0001752724-23-295257.txt : 20231228 0001752724-23-295257.hdr.sgml : 20231228 20231228095243 ACCESSION NUMBER: 0001752724-23-295257 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20231228 DATE AS OF CHANGE: 20231228 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FS Credit Income Fund CENTRAL INDEX KEY: 0001688897 ORGANIZATION NAME: IRS NUMBER: 814285943 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23221 FILM NUMBER: 231519947 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 2023-10-31 N 679059660.00 66458926.00 612600734.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 66458925.78000000 0.00000000 0.00000000 0.00000000 10833767.61000000 0.00000000 0.00000000 19543297.51000000 EUR GBP USD N Securities Portfolio VaR Designated Reference Portfolio is the Fund`s Securities Portfolio Sound Point EURO CLO Funding DAC 635400C9UNRNNADDDC68 000000000 210000.00000000 PA 211660.06000000 0.034551062095 Long ABS-CBDO CORP IE Y 2 2035-07-25 Floating 6.21000000 N N N N N N Avoca CLO 635400OUIIBSBWG9WH80 000000000 860000.00000000 PA 873235.46000000 0.142545611119 Long ABS-CBDO CORP IE Y 2 2032-10-15 Floating 6.12000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 151466.25000000 0.024725117289 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 4924000.00000000 EUR 5333184.40000000 USD 2026-03-31 151466.25000000 N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 347000.00000000 PA USD 278802.36000000 0.045511267702 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 1062000.00000000 PA USD 890484.66000000 0.145361343951 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N Arsenal AIC Parent LLC N/A 04287KAB7 1475000.00000000 PA USD 1473687.25000000 0.240562436218 Long LON CORP US N 2 2030-08-18 Floating 9.88000000 N N N N N N St Pauls CLO 549300JLC0F0KOP66P28 000000000 340000.00000000 PA 333976.15000000 0.054517752177 Long ABS-CBDO CORP IE Y 2 2032-01-17 Floating 7.04000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XL2 413000.00000000 PA USD 394062.40000000 0.064326139054 Long DBT CORP US N 2 2025-08-04 Fixed 4.13000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 53226GAL5 210686.70000000 PA USD 198414.20000000 0.032388828316 Long LON CORP US N 2 2027-01-29 Floating 11.13000000 N N N N N N BX Trust N/A 05606JAN5 175000.00000000 PA USD 173126.60000000 0.028260919452 Long ABS-MBS CORP US N 2 2030-05-15 Floating 8.05000000 N N N N N N Endure Digital Inc. 549300UTQC2651SB0W88 29279UAB2 1352135.93000000 PA USD 1258757.42000000 0.205477621905 Long LON CORP US N 2 2028-02-10 Floating 9.42000000 N N N N N N SPN NEW UN PE N/A 000000000 26438.00000000 NS USD 1958606.35000000 0.319719882999 Long EC CORP US N 2 N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 1515000.00000000 PA USD 1338485.23000000 0.218492266775 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QA51 80000.00000000 PA USD 20200.00000000 0.003297416878 Long DBT MUN US N 2 2043-07-01 Fixed 7.00000000 Y N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 733000.00000000 PA USD 587477.51000000 0.095898923620 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N MITCHELLS & BUTLERS FINA 213800E7QA1U8BF34219 000000000 972000.00000000 PA 969271.70000000 0.158222418976 Long SN CORP GB Y 2 2034-09-15 Floating 7.21000000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 160000.00000000 PA 143030.78000000 0.023348124163 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 69007TAE4 104000.00000000 PA USD 84814.60000000 0.013845004632 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N PEU FIN LTD 213800G4WKC4TX8X3R23 000000000 1073000.00000000 PA 1092237.23000000 0.178295122643 Long DBT CORP GB N 2 2028-07-01 Fixed 7.25000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 1440000.00000000 PA USD 1257838.34000000 0.205327592702 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Atrium CDO Corp N/A 04965LAN8 250000.00000000 PA USD 244416.50000000 0.039898172893 Long ABS-CBDO CORP US N 2 2030-08-23 Floating 8.61000000 N N N N N N Carlyle Global Market Strategies N/A 14316AAG2 440000.00000000 PA USD 424737.72000000 0.069333531030 Long ABS-CBDO CORP US N 2 2030-01-20 Floating 7.48000000 N N N N N N DIG INTL FIN/DIG INTL 5493007V023VOEW4FK27 25381XAE3 3590000.00000000 PA USD 3590000.00000000 0.586026068979 Long DBT CORP XX N 3 2024-05-25 Fixed 8.75000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAR7 450000.00000000 PA USD 430040.70000000 0.070199181315 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 8.76000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AZ6 808000.00000000 PA USD 410164.52000000 0.066954624314 Long DBT CORP US N 2 2028-09-01 Fixed 4.38000000 N N N N N N Jubilee CDO BV 635400EAATDD7VO6VC73 000000000 580000.00000000 PA 573318.27000000 0.093587591098 Long ABS-CBDO CORP IE Y 2 2030-07-25 Floating 5.71000000 N N N N N N OZLM Ltd 54930042UBEHLEPQ4B17 67111KAG5 250000.00000000 PA USD 244383.00000000 0.039892704405 Long ABS-CBDO CORP US N 2 2030-05-16 Floating 9.18000000 N N N N N N THE BERKELEY GROUP PLC 2138001V85JLYR7AUB61 000000000 821000.00000000 PA 666390.20000000 0.108780509557 Long DBT CORP GB Y 2 2031-08-11 Fixed 2.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 482000.00000000 PA USD 407500.88000000 0.066519815825 Long DBT CORP US N 2 2029-02-01 Fixed 4.63000000 N N N N N N Galaxy CLO Ltd 6354006LLTU5DRVJLQ86 000000000 550000.00000000 PA USD 526297.20000000 0.085911944075 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 8.11000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 2155000.00000000 PA USD 1679551.62000000 0.274167418806 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Gam Resecuritization Trust N/A 36459TCA2 29000.00000000 PA USD 17789.86000000 0.002903989338 Long ABS-MBS CORP US N 2 2051-09-27 Fixed 0.00000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAL6 1868000.00000000 PA USD 1429300.20000000 0.233316762562 Long DBT CORP US N 2 2034-07-15 Fixed 6.70000000 N N N N N N Tikehau 54930064VZT4XX1Q1F93 000000000 165000.00000000 PA 166045.60000000 0.027105027921 Long ABS-CBDO CORP IE Y 2 2030-12-01 Floating 5.65000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 3195000.00000000 PA USD 2944535.32000000 0.480661409067 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 5063000.00000000 PA USD 4586293.24000000 0.748659442513 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N Gam Resecuritization Trust N/A 36459TBY1 46000.00000000 PA USD 33320.25000000 0.005439146274 Long ABS-MBS CORP US N 2 2051-09-27 Fixed 2.41000000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 000000000 3035712.74000000 PA USD 2310936.32000000 0.377233684476 Long LON CORP US N 2 2027-02-01 Floating 10.69000000 N N N N N N CALDERYS FINANCING LLC 254900ZIKDM74XNEFV84 128786AA8 1493000.00000000 PA USD 1507930.00000000 0.246152169971 Long DBT CORP US N 2 2028-06-01 Fixed 11.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 19303.66000000 0.003151099717 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 282000.00000000 GBP 362189.91000000 USD 2023-12-20 19303.66000000 N N N St Pauls CLO 549300JLC0F0KOP66P28 000000000 495000.00000000 PA 489825.25000000 0.079958319148 Long ABS-CBDO CORP IE Y 2 2032-01-17 Floating 6.04000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 1501000.00000000 PA USD 1007801.56000000 0.164511973960 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N Capital Four CLO 213800PN6YNVO1EZOF27 000000000 440000.00000000 PA 448873.19000000 0.073273367968 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 6.52000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51818LAA6 1142000.00000000 PA USD 1222614.92000000 0.199577775889 Long DBT CORP CL N 2 2027-10-15 Fixed 13.38000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -334487.80000000 -0.05460127313 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 11458699.05000000 USD 10490000.00000000 EUR 2023-12-20 -334487.80000000 N N N Madison Park Funding Ltd N/A 55819BAQ3 250000.00000000 PA USD 240986.50000000 0.039338264978 Long ABS-CBDO CORP US N 2 2030-10-21 Floating 8.62000000 N N N N N N Galaxy CLO Ltd 549300GJYHKO4BDEN716 36320UAJ9 1290000.00000000 PA USD 1251468.99000000 0.204287869821 Long ABS-CBDO CORP US N 2 2031-05-16 Floating 8.38000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 1771000.00000000 PA USD 1782061.67000000 0.290901001434 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N Santander Bank Mortgage Credit-Linked Notes N/A 80290CBN3 581745.44000000 PA USD 621803.38000000 0.101502225754 Long ABS-MBS CORP US N 2 2052-02-26 Floating 10.22000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 1285000.00000000 PA USD 1260601.71000000 0.205778680963 Long DBT CORP US N 2 2028-04-15 Fixed 6.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 564000.00000000 PA USD 540804.82000000 0.088280145612 Long DBT CORP US N 2 2028-02-15 Fixed 5.88000000 N N N N N N TMNL HOLD IV BV 7245000O9YOLPPM9YB33 000000000 1050000.00000000 PA 963169.38000000 0.157226285660 Long DBT CORP NL Y 2 2029-01-15 Fixed 3.75000000 N N N N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAU8 483.39000000 PA USD 459.35000000 0.000074983586 Long LON CORP US N 2 2026-10-15 Floating 10.92000000 N N N N N N Cordatus CLO PLC 549300WN6GZS11C3YE34 000000000 165000.00000000 PA 168744.01000000 0.027545512212 Long ABS-CBDO CORP IE Y 2 2032-06-17 Floating 8.02000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJF9 -10132000.00000000 PA USD -10154163.75000000 -1.65755004629 Short DBT UST US N 2 2028-10-31 Fixed 4.88000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 833000.00000000 PA USD 672716.64000000 0.109813227876 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 177455.52000000 0.028967565683 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7095000.00000000 EUR 7701409.65000000 USD 2023-12-20 177455.52000000 N N N Atlas Senior Loan Fund LTD N/A 04941VAJ4 250000.00000000 PA USD 248200.75000000 0.040515908033 Long ABS-CBDO CORP US N 2 2028-04-20 Floating 8.23000000 N N N N N N Regions Bank EQTWLK1G7ODGC2MGLV11 000000000 -6971792.50000000 PA USD -6971792.50000000 -1.13806466643 Short RA CORP US N 2 Reverse repurchase N 6.15000000 2024-01-02 6971793.00000000 USD 8098687.99000000 USD CDS N N N Avoca CLO 635400ZMWQZGBPHKHU66 000000000 210000.00000000 PA 216529.21000000 0.035345894639 Long ABS-CBDO CORP IE Y 2 2030-07-15 Floating 8.97000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 19098.31000000 0.003117578700 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 279000.00000000 GBP 358336.83000000 USD 2023-12-20 19098.31000000 N N N BORR IHC LTD / BORR FIN N/A 100018AA8 526000.00000000 PA USD 524814.40000000 0.085669894087 Long DBT CORP XX N 2 2028-11-15 Fixed 10.00000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 1812000.00000000 PA USD 1651248.42000000 0.269547248044 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N Steele Creek CLO Ltd 549300ZMV389HVGL0K94 85816WAG9 250000.00000000 PA USD 240445.75000000 0.039249993781 Long ABS-CBDO CORP US N 2 2031-04-21 Floating 7.62000000 N N N N N N PT Intermediate Holdings III, LLC N/A 000000000 329967.00000000 PA USD 330791.92000000 0.053997963378 Long LON CORP US N 2 2028-11-01 Fixed 1.00000000 N N N N N N PT Intermediate Holdings III, LLC N/A 000000000 746357.64000000 PA USD 748223.53000000 0.122138856268 Long LON CORP US N 2 2028-11-01 Floating 