043 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ICAHN ENTER 000000000 -434730.00000000 PA USD -434730.00000000 -0.08922100404 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 434730.00000000 USD 434730.00000000 USD CDS N N N VISTAJET MALTA/VM HOLDS N/A VistaJet Malta Finance PLC / Vista Management Holding Inc 92840JAD1 127000.00000000 PA USD 114103.15000000 0.023417748045 Long DBT CORP XX N 2 2027-05-01 Fixed 7.88000000 N N N N N N SCIL IV LLC / SCIL USA H N/A SCIL IV LLC / SCIL USA Holdings LLC 78397UAA8 439000.00000000 PA USD 400210.53000000 0.082136464738 Long DBT CORP US N 2 2026-11-01 Fixed 5.38000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP FAIR ISAAC 000000000 -245875.00000000 PA USD -245875.00000000 -0.05046169891 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 245875.00000000 USD 246649.51000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP VERIZON COM 000000000 -661250.00000000 PA USD -661250.00000000 -0.13571041548 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 661250.00000000 USD 668027.81000000 USD CDS N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 SBA Communications Corp 78410GAG9 721000.00000000 PA USD 611159.33000000 0.125430149872 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 45613.75000000 0.009361453254 Long LON CORP US N 2 2029-05-24 Variable 7.59000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAV5 265000.00000000 PA USD 242117.25000000 0.049690484074 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 181648.77000000 0.037280347900 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 262444.10000000 0.053862227377 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 178718.75000000 0.036679010688 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 38944.69000000 0.007992741112 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -2018.67000000 -0.00041429798 N/A DFE JP N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 178551.05000000 USD 25170940.00000000 JPY 2023-09-20 -2018.67000000 N N N Femur Buyer, Inc. 2549000I18BON7XEKV12 Femur Buyer, Inc. 1st Lien Term Loan 31446JAC9 437053.88000000 PA USD 400450.62000000 0.082185739164 Long LON CORP US N 2 2026-03-05 Floating 10.00000000 N N N N N N WHITE CAP PARENT LLC N/A White Cap Parent LLC 96351CAA4 235000.00000000 PA USD 225113.55000000 0.046200761288 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 43878.13000000 0.009005246507 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 14189.32000000 0.002912118733 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ING GROEP N 000000000 -982187.50000000 PA USD -982187.50000000 -0.20157742716 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1750000.00000000 USD 1245627.46000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP PERFORMANCE 000000000 -202946.25000000 PA USD -202946.25000000 -0.04165129664 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 202946.25000000 USD 202975.85000000 USD CDS N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AP3 495000.00000000 PA USD 487748.25000000 0.100102106103 Long DBT CORP US N 2 2025-04-01 Fixed 5.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ORGANON + C 000000000 -270142.50000000 PA USD -270142.50000000 -0.05544219420 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 270142.50000000 USD 270466.67000000 USD CDS N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CS9 10000.00000000 PA USD 7704.86000000 0.001581292630 Long DBT CORP US N 2 2032-02-15 Fixed 3.88000000 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 OCP CLO 2017-14 Ltd 67097QAE5 300000.00000000 PA USD 294279.84000000 0.060395976341 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 6.88000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 TruGreen Limited Partnership 2020 Term Loan 89787RAH5 973604.58000000 PA USD 893769.00000000 0.183431020551 Long LON CORP US N 2 2027-11-02 Variable 9.20000000 N N N N N N ALBION FINANCING 1SARL / N/A Albion Financing 1 SARL / Aggreko Holdings Inc 013304AA8 200000.00000000 PA USD 188000.00000000 0.038583830792 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 57848.67000000 PA USD 56709.63000000 0.011638695575 Long LON CORP US N 2 2026-05-04 Variable 8.27000000 N N N N N N KRUNG THAI BANK/CAYMAN 54930007ZQMYCRFQGE36 Krung Thai Bank PCL/Cayman Islands 000000000 202000.00000000 PA USD 185357.22000000 0.038041444748 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 0.000000004104 Long DBT CORP US N 3 2022-06-01 None 0.00000000 Y N Y N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HERTZ CORPO 000000000 -61483.75000000 PA USD -61483.75000000 -0.01261850322 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 61483.75000000 USD 61688.01000000 USD CDS N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDH0 81000.00000000 PA USD 75652.91000000 0.015526484459 Long DBT CORP US N 2 2028-06-15 Fixed 4.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ARDAGH META 000000000 -304000.00000000 PA USD -304000.00000000 -0.06239087532 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 304000.00000000 USD 304957.60000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BLOCK INC 3 000000000 -754861.25000000 PA USD -754861.25000000 -0.15492254649 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1133000.00000000 USD 938375.52600000 USD CDS N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 Fortrea Holdings Inc 34965KAA5 196000.00000000 PA USD 200698.12000000 0.041189905864 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 NOVA Chemicals Corp 66977WAQ2 67000.00000000 PA USD 65457.66000000 0.013434081263 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MERLIN ENTE 000000000 -541500.00000000 PA USD -541500.00000000 -0.11113374667 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 600000.00000000 USD 578245.67999999 USD CDS N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AR9 188000.00000000 PA USD 187826.61000000 0.038548245418 Long DBT CORP US N 2 2025-05-01 Fixed 6.38000000 N N N N N N Cornerstone OnDemand, Inc. 549300Z402F16H5EGH48 Cornerstone OnDemand, Inc. 2021 Term Loan 86803YAB9 513500.00000000 PA USD 477878.51000000 0.098076508347 Long LON CORP US N 2 2028-10-16 Variable 9.25000000 N N N N N N GRAHAM PACKAGING/GPC CAP 549300YS0ZFT826HIK72 Graham Packaging Co Inc 384701AA6 60000.00000000 PA USD 51225.00000000 0.010513067725 Long DBT CORP US N 2 2028-08-15 Fixed 7.13000000 N N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 Anchorage Capital CLO 7 Ltd 03328TBG9 1000000.00000000 PA USD 943554.80000000 0.193648716737 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 8.77000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2022-NQM9 Trust 67118LAA9 93872.92000000 PA USD 93743.36000000 0.019239244362 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 1191000.00000000 PA USD 1182975.99000000 0.242785879945 Long DBT CORP CA N 2 2026-06-15 Fixed 7.13000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 Cellnex Telecom SA 000000000 100000.00000000 PA 87027.72000000 0.017860972461 Long DBT CORP ES N 1 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA Cellnex Telecom SA EUR XXXX N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP ENBRIDGE IN 000000000 -1077893.75000000 PA USD -1077893.75000000 -0.22121952160 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 1077893.75000000 USD 1089473.62000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP TRIUMPH GRO 000000000 -813435.00000000 PA USD -813435.00000000 -0.16694382128 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 854000.00000000 USD 871967.30600000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VICI PROPER 000000000 -312570.00000000 PA USD -312570.00000000 -0.06414972335 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 312570.00000000 USD 315866.31000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP NORTHERN TR 000000000 -219821.25000000 PA USD -219821.25000000 -0.04511460592 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 219821.25000000 USD 220077.71000000 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 170000.00000000 0.034889634227 Long DBT CORP US N 2 2028-05-01 Fixed 4.63000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAN4 676000.00000000 PA USD 683121.66000000 0.140199205000 Long DBT CORP US N 2 2025-06-15 Fixed 7.13000000 N N N N N N SERVICE KING (CARNELIAN POINT) N/A SERVICE KING (CARNELIAN POINT) 000000000 1720.00000000 NS USD 0.02000000 0.000000004104 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 0.02000000 N N N SUMMIT MATERIALS LLC/FIN N/A Summit Materials LLC / Summit Materials Finance Corp 86614RAN7 92000.00000000 PA USD 86918.84000000 0.017838626676 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 Northern Oil and Gas Inc 665530AB7 323000.00000000 PA USD 317347.50000000 0.065130224693 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N Adevinta ASA 529900W8V3YLHRSZH763 Adevinta ASA USD Term Loan B 000000000 561874.93000000 PA USD 561756.94000000 0.115291142125 Long LON CORP NO N 2 2028-06-26 Floating 8.29000000 N N N N N N CLARIV SCI HLD CORP N/A Clarivate Science Holdings Corp 18064PAC3 757000.00000000 PA USD 671039.47000000 0.137719539178 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 145576.26000000 0.029877073315 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 1766952.13000000 PA USD 1754530.46000000 0.360087799941 Long LON CORP US N 2 2028-02-17 Variable 8.85000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP BIG RIVER S 000000000 -924401.25000000 PA USD -924401.25000000 -0.18971777348 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 924401.25000000 USD 926306.54000000 USD CDS N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AU3 1250000.00000000 PA USD 1168937.50000000 0.239904716527 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 102004.32000000 0.020934667143 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 302449.33000000 0.062072626447 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NCL CORPORA 000000000 -201272.50000000 PA USD -201272.50000000 -0.04130778767 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 201272.50000000 USD 201954.03000000 USD CDS N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAD3 663000.00000000 PA USD 606647.12000000 0.124504094834 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 440270.25000000 0.090358046962 Long LON CORP US N 2 2029-02-01 Variable 12.98000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXXVII Ltd 55817EAQ9 800000.00000000 PA USD 788493.76000000 0.161825052217 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.91000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AV1 1582000.00000000 PA USD 1590420.99000000 0.326407097697 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 3571400.00000000 0.732969645173 Long EP CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EU4 215000.00000000 PA USD 214408.75000000 0.044003781544 Long DBT CORP US N 2 2026-03-10 Fixed 6.30000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CARNIVAL CO 000000000 -301387.50000000 PA USD -301387.50000000 -0.06185470373 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 301387.50000000 USD 302398.40000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP DARLING ING 000000000 -330925.00000000 PA USD -330925.00000000 -0.06791677768 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 330925.00000000 USD 332054.01000000 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 185298.71000000 0.038029436557 Long LON CORP US N 2 2023-08-10 None 0.00000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems Inc 85205TAL4 32000.00000000 PA USD 31619.51000000 0.006489371402 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 186154.00000000 0.038204970411 Long DBT CORP CN N 2 2026-09-24 Fixed 3.20000000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 Baytex Energy Corp 07317QAJ4 139000.00000000 PA USD 135743.17000000 0.027858997353 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ABBVIE INC 000000000 -931250.00000000 PA USD -931250.00000000 -0.19112336396 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 1000000.00000000 USD 969961.86000000 USD CDS N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP CLEAR CHANN 000000000 -292032.50000000 PA USD -292032.50000000 -0.05993474769 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 292032.50000000 USD 292960.51000000 USD CDS N N N AZZ Inc. 549300HD1X2NFLWPYC83 AZZ Inc. Term Loan B 00247NAG7 109365.00000000 PA USD 109331.10000000 0.022438365227 Long LON CORP US N 2 2029-05-13 Variable 9.45000000 N N N N N N Regatta XXV Funding Ltd N/A Regatta XXV Funding Ltd 758979AA6 500000.00000000 PA USD 490000.00000000 0.100564239831 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 13.66000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TEVA PHARMA 000000000 -157750.00000000 PA USD -157750.00000000 -0.03237552823 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 157750.00000000 USD 158210.10000000 USD CDS N N N Anchorage Capital CLO LTD 549300V7DN3VJ8H1GE96 Anchorage Capital CLO 3-R Ltd 03330BAA8 850000.00000000 PA USD 698475.43000000 0.143350307467 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 10.77000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NOVELIS COR 000000000 -651435.00000000 PA USD -651435.00000000 -0.13369605219 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 651435.00000000 USD 653578.40000000 USD CDS N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 Match Group Holdings II LLC 57665RAL0 198000.00000000 PA USD 169587.00000000 0.034804872939 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N EyeCare Partners, LLC 254900ZAACWK09RJ8W93 EyeCare Partners, LLC 2021 Incremental Term Loan 30233PAH3 193694.27000000 PA USD 138330.64000000 0.028390031953 Long LON CORP US N 2 2028-11-15 Variable 9.25000000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 OWL Rock Core Income Corp 69120VAN1 302000.00000000 PA USD 300471.39000000 0.061666687605 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 114412.36000000 0.023481208185 Long DBT CORP PA N 2 2026-02-01 Fixed 10.13000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDE9 158000.00000000 PA USD 115123.54000000 0.023627165891 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 627999.74000000 PA USD 615439.75000000 0.126308633920 Long LON CORP US N 2 2027-01-08 Variable 9.22000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP OCCIDENTAL 000000000 -321535.00000000 PA USD -321535.00000000 -0.06598963847 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 321535.00000000 USD 322654.57000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CREDIT AGRI 000000000 -140000.00000000 PA USD -140000.00000000 -0.02873263995 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 140000.00000000 USD 141435.00000000 USD CDS N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 Easy Tactic Ltd 000000000 218268.00000000 PA USD 16439.95000000 0.003374022601 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 307376.20000000 0.063083783459 Long LON CORP US N 2 2027-10-02 Variable 8.72000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AT4 175000.00000000 PA USD 151182.50000000 0.031027659568 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 Life Time Inc 53190FAC9 257000.00000000 PA USD 253756.89000000 0.052079323969 Long DBT CORP US N 2 2026-04-15 Fixed 8.00000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAH9 600000.00000000 PA USD 517500.00000000 0.106208151250 Long DBT CORP KY N 2 2028-08-26 Fixed 5.63000000 N N N N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 Madison Park Funding XXV Ltd 55820RAJ1 975503.69000000 PA USD 968992.30000000 0.198869334800 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 6.23000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAN4 378000.00000000 PA USD 345345.15000000 0.070876270386 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 176174.10000000 0.036156764172 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CLEAN HARBO 000000000 -99813.75000000 PA USD -99813.75000000 -0.02048508957 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 99813.75000000 USD 100866.37000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP MICROSTRATE 000000000 -92625.00000000 PA USD -92625.00000000 -0.01900971982 Short RA CORP US N 2 Reverse repurchase N -3.75000000 2023-07-18 92625.00000000 USD 92547.81000000 USD CDS N N N Iridium Satellite LLC 254900615BJ7139TFM33 Iridium Satellite LLC 2021 Term Loan B2 46269KAL8 676390.53000000 PA USD 676147.03000000 0.138767779768 Long LON CORP US N 2 2026-11-04 Variable 7.70000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COMMSCOPE I 000000000 -97762.50000000 PA USD -97762.50000000 -0.02006410509 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 97762.50000000 USD 97776.76000000 USD CDS N N N Genuine Financial Holdings, LLC 5493008VX60Q72RHI784 Genuine Financial Holdings, LLC 2018 1st Lien Term Loan 37190DAF0 299464.73000000 PA USD 298769.97000000 0.061317499831 Long LON CORP US N 2 2025-07-11 Floating 8.94000000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 Precision Drilling Corp 740212AM7 12000.00000000 PA USD 10842.22000000 0.002225182882 Long DBT CORP CA N 2 2029-01-15 Fixed 6.88000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP AMERICAN WA 000000000 -825750.00000000 PA USD -825750.00000000 -0.16947126743 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 825750.00000000 USD 834213.94000000 USD CDS N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAB1 946000.00000000 PA USD 591125.60000000 0.121318564508 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 117311.04000000 PA USD 65694.18000000 0.013482623006 Long LON CORP NL N 2 2025-06-30 Floating 6.19000000 N N Y N N N CONSENSUS CLOUD SOLUTION N/A Consensus Cloud Solutions Inc 20848VAB1 64000.00000000 PA USD 54720.00000000 0.011230357558 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 49858.29000000 0.010232573537 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 1015159.72000000 PA USD 1001201.27000000 0.205479682930 Long LON CORP US N 2 2029-04-05 Variable 9.70000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 Allied Universal Holdco LLC 2021 USD Incremental Term Loan B 01957TAH0 1583957.59000000 PA USD 1537325.88000000 0.315510221420 Long LON CORP US N 2 2028-05-12 Variable 8.95000000 N N N N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 MKS Instruments, Inc. 2022 USD Term Loan B 55314NAS3 756948.12000000 PA USD 756948.12000000 0.155350841387 Long LON CORP US N 2 2029-08-17 Variable 7.94000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AH0 164000.00000000 PA USD 152527.00000000 0.031303595528 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N Cobham Ultra SeniorCo S.a.r.l 254900L6IKLPZKIC4F32 Cobham Ultra SeniorCo S.a.r.l USD Term Loan B 000000000 153840.41000000 PA USD 150811.29000000 0.030951474973 Long LON CORP LU N 2 2029-08-03 Floating 8.56000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ENEL FINANC 000000000 -798750.00000000 PA USD -798750.00000000 -0.16392997258 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 798750.00000000 USD 799681.87000000 USD CDS N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 Lions Gate Capital Holdings LLC 53627NAE1 232000.00000000 PA USD 168014.40000000 0.034482123299 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP MATTEL INC 000000000 -192172.50000000 PA USD -192172.50000000 -0.03944016607 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 219000.00000000 USD 195797.84790000 USD CDS N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BP7 1094000.00000000 PA USD 928259.00000000 0.190509511636 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ALLIED UNIV 000000000 -1446052.50000000 PA USD -1446052.50000000 -0.29677789881 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 1446052.50000000 USD 1447755.63000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TENET HEALT 000000000 -805057.50000000 PA USD -805057.50000000 -0.16522448062 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-19 805057.50000000 USD 805175.58000000 USD CDS N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 SoftBank Group Corp 000000000 100000.00000000 PA 82522.03000000 0.016936255543 Long DBT CORP JP N 2 2032-07-06 Fixed 3.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP IQVIA INC 5 000000000 -385447.50000000 PA USD -385447.50000000 -0.07910660169 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 385447.50000000 USD 389588.38000000 USD CDS N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 Entegris Inc 29362UAC8 169000.00000000 PA USD 152941.55000000 0.031388674927 Long DBT CORP US N 2 2028-04-15 Fixed 4.38000000 N N N N N N CROWN EURO HOLDINGS SA 85OKW2SW05RZFQS1W718 Crown European Holdings SA 000000000 100000.00000000 PA 110074.83000000 0.022591003272 Long DBT CORP FR N 2 2028-05-15 Fixed 5.00000000 N N N N N N NCL FINANCE LTD N/A NCL Finance Ltd 62888HAA7 261000.00000000 PA USD 234904.99000000 0.048210289289 Long DBT CORP BM N 2 2028-03-15 Fixed 6.13000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CLEARWAY EN 000000000 -238560.00000000 PA USD -238560.00000000 -0.04896041847 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 238560.00000000 USD 239311.46000000 USD CDS N N N H.B. Fuller Company JSMX3Z5FOYM8V0Q52357 H.B. Fuller Company 2023 Term Loan B 40409VAS3 149625.00000000 PA USD 150026.00000000 0.030790307438 Long LON CORP US N 2 2030-02-15 Variable 7.60000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (LADLN) 000000000 9000.00000000 OU Notional Amount -319.91000000 -0.00006565613 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Ladbrokes Group Finance PLC Ladbrokes Group Finance PLC Y sell protection 2028-06-21 0.00000000 EUR -568.83000000 EUR 9000.00000000 EUR 300.46000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP LEVEL 3 FIN 000000000 -934780.00000000 PA USD -934780.00000000 -0.19184783695 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 934780.00000000 USD 934915.02000000 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 1005298.82000000 0.206320635993 Long LON CORP US N 2 2026-08-27 Variable 9.99000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 Chile Government International Bond 168863DY1 200000.00000000 PA USD 177440.00000000 0.036416568807 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 288158.00000000 PA USD 285475.16000000 0.058588964196 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BR7 2352000.00000000 PA USD 2360914.08000000 0.484537815843 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CIVITAS RES 000000000 -740155.00000000 PA USD -740155.00000000 -0.15190433659 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 740155.00000000 USD 740155.00000000 USD CDS N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 000000000 100000.00000000 PA 96025.92000000 0.019707701324 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 443549.81000000 0.091031121367 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 986580.00000000 0.202478913741 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TENET HEALT 000000000 -648420.00000000 PA USD -648420.00000000 -0.13307727426 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 648420.00000000 USD 648514.56000000 USD CDS N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP23 000000000 -239.00000000 NC USD 452823.91000000 0.092934474054 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU3 Comdty 2023-09-20 -27295511.41000000 USD 452823.91000000 N N N Sally Holdings, LLC 3GM3SMNQ8UJOJU9DFN26 Sally Holdings, LLC 2023 Term Loan B 79546KAH3 290272.50000000 PA USD 289909.66000000 0.059499070566 Long LON CORP US N 3 2030-02-28 Variable 7.60000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ZIGGO BOND 000000000 -168750.00000000 PA USD -168750.00000000 -0.03463309279 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 168750.00000000 USD 170546.25000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLARIOS GLO 000000000 -1893750.00000000 PA USD -1893750.00000000 -0.38866026363 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2023-07-19 1893750.00000000 USD 1899497.01000000 USD CDS N N N Lonza Group AG 549300Y0CIXN5D40L888 Lonza Group AG USD Term Loan B 000000000 395091.42000000 PA USD 332975.15000000 0.068337536413 Long LON CORP US N 2 2028-07-03 Variable 9.27000000 N N N N N N Cogeco Financing 2 LP 5493002JZGWJIUQ60C59 Cogeco Financing 2 LP 2021 Incremental Term Loan B 19239PAD9 668193.98000000 PA USD 662500.97000000 0.135967155991 Long LON CORP US N 2 2028-09-01 Variable 7.72000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HSBC HOLDIN 000000000 -269306.25000000 PA USD -269306.25000000 -0.05527056798 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 265000.00000000 USD 279676.52150000 USD CDS N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAB3 418000.00000000 PA USD 360003.63000000 0.073884676301 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 756409.41000000 PA USD 748845.32000000 0.153687878280 Long LON CORP US N 2 2028-03-17 Variable 7.20000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496AQ0 108000.00000000 PA USD 108676.08000000 0.022303933414 Long DBT CORP US N 2 2031-02-01 Fixed 6.38000000 N N N N N N PREMIER ENTERTAINMENT SU N/A Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 74052HAB0 116000.00000000 PA USD 85579.00000000 0.017563647103 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 209400.00000000 0.042975820042 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container Inc 69073TAT0 39000.00000000 PA USD 38616.91000000 0.007925469793 Long DBT CORP US N 2 2027-05-13 Fixed 6.63000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 Arches Buyer Inc 039524AA1 110000.00000000 PA USD 95721.16000000 0.019645154471 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A Howard Midstream Energy Partners LLC 442722AB0 263000.00000000 PA USD 264315.00000000 0.054246198063 Long DBT CORP US N 2 2028-07-15 Fixed 8.88000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 Boxer Parent Co Inc 103186AC6 696000.00000000 PA USD 692520.00000000 0.142128055853 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 20468.40000000 PA USD 20002.74000000 0.004105225189 Long LON CORP US N 2 2025-02-14 Floating 8.69000000 N N N N N N Clark Equipment Company 549300X1FKNY520VPF71 Clark Equipment Company 2022 Term Loan B 18143EAK5 163925.00000000 PA USD 163823.37000000 0.033621985042 Long LON CORP US N 2 2029-04-20 Variable 7.84000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 SWAP/CDSWAP/ICE: (CDX.NA.IG.40.V1) 000000000 21170000.00000000 OU Notional Amount USD -324363.25000000 -0.06657008911 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S40 2I65BYEC5 Y buy protection 2028-06-21 0.00000000 USD -140919.86000000 USD 21170000.00000000 USD -183443.39000000 N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AC5 477000.00000000 PA USD 451959.46000000 0.092757060264 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 618052.86000000 0.126844930697 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP MATCH GROUP 000000000 -118383.75000000 PA USD -118383.75000000 -0.02429626903 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 153000.00000000 USD 125756.82000000 USD CDS N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corp 144285AM5 326000.00000000 PA USD 329684.25000000 0.067662134664 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 223330.06000000 0.045834730031 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A Central Parent Inc / CDK Global Inc 15477CAA3 517000.00000000 PA USD 511204.74000000 0.104916155258 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 Emerald Debt Merger Sub LLC 29103CAA6 2594000.00000000 PA USD 2571302.50000000 0.527716492428 Long DBT CORP US N 2 2030-12-15 Fixed 6.63000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 Sensata Technologies Inc 81728UAB0 34000.00000000 PA USD 29086.71000000 0.005969556898 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 SWAP/CDSWAP/SCDS: (CMACG) 000000000 30000.00000000 OU Notional Amount 2901.13000000 0.000595408026 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 1012.55000000 EUR 0.00000000 EUR 30000.00000000 EUR 1789.33000000 N N N ARDAGH METAL PACKAGING N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 03969YAB4 2234000.00000000 PA USD 1769314.15000000 0.363121903098 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 257350.18000000 0.052816786167 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 303455.70000000 PA USD 302223.67000000 0.062026313536 Long LON CORP US N 2 2028-08-25 Floating 8.25000000 N N N N N N NMG PARENT LLC N/A NMG PARENT LLC 62929P102 1330.00000000 NS USD 164032.89000000 0.033664985490 Long EC CORP US N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SWAP/CDSWAP/SCDS: (ADLERR) 000000000 12175.00000000 OU Notional Amount -3037.34000000 -0.00062336283 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 -2679.93000000 EUR 12175.00000000 EUR -503.62000000 N N N SC GAMES HOLDIN/US FINCO N/A Scientific Games Holdings LP/Scientific Games US FinCo Inc 80874DAA4 70000.00000000 PA USD 61600.00000000 0.012642361578 Long DBT CORP US N 2 2030-03-01 Fixed 6.63000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PED6 200000.00000000 PA USD 174796.00000000 0.035873932378 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 12156.88000000 0.002494994685 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 410947.44000000 0.084340034519 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VENTURE GLO 000000000 -276281.25000000 PA USD -276281.25000000 -0.05670206915 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 276281.25000000 USD 276322.69000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ZAYO GROUP 000000000 -1650825.00000000 PA USD -1650825.00000000 -0.33880400249 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 1650825.00000000 USD 1656362.14000000 USD CDS N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAF7 667000.00000000 PA USD 674977.14000000 0.138527679567 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 Cano Health LLC 13782CAA8 78000.00000000 PA USD 48750.00000000 0.010005115697 Long DBT CORP US N 2 2028-10-01 Fixed 6.