0001752724-23-142091.txt : 20230626
0001752724-23-142091.hdr.sgml : 20230626
20230626111212
ACCESSION NUMBER: 0001752724-23-142091
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230626
DATE AS OF CHANGE: 20230626
PERIOD START: 20231031
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: 231040414
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
2023-10-31
2023-04-30
N
566063163.00
41528557.00
524534606.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
41528557.45000000
0.00000000
0.00000000
0.00000000
8984571.98000000
0.00000000
0.00000000
10359324.97000000
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
201210.42000000
0.038359798895
Long
ABS-CBDO
CORP
IE
Y
2
2029-07-25
Floating
11.51000000
N
N
N
N
N
N
Sound Point EURO CLO Funding DAC
635400C9UNRNNADDDC68
Sound Point Euro CLO V Funding DAC
000000000
210000.00000000
PA
219059.04000000
0.041762552459
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-25
Floating
5.51000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS331 CYS USD R V 00MSOFR SOFRRATE +0BPS / Short: XCUIRS331 CYS EUR P V 00MESTR ESTRON -24.75 BPS
000000000
1.00000000
NC
-87018.44000000
-0.01658964708
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4924000.00000000
EUR
5333184.40000000
USD
2026-03-31
-87018.44000000
N
N
N
Hull Street CDO Ltd
549300W5TZ4WI4ZLP434
Hull Street CLO Ltd
444838AG1
126599.41000000
PA
USD
125423.93000000
0.023911469055
Long
ABS-CBDO
CORP
US
N
2
2026-10-18
Floating
8.86000000
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
962241.81000000
0.183446773386
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
251157.05000000
PA
USD
223215.83000000
0.042555024482
Long
LON
CORP
US
N
2
2027-01-29
Variable
10.73000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAN5
175000.00000000
PA
USD
169721.02000000
0.032356496227
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
7.37000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
29279UAB2
1359052.23000000
PA
USD
1277298.44000000
0.243510804699
Long
LON
CORP
US
N
2
2028-02-10
Floating
8.79000000
N
N
N
N
N
N
SPN NEW UN PE
N/A
SPN NEW UN PE
000000000
26438.00000000
NS
USD
1819820.07000000
0.346939944320
Long
EC
CORP
US
N
2
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
1187000.00000000
PA
USD
1118361.73000000
0.213210285309
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-02-12
Floating
8.52000000
N
N
N
N
N
N
JFIN CLO Ltd
254900VJGL23NNLC3592
JFIN CLO 2015-II Ltd
03755AAA6
330000.00000000
PA
USD
325789.20000000
0.062110144168
Long
ABS-CBDO
CORP
US
N
2
2026-10-17
Floating
11.36000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QA51
80000.00000000
PA
USD
57400.00000000
0.010943033947
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
7.00000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-28873.39000000
-0.00550457294
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
643000.00000000
GBP
780048.96000000
USD
2023-06-21
-28873.39000000
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
972000.00000000
PA
989464.66000000
0.188636678816
Long
SN
CORP
GB
Y
2
2034-09-15
Floating
6.39000000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
375000.00000000
PA
339830.23000000
0.064786999010
Long
DBT
CORP
LU
Y
2
2029-10-29
Fixed
3.63000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
255000.00000000
PA
USD
218637.97000000
0.041682277489
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
1440000.00000000
PA
USD
1347957.94000000
0.256981698553
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
REVERSE REPO ROYAL BANK OF CAN
000000000
-1326810.00000000
PA
USD
-1326810.00000000
-0.25294994549
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.48000000
2023-06-06
1882000.00000000
USD
1689356.39000000
USD
CDS
N
N
N
Atrium CDO Corp
N/A
Atrium XIV LLC
04965LAN8
250000.00000000
PA
USD
237324.25000000
0.045244726903
Long
ABS-CBDO
CORP
US
N
2
2030-08-23
Floating
8.21000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2017-5 Ltd
14316AAG2
440000.00000000
PA
USD
414462.40000000
0.079015263294
Long
ABS-CBDO
CORP
US
N
2
2030-01-20
Floating
7.05000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2596.43000000
-0.00049499689
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
118000.00000000
GBP
145852.77000000
USD
2023-06-21
-2596.43000000
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
4245000.00000000
PA
USD
3948997.42000000
0.752857366287
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.13000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AZ6
808000.00000000
PA
USD
398626.80000000
0.075996282312
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.38000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-33582.17000000
-0.00640227920
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2110000.00000000
EUR
2297931.79000000
USD
2023-06-21
-33582.17000000
N
N
N
OZLM Ltd
54930042UBEHLEPQ4B17
OZLM XVI Ltd
67111KAG5
250000.00000000
PA
USD
232105.00000000
0.044249701992
Long
ABS-CBDO
CORP
US
N
2
2030-05-16
Floating
8.42000000
N
N
N
N
N
N
THE BERKELEY GROUP PLC
2138001V85JLYR7AUB61
Berkeley Group PLC/The
000000000
821000.00000000
PA
709645.89000000
0.135290576042
Long
DBT
CORP
GB
Y
2
2031-08-11
Fixed
2.50000000
N
N
N
N
N
N
Galaxy CLO Ltd
6354006LLTU5DRVJLQ86
Galaxy Xxiv Clo Ltd
000000000
550000.00000000
PA
USD
513699.78000000
0.097934392530
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
7.71000000
N
N
N
N
N
N
Riverbed Technology, Inc.
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc. 2021 PIK Exit Term Loan
000000000
520839.85000000
PA
USD
162892.66000000
0.031054702232
Long
LON
CORP
US
N
2
2026-12-07
Floating
10.84000000
N
N
Y
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
2155000.00000000
PA
USD
1743098.04000000
0.332313258279
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
578272.70000000
0.110244909179
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
17109.21000000
0.003261788603
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAL6
1868000.00000000
PA
USD
1529705.20000000
0.291630939599
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
6.70000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
3195000.00000000
PA
USD
3153578.74000000
0.601214620337
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
1580000.00000000
PA
USD
1336585.20000000
0.254813540367
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBY1
46000.00000000
PA
USD
33413.85000000
0.006370189805
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Variable
2.42000000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc. 2022 Term Loan B
000000000
3048031.94000000
PA
USD
2469942.20000000
0.470882601785
Long
LON
CORP
CA
N
2
2027-02-01
Variable
10.24000000
N
N
N
N
N
N
Greywolf CLO Ltd
549300RJBZLY8V18YD77
Greywolf CLO V Ltd
39808PAQ9
740000.00000000
PA
USD
708770.30000000
0.135123649020
Long
ABS-CBDO
CORP
US
N
2
2031-01-27
Floating
7.26000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
755000.00000000
PA
USD
609767.07000000
0.116249159354
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
565607.49000000
PA
USD
481578.01000000
0.091810531562
Long
LON
CORP
US
N
2
2028-10-20
Variable
11.49000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAQ3
250000.00000000
PA
USD
233488.75000000
0.044513507274
Long
ABS-CBDO
CORP
US
N
2
2030-10-21
Floating
8.21000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300GJYHKO4BDEN716
Galaxy XXVII CLO Ltd
36320UAJ9
1290000.00000000
PA
USD
1208811.27000000
0.230454055113
Long
ABS-CBDO
CORP
US
N
2
2031-05-16
Floating
7.62000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
629000.00000000
PA
USD
639863.33000000
0.121986866582
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
835000.00000000
PA
USD
841229.26000000
0.160376312711
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.88000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
596000.00000000
PA
USD
590767.12000000
0.112626910263
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
5123103.50000000
0.976695043834
Long
LON
CORP
US
N
2
2025-04-21
Floating
12.08000000
N
N
N
N
N
N
Cordatus CLO PLC
549300WN6GZS11C3YE34
CVC Cordatus Loan Fund XVI DAC
000000000
165000.00000000
PA
169660.25000000
0.032344910718
Long
ABS-CBDO
CORP
IE
Y
2
2032-06-17
Floating
6.97000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd
04941VAJ4
250000.00000000
PA
USD
238669.25000000
0.045501144685
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Floating
7.80000000
N
N
N
N
N
N
Avoca CLO
635400ZMWQZGBPHKHU66
Avoca CLO XI DAC
000000000
210000.00000000
PA
204788.85000000
0.039042009365
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
8.18000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
1000000.00000000
PA
926306.00000000
0.176595784034
Long
DBT
CORP
NL
Y
2
2029-10-23
Fixed
3.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
1812000.00000000
PA
USD
1626910.51000000
0.310162664462
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
Steele Creek CLO Ltd
549300ZMV389HVGL0K94
Steele Creek CLO 2014-1 Ltd
85816WAG9
250000.00000000
PA
USD
235781.50000000
0.044950609035
Long
ABS-CBDO
CORP
US
N
2
2031-04-21
Floating
7.21000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
342000.00000000
PA
USD
331996.02000000
0.063293444551
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.88000000
N
N
N
N
N
N
PT Intermediate Holdings III, LLC
N/A
PT Intermediate Holdings III, LLC 2023 Incremental Delayed Draw Term Loan
000000000
359964.00000000
PA
USD
355464.45000000
0.067767587864
Long
LON
CORP
US
N
2
2028-11-01
Fixed
1.00000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
1545694.54000000
NS
USD
1545694.54000000
0.294679230372
Long
EC
RF
US
N
2
N
N
N
PT Intermediate Holdings III, LLC
N/A
PT Intermediate Holdings III, LLC 2023 Incremental Term Loan
000000000
720036.00000000
PA
USD
711035.55000000
0.135555508038
Long
LON
CORP
US
N
2
2028-11-01
Variable
11.39000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300A5WKMO0YA6UL92
Anchorage Credit Funding 2 Ltd
03329MAQ2
250000.00000000
PA
USD
203441.50000000
0.038785143567
Long
ABS-CBDO
CORP
US
N
2
2038-04-25
Fixed
7.04000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDS6
974000.00000000
PA
USD
970482.11000000
0.185017746951
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
59151KAJ7
1429000.00000000
PA
USD
1193689.00000000
0.227571067065
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
988000.00000000
PA
942261.39000000
0.179637602404
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
84527.54000000
0.016114768984
Long
EC
CORP
US
N
2
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
290000.00000000
PA
277150.17000000
0.052837347017
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
7.48000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
1877000.00000000
PA
USD
2019828.44000000
0.385070578165
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.38000000
N
N
N
N
N
N
Cloud Software Group, Inc.
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc. 2022 USD Term Loan
88632NAV2
874999.99000000
PA
USD
820185.62000000
0.156364443950
Long
LON
CORP
US
N
2
2029-03-30
Variable
9.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-22456.56000000
-0.00428123516
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1003000.00000000
GBP
1239361.66000000
USD
2023-06-21
-22456.56000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLH3
15000.00000000
PA
USD
10200.00000000
0.001944580945
Long
DBT
MUN
US
N
2
2017-07-01
None
0.00000000
Y
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-18445123.80000000
PA
USD
-18445123.80000000
-3.51647414470
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.58000000
2023-07-17
24137000.00000000
USD
21963344.03000000
USD
CDS
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XX Ltd
55819TAW1
675000.00000000
PA
USD
629837.78000000
0.120075543690
Long
ABS-CBDO
CORP
US
N
2
2030-07-27
Floating
8.29000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAJ4
373000.00000000
PA
USD
333480.65000000
0.063576482120
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.63000000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
2603000.00000000
PA
USD
2246935.73000000
0.428367490780
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.88000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
100000.00000000
PA
101823.09000000
0.019412082412
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
4.78000000
N
N
N
N
N
N
VIBRANTZ TECH INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69357VAA3
1982000.00000000
PA
USD
1517394.39000000
0.289283942878
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
403000.00000000
PA
480023.00000000
0.091514076384
Long
DBT
CORP
GB
N
2
2028-03-27
Fixed
8.50000000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS I
549300XL60BDV6UW5C86
Advisor Group Holdings Inc
00791GAA5
891000.00000000
PA
USD
885070.40000000
0.168734415208
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
941321.97000000
0.179458506499
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.63000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM Corp
78442PGE0
62000.00000000
PA
USD
54322.85000000
0.010356390098
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.13000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1678.20000000
-0.00031994075
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
59000.00000000
GBP
72546.40000000
USD
2023-06-21
-1678.20000000
N
N
N
Penta CLO S.A.
549300FTCSBBS0J25486
Penta Clo 9 DAC
000000000
335000.00000000
PA
333254.73000000
0.063533411559
Long
ABS-CBDO
CORP
IE
N
2
2036-07-25
Floating
6.36000000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
549300BLD00YT7O8WE90
NEWSTAR EXETER FUND CLO LLC
31679NAL8
305820.06000000
PA
USD
303739.57000000
0.057906488251
Long
ABS-CBDO
CORP
US
N
2
2027-01-20
Floating
12.45000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd
04941GAS7
500000.00000000
PA
USD
480472.00000000
0.091599676075
Long
ABS-CBDO
CORP
US
N
2
2027-11-17
Floating
7.48000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CL6
812000.00000000
PA
USD
649460.73000000
0.123816564735
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
528100.02000000
0.100679729032
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Floating
7.26000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900EL25PYQV3BT157
Wellfleet CLO 2017-2 Ltd
94951MAG8
395000.00000000
PA
USD
364075.06000000
0.069409159250
Long
ABS-CBDO
CORP
US
N
2
2029-10-20
Floating
8.65000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493008VFWRM4UWVV341
Anchorage Credit Funding 12 Ltd
03332DBA1
295000.00000000
PA
USD
259730.10000000
0.049516294450
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
145536.50000000
0.027745833799
Long
ABS-CBDO
CORP
IE
Y
2
2032-11-16
Floating
4.96000000
N
N
N
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAU0
530000.00000000
PA
USD
475800.61000000
0.090709098038
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
8.35000000
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
437299.30000000
PA
481860.29000000
0.091864346887
Long
LON
CORP
LU
N
2
2028-09-29
None
0.00000000
N
N
Y
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1083.16000000
-0.00020649924
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
96000.00000000
EUR
104995.20000000
USD
2023-06-21
-1083.16000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFV6
645000.00000000
PA
USD
618372.66000000
0.117889773701
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Floating
6.87000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5253.08000000
-0.00100147443
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
688000.00000000
GBP
860281.25000000
USD
2023-06-21
-5253.08000000
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAL9
250000.00000000
PA
USD
228636.25000000
0.043588401486
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
8.21000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS327CLO IRS USD R V 00MSOFR IRS327CLO_FLO CCPOIS / Short: BRS327CLO IRS USD P F 3.27000 IRS327CLO_FIX CCPOIS
000000000
97000.00000000
OU
Notional Amount
USD
-488.16000000
-0.00009306535
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-15
0.00000000
USD
0.00000000
USD
97000.00000000
USD
-488.16000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-801.09000000
-0.00015272395
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
71000.00000000
EUR
77652.70000000
USD
2023-06-21
-801.09000000
N
N
N
Barings 2018-1 B.V.
