0001752724-21-159124.txt : 20210728
0001752724-21-159124.hdr.sgml : 20210728
20210728124319
ACCESSION NUMBER: 0001752724-21-159124
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210531
FILED AS OF DATE: 20210728
PERIOD START: 20210531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
CENTRAL INDEX KEY: 0001380936
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21982
FILM NUMBER: 211121330
BUSINESS ADDRESS:
STREET 1: 227 WEST MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-827-0100
MAIL ADDRESS:
STREET 1: 227 WEST MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: CLAYMORE/GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
DATE OF NAME CHANGE: 20090630
FORMER COMPANY:
FORMER CONFORMED NAME: Claymore/Guggenheim Strategic Opportunities Fund
DATE OF NAME CHANGE: 20070605
FORMER COMPANY:
FORMER CONFORMED NAME: Claymore Strategic Opportunities Fund
DATE OF NAME CHANGE: 20061113
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001380936
XXXXXXXX
Guggenheim Strategic Opportunities Fund
811-21982
0001380936
549300ZOXRKM68J8NB63
227 West Monroe Street
Chicago
60606
312-827-0100
Guggenheim Strategic Opportunities Fund
549300ZOXRKM68J8NB63
2021-05-31
2021-05-31
N
1467575613.55
591785171.59
875790441.96
0.00000000
0.00000000
137810401.21000000
0.00000000
0.00000000
0.00000000
236017800.01000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
CAD
EUR
GBP
USD
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BK2
300000.00000000
PA
USD
324213.00000000
0.037019472292
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
BBC MILITARY HSG NAVY NE
N/A
BBC Military Housing-Navy Northeast LLC
664175AC0
2800000.00000000
PA
USD
3165880.17000000
0.361488321671
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
6.29800000
N
N
N
N
N
N
AVISON YOUNG CANADA INC
N/A
Avison Young (Canada), Inc.
N/A
1568465.73870000
PA
USD
1544938.75000000
0.176405070891
Long
LON
CORP
CA
N
2
2026-01-30
Variable
6.17000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-546092.30000000
PA
USD
-546092.30000000
-0.06235422012
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
610000.00000000
USD
635925.00000000
USD
CDS
N
N
N
NewStar Clarendon Fund CLO LLC
549300HC3VVP80NTKX35
First Eagle Clarendon Fund CLO LLC
32010AAE8
550000.00000000
PA
USD
550113.19000000
0.062813335661
Long
ABS-O
CORP
US
N
2
2027-01-25
Floating
3.22600000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAC1
1000000.00000000
PA
USD
1251346.24000000
0.142881924721
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
OECONNECTION LLC
N/A
OEConnection LLC
N/A
1670166.28080000
PA
USD
1661815.45000000
0.189750352410
Long
LON
CORP
US
N
2
2026-09-25
Variable
4.09000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1997979.74000000
PA
USD
-1997979.74000000
-0.22813445366
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2225000.00000000
USD
2397437.50000000
USD
CDS
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus Limited Partnership / Superior General Partner, Inc.
86828LAC6
1000000.00000000
PA
USD
1017060.00000000
0.116130520644
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Team.Blue Finco SARL
N/A
Team.Blue Finco SARL
N/A
-94594.59000000
PA
-552.64000000
-0.00006310185
Short
LON
CORP
LU
N
3
2028-03-18
Variable
0.50000000
N
N
N
N
N
N
GRINDING MED/MOLY-COP
N/A
Grinding Media, Inc. / MC Grinding Media Canada, Inc.
398545AA1
1330000.00000000
PA
USD
1358608.30000000
0.155129381974
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.37500000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
860697.47070000
PA
USD
852780.53000000
0.097372669207
Long
LON
CORP
US
N
3
2025-01-31
Variable
7.75000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAM7
900000.00000000
PA
USD
864000.00000000
0.098653737081
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
300110.96000000
PA
USD
298111.93000000
0.034039185142
Long
LON
CORP
GB
N
3
2026-04-27
Variable
7.96000000
N
N
N
N
N
N
SCP Eye Care Services LLC
N/A
SCP Eye Care Services LLC
N/A
-310227.27000000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
3
2028-03-16
Variable
0.50000000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners Limited Partnership / TLP Finance Corp.
89376VAA8
525000.00000000
PA
USD
530250.00000000
0.060545305657
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III ISSUER (A)
N/A
Dyal Capital Partners III
N/A
6350682.60000000
PA
USD
6496544.63000000
0.741792136422
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-2184327.96000000
PA
USD
-2184327.96000000
-0.24941217160
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.45000000
N/A
2400000.00000000
USD
2550720.00000000
USD
CDS
N
N
N
Diamond Issuer LLC
N/A
Diamond Issuer LLC
25267TAL5
2700000.00000000
PA
USD
2707716.60000000
0.309174029570
Long
ABS-O
CORP
US
N
2
2050-07-20
Fixed
5.92700000
N
N
N
N
N
N
CONCORDE LUX
N/A
Concorde Lux
N/A
2000000.00000000
PA
2434443.22000000
0.277970973804
Long
LON
CORP
LU
N
2
2028-03-01
Variable
4.00000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
950000.00000000
PA
USD
1031937.50000000
0.117829271770
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
FFL/EM HOLDINGS LLC
N/A
Eyemart Express
N/A
1984575.83180000
PA
USD
1976637.53000000
0.225697545359
Long
LON
CORP
US
N
2
2024-08-05
Variable
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II, LP
42806DBQ1
113397.72750000
PA
USD
113789.20000000
0.012992742846
Long
ABS-O
CORP
US
N
2
2024-02-25
Fixed
3.29000000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAU3
1750000.00000000
PA
USD
1750000.00000000
0.199819490617
Long
ABS-O
CORP
KY
N
2
2031-04-15
None
0.00000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAD2
450000.00000000
PA
USD
479812.50000000
0.054786222481
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
CHEFS WAREHOUSE INC
N/A
Chefs' Warehouse, Inc., The
N/A
297744.36030000
PA
USD
297000.00000000
0.033912222121
Long
LON
CORP
US
N
2
2025-06-23
Variable
5.59000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-2151692.46000000
PA
USD
-2151692.46000000
-0.24568576646
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
N/A
2350000.00000000
USD
2361750.00000000
USD
CDS
N
N
N
Figs Inc
N/A
Figs, Inc.
30260D103
10450.00000000
NS
USD
356867.50000000
0.040748046895
Long
EC
CORP
US
N
1
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AN1
750000.00000000
PA
USD
783750.00000000
0.089490586155
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.35000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-7164374.58000000
PA
USD
-7164374.58000000
-0.81804667381
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.55238000
2021-06-23
9679000.00000000
USD
9691434.40000000
USD
ABS
N
N
N
SP PF PARENT CORP
N/A
SP PF Buyer LLC
N/A
4229266.02640000
PA
USD
4132331.25000000
0.471840185964
Long
LON
CORP
US
N
2
2025-12-22
Variable
4.59000000
N
N
N
N
N
N
PANDA HUMMEL STATION LLC
N/A
Panda Hummel
N/A
178622.45000000
PA
USD
170584.44000000
0.019477769090
Long
LON
CORP
US
N
2
2022-10-27
Variable
7.00000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio, Inc.
90138FAD4
2000000.00000000
PA
USD
2032220.00000000
0.232044094412
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
PETROCHOICE HOLDINGS INC
N/A
PetroChoice Holdings
N/A
1992844.44710000
PA
USD
1898184.34000000
0.216739558809
Long
LON
CORP
US
N
2
2022-08-19
Variable
6.00000000
N
N
N
N
N
N
PRINCESS JULIANA INTL
N/A
Princess Juliana International Airport Operating Company N.V.
741771AA7
1240594.71390000
PA
USD
1119686.35000000
0.127848660633
Long
DBT
CORP
SX
Y
2
2027-12-20
Fixed
5.50000000
N
N
N
N
N
N
GOODPACK LTD
5493003ZYID1KN87T037
IBC Capital Ltd.
N/A
1208308.69410000
PA
USD
1197735.99000000
0.136760568809
Long
LON
CORP
KY
N
2
2023-09-11
Variable
3.94000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52522GAC8
3315847.34770000
PA
USD
3405884.21000000
0.388892598825
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.27160000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd.
46651NAA2
1843942.62580000
PA
USD
1846708.17000000
0.210861877627
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
TEXGEN POWER LLC
N/A
TexGen Power LLC
N/A
22219.00000000
NS
USD
866541.00000000
0.098943874982
Long
EC
CORP
US
N
2
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-2314469.00000000
PA
USD
-2314469.00000000
-0.26427200950
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.45000000
N/A
2400000.00000000
USD
2649120.00000000
USD
CDS
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
468087.71210000
PA
USD
492824.57000000
0.056271974023
Long
ABS-MBS
CORP
US
N
2
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
975000.00000000
PA
USD
983901.75000000
0.112344426572
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAF9
949000.00000000
PA
USD
965607.50000000
0.110255542163
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1430691.26000000
PA
USD
-1430691.26000000
-0.16335999931
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
1100000.00000000
USD
1504030.00000000
USD
CDS
N
N
N
AI CONVOY LUXEMBOURG SA RL
N/A
AI Convoy Luxembourg S.A.R.L.
N/A
1485000.00000000
PA
USD
1484376.30000000
0.169489894943
Long
LON
CORP
LU
N
2
2027-01-18
Variable
4.50000000
N
N
N
N
N
N
TCB HOLDINGS I CORP
N/A
TricorBraun Holdings, Inc.
N/A
-426013.76970000
PA
USD
-3408.11000000
-0.00038914674
Short
LON
CORP
US
N
3
2028-03-03
Variable
0.50000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_15-37A
N/A
Dryden Senior Loan Fund
N/A
2998799.00000000
PA
USD
1384704.43000000
0.158109105061
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
AMERILIFE HOLDINGS LLC
N/A
AmeriLife Holdings LLC
N/A
995000.00000000
PA
USD
992512.50000000
0.113327624103
Long
LON
CORP
US
N
2
2027-03-18
Variable
4.75000000
N
N
N
N
N
N
DRIVE CHASSIS HOLDCO LLC
N/A
Drive Chassis (DCLI)
N/A
500000.00000000
PA
USD
504165.00000000
0.057566853421
Long
LON
CORP
US
N
2
2026-04-10
Variable
7.19000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAP4
1500000.00000000
PA
USD
1616250.00000000
0.184547572405
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAA5
950000.00000000
PA
USD
980875.00000000
0.111998824491
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2009141.83000000
PA
USD
-2009141.83000000
-0.22940896974
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2225000.00000000
USD
2299537.50000000
USD
CDS
N
N
N
OECONNECTION LLC
N/A
OEConnection LLC
N/A
-6071.42470000
PA
USD
-30.36000000
-0.00000346658
Short
LON
CORP
US
N
3
2026-09-25
Variable
4.00000000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
1655405.41000000
PA
2009362.14000000
0.229434125303
Long
LON
CORP
LU
N
2
2028-03-27
Variable
3.75000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Securitization Trust
14855JAB1
1905398.10000000
PA
USD
1906768.08000000
0.217719672269
Long
ABS-O
CORP
US
N
2
2041-08-15
Fixed
4.45000000
N
N
N
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
1355685.68770000
PA
USD
1359413.82000000
0.155221358314
Long
LON
CORP
US
N
2
2024-11-01
Variable
5.75000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
1400000.00000000
PA
USD
1435868.00000000
0.163951092773
Long
DBT
CORP
DE
N
2
N/A
Variable
3.50000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
2950000.00000000
PA
USD
3357229.30000000
0.383337056349
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
FORTIS SOLUTIONS GROUP LLC
N/A
Fortis Solutions Group LLC
N/A
-163320.28000000
PA
USD
-1633.20000000
-0.00018648296
Short
LON
CORP
US
N
3
2023-12-15
Variable
0.50000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BS9
250000.00000000
PA
USD
275000.00000000
0.031400205668
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
PLANVIEW PARENT INC
N/A
Planview Parent, Inc.
N/A
3341625.00000000
PA
USD
3337447.97000000
0.381078373329
Long
LON
CORP
US
N
2
2027-12-17
Variable
4.75000000
N
N
N
N
N
N
BC CYAN PARENT INC
N/A
Blue Nile, Inc.
N/A
1625000.00000000
PA
USD
1511250.00000000
0.172558402968
Long
LON
CORP
US
N
3
2023-02-17
Variable
7.50000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
1150000.00000000
PA
USD
1143571.50000000
0.130575928351
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
2100000.00000000
PA
USD
2182578.09000000
0.249212366957
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Jones Deslauriers Insurance Management, Inc.
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
-208000.00000000
PA
0.00000000
0.000000
Short
LON
CORP
US
N
3
2029-03-12
Variable
0.50000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-937361.91000000
PA
USD
-937361.91000000
-0.10703038821
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1200000.00000000
USD
1242000.00000000
USD
CDS
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
36000.00000000
NS
USD
907920.00000000
0.103668635383
Long
EP
CORP
US
N
2
N
N
N
ENDO FIN LLC/ENDO FINCO
N/A
Endo Finance LLC / Endo Finco, Inc.
29271LAD6
800000.00000000
PA
USD
736000.00000000
0.084038368625
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
7.25000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Securitization Trust
14855MAA6
1575636.10000000
PA
USD
1579329.23000000
0.180331864146
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2292100.86000000
PA
USD
-2292100.86000000
-0.26171795787
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2550000.00000000
USD
2546940.00000000
USD
CDS
N
N
N
HOUGHTON MIFFLIN HARCOURT CO
N/A
Houghton Mifflin Co.
N/A
313618.42000000
PA
USD
313176.22000000
0.035759264430
Long
LON
CORP
US
N
2
2024-11-22
Variable
7.25000000
N
N
N
N
N
N
RXR Acquisition Corp.
N/A
RXR Acquisition Corp.
74981W115
28815.00000000
NS
USD
20173.38000000
0.002303448294
N/A
DE
US
N
1
RXR Acquisition Corp.
N/A
Call
Purchased
N/A
RXR Acquisition Corp.
28815
11.50000000
USD
2026-03-08
XXXX
-5321.78000000
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
55076.00000000
NS
USD
19419.25000000
0.002217339796
Long
EC
CORP
US
N
3
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-598598.00000000
PA
USD
-598598.00000000
-0.06834945568
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
788000.00000000
USD
763493.20000000
USD
CDS
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus Group International Equity, Inc.
N/A
12989.00000000
NS
USD
30189.99000000
0.003447170527
Long
EC
CORP
US
N
3
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
1750000.00000000
PA
USD
1859375.00000000
0.212308208780
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc.
219350BF1
4100000.00000000
PA
USD
4598823.63000000
0.525105482963
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2077277.28000000
PA
USD
-2077277.28000000
-0.23718885026
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
2000000.00000000
USD
2265000.00000000
USD
CDS
N
N
N
VERTICAL TOPCO SARL
N/A
Vertical (TK Elevator)
N/A
-1750000.00000000
PA
-205700.88000000
-0.02348745432
Short
LON
CORP
DE
N
3
2027-01-30
Variable
0.50000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AK1
610000.00000000
PA
USD
635925.00000000
0.072611548326
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
TEAMSYSTEM SPA
N/A
TeamSystem SpA
N/A
1700000.00000000
PA
2076048.54000000
0.237048549576
Long
DBT
CORP
IT
N
2
2028-02-15
Variable
3.75000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-806222.65000000
PA
USD
-806222.65000000
-0.09205657099
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1000000.00000000
USD
1076200.00000000
USD
CDS
N
N
N
NES GLOBAL TALENT HOLDINGS LTD
N/A
NES Global Talent
N/A
708953.28650000
PA
USD
662871.32000000
0.075688348289
Long
LON
CORP
US
N
3
2023-05-11
Variable
6.50000000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
4300000.00000000
PA
USD
4274931.00000000
0.488122591339
Long
LON
CORP
US
N
2
2028-05-08
Variable
6.75000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
-499999.99860000
PA
USD
-40000.00000000
-0.00456730264
Short
LON
CORP
US
N
3
2024-04-29
Variable
0.66200000
N
N
N
N
N
N
Newstar Trust
549300HA6DDD2ONJSM48
Newstar Commercial Loan Funding LLC
65252AAJ4
2000000.00000000
PA
USD
2002934.00000000
0.228700143782
Long
ABS-O
CORP
US
N
2
2027-03-20
Floating
5.28660000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
N/A
BCPE Empire Holdings, Inc.
N/A
2000000.00000000
PA
USD
1998340.00000000
0.228175589074
Long
LON
CORP
US
N
2
2026-06-11
Variable
5.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
2300000.00000000
PA
USD
2376233.50000000
0.271324438604
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Higginbotham
N/A
Higginbotham
N/A
-823699.42000000
PA
USD
-4582.98000000
-0.00052329641
Short
LON
CORP
US
N
3
2022-11-25
Variable
1.00000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
1250000.00000000
PA
USD
1282600.00000000
0.146450559237
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
BEAR PARENT INC
N/A
Belk, Inc.
N/A
100428.08000000
PA
USD
100679.15000000
0.011495803696
Long
LON
CORP
US
N
2
2025-07-31
Variable
8.50000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52522DAL5
1566854.26240000
PA
USD
1565524.32000000
0.178755584097
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
0.30160000
N
N
N
N
N
N
SCHAHIN II FINANCE CO
N/A
Schahin II Finance Co. SPV Ltd.
80629QAA3
1216133.33380000
PA
USD
78927.05000000
0.009012093101
Long
DBT
CORP
KY
N
2
2022-09-25
Fixed
5.88000000
Y
N
N
N
N
N
BlackRock Municipal Income Tru
R3ITLLW1CUEQICP4XR90
BlackRock Municipal Income Trust
09248F109
107502.00000000
NS
USD
1630805.34000000
0.186209538477
Long
EC
RF
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-1323687.47000000
PA
USD
-1323687.47000000
-0.15114203199
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.40000000
N/A
1600000.00000000
USD
1582080.00000000
USD
CDS
N
N
N
SAMSONITE INTERNATIONAL SA
N/A
Samsonite IP Holdings SARL
N/A
3027125.00000000
PA
USD
3042260.63000000
0.347373125378
Long
LON
CORP
LU
N
2
2025-04-25
Variable
5.50000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue Class A Pass Through Trust
477164AA5
1654051.38350000
PA
USD
1802489.26000000
0.205812849015
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
2650000.00000000
PA
USD
2630125.00000000
0.300314421577
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
AP VIII DUKE HOLDINGS GP LLC
N/A
Vectra Co.
N/A
539537.33380000
PA
USD
530095.43000000
0.060527656457
Long
LON
CORP
US
N
2
2025-03-10
Variable
3.34000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
3000000.00000000
PA
USD
305700.00000000
0.034905610446
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
BlackRock Corporate High Yield
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
361116.00000000
NS
USD
4358670.12000000
0.497684138941
Long
EC
RF
US
N
1
N
N
N
CYPRESS HOLDINGS INC
N/A
CCC Information Services, Inc.
N/A
-437500.00000000
PA
USD
-39.38000000
-0.00000449650
Short
LON
CORP
US
N
3
2022-04-27
Variable
0.58465000
N
N
N
N
N
N
STRIPES 2013 AIRCRAFT 1 LIMITED
N/A
Stripes Aircraft Ltd.
N/A
574172.26700000
PA
USD
552115.77000000
0.063041995384
Long
ABS-O
CORP
US
N
3
2023-03-20
Variable
3.61600000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare, Inc.