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ENTEGRIS ES 000000000 -1422900.00000000 PA USD -1422900.00000000 -0.29202623848 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 1422900.00000000 USD 1422900.00000000 USD CDS N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAA7 381000.00000000 PA USD 352311.64000000 0.072306025021 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 1549728.12000000 PA USD 1544195.59000000 0.316920113591 Long LON CORP US N 2 2027-12-01 Variable 9.19000000 N N N N N N Bright Horizons Family Solutions, LLC 254900BHOU40CFNXWQ75 Bright Horizons Family Solutions, LLC 2021 Term Loan B 10919RAN9 751317.41000000 PA USD 747876.38000000 0.153489019679 Long LON CORP US N 2 2028-11-24 Variable 7.47000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAM0 211000.00000000 PA USD 179892.27000000 0.036919855886 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 357300.00000000 PA USD 355363.43000000 0.072932353473 Long LON CORP US N 2 2029-04-28 Variable 7.70000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply LLC 87422VAK4 134000.00000000 PA USD 138690.00000000 0.028463784535 Long DBT CORP US N 2 2030-06-01 Fixed 8.63000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 Energean Israel Finance Ltd 000000000 74000.00000000 PA USD 73809.45000000 0.015148145370 Long DBT CORP IL N 2 2033-09-30 Fixed 8.50000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 Unique Pub Finance Co PLC/The 000000000 32594.11000000 PA 40448.63000000 0.008301399445 Long ABS-O CORP GB N 2 2027-06-30 Fixed 5.66000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DJ6 1000000.00000000 PA USD 917277.15000000 0.188255672050 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TEVA PHARMA 000000000 -303500.00000000 PA USD -303500.00000000 -0.06228825875 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 303500.00000000 USD 306700.66000000 USD CDS N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAM1 303000.00000000 PA USD 300009.84000000 0.061571962248 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 506000.00000000 PA USD 516226.26000000 0.105946737587 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 266439.58000000 0.054682232293 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 76180.59000000 0.015634781884 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 Vail Resorts Inc 91879QAL3 154000.00000000 PA USD 154184.04000000 0.031643675054 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 309998.53000000 0.063621972486 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 303913.42000000 0.062373106238 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AP0 200000.00000000 PA USD 159000.00000000 0.032632069659 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 894000.00000000 PA USD 712755.45000000 0.146281040847 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 55803.27000000 0.011452680464 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 647451.41000000 PA USD 593110.81000000 0.121725995395 Long LON CORP US N 2 2025-10-01 Variable 8.97000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP OPEN TEXT C 000000000 -850313.75000000 PA USD -850313.75000000 -0.17451256303 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 850313.75000000 USD 857821.31000000 USD CDS N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 77586RAN0 122000.00000000 PA USD 118953.66000000 0.024413233455 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 414344.00000000 0.085037121201 Long DBT CORP FI N 2 2029-03-01 Fixed 3.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP BANK OF AME 000000000 -1740922.50000000 PA USD -1740922.50000000 -0.35729499554 Short RA CORP US N 2 Reverse repurchase N 5.29000000 2049-12-31 1929000.00000000 USD 1904887.50000000 USD CDS N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AG8 131000.00000000 PA USD 113820.03000000 0.023359642437 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 1633000.00000000 PA USD 1508683.96000000 0.309631950170 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HDA0 100000.00000000 PA USD 99283.54000000 0.020376272914 Long DBT CORP US N 2 2034-06-08 Fixed 6.38000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP TEVA PHARMA 000000000 -407550.00000000 PA USD -407550.00000000 -0.08364276723 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 570000.00000000 USD 507656.25000000 USD CDS N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AM3 145000.00000000 PA USD 107300.00000000 0.022021516191 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 362833.93000000 0.074465547664 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 368225.05000000 PA USD 329193.19000000 0.067561352877 Long LON CORP US N 2 2025-08-04 Floating 11.04000000 N N N N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 Capstone Borrower Inc 140944AA7 304000.00000000 PA USD 300203.04000000 0.061611613291 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco, LLC 2022 Incremental Term Loan 48254EAF8 358100.25000000 PA USD 355862.12000000 0.073034701189 Long LON CORP US N 2 2028-09-22 Variable 9.10000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAG8 186000.00000000 PA USD 164145.00000000 0.033687994177 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAP9 636000.00000000 PA USD 648755.62000000 0.133146154616 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N Symphony CLO Ltd N/A Symphony CLO XXXII Ltd 87168NAE4 300000.00000000 PA USD 294545.79000000 0.060450558095 Long ABS-CBDO CORP BM N 2 2035-04-23 Floating 6.92000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP GATES GLOBA 000000000 -317200.00000000 PA USD -317200.00000000 -0.06509995280 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 317200.00000000 USD 318304.47000000 USD CDS N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 000000000 200000.00000000 PA 207676.38000000 0.042622076093 Long DBT CORP XX N 2 2026-05-15 Fixed 4.38000000 N N N N N N ORGANON & CO/ORG N/A Organon & Co / Organon Foreign Debt Co-Issuer BV 68622TAA9 428000.00000000 PA USD 379863.23000000 0.077960524418 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAR2 200000.00000000 PA USD 208350.00000000 0.042760325242 Long DBT CORP NL N 2 2031-09-15 Fixed 8.13000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A Legacy LifePoint Health LLC 53219LAS8 253000.00000000 PA USD 195762.55000000 0.040176963323 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 224074.73000000 0.045987560995 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 8.37000000 N N N N N N XPO ESCROW SUB LLC N/A XPO Escrow Sub LLC 98379JAA3 85000.00000000 PA USD 86855.60000000 0.017825647732 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP SOUTHWESTER 000000000 -194355.00000000 PA USD -194355.00000000 -0.03988808741 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 194355.00000000 USD 194944.54000000 USD CDS N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 Naked Juice LLC Term Loan 62984CAD5 2207705.32000000 PA USD 2049412.85000000 0.420607439513 Long LON CORP US N 2 2029-01-24 Floating 8.59000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UBER TECHNO 000000000 -508587.50000000 PA USD -508587.50000000 -0.10437901086 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 508587.50000000 USD 510358.37000000 USD CDS N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 Applied Systems, Inc. 2022 Extended 1st Lien Term Loan 03827FBB6 244914.42000000 PA USD 245144.64000000 0.050311804837 Long LON CORP US N 2 2026-09-18 Variable 9.74000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 Telecom Italia SpA/Milano 000000000 150000.00000000 PA 161355.79000000 0.033115555844 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 9000.00000000 0.001847098282 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 646685.68000000 PA USD 645269.44000000 0.132430674939 Long LON CORP US N 2 2027-09-01 Variable 8.20000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 Constellium SE 000000000 100000.00000000 PA 106400.76000000 0.021836962340 Long DBT CORP FR N 2 2026-02-15 Fixed 4.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORTRESS TR 000000000 -454983.75000000 PA USD -454983.75000000 -0.09337774480 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-19 454983.75000000 USD 455049.47000000 USD CDS N N N Bain Capital Credit CLO, Limited N/A Bain Capital Credit CLO 2020-2 Ltd 05683EAU6 300000.00000000 PA USD 265017.45000000 0.054390364084 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 8.57000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems Inc 85205TAN0 607000.00000000 PA USD 649839.03000000 0.133368506254 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 -2162.75000000 -0.00044386797 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 -3022.32000000 EUR 21917.00000000 EUR 1138.63000000 N N N ASHLAND INC 529900E4L9R04SB8HB11 Ashland Inc 04433LAA0 164000.00000000 PA USD 130993.34000000 0.026884174816 Long DBT CORP US N 2 2031-09-01 Fixed 3.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HERC HOLDIN 000000000 -460892.50000000 PA USD -460892.50000000 -0.09459041613 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 460892.50000000 USD 460959.71000000 USD CDS N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 WR Grace Holdings LLC 92943GAA9 1131000.00000000 PA USD 926628.30000000 0.190174837951 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 786743.41000000 0.161465822386 Long LON CORP US N 3 2024-08-28 Floating 9.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NATWEST GRO 000000000 -893193.75000000 PA USD -893193.75000000 -0.18331296018 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 893193.75000000 USD 902789.38000000 USD CDS N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2020 Term Loan B8 04649VAX8 747181.97000000 PA USD 718415.46000000 0.147442662486 Long LON CORP US N 2 2026-12-23 Floating 8.79000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 Staples Inc 855030AN2 214000.00000000 PA USD 176745.38000000 0.036274009762 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 691544.49000000 0.141927848870 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 58174.00000000 0.011939232832 Long DBT NUSS UA N 2 2030-11-01 Fixed 9.75000000 Y Y N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP BALL CORPOR 000000000 -182867.50000000 PA USD -182867.50000000 -0.03753047168 Short RA CORP US N 2 Reverse repurchase N 0.00000000 2049-12-31 182867.50000000 USD 182867.50000000 USD CDS N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 65412JAU7 200000.00000000 PA USD 179616.00000000 0.036863156125 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXXVIII Ltd 55821KAE6 250000.00000000 PA USD 243750.00000000 0.050025578487 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 6.91000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP US FOODS IN 000000000 -265487.50000000 PA USD -265487.50000000 -0.05448683392 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 265487.50000000 USD 265800.19000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ORACLE CORP 000000000 -511231.25000000 PA USD -511231.25000000 -0.10492159598 Short RA CORP US N 2 Reverse repurchase N 5.31000000 2049-12-31 511231.25000000 USD 516531.87000000 USD CDS N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-) 000000000 2318000.00000000 OU Notional Amount USD -669225.92000000 -0.13734733861 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 -432373.34000000 USD 2318000.00000000 USD -236852.58000000 N N N Madison Park Funding Ltd 549300FNRP3W5DX0O430 Madison Park Funding XXVI Ltd 55819YAG5 250000.00000000 PA USD 235195.00000000 0.048269808953 Long ABS-CBDO CORP KY N 2 2030-07-29 Floating 8.30000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (TKAGR) 000000000 20000.00000000 OU Notional Amount 42.77000000 0.000008777821 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 thyssenkrupp AG thyssenkrupp AG Y sell protection 2023-12-21 0.00000000 EUR -200.90000000 EUR 20000.00000000 EUR 239.11000000 N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 Callon Petroleum Co 13123XBD3 1033000.00000000 PA USD 1021543.20000000 0.209654521149 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 592494.64000000 0.121599536889 Long LON CORP NL N 2 2026-12-15 Variable 11.43000000 N N N N N N SOTHEBY'S/BIDFAIR HLD N/A Sotheby's/Bidfair Holdings Inc 83600GAA2 653000.00000000 PA USD 507707.50000000 0.104198405702 Long DBT CORP US N 2 2029-06-01 Fixed 5.88000000 N N N N N N MH Sub I, LLC N/A MH Sub I, LLC 2021 2nd Lien Term Loan 55303BAD5 1004616.00000000 PA USD 870881.52000000 0.178733751106 Long LON CORP US N 2 2029-02-23 Variable 11.35000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AL3 18000.00000000 PA USD 17904.89000000 0.003674676841 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 308688.49000000 0.063353108860 Long LON CORP US N 2 2028-10-30 Floating 7.85000000 N N N N N N Viad Corp 549300PXU4ZW7LPO5Y40 Viad Corp Initial Term Loan 92553BAL7 548757.34000000 PA USD 532294.62000000 0.109244497605 Long LON CORP US N 2 2028-07-30 Variable 10.22000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Security Corp/The 00109LAA1 27000.00000000 PA USD 23321.25000000 0.004786293424 