635400CCJ8QE5TOF7C57
Barings Euro CLO 2018-1 DAC
000000000
190000.00000000
PA
186761.73000000
0.035605225635
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
5.48000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1399.08000000
-0.00026672787
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
124000.00000000
EUR
135618.80000000
USD
2023-06-21
-1399.08000000
N
N
N
SHELF DRILL NO SEA HOLD
N/A
Shelf Drilling North Sea Holdings Ltd
822541AA6
2069000.00000000
PA
USD
2074586.30000000
0.395509900828
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
3487.50000000
0.000664875102
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
703223.62000000
0.134066201153
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR3205CLO IRS USD R V 00MSOFR IR3205CLO_FLO CCPOIS / Short: BR3205CLO IRS USD P F 3.20500 IR3205CLO_FIX CCPOIS
000000000
71000.00000000
OU
Notional Amount
USD
-503.89000000
-0.00009606420
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-15
0.00000000
USD
0.00000000
USD
71000.00000000
USD
-503.89000000
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAN5
630000.00000000
PA
USD
582628.25000000
0.111075273839
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.54000000
N
N
N
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
-16034.33000000
-0.00305686790
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
-16034.33000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXQ0
5000.00000000
PA
USD
3525.00000000
0.000672024297
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
794137.33000000
0.151398462735
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Floating
13.31000000
N
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
482000.00000000
PA
USD
498424.15000000
0.095022167136
Long
DBT
CORP
AU
N
2
2026-05-15
Fixed
10.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
-1411000.00000000
PA
USD
-1486620.78000000
-0.28341710213
Short
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAF3
880000.00000000
PA
USD
786724.67000000
0.149985274756
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRSES1014 IRS EUR R V 12MESTRO LCH CCP ESTRON / Short: BRSES1014 IRS EUR P F 1.01400
000000000
1453000.00000000
OU
Notional Amount
110056.38000000
0.020981719555
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
110056.38000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B091IRSGS IRS USD R V 00MSOFR 3091IRSGS_FLO CCPOIS / Short: B091IRSGS IRS USD P F 3.09100 3091IRSGS_FIX CCPOIS
000000000
255000.00000000
OU
Notional Amount
USD
676.55000000
0.000128981003
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-07-18
0.00000000
USD
0.00000000
USD
255000.00000000
USD
676.55000000
N
N
N
Madison Park Euro Funding
635400XLHN7OVUSEV112
Madison Park Euro Funding XIV DAC
000000000
345000.00000000
PA
364604.25000000
0.069510046778
Long
ABS-CBDO
CORP
IE
N
2
2032-07-15
Floating
5.58000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAL8
293000.00000000
PA
254823.97000000
0.048580964360
Long
DBT
US
N
2
2028-06-05
Fixed
3.69000000
N
N
N
N
N
N
PREMIUM APPAREL LLC
N/A
Premium Apparel LLC Term Loan
000000000
4641250.00000000
PA
USD
4734075.00000000
0.902528631256
Long
LON
CORP
US
N
3
2027-09-01
Variable
12.91000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
890000.00000000
PA
USD
930018.85000000
0.177303621031
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
BNP PARIBAS PRIME BROKER
N/A
BNP PARIBAS PRIME BROKER
000000000
26191.27000000
NS
32915.89000000
0.006275256126
Long
STIV
CORP
GB
N
1
N
N
N
GAMMA BONDCO SARL
549300IUULUT56XJQC09
Gamma Bondco Sarl
000000000
259000.00000000
PA
302337.38000000
0.057639167471
Long
DBT
CORP
LU
Y
2
2026-11-15
Fixed
8.13000000
N
N
Y
N
N
N
OZLM Funding Ltd
549300788AI08GTXXH35
OZLM Funding IV Ltd
67108FAU0
250000.00000000
PA
USD
233626.00000000
0.044539673327
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
8.62000000
N
N
N
N
N
N
LHS BORROWER, LLC
2549000R2CJY3YBDDU14
LHS Borrower, LLC 2022 Term Loan B
50204EAB4
2338102.10000000
PA
USD
1835410.15000000
0.349912118095
Long
LON
CORP
US
N
2
2029-02-16
Floating
9.83000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-9727398.87000000
PA
USD
-9727398.87000000
-1.85448181277
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.57000000
2023-06-30
13883000.00000000
USD
12131570.98000000
USD
CDS
N
N
N
Providus CLO
6354008C72YCMAEWD258
Providus CLO V DAC
000000000
370000.00000000
PA
364890.48000000
0.069564615151
Long
ABS-CBDO
CORP
IE
Y
2
2035-02-15
Floating
5.60000000
N
N
N
N
N
N
Hanger, Inc.
254900ZJJJYVLHJXSZ60
Hanger, Inc. 2022 Delayed Draw Term Loan
000000000
183376.07000000
PA
USD
180258.68000000
0.034365450427
Long
LON
CORP
US
N
3
2028-10-03
Variable
11.08000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLX8
25000.00000000
PA
USD
17437.50000000
0.003324375513
Long
DBT
MUN
US
N
2
2025-07-01
Floating
4.15000000
Y
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
2361150.01000000
PA
USD
2006989.31000000
0.382622859777
Long
LON
CORP
US
N
2
2028-10-06
Floating
9.01000000
N
N
N
N
N
N
Providus CLO
635400X4XZILCMFKAB72
Providus Clo III DAC
000000000
270000.00000000
PA
281772.59000000
0.053718589160
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-18
Floating
4.83000000
N
N
N
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
520000.00000000
PA
522683.59000000
0.099647112701
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
5.48000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXI LP
50189DAE9
570000.00000000
PA
USD
541252.62000000
0.103187208967
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Floating
11.00000000
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II, Inc. 2022 Term Loan B
69346EAG2
3409433.45000000
PA
USD
2998664.91000000
0.571681043671
Long
LON
CORP
US
N
2
2029-04-23
Variable
9.30000000
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
671219.67000000
0.127964802002
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KBD9
80000.00000000
PA
USD
78060.18000000
0.014881797903
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
7.52000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
531000.00000000
PA
USD
408953.17000000
0.077964955090
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
560000.00000000
PA
USD
552923.22000000
0.105412152730
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
7.22000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AS6
44000.00000000
PA
USD
27683.24000000
0.005277676569
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
56300.00000000
0.010733324237
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-18091.41000000
-0.00344904030
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
542000.00000000
GBP
663768.48000000
USD
2023-06-21
-18091.41000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2931AFF IRS USD R V 00MSOFR IR2931AFF_FLO CCPOIS / Short: BR2931AFF IRS USD P F 2.93100 IR2931AFF_FIX CCPOIS
000000000
15000.00000000
OU
Notional Amount
USD
134.51000000
0.000025643684
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-28
0.00000000
USD
0.00000000
USD
15000.00000000
USD
134.51000000
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd
27830TAJ4
250000.00000000
PA
USD
231201.25000000
0.044077406400
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.31000000
N
N
N
N
N
N
Avoca CLO
5493000BN1WPGQDK4X78
Avoca CLO XXII DAC
000000000
360000.00000000
PA
360065.45000000
0.068644746386
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
6.08000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD90
18126.00000000
PA
USD
13096.04000000
0.002496697043
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
204425.64000000
PA
USD
204217.74000000
0.038933129990
Long
ABS-CBDO
CORP
US
N
2
2025-10-30
Floating
8.80000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
1009000.00000000
PA
USD
919330.17000000
0.175265875594
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAG2
295000.00000000
PA
USD
194520.42000000
0.037084382569
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
-13611.48000000
-0.00259496320
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
-13611.48000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-19897.07000000
-0.00379328070
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1233000.00000000
EUR
1342546.87000000
USD
2023-06-21
-19897.07000000
N
N
N
Jubilee CDO BV
6354007TDEHDC4GVCI10
Jubilee CLO 2017-XVIII DAC
000000000
200000.00000000
PA
209372.51000000
0.039915862100
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-15
Floating
6.28000000
N
N
N
N
N
N
MKS CLO Ltd
5493003VGNSG059H2J98
MKS CLO 2017-1 Ltd
12661KAG5
665000.00000000
PA
USD
624846.64000000
0.119124006853
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
9.40000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAD1
1992000.00000000
PA
USD
1775885.93000000
0.338564111821
Long
DBT
US
N
2
2027-06-01
Fixed
4.50000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AE7
41000.00000000
PA
USD
27573.65000000
0.005256783763
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
CIFC European Funding CLO
5493000EF0244RPYUG32
CIFC European Funding CLO III DAC
000000000
355000.00000000
PA
367106.46000000
0.069987081081
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
6.78000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd
000000000
430000.00000000
PA
USD
389951.52000000
0.074342381901
Long
ABS-CBDO
CORP
US
Y
2
2032-07-20
Floating
8.65000000
N
N
N
N
N
N
SVF II FINCO CAYMAN LP
N/A
SVF II Finco Cayman LP Term Loan
000000000
3646152.10000000
PA
USD
3514890.62000000
0.670096992609
Long
LON
CORP
KY
N
3
2023-12-22
Floating
5.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
1985000.00000000
PA
USD
1652314.00000000
0.315005717658
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.63000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
539000.00000000
PA
USD
407910.38000000
0.077766152191
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
Arbour CLO
635400S59B1EE8UDJW07
Arbour Clo VII DAC
000000000
250000.00000000
PA
265584.45000000
0.050632398122
Long
ABS-CBDO
CORP
IE
N
2
2033-03-15
Floating
4.76000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton 2015-VIII CLO Ltd
000000000
460000.00000000
PA
USD
447138.40000000
0.085244785546
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Floating
7.95000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAZ5
142473.47000000
PA
USD
127908.75000000
0.024385188038
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
4.30000000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
2369000.00000000
PA
1839558.24000000
0.350702931504
Long
DBT
CORP
LU
Y
2
2030-04-20
Fixed
1.63000000
N
N
N
N
N
N
Venture CDO Ltd
549300A6M3BR8FZNXO79
Venture CDO Ltd
92329VAG7
135000.00000000
PA
USD
130204.94000000
0.024822945618
Long
ABS-CBDO
CORP
US
N
2
2029-04-20
Floating
9.46000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAY8
125089.93000000
PA
USD
112899.03000000
0.021523657106
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.30000000
N
N
N
N
N
N
Bausch & Lomb, Inc.
549300NY6OZM39SO6475
Bausch & Lomb, Inc. Term Loan
000000000
4595531.80000000
PA
USD
4479701.42000000
0.854033531583
Long
LON
CORP
CA
N
2
2027-05-10
Variable
8.46000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAA2
302000.00000000
PA
USD
219310.14000000
0.041810423467
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-85247.06000000
-0.01625194201
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2075000.00000000
EUR
2207592.50000000
USD
2023-06-21
-85247.06000000
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
4526000.00000000
PA
USD
4422015.15000000
0.843035921637
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QVE9
215000.00000000
PA
USD
151575.00000000
0.028897044783
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
485000.00000000
PA
USD
297335.97000000
0.056685672708
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
229166.50000000
0.043689491099
Long
ABS-CBDO
CORP
US
N
2
2031-04-16
Floating
7.81000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
691000.00000000
PA
USD
577869.48000000
0.110168037225
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
667000.00000000
PA
USD
619459.58000000
0.118096989772
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
812187.00000000
0.154839545515
Long
DBT
CORP
US
N
3
2025-01-15
Fixed
10.25000000
N
N
N
N
N
N
Penta CLO S.A.
635400DZLHIMDJLTKF78
Penta CLO 7 DAC
000000000
100000.00000000
PA
97669.86000000
0.018620289087
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-25
Floating
6.36000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZM7
60000.00000000
PA
USD
41700.00000000
0.007949904453
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.00000000
Y
N
N
N
N
N
FRONTIER SOUTHWEST INC
N/A
Frontier Southwest Inc
362338AQ8
308000.00000000
PA
USD
308611.38000000
0.058835275398
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
625000.00000000
PA
USD
554605.00000000
0.105732775999
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
259588.90000000
0.049489375349
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
12.16000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
185000.00000000
PA
177984.86000000
0.033931957579
Long
DBT
CORP
NL
Y
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
656000.00000000
PA
USD
631787.04000000
0.120447160735
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 2nd Lien Term Loan
000000000
1030000.00000000
PA
USD
1032575.00000000
0.196855457807
Long
LON
CORP
US
N
2
2029-04-02
Floating
12.02000000
N
N
N
N
N
N
Galaxy CLO Ltd
5493000B2531UL3WQV87
Galaxy XIX CLO Ltd
36319QBS0
520000.00000000
PA
USD
493041.12000000
0.093995918355
Long
ABS-CBDO
CORP
US
N
2
2030-07-24
Floating
7.12000000
N
N
N
N
N
N
Cairn CLO BV
54930036FO0EWQ03QK50
Cairn CLO XI DAC
000000000
625000.00000000
PA
639267.89000000
0.121873348810
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
7.33000000
N
N
N
N
N
N
American Money Management Corporation
549300R4YQWFRASHVE93
AMMC CLO XIII Ltd
00176DAN9
540000.00000000
PA
USD
511111.62000000
0.097440972274
Long
ABS-CBDO
CORP
US
N
2
2029-07-24
Floating
8.87000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XI Ltd
55818KAU5
430000.00000000
PA
USD
409099.85000000
0.077992918926
Long
ABS-CBDO
CORP
US
N
2
2029-07-23
Floating
8.52000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
125000.00000000
PA
USD
80625.00000000
0.015370768501
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
St Pauls CLO
635400TG25DYCKV8CW74
St Paul's CLO XII DAC
000000000
865000.00000000
PA
854859.50000000
0.162974852416
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-15
Floating
6.38000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300QR0537E9AXFW42
Galaxy Xxviii Clo Ltd
36321JAG9
525000.00000000
PA
USD
509046.75000000
0.097047314739
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
6.86000000
N
N
N
N
N
N
JFIN CLO Ltd
2549009ITDOWQA202P03
JFIN CLO 2012 Ltd
46616EAE8
700000.00000000
PA
USD
684065.20000000
0.130413740518
Long
ABS-CBDO
CORP
US
N
2
2028-07-20
Floating
11.70000000
N
N
N
N
N
N
Jubilee CDO BV
635400ZFJLXF8EIW5950
Jubilee CLO 2014-XI DAC
000000000
305000.00000000
PA
313365.73000000
0.059741669360
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
6.48000000
N
N
N
N
N
N
CVC Cordatus Loan Fund
5493000ECZZ2KY8H5K38
CVC Cordatus Loan Fund XVIII DAC
000000000
310000.00000000
PA
316376.44000000
0.060315646743
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-29
Floating
5.39000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AE8
545000.00000000
PA
USD
520234.11000000
0.099180131119
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
7.05000000
N
N
N
N
N
N
AP Core Holdings II, LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II, LLC Amortization Term Loan B1
00187GAC3
780670.80000000
PA
USD
761154.03000000
0.145110355216
Long
LON
CORP
US
N
2
2027-09-01
Floating
10.52000000
N
N
N
N
N
N
Allegro CLO Ltd
254900TYK5TGNAFE3053
Allegro CLO V Ltd
01748RAN5
250000.00000000
PA
USD
241196.00000000
0.045982857420
Long
ABS-CBDO
CORP
US
N
2
2030-10-16
Floating
6.71000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
935000.00000000
PA
USD
961219.83000000
0.183251937813
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
7225.00000000
0.001377411502
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
10.00000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
12837.06000000
0.002447323751
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2712050.82000000
USD
2466000.00000000
EUR
2023-06-21
12837.06000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
2364000.00000000
PA
2098946.96000000
0.400154143499
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
671000.00000000
PA
USD
647599.68000000
0.123461764503
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
Bridgepoint CLO
549300718PL321JS4E33
Bridgepoint CLO 2 DAC
000000000
310000.00000000
PA
310544.75000000
0.059203863090
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
6.18000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-1874640.00000000
PA
USD
-1874640.00000000
-0.35739110033
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
2023-07-17
2920000.00000000
USD
2301402.38000000
USD
CDS
N
N
N
Sound Point Euro CLO Funding
635400QLJRHTPJDQPY76
Sound Point Euro CLO I Funding DAC
000000000
215000.00000000
PA
215962.47000000
0.041172206281
Long
ABS-CBDO
CORP
IE
Y
2
2034-05-25
Floating
6.31000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
891000.00000000
PA
USD
700146.91000000
0.133479641188
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Avoca CLO
635400ZMWQZGBPHKHU66
Avoca CLO XI DAC
000000000
490000.00000000
PA
508447.29000000
0.096933030573
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
6.23000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1831000.00000000
PA
USD
1410827.25000000
0.268967430148
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
ERSTE GROUP BANK AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
1000000.00000000
PA
827029.18000000
0.157669135751
Long
DBT
CORP
AT
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Penta CLO S.A.
635400CJ99MQCYBUGV50
Penta CLO 5 DAC
000000000
525000.00000000
PA
545891.95000000
0.104071674920
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-20
Floating
6.90000000
N
N
N
N
N
N
Profrac Services, LLC
N/A
Profrac Services, LLC 2022 Term Loan
000000000
6081025.00000000
PA
USD
6040464.56000000
1.151585518077
Long
LON
CORP
US
N
2
2025-03-04
Floating
12.42000000
N
N
N
N
N
N
Aqueduct European CLO
549300HY2YH2ENUCCU61
Aqueduct European CLO 4-2019 DAC
000000000
525000.00000000
PA
539856.75000000
0.102921093065
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
5.18000000
N
N
N
N
N
N
UTEX INDUSTRIES WARRANTS
N/A
UTEX INDUSTRIES WARRANTS
000000000
2245.00000000
NS
USD
16500.75000000
0.003145788630
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
14270.17000000
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAR8
2470000.00000000
PA
USD
2460454.44000000
0.469073805971
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.38000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CU4
5317000.00000000
PA
USD
5222393.77000000
0.995624256295
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
10.25000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
465000.00000000
PA
551050.75000000
0.105055175330
Long
DBT
CORP
IT
N
2
2027-09-30
Fixed
9.75000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLP5
110000.00000000
PA
USD
74800.00000000
0.014260260265
Long
DBT
MUN
US
N
2
2020-07-01
None
0.00000000
Y
N
N
N
N
N
Anchorage Capital CLO LTD
549300PKM3N9LK4JM015
Anchorage Capital CLO 8 Ltd
03329KBG7
250000.00000000
PA
USD
227350.25000000
0.043343231771
Long
ABS-CBDO
CORP
US
N
2
2034-10-27
Floating
8.89000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
620000.00000000
PA
USD
609456.90000000
0.116190026935
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
55800.00000000
0.010638001642
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.50000000
Y
N
N
N
N
N
VOYA EURO CLO
635400EFYWXM2GM8RL10
Voya Euro CLO I DAC
000000000
475000.00000000
PA
476368.18000000
0.090817302528
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
5.68000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
REVERSE REPO ROYAL BANK OF CAN
000000000
-1555610.00000000
PA
USD
-1555610.00000000
-0.29656956513
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.48900000
2023-05-23
1988000.00000000
USD
2007217.33000000
USD
CDS
N
N
N
CASPER BIDCO SAS
969500OUD0VB2606MD53
Casper BidCo SAS 2021 EUR Term Loan B4
000000000
1505000.00000000
PA
1643020.34000000
0.313233926075
Long
LON
CORP
FR
N
2
2026-07-31
None
0.00000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding 2017-2 Ltd
40490BAE8
440000.00000000
PA
USD
423222.80000000
0.080685391422
Long
ABS-CBDO
CORP
US
N
2
2030-01-17
Floating
7.36000000
N
N
N
N
N
N
Tikehau
7245006F3Z3L206H5J49
Tikehau CLO II BV
000000000
425000.00000000
PA
429781.89000000
0.081935850386
Long
ABS-CBDO
CORP
IE
Y
2
2035-09-07
Floating
6.25000000
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
228774.00000000
0.043614662861
Long
ABS-CBDO
CORP
US
N
2
2028-11-25
Floating
13.53000000
N
N
N
N
N
N
PRHTA Custodial Trust
N/A
PRHTA SENIOR LIEN SER N (2039) CUSTODIAL TRUST
69379NAA5
595000.00000000
PA
USD
297792.44000000
0.056772696518
Long
DBT
MUN
US
N
2
2049-12-06
None
0.00000000
N
N
N
N
N
N
Milltown Park CLO
549300WOFNX2UXMKR111
Milltown Park CLO DAC
000000000
260000.00000000
PA
268327.24000000
0.051155297845
Long
ABS-CBDO
CORP
IE
N
2
2031-01-15
Floating
4.98000000
N
N
N
N
N
N
Hexion Holdings Corporation
54930030FZF8HYAEHM46
Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan
42829JAB5
2490000.00000000
PA
USD
2070845.85000000
0.394796802024
Long
LON
CORP
US
N
2
2030-03-15
Floating
12.50000000
N
N
N
N
N
N
OFSI Fund LTD
254900VR4BMP1BVIS878
OFSI BSL VIII Ltd
67111CAN8
855000.00000000
PA
USD
844885.35000000
0.161073328687
Long
ABS-CBDO
CORP
US
N
2
2029-08-16
Floating
6.76000000
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
-7515.24000000
-0.00143274436
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
-7515.24000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
340043.33000000
0.064827625500
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
8805900.30000000
USD
8277000.00000000
EUR
2023-06-21
340043.33000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD66
69428.00000000
PA
USD
50161.73000000
0.009563092582
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
10.00000000
Y
N
N
N
N
N
Jubilee CDO BV
635400VJFOACD7V4YS84
Jubilee CLO 2018-XXI DAC
000000000
830000.00000000
PA
842636.12000000
0.160644523804
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
6.48000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAE1
559000.00000000
PA
USD
560818.99000000
0.106917443307
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2985AFF IRS USD R V 00MSOFR IR2985AFF_FLO CCPOIS / Short: BR2985AFF IRS USD P F 2.98500 IR2985AFF_FIX CCPOIS
000000000
11000.00000000
OU
Notional Amount
USD
84.47000000
0.000016103799
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-28
0.00000000
USD
0.00000000
USD
11000.00000000
USD
84.47000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS318AFF IRS USD R V 00MSOFR IRS318AFF_FLO CCPOIS / Short: BRS318AFF IRS USD P F 3.18000 IRS318AFF_FIX CCPOIS
000000000
67000.00000000
OU
Notional Amount
USD
-536.83000000
-0.00010234405
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-15
0.00000000
USD
0.00000000
USD
67000.00000000
USD
-536.83000000
N
N
N
BlackRock European CLO DAC
635400HIECLCZDEHKS94
Blackrock European CLO X DAC
000000000
260000.00000000
PA
270053.08000000
0.051484320941
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
4.96000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-20101.12000000
-0.00383218185
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
759000.00000000
GBP
934754.34000000
USD
2023-06-21
-20101.12000000
N
N
N
Bluemountain CLO Ltd
549300EY8WEC9D18YD37
BlueMountain Fuji US Clo III Ltd
09628FAJ8
250000.00000000
PA
USD
227235.50000000
0.043321355235
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
7.66000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
5384000.00000000
PA
USD
4730757.77000000
0.901896217310
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8904.02000000
0.001697508591
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2411000.00000000
EUR
2673017.84000000
USD
2023-06-21
8904.02000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
132000.00000000
PA
USD
112300.65000000
0.021409578837
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
EAGLE INT GLO/EAGLE US
N/A
Eagle Intermediate Global Holding BV/Eagle US Finance LLC
26963PAA2
1339000.00000000
PA
USD
868676.25000000
0.165608949355
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-15018.48000000
-0.00286320098
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
528000.00000000
GBP
649228.80000000
USD
2023-06-21
-15018.48000000
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
2968000.00000000
PA
USD
2690670.08000000
0.512963310565
Long
DBT
CORP
XX
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KT66
270000.00000000
PA
USD
270998.46000000
0.051664553091
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
8.05000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
2437000.00000000
PA
USD
1973192.11000000
0.376179586137
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
600000.00000000
PA
592339.37000000
0.112926652164
Long
DBT
CORP
DE
Y
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
Madison Park Euro Funding
635400DWZPBUYDTIFB95
Madison Park Euro Funding XIII DAC
000000000
355000.00000000
PA
373697.76000000
0.071243680726
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
5.55000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
1885000.00000000
PA
USD
2012755.88000000
0.383722228614
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
913000.00000000
PA
USD
933954.26000000
0.178053888021
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
784000.00000000
PA
USD
686874.16000000
0.130949255233
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD82
18330.00000000
PA
USD
13243.43000000
0.002524796238
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
151574.78000000
PA
USD
151668.45000000
0.028914860576
Long
ABS-CBDO
CORP
US
N
2
2026-05-15
Floating
8.31000000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
000000000
250000.00000000
PA
USD
238897.50000000
0.045544659449
Long
ABS-CBDO
CORP
US
Y
2
2030-04-20
Floating
7.10000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
1050000.00000000
PA
USD
938070.00000000
0.178838534058
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
-44000.00000000
PA
USD
-44182.19000000
-0.00842312203
Short
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
126515.20000000
PA
158603.75000000
0.030237042167
Long
DBT
CORP
GB
Y
2
2024-03-28
Fixed
7.40000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FFTJ3WPTJK8589
Madison Park Funding XXX LTD
55821TAE7
275000.00000000
PA
USD
264475.75000000
0.050421029799
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
6.96000000
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
-16539.39000000
-0.00315315516
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
-16539.39000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
451000.00000000
PA
USD
355500.07000000
0.067774378646
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
329973.64000000
0.062907887530
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-17
Floating
5.63000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
2464000.00000000
PA
2964731.72000000
0.565211844192
Long
DBT
CORP
GB
N
2
2027-09-27
Fixed
8.50000000
N
N
N
N
N
N
MIDWEST VETERINARY
N/A
MIDWEST VETERINARY
000000000
1765000.00000000
PA
USD
1487895.00000000
0.283660026046
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
1248000.00000000
PA
USD
1104947.38000000
0.210652903995
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAE2
855000.00000000
PA
USD
813788.70000000
0.155144901917
Long
ABS-CBDO
CORP
US
N
2
2031-01-28
Floating
7.12000000
N
N
N
N
N
N
Coupa Holdings,LLC
N/A
Coupa Holdings,LLC Delayed Draw Term Loan
000000000
119546.28000000
PA
USD
116438.08000000
0.022198359968
Long
LON
CORP
US
N
3
2030-02-27
Fixed
1.00000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
134000.00000000
PA
USD
106873.71000000
0.020374958825
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
000000000
3264000.00000000
PA
2796358.88000000
0.533112371998
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5267.90000000
-0.00100429980
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
224000.00000000
GBP
276533.98000000
USD
2023-06-21
-5267.90000000
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO 2019-1 Ltd
92917NAS7
250000.00000000
PA
USD
225284.75000000
0.042949454130
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
8.11000000
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
481000.00000000
PA
476362.26000000
0.090816173909
Long
DBT
CORP
GB
Y
2
2036-06-15
Floating
6.52000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
30172.44000000
0.005752230578
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2808528.68000000
USD
2569000.00000000
EUR
2023-06-21
30172.44000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-62960.86000000
-0.01200318516
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2141000.00000000
EUR
2302807.57000000
USD
2023-06-21
-62960.86000000
N
N
N
Black Diamond CLO
549300PKZ3LBLGCJNI86
Black Diamond CLO 2017-2 DAC
000000000
590000.00000000
PA
614074.57000000
0.117070363513
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
5.15000000
N
N
N
N
N
N
Seadrill Ltd
213800EQ6L456U2JCO89
Seadrill Ltd
000000000
9844.01000000
NS
USD
358125.16000000
0.068274839429
Long
EC
CORP
BM
N
1
N
N
N
Euro Galaxy CLO BV
5493000DO5029DBEJL19
Euro-Galaxy VII CLO DAC
000000000
370000.00000000
PA
374205.05000000
0.071340393125
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-25
Floating
6.76000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QWB4
15000.00000000
PA
USD
10575.00000000
0.002016072891
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.25000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5569.91000000
0.001061876554
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1722623.38000000
USD
1564000.00000000
EUR
2023-06-21
5569.91000000
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
869000.00000000
PA
USD
861404.94000000
0.164222709073
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AG2
60000.00000000
PA
USD
39315.23000000
0.007495259521
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-99516.00000000
-0.01897224679
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2477000.00000000
EUR
2637526.69000000
USD
2023-06-21
-99516.00000000
N
N
N
Madison Park Euro Funding
635400IRITPTWQSADZ09
Madison Park Euro Funding IX DAC
000000000
315000.00000000
PA
313817.09000000
0.059827718974
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-15
Floating
6.38000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AC7
957000.00000000
PA
USD
975489.24000000
0.185972332204
Long
DBT
CORP
AU
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
CHARLOTTE BUYER, INC.
N/A
Charlotte Buyer, Inc. 1st Lien Term Loan
12568YAD6
1905225.00000000
PA
USD
1835684.29000000
0.349964381568
Long
LON
CORP
US
N
2
2028-02-11
Variable
10.08000000
N
N
N
N
N
N
Cairn CLO
5493007C15B782HE7844
Cairn CLO XIV DAC
000000000
250000.00000000
PA
264281.18000000
0.050383935964
Long
ABS-CBDO
CORP
IE
N
2
2034-10-29
Floating
4.94000000
N
N
N
N
N
N
CIFC Funding Ltd
549300QSQ98IRWUWDV20
CIFC Funding 2013-IV Ltd
12549FBR9
605000.00000000
PA
USD
547146.27000000
0.104310804995
Long
ABS-CBDO
CORP
US
N
2
2031-04-27
Floating
8.09000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
3036000.00000000
PA
USD
2302721.90000000
0.439002855800
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
1804000.00000000
PA
USD
1815351.06000000
0.346087949057
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
001011AL9
410000.00000000
PA
USD
334909.73000000
0.063848929349
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
2934000.00000000
PA
USD
2966831.46000000
0.565612149525
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
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
803000.00000000
PA
USD
662940.98000000
0.126386509568
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.63000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
847000.00000000
PA
USD
835697.72000000
0.159321751213
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
207000.00000000
PA
USD
173188.62000000
0.033017577490
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
337055.25000000
0.064257962419
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
7.11000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
3780000.00000000
PA
USD
2944420.76000000
0.561339657349
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKW1
180000.00000000
PA
USD
126900.00000000
0.024192874702
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
670000.00000000
PA
USD
612185.03000000
0.116710131800
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
237585.94000000
0.045294616843
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
7.21000000
N
N
N
N
N
N
Marble Point CLO XXI Ltd.
N/A
Marble Point CLO XXI Ltd
56606KAL9
470000.00000000
PA
USD
420780.19000000
0.080219719573
Long
ABS-CBDO
CORP
US
N
2
2034-10-17
Floating
10.24000000
N
N
N
N
N
N
Bain Capital Euro CLO
5493009FIQULGQV8VN86
Bain Capital Euro CLO 2021-2 DAC
000000000
355000.00000000
PA
349941.33000000
0.066714631598
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-17
Floating
6.58000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
1838000.00000000
PA
USD
1936921.16000000
0.369264703957
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DH5
811000.00000000
PA
USD
930841.49000000
0.177460453390
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
616000.00000000
PA
USD
600877.45000000
0.114554396054
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1527000.00000000
PA
USD
1329738.32000000
0.253508215623
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAS1
615000.00000000
PA
USD
574319.78000000
0.109491303992
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
8.36000000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
549300WNOVFRGYOAEB12
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
1452973.86000000
PA
USD
1456424.67000000
0.277660358981
Long
LON
CORP
US
N
2
2028-09-22
Floating
8.94000000
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
1368903.75000000
0.260974916495
Long
LON
CORP
LU
N
2
2028-03-27
Floating
14.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV1
46591DBA6
407121.89000000
PA
USD
370760.53000000
0.070683711953
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
4.97000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXVR CLO Ltd
00192RAL2
250000.00000000
PA
USD
231799.25000000
0.044191412224
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.26000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1405.37000000
-0.00026792703
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
213000.00000000
GBP
266558.02000000
USD
2023-06-21
-1405.37000000
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
1642000.00000000
PA
USD
1305201.17000000
0.248830325982
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Newark BSL CLO 2 Ltd.
N/A
Newark BSL CLO 2 Ltd
65023PAS9
340000.00000000
PA
USD
323374.78000000
0.061649846607
Long
ABS-CBDO
CORP
US
N
2
2030-07-25
Floating
7.01000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12468.10000000
-0.00237698330
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1241000.00000000
EUR
1358815.70000000
USD
2023-06-21
-12468.10000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZB1
1690000.00000000
PA
USD
1166100.00000000
0.222311356898
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
14075.00000000
0.002683331059
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAE6
43000.00000000
PA
USD
36009.31000000
0.006865001772
Long
ABS-MBS
CORP
US
N
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YCK6
435000.00000000
PA
USD
440384.78000000
0.083957240373
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.92000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9236.40000000
0.001760875239
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2501000.00000000
EUR
2772798.68000000
USD
2023-06-21
9236.40000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVIII Ltd
55821AAJ7
705000.00000000
PA
USD
665020.16000000
0.126782895235
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
7.96000000
N
N
N
N
N
N
NewStar Clarendon Fund CLO LLC,
549300HC3VVP80NTKX35
First Eagle Clarendon Fund CLO LLC
65251QAJ0
326286.03000000
PA
USD
326492.57000000
0.062244238276
Long
ABS-CBDO
CORP
US
N
2
2027-01-25
Floating
11.31000000
N
N
N
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
492144.00000000
NS
114423.97000000
0.021814379583
Long
EC
CORP
FR
N
1
N
N
N
Henley CLO
6354005DLDMILXS72B21
Henley CLO I DAC
000000000
425000.00000000
PA
427599.58000000
0.081519803480
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-25
Floating
6.26000000
N
N
N
N
N
N
Venture CDO Ltd
549300SNYYGJ2M6QEK53
Venture XVII CLO Ltd
92329YAS5
1330000.00000000
PA
USD
1222545.38000000
0.233072397133
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Floating
8.08000000
N
N
N
N
N
N
NEWFOLD DIGITAL HLDGS GR
549300UTQC2651SB0W88
Newfold Digital Holdings Group Inc
29279XAA8
1702000.00000000
PA
USD
1170520.82000000
0.223154164970
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
81000.00000000
PA
17885.06000000
0.003409700674
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
0.88000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
1045000.00000000
PA
USD
1077290.50000000
0.205380252833
Long
DBT
CORP
FR
Y
2
2027-11-17
Fixed
9.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
1080.21000000
0.000205936841
N/A
DFE
CH
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
39422.14000000
USD
36000.00000000
CHF
2023-06-21
1080.21000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
904.11000000
0.000172364223
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
17966.55000000
USD
15000.00000000
GBP
2023-06-21
904.11000000
N
N
N
Vibrant CLO Ltd
549300WOQQ4NNX4VIU97
Vibrant Clo VI Ltd
92558EAG7
250000.00000000
PA
USD
250214.75000000
0.047702238734
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Floating
8.86000000
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
1141413.03000000
0.217604904794
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
331507.60000000
0.063200329627
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
8.48000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
611000.00000000
PA
USD
611889.01000000
0.116653697010
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
258743.21000000
0.049328148617
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
9088307.31000000
USD
8459000.00000000
EUR
2023-06-21
258743.21000000
N
N
N
Jubilee CDO BV
635400VN4FYGLG4EXH69
Jubilee CLO 2014-XII DAC
000000000
155000.00000000
PA
160041.37000000
0.030511117506
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
6.08000000
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd
87159QAW8
250000.00000000
PA
USD
246638.00000000
0.047020348548
Long
ABS-CBDO
CORP
US
N
2
2026-07-14
Floating
9.85000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
-12000.00000000
PA
-13677.39000000
-0.00260752862
Short
DBT
NUSS
GB
Y
2
2027-07-22
Fixed
1.25000000
N
N
N
N
N
N
Henley Funding Ltd.
635400YRMBLUNSYHHJ03
Henley CLO VI DAC
000000000
250000.00000000
PA
238475.62000000
0.045464230056
Long
ABS-CBDO
CORP
IE
N
2
2034-06-10
Floating
9.37000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493009BD57D5LVN7Y80
Anchorage Credit Funding 6 Ltd
03330MAE6
570000.00000000
PA
USD
471860.25000000
0.089957887354
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
21000.00000000
0.004003549005
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.50000000
Y
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
971000.00000000
PA
USD
971844.21000000
0.185277424765
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
RRE Loan Management
2138003YMUA5ITUQKJ47
RRE 1 Loan Management DAC
000000000
180000.00000000
PA
188532.48000000
0.035942810606
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
4.53000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAW3
250000.00000000
PA
USD
239623.25000000
0.045683020197
Long
ABS-CBDO
CORP
US
N
2
2036-10-22
Floating
7.32000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B526SOCLO IRS USD R V 12MSOFR 2526SOCLO_FLO CCPOIS / Short: B526SOCLO IRS USD P F 2.52600 2526SOCLO_FIX CCPOIS
000000000
88000.00000000
OU
Notional Amount
USD
3678.86000000
0.000701356966
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
3678.86000000
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665AK2
956000.00000000
PA
USD
893802.64000000
0.170399174768
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
205661.08000000
0.039208295820
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-27
Floating
4.89000000
N
N
N
N
N
N
SMERALDA SPV SUB ABS NOTES CL
N/A
SMERALDA SPV SUB ABS NOTES CL
000000000
497364.01000000
PA
550785.85000000
0.105004673419
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
152949.60000000
0.029159105662
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
64000.00000000
PA
USD
62020.00000000
0.011823814728
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
17625.00000000
0.003360121486
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
Y
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
1461000.00000000
PA
USD
1278975.85000000
0.243830594849
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Disco Parent, Inc.
N/A
Disco Parent, Inc. Term Loan
000000000
5540368.72000000
PA
USD
5401859.50000000
1.029838534619
Long
LON
CORP
US
N
3
2029-03-30
Variable
12.39000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-2889900.00000000
PA
USD
-2889900.00000000
-0.55094553666
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55170000
2023-06-01
3380000.00000000
USD
3311810.39000000
USD
CDS
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAK0
250000.00000000
PA
USD
238497.40000000
0.045468382309
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.06000000
N
N
N
N
N
N
DUMMY BROKER
N/A
Long: DUMP1225 CYS EUR R V 03MESTR ESTRON -25.5 BPS / Short: DUMP1225 CYS USD P F .00000
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
2
DUMMY BROKER
N/A
11843664.00000000
USD
11312000.00000000
EUR
2025-12-06
0.00000000
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
2387000.00000000
PA
USD
2124289.43000000
0.404985563526
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
358958.65000000
0.068433740289
Long
ABS-CBDO
CORP
IE
Y
2
2032-05-15
Floating
5.05000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
1282000.00000000
PA
USD
1040022.50000000
0.198275287865
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
205879.38000000
0.039249913665
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QVX7
210000.00000000
PA
USD
148050.00000000
0.028225020486
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
2063730.00000000
PA
USD
2146537.17000000
0.409226988161
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
Y
N
N
N
SOLOCAL GROUP
9695005U38X1SF184325
Solocal Group
000000000
114605.99000000
PA
86425.88000000
0.016476678375
Long
DBT
CORP
FR
N
2
2025-03-15
Floating
9.96000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAG7
250000.00000000
PA
USD
221131.25000000
0.042157609330
Long
ABS-CBDO
CORP
US
N
2
2031-01-28
Floating
7.87000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
703935.00000000
PA
USD
161712.43000000
0.030829697059
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
246692.18000000
0.047030677705
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
5.33000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd. 2019 Revolver
78015EAD0
7596000.00000000
PA
USD
7282665.00000000
1.388405057873
Long
LON
CORP
LR
N
2
2024-04-05
Fixed
6.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-14115.81000000
-0.00269111128
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
533000.00000000
GBP
656421.69000000
USD
2023-06-21
-14115.81000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
43518.15000000
0.008296526006
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4201122.60000000
USD
3374000.00000000
GBP
2023-06-21
43518.15000000
N
N
N
Bosphorus CLO
635400MHW87IZ2JWGW83
Bosphorus CLO V DAC
000000000
320000.00000000
PA
335530.34000000
0.063967245661
Long
ABS-CBDO
CORP
IE
N
2
2032-12-12
Floating
7.75000000
N
N
N
N
N
N
St Pauls CLO
635400REBCMBKKLQ8M86
St Paul's CLO VI DAC
000000000
305000.00000000
PA
318963.37000000
0.060808832506
Long
ABS-CBDO
CORP
IE
N
2
2034-05-20
Floating
5.30000000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBN6
250000.00000000
PA
USD
236042.41000000
0.045000350272
Long
ABS-CBDO
CORP
US
N
2
2031-02-14
Floating
6.62000000
N
N
N
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAG0
730000.00000000
PA
USD
716582.60000000
0.136613026443
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
6.81000000
N
N
N
N
N
N
Accunia European CLO
549300FB5JAY5VLVX124
Accunia European CLO II DAC
000000000
670000.00000000
PA
678755.92000000
0.129401551820
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
6.18000000
N
N
N
N
N
N
BlueMountain EUR CLO
635400IYPG2G6NM3OV52
BlueMountain Fuji Eur CLO V DAC
000000000
485000.00000000
PA
510915.18000000
0.097403521932
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-15
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
310200.00000000
0.059138138161
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
1408000.00000000
PA
1450474.75000000
0.276526035347
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
3.50000000
N
N
N
N
N
N
Henley Funding Ltd.
635400YRMBLUNSYHHJ03
Henley CLO VI DAC
000000000
180000.00000000
PA
178681.82000000
0.034064829652
Long
ABS-CBDO
CORP
IE
Y
2
2034-06-10
Floating
6.41000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 3 Ltd
09076UAA1
885000.00000000
PA
USD
813307.92000000
0.155053243522
Long
ABS-CBDO
CORP
US
N
2
2035-01-19
Floating
10.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-25350.82000000
-0.00483301191
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
357000.00000000
GBP
423770.92000000
USD
2023-06-21
-25350.82000000
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q123
1064.00000000
NS
USD
10129.28000000
0.001931098517
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
California Resources Corp
California Resources Corp
1.00000000
36.00000000
USD
2024-10-27
XXXX
6277.01000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
11587.71000000
0.002209141182
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2448104.27000000
USD
2226000.00000000
EUR
2023-06-21
11587.71000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
771000.00000000
PA
USD
540894.05000000
0.103118849321
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
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
377.25000000
0.000071920898
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-10-17
0.00000000
USD
0.00000000
USD
70000.00000000
USD
377.25000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
351106.32000000
PA
USD
342887.80000000
0.065369910026
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
7.07000000
N
N
N
N
N
N
Marathon CLO LTD
549300OFW6C351QTYH15
Marathon CLO X Ltd
56578JAJ1
1030000.00000000
PA
USD
870308.18000000
0.165920068961
Long
ABS-CBDO
CORP
US
N
2
2029-11-15
Floating
8.56000000
N
N
N
N
N
N
Neptune Bidco US Inc
N/A
Neptune Bidco US Inc 2nd Lien Term Loan
000000000
1073000.00000000
PA
USD
1026861.00000000
0.195766111187
Long
LON
CORP
US
N
3
2029-10-11
Variable
14.74000000
N
N
N
N
N
N
US Radiology Specialists, Inc.
254900QCDFUYXJEFMY06
US Radiology Specialists, Inc. 2020 Term Loan
90372AAJ7
700767.05000000
PA
USD
649670.62000000
0.123856579254
Long
LON
CORP
US
N
2
2027-12-15
Variable
10.33000000
N
N
N
N
N
N
Cordatus CLO PLC
549300L3U7O5MFVI3I18
CVC Cordatus Loan Fund X DAC
000000000
190000.00000000
PA
189662.12000000
0.036158171039
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-27
Floating
5.79000000
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
719000.00000000
PA
822290.23000000
0.156765677725
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
228371.50000000
0.043537928172
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Floating
8.70000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS126 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: XCUIRS126 CYS EUR P V 00MESTR ESTRON -19.75 BPS
000000000
1.00000000
NC
-1415779.37000000
-0.26991152801
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
27724000.00000000
EUR
29190599.60000000
USD
2026-01-09
-1415779.35000000
N
N
N
Marathon CLO LTD
5493002F390212ZEF773
Marathon CLO VI Ltd
56576VBC0
590000.00000000
PA
USD
547162.46000000
0.104313891541
Long
ABS-CBDO
CORP
US
N
2
2028-05-13
Floating
8.37000000
N
N
N
N
N
N
OZLM Ltd
5493002SZMQH8ZTTHX49
OZLM XVIII Ltd
67112GAC2
250000.00000000
PA
USD
243721.25000000
0.046464284188
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
6.81000000
N
N
N
N
N
N
Ellington CLO LTD
254900YE647HYXEP3N43
Ellington Clo II Ltd
28852EAG4
500000.00000000
PA
USD
465871.50000000
0.088816160968
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Floating
8.51000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP1225 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: GBJP1225 CYS GBP P V 03MSONIO SONIO/N -18.3 BPS
000000000
1.00000000
NC
-135272.55000000
-0.02578906109
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4590000.00000000
GBP
5613570.00000000
USD
2025-12-06
-135272.55000000
N
N
N
Penta CLO S.A.
635400CJ99MQCYBUGV50
Penta CLO 5 DAC
000000000
100000.00000000
PA
104215.61000000
0.019868204844
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-20
Floating
5.60000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
544000.00000000
PA
USD
517481.32000000
0.098655324945
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
East Valley Tourist Development Authority
N/A
East Valley Tourist Development Authority Term Loan B
27571VAD5
5608110.30000000
PA
USD
5428650.77000000
1.034946161397
Long
LON
CORP
US
N
3
2026-11-23
Floating
12.36000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
558000.00000000
PA
USD
479026.76000000
0.091324148020
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
MAGENTA BUYER LLC
N/A
Magenta Buyer LLC 2022 Incremental Term Loan
55910RAF0
2114700.00000000
PA
USD
1792208.25000000
0.341675883630
Long
LON
CORP
US
N
2
2028-07-27
Floating
12.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAH8
623000.00000000
PA
USD
546059.36000000
0.104103590831
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
240247.75000000
0.045802078118
Long
ABS-CBDO
CORP
US
N
2
2031-01-17
Floating
6.76000000
N
N
N
N
N
N
Dartry Park CLO
549300EK539GMKPB1K76
Dartry Park CLO DAC
000000000
355000.00000000
PA
372237.89000000
0.070965363532
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-28
Floating
5.54000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVII Ltd
55820YAE7
250000.00000000
PA
USD
234402.50000000
0.044687709317
Long
ABS-CBDO
CORP
US
N
2
2030-04-20
Floating
7.85000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBG5
780502.00000000
PA
USD
856733.63000000
0.163332146287
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.63000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd
27830TAG0
325000.00000000
PA
USD
311667.31000000
0.059417873756
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
7.36000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
330000.00000000
PA
USD
308168.85000000
0.058750909182
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
AMERICAN GREETINGS CORPORATION
549300WMJOT8C9DNMF90
American Greetings Corporation 2023 Term Loan
02639DAM8
1065000.00000000
PA
USD
1051687.50000000
0.200499164015
Long
LON
CORP
US
N
2
2028-04-06
Variable
10.98000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BON4135GB IRS GBP R V 00MSONIA SON4135GB_FLO CCPOIS / Short: BON4135GB IRS GBP P F 4.13500 SON4135GB_FIX CCPOIS
000000000
3908000.00000000
OU
Notional Amount
36711.49000000
0.006998869012
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-02-17
0.00000000
GBP
0.00000000
GBP
3908000.00000000
GBP
36711.49000000
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
724998.80000000
PA
USD
709592.58000000
0.135280412747
Long
LON
CORP
US
N
2
2029-04-13
Variable
9.26000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZR6
25000.00000000
PA
USD
17250.00000000
0.003288629539
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
496697.50000000
0.094692989617
Long
ABS-CBDO
CORP
US
N
2
2028-01-14
Floating
11.19000000
N
N
N
N
N
N
Jubilee CDO BV
635400APBYBGXMTWEE61
Jubilee CLO 2021-XXV DAC
000000000
285000.00000000
PA
289782.54000000
0.055245647605
Long
ABS-CBDO
CORP
IE
N
2
2035-10-15
Floating
5.43000000
N
N
N
N
N
N
Capital Four CLO
549300BEUU8HXTZJGY22
Capital Four CLO III DAC
000000000
545000.00000000
PA
570925.73000000
0.108844244682
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
4.93000000
N
N
N
N
N
N
FRONTIER FLORIDA LLC
N/A
Frontier Florida LLC
362333AH9
1477000.00000000
PA
USD
1337489.97000000
0.254986030416
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
516868.04000000
0.098538406062
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
9.76000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZL9
110000.00000000
PA
USD
76450.00000000
0.014574824830
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: DUMIRS308 CYS EUR R V 00MESTR ESTRON -18.5BPS / Short: DUMIRS308 CYS USD P F .00000 SOFRRATE +0BPS
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
3
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
16013592.00000000
USD
14994000.00000000
EUR
2026-03-08
0.00000000
N
N
N
Carlyle Global Market Strategies Ltd
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAS0
435000.00000000
PA
USD
408039.14000000
0.077790699666
Long
ABS-CBDO
CORP
US
N
2
2030-08-14
Floating
8.22000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QB84
10000.00000000
PA
USD
7225.00000000
0.001377411502
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
3525.00000000
0.000672024297
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
10575.00000000
0.002016072891
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.05000000
Y
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR 2019-HQA3
35564XBD2
755000.00000000
PA
USD
756890.82000000
0.144297594732
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
8.02000000
N
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
323301.04000000
0.061635788430
Long
ABS-CBDO
CORP
US
N
2
2037-03-22
Floating
5.25000000
N
N
N
N
N
N
Armada Euro CLO
549300236OBWCGBX8R96
Armada Euro CLO III DAC
000000000
300000.00000000
PA
311097.57000000
0.059309255565
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
6.48000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QA69
445000.00000000
PA
USD
318175.00000000
0.060658533557
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
477731.28000000
0.091077170988
Long
ABS-CBDO
CORP
US
N
2
2028-10-15
Floating
9.76000000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
5514000.00000000
PA
USD
5109451.72000000
0.974092397632
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
4473000.00000000
PA
USD
3425007.86000000
0.652961276686
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Discovery Purchaser Corporation
2549001LSO1ZBIPA5D65
Discovery Purchaser Corporation Term Loan
25471NAC0
1929151.45000000
PA
USD
1851792.48000000
0.353035330523
Long
LON
CORP
US
N
2
2029-10-04
Variable
9.28000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3549.43000000
-0.00067668175
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1057000.00000000
EUR
1164417.52000000
USD
2023-06-21
-3549.43000000
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
5175000.00000000
PA
USD
4190665.84000000
0.798930288309
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
17593.75000000
0.003354163824
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
Y
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
281000.00000000
PA
USD
254667.49000000
0.048551132201
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
SCUR ALPHA 1503 GMBH
254900GAG6U7Z5TROP43
SCUR ALPHA 1503 GMBH
000000000
3300000.00000000
PA
USD
3031875.00000000
0.578012387613
Long
LON
CORP
DE
N
2
2030-03-30
None
0.00000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAU6
405000.00000000
PA
USD
378210.59000000
0.072104030062
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
8.36000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
225000.00000000
PA
USD
207407.06000000
0.039541158510
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 Revolver A
000000000
2389000.00000000
PA
USD
2347192.50000000
0.447480961818
Long
LON
CORP
BM
N
2
2024-01-02
Floating
6.95000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZA3
160000.00000000
PA
USD
112800.00000000
0.021504777513
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
74982RAB3
786689.61000000
PA
USD
619518.07000000
0.118108140609
Long
LON
CORP
US
N
2
2027-01-31
Floating
11.41000000
N
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
04966HAG1
430000.00000000
PA
USD
408430.34000000
0.077865280065
Long
ABS-CBDO
CORP
US
N
2
2030-11-21
Floating
7.07000000
N
N
N
N
N
N
Tymon Park CLO Ltd
549300Y293DUMFBSH733
Tymon Park CLO DAC
000000000
340000.00000000
PA
341341.23000000
0.065075063893
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-21
Floating
6.41000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
2021000.00000000
PA
USD
1738494.52000000
0.331435619330
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
Erna Srl
8156000268F284900524
Erna Srl
000000000
290839.08000000
PA
305341.24000000
0.058211838934
Long
ABS-MBS
CORP
IT
Y
2
2031-07-25
Floating
6.05000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2006-6
8815612U7
45389.00000000
PA
USD
19016.78000000
0.003625457649
Long
ABS-O
CORP
US
N
2
2037-07-25
Variable
0.18000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXR8
375000.00000000
PA
USD
264375.00000000
0.050401822296
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
425757.15000000
0.081168553062
Long
ABS-CBDO
CORP
IE
Y
2
2036-04-15
Floating
4.93000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
4091000.00000000
PA
USD
3862435.83000000
0.736354815453
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
274071.43000000
0.052250400043
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
7.81000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
3780000.00000000
PA
USD
3247341.30000000
0.619090001470
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners 48 LP
38177DAN8
250000.00000000
PA
USD
236036.25000000
0.044999175898
Long
ABS-CBDO
CORP
US
N
2
2033-04-17
Floating
9.06000000
N
N
N
N
N
N
St Pauls CLO
635400LOBVY9OW2EI809
St Paul's CLO V DAC
000000000
375000.00000000
PA
381452.24000000
0.072722035045
Long
ABS-CBDO
CORP
IE
Y
2
2030-02-20
Floating
5.70000000
N
N
N
N
N
N
Covetrus, Inc.
5493009S30DUFCF75V87
Covetrus, Inc. Term Loan
22304EAC0
1657029.81000000
PA
USD
1563821.88000000
0.298135120564
Long
LON
CORP
US
N
2
2029-10-13
Variable
9.90000000
N
N
N
N
N
N
Mattress Firm Inc
N/A
Mattress Firm Inc 2021 Term Loan B
57723CAR0
1531768.33000000
PA
USD
1433804.09000000
0.273347854192
Long
LON
CORP
US
N
2
2028-09-25
Floating
9.39000000
N
N
N
N
N
N
Spirit RR Holdings, Inc
N/A
Spirit RR Holdings, Inc Delayed Draw Term Loan
84860LAC0
365311.00000000
PA
USD
356543.54000000
0.067973311183
Long
LON
CORP
US
N
3
2028-09-13
None
0.00000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2020-1 Ltd
67402FAL3
295000.00000000
PA
USD
286201.33000000
0.054562907142
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
6.91000000
N
N
N
N
N
N
Sound Point Euro CLO Funding
6354002JD5KEK1NGKT05
Sound Point Euro CLO II Funding DAC
000000000
605000.00000000
PA
617353.69000000
0.117695511971
Long
ABS-CBDO
CORP
IE
Y
2
2036-01-26
Floating
6.51000000
N
N
N
N
N
N
Sound Point EURO CLO Funding DAC
635400EKBHJAX4BIBT03
Sound Point Euro CLO VII Funding DAC
000000000
675000.00000000
PA
680910.10000000
0.129812235877
Long
ABS-CBDO
CORP
IE
Y
2
2035-01-25
Floating
6.46000000
N
N
N
N
N
N
Harvest CLO
635400NTEX2XHSDXIB23
Harvest CLO XV DAC
000000000
320000.00000000
PA
319510.23000000
0.060913088735
Long
ABS-CBDO
CORP
IE
Y
2
2030-11-22
Floating
5.42000000
N
N
N
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO IX 2018-1 Ltd
36361WAN6
250000.00000000
PA
USD
241256.98000000
0.045994482964
Long
ABS-CBDO
CORP
US
N
2
2028-01-21
Floating
8.36000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1800605.00000000
PA
USD
402841.87000000
0.076799865136
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
1323000.00000000
PA
USD
1238680.71000000
0.236148520198
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 USD / SOLD EUR
000000000
1.00000000
NC
-17232.97000000
-0.00328538285
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
472000.00000000
EUR
504318.97000000
USD
2023-06-21
-17232.97000000
N
N
N
Zais Matrix CDO I
5493009PVOUOQ1A0UG08
Zais Clo 14 Ltd
98888BBC9
475000.00000000
PA
USD
439318.95000000
0.083754045009
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Floating
9.76000000
N
N
N
N
N
N
AP Core Holdings II, LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II, LLC High-Yield Term Loan B2
00187GAD1
3247824.10000000
PA
USD
3172036.12000000
0.604733431067
Long
LON
CORP
US
N
2
2027-09-01
Floating
10.52000000
N
N
N
N
N
N
Anchorage Capital Europe CLO
635400AT2Z7FXMVYD462
Anchorage Capital Europe CLO 3 DAC
000000000
745000.00000000
PA
762686.22000000
0.145402459871
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
6.98000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300FU018PJDVE5C16
Anchorage Credit Funding 10 Ltd
03332BAA6
250000.00000000
PA
USD
207711.25000000
0.039599150870
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
434632.62000000
0.082860618732
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
5.58000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Revolver
29279UAC0
1060000.00000000
PA
USD
970960.00000000
0.185108854381
Long
LON
CORP
US
N
2
2026-02-10
Floating
8.71000000
N
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
1561000.00000000
OU
Notional Amount
12277.12000000
0.002340573883
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-12-21
0.00000000
GBP
0.00000000
GBP
1561000.00000000
GBP
12277.12000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYQ9
5000.00000000
PA
USD
3518.75000000
0.000670832764
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
N
N
N
N
N
ACProducts, Inc.
254900KTNXVUUHWHBF39
ACProducts, Inc. 2021 Term Loan B
00488YAB2
3965592.96000000
PA
USD
3164364.73000000
0.603270917457
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.41000000
N
N
N
N
N
N
Elevation CLO Ltd
5493005VN5WX000OV470
Elevation Clo 2021-15 Ltd
28623VAJ8
500000.00000000
PA
USD
478605.50000000
0.091243836827
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
7.73000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
254900N3E7Y6I5DRGW52
Golub Capital Partners CLO 50B-R Ltd
38178DAG2
310000.00000000
PA
USD
292336.82000000
0.055732608803
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
7.40000000
N
N
N
N
N
N
Avalara, Inc
549300Q16CMW239SS315
Avalara, Inc Term Loan
000000000
4653487.00000000
PA
USD
4546456.80000000
0.866760123735
Long
LON
CORP
US
N
3
2028-10-19
Variable
12.15000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd
08179XAU9
250000.00000000
PA
USD
243284.50000000
0.046381019901
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Floating
8.96000000
N
N
N
N
N
N
Avoca CLO
549300JQ57GOFHS3VT07
Avoca CLO XXIII DAC
000000000
455000.00000000
PA
476767.26000000
0.090893385211
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
4.68000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBE5
35000.00000000
PA
USD
29510.56000000
0.005626046339
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
3761575.04000000
PA
USD
3383066.55000000
0.644965367642
Long
LON
CORP
US
N
2
2029-03-15
Floating
9.45000000
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
204407.16000000
0.038969242002
Long
ABS-CBDO
CORP
XX
N
2
2037-09-22
Floating
5.24000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
31137.95000000
0.005936300416
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1176608.38000000
USD
1093000.00000000
EUR
2023-06-21
31137.95000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS327 CYS USD R V 00MSOFR SOFFRATE +0BPS / Short: XCUIRS327 CYS EUR P V 00MESTR ESTRON -22.25 BPS
000000000
1.00000000
NC
-170357.94000000
-0.03247792196
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
13109000.00000000
EUR
14271768.30000000
USD
2026-03-27
-170357.94000000
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
1325000.00000000
PA
USD
1373196.88000000
0.261793381083
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
830403.89000000
PA
USD
799263.74000000
0.152375788147
Long
LON
CORP
US
N
2
2027-08-02
Floating
10.02000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Through Certificates
N/A
TBW Mortgage-Backed Trust 2006-6
87222PAE3
50764.00000000
PA
USD
43184.30000000
0.008232879109
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
430902.02000000
0.082149397784
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
5.58000000
N
N
N
N
N
N
TCI-Symphony CLO
N/A
TCI-Symphony CLO 2017-1 Ltd
87232BAE2
400000.00000000
PA
USD
377457.60000000
0.071960476140
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.66000000
N
N
N
N
N
N
TORRID LLC
N/A
Torrid LLC 2021 Term Loan B
89142DAB9
2161817.23000000
PA
USD
1911403.13000000
0.364399814261
Long
LON
CORP
US
N
2
2028-06-14
Floating
10.52000000
N
N
N
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
1200000.00000000
PA
1065096.97000000
0.203055614980
Long
DBT
CORP
AT
Y
2
2025-05-14
Fixed
5.00000000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
Academy Ltd
00401YAA8
1988000.00000000
PA
USD
1954979.32000000
0.372707405314
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-64587.11000000
-0.01231322190
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1769000.00000000
EUR
1890127.68000000
USD
2023-06-21
-64587.11000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
1945000.00000000
PA
USD
1927815.93000000
0.367528835647
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
8.00000000
N
N
N
N
N
N
Coupa Holdings,LLC
N/A
Coupa Holdings,LLC Revolver
000000000
91535.43000000
PA
USD
89155.51000000
0.016997069207
Long
LON
CORP
US
N
3
2029-02-27
Fixed
0.50000000
N
N
N
N
N
N
GAM DEPO SRS H
N/A
GAM DEPO SRS H
000000000
1.00000000
NS
USD
570913.27000000
0.108841869243
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
10200.00000000
0.001944580945
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
3120000.00000000
PA
USD
2667662.40000000
0.508577007024
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
254458.25000000
0.048511241601
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
6.13000000
N
N
N
N
N
N
Ozlme
635400VVYCGBQEIQI426
Sculptor European CLO I DAC
000000000
300000.00000000
PA
312826.45000000
0.059638858222
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-18
Floating
4.78000000
N
N
N
N
N
N
MKS CLO Ltd
549300JCIKT6NT8T1275
MKS CLO 2017-2 Ltd
12662CAG2
535000.00000000
PA
USD
481464.16000000
0.091788826607
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
7.90000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
552376.00000000
PA
USD
135175.67000000
0.025770591387
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO VC Ltd
14687MAE2
355000.00000000
PA
USD
336134.59000000
0.064082443018
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
7.46000000
N
N
N
N
N
N
Providus CLO
635400JHNUBVSY8RBH70
Providus CLO IV DAC
000000000
420000.00000000
PA
419679.74000000
0.080009924073
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-20
Floating
6.45000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZG0
5000.00000000
PA
USD
3400.00000000
0.000648193648
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
3.75000000
Y
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
813000.00000000
PA
USD
616968.83000000
0.117622140263
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.20000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAG2
610000.00000000
PA
USD
590122.54000000
0.112504024186
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
9.40000000
N
N
N
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
Alteryx Inc
02156BAG8
1305000.00000000
PA
USD
1270305.82000000
0.242177695326
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
8.75000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAE7
355000.00000000
PA
USD
347814.80000000
0.066309218881
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
7.90000000
N
N
N
N
N
N
Providus CLO
635400JHNUBVSY8RBH70
Providus CLO IV DAC
000000000
355000.00000000
PA
369966.73000000
0.070532377800
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-20
Floating
4.83000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
951000.00000000
PA
USD
907834.97000000
0.173074370997
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
68209.54000000
NS
75160.12000000
0.014328915411
Long
STIV
CORP
DE
N
1
N
N
N
Fair Oaks Loan Funding
635400GX6HQAODBDUR26
Fair Oaks Loan Funding I DAC
000000000
385000.00000000
PA
393718.81000000
0.075060597622
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
6.58000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
107000.00000000
PA
USD
94067.66000000
0.017933546981
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
2230000.00000000
PA
USD
2068307.70000000
0.394312915933
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
REVERSE REPO ROYAL BANK OF CAN
000000000
-1907380.00000000
PA
USD
-1907380.00000000
-0.36363282387
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45170000
2023-06-02
2364000.00000000
USD
2443814.01000000
USD
CDS
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
1007000.00000000
PA
USD
700532.54000000
0.133553159693
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
573000.00000000
PA
USD
423979.20000000
0.080829595445
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
134550.00000000
0.025651310411
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
196340.95000000
0.037431457858
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
2208926.91000000
0.421121292043
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
-18160.99000000
-0.00346230540
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
-18160.99000000
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO 2014-1 Ltd
13875LAS7
665000.00000000
PA
USD
626655.44000000
0.119468845874
Long
ABS-CBDO
CORP
US
N
2
2031-01-30
Floating
7.10000000
N
N
N
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300L3IA0HX4NLPQ61
Houghton Mifflin Harcourt Publishing Company 2022 Term Loan
44157YAE4
6315386.89000000
PA
USD
5707530.90000000
1.088113316969
Long
LON
CORP
US
N
2
2029-04-09
Variable
10.33000000
N
N
N
N
N
N
Coupa Holdings,LLC
N/A
Coupa Holdings,LLC Term Loan
000000000
1338918.29000000
PA
USD
1304106.41000000
0.248621615253
Long
LON
CORP
US
N
3
2030-02-27
Variable
12.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
2107000.00000000
PA
USD
1966644.51000000
0.374931317686
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
4385000.00000000
PA
USD
3974786.76000000
0.757773979930
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
446279.16000000
0.085080975572
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-31
Floating
9.59000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
286000.00000000
PA
USD
238049.63000000
0.045383017112
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
375979.37000000
0.071678658700
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
8.61000000
N
N
N
N
N
N
Capital Four CLO
549300MUYIMW1VRJ5K26
Capital Four CLO II DAC
000000000
290000.00000000
PA
306880.61000000
0.058505312421
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
5.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAL9
345000.00000000
PA
USD
320365.55000000
0.061076151379
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.19000000
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
160000.00000000
OU
Notional Amount
9201.27000000
0.001754177874
N/A
DIR
ER
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
N/A
N/A
Y
2030-02-28
0.00000000
EUR
0.00000000
EUR
160000.00000000
EUR
9201.27000000
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
421016.95000000
PA
320103.95000000
0.061026278597
Long
DBT
CORP
FR
N
2
2025-03-15
Floating
9.96000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
2054000.00000000
PA
USD
1735630.00000000
0.330889512368
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
635400EAUJUSP1LZTU42
Carlyle Global Market Strategies Euro CLO 2016-2 DAC
000000000
525000.00000000
PA
540740.54000000
0.103089583378
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
5.58000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
330000.00000000
PA
345222.16000000
0.065814944533
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
4.33000000
N
N
N
N
N
N
Steele Creek CLO Ltd
N/A
Steele Creek Clo 2017-1 Ltd
85816VAC0
250000.00000000
PA
USD
235697.41000000
0.044934577681
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.16000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
17984.19000000
0.003428599332
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1173187.40000000
USD
1078000.00000000
EUR
2023-06-21
17984.19000000
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AG6
3707000.00000000
PA
USD
695062.50000000
0.132510322874
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
238085.75000000
0.045389903216
Long
ABS-CBDO
CORP
US
N
2
2029-10-16
Floating
8.86000000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAL8
250000.00000000
PA
USD
226575.50000000
0.043195529409
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.91000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
2276000.00000000
PA
USD
1767124.36000000
0.336893760637
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
-90000.00000000
PA
USD
-77044.92000000
-0.01468824346
Short
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
2497000.00000000
PA
2465402.40000000
0.470017110749
Long
DBT
CORP
DE
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
50385.71000000
0.009605793292
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1502115.29000000
USD
1405000.00000000
EUR
2023-06-21
50385.71000000
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
1944000.00000000
PA
USD
1654149.60000000
0.315355665971
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
3186000.00000000
PA
USD
2481989.58000000
0.473179376843
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
203718.76000000
PA
USD
203718.76000000
0.038838001853
Long
DBT
MUN
US
N
2
2049-06-15
Fixed
4.81000000
Y
N
N
N
N
N
OCP Euro CLO
635400KNK84TMOLEE581
OCP Euro CLO 2017-2 DAC
000000000
355000.00000000
PA
358870.29000000
0.068416894880
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
5.93000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300JHVVT1NJ057H42
Dryden 61 Clo Ltd
26251CAW4
410000.00000000
PA
USD
388004.85000000
0.073971258628
Long
ABS-CBDO
CORP
US
N
2
2032-01-17
Floating
7.01000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QA28
10000.00000000
PA
USD
7050.00000000
0.001344048594
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
1285000.00000000
PA
USD
1253478.69000000
0.238969683918
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
6.92000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2022-4
14318UAH4
660000.00000000
PA
USD
689138.04000000
0.131380853068
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
8.08000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5262.16000000
-0.00100320549
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
185000.00000000
GBP
227476.00000000
USD
2023-06-21
-5262.16000000
N
N
N
Bilbao CLO
635400HO2KGIJXCZSO48
Bilbao CLO I DAC
000000000
515000.00000000
PA
534717.75000000
0.101941367430
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-20
Floating
4.90000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QD74
69427.00000000
PA
USD
50161.01000000
0.009562955318
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
1930000.00000000
PA
USD
1654367.86000000
0.315397276190
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
13950.00000000
0.002659500410
Long
DBT
MUN
US
N
2
2018-07-01
Fixed
5.40000000
Y
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
000000000
1452000.00000000
PA
1051382.95000000
0.200441103022
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
1288124.35000000
PA
USD
1239819.69000000
0.236365661258
Long
LON
CORP
US
N
2
2028-10-04
Floating
9.77000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAJ7
253000.00000000
PA
USD
253386.96000000
0.048307005315
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
8.14000000
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
226175.07000000
0.043119189356
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
4475779.65000000
PA
USD
3977849.16000000
0.758357811762
Long
LON
CORP
US
N
2
2027-01-29
Variable
10.73000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-27701.05000000
-0.00528107196
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1731000.00000000
EUR
1885024.38000000
USD
2023-06-21
-27701.05000000
N
N
N
Carlyle Global Market Strategies Euro
6354002X9OAWDIJSMW67
Carlyle Euro CLO 2017-3 DAC
000000000
160000.00000000
PA
155046.46000000
0.029558861937
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-15
Floating
5.68000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
392000.00000000
PA
USD
341374.42000000
0.065081391407
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316UAC2
330000.00000000
PA
USD
317460.66000000
0.060522348071
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
6.90000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAJ5
495000.00000000
PA
USD
471141.00000000
0.089820765800
Long
ABS-CBDO
CORP
US
N
2
2031-01-23
Floating
7.42000000
N
N
N
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAG1
395000.00000000
PA
USD
373717.68000000
0.071247478378
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
7.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754BAB7
1460000.00000000
PA
USD
1433300.69000000
0.273251883403
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
7.82000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QZK1
10000.00000000
PA
USD
6950.00000000
0.001324984075
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Alba Plc
2138008XOOHJFP498784
Alba 2007-1 PLC
000000000
552336.00000000
PA
634414.20000000
0.120948016154
Long
ABS-MBS
CORP
GB
Y
2
2039-03-17
Floating
4.57000000
N
N
N
N
N
N
CHARLOTTE BUYER, INC.