00175PAB9
1200000.00000000
PA
USD
1242000.00000000
0.141814747055
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
533333.33000000
PA
641160.42000000
0.073209342016
Long
LON
CORP
DK
N
3
2026-03-12
Variable
6.25000000
N
N
N
N
N
N
Unit Corp
549300XGK22FZCTN8B67
Unit Corp.
909218406
5556.00000000
NS
USD
83395.56000000
0.009522319039
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-576135.82000000
PA
USD
-576135.82000000
-0.06578466633
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.40000000
N/A
700000.00000000
USD
689500.00000000
USD
CDS
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-809567.72000000
PA
USD
-809567.72000000
-0.09243851967
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.75237800
2021-06-23
1010000.00000000
USD
1009899.00000000
USD
ABS
N
N
N
GOLD PARENT LP
VPQEY6SB0BUIVT13IV95
Examworks Group, Inc.
N/A
-1499999.99980000
PA
USD
-84219.45000000
-0.00961639291
Short
LON
CORP
US
N
3
2023-01-27
Variable
0.52907000
N
N
N
N
N
N
Marathon CRE Issuer Ltd
N/A
Marathon CRE Ltd.
565780AJ2
3000000.00000000
PA
USD
2990203.20000000
0.341429074437
Long
ABS-O
CORP
KY
N
2
2028-06-15
Floating
3.10090000
N
N
N
N
N
N
A10 Securitization
N/A
A10 Permanent Asset Financing LLC
00216AAC1
250000.00000000
PA
USD
268589.57000000
0.030668246321
Long
ABS-O
CORP
US
N
3
2051-06-15
Variable
6.24000000
N
N
N
N
N
N
API HOLDINGS III CORP
N/A
API Holdings III Corp.
N/A
1572000.00000000
PA
USD
1548420.00000000
0.176802568949
Long
LON
CORP
US
N
2
2026-05-11
Variable
4.34000000
N
N
N
N
N
N
MCG HILL/MCG GLB ED FIN
N/A
McGraw Hill LLC / McGraw-Hill Global Education Finance, Inc.
58065PAA2
1532000.00000000
PA
USD
1551150.00000000
0.177114287354
Long
DBT
CORP
US
N
2
2024-11-30
Fixed
8.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
1430000.00000000
PA
USD
1543971.00000000
0.176294570713
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1037489.75000000
PA
USD
-1037489.75000000
-0.11846324192
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1100000.00000000
USD
1058420.00000000
USD
CDS
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
-61150000.00000000
PA
USD
-64583694.80000000
-7.37433199835
Short
ABS-MBS
CORP
US
N
2
2022-07-14
Fixed
3.50000000
N
N
N
N
N
N
MONROE CAPITAL CLO LTD
549300P18F17MYF55L44
Monroe Capital CLO Ltd.
610333AY2
1750000.00000000
PA
USD
1746334.63000000
0.199400969265
Long
ABS-O
CORP
KY
N
2
2026-10-22
Floating
3.78380000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
1650000.00000000
PA
USD
1753125.00000000
0.200176311136
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
SITUS AMC HOLDINGS CORPORATION
N/A
Situs AMC Holdings Corp.
N/A
1442918.91430000
PA
USD
1415864.18000000
0.161667005274
Long
LON
CORP
US
N
2
2025-06-30
Variable
5.75000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp.
023551AM6
500000.00000000
PA
USD
668459.57000000
0.076326429014
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.12500000
N
N
N
N
N
N
RS IVY HOLDCO INC
N/A
RS Ivy Holdco, Inc.
N/A
3890250.00000000
PA
USD
3890250.00000000
0.444198727642
Long
LON
CORP
US
N
3
2027-12-23
Variable
6.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAF0
2100000.00000000
PA
USD
2020659.88000000
0.230724130247
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
AMERILIFE HOLDINGS LLC
N/A
AmeriLife Holdings LLC
N/A
1061765.40760000
PA
USD
1060438.20000000
0.121083554831
Long
LON
CORP
US
N
2
2027-03-18
Variable
4.11000000
N
N
N
N
N
N
MINISTRY BRANDS LLC
N/A
Ministry Brands LLC
N/A
433017.39520000
PA
USD
427620.05000000
0.048826754610
Long
LON
CORP
US
N
3
2022-12-02
Variable
5.00000000
N
N
N
N
N
N
CONTERRA ULTRA BROADBAND HOLDINGS INC
N/A
Conterra Ultra Broadband Holdings, Inc.
N/A
1965000.00000000
PA
USD
1963781.70000000
0.224229633701
Long
LON
CORP
US
N
2
2026-04-30
Variable
4.60000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AD6
3002892.03710000
PA
USD
1382409.58000000
0.157847073200
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.31160000
N
N
N
N
N
N
KEHE DISTRIBUTORS LLC/FI
N/A
KeHE Distributors LLC / KeHE Finance Corp.
487526AB1
494000.00000000
PA
USD
545870.00000000
0.062328837339
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.62500000
N
N
N
N
N
N
mmcf clo, llc
N/A
MMCF CLO LLC
55316LAC0
950000.00000000
PA
USD
949988.89000000
0.108472169195
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
2.58380000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2019488.15000000
PA
USD
-2019488.15000000
-0.23059033910
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1950000.00000000
USD
2248545.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-270587.56000000
PA
USD
-270587.56000000
-0.03089638194
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
300000.00000000
USD
304140.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-6671728.22000000
PA
USD
-6671728.22000000
-0.76179504826
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.37000000
2021-07-12
6225000.00000000
USD
6959198.00000000
USD
CDS
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-1890349.91000000
PA
USD
-1890349.91000000
-0.21584500348
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2500000.00000000
USD
2503000.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-4036119.06000000
PA
USD
-4036119.06000000
-0.46085443122
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
3500000.00000000
USD
4517800.00000000
USD
CDS
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
350000.00000000
PA
USD
373733.50000000
0.042673850055
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-506866.59000000
PA
USD
-506866.59000000
-0.05787532789
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
500000.00000000
USD
580150.00000000
USD
CDS
N
N
N
MINISTRY BRANDS LLC
N/A
Ministry Brands LLC
N/A
500573.84580000
PA
USD
494334.44000000
0.056444374854
Long
LON
CORP
US
N
3
2022-12-02
Variable
5.00000000
N
N
N
N
N
N
Diamond CLO 2018-1, LLC
N/A
Diamond CLO Ltd.
25256LAG6
3000000.00000000
PA
USD
2992727.70000000
0.341717328325
Long
ABS-O
CORP
KY
N
2
2030-07-22
Floating
3.88380000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-515439.87000000
PA
USD
-515439.87000000
-0.05885424700
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
490000.00000000
USD
521556.00000000
USD
CDS
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
1350000.00000000
PA
USD
1346625.00000000
0.153761098030
Long
LON
CORP
US
N
3
2028-04-27
Variable
4.75000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
N/A
Illuminate Buyer LLC
N/A
1820437.50000000
PA
USD
1808732.09000000
0.206525671364
Long
LON
CORP
US
N
2
2027-06-30
Variable
3.59000000
N
N
N
N
N
N
PARADOCS HOLDING SARL
N/A
Alter Domus
N/A
2800000.00000000
PA
USD
2782500.00000000
0.317712990081
Long
LON
CORP
LU
N
2
2028-02-17
Variable
4.50000000
N
N
N
N
N
N
BOE HOLDING LLC
549300DNGHXL0OMHW304
BWAY Holding Co.
N/A
688647.73390000
PA
USD
671004.58000000
0.076617024787
Long
LON
CORP
US
N
2
2024-04-03
Variable
3.39000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAG9
1625000.00000000
PA
USD
1718437.50000000
0.196215603375
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127964L0
1000000.00000000
PA
USD
999965.28000000
0.114178601648
Long
DBT
UST
US
N
2
2021-09-09
None
0.00000000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
2000000.00000000
PA
USD
1980000.00000000
0.226081480812
Long
LON
CORP
US
N
2
2028-04-13
Variable
4.75000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-597551.92000000
PA
USD
-597551.92000000
-0.06823001158
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.43000000
N/A
637000.00000000
USD
671206.90000000
USD
CDS
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver BRL
N/A
-4050000.00000000
NC
189961.02000000
0.021690236716
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
4050000.00000000
BRL
965389.02000000
USD
2021-07-01
189961.02000000
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream, LP
75419TAA1
1250000.00000000
PA
USD
1300000.00000000
0.148437335887
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.62500000
N
N
N
N
N
N
CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC
N/A
DG Investment Intermediate Holdings 2, Inc.
N/A
355324.67700000
PA
USD
354791.69000000
0.040511025583
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.50000000
N
N
N
N
N
N
PELICAN PRODUCTS INC
5493008CRWH2WFODTF44
Pelican Products, Inc.
N/A
1860068.30260000
PA
USD
1843327.69000000
0.210475885746
Long
LON
CORP
US
N
2
2025-05-01
Variable
4.50000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
2Y-10 CMS CAP
N/A
99000000.00000000
NC
USD
644490.00000000
0.073589522004
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
2Y-10 CMS CAP
99000000
0.60500000
USD
2022-07-29
XXXX
491040.00000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1553339.92000000
PA
USD
-1553339.92000000
-0.17736433804
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1700000.00000000
USD
1769360.00000000
USD
CDS
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576UAC3
3566667.00000000
PA
USD
248953.36000000
0.028426133475
Long
ABS-O
CORP
KY
N
2
2027-11-21
None
0.00000000
N
N
N
N
N
N
Nuveen Quality Municipal Incom
549300RDIO25ZNWCOA97
Nuveen Quality Municipal Income Fund
67066V101
24792.00000000
NS
USD
388738.56000000
0.044387166310
Long
EC
RF
US
N
1
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises, Inc.
N/A
3890250.00000000
PA
USD
3890250.00000000
0.444198727642
Long
LON
CORP
US
N
2
2027-12-23
Variable
5.75000000
N
N
N
N
N
N
ImageFIRST Holdings LLC
N/A
ImageFIRST Holdings LLC
N/A
-203703.70000000
PA
USD
-254.63000000
-0.00002907430
Short
LON
CORP
US
N
3
2028-04-26
Variable
0.50000000
N
N
N
N
N
N
CENGAGE LEARNING HOLDINGS II INC
549300BYGM0FWUSVXJ88
Cengage Learning Acquisitions, Inc.
N/A
1819860.13740000
PA
USD
1817840.09000000
0.207565646175
Long
LON
CORP
US
N
2
2023-06-07
Variable
5.25000000
N
N
N
N
N
N
SPORTRADAR CAPITAL SARL
N/A
Sportradar Capital SARL
N/A
3100000.00000000
PA
3782120.99000000
0.431852279814
Long
LON
CORP
LU
N
2
2027-11-22
Variable
4.25000000
N
N
N
N
N
N
HARE TOPCO INC
N/A
Niacet B.V.
N/A
703547.35420000
PA
845217.88000000
0.096509146424
Long
LON
CORP
NL
N
3
2024-02-01
Variable
5.50000000
N
N
N
N
N
N
PANDA HUMMEL STATION LLC
N/A
Panda Hummel
N/A
1270365.51000000
PA
USD
1206847.23000000
0.137800913572
Long
LON
CORP
US
N
3
2022-04-27
Variable
3.84000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-222601.94000000
PA
USD
-222601.94000000
-0.02541726072
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
250000.00000000
USD
250000.00000000
USD
CDS
N
N
N
NFP INTERMEDIATE HOLDINGS B CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
N/A
1677915.24020000
PA
USD
1653652.59000000
0.188818296109
Long
LON
CORP
US
N
2
2027-02-15
Variable
3.34000000
N
N
N
N
N
N
THERMON GROUP HOLDINGS INC
N/A
Thermon Group Holdings, Inc.
N/A
538952.16610000
PA
USD
537604.79000000
0.061385094452
Long
LON
CORP
US
N
3
2024-10-30
Variable
4.75000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
1950000.00000000
PA
USD
2066103.00000000
0.235912942298
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
48274GAB8
2300000.00000000
PA
USD
527822.40000000
0.060268116059
Long
ABS-O
CORP
KY
N
2
2028-01-14
None
0.00000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
126000.00000000
NS
USD
3250800.00000000
0.371184685770
Long
EP
CORP
US
N
2
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-84151.67000000
PA
USD
-84151.67000000
-0.00960865361
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
110000.00000000
USD
113542.00000000
USD
CDS
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International S.A. / FAGE USA Dairy Industry, Inc.
30257WAA4
900000.00000000
PA
USD
927630.00000000
0.105919173760
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1590894.38000000
PA
USD
-1590894.38000000
-0.18165240265
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2000000.00000000
USD
2142200.00000000
USD
CDS
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
1273008.08920000
PA
USD
1287740.99000000
0.147037570667
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
-949545.53690000
PA
USD
-8979.00000000
-0.00102524526
Short
LON
CORP
US
N
3
2027-01-29
Variable
1.00000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
625000.00000000
PA
USD
637500.00000000
0.072791385867
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-945901.04000000
PA
USD
-945901.04000000
-0.10800540799
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1150000.00000000
USD
1174380.00000000
USD
CDS
N
N
N
DYAL CAPITAL PARTNERS III ISSUER (B)
N/A
Dyal Capital Partners III
N/A
3649317.40000000
PA
USD
3733134.67000000
0.426258896094
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
3650000.00000000
PA
USD
3923750.00000000
0.448023843605
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
BRAVE PARENT HOLDINGS INC
N/A
Brave Parent Holdings, Inc.
N/A
1795944.41000000
PA
USD
1793699.48000000
0.204809209379
Long
LON
CORP
US
N
2
2025-04-18
Variable
4.09000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
250000.00000000
PA
USD
283700.00000000
0.032393593993
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
791606.00000000
PA
USD
0.01000000
0.000000001141
Long
DBT
CORP
US
N
3
2024-10-31
Fixed
11.00000000
Y
N
N
N
N
N
Aequi Acquisition Corp.
N/A
Aequi Acquisition Corp.
00775W110
246299.00000000
NS
USD
179231.78000000
0.020465144561
N/A
DE
US
N
1
Aequi Acquisition Corp.
N/A
Call
Purchased
N/A
Aequi Acquisition Corp.
246299
11.50000000
USD
2027-11-30
XXXX
-945571.46000000
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
61150000.00000000
PA
USD
63173205.23000000
7.213278679842
Long
ABS-MBS
CORP
US
N
2
2022-07-01
Fixed
2.50000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
Ascend Learning LLC
N/A
3681500.00000000
PA
USD
3686101.88000000
0.420888571443
Long
LON
CORP
US
N
2
2024-07-12
Variable
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505EL4
2000000.00000000
PA
USD
2265000.00000000
0.258623512141
Long
DBT
CORP
US
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
STAR US BIDCO LLC
N/A
Sundyne (Star US Bidco)
N/A
124062.50000000
PA
USD
123752.34000000
0.014130359738
Long
LON
CORP
US
N
2
2027-03-17
Variable
5.25000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
29280BAA3
750000.00000000
PA
USD
739687.50000000
0.084459416837
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-9537460.21000000
PA
USD
-9537460.21000000
-1.08901168054
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.47000000
2021-07-06
10080000.00000000
USD
10942597.00000000
USD
CDS
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAC6
750000.00000000
PA
USD
877500.00000000
0.100195201723
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AP6
1850000.00000000
PA
USD
1933305.50000000
0.220749782981
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2927437.21000000
PA
USD
-2927437.21000000
-0.33426229263
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
3580000.00000000
USD
3200520.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-3946209.93000000
PA
USD
-3946209.93000000
-0.45058837604
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
4150000.00000000
USD
4336750.00000000
USD
CDS
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver BRL
N/A
-3000000.00000000
NC
138282.60000000
0.015789462110
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
3000000.00000000
BRL
712673.71000000
USD
2021-07-01
138282.60000000
N
N
N
ORION ADVISOR SOLUTIONS INC
N/A
Orion Advisor Solutions, Inc.
N/A
2745625.00000000
PA
USD
2747354.74000000
0.313700014109
Long
LON
CORP
US
N
2
2027-09-24
Variable
4.50000000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
1730000.00000000
PA
USD
1726960.39000000
0.197188768826
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C761
54800.00000000
NS
USD
1385892.00000000
0.158244704851
Long
EP
CORP
US
N
2
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software
N/A
497500.00000000
PA
USD
496927.88000000
0.056740500488
Long
LON
CORP
US
N
2
2027-07-30
Variable
4.00000000
N
N
N
N
N
N
TCB HOLDINGS I CORP
N/A
TricorBraun Holdings, Inc.
N/A
1959296.10000000
PA
USD
1943621.73000000
0.221927716595
Long
LON
CORP
US
N
2
2028-03-03
Variable
3.75000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
798000.00000000
PA
USD
801990.00000000
0.091573276160
Long
LON
CORP
US
N
2
2027-12-10
Variable
4.75000000
N
N
N
N
N
N
GREEN ENERGY PARTNERS/STONEWALL LLC
N/A
Panda Stonewall
N/A
812356.06010000
PA
USD
760365.27000000
0.086820457676
Long
LON
CORP
US
N
2
2021-11-12
Variable
6.50000000
N
N
N
N
N
N
Invesco Municipal Opportunity
WERC5RXCUSU16MOTZ848
Invesco Municipal Opportunity Trust
46132C107
225519.00000000
NS
USD
3082844.73000000
0.352007122057
Long
EC
RF
US
N
1
N
N
N
West CLO Ltd
254900Y23DE747A9HN36
West CLO Ltd.
95168RAC2
1350000.00000000
PA
USD
48195.00000000
0.005503028771
Long
ABS-O
CORP
KY
N
2
2025-11-07
None
0.00000000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub, Inc.
71953LAA9
1486000.00000000
PA
USD
1567730.00000000
0.179007434300
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.12500000
N
N
N
N
N
N
MDVIP LLC
N/A
MDVIP LLC
N/A
2078977.04500000
PA
USD
2072054.05000000
0.236592448458
Long
LON
CORP
US
N
2
2024-11-14
Variable
5.25000000
N
N
N
N
N
N
ARMOR PARENT CORP
549300MC6XO5P96H8E79
Accuride Corp.
N/A
3324618.85530000
PA
USD
3158387.91000000
0.360632836198
Long
LON
CORP
US
N
2
2023-11-17
Variable
6.25000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO Ltd.
38172XAN9
1500000.00000000
PA
USD
1501781.85000000
0.171477305305
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
3.21480000
N
N
N
N
N
N
MINISTRY BRANDS LLC
N/A
Ministry Brands LLC
N/A
181668.12140000
PA
USD
179403.72000000
0.020484777111
Long
LON
CORP
US
N
3
2022-12-02
Variable
5.00000000
N
N
N
N
N
N
SIWF HOLDINGS INC
N/A
Springs Window Fashions
N/A
883255.48870000
PA
USD
883529.30000000
0.100883642669
Long
LON
CORP
US
N
2
2025-06-16
Variable
4.34000000
N
N
N
N
N
N
CENTURION PIPELINE COMPANY LLC
N/A
Centurion Pipe
N/A
199500.00000000
PA
USD
197255.63000000
0.022523154004
Long
LON
CORP
US
N
2
2025-09-29
Variable
4.09000000
N
N
N
N
N
N
OCULUS INTERMEDIATE INC
N/A
CNT Holdings I Corp.
N/A
1850000.00000000
PA
USD
1852312.50000000
0.211501794408
Long
LON
CORP
US
N
2
2027-11-08
Variable
4.50000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AF0
2075000.00000000
PA
USD
2207281.25000000
0.252033037156
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-1563797.23000000
PA
USD
-1563797.23000000
-0.17855838052
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.40000000
N/A
1800000.00000000
USD
1828980.00000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-9107482.20000000
PA
USD
-9107482.20000000
-1.03991568800
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
2021-07-12
7864000.00000000
USD
9786961.40000000
USD
CDS
N
N
N
TRANSCENDIA HOLDINGS INC
N/A
Transcendia Holdings, Inc.
N/A
1744171.34960000
PA
USD
1453766.82000000
0.165994825970
Long
LON
CORP
US
N
2
2024-05-30
Variable
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
2350000.00000000
PA
USD
2361750.00000000
0.269670675408
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2439629.93000000
PA
USD
-2439629.93000000
-0.27856320566
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2320000.00000000
USD
2618584.00000000
USD
CDS
N
N
N
GI CHILL ACQUISITION INC
N/A
California Cryobank
N/A
1513834.39070000
PA
USD
1502480.63000000
0.171557093799
Long
LON
CORP
US
N
2
2025-08-06
Variable
4.20000000
N
N
N
N
N
N
ASCEND PERFORMANCE MATERIALS HOLDINGS INC
N/A
Ascend Performance Materials Operations LLC
N/A
1579269.30800000
PA
USD
1601236.94000000
0.182833342690
Long
LON
CORP
US
N
2
2026-08-27
Variable
5.50000000
N
N
N
N
N
N
ORIGIN ENTERPRISES PLC
N/A
Valeo F1 Company Ltd.
N/A
4500000.00000000
PA
6371892.21000000
0.727559003240
Long
LON
CORP
IE
N
2
2027-08-27
Variable
5.50000000
N
N
N
N
N
N
EG GROUP LTD
2138003OUK4UQHRJLT65
EG Finco Ltd.
N/A
290294.93540000
PA
USD
287246.84000000
0.032798581285
Long
LON
CORP
GB
N
2
2025-02-07
Variable
4.20000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec BRL / Deliver USD
N/A
9970000.00000000
NC
-18533.56000000
-0.00211620943
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
1927426.68000000
USD
9970000.00000000
BRL
2021-07-01
-18533.56000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale
N/A
-381092.76000000
PA
USD
-381092.76000000
-0.04351414924
Short
RA
CORP
FR
N
2
Reverse repurchase
N
0.79650000
2021-06-18
450000.00000000
USD
450000.00000000
USD
ABS
N
N
N
SIMPLY GOOD FOODS CO
N/A
Atkins Nutritionals, Inc.
N/A
772692.60000000
PA
USD
775265.67000000
0.088521823584
Long
LON
CORP
US
N
2
2024-07-07
Variable
4.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1447678.12000000
PA
USD
-1447678.12000000
-0.16529960258
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.43000000
N/A
1700000.00000000
USD
1789250.00000000
USD
CDS
N
N
N
MILLENNIUM PARK TOPCO LLC
N/A
Market Track LLC
N/A
2069375.00000000
PA
USD
2048681.25000000
0.233923682178
Long
LON
CORP
US
N
2
2024-06-05
Variable
5.25000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-491173.27000000
PA
USD
-491173.27000000
-0.05608342435
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
650000.00000000
USD
626665.00000000
USD
CDS
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
3150000.00000000
PA
USD
3394125.00000000
0.387549902052
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-900996.86000000
PA
USD
-900996.86000000
-0.10287813349
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.60000000
N/A
1000000.00000000
USD
1074200.00000000
USD
CDS
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class A
N/A
55.84000000
NS
USD
71669.10000000
0.008183361745
Long
EC
CORP
US
N
3
N
N
N
FORTIS SOLUTIONS GROUP LLC
N/A
Fortis Solutions Group LLC
N/A
207320.94020000
PA
USD
205247.73000000
0.023435712490
Long
LON
CORP
US
N
3
2023-12-15
Variable
5.75000000
N
N
N
N
N
N
PREGIS TOPCO LLC
N/A
Pregis TopCo Corp.
N/A
1359520.00000000
PA
USD
1356121.20000000
0.154845398513
Long
LON
CORP
US
N
2
2026-07-31
Variable
3.84000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
113048.16310000
PA
USD
110911.14000000
0.012664118570
Long
LON
CORP
US
N
3
2027-01-29
Variable
8.25000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
2Y-10 CMS CAP
N/A
295300000.00000000
NC
USD
2483473.00000000
0.283569319898
N/A
DIR
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
Call
Purchased
N/A
2Y-10 CMS CAP
295300000
0.39500000
USD
2022-07-29
XXXX
1804283.00000000
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
1388176.00000000
PA
USD
55527.04000000
0.006340219913
Long
DBT
CORP
AU
Y
2
2019-06-24
Variable
9.50000000
Y
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing, LP
89655YAA4
144075.62470000
PA
USD
159007.95000000
0.018155935756
Long
ABS-O
CORP
US
N
2
2039-11-16
Fixed
6.65700000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
100000.00000000
NS
USD
2701000.00000000
0.308407110947
Long
EP
CORP
US
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
1700000.00000000
PA
USD
1645090.00000000
0.187840597611
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
1690000.00000000
PA
USD
2011362.22000000
0.229662499569
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
1025000.00000000
PA
USD
1094187.50000000
0.124937136508
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
PowerTeam Services LLC
73939VAA2
3440000.00000000
PA
USD
3792600.00000000
0.433048800065
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
TRANSACT HOLDINGS INC
N/A
Transact Holdings, Inc.
N/A
4091383.90130000
PA
USD
4050470.06000000
0.462493065228
Long
LON
CORP
US
N
2
2026-04-30
Variable
4.84000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Securitization Trust
14855LAC4
3819040.82000000
PA
USD
3790260.53000000
0.432781673378
Long
ABS-O
CORP
US
N
2
2042-07-15
Fixed
5.92600000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-446995.92000000
PA
USD
-446995.92000000
-0.05103914116
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
500000.00000000
USD
580000.00000000
USD
CDS
N
N
N
CCRR PARENT INC
N/A
CCRR Parent, Inc.
N/A
4000000.00000000
PA
USD
4015000.00000000
0.458443002759
Long
LON
CORP
US
N
2
2028-03-06
Variable
5.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
000823AS3
3000000.00000000
PA
USD
3002975.10000000
0.342887402753
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
4.69270000
N
N
N
N
N
N
SITUS AMC HOLDINGS CORPORATION
N/A
Situs AMC Holdings Corp.
N/A
2353596.69000000
PA
USD
2309466.75000000
0.263700839761
Long
LON
CORP
US
N
2
2025-06-30
Variable
5.75000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AD0
325000.00000000
PA
USD
348374.00000000
0.039778237271
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
-178666.66670000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
3
2028-03-02
Variable
3.50000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAJ3
1025000.00000000
PA
USD
1107000.00000000
0.126400100636
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
110919.36550000
PA
USD
104474.06000000
0.011929116258
Long
LON
CORP
US
N
3
2024-01-31
Variable
7.71000000
N
N
N
N
N
N
GOLD INTERMEDIATE HOLDINGS LLC
N/A
Bhi Investments LLC
N/A
1000000.00000000
PA
USD
982500.00000000
0.112184371160
Long
LON
CORP
US
N
3
2025-02-28
Variable
9.75000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 1 LP
N/A
Power Solutions (Panther)
N/A
1575773.63000000
PA
USD
1567406.27000000
0.178970469978
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.34000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2047014.03000000
PA
USD
-2047014.03000000
-0.23373331472
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2250000.00000000
USD
2306250.00000000
USD
CDS
N
N
N
HAH Group Holding Co. LLC
N/A
HAH Group Holding Co. LLC
N/A
-410000.00000000
PA
USD
-5625.49000000
-0.00064233288
Short
LON
CORP
US
N
3
2027-10-29
Variable
5.00000000
N
N
N
N
N
N
HEALTHCHANNELS INTERMEDIATE HOLDCO LLC
N/A
ScribeAmerica Intermediate Holdco LLC (Healthchannels)
N/A
1926892.32790000
PA
USD
1849816.63000000
0.211216809566
Long
LON
CORP
US
N
2
2025-04-03
Variable
4.59000000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services, Inc.
143905AN7
650000.00000000
PA
USD
682298.50000000
0.077906593553
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.62500000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
1273634.92250000
PA
USD
1264919.69000000
0.144431776072
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
3000000.00000000
PA
4195521.37000000
0.479055396015
Long
LON
CORP
GB
N
2
2025-07-23
Variable
4.80000000
N
N
N
N
N
N
FLNG LIQUEFACTION 2 LLC
5493008RXZY6NJ5WF161
FLNG Liquefaction 2 LLC
33972PAA7
257840.00000000
PA
USD
263083.69000000
0.030039570814
Long
DBT
CORP
US
Y
2
2038-03-31
Fixed
4.12500000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
250000.00000000
NC
-550.60000000
-0.00006286892
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
305554.95000000
USD
250000.00000000
EUR
2021-06-17
-550.60000000
N
N
N
DYNASTY PARENT HOLDINGS LP
N/A
StandardAero
N/A
1761634.61220000
PA
USD
1705174.22000000
0.194701168031
Long
LON
CORP
US
N
2
2026-04-06
Variable
3.70000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
2600000.00000000
PA
USD
261864.20000000
0.029900326317
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
WR GRACE & CO-CONN
549300GJVOEHHLSO6K25
WR Grace & Company-Conn
383909AG3
1975000.00000000
PA
USD
2078687.50000000
0.237349872801
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAG2
684275.30500000
PA
USD
726455.27000000
0.082948526861
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
5.62800000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
52473NAA6
2000000.00000000
PA
USD
2070000.00000000
0.236357911758
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
KAR NUT PRODUCTS
N/A
Kar Nut Products Company LLC
N/A
20613.00000000
PA
USD
20518.17000000
0.002342817301
Long
LON
CORP
US
N
3
2024-03-31
Variable
6.00000000
N
N
N
N
N
N
PT INTERMEDIATE HOLDINGS III LLC
N/A
PT Intermediate Holdings III LLC
N/A
1678750.00000000
PA
USD
1649371.88000000
0.188329513657
Long
LON
CORP
US
N
3
2025-10-15
Variable
6.50000000
N
N
N
N
N
N
SIERRA ENTERPRISES LLC
N/A
Sierra Acquisition, Inc.
N/A
1406719.39900000
PA
USD
1392652.21000000
0.159016602976
Long
LON
CORP
US
N
3
2024-11-11
Variable
5.00000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
82000.00000000
NS
USD
2049180.00000000
0.233980630733
Long
EP
CORP
US
N
2
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
6400000.00000000
PA
USD
6563338.24000000
0.749418802209
Long
DBT
CORP
US
N
2
2051-02-17
Variable
7.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-753933.00000000
PA
USD
-753933.00000000
-0.08608600458
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.26000000
N/A
750000.00000000
USD
787800.00000000
USD
CDS
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74737EAA2
3000000.00000000
PA
USD
3354300.00000000
0.383002581358
Long
DBT
CORP
AU
N
2
2043-11-24
Variable
7.50000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAZ1
2125000.00000000
PA
USD
2204028.54000000
0.251661634382
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc.
00404AAP4
2400000.00000000
PA
USD
2490000.00000000
0.284314589506
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAC4
1600000.00000000
PA
USD
1754000.00000000
0.200276220881
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
105300.00000000
NS
USD
1054053.00000000
0.120354476310
Long
EC
CORP
US
N
1
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
130000.00000000
PA
USD
130081.90000000
0.014853085140
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.50000000
N
N
N
N
N
N
BEAR PARENT INC
N/A
Belk, Inc.
N/A
415372.55770000
PA
USD
292318.44000000
0.033377669587
Long
LON
CORP
US
N
2
2025-07-31
Variable
6.50000000
N
N
Y
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38011SAC9
3500000.00000000
PA
USD
4473052.05000000
0.510744561220
Long
ABS-MBS
CORP
US
N
3
2044-09-10
Fixed
6.35600000
N
N
N
N
N
N
CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC
N/A
DG Investment Intermediate Holdings 2, Inc.
N/A
-112207.79300000
PA
USD
-168.31000000
-0.00001921806
Short
LON
CORP
US
N
3
2028-03-17
Variable
0.50000000
N
N
N
N
N
N
COMPAGNIE BENELUX PARTICIPATIONS SA
N/A
Holding SOCOTEC
N/A
900000.00000000
PA
USD
897750.00000000
0.102507398686
Long
LON
CORP
FR
N
2
2028-05-07
Variable
5.00000000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538RAJ2
1975000.00000000
PA
USD
1935500.00000000
0.221000356622
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-631071.33000000
PA
USD
-631071.33000000
-0.07205734383
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
700000.00000000
USD
692160.00000000
USD
CDS
N
N
N
KKR & CO INC
N/A
Pearl Intermediate Parent LLC
N/A
797974.68000000
PA
USD
797727.31000000
0.091086551277
Long
LON
CORP
US
N
2
2025-02-14
Variable
4.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U128
148000.00000000
NS
USD
3812480.00000000
0.435318749479
Long
EP
CORP
US
N
2
N
N
N
CBC INSURANCE REVENUE SECURITI
54930084NLD71YMN4154
CBC Insurance Revenue Securitization LLC
12479MAH1
318711.70730000
PA
USD
291982.44000000
0.033339304245
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
5.25000000
N
N
N
N
N
N
HP COMMUNITIES LLC
N/A
HP Communities LLC
44329HAV6
1000000.00000000
PA
USD
1215123.94000000
0.138745969558
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.16000000
N
N
N
N
N
N
SOLERA LLC
N/A
Solera LLC
N/A
-897637.99150000
PA
USD
-1382.36000000
-0.00015784141
Short
LON
CORP
US
N
3
2022-12-02
Variable
1.30157000
N
N
N
N
N
N
Invesco Trust for Investment G
V0VF67S6NRLBDK357F71
Invesco Trust for Investment Grade Municipals
46131M106
205779.00000000
NS
USD
2887079.37000000
0.329654130905
Long
EC
RF
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-940101.21000000
PA
USD
-940101.21000000
-0.10734316852
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
950000.00000000
USD
1031890.00000000
USD
CDS
N
N
N
TECBID US INC
N/A
Tecbid US, Inc.
N/A
988890.00000000
PA
USD
983945.55000000
0.112349427769
Long
LON
CORP
US
N
3
2024-07-25
Variable
3.95000000
N
N
N
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp.
48253T109
341566.00000000
NS
USD
3326852.84000000
0.379868594198
Long
EC
CORP
US
N
1
N
N
N
Turbine Engine Securitization
635400OU6URHWIXP2J82
Turbine Engines Securitization Ltd.
89989FAB0
455390.35020000
PA
USD
315774.04000000
0.036055890184
Long
ABS-O
CORP
BM
Y
2
2048-12-13
Fixed
6.37500000
N
N
N
N
N
N
CHEF HOLDINGS INC
N/A
Chef Holdings, Inc.
N/A
31.00000000
NS
USD
1949.47000000
0.000222595487
Long
EC
CORP
US
N
3
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-694620.34000000
PA
USD
-694620.34000000
-0.07931353286
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
725000.00000000
USD
759437.50000000
USD
CDS
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
40000.00000000
NS
USD
1062800.00000000
0.121353231216
Long
EP
CORP
US
N
2
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607AF6
2100000.00000000
PA
USD
2139375.00000000
0.244279327279
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
2550000.00000000
PA
USD
2546812.50000000
0.290801586541
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
592502.43000000
PA
USD
587442.46000000
0.067075687499
Long
LON
CORP
US
N
2
2026-12-02
Variable
3.45000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 37 Senior Loan Fund
26249YAE1
1050000.00000000
PA
USD
484840.65000000
0.055360349550
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
POWDR CORP
549300XIF5ZPMVRIGO50
Powdr Corp.
73900LAA9
1825000.00000000
PA
USD
1920812.50000000
0.219323300183
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2315606.62000000
PA
USD
-2315606.62000000
-0.26440190587
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.46000000
2021-07-12
2503000.00000000
USD
2679779.80000000
USD
CDS
N
N
N
OREGON CLEAN ENERGY LLC
N/A
Oregon Clean Energy LLC
N/A
2354836.72010000
PA
USD
2259183.25000000
0.257959340700
Long
LON
CORP
US
N
2
2026-03-02
Variable
4.75000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-903050.75000000
PA
USD
-903050.75000000
-0.10311265192
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1000000.00000000
USD
1017100.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-6642718.88000000
PA
USD
-6642718.88000000
-0.75848268738
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
6750000.00000000
USD
7249500.00000000
USD
CDS
N
N
N
Lake Shore MM CLO III LLC
N/A
Lake Shore MM CLO III LLC
510757AE7
3000000.00000000
PA
USD
3022177.50000000
0.345079982060
Long
ABS-O
CORP
US
N
2
2029-10-15
Floating
4.93380000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
2300000.00000000
PA
USD
2274125.00000000
0.259665428057
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group, Inc.
460919AA1
1500000.00000000
PA
USD
1586550.00000000
0.181156350193
Long
DBT
CORP
CA
N
2
2026-10-15
Fixed
7.00000000
N
N
N
N
N
N
HAYWARD INDUSTRIES INC
N/A
Hayward Industries, Inc.
N/A
133119.18990000
PA
USD
133077.92000000
0.015195178392
Long
LON
CORP
US
N
2
2024-08-05
Variable
3.61325000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2233172.34000000
PA
USD
-2233172.34000000
-0.25498934825
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2497000.00000000
USD
2563420.20000000
USD
CDS
N
N
N
ILPEA PARENT INC
N/A
ILPEA Parent, Inc.
N/A
2338864.51500000
PA
USD
2335940.93000000
0.266723729568
Long
LON
CORP
US
N
3
2023-03-02
Variable
5.75000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
600000.00000000
PA
USD
637500.00000000
0.072791385867
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings, Inc.
04683P100
13571.00000000
NS
USD
651408.00000000
0.074379436996
Long
EC
CORP
US
N
3
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-167762.20000000
PA
USD
-167762.20000000
-0.01915551848
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
200000.00000000
USD
206140.00000000
USD
CDS
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
1100000.00000000
PA
USD
1180076.03000000
0.134744109259
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
HAMPTON ROADS PPV LLC
N/A
Hampton Roads PPV LLC
409322AD6
4500000.00000000
PA
USD
4869034.52000000
0.555958855762
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
6.62100000
N
N
N
N
N
N
HARE TOPCO INC
N/A
Niacet Corp.
N/A
1525069.46590000
PA
USD
1502193.42000000
0.171524299424
Long
LON
CORP
US
N
3
2024-02-01
Variable
5.50000000
N
N
N
N
N
N
CHANGE HEALTH / FIN INC
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
15911NAA3
400000.00000000
PA
USD
406600.00000000
0.046426631362
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
CLAROS MORTGAGE TRUST INC
N/A
Claros Mortgage Trust, Inc.
N/A
1477500.00010000
PA
USD
1481193.75000000
0.169126503217
Long
LON
CORP
US
N
2
2026-08-10
Variable
6.00000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
490000.00000000
PA
USD
521571.30000000
0.059554349420
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
HAH GROUP HOLDING COMPANY LLC
N/A
HAH Group Holding Co. LLC
N/A
3290000.00000000
PA
USD
3292072.70000000
0.375897308565
Long
LON
CORP
US
N
2
2027-10-29
Variable
6.00000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
1923878.40040000
PA
USD
1617731.63000000
0.184716748721
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.26200000
N
N
N
N
N
N
HAWK HOLDING COMPANY LLC
549300C5O4FSVNUEI843
Intrawest Resorts Holdings, Inc.
N/A
296173.46780000
PA
USD
291043.74000000
0.033232121070
Long
LON
CORP
US
N
2
2024-07-31
Variable
2.84000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-166445.11000000
PA
USD
-166445.11000000
-0.01900512976
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
200000.00000000
USD
202500.00000000
USD
CDS
N
N
N
ANCHOR PACKAGING LLC
N/A
Anchor Packaging LLC
N/A
1627567.49150000
PA
USD
1629601.95000000
0.186072132318
Long
LON
CORP
US
N
2
2026-07-20
Variable
4.09000000
N
N
N
N
N
N
Soaring Eagle Acquisition Corp.
N/A
Soaring Eagle Acquisition Corp.
N/A
17096.00000000
NS
USD
37098.32000000
0.004235981374
N/A
DE
US
N
1
Soaring Eagle Acquisition Corp.
N/A
Call
Purchased
N/A
Soaring Eagle Acquisition Corp.
17096
11.50000000
USD
2027-12-31
XXXX
-2488.49000000
N
N
N
DIVERSITECH HOLDINGS INC
N/A
Diversitech Holdings, Inc.
N/A
1000000.00000000
PA
USD
1000000.00000000
0.114182566067
Long
LON
CORP
US
N
3
2025-06-02
Variable
8.50000000
N
N
N
N
N
N
SNACKING INVESTMENTS BIDCO PTY LTD
N/A
Snacking Investments US LLC (Arnott's)
N/A
1678750.00000000
PA
USD
1678750.00000000
0.191683982785
Long
LON
CORP
AU
N
2
2026-12-18
Variable
5.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
9635000.00000000
PA
USD
11203224.01000000
1.279212865685
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
PH OFFSHORE GP ISSUER
N/A
Petershill II Senior Secured Notes
N/A
161000.00000000
PA
USD
170600.68000000
0.019479623415
Long
DBT
CORP
US
N
3
2039-07-15
Fixed
5.00000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
3000000.00000000
PA
USD
946398.00000000
0.108062152160
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
BlackRock MuniVest Fund Inc
68LQJ5NLUNQI2T9OLL41
BlackRock MuniVest Fund, Inc.
09253R105
24001.00000000
NS
USD
228009.50000000
0.026034709797
Long
EC
RF
US
N
1
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AF0
475000.00000000
PA
USD
502360.00000000
0.057360753889
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-140679.52000000
PA
USD
-140679.52000000
-0.01606314858
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
150000.00000000
USD
152250.00000000
USD
CDS
N
N
N
BIDFAIR LTD
N/A
BidFair MergeRight, Inc.
N/A
344034.51810000
PA
USD
346040.24000000
0.039511762565
Long
LON
CORP
US
N
2
2027-01-15
Variable
5.50000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
1800000.00000000
PA
USD
1818000.00000000
0.207583905109
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC
N/A
DG Investment Intermediate Holdings 2, Inc.
N/A
2232467.53000000
PA
USD
2229118.83000000
0.254526508077
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.50000000
N
N
N
N
N
N
SBMYVV
N/A
MSD Acquisition Corp.
SBMYVVP41
116869.00000000
NS
USD
1199075.94000000
0.136913567738
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-1674525.35000000
PA
USD
-1674525.35000000
-0.19120160140
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
N/A
1730000.00000000
USD
1726886.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1003905.83000000
PA
USD
-1003905.83000000
-0.11462854375
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1025000.00000000
USD
1094187.50000000
USD
CDS
N
N
N
GALLS
N/A
Galls LLC
N/A
-29927.77670000
PA
USD
-1739.04000000
-0.00019856804
Short
LON
CORP
US
N
3
2024-01-31
Variable
1.15159000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
97958.98280000
PA
USD
97057.93000000
0.011082323504
Long
LON
CORP
US
N
3
2025-01-31
Variable
7.75000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-4416513.51000000
PA
USD
-4416513.51000000
-0.50428884564
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.47000000
2021-07-06
4250000.00000000
USD
4907310.00000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1861976.25000000
PA
USD
-1861976.25000000
-0.21260522618
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2000000.00000000
USD
2045400.00000000
USD
CDS
N
N
N
PAINT INTERMEDIATE III LLC
N/A
WESCO
N/A
1143973.55000000
PA
USD
1141088.81000000
0.130292448436
Long
LON
CORP
US
N
3
2024-06-14
Variable
5.25000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
2000000.00000000
PA
USD
2045470.00000000
0.233557013413
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-954669.52000000
PA
USD
-954669.52000000
-0.10900661553
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.46000000
2021-07-12
1080000.00000000
USD
1118448.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1479463.50000000
PA
USD
-1479463.50000000
-0.16892893883
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1475000.00000000
USD
1605980.00000000
USD
CDS
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAC5
2000000.00000000
PA
USD
2025124.40000000
0.231233900597
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
3.83380000
N
N
N
N
N
N
DOMINION WEB SOLUTIONS LLC
N/A
Trader Interactive
N/A
2669742.08570000
PA
USD
2623021.60000000
0.299503337137
Long
LON
CORP
US
N
3
2024-06-17
Variable
7.00000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
03969YAB4
2300000.00000000
PA
USD
2265500.00000000
0.258680603424
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
2225000.00000000
PA
USD
2397437.50000000
0.273745565735
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
490000.00000000
PA
USD
568591.10000000
0.064923190840
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-812110.29000000
PA
USD
-812110.29000000
-0.09272883684
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.43000000
N/A
880000.00000000
USD
976800.00000000
USD
CDS
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec ILS / Deliver USD
N/A
2853775.00000000
NC
108937.42000000
0.012438754156
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
773800.16000000
USD
2853775.00000000
ILS
2022-01-31
108937.42000000
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
1735009.71270000
PA
USD
1718093.37000000
0.196176309729
Long
LON
CORP
US
N
2
2027-02-18
Variable
3.84000000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
86684.00000000
NS
USD
113556.04000000
0.012966120039
Long
EC
CORP
US
N
3
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
5323250.00000000
PA
USD
5318831.70000000
0.607317851984
Long
LON
CORP
US
N
2
2026-06-01
Variable
5.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-560495.11000000
PA
USD
-560495.11000000
-0.06399876992
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
600000.00000000
USD
619860.00000000
USD
CDS
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BF9
560000.00000000
PA
USD
625398.93000000
0.071409654642
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
1450000.00000000
PA
USD
1483785.00000000
0.169422378791
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
BIDFAIR HOLDINGS INC
N/A
Bidfair Holdings, Inc.
08884LAA5
1100000.00000000
PA
USD
1104246.00000000
0.126085641849
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations, Inc.
69344BAA3
1000000.00000000
PA
USD
1056250.00000000
0.120605335408
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-3099818.82000000
PA
USD
-3099818.82000000
-0.35394526721
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
N/A
2950000.00000000
USD
3229365.00000000
USD
CDS
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
1700000.00000000
PA
USD
1769377.00000000
0.202032006200
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
FT GORDON HOUSING
N/A
Fort Gordon Housing LLC
347382AC7
200000.00000000
PA
USD
234879.99000000
0.026819199976
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
6.32400000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
323.26000000
PA
USD
300.63000000
0.000034326704
Long
LON
CORP
US
N
3
2024-04-29
Variable
6.23000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-497143.20000000
PA
USD
-497143.20000000
-0.05676508627
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
570000.00000000
USD
582255.00000000
USD
CDS
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
3670000.00000000
PA
USD
3672312.10000000
0.419314018977
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.50000000
N
N
N
N
N
N
SOLERA PARENT HOLDING LLC
N/A
Solera LLC
N/A
4400000.00000000
PA
USD
4.40000000
0.000000502403
Long
LON
CORP
US
N
3
2021-08-27
Variable
3.25000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
3650000.00000000
PA
USD
3756835.50000000
0.428965117681
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Company BV
98953GAD7
500000.00000000
PA
USD
507500.00000000
0.057947652279
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.12500000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AA7
950000.00000000
PA
USD
1008315.75000000
0.115132079740
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class B
N/A
13812.07000000
NS
USD
0.01000000
0.000000001141
Long
EC
CORP
US
N
3
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco, Inc.
92537RAA7
950000.00000000
PA
USD
988000.00000000
0.112812375274
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale
N/A
-173047.42000000
PA
USD
-173047.42000000
-0.01975899846
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.89700000
2021-06-18
216000.00000000
USD
218721.60000000
USD
ABS
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
341.71000000
NS
USD
341710.00000000
0.039017324650
Long
EC
CORP
US
N
3
N
N
N
BlackRock Taxable Municipal Bo
SNYX4R2CEK5Q5D25DZ39
BlackRock Taxable Municipal Bond Trust
09248X100
285768.00000000
NS
USD
7144200.00000000
0.815743088496
Long
EC
RF
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1876062.63000000
PA
USD
-1876062.63000000
-0.21421364519
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2125000.00000000
USD
2204050.00000000
USD
CDS
N
N
N
SIWF HOLDINGS INC
N/A
Springs Window Fashions
N/A
1350000.00000000
PA
USD
1345788.00000000
0.153665527222
Long
LON
CORP
US
N
2
2026-06-15
Variable
8.59000000
N
N
N
N
N
N
ATD CORP
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc.
N/A
81617.62800000
PA
USD
80845.53000000
0.009231150070
Long
LON
CORP
US
N
2
2024-09-02
Variable
8.50000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
4610046.00000000
PA
USD
4610046.00000000
0.526386881967
Long
LON
CORP
US
N
2
2027-11-12
Variable
5.75000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
500000.00000000
PA
USD
580000.00000000
0.066225888318
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
640000.00000000
PA
USD
665594.55000000
0.075999293679
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
RECESS HOLDINGS INC
N/A
Recess Holdings, Inc.
N/A
294656.48360000
PA
USD
292225.57000000
0.033367065453
Long
LON
CORP
US
N
2
2024-09-30
Variable
4.75000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
2100000.00000000
PA
USD
2031750.00000000
0.231990428606
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Cengage Learning Holdings II I
5493003VGPEJMW28UG24
Cengage Learning Holdings II, Inc.
15136X102
11126.00000000
NS
USD
222520.00000000
0.025407904601
Long
EC
CORP
US
N
2
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
3622EAAB6
1647704.32800000
PA
USD
659369.26000000
0.075288474092
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
0.26160000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
500000.00000000
PA
USD
512950.00000000
0.058569947264
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
3625000.00000000
PA
USD
3928340.00000000
0.448547941583
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
1625000.00000000
PA
USD
1661562.50000000
0.189721469930
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1672381.66000000
PA
USD
-1672381.66000000
-0.19095682938
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1700000.00000000
USD
1823250.00000000
USD
CDS
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver BRL
N/A
-3100000.00000000
NC
132678.93000000
0.015149620690
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
3100000.00000000
BRL
726216.41000000
USD
2021-07-01
132678.93000000
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
6250000.00000000
PA
USD
6242187.50000000
0.712748986621
Long
LON
CORP
US
N
2
2028-01-15
Variable
5.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc.
00404AAN9
550000.00000000
PA
USD
583000.00000000
0.066568436017
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
2063969.15000000
PA
USD
2051069.34000000
0.234196360422
Long
LON
CORP
US
N
2
2026-07-24
Variable
3.69000000
N
N
N
N
N
N
ARGOS HOLDINGS INC
N/A
PetSmart LLC
N/A
2000000.00000000
PA
USD
2006000.00000000
0.229050227530
Long
LON
CORP
US
N
2
2028-02-11
Variable
4.50000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2017544.33000000
PA
USD
-2017544.33000000
-0.23036838875
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2300000.00000000
USD
2265500.00000000
USD
CDS
N
N
N
AUXEY BIDCO LIMITED
N/A
Alexander Mann
N/A
1300000.00000000
PA
USD
1251250.00000000
0.142870935791
Long
LON
CORP
GB
N
2
2025-06-16
Variable
5.20000000
N
N
N
N
N
N
MACQUARIE INFRASTRUCTURE CORPORATION
549300IFVVFYQ4SH7939
Atlantic Aviation FBO, Inc.
N/A
98987.34080000
PA
USD
98789.37000000
0.011280023766
Long
LON
CORP
US
N
2
2025-12-08
Variable
3.85000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-13370000.00000000
NC
-51430.60000000
-0.00587247788
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
13370000.00000000
EUR
16260202.26000000
USD
2021-06-17
-51430.60000000
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
-1399521.66990000
PA
USD
-104964.13000000
-0.01198507370
Short
LON
CORP
US
N
3
2026-08-19
Variable
2.48000000
N
N
N
N
N
N
KAR NUT PRODUCTS
N/A
Kar Nut Products Company LLC
N/A
360754.86520000
PA
USD
359095.16000000
0.041002406831
Long
LON
CORP
US
N
3
2023-03-31
Variable
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
86765BAN9
1000000.00000000
PA
USD
1083346.77000000
0.123699314139
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
PH ONSHORE IM ISSUER
N/A
Petershill II Senior Secured Notes
N/A
361000.00000000
PA
USD
382526.98000000
0.043677912166
Long
DBT
CORP
US
N
3
2039-12-02
Fixed
5.00000000
N
N
N
N
N
N
TCB HOLDINGS I CORP
N/A
TricorBraun Holdings, Inc.
N/A
14690.13030000
PA
USD
14572.61000000
0.001663938004
Long
LON
CORP
US
N
2
2028-03-03
Variable
3.75000000
N
N
N
N
N
N
CapStone Acquisition Holdings, Inc.
N/A
CapStone Acquisition Holdings, Inc.
N/A
-828400.00000000
PA
USD
-7612.08000000
-0.00086916682
Short
LON
CORP
US
N
3
2027-11-12
Variable
1.00000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-384947.20000000
PA
USD
-384947.20000000
-0.04395425909
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
400000.00000000
USD
420120.00000000
USD
CDS
N
N
N
VERTICAL TOPCO SARL
N/A
Vertical (TK Elevator)
N/A
995006.24990000
PA
USD
998180.32000000
0.113974790335
Long
LON
CORP
DE
N
2
2027-07-30
Variable
4.48000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2373606.35000000
PA
USD
-2373606.35000000
-0.27102446387
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2650000.00000000
USD
2630125.00000000
USD
CDS
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1035176.76000000
PA
USD
-1035176.76000000
-0.11819913878
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1300000.00000000
USD
1283490.00000000
USD
CDS
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
2510083.29690000
PA
USD
2504227.52000000
0.285939124249
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Drive-In Restaurants, Inc.
N/A
1285152.07880000
PA
USD
1205639.72000000
0.137663036981
Long
LON
CORP
US
N
2
2024-04-25
Variable
5.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-166654.78000000
PA
USD
-166654.78000000
-0.01902907042
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
200000.00000000
USD
217500.00000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1141550.51000000
PA
USD
-1141550.51000000
-0.13034516652
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1380000.00000000
USD
1380000.00000000
USD
CDS
N
N
N
NATHAN'S FAMOUS INC
54930034SKNSF1JIE673
Nathan's Famous, Inc.
632347AC4
2050000.00000000
PA
USD
2096125.00000000
0.239340931297
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1766788.20000000
PA
USD
-1766788.20000000
-0.20173641037
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1975000.00000000
USD
1935500.00000000
USD
CDS
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796F46
3000000.00000000
PA
USD
2999910.84000000
0.342537517683
Long
DBT
UST
US
N
2
2021-09-16
None
0.00000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1762461.27000000
PA
USD
-1762461.27000000
-0.20124235040
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.25000000
N/A
1543000.00000000
USD
1839410.30000000
USD
CDS
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1
N/A
Castlelake Aircraft Securitization Trust
N/A
3054104.73000000
PA
USD
244410.01000000
0.027907362114
Long
ABS-O
CORP
US
N
3
2030-12-31
None
0.00000000
N
N
N
N
N
N
PLAYPOWER INC
N/A
PlayPower, Inc.
N/A
2042842.65000000
PA
USD
2022414.22000000
0.230924445290
Long
LON
CORP
US
N
2
2026-05-08
Variable
5.70000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
158000.00000000
NS
USD
4049540.00000000
0.462386868591
Long
EP
CORP
US
N
2
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
3-Month USD LIBOR
N/A
-18760000.00000000
OU
Notional Amount
USD
-60712.99000000
-0.00693236499
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 3 Month
US0003M
Y
2031-04-28
57194.68000000
USD
0.00000000
USD
-18760000.00000000
USD
-117907.67000000
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAA0
4828421.53500000
PA
USD
4830561.01000000
0.551565851665
Long
ABS-O
CORP
US
N
2
2044-12-15
Variable
3.96700000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
725000.00000000
PA
USD
750375.00000000
0.085679743012
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1753292.33000000
PA
USD
-1753292.33000000
-0.20019541730
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1825000.00000000
USD
1920812.50000000
USD
CDS
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W552
144400.00000000
NS
USD
3894468.00000000
0.444680349706
Long
EP
CORP
US
N
2
N
N
N
SOVOS BRANDS HOLDINGS INC
N/A
Taxware Holdings (Sovos Compliance LLC)
N/A
4000000.00000000
PA
USD
3969997.88000000
0.453304545219
Long
LON
CORP
US
N
3
2024-04-29
Variable
5.75000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
4750000.00000000
PA
USD
4754205.18000000
0.542847347061
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
1.60100000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec BRL / Deliver USD
N/A
9970000.00000000
NC
4949.65000000
0.000565163738
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
1903943.47000000
USD
9970000.00000000
BRL
2021-07-01
4949.65000000
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAL8
1000000.00000000
PA
USD
990101.20000000
0.113052295682
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
3.52300000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1863257.54000000
PA
USD
-1863257.54000000
-0.21275152716
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2100000.00000000
USD
2031750.00000000
USD
CDS
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
325000.00000000
PA
USD
327973.75000000
0.037448884377
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
AUXEY BIDCO LIMITED
N/A
Alexander Mann
N/A
-1250000.00000000
PA
-159477.54000000
-0.01820955474
Short
LON
CORP
GB
N
3
2024-12-16
Variable
1.40000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
1700000.00000000
PA
USD
1789250.00000000
0.204301156335
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
WP CPP HOLDINGS LLC
N/A
WP CPP Holdings LLC
N/A
2322058.43750000
PA
USD
2255879.77000000
0.257582140877
Long
LON
CORP
US
N
2
2025-04-30
Variable
4.75000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAB4
1750000.00000000
PA
USD
1750000.00000000
0.199819490617
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
1150000.00000000
PA
USD
1132750.00000000
0.129340301712
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-521757.37000000
PA
USD
-521757.37000000
-0.05957559537
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
600000.00000000
USD
578460.00000000
USD
CDS
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
1000000.00000000
NC
1430.37000000
0.000163323317
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
1218896.00000000
USD
1000000.00000000
EUR
2021-06-30
1430.37000000
N
N
N
HILLMAN GROUP INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
40423BAA8
40000.00000000
PA
USD
40028.00000000
0.004570499754
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
6.37500000
N
N
N
N
N
N
24-7 INTOUCH INC
N/A
24-7 Intouch, Inc.