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP POST HOLDIN 000000000 -92040.00000000 PA USD -92040.00000000 -0.01888965843 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 92040.00000000 USD 92981.59000000 USD CDS N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAH4 372000.00000000 PA USD 266032.94000000 0.054598776288 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 New Fortress Energy Inc 644393AA8 854000.00000000 PA USD 801081.89000000 0.164408553695 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP VIASAT INC 000000000 -292000.00000000 PA USD -292000.00000000 -0.05992807761 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 292000.00000000 USD 293016.73000000 USD CDS N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 Element Solutions Inc 28618MAA4 1508000.00000000 PA USD 1315543.16000000 0.269993056839 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GOLDMAN SAC 000000000 -518300.00000000 PA USD -518300.00000000 -0.10637233776 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 518300.00000000 USD 519932.65000000 USD CDS N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 RRP VENTURE GLO 000000000 -1167315.00000000 PA USD -1167315.00000000 -0.23957172575 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-19 1167315.00000000 USD 1170264.09000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP FORD MOTOR 000000000 -542715.00000000 PA USD -542715.00000000 -0.11138310493 Short RA CORP US N 2 Reverse repurchase N 5.39000000 2049-12-31 542715.00000000 USD 543365.05000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP VENTURE GLO 000000000 -551950.00000000 PA USD -551950.00000000 -0.11327843301 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 551950.00000000 USD 552762.59000000 USD CDS N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAJ2 324000.00000000 PA USD 317204.39000000 0.065100853778 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP PDC ENERGY 000000000 -212381.25000000 PA USD -212381.25000000 -0.04358767134 Short RA CORP US N 2 Reverse repurchase N 5.19000000 2049-12-31 212381.25000000 USD 212809.91000000 USD CDS N N N CD&R Firefly Bidco Limited 213800OAU5VX61DYZ558 CD&R Firefly Bidco Limited 2023 GBP Term Loan B5 000000000 1000000.00000000 PA 1226666.94000000 0.251752710913 Long LON CORP GB N 2 2028-06-21 Variable 10.28000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAK9 168000.00000000 PA USD 149567.80000000 0.030696269612 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 0.001308359231 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 199187.39000000 0.040879853998 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP MODIVCARE I 000000000 -164315.00000000 PA USD -164315.00000000 -0.03372288381 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 164315.00000000 USD 164556.91000000 USD CDS N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFB6 100000.00000000 PA USD 98704.19000000 0.020257371092 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 282606.30000000 0.058000179043 Long LON CORP US N 2 2028-05-04 Variable 8.47000000 N N N N N N Jeld-Wen Inc. 549300XWE6NM0N1HFW16 Jeld-Wen Inc. 2021 Term Loan B 47579SAU4 332556.48000000 PA USD 330271.82000000 0.067782723502 Long LON CORP US N 2 2028-07-28 Floating 7.47000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 LBM Acquisition LLC Term Loan B 50179JAB4 390829.15000000 PA USD 374586.29000000 0.076877521439 Long LON CORP US N 2 2027-12-17 Variable 8.94000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR 000000000 -249000.00000000 PA USD -249000.00000000 -0.05110305248 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2023-07-19 249000.00000000 USD 249839.96000000 USD CDS N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2 26483NAS9 302175.00000000 PA USD 301041.84000000 0.061783762851 Long LON CORP US N 2 2029-01-18 Variable 8.33000000 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 123705.28000000 0.025388423359 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 188000.00000000 PA USD 181711.21000000 0.037293162658 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 110296.95000000 0.022636589658 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 1101568.03000000 0.226078268489 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 606823.48000000 PA USD 604547.89000000 0.124073263264 Long LON CORP US N 2 2029-07-02 Variable 7.97000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 Halliburton Co 406216BG5 3000.00000000 PA USD 2897.46000000 0.000594654821 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 423832.50000000 0.086984475874 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BLACK KNIGH 000000000 -386000.00000000 PA USD -386000.00000000 -0.07921999301 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 386000.00000000 USD 390108.76000000 USD CDS N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAA3 3882000.00000000 PA USD 2741678.80000000 0.562683355887 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 129082.62000000 0.026492031746 Long LON CORP US N 2 2027-03-31 Variable 9.49000000 N N N N N N Neuberger Berman CLO Ltd 5493008RV69QDGFCMY47 Neuberger Berman Loan Advisers NBLA CLO 52 Ltd 64135FAG5 500000.00000000 PA USD 500150.60000000 0.102647479368 Long ABS-CBDO CORP JE N 2 2035-10-24 Floating 10.82000000 N N N N N N CP Atlas Buyer, Inc. 2549006ZZ07G0NDDCR36 CP Atlas Buyer, Inc. 2021 Term Loan B 12658HAG7 796257.21000000 PA USD 747685.52000000 0.153449848881 Long LON CORP US N 2 2027-11-23 Variable 8.95000000 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 634006.03000000 0.130119049909 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP UNION PACIF 000000000 -453750.00000000 PA USD -453750.00000000 -0.09312453841 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 453750.00000000 USD 458400.94000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CLARIVATE S 000000000 -500425.00000000 PA USD -500425.00000000 -0.10270379534 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 500425.00000000 USD 502167.45000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP CVS HEALTH 000000000 -887500.00000000 PA USD -887500.00000000 -0.18214441398 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 887500.00000000 USD 896596.88000000 USD CDS N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AS1 133000.00000000 PA USD 130173.75000000 0.026715967785 Long DBT CORP US N 2 2025-02-15 Fixed 5.13000000 N N N N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 Levi Strauss & Co 52736RBJ0 16000.00000000 PA USD 13240.00000000 0.002717286806 Long DBT CORP US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Ziggo Financing Partnership N/A Ziggo Financing Partnership USD Term Loan I 000000000 510000.00000000 PA USD 501620.70000000 0.102949192610 Long LON CORP US N 2 2028-04-30 Floating 7.69000000 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 499593.04000000 0.102533049577 Long DBT CORP US N 2 2026-04-01 Fixed 6.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP BLOCK INC 2 000000000 -408750.00000000 PA USD -408750.00000000 -0.08388904700 Short RA CORP US N 2 Reverse repurchase N 4.45000000 2023-07-19 408750.00000000 USD 408851.05000000 USD CDS N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAE7 149000.00000000 PA USD 123258.76000000 0.025296782657 Long DBT CORP US N 2 2029-02-01 Fixed 4.13000000 N N N N N N Ingersoll-Rand Services Company 549300YHGS5RRRQQ4T26 Ingersoll-Rand Services Company 2020 USD Spinco Term Loan 365556AU3 561660.48000000 PA USD 560610.17000000 0.115055786914 Long LON CORP US N 2 2027-03-01 Variable 6.95000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 64 CLO Ltd 26251LAJ3 250000.00000000 PA USD 228467.50000000 0.046889102987 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 7.91000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAG0 620000.00000000 PA USD 466550.00000000 0.095751522639 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 73712.45000000 0.015128237755 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 192949.59000000 0.039599650702 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Cloudera, Inc. 549300PGONC4JOI0RG62 Cloudera, Inc. 2021 Second Lien Term Loan 74339VAE8 457000.00000000 PA USD 411300.00000000 0.084412391515 Long LON CORP US N 3 2029-10-08 Variable 11.08000000 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 287850.00000000 0.059076360072 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 0.48000000 PA USD 0.48000000 0.000000098511 Long LON CORP US N 2 2024-09-13 Floating 8.97000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AL8 99000.00000000 PA USD 82789.92000000 0.016991235450 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP DT MIDSTREA 000000000 -236570.00000000 PA USD -236570.00000000 -0.04855200452 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 236570.00000000 USD 238650.96000000 USD CDS N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAM1 103000.00000000 PA USD 88150.76000000 0.018091457489 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP NORDEA BANK 000000000 -390600.00000000 PA USD -390600.00000000 -0.08016406546 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 390600.00000000 USD 394642.17000000 USD CDS N N N REGIONAL MGMT ISSUANCE N/A REGIONAL MGMT ISSUANCE 75907WAA3 980000.00000000 PA USD 846524.00000000 0.173734780733 Long ABS-O CORP US N 3 2033-10-17 Fixed 3.88000000 N N N N N N CRESTWOOD MID PARTNER LP N/A Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 226373AQ1 52000.00000000 PA USD 49296.00000000 0.010117172993 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 134038.22000000 0.027509085107 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 100771.26000000 0.020681602364 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 296321.02000000 0.060814894127 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 207516.27000000 0.042589216214 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 1953750.00000000 0.400974252186 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NGL ENERGY 000000000 -128677.50000000 PA USD -128677.50000000 -0.02640888769 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 128677.50000000 USD 129100.88000000 USD CDS N N N Bally's Corporation 549300NS4D5IK406VT62 Bally's Corporation 2021 Term Loan B 05875CAB0 298027.50000000 PA USD 290880.80000000 0.059698380680 Long LON CORP US N 2 2028-10-02 Floating 8.40000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CHESAPEAKE 000000000 -388040.00000000 PA USD -388040.00000000 -0.07963866862 Short RA CORP US N 2 Reverse repurchase N 5.16000000 2049-12-31 388040.00000000 USD 388429.33000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP WHITE CAP B 000000000 -752917.50000000 PA USD -752917.50000000 -0.15452362457 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2049-12-31 752917.50000000 USD 760412.17000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP KINETIK HOL 000000000 -407415.00000000 PA USD -407415.00000000 -0.08361506075 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 407415.00000000 USD 407903.90000000 USD CDS N N N Pilot Travel Centers LLC 549300115UILLXNE1Z49 Pilot Travel Centers LLC 2021 Term Loan B 72165NBH1 754865.10000000 PA USD 752977.94000000 0.154536028869 Long LON CORP US N 2 2028-08-04 Variable 7.20000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 SRS Distribution Inc. 2021 Term Loan B 78466YAN8 1810326.25000000 PA USD 1755563.88000000 0.360299891975 Long LON CORP US N 2 2028-06-02 Floating 8.69000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAF7 105000.00000000 PA USD 101661.57000000 0.020864323483 Long DBT CORP US N 2 2030-10-01 Fixed 7.50000000 N N N N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAN2 153000.00000000 PA USD 149480.17000000 0.030678285032 Long DBT CORP US N 2 2030-04-15 Fixed 8.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR 000000000 -141250.00000000 PA USD -141250.00000000 -0.02898918138 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 141250.00000000 USD 141714.75000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP WYNN RESORT 000000000 -529505.00000000 PA USD -529505.00000000 -0.10867197512 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 529505.00000000 USD 531126.61000000 USD CDS N N N ATS CORP 5493005KP4RP3IU7HQ41 ATS Corp 001940AC9 108000.00000000 PA USD 96663.99000000 0.019838654435 Long DBT CORP CA N 2 2028-12-15 Fixed 4.