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