0001752724-22-151909.txt : 20220628
0001752724-22-151909.hdr.sgml : 20220628
20220628143232
ACCESSION NUMBER: 0001752724-22-151909
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220430
FILED AS OF DATE: 20220628
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FS Credit Income Fund
CENTRAL INDEX KEY: 0001688897
IRS NUMBER: 814285943
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23221
FILM NUMBER: 221049116
BUSINESS ADDRESS:
STREET 1: 201 ROUSE BOULEVARD
CITY: PHILADELPHIA
STATE: PA
ZIP: 19112
BUSINESS PHONE: 215-495-1150
MAIL ADDRESS:
STREET 1: 201 ROUSE BOULEVARD
CITY: PHILADELPHIA
STATE: PA
ZIP: 19112
FORMER COMPANY:
FORMER CONFORMED NAME: FS Diversified Income Fund
DATE OF NAME CHANGE: 20161031
NPORT-P
1
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FS Credit Income Fund
549300BXKIPDIJFNPT82
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2022-04-30
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Cairn CLO VI DAC
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ABS-CBDO
CORP
IE
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2029-07-25
Floating
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Hull Street CDO Ltd
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Hull Street CLO Ltd
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300000.00000000
PA
USD
298838.40000000
0.060362802666
Long
ABS-CBDO
CORP
US
N
2
2026-10-18
Floating
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N
N
N
N
N
N
PG&E CORP
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PG&E Corp
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468000.00000000
PA
USD
431285.40000000
0.087115964658
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
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N
N
N
N
N
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WESTERN MIDSTREAM OPERAT
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Western Midstream Operating LP
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USD
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0.038409731227
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DBT
CORP
US
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2
2028-08-15
Fixed
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N
N
N
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Petroleos Mexicanos
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USD
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DBT
CORP
MX
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2
2027-01-23
Fixed
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N
N
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Puerto Rico Electric Power Authority
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PUERTO RICO ELEC PWR AUTH PWR REVENUE
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USD
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0.031106683781
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DBT
MUN
US
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2
2026-07-01
Fixed
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ALBERTSONS COS/SAFEWAY
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Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
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USD
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DBT
CORP
US
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2
2026-03-15
Fixed
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SPN NEW UN PE
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USD
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EC
CORP
US
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N
N
N
HILTON DOMESTIC OPERATIN
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Hilton Domestic Operating Co Inc
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PA
USD
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0.153598795268
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
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N
N
N
N
N
JFIN CLO Ltd
254900VJGL23NNLC3592
JFIN CLO 2015-II Ltd
03755AAA6
330000.00000000
PA
USD
328602.45000000
0.066374886376
Long
ABS-CBDO
CORP
US
N
2
2026-10-17
Floating
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N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
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Mitchells & Butlers Finance PLC
000000000
972000.00000000
PA
990015.84000000
0.199974738140
Long
SN
CORP
GB
Y
2
2034-09-15
Floating
2.78000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QX72
35000.00000000
PA
USD
33731.25000000
0.006813424203
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.50000000
Y
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EURZS11Z4 CYS USD R V 03MLIBOR US0003M + 0 BPS / Short: EURZS11Z4 CYS EUR P V 03MEURIB EUR003M -19.5BP
000000000
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NC
76426.70000000
0.015437540190
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
794000.00000000
EUR
914449.80000000
USD
2023-10-05
76426.70000000
N
N
N
EUROBANK SA
213800KGF4EFNUQKAT69
Eurobank SA
000000000
1065000.00000000
PA
984381.68000000
0.198836685975
Long
DBT
CORP
GR
Y
2
2028-03-14
Fixed
2.25000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
506000.00000000
PA
USD
440801.90000000
0.089038216322
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QG30
18126.00000000
PA
USD
18692.44000000
0.003775713118
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
10.00000000
Y
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
646000.00000000
PA
USD
594255.40000000
0.120034511774
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Atrium CDO Corp
N/A
Atrium XIV LLC
04965LAN8
250000.00000000
PA
USD
245814.50000000
0.049652428054
Long
ABS-CBDO
CORP
US
N
2
2030-08-23
Floating
3.99000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
3888000.00000000
PA
USD
3864497.04000000
0.780595372716
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.13000000
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N
N
N
N
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Washington Prime Group, L.P.
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Washington Prime Group, L.P. 2021 Take-back Exit Term Loan
000000000
3648053.84000000
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USD
3670854.18000000
0.741481170037
Long
LON
CORP
US
N
2
2025-10-20
Floating
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N
N
N
N
N
N
OZLM Ltd
54930042UBEHLEPQ4B17
OZLM XVI Ltd
67111KAG5
250000.00000000
PA
USD
245090.50000000
0.049506186242
Long
ABS-CBDO
CORP
US
N
2
2030-05-16
Floating
4.01000000
N
N
N
N
N
N
MP Clo III, LTD
549300FWSFBNCWDD1P18
MP CLO III LTD
553205AJ4
520000.00000000
PA
USD
479681.28000000
0.096891518785
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Floating
4.11000000
N
N
N
N
N
N
Galaxy CLO Ltd
6354006LLTU5DRVJLQ86
Galaxy Xxiv Clo Ltd
000000000
550000.00000000
PA
USD
526469.90000000
0.106342420128
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
3.49000000
N
N
N
N
N
N
Riverbed Technology, Inc.
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc. 2021 PIK Exit Term Loan
000000000
511200.72000000
PA
USD
402534.78000000
0.081308585146
Long
LON
CORP
US
N
2
2026-12-08
Floating
7.00000000
N
N
Y
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
5283000.00000000
PA
USD
4824277.11000000
0.974462743738
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
669000.00000000
PA
USD
558615.00000000
0.112835455588
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TCA2
29000.00000000
PA
USD
19048.69000000
0.003847672573
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
2074000.00000000
PA
USD
1949560.00000000
0.393794457359
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
176959.00000000
PA
USD
63979.53000000
0.012923318235
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2.00000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
1588000.00000000
PA
USD
1432233.08000000
0.289298841046
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QV66
210000.00000000
PA
USD
202125.00000000
0.040827522463
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Sound Point CLO LTD
549300RPMX5HA435Q562
SOUND POINT CLO VIII-R LTD
83607HAS4
990000.00000000
PA
USD
955837.08000000
0.193070920742
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
6.19000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1944000.00000000
PA
USD
1936447.56000000
0.391145856549
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBY1
46000.00000000
PA
USD
37155.46000000
0.007505085357
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Fixed
2.44000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES, INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES, INC.
000000000
930000.00000000
PA
USD
901714.05000000
0.182138531265
Long
LON
CORP
CA
N
2
2027-01-27
Floating
5.80000000
N
N
N
N
N
N
Contego CLO DAC
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Contego CLO IV DAC
000000000
435000.00000000
PA
439888.47000000
0.088853711269
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-23
Floating
5.05000000
N
N
N
N
N
N
Greywolf CLO Ltd
549300RJBZLY8V18YD77
Greywolf CLO V Ltd
39808PAQ9
740000.00000000
PA
USD
724972.08000000
0.146438163916
Long
ABS-CBDO
CORP
US
N
2
2031-01-27
Floating
3.18000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
172000.00000000
PA
USD
164487.04000000
0.033224976230
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
466000.00000000
PA
USD
395829.72000000
0.079954220333
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
American Tire Distributors Holdings, Inc.
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Holdings, Inc. 2021 Term Loan B
03021BAL8
614018.21000000
PA
USD
610469.18000000
0.123309556757
Long
LON
CORP
US
N
2
2028-10-08
Floating
7.00000000
N
N
N
N
N
N
BURFORD CAPITAL FINANCE
549300L30WEIAK4ZUX81
Burford Capital Finance LLC
000000000
584600.00000000
PA
USD
578754.00000000
0.116903361463
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
6.13000000
N
N
N
N
N
N
Fair Oaks Loan Funding
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Fair Oaks Loan Funding I DAC
000000000
250000.00000000
PA
246076.38000000
0.049705325576
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
6.09000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300GJYHKO4BDEN716
Galaxy XXVII CLO Ltd
36320UAJ9
250000.00000000
PA
USD
244267.25000000
0.049339896778
Long
ABS-CBDO
CORP
US
N
2
2031-05-16
Floating
3.21000000
N
N
N
N
N
N
EUROPCAR MOBILITY GROUP
N/A
Europcar Mobility Group EUR Term Loan
000000000
735000.00000000
PA
772775.37000000
0.156094019927
Long
LON
CORP
FR
N
2
2023-06-09
Floating
5.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QV74
195000.00000000
PA
USD
180862.50000000
0.036532679191
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.13000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QT69
25000.00000000
PA
USD
23093.75000000
0.004664740120
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.95000000
Y
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust Revolver
000000000
4083626.00000000
PA
USD
4083626.00000000
0.824857549769
Long
LON
CORP
US
N
2
2023-09-30
Fixed
6.58000000
N
N
N
N
N
N
American Greetings Corp
549300WMJOT8C9DNMF90
American Greetings Corp
026375AR6
294000.00000000
PA
USD
290742.48000000
0.058727496021
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.75000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd
04941VAJ4
250000.00000000
PA
USD
244658.50000000
0.049418925935
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Floating
3.61000000
N
N
N
N
N
N
Avoca CLO
635400ZMWQZGBPHKHU66
Avoca CLO XI DAC
000000000
210000.00000000
PA
212479.76000000
0.042919095482
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
5.00000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
1400000.00000000
PA
1242231.35000000
0.250920115507
Long
DBT
CORP
NL
Y
2
2029-10-23
Fixed
3.00000000
N
N
N
N
N
N
NEW RESIDENTIAL INV CORP
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828TAA0
3865000.00000000
PA
USD
3686668.90000000
0.744675608311
Long
DBT
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
771000.00000000
PA
USD
806612.49000000
0.162928828965
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
Sound Point CLO LTD
549300RPMX5HA435Q562
SOUND POINT CLO VIII-R LTD
83607HAG0
1125000.00000000
PA
USD
1065529.13000000
0.215227777318
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
4.79000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QL83
5000.00000000
PA
USD
4543.75000000
0.000917798665
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
3.75000000
Y
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300A5WKMO0YA6UL92
Anchorage Credit Funding 2 Ltd
03329MAQ2
250000.00000000
PA
USD
220336.25000000
0.044506039314
Long
ABS-CBDO
CORP
US
N
2
2038-04-25
Fixed
7.04000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
143197.00000000
0.028924570113
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1903000.00000000
EUR
2154719.33000000
USD
2022-06-15
143197.00000000
N
N
N
NEENAH FOUNDRY COMPANY
N/A
Neenah Foundry Company 2021 Term Loan
000000000
2754375.00000000
PA
USD
2751620.63000000
0.555803849509
Long
LON
CORP
US
N
3
2023-04-25
Floating
9.00000000
N
N
N
N
N
N
SPN NEW RES PE
N/A
SPN NEW RES PE
000000000
1228.00000000
NS
USD
64470.00000000
0.013022388983
Long
EC
CORP
US
N
2
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
290000.00000000
PA
289119.41000000
0.058399649753
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
4.40000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
5673000.00000000
PA
USD
5558915.97000000
1.122853514594
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Harvest CLO
635400NVEFDUXIKHTK40
Harvest CLO XIV DAC
000000000
215000.00000000
PA
213593.03000000
0.043143966507
Long
ABS-CBDO
CORP
IE
Y
2
2029-11-18
Floating
6.30000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
895000.00000000
PA
765780.22000000
0.154681059414
Long
DBT
CORP
NL
Y
2
2029-07-13
Fixed
1.29000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900END3IQSN7CTN87
Madison Park Funding XIX Ltd
55819RAG0
340000.00000000
PA
USD
324710.20000000
0.065588685143
Long
ABS-CBDO
CORP
US
N
2
2028-01-22
Floating
5.49000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
56059.68000000
0.011323576225
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1070000.00000000
EUR
1187078.54000000
USD
2022-06-15
56059.68000000
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
100000.00000000
PA
103714.79000000
0.020949501142
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
1.60000000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
PMHC II Inc
69357VAA3
1840000.00000000
PA
USD
1483628.80000000
0.299680337213
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
100969.74000000
0.020395024504
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1272000.00000000
EUR
1445508.05000000
USD
2022-06-15
100969.74000000
N
N
N
Cent CLO LP
5493002BI0SI5QMH0P08
Cent CLO 21 Ltd
15137EBJ1
620000.00000000
PA
USD
603302.16000000
0.121861879973
Long
ABS-CBDO
CORP
US
N
2
2030-07-27
Floating
4.42000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
410000.00000000
PA
434205.65000000
0.087705830199
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Palmer Square European CLO
5493008YA044FHERJ655
Palmer Square European CLO 2021-1 DAC
000000000
250000.00000000
PA
247591.55000000
0.050011376966
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
5.71000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBUJP1022 CYS USD R V 03MLIBOR US0003M+ 0BPS / Short: GBUJP1022 CYS GBP P V 03MLIBOR BP0003M+1 BPS
000000000
1.00000000
NC
82490.58000000
0.016662392123
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1658000.00000000
GBP
2166508.60000000
USD
2022-10-29
82490.58000000
N
N
N
ADVISOR GROUP HOLDINGS I
N/A
Advisor Group Holdings Inc
00791GAA5
3207000.00000000
PA
USD
3394593.47000000
0.685678867782
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
ARYZTA AG
549300W2PUDQQVRD8W85
Aryzta AG
000000000
790000.00000000
PA
777939.86000000
0.157137202767
Long
DBT
CORP
CH
Y
2
2022-07-25
Floating
5.34000000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NEWSTAR EXETER FUND CLO LLC
31679NAL8
725000.00000000
PA
USD
719030.35000000
0.145237985239
Long
ABS-CBDO
CORP
US
N
2
2027-01-20
Floating
8.26000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd
04941GAS7
500000.00000000
PA
USD
489389.00000000
0.098852395254
Long
ABS-CBDO
CORP
US
N
2
2027-11-17
Floating
3.07000000
N
N
N
N
N
N
Lockwood Grove CLO Ltd
5493002M81H40VJBI051
Lockwood Grove CLO LTD
54008PBC6
550000.00000000
PA
USD
541023.45000000
0.109282112841
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Floating
3.18000000
N
N
N
N
N
N
ABERCROMBIE & FITCH MANA
5493003QMCFDA98NPT74
Abercrombie & Fitch Management Co
003000AA4
463000.00000000
PA
USD
484879.44000000
0.097941502677
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EURZS11ZZ CYS USD R V 03MLIBOR US0003M + 0 BPS / Short: EURZS11ZZ CYS EUR P V 03MEURIB EUR003M -16.375BP
000000000
1.00000000
NC
462241.29000000
0.093368789862
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4212000.00000000
EUR
4908664.80000000
USD
2023-07-20
462241.29000000
N
N
N
Anchorage Credit Funding Ltd.
5493008VFWRM4UWVV341
Anchorage Credit Funding 12 Ltd
03332DBA1
295000.00000000
PA
USD
280266.23000000
0.056611383060
Long
ABS-CBDO
CORP
US
N
2
2038-10-25
Fixed
5.93000000
N
N
N
N
N
N
Vesey Park CLO DAC
254900BUAP8ZM4HN9R42
Vesey Park CLO DAC
000000000
140000.00000000
PA
143843.27000000
0.029055111129
Long
ABS-CBDO
CORP
IE
Y
2
2032-11-16
Floating
2.30000000
N
N
N
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAU0
530000.00000000
PA
USD
508463.98000000
0.102705378183
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
4.16000000
N
N
N
N
N
N
LSF11 Skyscraper Holdco S.a r.l.
N/A
LSF11 Skyscraper Holdco S.a r.l. 2020 EUR Term Loan
000000000
416477.31000000
PA
437166.02000000
0.088303799637
Long
LON
CORP
LU
N
2
2028-09-29
Floating
7.00000000
N
N
Y
N
N
N
Oaktree CLO Ltd
635400SBDDFQR1OHEJ54
Oaktree CLO 2015-1 Ltd
67389YAH8
250000.00000000
PA
USD
248185.25000000
0.050131299292
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
6.26000000
N
N
N
N
N
N
Symphony CLO Ltd
549300X84MR2MGY6OR68
Symphony CLO XVII Ltd
87165XAL9
910000.00000000
PA
USD
897571.22000000
0.181301715013
Long
ABS-CBDO
CORP
US
N
2
2028-04-15
Floating
6.59000000
N
N
N
N
N
N
Barings 2018-1 B.V.