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP CAESARS ENT 000000000 -152950.00000000 PA USD -152950.00000000 -0.03139040914 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 152950.00000000 USD 153127.76000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CAPITAL ONE 000000000 -132475.00000000 PA USD -132475.00000000 -0.02718826055 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 132475.00000000 USD 132609.98000000 USD CDS N N N Voya CLO Ltd N/A Voya CLO 2019-3 Ltd 92918FAG9 500000.00000000 PA USD 494125.10000000 0.101410847067 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 6.91000000 N N N N N N Belron Finance US LLC N/A Belron Finance US LLC 2023 Term Loan 08078UAH6 220000.00000000 PA USD 219863.60000000 0.045123297552 Long LON CORP LU N 2 2029-04-18 Variable 7.83000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BA1 200000.00000000 PA USD 175668.00000000 0.036052895679 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 173071.02000000 0.035519909312 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 -751.82000000 -0.00015429838 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 -5465.43000000 EUR 40000.00000000 EUR 4975.85000000 N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 Rolls-Royce PLC 77578JAC2 1018000.00000000 PA USD 995353.89000000 0.204279606757 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N DARLING GLOBAL FINANCE 724500R2BQXOR6YG2Y67 Darling Global Finance BV 000000000 120000.00000000 PA 127670.44000000 0.026202205607 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 165797.67000000 0.034027176835 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 321625.63000000 0.066008238757 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 1462554.67000000 PA USD 1266250.58000000 0.259876585743 Long LON CORP US N 2 2028-05-25 Variable 9.78000000 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 171793.58000000 0.035257736287 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 RRP CLARIOS GLO 000000000 -648375.00000000 PA USD -648375.00000000 -0.13306803877 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 648375.00000000 USD 649711.37000000 USD CDS N N N Mileage Plus Holdings LLC N/A Mileage Plus Holdings LLC 2020 Term Loan B 59921PAB2 1232826.98000000 PA USD 1279316.89000000 0.262558225605 Long LON CORP US N 2 2027-06-21 Floating 10.76000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 106 CLO Ltd 26254TAA2 500000.00000000 PA USD 500090.35000000 0.102635114071 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 59368.75000000 0.012184435129 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 Garda World Security Corp 36257BAA7 68000.00000000 PA USD 65694.34000000 0.013482655843 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N Avis Budget Car Rental, LLC XN8R4HH1TVC1XOCL5P21 Avis Budget Car Rental, LLC 2020 Term Loan B 05377JAR3 285695.30000000 PA USD 281812.70000000 0.057837306021 Long LON CORP US N 2 2027-08-06 Variable 6.97000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 Darling Ingredients Inc 237266AJ0 434000.00000000 PA USD 423867.88000000 0.086991737023 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 168624.27000000 0.034607288836 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP BOMBARDIER 000000000 -562650.00000000 PA USD -562650.00000000 -0.11547442763 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 562650.00000000 USD 563312.68000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP ALTICE FRAN 000000000 -234825.00000000 PA USD -234825.00000000 -0.04819387269 Short RA CORP US N 2 Reverse repurchase N 5.39000000 2049-12-31 372000.00000000 USD 266032.93560000 USD CDS N N N Clarios Global LP 549300474L1ZLXZY2P98 Clarios Global LP 2023 Incremental Term Loan 000000000 1221000.00000000 PA USD 1216799.76000000 0.249727638554 Long LON CORP CA N 2 2030-05-06 Variable 8.85000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 69867DAC2 2555000.00000000 PA USD 2559179.98000000 0.525228549553 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 Lions Gate Capital Holdings LLC 2018 Term Loan B 53627MAB9 1043466.11000000 PA USD 1038906.16000000 0.213217975993 Long LON CORP US N 2 2025-03-24 Variable 7.45000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (COFP) 000000000 6000.00000000 OU Notional Amount -6123.33000000 -0.00125671025 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Casino Guichard Perrachon SA Casino Guichard Perrachon SA Y sell protection 2028-06-21 0.00000000 EUR -4092.01000000 EUR 6000.00000000 EUR -1596.81000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) SEP23 000000000 -135.00000000 NC USD -65723.94000000 -0.01348873074 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU3 Comdty 2023-09-20 -17096151.06000000 USD -65723.94000000 N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 OWL Rock Core Income Corp 69120VAM3 43000.00000000 PA USD 37053.07000000 0.007604517995 Long DBT CORP US N 2 2026-09-23 Fixed 3.13000000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 Dana Financing Luxembourg Sarl 000000000 100000.00000000 PA 112557.32000000 0.023100492496 Long DBT CORP LU N 2 2031-07-15 Fixed 8.50000000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 Telefonica Europe BV 000000000 200000.00000000 PA 210328.87000000 0.043166454951 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 102711.19000000 0.021079740295 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 110185.74000000 0.022613765680 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 244434.25000000 0.050166009265 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 12.05000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP BROADCOM IN 000000000 -1438585.00000000 PA USD -1438585.00000000 -0.29524532032 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2049-12-31 1438585.00000000 USD 1453415.61000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP KRUNG THAI 000000000 -154420.65000000 PA USD -154420.65000000 -0.03169223526 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-21 154420.65000000 USD 154464.83000000 USD CDS N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDL3 129782.00000000 PA USD 116369.03000000 0.023882781718 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 RRP LLOYDS BANK 000000000 -1050000.00000000 PA USD -1050000.00000000 -0.21549479963 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 1050000.00000000 USD 1061280.21000000 USD CDS N N N CIFC Funding Ltd N/A CIFC Funding 2022-VII Ltd 12569EAL1 250000.00000000 PA USD 250139.75000000 0.051336966960 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 10.42000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 Vedanta Resources Finance II PLC 000000000 200000.00000000 PA USD 182074.00000000 0.037367619190 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 545000.00000000 PA USD 536914.11000000 0.110192570055 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP CHARLES SCH 000000000 -1442500.00000000 PA USD -1442500.00000000 -0.29604880807 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2049-12-31 1442500.00000000 USD 1457143.38000000 USD CDS N N N Regatta XXIV Funding Ltd. N/A Regatta XXIV Funding Ltd 75889HAJ9 250000.00000000 PA USD 241535.00000000 0.049570987077 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 8.35000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XLV Ltd 55820BAL1 300000.00000000 PA USD 291750.03000000 0.059876775485 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.96000000 N N N N N N Kestrel Bidco Inc. 5493009TSX7LVAH8LA03 Kestrel Bidco Inc. Term Loan B 000000000 474749.09000000 PA USD 459585.60000000 0.094322196942 Long LON CORP CA N 2 2026-12-11 Variable 8.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NEW FORTRES 000000000 -346756.25000000 PA USD -346756.25000000 -0.07116587487 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2023-07-19 346756.25000000 USD 347974.71000000 USD CDS N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAB6 100000.00000000 PA USD 93003.40000000 0.019087380046 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 142553.28000000 0.029256657630 Long DBT CORP US N 2 2028-03-01 Fixed 4.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP NGPL PIPECO 000000000 -222743.75000000 PA USD -222743.75000000 -0.04571439978 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 222743.75000000 USD 223445.39000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ILIAD HOLDI 000000000 -1088595.00000000 PA USD -1088595.00000000 -0.22341577277 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 1088595.00000000 USD 1089901.31000000 USD CDS N N N Midas Intermediate Holdco II, LLC N/A Midas Intermediate Holdco II, LLC 2022 PIK Term Loan 64859TAB0 1238580.17000000 PA USD 1071371.85000000 0.219881011576 Long LON CORP US N 2 2027-06-30 Variable 11.93000000 N N Y N N N Generate CLO Ltd. N/A Generate CLO 4 Ltd 98625WAE8 1000000.00000000 PA USD 932751.10000000 0.191431439436 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 12.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AH9 1030000.00000000 PA USD 847289.95000000 0.173891979058 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 208922.96000000 0.042877915624 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 427007.93000000 0.087636179352 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 155252.66000000 0.031862991295 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAH4 1472000.00000000 PA USD 1519987.20000000 0.311951749636 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBA5 812000.00000000 PA USD 753365.48000000 0.154615564921 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAK6 21000.00000000 PA USD 18729.75000000 0.003843965450 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 11832.15000000 0.002428349327 Long LON CORP NL N 2 2024-06-28 Variable 8.22000000 N N N N N N Vizient, Inc. 5493007V6T3HZ7777P70 Vizient, Inc. 2022 Term Loan B7 92855LAQ9 126047.50000000 PA USD 125855.91000000 0.025829803913 Long LON CORP US N 2 2029-05-16 Variable 7.44000000 N N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 MicroStrategy Inc 594972AF8 451000.00000000 PA USD 404364.35000000 0.082988966271 Long DBT CORP US N 2 2028-06-15 Fixed 6.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP CARNIVAL CO 000000000 -56445.00000000 PA USD -56445.00000000 -0.01158438472 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-07-18 56445.00000000 USD 56501.44000000 USD CDS N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 SBA Senior Finance II LLC 2018 Term Loan B 78404XAH8 1046964.98000000 PA USD 1046493.85000000 0.214775221456 Long LON CORP US N 2 2025-04-11 Floating 6.95000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COMPASS GRO 000000000 -142577.50000000 PA USD -142577.50000000 -0.02926162837 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 142577.50000000 USD 143073.95000000 USD CDS N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAF9 379000.00000000 PA USD 336404.19000000 0.069041289068 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 128560.73000000 0.026384922621 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 234198.90000000 0.048065376220 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CREDIT SUIS 000000000 -1105500.00000000 PA USD -1105500.00000000 -0.22688523904 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 1105500.00000000 USD 1117292.00000000 USD CDS N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SWAP/CDSWAP/SCDS: (VMED) 000000000 10000.00000000 OU Notional Amount 557.23000000 0.000114362064 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 VIRGIN MEDIA FINANCE PLC VIRGIN MEDIA FINANCE PLC Y sell protection 2025-12-23 537.40000000 EUR 0.00000000 EUR 10000.00000000 EUR -162.91000000 N N N Press Ganey Holdings, Inc. 549300HC42NZULO53062 Press Ganey Holdings, Inc. 2021 Term Loan B 29102TAE2 267801.17000000 PA USD 258511.15000000 0.053055055689 Long LON CORP US N 2 2026-07-24 Variable 8.97000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BT7 605000.00000000 PA USD 603442.37000000 0.123846373921 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 54403.14000000 0.011165327384 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 1109580.43000000 PA USD 1089241.82000000 0.223548521675 Long LON CORP US N 2 2025-02-07 Variable 9.16000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP NMG HOLDING 000000000 -115158.75000000 PA USD -115158.75000000 -0.02363439215 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 123000.00000000 USD 114487.28070000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP EG GLOBAL F 000000000 -288585.00000000 PA USD -288585.00000000 -0.05922720643 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 288585.00000000 USD 289005.85000000 USD CDS N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 CIFI Holdings Group Co Ltd 000000000 200000.00000000 PA USD 21500.00000000 0.004412512564 Long DBT CORP KY N 2 2025-07-16 Fixed 6.00000000 Y Y N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALLIANT HOL 000000000 -896250.00000000 PA USD -896250.00000000 -0.18394020397 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 896250.00000000 USD 905401.21000000 USD CDS N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 Mattamy Group Corp 57701RAM4 199000.00000000 PA USD 172034.39000000 0.035307158480 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 1154000.00000000 PA USD 795126.43000000 0.163186295924 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 297486.92000000 0.061054175448 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 384615.00000000 0.078935745107 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP DCP MIDSTRE 000000000 -254806.25000000 PA USD -254806.25000000 -0.05229468741 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 254806.25000000 USD 257493.39000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP HCA INC 5.5 000000000 -548437.50000000 PA USD -548437.50000000 -0.11255755159 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 548437.50000000 USD 550165.08000000 USD CDS N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAG6 630000.00000000 PA USD 578186.53000000 0.118663038511 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 10917.50000000 0.002240632833 Long DBT CORP US N 2 2024-06-15 Fixed 5.88000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 MGIC Investment Corp 552848AG8 167000.00000000 PA USD 157524.42000000 0.032329231739 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 1431711.00000000 PA USD 1426599.79000000 0.292785558011 Long LON CORP US N 2 2028-01-20 Variable 7.33000000 N N N N N N RealPage, Inc 5493001RSFZX4122A604 RealPage, Inc 2nd Lien Term Loan 75605VAG7 480000.00000000 PA USD 463598.40000000 0.095145756496 Long LON CORP US N 2 2029-04-23 Floating 11.69000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411AW5 269000.00000000 PA USD 218562.50000000 0.044856268710 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N Peloton Interactive, Inc 5493002YS021166W0339 Peloton Interactive, Inc Term Loan 70614EAD2 308611.36000000 PA USD 307068.30000000 0.063020592175 Long LON CORP US N 2 2027-05-25 Variable 12.26000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP BCPE EMPIRE 000000000 -227500.00000000 PA USD -227500.00000000 -0.04669053992 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 227500.00000000 USD 229885.84000000 USD CDS N N N SOLIS IV BV 529900811T142NS3H544 Solis IV BV USD Term Loan B1 000000000 1401849.93000000 PA USD 1326065.92000000 0.272152675941 Long LON CORP US N 2 2029-02-26 Variable 8.67000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 Leviathan Bond Ltd 000000000 61000.00000000 PA USD 56598.24000000 0.011615834655 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496AP2 129000.00000000 PA USD 122047.29000000 0.025048148861 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 468000.00000000 PA USD 428195.06000000 0.087879817772 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 39000.00000000 PA USD 33345.00000000 0.006843499137 Long DBT CORP US N 2 2032-07-15 Fixed 4.88000000 N N N N N N CROWN AMER/CAP CORP VI N/A Crown Americas LLC / Crown Americas Capital Corp VI 228187AB6 424000.00000000 PA USD 410926.38000000 0.084335712309 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 136000.00000000 PA USD 117750.99000000 0.024166405711 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 133937.57000000 PA USD 132152.18000000 0.027122007191 Long LON CORP AU N 2 2028-07-20 Variable 8.81000000 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 