N/A
1462500.00000000
PA
USD
1440562.50000000
0.164487122829
Long
LON
CORP
CA
N
3
2025-08-25
Variable
4.84000000
N
N
N
N
N
N
MATTERHORN BUYER LLC
N/A
Hearthside Group Holdings LLC
N/A
1417375.00000000
PA
USD
1415163.90000000
0.161587045507
Long
LON
CORP
US
N
2
2025-05-23
Variable
4.09000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
1088972.42780000
PA
USD
1073890.16000000
0.122619534142
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.34000000
N
N
N
N
N
N
TENEO HOLDINGS LLC
N/A
Teneo Holdings LLC
N/A
4001095.52010000
PA
USD
3997094.42000000
0.456398497687
Long
LON
CORP
US
N
2
2025-07-11
Variable
6.25000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
3050000.00000000
PA
USD
3030937.50000000
0.346080221338
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-31420550.65000000
PA
USD
-31420550.65000000
-3.58767910045
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.65238100
2021-06-23
44394000.00000000
USD
43749338.40000000
USD
ABS
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAW8
33731104.60740000
PA
USD
1875898.04000000
0.214194851887
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
0.64800000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham
N/A
2926300.58000000
PA
USD
2886220.39000000
0.329556050365
Long
LON
CORP
US
N
3
2026-11-25
Variable
6.50000000
N
N
N
N
N
N
BASIC ENERGY SERVICES
5493006BE5UNWTVG4F46
Basic Energy Services, Inc.
06985PAN0
500000.00000000
PA
USD
95000.00000000
0.010847343776
Long
DBT
CORP
US
Y
2
2023-10-15
Fixed
10.75000000
N
Y
N
N
N
N
CHILL PARENT INC
N/A
Arctic Glacier Group Holdings, Inc.
N/A
2290740.20950000
PA
USD
2187656.90000000
0.249792278516
Long
LON
CORP
US
N
2
2024-03-20
Variable
4.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
3600000.00000000
PA
USD
3933000.00000000
0.449080032341
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORPORATION
54930070J9H97ZO93T57
JetBlue Airways Corp.
N/A
1155000.00000000
PA
USD
1180028.85000000
0.134738722126
Long
LON
CORP
US
N
2
2024-06-17
Variable
6.25000000
N
N
N
N
N
N
UPLAND SOFTWARE INC
N/A
Upland Software, Inc.
N/A
1970000.00000000
PA
USD
1960563.70000000
0.223862194203
Long
LON
CORP
US
N
2
2026-08-06
Variable
3.84000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-1434245.31000000
PA
USD
-1434245.31000000
-0.16376580986
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.37500000
N/A
1550000.00000000
USD
1871005.00000000
USD
CDS
N
N
N
RESOURCE LABEL GROUP LLC
N/A
Resource Label Group LLC
N/A
1292923.97230000
PA
USD
1208883.91000000
0.138033466920
Long
LON
CORP
US
N
2
2023-05-26
Variable
5.50000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
N/A
BCPE Empire Holdings, Inc.
N/A
1872665.85280000
PA
USD
1866823.14000000
0.213158656518
Long
LON
CORP
US
N
2
2026-06-11
Variable
4.09000000
N
N
N
N
N
N
GTT COMMUNICATIONS INC
N/A
GTT Communications, Inc.
N/A
583500.00000000
PA
USD
474461.36000000
0.054175215584
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.95000000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
430222.22000000
PA
USD
424054.52000000
0.048419633245
Long
LON
CORP
DK
N
3
2026-03-12
Variable
3.75000000
N
N
N
N
N
N
TITAN ACQUISITION LTD
N/A
Titan Acquisition Ltd. (Husky)
N/A
294186.66690000
PA
USD
288394.13000000
0.032929581802
Long
LON
CORP
CA
N
2
2025-03-28
Variable
3.20000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Gores Holdings VI, Inc.
N/A
-379.00000000
NC
USD
-123175.00000000
-0.01406443757
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
N/A
Gores Holdings VI Inc.
-37900
15.00000000
USD
2022-03-18
XXXX
8744.15000000
N
N
N
MI WINDOWS AND DOORS LLC
N/A
MI Windows And Doors LLC
N/A
997500.00000000
PA
USD
999375.30000000
0.114111236218
Long
LON
CORP
US
N
2
2027-12-18
Variable
4.50000000
N
N
N
N
N
N
NAVICURE INC
N/A
Navicure, Inc.
N/A
1526250.33500000
PA
USD
1523396.25000000
0.173945292961
Long
LON
CORP
US
N
2
2026-10-22
Variable
4.09000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DP7
2000000.00000000
PA
USD
2142262.00000000
0.244608972347
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.00000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
2987406.30000000
PA
USD
2930933.54000000
0.334661512569
Long
LON
CORP
US
N
3
2027-01-29
Variable
7.00000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AW4
4770000.00000000
PA
USD
5310059.40000000
0.606316208260
Long
DBT
CORP
US
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
537777.78000000
PA
USD
530068.16000000
0.060524542699
Long
LON
CORP
DK
N
3
2026-03-12
Variable
6.75000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
3500000.00000000
PA
USD
3696875.00000000
0.422118673929
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
EXC HOLDINGS III CORP / EXCELITAS TECHNOLOGIES CORP
N/A
EXC Holdings III Corp.
N/A
98473.28420000
PA
USD
98227.10000000
0.011215822335
Long
LON
CORP
US
N
2
2024-12-02
Variable
4.50000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
2600000.00000000
PA
USD
1076701.60000000
0.122940551576
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
28260.00700000
PA
USD
28000.06000000
0.003197118700
Long
LON
CORP
US
N
3
2025-01-31
Variable
7.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505EU4
1000000.00000000
PA
USD
1160300.00000000
0.132486031407
Long
DBT
CORP
US
N
2
N/A
Variable
6.30000000
N
N
N
N
N
N
Gores Holdings VI Inc
N/A
Gores Holdings VI, Inc.
38286R105
453180.00000000
NS
USD
6389838.00000000
0.729608099592
Long
EC
CORP
US
N
1
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAX6
525000.00000000
PA
USD
572250.00000000
0.065340973431
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.12500000
N
N
N
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp.
74981W206
6892.00000000
NS
USD
68920.00000000
0.007869462453
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II, LP
42806DCN7
231878.60570000
PA
USD
232588.71000000
0.026557575746
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
2.67000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-792179.58000000
PA
USD
-792179.58000000
-0.09045309723
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
975000.00000000
USD
1026187.50000000
USD
CDS
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
41340830.02160000
PA
USD
2696918.66000000
0.307941093072
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
1.93900000
N
N
N
N
N
N
CERTARA USA INC
N/A
Certara, Inc.
N/A
598768.66900000
PA
USD
598020.21000000
0.068283482137
Long
LON
CORP
US
N
2
2024-08-15
Variable
3.70000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
4200000.00000000
PA
USD
4218396.00000000
0.481667279967
Long
LON
CORP
US
N
2
2027-03-30
Variable
6.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
1700000.00000000
PA
USD
1685482.00000000
0.192452659819
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
FASHION HOLDINGS INTERMEDIATE
N/A
Fashion Holdings Intermediate Inc.
N/A
57.00000000
NS
USD
1311.00000000
0.000149693344
Long
EC
CORP
US
N
2
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-295958.75000000
PA
USD
-295958.75000000
-0.03379332952
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
400000.00000000
USD
400440.00000000
USD
CDS
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-219709.01000000
PA
USD
-219709.01000000
-0.02508693854
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
300000.00000000
USD
300330.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-614096.54000000
PA
USD
-614096.54000000
-0.07011911875
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
660000.00000000
USD
677226.00000000
USD
CDS
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC
91823AAS0
6300000.00000000
PA
USD
6867274.05000000
0.784122972914
Long
ABS-O
CORP
US
N
2
2050-06-15
Fixed
6.65700000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-943423.79000000
PA
USD
-943423.79000000
-0.10772254923
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
960000.00000000
USD
1008288.00000000
USD
CDS
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp.
86614RAN7
1450000.00000000
PA
USD
1529750.00000000
0.174670780441
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
SandRidge Energy Inc
W1MKPVGS6I5155L7VV67
SandRidge Energy, Inc.
80007P869
39565.00000000
NS
USD
210090.15000000
0.023988632432
Long
EC
CORP
US
N
1
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
798000.00000000
PA
USD
813960.00000000
0.092940041475
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-3665212.66000000
PA
USD
-3665212.66000000
-0.41850338670
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.37000000
2021-07-06
3550000.00000000
USD
3855514.00000000
USD
CDS
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1005310.56000000
PA
USD
-1005310.56000000
-0.11478893943
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.28000000
N/A
1000000.00000000
USD
1050400.00000000
USD
CDS
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H400
240000.00000000
NS
USD
6103200.00000000
0.696879037220
Long
EP
CORP
US
N
2
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
360000.00000000
PA
497143.10000000
0.056765074860
Long
LON
CORP
GB
N
2
2026-07-23
Variable
7.55000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-3220191.26000000
PA
USD
-3220191.26000000
-0.36768970129
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.40237900
2021-06-23
3500000.00000000
USD
3503150.00000000
USD
ABS
N
N
N
LMRK Issuer Co. LLC
N/A
Secured Tenant Site Contract Revenue Notes Series
50209LAC1
1893683.40110000
PA
USD
1875479.80000000
0.214147096170
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
5.92000000
N
N
N
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
Project Ruby Ultimate Parent Corp.
N/A
2300000.00000000
PA
USD
2294618.00000000
0.262005371383
Long
LON
CORP
US
N
2
2028-03-10
Variable
4.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
2600478.33010000
PA
USD
2405442.46000000
0.274659592609
Long
LON
CORP
US
N
3
2026-08-19
Variable
2.48000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-336321.39000000
PA
USD
-336321.39000000
-0.03840203933
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
450000.00000000
USD
461250.00000000
USD
CDS
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
448055AJ2
600000.00000000
PA
USD
612089.72000000
0.069889974892
Long
DBT
CORP
CA
N
2
2022-04-15
Fixed
3.95000000
N
N
N
N
N
N
AVERY POINT CLO LTD AVERY_13-3A
N/A
Avery Point II CLO Ltd.
N/A
966485.73510000
PA
USD
321345.39000000
0.036692041224
Long
ABS-O
CORP
KY
N
2
2025-01-18
None
0.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAE6
0.00130000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2037-03-25
Floating
0.44160000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
4573000.00000000
PA
3800704.43000000
0.433974184679
Long
LON
CORP
CA
N
3
2028-03-12
Variable
5.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-607168.80000000
PA
USD
-607168.80000000
-0.06932809161
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
790000.00000000
USD
675450.00000000
USD
CDS
N
N
N
VALKYR PURCHASER LLC
N/A
Valkyr Purchaser, LLC
N/A
3650000.00000000
PA
USD
3651533.00000000
0.416941408018
Long
LON
CORP
US
N
2
2027-11-05
Variable
4.75000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186AT3
1300000.00000000
PA
USD
1283464.00000000
0.146549212974
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Incorporated / PetSmart Finance Corp.
71677KAA6
2000000.00000000
PA
USD
2071200.00000000
0.236494930838
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
ONEX CORPORATION
N/A
Save-A-Lot
N/A
15565.45000000
NS
USD
97284.06000000
0.011108143608
Long
EC
CORP
US
N
3
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1004636.20000000
PA
USD
-1004636.20000000
-0.11471193927
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1310000.00000000
USD
1120050.00000000
USD
CDS
N
N
N
LUX HOLDCO III
N/A
Invictus MD Strategies Corp.
N/A
1980639.60990000
PA
USD
1965368.88000000
0.224410861986
Long
LON
CORP
US
N
2
2025-03-28
Variable
3.09000000
N
N
N
N
N
N
CLEAVER-BROOKS INC
549300TRZDD68CZBS255
Cleaver-Brooks, Inc.
185401AG1
2375000.00000000
PA
USD
2377636.25000000
0.271484608199
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
7.87500000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1923160.47000000
PA
USD
-1923160.47000000
-0.21959139742
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
2100000.00000000
USD
2139480.00000000
USD
CDS
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
822303.99020000
PA
USD
806250.23000000
0.092059720153
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
JAMAICA MERCHANT VOUCHER RECEIVABLES LTD
N/A
NCBJ
N/A
416948.13360000
PA
USD
425568.53000000
0.048592506792
Long
ABS-O
CORP
KY
N
3
2022-07-08
Fixed
5.87500000
N
N
N
N
N
N
Colicity Inc
N/A
Colicity, Inc.
194170205
2501.00000000
NS
USD
24909.96000000
0.002844283153
Long
EC
CORP
US
N
1
N
N
N
HP COMMUNITIES LLC
N/A
HP Communities LLC
44329HAW4
945652.17390000
PA
USD
1085299.25000000
0.123922253315
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.82000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
Pershing Square Tontine Holdings Ltd.
N/A
-28.00000000
NC
USD
-8470.00000000
-0.00096712633
N/A
DE
US
N
1
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
Call
Written
N/A
Pershing Square Tontine Holdings, Ltd.
-2800
30.00000000
USD
2021-12-17
XXXX
12582.27000000
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
3410000.00000000
PA
USD
3616441.40000000
0.412934559083
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Company II / PPD Development, LP
47010LAA0
700000.00000000
PA
USD
756000.00000000
0.086322019946
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
1475000.00000000
PA
USD
1605906.25000000
0.183366496488
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co.
65409QBD3
1900000.00000000
PA
USD
2009250.00000000
0.229421320870
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
GC EOS BUYER INC
N/A
BBB Industries, LLC
N/A
1957941.73400000
PA
USD
1941299.23000000
0.221662527585
Long
LON
CORP
US
N
2
2025-08-01
Variable
4.59000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423888
36800.00000000
NS
USD
942448.00000000
0.107611131024
Long
EP
CORP
US
N
2
N
N
N
KKR Acquisition Holdings I Corp.
N/A
KKR Acquisition Holdings I Corp.
48253T117
85391.00000000
NS
USD
91368.37000000
0.010432674943
N/A
DE
US
N
1
KKR Acquisition Holdings I Corp.
N/A
Call
Purchased
N/A
KKR Acquisition Holdings I Corp.
85391
11.50000000
USD
2027-12-31
XXXX
4809.04000000
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
120000.00000000
PA
USD
119640.00000000
0.013660802204
Long
LON
CORP
US
N
2
2025-05-30
Variable
4.09000000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
N/A
Packers Holdings LLC
N/A
2776371.94740000
PA
USD
2761101.90000000
0.315269700114
Long
LON
CORP
US
N
2
2028-03-09
Variable
4.00000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
3155727.27000000
PA
USD
3159671.93000000
0.360779448897
Long
LON
CORP
US
N
2
2027-10-05
Variable
5.00000000
N
N
N
N
N
N
NA RAIL HOLD CO LLC
N/A
NA Rail Hold Co. LLC
N/A
1872045.22310000
PA
USD
1881405.45000000
0.214823702093
Long
LON
CORP
US
N
2
2026-10-19
Variable
4.70000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-3809288.76000000
PA
USD
-3809288.76000000
-0.43495436550
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
4350000.00000000
USD
4185570.00000000
USD
CDS
N
N
N
Newstar Trust
549300HA6DDD2ONJSM48
Newstar Commercial Loan Funding LLC
65252AAG0
250000.00000000
PA
USD
250143.78000000
0.028562058686
Long
ABS-O
CORP
US
N
2
2027-03-20
Floating
3.68700000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
N/A
AI Aqua Zip Bidco Pty Ltd.
N/A
3000000.00000000
PA
USD
3000000.00000000
0.342547698201
Long
LON
CORP
US
N
2
2023-12-13
Variable
4.75000000
N
N
N
N
N
N
UGI CORPORATION
N/A
UGI Energy Services, Inc.
N/A
1621125.00000000
PA
USD
1621125.00000000
0.185104212415
Long
LON
CORP
US
N
2
2026-08-13
Variable
3.84000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
1700000.00000000
PA
USD
1823250.00000000
0.208183363581
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2960663.68000000
PA
USD
-2960663.68000000
-0.33805617624
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
3150000.00000000
USD
3394125.00000000
USD
CDS
N
N
N
ARETEC GROUP INC
N/A
Aretec Group, Inc.
N/A
1661750.00000000
PA
USD
1654820.50000000
0.188951651070
Long
LON
CORP
US
N
2
2025-10-01
Variable
4.34000000
N
N
N
N
N
N
TPG Pace Solutions Corp.
N/A
TPG Pace Solutions Corp.
SBKVC8113
65765.00000000
NS
USD
648442.90000000
0.074040874269
Long
EC
CORP
US
N
1
N
N
N
HUNT CRE ltd
N/A
Hunt CRE Ltd.
445608AJ1
1800000.00000000
PA
USD
1793500.38000000
0.204786475630
Long
ABS-O
CORP
KY
N
2
2034-08-15
Floating
3.40090000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
2550000.00000000
PA
USD
2814562.50000000
0.321373968606
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1593224.86000000
PA
USD
-1593224.86000000
-0.18191850283
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.29000000
N/A
1500000.00000000
USD
1682550.00000000
USD
CDS
N
N
N
Gores Holdings VI, Inc.
N/A
Gores Holdings VI, Inc.
N/A
135954.00000000
NS
USD
644421.96000000
0.073581753022
N/A
DE
US
N
1
Gores Holdings VI, Inc.
N/A
Call
Purchased
N/A
Gores Holdings VI Inc.
135954
11.50000000
USD
2027-08-24
XXXX
212743.24000000
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
800000.00000000
PA
USD
926200.00000000
0.105755892691
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
40410KAA3
1150000.00000000
PA
USD
1174437.50000000
0.134100287435
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
975000.00000000
PA
USD
961242.75000000
0.109757163808
Long
LON
CORP
US
N
2
2025-09-08
Variable
3.59000000
N
N
N
N
N
N
IndyMac Residential Asset Back
N/A
Home Equity Mortgage Loan Asset-Backed Trust Series INABS
43709XAF8
2857697.42130000
PA
USD
2366438.94000000
0.270206070610
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.30160000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Trust
04012XAA3
2598598.86010000
PA
USD
2041812.67000000
0.233139410088
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.39160000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
2001643.59000000
PA
USD
1990519.88000000
0.227282667705
Long
LON
CORP
GB
N
3
2025-04-28
Variable
4.71000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
313148850
112000.00000000
NS
USD
2980320.00000000
0.340300585300
Long
EP
CORP
US
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
6000000.00000000
PA
USD
5468100.06000000
0.624361696362
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-930514.38000000
PA
USD
-930514.38000000
-0.10624851967
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1000000.00000000
USD
962200.00000000
USD
CDS
N
N
N
PARTNERRE LTD
7LLHQS68KCIGNZBR7918
PartnerRe Ltd.
EP0597732
128000.00000000
NS
USD
3402240.00000000
0.388476493576
Long
EP
CORP
BM
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1330840.71000000
PA
USD
-1330840.71000000
-0.15195880729
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
1400000.00000000
USD
1435840.00000000
USD
CDS
N
N
N
MORGAN STANLEY FIN LLC
5493003FCPSE9RKT4B56
Morgan Stanley Finance LLC
61769HZV0
13500000.00000000
PA
USD
13919850.00000000
1.589404192268
Long
DBT
CORP
US
N
2
2029-10-23
Variable
1.50000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-783524.84000000
PA
USD
-783524.84000000
-0.08946487680
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
900000.00000000
USD
864000.00000000
USD
CDS
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAD0
350000.00000000
PA
USD
350875.00000000
0.040063807868
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
Eaton Vance Ltd Duration Incom
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
30426.00000000
NS
USD
393408.18000000
0.044920355504
Long
EC
RF
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1030962.72000000
PA
USD
-1030962.72000000
-0.11771796888
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1025000.00000000
USD
1107000.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-931917.89000000
PA
USD
-931917.89000000
-0.10640877604
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
950000.00000000
USD
1008330.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1593636.51000000
PA
USD
-1593636.51000000
-0.18196550608
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1650000.00000000
USD
1753125.00000000
USD
CDS
N
N
N
FORTIS SOLUTIONS GROUP LLC
N/A
Fortis Solutions Group LLC
N/A
574067.08280000
PA
USD
568326.41000000
0.064892967857
Long
LON
CORP
US
N
3
2023-12-15
Variable
5.75000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-8978000.00000000
NC
-353054.16000000
-0.04031262994
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
8978000.00000000
EUR
10603035.96000000
USD
2021-06-30
-353054.16000000
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
4000000.00000000
PA
USD
3918108.92000000
0.447379730615
Long
ABS-O
CORP
US
N
3
2031-03-22
Fixed
3.69000000
N
N
N
N
N
N
TITAN US FINCO LLC
N/A
Titan US Finco LLC
N/A
1677793.30500000
PA
USD
1676753.07000000
0.191455968193
Long
LON
CORP
US
N
2
2026-05-01
Variable
4.20000000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
2079000.00000000
PA
1730046.95000000
0.197541200167
Long
LON
CORP
CA
N
3
2029-03-26
Variable
8.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-1172430.43000000
PA
USD
-1172430.43000000
-0.13387111503
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.45238000
2021-06-23
1300000.00000000
USD
1300260.00000000
USD
ABS
N
N
N
AMERICAN ROCK SALT COMPANY LLC
N/A
American Rock Salt Company LLC
N/A
1877198.90690000
PA
USD
1876616.98000000
0.214276942301
Long
LON
CORP
US
N
2
2025-03-21
Variable
4.50000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
1749984.85320000
PA
USD
1776241.45000000
0.202815806715
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
SEAPORT FINANCING LLC
N/A
SeaPort Financing LLC
N/A
1461489.90520000
PA
USD
1446875.01000000
0.165207901420
Long
LON
CORP
US
N
3
2025-10-31
Variable
5.60000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
1282347.08660000
PA
USD
1179759.32000000
0.134707946499
Long
LON
CORP
US
N
3
2024-04-26
Variable
6.25000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320888
140000.00000000
NS
USD
3605000.00000000
0.411628150671
Long
EP
CORP
US
N
2
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
67054KAA7
1056000.00000000
PA
USD
1098155.52000000
0.125390215214
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-3372000.00000000
NC
-13925.56000000
-0.00159005617
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
3372000.00000000
GBP
4771333.80000000
USD
2021-06-17
-13925.56000000
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCP0
400000.00000000
PA
USD
446411.72000000
0.050972435712
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
US FARATHANE LLC
N/A
US Farathane LLC
N/A
2100000.00000000
PA
USD
2079000.00000000
0.237385554853
Long
LON
CORP
US
N
2
2024-12-23
Variable
5.25000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
2100000.00000000
PA
USD
2094750.00000000
0.239183930268
Long
LON
CORP
US
N
2
2028-03-27
Variable
5.00000000
N
N
N
N
N
N
PROVATION SOFTWARE GROUP INC
N/A
Provation Software Group, Inc.
N/A
3900000.00000000
PA
USD
3851250.00000000
0.439745607565
Long
LON
CORP
US
N
2
2027-12-22
Variable
5.50000000
N
N
N
N
N
N
NEXUS BUYER LLC
N/A
Nexus Buyer LLC
N/A
1678750.00000000
PA
USD
1676349.39000000
0.191409874975
Long
LON
CORP
US
N
2
2026-11-09
Variable
3.84000000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center, Inc.
76009NAL4
1000000.00000000
PA
USD
1070000.00000000
0.122175345691
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BF9
1400000.00000000
PA
USD
1462001.93000000
0.166935131962
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
ONEX CORPORATION
N/A
Moran Foods LLC
N/A
270462.27760000
PA
USD
282633.08000000
0.032271770329
Long
LON
CORP
US
N
2
2024-04-01
Variable
4.00000000
N
N
Y
N
N
N
AGRIBANK FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
4000.00000000
NS
USD
436000.00000000
0.049783598805
Long
EP
CORP
US
N
2
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp.
415864AM9
1625000.00000000
PA
USD
1702187.50000000
0.194360136677
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
1740000.00000000
PA
USD
1906967.93000000
0.217742491654
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
ONEX CORPORATION
N/A
Moran Foods LLC
N/A
331632.38660000
PA
USD
288520.18000000
0.032943974514
Long
LON
CORP
US
N
2
2024-10-01
Variable
5.88000000
N
N
Y
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
3690750.00000000
PA
USD
3709203.75000000
0.423526402240
Long
LON
CORP
US
N
2
2027-10-27
Variable
5.75000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
10576039.14000000
NS
USD
10576039.14000000
1.207599287830
Long
STIV
RF
US
N
1
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAA2
1250000.00000000
PA
USD
609172.50000000
0.069556879227
Long
ABS-O
CORP
KY
N
2
2031-04-15
None
0.00000000
N
N
N
N
N
N
DOMINION WEB SOLUTIONS LLC
N/A
Trader Interactive
N/A
-115384.60000000
PA
USD
-2167.21000000
-0.00024745759
Short
LON
CORP
US
N
3
2023-06-15
Variable
0.50000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-3204818.23000000
PA
USD
-3204818.23000000
-0.36593436927
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.43000000
N/A
3625000.00000000
USD
3928412.50000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-4672392.28000000
PA
USD
-4672392.28000000
-0.53350574020
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.38000000
N/A
5000000.00000000
USD
4557000.00000000
USD
CDS
N
N
N
Colicity, Inc.
N/A
Colicity, Inc.
194170114
5929.00000000
NS
USD
7707.70000000
0.000880084964
N/A
DE
US
N
1
Colicity Inc.
N/A
Call
Purchased
N/A
Colicity Inc.
5929
11.50000000
USD
2027-12-31
XXXX
903.48000000
N
N
N
MINISTRY BRANDS LLC
N/A
Ministry Brands LLC
N/A
941237.52420000
PA
USD
929505.47000000
0.106133319737
Long
LON
CORP
US
N
3
2022-12-02
Variable
5.00000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
3800000.00000000
PA
USD
3991366.21000000
0.455744435971
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
DURAN INC
N/A
Duran, Inc.
N/A
307386.55310000
PA
USD
302775.75000000
0.034571712077
Long
LON
CORP
US
N
2
2024-12-20
Variable
5.00000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
4150000.00000000
PA
USD
4336750.00000000
0.495181243391
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
DURAN INC
N/A
Duran, Inc.
N/A
491140.18410000
PA
USD
483773.08000000
0.055238451668
Long
LON
CORP
US
N
2
2024-03-29
Variable
5.00000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
3375000.00000000
PA
USD
3692135.32000000
0.421577485104
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451NAG6
1075000.00000000
PA
USD
1152937.50000000
0.131645362264
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-590751.98000000
PA
USD
-590751.98000000
-0.06745357698
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.43000000
N/A
750000.00000000
USD
739650.00000000
USD
CDS
N
N
N
PAI HOLDCO INC
N/A
PAI Holdco, Inc.
N/A
1850000.00000000
PA
USD
1854051.50000000
0.211700357890
Long
LON
CORP
US
N
2
2027-10-28
Variable
4.50000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2515394.22000000
PA
USD
-2515394.22000000
-0.28721416670
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
2400000.00000000
USD
2602080.00000000
USD
CDS
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
298.00000000
NC
USD
3750876.18000000
0.428284667232
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long
S&P 500 INDEX
US78378X1072
2021-06-18
58877548.82000000
USD
3750876.18000000
N
N
N
Blackstone Strategic Credit Fu
549300YESIF051NRED20
Blackstone Strategic Credit Fund
09257R101
132307.00000000
NS
USD
1805990.55000000
0.206212635291
Long
EC
RF
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAS7
2000000.00000000
PA
USD
1883512.00000000
0.215064233378
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.61500000
N
N
N
N
N
N
PACKAGING COORDINATORS MIDCO INC
N/A
Packaging Coordinators Midco, Inc.
N/A
1800000.00000000
PA
USD
1802808.00000000
0.205849243566
Long
LON
CORP
US
N
2
2027-11-30
Variable
4.25000000
N
N
N
N
N
N
UNITED AIR 2015-1 AA PTT
N/A
United Airlines Class AA Pass Through Trust
90932LAA5
498396.84570000
PA
USD
525144.06000000
0.059962296325
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
IMAGEFIRST HOLDINGS LLC
N/A
ImageFIRST Holdings LLC
N/A
896296.30000000
PA
USD
895175.93000000
0.102213484768
Long
LON
CORP
US
N
2
2028-04-27
Variable
5.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-143605.84000000
PA
USD
-143605.84000000
-0.01639728331
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
150000.00000000
USD
165570.00000000
USD
CDS
N
N
N
JEFFERIES GROUP LLC
549300SKVB18YSSIDT75
Jefferies Finance LLC
N/A
3930250.00000000
PA
USD
3909380.37000000
0.446383082378
Long
LON
CORP
US
N
2
2026-06-03
Variable
3.13000000
N
N
N
N
N
N
Invesco Advantage Municipal In
DA89O2CSN0WUDR74HM71
Invesco Advantage Municipal Income Trust II
46132E103
159382.00000000
NS
USD
1947648.04000000
0.222387451002
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec ILS / Deliver USD
N/A
2853775.00000000
NC
101737.31000000
0.011616627120
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
781000.27000000
USD
2853775.00000000
ILS
2022-01-31
101737.31000000
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-526698.90000000
PA
USD
-526698.90000000
-0.06013983194
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
500000.00000000
USD
580150.00000000
USD
CDS
N
N
N
YAK HOLDING III LLC
N/A
YAK MAT (YAK ACCESS LLC)
N/A
2980000.00000000
PA
USD
2425720.00000000
0.276974934160
Long
LON
CORP
US
N
2
2026-07-10
Variable
10.19000000
N
N
N
N
N
N
CCC Information Services, Inc.
N/A
CCC Information Services, Inc.
N/A
-812500.00000000
PA
USD
-73.13000000
-0.00000835017
Short
LON
CORP
NL
N
3
2022-04-27
Variable
0.50000000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
3364875.61270000
PA
USD
3361502.32000000
0.383824960737
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
CONSTELLATION (BC) SARL
N/A
Diamond (BC) BV
N/A
1721417.41900000
PA
USD
1713671.04000000
0.195671356742
Long
LON
CORP
NL
N
2
2024-09-06
Variable
3.19000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-423668.68000000
PA
USD
-423668.68000000
-0.04837557704
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
445000.00000000
USD
464980.50000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2810597.75000000
PA
USD
-2810597.75000000
-0.32092126327
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
3220000.00000000
USD
2878680.00000000
USD
CDS
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-1123043.67000000
PA
USD
-1123043.67000000
-0.12823200804
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
N/A
1416000.00000000
USD
1438939.20000000
USD
CDS
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-5154169.84000000
PA
USD
-5154169.84000000
-0.58851633827
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.55838200
2021-06-04
7347000.00000000
USD
7189458.80000000
USD
ABS
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AM3
200000.00000000
PA
USD
217500.00000000
0.024834708119
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
55075.88570000
NS
USD
81324.17000000
0.009285802413
Long
EC
CORP
KY
N
3
N
N
N
JORDAN CO LP
N/A
Syndigo LLC
N/A
4300000.00000000
PA
USD
4267750.00000000
0.487302646332
Long
LON
CORP
US
N
3
2027-12-15
Variable
5.25000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-3144242.77000000
PA
USD
-3144242.77000000
-0.35901770781
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
3000000.00000000
USD
3252600.00000000
USD
CDS
N
N
N
GREENWAY HEALTH LLC (DELAWARE)
N/A
Greenway Health LLC
N/A
969773.29490000
PA
USD
909967.38000000
0.103902410485
Long
LON
CORP
US
N
2
2024-02-16
Variable
4.75000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-91654.84000000
PA
USD
-91654.84000000
-0.01046538482
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
100000.00000000
USD
104750.00000000
USD
CDS
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
Hamilton Projects Acquiror LLC
N/A
5413851.19520000
PA
USD
5407083.88000000
0.617394712358
Long
LON
CORP
US
N
2
2027-06-17
Variable
5.75000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
21197.08000000
PA
USD
19501.31000000
0.002226709617
Long
LON
CORP
US
N
3
2024-04-29
Variable
6.23000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BH4
2000000.00000000
PA
USD
2039546.04000000
0.232880600459
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
464833.47000000
PA
USD
418350.12000000
0.047768290216
Long
LON
CORP
US
N
3
2025-11-24
Variable
4.50000000
N
N
Y
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
92926SAC0
1519656.02330000
PA
USD
748016.49000000
0.085410442288
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.28160000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
1416000.00000000
PA
USD
1439010.00000000
0.164309854396
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAY4
3598212.66590000
PA
USD
3620133.34000000
0.413356114266
Long
ABS-MBS
USGSE
US
Y
2
2052-11-25
Variable
5.49200000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-3398512.88000000
PA
USD
-3398512.88000000
-0.38805092145
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
4000000.00000000
USD
4025200.00000000
USD
CDS
N
N
N
Southern Veterinary Partners LLC
N/A
Southern Veterinary Partners LLC
N/A
-436363.64000000
PA
USD
-3962.44000000
-0.00045244156
Short
LON
CORP
US
N
3
2027-10-05
Variable
4.00000000
N
N
N
N
N
N
KAMC HOLDINGS INC
N/A
Franklin Energy (KAMC Holdings, Inc.)
N/A
1625250.00000000
PA
USD
1560240.00000000
0.178152206880
Long
LON
CORP
US
N
2
2026-08-14
Variable
4.14000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
1148404.56030000
PA
USD
866548.41000000
0.098944721075
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.34200000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-420428.18000000
PA
USD
-420428.18000000
-0.04800556843
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
547000.00000000
USD
563410.00000000
USD
CDS
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
-364477.60800000
PA
USD
-3336.06000000
-0.00038091989
Short
LON
CORP
US
N
3
2027-10-22
Variable
1.87500000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556HAC1
6390000.00000000
PA
USD
7617359.38000000
0.869769640663
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
2545662.24000000
PA
USD
2523387.70000000
0.288126882768
Long
LON
CORP
US
N
2
2026-12-22
Variable
4.25000000
N
N
N
N
N
N
Colicity Inc
N/A
Colicity, Inc.
194170106
29650.00000000
NS
USD
287605.00000000
0.032839476913
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing LLC 2018-2
42806DBV0
28585.74430000
PA
USD
28728.96000000
0.003280346373
Long
ABS-O
CORP
US
N
2
2022-06-27
Fixed
3.65000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1844798.02000000
PA
USD
-1844798.02000000
-0.21064377179
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2000000.00000000
USD
2070000.00000000
USD
CDS
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1891525.13000000
PA
USD
-1891525.13000000
-0.21597919312
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
N/A
2000000.00000000
USD
2039600.00000000
USD
CDS
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DJ1
2100000.00000000
PA
USD
2215500.00000000
0.252971475121
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
1500000.00000000
PA
USD
524539.50000000
0.059893266113
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
1572000.00000000
PA
USD
1572000.00000000
0.179494993857
Long
LON
CORP
US
N
2
2026-06-24
Variable
5.09000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
1820000.00000000
PA
USD
1897350.00000000
0.216644291727
Long
DBT
CORP
US
N
2
N/A
Variable
3.85000000
N
N
N
N
N
N
FINASTRA GROUP HOLDINGS LTD
N/A
Misys Ltd.
N/A
1918109.37420000
PA
USD
1892598.52000000
0.216101755548
Long
LON
CORP
US
N
2
2024-06-13
Variable
4.50000000
N
N
N
N
N
N
ENTRANS INTERNATIONAL LLC / ENTRANS FINANCE CORP
N/A
EnTrans International, LLC
N/A
3166647.38930000
PA
USD
3024148.26000000
0.345305008494
Long
LON
CORP
US
N
2
2024-11-01
Variable
6.09000000
N
N
N
N
N
N
CROSS FINANCIAL CORP
N/A
Cross Financial Corp.
N/A
2095625.00000000
PA
USD
2095625.00000000
0.239283840014
Long
LON
CORP
US
N
2
2027-09-15
Variable
4.75000000
N
N
N
N
N
N
CD&R FIREFLY 4 LTD
N/A
CD&R Firefly Bidco Ltd.
N/A
5340000.00000000
PA
7549490.55000000
0.862020203498
Long
LON
CORP
GB
N
2
2025-06-23
Variable
4.25000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAC4
250000.00000000
PA
USD
174162.50000000
0.019886321162
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
NIC ACQUISITION CORP
N/A
NIC Acquisition Corp.
N/A
1200000.00000000
PA
USD
1194000.00000000
0.136333983884
Long
LON
CORP
US
N
2
2027-12-29
Variable
4.50000000
N
N
N
N
N
N
SITUS AMC HOLDINGS CORPORATION
N/A
Situs AMC Holdings Corp.
N/A
129729.73000000
PA
USD
127297.30000000
0.014535132367
Long
LON
CORP
US
N
2
2025-06-30
Variable
5.75000000
N
N
N
N
N
N
Titan Energy LLC
N/A
Titan Energy LLC
88829M105
9603.00000000
NS
USD
0.01000000
0.000000001141
Long
EC
CORP
US
N
3
N
N
N
GLOVES BUYER INC
N/A
Protective Industrial Products, Inc.
N/A
1000000.00000000
PA
USD
997500.00000000
0.113897109651
Long
LON
CORP
US
N
2
2027-12-29
Variable
4.75000000
N
N
N
N
N
N
SCP EYE CARE SERVICES LLC
N/A
SCP Eye Care Services LLC
N/A
1789772.73000000
PA
USD
1789772.73000000
0.204360842988
Long
LON
CORP
US
N
3
2028-03-16
Variable
5.25000000
N
N
N
N
N
N
BY CROWN PARENT/BY BOND
N/A
BY Crown Parent LLC / BY Bond Finance, Inc.
05608QAA5
1175000.00000000
PA
USD
1227710.50000000
0.140183135277
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver BRL
N/A
-5700000.00000000
NC
244020.60000000
0.027862898281
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5700000.00000000
BRL
1335363.71000000
USD
2021-07-01
244020.60000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-485145.86000000
PA
USD
-485145.86000000
-0.05539519921
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.30000000
N/A
650000.00000000
USD
650715.00000000
USD
CDS
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
80000.00000000
NS
USD
2049600.00000000
0.234028587411
Long
EP
CORP
US
N
2
N
N
N
Invesco Municipal Trust
GKS5Y4B1VKHV66WSPK53
Invesco Municipal Trust
46131J103
182892.00000000
NS
USD
2507449.32000000
0.286306997640
Long
EC
RF
US
N
1
N
N
N
Pershing Square Tontine Holdin
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
71531R109
1042740.00000000
NS
USD
26193628.80000000
2.990855750992
Long
EC
CORP
US
N
1
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
2Y-10 CMS CAP
N/A
5000000.00000000
NC
USD
42050.00000000
0.004801376903
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
2Y-10 CMS CAP
5000000
0.39500000
USD
2022-07-29
XXXX
30550.00000000
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262430AA9
3555000.00000000
PA
USD
2237815.62000000
0.255519529876
Long
ABS-O
CORP
KY
N
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
6800000.00000000
PA
USD
6079046.12000000
0.694121085221
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
1400000.00000000
PA
USD
1396500.00000000
0.159455953512
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
2200000.00000000
PA
USD
973720.00000000
0.111181848230
Long
DBT
CORP
VG
N
3
2021-06-21
Fixed
8.00000000
N
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
BALBOA INTERMEDIATE HOLDINGS LLC
04EEB871XLHVNY4RZJ65
TIBCO Software, Inc.
N/A
1736875.00000000
PA
USD
1726957.44000000
0.197188431987
Long
LON
CORP
US
N
2
2026-06-30
Variable
3.85000000
N
N
N
N
N
N
Airplanes Pass Through Trust
N/A
Airplanes Pass Through Trust
009451AP0
6677316.64800000
PA
USD
667.73000000
0.000076243124
Long
ABS-O
CORP
US
Y
3
2019-03-15
Floating
1.25462900
Y
N
N
N
N
N
WCG PURCHASER CORP
N/A
WIRB - Copernicus Group, Inc.
N/A
2881234.96120000
PA
USD
2893854.77000000
0.330427763464
Long
LON
CORP
US
N
2
2027-01-08
Variable
5.00000000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
666666.67000000
PA
801450.53000000
0.091511678091
Long
LON
CORP
DK
N
3
2026-03-12
Variable
3.50000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
1620422.54000000
PA
USD
1618397.01000000
0.184792723517
Long
LON
CORP
US
N
2
2028-04-28
Variable
5.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2209403.76000000
PA
USD
-2209403.76000000
-0.25227539079
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2348000.00000000
USD
2524100.00000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-3498583.01000000
PA
USD
-3498583.01000000
-0.39947718568
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
4050000.00000000
USD
3904605.00000000
USD
CDS
N
N
N
GOLD PARENT LP
VPQEY6SB0BUIVT13IV95
Examworks Group, Inc.
N/A
545616.44410000
PA
USD
546102.04000000
0.062355332261
Long
LON
CORP
US
N
2
2023-07-27
Variable
4.25000000
N
N
N
N
N
N
Nuveen Taxable Municipal Incom
CGX4I2YMRMYU5022FW76
Nuveen Taxable Municipal Income Fund
67074C103
287097.00000000
NS
USD
6548682.57000000
0.747745380201
Long
EC
RF
US
N
1
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital, Inc.
43734LAA4
5300000.00000000
PA
USD
5109730.00000000
0.583442083309
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
NM Z PARENT INC
NU75S1Y8UH3706J5CS61
Zep, Inc.
N/A
2557799.00510000
PA
USD
2517513.67000000
0.287456170949
Long
LON
CORP
US
N
2
2024-08-12
Variable
5.00000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
6300000.00000000
PA
USD
6774579.00000000
0.773538814244
Long
DBT
CORP
CA
N
3
N/A
Variable
6.00000000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
3623619.98370000
PA
USD
3628149.51000000
0.414271421126
Long
LON
CORP
CA
N
2
2027-06-10
Variable
4.84000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAM8
1250000.00000000
PA
USD
1478842.93000000
0.168858080557
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
2560000.00000000
PA
USD
2940535.81000000
0.335757924397
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-317564.81000000
PA
USD
-317564.81000000
-0.03626036489
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
305000.00000000
USD
334280.00000000
USD
CDS
N
N
N
CARTER INTERMEDIATE INC
N/A
Aegion Corp.
N/A
2200000.00000000
PA
USD
2208250.00000000
0.252143651517
Long
LON
CORP
US
N
2
2028-05-17
Variable
5.50000000
N
N
N
N
N
N
BlackRock Credit Allocation In
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
84909.00000000
NS
USD
1281276.81000000
0.146299474008
Long
EC
RF
US
N
1
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
987525.00000000
PA
USD
987811.38000000
0.112790838158
Long
LON
CORP
US
N
2
2025-04-25
Variable
4.00000000
N
N
N
N
N
N
RECORDED BOOKS INC
N/A
Recorded Books, Inc.
N/A
846830.90540000
PA
USD
846077.23000000
0.096607269212
Long
LON
CORP
US
N
2
2025-08-29
Variable
4.11000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
N/A
-149.00000000
NC
USD
-883570.00000000
-0.10088828989
N/A
DE
US
N
1
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Call
Written
S&P 500 INDEX
US78378X1072
-14900
4185.00000000
USD
2021-06-18
XXXX
84620.88000000
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1515940.25000000
PA
USD
-1515940.25000000
-0.17309394774
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1625000.00000000
USD
1661562.50000000
USD
CDS
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796B32
1600000.00000000
PA
USD
1599997.44000000
0.182691813399
Long
DBT
UST
US
N
2
2021-06-24
None
0.00000000
N
N
N
N
N
N
CHENIERE ENERGY INC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
N/A
6200000.00000000
PA
USD
6049416.07000000
0.690737850079
Long
DBT
CORP
US
N
3
2039-12-31
Fixed
3.52000000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
1562081.00000000
PA
USD
0.02000000
0.000000002283
Long
DBT
CORP
US
N
3
2024-10-31
Fixed
11.00000000
Y
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
Exide Technologies
N/A
761.24000000
NS
USD
761240.00000000
0.086920336592
Long
EP
CORP
US
N
3
N
N
N
Ares Dynamic Credit Allocation
549300BZI16VZUT2N044
Ares Dynamic Credit Allocation Fund, Inc.
04014F102
65906.00000000
NS
USD
1041314.80000000
0.118899995947
Long
EC
RF
US
N
1
N
N
N
ENDO INTERNATIONAL PLC
N/A
Endo Luxembourg Finance Company I SARL
N/A
1300000.00000000
PA
USD
1267682.00000000
0.144747183717
Long
LON
CORP
LU
N
2
2028-03-27
Variable
5.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
850000.00000000
PA
USD
913326.55000000
0.104285969136
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
SOLERA LLC
N/A
Solera LLC
N/A
1795275.96710000
PA
USD
1774138.46000000
0.202575681921
Long
LON
CORP
US
N
3
2022-12-02
Variable
4.58000000
N
N
N
N
N
N
APTTUS CORP
N/A
Apttus Corp.
N/A
2150000.00000000
PA
USD
2161653.00000000
0.246823086486
Long
LON
CORP
US
N
2
2028-05-08
Variable
5.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-87513.59000000
PA
USD
-87513.59000000
-0.00999252627
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.43000000
N/A
100000.00000000
USD
102750.00000000
USD
CDS
N
N
N
CHS INC
N/A
STS Operating, Inc. (SunSource)
N/A
2022141.86160000
PA
USD
1989908.92000000
0.227212906725
Long
LON
CORP
US
N
2
2024-12-11
Variable
5.25000000
N
N
N
N
N
N
PH ONSHORE GP ISSUER
N/A
Petershill II Senior Secured Notes
N/A
211000.00000000
PA
USD
223582.25000000
0.025529195032
Long
DBT
CORP
US
N
3
2039-12-02
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-4747500.00000000
NC
-61050.83000000
-0.00697094042
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4747500.00000000
ILS
1407459.01000000
USD
2022-01-31
-61050.83000000
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
1050000.00000000
PA
USD
1210125.00000000
0.138175177761
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver BRL
N/A
-4090000.00000000
NC
241744.94000000
0.027603057582
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
4090000.00000000
BRL
1024831.49000000
USD
2021-07-01
241744.94000000
N
N
N
GREEN ENERGY PARTNERS/STONEWALL LLC
N/A
Panda Stonewall
N/A
972174.60290000
PA
USD
909955.43000000
0.103901046004
Long
LON
CORP
US
N
2
2021-11-12
Variable
6.50000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1161614.13000000
PA
USD
-1161614.13000000
-0.13263608214
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
N/A
1250000.00000000
USD
1291125.00000000
USD
CDS
N
N
N
Jones Deslauriers Insurance Management, Inc.
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
-1040000.00000000
PA
-0.01000000
-0.00000000114
Short
LON
CORP
US
N
3
2028-03-12
Variable
0.50000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
55283LAA3
1300558.13680000
PA
USD
1308651.77000000
0.149425217186
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.45800000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
6750000.00000000
PA
USD
7249500.00000000
0.827766512703
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
TRITON WATER HOLDINGS INC
N/A
Triton Water Holdings, Inc.
N/A
1864815.00000000
PA
USD
1862483.98000000
0.212663200095
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.00000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
2250000.00000000
PA
USD
2399625.00000000
0.273995340098
Long
LON
CORP
US
N
2
2027-06-21
Variable
6.25000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
1900000.00000000
PA
USD
1937791.00000000
0.221261948881
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2572417.20000000
PA
USD
-2572417.20000000
-0.29372519689
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.38000000
2021-07-06
2500000.00000000
USD
2745750.00000000
USD
CDS
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-1772792.48000000
PA
USD
-1772792.48000000
-0.20242199447
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
N/A
2100000.00000000
USD
2215500.00000000
USD
CDS
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale
N/A
-1175375.72000000
PA
USD
-1175375.72000000
-0.13420741580
Short
RA
CORP
FR
N
2
Reverse repurchase
N
1.04650000
2021-06-18
1498000.00000000
USD
1495779.80000000
USD
ABS
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAB6
1783915.59920000
PA
USD
1865529.02000000
0.213010890576
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
6.65600000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAD3
900655.61330000
PA
USD
879265.67000000
0.100396810455
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
6.30000000
N
N
N
N
N
N
FDF Limited
254900VT795OQ64MDF49
FDF II Ltd.
30258BAG6
3000000.00000000
PA
USD
2999268.90000000
0.342464219327
Long
ABS-O
CORP
KY
Y
2
2031-05-12
Fixed
7.70000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
2180000.00000000
PA
USD
2245400.00000000
0.256385533846
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
PQ GROUP HOLDINGS INC
2H1FRGMQKKSWC9PFJY28
PQ Corp.
N/A
325914.67860000
PA
USD
325438.84000000
0.037159441849
Long
LON
CORP
US
N
2
2027-02-08
Variable
4.00000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
3610000.00000000
PA
USD
3708549.07000000
0.423451649198
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
750000.00000000
PA
USD
805425.00000000
0.091965493274
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1536211.95000000
PA
USD
-1536211.95000000
-0.17540862247
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.43000000
N/A
1750000.00000000
USD
1859375.00000000
USD
CDS
N
N
N
BlackRock Debt Strategies Fund
Y02PFSGMGNYKWM70AJ95
BlackRock Debt Strategies Fund, Inc.
09255R202
35574.00000000
NS
USD
399496.02000000
0.045615480697
Long
EC
RF
US
N
1
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
800000.00000000
PA
USD
869176.00000000
0.099244746043
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
4075000.00000000
PA
USD
4211666.94000000
0.480898938629
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
CAST & CREW PAYROLL LLC
N/A
Cast & Crew Payroll LLC
N/A
1971027.98300000
PA
USD
1957487.02000000
0.223510890986
Long
LON
CORP
US
N
2
2026-02-09
Variable
3.84000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
5060601.25070000
PA
USD
5486782.82000000
0.626494941840
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
3750000.00000000
PA
USD
3741037.50000000
0.427161261503
Long
LON
CORP
US
N
2
2027-11-23
Variable
4.25000000
N
N
N
N
N
N
WRENCH GROUP LLC
N/A
Wrench Group LLC
N/A
1795500.00000000
PA
USD
1799988.75000000
0.205527334366
Long
LON
CORP
US
N
3
2026-04-30
Variable
5.50000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
1575000.00000000
PA
USD
1693550.25000000
0.193373913308
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-2 Ltd.
69702FAA0
2000000.00000000
PA
USD
1999869.20000000
0.228350197054
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
5.19700000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
1809000.00000000
PA
USD
1899923.90000000
0.216938186234
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-770434.96000000
PA
USD
-770434.96000000
-0.08797024072
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
950000.00000000
USD
974700.00000000
USD
CDS
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
2250000.00000000
PA
USD
2306362.50000000
0.263346388530
Long
DBT
CORP
US
N
2
N/A
Variable
3.90000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1069510.41000000
PA
USD
-1069510.41000000
-0.12211944304
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.35000000
N/A
1100000.00000000
USD
1201750.00000000
USD
CDS
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAB5
1870267.68000000
PA
USD
1639044.80000000
0.187150341162
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
4.33500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1080932.49000000
PA
USD
-1080932.49000000
-0.12342364545
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1332000.00000000
USD
1348650.00000000
USD
CDS
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
1250000.00000000
PA
USD
1291125.00000000
0.147423965613
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
ATD CORP
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc.
N/A
425231.88600000
PA
USD
420626.62000000
0.048028226827
Long
LON
CORP
US
N
2
2023-09-01
Variable
7.00000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
1683000.00000000
PA
USD
1668273.75000000
0.190487777677
Long
LON
CORP
LU
N
2
2026-10-09
Variable
4.35000000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
1507522.36570000
PA
USD
1464371.50000000
0.167205695545
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
2320000.00000000
PA
USD
2618534.72000000
0.298991013665
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1693506.48000000
PA
USD
-1693506.48000000
-0.19336891553
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1700000.00000000
USD
1819000.00000000
USD
CDS
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp.
74981W107
144077.00000000
NS
USD
1433566.15000000
0.163688261633
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale
N/A
-4786771.04000000
PA
USD
-4786771.04000000
-0.54656580052
Short
RA
CORP
FR
N
2
Reverse repurchase
N
0.55000000
N/A
5300000.00000000
USD
5693260.00000000
USD
CDS
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-616237.32000000
PA
USD
-616237.32000000
-0.07036355850
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.65238100
2021-06-23
752000.00000000
USD
750195.20000000
USD
ABS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-307042.43000000
PA
USD
-307042.43000000
-0.03505889254
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
325000.00000000
USD
336375.00000000
USD
CDS
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-964839.80000000
PA
USD
-964839.80000000
-0.11016788420
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1000000.00000000
USD
1056200.00000000
USD
CDS
N
N
N
TSG ENTERTAINMENT FINANCE LLC TSGE_17-1
N/A
TSGE
N/A
5000000.00000000
PA
USD
5174763.20000000
0.590867740965
Long
ABS-O
CORP
US
N
3
2031-09-25
Fixed
6.25000000
N
N
N
N
N
N
PRO MACH GROUP INC
N/A
Pro Mach Group, Inc.
N/A
695616.92460000
PA
USD
695185.64000000
0.079378080268
Long
LON
CORP
US
N
2
2025-03-07
Variable
4.50000000
N
N
N
N
N
N
MINISTRY BRANDS LLC
N/A
Ministry Brands LLC
N/A
83786.03560000
PA
USD
82741.68000000
0.009447657343
Long
LON
CORP
US
N
3
2022-12-02
Variable
5.00000000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
1485522.39000000
PA
USD
1491093.10000000
0.170256836402
Long
LON
CORP
US
N
2
2027-10-29
Variable
4.75000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-385190.86000000
PA
USD
-385190.86000000
-0.04398208082
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
375000.00000000
USD
432187.50000000
USD
CDS
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AD4
1939591.47340000
PA
USD
1659442.51000000
0.189479404032
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.30160000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1060323.60000000
PA
USD
-1060323.60000000
-0.12107046950
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1075000.00000000
USD
1152937.50000000
USD
CDS
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AJ6
100000.00000000
PA
USD
102750.00000000
0.011732258663
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BG7
1280000.00000000
PA
USD
1276040.24000000
0.145701549008
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-510942.04000000
PA
USD
-510942.04000000
-0.05834067323
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
625000.00000000
USD
637500.00000000
USD
CDS
N
N
N
ADVENT INTERNATIONAL CORP
N/A
Sovos Brands Intermediate, Inc.
N/A
596946.56240000
PA
USD
596946.56000000
0.068160890025
Long
LON
CORP
US
N
3
2025-11-20
Variable
4.98000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co.
254687GA8
2820000.00000000
PA
USD
3097314.82000000
0.353659354065
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
2950000.00000000
PA
USD
3229335.50000000
0.368733814081
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BT0
1100000.00000000
PA
USD
1504082.69000000
0.171740021121
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.87500000
N
N
N
N
N
N
GOLDEN NUGGET ONLINE GAMING INC
N/A
Landrys, Inc.
N/A
200000.00000000
PA
USD
222000.00000000
0.025348529666
Long
LON
CORP
US
N
3
2023-10-04
Variable
13.00000000
N
N
N
N
N
N
HAMILTON BIDCO LTD
N/A
SLR Consulting Ltd.
N/A
39120.00000000
PA
54280.55000000
0.006197892486
Long
LON
CORP
GB
N
3
2025-06-23
Variable
4.20000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-439334.57000000
PA
USD
-439334.57000000
-0.05016434856
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
449000.00000000
USD
471584.70000000
USD
CDS
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAB1
1959012.34000000
PA
USD
1626617.51000000
0.185731361301
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
4.33500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
1560176.80480000
PA
USD
1633288.03000000
0.186493018392
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp.
48253T208
341566.00000000
NS
USD
3429322.64000000
0.391568858907
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing LLC
42806DAU3
166460.25630000
PA
USD
166981.36000000
0.019066360170
Long
ABS-O
CORP
US
N
2
2022-03-25
Fixed
2.95000000
N
N
N
N
N
N
HAMILTON BIDCO LTD
N/A
SLR Consulting Ltd.
N/A
793980.00000000
PA
USD
776331.09000000
0.088643475973
Long
LON
CORP
GB
N
3
2025-06-23
Variable
4.20000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1732218.53000000
PA
USD
-1732218.53000000
-0.19778915674
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1849000.00000000
USD
1898368.30000000
USD
CDS
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
3600000.00000000
PA
USD
3942000.00000000
0.450107675436
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-883580.98000000
PA
USD
-883580.98000000
-0.10088954362
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.45838100
2021-06-04
1000000.00000000
USD
1007400.00000000
USD
ABS
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
4200000.00000000
PA
USD
4200000.00000000
0.479566777481
Long
LON
CORP
US
N
2
2026-03-10
Variable
5.50000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2621785.20000000
PA
USD
-2621785.20000000
-0.29936216181
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2600000.00000000
USD
2763280.00000000
USD
CDS
N
N
N
DIVERSITECH HOLDINGS INC
N/A
Diversitech Holdings, Inc.
N/A
1392826.44110000
PA
USD
1394567.47000000
0.159235292278
Long
LON
CORP
US
N
2
2024-12-02
Variable
4.25000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AH8
2500000.00000000
PA
USD
2503125.00000000
0.285813235686
Long
DBT
CORP
US
N
2
N/A
Variable
4.15430000
N
N
N
N
N
N
PERATON HOLDING CORP
N/A
Peraton Corp.
N/A
4200000.00000000
PA
USD
4204074.00000000
0.480031957255
Long
LON
CORP
US
N
2
2028-02-01
Variable
4.50000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1448754.38000000
PA
USD
-1448754.38000000
-0.16542249270
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1490000.00000000
USD
1630060.00000000
USD
CDS
N
N
N
EIF CHANNELVIEW HOLDINGS II LLC
549300IBZIX0M6W75Q58
EIF Channelview Cogeneration LLC
N/A
390571.86640000
PA
USD
390407.83000000
0.044577767842
Long
LON
CORP
US
N
2
2025-05-03
Variable
5.25000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
7412750.00000000
PA
USD
7626681.97000000
0.870834117912
Long
ABS-O
CORP
US
N
2
2049-06-07
Fixed
4.19400000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AG7
2200000.00000000
PA
USD
2442000.00000000
0.278833826335
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
4350000.00000000
PA
USD
4185483.00000000
0.477909189170
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
FCG ACQUISITIONS INC
N/A
FCG Acquisitions, Inc
N/A
1026068.40000000
PA
USD
1025216.76000000
0.117061880431
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.25000000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
1189703.17150000
PA
USD
1189917.32000000
0.135867813005
Long
LON
CORP
US
N
2
2024-09-27
Variable
4.00000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1582348.60000000
PA
USD
-1582348.60000000
-0.18067662356
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1750000.00000000
USD
1785000.00000000
USD
CDS
N
N
N
HighTower Holding LLC
N/A
HighTower Holding LLC
N/A
-430000.00000000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
3
2028-04-16
Variable
0.50000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
1350000.00000000
PA
USD
1452937.50000000
0.165900132085
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
BCP IV GRAFTECH HOLDINGS LP
N/A
GrafTech Finance, Inc.