11.89000000 N N N N N N Anchorage Credit Funding Ltd. 549300A5WKMO0YA6UL92 03329MAQ2 250000.00000000 PA USD 201911.25000000 0.032959681370 Long ABS-CBDO CORP US N 2 2038-04-25 Fixed 7.04000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDS6 718000.00000000 PA USD 689205.97000000 0.112504920700 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N Methanex Corp 549300TSJHRXT9QXRD13 59151KAJ7 956000.00000000 PA USD 707289.96000000 0.115456923366 Long DBT CORP CA N 2 2044-12-01 Fixed 5.65000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4548.87000000 0.000742550530 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 106000.00000000 GBP 133435.19000000 USD 2023-12-20 4548.87000000 N N N SPN NEW RES PE N/A 000000000 1228.00000000 NS USD 90973.92000000 0.014850442539 Long EC CORP US N 2 N N N Ares Euro CLO 635400CHZGKV2SV7J547 000000000 290000.00000000 PA 269922.07000000 0.044061662844 Long ABS-CBDO CORP IE Y 2 2030-10-14 Floating 8.39000000 N N N N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 3021000.00000000 PA USD 3223661.25000000 0.526225495838 Long DBT CORP US N 2 2028-05-01 Fixed 10.38000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632NAV2 734743.25000000 PA USD 699758.45000000 0.114227491278 Long LON CORP US N 2 2029-03-30 Floating 9.99000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QLH3 15000.00000000 PA USD 3750.00000000 0.000612144222 Long DBT MUN US N 2 2017-07-01 Floating 0.00000000 Y N N N N N Madison Park Funding Ltd N/A 55819TAW1 675000.00000000 PA USD 655622.78000000 0.107022852506 Long ABS-CBDO CORP US N 2 2030-07-27 Floating 8.65000000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A 98981BAA0 1124000.00000000 PA USD 929133.13000000 0.151670260649 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N St Pauls CLO 549300IKOW2IAQAUBN56 000000000 425000.00000000 PA 418295.26000000 0.068281873785 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 5.57000000 N N N N N N VIBRANTZ TECH INC 549300GYZ1T3S8OPH343 69357VAA3 2945000.00000000 PA USD 2347146.74000000 0.383144617649 Long DBT CORP US N 2 2030-02-15 Fixed 9.00000000 N N N N N N Medline Borrower, LP 254900QT3R363TVK6F09 58503UAC7 204039.52000000 PA USD 202956.07000000 0.033130236177 Long LON CORP US N 2 2028-10-23 Floating 8.69000000 N N N N N N Penta CLO S.A. 549300FTCSBBS0J25486 000000000 335000.00000000 PA 320384.41000000 0.052299057480 Long ABS-CBDO CORP IE N 2 2036-07-25 Floating 7.06000000 N N N N N N Newstar Fairfield Fund CLO LTD 549300BLD00YT7O8WE90 31679NAL8 51222.12000000 PA USD 51423.27000000 0.008394255368 Long ABS-CBDO CORP US N 2 2027-01-20 Floating 12.88000000 N N N N N N Avoca CLO 54930020W4055CQVLI36 000000000 355000.00000000 PA 359821.16000000 0.058736651791 Long ABS-CBDO CORP IE Y 2 2035-04-15 Floating 5.72000000 N N N N N N Atlas Senior Loan Fund LTD 635400UCHZNUTGTBTH21 04941GAS7 500000.00000000 PA USD 499372.00000000 0.081516715910 Long ABS-CBDO CORP US N 2 2027-11-17 Floating 8.24000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CL6 812000.00000000 PA USD 571289.27000000 0.093256380264 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N N Lockwood Grove CLO Ltd 5493002M81H40VJBI051 54008PBC6 550000.00000000 PA USD 538485.20000000 0.087901494417 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 7.64000000 N N N N N N Wellfleet CLO Ltd 254900EL25PYQV3BT157 94951MAG8 395000.00000000 PA USD 382203.98000000 0.062390388843 Long ABS-CBDO CORP US N 2 2029-10-20 Floating 9.08000000 N N N N N N Anchorage Credit Funding Ltd. 5493008VFWRM4UWVV341 03332DBA1 295000.00000000 PA USD 253411.49000000 0.041366501203 Long ABS-CBDO CORP US N 2 2038-10-25 Fixed 5.93000000 N N N N N N Vesey Park CLO DAC 254900BUAP8ZM4HN9R42 000000000 140000.00000000 PA 141055.59000000 0.023025697190 Long ABS-CBDO CORP IE Y 2 2032-11-16 Floating 6.10000000 N N N N N N Parallel Ltd N/A 69915XAU0 530000.00000000 PA USD 469901.18000000 0.076705944658 Long ABS-CBDO CORP US N 2 2029-07-20 Floating 8.78000000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KFV6 645000.00000000 PA USD 636765.61000000 0.103944637128 Long ABS-MBS USGSE US N 2 2033-12-25 Floating 7.37000000 N N N N N N RR LTD 549300G3G1OYI5KO3H14 74972FAL9 250000.00000000 PA USD 239186.75000000 0.039044476561 Long ABS-CBDO CORP US N 2 2030-04-15 Floating 8.61000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 97000.00000000 OU Notional Amount USD 5313.11000000 0.000867303890 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 5313.11000000 N N N Fannie Mae - CAS N/A 207942AB9 330000.00000000 PA USD 334510.37000000 0.054604957427 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 8.42000000 N N N N N N Euro Galaxy CLO DAC 635400H1W7SGWXGQOB43 000000000 955000.00000000 PA 967132.91000000 0.157873286191 Long ABS-CBDO CORP IE Y 2 2034-04-24 Floating 5.37000000 N N N N N N Barings 2018-1 B.V. 635400CCJ8QE5TOF7C57 000000000 190000.00000000 PA 188773.23000000 0.030815051227 Long ABS-CBDO CORP IE Y 2 2031-04-15 Floating 6.27000000 N N N N N N Fannie Mae - CAS N/A 20754EAF2 105000.00000000 PA USD 105261.14000000 0.017182666320 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 9.22000000 N N N N N N Harvest CLO 635400MYQ7BBH2H3RR48 000000000 235000.00000000 PA 234119.77000000 0.038217350552 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 6.27000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 688529.19000000 OU Notional Amount USD -73185.11000000 -0.01194662460 N/A DIR US N 3 BofA Securities, Inc. 549300HN4UKV1E2R3U73 San Antonio Housing Finance Corp. San Antonio Housing Finance Corp. Y equity-performance leg 2024-06-01 0.00000000 USD 0.00000000 USD 688529.19000000 USD -73185.11000000 N N N SHELF DRILL NO SEA HOLD N/A 822541AA6 5046000.00000000 PA USD 5026076.37000000 0.820448963092 Long DBT CORP KY N 2 2025-10-31 Fixed 10.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 33807.06000000 0.005518612388 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1035000.00000000 GBP 1292272.54000000 USD 2023-12-20 33807.06000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QC83 5000.00000000 PA USD 1250.00000000 0.000204048074 Long DBT MUN US N 2 2020-01-01 Fixed 5.40000000 Y N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAR0 776000.00000000 PA USD 656705.29000000 0.107199559770 Long DBT CORP CA N 2 2027-06-01 Fixed 5.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 71000.00000000 OU Notional Amount USD 5422.21000000 0.000885113206 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 5422.21000000 N N N BX Trust N/A 05608RAN5 630000.00000000 PA USD 587855.36000000 0.095960603272 Long ABS-MBS CORP US N 2 2036-10-15 Floating 8.04000000 N N N N N N Euro Galaxy CLO BV 635400BJZBIZBMK5FC74 000000000 440000.00000000 PA 439900.18000000 0.071808627640 Long ABS-CBDO CORP IE Y 2 2034-02-15 Floating 7.43000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QXQ0 5000.00000000 PA USD 1262.50000000 0.000206088554 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 25257BAA0 805000.00000000 PA USD 805653.66000000 0.131513662208 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 13.69000000 N N N N N N CORONADO FINANCE PTY LTD 549300NS5FS0W548RE27 21979LAA4 482000.00000000 PA USD 498753.15000000 0.081415695789 Long DBT CORP AU N 2 2026-05-15 Fixed 10.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 956000.00000000 PA USD 951684.52000000 0.155351514808 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAF3 880000.00000000 PA USD 757353.05000000 0.123629145047 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 255000.00000000 OU Notional Amount USD 28334.95000000 0.004625353583 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 28334.95000000 N N N MPT OPER PARTNERSP/FINL N/A 55342UAL8 922000.00000000 PA 761337.71000000 0.124279594807 Long DBT US N 2 2028-06-05 Fixed 3.69000000 N N N N N N BNP PARIBAS PRIME BROKER N/A 000000000 15359.11000000 NS 18668.22000000 0.003047371471 Long STIV CORP GB N 1 N N N EVERGREEN ACQCO/TVI INC N/A 30015DAA9 2264000.00000000 PA USD 2286583.40000000 0.373258351335 Long DBT CORP US N 2 2028-04-26 Fixed 9.75000000 N N N N N N OZLM Funding Ltd 549300788AI08GTXXH35 67108FAU0 250000.00000000 PA USD 248205.50000000 0.040516683416 Long ABS-CBDO CORP US N 2 2030-10-22 Floating 9.02000000 N N N N N N LHS Borrower, LLC 2549000R2CJY3YBDDU14 50204EAB4 1976007.28000000 PA USD 1733946.39000000 0.283046737257 Long LON CORP US N 2 2029-02-16 Floating 10.17000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 332000.00000000 PA USD 328125.56000000 0.053562710879 Long DBT CORP US N 2 2028-03-01 Fixed 8.13000000 N N N N N N Providus CLO 6354008C72YCMAEWD258 000000000 370000.00000000 PA 355658.03000000 0.058057068864 Long ABS-CBDO CORP IE Y 2 2035-02-15 Floating 6.73000000 N N N N N N Hanger, Inc. 254900ZJJJYVLHJXSZ60 000000000 182459.19000000 PA USD 182094.27000000 0.029724788086 Long LON CORP US N 3 2028-10-03 Floating 11.57000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AT3 2212000.00000000 PA USD 2180095.88000000 0.355875492633 Long DBT CORP US N 2 2025-07-01 Fixed 5.25000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QLX8 25000.00000000 PA USD 6312.50000000 0.001030442774 Long DBT MUN US N 2 2025-07-01 Floating 4.47000000 Y N N N N N Springs Windows Fashions, LLC N/A 78489HAB4 1138818.09000000 PA USD 930983.79000000 0.151972359536 Long LON CORP US N 2 2028-10-06 Floating 9.44000000 N N N N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 1300000.00000000 PA 931112.15000000 0.151993312825 Long DBT CORP DE Y 2 2029-03-10 Fixed 2.13000000 N N N N N Delivery Hero SE EUR XXXX N N N Providus CLO 635400X4XZILCMFKAB72 000000000 270000.00000000 PA 273166.27000000 0.044591241054 Long ABS-CBDO CORP IE Y 2 2034-07-18 Floating 5.63000000 N N N N N N Ares Euro CLO 635400CHZGKV2SV7J547 000000000 520000.00000000 PA 512918.30000000 0.083727993051 Long ABS-CBDO CORP IE Y 2 2030-10-14 Floating 6.39000000 N N N N N N LCM Ltd Partnership N/A 50189DAE9 541247.51000000 PA USD 540848.07000000 0.088287205676 Long ABS-CBDO CORP US N 2 2028-04-20 Floating 11.43000000 N N N N N N PMHC II, Inc. 549300GYZ1T3S8OPH343 69346EAG2 4080618.89000000 PA USD 3713791.65000000 0.606233627202 Long LON CORP US N 2 2029-04-23 Floating 9.81000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 593648.73000000 OU Notional Amount USD -170905.45000000 -0.02789834234 N/A DIR US N 3 BofA Securities, Inc. 549300HN4UKV1E2R3U73 San Antonio Housing Finance Corp. San Antonio Housing Finance Corp. Y equity-performance leg 2024-06-01 0.00000000 USD 0.00000000 USD 593648.73000000 USD -170905.45000000 N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KBD9 80000.00000000 PA USD 80633.94000000 0.013162560134 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 7.94000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BJ5 934000.00000000 PA USD 642648.14000000 0.104904892262 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 560000.00000000 PA USD 561394.90000000 0.091641238549 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 7.72000000 N N N N N N Gam Resecuritization Trust N/A 364614AS6 44000.00000000 PA USD 29006.56000000 0.004734986164 Long ABS-MBS CORP US N 2 2050-11-29 Fixed 0.00000000 N N N N N N Cordatus CLO PLC 213800XV458LVR3TU384 000000000 850000.00000000 PA 836386.01000000 0.136530363674 Long ABS-CBDO CORP IE Y 2 2032-08-15 Floating 