65806.74000000 0.013505724048 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 392945.80000000 0.080645501371 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP GENERAL MOT 000000000 -214125.00000000 PA USD -214125.00000000 -0.04394554664 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 214125.00000000 USD 214774.51000000 USD CDS N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCY9 440000.00000000 PA USD 419792.93000000 0.086155422228 Long DBT CORP US N 2 2034-02-01 Fixed 5.82000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 Cheplapharm Arzneimittel GmbH 000000000 100000.00000000 PA 99784.82000000 0.020479152183 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 259380.00000000 PA USD 191941.20000000 0.039392695653 Long LON CORP US N 2 2028-07-28 Floating 12.29000000 N N N N N N Four Seasons Hotels Limited 5493009FUVX8LHYY2202 Four Seasons Hotels Limited 2022 Term Loan B 35100DAS5 1356665.56000000 PA USD 1358361.39000000 0.278780776739 Long LON CORP CA N 2 2029-11-30 Variable 8.45000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 APX Group Inc 00213MAW4 268000.00000000 PA USD 232597.95000000 0.047736808220 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 97904.40000000 0.020093227677 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP AMERICAN AI 000000000 -921531.25000000 PA USD -921531.25000000 -0.18912875436 Short RA CORP US N 2 Reverse repurchase N 5.32000000 2049-12-31 921531.25000000 USD 929546.78000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP STANDARD BU 000000000 -446511.25000000 PA USD -446511.25000000 -0.09163890700 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 446511.25000000 USD 447917.76000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ARAMARK SER 000000000 -315555.00000000 PA USD -315555.00000000 -0.06476234428 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2023-07-19 315555.00000000 USD 316006.42000000 USD CDS N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBM1 540000.00000000 PA USD 425372.69000000 0.087300573908 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 362740.61000000 PA USD 376949.16000000 0.077362460674 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 251520.00000000 PA USD 247872.96000000 0.050871746524 Long LON CORP US N 2 2028-12-02 Variable 7.74000000 N N N N N N YANLORD LAND HK CO LTD 549300O56H3950RDWG19 Yanlord Land HK Co Ltd 000000000 200000.00000000 PA USD 194000.00000000 0.039815229647 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 479213.03000000 0.098350396080 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 509411.06000000 0.104548032675 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 383947.23000000 PA USD 307157.78000000 0.063038956436 Long LON CORP US N 2 2028-09-01 Floating 9.73000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AB6 304000.00000000 PA USD 260813.76000000 0.053527627575 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP TRANSURBAN 000000000 -400743.75000000 PA USD -400743.75000000 -0.08224589915 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 400743.75000000 USD 401211.28000000 USD CDS N N N Nabors Industries Inc 549300VFQWRKICUFNU92 Nabors Industries Inc 62957HAF2 1057000.00000000 PA USD 1022880.04000000 0.209928885023 Long DBT CORP US N 2 2025-02-01 Fixed 5.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ENLINK MIDS 000000000 -258825.00000000 PA USD -258825.00000000 -0.05311946811 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 258825.00000000 USD 259640.30000000 USD CDS 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 590367.63000000 0.121163003943 Long LON CORP IE N 2 2028-11-05 Floating 7.54000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ROYAL CARIB 000000000 -292387.50000000 PA USD -292387.50000000 -0.06000760545 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 292387.50000000 USD 293385.03000000 USD CDS N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BC9 1135000.00000000 PA USD 845813.35000000 0.173588931800 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP WESCO DISTR 000000000 -517440.00000000 PA USD -517440.00000000 -0.10619583726 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 517440.00000000 USD 522998.89000000 USD CDS N N N FERTITTA ENTERTAINMENT N/A Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 31556TAC3 68000.00000000 PA USD 57870.54000000 0.011876952783 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALLIANT HOL 000000000 -471902.50000000 PA USD -471902.50000000 -0.09685003303 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 471902.50000000 USD 471971.32000000 USD CDS N N N Banco Espirito Santo SA UBGVXZLX4SCS302CM391 BANCO ESPIRITO SANTO SA 000000000 100000.00000000 PA 25097.61000000 0.005150861369 Long DBT CORP PT N 2 2022-01-21 None 0.00000000 Y N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALLIED UNIV 000000000 -750885.00000000 PA USD -750885.00000000 -0.15410648821 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2023-07-19 750885.00000000 USD 753235.69000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP OWL ROCK CO 000000000 -282370.00000000 PA USD -282370.00000000 -0.05795168245 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 282370.00000000 USD 285258.72000000 USD CDS N N N Octagon Investment Partners 54 Ltd N/A Octagon 54 Ltd 67577FAJ7 250000.00000000 PA USD 231768.93000000 0.047566665840 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.31000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP COLGATE ENE 000000000 -415471.25000000 PA USD -415471.25000000 -0.08526847026 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 415471.25000000 USD 419852.74000000 USD CDS N N N New Arclin U.S. Holding Corp. N/A New Arclin U.S. Holding Corp. 2021 Term Loan 03880YAC8 584952.82000000 PA USD 544982.99000000 0.111848571654 Long LON CORP US N 2 2028-09-30 Variable 8.95000000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 Mcdermott International Ltd 000000000 47837.00000000 NS USD 8610.66000000 0.001767192810 Long EC CORP BM N 2 N N N Clean Harbors Inc. 5493000SJVZVZJKHJF48 Clean Harbors Inc. 2021 Incremental Term Loan B 18449EAF7 419610.00000000 PA USD 418980.59000000 0.085988703137 Long LON CORP US N 2 2028-10-08 Floating 7.19000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 VZ Secured Financing BV 000000000 100000.00000000 PA 83882.97000000 0.017215565536 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 325540.00000000 PA USD 317401.50000000 0.065141307283 Long LON CORP US N 3 2029-02-15 Variable 9.15000000 N N N N N N LINDBLAD EXPEDITIONS HO 549300GSPW24GZE6R597 Lindblad Expeditions Holdings Inc 535219AA7 246000.00000000 PA USD 249598.49000000 0.051225882469 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N JP Morgan Mortgage Trust N/A J.P. Morgan Mortgage Trust 2022-DSC1 46656AAA5 389869.61000000 PA USD 364177.79000000 0.074741352275 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 753553.93000000 PA USD 749183.32000000 0.153757247082 Long LON CORP IE N 2 2026-10-22 Floating 8.30000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 Waste Pro USA Inc 94107JAA1 1132000.00000000 PA USD 1049361.46000000 0.215363750068 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 17888HAA1 772000.00000000 PA USD 780723.60000000 0.160230357862 Long DBT CORP US N 2 2028-07-01 Fixed 8.38000000 N N N N N N Delta TopCo, Inc. N/A Delta TopCo, Inc. 2020 2nd Lien Term Loan 24780DAE7 186000.00000000 PA USD 169105.62000000 0.034706077809 Long LON CORP US N 2 2028-12-01 Variable 12.57000000 N N N N N N AVIANCA MIDCO 2 PLC N/A Avianca Midco 2 PLC 05368PAA7 151434.00000000 PA USD 126447.39000000 0.025951195212 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 4849741.04000000 0.995327594016 Long EC RF US N 1 N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP FERTITTA EN 000000000 -339911.25000000 PA USD -339911.25000000 -0.06976105401 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 339911.25000000 USD 343482.49000000 USD CDS N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2006-J8 23245LAE0 1762147.61000000 PA USD 796078.02000000 0.163381593730 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 50178.46000000 0.010298283032 Long DBT CORP US N 2 2029-06-15 Fixed 3.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ALTICE FRAN 000000000 -375570.00000000 PA USD -375570.00000000 -0.07707941133 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2023-07-19 375570.00000000 USD 375625.81000000 USD CDS N N N SCIH Salt Holdings Inc. N/A SCIH Salt Holdings Inc. 2021 Incremental Term Loan B 78397GAF8 429274.23000000 PA USD 422431.60000000 0.086696964765 Long LON CORP US N 2 2027-03-16 Floating 9.19000000 N N N N N N SMG US Midco 2, Inc. N/A SMG US Midco 2, Inc. 2020 Term Loan 78453JAD8 523400.86000000 PA USD 521657.94000000 0.107061498343 Long LON CORP US N 2 2025-01-23 Floating 7.77000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP TRANSOCEAN 000000000 -485940.00000000 PA USD -485940.00000000 -0.09973099327 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 485940.00000000 USD 486010.87000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCQ4 260000.00000000 PA USD 212024.80000000 0.043514515994 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N BANCO BPM SPA 815600E4E6DCD2D25E30 Banco BPM SpA 000000000 150000.00000000 PA 162540.18000000 0.033358631926 Long DBT CORP IT N 2 2028-06-14 Fixed 6.00000000 N N N N N N Electronics for Imaging, Inc. 549300PN42C4XYPSEV84 Electronics for Imaging, Inc. Term Loan 28608EAE6 276554.19000000 PA USD 186674.08000000 0.038311708064 Long LON CORP US N 2 2026-07-23 Floating 10.21000000 N N N N N N Belron Finance US LLC N/A Belron Finance US LLC 2018 Term Loan B 08078UAD5 178095.00000000 PA USD 178020.20000000 0.036535645076 Long LON CORP US N 2 2025-11-13 Floating 7.63000000 N N N N N N Carlyle Global Market Strategies N/A CARLYLE US CLO 2018-1 LTD 14311XAA0 250000.00000000 PA USD 247824.50000000 0.050861800926 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.27000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAF1 243000.00000000 PA USD 234443.41000000 0.048115557775 Long DBT CORP CA N 2 2026-12-15 Fixed 5.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ENCOMPASS H 000000000 -341250.00000000 PA USD -341250.00000000 -0.07003580988 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 341250.00000000 USD 341646.61000000 USD CDS N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAR0 105000.00000000 PA USD 89265.49000000 0.018320237030 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 325204.92000000 0.066742827692 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 961789.55000000 PA USD 960587.31000000 0.197144352290 Long LON CORP US N 2 2027-10-19 Floating 8.03000000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc. 2019 Term Loan B 00900YAD8 867547.18000000 PA USD 838701.24000000 0.172129291115 Long LON CORP US N 2 2026-02-02 Floating 8.94000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 TK Elevator Midco GmbH 000000000 205000.00000000 PA 199655.45000000 0.040975915423 Long DBT CORP DE N 2 2027-07-15 Fixed 4.38000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 JPN 10Y BOND(OSE) SEP23 000000000 -16.00000000 NC -72932.15000000 -0.01496809433 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU3 Comdty 2023-09-12 -2366276256.00000000 JPY -72932.15000000 N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAB9 1317000.00000000 PA USD 1181866.52000000 0.242558179931 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 231746.85000000 0.047562134293 Long ABS-CBDO CORP KY N 2 2033-04-10 Floating 8.36000000 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 304483.41000000 0.062490087077 Long LON CORP US N 2 2025-07-30 Floating 9.54000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 Mattel Inc 577081AW2 278000.00000000 PA USD 230469.87000000 0.047300055674 Long DBT CORP US N 2 2041-11-01 Fixed 5.45000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 LCM Investments Holdings II LLC 50190EAA2 292000.00000000 PA USD 249876.43000000 0.051282924969 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 125756.82000000 0.025809467361 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 1034739.76000000 PA USD 1010485.46000000 0.207385106420 Long LON CORP US N 2 2028-02-22 Floating 7.19000000 N N N N N N ION Trading Finance Limited N/A ION Trading Finance Limited 2021 USD Term Loan 000000000 297697.50000000 PA USD 291425.01000000 0.059810070609 Long LON CORP IE N 2 2028-04-03 Floating 10.09000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAA6 900000.00000000 PA USD 847386.97000000 0.173911890778 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 187614.00000000 0.038504610799 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 45457.20000000 0.009329324005 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 1281452.93000000 0.262996611807 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 RRP ASCENT RESO 000000000 -649600.00000000 PA USD -649600.00000000 -0.13331944937 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 580000.00000000 USD 721067.60000000 USD CDS N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 HealthEquity Inc 42226AAA5 738000.00000000 PA USD 650422.79000000 0.133488313154 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 LABL Inc 50168QAE5 439000.00000000 PA USD 446632.47000000 0.091663785366 Long DBT CORP US N 2 2028-11-01 Fixed 9.50000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 AthenaHealth Group Inc 60337JAA4 1674000.00000000 PA USD 1408905.53000000 0.289154109426 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 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 147714.82000000 0.030315976704 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 23851.04000000 0.004895023891 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding Inc 000000000 100000.00000000 PA 104543.76000000 0.021455844395 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 159001.12000000 0.032632299520 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 212065.01000000 PA USD 167714.79000000 0.034420633397 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 282618.51000000 0.058002684939 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 460000.00000000 PA USD 365529.80000000 0.075018829536 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP REGAL REXNO 000000000 -188250.00000000 PA USD -188250.00000000 -0.03863513907 Short RA