635400CCJ8QE5TOF7C57
Barings Euro CLO 2018-1 DAC
000000000
190000.00000000
PA
191966.39000000
0.038775570067
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
2.30000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QT77
110000.00000000
PA
USD
97487.57000000
0.019691655926
Long
DBT
MUN
US
N
2
2031-07-01
Floating
1.35000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QU42
120000.00000000
PA
USD
115500.00000000
0.023330012836
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
Y
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
1742000.00000000
PA
USD
1500219.11000000
0.303031438038
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.13000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
51042.94000000
0.010310237622
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
682000.00000000
EUR
771935.34000000
USD
2022-06-15
51042.94000000
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 544582TR2 TRS USD R F 6.50000 544582TR2 / Short: 544582TR2 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
439350.73000000
OU
Notional Amount
USD
-26614.51000000
-0.00537590354
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
City of Los Angeles CA
City of Los Angeles CA
Y
equity-performance leg
2022-06-01
0.00000000
USD
0.00000000
USD
439350.73000000
USD
-26614.51000000
N
N
N
Deer Park CLO
254900QCZWQE8YKZKG40
Deer Park CLO DAC
000000000
250000.00000000
PA
250956.31000000
0.050691029728
Long
ABS-CBDO
CORP
IE
N
2
2034-10-15
Floating
6.26000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC83
5000.00000000
PA
USD
4706.25000000
0.000950622276
Long
DBT
MUN
US
N
2
2020-01-01
Fixed
5.40000000
Y
N
N
N
N
N
Carlyle Global Market Strategies
54930054F35TGSKQ6V76
Carlyle US CLO 2016-4 Ltd
143109AS5
280000.00000000
PA
USD
269218.88000000
0.054379912780
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
3.86000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BN3
68000.00000000
PA
USD
60951.46000000
0.012311673975
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
1163000.00000000
PA
USD
961353.25000000
0.194185139936
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAR0
776000.00000000
PA
USD
736183.44000000
0.148702762814
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-201347.04000000
-0.04067038119
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2923191.50000000
USD
2575000.00000000
EUR
2022-06-15
-201347.04000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
62661.83000000
0.012657154097
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
809000.00000000
GBP
1079974.15000000
USD
2022-06-15
62661.83000000
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 544582TR3 TRS USD R F 5.85000 LOSMFH 5.85 / Short: 544582TR3 TRS USD P V 01MSIFMA SIFMA + 130BP
000000000
403336.97000000
OU
Notional Amount
USD
-1359.43000000
-0.00027459324
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
City of Los Angeles CA
City of Los Angeles CA
Y
equity-performance leg
2023-06-01
0.00000000
USD
0.00000000
USD
403336.97000000
USD
-1359.43000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXQ0
5000.00000000
PA
USD
4725.00000000
0.000954409616
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO 2019-1 LTD
25257BAA0
805000.00000000
PA
USD
799195.15000000
0.161430589681
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Floating
9.23000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QU26
60000.00000000
PA
USD
57450.00000000
0.011604408982
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
Y
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
543000.00000000
PA
USD
583757.58000000
0.117914041858
Long
DBT
CORP
AU
N
2
2026-05-15
Fixed
10.75000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAF3
751000.00000000
PA
USD
691956.38000000
0.139769274697
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRSES1014 IRS EUR R V 12MESTRO LCH CCP ESTRON / Short: BRSES1014 IRS EUR P F 1.01400
000000000
1764000.00000000
OU
Notional Amount
7776.84000000
0.001570855212
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-13
0.00000000
EUR
0.00000000
EUR
1764000.00000000
EUR
7776.84000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QJ52
5000.00000000
PA
USD
4775.00000000
0.000964509188
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.00000000
Y
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BO2407CLO IRS USD R V 12MSOFR SO2407CLO_FLO CCPOIS / Short: BO2407CLO IRS USD P F 2.40700 SO2407CLO_FIX CCPOIS
000000000
683000.00000000
OU
Notional Amount
USD
4756.32000000
0.000960735988
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-05-18
0.00000000
USD
0.00000000
USD
683000.00000000
USD
4756.32000000
N
N
N
Contego CLO DAC
724500ZKXHKZIQU65B86
Contego CLO II BV
000000000
170000.00000000
PA
177009.72000000
0.035754450560
Long
ABS-CBDO
CORP
NL
Y
2
2026-11-15
Floating
4.68000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
REVERSE REPO BNP PARIBAS
000000000
-1758718.79000000
PA
USD
-1758718.79000000
-0.35524616403
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.30171000
2022-07-04
2138000.00000000
USD
2042263.33200000
USD
CDS
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BON2022IR IRS GBP R V 12MLIBOR SON2022IR_FLO CCPVANILLA / Short: BON2022IR IRS GBP P F 2.02200 SON2022IR_FIX CCPVANILLA
000000000
1781000.00000000
OU
Notional Amount
57813.14000000
0.011677760158
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-08
46.40000000
GBP
0.00000000
GBP
1781000.00000000
GBP
57752.67000000
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan B
53226GAG6
2125411.42000000
PA
USD
1979395.66000000
0.399821005677
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.99000000
N
N
N
N
N
N
GAMMA BONDCO SARL
549300IUULUT56XJQC09
Gamma Bondco Sarl
000000000
2005000.00000000
PA
1979010.85000000
0.399743277346
Long
DBT
CORP
LU
N
2
2026-11-15
Fixed
8.13000000
N
N
Y
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
516000.00000000
PA
USD
492343.98000000
0.099449275958
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
OZLM Funding Ltd
549300788AI08GTXXH35
OZLM Funding IV Ltd
67108FAU0
250000.00000000
PA
USD
244990.75000000
0.049486037595
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
4.49000000
N
N
N
N
N
N
Providus CLO
6354008C72YCMAEWD258
Providus CLO V DAC
000000000
370000.00000000
PA
374720.67000000
0.075690372650
Long
ABS-CBDO
CORP
IE
Y
2
2035-02-15
Floating
2.95000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
62427.58000000
0.012609837599
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
838000.00000000
EUR
948216.19000000
USD
2022-06-15
62427.58000000
N
N
N
Madison Park Funding Ltd
549300FFTJ3WPTJK8589
Madison Park Funding XXX LTD
55822HAA0
1005000.00000000
PA
USD
959895.60000000
0.193890707094
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
5.99000000
N
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
950000.00000000
PA
USD
886174.25000000
0.178999624481
Long
LON
CORP
US
N
2
2028-10-06
Floating
4.75000000
N
N
N
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
520000.00000000
PA
532118.66000000
0.107483421369
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
2.40000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXI LP
50189DAE9
570000.00000000
PA
USD
555982.56000000
0.112303725207
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Floating
6.81000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
95492.61000000
0.019288691056
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1203000.00000000
EUR
1367096.06000000
USD
2022-06-15
95492.61000000
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
2125000.00000000
PA
USD
2024062.50000000
0.408843325596
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Shackleton CLO LTD
N/A
Shackleton 2017-XI Clo Ltd
81883EAD3
250000.00000000
PA
USD
237922.25000000
0.048058261008
Long
ABS-CBDO
CORP
US
N
2
2030-08-15
Floating
4.16000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AS6
44000.00000000
PA
USD
30207.07000000
0.006101569964
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP00123 CYS USD R V 03MLIBOR US0003M+ 0 BPS / Short: EUJP00123 CYS EUR P V 03MEURIB EUR003M - 9.2625 bps
000000000
1.00000000
NC
1329059.81000000
0.268458722315
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
8280000.00000000
EUR
10075104.00000000
USD
2023-01-13
1329059.82000000
N
N
N
Byju's Alpha, Inc.
254900EAJ040Y8AVVN71
Byju's Alpha, Inc. Term Loan B
000000000
1913205.00000000
PA
USD
1863777.35000000
0.376467095232
Long
LON
CORP
US
N
2
2026-11-24
Floating
6.25000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
519000.00000000
PA
USD
490226.64000000
0.099021591375
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
54274.97000000
0.010963080058
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
681000.00000000
EUR
774110.34000000
USD
2022-06-15
54274.97000000
N
N
N
BNPP IP CLO LTD
54930038CI4SMKCMEM78
BNPP IP CLO 2014-II Ltd
05580HAS8
280000.00000000
PA
USD
277309.20000000
0.056014088273
Long
ABS-CBDO
CORP
US
N
2
2025-10-30
Floating
3.80000000
N
N
N
N
N
N
CFIP CLO LTD
549300MKTOFNTIBVKV67
CFIP CLO 2014-1 Ltd
12528CAU5
495000.00000000
PA
USD
493268.49000000
0.099636019077
Long
ABS-CBDO
CORP
US
N
2
2029-07-13
Floating
5.12000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOFR0808I IRS USD R V 12MSOFR SOFR0808I_FLO CCPOIS / Short: BOFR0808I IRS USD P F 2.23000 SOFR0808I_FIX CCPOIS
000000000
10000000.00000000
OU
Notional Amount
USD
268269.10000000
0.054188065338
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-08-08
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
268269.10000000
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAG2
295000.00000000
PA
USD
219605.38000000
0.044358409820
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.13000000
N
N
N
N
N
N
Kiwi Holding IV S.a r.l.
25490051DJIPZKMX5470
Kiwi Holding IV S.a r.l. EUR 2017 1st Lien Term Loan
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
LU
N
2
2024-07-29
Floating
3.25000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 78587NTRS TRS USD R F 5.75000 SACMFH 5.75 / Short: 78587NTRS TRS USD P V 01MSIFMA SIFMA + 130BP
000000000
247173.91000000
OU
Notional Amount
USD
-6680.00000000
-0.00134930290
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Sacramento Housing Authority
Sacramento Housing Authority
Y
equity-performance leg
2024-12-01
0.00000000
USD
0.00000000
USD
247173.91000000
USD
-6680.00000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP00123 CYS USD R V 03MLIBOR US0003M+0 BPS / Short: GBJP00123 CYS GBP P V 03MLIBOR BP0003M -1.7500 BPS
000000000
1.00000000
NC
273935.52000000
0.055332633748
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2027000.00000000
GBP
2823205.60000000
USD
2023-03-12
273935.52000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
252133.00000000
PA
100742.86000000
0.020349196683
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
2.85000000
N
N
N
N
N
N
Elevation CLO Ltd
549300OBPZDY731NEI33
Elevation CLO 2017-8 Ltd
28622VAJ9
250000.00000000
PA
USD
236770.75000000
0.047825667850
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Floating
4.05000000
N
N
N
N
N
N
Jubilee CDO BV
6354007TDEHDC4GVCI10
Jubilee CLO 2017-XVIII DAC
000000000
200000.00000000
PA
209051.96000000
0.042226709179
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-15
Floating
3.10000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AE7
41000.00000000
PA
USD
29313.35000000
0.005921046162
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QE57
69427.00000000
PA
USD
70815.54000000
0.014304133828
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
10.00000000
Y
N
N
N
N
N
Jamestown CLO Ltd
254900RMH6T8JWW3DN58
Jamestown CLO II Ltd
47047NAE5
1230000.00000000
PA
USD
1175466.72000000
0.237434230875
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Floating
6.59000000
N
N
N
N
N
N
SVF II FINCO CAYMAN LP
N/A
SVF II Finco Cayman LP Term Loan
000000000
3772379.59000000
PA
USD
3772379.59000000
0.761988435132
Long
LON
CORP
KY
N
3
2023-12-22
Fixed
5.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
246000.00000000
PA
USD
200330.10000000
0.040464968004
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.63000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
637000.00000000
PA
USD
538905.19000000
0.108854242426
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
ECUADOR SOCIAL BOND SARL
5493006P8FVL2JCVBP02
Ecuador Social Bond Sarl
000000000
861547.09000000
PA
USD
689237.67000000
0.139220118513
Long
DBT
NUSS
LU
Y
2
2035-01-30
None
0.00000000
N
N
N
N
N
N
Bosphorus CLO
635400QWP3HVZCWWHD90
Bosphorus CLO IV DAC
000000000
380000.00000000
PA
375638.70000000
0.075875806863
Long
ABS-CBDO
CORP
IE
N
2
2030-12-15
Floating
4.63000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAZ5
148560.44000000
PA
USD
140053.74000000
0.028289658458
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
1.17000000
N
N
N
N
N
N
Venture CDO Ltd
549300A6M3BR8FZNXO79
Venture CDO Ltd
92329VAG7
135000.00000000
PA
USD
133536.20000000
0.026973171083
Long
ABS-CBDO
CORP
US
N
2
2029-04-20
Floating
5.27000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAY8
130434.21000000
PA
USD
124178.49000000
0.025082993642
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.44000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
846000.00000000
PA
USD
773307.45000000
0.156201495539
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.63000000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
1442000.00000000
PA
USD
1439289.04000000
0.290724084660
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
70587.41000000
0.014258053518
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1451000.00000000
EUR
1604333.55000000
USD
2022-06-15
70587.41000000
N
N
N
AQUADRILL LLC
N/A
AQUADRILL LLC LIMITED PARTNERSHIP
000000000
6967.00000000
NS
USD
295519.24000000
0.059692360714
Long
EC
CORP
MH
N
1
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QVE9
15000.00000000
PA
USD
14231.25000000
0.002874590867
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.50000000
Y
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XIX Ltd
87165YAJ2
250000.00000000
PA
USD
241381.50000000
0.048756999943
Long
ABS-CBDO
CORP
US
N
2
2031-04-16
Floating
3.59000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: DUMP00823 CYS EUR R V 03MEURIB EUR003M -7.5 BPS / Short: DUMP00823 CYS USD P F .00000 DUMMY FOR US0003M
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1407266.30000000
USD
1199000.00000000
EUR
2023-08-13
0.00000000
N
N
N
Anchorage Capital Europe CLO
635400DODOOELVF8BK72
Anchorage Capital Europe CLO 2021-4 DAC
000000000
260000.00000000
PA
259450.05000000
0.052406692613
Long
ABS-CBDO
CORP
IE
N
2
2034-04-25
Floating
5.71000000
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AP5
569000.00000000
PA
USD
526928.14000000
0.106434980692
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
207000.00000000
PA
USD
204834.78000000
0.041374874863
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
STERLING ENTER.
N/A
STERLING ENTER.
000000000
813000.00000000
PA
USD
835764.00000000
0.168817184831
Long
DBT
CORP
US
N
3
2025-01-15
Fixed
10.25000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
1010000.00000000
PA
USD
853193.14000000
0.172337722147
Long
DBT
CORP
NL
Y
2
2032-01-19
Fixed
4.19000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
84378.00000000
PA
USD
31323.51000000
0.006327081301
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
3.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
599000.00000000
PA
USD
545874.69000000
0.110262021858
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
Monroe Capital MML CLO VI LTD
254900SICWP7QQDX8T50
Monroe Capital MML CLO VI Ltd
61034LAA3
290000.00000000
PA
USD
275427.99000000
0.055634099932
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
7.94000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
1335000.00000000
PA
1223021.41000000
0.247039871812
Long
DBT
CORP
NL
Y
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
92137.72000000
0.018611031950
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1021000.00000000
EUR
1171362.26000000
USD
2022-06-15
92137.72000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
4551000.00000000
PA
USD
4209697.76000000
0.850322967770
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
44601.37000000
0.009009095537
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
773000.00000000
CHF
840974.73000000
USD
2022-06-15
44601.37000000
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 2nd Lien Term Loan
000000000
1030000.00000000
PA
USD
1024850.00000000
0.207010940737
Long
LON
CORP
US
N
2
2029-04-02
Floating
7.76000000
N
N
N
N
N
N
Cairn CLO BV
54930036FO0EWQ03QK50
Cairn CLO XI DAC
000000000
625000.00000000
PA
651278.75000000
0.131552741103
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-15
Floating
4.15000000
N
N
N
N
N
N
Barings CLO Ltd
54930079SUKCXYW8DR07
Barings CLO Ltd 2013-I
06760EAJ5
1255000.00000000
PA
USD
1210284.35000000
0.244467094554
Long
ABS-CBDO
CORP
US
N
2
2028-01-20
Floating
6.26000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XI Ltd
55818KAU5
430000.00000000
PA
USD
417321.45000000
0.084295366106
Long
ABS-CBDO
CORP
US
N
2
2029-07-23
Floating
4.43000000
N
N
N
N
N
N
Mountain View CLO Ltd
549300URXZ1TS31FK720
Mountain View CLO IX Ltd
62432BAU7
250000.00000000
PA
USD
230409.75000000
0.046540800217
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
4.16000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
900000.00000000
PA
921826.08000000
0.186200989430
Long
DBT
CORP
FR
Y
2
2024-01-30
Fixed
4.38000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAT7
4525000.00000000
PA
USD
4897226.50000000
0.989197897029
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
JFIN CLO Ltd
2549009ITDOWQA202P03
JFIN CLO 2012 Ltd
46616EAE8
700000.00000000
PA
USD
685594.70000000
0.138484269709
Long
ABS-CBDO
CORP
US
N
2
2028-07-20
Floating
7.51000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
2509000.00000000
PA
USD
2248954.70000000
0.454269627871
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Babson CLO Ltd
5493000D71NBEM2WZE67
Barings CLO Ltd 2018-III
06760RAA5
250000.00000000
PA
USD
239954.00000000
0.048468657143
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
6.81000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC42
10000.00000000
PA
USD
10100.00000000
0.002040113676
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
10.00000000
Y
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
3017000.00000000
PA
2784341.61000000
0.562413207807
Long
DBT
CORP
GB
Y
2
2031-01-31
Fixed
3.25000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
467000.00000000
PA
USD
450788.10000000
0.091055343371
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP00723 CYS USD R V 03MLIBOR US0003M +0 BPS / Short: EUJP00723 CYS EUR P V 03MEURIB EUR003M -6.77 BPS
000000000
1.00000000
NC
590705.14000000
0.119317389598
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4618000.00000000
EUR
5471868.20000000
USD
2023-07-06
590705.14000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
3404000.00000000
PA
USD
3060161.96000000
0.618126561106
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
LCM Ltd Partnership
549300VQTTD2PAP2Y421
LCM XX LP
50190CAC2
300000.00000000
PA
USD
285810.60000000
0.057731298413
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
6.51000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
7574000.00000000
PA
USD
7249378.36000000
1.464312469207
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
1212000.00000000
PA
USD
1177330.74000000
0.237810746984
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
UTEX INDUSTRIES WARRANTS
N/A
UTEX INDUSTRIES WARRANTS
000000000
2245.00000000
NS
USD
30532.00000000
0.006167203046
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
UTEX INDUSTRIES COMMON EQUITY
UTEX INDUSTRIES COMMON EQUITY
1.00000000
1.00000000
USD
2099-12-31
XXXX
28301.42000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B658IRSOF IRS USD R V 00MSOFR 2658IRSOF_FLO CCPOIS / Short: B658IRSOF IRS USD P F 2.65800 2658IRSOF_FIX CCPOIS
000000000
754000.00000000
OU
Notional Amount
USD
6289.07000000
0.001270338388
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-28
0.00000000
USD
0.00000000
USD
754000.00000000
USD
6289.07000000
N
N
N
Apergy Corporation
N/A
Apergy Corporation 2020 Term Loan
15872EAB8
3043729.65000000
PA
USD
3058948.30000000
0.617881412159
Long
LON
CORP
US
N
2
2027-06-03
Floating
6.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QUX8
45000.00000000
PA
USD
42581.25000000
0.008601048563
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.50000000
Y
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
3574000.00000000
PA
USD
3468995.88000000
0.700707518694
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP21026 CYS USD R V 03MLIBOR US0003M+ 0 BPS / Short: EUJP21026 CYS EUR P V 03MEURIB EUR003M- 7.75 BPS
000000000
1.00000000
NC
186166.17000000
0.037603975201
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1472000.00000000
EUR
1739756.80000000
USD
2022-10-26
186166.17000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-4 Ltd
69701QAC3
250000.00000000
PA
USD
245726.50000000
0.049634652806
Long
ABS-CBDO
CORP
US
N
2
2028-11-25
Floating
9.07000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
2148.00000000
NS
USD
86371.08000000
0.017446219957
Long
EC
CORP
US
N
1
N
N
N
Hexion Holdings Corporation
54930030FZF8HYAEHM46
Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan
42829JAB5
2490000.00000000
PA
USD
2390400.00000000
0.482840369556
Long
LON
CORP
US
N
2
2030-03-02
Floating
8.01000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: DUMES0571 IRS EUR R F .00000 LCH CCP ESTRON / Short: DUMES0571 IRS EUR P V 12MESTRO
000000000
4325000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-13
0.00000000
EUR
0.00000000
EUR
4325000.00000000
EUR
0.00000000
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
727000.00000000
PA
USD
562676.19000000
0.113655781258
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B03SOFRI IRS USD R V 00MSOFR 203SOFRI_FLO CCPOIS / Short: B03SOFRI IRS USD P F 2.03000 203SOFRI_FIX CCPOIS
000000000
618000.00000000
OU
Notional Amount
USD
-3312.12000000
-0.00066901993
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-04-21
0.00000000
USD
0.00000000
USD
618000.00000000
USD
-3312.12000000
N
N
N
Advisor Group, Inc.
N/A
Advisor Group, Inc. 2021 Term Loan
00775KAE8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-07-31
Floating
5.26000000
N
N
N
N
N
N
DUMMY BROKER
N/A
Long: DUM121523 CYS EUR R V 03MEURIB EUR003M + 0 BPS / Short: DUM121523 CYS USD P V 03MLIBOR US0003M + 0 BPS
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
2
DUMMY BROKER
N/A
6062450.00000000
USD
5365000.00000000
EUR
2023-12-15
0.00000000
N
N
N
Bluemountain CLO Ltd
549300EY8WEC9D18YD37
BlueMountain Fuji US Clo III Ltd
09628FAJ8
250000.00000000
PA
USD
239527.75000000
0.048382558286
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
3.44000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
340000.00000000
PA
USD
313891.40000000
0.063403380010
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
4096000.00000000
PA
USD
3863040.00000000
0.780301063089
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
EAGLE INT GLO/RUYI US FI
N/A
Eagle Intermediate Global Holding BV/Ruyi US Finance LLC
26963PAA2
1559000.00000000
PA
USD
1408665.63000000
0.284538417574
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC 2019 Term Loan B
87422LAM2
300000.00000000
PA
USD
279282.00000000
0.056412577012
Long
LON
CORP
US
N
2
2026-07-08
Floating
4.51000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
979000.00000000
PA
USD
964882.82000000
0.194898082909
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.88000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
244000.00000000
PA
USD
246440.00000000
0.049778773708
Long
DBT
CORP
IT
N
2
2025-09-17
Fixed
7.70000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AF3
856000.00000000
PA
USD
878611.24000000
0.177471961101
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
3168000.00000000
PA
USD
3131599.68000000
0.632556369977
Long
DBT
CORP
XX
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd
000000000
580000.00000000
PA
USD
555692.20000000
0.112245074969
Long
ABS-CBDO
CORP
US
Y
2
2031-06-13
Floating
3.89000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
225000.00000000
PA
USD
194205.38000000
0.039227826911
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
1608000.00000000
PA
USD
1613917.44000000
0.325997528933
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
SILVERMORE CLO LTD
254900XWIIO2JU37JD03
Silvermore CLO Ltd
828428AG7
855000.00000000
PA
USD
854882.87000000
0.172679033165
Long
ABS-CBDO
CORP
US
N
2
2026-05-15
Floating
3.96000000
N
N
N
N
N
N
ALPHA BANK AE
5299009N55YRQC69CN08
Alpha Services and Holdings SA
000000000
905000.00000000
PA
874537.44000000
0.176649088320
Long
DBT
CORP
GR
Y
2
2031-06-11
Fixed
5.50000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
421834.40000000
PA
553013.22000000
0.111703943906
Long
DBT
CORP
GB
Y
2
2024-03-28
Fixed
7.40000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 54626XTR2 TRS USD R F 6.15000 54626XTR2 / Short: 54626XTR2 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
373761.64000000
OU
Notional Amount
USD
-9648.57000000
-0.00194892867
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Louisiana Housing Corp
Louisiana Housing Corp
Y
equity-performance leg
2023-06-01
0.00000000
USD
0.00000000
USD
373761.64000000
USD
-9648.57000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
298000.00000000
PA
USD
217206.24000000
0.043873804045
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
1760000.00000000
PA
USD
1758908.80000000
0.355284544430
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 4-2014 Ltd
44330GAJ2
261250.00000000
PA
USD
247935.92000000
0.050080936763
Long
ABS-CBDO
CORP
US
N
2
2030-01-28
Floating
3.79000000
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
481000.00000000
PA
490036.08000000
0.098983099884
Long
DBT
CORP
GB
Y
2
2036-06-15
Floating
3.03000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
RBC Capital Markets, LLC
000000000
-927964.13000000
PA
USD
-927964.13000000
-0.18744082306
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.76850000
2022-05-02
1033000.00000000
USD
1018526.52000000
USD
CDS
N
N
N
NOBLE CORP
N/A
NOBLE CORP
65500J106
11726.00000000
NS
USD
374411.18000000
0.075627858315
Long
EC
CORP
KY
N
1
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
956000.00000000
PA
USD
896240.44000000
0.181032908827
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-2 Ltd
69689MAA2
250000.00000000
PA
USD
248898.75000000
0.050275420194
Long
ABS-CBDO
CORP
US
N
2
2027-04-20
Floating
6.56000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
676917.21000000
PA
USD
676142.14000000
0.136574933379
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.76000000
N
N
N
N
N
N
Greywolf CLO Ltd
549300RJBZLY8V18YD77
Greywolf CLO V Ltd
39808PAS5
500000.00000000
PA
USD
487195.00000000
0.098409226006
Long
ABS-CBDO
CORP
US
N
2
2031-01-27
Floating
4.18000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
74948.70000000
0.015138996823
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
952000.00000000
EUR
1081238.38000000
USD
2022-06-15
74948.70000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
9997.62000000
0.002019433791
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2544836.58000000
USD
2417000.00000000
EUR
2022-06-15
9997.62000000
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
969000.00000000
PA
USD
945947.49000000
0.191073308087
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AG2
60000.00000000
PA
USD
41275.41000000
0.008337280044
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AC7
1098000.00000000
PA
USD
1095255.00000000
0.221232148995
Long
DBT
CORP
AU
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QL34
55000.00000000
PA
USD
52937.50000000
0.010692922549
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.25000000
Y
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
1099000.00000000
PA
USD
1066030.00000000
0.215328948777
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
001011AL9
410000.00000000
PA
USD
365720.00000000
0.073872314237
Long
ABS-CBDO
CORP
US
N
2
2039-01-28
Fixed
7.16000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CRP
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAH0
4177000.00000000
PA
USD
4256676.28000000
0.859812227290
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
182000.00000000
PA
USD
154868.35000000
0.031282083059
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
1873000.00000000
PA
USD
1738510.94000000
0.351164351048
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
QUORUM LITIGATION TRUST UNITS
N/A
QUORUM LITIGATION TRUST UNITS
000000000
157000.00000000
NS
USD
0.00000000
0.000000
Long
STIV
CORP
US
N
3
N
N
N
WEWORK COS LLC/WW CO-OBL
N/A
WeWork Cos LLC / WW Co-Obligor Inc
96209BAA0
2015000.00000000
PA
USD
1637530.05000000
0.330767074339
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
76279.42000000
0.015407790889
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1979000.00000000
EUR
2168135.80000000
USD
2022-06-15
76279.42000000
N
N
N
Avery Point CLO Ltd
549300RWY6OWBAXCT467
Avery Point IV CLO Ltd
05363VAC5
325.10000000
PA
USD
317.96000000
0.000064225202
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Floating
5.78000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKW1
120000.00000000
PA
USD
112800.00000000
0.022784635912
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
Y
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
770000.00000000
PA
USD
708450.05000000
0.143100855067
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000000
N
N
N
N
N
N
Galaxy CLO Ltd
5493006XOQ2X0XSJ4F36
Galaxy XVIII CLO Ltd
36321JAJ3
250000.00000000
PA
USD
243290.50000000
0.049142601627
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
2.99000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
2620000.00000000
PA
USD
2345921.80000000
0.473856153305
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Marble Point CLO XXI Ltd.
N/A
MARBLE POINT CLO XXI LTD
56606KAL9
470000.00000000
PA
USD
455728.92000000
0.092053346783
Long
ABS-CBDO
CORP
US
N
2
2034-10-17
Floating
6.02000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-266012.67000000
-0.05373228576
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3862018.44000000
USD
3402000.00000000
EUR
2022-06-15
-266012.67000000
N
N
N
Bain Capital Euro CLO
N/A
Bain Capital Euro CLO
000000000
355000.00000000
PA
360805.24000000
0.072879574723
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-17
Floating
3.40000000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River 2015-2 CLO Ltd
88432HAG0
655000.00000000
PA
USD
655003.28000000
0.132305064330
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Floating
6.59000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1583000.00000000
PA
USD
1445397.73000000
0.291957987829
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
455000.00000000
PA
USD
443017.58000000
0.089485764745
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QN57
5000.00000000
PA
USD
4812.50000000
0.000972083868
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Jubilee CDO BV
6354007QM7UFQFJIFZ64
Jubilee CLO 2015-XV DAC
000000000
275000.00000000
PA
281385.74000000
0.056837514511
Long
ABS-CBDO
CORP
IE
Y
2
2028-07-12
Floating
5.53000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAS1
615000.00000000
PA
USD
589370.49000000
0.119047801705
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
4.28000000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
922687.50000000
PA
USD
917497.38000000
0.185326629026
Long
LON
CORP
US
N
2
2028-09-22
Floating
4.81000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 1st Lien Term Loan
04629UAH9
832912.50000000
PA
USD
803760.56000000
0.162352763481
Long
LON
CORP
US
N
2
2028-10-25
Floating
6.01000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJ121523 CYS USD R V 03MLIBOR US0003M + 0 BPS / Short: EUJ121523 CYS EUR P V 03MEURIB EUR003M + 0BPS
000000000
1.00000000
NC
380721.34000000
0.076902456703
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5365000.00000000
EUR
6062450.00000000
USD
2023-12-15
380721.34000000
N
N
N
ARES CLO Ltd
N/A
Ares XXXVR CLO Ltd
00192RAL2
250000.00000000
PA
USD
246613.50000000
0.049813819225
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
4.04000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM 2020 Ltd
00166DAA9
1110000.00000000
PA
USD
1090062.18000000
0.220183243737
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
7.04000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
110218.67000000
0.022263229315
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1400000.00000000
EUR
1590056.44000000
USD
2022-06-15
110218.67000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B978SOFRP IRS USD R V 12MSOFR 1978SOFRP_FLO CCPOIS / Short: B978SOFRP IRS USD P F 1.97800 1978SOFRP_FIX CCPOIS
000000000
1138000.00000000
OU
Notional Amount
USD
31630.19000000
0.006389028040
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-02-18
0.00000000
USD
0.00000000
USD
1138000.00000000
USD
31630.19000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
1916000.00000000
PA
USD
1734257.82000000
0.350305257159
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd
03329VAG4
250000.00000000
PA
USD
215124.00000000
0.043453209362
Long
ABS-CBDO
CORP
US
N
2
2039-04-27
Fixed
6.66000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
31861.30000000
0.006435710285
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
411000.00000000
GBP
548691.17000000
USD
2022-06-15
31861.30000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKS0
20000.00000000
PA
USD
18800.00000000
0.003797439318
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAE6
43000.00000000
PA
USD
35824.84000000
0.007236311489
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
1103000.00000000
PA
USD
1016397.96000000
0.205303700896
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
NewStar Clarendon Fund CLO LLC,
549300HC3VVP80NTKX35
First Eagle Clarendon Fund CLO LLC
65251QAJ0
1000000.00000000
PA
USD
994716.00000000
0.200924130289
Long
ABS-CBDO
CORP
US
N
2
2027-01-25
Floating
7.23000000
N
N
N
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
492144.00000000
NS
552934.62000000
0.111688067378
Long
EC
CORP
FR
N
1
N
N
N
Transocean Pontus Ltd
N/A
Transocean Pontus Ltd
89382PAA3
1538115.00000000
PA
USD
1513251.37000000
0.305663843173
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.13000000
N
N
N
N
N
N
Venture CDO Ltd
549300SNYYGJ2M6QEK53
Venture XVII CLO Ltd
92329YAS5
1125000.00000000
PA
USD
1086138.00000000
0.219390592917
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Floating
3.86000000
N
N
N
N
N
N
ENDURANCE INTERNATIONAL
549300UTQC2651SB0W88
Endurance International Group Holdings Inc
29279XAA8
1098000.00000000
PA
USD
890115.66000000
0.179795755615
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
REVERSE REPO BNP PARIBAS
000000000
-8512788.37000000
PA
USD
-8512788.37000000
-1.71951049302
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.30171000
2022-06-27
9749000.00000000
USD
9531051.75300000
USD
CDS
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
158000.00000000
PA
44068.26000000
0.008901411874
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
0.75000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 13077VTR2 TRS USD R F 5.75000 13077VTR2 / Short: 13077VTR2 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
177886.78000000
OU
Notional Amount
USD
-4976.36000000
-0.00100518218
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
California Statewide Communities Development Authority
California Statewide Communities Development Authority
Y
equity-performance leg
2022-09-01
0.00000000
USD
0.00000000
USD
177886.78000000
USD
-4976.36000000
N
N
N
Vibrant CLO Ltd
549300WOQQ4NNX4VIU97
Vibrant Clo VI Ltd
92558EAG7
250000.00000000
PA
USD
248219.00000000
0.050138116503
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Floating
4.83000000
N
N
N
N
N
N
Ares Euro CLO
635400IKZCKH2JKELA27
Ares European CLO VI DAC
000000000
340000.00000000
PA
342395.18000000
0.069160899952
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
5.30000000
N
N
N
N
N
N
Jubilee CDO BV
635400VN4FYGLG4EXH69
Jubilee CLO 2014-XII DAC
000000000
155000.00000000
PA
160174.51000000
0.032353882028
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
2.90000000
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd
87159QAW8
250000.00000000
PA
USD
245392.50000000
0.049567187661
Long
ABS-CBDO
CORP
US
N
2
2026-07-14
Floating
5.64000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOF16375L IRS USD R V 03MSOFR SOF16375L_FLO CCPOIS / Short: BOF16375L IRS USD P F 1.63750 SOF16375L_FIX CCPOIS
000000000
5022000.00000000
OU
Notional Amount
USD
272953.58000000
0.055134290260
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-08-08
0.00000000
USD
0.00000000
USD
5022000.00000000
USD
272953.58000000
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38748YAA0
1417000.00000000
PA
USD
1465022.13000000
0.295921948902
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
11.00000000
N
N
N
N
N
N
Henley Funding Ltd.
635400YRMBLUNSYHHJ03
Henley CLO VI DAC
000000000
250000.00000000
PA
246138.62000000
0.049717897524
Long
ABS-CBDO
CORP
IE
N
2
2034-06-10
Floating
6.11000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493009BD57D5LVN7Y80
Anchorage Credit Funding 6 Ltd
03330MAE6
570000.00000000
PA
USD
506524.80000000
0.102313680397
Long
ABS-CBDO
CORP
US
N
2
2036-07-25
Fixed
6.85000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QAJ1
30000.00000000
PA
USD
28387.50000000
0.005734032375
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.50000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QN99
25000.00000000
PA
USD
22156.26000000
0.004475375153
Long
DBT
MUN
US
N
2
2025-07-01
Floating
1.33000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
106726.15000000
0.021557770125
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1426000.00000000
EUR
1614046.62000000
USD
2022-06-15
106726.15000000
N
N
N
AMBAC ASSURANCE CORP
N/A
AMBAC ASSURANCE CORP
023138AB6
765554.00000000
PA
USD
620098.74000000
0.125254645575
Long
DBT
CORP
US
N
3
2055-02-01
Fixed
8.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAW3
250000.00000000
PA
USD
246260.50000000
0.049742516242
Long
ABS-CBDO
CORP
US
N
2
2036-10-22
Floating
3.19000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B526SOCLO IRS USD R V 12MSOFR 2526SOCLO_FLO CCPOIS / Short: B526SOCLO IRS USD P F 2.52600 2526SOCLO_FIX CCPOIS
000000000
209000.00000000
OU
Notional Amount
USD
3463.51000000
0.000699599417
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-18
0.00000000
USD
0.00000000
USD
209000.00000000
USD
3463.51000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QU34
465000.00000000
PA
USD
447562.50000000
0.090403799740
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.25000000
Y
N
N
N
N
N
SMERALDA SPV SUB ABS NOTES CL
N/A
SMERALDA SPV SUB ABS NOTES CL
000000000
806973.38000000
PA
851316.77000000
0.171958711444
Long
ABS-O
CORP
IT
N
3
2033-12-22
Variable
1.00000000
N
N
N
N
N
N
Shackleton CLO LTD
549300S9WB2KLCOJR134
Shackleton 2013-III CLO Ltd
81881QAY2
685000.00000000
PA
USD
648369.63000000
0.130965123727
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
4.06000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
491000.00000000
PA
USD
533515.69000000
0.107765609489
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
200000.00000000
PA
194268.67000000
0.039240610950
Long
DBT
CORP
JP
Y
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
583000.00000000
PA
USD
531258.75000000
0.107309726899
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QH62
15000.00000000
PA
USD
14456.25000000
0.002920038944
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.50000000
Y
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
193222.88000000
PA
251036.29000000
0.050707185004
Long
DBT
CORP
GB
Y
2
2028-12-15
Fixed
6.01000000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAK0
250000.00000000
PA
USD
246014.50000000
0.049692826345
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
2.84000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
2863000.00000000
PA
USD
2687469.47000000
0.542845863481
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Dryden Leveraged Loan CDO
635400ZKLU6BYCZWMN91
Dryden 59 Euro CLO 2017 DAC
000000000
365000.00000000
PA
367633.41000000
0.074258806704
Long
ABS-CBDO
CORP
IE
Y
2
2032-05-15
Floating
2.40000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
222000.00000000
PA
USD
209502.51000000
0.042317716428
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
000000000
3080730.00000000
PA
USD
3161460.53000000
0.638588006460
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
Y
N
N
N
SOLOCAL GROUP
9695005U38X1SF184325
Solocal Group
000000000
108700.00000000
PA
98762.21000000
0.019949122311
Long
DBT
CORP
FR
N
2
2025-03-15
Floating
8.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-63343.39000000
-0.01279482339
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1519926.56000000
USD
1378000.00000000
EUR
2022-06-15
-63343.39000000
N
N
N
FRANKLIN UK BIDCO LIMITED
N/A
FRANKLIN UK BIDCO LIMITED 2021 EUR TERM LOAN
000000000
316985.65000000
PA
333741.97000000
0.067413025489
Long
LON
CORP
GB
N
2
2026-12-18
Floating
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BSI019SOF IRS USD R V 00MSOFR GSI019SOF_FLO CCPOIS / Short: BSI019SOF IRS USD P F 1.90000 GSI019SOF_FIX CCPOIS
000000000
592000.00000000
OU
Notional Amount
USD
933.68000000
0.000188595379
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-04-28
0.00000000
USD
0.00000000
USD
592000.00000000
USD
933.68000000
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
991000.00000000
PA
USD
987947.72000000
0.199556995576
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAG7
250000.00000000
PA
USD
241977.75000000
0.048877437347
Long
ABS-CBDO
CORP
US
N
2
2031-01-28
Floating
3.84000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
703935.00000000
PA
USD
205443.43000000
0.041497816961
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.13000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 2019 REVOLVER
78015EAD0
6585000.00000000
PA
USD
6074662.50000000
1.227029905634
Long
LON
CORP
LR
N
2
2024-04-05
Floating
2.30000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
1934000.00000000
PA
USD
1824912.73000000
0.368616774163
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
2097000.00000000
PA
USD
2078923.86000000
0.419924851422
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EURZS11Z3 CYS USD R V 03MLIBOR US0003M + 0 BPS / Short: EURZS11Z3 CYS EUR P V 03MEURIB EUR003M -19BP
000000000
1.00000000
NC
58695.87000000
0.011856064073
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
720000.00000000
EUR
818424.00000000
USD
2023-08-20
58695.87000000
N
N
N
Bosphorus CLO
635400MHW87IZ2JWGW83
Bosphorus CLO V DAC
000000000
320000.00000000
PA
332908.91000000
0.067244754490
Long
ABS-CBDO
CORP
IE
N
2
2032-12-12
Floating
4.80000000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBN6
250000.00000000
PA
USD
244620.75000000
0.049411300757
Long
ABS-CBDO
CORP
US
N
2
2031-02-14
Floating
2.14000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-130449.08000000
-0.02634959922
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1931623.05000000
USD
1704000.00000000
EUR
2022-06-15
-130449.08000000
N
N
N
Henley Funding Ltd.
635400YRMBLUNSYHHJ03
Henley CLO VI DAC
000000000
180000.00000000
PA
180820.90000000
0.036524276346
Long
ABS-CBDO
CORP
IE
Y
2
2034-06-10
Floating
3.15000000
N
N
N
N
N
N
ZENITH FINCO PLC
9845009PB84F72HF1C45
Zenith Finco PLC
000000000
380000.00000000
PA
427658.88000000
0.086383438614
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
3822000.00000000
PA
USD
3721672.50000000
0.751746036339
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
68673.59000000
0.013871478235
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1037000.00000000
EUR
1164810.56000000
USD
2022-06-15
68673.59000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRSAP4273 IRS USD R V 12MSOFR IRSAP4273_FLO CCPOIS / Short: BRSAP4273 IRS USD P F 2.50000 IRSAP4273_FIX CCPOIS
000000000
390000.00000000
OU
Notional Amount
USD
2515.41000000
0.000508091321
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-14
0.00000000
USD
0.00000000
USD
390000.00000000
USD
2515.41000000
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 3 Ltd
09076UAA1
885000.00000000
PA
USD
836443.59000000
0.168954456203
Long
ABS-CBDO
CORP
US
N
2
2035-01-19
Floating
5.31000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q123
1064.00000000
NS
USD
12741.40000000
0.002573653900
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
California Resources Corp
California Resources Corp
36.00000000
36.00000000
USD
2024-10-27
XXXX
8889.13000000
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AT4
1367000.00000000
PA
USD
1382037.00000000
0.279159661906
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Marathon CLO LTD
549300OFW6C351QTYH15
Marathon CLO X Ltd
56578JAJ1
1030000.00000000
PA
USD
962765.72000000
0.194470446804
Long
ABS-CBDO
CORP
US
N
2
2029-11-15
Floating
4.21000000
N
N
N
N
N
N
BRACKEN MIDCO ONE
213800AFGHKES7J58805
Bracken MidCo1 PLC
000000000
1116000.00000000
PA
1341568.80000000
0.270985431382
Long
DBT
CORP
GB
N
2
2027-11-01
Fixed
6.75000000
N
N
N
N
N
N
US Radiology Specialists, Inc.
N/A
US Radiology Specialists, Inc. 2020 Term Loan
90372AAJ7
707863.41000000
PA
USD
706359.20000000
0.142678521238
Long
LON
CORP
US
N
2
2027-12-15
Floating
6.26000000
N
N
N
N
N
N
Cordatus CLO PLC
549300L3U7O5MFVI3I18
CVC Cordatus Loan Fund X DAC
000000000
190000.00000000
PA
193527.84000000
0.039090969622
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-27
Floating
2.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QQ54
355000.00000000
PA
USD
341687.50000000
0.069017954640
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Fintrax
635400QQAFC1SAQZNH38
Fintrax 2021 EUR Term Loan B3
000000000
122483.25000000
PA
128957.89000000
0.026048391593
Long
LON
CORP
GB
N
2
2026-12-18
Floating
5.25000000
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
884000.00000000
PA
1179566.15000000
0.238262280698
Long
DBT
CORP
GB
Y
2
2030-09-15
Fixed
6.47000000
N
N
N
N
N
N
Catamaran CLO Ltd
549300C8Q7ISEHHDRH76
Catamaran CLO 2014-1 Ltd
14889DAS7
250000.00000000
PA
USD
239233.00000000
0.048323021306
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Floating
4.57000000
N
N
N
N
N
N
Fintrax
635400QQAFC1SAQZNH38
Fintrax 2021 EUR Term Loan B4
000000000
79880.36000000
PA
84102.95000000
0.016988077082
Long
LON
CORP
GB
N
2
2026-12-18
Floating
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2248.13000000
-0.00045410304
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
38715.44000000
USD
29000.00000000
GBP
2022-06-15
-2248.13000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
-346000.00000000
PA
USD
-230752.26000000
-0.04660998430
Short
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Ellington CLO LTD
254900YE647HYXEP3N43
Ellington Clo II Ltd
28852EAG4
500000.00000000
PA
USD
473177.50000000
0.095577810812
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Floating
4.16000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: DUMP00723 CYS EUR R V 03MLIBOR EUR003M -6.77 BPS / Short: DUMP00723 CYS USD P V 03MLIBOR USD003M +0 BPS
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5471868.20000000
USD
4618000.00000000
EUR
2023-07-06
0.00000000
N
N
N
Penta CLO S.A.
635400CJ99MQCYBUGV50
Penta CLO 5 DAC
000000000
100000.00000000
PA
102520.70000000
0.020708305168
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-20
Floating
2.40000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QS60
25000.00000000
PA
USD
23937.50000000
0.004835170409
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
Y
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
115000.00000000
PA
USD
108236.85000000
0.021862918613
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
East Valley Tourist Development Authority
N/A
East Valley Tourist Development Authority Term Loan B
27571VAD5
6224390.09000000
PA
USD
6224390.09000000
1.257273599111
Long
LON
CORP
US
N
3
2026-11-23
Floating
9.10000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
43858.01000000
0.008858943171
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
586000.00000000
EUR
663275.82000000
USD
2022-06-15
43858.01000000
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd
27830TAG0
325000.00000000
PA
USD
317877.63000000
0.064208564400
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
3.14000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
631000.00000000
PA
USD
638666.65000000
0.129005204697
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Avery Point CLO Ltd
N/A
Avery Point VI CLO Ltd
05363MAA9
500000.00000000
PA
USD
472500.00000000
0.095440961602
Long
ABS-CBDO
CORP
US
N
2
2027-08-05
Floating
5.82000000
N
N
N
N
N
N
Toro European CLO
213800IJN95MMH4GQO74
Toro European CLO 4 DAC
000000000
315000.00000000
PA
309284.57000000
0.062472839724
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
5.25000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
N/A
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
1910000.00000000
PA
USD
1887442.90000000
0.381247334066
Long
LON
CORP
US
N
2
2029-04-13
Floating
4.78000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
87641.18000000
0.017702769302
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1171000.00000000
EUR
1325419.77000000
USD
2022-06-15
87641.18000000
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO 2013-1 Ltd
48274GAD4
500000.00000000
PA
USD
492757.50000000
0.099532803464
Long
ABS-CBDO
CORP
US
N
2
2028-01-14
Floating
6.98000000
N
N
N
N
N
N
FRONTIER FLORIDA LLC
N/A
Frontier Florida LLC
362333AH9
1632000.00000000
PA
USD
1609764.00000000
0.325158569552
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.86000000
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO Ltd
54303PAW5
520000.00000000
PA
USD
509844.40000000
0.102984211224
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
5.54000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-8.00000000
NC
USD
90527.35000000
0.018285750974
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year US Treasury Note Future
UXYM2 COMDTY
2022-06-21
-1117527.35000000
USD
90527.35000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QR61
325000.00000000
PA
USD
312812.50000000
0.063185451431
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QH54
110000.00000000
PA
USD
94325.00000000
0.019052843816
Long
DBT
MUN
US
N
2
2020-07-01
None
0.00000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QB84
10000.00000000
PA
USD
10100.00000000
0.002040113676
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
10.00000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZY1
15000.00000000
PA
USD
14100.00000000
0.002848079489
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.05000000
Y
N
N
N
N
N
Preferred Term Securities XXIV Ltd/Preferred Term Securities XXIV Inc
549300BJ4B7IHHA4GP46
Preferred Term Securities XXIV Ltd/Preferred Term Securities XXIV Inc
74043CAB3
429944.87000000
PA
USD
346919.42000000
0.070074757763
Long
ABS-CBDO
CORP
US
N
2
2037-03-22
Floating
1.21000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QW57
15000.00000000
PA
USD
14325.00000000
0.002893527566
Long
DBT
MUN
US
N
2
2017-07-01
Fixed
5.00000000
Y
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
172000.00000000
PA
USD
172654.46000000
0.034874725264
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Zais CLO 5 LTD
5493001XJXUE8BZ0Q137
Zais CLO 5 Ltd
98875LAG4
510000.00000000
PA
USD
500873.55000000
0.101172176197
Long
ABS-CBDO
CORP
US
N
2
2028-10-15
Floating
5.54000000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
5514000.00000000
PA
USD
5028078.75000000
1.015628933152
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
Elevation CLO Ltd
549300OBPZDY731NEI33
Elevation CLO 2017-8 Ltd
000000000
405000.00000000
PA
USD
377820.45000000
0.076316501716
Long
ABS-CBDO
CORP
US
Y
2
2030-10-25
Floating
4.05000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
326000.00000000
PA
USD
299928.15000000
0.060582922852
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
34190.54000000
0.006906196857
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
369000.00000000
GBP
498205.68000000
USD
2022-06-15
34190.54000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKR2
25000.00000000
PA
USD
23500.00000000
0.004746799148
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC 2022 First Priority Term Loan
25277BAE8
1655963.81000000
PA
USD
1688818.13000000
0.341126828146
Long
LON
CORP
US
N
2
2026-05-26
Floating
9.00000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AH9
2484000.00000000
PA
USD
2437325.64000000
0.492318947768
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QS86
30000.00000000
PA
USD
28875.00000000
0.005832503209
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Atrium CDO Corp
549300O252OCTN35RH57
Atrium XII
04964YAJ0
1240000.00000000
PA
USD
1172243.92000000
0.236783252820
Long
ABS-CBDO
CORP
US
N
2
2027-04-22
Floating
6.39000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAU6
405000.00000000
PA
USD
388122.03000000
0.078397332830
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
4.28000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
631000.00000000
PA
USD
636070.09000000
0.128480721770
Long
DBT
CORP
GB
N
2
2026-06-27
Fixed
6.75000000
N
N
N
N
N
N
NCL CORPORATION LIMITED
UNZWILHE4KMRP9K2L524
NCL Corporation Limited 2021 Term Loan A2
000000000
832573.68000000
PA
USD
815922.21000000
0.164809312836
Long
LON
CORP
BM
N
2
2024-01-02
Floating
2.46000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd
89473MAG7
250000.00000000
PA
USD
242583.25000000
0.048999743171
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Floating
8.47000000
N
N
N
N
N
N
Venture CDO Ltd
549300ERIHFJJFMGMG87
Venture XXII CLO Ltd
000000000
250000.00000000
PA
USD
236450.00000000
0.047760879092
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
3.79000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
000000000
-6363540.12000000
PA
USD
-6363540.12000000
-1.28538071587
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.95000000
2022-05-17
7378000.00000000
USD
7083141.53700000
USD
CDS
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QW81
15000.00000000
PA
USD
12675.00000000
0.002560241668
Long
DBT
MUN
US
N
2
2017-07-01
None
0.00000000
Y
N
N
N
N
N
Gordian Medical, Inc.
N/A
Gordian Medical, Inc. Term Loan B
000000000
794676.29000000
PA
USD
723155.42000000
0.146071214122
Long
LON
CORP
US
N
2
2027-01-31
Floating
7.26000000
N
N
N
N
N
N
Steele Creek CLO Ltd
549300ZMV389HVGL0K94
Steele Creek CLO 2014-1 Ltd
85816WAJ3
1330000.00000000
PA
USD
1247811.32000000
0.252047221755
Long
ABS-CBDO
CORP
US
N
2
2031-04-21
Floating
3.90000000
N
N
N
N
N
N
Optiv Security, Inc.
549300VZRXJMEDMZX746
Optiv Security, Inc. 2nd Lien Term Loan
68404XAD8
399979.06000000
PA
USD
397479.19000000
0.080287399176
Long
LON
CORP
US
N
2
2025-02-01
Floating
8.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EURZS11ZQ CYS USD R V 03MLIBOR US0003M + 0 BPS / Short: EURZS11ZQ CYS EUR P V 03MEURIB EUR003M -23.35BP
000000000
1.00000000
NC
51408.44000000
0.010384065498
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
464000.00000000
EUR
540884.80000000
USD
2023-06-01
51408.44000000
N
N
N
Erna Srl
8156000268F284900524
Erna Srl
000000000
424360.44000000
PA
444694.70000000
0.089824528651
Long
ABS-MBS
CORP
IT
Y
2
2031-07-25
Floating
3.60000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2006-6
8815612U7
45389.00000000
PA
USD
17962.13000000
0.003628196739
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
0.22000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXR8
20000.00000000
PA
USD
18900.00000000
0.003817638464
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Atrium CDO Corp
549300O252OCTN35RH57
Atrium XII
04965CAQ1
250000.00000000
PA
USD
242273.00000000
0.048937075323
Long
ABS-CBDO
CORP
US
N
2
2027-04-22
Floating
3.94000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
3860000.00000000
PA
USD
3891266.00000000
0.786002473845
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.00000000
N
N
N
N
N
N
Trinitas Euro CLO
635400LANDKVH6IVDD64
Trinitas Euro CLO II DAC
000000000
250000.00000000
PA
264580.87000000
0.053443074401
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
4.63000000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
740000.00000000
PA
USD
617300.60000000
0.124689445210
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
St Pauls CLO
635400LOBVY9OW2EI809
St Paul's CLO V DAC
000000000
140000.00000000
PA
142576.52000000
0.028799238456
Long
ABS-CBDO
CORP
IE
Y
2
2030-02-20
Floating
3.00000000
N
N
N
N
N
N
Mattress Firm Inc
N/A
Mattress Firm Inc 2021 Term Loan B
57723CAR0
2613865.00000000
PA
USD
2507676.73000000
0.506529266666
Long
LON
CORP
US
N
2
2028-09-25
Floating
5.64000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
570000.00000000
PA
USD
557841.90000000
0.112679295996
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
20877.15000000
0.004217005865
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
201000.00000000
GBP
273633.36000000
USD
2022-06-15
20877.15000000
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
2019000.00000000
PA
USD
2074403.98000000
0.419011874293
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
300000.00000000
PA
287319.39000000
0.058036061097
Long
DBT
CORP
FR
Y
2
2025-01-30
Fixed
2.63000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AG7
667000.00000000
PA
USD
653706.69000000
0.132043164232
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.63000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1262903.00000000
PA
USD
361948.00000000
0.073110402476
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.13000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
1993000.00000000
PA
USD
1836390.06000000
0.370935096728
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QQ21
5000.00000000
PA
USD
4787.50000000
0.000967034081
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Zais Matrix CDO I
5493009PVOUOQ1A0UG08
Zais Clo 14 Ltd
98888BBC9
475000.00000000
PA
USD
474813.80000000
0.095908329427
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Floating
5.54000000
N
N
N
N
N
N
Anchorage Capital Europe CLO
635400AT2Z7FXMVYD462
Anchorage Capital Europe CLO 3 DAC
000000000
435000.00000000
PA
451715.51000000
0.091242672265
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
3.80000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
28814.56000000
0.005820294845
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
385000.00000000
EUR
435769.95000000
USD
2022-06-15
28814.56000000
N
N
N
Anchorage Credit Funding Ltd.
549300FU018PJDVE5C16
Anchorage Credit Funding 10 Ltd
03332BAA6
250000.00000000
PA
USD
222465.75000000
0.044936180113
Long
ABS-CBDO
CORP
US
N
2
2038-04-25
Fixed
7.08000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
445000.00000000
PA
443756.09000000
0.089634937453
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
2.40000000
N
N
N
N
N
N
ENDURE DIGITAL INC
549300UTQC2651SB0W88
ENDURE DIGITAL INC
29279UAC0
1060000.00000000
PA
USD
969900.00000000
0.195911510388
Long
LON
CORP
US
N
2
2026-02-10
Floating
4.10000000
N
N
N
N
N
N
DENALI CAPITAL CLO XI LTD
254900ENG873HFQYVK56
Denali Capital CLO XI Ltd
24823EAG9
750000.00000000
PA
USD
731540.25000000
0.147764878118
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Floating
6.67000000
N
N
N
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2021 Term Loan B
00488YAB2
2908735.91000000
PA
USD
2519707.03000000
0.508959284445
Long
LON
CORP
US
N
2
2028-05-17
Floating
4.75000000
N
N
N
N
N
N
Elevation CLO Ltd
N/A
ArrowMark Colorado Holdings
28623VAJ8
500000.00000000
PA
USD
481510.00000000
0.097260904595
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
3.65000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd
08179XAU9
250000.00000000
PA
USD
244672.75000000
0.049421804313
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Floating
4.74000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
448000.00000000
PA
USD
315772.80000000
0.063783406730
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QU83
200000.00000000
PA
USD
193250.00000000
0.039034848316
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.50000000
Y
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBE5
35000.00000000
PA
USD
29159.75000000
0.005890020275
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
Hexion Holdings Corporation
54930030FZF8HYAEHM46
Hexion Holdings Corporation 2022 USD Term Loan
00217XAB2
2535000.00000000
PA
USD
2454716.55000000
0.495831762950
Long
LON
CORP
US
N
2
2029-03-15
Floating
5.01000000
N
N
N
N
N
N
PREFERRED TERM SECS XXVI
N/A
Preferred Term Securities XXVI Ltd / Preferred Term Securities XXVI Inc
74042QAB3
268998.94000000
PA
USD
220031.61000000
0.044444504637
Long
ABS-CBDO
CORP
XX
N
2
2037-09-22
Floating
1.20000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QH21
10000.00000000
PA
USD
9600.00000000
0.001939117950
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Chinos Intermediate Holdings A, Inc.
54930061EIIAONXJMZ79
Chinos Intermediate Holdings A, Inc. Exit Term Loan
000000000
2009765.64000000
PA
USD
2105229.51000000
0.425238367891
Long
LON
CORP
US
N
2
2027-09-10
Floating
9.24000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
2969000.00000000
PA
USD
2813409.56000000
0.568284685267
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
715295.00000000
PA
USD
713209.92000000
0.144062308125
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.76000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Through Certificates
N/A
TBW Mortgage-Backed Trust 2006-6
87222PAE3
53424.15000000
PA
USD
44503.66000000
0.008989358952
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
6.42000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2017-3 Ltd
14314FAJ7
630000.00000000
PA
USD
607371.66000000
0.122683884191
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
4.56000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: 14014489 CYS USD R V 03MLIBOR US0003M CYS / Short: 14014489 CYS EUR P V 03MEURIB EUR003M -0.33375 PERCENT
000000000
1.00000000
NC
180164.79000000
0.036391747734
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1209000.00000000
EUR
1454910.60000000
USD
2023-01-26
180164.79000000
N
N
N
TopGolf International, Inc.
549300NYE472XA895T13
TopGolf International, Inc. Term Loan B
89071HAF6
1824220.52000000
PA
USD
1856828.46000000
0.375063478844
Long
LON
CORP
US
N
2
2026-02-09
Floating
7.00000000
N
N
N
N
N
N
TORRID LLC
N/A
Torrid LLC 2021 Term Loan B
89142DAB9
2705625.00000000
PA
USD
2637984.38000000
0.532850298244
Long
LON
CORP
US
N
2
2028-05-19
Floating
6.30000000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
Academy Ltd
00401YAA8
489000.00000000
PA
USD
488293.40000000
0.098631093418
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.00000000
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AQ3
922000.00000000
PA
USD
844362.99000000
0.170554107317
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
2594000.00000000
PA
USD
2221112.50000000
0.448645741434
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.38000000
N
N
N
N
N
N
VISION SOLUTIONS, INC.
N/A
Vision Solutions, Inc. 2021 2nd Lien Term Loan
92834PAR4
1397000.00000000
PA
USD
1379244.13000000
0.278595526036
Long
LON
CORP
US
N
2
2029-04-23
Floating
8.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: 14014485 CYS USD R V 03MLIBOR US003M CYS / Short: 14014485 CYS EUR P V 03MEURIB EUR003M CYS -0.33375 PERCENT
000000000
1.00000000
NC
51709.83000000
0.010444943702
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
347000.00000000
EUR
417579.80000000
USD
2023-01-26
51709.83000000
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
Midocean Credit Clo VII
59801WAJ5
340000.00000000
PA
USD
329090.76000000
0.066473520823
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Floating
4.92000000
N
N
N
N
N
N
GAM DEPO SRS H
N/A
GAM DEPO SRS H
000000000
1.00000000
NS
USD
642560.13000000
0.129791654380
Long
EC
CORP
US
N
3
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
1953000.00000000
PA
USD
1775569.95000000
0.358649954330
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
NCL CORPORATION LIMITED
UNZWILHE4KMRP9K2L524
NCL CORPORATION LIMITED 2020 TERM LOAN A1
000000000
2628471.01000000
PA
USD
2575901.59000000
0.520310105277
Long
LON
CORP
BM
N
2
2024-01-02
Floating
1.96000000
N
N
N
N
N
N
MKS CLO Ltd
549300JCIKT6NT8T1275
MKS CLO 2017-2 Ltd
12662CAG2
535000.00000000
PA
USD
509238.15000000
0.102861753906
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
3.71000000
N
N
N
N
N
N
Riverbed Technology, Inc.
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc. 2020 Term Loan B
76857MAK1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-12-31
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
900620.00000000
PA
USD
285055.24000000
0.057578722149
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
MEDNAX INC
N/A
MEDNAX Inc
58502BAE6
1449000.00000000
PA
USD
1352532.83000000
0.273200071734
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.38000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
546000.00000000
PA
USD
527490.60000000
0.106548592805
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAG2
610000.00000000
PA
USD
601780.86000000
0.121554590375
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
5.19000000
N
N
N
N
N
N
NCL CORPORATION LIMITED
N/A
NCL CORPORATION LIMITED 2021 DELAYED DRAW TERM LOAN
000000000
80776.32000000
PA
USD
79160.79000000
0.015989803002
Long
LON
CORP
BM
N
2
2024-01-02
Floating
2.96000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
812000.00000000
PA
USD
674199.54000000
0.136182544782
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAE7
355000.00000000
PA
USD
349105.94000000
0.070516416116
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
3.69000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAD3
525736.00000000
PA
USD
505462.57000000
0.102099119015
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Floating
3.44000000
N
N
N
N
N
N
BNP PARIBAS PRIME BROKER
N/A
BNP PARIBAS PRIME BROKER
000000000
967469.04000000
NS
1020631.70000000
0.206158880191
Long
STIV
CORP
DE
N
1
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
1239000.00000000
PA
USD
1148119.35000000
0.231910295870
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QE40
69428.00000000
PA
USD
70816.56000000
0.014304339859
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
10.00000000
Y
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
2045000.00000000
PA
USD
1967146.85000000
0.397346850746
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 796265TR4 TRS USD R F 5.80000 SANMFH 5.8 / Short: 796265TR4 TRS USD P V 01MSIFMA SIFMA + 130BP
000000000
700222.88000000
OU
Notional Amount
USD
-3425.19000000
-0.00069185910
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
San Antonio Housing Finance Corp
San Antonio Housing Finance Corp
Y
equity-performance leg
2023-12-01
0.00000000
USD
0.00000000
USD
700222.88000000
USD
-3425.19000000
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300L3IA0HX4NLPQ61
Houghton Mifflin Harcourt Publishing Company 2022 Term Loan
44157YAE4
6420000.00000000
PA
USD
6220370.10000000
1.256461595490
Long
LON
CORP
US
N
2
2029-04-09
Floating
6.05000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
1295000.00000000
PA
USD
1240059.63000000
0.250481446628
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1924000.00000000
PA
USD
1825558.54000000
0.368747222264
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
1548000.00000000
PA
USD
1515577.14000000
0.306133628835
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.88000000
N
N
N
N
N
N
Cairn CLO BV
549300TJNM6WMNNV4384
Cairn CLO VII DAC
000000000
690000.00000000
PA
704250.51000000
0.142252583880
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-31
Floating
6.35000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
1175000.00000000
PA
USD
1134110.00000000
0.229080526906
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
257695.81000000
0.052052351126
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3327000.00000000
GBP
4441376.99000000
USD
2022-06-15
257695.81000000
N
N
N
Ellington CLO LTD
254900TQC62LFRK4R517
Ellington Clo I Ltd
28851QAL7
410000.00000000
PA
USD
405187.83000000
0.081844478571
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
4.39000000
N
N
N
N
N
N
Cathedral Lake LTD
549300KW0TIFXZTZ9110
Cathedral Lake V Ltd
14919BAL0
340000.00000000
PA
USD
318640.18000000
0.064362592983
Long
ABS-CBDO
CORP
US
N
2
2030-10-21
Floating
4.31000000
N
N
N
N
N
N
Fintrax
635400QQAFC1SAQZNH38
Fintrax 2021 EUR Term Loan B2
000000000
10650.72000000
PA
11213.73000000
0.002265077617
Long
LON
CORP
GB
N
2
2026-12-18
Floating
5.25000000
N
N
N
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
404738.22000000
PA
365707.25000000
0.073869738846
Long
DBT
CORP
FR
N
2
2025-03-15
Floating
8.00000000
N
N
N
N
N
N
AHP Health Partners, Inc.
549300QMM8MQ6SM5KX05
AHP Health Partners, Inc. 2021 Term Loan B
00130MAJ3
1298475.00000000
PA
USD
1294014.74000000
0.261379917701
Long
LON
CORP
US
N
2
2028-08-24
Floating
4.26000000
N
N
N
N
N
N
Valaris Ltd
N/A
Valaris Ltd
000000000
135.00000000
NS
USD
6851.25000000
0.001383893943
Long
EC
CORP
BM
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B346IRCLO IRS USD R V 12MSOFR 2346IRCLO_FLO CCPOIS / Short: B346IRCLO IRS USD P F 2.34600 2346IRCLO_FIX CCPOIS
000000000
64000.00000000
OU
Notional Amount
USD
1654.09000000
0.000334112042
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-18
0.00000000
USD
0.00000000
USD
64000.00000000
USD
1654.09000000
N
N
N
Carlyle Global Market Strategies Euro
635400EAUJUSP1LZTU42
Carlyle Global Market Strategies Euro CLO 2016-2 DAC
000000000
525000.00000000
PA
544071.23000000
0.109897738352
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
2.40000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
57000.00000000
PA
USD
49551.53000000
0.010008985549
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
759000.00000000
PA
USD
760962.02000000
0.153707824194
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AG6
3707000.00000000
PA
USD
2520760.00000000
0.509171975385
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QU91
15000.00000000
PA
USD
14437.50000000
0.002916251604
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.25000000
Y
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View CLO 2017-1 LLC
62432HAG5
250000.00000000
PA
USD
246061.25000000
0.049702269445
Long
ABS-CBDO
CORP
US
N
2
2029-10-16
Floating
4.64000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP00323 CYS USD R V 03MLIBOR US0003M+0 BPS / Short: EUJP00323 CYS EUR P V 03MEURIB EUR003M -8.5BPS
000000000
1.00000000
NC
234981.20000000
0.047464194045
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1744000.00000000
EUR
2077104.00000000
USD
2023-03-23
234981.20000000
N
N
N
Venture CDO Ltd
549300ITFR7G25007V93
Venture XXIX CLO Ltd
92331EAE6
260000.00000000
PA
USD
249996.24000000
0.050497103794
Long
ABS-CBDO
CORP
US
N
2
2030-09-07
Floating
4.41000000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAL8
250000.00000000
PA
USD
242221.75000000
0.048926723261
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
3.69000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
164000.00000000
PA
USD
185110.08000000
0.037390654047
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
2056000.00000000
PA
1977886.44000000
0.399516156136
Long
DBT
CORP
DE
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
1786000.00000000
PA
USD
1611543.52000000
0.325518017383
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ADVANTAGE SALES & MARKET
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00775PAA5
1451000.00000000
PA
USD
1320460.79000000
0.266721793770
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
138000.00000000
PA
USD
118564.08000000
0.023948930807
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI RETIREMENT SYS FUNDING TRUST 2005 COPS
25113PAM7
235706.58000000
PA
USD
209189.59000000
0.042254509263
Long
DBT
MUN
US
N
2
2020-06-15
Fixed
4.81000000
Y
N
N
N
N
N
Dryden Senior Loan Fund
549300JHVVT1NJ057H42
Dryden 61 Clo Ltd
26251CAW4
410000.00000000
PA
USD
405191.93000000
0.081845306736
Long
ABS-CBDO
CORP
US
N
2
2032-01-17
Floating
2.79000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QA28
10000.00000000
PA
USD
9400.00000000
0.001898719659
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
Y
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
1095000.00000000
PA
USD
1064559.00000000
0.215031819350
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QV82
5000.00000000
PA
USD
4625.00000000
0.000934210470
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.25000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC75
20000.00000000
PA
USD
18825.00000000
0.003802489105
Long
DBT
MUN
US
N
2
2018-07-01
Fixed
5.40000000
Y
N
N
N
N
N
EC FINANCE PLC
213800NKPB53RHYDQE45
EC Finance PLC
000000000
562000.00000000
PA
573565.94000000
0.115855417685
Long
DBT
CORP
GB
N
2
2026-10-15
Fixed
3.00000000
N
N
N
N
N
N
Jack Ohio Finance LLC
5493002ERZW63JFJI167
Jack Ohio Finance LLC Term Loan
46647KAG2
1301737.50000000
PA
USD
1285465.78000000
0.259653100847
Long
LON
CORP
US
N
2
2028-10-04
Floating
5.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
-457000.00000000
PA
USD
-380506.06000000
-0.07685897198
Short
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
944000.00000000
PA
USD
849482.00000000
0.171588103585
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
RBC Capital Markets, LLC
000000000
-1868344.14000000
PA
USD
-1868344.14000000
-0.37738954778
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.76850000
2022-05-09
2097000.00000000
USD
2031674.97000000
USD
CDS
N
N
N
AMBAC ASSURANCE CORP
N/A
AMBAC ASSURANCE CORP
000000000
1562523.00000000
PA
USD
1265643.63000000
0.255649195965
Long
DBT
CORP
US
N
3
2055-02-12
Fixed
8.50000000
N
N
N
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAG1
395000.00000000
PA
USD
387740.69000000
0.078320305409
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
2.81000000
N
N
N
N
N
N
MidOcean Credit CLO
549300XXQYQPW7OQNX23
Midocean Credit CLO IX
59802MAJ6
250000.00000000
PA
USD
241184.25000000
0.048717157128
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Floating
4.36000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 13079PTR2 TRS USD R F 5.85000 13079PTR2 / Short: 13079PTR2 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
273078.71000000
OU
Notional Amount
USD
-12630.99000000
-0.00255135202
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
California Statewide Communities Development Authority
California Statewide Communities Development Authority
Y
equity-performance leg
2023-09-01
0.00000000
USD
0.00000000
USD
273078.71000000
USD
-12630.99000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
3329000.00000000
PA
USD
3168109.43000000
0.639931027432
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
660000.00000000
PA
583558.92000000
0.117873914236
Long
DBT
CORP
JP
Y
2
2029-09-19
Fixed
4.00000000
N
N
N
N
N
N
Cyxtera DC Holdings, Inc.
N/A
Cyxtera DC Holdings, Inc. Term Loan B
19633FAD3
1275253.27000000
PA
USD
1263865.26000000
0.255289980424
Long
LON
CORP
US
N
2
2024-05-01
Floating
4.00000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 2nd Lien Term Loan
55910RAE3
1110000.00000000
PA
USD
1091962.50000000
0.220567092135
Long
LON
CORP
US
N
2
2029-07-27
Floating
9.10000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
904000.00000000
PA
USD
862144.80000000
0.174145880958
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Monroe Capital MML CLO
549300W3QI3IUCCWZY56
Monroe Capital MML CLO 2016-1 Ltd
61033QAE5
485000.00000000
PA
USD
469217.49000000
0.094777922637
Long
ABS-CBDO
CORP
US
N
2
2028-07-22
Floating
8.39000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AD5
1098000.00000000
PA
USD
1085647.50000000
0.219291516109
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-2 Ltd
69702FAC6
250000.00000000
PA
USD
241133.25000000
0.048706855564
Long
ABS-CBDO
CORP
US
N
2
2029-05-20
Floating
7.98000000
N
N
N
N
N
N
Covenant Credit Partners CLO Ltd
549300T7MAWQDFU61E82
Covenant Credit Partners CLO III Ltd
22284HAG8
1710000.00000000
PA
USD
1679710.77000000
0.339287219266
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
4.79000000
N
N
N
N
N
N
GAMMA BIDCO SPA
549300JS6XODWD0TZD48
Gamma Bidco SpA
000000000
1005000.00000000
PA
1024987.36000000
0.207038686283
Long
DBT
CORP
IT
Y
2
2025-07-15
Fixed
5.13000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
1782000.00000000
PA
USD
1661563.53000000
0.335621631888
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
Digicel International Finance Limited
5493007V023VOEW4FK27
Digicel International Finance Limited 2017 Term Loan B
000000000
1044371.28000000
PA
USD
997374.57000000
0.201461138706
Long
LON
CORP
LC
N
2
2024-05-28
Floating
3.50000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton 2015-VIII CLO Ltd
81882FAG4
440000.00000000
PA
USD
433772.24000000
0.087618285083
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
6.40000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AL5
1162000.00000000
PA
USD
801780.00000000
0.161952707288
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
Carlyle Global Market Strategies Euro
N/A
Carlyle Global Market Strategies Euro CLO 2020-1 DAC
000000000
250000.00000000
PA
240289.18000000
0.048536360639
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-15
Floating
5.44000000
N
N
N
N
N
N
Venture CDO Ltd
549300EDZDHKTKE7JV77
Venture XXIV CLO Ltd
92330WAW7
530000.00000000
PA
USD
523532.94000000
0.105749179310
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Floating
5.11000000
N
N
N
N
N
N
FRONTIER NORTH INC
N/A
Frontier North Inc
362337AK3
5029000.00000000
PA
USD
5064429.31000000
1.022971435588
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.73000000
Y
N
N
N
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group, Inc. Term Loan B
54142KAD3
330812.50000000
PA
USD
318615.44000000
0.064357595714
Long
LON
CORP
US
N
2
2027-08-31
Floating
5.30000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
3690000.00000000
PA
3481515.11000000
0.703236296154
Long
DBT
CORP
NL
Y
2
2028-04-15
Fixed
3.38000000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
1135000.00000000
PA
1065983.68000000
0.215319592533
Long
DBT
CORP
IT
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
1230000.00000000
PA
USD
1084005.15000000
0.218959775446
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CM5
760000.00000000
PA
USD
707772.80000000
0.142964056356
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
269000.00000000
PA
USD
280797.00000000
0.056718594063
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
Toro European CLO
635400SBMZDOVHEFNA56
Toro European CLO 6 DAC
000000000
400000.00000000
PA
411612.47000000
0.083142200940
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-12
Floating
2.45000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
465000.00000000
PA
USD
443790.19000000
0.089641825361
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-23627.92000000
-0.00477263789
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1121878.95000000
USD
1039000.00000000
EUR
2022-06-15
-23627.92000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
30749.00000000
PA
9893.80000000
0.001998463038
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
2.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
3161000.00000000
PA
USD
3129342.59000000
0.632100457088
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
1093000.00000000
PA
USD
1039634.28000000
0.209997238938
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
-925000.00000000
PA
-958248.45000000
-0.19355799687
Short
DBT
NUSS
DE
Y
2
2027-02-15
Fixed
0.25000000
N
N
N
N
N
N
Avoca CLO
549300K6K5XESJRIKM24
Avoca CLO XVIII DAC
000000000
195000.00000000
PA
192544.89000000
0.038892422123
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
4.60000000
N
N
N
N
N
N
Marlay Park CLO
5493000XZFZNQU1TQ866
Marlay Park CLO DAC
000000000
590000.00000000
PA
583961.64000000
0.117955260234
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
4.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
250274.52000000
0.050553313975
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2772000.00000000
EUR
3180353.30000000
USD
2022-06-15
250274.52000000
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
3128000.00000000
PA
USD
2724660.04000000
0.550358040758
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
152000.00000000
PA
USD
182780.00000000
0.036919997802
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.88000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
1165000.00000000
PA
1128426.91000000
0.227932591299
Long
DBT
CORP
IT
Y
2
2031-09-01
Fixed
5.88000000
N
N
N
N
N
N
OCP CLO Ltd
254900NUK1R46EK6YF62
OCP CLO 2014-7 Ltd
67107PAG0
415000.00000000
PA
USD
392564.69000000
0.079294712179
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
6.89000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
-10.00000000
NC
USD
49843.75000000
0.010068011491
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
-1174687.50000000
USD
49843.75000000
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
493000.00000000
PA
USD
463094.62000000
0.093541155229
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VII Ltd
67108WBL2
250000.00000000
PA
USD
243580.00000000
0.049201078152
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
4.04000000
N
N
N
N
N
N
UTEX INDUSTRIES COMMON
N/A
UTEX INDUSTRIES COMMON
000000000
8041.00000000
NS
USD
591013.50000000
0.119379675683
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
1294000.00000000
PA
USD
1343741.36000000
0.271424269934
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
264000.00000000
PA
USD
252133.20000000
0.050928751449
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco Plc
000000000
321000.00000000
PA
384720.88000000
0.077710329599
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
571000.00000000
PA
USD
553279.02000000
0.111757633234
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BO2407AFF IRS USD R V 12MSOFR SO2407AFF_FLO CCPOIS / Short: BO2407AFF IRS USD P F 2.40700 SO2407AFF_FIX CCPOIS
000000000
601000.00000000
OU
Notional Amount
USD
4185.27000000
0.000845388769
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-05-18
0.00000000
USD
0.00000000
USD
601000.00000000
USD
4185.27000000
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
03330EAS3
250000.00000000
PA
USD
238526.75000000
0.048180364842
Long
ABS-CBDO
CORP
US
N
2
2039-01-28
Fixed
5.82000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
1966000.00000000
PA
USD
1993337.23000000
0.402637083660
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
1600000.00000000
PA
USD
1452280.00000000
0.293348147548
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
1402000.00000000
PA
USD
1281063.48000000
0.258763873873
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 88275ATR2 TRS USD R F 5.80000 88275ATR2 / Short: 88275ATR2 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
619265.34000000
OU
Notional Amount
USD
5827.21000000
0.001177046615
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Texas Department of Housing & Community Affairs
Texas Department of Housing & Community Affairs
Y
equity-performance leg
2024-06-01
0.00000000
USD
0.00000000
USD
619265.34000000
USD
5827.21000000
N
N
N
Sculptor European CLO
635400LLV8UFATLHHM75
Sculptor European CLO VI DAC
000000000
300000.00000000
PA
303065.16000000
0.061216572060
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
2.30000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300V7DN3VJ8H1GE96
Anchorage Capital CLO 3-R Ltd
03330BAA8
250000.00000000
PA
USD
239965.25000000
0.048470929547
Long
ABS-CBDO
CORP
US
N
2
2031-01-28
Floating
6.74000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
713000.00000000
PA
USD
647999.36000000
0.130890332352
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
33594.71000000
0.006785844290
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
488000.00000000
GBP
647251.58000000
USD
2022-06-15
33594.71000000
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
2000000.00000000
PA
2113223.59000000
0.426853103727
Long
DBT
CORP
ES
Y
2
2026-01-15
Fixed
6.00000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
222070AG9
1352000.00000000
PA
USD
1205057.88000000
0.243411392284
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
2206000.00000000
PA
USD
1762009.41000000
0.355910841150
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.63000000
N
N
N
N
N
N
Erna Srl
8156000268F284900524
Erna Srl
000000000
282375.18000000
PA
298452.10000000
0.060284773367
Long
ABS-MBS
CORP
IT
Y
2
2031-07-25
Floating
2.25000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
1988000.00000000
PA
USD
2012780.42000000
0.406564441862
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
800000.00000000
PA
732566.74000000
0.147972220325
Long
DBT
CORP
DE
Y
2
2027-10-30
Fixed
4.63000000
N
N
N
N
N
N
SPEED MIDCO 3 SARL
N/A
SPEED MIDCO 3 SARL
000000000
3920000.00000000
PA
4073373.90000000
0.822786713192
Long
LON
CORP
LU
N
3
2029-05-18
Floating
7.00000000
N
N
N
N
N
N
ARES CLO Ltd
5493005WFBSWHJ1WGQ35
Ares XLVIII CLO Ltd
04017FAJ8
565000.00000000
PA
USD
539858.63000000
0.109046829157
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
3.76000000
N
N
N
N
N
N
CATALYST HEALTH (MAN) FI
N/A
Catalyst Healthcare Manchester Financing PLC
000000000
243200.96000000
PA
645374.29000000
0.130360090648
Long
DBT
CORP
GB
N
2
2040-09-30
Fixed
2.41000000
N
N
N
N
N
N
Avoca CLO
63540019ZRWR9Z7GEY65
Avoca CLO XV DAC
000000000
360000.00000000
PA
355048.44000000
0.071716750326
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
4.13000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
27000.00000000
PA
8288.63000000
0.001674232418
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
1.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
2248000.00000000
PA
USD
1959727.72000000
0.395848249897
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
AP Core Holdings II, LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II, LLC High-Yield Term Loan B2
000000000
2375000.00000000
PA
USD
2367578.13000000
0.478230546871
Long
LON
CORP
US
N
2
2027-09-01
Floating
6.26000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
1432000.00000000
PA
USD
1304788.28000000
0.263556080701
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1739000.00000000
PA
1449651.60000000
0.292817233212
Long
DBT
CORP
JP
Y
2
2032-07-06
Fixed
3.88000000
N
N
N
N
N
N
Elevation CLO Ltd
549300JPI8D017HI2768
Elevation CLO 2021-14 Ltd
28623RAY4
630000.00000000
PA
USD
606370.59000000
0.122481676607
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
6.08000000
N
N
N
N
N
N
MP Clo VII, LTD
5493005EOEZ6JX072G15
MP CLO VII LTD
55320RAN7
250000.00000000
PA
USD
232982.00000000
0.047060372732
Long
ABS-CBDO
CORP
US
N
2
2028-10-18
Floating
3.99000000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
PMHC II INC
000000000
1825000.00000000
PA
USD
1722343.75000000
0.347898716847
Long
LON
CORP
US
N
2
2029-04-21
Floating
5.29000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
000000000
-4524470.30000000
PA
USD
-4524470.30000000
-0.91390433052
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.95000000
2022-05-16
5243000.00000000
USD
4979904.62900000
USD
CDS
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC67
30000.00000000
PA
USD
28237.50000000
0.005703733657
Long
DBT
MUN
US
N
2
2018-01-01
Fixed
5.40000000
Y
N
N
N
N
N
American Money Management Corporation
549300MYS7FLQJZMYD18
Ammc Clo 19 Ltd
00176PAG7
205000.00000000
PA
USD
204514.36000000
0.041310152761
Long
ABS-CBDO
CORP
US
N
2
2028-10-15
Floating
4.79000000
N
N
N
N
N
N
SMERALDA SPV SRL
N/A
SMERALDA SPV SRL
000000000
1866309.81000000
PA
1968864.00000000
0.397693700370
Long
ABS-O
CORP
IT
N
3
2034-12-22
Variable
5.25000000
N
N
N
N
N
N
Voya Euro CLO
549300H0DM0Z0GCEKC77
Voya Euro CLO IV DAC
000000000
115000.00000000
PA
115226.38000000
0.023274743934
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
3.10000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 25477PTR2 TRS USD R F 5.87500 25477PTR2 / Short: 25477PTR2 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
368844.85000000
OU
Notional Amount
USD
-10568.23000000
-0.00213469213
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
District of Columbia Housing Finance Agency
District of Columbia Housing Finance Agency
Y
equity-performance leg
2023-06-01
0.00000000
USD
0.00000000
USD
368844.85000000
USD
-10568.23000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QS94
1690000.00000000
PA
USD
1552687.50000000
0.313629604378
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.40000000
Y
N
N
N
N
N
Vantage Drilling International
549300T9QN1134QR7185
Vantage Drilling International
92210KAC2
2330000.00000000
PA
USD
2277621.60000000
0.460060096658
Long
DBT
CORP
KY
N
2
2023-11-15
Fixed
9.25000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
963000.00000000
PA
USD
864114.35000000
0.174543713224
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QR95
145000.00000000
PA
USD
139562.50000000
0.028190432177
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.25000000
Y
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
448000.00000000
PA
USD
411517.12000000
0.083122941055
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
164000.00000000
PA
USD
134678.76000000
0.027203958437
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
21000.00000000
PA
USD
20947.50000000
0.004231215964
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QX64
15000.00000000
PA
USD
12712.50000000
0.002567816347
Long
DBT
MUN
US
N
2
2018-07-01
None
0.00000000
Y
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
1032000.00000000
PA
USD
967737.36000000
0.195474675592
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
NCL CORPORATION LIMITED
N/A
NCL Corporation Limited 2021 Revolver A
000000000
1869000.00000000
PA
USD
1794240.00000000
0.362421144859
Long
LON
CORP
BM
N
2
2024-01-02
Floating
3.04000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BON2102IR IRS GBP R V 12MLIBOR SON2102IR_FLO CCPVANILLA / Short: BON2102IR IRS GBP P F 2.10200 SON2102IR_FIX CCPVANILLA
000000000
4318000.00000000
OU
Notional Amount
39866.01000000
0.008052593290
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-08
122.83000000
GBP
0.00000000
GBP
4318000.00000000
GBP
39705.91000000
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
814000.00000000
PA
USD
689576.03000000
0.139288464341
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300687XYK5L55VX28
Anchorage Capital CLO 5-R Ltd
03329YAA1
545000.00000000
PA
USD
539130.35000000
0.108899722821
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
6.44000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
910671.00000000
PA
USD
379075.91000000
0.076570093906
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
3.90000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
1083000.00000000
PA
USD
929479.34000000
0.187746882538
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
635400MW8WPPOFDY2736
Carlyle Global Market Strategies Euro CLO 2015-3 DAC
000000000
275000.00000000
PA
274617.60000000
0.055470408078
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
2.55000000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
1972000.00000000
PA
USD
1821881.50000000
0.368004491611
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.25000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
1235000.00000000
PA
USD
1164963.15000000
0.235312599508
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
1272445.29000000
PA
1710933.73000000
0.345593990327
Long
DBT
CORP
GB
Y
2
2027-06-30
Fixed
5.66000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QN40
80000.00000000
PA
USD
76600.00000000
0.015472545309
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
706000.00000000
PA
USD
722809.86000000
0.146001413956
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP00823 CYS USD R V 03MLIBOR US0003M +0BPS / Short: EUJP00823 CYS EUR P V 03MEURIB EUR003M -7.5 BPS
000000000
1.00000000
NC
139118.39000000
0.028100725752
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1199000.00000000
EUR
1407266.30000000
USD
2023-08-13
139118.39000000
N
N
N
Harvest CLO
6354002INGXPTMEXNQ59
Harvest CLO XIX DAC
000000000
450000.00000000
PA
457574.83000000
0.092426204826
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-14
Floating
2.55000000
N
N
N
N
N
N
Advantage Sales & Marketing, Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing, Inc. 2021 Term Loan
00769EAZ3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-10-28
Floating
5.26000000
N
N
N
N
N
N
NATURAL RESRCE PART LP
N/A
Natural Resource Partners LP / NRP Finance Corp
63902MAE8
2558000.00000000
PA
USD
2615196.83000000
0.528247407906
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
9.13000000
N
N
N
N
N
N
ARES CLO Ltd
549300FI9E5EZIMPA581
Ares XLIX CLO Ltd
04017JAJ0
250000.00000000
PA
USD
245927.50000000
0.049675253089
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Floating
4.14000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
1895000.00000000
PA
USD
1709905.88000000
0.345386373412
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
St Pauls CLO
635400LOBVY9OW2EI809
St Paul's CLO V DAC
000000000
325000.00000000
PA
327285.77000000
0.066108928270
Long
ABS-CBDO
CORP
IE
Y
2
2030-02-20
Floating
5.15000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
1424000.00000000
PA
USD
1335868.64000000
0.269834047781
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
VENTURE CDO LTD
5493005RF0X3GB54HH60
Venture 44 CLO Ltd
92332QAA6
630000.00000000
PA
USD
610820.91000000
0.123380603211
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
6.03000000
N
N
N
N
N
N
Man GLG Euro CLO
635400NDD1WGPZLEAH44
Man GLG Euro CLO I DAC
000000000
315000.00000000
PA
316938.26000000
0.064018819689
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
2.45000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QU67
445000.00000000
PA
USD
442774.87000000
0.089436739399
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
6.75000000
Y
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAH5
107330.29000000
PA
USD
107552.95000000
0.021724776658
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.44000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-1 Ltd
14310MBE6
320000.00000000
PA
USD
300971.52000000
0.060793674674
Long
ABS-CBDO
CORP
US
N
2
2031-04-17
Floating
3.64000000
N
N
N
N
N
N
RIVERBED TECH 12/21 CONV PREF
N/A
RIVERBED TECH 12/21 CONV PREF
000000000
4494.00000000
NS
USD
47748.75000000
0.009644839397
Long
EP
CORP
US
N
2
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QR20
35000.00000000
PA
USD
33512.50000000
0.006769238572
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
Y
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
10359.00000000
PA
3715.60000000
0.000750519443
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
2.50000000
N
N
N
N
N
N
American Money Management Corporation
549300LDRXVT7PCHV066
Ammc Clo 20 Ltd
00177CAA8
250000.00000000
PA
USD
241391.50000000
0.048759019857
Long
ABS-CBDO
CORP
US
N
2
2029-04-17
Floating
6.85000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 79626TRS3 TRS USD R F 6.10000 79626TRS3 / Short: 79626TRS3 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
600630.80000000
OU
Notional Amount
USD
-24572.03000000
-0.00496334004
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
San Antonio Housing Finance Corp
San Antonio Housing Finance Corp
Y
equity-performance leg
2023-12-01
0.00000000
USD
0.00000000
USD
600630.80000000
USD
-24572.03000000
N
N
N
AlbaCore Euro CLO
549300WN8XXHR94EX575
AlbaCore EURO CLO II DAC
000000000
250000.00000000
PA
243751.27000000
0.049235673228
Long
ABS-CBDO
CORP
IE
N
2
2034-06-15
Floating
5.96000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
554000.00000000
PA
USD
583032.37000000
0.117767555636
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QK84
60000.00000000
PA
USD
57300.00000000
0.011574110264
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.00000000
Y
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAR3
2075000.00000000
PA
USD
1923348.63000000
0.388499984644
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.13000000
N
N
N
N
N
N
Jamestown CLO Ltd
549300ICXRO4NIJIWJ29
Jamestown CLO XI Ltd
47049QAG1
750000.00000000
PA
USD
732909.75000000
0.148041505413
Long
ABS-CBDO
CORP
US
N
2
2031-07-14
Floating
4.29000000
N
N
N
N
N
N
Ola Singapore PTE, LTD.
N/A
Ola Singapore PTE, LTD. Term Loan
000000000
962587.50000000
PA
USD
936116.34000000
0.189087499813
Long
LON
CORP
SG
N
2
2026-12-15
Floating
7.00000000
N
N
N
N
N
N
Cordatus CLO PLC
549300CLF3QO0FAYZ343
CVC Cordatus Loan Fund XXII DAC
000000000
250000.00000000
PA
242443.66000000
0.048971547184
Long
ABS-CBDO
CORP
IE
N
2
2034-12-15
Floating
6.16000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAP0
872000.00000000
PA
USD
708569.76000000
0.143125035464
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
3.10000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
2384000.00000000
PA
USD
2128196.80000000
0.429877564173
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-2 LLC
00142DAE0
625000.00000000
PA
USD
612252.50000000
0.123669772155
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
3.06000000
N
N
N
N
N
N
Parallel Ltd
549300IVH7GEF68EFD31
Parallel 2015-1 Ltd
69915WAA6
755000.00000000
PA
USD
735464.38000000
0.148557518839
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Floating
6.21000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
693310.23000000
PA
USD
656478.12000000
0.132602969405
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.51000000
N
N
N
N
N
N
Ellington CLO LTD
25490064KF1PM0300Z69
Ellington CLO IV Ltd
28853RAG4
585000.00000000
PA
USD
577833.17000000
0.116717361673
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
6.54000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
1725000.00000000
PA
USD
1641173.63000000
0.331503046358
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
Vibrant CLO Ltd
5493007DQ2IM8HOLV582
Vibrant Clo VII Ltd
92558BAG3
250000.00000000
PA
USD
242131.75000000
0.048908544030
Long
ABS-CBDO
CORP
US
N
2
2030-09-15
Floating
4.66000000
N
N
N
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 13079PTR3 TRS USD R F 5.75000 CASMFH 5.75 / Short: 13079PTR3 TRS USD P V 01MSIFMA SIFMA + 130BP
000000000
223178.84000000
OU
Notional Amount
USD
-8078.23000000
-0.00163173341
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
California Statewide Communities Development Authority
California Statewide Communities Development Authority
Y
equity-performance leg
2023-06-01
0.00000000
USD
0.00000000
USD
223178.84000000
USD
-8078.23000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B025SOFRI IRS USD R V 00MSOFR 2025SOFRI_FLO CCPOIS / Short: B025SOFRI IRS USD P F 2.02500 2025SOFRI_FIX CCPOIS
000000000
2063000.00000000
OU
Notional Amount
USD
-10501.54000000
-0.00212122132
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-04-21
0.00000000
USD
0.00000000
USD
2063000.00000000
USD
-10501.54000000
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 12-2018 Ltd
44330QAD3
435000.00000000
PA
USD
424570.88000000
0.085759689006
Long
ABS-CBDO
CORP
US
N
2
2031-07-18
Floating
2.89000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900END3IQSN7CTN87
Madison Park Funding XIX Ltd
55819RAJ4
250000.00000000
PA
USD
235265.75000000
0.047521670713
Long
ABS-CBDO
CORP
US
N
2
2028-01-22
Floating
7.24000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QJ45
110000.00000000
PA
USD
105050.00000000
0.021219202151
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Accunia European CLO
549300OJ7ZYTOOMRGP60
Accunia European CLO III DAC
000000000
240000.00000000
PA
246869.06000000
0.049865440161
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-20
Floating
3.05000000
N
N
N
N
N
N
Nassau LTD
N/A
Nassau 2017-I Ltd
631707AG1
265000.00000000
PA
USD
251812.54000000
0.050863980870
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
4.89000000
N
N
N
N
N
N
QUORUM LITIGATION TRUST
N/A
QUORUM LITIGATION TRUST
000000000
2398.93000000
NS
USD
2398.93000000
0.000484563356
Long
EC
CORP
US
N
3
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
1343000.00000000
PA
USD
1216089.86000000
0.245639757955
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.88000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
1902000.00000000
PA
622019.77000000
0.125642677216
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.13000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 2 Ltd
09077MAA8
605000.00000000
PA
USD
586468.25000000
0.118461574030
Long
ABS-CBDO
CORP
US
N
2
2034-10-19
Floating
6.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
298000.00000000
PA
USD
225797.58000000
0.045609181296
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QG97
5000.00000000
PA
USD
4775.00000000
0.000964509188
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.00000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
143305.28000000
0.028946441748
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1588000.00000000
EUR
1821864.12000000
USD
2022-06-15
143305.28000000
N
N
N
Harvest CLO
635400HJ1VABMFGWWX81
Harvest CLO IX DAC
000000000
125000.00000000
PA
122856.33000000
0.024815928622
Long
ABS-CBDO
CORP
IE
Y
2
2030-02-15
Floating
5.12000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
000000000
-1319441.39000000
PA
USD
-1319441.39000000
-0.26651588368
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.95000000
2022-05-24
1597000.00000000
USD
1424891.19800000
USD
CDS
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
000000000
-2076380.10000000
PA
USD
-2076380.10000000
-0.41941103364
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.95000000
2022-05-22
2313000.00000000
USD
2296935.63700000
USD
CDS
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AF9
802000.00000000
PA
USD
722524.21000000
0.145943715097
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKX9
150000.00000000
PA
USD
141000.00000000
0.028480794890
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
Y
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
3700000.00000000
PA
USD
3779346.50000000
0.763395691407
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.88000000
N
N
N
N
N
N
OCP Euro CLO
635400MXEDIKLCXQGA14
OCP Euro CLO 2022-5 DAC
000000000
250000.00000000
PA
248413.62000000
0.050177428080
Long
ABS-CBDO
CORP
IE
N
2
2035-04-20
Floating
6.47000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
276736.36000000
0.055898379489
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3413000.00000000
EUR
3884369.43000000
USD
2022-06-15
276736.36000000
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
185000.00000000
PA
USD
196211.00000000
0.039632945009
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
1628000.00000000
PA
USD
1593071.26000000
0.321786778743
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAC9
1403000.00000000
PA
USD
1131112.63000000
0.228475083784
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QT36
440000.00000000
PA
USD
421300.00000000
0.085098999202
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2016-1K CLO Ltd
97314DAL2
915000.00000000
PA
USD
876587.39000000
0.177063160699
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
6.16000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAK8
177596.02000000
PA
USD
179413.13000000
0.036239918838
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.44000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI RETIREMENT SYS FUNDING TRUST 2005 COPS
25113PAN5
823909.32000000
PA
USD
731219.52000000
0.147700093400
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
4.95000000
Y
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
810000.00000000
PA
USD
727015.50000000
0.146850917291
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Pacira BioSciences Inc
N/A
Pacira BioSciences Inc Term Loan
000000000
730000.00000000
PA
USD
724525.00000000
0.146347857577
Long
LON
CORP
US
N
2
2026-11-13
Floating
7.81000000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
4329000.00000000
PA
USD
4236922.17000000
0.855822065906
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
Hayfin Kingsland IX Ltd
N/A
Hayfin US XII Ltd
42086QAG6
725000.00000000
PA
USD
695048.80000000
0.140393917106
Long
ABS-CBDO
CORP
US
N
2
2031-04-28
Floating
4.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOF254CLO IRS USD R V 12MSOFR SOF254CLO_FLO CCPOIS / Short: BOF254CLO IRS USD P F 2.54500 SOF254CLO_FIX CCPOIS
000000000
291000.00000000
OU
Notional Amount
USD
3856.16000000
0.000778911361
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
0.00000000
USD
0.00000000
USD
291000.00000000
USD
3856.16000000
N
N
N
SIGNAL PARENT INC
N/A
Signal Parent Inc
82666QAA3
1736000.00000000
PA
USD
1329728.64000000
0.268593820258
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381YAD3
3638140.00000000
PA
USD
3638140.00000000
0.734873185281
Long
DBT
CORP
BM
N
2
2024-04-01
Fixed
10.00000000
N
N
Y
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRSES0571 IRS EUR R V 12MESTRO LCH CCP ESTRON / Short: BRSES0571 IRS EUR P F .57100
000000000
4325000.00000000
OU
Notional Amount
9579.59000000
0.001934995304
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-13
0.00000000
EUR
0.00000000
EUR
4325000.00000000
EUR
9579.59000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XI Ltd
55818LAG4
815000.00000000
PA
USD
795815.72000000
0.160747973704
Long
ABS-CBDO
CORP
US
N
2
2029-07-23
Floating
7.63000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners LP / Holly Energy Finance Corp
435765AJ1
662000.00000000
PA
USD
676004.61000000
0.136547153494
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EURZS1223 CYS USD R V 03MLIBOR US0003M + 0 BPS / Short: EURZS1223 CYS EUR P V 03MEURIB EUR003M -14.35BP
000000000
1.00000000
NC
159706.89000000
0.032259426785
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1977000.00000000
EUR
2248639.80000000
USD
2023-12-03
159706.89000000
N
N
N
Barings Euro CLO 2018-3 BV
635400CANTVBJVDMUG70
Barings Euro CLO 2018-3 DAC
000000000
480000.00000000
PA
493149.83000000
0.099612050771
Long
ABS-CBDO
CORP
IE
N
2
2031-07-27
Floating
3.70000000
N
N
N
N
N
N
Transocean Phoenix 2 Ltd
N/A
Transocean Phoenix 2 Ltd
893828AA1
1549800.00000000
PA
USD
1564383.62000000
0.315992120652
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
7.75000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QV41
80000.00000000
PA
USD
79799.97000000
0.016118911899
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
7.00000000
Y
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
343000.00000000
PA
USD
251177.62000000
0.050735732456
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
245000.00000000
PA
USD
236715.33000000
0.047814473484
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAS5
34000.00000000
PA
USD
27224.11000000
0.005499037539
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
KKR Financial CLO Ltd
5493004Y6G18HN4CQ515
KKR Clo 32 Ltd
48254HAD6
250000.00000000
PA
USD
245952.00000000
0.049680201879
Long
ABS-CBDO
CORP
US
N
2
2032-01-15
Floating
3.44000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1763484.00000000
PA
USD
654655.31000000
0.132234777364
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
3.50000000
N
N
N
N
N
N
VERSCEND INTER HOLDING CORP
N/A
VERSCEND INTER HOLDING CORP
000000000
200.00000000
NS
USD
204218.00000000
0.041250290574
Long
EC
CORP
US
N
3
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
946000.00000000
PA
USD
868683.42000000
0.175466626313
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Sound Point CLO LTD
549300RTEBF0FW35D815
Sound Point Clo XX Ltd
83611JAG0
265000.00000000
PA
USD
243799.47000000
0.049245409217
Long
ABS-CBDO
CORP
US
N
2
2031-07-26
Floating
4.21000000
N
N
N
N
N
N
MidOcean Credit CLO
549300T32RO3I7BJ4V26
Midocean Credit Clo VIII
59801MAJ7
250000.00000000
PA
USD
238952.50000000
0.048266362703
Long
ABS-CBDO
CORP
US
N
2
2031-02-20
Floating
3.38000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP21122 CYS USD R V 03MLIBOR US0003M+ 0 BPS / Short: EUJP21122 CYS EUR P V 03MEURIB EUR003M- 7 BPS
000000000
1.00000000
NC
195284.64000000
0.039445828207
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1561000.00000000
EUR
1842448.30000000
USD
2022-11-16
195284.65000000
N
N
N
PETERBORO PROGRES HEALTH
213800QDQMAUJLZ6A181
Peterborough Progress Health PLC
000000000
588030.00000000
PA
819968.43000000
0.165626614694
Long
DBT
CORP
GB
Y
2
2042-10-02
Fixed
5.58000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
1495000.00000000
PA
USD
1394528.53000000
0.281682844202
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
44000.00000000
PA
USD
40402.78000000
0.008161016242
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
1525000.00000000
PA
USD
1381497.50000000
0.279050687517
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
OZLM Ltd
549300ROA1URR67W0G46
OZLM XX Ltd
67112MAG0
515000.00000000
PA
USD
493257.73000000
0.099633845649
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Floating
4.01000000
N
N
N
N
N
N
Whitehorse Ltd
549300UT33WDDDZEYN84
WhiteHorse X Ltd
96525XAA9
1380311.56000000
PA
USD
1305164.64000000
0.263632102204
Long
ABS-CBDO
CORP
US
N
2
2027-04-17
Floating
6.34000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAA7
279000.00000000
PA
USD
275099.16000000
0.055567679082
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
MONROE CAPITAL CLO LTD
549300P18F17MYF55L44
Monroe Capital CLO 2014-1 Ltd
000000000
250000.00000000
PA
USD
238529.63000000
0.048180946577
Long
ABS-CBDO
CORP
US
Y
2
2026-10-22
Floating
6.54000000
N
N
N
N
N
N
Optiv Security, Inc.
549300VZRXJMEDMZX746
Optiv Security, Inc. 1st Lien Term Loan
68404XAB2
506729.66000000
PA
USD
499037.50000000
0.100801309790
Long
LON
CORP
US
N
2
2024-02-01
Floating
4.25000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
745190ZT8
595000.00000000
PA
USD
581612.86000000
0.117480826749
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.25000000
Y
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
387000.00000000
PA
USD
377423.69000000
0.076236359587
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Atlas Purchaser, Inc.
N/A
Atlas Purchaser, Inc. 2021 Term Loan
04939JAC0
838662.50000000
PA
USD
814102.27000000
0.164441700511
Long
LON
CORP
US
N
2
2028-05-08
Floating
6.00000000
N
N
N
N
N
N
CIFC Funding Ltd
549300ZXX0SJBZWIWI81
CIFC Funding 2015-IV Ltd
12550TBE4
270000.00000000
PA
USD
265137.30000000
0.053555468505
Long
ABS-CBDO
CORP
US
N
2
2034-04-20
Floating
2.96000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAA9
3000.00000000
PA
USD
3078.62000000
0.000621854927
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
Y
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QH47
10000.00000000
PA
USD
9550.00000000
0.001929018377
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO IX 2018-1 Ltd
36361XAA2
850000.00000000
PA
USD
837092.75000000
0.169085580975
Long
ABS-CBDO
CORP
US
N
2
2028-01-21
Floating
6.57000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
775000.00000000
PA
USD
680701.88000000
0.137495961887
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
185000.00000000
PA
USD
216566.55000000
0.043744592133
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.88000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
535000.00000000
PA
500427.21000000
0.101082019332
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
1515000.00000000
PA
USD
1312459.65000000
0.265105631874
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B526SOAFF IRS USD R V 12MSOFR 2526SOAFF_FLO CCPOIS / Short: B526SOAFF IRS USD P F 2.52600 2526SOAFF_FIX CCPOIS
000000000
184000.00000000
OU
Notional Amount
USD
3049.21000000
0.000615914358
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-18
0.00000000
USD
0.00000000
USD
184000.00000000
USD
3049.21000000
N
N
N
Mulberry Street CDO Ltd
549300FYTB7QK2YV2Q61
Mulberry Street CDO II Ltd
62514SAC1
564456.79000000
PA
USD
387544.74000000
0.078280725184
Long
ABS-CBDO
CORP
US
N
2
2038-08-12
Floating
1.21000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
104218.52000000
0.021051250297
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1385000.00000000
EUR
1568200.88000000
USD
2022-06-15
104218.52000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
72965.65000000
0.014738437671
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
876000.00000000
EUR
998921.28000000
USD
2022-06-15
72965.65000000
N
N
N
Oak Hill European Credit Partners PLC
635400IYJPIPZAGCXJ49
Oak Hill European Credit Partners IV Designated Activity Co
000000000
325000.00000000
PA
328044.93000000
0.066262272101
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
2.50000000
N
N
N
N
N
N
610 Funding CLO 1 Ltd
N/A
610 Funding CLO 1 Ltd
36655QAM6
425000.00000000
PA
USD
417061.85000000
0.084242929125
Long
ABS-CBDO
CORP
US
N
2
2029-09-21
Floating
4.40000000
N
N
N
N
N
N
Man GLG US CLO 2018-1 Ltd
N/A
Man GLG US CLO
26829CBC0
560000.00000000
PA
USD
529622.80000000
0.106979278981
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Floating
4.13000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
1124000.00000000
PA
USD
937427.24000000
0.189352290408
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
KKR Financial CLO Ltd
635400ZS4BDP68TETX94
KKR CLO 13 Ltd
48250XAJ2
630000.00000000
PA
USD
619855.11000000
0.125205434397
Long
ABS-CBDO
CORP
US
N
2
2028-01-16
Floating
5.99000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
854000.00000000
PA
USD
866160.96000000
0.174957110952
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOF254AFF IRS USD R V 12MSOFR SOF254AFF_FLO CCPOIS / Short: BOF254AFF IRS USD P F 2.54500 SOF254AFF_FIX CCPOIS
000000000
256000.00000000
OU
Notional Amount
USD
3392.36000000
0.000685227725
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
0.00000000
USD
0.00000000
USD
256000.00000000
USD
3392.36000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
67216.59000000
0.013577176688
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
851000.00000000
EUR
966746.55000000
USD
2022-06-15
67216.59000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
575.29000000
0.000116203663
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
58000.00000000
CAD
45719.38000000
USD
2022-06-15
575.29000000
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-2 Ltd
13876VAQ8
285000.00000000
PA
USD
280844.42000000
0.056728172498
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
3.24000000
N
N
N
N
N
N
VICTORS MERGER CORP
N/A
Victors Merger Corp
92641PAA4
1528000.00000000
PA
USD
918870.44000000
0.185603975411
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.38000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
1806000.00000000
PA
USD
1725217.62000000
0.348479214025
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
153731.72000000
0.031052493514
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2043000.00000000
EUR
2313237.83000000
USD
2022-06-15
153731.72000000
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
3207000.00000000
PA
USD
3087394.94000000
0.623627390309
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
793000.00000000
PA
USD
865630.87000000
0.174850037303
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Barings 2018-2 B.V.
635400PYOXL9KBJMGY89
Barings Euro CLO 2018-2 DAC
000000000
920000.00000000
PA
936839.36000000
0.189233543673
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
3.20000000
N
N
N
N
N
N
Cairn CLO BV
549300PB1Y0A1XHHPO89
Cairn CLO III DAC
000000000
250000.00000000
PA
254516.75000000
0.051410208177
Long
ABS-CBDO
CORP
IE
Y
2
2028-10-20
Floating
6.60000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
997000.00000000
PA
USD
929717.46000000
0.187794980743
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
REVERSE REPO BNP PARIBAS
000000000
-1394000.50000000
PA
USD
-1394000.50000000
-0.28157618665
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.27000000
2022-07-18
1685000.00000000
USD
1610790.86400000
USD
CDS
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
4149000.00000000
PA
USD
4112820.72000000
0.830754633685
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.63000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QE73
18330.00000000
PA
USD
18696.60000000
0.003776553402
Long
DBT
MUN
US
N
2
2022-01-01
Fixed
10.00000000
Y
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
RBC Capital Markets, LLC
000000000
-1548343.71000000
PA
USD
-1548343.71000000
-0.31275219592
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.75100000
2022-05-17
1648000.00000000
USD
1627394.87000000
USD
CDS
N
N
N
37 Capital CLO Ltd
N/A
37 Capital CLO I
88430TAG6
275000.00000000
PA
USD
265601.88000000
0.053649309694
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
4.37000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1503000.00000000
PA
1278707.17000000
0.258287919392
Long
DBT
CORP
JP
Y
2
2029-07-06
Fixed
3.38000000
N
N
N
N
N
N
Monroe Capital MML CLO
5493006UQZL8BZLQCE22
Monroe Capital Mml Clo 2017-1 Ltd
61033TAA7
525000.00000000
PA
USD
517525.29000000
0.104535685357
Long
ABS-CBDO
CORP
US
N
2
2029-04-22
Floating
8.49000000
N
N
N
N
N
N
QUORUM HEALTH CORP
N/A
QUORUM HEALTH CORP
000000000
48950.08800000
NS
USD
453277.81000000
0.091558243512
Long
EC
CORP
US
N
3
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
51319.17000000
0.010366033721
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
662000.00000000
GBP
883779.93000000
USD
2022-06-15
51319.17000000
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
000000000
100000.00000000
PA
USD
108226.00000000
0.021860727006
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
Man GLG Euro CLO
635400MYXY3VFWZIIW08
Man GLG Euro Clo III DAC
000000000
635000.00000000
PA
648065.50000000
0.130903692066
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
3.30000000
N
N
N
N
N
N
Dryden Leveraged Loan CDO
6354005FCJJUSW8YIB74
Dryden 51 Euro CLO 2017 DAC
000000000
620000.00000000
PA
635092.65000000
0.128283287244
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-15
Floating
4.90000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
2487000.00000000
PA
USD
2268144.00000000
0.458145702462
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1126517.00000000
PA
USD
973017.79000000
0.196541277321
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
200000.00000000
PA
USD
191492.00000000
0.038679747342
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54000000
N
N
N
N
N
N
Shackleton CLO LTD
549300OH4RL7RZQLLL91
Shackleton 2021-XVI Clo Ltd
81883KAE7
1220000.00000000
PA
USD
1182526.48000000
0.238860242057
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
6.01000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan C
53226GAH4
119895.14000000
PA
USD
111658.34000000
0.022554030350
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.99000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
23000.00000000
PA
7548.34000000
0.001524700165
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
1.50000000
N
N
N
N
N
N
Northwest Fiber, LLC
254900LE3FBC16P2QY79
Northwest Fiber, LLC 2021 Term Loan
66743UAE6
441460.01000000
PA
USD
435758.55000000
0.088019502727
Long
LON
CORP
US
N
2
2027-04-30
Floating
4.30000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
472625.00000000
PA
USD
466717.19000000
0.094272883407
Long
LON
CORP
US
N
2
2028-07-27
Floating
5.80000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
220343.50000000
0.044507503752
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2412000.00000000
EUR
2769892.56000000
USD
2022-06-15
220343.50000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: DUMES1014 IRS EUR R F .00000 LCH CCP ESTRON / Short: DUMES1014 IRS EUR P V 12MESTRO
000000000
1764000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-13
0.00000000
EUR
0.00000000
EUR
1764000.00000000
EUR
0.00000000
N
N
N
Tikehau
54930064VZT4XX1Q1F93
Tikehau CLO III DAC
000000000
220000.00000000
PA
224788.55000000
0.045405365860
Long
ABS-CBDO
CORP
IE
Y
2
2030-12-01
Floating
2.70000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAJ6
264000.00000000
PA
USD
182006.88000000
0.036763834170
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.30000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
6591000.00000000
PA
USD
6253672.62000000
1.263188419897
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
93395.21000000
0.018865034183
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1332000.00000000
EUR
1501355.14000000
USD
2022-06-15
93395.21000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B346IRAFF IRS USD R V 12MSOFR 2346IRAFF_FLO CCPOIS / Short: B346IRAFF IRS USD P F 2.34600 2346IRAFF_FIX CCPOIS
000000000
56000.00000000
OU
Notional Amount
USD
1447.33000000
0.000292348289
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-18
0.00000000
USD
0.00000000
USD
56000.00000000
USD
1447.33000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYA4
30000.00000000
PA
USD
28350.00000000
0.005726457696
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.25000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-145214.00000000
-0.02933198687
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2133481.74000000
USD
1881000.00000000
EUR
2022-06-15
-145214.00000000
N
N
N
Thryv, Inc.
254900W0Q0EQ1QHCLN20
Thryv, Inc. Term Loan B
000000000
4832892.86000000
PA
USD
4858265.55000000
0.981328118124
Long
LON
CORP
US
N
2
2026-03-01
Floating
9.74000000
N
N
N
N
N
N
Wind River CLO Ltd
635400WBNY8VGBBADK15
Wind River 2016-1 CLO Ltd
87248FAE5
2250000.00000000
PA
USD
2234553.75000000
0.451360759054
Long
ABS-CBDO
CORP
US
N
2
2028-07-15
Floating
6.59000000
N
N
N
N
N
N
MIDWEST VETERINARY COMPANY, LL
N/A
MIDWEST VETERINARY COMPANY, LL
000000000
17650.00000000
NS
USD
1729700.00000000
0.349384616474
Long
EP
CORP
US
N
3
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
1377000.00000000
PA
USD
1257972.12000000
0.254099616512
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2788.41000000
-0.00056323498
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
48058.18000000
USD
36000.00000000
GBP
2022-06-15
-2788.41000000
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-14H
52525LAS9
283552.32000000
PA
USD
272263.51000000
0.054994902018
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
1.47000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
N/A
Clydesdale Acquisition Holdings Inc
18972EAA3
1001000.00000000
PA
USD
999878.88000000
0.201966987922
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
99000.00000000
PA
USD
81169.85000000
0.016395615951
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd
66858CAJ6
505000.00000000
PA
USD
464280.34000000
0.093780660535
Long
ABS-CBDO
CORP
US
N
2
2031-06-15
Floating
3.98000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
473000.00000000
PA
USD
401993.24000000
0.081199198695
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
Toro European CLO
635400CNR8OQZHQBZR28
Toro European CLO 5 DAC
000000000
615000.00000000
PA
585614.09000000
0.118289041011
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
4.20000000
N
N
N
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DigitalBridge Group Inc
19624RAA4
610000.00000000
PA
USD
611741.81000000
0.123566617140
Long
DBT
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
DigitalBridge Group Inc
DigitalBridge Group Inc
USD
XXXX
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
1036000.00000000
PA
1542284.61000000
0.311528309510
Long
DBT
CORP
GB
Y
2
2032-03-30
Fixed
6.46000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
111000.00000000
PA
USD
106296.93000000
0.021471071353
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP11232 CYS USD R V 03MLIBOR US0003M+0BPS / Short: EUJP11232 CYS EUR P V 03MEURIB EUR003M - 9.25 BPS
000000000
1.00000000
NC
456812.02000000
0.092272123725
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4475000.00000000
EUR
5182945.00000000
USD
2023-11-05
456812.02000000
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
1058690.62000000
PA
USD
865479.58000000
0.174819478016
Long
LON
CORP
US
N
2
2025-04-29
Floating
7.47000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
469000.00000000
PA
USD
459087.69000000
0.092731789616
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
880000.00000000
PA
1056069.71000000
0.213317055326
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
5.25000000
N
N
N
N
N
N
Black Diamond CLO Ltd
54930069GUF2V1O4MD77
Black Diamond Clo 2017-1 Ltd
09202VAN8
590000.00000000
PA
USD
577021.77000000
0.116553465808
Long
ABS-CBDO
CORP
US
N
2
2029-04-24
Floating
5.13000000
N
N
N
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings Inc
04683P100
1964.00000000
NS
USD
163666.99000000
0.033059333139
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2153SOF IRS USD R V 12MSOFR MS2153SOF_FLO CCPOIS / Short: BS2153SOF IRS USD P F 2.15300 MS2153SOF_FIX CCPOIS
000000000
543000.00000000
OU
Notional Amount
USD
28209.52000000
0.005698081936
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-09-23
0.00000000
USD
0.00000000
USD
543000.00000000
USD
28209.52000000
N
N
N
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Long: 57584DTR2 TRS USD R F 5.90000 57584DTR2 / Short: 57584DTR2 TRS USD P V 01MSIFMA MUNIPSA + 145 BPS
000000000
587246.88000000
OU
Notional Amount
USD
-23703.38000000
-0.00478788017
N/A
DIR
US
N
3
BofA Securities, Inc.
B4TYDEB6GKMZO031MB27
Massachusetts Development Finance Agency
Massachusetts Development Finance Agency
Y
equity-performance leg
2023-12-01
0.00000000
USD
0.00000000
USD
587246.88000000
USD
-23703.38000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
580000.00000000
PA
495482.24000000
0.100083177656
Long
DBT
CORP
NL
Y
2
2034-01-19
Fixed
2.78000000
N
N
N
N
N
N
Brookside Mill CLO Ltd
N/A
Brookside Mill CLO Ltd 2013-1
114520AF6
720000.00000000
PA
USD
705600.00000000
0.142525169326
Long
ABS-CBDO
CORP
US
N
2
2028-01-17
Floating
6.54000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
1509000.00000000
PA
USD
1388642.16000000
0.280493847772
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
2022-05-31
FS Credit Income Fund
Edward T Gallivan Jr
Edward T Gallivan Jr
Chief Financial Officer