6.33000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QKT8 80000.00000000 PA USD 20200.00000000 0.003297416878 Long DBT MUN US N 2 2025-07-01 Fixed 5.00000000 Y N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AD7 1087000.00000000 PA USD 1011566.82000000 0.165126609201 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 15000.00000000 OU Notional Amount USD 1392.14000000 0.000227250788 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 1392.14000000 N N N Eaton Vance CDO Ltd 549300FPTLP8I41O7F48 27830TAJ4 250000.00000000 PA USD 237887.25000000 0.038832348183 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 8.71000000 N N N N N N Avoca CLO 5493000BN1WPGQDK4X78 000000000 360000.00000000 PA 349453.96000000 0.057044326035 Long ABS-CBDO CORP IE N 2 2035-04-15 Floating 6.87000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QD90 18126.00000000 PA USD 4531.50000000 0.000739715078 Long DBT MUN US N 2 2022-07-01 Fixed 10.00000000 Y N N N N N BNPP IP CLO LTD 54930038CI4SMKCMEM78 05580HAS8 22345.48000000 PA USD 22342.08000000 0.003647086717 Long ABS-CBDO CORP US N 2 2025-10-30 Floating 9.15000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAG2 295000.00000000 PA USD 182015.00000000 0.029711848174 Long DBT CORP US N 2 2042-01-15 Fixed 5.13000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 131000.00000000 PA USD 103134.99000000 0.016835596870 Long DBT CORP US N 2 2029-02-15 Fixed 3.13000000 N N N N N N MKS CLO Ltd 5493003VGNSG059H2J98 12661KAG5 665000.00000000 PA USD 650096.69000000 0.106120782088 Long ABS-CBDO CORP US N 2 2030-07-20 Floating 9.83000000 N N N N N N PEU FIN LTD 213800G4WKC4TX8X3R23 000000000 1041000.00000000 PA 1059663.51000000 0.172977838776 Long DBT CORP GB Y 2 2028-07-01 Fixed 7.25000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAD1 531000.00000000 PA USD 469044.73000000 0.076566139080 Long DBT US N 2 2027-06-01 Fixed 4.50000000 N N N N N N Gam Resecuritization Trust N/A 364614AE7 41000.00000000 PA USD 28383.30000000 0.004633246162 Long ABS-MBS CORP US N 2 2050-11-29 Fixed 0.00000000 N N N N N N Houghton Mifflin Harcourt Publishing Company 549300DDRF1LRKBXUN11 44157YAG9 399000.00000000 PA USD 406980.00000000 0.066434788176 Long LON CORP US N 2 2028-04-07 Floating 13.42000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 13003.87000000 0.002122731704 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 456000.00000000 EUR 496573.01000000 USD 2023-12-20 13003.87000000 N N N CIFC European Funding CLO 5493000EF0244RPYUG32 000000000 355000.00000000 PA 360173.50000000 0.058794167229 Long ABS-CBDO CORP IE Y 2 2034-01-15 Floating 7.57000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -419045.01000000 -0.06840426182 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 10395840.00000000 USD 9408000.00000000 EUR 2023-12-20 -419045.01000000 N N N OZLM Ltd N/A 000000000 430000.00000000 PA USD 396519.77000000 0.064727276347 Long ABS-CBDO CORP US Y 2 2032-07-20 Floating 9.08000000 N N N N N N SVF II Finco Cayman LP N/A 000000000 2798740.65000000 PA USD 2725973.39000000 0.444983696346 Long LON CORP KY N 3 2025-12-23 Floating 5.00000000 N N N N N N Cairn CLO 5493007C15B782HE7844 000000000 320000.00000000 PA 314464.36000000 0.051332677639 Long ABS-CBDO CORP IE Y 2 2034-10-29 Floating 6.05000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 2754000.00000000 PA USD 2110395.16000000 0.344497654486 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 1799000.00000000 PA USD 1356459.13000000 0.221426298519 Long DBT CORP US N 2 2031-09-01 Fixed 3.88000000 N N N N N N Arbour CLO 635400S59B1EE8UDJW07 000000000 250000.00000000 PA 256300.99000000 0.041838178731 Long ABS-CBDO CORP IE N 2 2033-03-15 Floating 5.65000000 N N N N N N Lehman XS Trust N/A 52524PAZ5 139807.51000000 PA USD 121435.88000000 0.019823005958 Long ABS-O CORP US N 2 2037-05-25 Floating 4.27000000 N N N N N N Multifamily Structured Credit Risk N/A 35563QAA5 1605000.00000000 PA USD 1617856.13000000 0.264096342071 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 8.92000000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 2254000.00000000 PA 1749514.60000000 0.285588067871 Long DBT CORP LU Y 2 2030-04-20 Fixed 1.63000000 N N N N N N Venture CDO Ltd 549300A6M3BR8FZNXO79 92329VAG7 135000.00000000 PA USD 135421.74000000 0.022106036196 Long ABS-CBDO CORP US N 2 2029-04-20 Floating 9.89000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAH0 3225000.00000000 PA USD 2876055.00000000 0.469482787136 Long DBT CORP US N 2 2023-12-18 Floating 9.78000000 N N N N N N Lehman XS Trust N/A 52524PAY8 122749.24000000 PA USD 106305.33000000 0.017353118287 Long ABS-O CORP US N 2 2037-05-25 Fixed 4.27000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 4572380.50000000 PA USD 4384478.52000000 0.715715518551 Long LON CORP CA N 2 2027-05-10 Floating 8.76000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 302000.00000000 PA USD 212644.24000000 0.034711718122 Long DBT CORP US N 2 2029-09-01 Fixed 5.63000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 485000.00000000 PA USD 256407.60000000 0.041855581583 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Symphony CLO Ltd N/A 87165YAJ2 250000.00000000 PA USD 235360.25000000 0.038419844596 Long ABS-CBDO CORP US N 2 2031-04-16 Floating 8.21000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 1021000.00000000 PA USD 768608.80000000 0.125466516336 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 667000.00000000 PA USD 607444.52000000 0.099158307570 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N GARRETT MOTION INC. 549300LKYJ4RR1ELO069 36649XAE8 1550000.00000000 PA USD 1553875.00000000 0.253652160984 Long LON CORP LU N 2 2028-04-30 Floating 9.88000000 N N N N N N STERLING ENTER. N/A 000000000 813000.00000000 PA USD 804870.00000000 0.131385738757 Long DBT CORP US N 3 2025-01-15 Fixed 10.25000000 N N N N N N Penta CLO S.A. 635400DZLHIMDJLTKF78 000000000 100000.00000000 PA 97472.47000000 0.015911255829 Long ABS-CBDO CORP IE Y 2 2033-01-25 Floating 7.06000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 137000.00000000 PA USD 112207.90000000 0.018316644720 Long DBT CORP CA N 2 2029-12-01 Fixed 3.88000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZM7 60000.00000000 PA USD 15000.00000000 0.002448576889 Long DBT MUN US N 2 2021-07-01 Fixed 5.00000000 Y N N N N N BX Trust N/A 05608RAJ4 765000.00000000 PA USD 720566.47000000 0.117624160404 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.34000000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 625000.00000000 PA USD 537977.56000000 0.087818628046 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 61034LAA3 290000.00000000 PA USD 267581.84000000 0.043679647305 Long ABS-CBDO CORP US N 2 2030-04-15 Floating 12.56000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AG4 1926000.00000000 PA USD 1878700.43000000 0.306676163727 Long DBT CORP GB N 2 2024-06-27 Fixed 7.50000000 N N N N N N EARTHSTONE ENERGY HOL 549300HGVO86L8G72J25 27034RAC7 2748000.00000000 PA USD 2962346.75000000 0.483568919458 Long DBT CORP US N 2 2031-07-15 Fixed 9.88000000 N N N N N N Verscend Holding Corp. N/A 000000000 1030000.00000000 PA USD 1031287.50000000 0.168345782621 Long LON CORP US N 2 2029-04-02 Floating 12.44000000 N N N N N N Galaxy CLO Ltd 5493000B2531UL3WQV87 36319QBS0 520000.00000000 PA USD 506838.28000000 0.082735499954 Long ABS-CBDO CORP US N 2 2030-07-24 Floating 7.51000000 N N N N N N Cairn CLO BV 54930036FO0EWQ03QK50 000000000 625000.00000000 PA 623622.88000000 0.101799238131 Long ABS-CBDO CORP IE Y 2 2032-07-15 Floating 8.12000000 N N N N N N American Money Management Corporation 549300R4YQWFRASHVE93 00176DAN9 540000.00000000 PA USD 540306.72000000 0.088198836536 Long ABS-CBDO CORP US N 2 2029-07-24 Floating 9.26000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 28838.19000000 0.004707501705 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1045000.00000000 EUR 1137017.48000000 USD 2023-12-20 28838.19000000 N N N Madison Park Funding Ltd N/A 55818KAU5 430000.00000000 PA USD 424198.01000000 0.069245429601 Long ABS-CBDO CORP US N 2 2029-07-23 Floating 8.92000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AR8 125000.00000000 PA USD 67944.69000000 0.011091186514 Long DBT CORP CA N 2 2030-10-15 Fixed 14.00000000 N N N N N N St Pauls CLO 635400TG25DYCKV8CW74 000000000 865000.00000000 PA 829553.94000000 0.135415107093 Long ABS-CBDO CORP IE Y 2 2033-04-15 Floating 7.17000000 N N N N N N Galaxy CLO Ltd 549300QR0537E9AXFW42 36321JAG9 525000.00000000 PA USD 514621.80000000 0.084006069767 Long ABS-CBDO CORP US N 2 2031-07-15 Floating 7.26000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 618000.00000000 PA USD 604869.23000000 0.098737921198 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N QUORUM HEALTH CORPORATION 549300PO3E4YREFT1I57 000000000 134774.43000000 PA USD 134774.43000000 0.022000370309 Long LON CORP US N 3 2025-04-29 Floating 13.68000000 N N N N N N Jubilee CDO BV 635400ZFJLXF8EIW5950 000000000 305000.00000000 PA 314686.59000000 0.051368954122 Long ABS-CBDO CORP IE Y 2 2030-04-15 Floating 7.27000000 N N N N N N CVC Cordatus Loan Fund 5493000ECZZ2KY8H5K38 000000000 310000.00000000 PA 309675.60000000 0.050550967834 Long ABS-CBDO CORP IE Y 2 2034-07-29 Floating 6.10000000 N N N N N N Carbone CLO, LTD 5493005I53NEC017LN87 141312AE8 545000.00000000 PA USD 531781.03000000 0.086807116035 Long ABS-CBDO CORP US N 2 2031-01-20 Floating 7.48000000 N N N N N N AP Core Holdings II, LLC 549300PND8ZZ4RWYRZ56 00187GAC3 480183.37000000 PA USD 467578.56000000 0.076326803748 Long LON CORP US N 2 2027-09-01 Floating 10.94000000 N N N N N N Allegro CLO Ltd 254900TYK5TGNAFE3053 01748RAN5 250000.00000000 PA USD 244652.50000000 0.039936697170 Long ABS-CBDO CORP US N 2 2030-10-16 Floating 7.11000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QC42 10000.00000000 PA USD 2500.00000000 0.000408096148 Long DBT MUN US N 2 2019-07-01 Fixed 10.00000000 Y N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 380000.00000000 PA 333969.29000000 0.054516632361 Long DBT CORP GB Y 2 2031-01-31 Fixed 3.25000000 N N N N N N Bridgepoint CLO 549300718PL321JS4E33 000000000 310000.00000000 PA 298496.95000000 0.048726182231 Long ABS-CBDO CORP IE Y 2 2035-04-15 Floating 6.97000000 N N N N N N Sound Point Euro CLO Funding 635400QLJRHTPJDQPY76 000000000 215000.00000000 PA 209741.89000000 0.034237942979 Long ABS-CBDO CORP IE Y 2 2034-05-25 Floating 7.01000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 914000.00000000 PA USD 772893.48000000 0.126165940898 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N Avoca CLO 635400ZMWQZGBPHKHU66 000000000 490000.00000000 PA 509053.74000000 0.083097148231 Long ABS-CBDO CORP IE Y 2 2030-07-15 Floating 7.02000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 1831000.00000000 PA USD 1351224.64000000 0.220571828436 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Penta CLO S.A. 635400CJ99MQCYBUGV50 000000000 525000.00000000 PA 524678.53000000 0.085647714878 Long ABS-CBDO CORP IE Y 2 2035-04-20 Floating 7.69000000 N N N N N N LCM Ltd Partnership 549300K6S4MWQOINB710 50190AAT9 580000.00000000 PA USD 548917.22000000 0.089604401290 Long ABS-CBDO CORP US N 2 2031-10-15 Floating 7.76000000 N N N N N N Aqueduct European CLO 549300HY2YH2ENUCCU61 000000000 525000.00000000 PA 520589.17000000 0.084980174052 