CORP US N 2 Reverse repurchase N 5.42000000 2049-12-31 200000.00000000 USD 199408.00200000 USD CDS N N N Whatabrands LLC 254900HMMX4HTWIP0085 Whatabrands LLC 2021 Term Loan B 96244UAF4 1240689.16000000 PA USD 1231768.60000000 0.252799740627 Long LON CORP US N 2 2028-08-03 Floating 8.47000000 N N N N N N Momentive Performance Materials Inc. 54930021ZH8MCUXACZ50 Momentive Performance Materials Inc. 2023 Term Loan 60877JAG7 972562.50000000 PA USD 946624.26000000 0.194278671659 Long LON CORP US N 2 2028-03-29 Variable 9.60000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAF8 702000.00000000 PA USD 498331.13000000 0.102274063822 Long DBT CORP FR N 2 2029-07-15 Fixed 5.13000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 British Telecommunications PLC 000000000 100000.00000000 PA 124672.02000000 0.025586830448 Long DBT CORP GB N 2 2083-12-20 Fixed 8.38000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP KAISER ALUM 000000000 -108598.75000000 PA USD -108598.75000000 -0.02228806273 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 108598.75000000 USD 108931.33000000 USD CDS N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 Trans Union, LLC 2019 Term Loan B5 89334GAX2 747701.37000000 PA USD 745002.17000000 0.152899136528 Long LON CORP US N 2 2026-11-16 Variable 6.95000000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 Stillwater Mining Co 000000000 200000.00000000 PA USD 177512.00000000 0.036431345593 Long DBT CORP US N 2 2026-11-16 Fixed 4.00000000 N N N N N N Oscar AcquisitionCo, LLC 254900RDCZK0Q19MEL65 Oscar AcquisitionCo, LLC Term Loan B 68778DAB4 493272.53000000 PA USD 481350.13000000 0.098788999829 Long LON CORP US N 2 2029-04-29 Variable 9.84000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BH1 395000.00000000 PA USD 373321.43000000 0.076617930246 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 238402.50000000 PA USD 238998.51000000 0.049050415263 Long LON CORP US N 3 2030-03-08 Variable 8.85000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP GENESIS ENE 000000000 -122795.00000000 PA USD -122795.00000000 -0.02520160373 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 122795.00000000 USD 122974.08000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP VIAVI SOLUT 000000000 -176175.00000000 PA USD -176175.00000000 -0.03615694888 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 176175.00000000 USD 177654.87000000 USD CDS N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BP9 289000.00000000 PA USD 259449.75000000 0.053247687516 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 75000.00000000 PA USD 72468.39000000 0.014872915412 Long DBT US N 2 2025-06-15 Fixed 4.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CSC HOLDING 000000000 -115210.00000000 PA USD -115210.00000000 -0.02364491034 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 115210.00000000 USD 115603.06000000 USD CDS N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AR0 288000.00000000 PA USD 268560.00000000 0.055117412753 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 233164.80000000 0.047853144627 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 6551.00000000 0.001344482316 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 545000.00000000 GBP 698848.05000000 USD 2023-09-20 6551.00000000 N N N RAPTOR ACQ/RAPTOR CO-ISS N/A Raptor Acquisition Corp / Raptor Co-Issuer LLC 75383KAA2 177000.00000000 PA USD 166822.50000000 0.034237505916 Long DBT CORP US N 2 2026-11-01 Fixed 4.88000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CABLE ONE I 000000000 -430125.00000000 PA USD -430125.00000000 -0.08827590542 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 430125.00000000 USD 431544.41000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP SIRIUS XM R 000000000 -354133.75000000 PA USD -354133.75000000 -0.07267998238 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 354133.75000000 USD 357854.42000000 USD CDS N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 Weatherford International Ltd 947075AU1 314000.00000000 PA USD 318785.99000000 0.065425450517 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 25097.61000000 0.005150861369 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 131000.00000000 PA USD 128380.00000000 0.026347830835 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP ARAMARK SER 000000000 -141470.00000000 PA USD -141470.00000000 -0.02903433267 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 141470.00000000 USD 141962.59000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CLOUD SOFTW 000000000 -1155787.50000000 PA USD -1155787.50000000 -0.23720590070 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 1155787.50000000 USD 1166714.19000000 USD CDS N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP UNITI GROUP 000000000 -442200.00000000 PA USD -442200.00000000 -0.09075409561 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 480000.00000000 USD 476190.57600000 USD CDS N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBT1 455000.00000000 PA USD 309127.00000000 0.063443105645 Long DBT CORP GB N 2 2028-03-15 Fixed 4.38000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP ACURIS FINA 000000000 -286130.00000000 PA USD -286130.00000000 -0.05872335906 Short RA CORP US N 2 Reverse repurchase N 5.32000000 2049-12-31 286130.00000000 USD 289102.33000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP F BRASILE S 000000000 -285525.00000000 PA USD -285525.00000000 -0.05859919301 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 285525.00000000 USD 288536.10000000 USD CDS N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 203372AV9 138000.00000000 PA USD 97980.00000000 0.020108743303 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 344855.45000000 PA USD 344817.52000000 0.070767983223 Long LON CORP CA N 2 2027-05-28 Variable 8.15000000 N N N N N N Vertical US Newco Inc 549300C2AFWPAYWS5574 Vertical US Newco Inc Term Loan B 000000000 1403505.99000000 PA USD 1389653.39000000 0.285202932234 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 282767.65000000 PA USD 282332.19000000 0.057943922586 Long LON CORP US N 2 2026-08-12 Floating 7.19000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corp 12653CAK4 97000.00000000 PA USD 94375.09000000 0.019368896295 Long DBT CORP US N 2 2031-01-15 Fixed 7.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP JAZZ SECURI 000000000 -138000.00000000 PA USD -138000.00000000 -0.02832217366 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 138000.00000000 USD 138480.51000000 USD CDS N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272AE4 355000.00000000 PA USD 317112.87000000 0.065082070841 Long DBT CORP US N 2 2032-01-31 Fixed 4.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP PNC FINANCI 000000000 -165000.00000000 PA USD -165000.00000000 -0.03386346851 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-18 165000.00000000 USD 165190.67000000 USD CDS N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 Tempo Acquisition LLC 2022 Term Loan B 88023HAF7 2272108.36000000 PA USD 2272108.36000000 0.466311938854 Long LON CORP US N 2 2028-08-31 Variable 8.10000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 03969AAP5 202000.00000000 PA USD 171110.44000000 0.035117533318 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 Adient US LLC 2021 Term Loan B 00687MAC5 215993.66000000 PA USD 215814.39000000 0.044292265459 Long LON CORP US N 2 2028-04-10 Variable 8.47000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAD1 104000.00000000 PA USD 84364.80000000 0.017314453021 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 186282.00000000 0.038231240253 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 1224444.64000000 PA USD 1212714.46000000 0.248889199597 Long LON CORP US N 2 2026-02-05 Floating 7.94000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F050676 9600000.00000000 PA USD 9406500.00000000 1.930525555055 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 5.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAB7 2022000.00000000 PA USD 2038514.42000000 0.418370720476 Long DBT CORP US N 2 2031-06-01 Fixed 8.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP COMMSCOPE I 000000000 -78487.50000000 PA USD -78487.50000000 -0.01610823627 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-19 78487.50000000 USD 78603.05000000 USD CDS N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 SRS Distribution Inc. 2022 Incremental Term Loan 78466YAQ1 404777.25000000 PA USD 394406.86000000 0.080945359306 Long LON CORP US N 2 2028-06-02 Variable 8.70000000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 GYP Holdings III Corp 36261NAA5 371000.00000000 PA USD 326480.00000000 0.067004516367 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 222118.73000000 0.045586124969 Long DBT CORP US N 2 2028-08-15 Fixed 4.63000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A Global Aircraft Leasing Co Ltd 37960JAA6 231449.00000000 PA USD 210907.90000000 0.043285291097 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 845160.36000000 0.173454916610 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 620000.00000000 PA USD 507823.40000000 0.104222192224 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAL4 175000.00000000 PA USD 171008.25000000 0.035096560543 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 1376514.62000000 PA USD 1373073.33000000 0.281800154417 Long LON CORP US N 2 2028-01-20 Variable 8.22000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBG5 42000.00000000 PA USD 39892.02000000 0.008187164625 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VERITAS US 000000000 -353220.00000000 PA USD -353220.00000000 -0.07249245059 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 353220.00000000 USD 354301.74000000 USD CDS N N N WHITE CAP BUYER LLC N/A White Cap Buyer LLC 96350RAA2 1482000.00000000 PA USD 1343062.50000000 0.275640937467 Long DBT CORP US N 2 2028-10-15 Fixed 6.88000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 Filtration Group Corporation 2021 Incremental Term Loan 31732FAR7 490267.50000000 PA USD 487992.66000000 0.100152267135 Long LON CORP US N 2 2028-10-21 Variable 8.72000000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 Woori Bank 000000000 250000.00000000 PA USD 240135.00000000 0.049283660677 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 227827.50000000 0.046757753776 Long DBT CORP HK N 2 2024-09-19 Fixed 5.88000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP HEALTHPEAK 000000000 -811250.00000000 PA USD -811250.00000000 -0.16649538686 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 811250.00000000 USD 834263.59000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BS0 191000.00000000 PA USD 200550.00000000 0.041159506731 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 1461758.70000000 PA USD 1381947.55000000 0.283621438475 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 330000.00000000 PA USD 259050.00000000 0.053165645568 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N PAI Holdco, Inc. 2549001NJ55NUV372F56 PAI Holdco, Inc. 2020 Term Loan B 69315JAG8 670468.50000000 PA USD 619680.51000000 0.127178978421 Long LON CORP US N 2 2027-10-28 Floating 9.02000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 Transocean Inc 893830BF5 235000.00000000 PA USD 223250.00000000 0.045818299066 Long DBT CORP KY N 2 2026-01-15 Fixed 7.50000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP GREENKO SOL 000000000 -156750.00000000 PA USD -156750.00000000 -0.03217029508 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2023-07-21 156750.00000000 USD 156791.36000000 USD CDS N N N SS&C European Holdings Sarl 529900POY8H7NPPNKK71 SS&C European Holdings Sarl 2018 Term Loan B4 78466DBE3 442363.62000000 PA USD 441850.48000000 0.090682362531 Long LON CORP US N 2 2025-04-16 Variable 6.97000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP 1011778 BC 000000000 -106717.50000000 PA USD -106717.50000000 -0.02190196788 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 106717.50000000 USD 107089.08000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP FORD MOTOR 000000000 -129775.00000000 PA USD -129775.00000000 -0.02663413106 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-07-19 129775.00000000 USD 130226.87000000 USD CDS N N N ZoomInfo LLC 549300XF0FRWD2286I33 ZoomInfo LLC 2023 Term Loan B 25471YAL6 88555.00000000 PA USD 88389.40000000 0.018140434326 Long LON CORP US N 2 2030-02-28 Variable 7.95000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP NFP CORP 000000000 -921690.00000000 PA USD -921690.00000000 -0.18916133512 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-19 921690.00000000 USD 921824.41000000 USD CDS N N N TRANSALTA CORP GJZNVO2UY6DNFNIYH321 TransAlta Corp 89346DAH0 109000.00000000 PA USD 112215.50000000 0.023030339703 Long DBT CORP CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 SWAP/CDSWAP/SCDS: (TTMTIN) 000000000 15000.00000000 OU Notional Amount 184.62000000 0.000037890142 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Jaguar Land Rover Automotive PLC Jaguar Land Rover Automotive PLC Y sell protection 2026-06-23 0.00000000 EUR -360.56000000 EUR 15000.00000000 EUR 576.42000000 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BZ3 660000.00000000 PA USD 652307.70000000 0.133875159156 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 1012197.48000000 PA USD 758722.99000000 0.155715103535 Long LON CORP US N 2 2028-07-27 Floating 10.03000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP HALLIBURTON 000000000 -2801.25000000 PA USD -2801.25000000 -0.00057490934 Short RA CORP US N 2 Reverse repurchase N 5.28000000 2049-12-31 2801.25000000 USD 2830.13000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP HILTON DOME 000000000 -361972.50000000 PA USD -361972.50000000 -0.07428875367 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2023-07-19 361972.50000000 USD 363128.80000000 USD CDS N N N AqGen Island Holdings, Inc. N/A AqGen Island Holdings, Inc. Term Loan 03836BAB5 1498068.00000000 PA USD 1470923.01000000 0.301882151738 Long LON CORP US N 2 2028-08-02 Variable 8.72000000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102BZ9 674000.00000000 PA USD 581257.41000000 0.119293284863 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 612272.26000000 PA USD 261634.04000000 0.053695976217 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6.00000000 N N N N