N/A
Charlotte Buyer, Inc. 2nd Lien Term Loan
12568YAF1
6400000.00000000
PA
USD
6144000.00000000
1.171324051782
Long
LON
CORP
US
N
2
2028-08-11
Variable
13.08000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
492000.00000000
PA
USD
436438.83000000
0.083204963982
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAF4
941000.00000000
PA
USD
842195.00000000
0.160560426398
Long
DBT
CORP
US
N
2
2025-03-01
None
0.00000000
N
N
N
N
Y
RingCentral Inc
RingCentral Inc
USD
XXXX
N
N
N
CIFC European Funding CLO
5493004XSET4KDEYQK74
CIFC European Funding CLO V DAC
000000000
400000.00000000
PA
395229.21000000
0.075348548118
Long
ABS-CBDO
CORP
IE
Y
2
2034-11-23
Floating
6.33000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754AAB9
183710.00000000
PA
USD
178046.96000000
0.033943796646
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
6.47000000
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
-19303.45000000
-0.00368010990
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
-19303.45000000
N
N
N
ELASTIC NV
2549003I48WHHH937I59
Elastic NV
28415LAA1
1032000.00000000
PA
USD
893830.68000000
0.170404520459
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
4.13000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
2622000.00000000
PA
USD
2192170.30000000
0.417926724933
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
3234000.00000000
PA
USD
3325135.64000000
0.633921118256
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAB1
848000.00000000
PA
USD
819746.00000000
0.156280632511
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
850537.50000000
0.162150883901
Long
LON
CORP
US
N
2
2029-07-27
Floating
13.53000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
965000.00000000
PA
1042455.38000000
0.198739104736
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
1499000.00000000
PA
USD
1526843.93000000
0.291085452234
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
Covenant Credit Partners CLO Ltd
549300T7MAWQDFU61E82
Covenant Credit Partners CLO III Ltd
22284HAG8
1710000.00000000
PA
USD
1582008.21000000
0.301602256915
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
9.01000000
N
N
N
N
N
N
TI AUTOMOTIVE FINANCE
549300MZ54ZRN8UFQS35
TI Automotive Finance PLC
000000000
1355000.00000000
PA
1136327.21000000
0.216635317670
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
Jubilee CDO BV
635400APBYBGXMTWEE61
Jubilee CLO 2021-XXV DAC
000000000
305000.00000000
PA
301968.90000000
0.057568918531
Long
ABS-CBDO
CORP
IE
Y
2
2035-10-15
Floating
6.38000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
1446000.00000000
PA
USD
1333935.00000000
0.254308292482
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
119508.46000000
PA
USD
108573.44000000
0.020699004175
Long
LON
CORP
LC
N
2
2024-05-28
Floating
8.27000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton 2015-VIII CLO Ltd
81882FAG4
440000.00000000
PA
USD
411711.96000000
0.078490905135
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
10.59000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AL5
1162000.00000000
PA
USD
204802.50000000
0.039044611672
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
Carlyle Global Market Strategies Euro
N/A
Carlyle Global Market Strategies Euro CLO 2020-1 DAC
000000000
250000.00000000
PA
226872.20000000
0.043252093838
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-15
Floating
8.62000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
7378.86000000
0.001406744171
N/A
DFE
CH
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
204133.42000000
USD
188000.00000000
CHF
2023-06-21
7378.86000000
N
N
N
Venture CDO Ltd
549300EDZDHKTKE7JV77
Venture XXIV CLO Ltd
92330WAW7
530000.00000000
PA
USD
495803.87000000
0.094522623355
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Floating
9.30000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
1103000.00000000
PA
USD
892274.94000000
0.170107926110
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
696000.00000000
PA
USD
459192.96000000
0.087542929436
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
59000.00000000
PA
USD
61655.89000000
0.011754398908
Long
DBT
CORP
US
N
2
2027-05-15
None
0.00000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-8395.71000000
-0.00160060173
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
357000.00000000
GBP
440726.03000000
USD
2023-06-21
-8395.71000000
N
N
N
FRONTIER NORTH INC
N/A
Frontier North Inc
362337AK3
5029000.00000000
PA
USD
4498088.47000000
0.857538934237
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
261970.00000000
PA
USD
162093.94000000
0.030902430105
Long
LON
CORP
US
N
2
2027-08-31
Floating
9.77000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
2036000.00000000
PA
1992481.18000000
0.379856954566
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
1635000.00000000
PA
1578171.90000000
0.300870882864
Long
DBT
CORP
IT
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
42674.05000000
0.008135602401
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
848021.16000000
USD
708000.00000000
GBP
2023-06-21
42674.05000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXV9
55000.00000000
PA
USD
38362.50000000
0.007313626128
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Cairn CLO BV
54930016G03QMPTEMV89
Cairn Clo IX DAC
000000000
415000.00000000
PA
434171.38000000
0.082772685545
Long
ABS-CBDO
CORP
IE
Y
2
2032-04-25
Floating
4.76000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAM9
1831000.00000000
PA
USD
1315179.84000000
0.250732711427
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
414502.91000000
0.079022986330
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-12
Floating
5.53000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
18016.28000000
0.003434717136
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
632818.66000000
USD
589000.00000000
EUR
2023-06-21
18016.28000000
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
2014000.00000000
PA
USD
1928548.40000000
0.367668477530
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
985000.00000000
PA
USD
951039.27000000
0.181311063011
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
6.62000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAF2
1017000.00000000
PA
USD
1026148.01000000
0.195630183073
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Harvest CLO
635400H4BIBT9YC1IC52
Harvest CLO XXIII DAC
000000000
250000.00000000
PA
256975.20000000
0.048991086014
Long
ABS-CBDO
CORP
IE
N
2
2032-10-20
Floating
5.25000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
1003000.00000000
PA
USD
811161.00000000
0.154643943549
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.88000000
N
N
N
N
N
N
Apidos CLO Ltd
549300M5NMLBQJXUO195
Apidos CLO XII
03764DAJ0
500000.00000000
PA
USD
486615.00000000
0.092770809482
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
6.66000000
N
N
N
N
N
N
Avoca CLO
549300K6K5XESJRIKM24
Avoca CLO XVIII DAC
000000000
195000.00000000
PA
188863.05000000
0.036005832187
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
7.78000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKP6
5000.00000000
PA
USD
3475.00000000
0.000662492037
Long
DBT
MUN
US
N
2
2049-07-01
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
2413505.93000000
0.460123298328
Long
DBT
CORP
LU
N
2
2029-04-01
None
0.00000000
Y
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
3794.34000000
0.000723372672
N/A
DFE
CH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
188591.83000000
USD
171000.00000000
CHF
2023-06-21
3794.34000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2985CLO IRS USD R V 00MSOFR IR2985CLO_FLO CCPOIS / Short: BR2985CLO IRS USD P F 2.98500 IR2985CLO_FIX CCPOIS
000000000
18000.00000000
OU
Notional Amount
USD
145.84000000
0.000027803694
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-20
0.00000000
USD
0.00000000
USD
18000.00000000
USD
145.84000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKV3
35000.00000000
PA
USD
24675.00000000
0.004704170081
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
178747.44000000
0.034077339789
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.88000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP0421 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: GBJP0421 CYS GBP P V 00MSONIO SONIO/N -9 BPS
000000000
1.00000000
NC
-65168.78000000
-0.01242411449
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5395000.00000000
GBP
6709222.00000000
USD
2026-04-21
-65168.78000000
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
1568000.00000000
PA
USD
1287716.16000000
0.245496892916
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 7 Ltd
56844AAC3
565000.00000000
PA
USD
559452.83000000
0.106656991474
Long
ABS-CBDO
CORP
US
N
2
2032-04-30
Floating
7.30000000
N
N
N
N
N
N
RRE Loan Management
549300D6UNTEPRSJ6X22
RRE 5 Loan Management DAC
000000000
620000.00000000
PA
648496.05000000
0.123632653133
Long
ABS-CBDO
CORP
IE
Y
2
2037-01-15
Floating
4.93000000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp
78442PGD2
686000.00000000
PA
USD
634584.30000000
0.120980444901
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VII Ltd
67108WBL2
250000.00000000
PA
USD
239402.00000000
0.045640839948
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
8.26000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
133000.00000000
PA
USD
101200.29000000
0.019293348587
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
3285000.00000000
PA
USD
3122688.15000000
0.595325477915
Long
DBT
CORP
GB
N
2
2025-09-27
Variable
7.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
381000.00000000
PA
USD
255712.39000000
0.048750337360
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
524007.85000000
0.099899576501
Long
EC
CORP
US
N
1
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
831000.00000000
PA
921903.15000000
0.175756401856
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
575000.00000000
PA
USD
546942.88000000
0.104272029670
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
03330EAS3
250000.00000000
PA
USD
220219.25000000
0.041983740916
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
3450.00000000
0.000657725907
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
487490.07000000
0.092937637369
Long
ABS-CBDO
CORP
IE
N
2
2034-04-18
Floating
6.68000000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAJ4
899000.00000000
PA
USD
904786.12000000
0.172493122408
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
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
-17223.94000000
-0.00328366132
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
-17223.94000000
N
N
N
Sculptor European CLO
635400LLV8UFATLHHM75
Sculptor European CLO VI DAC
000000000
590000.00000000
PA
606080.10000000
0.115546256255
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
5.48000000
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
444429.30000000
0.084728308659
Long
ABS-CBDO
CORP
US
N
2
2031-07-16
Floating
8.16000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-19354.32000000
-0.00368980802
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
569000.00000000
CHF
620807.84000000
USD
2023-06-21
-19354.32000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-289487.84000000
-0.05518946446
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
7548000.00000000
EUR
8050923.24000000
USD
2023-06-21
-289487.84000000
N
N
N
Regatta VIII Funding Ltd
2549002R0TTC87W9EH67
Regatta VIII Funding Ltd
75888KAG9
425000.00000000
PA
USD
403678.18000000
0.076959303615
Long
ABS-CBDO
CORP
US
N
2
2030-10-17
Floating
8.46000000
N
N
N
N
N
N
Sound Point EURO CLO Funding DAC
635400EKBHJAX4BIBT03
Sound Point Euro CLO VII Funding DAC
000000000
555000.00000000
PA
559859.42000000
0.106734505902
Long
ABS-CBDO
CORP
IE
N
2
2035-01-25
Floating
6.46000000
N
N
N
N
N
N
Aurium CLO
549300LCZQMYMASRK585
Aurium CLO IV DAC
000000000
305000.00000000
PA
296467.62000000
0.056520125957
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-16
Floating
5.48000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
125000.00000000
PA
USD
124418.80000000
0.023719845855
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
Erna Srl
8156000268F284900524
Erna Srl
000000000
193528.26000000
PA
208173.34000000
0.039687246107
Long
ABS-MBS
CORP
IT
Y
2
2031-07-25
Floating
4.70000000
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
4276255.26000000
0.815247499609
Long
LON
CORP
LU
N
3
2029-04-26
Floating
9.42000000
N
N
N
N
N
N
CATALYST HEALTH (MAN) FI
N/A
Catalyst Healthcare Manchester Financing PLC
000000000
237273.87000000
PA
580049.97000000
0.110583737157
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
339335.48000000
0.064692677302
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
7.31000000
N
N
N
N
N
N
St Pauls CLO
549300IMSL8GGSOV5A04
St Paul's CLO IV DAC
000000000
360000.00000000
PA
362031.42000000
0.069019549112
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-25
Floating
5.96000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
2732000.00000000
PA
USD
2382219.31000000
0.454158654691
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
500000.00000000
PA
USD
376264.35000000
0.071732988766
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
55000.00000000
PA
USD
43086.78000000
0.008214287390
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
1399000.00000000
PA
USD
1331906.03000000
0.253921479110
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
575115.66000000
0.109643034686
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
10.27000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
511235.86000000
0.097464658032
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
13239171.60000000
USD
12444000.00000000
EUR
2023-06-21
511235.86000000
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-1 Ltd
05684LAE5
220000.00000000
PA
USD
209950.62000000
0.040026075991
Long
ABS-CBDO
CORP
US
N
2
2034-04-18
Floating
6.66000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYE6
120000.00000000
PA
USD
84600.00000000
0.016128583134
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
528709.08000000
0.100795843391
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
4.58000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QC67
30000.00000000
PA
USD
20925.00000000
0.003989250615
Long
DBT
MUN
US
N
2
2018-01-01
Fixed
5.40000000
Y
N
N
N
N
N
SMERALDA SPV SRL
N/A
SMERALDA SPV SRL
000000000
2180439.09000000
PA
2433860.96000000
0.464003886904
Long
ABS-O
CORP
IT
N
3
2034-12-22
Variable
5.25000000
N
N
N
N
N
N
Voya Euro CLO
549300H0DM0Z0GCEKC77
Voya Euro CLO IV DAC
000000000
115000.00000000
PA
113163.47000000
0.021574071320
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
6.28000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS308 CYS USD R V 00MSOFR SOFRRATE +0BPS / Short: XCUIRS308 CYS EUR P V 00MESTR ESTRON -18.5
000000000
1.00000000
NC
-467990.28000000
-0.08922009618
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
14994000.00000000
EUR
16013592.00000000
USD
2026-03-08
-467990.28000000
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-655162.86000000
PA
USD
-655162.86000000
-0.12490364839
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.53180000
2023-07-04
795000.00000000
USD
744789.79000000
USD
CDS
N
N
N
Saranac CLO V Ltd.
N/A
Saranac CLO I Ltd
803165AE9
575000.00000000
PA
USD
561091.38000000
0.106969373151
Long
ABS-CBDO
CORP
JE
N
2
2029-07-26
Floating
8.12000000
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
-15274.25000000
-0.00291196230
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
-15274.25000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYY2
145000.00000000
PA
USD
102225.00000000
0.019488704621
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
536938.15000000
0.102364676011
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
6.96000000
N
N
N
N
N
N
OCP CLO Ltd
254900NXH68CRC058O44
OCP CLO 2014-5 Ltd
67102SAQ7
385000.00000000
PA
USD
364044.53000000
0.069403338852
Long
ABS-CBDO
CORP
US
N
2
2031-04-26
Floating
7.07000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
963000.00000000
PA
USD
838705.40000000
0.159895150940
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAB0
1027000.00000000
PA
USD
727526.80000000
0.138699485539
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.88000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
1416000.00000000
PA
USD
1260579.84000000
0.240323484014
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
913780.80000000
0.174207914892
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
Providus CLO
635400UJJ9PICJZIAS86
Providus CLO I DAC
000000000
225000.00000000
PA
231907.51000000
0.044212051473
Long
ABS-CBDO
CORP
IE
Y
2
2031-05-14
Floating
4.22000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
965000.00000000
PA
USD
934251.82000000
0.178110616404
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
936572.24000000
0.178552993317
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300687XYK5L55VX28
Anchorage Capital CLO 5-R Ltd
03329YAA1
255000.00000000
PA
USD
232493.19000000
0.044323708548
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
10.66000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
522507.00000000
PA
USD
163582.21000000
0.031186161623
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
269819.47000000
0.051439784318
Long
ABS-CBDO
CORP
US
N
2
2030-01-17
Floating
7.66000000
N
N
N
N
N
N
Cordatus CLO PLC
635400CLBI5JM6YQBR92
CVC Cordatus Loan Fund VII DAC
000000000
285000.00000000
PA
287429.73000000
0.054797095694
Long
ABS-CBDO
CORP
IE
Y
2
2031-09-15
Floating
5.86000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
472000.00000000
PA
USD
326907.20000000
0.062323285491
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
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
273909.22000000
0.052219475486
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
5.73000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
1183000.00000000
PA
USD
1092575.62000000
0.208294287450
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
982399.59000000
PA
1228385.70000000
0.234185826053
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
1651115.00000000
0.314777134075
Long
LON
CORP
US
N
3
2027-12-30
Floating
14.05000000
N
N
N
N
N
N
Harvest CLO
6354002INGXPTMEXNQ59
Harvest CLO XIX DAC
000000000
450000.00000000
PA
447385.36000000
0.085291867282
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-14
Floating
5.68000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: DUMP0306 CYS GBP R V 03MSONIO SONIO/N -9.25 BPS / Short: DUMP0306 CYS USD P F .00000 SOFRRATE +0 BPS
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
GB
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
3277885.00000000
USD
2743000.00000000
GBP
2026-03-06
0.00000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-66.73000000
-0.00001272175
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4000.00000000
EUR
4353.20000000
USD
2023-06-21
-66.73000000
N
N
N
ARES CLO Ltd
549300FI9E5EZIMPA581
Ares XLIX CLO Ltd
04017JAJ0
250000.00000000
PA
USD
228001.00000000
0.043467294129
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Floating
8.27000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
1649000.00000000
PA
USD
1328842.36000000
0.253337405158
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP0306 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: GBJP0306 CYS GBP P V 03MSONIO SONIO/N -9.25 BPS
000000000
1.00000000
NC
-94212.18000000
-0.01796109902
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2743000.00000000
GBP
3277885.00000000
USD
2026-03-06
-94212.16000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS318CLO IRS USD R V 00MSOFR IRS318CLO_FLO CCPOIS / Short: BRS318CLO IRS USD P F 3.18000 IRS318CLO_FIX CCPOIS
000000000
112000.00000000
OU
Notional Amount
USD
-897.38000000
-0.00017108118
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-15
0.00000000
USD
0.00000000
USD
112000.00000000
USD
-897.38000000
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
756000.00000000
PA
USD
655479.06000000
0.124963930406
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.88000000
N
N
N
N
N
N
VENTURE CDO LTD
5493005RF0X3GB54HH60
Venture 44 CLO Ltd
92332QAA6
630000.00000000
PA
USD
567945.00000000
0.108275982843
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
10.22000000
N
N
N
N
N
N
Man GLG Euro CLO
635400NDD1WGPZLEAH44
Man GLG Euro CLO I DAC
000000000
315000.00000000
PA
310006.03000000
0.059101158713
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
5.63000000
N
N
N
N
N
N
VOYA EURO CLO
635400URG3IUW6R6W254
Voya Euro CLO II DAC
000000000
330000.00000000
PA
331185.28000000
0.063138880869
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-15
Floating
6.38000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXH0
10000.00000000
PA
USD
6975.00000000
0.001329750205
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
56360.64000000
PA
USD
55036.31000000
0.010492407816
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.30000000
N
N
N
N
N
N
ALME Loan Funding Ltd
213800WCQ8T7KHBXB320
ALME Loan Funding III Designated Activity Co
000000000
450000.00000000
PA
453870.15000000
0.086528161308
Long
ABS-CBDO
CORP
IE
Y
2
2032-04-15
Floating
5.93000000
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
1145.97000000
0.000218473669
Long
EP
CORP
US
N
2
N
N
N
American Money Management Corporation
549300LDRXVT7PCHV066
Ammc Clo 20 Ltd
00177CAA8
250000.00000000
PA
USD
242578.25000000
0.046246376735
Long
ABS-CBDO
CORP
US
N
2
2029-04-17
Floating
11.07000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
1573000.00000000
PA
USD
1358311.61000000
0.258955575945
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS327AFF IRS USD R V 00MSOFR IRS327AFF_FLO CCPOIS / Short: BRS327AFF IRS USD P F 3.27000 IRS327AFF_FIX CCPOIS
000000000
58000.00000000
OU
Notional Amount
USD
-291.89000000
-0.00005564742
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-15
0.00000000
USD
0.00000000
USD
58000.00000000
USD
-291.89000000
N
N
N
Madison Park Funding Ltd
254900YXXBTCF4NGD347
Madison Park Funding XXII Ltd
55819XBE1
830000.00000000
PA
USD
784995.74000000
0.149655662566
Long
ABS-CBDO
CORP
US
N
2
2033-01-15
Floating
7.26000000
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
-44953.08000000
-0.00857008851
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
-44953.08000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP1225 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: EUJP1225 CYS EUR P V 03MESTR ESTRON -25.5 BPS
000000000
1.00000000
NC
-603326.20000000
-0.11502123846
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
11312000.00000000
EUR
11843664.00000000
USD
2025-12-06
-603326.20000000
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AW3
622000.00000000
PA
USD
268147.31000000
0.051120995055
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
21926.75000000
0.004180229435
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2116748.20000000
USD
1700000.00000000
GBP
2023-06-21
21926.75000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QXS6
15000.00000000
PA
USD
10425.00000000
0.001987476113
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
180000.00000000
PA
USD
157746.60000000
0.030073630642
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.13000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
-23000.00000000
PA
-21793.06000000
-0.00415474208
Short
DBT
NUSS
DE
Y
2
2030-02-15
None
0.00000000
N
N
N
N
N
N
OLA Netherlands B.V.
N/A
OLA Netherlands B.V. Term Loan
000000000
346104.09000000
PA
USD
330529.41000000
0.063013842407
Long
LON
CORP
NL
N
2
2026-12-15
Variable
11.30000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2944AFF IRS USD R V 00MSOFR IR2944AFF_FLO CCPOIS / Short: BR2944AFF IRS USD P F 2.94400 IR2944AFF_FIX CCPOIS
000000000
20000.00000000
OU
Notional Amount
USD
177.67000000
0.000033871931
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-28
0.00000000
USD
0.00000000
USD
20000.00000000
USD
177.67000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
1581000.00000000
PA
USD
1184928.99000000
0.225901013287
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
302219.05000000
0.057616608426
Long
ABS-CBDO
CORP
US
N
2
2034-10-22
Floating
10.14000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-2 LLC
00142DAE0
625000.00000000
PA
USD
591204.38000000
0.112710271779
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
7.25000000
N
N
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan B
64069JAC6
1445000.00000000
PA
USD
1295803.75000000
0.247038753054
Long
LON
CORP
US
N
2
2029-04-11
Variable
10.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-94413.64000000
-0.01799950640
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2350000.00000000
EUR
2502296.22000000
USD
2023-06-21
-94413.64000000
N
N
N
Parallel Ltd
549300IVH7GEF68EFD31
Parallel 2015-1 Ltd
69915WAA6
755000.00000000
PA
USD
721468.19000000
0.137544440680
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Floating
10.40000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
2871478.48000000
PA
USD
2676002.58000000
0.510167022230
Long
LON
CORP
US
N
2
2027-12-17
Floating
8.77000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2931CLO IRS USD R V 00MSOFR IR2931CLO_FLO CCPOIS / Short: BR2931CLO IRS USD P F 2.93100 IR2931CLO_FIX CCPOIS
000000000
24000.00000000
OU
Notional Amount
USD
215.21000000
0.000041028751
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-28
0.00000000
USD
0.00000000
USD
24000.00000000
USD
215.21000000
N
N
N
Ellington CLO LTD
25490064KF1PM0300Z69
Ellington CLO IV Ltd
28853RAG4
585000.00000000
PA
USD
564039.89000000
0.107531492402
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
10.76000000
N
N
N
N
N
N
LCM Ltd Partnership
549300VQTTD2PAP2Y421
LCM XX LP
50188WAH1
250000.00000000
PA
USD
244301.00000000
0.046574810738
Long
ABS-CBDO
CORP
US
N
2
2027-10-20
Floating
8.05000000
N
N
N
N
N
N
CBAM CLO Management LLC
254900JWJFDB3KD6V066
CBAM 2017-1 Ltd
12480VAJ4
535000.00000000
PA
USD
512703.53000000
0.097744462259
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
7.65000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-30427.17000000
-0.00580079362
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1359000.00000000
GBP
1679254.74000000
USD
2023-06-21
-30427.17000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QVD1
465000.00000000
PA
USD
327825.00000000
0.062498259647
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.25000000
Y
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
1277000.00000000
PA
USD
1200043.77000000
0.228782573403
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
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
-13463.71000000
-0.00256679156
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
-13463.71000000
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 12-2018 Ltd
44330QAD3
435000.00000000
PA
USD
412928.49000000
0.078722830729
Long
ABS-CBDO
CORP
US
N
2
2031-07-18
Floating
7.11000000
N
N
N
N
N
N
Accunia European CLO
549300OJ7ZYTOOMRGP60
Accunia European CLO III DAC
000000000
240000.00000000
PA
246229.07000000
0.046942388010
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-20
Floating
6.25000000
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
124166AJ8
250000.00000000
PA
USD
239554.00000000
0.045669818017
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
7.36000000
N
N
N
N
N
N
QUORUM LITIGATION TRUST
N/A
QUORUM LITIGATION TRUST
000000000
2398.93000000
NS
USD
2398.93000000
0.000457344467
Long
EC
CORP
US
N
3
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
315000.00000000
PA
USD
269813.34000000
0.051438615663
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
2888000.00000000
PA
USD
1875802.67000000
0.357612757774
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
1894542.00000000
PA
468331.44000000
0.089285136698
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.13000000
N
N
N
N
N
N
Talen Energy Supply, LLC
N/A
Talen Energy Supply, LLC 2021 Commodity Accordion Revolver Facility
000000000
2210000.00000000
PA
USD
2651071.80000000
0.505414088922
Long
LON
CORP
US
N
2
2024-09-30
Floating
13.03000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 2 Ltd
09077MAA8
605000.00000000
PA
USD
541771.45000000
0.103286121411
Long
ABS-CBDO
CORP
US
N
2
2034-10-19
Floating
10.23000000
N
N
N
N
N
N
HalseyPoint CLO II, Ltd.
549300PIQILNPH8UJT31
Halseypoint CLO II Ltd
40638TAJ1
680000.00000000
PA
USD
629231.23000000
0.119959907850
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Floating
8.25000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
1675000.00000000
PA
USD
1509057.75000000
0.287694602555
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
10500.00000000
0.002001774502
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.50000000
Y
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-16160.64000000
-0.00308094829
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2331000.00000000
EUR
2559554.55000000
USD
2023-06-21
-16160.64000000
N
N
N
Bilbao CLO
6354005WQLZBA5LJUW27
Bilbao CLO II DAC
000000000
465000.00000000
PA
489339.26000000
0.093290176549
Long
ABS-CBDO
CORP
IE
Y
2
2035-08-20
Floating
4.30000000
N
N
N
N
N
N
ALME Loan Funding BV
5493007Y7TGLM40XAY97
Alme Loan Funding V DAC
000000000
220000.00000000
PA
219984.46000000
0.041938979332
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-15
Floating
8.59000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-166305.42000000
-0.03170532851
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4555000.00000000
EUR
4866891.78000000
USD
2023-06-21
-166305.42000000
N
N
N
Spirit RR Holdings, Inc
N/A
Spirit RR Holdings, Inc Term Loan
84860LAD8
1883493.58000000
PA
USD
1838289.73000000
0.350461096174
Long
LON
CORP
US
N
3
2028-09-13
Floating
11.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
975000.00000000
PA
USD
1005031.95000000
0.191604507787
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKX9
150000.00000000
PA
USD
105750.00000000
0.020160728918
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
4537000.00000000
PA
USD
4541537.00000000
0.865822187525
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
238221.55000000
0.045415792833
Long
ABS-CBDO
CORP
IE
N
2
2035-04-20
Floating
9.67000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
270000.00000000
PA
USD
276679.80000000
0.052747673239
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
1462000.00000000
PA
USD
1371190.94000000
0.261410958269
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
588313.87000000
0.112159209949
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
2227478.75000000
0.424658111118
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
Atrium CDO Corp
549300UTF8S11AHH4P70
Atrium IX
55821CAE4
1560000.00000000
PA
USD
1498049.28000000
0.285595890693
Long
ABS-CBDO
CORP
US
N
2
2030-05-28
Floating
6.95000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2016-1K CLO Ltd
97314DAL2
915000.00000000
PA
USD
811104.50000000
0.154633172096
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
10.38000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAK8
170319.37000000
PA
USD
137598.67000000
0.026232524684
Long
ABS-O
CORP
US
N
2
2037-05-25
Variable
4.30000000
N
N
N
N
N
N
Sound Point CLO LTD
549300YVZ0M0XDDYS744
Sound Point Clo XV Ltd
83609RAQ4
365000.00000000
PA
USD
353360.72000000
0.067366521857
Long
ABS-CBDO
CORP
US
N
2
2029-01-23
Floating
7.32000000
N
N
N
N
N
N
Penta CLO S.A.
635400DZLHIMDJLTKF78
Penta CLO 7 DAC
000000000
205000.00000000
PA
216135.23000000
0.041205142144
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-25
Floating
4.91000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-137418.55000000
-0.02619818567
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3488000.00000000
EUR
3716761.88000000
USD
2023-06-21
-137418.55000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR3205AFF IRS USD R V 00MSOFR IR3205AFF_FLO CCPOIS / Short: BR3205AFF IRS USD P F 3.20500 IR3205AFF_FIX CCPOIS
000000000
42000.00000000
OU
Notional Amount
USD
-298.08000000
-0.00005682751
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-15
0.00000000
USD
0.00000000
USD
42000.00000000
USD
-298.08000000
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948214AU5
320000.00000000
PA
USD
303605.12000000
0.057880856005
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
7.05000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI RETIREMENT SYS FUNDING TRUST 2005 COPS
25113PAN5
709789.97000000
PA
USD
709789.97000000
0.135318044201
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
4.95000000
Y
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
2998000.00000000
PA
USD
3074083.72000000
0.586059277088
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
1004000.00000000
PA
USD
873302.99000000
0.166491015084
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-335933.23000000
-0.06404405470
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
8759000.00000000
EUR
9342612.17000000
USD
2023-06-21
-335933.23000000
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAQ6
704000.00000000
PA
USD
471064.46000000
0.089806173818
Long
DBT
CORP
GB
N
2
2046-12-14
Fixed
3.37000000
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
4253.94000000
0.000810993202
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
4253.94000000
N
N
N
SIGNAL PARENT INC
N/A
Signal Parent Inc
82666QAA3
1136000.00000000
PA
USD
474668.39000000
0.090493245740
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
107606.31000000
0.020514625492
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
107606.31000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYZ9
30000.00000000
PA
USD
21150.00000000
0.004032145783
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.25000000
Y
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
215000.00000000
PA
USD
164679.83000000
0.031395417598
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QKN1
5000.00000000
PA
USD
3475.00000000
0.000662492037
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Madison Park Euro Funding
635400JUSH8DJJMKPH69
Madison Park Euro Funding X DAC
000000000
115000.00000000
PA
120273.02000000
0.022929472836
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-25
Floating
4.94000000
N
N
N
N
N
N
Barings Euro CLO 2018-3 BV
635400CANTVBJVDMUG70
Barings Euro CLO 2018-3 DAC
000000000
480000.00000000
PA
479685.88000000
0.091449806078
Long
ABS-CBDO
CORP
IE
N
2
2031-07-27
Floating
6.97000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAS5
34000.00000000
PA
USD
26741.61000000
0.005098159338
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
242353.39000000
0.046203508258
Long
ABS-CBDO
CORP
US
N
2
2032-01-15
Floating
7.66000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1782886.00000000
PA
USD
476940.15000000
0.090926345858
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
4.50000000
N
N
N
N
N
N
BlueMountain EUR CLO
635400IYPG2G6NM3OV52
BlueMountain Fuji Eur CLO V DAC
000000000
160000.00000000
PA
162920.30000000
0.031059971665
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-15
Floating
7.03000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-13653.64000000
-0.00260300080
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
356000.00000000
EUR
379720.28000000
USD
2023-06-21
-13653.64000000
N
N
N
VERSCEND INTER HOLDING CORP
N/A
VERSCEND INTER HOLDING CORP
000000000
200.00000000
NS
USD
199154.00000000
0.037967752312
Long
EC
CORP
US
N
3
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
946000.00000000
PA
USD
909352.91000000
0.173363758958
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
2091000.00000000
PA
USD
1861772.60000000
0.354937992403
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
219527.25000000
0.041851814444
Long
ABS-CBDO
CORP
US
N
2
2031-02-20
Floating
7.82000000
N
N
N
N
N
N
PETERBORO PROGRES HEALTH
213800QDQMAUJLZ6A181
Peterborough Progress Health PLC
000000000
569872.50000000
PA
656982.68000000
0.125250588328
Long
DBT
CORP
GB
Y
2
2042-10-02
Fixed
5.58000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
1006000.00000000
PA
USD
941679.58000000
0.179526683126
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
3128000.00000000
PA
USD
2141765.37000000
0.408317267440
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
3868.12000000
0.000737438475
N/A
DFE
CH
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
191893.24000000
USD
174000.00000000
CHF
2023-06-21
3868.12000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
35504.96000000
0.006768849870
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
995444.10000000
USD
933000.00000000
EUR
2023-06-21
35504.96000000
N
N
N
Whitehorse Ltd
549300UT33WDDDZEYN84
WhiteHorse X Ltd
96525XAA9
1385344.76000000
PA
USD
1350864.98000000
0.257535911748
Long
ABS-CBDO
CORP
US
N
2
2027-04-17
Floating
10.56000000
N
Y
N
N
N
N
MONROE CAPITAL CLO LTD
549300P18F17MYF55L44
Monroe Capital CLO 2014-1 Ltd
000000000
157704.91000000
PA
USD
154465.34000000
0.029448074203
Long
ABS-CBDO
CORP
US
Y
2
2026-10-22
Floating
10.67000000
N
N
N
N
N
N
EC FINANCE PLC
213800NKPB53RHYDQE45
EC Finance PLC
000000000
882000.00000000
PA
915177.91000000
0.174474267194
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
3.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2944CLO IRS USD R V 00MSOFR IR2944CLO_FLO CCPOIS / Short: BR2944CLO IRS USD P F 2.94400 IR2944CLO_FIX CCPOIS
000000000
33000.00000000
OU
Notional Amount
USD
293.15000000
0.000055887637
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-28
0.00000000
USD
0.00000000
USD
33000.00000000
USD
293.15000000
N
N
N
Providus CLO
635400JFBYET5G2XFP83
Providus CLO II DAC
000000000
540000.00000000
PA
571276.96000000
0.108911204993
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-15
Floating
5.53000000
N
N
N
N
N
N
OZLM Ltd
549300Y1XB6AVMQY8652
OZLM XIV Ltd
67110HBW7
465000.00000000
PA
USD
424431.08000000
0.080915744194
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
8.65000000
N
N
N
N
N
N
CIFC Funding Ltd
549300ZXX0SJBZWIWI81
CIFC Funding 2015-IV Ltd
12550TBE4
270000.00000000
PA
USD
255112.47000000
0.048635965498
Long
ABS-CBDO
CORP
US
N
2
2034-04-20
Floating
7.15000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAA9
3000.00000000
PA
USD
3120.38000000
0.000594885440
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
Y
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-1755432.00000000
PA
USD
-1755432.00000000
-0.33466466843
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.63000000
2023-07-17
1944000.00000000
USD
2003062.61000000
USD
CDS
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO IX 2018-1 Ltd
36361XAA2
1160000.00000000
PA
USD
1103627.48000000
0.210401271408
Long
ABS-CBDO
CORP
US
N
2
2028-01-21
Floating
10.73000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
1157000.00000000
PA
USD
965399.64000000
0.184048798488
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
209896.02000000
0.040015666764
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
325663.24000000
0.062086130500
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
519120.19000000
0.098967767629
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
1105000.00000000
PA
USD
1049244.90000000
0.200033494072
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
2215.68000000
0.000422408736
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
2215.68000000
N
N
N
Venture CDO Ltd
549300SNYYGJ2M6QEK53
Venture XVII CLO Ltd
92329YAQ9
160000.00000000
PA
USD
154457.62000000
0.029446602423
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Floating
7.11000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-17448.33000000
-0.00332644020
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
575000.00000000
EUR
617916.85000000
USD
2023-06-21
-17448.33000000
N
N
N
KKR Financial CLO Ltd
2549007YUM7PQ7NZ5U34
KKR CLO 12 Ltd
48250RBN5
520000.00000000
PA
USD
510346.20000000
0.097295048632
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
6.96000000
N
N
N
N
N
N
Oak Hill European Credit Partners PLC
635400IYJPIPZAGCXJ49
Oak Hill European Credit Partners IV Designated Activity Co
000000000
540000.00000000
PA
538860.82000000
0.102731223800
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
5.70000000
N
N
N
N
N
N
610 Funding CLO 1 Ltd
N/A
610 Funding CLO 1 Ltd
36655QAM6
425000.00000000
PA
USD
416893.55000000
0.079478750349
Long
ABS-CBDO
CORP
US
N
2
2029-09-21
Floating
8.86000000
N
N
N
N
N
N
Bridgepoint CLO
635400VOTGDBPOTECF34
Bridgepoint CLO 3 DAC
000000000
290000.00000000
PA
291483.68000000
0.055569961765
Long
ABS-CBDO
CORP
IE
Y
2
2036-01-15
Floating
6.58000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
745000.00000000
PA
USD
627494.88000000
0.119628881073
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
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
2615.12000000
0.000498560051
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
2615.12000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
287000.00000000
PA
237405.12000000
0.045260144380
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
273531.02000000
0.052147373475
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
7.46000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
1149000.00000000
PA
USD
1058407.10000000
0.201780223438
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
2832636.32000000
0.540028491466
Long
LON
CORP
US
N
3
2028-10-03
Variable
11.08000000
N
N
N
N
N
N
Spirit RR Holdings, Inc
N/A
Spirit RR Holdings, Inc Revolver
84860LAB2
168605.00000000
PA
USD
164558.48000000
0.031372282804
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
366000.00000000
PA
USD
270931.76000000
0.051651837057
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300AYL7KYENHY1C67
Anchorage Capital Clo 20 Ltd
03331QAA4
455000.00000000
PA
USD
422815.58000000
0.080607756888
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
8.90000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-1653000.00000000
PA
USD
-1653000.00000000
-0.31513650025
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.46000000
2023-06-27
1934000.00000000
USD
2006820.24000000
USD
CDS
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAJ5
250000.00000000
PA
USD
231164.00000000
0.044070304867
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
7.80000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
542000.00000000
PA
USD
439529.10000000
0.083794109096
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd
56576QAU2
1210000.00000000
PA
USD
1143063.47000000
0.217919553242
Long
ABS-CBDO
CORP
US
N
2
2027-11-21
Floating
7.67000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
1068000.00000000
PA
USD
952528.69000000
0.181595013771
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
2118000.00000000
PA
USD
2262966.51000000
0.431423681891
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Euro Galaxy CLO BV
5493000DO5029DBEJL19
Euro-Galaxy VII CLO DAC
000000000
895000.00000000
PA
936533.85000000
0.178545674448
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-25
Floating
5.66000000
N
N
N
N
N
N
Barings 2018-2 B.V.
635400PYOXL9KBJMGY89
Barings Euro CLO 2018-2 DAC
000000000
920000.00000000
PA
918392.60000000
0.175087132382
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
6.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: DUMIRS327 CYS EUR R V 00MESTR ESTRON -22.25 BPS / Short: DUMIRS327 CYS USD P F .00000 SOFRRATE +0BPS
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
3
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
14271768.30000000
USD
13109000.00000000
EUR
2026-03-27
0.00000000
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
1207000.00000000
PA
USD
1012016.69000000
0.192936114876
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
5455000.00000000
PA
5076838.33000000
0.967874811676
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
588767.06000000
0.112245608443
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
8.78000000
N
N
N
N
N
N
Monroe Capital MML CLO
5493006UQZL8BZLQCE22
Monroe Capital Mml Clo 2017-1 Ltd
61033TAA7
525000.00000000
PA
USD
498992.34000000
0.095130489827
Long
ABS-CBDO
CORP
US
N
2
2029-04-22
Floating
12.62000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
-107000.00000000
PA
USD
-79882.19000000
-0.01522915534
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
454645.00000000
0.086675882734
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
48950.09000000
NS
USD
64124.62000000
0.012225050409
Long
EC
CORP
US
N
3
N
N
N
Harvest CLO
635400EXPHDZLGQCVU09
Harvest Clo XX DAC
000000000
335000.00000000
PA
332606.89000000
0.063409903978
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-20
Floating
6.30000000
N
N
N
N
N
N
Man GLG Euro CLO
635400MYXY3VFWZIIW08
Man GLG Euro Clo III DAC
000000000
635000.00000000
PA
645505.57000000
0.123062532503
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
6.48000000
N
N
N
N
N
N
CIFC European Funding CLO
6354004PQUAJERUBIO61
CIFC European Funding CLO IV DAC
000000000
280000.00000000
PA
279896.02000000
0.053360830114
Long
ABS-CBDO
CORP
IE
Y
2
2035-08-18
Floating
6.28000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
245000.00000000
PA
USD
210119.35000000
0.040058243554
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
DUMMY BROKER
N/A
Long: DUMP1225 CYS GBP R V 03MSONIO SONIO/N -18.3 BPS / Short: DUMP1225 CYS USD P F .00000
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
GB
N
2
DUMMY BROKER
N/A
11843664.00000000
USD
4590000.00000000
GBP
2025-12-06
0.00000000
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
123000.00000000
PA
USD
104460.58000000
0.019914907196
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
1097790.16000000
0.209288414423
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
10.20000000
N
N
N
N
N
N
Henley CLO
635400GBWJ33C3GSJK66
Henley CLO III DAC
000000000
400000.00000000
PA
414582.99000000
0.079038253197
Long
ABS-CBDO
CORP
IE
Y
2
2035-12-25
Floating
5.56000000
N
N
N
N
N
N
Bridgepoint CLO
549300718PL321JS4E33
Bridgepoint CLO 2 DAC
000000000
300000.00000000
PA
307552.21000000
0.058633349731
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
5.18000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300CIOPBDYOSN3T91
Benefit Street Partners Clo XII Ltd
08179HAC4
400000.00000000
PA
USD
381042.40000000
0.072643901020
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.26000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67402CAW6
650000.00000000
PA
USD
619225.10000000
0.118052287287
Long
ABS-CBDO
CORP
US
N
2
2032-10-20
Floating
7.50000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
2196945.96000000
PA
USD
1859165.52000000
0.354440965140
Long
LON
CORP
US
N
2
2028-07-27
Floating
10.03000000
N
N
N
N
N
N
Euro Galaxy CLO BV
635400BJZBIZBMK5FC74
Euro-Galaxy V CLO DAC
000000000
345000.00000000
PA
360419.88000000
0.068712316761
Long
ABS-CBDO
CORP
IE
N
2
2034-02-15
Floating
5.05000000
N
N
N
N
N
N
Tikehau
54930064VZT4XX1Q1F93
Tikehau CLO III DAC
000000000
220000.00000000
PA
224102.43000000
0.042724050508
Long
ABS-CBDO
CORP
IE
Y
2
2030-12-01
Floating
5.42000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAJ6
264000.00000000
PA
USD
160699.44000000
0.030636575387
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
494000.00000000
PA
USD
453624.34000000
0.086481298814
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754JAC8
379994.35000000
PA
USD
381448.82000000
0.072721383038
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
8.77000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
88632QAE3
776000.00000000
PA
USD
699744.85000000
0.133402990383
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
521962.54000000
0.099509647986
Long
ABS-CBDO
CORP
IE
N
2
2034-05-20
Floating
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
8931.67000000
0.001702779930
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
313723.34000000
USD
292000.00000000
EUR
2023-06-21
8931.67000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QYA4
355000.00000000
PA
USD
250275.00000000
0.047713725107
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
2866270.77000000
PA
USD
2869867.94000000
0.547126520761
Long
LON
CORP
US
N
2
2026-03-01
Floating
13.52000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS411 CYS USD R V 00MSOFR SOFRRATE + 0BPS / Short: XCUIRS411 CYS EUR P V 00MESTR ESTRON - 21.5BPS
000000000
1.00000000
NC
-48758.17000000
-0.00929551061
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4000000.00000000
EUR
4358000.00000000
USD
2026-04-11
-48758.16000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
1750000.00000000
PA
1848373.07000000
0.352383436451
Long
DBT
CORP
GB
N
2
2027-05-12
Fixed
5.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QLZ3
110000.00000000
PA
USD
75900.00000000
0.014469969975
Long
DBT
MUN
US
N
2
2031-07-01
Floating
3.89000000
Y
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
705000.00000000
PA
USD
577571.84000000
0.110111293591
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.38000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
1377000.00000000
PA
USD
977718.24000000
0.186397280335
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
231587.25000000
0.044150995444
Long
ABS-CBDO
CORP
US
N
2
2031-04-30
Floating
8.20000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-14H
52525LAS9
236468.25000000
PA
USD
220042.05000000
0.041949958588
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.82000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
2880000.00000000
PA
USD
2794695.00000000
0.532795161278
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
662000.00000000
PA
USD
699140.18000000
0.133287712955
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
74878.56000000
0.014275237352
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
240933.25000000
0.045932765396
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
9.40000000
N
N
N
N
N
N
Disco Parent, Inc.
N/A
Disco Parent, Inc. Revolver
000000000
554036.87000000
PA
USD
540185.95000000
0.102983853461
Long
LON
CORP
US
N
3
2029-03-30
None
0.00000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
7444000.00000000
PA
8454996.72000000
1.611904462219
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
7.88000000
N
N
N
N
N
N
TICP CLO LTD
N/A
TICP CLO XII Ltd
87250FAN0
470000.00000000
PA
USD
460258.78000000
0.087746122893
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
6.91000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
1100000.00000000
PA
USD
1072588.00000000
0.204483743823
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
DUMMY BROKER
N/A
Long: DUMIRS126 CYS EUR R V 00MESTR ESTRON -19.75 BPS / Short: DUMIRS126 CYS USD P F .00000
000000000
1.00000000
NC
0.00000000
0.000000
N/A
DFE
DE
N
2
DUMMY BROKER
N/A
29190599.60000000
USD
27724000.00000000
EUR
2026-01-09
0.00000000
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
1036000.00000000
PA
1303272.13000000
0.248462563783
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
955251.01000000
0.182114010986
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.41000000
N
N
N
N
N
N
ALME Loan Funding BV
5493007Y7TGLM40XAY97
Alme Loan Funding V DAC
000000000
256000.00000000
PA
263140.12000000
0.050166398363
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
6.23000000
N
N
N
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
986081.73000000
PA
USD
601509.86000000
0.114674961979
Long
LON
CORP
US
N
2
2025-04-29
Floating
13.24000000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
1890000.00000000
PA
2039420.36000000
0.388805683490
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
542635.39000000
0.103450827417
Long
ABS-CBDO
CORP
US
N
2
2029-04-24
Floating
9.22000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
10881.74000000
0.002074551397
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1068686.57000000
USD
977000.00000000
EUR
2023-06-21
10881.74000000
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAG6
305000.00000000
PA
USD
284164.54000000
0.054174602924
Long
ABS-CBDO
CORP
US
N
2
2030-11-20
Floating
6.67000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-17137.62000000
-0.00326720483
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1062000.00000000
EUR
1156354.24000000
USD
2023-06-21
-17137.62000000
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings Inc
04683P100
1964.00000000
NS
USD
109002.00000000
0.020780707078
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
-37771.81000000
-0.00720101392
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
-37771.81000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
425000.00000000
PA
347400.01000000
0.066230141162
Long
DBT
CORP
NL
Y
2
2034-01-19
Fixed
2.78000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XL CLO Ltd
04016GBH0
350000.00000000
PA
USD
338327.85000000
0.064500577489
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Floating
7.06000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
861000.00000000
PA
USD
801845.68000000
0.152868022591
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
2023-05-26
FS Credit Income Fund
Edward T Gallivan Jr
Edward T Gallivan Jr
Chief Financial Officer