Long ABS-CBDO CORP IE Y 2 2032-07-15 Floating 5.97000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAB7 275000.00000000 PA USD 270189.54000000 0.044105324235 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.32000000 N N N N N N UTEX INDUSTRIES WARRANTS N/A 000000000 2245.00000000 NS USD 12167.90000000 0.001986269249 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 9937.32000000 N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 1394000.00000000 PA USD 1277699.49000000 0.208569696228 Long DBT CORP US N 2 2032-06-15 Fixed 6.38000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 5317000.00000000 PA USD 5138493.95000000 0.838799835652 Long DBT CORP US N 2 2028-03-15 Fixed 10.25000000 N N N N N N DIG INTL FIN/DIG INTL N/A 25381XAF0 729257.00000000 PA USD 637143.87000000 0.104006383707 Long DBT CORP XX N 3 2024-05-25 Fixed 8.75000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 458000.00000000 PA USD 405769.07000000 0.066237117828 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 000000000 1080000.00000000 PA 1163154.37000000 0.189871527316 Long DBT CORP IT N 2 2028-06-01 Fixed 7.13000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QLP5 110000.00000000 PA USD 27500.00000000 0.004489057631 Long DBT MUN US N 2 2020-07-01 Floating 5.54000000 Y N N N N N Harvest CLO 635400FOHHRBPKDLBO13 000000000 540000.00000000 PA 539974.94000000 0.088144677280 Long ABS-CBDO CORP IE Y 2 2030-10-15 Floating 5.62000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 1493000.00000000 PA USD 783451.15000000 0.127889358683 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N Anchorage Capital CLO LTD 549300PKM3N9LK4JM015 03329KBG7 250000.00000000 PA USD 239812.50000000 0.039146623027 Long ABS-CBDO CORP US N 2 2034-10-27 Floating 9.25000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QUX8 80000.00000000 PA USD 20000.00000000 0.003264769186 Long DBT MUN US N 2 2021-07-01 Fixed 5.50000000 Y N N N N N VOYA EURO CLO 635400EFYWXM2GM8RL10 000000000 475000.00000000 PA 469214.10000000 0.076593786777 Long ABS-CBDO CORP IE Y 2 2030-10-15 Floating 6.47000000 N N N N N N Casper BidCo SAS 969500OUD0VB2606MD53 000000000 1505000.00000000 PA 1595928.38000000 0.260516889945 Long LON CORP FR N 2 2026-07-31 Floating 9.57000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300IKIM3YK4H3N895 40490BAE8 440000.00000000 PA USD 434777.20000000 0.070972360277 Long ABS-CBDO CORP US N 2 2030-01-17 Floating 7.76000000 N N N N N N Tikehau 7245006F3Z3L206H5J49 000000000 425000.00000000 PA 408090.93000000 0.066616134678 Long ABS-CBDO CORP IE Y 2 2035-09-07 Floating 7.20000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701QAC3 250000.00000000 PA USD 236771.00000000 0.038650133253 Long ABS-CBDO CORP US N 2 2028-11-25 Floating 14.22000000 N N N N N N PRHTA Custodial Trust N/A 69379NAA5 595000.00000000 PA USD 305772.17000000 0.049913777935 Long DBT MUN US N 2 2049-12-06 None 0.00000000 N N N N N N Milltown Park CLO 549300WOFNX2UXMKR111 000000000 260000.00000000 PA 264677.63000000 0.043205568539 Long ABS-CBDO CORP IE N 2 2031-01-15 Floating 5.77000000 N N N N N N Hexion Holdings Corporation 54930030FZF8HYAEHM46 42829JAB5 15665000.00000000 PA USD 12845300.00000000 2.096846981577 Long LON CORP US N 2 2030-03-15 Floating 12.86000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2706.57000000 -0.00044181631 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1099000.00000000 EUR 1162737.49000000 USD 2023-12-20 -2706.57000000 N N N OFSI Fund LTD 254900VR4BMP1BVIS878 67111CAN8 855000.00000000 PA USD 848519.10000000 0.138510950592 Long ABS-CBDO CORP US N 2 2029-08-16 Floating 7.16000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 489000.00000000 OU Notional Amount USD 8881.96000000 0.001449877466 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 8881.96000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QD66 69428.00000000 PA USD 17357.00000000 0.002833329938 Long DBT MUN US N 2 2021-01-01 Fixed 10.00000000 Y N N N N N Jubilee CDO BV 635400VJFOACD7V4YS84 000000000 830000.00000000 PA 814727.52000000 0.132994865135 Long ABS-CBDO CORP IE Y 2 2035-04-15 Floating 7.27000000 N N N N N N Jubilee CDO BV 635400JSFGFQPD2VOA16 000000000 1050000.00000000 PA 1058223.66000000 0.172742799880 Long ABS-CBDO CORP IE Y 2 2031-04-15 Floating 6.37000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 445000.00000000 PA USD 412911.05000000 0.067402963640 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 1039000.00000000 PA USD 769061.47000000 0.125540409489 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11000.00000000 OU Notional Amount USD 1334.33000000 0.000217813973 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 1334.33000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 25000.00000000 OU Notional Amount USD 2638.98000000 0.000430783029 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-15 0.00000000 USD 0.00000000 USD 25000.00000000 USD 2638.98000000 N N N BlackRock European CLO DAC 635400HIECLCZDEHKS94 000000000 260000.00000000 PA 262596.18000000 0.042865795848 Long ABS-CBDO CORP IE Y 2 2034-10-15 Floating 5.75000000 N N N N N N Bluemountain CLO Ltd 549300EY8WEC9D18YD37 09628FAJ8 250000.00000000 PA USD 233988.75000000 0.038195963049 Long ABS-CBDO CORP US N 2 2030-01-15 Floating 8.06000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 67000.00000000 OU Notional Amount USD 1383.95000000 0.000225913865 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-07-27 0.00000000 USD 0.00000000 USD 67000.00000000 USD 1383.95000000 N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 7900000.00000000 PA USD 6929643.00000000 1.131184246997 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 867000.00000000 PA USD 658248.92000000 0.107451539553 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 26963PAA2 1339000.00000000 PA USD 892108.75000000 0.145626457901 Long DBT CORP XX N 2 2025-05-01 Fixed 7.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 20534.32000000 0.003351990760 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 821000.00000000 EUR 891170.87000000 USD 2023-12-20 20534.32000000 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KT66 270000.00000000 PA USD 277289.60000000 0.045264327091 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 8.57000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 2437000.00000000 PA USD 1804722.30000000 0.294600087762 Long DBT CORP CA N 2 2029-05-15 Fixed 4.25000000 N N N N N N Madison Park Euro Funding 635400DWZPBUYDTIFB95 000000000 355000.00000000 PA 363319.74000000 0.059307754600 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 6.34000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 3238000.00000000 PA USD 3383269.63000000 0.552279721884 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 913000.00000000 PA USD 879366.45000000 0.143546424480 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 784000.00000000 PA USD 674843.68000000 0.110160442608 Long DBT CORP IE N 2 2027-09-15 Fixed 6.88000000 N N N N N N Harvest CLO 635400WYER82ULCNIT53 000000000 465000.00000000 PA 470501.80000000 0.076803988942 Long ABS-CBDO CORP IE Y 2 2030-06-26 Floating 7.16000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QD82 18330.00000000 PA USD 4582.50000000 0.000748040239 Long DBT MUN US N 2 2022-01-01 Fixed 10.00000000 Y N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 000000000 250000.00000000 PA USD 243409.25000000 0.039733750955 Long ABS-CBDO CORP US Y 2 2030-04-20 Floating 7.53000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 851000.00000000 PA USD 753011.61000000 0.122920455070 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 000000000 -7521367.50000000 PA USD -7521367.50000000 -1.22777644272 Short RA CORP US N 2 Reverse repurchase N 6.20000000 2024-01-17 7521367.50000000 USD 9293536.01000000 USD CDS N N N BAUSCH & LOMB ESCROW COR N/A 071705AA5 3326000.00000000 PA USD 3307707.00000000 0.539944994581 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 64387.20000000 PA 77633.30000000 0.012672740284 Long DBT CORP GB Y 2 2024-03-28 Fixed 7.40000000 N N N N N N Madison Park Funding Ltd 549300FFTJ3WPTJK8589 55821TAE7 275000.00000000 PA USD 269366.63000000 0.043970993674 Long ABS-CBDO CORP US N 2 2029-04-15 Floating 7.36000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 50000.00000000 OU Notional Amount USD 4000.47000000 0.000653030559 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-03 0.00000000 USD 0.00000000 USD 50000.00000000 USD 4000.47000000 N N N St Pauls CLO 635400XUSSRWFBBTGN52 000000000 330000.00000000 PA 322545.38000000 0.052651810893 Long ABS-CBDO CORP IE Y 2 2030-07-17 Floating 6.44000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 2464000.00000000 PA 2809559.75000000 0.458628204973 Long DBT CORP GB N 2 2027-09-27 Fixed 8.50000000 N N N N N N MIDWEST VETERINARY N/A 000000000 1765000.00000000 PA USD 1614975.00000000 0.263626030849 Long DBT CORP US N 3 2049-12-31 Fixed 12.00000000 N N N N N N Anchorage Capital CLO LTD 549300MP4QPQUMB6AD63 03328LAE2 855000.00000000 PA USD 835698.38000000 0.136418116012 Long ABS-CBDO CORP US N 2 2031-01-28 Floating 7.50000000 N N N N N N Symphony CLO Ltd 5493004PWOYFPAFQVT02 87165VAM1 590000.00000000 PA USD 578277.88000000 0.094397190193 Long ABS-CBDO CORP US N 2 2031-10-15 Floating 7.86000000 N N N N N N Coupa Holdings,LLC N/A 000000000 119546.28000000 PA USD 117992.18000000 0.019260861675 Long LON CORP US N 3 2030-02-27 Fixed 1.00000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 1366000.00000000 PA USD 1080567.47000000 0.176390169000 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N ClubCorp Holdings, Inc. 549300XWSO7KBICXNW37 18948TAB9 636368.23000000 PA USD 619269.02000000 0.101088520732 Long LON CORP US N 2 2024-09-18 Floating 8.18000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAH6 195000.00000000 PA USD 147060.23000000 0.024005885373 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 3484000.00000000 PA 3079212.50000000 0.502645904436 Long DBT CORP ES Y 2 2028-10-15 Fixed 3.88000000 N N N N N N Voya CLO Ltd 549300KSCKXTOBY0IP86 92917NAS7 250000.00000000 PA USD 236268.00000000 0.038568024307 Long ABS-CBDO CORP US N 2 2031-04-15 Floating 8.51000000 N N N N N N MITCHELLS & BUTLERS FINA 213800E7QA1U8BF34219 000000000 481000.00000000 PA 478335.31000000 0.078082719045 Long DBT CORP GB Y 2 2036-06-15 Floating 7.58000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 1269000.00000000 PA USD 912707.31000000 0.148988935099 Long DBT CORP US N 2 2031-10-01 Fixed 3.88000000 N N N N N N Black Diamond CLO 549300PKZ3LBLGCJNI86 000000000 590000.00000000 PA 593895.50000000 0.096946586420 Long ABS-CBDO CORP IE Y 2 2032-01-20 Floating 5.94000000 N N N N N N Euro Galaxy CLO BV 5493000DO5029DBEJL19 000000000 1210000.00000000 PA 1189561.27000000 0.194182148988 Long ABS-CBDO CORP IE Y 2 2035-07-25 Floating 7.46000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QWB4 15000.00000000 PA USD 3787.50000000 0.000618265664 Long DBT MUN US N 2 2035-07-01 Fixed 5.25000000 Y N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 4551000.00000000 PA USD 4461777.65000000 0.728333709440 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N Gam Resecuritization Trust N/A 364614AG2 60000.00000000 PA USD 40158.21000000 0.006555364329 Long ABS-MBS CORP US N 2 2050-11-29 Fixed 0.00000000 N N N N N N Madison