N N HILCORP ENERGY I/HILCORP N/A Hilcorp Energy I LP / Hilcorp Finance Co 431318AY0 21000.00000000 PA USD 19122.06000000 0.003924480465 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP UNITED AIRL 000000000 -457443.57000000 PA USD -457443.57000000 -0.09388258139 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2023-07-19 457443.57000000 USD 458934.07000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BT8 267000.00000000 PA USD 270429.35000000 0.055501065328 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 431880.00000000 PA USD 432519.18000000 0.088767270508 Long LON CORP US N 2 2029-02-20 Floating 8.70000000 N N N N N N City Football Group Limited 213800K6VVWALRH9UJ69 City Football Group Limited Term Loan 17781XAB2 933521.79000000 PA USD 914851.35000000 0.187757817493 Long LON CORP GB N 2 2028-07-21 Floating 8.27000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAE5 262000.00000000 PA USD 213243.77000000 0.043764689038 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP REGAL REXNO 000000000 -541325.00000000 PA USD -541325.00000000 -0.11109783087 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 541325.00000000 USD 543171.82000000 USD CDS N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 Cloud Software Group Inc 88632QAE3 3405000.00000000 PA USD 3031746.62000000 0.622214886127 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 596829.58000000 0.122489210248 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP HOME POINT 000000000 -731670.00000000 PA USD -731670.00000000 -0.15016293338 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 731670.00000000 USD 731670.00000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 RRP CHOBANI LLC 000000000 -884972.50000000 PA USD -884972.50000000 -0.18162568721 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2023-07-19 884972.50000000 USD 887991.73000000 USD CDS N N N INGEVITY CORP 5493009UTFC4B5IMGF87 Ingevity Corp 45688CAB3 84000.00000000 PA USD 71716.47000000 0.014718596508 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 203574.34000000 0.041780201533 Long DBT CORP IE N 2 2024-10-09 Fixed 5.25000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 Ascend Learning, LLC 2021 2nd Lien Term Loan 04349HAM6 299000.00000000 PA USD 252903.17000000 0.051904112330 Long LON CORP US N 2 2029-12-10 Variable 10.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308KH9 175000.00000000 PA USD 172706.55000000 0.035445107989 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 3944.78000000 0.000809599595 N/A DFE US N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 25170000.00000000 JPY 180470.57000000 USD 2023-09-20 3944.78000000 N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBN9 185000.00000000 PA USD 175689.76000000 0.036057361552 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 RRP GLOBAL PAYM 000000000 -479400.00000000 PA USD -479400.00000000 -0.09838876852 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 479400.00000000 USD 490469.48000000 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 81900.00000000 0.016808594371 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A Ascent Resources Utica Holdings LLC / ARU Finance Corp 04364VAR4 880000.00000000 PA USD 865395.70000000 0.177607879028 Long DBT CORP US N 2 2028-12-31 Fixed 8.25000000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC Term Loan 55759VAB4 1826373.52000000 PA USD 1786649.90000000 0.366679773548 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 3435596.22000000 PA USD 3357436.41000000 0.689057225214 Long LON CORP US N 2 2028-04-24 Variable 8.22000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BL7 425000.00000000 PA USD 351285.93000000 0.072095515334 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 1702549.25000000 PA USD 1637940.91000000 0.336159760211 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 RRP ALLIANT HOL 000000000 -919320.00000000 PA USD -919320.00000000 -0.18867493257 Short RA CORP US N 2 Reverse repurchase N 5.23000000 2049-12-31 919320.00000000 USD 922124.69000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP CALLON PETR 000000000 -380625.00000000 PA USD -380625.00000000 -0.07811686486 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2023-07-21 380625.00000000 USD 381069.06000000 USD CDS N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 Modern Land China Co Ltd 000000000 161951.00000000 PA USD 8907.31000000 0.001828075222 Long DBT CORP KY N 2 2023-12-30 Fixed 7.00000000 Y N Y N N N Electron BidCo Inc. N/A Electron BidCo Inc. 2021 Term Loan 28542CAC3 1230291.52000000 PA USD 1223623.34000000 0.251128063321 Long LON CORP US N 2 2028-11-01 Variable 8.22000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP ELEMENT SOL 000000000 -973350.00000000 PA USD -973350.00000000 -0.19976367926 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 973350.00000000 USD 976416.05000000 USD CDS N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc. 2019 Term Loan B 90351HAD0 651035.04000000 PA USD 650097.55000000 0.133421563126 Long LON CORP US N 2 2026-09-13 Variable 7.22000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AS7 85000.00000000 PA USD 87569.80000000 0.017972225243 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 368338.93000000 PA USD 284869.65000000 0.058464693476 Long LON CORP US N 2 2023-12-01 Floating 8.77000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A Citigroup Mortgage Loan Trust 2006-FX1 17309YAG2 333736.50000000 PA USD 217606.54000000 0.044660074035 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.78000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 Clydesdale Acquisition Holdings Inc 18972EAA3 558000.00000000 PA USD 532163.93000000 0.109217675686 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP PACIFIC GAS 000000000 -334587.50000000 PA USD -334587.50000000 -0.06866844407 Short RA CORP US N 2 Reverse repurchase N 5.24000000 2049-12-31 334587.50000000 USD 334928.41000000 USD CDS N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AA8 110000.00000000 PA USD 84700.00000000 0.017383247170 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 983133AC3 318000.00000000 PA USD 316073.49000000 0.064868755617 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AY9 1750000.00000000 PA USD 1245627.46000000 0.255644038017 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 432000.00000000 PA USD 393169.59000000 0.080691430496 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 331341.15000000 0.068002185458 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 1118510.76000000 PA USD 1079541.85000000 0.221557766350 Long LON CORP US N 2 2028-03-31 Variable 5.24000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565CE2 238000.00000000 PA USD 224248.36000000 0.046023195626 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 RRP CABLEVISION 000000000 -253500.00000000 PA USD -253500.00000000 -0.05202660162 Short RA CORP US N 2 Reverse repurchase N 5.34000000 2049-12-31 253500.00000000 USD 256143.37000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ALLIED UNIV 000000000 -563622.50000000 PA USD -563622.50000000 -0.11567401686 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 563622.50000000 USD 569677.53000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP ARCOSA INC 000000000 -294057.50000000 PA USD -294057.50000000 -0.06035034480 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 294057.50000000 USD 297216.58000000 USD CDS N N N SES SA 5493008JPA4HYMH1HX51 SES SA 000000000 100000.00000000 PA 92342.83000000 0.018951809189 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 233769.64000000 PA USD 204971.56000000 0.042066957384 Long LON CORP US N 2 2025-05-23 Floating 9.27000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 Applied Systems, Inc. 2021 2nd Lien Term Loan 03827FBA8 90000.00000000 PA USD 89944.20000000 0.018459530816 Long LON CORP US N 2 2027-09-17 Variable 11.99000000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 Proofpoint, Inc. 1st Lien Term Loan 74345HAB7 1751314.52000000 PA USD 1711909.94000000 0.351340656686 Long LON CORP US N 2 2028-08-31 Variable 8.47000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP AETHON UNIT 000000000 -503088.75000000 PA USD -503088.75000000 -0.10325048512 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 503088.75000000 USD 504702.83000000 USD CDS N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 Amsted Industries Inc 032177AH0 156000.00000000 PA USD 150881.52000000 0.030965888496 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 90041.88000000 0.018479577990 Long DBT US N 2 2028-01-15 Fixed 4.50000000 N N N N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 RRP COTE D IVOI 000000000 -160750.00000000 PA USD -160750.00000000 -0.03299122765 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2023-07-21 160750.00000000 USD 160796.89000000 USD CDS N N N Albion Financing 3 SARL 259400QTZA08U7DIP580 Albion Financing 3 SARL USD Term Loan 000000000 921182.72000000 PA USD 914273.85000000 0.187639295353 Long LON CORP LU N 3 2026-08-17 Floating 10.52000000 N N N N N N RIZAL COMMERCIAL BANKING CIKZWI6KV077KV2E2J69 Rizal Commercial Banking Corp 000000000 200000.00000000 PA USD 176712.00000000 0.036267159079 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 241000.00000000 PA USD 237354.08000000 0.048712923726 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP IMOLA MERGE 000000000 -334687.50000000 PA USD -334687.50000000 -0.06868896738 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2023-07-21 334687.50000000 USD 335741.77000000 USD CDS N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 Healthpeak OP LLC 42250PAB9 1000000.00000000 PA USD 844504.10000000 0.173320230308 Long DBT US N 2 2031-01-15 Fixed 2.88000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 RRP VENTURE GLO 000000000 -549450.00000000 PA USD -549450.00000000 -0.11276535015 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2023-07-21 549450.00000000 USD 551116.66000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 RRP GTCR (AP) F 000000000 -251180.00000000 PA USD -251180.00000000 -0.05155046073 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2023-07-18 251180.00000000 USD 251475.83000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP NOVELIS COR 000000000 -587536.25000000 PA USD -587536.25000000 -0.12058191092 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 587536.25000000 USD 588238.68000000 USD CDS N N N Fortrea Holdings Inc 5493000FIVFABOVCDU97 Fortrea Holdings Inc Term Loan B 34965PAD8 212000.00000000 PA USD 211894.00000000 0.043487671499 Long LON CORP US N 2 2030-06-12 None 0.00000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAB6 390000.00000000 PA USD 355095.59000000 0.072877383828 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 864327.90000000 PA USD 810713.64000000 0.166385308015 Long LON CORP US N 2 2028-12-11 Variable 8.70000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAM0 424000.00000000 PA USD 341936.16000000 0.070176632655 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 553280.00000000 0.113551393089 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 0.060755212329 Long LON CORP US N 2 2030-02-18 Variable 8.70000000 N N N N N N SUNOCO LP/FINANCE CORP N/A Sunoco LP / Sunoco Finance Corp 86765LAQ0 63000.00000000 PA USD 62070.38000000 0.012738899144 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 319000.00000000 PA USD 291352.94000000 0.059795279456 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 174795.95000000 0.035873922117 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 AMC Networks Inc 00164VAE3 189000.00000000 PA USD 165312.78000000 0.033927661337 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 17029.17000000 0.003494950073 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 16115QAF7 623000.00000000 PA USD 635618.87000000 0.130450058131 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 688192.90000000 0.141239991522 Long DBT CORP US N 2 2025-02-10 Fixed 4.95000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 17888HAB9 638000.00000000 PA USD 646804.40000000 0.132745699603 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 MajorDrive Holdings IV LLC 56085RAA8 178000.00000000 PA USD 141335.56000000 0.029006741127 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 1197.97000000 0.000245863147 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 K+S AG K+S AG Y sell protection 2026-12-22 578.31000000 EUR 0.00000000 EUR 10000.00000000 EUR 562.26000000 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AU9 331000.00000000 PA USD 337620.00000000 0.069290813575 Long DBT CORP CA N 2 2031-06-01 Fixed 8.63000000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc. 2020 USD Term Loan B2 365556AT6 600346.16000000 PA USD 599223.51000000 0.122980524025 Long LON CORP US N 2 2027-03-01 Variable 6.95000000 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 UPC Broadband Finco BV 90320BAA7 449000.00000000 PA USD 369567.41000000 0.075847480924 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 113146.68000000 0.023221448701 Long DBT CORP US N 2 2027-06-15 Fixed 4.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP ALTICE FRAN 000000000 -245745.00000000 PA USD -245745.00000000 -0.05043501860 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 245745.00000000 USD 248336.59000000 USD CDS N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 Terex Corp 880779BA0 333000.00000000 PA USD 309583.21000000 0.063536735057 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP ALLIANT HOL 000000000 -1114511.25000000 PA USD -1114511.25000000 -0.22873464620 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 1317000.00000000 USD 1181866.51514999 USD CDS N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AG6 145000.00000000 PA USD 143148.28000000 0.029378771349 Long DBT CORP US N 2 2025-05-01 Fixed 5.38000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 RRP CAESARS ENT 000000000 -1452558.75000000 PA USD -1452558.75000000 -0.29811319694 Short RA CORP US N 2 Reverse repurchase N 5.38000000 2049-12-31 1527000.00000000 USD 1533474.48000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 RRP DISCOVERY C 000000000 -154275.00000000 PA USD -154275.00000000 -0.03166234306 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 154275.00000000 USD 155856.32000000 USD CDS N N N 2023-07-31 BlackRock Ltd Duration Income Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer