0001752724-22-290227.txt : 20221223
0001752724-22-290227.hdr.sgml : 20221223
20221223140317
ACCESSION NUMBER: 0001752724-22-290227
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221223
DATE AS OF CHANGE: 20221223
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: 221484792
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
primary_doc.xml
NPORT-P
false
0001688897
XXXXXXXX
FS Credit Income Fund
811-23221
0001688897
549300BXKIPDIJFNPT82
201 ROUSE BOULEVARD
PHILADELPHIA
19112
215-495-1150
FS Credit Income Fund
549300BXKIPDIJFNPT82
2022-10-31
2022-10-31
N
571754968.00
98632427.00
473122541.00
0.00000000
1697026.71000000
0.00000000
0.00000000
0.00000000
0.00000000
98632427.18000000
0.00000000
0.00000000
0.00000000
10613900.34000000
0.00000000
0.00000000
0.00000000
EUR
GBP
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund`s Securities Portfolio
Cairn CLO BV
549300Y5W5PXZBF04375
Cairn CLO VI DAC
000000000
190000.00000000
PA
149345.16000000
0.031565851773
Long
ABS-CBDO
CORP
IE
Y
2
2029-07-25
Floating
8.40000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
32725.17000000
0.006916848630
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
866000.00000000
EUR
892047.55000000
USD
2022-12-21
32725.17000000
N
N
N
Sound Point EURO CLO Funding DAC
635400C9UNRNNADDDC68
Sound Point Euro CLO V Funding DAC
000000000
210000.00000000
PA
182981.97000000
0.038675386214
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-25
Floating
3.79000000
N
N
N
N
N
N
Hull Street CDO Ltd
549300W5TZ4WI4ZLP434
Hull Street CLO Ltd
444838AG1
201470.86000000
PA
USD
197574.21000000
0.041759627343
Long
ABS-CBDO
CORP
US
N
2
2026-10-18
Floating
7.79000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
1062000.00000000
PA
USD
913389.03000000
0.193055487922
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2022 Extended Term Loan C
53226GAL5
223228.66000000
PA
USD
202580.01000000
0.042817661904
Long
LON
CORP
US
N
2
2027-02-01
Floating
9.48000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
127000.00000000
PA
USD
110864.65000000
0.023432544508
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
29279UAB2
1770968.53000000
PA
USD
1517658.05000000
0.320774834949
Long
LON
CORP
US
N
2
2028-02-10
Floating
6.70000000
N
N
N
N
N
N
SPN NEW UN PE
N/A
SPN NEW UN PE
000000000
26438.00000000
NS
USD
1784565.00000000
0.377188750345
Long
EC
CORP
US
N
2
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
903000.00000000
PA
USD
872677.26000000
0.184450577678
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
JFIN CLO Ltd
254900VJGL23NNLC3592
JFIN CLO 2015-II Ltd
03755AAA6
330000.00000000
PA
USD
313618.47000000
0.066286943195
Long
ABS-CBDO
CORP
US
N
2
2026-10-17
Floating
10.18000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QA51
80000.00000000
PA
USD
61400.00000000
0.012977610381
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
7.00000000
Y
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
972000.00000000
PA
891751.30000000
0.188482099820
Long
SN
CORP
GB
Y
2
2034-09-15
Floating
4.23000000
N
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
1.00000000
NC
130007.42000000
0.027478593542
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
794000.00000000
EUR
914449.80000000
USD
2023-10-05
130007.42000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
9834.52000000
0.002078641186
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
87000.00000000
GBP
109776.60000000
USD
2022-12-21
9834.52000000
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
255000.00000000
PA
USD
210702.68000000
0.044534483509
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1725000.00000000
PA
USD
1499589.94000000
0.316955927914
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
224250.50000000
0.047397974217
Long
ABS-CBDO
CORP
US
N
2
2030-08-23
Floating
7.03000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
1140000.00000000
PA
USD
860346.60000000
0.181844348016
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.38000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
6956000.00000000
PA
USD
6624755.28000000
1.400219754061
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.13000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AZ6
962000.00000000
PA
USD
699268.18000000
0.147798534079
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.38000000
N
N
N
N
N
N
Washington Prime Group, L.P.
549300K4BNOIQ154O537
Washington Prime Group, L.P. 2021 Take-back Exit Term Loan
000000000
0.01000000
PA
USD
0.01000000
0.000000002113
Long
LON
CORP
US
N
2
2025-10-20
Floating
9.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
13527.75000000
0.002859248678
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1162000.00000000
EUR
1166567.71000000
USD
2022-12-21
13527.75000000
N
N
N
OZLM Ltd
54930042UBEHLEPQ4B17
OZLM XVI Ltd
67111KAG5
250000.00000000
PA
USD
219244.25000000
0.046339844543
Long
ABS-CBDO
CORP
US
N
2
2030-05-16
Floating
6.47000000
N
N
N
N
N
N
Galaxy CLO Ltd
6354006LLTU5DRVJLQ86
Galaxy Xxiv Clo Ltd
000000000
550000.00000000
PA
USD
475833.05000000
0.100572897878
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
6.53000000
N
N
N
N
N
N
Riverbed Technology, Inc.
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc. 2021 PIK Exit Term Loan
000000000
517300.41000000
PA
USD
202396.37000000
0.042778847436
Long
LON
CORP
US
N
2
2026-12-07
Floating
9.20000000
N
N
Y
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
2566000.00000000
PA
USD
2052402.27000000
0.433799299788
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
542164.29000000
0.114592783690
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
17220.14000000
0.003639678626
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
960000.00000000
PA
USD
944400.00000000
0.199610020271
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
2232000.00000000
PA
USD
1878060.80000000
0.396950184624
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
182959.00000000
PA
USD
47795.76000000
0.010102194644
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
3.88000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
3447000.00000000
PA
USD
3244006.17000000
0.685658764670
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
33884.05000000
0.007161791515
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Variable
2.43000000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc. 2022 Term Loan B
000000000
4347137.50000000
PA
USD
3266613.00000000
0.690436983428
Long
LON
CORP
CA
N
2
2027-02-01
Floating
8.62000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-6008.82000000
-0.00127003460
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
110545.94000000
USD
91000.00000000
GBP
2022-12-21
-6008.82000000
N
N
N
Greywolf CLO Ltd
549300RJBZLY8V18YD77
Greywolf CLO V Ltd
39808PAQ9
740000.00000000
PA
USD
681605.86000000
0.144065395522
Long
ABS-CBDO
CORP
US
N
2
2031-01-27
Floating
6.36000000
N
N
N
N
N
N
Contego CLO DAC
724500ZKXHKZIQU65B86
Contego CLO II BV
000000000
615000.00000000
PA
510287.23000000
0.107855193058
Long
ABS-CBDO
CORP
NL
Y
2
2026-11-15
Floating
7.22000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
192000.00000000
PA
USD
128902.08000000
0.027244966965
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
1151393.39000000
PA
USD
1067917.37000000
0.225716865601
Long
LON
CORP
US
N
2
2028-10-20
Floating
10.61000000
N
N
N
N
N
N
BURFORD CAPITAL FINANCE
549300L30WEIAK4ZUX81
Burford Capital Finance LLC
000000000
488300.00000000
PA
USD
446745.67000000
0.094424938844
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
6.13000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAQ3
250000.00000000
PA
USD
224427.00000000
0.047435279563
Long
ABS-CBDO
CORP
US
N
2
2030-10-21
Floating
7.23000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300GJYHKO4BDEN716
Galaxy XXVII CLO Ltd
36320UAJ9
1290000.00000000
PA
USD
1146932.55000000
0.242417650948
Long
ABS-CBDO
CORP
US
N
2
2031-05-16
Floating
5.67000000
N
N
N
N
N
N
EUROPCAR MOBILITY GROUP
N/A
Europcar Mobility Group EUR Term Loan
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
FR
N
2
2023-06-09
Floating
6.04000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
596000.00000000
PA
USD
557987.12000000
0.117937124454
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust Revolver
000000000
5281550.00000000
PA
USD
5215530.63000000
1.102363590408
Long
LON
CORP
US
N
2
2025-04-21
Floating
10.26000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
654000.00000000
PA
631851.42000000
0.133549210879
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.63000000
N
N
N
N
N
N
American Greetings Corp
549300WMJOT8C9DNMF90
American Greetings Corp
026375AR6
2502000.00000000
PA
USD
2396703.71000000
0.506571448685
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
533000.00000000
PA
USD
411955.70000000
0.087071670508
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd
04941VAJ4
250000.00000000
PA
USD
232186.75000000
0.049075393767
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Floating
5.26000000
N
N
N
N
N
N
Avoca CLO
635400ZMWQZGBPHKHU66
Avoca CLO XI DAC
000000000
210000.00000000
PA
170023.63000000
0.035936489020
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
6324.34000000
0.001336723459
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
84427.66000000
USD
79000.00000000
GBP
2022-12-21
6324.34000000
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
1400000.00000000
PA
1079585.13000000
0.228182983570
Long
DBT
CORP
NL
Y
2
2029-10-23
Fixed
3.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
1275000.00000000
PA
USD
1130746.26000000
0.238996488649
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
137000.00000000
PA
USD
102428.05000000
0.021649370115
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Steele Creek CLO Ltd
549300ZMV389HVGL0K94
Steele Creek CLO 2014-1 Ltd
85816WAG9
250000.00000000
PA
USD
231766.50000000
0.048986568999
Long
ABS-CBDO
CORP
US
N
2
2031-04-21
Floating
6.23000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
1709000.00000000
PA
USD
1537254.05000000
0.324916679461
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.88000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
1198042.94000000
NS
USD
1198042.94000000
0.253220431532
Long
EC
RF
US
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC22
000000000
-5.00000000
NC
USD
46132.81000000
0.009750710651
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYZ2 Comdty
2022-12-20
-627304.69000000
USD
46132.81000000
N
N
N
Anchorage Credit Funding Ltd.
549300A5WKMO0YA6UL92
Anchorage Credit Funding 2 Ltd
03329MAQ2
250000.00000000
PA
USD
181564.50000000
0.038375787299
Long
ABS-CBDO
CORP
US
N
2
2038-04-25
Fixed
7.04000000
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
59151KAJ7
1429000.00000000
PA
USD
989582.50000000
0.209159871755
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
5.65000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
1075000.00000000
PA
873006.58000000
0.184520183323
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
SPN NEW RES PE
N/A
SPN NEW RES PE
000000000
1228.00000000
NS
USD
82890.00000000
0.017519774015
Long
EC
CORP
US
N
2
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
290000.00000000
PA
218132.40000000
0.046104842001
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
5.69000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
2226000.00000000
PA
USD
2257998.75000000
0.477254528018
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.38000000
N
N
N
N
N
N
TIBCO SOFTWARE INC.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2022 USD Term Loan
88632NAV2
2470000.00000000
PA
USD
2259284.30000000
0.477526244094
Long
LON
CORP
US
N
2
2029-03-30
Floating
8.15000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLH3
15000.00000000
PA
USD
10987.50000000
0.002322337036
Long
DBT
MUN
US
N
2
2017-07-01
None
0.00000000
Y
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XX Ltd
55819TAW1
675000.00000000
PA
USD
596930.85000000
0.126168338701
Long
ABS-CBDO
CORP
US
N
2
2030-07-27
Floating
7.36000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
100000.00000000
PA
86740.38000000
0.018333597003
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
2.98000000
N
N
N
N
N
N
VIBRANTZ TECH INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69357VAA3
1982000.00000000
PA
USD
1310534.69000000
0.276996882716
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS I
549300XL60BDV6UW5C86
Advisor Group Holdings Inc
00791GAA5
1901000.00000000
PA
USD
1876546.60000000
0.396630140689
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAC6
1101000.00000000
PA
USD
910835.28000000
0.192515722898
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.63000000
N
N
N
N
N
N
ARYZTA AG
549300W2PUDQQVRD8W85
Aryzta AG
000000000
730000.00000000
PA
623673.04000000
0.131820614313
Long
DBT
CORP
CH
Y
2
2023-01-25
Floating
6.51000000
N
N
N
N
N
N
Penta CLO S.A.
549300FTCSBBS0J25486
Penta Clo 9 DAC
000000000
335000.00000000
PA
276088.88000000
0.058354624029
Long
ABS-CBDO
CORP
IE
N
2
2036-07-25
Floating
4.64000000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NEWSTAR EXETER FUND CLO LLC
31679NAL8
657685.14000000
PA
USD
651869.23000000
0.137780209884
Long
ABS-CBDO
CORP
US
N
2
2027-01-20
Floating
11.44000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd
04941GAS7
500000.00000000
PA
USD
469583.00000000
0.099251876481
Long
ABS-CBDO
CORP
US
N
2
2027-11-17
Floating
5.54000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CL6
2655000.00000000
PA
USD
2011490.31000000
0.425152077038
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.50000000
N
N
N
N
N
N
Lockwood Grove CLO Ltd
5493002M81H40VJBI051
Lockwood Grove CLO LTD
54008PBC6
550000.00000000
PA
USD
513299.60000000
0.108491892801
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Floating
6.36000000
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
748298.01000000
0.158161563898
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4212000.00000000
EUR
4908664.80000000
USD
2023-07-20
748298.01000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
512000.00000000
PA
USD
385986.57000000
0.081582790197
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900EL25PYQV3BT157
Wellfleet CLO 2017-2 Ltd
94951MAG8
395000.00000000
PA
USD
349625.56000000
0.073897464124
Long
ABS-CBDO
CORP
US
N
2
2029-10-20
Floating
7.64000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493008VFWRM4UWVV341
Anchorage Credit Funding 12 Ltd
03332DBA1
295000.00000000
PA
USD
237436.06000000
0.050184897024
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
123225.60000000
0.026045176317
Long
ABS-CBDO
CORP
IE
Y
2
2032-11-16
Floating
2.63000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
317000.00000000
PA
USD
186132.27000000
0.039341239080
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAU0
530000.00000000
PA
USD
470119.54000000
0.099365280505
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
7.34000000
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
423920.10000000
PA
416844.22000000
0.088104916565
Long
LON
CORP
LU
N
2
2028-09-29
Floating
8.19000000
N
N
Y
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAL9
250000.00000000
PA
USD
221290.00000000
0.046772237808
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
7.03000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
REVERSE REPO BNP PARIBAS
000000000
-4678235.47000000
PA
USD
-4678235.47000000
-0.98879995447
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.27000000
2022-11-14
5687192.00000000
USD
5455541.74800000
USD
CDS
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
627000.00000000
PA
USD
596615.58000000
0.126101702687
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
Barings 2018-1 B.V.
635400CCJ8QE5TOF7C57
Barings Euro CLO 2018-1 DAC
000000000
190000.00000000
PA
160901.61000000
0.034008443068
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
3.68000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1243000.00000000
PA
USD
754525.86000000
0.159477893064
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.38000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
1742000.00000000
PA
USD
1514999.98000000
0.320213020668
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.13000000
N
N
N
N
N
N
SHELF DRILL NO SEA HOLD
N/A
Shelf Drilling North Sea Holdings Ltd
822541AA6
915000.00000000
PA
USD
906646.05000000
0.191630279987
Long
DBT
CORP
KY
N
2
2025-10-31
Fixed
10.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC83
5000.00000000
PA
USD
3731.25000000
0.000788643464
Long
DBT
MUN
US
N
2
2020-01-01
Fixed
5.40000000
Y
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAR0
776000.00000000
PA
USD
694520.00000000
0.146794950528
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
409403.42000000
0.086532216185
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4583000.00000000
EUR
4957064.46000000
USD
2022-12-21
409403.42000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-9144.22000000
-0.00193273818
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-9144.22000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
99890.02000000
0.021112927697
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1286000.00000000
EUR
1375973.83000000
USD
2022-12-21
99890.02000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXQ0
5000.00000000
PA
USD
3762.50000000
0.000795248518
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
762292.34000000
0.161119429733
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Floating
12.41000000
N
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
543000.00000000
PA
USD
566194.25000000
0.119671797670
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
880000.00000000
PA
USD
760870.33000000
0.160818871236
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
LHS Borrower, LLC
N/A
LHS Borrower, LLC 2022 Term Loan B
000000000
2349910.70000000
PA
USD
1863772.92000000
0.393930273552
Long
LON
CORP
US
N
2
2029-02-16
Floating
8.58000000
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
1453000.00000000
OU
Notional Amount
97166.44000000
0.020537267109
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-13
0.00000000
EUR
0.00000000
EUR
1453000.00000000
EUR
97166.44000000
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
287000.00000000
OU
Notional Amount
USD
9791.02000000
0.002069446951
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-05-18
0.00000000
USD
0.00000000
USD
287000.00000000
USD
9791.02000000
N
N
N
Madison Park Euro Funding
635400XLHN7OVUSEV112
Madison Park Euro Funding XIV DAC
000000000
345000.00000000
PA
311154.62000000
0.065766179591
Long
ABS-CBDO
CORP
IE
N
2
2032-07-15
Floating
3.78000000
N
N
N
N
N
N
Contego CLO DAC
724500ZKXHKZIQU65B86
Contego CLO II BV
000000000
170000.00000000
PA
151620.90000000
0.032046856123
Long
ABS-CBDO
CORP
NL
Y
2
2026-11-15
Floating
5.52000000
N
N
N
N
N
N
PREMIUM APPAREL LLC
N/A
Premium Apparel LLC Term Loan
000000000
4700000.00000000
PA
USD
4559000.00000000
0.963598138943
Long
LON
CORP
US
N
3
2027-09-01
Floating
10.95000000
N
N
N
N
N
N
BNP PARIBAS PRIME BROKER
N/A
BNP PARIBAS PRIME BROKER
000000000
1549678.29000000
NS
1777170.31000000
0.375625795854
Long
STIV
CORP
GB
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
560000.00000000
PA
427202.48000000
0.090294256345
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
3.38000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan B
53226GAG6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-01-30
None
0.00000000
N
N
N
N
N
N
GAMMA BONDCO SARL
549300IUULUT56XJQC09
Gamma Bondco Sarl
000000000
2005000.00000000
PA
1652511.62000000
0.349277719152
Long
DBT
CORP
LU
Y
2
2026-11-15
Fixed
8.13000000
N
N
Y
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-25406.24000000
-0.00536990690
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
430918.36000000
USD
353000.00000000
GBP
2022-12-21
-25406.24000000
N
N
N
OZLM Funding Ltd
549300788AI08GTXXH35
OZLM Funding IV Ltd
67108FAU0
250000.00000000
PA
USD
221061.75000000
0.046723994492
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
7.67000000
N
N
N
N
N
N
Providus CLO
6354008C72YCMAEWD258
Providus CLO V DAC
000000000
370000.00000000
PA
301310.95000000
0.063685604444
Long
ABS-CBDO
CORP
IE
Y
2
2035-02-15
Floating
3.27000000
N
N
N
N
N
N
Hanger, Inc.
254900ZJJJYVLHJXSZ60
Hanger, Inc. 2022 Delayed Draw Term Loan
000000000
183376.07000000
PA
USD
180625.43000000
0.038177303837
Long
LON
CORP
US
N
3
2028-10-03
Fixed
1.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLX8
25000.00000000
PA
USD
18312.50000000
0.003870561728
Long
DBT
MUN
US
N
2
2025-07-01
Floating
1.33000000
Y
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
2373075.01000000
PA
USD
1852113.85000000
0.391465992316
Long
LON
CORP
US
N
2
2028-10-06
Floating
7.60000000
N
N
N
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
520000.00000000
PA
439918.72000000
0.092981982864
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
3.69000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXI LP
50189DAE9
570000.00000000
PA
USD
519943.74000000
0.109896209743
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Floating
9.99000000
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II, Inc. 2022 Term Loan B
69346EAG2
3426566.29000000
PA
USD
2684937.42000000
0.567493025025
Long
LON
CORP
US
N
2
2029-04-23
Floating
8.49000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
726000.00000000
PA
USD
654837.48000000
0.138407584347
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
-1194000.00000000
PA
USD
-951095.63000000
-0.20102522022
Short
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
775000.00000000
PA
USD
763363.38000000
0.161345806603
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.38000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AS6
44000.00000000
PA
USD
27758.81000000
0.005867150176
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
74526QKT8
80000.00000000
PA
USD
60200.00000000
0.012723976302
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
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
1883699.40000000
0.398141968890
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
8280000.00000000
EUR
10075104.00000000
USD
2023-01-13
1883699.41000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18115.48000000
0.003828919239
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2096000.00000000
EUR
2097953.47000000
USD
2022-12-21
18115.48000000
N
N
N
Byju's Alpha, Inc.
254900EAJ040Y8AVVN71
Byju's Alpha, Inc. Term Loan B
000000000
90337.46000000
PA
USD
73237.93000000
0.015479695777
Long
LON
CORP
US
N
2
2026-11-24
Floating
8.98000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd
27830TAJ4
250000.00000000
PA
USD
218779.75000000
0.046241667018
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
7.13000000
N
N
N
N
N
N
Avoca CLO
5493000BN1WPGQDK4X78
Avoca CLO XXII DAC
000000000
360000.00000000
PA
294635.82000000
0.062274737402
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
4.28000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD90
18126.00000000
PA
USD
14319.54000000
0.003026602784
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
10.00000000
Y
N
N
N
N
N
BNPP IP CLO LTD
54930038CI4SMKCMEM78
BNPP IP CLO 2014-II Ltd
05580HAS8
280000.00000000
PA
USD
274463.28000000
0.058011034397
Long
ABS-CBDO
CORP
US
N
2
2025-10-30
Floating
7.91000000
N
N
N
N
N
N
CFIP CLO LTD
549300MKTOFNTIBVKV67
CFIP CLO 2014-1 Ltd
12528CAU5
495000.00000000
PA
USD
467975.48000000
0.098912108269
Long
ABS-CBDO
CORP
US
N
2
2029-07-13
Floating
8.04000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
735000.00000000
PA
USD
570962.70000000
0.120679665524
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAG2
295000.00000000
PA
USD
187769.59000000
0.039687305872
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.13000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-11476.26000000
-0.00242564219
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Sacramento Housing Authority
Sacramento Housing Authority
Y
equity-performance leg
2024-12-01
0.00000000
USD
0.00000000
USD
247173.91000000
USD
-11476.26000000
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
496464.27000000
0.104933548283
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2027000.00000000
GBP
2823205.60000000
USD
2023-03-12
496464.27000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
252133.00000000
PA
77242.81000000
0.016326174152
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
4.00000000
N
N
N
N
N
N
Jubilee CDO BV
6354007TDEHDC4GVCI10
Jubilee CLO 2017-XVIII DAC
000000000
200000.00000000
PA
175240.65000000
0.037039167406
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-15
Floating
4.48000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
197000.00000000
PA
USD
158398.45000000
0.033479370833
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
MKS CLO Ltd
5493003VGNSG059H2J98
MKS CLO 2017-1 Ltd
12661KAG5
665000.00000000
PA
USD
600489.68000000
0.126920539175
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
8.39000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
15331.86000000
0.003240568493
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
452000.00000000
GBP
534571.18000000
USD
2022-12-21
15331.86000000
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AE7
41000.00000000
PA
USD
27543.63000000
0.005821669359
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
Restoration Hardware, Inc.
5493008MTS3OGGMHGK69
Restoration Hardware, Inc. 2022 Incremental Term Loan
76133MAC5
1944634.59000000
PA
USD
1847402.86000000
0.390470269308
Long
LON
CORP
US
N
2
2028-10-20
Floating
7.08000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd
000000000
430000.00000000
PA
USD
361138.51000000
0.076330861183
Long
ABS-CBDO
CORP
US
Y
2
2032-07-20
Floating
7.64000000
N
N
N
N
N
N
SVF II FINCO CAYMAN LP
N/A
SVF II Finco Cayman LP Term Loan
000000000
3685271.79000000
PA
USD
3604195.81000000
0.761789071047
Long
LON
CORP
KY
N
3
2023-12-22
Floating
5.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
2303000.00000000
PA
USD
1820302.72000000
0.384742336763
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.63000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9566.67000000
-0.00202202794
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1254000.00000000
EUR
1234763.89000000
USD
2022-12-21
-9566.67000000
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton 2015-VIII CLO Ltd
000000000
460000.00000000
PA
USD
428622.02000000
0.090594292779
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Floating
6.94000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAZ5
146006.62000000
PA
USD
127477.08000000
0.026943776496
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
4.09000000
N
N
N
N
N
N
Venture CDO Ltd
549300A6M3BR8FZNXO79
Venture CDO Ltd
92329VAG7
135000.00000000
PA
USD
126879.21000000
0.026817409657
Long
ABS-CBDO
CORP
US
N
2
2029-04-20
Floating
8.45000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAY8
128191.99000000
PA
USD
112020.92000000
0.023676935739
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.37000000
N
N
N
N
N
N
Bausch & Lomb, Inc.
549300NY6OZM39SO6475
Bausch & Lomb, Inc. Term Loan
000000000
5338959.48000000
PA
USD
5014617.69000000
1.059898283307
Long
LON
CORP
CA
N
2
2027-05-10
Floating
6.62000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
123812.60000000
0.026169245654
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1386000.00000000
EUR
1499125.32000000
USD
2022-12-21
123812.60000000
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
4408000.00000000
PA
USD
4178188.92000000
0.883109249280
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
AQUADRILL LLC
N/A
AQUADRILL LLC LIMITED PARTNERSHIP
000000000
6967.00000000
NS
USD
284486.99000000
0.060129663109
Long
EC
CORP
MH
N
1
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QVE9
215000.00000000
PA
USD
162593.75000000
0.034366096710
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.50000000
Y
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
1055000.00000000
PA
USD
610199.71000000
0.128972867940
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XIX Ltd
87165YAJ2
250000.00000000
PA
USD
216734.00000000
0.045809273754
Long
ABS-CBDO
CORP
US
N
2
2031-04-16
Floating
6.63000000
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
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AP5
517000.00000000
PA
USD
332381.89000000
0.070252812156
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.88000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
321000.00000000
PA
USD
244327.55000000
0.051641494291
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
1292000.00000000
PA
USD
1176256.18000000
0.248615544191
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
815439.00000000
0.172352599873
Long
DBT
CORP
US
N
3
2025-01-15
Fixed
10.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZM7
60000.00000000
PA
USD
44850.00000000
0.009479573707
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.00000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-52315.93000000
-0.01105758560
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
860039.27000000
USD
814000.00000000
EUR
2022-12-21
-52315.93000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
84378.00000000
PA
USD
22063.38000000
0.004663354223
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
4.50000000
N
N
N
N
N
N
FRONTIER SOUTHWEST INC
N/A
Frontier Southwest Inc
362338AQ8
308000.00000000
PA
USD
306929.70000000
0.064873193179
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
908000.00000000
PA
USD
787222.38000000
0.166388686181
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
246038.70000000
0.052003165919
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
10.98000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
185000.00000000
PA
149462.61000000
0.031590676209
Long
DBT
CORP
NL
Y
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 2nd Lien Term Loan
000000000
1030000.00000000
PA
USD
996525.00000000
0.210627250583
Long
LON
CORP
US
N
2
2029-04-02
Floating
10.75000000
N
N
N
N
N
N
Cairn CLO BV
54930036FO0EWQ03QK50
Cairn CLO XI DAC
000000000
625000.00000000
PA
532380.93000000
0.112524955770
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
5.53000000
N
N
N
N
N
N
American Money Management Corporation
549300R4YQWFRASHVE93
AMMC CLO XIII Ltd
00176DAN9
540000.00000000
PA
USD
491349.24000000
0.103852426680
Long
ABS-CBDO
CORP
US
N
2
2029-07-24
Floating
7.92000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XI Ltd
55818KAU5
430000.00000000
PA
USD
391058.34000000
0.082654768291
Long
ABS-CBDO
CORP
US
N
2
2029-07-23
Floating
7.57000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
124999.97000000
PA
USD
72187.48000000
0.015257670845
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300QR0537E9AXFW42
Galaxy Xxviii Clo Ltd
36321JAG9
525000.00000000
PA
USD
495097.58000000
0.104644682317
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
5.68000000
N
N
N
N
N
N
JFIN CLO Ltd
2549009ITDOWQA202P03
JFIN CLO 2012 Ltd
46616EAE8
700000.00000000
PA
USD
664591.20000000
0.140469147505
Long
ABS-CBDO
CORP
US
N
2
2028-07-20
Floating
10.69000000
N
N
N
N
N
N
Jubilee CDO BV
635400ZFJLXF8EIW5950
Jubilee CLO 2014-XI DAC
000000000
305000.00000000
PA
267826.34000000
0.056608239259
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
4.68000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
2996000.00000000
PA
USD
2421142.50000000
0.511736873682
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AE8
260000.00000000
PA
USD
239661.76000000
0.050655324832
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
6.04000000
N
N
N
N
N
N
AP Core Holdings II, LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II, LLC Amortization Term Loan B1
00187GAC3
472095.66000000
PA
USD
431377.41000000
0.091176676784
Long
LON
CORP
US
N
2
2027-09-01
Floating
9.25000000
N
N
N
N
N
N
Allegro CLO Ltd
254900TYK5TGNAFE3053
Allegro CLO V Ltd
01748RAN5
250000.00000000
PA
USD
238070.75000000
0.050319046202
Long
ABS-CBDO
CORP
US
N
2
2030-10-16
Floating
5.53000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
397000.00000000
PA
USD
382819.16000000
0.080913320931
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC42
10000.00000000
PA
USD
7900.00000000
0.001669757687
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
2364000.00000000
PA
1915735.01000000
0.404913070924
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
1315000.00000000
PA
USD
1188760.00000000
0.251258373250
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
904733.14000000
0.191225964015
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4618000.00000000
EUR
5471868.20000000
USD
2023-07-06
904733.14000000
N
N
N
Sound Point Euro CLO Funding
635400QLJRHTPJDQPY76
Sound Point Euro CLO I Funding DAC
000000000
215000.00000000
PA
174444.06000000
0.036870798764
Long
ABS-CBDO
CORP
IE
Y
2
2034-05-25
Floating
4.59000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
651000.00000000
PA
USD
432871.06000000
0.091492377235
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
69859.00000000
0.014765519278
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
618000.00000000
GBP
779792.40000000
USD
2022-12-21
69859.00000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
2877000.00000000
PA
USD
2528266.34000000
0.534378754108
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
UTEX INDUSTRIES WARRANTS
N/A
UTEX INDUSTRIES WARRANTS
000000000
2245.00000000
NS
USD
24066.40000000
0.005086716001
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
21835.82000000
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAR8
2423000.00000000
PA
USD
2234296.76000000
0.472244834346
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP2024 CYS USD R V 00MSOFR / Short: GBJP2024 CYS GBP P V 00MSONIO SONIO/N -20 BPS
000000000
1.00000000
NC
-21148.98000000
-0.00447008505
N/A
DFE
US
N
3
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1479000.00000000
GBP
1674967.50000000
USD
2024-10-24
-21148.98000000
N
N
N
LOTTOMATICA SPA
N/A
Lottomatica SpA
000000000
465000.00000000
PA
467873.48000000
0.098890549372
Long
DBT
CORP
IT
N
2
2027-09-30
Fixed
9.75000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
620000.00000000
PA
USD
589920.70000000
0.124686661251
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.88000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QUX8
80000.00000000
PA
USD
60100.00000000
0.012702840129
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.50000000
Y
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
3105000.00000000
PA
USD
2916464.40000000
0.616428968663
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding 2017-2 Ltd
40490BAE8
440000.00000000
PA
USD
411154.92000000
0.086902416260
Long
ABS-CBDO
CORP
US
N
2
2030-01-17
Floating
6.18000000
N
N
N
N
N
N
Tikehau
54930034CW1LGH5B6D54
Tikehau CLO II DAC
000000000
425000.00000000
PA
351910.70000000
0.074380455274
Long
ABS-CBDO
CORP
IE
Y
2
2035-09-07
Floating
4.16000000
N
N
N
N
N
N
Apidos CLO
549300NWD6NYUKJT1J26
Apidos CLO XXXVI
03769LAE8
355000.00000000
PA
USD
333628.65000000
0.070516329510
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
5.84000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-4 Ltd
69701QAC3
250000.00000000
PA
USD
224570.00000000
0.047465504290
Long
ABS-CBDO
CORP
US
N
2
2028-11-25
Floating
11.57000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-37735.13000000
-0.00797576245
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1169937.02000000
USD
1141000.00000000
EUR
2022-12-21
-37735.13000000
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
420000.00000000
PA
USD
347293.80000000
0.073404619290
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
Hexion Holdings Corporation
54930030FZF8HYAEHM46
Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan
42829JAB5
2490000.00000000
PA
USD
2004450.00000000
0.423664024919
Long
LON
CORP
US
N
2
2030-03-15
Floating
11.00000000
N
N
N
N
N
N
OFSI Fund LTD
254900VR4BMP1BVIS878
OFSI BSL VIII Ltd
67111CAN8
855000.00000000
PA
USD
817058.52000000
0.172694904426
Long
ABS-CBDO
CORP
US
N
2
2029-08-16
Floating
5.58000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B045IRSSO IRS USD R V 00MSOFR 4045IRSSO_FLO CCPOIS / Short: B045IRSSO IRS USD P F 4.04500 4045IRSSO_FIX CCPOIS
000000000
489000.00000000
OU
Notional Amount
USD
1671.28000000
0.000353244636
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-10-28
0.00000000
USD
0.00000000
USD
489000.00000000
USD
1671.28000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD66
69428.00000000
PA
USD
54848.12000000
0.011592793673
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
10.00000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
976000.00000000
PA
USD
563557.04000000
0.119114392395
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
BlackRock European CLO DAC
635400HIECLCZDEHKS94
Blackrock European CLO X DAC
000000000
260000.00000000
PA
232749.71000000
0.049194381968
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
3.16000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300EY8WEC9D18YD37
BlueMountain Fuji US Clo III Ltd
09628FAJ8
250000.00000000
PA
USD
214690.25000000
0.045377303213
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
6.48000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
485000.00000000
PA
USD
522507.48000000
0.110438086271
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
340000.00000000
PA
USD
298656.00000000
0.063124449612
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
3227000.00000000
PA
USD
2912222.29000000
0.615532348943
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
EAGLE INT GLO/EAGLE US
N/A
Eagle Intermediate Global Holding BV/Eagle US Finance LLC
26963PAA2
1559000.00000000
PA
USD
1209004.50000000
0.255537285846
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
303564.00000000
0.064161812996
Long
LON
CORP
US
N
2
2026-07-08
Floating
7.50000000
N
N
N
N
N
N
DUMMY BROKER
N/A
Long: DUMP21024 CYS EUR R V 00MESTR ESTRON -37 BPS / Short: DUMP21024 CYS USD P F .00000
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
2
DUMMY BROKER
N/A
1440499.20000000
USD
1472000.00000000
EUR
2024-10-21
0.00000000
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
3168000.00000000
PA
USD
2710683.36000000
0.572934731511
Long
DBT
CORP
XX
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
1044000.00000000
PA
USD
853887.16000000
0.180479069586
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
1500000.00000000
PA
1223734.30000000
0.258650601895
Long
DBT
CORP
DE
Y
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
684000.00000000
PA
USD
611560.98000000
0.129260588326
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
6776000.00000000
PA
USD
6888651.00000000
1.455997210667
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
47000.00000000
PA
USD
40376.53000000
0.008534053337
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
913000.00000000
PA
USD
874284.24000000
0.184790231755
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
1271000.00000000
PA
USD
1187126.71000000
0.250913158246
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOF2743IR IRS USD R V 00MSOFR SOF2743IR_FLO CCPOIS / Short: BOF2743IR IRS USD P F 2.74300 SOF2743IR_FIX CCPOIS
000000000
3668000.00000000
OU
Notional Amount
USD
208332.79000000
0.044033579452
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-09-06
0.00000000
USD
0.00000000
USD
3668000.00000000
USD
208332.79000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD82
18330.00000000
PA
USD
14480.70000000
0.003060665841
Long
DBT
MUN
US
N
2
2022-01-01
Fixed
10.00000000
Y
N
N
N
N
N
SILVERMORE CLO LTD
254900XWIIO2JU37JD03
Silvermore CLO Ltd
828428AG7
855000.00000000
PA
USD
837480.20000000
0.177011266093
Long
ABS-CBDO
CORP
US
N
2
2026-05-15
Floating
6.36000000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
000000000
250000.00000000
PA
USD
233685.00000000
0.049392066483
Long
ABS-CBDO
CORP
US
Y
2
2030-04-20
Floating
6.09000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
77174.30000000
0.016311693760
Long
DBT
CORP
DE
Y
2
2028-05-03
Fixed
2.25000000
N
N
N
N
N
N
ALPHA BANK AE
5299009N55YRQC69CN08
Alpha Services and Holdings SA
000000000
737000.00000000
PA
588134.58000000
0.124309143833
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
322119.20000000
PA
369778.84000000
0.078157096302
Long
DBT
CORP
GB
Y
2
2024-03-28
Fixed
7.40000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
1045000.00000000
PA
USD
834636.28000000
0.176410170235
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-13967.39000000
-0.00295217175
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Louisiana Housing Corp
Louisiana Housing Corp
Y
equity-performance leg
2023-06-01
0.00000000
USD
0.00000000
USD
373761.64000000
USD
-13967.39000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
451000.00000000
PA
USD
357503.19000000
0.075562493650
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
St Pauls CLO
635400XUSSRWFBBTGN52
St Paul's CLO VIII DAC
000000000
330000.00000000
PA
280496.70000000
0.059286268501
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-17
Floating
3.83000000
N
N
N
N
N
N
MIDWEST VETERINARY
N/A
MIDWEST VETERINARY
000000000
1765000.00000000
PA
USD
1570850.00000000
0.332017577661
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
12.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
626000.00000000
PA
USD
524257.85000000
0.110808047507
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
REVERSE REPO ROYAL BANK OF CAN
000000000
-4104212.50000000
PA
USD
-4104212.50000000
-0.86747346497
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.20000000
2022-12-27
5394000.00000000
USD
5204105.03000000
USD
CDS
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
1310000.00000000
PA
USD
1278887.50000000
0.270307877806
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
000000000
1719000.00000000
PA
1298898.34000000
0.274537403619
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.88000000
N
N
N
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO 2019-1 Ltd
92917NAS7
250000.00000000
PA
USD
217662.00000000
0.046005417442
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
6.93000000
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
481000.00000000
PA
437521.58000000
0.092475319200
Long
DBT
CORP
GB
Y
2
2036-06-15
Floating
4.48000000
N
N
N
N
N
N
Black Diamond CLO
549300PKZ3LBLGCJNI86
Black Diamond CLO 2017-2 DAC
000000000
590000.00000000
PA
531075.33000000
0.112249001892
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
3.41000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QWB4
15000.00000000
PA
USD
11287.50000000
0.002385745556
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AG2
60000.00000000
PA
USD
38871.20000000
0.008215884180
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
957000.00000000
PA
USD
942625.86000000
0.199235034967
Long
DBT
CORP
AU
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-11699.20000000
-0.00247276318
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1027000.00000000
EUR
1007381.73000000
USD
2022-12-21
-11699.20000000
N
N
N
CHARLOTTE BUYER, INC.
N/A
Charlotte Buyer, Inc. 1st Lien Term Loan
12568YAD6
3090000.00000000
PA
USD
2933568.75000000
0.620044173714
Long
LON
CORP
US
N
2
2028-02-11
Floating
7.98000000
N
N
N
N
N
N
CIFC Funding Ltd
549300QSQ98IRWUWDV20
CIFC Funding 2013-IV Ltd
12549FBR9
250000.00000000
PA
USD
221399.50000000
0.046795381917
Long
ABS-CBDO
CORP
US
N
2
2031-04-27
Floating
7.16000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAD2
1391000.00000000
PA
USD
1422798.26000000
0.300725105380
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
001011AL9
410000.00000000
PA
USD
317123.11000000
0.067027689978
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
4051000.00000000
PA
USD
3981586.12000000
0.841554940837
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.13000000
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
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-128511.28000000
-0.02716236680
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1512754.60000000
USD
1395000.00000000
EUR
2022-12-21
-128511.28000000
N
N
N
WEWORK COS LLC/WW CO-OBL
N/A
WeWork Cos LLC / WW Co-Obligor Inc
96209BAA0
454000.00000000
PA
USD
227587.93000000
0.048103379204
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
5.00000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
352000.00000000
PA
USD
287649.12000000
0.060798016385
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.88000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAU9
350000.00000000
PA
USD
326437.65000000
0.068996427291
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
5.93000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKW1
180000.00000000
PA
USD
135450.00000000
0.028628946681
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
1112000.00000000
PA
USD
980255.80000000
0.207188564283
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300QR0537E9AXFW42
Galaxy Xxviii Clo Ltd
36321JAJ3
250000.00000000
PA
USD
226876.75000000
0.047953062967
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
6.03000000
N
N
N
N
N
N
Marble Point CLO XXI Ltd.
N/A
Marble Point CLO XXI Ltd
56606KAL9
470000.00000000
PA
USD
404012.94000000
0.085392874993
Long
ABS-CBDO
CORP
US
N
2
2034-10-17
Floating
9.06000000
N
N
N
N
N
N
Bain Capital Euro CLO
5493009FIQULGQV8VN86
Bain Capital Euro CLO 2021-2 DAC
000000000
355000.00000000
PA
289268.54000000
0.061140299802
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-17
Floating
4.78000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
393476.76000000
0.083165929733
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3705000.00000000
GBP
4649630.88000000
USD
2022-12-21
393476.76000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DH5
811000.00000000
PA
USD
878745.60000000
0.185733192534
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
2145000.00000000
PA
USD
1822445.63000000
0.385195265934
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
1265000.00000000
PA
USD
877593.75000000
0.185489735522
Long
DBT
CORP
FR
Y
2
2031-02-25
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
46572.67000000
0.009843680223
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
412000.00000000
GBP
519861.60000000
USD
2022-12-21
46572.67000000
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAS1
615000.00000000
PA
USD
557920.01000000
0.117922939968
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
7.46000000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
1460330.68000000
PA
USD
1406714.64000000
0.297325643590
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.44000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan
000000000
1853000.00000000
PA
USD
1531912.16000000
0.323787608335
Long
LON
CORP
LU
N
2
2028-03-27
Floating
12.25000000
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
748598.74000000
0.158225126711
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5365000.00000000
EUR
6062450.00000000
USD
2023-12-15
748598.74000000
N
N
N
ARES CLO Ltd
N/A
Ares XXXVR CLO Ltd
00192RAL2
250000.00000000
PA
USD
221729.00000000
0.046865025608
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
7.08000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
456000.00000000
PA
USD
388033.20000000
0.082015369460
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
274000.00000000
PA
USD
199335.00000000
0.042131790968
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
262190.73000000
0.055417086965
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2909000.00000000
EUR
3148759.78000000
USD
2022-12-21
262190.73000000
N
N
N
Newark BSL CLO 2 Ltd.
N/A
Newark BSL CLO 2 Ltd
65023PAS9
340000.00000000
PA
USD
316040.88000000
0.066798947970
Long
ABS-CBDO
CORP
US
N
2
2030-07-25
Floating
6.11000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZB1
1690000.00000000
PA
USD
1271725.00000000
0.268793999396
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.40000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKS0
20000.00000000
PA
USD
15050.00000000
0.003180994075
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
Y
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
000000000
413000.00000000
PA
344944.32000000
0.072908029127
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
2.88000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAE6
43000.00000000
PA
USD
34510.74000000
0.007294249799
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVIII Ltd
55821AAJ7
705000.00000000
PA
USD
620478.26000000
0.131145360077
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
6.78000000
N
N
N
N
N
N
NewStar Clarendon Fund CLO LLC,
549300HC3VVP80NTKX35
First Eagle Clarendon Fund CLO LLC
65251QAJ0
572003.22000000
PA
USD
557052.77000000
0.117739638619
Long
ABS-CBDO
CORP
US
N
2
2027-01-25
Floating
10.41000000
N
N
N
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
492144.00000000
NS
330725.59000000
0.069902733719
Long
EC
CORP
FR
N
1
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AL0
76000.00000000
PA
USD
71607.58000000
0.015135102176
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.63000000
N
N
N
N
N
N
Venture CDO Ltd
549300SNYYGJ2M6QEK53
Venture XVII CLO Ltd
92329YAS5
1330000.00000000
PA
USD
1183825.02000000
0.250215307327
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Floating
6.90000000
N
N
N
N
N
N
ENDURANCE INTERNATIONAL
549300UTQC2651SB0W88
Endurance International Group Holdings Inc
29279XAA8
1702000.00000000
PA
USD
1140261.91000000
0.241007732920
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
158000.00000000
PA
29418.99000000
0.006218048697
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
0.88000000
N
N
N
N
N
N
Vibrant CLO Ltd
549300WOQQ4NNX4VIU97
Vibrant Clo VI Ltd
92558EAG7
250000.00000000
PA
USD
240562.50000000
0.050845706799
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Floating
7.43000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
1210000.00000000
PA
USD
1069101.55000000
0.225967155938
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
Ares Euro CLO
635400IKZCKH2JKELA27
Ares European CLO VI DAC
000000000
340000.00000000
PA
274654.07000000
0.058051360102
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
6.68000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
339000.00000000
PA
USD
328160.48000000
0.069360567625
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Jubilee CDO BV
635400VN4FYGLG4EXH69
Jubilee CLO 2014-XII DAC
000000000
155000.00000000
PA
133491.66000000
0.028215028545
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
4.28000000
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd
87159QAW8
250000.00000000
PA
USD
238110.50000000
0.050327447831
Long
ABS-CBDO
CORP
US
N
2
2026-07-14
Floating
8.61000000
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
593000.00000000
OU
Notional Amount
USD
61545.25000000
0.013008310673
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-08-08
0.00000000
USD
0.00000000
USD
593000.00000000
USD
61545.25000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
-1779000.00000000
PA
-1831799.25000000
-0.38717226326
Short
DBT
NUSS
GB
Y
2
2027-07-22
Fixed
1.25000000
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38748YAA0
1291000.00000000
PA
USD
1208995.68000000
0.255535421636
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
188532.35000000
0.039848524147
Long
ABS-CBDO
CORP
IE
N
2
2034-06-10
Floating
7.65000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493009BD57D5LVN7Y80
Anchorage Credit Funding 6 Ltd
03330MAE6
570000.00000000
PA
USD
425489.04000000
0.089932100698
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
22537.50000000
0.004763565048
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.50000000
Y
N
N
N
N
N
AMBAC ASSURANCE CORP
N/A
AMBAC ASSURANCE CORP
023138AB6
798435.00000000
PA
USD
758513.25000000
0.160320674723
Long
DBT
CORP
US
N
2
2055-02-01
Fixed
8.50000000
N
N
N
N
N
N
RRE Loan Management
2138003YMUA5ITUQKJ47
RRE 1 Loan Management DAC
000000000
180000.00000000
PA
161557.92000000
0.034147161887
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
2.73000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAW3
250000.00000000
PA
USD
228424.00000000
0.048280092408
Long
ABS-CBDO
CORP
US
N
2
2036-10-22
Floating
6.37000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3654.93000000
0.000772512337
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1727889.58000000
USD
1745000.00000000
EUR
2022-12-21
3654.93000000
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
88000.00000000
OU
Notional Amount
USD
7379.75000000
0.001559796746
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-18
0.00000000
USD
0.00000000
USD
88000.00000000
USD
7379.75000000
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665AK2
956000.00000000
PA
USD
866537.52000000
0.183152871593
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
Cordatus CLO PLC
549300L3U7O5MFVI3I18
CVC Cordatus Loan Fund X DAC
000000000
200000.00000000
PA
176583.70000000
0.037323036781
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-27
Floating
3.16000000
N
N
N
N
N
N
SMERALDA SPV SUB ABS NOTES CL
N/A
SMERALDA SPV SUB ABS NOTES CL
000000000
641699.06000000
PA
630988.11000000
0.133366740182
Long
ABS-O
CORP
IT
N
3
2033-12-22
Variable
1.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
144000.00000000
PA
USD
143076.96000000
0.030240994161
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBE6
836000.00000000
PA
USD
735165.86000000
0.155385929921
Long
DBT
CORP
AU
N
2
2032-04-15
Fixed
6.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYT3
25000.00000000
PA
USD
18812.50000000
0.003976242594
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
Y
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
187884.99000000
PA
199671.33000000
0.042202878260
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
232152.75000000
0.049068207468
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
5.88000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
2387000.00000000
PA
USD
2034308.82000000
0.429975036847
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
304044.87000000
0.064263450512
Long
ABS-CBDO
CORP
IE
Y
2
2032-05-15
Floating
2.72000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
631999.98000000
PA
USD
489799.98000000
0.103524972402
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
222000.00000000
PA
USD
200953.29000000
0.042473835546
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
272785.78000000
0.057656475090
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3928000.00000000
EUR
4170497.44000000
USD
2022-12-21
272785.78000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QVX7
210000.00000000
PA
USD
158025.00000000
0.033400437794
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.25000000
Y
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
000000000
4088730.00000000
PA
USD
4028482.56000000
0.851467053648
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
87549.54000000
0.018504622463
Long
DBT
CORP
FR
N
2
2025-03-15
Floating
8.00000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAG7
250000.00000000
PA
USD
204637.50000000
0.043252536555
Long
ABS-CBDO
CORP
US
N
2
2031-01-28
Floating
6.97000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
703935.00000000
PA
USD
144265.11000000
0.030492123603
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.50000000
N
N
N
N
N
N
Penta CLO S.A.
549300PEHRLZ3HBP3Z85
Penta CLO 8 DAC
000000000
240000.00000000
PA
212402.44000000
0.044893747727
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
3.53000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd. 2019 Revolver
78015EAD0
6585000.00000000
PA
USD
6041737.50000000
1.276992105941
Long
LON
CORP
LR
N
2
2024-04-05
Floating
4.64000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
973000.00000000
PA
USD
925717.07000000
0.195661163816
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
107266.25000000
0.022671980449
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
720000.00000000
EUR
818424.00000000
USD
2023-08-20
107266.25000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
138227.45000000
0.029215993325
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1537000.00000000
EUR
1663375.83000000
USD
2022-12-21
138227.45000000
N
N
N
Bosphorus CLO
635400MHW87IZ2JWGW83
Bosphorus CLO V DAC
000000000
320000.00000000
PA
283867.11000000
0.059998644199
Long
ABS-CBDO
CORP
IE
N
2
2032-12-12
Floating
5.64000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
309000.00000000
PA
USD
300212.04000000
0.063453336923
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBN6
250000.00000000
PA
USD
228370.50000000
0.048268784555
Long
ABS-CBDO
CORP
US
N
2
2031-02-14
Floating
4.66000000
N
N
N
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAG0
730000.00000000
PA
USD
697255.12000000
0.147373050230
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
5.63000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZZ8
440000.00000000
PA
USD
331100.00000000
0.069981869665
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Samsonite Finco Sarl
222100JLR1QL2IJ49Q65
Samsonite Finco Sarl
000000000
1280000.00000000
PA
1132138.87000000
0.239290833112
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
3.50000000
N
N
N
N
N
N
Upstart Structured Pass-Through Trust
N/A
Upstart Structured Pass-Through Trust Series 2022-4A
91680YBD2
350000.00000000
PA
USD
348346.08000000
0.073627031014
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
7.01000000
N
N
N
N
N
N
Henley Funding Ltd.
635400YRMBLUNSYHHJ03
Henley CLO VI DAC
000000000
180000.00000000
PA
146044.27000000
0.030868169944
Long
ABS-CBDO
CORP
IE
Y
2
2034-06-10
Floating
4.69000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
2459000.00000000
PA
USD
2344976.17000000
0.495638226207
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 3 Ltd
09076UAA1
885000.00000000
PA
USD
761047.79000000
0.160856379489
Long
ABS-CBDO
CORP
US
N
2
2035-01-19
Floating
9.34000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q123
1064.00000000
NS
USD
15108.80000000
0.003193422145
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
11256.53000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Long: BRSSOF364 IRS USD R V 00MSOFR IRSSOF364_FLO CCPOIS / Short: BRSSOF364 IRS USD P F 3.64000 IRSSOF364_FIX CCPOIS
000000000
70000.00000000
OU
Notional Amount
USD
1312.11000000
0.000277329842
N/A
DIR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
Y
2025-10-17
0.00000000
USD
0.00000000
USD
70000.00000000
USD
1312.11000000
N
N
N
Marathon CLO LTD
549300OFW6C351QTYH15
Marathon CLO X Ltd
56578JAJ1
1030000.00000000
PA
USD
852083.98000000
0.180097946337
Long
ABS-CBDO
CORP
US
N
2
2029-11-15
Floating
6.61000000
N
N
N
N
N
N
BRACKEN MIDCO ONE
213800AFGHKES7J58805
Bracken MidCo1 PLC
000000000
1116000.00000000
PA
916676.99000000
0.193750436845
Long
DBT
CORP
GB
N
2
2027-11-01
Fixed
6.75000000
N
N
Y
N
N
N
Neptune Bidco US Inc
N/A
Neptune Bidco US Inc 2nd Lien Term Loan
000000000
1073000.00000000
PA
USD
1040810.00000000
0.219987404912
Long
LON
CORP
US
N
3
2029-10-11
Floating
13.47000000
N
N
N
N
N
N
US Radiology Specialists, Inc.
N/A
US Radiology Specialists, Inc. 2020 Term Loan
90372AAJ7
704315.23000000
PA
USD
633735.80000000
0.133947496701
Long
LON
CORP
US
N
2
2027-12-15
Floating
8.92000000
N
N
N
N
N
N
Cordatus CLO PLC
549300L3U7O5MFVI3I18
CVC Cordatus Loan Fund X DAC
000000000
190000.00000000
PA
160306.37000000
0.033882632110
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-27
Floating
4.06000000
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
884000.00000000
PA
921062.10000000
0.194677281292
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
217803.75000000
0.046035377967
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Floating
7.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300IWMW28G8CR9G28
Neuberger Berman Loan Advisers CLO 27 Ltd
64131WAE7
320000.00000000
PA
USD
307131.20000000
0.064915782568
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
5.48000000
N
N
N
N
N
N
Marathon CLO LTD
5493002F390212ZEF773
Marathon CLO VI Ltd
56576VBC0
590000.00000000
PA
USD
551692.48000000
0.116606678437
Long
ABS-CBDO
CORP
US
N
2
2028-05-13
Floating
6.41000000
N
N
N
N
N
N
OZLM Ltd
5493002SZMQH8ZTTHX49
OZLM XVIII Ltd
67112GAC2
250000.00000000
PA
USD
237093.00000000
0.050112387268
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
5.63000000
N
N
N
N
N
N
Ellington CLO LTD
254900YE647HYXEP3N43
Ellington Clo II Ltd
28852EAG4
500000.00000000
PA
USD
465301.50000000
0.098346931223
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Floating
6.56000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
1075000.00000000
PA
USD
870572.63000000
0.184005739434
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
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
89060.37000000
0.018823954109
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-20
Floating
3.86000000
N
N
N
N
N
N
East Valley Tourist Development Authority
N/A
East Valley Tourist Development Authority Term Loan B
27571VAD5
6146095.87000000
PA
USD
6060050.53000000
1.280862779691
Long
LON
CORP
US
N
3
2026-11-23
Floating
11.48000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
558000.00000000
PA
USD
452789.10000000
0.095702288680
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAH8
150000.00000000
PA
USD
142419.45000000
0.030102021708
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
OZLM Ltd
549300SDDOLWC85Q9Q65
OZLM XXII Ltd
67111VAE6
250000.00000000
PA
USD
233099.25000000
0.049268261348
Long
ABS-CBDO
CORP
US
N
2
2031-01-17
Floating
5.58000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVII Ltd
55820YAE7
250000.00000000
PA
USD
221762.25000000
0.046872053386
Long
ABS-CBDO
CORP
US
N
2
2030-04-20
Floating
6.84000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd
27830TAG0
325000.00000000
PA
USD
301558.08000000
0.063737838269
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
6.18000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
250000.00000000
PA
USD
199368.75000000
0.042138924427
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
1630912.50000000
PA
USD
1573577.77000000
0.332594123855
Long
LON
CORP
US
N
2
2029-04-13
Floating
8.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZR6
25000.00000000
PA
USD
18875.00000000
0.003989452702
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.95000000
Y
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO 2013-1 Ltd
48274GAD4
500000.00000000
PA
USD
480045.50000000
0.101463248608
Long
ABS-CBDO
CORP
US
N
2
2028-01-14
Floating
9.95000000
N
N
N
N
N
N
FRONTIER FLORIDA LLC
N/A
Frontier Florida LLC
362333AH9
1477000.00000000
PA
USD
1376840.94000000
0.291011486599
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
496845.96000000
0.105014222943
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
8.58000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
1515000.00000000
PA
1277134.12000000
0.269937280371
Long
DBT
CORP
SE
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZL9
110000.00000000
PA
USD
82225.00000000
0.017379218463
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Carlyle Global Market Strategies Ltd
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAS0
435000.00000000
PA
USD
389717.81000000
0.082371431548
Long
ABS-CBDO
CORP
US
N
2
2030-08-14
Floating
6.26000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QH54
110000.00000000
PA
USD
86900.00000000
0.018367334563
Long
DBT
MUN
US
N
2
2020-07-01
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9062.89000000
0.001915548132
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2020000.00000000
EUR
2013486.91000000
USD
2022-12-21
9062.89000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QB84
10000.00000000
PA
USD
7900.00000000
0.001669757687
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
74526QXP2
5000.00000000
PA
USD
3762.50000000
0.000795248518
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZY1
15000.00000000
PA
USD
11250.00000000
0.002377819491
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
351140.40000000
0.074217643331
Long
ABS-CBDO
CORP
US
N
2
2037-03-22
Floating
3.67000000
N
N
N
N
N
N
Armada Euro CLO
549300236OBWCGBX8R96
Armada Euro CLO III DAC
000000000
300000.00000000
PA
259094.29000000
0.054762618042
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
4.68000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QA69
445000.00000000
PA
USD
341537.50000000
0.072187957749
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
6.75000000
Y
N
N
N
N
N
Zais CLO 5 LTD
5493001XJXUE8BZ0Q137
Zais CLO 5 Ltd
98875LAG4
510000.00000000
PA
USD
460438.71000000
0.097319123503
Long
ABS-CBDO
CORP
US
N
2
2028-10-15
Floating
8.58000000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
7414000.00000000
PA
USD
6603093.75000000
1.395641335549
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
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
2433000.00000000
PA
USD
2118230.63000000
0.447712896012
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
148000.00000000
PA
133145.09000000
0.028141776910
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
3430000.00000000
PA
USD
2736899.90000000
0.578475904829
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.63000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKR2
25000.00000000
PA
USD
18812.50000000
0.003976242594
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAU6
405000.00000000
PA
USD
367491.74000000
0.077673690884
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
7.46000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
20570.18000000
0.004347748884
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
784000.00000000
EUR
798524.85000000
USD
2022-12-21
20570.18000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
16973.71000000
0.003587592754
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1458000.00000000
EUR
1463731.25000000
USD
2022-12-21
16973.71000000
N
N
N
Avery Point CLO Ltd
549300RWY6OWBAXCT467
Avery Point IV CLO Ltd
05363UAW3
1104.69000000
PA
USD
1101.51000000
0.000232817062
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Floating
6.71000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
1096000.00000000
PA
USD
999014.78000000
0.211153494798
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
820329.95000000
PA
USD
775896.78000000
0.163994887743
Long
LON
CORP
BM
N
2
2024-01-02
Floating
5.67000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZA3
160000.00000000
PA
USD
120400.00000000
0.025447952605
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Gordian Medical, Inc.
N/A
Gordian Medical, Inc. Term Loan B
000000000
790682.95000000
PA
USD
687894.17000000
0.145394503619
Long
LON
CORP
US
N
2
2027-01-31
Floating
9.92000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
12529.52000000
0.002648261055
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
176000.00000000
GBP
214711.20000000
USD
2022-12-21
12529.52000000
N
N
N
Optiv Security, Inc.
549300VZRXJMEDMZX746
Optiv Security, Inc. 2nd Lien Term Loan
68404XAD8
399979.06000000
PA
USD
373980.42000000
0.079045149531
Long
LON
CORP
US
N
2
2025-01-31
Floating
11.42000000
N
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
04966HAG1
430000.00000000
PA
USD
398361.03000000
0.084198277502
Long
ABS-CBDO
CORP
US
N
2
2030-11-21
Floating
6.12000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3174.20000000
0.000670904411
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
108255.48000000
USD
97000.00000000
GBP
2022-12-21
3174.20000000
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
82549.57000000
0.017447820140
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
464000.00000000
EUR
540884.80000000
USD
2023-06-01
82549.57000000
N
N
N
Erna Srl
8156000268F284900524
Erna Srl
000000000
355024.88000000
PA
340003.97000000
0.071863828191
Long
ABS-MBS
CORP
IT
Y
2
2031-07-25
Floating
3.75000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2006-6
8815612U7
45389.00000000
PA
USD
18491.36000000
0.003908365887
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
0.19000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXR8
375000.00000000
PA
USD
282187.50000000
0.059643638919
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Cairn CLO BV
635400WFBG4QJAOM2S84
Cairn CLO XV DAC
000000000
410000.00000000
PA
365161.30000000
0.077181125048
Long
ABS-CBDO
CORP
IE
Y
2
2036-04-15
Floating
3.13000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
2901000.00000000
PA
USD
2762999.43000000
0.583992346710
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
220461.91000000
0.046597211270
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
6.01000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners 48 LP
38177DAN8
250000.00000000
PA
USD
224763.50000000
0.047506402786
Long
ABS-CBDO
CORP
US
N
2
2033-04-17
Floating
7.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
31233.93000000
0.006601657560
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
723000.00000000
CHF
757595.05000000
USD
2022-12-21
31233.93000000
N
N
N
St Pauls CLO
635400LOBVY9OW2EI809
St Paul's CLO V DAC
000000000
140000.00000000
PA
120141.37000000
0.025393288120
Long
ABS-CBDO
CORP
IE
Y
2
2030-02-20
Floating
3.39000000
N
N
N
N
N
N
Mattress Firm Inc
N/A
Mattress Firm Inc 2021 Term Loan B
57723CAR0
2600730.00000000
PA
USD
2230776.16000000
0.471500714230
Long
LON
CORP
US
N
2
2028-09-25
Floating
8.43000000
N
N
N
N
N
N
Spirit RR Holdings, Inc
N/A
Spirit RR Holdings, Inc Delayed Draw Term Loan
000000000
365311.00000000
PA
USD
354351.67000000
0.074896382922
Long
LON
CORP
US
N
3
2028-09-13
Fixed
1.00000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
570000.00000000
PA
USD
545014.05000000
0.115195113901
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2020-1 Ltd
67402FAL3
295000.00000000
PA
USD
274364.75000000
0.057990208925
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
5.73000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBX7
142000.00000000
PA
USD
98462.80000000
0.020811268005
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
5.13000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
2019000.00000000
PA
USD
1809821.51000000
0.382527010058
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO IX 2018-1 Ltd
36361WAN6
250000.00000000
PA
USD
234452.25000000
0.049554233773
Long
ABS-CBDO
CORP
US
N
2
2028-01-21
Floating
7.38000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1262903.00000000
PA
USD
252229.55000000
0.053311674702
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
1993000.00000000
PA
USD
1751288.96000000
0.370155468876
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
11838.13000000
0.002502127667
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
332789.73000000
USD
300000.00000000
GBP
2022-12-21
11838.13000000
N
N
N
Zais Matrix CDO I
5493009PVOUOQ1A0UG08
Zais Clo 14 Ltd
98888BBC9
475000.00000000
PA
USD
427014.55000000
0.090254535135
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Floating
8.58000000
N
N
N
N
N
N
AP Core Holdings II, LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II, LLC High-Yield Term Loan B2
00187GAD1
2120249.58000000
PA
USD
1938257.96000000
0.409673560660
Long
LON
CORP
US
N
2
2027-09-01
Floating
9.25000000
N
N
N
N
N
N
Anchorage Capital Europe CLO
635400AT2Z7FXMVYD462
Anchorage Capital Europe CLO 3 DAC
000000000
745000.00000000
PA
648010.30000000
0.136964579753
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
5.18000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300FU018PJDVE5C16
Anchorage Credit Funding 10 Ltd
03332BAA6
250000.00000000
PA
USD
183167.75000000
0.038714652997
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
373530.66000000
0.078950087478
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
3.78000000
N
N
N
N
N
N
ENDURE DIGITAL INC
549300UTQC2651SB0W88
ENDURE DIGITAL INC
29279UAC0
1060000.00000000
PA
USD
916900.00000000
0.193797572625
Long
LON
CORP
US
N
2
2026-02-10
None
0.00000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAJ7
247000.00000000
PA
USD
253787.49000000
0.053640963599
Long
DBT
CORP
US
N
2
2028-06-01
None
0.00000000
Y
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BONIRS388 IRS GBP R V 00MSONIA SONIRS388_FLO CCPOIS / Short: BONIRS388 IRS GBP P F 3.88500 SONIRS388_FIX CCPOIS
000000000
2108000.00000000
OU
Notional Amount
43057.02000000
0.009100606347
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-12-21
0.00000000
GBP
0.00000000
GBP
2108000.00000000
GBP
43057.02000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYQ9
5000.00000000
PA
USD
3762.50000000
0.000795248518
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
N
N
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2021 Term Loan B
00488YAB2
2894082.33000000
PA
USD
2041529.09000000
0.431501125624
Long
LON
CORP
US
N
2
2028-05-17
Floating
7.92000000
N
N
N
N
N
N
Elevation CLO Ltd
5493005VN5WX000OV470
Elevation Clo 2021-15 Ltd
28623VAJ8
500000.00000000
PA
USD
443086.00000000
0.093651424652
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
6.83000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
254900N3E7Y6I5DRGW52
Golub Capital Partners CLO 50B-R Ltd
38178DAG2
310000.00000000
PA
USD
280707.48000000
0.059330819327
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
6.31000000
N
N
N
N
N
N
Avalara, Inc
549300Q16CMW239SS315
Avalara, Inc Term Loan
000000000
4653487.00000000
PA
USD
4537149.83000000
0.958979849154
Long
LON
CORP
US
N
3
2028-10-19
Floating
11.21000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd
08179XAU9
250000.00000000
PA
USD
227472.75000000
0.048079034560
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Floating
7.78000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBE5
35000.00000000
PA
USD
27732.85000000
0.005861663226
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
3780525.04000000
PA
USD
3238019.70000000
0.684393453999
Long
LON
CORP
US
N
2
2029-03-15
Floating
7.41000000
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
223177.31000000
0.047171142919
Long
ABS-CBDO
CORP
XX
N
2
2037-09-22
Floating
3.66000000
N
N
N
N
N
N
Chinos Intermediate Holdings A, Inc.
54930061EIIAONXJMZ79
Chinos Intermediate Holdings A, Inc. Exit Term Loan
000000000
1349282.51000000
PA
USD
1227847.08000000
0.259519886202
Long
LON
CORP
US
N
2
2027-09-10
Floating
12.41000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
1325000.00000000
PA
USD
1335765.63000000
0.282329737910
Long
DBT
CORP
US
N
2
2028-01-15
None
0.00000000
Y
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
1196590.00000000
PA
USD
1143341.75000000
0.241658693239
Long
LON
CORP
US
N
2
2027-08-02
Floating
8.75000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Through Certificates
N/A
TBW Mortgage-Backed Trust 2006-6
87222PAE3
51561.44000000
PA
USD
41944.32000000
0.008865424148
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
6.42000000
N
N
N
N
N
N
Anchorage Capital Europe CLO
635400HYNZWTWNENDW97
Anchorage Capital Europe CLO 2 DAC
000000000
410000.00000000
PA
365949.38000000
0.077347695002
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
3.78000000
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
259806.97000000
0.054913251321
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1209000.00000000
EUR
1454910.60000000
USD
2023-01-26
259806.97000000
N
N
N
TCI-Symphony CLO
N/A
TCI-Symphony CLO 2017-1 Ltd
87232BAE2
400000.00000000
PA
USD
359438.00000000
0.075971438443
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
7.48000000
N
N
N
N
N
N
TORRID LLC
N/A
Torrid LLC 2021 Term Loan B
89142DAB9
2636250.00000000
PA
USD
2359443.75000000
0.498696118982
Long
LON
CORP
US
N
2
2028-06-14
Floating
8.87000000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
Academy Ltd
00401YAA8
4425000.00000000
PA
USD
4160031.00000000
0.879271359848
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
597000.00000000
PA
USD
383366.54000000
0.081029016116
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
2027000.00000000
PA
USD
1297888.10000000
0.274323877542
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.38000000
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
74568.25000000
0.015760874517
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
347000.00000000
EUR
417579.80000000
USD
2023-01-26
74568.25000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
1065000.00000000
PA
USD
1006291.88000000
0.212691595262
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
8.00000000
N
N
N
N
N
N
GAM DEPO SRS H
N/A
GAM DEPO SRS H
000000000
1.00000000
NS
USD
547809.27000000
0.115785916444
Long
EC
CORP
US
N
3
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLL4
15000.00000000
PA
USD
10987.50000000
0.002322337036
Long
DBT
MUN
US
N
2
2018-07-01
None
0.00000000
Y
N
N
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
2908000.00000000
PA
USD
2232166.26000000
0.471794528174
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
Babson Euro CLO B.V.
549300EGZCEL8MUE5F06
Barings Euro CLO 2019-1 DAC
000000000
245000.00000000
PA
221340.65000000
0.046782943279
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
4.33000000
N
N
N
N
N
N
Ozlme
635400VVYCGBQEIQI426
Sculptor European CLO I DAC
000000000
300000.00000000
PA
269337.38000000
0.056927615291
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-18
Floating
3.00000000
N
N
N
N
N
N
NCL CORPORATION LIMITED
UNZWILHE4KMRP9K2L524
NCL Corporation Limited 2020 Term Loan A1
000000000
2338033.14000000
PA
USD
2211393.57000000
0.467403976425
Long
LON
CORP
BM
N
2
2024-01-02
Floating
5.42000000
N
N
N
N
N
N
MKS CLO Ltd
549300JCIKT6NT8T1275
MKS CLO 2017-2 Ltd
12662CAG2
535000.00000000
PA
USD
462072.01000000
0.097664340621
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
6.89000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
116715.51000000
0.024669192415
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1099000.00000000
GBP
1379202.25000000
USD
2022-12-21
116715.51000000
N
N
N
Grosvenor Place CLO BV
724500G7ZEOURW7OQI29
Grosvenor Place CLO 2015-1 BV
000000000
575000.00000000
PA
509883.66000000
0.107769893804
Long
ABS-CBDO
CORP
NL
Y
2
2029-10-30
Floating
7.01000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
249932.93000000
0.052826257119
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2773000.00000000
EUR
3001550.66000000
USD
2022-12-21
249932.93000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
899086.00000000
PA
USD
191753.78000000
0.040529411174
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAJ4
5518000.00000000
PA
USD
4748683.92000000
1.003690060922
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.48000000
N
N
N
N
N
N
PEDIATRIX MEDICAL GROUP
N/A
Pediatrix Medical Group Inc
58502BAE6
2129000.00000000
PA
USD
1833973.83000000
0.387631886260
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.38000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZG0
5000.00000000
PA
USD
3662.50000000
0.000774112345
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
3.75000000
Y
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
126453.52000000
0.026727435081
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1679000.00000000
EUR
1792506.95000000
USD
2022-12-21
126453.52000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
3471.37000000
0.000733714777
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
58000.00000000
CAD
46069.29000000
USD
2022-12-21
3471.37000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
486000.00000000
PA
447475.03000000
0.094579097638
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAG2
610000.00000000
PA
USD
568078.97000000
0.120070155355
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
8.23000000
N
N
N
N
N
N
NCL CORPORATION LIMITED
N/A
NCL CORPORATION LIMITED 2021 DELAYED DRAW TERM LOAN
000000000
75727.80000000
PA
USD
71626.00000000
0.015138995459
Long
LON
CORP
BM
N
2
2024-01-02
Floating
6.17000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAE7
355000.00000000
PA
USD
340713.03000000
0.072013696341
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
6.73000000
N
N
N
N
N
N
Providus CLO
635400JHNUBVSY8RBH70
Providus CLO IV DAC
000000000
355000.00000000
PA
317005.78000000
0.067002890906
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-20
Floating
3.09000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
951000.00000000
PA
USD
871948.13000000
0.184296467498
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
BNP PARIBAS PRIME BROKER
N/A
BNP PARIBAS PRIME BROKER
000000000
47526.38000000
NS
46967.93000000
0.009927223061
Long
STIV
CORP
DE
N
1
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
200000.00000000
PA
USD
182122.00000000
0.038493621465
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
378000.00000000
PA
USD
331454.97000000
0.070056896739
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
528000.00000000
PA
USD
468594.96000000
0.099043042635
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
2760000.00000000
PA
USD
2651587.20000000
0.560444064743
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
573000.00000000
PA
USD
432010.49000000
0.091310485669
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXT4
195000.00000000
PA
USD
147225.00000000
0.031117731082
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.13000000
Y
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
192000.00000000
PA
USD
191742.83000000
0.040527096763
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
3061000.00000000
PA
USD
2017721.24000000
0.426469057199
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-12720.18000000
-0.00268855928
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-12720.18000000
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300L3IA0HX4NLPQ61
Houghton Mifflin Harcourt Publishing Company 2022 Term Loan
44157YAE4
6420000.00000000
PA
USD
5924055.00000000
1.252118528844
Long
LON
CORP
US
N
2
2029-04-09
Floating
9.08000000
N
N
N
N
N
N
Noble Corp PLC
549300I3HBUNXO0OG954
Noble Corp PLC
000000000
4746.00000000
NS
USD
171045.84000000
0.036152545097
Long
EC
CORP
GB
N
1
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1907000.00000000
PA
USD
1708185.72000000
0.361045093389
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
2192000.00000000
PA
USD
1845784.56000000
0.390128222616
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
440000.00000000
PA
372521.92000000
0.078736878444
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-31
Floating
6.59000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
286000.00000000
PA
USD
223345.48000000
0.047206687622
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Ellington CLO LTD
254900TQC62LFRK4R517
Ellington Clo I Ltd
28851QAL7
410000.00000000
PA
USD
369136.94000000
0.078021423206
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
7.43000000
N
N
N
N
N
N
Capital Four CLO
549300MUYIMW1VRJ5K26
Capital Four CLO II DAC
000000000
290000.00000000
PA
261519.91000000
0.055275301288
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
4.08000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: BRSEST192 IRS EUR R V 01MESTRO / Short: BRSEST192 IRS EUR P F 1.90250
000000000
1836000.00000000
OU
Notional Amount
92609.72000000
0.019574150875
N/A
DIR
ER
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
N/A
N/A
Y
2030-02-28
0.00000000
EUR
0.00000000
EUR
1836000.00000000
EUR
92609.72000000
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAF3
919000.00000000
PA
USD
731524.00000000
0.154616180081
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.38000000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
416958.43000000
PA
360551.67000000
0.076206825664
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
1291950.00000000
PA
USD
1233004.78000000
0.260610026610
Long
LON
CORP
US
N
2
2028-08-24
Floating
6.62000000
N
N
N
N
N
N
Valaris Ltd
N/A
Valaris Ltd
000000000
135.00000000
NS
USD
9035.55000000
0.001909769503
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
27000.00000000
OU
Notional Amount
USD
5445.64000000
0.001150999905
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-18
0.00000000
USD
0.00000000
USD
27000.00000000
USD
5445.64000000
N
N
N
Carlyle Global Market Strategies Euro
635400EAUJUSP1LZTU42
Carlyle Global Market Strategies Euro CLO 2016-2 DAC
000000000
525000.00000000
PA
463695.28000000
0.098007437781
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
3.78000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
330000.00000000
PA
302045.11000000
0.063840777774
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
2.53000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
6404.40000000
0.001353645080
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
85496.36000000
USD
80000.00000000
GBP
2022-12-21
6404.40000000
N
N
N
DUMMY BROKER
N/A
Long: DUMP2024 CYS GBP R V 00MSONIO SONIO/N -20 BPS / Short: DUMP2024 CYS USD P F .00000
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
GB
N
2
DUMMY BROKER
N/A
1674967.50000000
USD
1479000.00000000
GBP
2024-10-24
0.00000000
N
N
N
Steele Creek CLO Ltd
N/A
Steele Creek Clo 2017-1 Ltd
85816VAC0
250000.00000000
PA
USD
227848.25000000
0.048158400890
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
5.98000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AG6
3707000.00000000
PA
USD
1705220.00000000
0.360418253671
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
MOUNTAIN VIEW CLO
N/A
Mountain View CLO 2017-1 LLC
62432HAG5
250000.00000000
PA
USD
229721.25000000
0.048554281416
Long
ABS-CBDO
CORP
US
N
2
2029-10-16
Floating
7.68000000
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
352647.77000000
0.074536243666
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1744000.00000000
EUR
2077104.00000000
USD
2023-03-23
352647.77000000
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAL8
250000.00000000
PA
USD
212782.75000000
0.044974130708
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
6.73000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AG7
1670000.00000000
PA
USD
1021117.84000000
0.215825235855
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
102474.83000000
0.021659257617
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1137000.00000000
EUR
1230707.56000000
USD
2022-12-21
102474.83000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
471000.00000000
PA
USD
354439.28000000
0.074914900323
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
-422000.00000000
PA
USD
-325929.06000000
-0.06888893082
Short
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
671000.00000000
PA
USD
577274.72000000
0.122013785007
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
2772000.00000000
PA
2034025.44000000
0.429915141160
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
1944000.00000000
PA
USD
1622695.68000000
0.342975770414
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
2692000.00000000
PA
USD
2296787.48000000
0.485452981197
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI RETIREMENT SYS FUNDING TRUST 2005 COPS
25113PAM7
235706.58000000
PA
USD
223921.25000000
0.047328383366
Long
DBT
MUN
US
N
2
2020-06-15
Fixed
4.81000000
Y
N
N
N
N
N
OCP Euro CLO
635400KNK84TMOLEE581
OCP Euro CLO 2017-2 DAC
000000000
355000.00000000
PA
305041.44000000
0.064474087274
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
4.13000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300JHVVT1NJ057H42
Dryden 61 Clo Ltd
26251CAW4
410000.00000000
PA
USD
375222.98000000
0.079307779165
Long
ABS-CBDO
CORP
US
N
2
2032-01-17
Floating
5.83000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QA28
10000.00000000
PA
USD
7525.00000000
0.001590497037
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
Y
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2022-4
14318UAH4
660000.00000000
PA
USD
656742.64000000
0.138810262265
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
8.08000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
2100000.00000000
PA
1701554.32000000
0.359643469195
Long
DBT
CORP
FR
Y
2
2028-11-29
Fixed
2.38000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD74
69427.00000000
PA
USD
54847.33000000
0.011592626697
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
10.00000000
Y
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
2380000.00000000
PA
USD
1893910.28000000
0.400300158178
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.63000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC75
20000.00000000
PA
USD
14925.00000000
0.003154573859
Long
DBT
MUN
US
N
2
2018-07-01
Fixed
5.40000000
Y
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
000000000
1147000.00000000
PA
600098.10000000
0.126837774148
Long
DBT
CORP
NL
Y
2
2031-09-27
Fixed
1.50000000
N
N
N
N
N
N
Jack Ohio Finance LLC
5493002ERZW63JFJI167
Jack Ohio Finance LLC Term Loan
46647KAG2
1295068.41000000
PA
USD
1262691.70000000
0.266884705457
Long
LON
CORP
US
N
2
2028-10-04
Floating
8.50000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAJ7
253000.00000000
PA
USD
246518.14000000
0.052104501188
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
8.14000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
1567000.00000000
PA
USD
1296276.35000000
0.273983215270
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
269000.00000000
PA
USD
218772.32000000
0.046240096601
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2022 Extended Term Loan B
53226GAK7
3982235.83000000
PA
USD
3613879.02000000
0.763835731090
Long
LON
CORP
US
N
2
2027-02-01
Floating
9.48000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
6354002X9OAWDIJSMW67
Carlyle Euro CLO 2017-3 DAC
000000000
160000.00000000
PA
134638.08000000
0.028457337863
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-15
Floating
3.88000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316UAC2
330000.00000000
PA
USD
306850.17000000
0.064856383581
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
5.89000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAJ5
495000.00000000
PA
USD
455389.11000000
0.096251831298
Long
ABS-CBDO
CORP
US
N
2
2031-01-23
Floating
6.47000000
N
N
N
N
N
N
AMBAC ASSURANCE CORP
N/A
AMBAC ASSURANCE CORP
000000000
1629635.00000000
PA
USD
1548153.25000000
0.327220353257
Long
DBT
CORP
US
N
2
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
360056.72000000
0.076102212175
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
5.99000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZK1
10000.00000000
PA
USD
7475.00000000
0.001579928951
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
5.00000000
Y
N
N
N
N
N
CHARLOTTE BUYER, INC.
N/A
Charlotte Buyer, Inc. 2nd Lien Term Loan
12568YAF1
6400000.00000000
PA
USD
6032000.00000000
1.274933971070
Long
LON
CORP
US
N
2
2028-08-11
Floating
10.98000000
N
N
N
N
N
N
CIFC European Funding CLO
N/A
CIFC European Funding CLO V DAC
000000000
400000.00000000
PA
323902.80000000
0.068460657003
Long
ABS-CBDO
CORP
IE
Y
2
2034-11-23
Floating
4.53000000
N
N
N
N
N
N
Pacira BioSciences Inc
N/A
Pacira BioSciences Inc Term Loan
69512TAB8
693500.00000000
PA
USD
676162.50000000
0.142914877522
Long
LON
CORP
US
N
2
2026-12-07
Floating
10.77000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-16962.41000000
-0.00358520436
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-16962.41000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
2990000.00000000
PA
USD
2822903.85000000
0.596653848711
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
1332000.00000000
PA
USD
1086209.90000000
0.229583206436
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAB1
848000.00000000
PA
USD
815466.48000000
0.172358408093
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
10.50000000
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
960150.00000000
0.202938967560
Long
LON
CORP
US
N
2
2029-07-27
Floating
12.67000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
650000.00000000
PA
USD
600759.25000000
0.126977515958
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
446417.13000000
0.094355498061
Long
ABS-CBDO
CORP
US
N
2
2028-07-22
Floating
11.57000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
965000.00000000
PA
932240.80000000
0.197040030692
Long
DBT
CORP
IE
Y
2
2025-05-19
Fixed
7.50000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AD5
2296000.00000000
PA
USD
2263118.20000000
0.478336583840
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-101444.57000000
-0.02144150007
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1525379.46000000
USD
1435000.00000000
EUR
2022-12-21
-101444.57000000
N
N
N
Covenant Credit Partners CLO Ltd
549300T7MAWQDFU61E82
Covenant Credit Partners CLO III Ltd
22284HAG8
1710000.00000000
PA
USD
1535355.99000000
0.324515502211
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
7.83000000
N
N
N
N
N
N
TI AUTOMOTIVE FINANCE
549300MZ54ZRN8UFQS35
TI Automotive Finance PLC
000000000
1355000.00000000
PA
973325.17000000
0.205723694318
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
1005000.00000000
PA
928544.16000000
0.196258702457
Long
DBT
CORP
IT
Y
2
2025-07-15
Fixed
5.13000000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC 2022 DIP Term Loan
000000000
3320000.00000000
PA
USD
3332450.00000000
0.704352405817
Long
LON
CORP
US
N
2
2023-11-10
Floating
8.24000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
1446000.00000000
PA
USD
1163078.71000000
0.245830331300
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
3261186.81000000
PA
USD
2805435.95000000
0.592961803102
Long
LON
CORP
LC
N
2
2024-05-28
Floating
7.00000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton 2015-VIII CLO Ltd
81882FAG4
440000.00000000
PA
USD
393717.72000000
0.083216859456
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
9.58000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AL5
1162000.00000000
PA
USD
534520.00000000
0.112977073311
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
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
715000.00000000
PA
USD
421850.00000000
0.089162946899
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.70000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
N/A
Carlyle Global Market Strategies Euro CLO 2020-1 DAC
000000000
250000.00000000
PA
183962.97000000
0.038882732074
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-15
Floating
6.82000000
N
N
N
N
N
N
Venture CDO Ltd
549300EDZDHKTKE7JV77
Venture XXIV CLO Ltd
92330WAW7
530000.00000000
PA
USD
490306.18000000
0.103631963711
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Floating
8.29000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
178000.00000000
PA
USD
180965.88000000
0.038249261939
Long
DBT
CORP
US
N
2
2027-05-15
None
0.00000000
Y
N
N
N
N
N
FRONTIER NORTH INC
N/A
Frontier North Inc
362337AK3
5029000.00000000
PA
USD
4630784.67000000
0.978770671169
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.73000000
N
N
N
N
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group, Inc. Term Loan B
54142KAD3
329137.50000000
PA
USD
211744.03000000
0.044754585049
Long
LON
CORP
US
N
2
2027-08-31
Floating
8.32000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
4555000.00000000
PA
3723374.56000000
0.786978898137
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
2410000.00000000
PA
1964375.43000000
0.415193794370
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
890000.00000000
PA
USD
724046.15000000
0.153035648749
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.63000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
1629000.00000000
PA
USD
1557617.22000000
0.329220674353
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXV9
55000.00000000
PA
USD
41112.50000000
0.008689609231
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.25000000
Y
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
1407000.00000000
PA
USD
1256612.81000000
0.265599860734
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAM9
2155000.00000000
PA
USD
1478185.42000000
0.312431831481
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
Toro European CLO
635400SBMZDOVHEFNA56
Toro European CLO 6 DAC
000000000
400000.00000000
PA
358261.67000000
0.075722807296
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-12
Floating
3.77000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
30749.00000000
PA
6356.65000000
0.001343552557
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
3.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
1532000.00000000
PA
USD
1449540.10000000
0.306377307015
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
Harvest CLO
635400H4BIBT9YC1IC52
Harvest CLO XXIII DAC
000000000
250000.00000000
PA
217990.69000000
0.046074889930
Long
ABS-CBDO
CORP
IE
N
2
2032-10-20
Floating
3.51000000
N
N
N
N
N
N
Apidos CLO
549300M5NMLBQJXUO195
Apidos CLO XII
03764DAJ0
500000.00000000
PA
USD
476396.50000000
0.100691989646
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
5.48000000
N
N
N
N
N
N
Avoca CLO
549300K6K5XESJRIKM24
Avoca CLO XVIII DAC
000000000
195000.00000000
PA
150497.44000000
0.031809399670
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
5.98000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKP6
5000.00000000
PA
USD
3737.50000000
0.000789964475
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.00000000
Y
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
3440000.00000000
PA
USD
2606838.26000000
0.550985851253
Long
DBT
CORP
LU
N
2
2029-04-01
None
0.00000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKV3
35000.00000000
PA
USD
26337.50000000
0.005566739632
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
Y
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
152000.00000000
PA
USD
172710.76000000
0.036504445473
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.88000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
214511.50000000
0.045339522303
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2380000.00000000
EUR
2576159.60000000
USD
2022-12-21
214511.50000000
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 7 Ltd
56844AAC3
565000.00000000
PA
USD
541751.38000000
0.114505510317
Long
ABS-CBDO
CORP
US
N
2
2032-04-30
Floating
6.41000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3043.30000000
0.000643237160
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
103791.34000000
USD
93000.00000000
GBP
2022-12-21
3043.30000000
N
N
N
RRE Loan Management
549300D6UNTEPRSJ6X22
RRE 5 Loan Management DAC
000000000
620000.00000000
PA
551716.00000000
0.116611649665
Long
ABS-CBDO
CORP
IE
Y
2
2037-01-15
Floating
3.13000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
493000.00000000
PA
USD
451430.24000000
0.095415077676
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
229904.00000000
0.048592907772
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
7.08000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
1848000.00000000
PA
USD
1175200.52000000
0.248392418064
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
UTEX INDUSTRIES COMMON
N/A
UTEX INDUSTRIES COMMON
000000000
8041.00000000
NS
USD
550808.50000000
0.116419838893
Long
EC
CORP
US
N
1
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
831000.00000000
PA
792173.27000000
0.167435114870
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
892000.00000000
PA
USD
822018.14000000
0.173743178302
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
174000.00000000
OU
Notional Amount
USD
5936.02000000
0.001254647471
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-05-18
0.00000000
USD
0.00000000
USD
174000.00000000
USD
5936.02000000
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
03330EAS3
250000.00000000
PA
USD
200597.75000000
0.042398687996
Long
ABS-CBDO
CORP
US
N
2
2039-01-28
Fixed
5.82000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZT2
5000.00000000
PA
USD
3775.00000000
0.000797890540
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.25000000
Y
N
N
N
N
N
Ozlme
635400VVYCGBQEIQI426
Sculptor European CLO I DAC
000000000
475000.00000000
PA
399817.73000000
0.084506168138
Long
ABS-CBDO
CORP
IE
N
2
2034-04-18
Floating
4.90000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-8937.01000000
-0.00188894191
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-8937.01000000
N
N
N
Sculptor European CLO
635400LLV8UFATLHHM75
Sculptor European CLO VI DAC
000000000
590000.00000000
PA
514838.54000000
0.108817165825
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
3.68000000
N
N
N
N
N
N
Z CAPITAL CREDIT PARTNERS CLO
N/A
Z Capital Credit Partners CLO 2019-1 Ltd
98877GAW8
455000.00000000
PA
USD
435959.16000000
0.092145083402
Long
ABS-CBDO
CORP
US
N
2
2031-07-16
Floating
6.98000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
981000.00000000
PA
USD
863221.14000000
0.182451915771
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Regatta VIII Funding Ltd
2549002R0TTC87W9EH67
Regatta VIII Funding Ltd
75888KAG9
425000.00000000
PA
USD
383411.20000000
0.081038455531
Long
ABS-CBDO
CORP
US
N
2
2030-10-17
Floating
7.28000000
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
2086000.00000000
PA
USD
1814507.10000000
0.383517364479
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
Erna Srl
8156000268F284900524
Erna Srl
000000000
236238.36000000
PA
228728.69000000
0.048344492214
Long
ABS-MBS
CORP
IT
Y
2
2031-07-25
Floating
2.40000000
N
N
N
N
N
N
Speed Midco 3 S.a r.l.
N/A
Speed Midco 3 S.a r.l. EUR Term Loan B1
000000000
3920000.00000000
PA
3784838.27000000
0.799969974374
Long
LON
CORP
LU
N
3
2029-04-26
Floating
8.19000000
N
N
N
N
N
N
CATALYST HEALTH (MAN) FI
N/A
Catalyst Healthcare Manchester Financing PLC
000000000
241222.87000000
PA
484787.73000000
0.102465574558
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
263277.77000000
0.055646845623
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
5.51000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
27000.00000000
PA
5148.44000000
0.001088183198
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.75000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
2054000.00000000
PA
USD
1604728.58000000
0.339178213028
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
2019000.00000000
PA
USD
1819492.52000000
0.384571091488
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Elevation CLO Ltd
549300JPI8D017HI2768
Elevation CLO 2021-14 Ltd
28623RAY4
630000.00000000
PA
USD
532772.10000000
0.112607634139
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
9.26000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-1 Ltd
05684LAE5
220000.00000000
PA
USD
200651.00000000
0.042409943008
Long
ABS-CBDO
CORP
US
N
2
2034-04-18
Floating
5.59000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYE6
120000.00000000
PA
USD
90300.00000000
0.019085964454
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
Y
N
N
N
N
N
RRE Loan Management
549300O0YBOSZ3WUET98
RRE 6 Loan Management DAC
000000000
505000.00000000
PA
448313.28000000
0.094756271610
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
2.78000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC67
30000.00000000
PA
USD
22387.50000000
0.004731860788
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
197522.63000000
0.041748725305
Long
ABS-CBDO
CORP
US
N
2
2028-10-15
Floating
7.83000000
N
N
N
N
N
N
SMERALDA SPV SRL
N/A
SMERALDA SPV SRL
000000000
2029328.86000000
PA
1989439.79000000
0.420491440926
Long
ABS-O
CORP
IT
N
3
2034-12-22
Variable
4.46000000
N
N
N
N
N
N
Voya Euro CLO
549300H0DM0Z0GCEKC77
Voya Euro CLO IV DAC
000000000
115000.00000000
PA
93667.91000000
0.019797811747
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
4.48000000
N
N
N
N
N
N
Saranac CLO V Ltd.
N/A
Saranac CLO I Ltd
803165AE9
575000.00000000
PA
USD
543196.18000000
0.114810885748
Long
ABS-CBDO
CORP
JE
N
2
2029-07-26
Floating
7.18000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-13944.82000000
-0.00294740131
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-13944.82000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYY2
145000.00000000
PA
USD
109112.50000000
0.023062207048
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2019-2
70018AAL4
565000.00000000
PA
USD
515590.75000000
0.108976154234
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
5.78000000
N
N
N
N
N
N
Vantage Drilling International
549300T9QN1134QR7185
Vantage Drilling International
92210KAC2
2330000.00000000
PA
USD
2294176.25000000
0.484901067100
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
813739.82000000
0.171993458244
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP21024 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: EUJP21024 CYS EUR P V 00MESTRO ESTRON -37 BPS
000000000
1.00000000
NC
-14204.37000000
-0.00300226025
N/A
DFE
US
N
3
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1472000.00000000
EUR
1440499.20000000
USD
2024-10-21
-14204.37000000
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
946000.00000000
PA
USD
811578.13000000
0.171536559700
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDP2
923000.00000000
PA
USD
853608.86000000
0.180420247616
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
21000.00000000
PA
USD
20210.93000000
0.004271817182
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
1903000.00000000
PA
USD
1766659.57000000
0.373404227637
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
1142000.00000000
PA
USD
904070.01000000
0.191085803709
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-23678.91000000
-0.00500481544
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
401620.80000000
USD
329000.00000000
GBP
2022-12-21
-23678.91000000
N
N
N
NCL CORPORATION LIMITED
N/A
NCL Corporation Limited 2021 Revolver A
000000000
1869000.00000000
PA
USD
1761345.60000000
0.372281057731
Long
LON
CORP
BM
N
2
2024-01-02
Floating
5.29000000
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
1304000.00000000
OU
Notional Amount
51707.68000000
0.010929024833
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-08
37.10000000
GBP
0.00000000
GBP
1304000.00000000
GBP
51659.34000000
N
N
N
Anchorage Capital CLO LTD
549300687XYK5L55VX28
Anchorage Capital CLO 5-R Ltd
03329YAA1
255000.00000000
PA
USD
221484.33000000
0.046813311733
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
9.48000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
910671.00000000
PA
USD
277660.38000000
0.058686778992
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
5.25000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542798AJ2
305000.00000000
PA
USD
254104.35000000
0.053707935678
Long
ABS-CBDO
CORP
US
N
2
2030-01-17
Floating
6.48000000
N
N
N
N
N
N
Cordatus CLO PLC
635400CLBI5JM6YQBR92
CVC Cordatus Loan Fund VII DAC
000000000
285000.00000000
PA
239250.05000000
0.050568305093
Long
ABS-CBDO
CORP
IE
Y
2
2031-09-15
Floating
3.90000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
472000.00000000
PA
USD
298946.50000000
0.063185850196
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
845000.00000000
PA
USD
596035.76000000
0.125979150927
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.73000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
189000.00000000
PA
USD
127392.75000000
0.026925952361
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
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
234405.63000000
0.049544380089
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
3.93000000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
898000.00000000
PA
USD
722514.29000000
0.152711872165
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
1458000.00000000
PA
USD
1326605.04000000
0.280393539736
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
1083251.75000000
PA
1238840.64000000
0.261843504091
Long
DBT
CORP
GB
Y
2
2027-06-30
Fixed
5.66000000
N
N
N
N
N
N
Omni Intermediate Holdings, LLC
N/A
Omni Intermediate Holdings, LLC 2020 2nd Lien Term Loan
000000000
1711000.00000000
PA
USD
1661381.00000000
0.351152366676
Long
LON
CORP
US
N
3
2027-12-30
Floating
12.69000000
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
221292.25000000
0.046772713371
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1199000.00000000
EUR
1407266.30000000
USD
2023-08-13
221292.25000000
N
N
N
Harvest CLO
6354002INGXPTMEXNQ59
Harvest CLO XIX DAC
000000000
450000.00000000
PA
378267.61000000
0.079951297437
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-14
Floating
3.91000000
N
N
N
N
N
N
ARES CLO Ltd
549300FI9E5EZIMPA581
Ares XLIX CLO Ltd
04017JAJ0
250000.00000000
PA
USD
219439.50000000
0.046381112921
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Floating
7.32000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
2463000.00000000
PA
USD
2034056.24000000
0.429921651101
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
VENTURE CDO LTD
5493005RF0X3GB54HH60
Venture 44 CLO Ltd
92332QAA6
630000.00000000
PA
USD
541221.03000000
0.114393414622
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
9.21000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-10507.97000000
-0.00222098274
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
178226.86000000
USD
146000.00000000
GBP
2022-12-21
-10507.97000000
N
N
N
Man GLG Euro CLO
635400NDD1WGPZLEAH44
Man GLG Euro CLO I DAC
000000000
315000.00000000
PA
248898.28000000
0.052607571703
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
3.83000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXH0
10000.00000000
PA
USD
7475.00000000
0.001579928951
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAH5
70043.92000000
PA
USD
68152.87000000
0.014404908685
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.37000000
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
4494.00000000
0.000949859626
Long
EP
CORP
US
N
2
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
10359.00000000
PA
3071.18000000
0.000649129925
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
3.50000000
N
N
N
N
N
N
American Money Management Corporation
549300LDRXVT7PCHV066
Ammc Clo 20 Ltd
00177CAA8
250000.00000000
PA
USD
231797.25000000
0.048993068372
Long
ABS-CBDO
CORP
US
N
2
2029-04-17
Floating
9.89000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
632000.00000000
PA
USD
490103.36000000
0.103589095324
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-32363.29000000
-0.00684036104
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-32363.29000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
365000.00000000
PA
USD
366412.55000000
0.077445591416
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AW3
1396000.00000000
PA
USD
881580.98000000
0.186332483363
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXS6
15000.00000000
PA
USD
11212.50000000
0.002369893426
Long
DBT
MUN
US
N
2
2017-07-01
Fixed
5.00000000
Y
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAR3
2540000.00000000
PA
USD
2114391.91000000
0.446901537502
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.13000000
N
N
N
N
N
N
OLA Netherlands B.V.
N/A
OLA Netherlands B.V. Term Loan
000000000
456275.21000000
PA
USD
432699.47000000
0.091456109676
Long
LON
CORP
NL
N
2
2026-12-15
Floating
9.73000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
2137000.00000000
PA
USD
1633576.23000000
0.345275502314
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Sculptor CLO Ltd
N/A
Sculptor CLO XXIX Ltd
81124GAE5
350000.00000000
PA
USD
284254.60000000
0.060080544756
Long
ABS-CBDO
CORP
US
N
2
2034-10-22
Floating
9.19000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
764000.00000000
PA
USD
644667.02000000
0.136257938300
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
567613.13000000
0.119971694605
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
6.24000000
N
N
N
N
N
N
Parallel Ltd
549300IVH7GEF68EFD31
Parallel 2015-1 Ltd
69915WAA6
755000.00000000
PA
USD
691315.75000000
0.146117694696
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Floating
9.39000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
2520176.80000000
PA
USD
2170666.08000000
0.458795743574
Long
LON
CORP
US
N
2
2027-12-17
Floating
7.12000000
N
N
N
N
N
N
Ellington CLO LTD
25490064KF1PM0300Z69
Ellington CLO IV Ltd
28853RAG4
585000.00000000
PA
USD
555418.31000000
0.117394176321
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
9.58000000
N
N
N
N
N
N
LCM Ltd Partnership
549300VQTTD2PAP2Y421
LCM XX LP
50188WAH1
250000.00000000
PA
USD
234439.25000000
0.049551486070
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
7.04000000
N
N
N
N
N
N
CBAM CLO Management LLC
254900JWJFDB3KD6V066
CBAM 2017-1 Ltd
12480VAJ4
535000.00000000
PA
USD
504552.62000000
0.106643115953
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
6.64000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QVD1
465000.00000000
PA
USD
349912.50000000
0.073958112259
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.25000000
Y
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
2032000.00000000
PA
USD
1742838.54000000
0.368369373464
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
1057000.00000000
PA
USD
635498.77000000
0.134320121095
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-11400.11000000
-0.00240954700
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-11400.11000000
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 12-2018 Ltd
44330QAD3
435000.00000000
PA
USD
394310.97000000
0.083342249804
Long
ABS-CBDO
CORP
US
N
2
2031-07-18
Floating
6.04000000
N
N
N
N
N
N
Accunia European CLO
549300OJ7ZYTOOMRGP60
Accunia European CLO III DAC
000000000
240000.00000000
PA
208190.24000000
0.044003449837
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-20
Floating
4.51000000
N
N
N
N
N
N
QUORUM LITIGATION TRUST
N/A
QUORUM LITIGATION TRUST
000000000
2398.93000000
NS
USD
2398.93000000
0.000507042001
Long
EC
CORP
US
N
3
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
185000.00000000
PA
USD
149928.56000000
0.031689160208
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
1421000.00000000
PA
USD
826049.41000000
0.174595234514
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
1903534.00000000
PA
366216.17000000
0.077404084198
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
520540.19000000
0.110022276448
Long
ABS-CBDO
CORP
US
N
2
2034-10-19
Floating
9.19000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
3114000.00000000
PA
USD
2870874.45000000
0.606792997841
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
HalseyPoint CLO II, Ltd.
549300RT6H1EOIYTDV62
Halseypoint Clo 2 Ltd
40638TAJ1
680000.00000000
PA
USD
603837.28000000
0.127628093711
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Floating
7.24000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
3152000.00000000
PA
USD
2715490.99000000
0.573950880518
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QPG1
15000.00000000
PA
USD
11268.75000000
0.002381782524
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.50000000
Y
N
N
N
N
N
Bilbao CLO
6354005WQLZBA5LJUW27
Bilbao CLO II DAC
000000000
465000.00000000
PA
416457.36000000
0.088023149165
Long
ABS-CBDO
CORP
IE
Y
2
2035-08-20
Floating
1.99000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
300000.00000000
PA
248036.84000000
0.052425496252
Long
DBT
CORP
DE
Y
2
2027-05-25
Fixed
2.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
28149.12000000
0.005949646774
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
313000.00000000
EUR
338735.61000000
USD
2022-12-21
28149.12000000
N
N
N
Spirit RR Holdings, Inc
N/A
Spirit RR Holdings, Inc Term Loan
000000000
1686055.00000000
PA
USD
1635473.35000000
0.345676480884
Long
LON
CORP
US
N
3
2028-09-13
Floating
9.77000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKX9
150000.00000000
PA
USD
112875.00000000
0.023857455567
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
3649569.00000000
0.771379227099
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
192274.36000000
0.040639441865
Long
ABS-CBDO
CORP
IE
N
2
2035-04-20
Floating
7.93000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
109000.00000000
PA
USD
111340.23000000
0.023533063921
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
1585000.00000000
PA
USD
1468834.78000000
0.310455464010
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
589000.00000000
PA
USD
571276.99000000
0.120746094403
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
GROUPON INC
5299005W5W1R5POQJL03
Groupon Inc
399473AF4
6209000.00000000
PA
USD
3799131.88000000
0.802991096549
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.13000000
N
N
N
N
Y
Groupon Inc
Groupon Inc
USD
XXXX
N
N
N
Wind River CLO Ltd
N/A
Wind River 2016-1K CLO Ltd
97314DAL2
915000.00000000
PA
USD
766807.52000000
0.162073766001
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
9.20000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAK8
174543.05000000
PA
USD
136362.33000000
0.028821778330
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.37000000
N
N
N
N
N
N
Sound Point CLO LTD
549300YVZ0M0XDDYS744
Sound Point Clo XV Ltd
83609RAQ4
365000.00000000
PA
USD
344954.20000000
0.072910117381
Long
ABS-CBDO
CORP
US
N
2
2029-01-23
Floating
6.37000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-13717.82000000
-0.00289942220
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1209426.21000000
USD
1205000.00000000
EUR
2022-12-21
-13717.82000000
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI RETIREMENT SYS FUNDING TRUST 2005 COPS
25113PAN5
823909.32000000
PA
USD
782713.85000000
0.165435755469
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
4.95000000
Y
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
2125000.00000000
PA
1484095.85000000
0.313681070207
Long
DBT
CORP
NL
Y
2
2030-01-19
Fixed
2.09000000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
3869000.00000000
PA
USD
3662143.92000000
0.774037083978
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
1568000.00000000
PA
USD
1249241.28000000
0.264041801381
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.38000000
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
122000.00000000
OU
Notional Amount
USD
8078.30000000
0.001707443484
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
0.00000000
USD
0.00000000
USD
122000.00000000
USD
8078.30000000
N
N
N
SIGNAL PARENT INC
N/A
Signal Parent Inc
82666QAA3
1136000.00000000
PA
USD
493994.93000000
0.104411624302
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRSES0571 IRS EUR R V 12MESTRO LCH CCP ESTRON / Short: BRSES0571 IRS EUR P F .57100
000000000
3502000.00000000
OU
Notional Amount
99191.85000000
0.020965361276
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-13
0.00000000
EUR
0.00000000
EUR
3502000.00000000
EUR
99191.85000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYZ9
30000.00000000
PA
USD
22575.00000000
0.004771491113
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKN1
5000.00000000
PA
USD
3737.50000000
0.000789964475
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.00000000
Y
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
294377.48000000
0.062220134212
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1977000.00000000
EUR
2248639.80000000
USD
2023-12-03
294377.48000000
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
490000.00000000
PA
USD
392958.52000000
0.083056393628
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
Barings Euro CLO 2018-3 BV
635400CANTVBJVDMUG70
Barings Euro CLO 2018-3 DAC
000000000
480000.00000000
PA
416708.01000000
0.088076126983
Long
ABS-CBDO
CORP
IE
N
2
2031-07-27
Floating
3.93000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
245000.00000000
PA
USD
225891.23000000
0.047744761752
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
25875.99000000
0.005469194079
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
230591.00000000
0.048738113283
Long
ABS-CBDO
CORP
US
N
2
2032-01-15
Floating
6.48000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1757484.00000000
PA
USD
459551.59000000
0.097131620283
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
4.50000000
N
N
N
N
N
N
VERSCEND INTER HOLDING CORP
N/A
VERSCEND INTER HOLDING CORP
000000000
200.00000000
NS
USD
199384.00000000
0.042142147693
Long
EC
CORP
US
N
3
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
946000.00000000
PA
USD
864492.64000000
0.182720662214
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
3397000.00000000
PA
USD
2805208.63000000
0.592913756353
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
MidOcean Credit CLO
549300T32RO3I7BJ4V26
Midocean Credit Clo VIII
59801MAJ7
250000.00000000
PA
USD
207151.75000000
0.043783952792
Long
ABS-CBDO
CORP
US
N
2
2031-02-20
Floating
5.88000000
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
299860.14000000
0.063378958729
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1561000.00000000
EUR
1842448.30000000
USD
2022-11-16
299860.15000000
N
N
N
PETERBORO PROGRES HEALTH
213800QDQMAUJLZ6A181
Peterborough Progress Health PLC
000000000
579075.00000000
PA
614185.14000000
0.129815235330
Long
DBT
CORP
GB
Y
2
2042-10-02
Fixed
5.58000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
660000.00000000
PA
USD
628032.90000000
0.132742121876
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
-1671000.00000000
PA
USD
-1436798.91000000
-0.30368430702
Short
DBT
UST
US
N
2
2042-08-15
Fixed
3.38000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
1006000.00000000
PA
USD
927723.14000000
0.196085170247
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
1025000.00000000
PA
USD
867273.00000000
0.183308323921
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
Whitehorse Ltd
549300UT33WDDDZEYN84
WhiteHorse X Ltd
96525XAA9
1380513.71000000
PA
USD
1335154.17000000
0.282200498665
Long
ABS-CBDO
CORP
US
N
2
2027-04-17
Floating
9.38000000
N
Y
N
N
N
N
MONROE CAPITAL CLO LTD
549300P18F17MYF55L44
Monroe Capital CLO 2014-1 Ltd
000000000
250000.00000000
PA
USD
232540.09000000
0.049150076322
Long
ABS-CBDO
CORP
US
Y
2
2026-10-22
Floating
9.72000000
N
N
N
N
N
N
Optiv Security, Inc.
549300VZRXJMEDMZX746
Optiv Security, Inc. 1st Lien Term Loan
68404XAB2
99867.89000000
PA
USD
95998.01000000
0.020290305720
Long
LON
CORP
US
N
2
2024-02-01
Floating
7.42000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
745190ZT8
595000.00000000
PA
USD
564506.25000000
0.119315019066
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.25000000
Y
N
N
N
N
N
EC FINANCE PLC
213800NKPB53RHYDQE45
EC Finance PLC
000000000
882000.00000000
PA
772226.13000000
0.163219052799
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
3.00000000
N
N
N
N
N
N
Providus CLO
635400JFBYET5G2XFP83
Providus CLO II DAC
000000000
540000.00000000
PA
488315.53000000
0.103211216478
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-15
Floating
3.73000000
N
N
N
N
N
N
OZLM Ltd
549300Y1XB6AVMQY8652
OZLM XIV Ltd
67110HBW7
465000.00000000
PA
USD
397676.37000000
0.084053566579
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
7.47000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
387000.00000000
PA
USD
357411.92000000
0.075543202664
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
CIFC Funding Ltd
549300ZXX0SJBZWIWI81
CIFC Funding 2015-IV Ltd
12550TBE4
270000.00000000
PA
USD
245817.18000000
0.051956345068
Long
ABS-CBDO
CORP
US
N
2
2034-04-20
Floating
6.14000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAA9
353000.00000000
PA
USD
347798.55000000
0.073511304125
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
Y
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO IX 2018-1 Ltd
36361XAA2
1160000.00000000
PA
USD
1090766.56000000
0.230546309988
Long
ABS-CBDO
CORP
US
N
2
2028-01-21
Floating
9.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
952000.00000000
PA
USD
661111.64000000
0.139733701675
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
201578.78000000
0.042606040197
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.88000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
399000.00000000
PA
302141.29000000
0.063861106545
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
4.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
535000.00000000
PA
439982.24000000
0.092995408561
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
740000.00000000
PA
USD
659987.50000000
0.139496101497
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
53000.00000000
OU
Notional Amount
USD
4444.62000000
0.000939422583
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-18
0.00000000
USD
0.00000000
USD
53000.00000000
USD
4444.62000000
N
N
N
Venture CDO Ltd
549300SNYYGJ2M6QEK53
Venture XVII CLO Ltd
92329YAQ9
160000.00000000
PA
USD
150629.28000000
0.031837265601
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Floating
5.93000000
N
N
N
N
N
N
KKR Financial CLO Ltd
2549007YUM7PQ7NZ5U34
KKR CLO 12 Ltd
48250RBN5
520000.00000000
PA
USD
501030.92000000
0.105898763339
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
5.78000000
N
N
N
N
N
N
Discovery Purchaser Corporation
2549001LSO1ZBIPA5D65
Discovery Purchaser Corporation Term Loan
000000000
1740000.00000000
PA
USD
1596450.00000000
0.337428438016
Long
LON
CORP
US
N
2
2029-10-04
Floating
7.97000000
N
N
N
N
N
N
Oak Hill European Credit Partners PLC
635400IYJPIPZAGCXJ49
Oak Hill European Credit Partners IV Designated Activity Co
000000000
325000.00000000
PA
274073.72000000
0.057928696320
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
3.96000000
N
N
N
N
N
N
610 Funding CLO 1 Ltd
N/A
610 Funding CLO 1 Ltd
36655QAM6
425000.00000000
PA
USD
389273.65000000
0.082277553121
Long
ABS-CBDO
CORP
US
N
2
2029-09-21
Floating
6.90000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
294000.00000000
PA
182855.92000000
0.038648744068
Long
DBT
CORP
NL
Y
2
2032-08-03
Fixed
2.03000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
854000.00000000
PA
USD
823994.71000000
0.174160949562
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
75000.00000000
OU
Notional Amount
USD
4966.17000000
0.001049658295
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
0.00000000
USD
0.00000000
USD
75000.00000000
USD
4966.17000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
1156000.00000000
PA
885584.26000000
0.187178623560
Long
DBT
CORP
FR
Y
2
2029-01-15
Fixed
4.13000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-2 Ltd
13876VAQ8
285000.00000000
PA
USD
261000.15000000
0.055165443914
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
6.28000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
1149000.00000000
PA
USD
1017387.80000000
0.215036848138
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
Hanger, Inc.
254900ZJJJYVLHJXSZ60
Hanger, Inc. 2022 Term Loan
000000000
2881623.93000000
PA
USD
2809583.33000000
0.593838400525
Long
LON
CORP
US
N
3
2028-10-03
Floating
9.27000000
N
N
N
N
N
N
Spirit RR Holdings, Inc
N/A
Spirit RR Holdings, Inc Revolver
000000000
168605.00000000
PA
USD
163546.85000000
0.034567545578
Long
LON
CORP
US
N
3
2028-09-13
Fixed
0.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
1133000.00000000
PA
USD
855415.00000000
0.180801996495
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAJ5
250000.00000000
PA
USD
217553.00000000
0.045982379013
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
6.79000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd
56576QAU2
1210000.00000000
PA
USD
1116246.78000000
0.235931853434
Long
ABS-CBDO
CORP
US
N
2
2027-11-21
Floating
5.73000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
1601000.00000000
PA
USD
1478963.78000000
0.312596347000
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
293094.62000000
0.061948986700
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3281000.00000000
EUR
3548795.22000000
USD
2022-12-21
293094.62000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
1020000.00000000
PA
USD
1006230.00000000
0.212678516198
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
784270.84000000
0.165764843573
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
4.58000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
1207000.00000000
PA
USD
991562.57000000
0.209578382780
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
2975000.00000000
PA
2377700.89000000
0.502554979725
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.38000000
N
N
N
N
N
N
37 Capital CLO Ltd
N/A
37 Capital CLO I
88430TAG6
655000.00000000
PA
USD
558348.86000000
0.118013582447
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
7.60000000
N
N
N
N
N
N
Monroe Capital MML CLO
5493006UQZL8BZLQCE22
Monroe Capital Mml Clo 2017-1 Ltd
61033TAA7
525000.00000000
PA
USD
461769.32000000
0.097600363538
Long
ABS-CBDO
CORP
US
N
2
2029-04-22
Floating
11.67000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
-902000.00000000
PA
USD
-601944.06000000
-0.12722793945
Short
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Avalara, Inc
549300Q16CMW239SS315
Avalara, Inc Revolver
000000000
465348.00000000
PA
USD
453714.31000000
0.095897842669
Long
LON
CORP
US
N
3
2028-10-19
Fixed
0.50000000
N
N
N
N
N
N
QUORUM HEALTH CORP
N/A
QUORUM HEALTH CORP
000000000
48950.08800000
NS
USD
289784.52000000
0.061249358229
Long
EC
CORP
US
N
3
N
N
N
Covetrus, Inc.
N/A
Covetrus, Inc. Term Loan
000000000
1998158.84000000
PA
USD
1883264.71000000
0.398050092058
Long
LON
CORP
US
N
2
2029-10-13
Floating
8.78000000
N
N
N
N
N
N
Man GLG Euro CLO
635400MYXY3VFWZIIW08
Man GLG Euro Clo III DAC
000000000
635000.00000000
PA
523853.01000000
0.110722479823
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
4.68000000
N
N
N
N
N
N
CIFC European Funding CLO
6354004PQUAJERUBIO61
CIFC European Funding CLO IV DAC
000000000
280000.00000000
PA
225482.89000000
0.047658454303
Long
ABS-CBDO
CORP
IE
Y
2
2035-08-18
Floating
4.50000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
4600000.00000000
PA
USD
3886678.00000000
0.821494996155
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
200000.00000000
PA
USD
184536.00000000
0.039003848687
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
123000.00000000
PA
USD
96025.56000000
0.020296128735
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
Shackleton CLO LTD
549300OH4RL7RZQLLL91
Shackleton 2021-XVI Clo Ltd
81883KAE7
1220000.00000000
PA
USD
1048173.98000000
0.221543868483
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
9.19000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
000000000
2506000.00000000
PA
1778289.44000000
0.375862337110
Long
DBT
CORP
XX
Y
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2018 Term Loan C
53226GAH4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-01-30
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
23000.00000000
PA
4826.66000000
0.001020171220
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
3.00000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300CIOPBDYOSN3T91
Benefit Street Partners Clo XII Ltd
08179HAC4
400000.00000000
PA
USD
372446.00000000
0.078720831861
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
6.08000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67402CAW6
650000.00000000
PA
USD
589527.90000000
0.124603638362
Long
ABS-CBDO
CORP
US
N
2
2032-10-20
Floating
6.49000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
2314335.35000000
PA
USD
2033722.19000000
0.429851045714
Long
LON
CORP
US
N
2
2028-07-27
Floating
9.17000000
N
N
N
N
N
N
Euro Galaxy CLO BV
635400BJZBIZBMK5FC74
Euro-Galaxy V CLO DAC
000000000
345000.00000000
PA
308334.62000000
0.065170139505
Long
ABS-CBDO
CORP
IE
N
2
2034-02-15
Floating
2.72000000
N
N
N
N
N
N
Tikehau
54930064VZT4XX1Q1F93
Tikehau CLO III DAC
000000000
220000.00000000
PA
187867.27000000
0.039707951686
Long
ABS-CBDO
CORP
IE
Y
2
2030-12-01
Floating
3.32000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAJ6
264000.00000000
PA
USD
154995.08000000
0.032760028653
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
2771000.00000000
PA
USD
2480045.00000000
0.524186608137
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
PICARD MIDCO INC
N/A
Picard Midco Inc
88632QAE3
787000.00000000
PA
USD
683767.42000000
0.144522266589
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
St Pauls CLO
635400REBCMBKKLQ8M86
St Paul's CLO VI DAC
000000000
520000.00000000
PA
431953.74000000
0.091298490891
Long
ABS-CBDO
CORP
IE
N
2
2034-05-20
Floating
3.69000000
N
N
N
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
17000.00000000
OU
Notional Amount
USD
3428.73000000
0.000724702313
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-18
0.00000000
USD
0.00000000
USD
17000.00000000
USD
3428.73000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYA4
355000.00000000
PA
USD
267137.50000000
0.056462644843
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Thryv, Inc.
254900W0Q0EQ1QHCLN20
Thryv, Inc. Term Loan B
000000000
10577355.15000000
PA
USD
10397540.11000000
2.197642092474
Long
LON
CORP
US
N
2
2026-03-01
Floating
12.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
-526000.00000000
PA
USD
-470235.78000000
-0.09938984919
Short
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLZ3
110000.00000000
PA
USD
80575.00000000
0.017030471604
Long
DBT
MUN
US
N
2
2031-07-01
Floating
1.35000000
Y
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
1377000.00000000
PA
USD
1055886.37000000
0.223173972596
Long
DBT
CORP
US
N
2
2027-04-01
None
0.00000000
Y
N
N
N
N
N
Betony CLO 2, Ltd.
5493000QRX4XEMRJZO43
Betony CLO 2 Ltd
08763QAG7
250000.00000000
PA
USD
217992.50000000
0.046075272494
Long
ABS-CBDO
CORP
US
N
2
2031-04-30
Floating
7.31000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-14H
52525LAS9
258354.66000000
PA
USD
237816.99000000
0.050265411049
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
4.39000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
375000.00000000
PA
USD
385091.11000000
0.081393524220
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
99000.00000000
PA
USD
75004.38000000
0.015853055709
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Avoca CLO
635400WLVIIUQEHXT317
Avoca CLO XIII DAC
000000000
240000.00000000
PA
187008.31000000
0.039526400413
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
7.60000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-2866.31000000
-0.00060582824
N/A
DFE
CH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
76205.68000000
USD
73000.00000000
CHF
2022-12-21
-2866.31000000
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
587000.00000000
PA
474080.71000000
0.100202520259
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.25000000
N
N
N
N
N
N
TICP CLO LTD
N/A
TICP CLO XII Ltd
87250FAN0
470000.00000000
PA
USD
440601.50000000
0.093126296428
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
5.73000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
24137.56000000
0.005101756502
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1690000.00000000
EUR
1701106.17000000
USD
2022-12-21
24137.56000000
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
1129000.00000000
PA
USD
1044127.43000000
0.220688582664
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
1036000.00000000
PA
1217888.62000000
0.257415048842
Long
DBT
CORP
GB
Y
2
2032-03-30
Fixed
6.46000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
HPS Loan Management 13-2018 Ltd
40437LAJ1
1015000.00000000
PA
USD
925025.33000000
0.195514956451
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
6.23000000
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
788085.52000000
0.166571120947
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4475000.00000000
EUR
5182945.00000000
USD
2023-11-05
788085.52000000
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
1058690.62000000
PA
USD
727193.41000000
0.153700859076
Long
LON
CORP
US
N
2
2025-04-29
Floating
12.03000000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
880000.00000000
PA
798319.71000000
0.168734237077
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
520582.96000000
0.110031316389
Long
ABS-CBDO
CORP
US
N
2
2029-04-24
Floating
8.27000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAG6
305000.00000000
PA
USD
276852.16000000
0.058515952212
Long
ABS-CBDO
CORP
US
N
2
2030-11-20
Floating
4.73000000
N
N
N
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings Inc
04683P100
1964.00000000
NS
USD
146318.00000000
0.030926025991
Long
EC
CORP
US
N
1
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
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
-33316.54000000
-0.00704184161
N/A
DIR
US
N
3
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Massachusetts Development Finance Agency
Massachusetts Development Finance Agency
Y
equity-performance leg
2023-12-01
0.00000000
USD
0.00000000
USD
587246.88000000
USD
-33316.54000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
1630000.00000000
PA
1054868.01000000
0.222958730262
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
689824.80000000
0.145802564921
Long
ABS-CBDO
CORP
US
N
2
2028-01-17
Floating
9.58000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XL CLO Ltd
04016GBH0
350000.00000000
PA
USD
326905.25000000
0.069095260037
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Floating
5.88000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
1963000.00000000
PA
USD
1755726.83000000
0.371093464768
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
2022-11-30
FS Credit Income Fund
Edward T Gallivan Jr
Edward T Gallivan Jr
Chief Financial Officer