Park Euro Funding 635400IRITPTWQSADZ09 000000000 315000.00000000 PA 305376.25000000 0.049849148564 Long ABS-CBDO CORP IE Y 2 2035-07-15 Floating 7.17000000 N N N N N N Charlotte Buyer, Inc. N/A 12568YAD6 4211762.50000000 PA USD 4171919.23000000 0.681017667536 Long LON CORP US N 2 2028-02-11 Floating 10.59000000 N N N N N N Cairn CLO 5493007C15B782HE7844 000000000 250000.00000000 PA 253348.09000000 0.041356151884 Long ABS-CBDO CORP IE N 2 2034-10-29 Floating 5.65000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 3834000.00000000 PA USD 3749464.02000000 0.612056729922 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 12549FBR9 605000.00000000 PA USD 581619.78000000 0.094942716800 Long ABS-CBDO CORP US N 2 2031-04-27 Floating 8.45000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 3620000.00000000 PA USD 2513226.27000000 0.410255184251 Long DBT US N 2 2029-08-01 Fixed 4.63000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 1898000.00000000 PA USD 1856063.01000000 0.302980866163 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Ares Euro CLO 635400XCOLUI5RNVIZ11 000000000 290000.00000000 PA 286843.44000000 0.046823881213 Long ABS-CBDO CORP IE Y 2 2032-04-20 Floating 6.99000000 N N N N N N Anchorage Credit Funding Ltd. 5493003NNQWXMTSTMF21 001011AL9 410000.00000000 PA USD 328420.25000000 0.053610815621 Long ABS-CBDO CORP US N 2 2039-01-28 Fixed 7.16000000 N N N N N N QUORUM LITIGATION TRUST UNITS N/A 000000000 157000.00000000 NS USD 0.00000000 0.000000 Long STIV CORP US N 3 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -24435.49000000 -0.00398881174 N/A DFE GB N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 656708.00000000 USD 520000.00000000 GBP 2023-12-20 -24435.49000000 N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 803000.00000000 PA USD 635213.39000000 0.103691255126 Long DBT CORP US N 2 2031-06-17 Fixed 3.63000000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AC9 847000.00000000 PA USD 736381.12000000 0.120205719505 Long DBT CORP FI N 2 2039-05-15 Fixed 6.63000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAU9 350000.00000000 PA USD 343779.45000000 0.056118027765 Long ABS-CBDO CORP US N 2 2029-04-15 Floating 7.51000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -21099.10000000 -0.00344418457 N/A DFE GB N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 567042.10000000 USD 449000.00000000 GBP 2023-12-20 -21099.10000000 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 3780000.00000000 PA USD 2722824.91000000 0.444469743322 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Worldwide Express Operations LLC 254900XFGYPZZSG8I385 00435UAB4 586256.65000000 PA USD 562439.97000000 0.091811834166 Long LON CORP US N 2 2028-07-26 Floating 9.65000000 N N N N N N Galaxy CLO Ltd 549300QR0537E9AXFW42 36321JAJ3 250000.00000000 PA USD 239339.25000000 0.039069370426 Long ABS-CBDO CORP US N 2 2031-07-15 Floating 7.61000000 N N N N N N Regions Bank EQTWLK1G7ODGC2MGLV11 000000000 -5318770.01000000 PA USD -5318770.01000000 -0.86822782194 Short RA CORP US N 2 Reverse repurchase N 6.15000000 2024-01-04 5318771.00000000 USD 6149140.90000000 USD CDS N N N Marble Point CLO XXI Ltd. N/A 56606KAL9 470000.00000000 PA USD 441014.16000000 0.071990472019 Long ABS-CBDO CORP US N 2 2034-10-17 Floating 10.64000000 N N N N N N Madison Park Euro Funding 635400TVNZYDPPOQEG75 000000000 297000.00000000 PA 300808.16000000 0.049103460591 Long ABS-CBDO CORP IE Y 2 2030-10-15 Floating 5.97000000 N N N N N N Bain Capital Euro CLO 5493009FIQULGQV8VN86 000000000 355000.00000000 PA 340064.23000000 0.055511560977 Long ABS-CBDO CORP IE Y 2 2034-07-17 Floating 7.39000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DH5 632000.00000000 PA USD 676221.04000000 0.110385280733 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAE0 920000.00000000 PA USD 865884.69000000 0.141345682749 Long DBT CORP US N 2 2031-03-15 Fixed 8.63000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 671000.00000000 PA USD 551035.27000000 0.089950148508 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 710000.00000000 PA USD 537269.78000000 0.087703091129 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 3358000.00000000 PA USD 3316528.70000000 0.541385035297 Long DBT CORP IT Y 2 2024-06-03 Fixed 8.00000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAS3 570000.00000000 PA USD 538040.81000000 0.087828952878 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.96000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 831000.00000000 PA USD 775560.81000000 0.126601351737 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Halcyon Loan Advisors Funding Ltd 5493006GMMSBMRMTK635 40538KAS1 615000.00000000 PA USD 583082.12000000 0.095181426929 Long ABS-CBDO CORP US N 2 2027-07-25 Floating 8.74000000 N N N N N N W.R. Grace & Co.-Conn. 549300WNOVFRGYOAEB12 92943HAB5 1445617.04000000 PA USD 1422125.76000000 0.232145618029 Long LON CORP US N 2 2028-09-22 Floating 9.40000000 N N N N N N Endo Luxembourg Finance Company I S.a r.l. 222100B15VY0VVCTG251 000000000 1853000.00000000 PA USD 1263514.38000000 0.206254140727 Long LON CORP LU N 2 2028-03-27 Floating 14.50000000 N N N N N N Fair Oaks Loan Funding 6354002R5DADYSJADR44 000000000 945000.00000000 PA 898706.36000000 0.146703441592 Long ABS-CBDO CORP IE Y 2 2034-10-15 Floating 6.97000000 N N N N N N JP Morgan Mortgage Trust N/A 46591DBA6 401951.96000000 PA USD 345013.29000000 0.056319437906 Long ABS-MBS CORP US N 2 2049-10-25 Fixed 4.95000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 470000.00000000 PA USD 238683.34000000 0.038962300688 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 000000000 1822000.00000000 PA USD 1806251.73000000 0.294849749559 Long DBT CORP US N 2 2029-01-15 Fixed 8.38000000 N N N N N N ARES CLO Ltd N/A 00192RAL2 250000.00000000 PA USD 238271.25000000 0.038895031751 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 8.66000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAD9 1642000.00000000 PA USD 1178932.32000000 0.192447095566 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 65023PAS9 340000.00000000 PA USD 331053.58000000 0.054040676353 Long ABS-CBDO CORP US N 2 2030-07-25 Floating 7.39000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZB1 1690000.00000000 PA USD 426725.00000000 0.069657931555 Long DBT MUN US N 2 2028-07-01 Fixed 5.40000000 Y N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QKS0 20000.00000000 PA USD 5050.00000000 0.000824354219 Long DBT MUN US N 2 2024-07-01 Fixed 5.00000000 Y N N N N N Gam Resecuritization Trust N/A 36459TAE6 43000.00000000 PA USD 37674.47000000 0.006149922438 Long ABS-MBS CORP US N 2 2051-09-27 Fixed 0.00000000 N N N N N N Fannie Mae - CAS N/A 20753YCK6 435000.00000000 PA USD 443671.64000000 0.072424274960 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.42000000 N N N N N N Madison Park Funding Ltd N/A 55821AAJ7 705000.00000000 PA USD 681416.34000000 0.111233353501 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 8.36000000 N N N N N N NewStar Clarendon Fund CLO LLC, 549300HC3VVP80NTKX35 65251QAJ0 179138.13000000 PA USD 179125.77000000 0.029240214720 Long ABS-CBDO CORP US N 2 2027-01-25 Floating 11.69000000 N N N N N N Solocal Group 9695005U38X1SF184325 000000000 492144.00000000 NS 39680.21000000 0.006477336346 Long EC CORP FR N 1 N N N Henley CLO 6354005DLDMILXS72B21 000000000 425000.00000000 PA 414238.86000000 0.067619713299 Long ABS-CBDO CORP IE Y 2 2034-07-25 Floating 6.96000000 N N N N N N Venture CDO Ltd 549300SNYYGJ2M6QEK53 92329YAS5 1330000.00000000 PA USD 1299582.90000000 0.212141910362 Long ABS-CBDO CORP US N 2 2027-04-15 Floating 8.48000000 N N N N N N KNITWELL BORROWER LLC N/A 000000000 4412656.25000000 PA USD 4346466.41000000 0.709510480279 Long LON CORP US N 3 2027-07-28 Floating 13.54000000 N N N N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAJ6 3369000.00000000 PA USD 3204356.97000000 0.523074294912 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N NEWFOLD DIGITAL HLDGS GR 549300UTQC2651SB0W88 29279XAA8 1564000.00000000 PA USD 1029179.72000000 0.168001711862 Long DBT CORP US N 2 2029-02-15 Fixed 6.00000000 N N N N N N VALARIS LTD N/A 91889FAC5 1700000.00000000 PA USD 1669646.50000000 0.272550522278 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 23523.84000000 0.003839995399 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 419000.00000000 GBP 532989.58000000 USD 2023-12-20 23523.84000000 N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 000000000 1049000.00000000 PA 733818.45000000 0.119787393202 Long DBT CORP LU Y 2 2034-01-17 Fixed 2.00000000 N N N N N N Vibrant CLO Ltd 549300WOQQ4NNX4VIU97 92558EAG7 250000.00000000 PA USD 250249.00000000 0.040850261207 Long ABS-CBDO CORP US N 2 2029-06-20 Floating 9.41000000 N N N N N N Ares Euro CLO 635400IKZCKH2JKELA27 000000000 340000.00000000 PA 336402.31000000 0.054913794798 Long ABS-CBDO CORP IE Y 2 2030-04-15 Floating 9.27000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 363051.50000000 OU Notional Amount USD -39764.44000000 -0.00649108592 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 2024-06-01 0.00000000 USD 0.00000000 USD 363051.50000000 USD -39764.44000000 N N N Jubilee CDO BV 635400VN4FYGLG4EXH69 000000000 155000.00000000 PA 155520.83000000 0.025386980682 Long ABS-CBDO CORP IE Y 2 2030-04-15 Floating 6.87000000 N N N N N N Neptune Bidco US Inc 549300VG15T3VCYZ4531 64069JAF9 2982022.48000000 PA USD 2596849.55000000 0.423905719642 Long LON CORP US N 2 2029-04-11 Floating 10.26000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AB6 417000.00000000 PA USD 414185.25000000 0.067610962085 Long DBT CORP XX N 2 2030-11-15 Fixed 10.38000000 N N N N N N DISH DBS CORP N/A 25470XBD6 835000.00000000 PA USD 431014.48000000 0.070358139662 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N Anchorage Credit Funding Ltd. 5493009BD57D5LVN7Y80 03330MAE6 570000.00000000 PA USD 464278.68000000 0.075788136421 Long ABS-CBDO CORP US N 2 2036-07-25 Fixed 6.85000000 N N N N N N ROCKFORD TOWER EUROPE CLO 635400J1BXSISHD5XN53 000000000 360000.00000000 PA 369447.10000000 0.060307975406 Long ABS-CBDO CORP IE N 2 2031-12-20 Floating 6.37000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QAJ1 30000.00000000 PA USD 7500.00000000 0.001224288444 Long DBT MUN US N 2 2020-07-01 Fixed 5.50000000 Y N N N N N OZLM Ltd 549300SDDOLWC85Q9Q65 67111VAJ5 472000.00000000 PA USD 446974.56000000 0.072963438532 Long ABS-CBDO CORP US N 2 2031-01-17 Floating 8.31000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 2156000.00000000 PA USD 2133606.40000000 0.348286621543 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N Bilbao CLO 6354005WQLZBA5LJUW27 000000000 495000.00000000 PA 490510.57000000 0.080070189729 Long ABS-CBDO CORP IE Y 2 2035-08-20 Floating 5.92000000 N N N N N N Oak Hill Credit Partners N/A 67098DAW3 250000.00000000 PA USD 246545.75000000 0.040245748383 Long ABS-CBDO CORP US N 2 2036-10-22 Floating 7.72000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 88000.00000000 OU Notional Amount USD 9048.75000000 0.001477104008 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 9048.75000000 N N N Cordatus CLO PLC 549300L3U7O5MFVI3I18 000000000 200000.00000000 PA 199746.44000000 0.032606301121 Long ABS-CBDO CORP IE Y 2 2031-01-27 Floating 5.54000000 N N N N N N SMERALDA SPV SUB ABS NOTES CL N/A 000000000 350749.73000000 PA 202264.97000000 0.033017422078 Long ABS-O CORP IT N 3 2033-12-22 Floating 8.86000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 29515.36000000 0.004818041892 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1035000.00000000 EUR 1127090.06000000 USD 2023-12-20 29515.36000000 N N N Great Wolf Trust N/A 39152TAQ3 480000.00000000 PA USD 470430.67000000 0.076792377790 Long ABS-MBS CORP US N 2 2036-12-15 Floating 8.58000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 961000.00000000 PA USD 934197.71000000 0.152496994886 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QYT3 25000.00000000 PA USD 6312.50000000 0.001030442774 Long DBT MUN US N 2 2028-07-01 Fixed 5.00000000 Y N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 1461000.00000000 PA USD 1234927.93000000 0.201587732671 Long DBT US N 2 2027-12-15 Fixed 5.50000000 N N N N N N Disco Parent, Inc. N/A 000000000 5540368.72000000 PA USD 5435101.71000000 0.887217629419 Long LON CORP US N 3 2029-03-30 Floating 12.92000000 N N N N N N ARES CLO Ltd 635400YF4AHA6NB2CU53 04015NAK0 250000.00000000 PA USD 246519.50000000 0.040241463373 Long ABS-CBDO CORP US N 2 2030-10-15 Floating 7.46000000 N N N N N N DUMMY BROKER N/A 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE DE N 3 DUMMY BROKER N/A 11843664.00000000 USD 11312000.00000000 EUR 2025-12-06 0.00000000 N N N RIVERBED PROFIT RIGHTS N/A 000000000 5651.75000000 NS USD 0.00000000 0.000000 N/A DE US N 3 N/A N/A Riverbed Profit Rights Riverbed Profit Rights 2099-12-31 XXXX 0.00000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 76000.00000000 OU Notional Amount USD 882.64000000 0.000144080793 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-10-12 0.00000000 USD 0.00000000 USD 76000.00000000 USD 882.64000000 N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 3479000.00000000 PA USD 2945529.44000000 0.480823687684 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 5010000.00000000 PA USD 4910471.19000000 0.801577751619 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N Dryden Leveraged Loan CDO 635400ZKLU6BYCZWMN91 000000000 365000.00000000 PA 342888.52000000 0.055972593725 Long ABS-CBDO CORP IE Y 2 2032-05-15 Floating 6.18000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 500000.00000000 PA USD 306250.00000000 0.049991778168 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 222000.00000000 PA USD 205636.09000000 0.033567718513 Long DBT CORP US N 2 2027-01-09 Fixed 4.27000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QVX7 75000.00000000 PA USD 18937.50000000 0.003091328323 Long DBT MUN US N 2 2040-07-01 Fixed 5.25000000 Y N N N N N SOLOCAL GROUP 9695005U38X1SF184325 000000000 114605.99000000 PA 32135.13000000 0.005245689111 Long DBT CORP FR N 2 2025-03-15 Floating 10.85000000 N Y N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 24123.50000000 0.003937882973 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1427000.00000000 EUR 1537398.00000000 USD 2023-12-20 24123.50000000 N N N Regions Bank EQTWLK1G7ODGC2MGLV11 000000000 -15199991.20000000 PA USD -15199991.20000000 -2.48122314525 Short RA CORP US N 2 Reverse repurchase N 6.09000000 2024-01-17 15199992.00000000 USD 17608119.56000000 USD CDS N N N Anchorage Capital CLO LTD 549300MP4QPQUMB6AD63 03328LAG7 250000.00000000 PA USD 241624.75000000 0.039442451924 Long ABS-CBDO CORP US N 2 2031-01-28 Floating 8.25000000 N N N N N N Penta CLO S.A. 549300PEHRLZ3HBP3Z85 000000000 240000.00000000 PA 239446.39000000 0.039086859794 Long ABS-CBDO CORP IE Y 2 2034-01-15 Floating 6.12000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 78015EAD0 7596000.00000000 PA USD 7026300.00000000 1.146962386760 Long LON CORP LR N 2 2024-04-05 Fixed 1.30000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 881000.00000000 PA USD 753479.48000000 0.122996829448 Long DBT CORP US N 2 2028-08-15 Fixed 6.88000000 N N N N N N Bosphorus CLO 635400MHW87IZ2JWGW83 000000000 320000.00000000 PA 328224.77000000 0.053578905767 Long ABS-CBDO CORP IE N 2 2032-12-12 Floating 8.60000000 N N N N N N St Pauls CLO 635400REBCMBKKLQ8M86 000000000 305000.00000000 PA 309655.48000000 0.050547683476 Long ABS-CBDO CORP IE N 2 2034-05-20 Floating 6.42000000 N N N N N N Octagon Investment Partners XXI Ltd 549300XIS9D4AHDX5A35 67590QBN6 250000.00000000 PA USD 241234.00000000 0.039378666496 Long ABS-CBDO CORP US N 2 2031-02-14 Floating 7.38000000 N N N N N N Accunia European CLO 549300FB5JAY5VLVX124 000000000 670000.00000000 PA 680888.41000000 0.111147175021 Long ABS-CBDO CORP IE Y 2 2030-10-15 Floating 6.97000000 N N N N N N BlueMountain EUR CLO 635400IYPG2G6NM3OV52 000000000 865000.00000000 PA 873166.84000000 0.142534409695 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 6.42000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZZ8 440000.00000000 PA USD 111100.00000000 0.018135792831 Long DBT MUN US N 2 2029-07-01 Fixed 5.00000000 Y N N N N N Henley Funding Ltd. 635400YRMBLUNSYHHJ03 000000000 485000.00000000 PA 458036.55000000 0.074769180736 Long ABS-CBDO CORP IE Y 2 2034-06-10 Floating 7.11000000 N N N N N N Harvest CLO 635400W3KBC8YPXZJO79 000000000 595000.00000000 PA 589588.50000000 0.096243518376 Long ABS-CBDO CORP IE Y 2 2030-11-18 Floating 6.50000000 N N N N N N Birch Grove CLO Ltd. N/A 09076UAA1 885000.00000000 PA USD 849541.59000000 0.138677860284 Long ABS-CBDO CORP US N 2 2035-01-19 Floating 10.77000000 N N N N N N Profrac Holdings II, LLC N/A 000000000 5932503.44000000 PA USD 5947334.70000000 0.970833753522 Long LON CORP US N 2 2025-03-04 Floating 12.64000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 970000.00000000 PA USD 763044.97000000 0.124558285299 Long DBT CORP US N 2 2031-12-01 Fixed 4.13000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 3894000.00000000 PA USD 2575509.90000000 0.420422268054 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 70000.00000000 OU Notional Amount USD 1736.00000000 0.000283381965 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 1736.00000000 N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KBS7 408044.37000000 PA USD 405748.43000000 0.066233748587 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.57000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 31192000.00000000 OU Notional Amount USD -208654.21000000 -0.03406039177 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-30 0.00000000 USD 0.00000000 USD 31192000.00000000 USD -208654.21000000 N N N Marathon CLO LTD 549300OFW6C351QTYH15 56578JAJ1 1030000.00000000 PA USD 954625.63000000 0.155831617074 Long ABS-CBDO CORP US N 2 2029-11-15 Floating 9.33000000 N N N N N N Neptune Bidco US Inc N/A 000000000 1073000.00000000 PA USD 1044029.00000000 0.170425685451 Long LON CORP US N 3 2029-10-11 Floating 15.26000000 N N N N N N US Radiology Specialists, Inc. 254900QCDFUYXJEFMY06 90372AAJ7 2650646.15000000 PA USD 2511487.23000000 0.409971306041 Long LON CORP US N 2 2027-12-15 Floating 10.74000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 224000.00000000 OU Notional Amount USD 19827.31000000 0.003236579536 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-02 0.00000000 USD 0.00000000 USD 224000.00000000 USD 19827.31000000 N N N Cordatus CLO PLC 549300L3U7O5MFVI3I18 000000000 190000.00000000 PA 185405.91000000 0.030265375098 Long ABS-CBDO CORP IE Y 2 2031-01-27 Floating 6.44000000 N N N N N N MITCHELLS & BUTLERS FINA 213800E7QA1U8BF34219 000000000 719000.00000000 PA 773896.86000000 0.126329731103 Long DBT CORP GB Y 2 2030-09-15 Fixed 6.47000000 N N N N N N Catamaran CLO Ltd 549300C8Q7ISEHHDRH76 14889DAS7 250000.00000000 PA USD 234790.50000000 0.038326839484 Long ABS-CBDO CORP US N 2 2030-04-22 Floating 9.10000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -20116.91000000 -0.00328385339 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 27724000.00000000 EUR 29190599.60000000 USD 2026-01-09 -20116.89000000 N N N Marathon CLO LTD 5493002F390212ZEF773 56576VBC0 590000.00000000 PA USD 584577.31000000 0.095425499441 Long ABS-CBDO CORP US N 2 2028-05-13 Floating 9.13000000 N N N N N N OZLM Ltd 5493002SZMQH8ZTTHX49 67112GAC2 250000.00000000 PA USD 246442.00000000 0.040228812393 Long ABS-CBDO CORP US N 2 2031-04-15 Floating 7.21000000 N N N N N N Ellington CLO LTD 254900YE647HYXEP3N43 28852EAG4 500000.00000000 PA USD 468370.50000000 0.076456078813 Long ABS-CBDO CORP US N 2 2029-02-15 Floating 9.28000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 761000.00000000 PA USD 598123.17000000 0.097636704757 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 56298.97000000 0.009190157124 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 4590000.00000000 GBP 5613570.00000000 USD 2025-12-06 56298.97000000 N N N Penta CLO S.A. 635400CJ99MQCYBUGV50 000000000 100000.00000000 PA 101743.78000000 0.016608497893 Long ABS-CBDO CORP IE Y 2 2035-04-20 Floating 6.39000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 2013000.00000000 PA USD 1823818.26000000 0.297717282852 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 27571VAD5 5529816.09000000 PA USD 5358391.79000000 0.874695620263 Long LON CORP US N 3 2026-11-23 Floating 13.15000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 11572.91000000 0.001889143998 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 502000.00000000 GBP 621959.07000000 USD 2023-12-20 11572.91000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 558000.00000000 PA USD 460080.71000000 0.075102866265 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N OZLM Ltd 549300SDDOLWC85Q9Q65 67111VAE6 250000.00000000 PA USD 244613.25000000 0.039930290060 Long ABS-CBDO CORP US N 2 2031-01-17 Floating 7.16000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 195000.00000000 PA USD 150833.77000000 0.024621872229 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Dartry Park CLO 549300EK539GMKPB1K76 000000000 355000.00000000 PA 359451.54000000 0.058676315591 Long ABS-CBDO CORP IE Y 2 2034-01-28 Floating 6.25000000 N N N N N N Madison Park Funding Ltd N/A 55820YAE7 250000.00000000 PA USD 241280.50000000 0.039386257085 Long ABS-CBDO CORP US N 2 2030-04-20 Floating 8.28000000 N N N N N N Eaton Vance CDO Ltd 549300FPTLP8I41O7F48 27830TAG0 325000.00000000 PA USD 312435.50000000 0.051001489658 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 7.76000000 N N N N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 1145000.00000000 PA USD 1075143.55000000 0.175504776656 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N American Greetings Corporation 549300WMJOT8C9DNMF90 02639DAM8 1059675.00000000 PA USD 1060999.59000000 0.173195938416 Long LON CORP US N 2 2028-04-06 Floating 11.33000000 N N N N N N Carlyle Global Market Strategies N/A 14315BAG1 250000.00000000 PA USD 235904.50000000 0.038508687128 Long ABS-CBDO CORP US N 2 2030-01-15 Floating 8.46000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3856000.00000000 OU Notional Amount 61775.65000000 0.010084161929 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-02-17 0.00000000 GBP 0.00000000 GBP 3856000.00000000 GBP 61775.65000000 N N N Fidelity Grand Harbour CLO 635400KPYNGCFZ6MDR25 000000000 375000.00000000 PA 376006.25000000 0.061378680946 Long ABS-CBDO CORP IE Y 2 2034-10-15 Floating 6.47000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZR6 25000.00000000 PA USD 6312.50000000 0.001030442774 Long DBT MUN US N 2 2030-07-01 Fixed 5.95000000 Y N N N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 400000.00000000 PA 297786.77000000 0.048610253542 Long DBT CORP DE Y 2 2028-01-15 Fixed 1.50000000 N N N N N Delivery Hero SE EUR XXXX N N N KVK CLO Ltd 5493007VGL59COTLZY21 48274GAD4 500000.00000000 PA USD 499946.50000000 0.081610496405 Long ABS-CBDO CORP US N 2 2028-01-14 Floating 11.60000000 N N N N N N Jubilee CDO BV 635400APBYBGXMTWEE61 000000000 285000.00000000 PA 283056.79000000 0.046205754301 Long ABS-CBDO CORP IE N 2 2035-10-15 Floating 6.22000000 N N N N N N Capital Four CLO 549300BEUU8HXTZJGY22 000000000 545000.00000000 PA 551303.53000000 0.089993938858 Long ABS-CBDO CORP IE Y 2 2034-10-15 Floating 5.72000000 N N N N N N DIG INTL FIN/DIG INTL N/A 000000000 28000.00000000 PA USD 24598.96000000 0.004015496331 Long DBT CORP XX Y 3 2024-05-25 Fixed 8.75000000 N N N N N N FRONTIER FLORIDA LLC N/A 362333AH9 1477000.00000000 PA USD 1350882.87000000 0.220516038428 Long DBT CORP US N 2 2028-02-01 Fixed 6.86000000 N N N N N N Longfellow Place CLO Ltd 549300FY38ZCUKZQU403 54303PAW5 520000.00000000 PA USD 521625.00000000 0.085149261345 Long ABS-CBDO CORP US N 2 2029-04-15 Floating 10.16000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZL9 110000.00000000 PA USD 27500.00000000 0.004489057631 Long DBT MUN US N 2 2020-07-01 Fixed 5.00000000 Y N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE DE N 3 Bank of America NA B4TYDEB6GKMZO031MB27 16013592.00000000 USD 14994000.00000000 EUR 2026-03-08 0.00000000 N N N Carlyle Global Market Strategies Ltd 549300CVBX8ZUYQV3Q10 14310BAS0 435000.00000000 PA USD 421605.05000000 0.068822158805 Long ABS-CBDO CORP US N 2 2030-08-14 Floating 8.98000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QB84 10000.00000000 PA USD 2500.00000000 0.000408096148 Long DBT MUN US N 2 2019-07-01 Fixed 10.00000000 Y N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QXP2 5000.00000000 PA USD 1262.50000000 0.000206088554 Long DBT MUN US N 2 2024-07-01 Fixed 5.25000000 Y N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZY1 15000.00000000 PA USD 3787.50000000 0.000618265664 Long DBT MUN US N 2 2042-07-01 Fixed 5.05000000 Y N N N N N Preferred Term Securities XXIV Ltd/Preferred Term Securities XXIV Inc 549300BJ4B7IHHA4GP46 74043CAB3 429846.02000000 PA USD 320343.26000000 0.052292340217 Long ABS-CBDO CORP US N 2 2037-03-22 Floating 5.93000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 1040000.00000000 PA USD 697649.78000000 0.113883275236 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N Armada Euro CLO 549300236OBWCGBX8R96 000000000 880000.00000000 PA 889442.57000000 0.145191234785 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 7.27000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QA69 445000.00000000 PA USD 112362.50000000 0.018341881385 Long DBT MUN US N 2 2036-07-01 Fixed 6.75000000 Y N N N N N Zais CLO 5 LTD 5493001XJXUE8BZ0Q137 98875LAG4 510000.00000000 PA USD 510840.99000000 0.083388896168 Long ABS-CBDO CORP US N 2 2028-10-15 Floating 10.16000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 43.10000000 0.000007035577 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1000.00000000 GBP 1259.01000000 USD 2023-12-20 43.10000000 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAW9 574000.00000000 PA USD 540896.08000000 0.088295042754 Long DBT CORP US N 2 2030-10-15 Fixed 11.00000000 N N N N N N DISH DBS CORP N/A 25470XBE4 4837000.00000000 PA USD 3910839.15000000 0.638399357516 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Discovery Purchaser Corporation 2549001LSO1ZBIPA5D65 25471NAC0 2302481.51000000 PA USD 2145003.29000000 0.350147032308 Long LON CORP US N 2 2029-10-04 Floating 9.77000000 N N N N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 926400AA0 4098000.00000000 PA USD 3017424.89000000 0.492559790174 Long DBT CORP US N 2 2029-07-15 Fixed 4.63000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QKR2 25000.00000000 PA USD 6250.00000000 0.001020240370 Long DBT MUN US N 2 2023-07-01 Fixed 5.00000000 Y N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 281000.00000000 PA USD 252406.85000000 0.041202505317 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N SCUR-Alpha 1503 GmbH 254900GAG6U7Z5TROP43 000000000 4521418.13000000 PA USD 4168204.95000000 0.680411354192 Long LON CORP DE N 2 2030-03-29 Floating 10.88000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 301.71000000 0.000049250675 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 7000.00000000 GBP 8813.07000000 USD 2023-12-20 301.71000000 N N N Harvest CLO 635400JXBOCTDLNBOU28 000000000 285000.00000000 PA 274675.54000000 0.044837611964 Long ABS-CBDO CORP IE Y 2 2034-07-15 Floating 7.37000000 N N N N N N Halcyon Loan Advisors Funding Ltd 5493006GMMSBMRMTK635 40538KAU6 405000.00000000 PA USD 383980.91000000 0.062680452158 Long ABS-CBDO CORP US N 2 2027-07-25 Floating 8.74000000 N N N N N N NCL Corporation Limited UNZWILHE4KMRP9K2L524 000000000 2389000.00000000 PA USD 2373352.05000000 0.387422332079 Long LON CORP BM N 2 2024-01-02 Floating 0.30000000 N N N N N N Gordian Medical, Inc. N/A 74982RAB3 782696.27000000 PA USD 489185.17000000 0.079853833475 Long LON CORP US N 2 2027-01-31 Floating 12.15000000 N N N N N N EVANSTON HOSP CORP N/A 000000000 121160.05000000 PA USD 121160.05000000 0.019777979893 Long LON CORP US N 3 2025-04-29 Floating 15.76000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJA0 -467000.00000000 PA USD -462804.29000000 -0.07554745926 Short DBT UST US N 2 2028-09-30 Fixed 4.63000000 N N N N N N Atrium CDO Corp 549300BF3YFW8EHN6F75 04966HAG1 430000.00000000 PA USD 419401.36000000 0.068462431845 Long ABS-CBDO CORP US N 2 2030-11-21 Floating 7.47000000 N N N N N N Tymon Park CLO Ltd 549300Y293DUMFBSH733 000000000 340000.00000000 PA 336839.92000000 0.054985229580 Long ABS-CBDO CORP IE Y 2 2034-07-21 Floating 7.20000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 7130000.00000000 PA USD 6078360.65000000 0.992222227732 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Erna Srl 8156000268F284900524 000000000 467211.17000000 PA 481166.85000000 0.078544935272 Long ABS-MBS CORP IT Y 2 2031-07-25 Floating 7.56000000 N N N N N N Dryden Senior Loan Fund 5493000CMI5L15ZSNM78 26244KAS5 250000.00000000 PA USD 243109.75000000 0.039684861037 Long ABS-CBDO CORP US N 2 2031-04-15 Floating 7.41000000 N N N N N N Terwin Mortgage Trust N/A 8815612U7 45389.00000000 PA USD 16204.23000000 0.002645153539 Long ABS-O CORP US N 2 2037-07-25 Fixed 0.17000000 N N N N N N Cairn CLO BV 635400WFBG4QJAOM2S84 000000000 410000.00000000 PA 412873.63000000 0.067396855257 Long ABS-CBDO CORP IE Y 2 2036-04-15 Floating 5.72000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 114000.00000000 PA USD 99573.72000000 0.016254260642 Long DBT CORP US N 2 2028-07-01 Fixed 4.63000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 4534000.00000000 PA USD 4312899.49000000 0.704031067974 Long DBT CORP US N 2 2026-10-15 Fixed 8.00000000 N N N N N N Trinitas Euro CLO 635400LANDKVH6IVDD64 000000000 250000.00000000 PA 261323.40000000 0.042658029201 Long ABS-CBDO CORP IE N 2 2035-04-15 Floating 8.60000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38177DAN8 250000.00000000 PA USD 241754.75000000 0.039463672924 Long ABS-CBDO CORP US N 2 2033-04-17 Floating 9.46000000 N N N N N N St Pauls CLO 635400LOBVY9OW2EI809 000000000 375000.00000000 PA 374836.90000000 0.061187798054 Long ABS-CBDO CORP IE Y 2 2030-02-20 Floating 6.82000000 N N N N N N Covetrus, Inc. 5493009S30DUFCF75V87 22304EAC0 1230794.79000000 PA USD 1207058.91000000 0.197038436783 Long LON CORP US N 2 2029-10-13 Floating 10.39000000 N N N N N N BAWAG GROUP AG 529900S9YO2JHTIIDG38 000000000 300000.00000000 PA 305558.20000000 0.049878849802 Long DBT CORP AT Y 2 2029-03-26 Fixed 2.38000000 N N N N N N Oaktree CLO Ltd N/A 67402FAL3 295000.00000000 PA USD 288076.94000000 0.047025235852 Long ABS-CBDO CORP US N 2 2034-07-15 Floating 7.31000000 N N N N N N Sound Point Euro CLO Funding 6354002JD5KEK1NGKT05 000000000 605000.00000000 PA 593733.99000000 0.096920221776 Long ABS-CBDO CORP IE Y 2 2036-01-26 Floating 7.30000000 N N N N N N Sound Point EURO CLO Funding DAC 635400EKBHJAX4BIBT03 000000000 675000.00000000 PA 653119.95000000 0.106614294392 Long ABS-CBDO CORP IE Y 2 2035-01-25 Floating 7.16000000 N N N N N N GOTO GROUP INC 549300D12V5KRBV00592 541056AA5 260000.00000000 PA USD 135878.70000000 0.022180629643 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N Harvest CLO 635400NTEX2XHSDXIB23 000000000 320000.00000000 PA 312927.15000000 0.051081745847 Long ABS-CBDO CORP IE Y 2 2030-11-22 Floating 6.57000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 827000.00000000 PA USD 728817.18000000 0.118970993593 Long DBT CORP DE N 2 2034-02-10 Floating 7.08000000 N N N N N N Gallatin Funding Ltd N/A 36361WAN6 250000.00000000 PA USD 249125.25000000 0.040666821989 Long ABS-CBDO CORP US N 2 2028-01-21 Floating 8.77000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 58178.13000000 0.009496908307 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 1110000.00000000 GBP 1401708.00000000 USD 2026-08-29 58178.13000000 N N N Zais Matrix CDO I 5493009PVOUOQ1A0UG08 98888BBC9 475000.00000000 PA USD 461928.48000000 0.075404493393 Long ABS-CBDO CORP US N 2 2032-04-15 Floating 10.16000000 N N N N N N AP Core Holdings II, LLC 549300PND8ZZ4RWYRZ56 00187GAD1 5529949.83000000 PA USD 5390843.94000000 0.879993059231 Long LON CORP US N 2 2027-09-01 Floating 10.94000000 N N N N N N Anchorage Capital Europe CLO 635400AT2Z7FXMVYD462 000000000 745000.00000000 PA 751707.80000000 0.122707623135 Long ABS-CBDO CORP IE Y 2 2032-07-15 Floating 7.77000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 1741000.00000000 PA USD 1402925.31000000 0.229011366153 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N Anchorage Credit Funding Ltd. 549300FU018PJDVE5C16 03332BAA6 250000.00000000 PA USD 203814.00000000 0.033270283349 Long ABS-CBDO CORP US N 2 2038-04-25 Fixed 7.08000000 N N N N N N St Pauls CLO 549300IKOW2IAQAUBN56 000000000 1090000.00000000 PA 1051677.06000000 0.171674142982 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 6.37000000 N N N N N N Endure Digital Inc. 549300UTQC2651SB0W88 29279UAC0 1060000.00000000 PA USD 998520.00000000 0.162996866405 Long LON CORP US N 3 2026-02-10 Floating 5.21000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1550000.00000000 OU Notional Amount 48761.08000000 0.007959683574 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-12-21 0.00000000 GBP 0.00000000 GBP 1550000.00000000 GBP 48761.08000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QYQ9 5000.00000000 PA USD 1262.50000000 0.000206088554 Long DBT MUN US N 2 2025-07-01 Fixed 5.00000000 Y N N N N N Avoca CLO 549300BLHZHHMT8XUI93 000000000 165000.00000000 PA 157255.80000000 0.025670194512 Long ABS-CBDO CORP IE Y 2 2034-07-15 Floating 6.97000000 N N N N N N ACProducts, Inc. 254900KTNXVUUHWHBF39 00488YAB2 3457220.37000000 PA USD 2759052.00000000 0.450383397679 Long LON CORP US N 2 2028-05-17 Floating 9.90000000 N N N N N N Elevation CLO Ltd 5493005VN5WX000OV470 28623VAJ8 500000.00000000 PA USD 483037.00000000 0.078850215677 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 8.11000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 22796.38000000 0.003721245949 