N/A
1272109.40270000
PA
USD
1272109.40000000
0.145252715610
Long
LON
CORP
US
N
2
2025-02-12
Variable
3.50000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-701101.86000000
PA
USD
-701101.86000000
-0.08005360944
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
800000.00000000
USD
926240.00000000
USD
CDS
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
4000000.00000000
PA
USD
4025200.00000000
0.459607664933
Long
DBT
CORP
US
N
2
N/A
Variable
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
1750000.00000000
PA
USD
1785000.00000000
0.203815880429
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
MIDCAP FUNDING XLVI TRUST
N/A
Midcap Funding XLVI Trust
N/A
9250000.00000000
PA
USD
9249990.10000000
1.056187605712
Long
DBT
CORP
US
N
3
2024-10-29
Variable
5.60700000
N
N
N
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
440954.77340000
PA
USD
436130.73000000
0.049798525892
Long
LON
CORP
US
N
2
2025-07-23
Variable
3.59000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
2750000.00000000
PA
USD
2763727.18000000
0.315569461321
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings, Inc.
N/A
140636.29000000
PA
USD
139691.21000000
0.015950300814
Long
LON
CORP
US
N
2
2027-12-28
Variable
4.00000000
N
N
N
N
N
N
PH OFFSHORE IM ISSUER
N/A
Petershill II Senior Secured Notes
N/A
267000.00000000
PA
USD
282921.62000000
0.032304716567
Long
DBT
CORP
US
N
3
2039-12-02
Fixed
5.00000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAD9
1550000.00000000
PA
USD
1870943.64000000
0.213629145782
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
HOUGHTON MIFFLIN HARCOUR
549300DDRF1LRKBXUN11
Houghton Mifflin Harcourt Publishers, Inc.
44157TAA3
700000.00000000
PA
USD
747040.00000000
0.085298944154
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
9.00000000
N
N
N
N
N
N
TRUCK ACQUISITION INC
N/A
Truck Hero, Inc.
N/A
4000000.00000000
PA
USD
4000000.00000000
0.456730264268
Long
LON
CORP
US
N
2
2028-01-31
Variable
4.50000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
AASET Trust
00038RAB2
3524130.89170000
PA
USD
2979641.39000000
0.340223099869
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
4.45800000
N
N
N
N
N
N
FORTIS SOLUTIONS GROUP LLC
N/A
Fortis Solutions Group LLC
N/A
189575.83950000
PA
USD
187680.08000000
0.021429793134
Long
LON
CORP
US
N
3
2023-12-15
Variable
5.75000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796A41
11000000.00000000
PA
USD
10999996.92000000
1.256007875055
Long
DBT
UST
US
N
2
2021-06-03
None
0.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAJ7
1950000.00000000
PA
USD
2248555.45000000
0.256745831225
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
FORTIS SOLUTIONS GROUP LLC
N/A
Fortis Solutions Group LLC
N/A
1325252.75000000
PA
USD
1312000.22000000
0.149807551800
Long
LON
CORP
US
N
3
2023-12-15
Variable
5.75000000
N
N
N
N
N
N
Nuveen AMT-Free Municipal Cred
549300LBMO1C0IG71T03
Nuveen AMT-Free Municipal Credit Income Fund
67071L106
288888.00000000
NS
USD
5052651.12000000
0.576924670323
Long
EC
RF
US
N
1
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
2000000.00000000
PA
USD
1572935.60000000
0.179601823066
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
MH SUB I LLC
N/A
Internet Brands, Inc.
N/A
1031112.33450000
PA
USD
1026101.13000000
0.117162860067
Long
LON
CORP
US
N
2
2024-09-13
Variable
3.59000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-6753000.00000000
NC
-6686.65000000
-0.00076349885
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
6753000.00000000
CAD
5584813.41000000
USD
2021-06-17
-6686.65000000
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
329577.46000000
PA
USD
329165.49000000
0.037584960308
Long
LON
CORP
US
N
2
2028-04-28
Variable
5.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
300000.00000000
PA
USD
296250.00000000
0.033826585197
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AJ6
300000.00000000
PA
USD
304125.00000000
0.034725772905
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
NORANDA ALUMINUM HOLDING CORP
N/A
Noranda Aluminum Acquisition Corp.
N/A
468781.10760000
PA
USD
196.89000000
0.000022481405
Long
LON
CORP
US
N
3
2019-02-28
None
0.00000000
Y
N
N
N
N
N
Nuveen AMT-Free Quality Munici
549300OTYQOOXS64NI63
Nuveen AMT-Free Quality Municipal Income Fund
670657105
30017.00000000
NS
USD
458959.93000000
0.052405222529
Long
EC
RF
US
N
1
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
1153846.00000000
PA
USD
476963.01000000
0.054460860400
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-14799303.78000000
PA
USD
-14799303.78000000
-1.68982248160
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.47000000
2021-07-06
14860000.00000000
USD
16318226.00000000
USD
CDS
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
950000.00000000
PA
USD
974685.23000000
0.111292060669
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
450000.00000000
PA
USD
461250.00000000
0.052666708598
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
SeaPort Financing LLC
N/A
SeaPort Financing LLC
N/A
-2650000.00000000
PA
USD
-91984.42000000
-0.01050301711
Short
LON
CORP
US
N
3
2023-10-31
Variable
3.17421000
N
N
N
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
1300000.00000000
PA
USD
1209000.00000000
0.138046722375
Long
LON
CORP
US
N
2
2026-07-23
Variable
7.59000000
N
N
N
N
N
N
NewStar Clarendon Fund CLO LLC
549300HC3VVP80NTKX35
NewStar Clarendon Fund CLO LLC
65251QAG6
1500000.00000000
PA
USD
1499782.20000000
0.171248980137
Long
ABS-O
CORP
US
N
2
2027-01-25
Floating
4.52580000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-1024772.18000000
PA
USD
-1024772.18000000
-0.11701111714
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1000000.00000000
USD
1052000.00000000
USD
CDS
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
1850000.00000000
PA
USD
1831500.00000000
0.209125369751
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2441021.08000000
PA
USD
-2441021.08000000
-0.27872205073
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
2525000.00000000
USD
2783812.50000000
USD
CDS
N
N
N
CATALOG INTERMEDIATE INC
4Q9DLX2VIFGJMOYJ4Y35
Cambrex Corp.
N/A
1683031.88000000
PA
USD
1688080.98000000
0.192749418025
Long
LON
CORP
US
N
2
2026-12-04
Variable
4.25000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2741288.25000000
PA
USD
-2741288.25000000
-0.31300732671
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
3050000.00000000
USD
3031090.00000000
USD
CDS
N
N
N
HAWK HOLDING COMPANY LLC
549300C5O4FSVNUEI843
Alterra Mountain Co.
N/A
3328439.69930000
PA
USD
3334697.17000000
0.380764279927
Long
LON
CORP
US
N
2
2026-07-31
Variable
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CX1
2100000.00000000
PA
USD
1795500.00000000
0.205014797373
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
1A SMART START LLC
N/A
1A Smart Start LLC
N/A
1243750.00000000
PA
USD
1241672.94000000
0.141777402505
Long
LON
CORP
US
N
2
2027-08-19
Variable
5.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-960050.00000000
NC
-12531.34000000
-0.00143086055
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
960050.00000000
ILS
284433.98000000
USD
2022-01-31
-12531.34000000
N
N
N
ROTO ACQUISITION CORP
N/A
Tank Holdings Corp.
N/A
1695750.00000000
PA
USD
1701057.70000000
0.194231133214
Long
LON
CORP
US
N
2
2026-03-26
Variable
5.75000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
1350000.00000000
PA
USD
1445175.00000000
0.165013789915
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-8554107.15000000
PA
USD
-8554107.15000000
-0.97672990479
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.47000000
2021-07-12
8656000.00000000
USD
9344614.00000000
USD
CDS
N
N
N
Western Asset High Income Oppo
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
59843.00000000
NS
USD
309388.31000000
0.035326751146
Long
EC
RF
US
N
1
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
103186AB8
1100000.00000000
PA
USD
1179860.00000000
0.134719442399
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.12500000
N
N
N
N
N
N
Soaring Eagle Acquisition Corp
N/A
Soaring Eagle Acquisition Corp.
N/A
85487.00000000
NS
USD
843756.69000000
0.096342304000
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TRAILER WORLD CORP
N/A
American Trailer World Corp.
N/A
2450000.00000000
PA
USD
2445418.50000000
0.279224159437
Long
LON
CORP
US
N
2
2028-03-03
Variable
4.50000000
N
N
N
N
N
N
CPM HOLDINGS INC
N/A
CPM Holdings, Inc.
N/A
416972.03520000
PA
USD
412698.07000000
0.047122924643
Long
LON
CORP
US
N
2
2025-11-17
Variable
3.61000000
N
N
N
N
N
N
RXR REALTY LLC
N/A
RXR Realty LLC
N/A
4200000.00000000
PA
USD
4415752.74000000
0.504201978970
Long
DBT
CORP
US
N
3
2025-07-17
Fixed
5.25000000
N
N
N
N
N
N
RBC (Barbados) Trading Bank Corporation
549300KQ38UGDJPWLM29
RBC (Barbados) Trading Bank Corporation
N/A
-21893557.67000000
PA
USD
-21893557.67000000
-2.49986259509
Short
RA
CORP
BB
N
2
Reverse repurchase
N
0.98600000
2021-07-21
1472740.00000000
USD
30343128.80000000
USD
EQT
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-3398007.78000000
PA
USD
-3398007.78000000
-0.38799324783
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
3610000.00000000
USD
3708553.00000000
USD
CDS
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV, Inc.
45232TAA9
875000.00000000
PA
USD
969062.50000000
0.110650042929
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
N/A
Rent-A-Center, Inc.
N/A
2000000.00000000
PA
USD
2010840.00000000
0.229602871150
Long
LON
CORP
US
N
2
2028-02-17
Variable
4.75000000
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
Newmark Group, Inc.
65158NAB8
1450000.00000000
PA
USD
1598697.91000000
0.182543429729
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
3400000.00000000
PA
USD
3638000.00000000
0.415396175351
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
5000000.00000000
PA
USD
5314000.00000000
0.606766156080
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
788000.00000000
PA
USD
763493.20000000
0.087177612750
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AL9
1000000.00000000
PA
USD
1011360.00000000
0.115479680017
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-1151723.82000000
PA
USD
-1151723.82000000
-0.13150678116
Short
RA
CORP
CA
N
2
Reverse repurchase
N
0.35838000
2021-06-04
1250000.00000000
USD
1251125.00000000
USD
ABS
N
N
N
ENPRO INDUSTRIES INC
549300Y5CFT2LKCFDN54
EnPro Industries, Inc.
29355XAG2
115000.00000000
PA
USD
121181.25000000
0.013836786084
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1465727.89000000
PA
USD
-1465727.89000000
-0.16736057163
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.37500000
N/A
1400000.00000000
USD
1462020.00000000
USD
CDS
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co.
636792AA1
3400000.00000000
PA
USD
5278126.51000000
0.602670028938
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-652042.99000000
PA
USD
-652042.99000000
-0.07445194178
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
700000.00000000
USD
721490.00000000
USD
CDS
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAS7
2000000.00000000
PA
USD
1980198.40000000
0.226104134633
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
1.99930000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
448055AK9
900000.00000000
PA
USD
966135.42000000
0.110315821423
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
71531R117
115860.00000000
NS
USD
1105304.40000000
0.126206492677
N/A
DE
US
N
1
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
115860
23.00000000
USD
2025-07-24
XXXX
447335.46000000
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-93898.09000000
PA
USD
-93898.09000000
-0.01072152486
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
101000.00000000
USD
103696.70000000
USD
CDS
N
N
N
OHA Credit Partners Ltd
549300WS1N2FZ02EYH25
OHA Credit Partners IX Ltd.
67105VAQ7
602739.72600000
PA
USD
723.29000000
0.000082587108
Long
ABS-O
CORP
KY
N
2
2025-10-20
None
0.00000000
N
N
N
N
N
N
BIFM CA BUYER INC
N/A
BGIS (BIFM CA Buyer, Inc.)
N/A
2711799.23750000
PA
USD
2701629.99000000
0.308479044821
Long
LON
CORP
CA
N
2
2026-06-01
Variable
3.59000000
N
N
N
N
N
N
USI INC/NY
N/A
USI, Inc.
91739VAA6
150000.00000000
PA
USD
152250.00000000
0.017384295683
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AH3
670000.00000000
PA
USD
730300.00000000
0.083387527998
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
221333.33330000
PA
USD
221472.77000000
0.025288329192
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.50000000
N
N
N
N
N
N
BARENTZ MIDCO BV
N/A
Barentz Midco BV
N/A
1995000.00000000
PA
USD
1995000.00000000
0.227794219303
Long
LON
CORP
NL
N
2
2027-11-30
Variable
5.25000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
1720000.00000000
PA
USD
1723766.80000000
0.196824116525
Long
LON
CORP
US
N
2
2028-04-21
Variable
4.75000000
N
N
N
N
N
N
Aequi Acquisition Corp
N/A
Aequi Acquisition Corp.
00775W102
738900.00000000
NS
USD
7130385.00000000
0.814165656346
Long
EC
CORP
US
N
1
N
N
N
DP HOLDCO LP
N/A
Duff & Phelps
N/A
1985000.00000000
PA
USD
1993515.65000000
0.227624732411
Long
LON
CORP
US
N
2
2027-04-09
Variable
4.75000000
N
N
N
N
N
N
CHARTER NEX US HOLDINGS INC
N/A
Charter Nex US Holdings, Inc.
N/A
3790500.00000000
PA
USD
3803539.32000000
0.434297879694
Long
LON
CORP
US
N
2
2027-12-01
Variable
5.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1665337.65000000
PA
USD
-1665337.65000000
-0.19015252624
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1885000.00000000
USD
2062190.00000000
USD
CDS
N
N
N
HAMILTON BIDCO LTD
N/A
SLR Consulting Ltd.
N/A
207744.01670000
PA
USD
203126.20000000
0.023193470751
Long
LON
CORP
GB
N
3
2025-06-23
Variable
6.47713000
N
N
N
N
N
N
FORT BENNING FAM
N/A
Fort Benning Family Communities LLC
346845AG5
713390.59760000
PA
USD
901117.53000000
0.102891911903
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
6.09000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II, LP
428040CU1
227477.40000000
PA
USD
228547.57000000
0.026096148010
Long
ABS-O
CORP
US
N
2
2021-10-25
Fixed
2.96000000
N
N
N
N
N
N
BCPE EAGLE INTERMEDIATE HOLDINGS LLC
N/A
BCPE Eagle Buyer LLC
N/A
1441447.23600000
PA
USD
1442528.32000000
0.164711585202
Long
LON
CORP
US
N
2
2024-03-18
Variable
5.25000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
1000000.00000000
PA
USD
1052005.62000000
0.120120701208
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1336471.88000000
PA
USD
-1336471.88000000
-0.15260178873
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1450000.00000000
USD
1483785.00000000
USD
CDS
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International, Inc.
96950GAE2
3550000.00000000
PA
USD
3644536.50000000
0.416142529695
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
PREGIS TOPCO LLC
N/A
Pregis TopCo LLC
N/A
550000.00000000
PA
USD
550000.00000000
0.062800411336
Long
LON
CORP
US
N
2
2026-07-31
Variable
5.00000000
N
N
N
N
N
N
LBC TANK TERMINAL HLDING
213800O43KFINF83HN59
LBC Tank Terminals Holding Netherlands BV
50177WAA9
1875000.00000000
PA
USD
1875000.00000000
0.214092311375
Long
DBT
CORP
NL
N
2
2023-05-15
Fixed
6.87500000
N
N
N
N
N
N
LSF11 SKYSCRAPER HOLDCO SARL
N/A
LSF11 Skyscraper HoldCo SARL
N/A
1550000.00000000
PA
USD
1555812.50000000
0.177646663569
Long
LON
CORP
LU
N
2
2027-09-29
Variable
4.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-913729.36000000
PA
USD
-913729.36000000
-0.10433196301
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1000000.00000000
USD
1052500.00000000
USD
CDS
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
9400000.00000000
PA
USD
12133062.22000000
1.385384178530
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
1674500.00000000
PA
USD
1661589.61000000
0.189724565420
Long
LON
CORP
US
N
2
2026-06-01
Variable
3.59000000
N
N
N
N
N
N
REALPAGE HOLDINGS LLC
N/A
RealPage, Inc.
N/A
1980000.00000000
PA
USD
1977030.00000000
0.225742358591
Long
LON
CORP
US
N
2
2028-04-24
Variable
3.75000000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AA1
1887452.81830000
PA
USD
2118996.85000000
0.241952497821
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
5.81500000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
Pershing Square Tontine Holdings Ltd.
N/A
-41.00000000
NC
USD
-7380.00000000
-0.00084266733
N/A
DE
US
N
1
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
Call
Written
N/A
Pershing Square Tontine Holdings, Ltd.
-4100
40.00000000
USD
2021-12-17
XXXX
13120.00000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1776120.89000000
PA
USD
-1776120.89000000
-0.20280204086
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.45000000
N/A
1900000.00000000
USD
1937810.00000000
USD
CDS
N
N
N
FCG Acquisitions, Inc
N/A
FCG Acquisitions, Inc
N/A
-195441.84000000
PA
USD
-162.22000000
-0.00001852269
Short
LON
CORP
US
N
3
2028-03-31
Variable
0.50000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
1950000.00000000
PA
USD
2002143.00000000
0.228609825373
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362256AB5
4436004.43640000
PA
USD
1734169.88000000
0.198011966894
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.43160000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi LP
N/A
7846898.71500000
PA
9558502.09000000
1.091414296393
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.15000000
N
N
N
N
N
N
Care BidCo
N/A
Care BidCo
N/A
-1000000.00000000
PA
-119552.26000000
-0.01365078382
Short
LON
CORP
FR
N
3
2026-04-15
Variable
0.50000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W537
16400.00000000
NS
USD
426400.00000000
0.048687446170
Long
EP
CORP
US
N
2
N
N
N
CHG HEALTHCARE SERVICES INC
N/A
CHG Healthcare Services, Inc.
N/A
728130.88170000
PA
USD
727220.72000000
0.083035927906
Long
LON
CORP
US
N
2
2023-06-07
Variable
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BD6
3000000.00000000
PA
USD
3310500.00000000
0.378001384965
Long
DBT
CORP
US
N
2
N/A
Variable
5.37500000
N
N
N
N
N
N
DCG ACQUISITION CORP
N/A
DCG Acquisition Corp.
N/A
1973096.14540000
PA
USD
1968163.41000000
0.224729948593
Long
LON
CORP
US
N
2
2026-09-30
Variable
4.59000000
N
N
N
N
N
N
DYNASTY PARENT HOLDINGS LP
N/A
StandardAero
N/A
947115.38780000
PA
USD
916760.34000000
0.104678048089
Long
LON
CORP
CA
N
2
2026-04-06
Variable
3.70000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
110000.00000000
PA
USD
113540.63000000
0.012964360486
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
2021-06-30
Guggenheim Strategic Opportunities Fund
John Sullivan
John Sullivan
CFO