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 318000.00000000 GBP 409455.34000000 USD 2023-12-20 22796.38000000 N N N Golub Capital Partners CLO, LTD 254900N3E7Y6I5DRGW52 38178DAG2 310000.00000000 PA USD 302131.89000000 0.049319544236 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 7.77000000 N N N N N N NEWFOLD DIGITAL HLDGS GR 549300UTQC2651SB0W88 650929AA0 3168000.00000000 PA USD 3203259.84000000 0.522895201101 Long DBT CORP US N 2 2028-10-15 Fixed 11.75000000 N N N N N N Avalara, Inc 549300Q16CMW239SS315 000000000 4653487.00000000 PA USD 4583684.70000000 0.748233628463 Long LON CORP US N 3 2028-10-19 Floating 12.64000000 N N N N N N Benefit Street Partners CLO Ltd 549300PVYNJC7QL0GC48 08179XAU9 250000.00000000 PA USD 250217.75000000 0.040845160005 Long ABS-CBDO CORP US N 2 2029-07-15 Floating 9.36000000 N N N N N N Avoca CLO 549300JQ57GOFHS3VT07 000000000 455000.00000000 PA 459945.31000000 0.075080763778 Long ABS-CBDO CORP IE Y 2 2034-04-15 Floating 5.47000000 N N N N N N Gam Resecuritization Trust N/A 36459TBE5 35000.00000000 PA USD 30810.42000000 0.005029445491 Long ABS-MBS CORP US N 2 2051-09-27 Fixed 0.00000000 N N N N N N Hexion Holdings Corporation 549300LBB370MUHGLV84 00217XAB2 1278472.00000000 PA USD 1185463.16000000 0.193513179825 Long LON CORP US N 2 2029-03-15 Floating 10.03000000 N N N N N N PREFERRED TERM SECS XXVI N/A 74042QAB3 268463.15000000 PA USD 214376.36000000 0.034994466722 Long ABS-CBDO CORP XX N 2 2037-09-22 Floating 5.92000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 467686.24000000 0.076344381265 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 13109000.00000000 EUR 14271768.30000000 USD 2026-03-27 467686.24000000 N N N DirecTV Financing, LLC N/A 25460HAB8 787203.69000000 PA USD 767385.84000000 0.125266882230 Long LON CORP US N 2 2027-08-02 Floating 10.32000000 N N N N N N TBW Mortgage Backed Pass Through Certificates N/A 87222PAE3 50109.60000000 PA USD 33470.12000000 0.005463610822 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.42000000 N N N N N N Anchorage Capital Europe CLO 635400HYNZWTWNENDW97 000000000 410000.00000000 PA 417906.39000000 0.068218395245 Long ABS-CBDO CORP IE Y 2 2034-04-15 Floating 6.37000000 N N N N N N TCI-Symphony CLO N/A 87232BAE2 400000.00000000 PA USD 386789.20000000 0.063138873091 Long ABS-CBDO CORP US N 2 2030-07-15 Floating 9.06000000 N N N N N N Torrid LLC N/A 89142DAB9 2103389.73000000 PA USD 1705722.87000000 0.278439573335 Long LON CORP US N 2 2028-06-14 Floating 11.26000000 N N N N N N BAWAG Group AG 529900S9YO2JHTIIDG38 000000000 1200000.00000000 PA 1041170.68000000 0.169959097698 Long DBT CORP AT Y 2 2025-05-14 Fixed 5.00000000 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 00401YAA8 590000.00000000 PA USD 556104.50000000 0.090777641804 Long DBT CORP US N 2 2027-11-15 Fixed 6.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CK1 4062000.00000000 PA USD 3947776.56000000 0.644428963416 Long DBT CORP GB N 2 2025-08-10 Fixed 8.00000000 N N N N N N Coupa Holdings,LLC N/A 000000000 91535.43000000 PA USD 90253.93000000 0.014732912481 Long LON CORP US N 3 2029-02-27 Fixed 0.50000000 N N N N N N GAM DEPO SRS H N/A 000000000 1.00000000 NS USD 563386.74000000 0.091966383442 Long EC CORP US N 3 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QLL4 15000.00000000 PA USD 3750.00000000 0.000612144222 Long DBT MUN US N 2 2018-07-01 Floating 0.00000000 Y N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 4217000.00000000 PA USD 3461903.98000000 0.565115872028 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A 38431AAA4 1264000.00000000 PA USD 1133476.83000000 0.185027011410 Long DBT CORP US N 2 2028-12-15 Fixed 9.88000000 N N N N N N Babson Euro CLO B.V. 549300EGZCEL8MUE5F06 000000000 245000.00000000 PA 246947.32000000 0.040311300051 Long ABS-CBDO CORP IE Y 2 2034-10-15 Floating 6.92000000 N N N N N N Ozlme 635400VVYCGBQEIQI426 000000000 300000.00000000 PA 302871.47000000 0.049440272136 Long ABS-CBDO CORP IE Y 2 2034-04-18 Floating 5.58000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 -810000.00000000 PA USD -693056.25000000 -0.11313343447 Short DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N BlackRock European CLO DAC 635400RUFMRMBL1HMT43 000000000 900000.00000000 PA 882313.97000000 0.144027573104 Long ABS-CBDO CORP IE Y 2 2030-07-15 Floating 6.62000000 N N N N N N MKS CLO Ltd 549300JCIKT6NT8T1275 12662CAG2 535000.00000000 PA USD 507259.18000000 0.082804207022 Long ABS-CBDO CORP US N 2 2031-01-20 Floating 8.33000000 N N N N N N Crown Finance US, Inc. N/A 000000000 4778367.82000000 PA USD 4886430.61000000 0.797653404378 Long LON CORP US N 2 2028-07-31 Floating 14.38000000 N N N N N N Regions Bank EQTWLK1G7ODGC2MGLV11 000000000 -4146456.00000000 PA USD -4146456.00000000 -0.67686108910 Short RA CORP US N 2 Reverse repurchase N 6.02000000 2023-11-10 4146456.00000000 USD 4783139.92000000 USD CDS N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 837000.00000000 PA USD 673811.62000000 0.109991970724 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAA8 713000.00000000 PA USD 691865.11000000 0.112938994617 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 15753.05000000 0.002571503611 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 252000.00000000 GBP 322162.04000000 USD 2023-12-20 15753.05000000 N N N Carval CLO LTD N/A 14687MAE2 355000.00000000 PA USD 346508.76000000 0.056563556125 Long ABS-CBDO CORP US N 2 2034-10-15 Floating 7.86000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 693000.00000000 PA USD 642251.89000000 0.104840209022 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N Providus CLO 635400JHNUBVSY8RBH70 000000000 420000.00000000 PA 406250.64000000 0.066315728573 Long ABS-CBDO CORP IE Y 2 2034-04-20 Floating 7.24000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZG0 5000.00000000 PA USD 1250.00000000 0.000204048074 Long DBT MUN US N 2 2022-07-01 Fixed 3.75000000 Y N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 813000.00000000 PA USD 578423.69000000 0.094420991993 Long DBT CORP IT N 2 2032-06-01 Fixed 4.20000000 N N N N N N JMP Credit Advisors CLO Ltd 54930013XSXE4PJVBQ28 46647YAG2 610000.00000000 PA USD 609758.44000000 0.099536028306 Long ABS-CBDO CORP US N 2 2029-07-17 Floating 9.81000000 N N N N N N ALTERYX INC 549300XWZG0JHL7I0827 02156BAG8 2507000.00000000 PA USD 2477961.22000000 0.404498571821 Long DBT CORP US N 2 2028-03-15 Fixed 8.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 260000.00000000 PA USD 235300.00000000 0.038410009479 Long DBT CORP US N 2 2030-08-15 Fixed 9.88000000 N N N N N N Providus CLO 635400JHNUBVSY8RBH70 000000000 355000.00000000 PA 358853.55000000 0.058578700625 Long ABS-CBDO CORP IE Y 2 2034-04-20 Floating 5.62000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAQ7 310000.00000000 PA USD 292296.97000000 0.047714107048 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.96000000 N N N N N N BNP PARIBAS PRIME BROKER N/A 000000000 49201.80000000 NS 52060.44000000 0.008498266017 Long STIV CORP DE N 1 N N N Fair Oaks Loan Funding 635400GX6HQAODBDUR26 000000000 385000.00000000 PA 382607.12000000 0.062456196795 Long ABS-CBDO CORP IE Y 2 2034-04-15 Floating 7.37000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 2635000.00000000 PA USD 2216634.86000000 0.361840059434 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 2187000.00000000 PA USD 1443870.30000000 0.235695163238 Long DBT CORP MX N 2 2035-06-15 Fixed 6.63000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 573000.00000000 PA USD 396071.12000000 0.064654039412 Long DBT CORP FR N 2 2029-01-15 Fixed 5.13000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QXT4 195000.00000000 PA USD 49237.50000000 0.008037453641 Long DBT MUN US N 2 2040-07-01 Fixed 6.13000000 Y N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AP2 2983000.00000000 PA USD 1667258.36000000 0.272160685984 Long DBT CORP CA N 2 2027-02-01 Fixed 6.13000000 N N N N N N Canyon Capital CLO Ltd 549300W778MFSPI8C872 13875LAS7 665000.00000000 PA USD 637562.10000000 0.104074654928 Long ABS-CBDO CORP US N 2 2031-01-30 Floating 7.45000000 N N N N N N Houghton Mifflin Harcourt Publishing Company 549300L3IA0HX4NLPQ61 44157YAE4 3539662.14000000 PA USD 3308097.44000000 0.540008729405 Long LON CORP US N 2 2029-04-09 Floating 10.67000000 N N N N N N Coupa Holdings,LLC N/A 000000000 1338918.29000000 PA USD 1321512.35000000 0.215721639993 Long LON CORP US N 3 2030-02-27 Floating 12.82000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZR7 976000.00000000 PA USD 889230.40000000 0.145156600481 Long DBT CORP US N 2 2029-05-03 Fixed 5.11000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDT4 206000.00000000 PA USD 195881.94000000 0.031975466095 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N Cairn CLO BV 549300TJNM6WMNNV4384 000000000 440000.00000000 PA 448953.10000000 0.073286412353 Long ABS-CBDO CORP IE Y 2 2030-01-31 Floating 10.30000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 636000.00000000 PA USD 500738.70000000 0.081739813912 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N OZLM Ltd 5493008RJIODIVVGSK16 67111DAY2 770000.00000000 PA USD 706574.33000000 0.115340105028 Long ABS-CBDO CORP US N 2 2033-04-20 Floating 8.93000000 N N N N N N Ellington CLO LTD 254900TQC62LFRK4R517 28851QAL7 410000.00000000 PA USD 398673.34000000 0.065078821795 Long ABS-CBDO CORP US N 2 2029-10-15 Floating 9.01000000 N N N N N N Capital Four CLO 549300MUYIMW1VRJ5K26 000000000 290000.00000000 PA 296267.39000000 0.048362232292 Long ABS-CBDO CORP IE Y 2 2034-01-15 Floating 6.67000000 N N N N N N BX Trust N/A 05608RAL9 345000.00000000 PA USD 323657.20000000 0.052833302677 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.69000000 N N N N N N Solocal Group 9695005U38X1SF184325 000000000 357030.61000000 PA 100110.16000000 0.016341828281 Long DBT CORP FR N 2 2025-03-15 Floating 10.85000000 N Y N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3594.88000000 -0.00058682267 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 141454.50000000 USD 130000.00000000 EUR 2023-12-20 -3594.88000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 4300000.00000000 PA USD 3581589.71000000 0.584653186197 Long DBT CORP US N 2 2030-05-15 Fixed 7.13000000 N N N N N N Carlyle Global Market Strategies Euro 635400EAUJUSP1LZTU42 000000000 525000.00000000 PA 509461.48000000 0.083163707081 Long ABS-CBDO CORP IE Y 2 2034-04-15 Floating 6.37000000 N N N N N N St Pauls CLO 549300IKOW2IAQAUBN56 000000000 330000.00000000 PA 331483.29000000 0.054110821551 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 5.12000000 N N N N N N Steele Creek CLO Ltd N/A 85816VAC0 250000.00000000 PA USD 241919.25000000 0.039490525651 Long ABS-CBDO CORP US N 2 2030-10-15 Floating 7.56000000 N N N N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AG6 3707000.00000000 PA USD 741400.00000000 0.121024993744 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N Liberty Interactive LLC USD XXXX N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 65000.00000000 OU Notional Amount USD 1942.20000000 0.000317041735 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-08 0.00000000 USD 0.00000000 USD 65000.00000000 USD 1942.20000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 188567.97000000 0.030781544900 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3078000.00000000 EUR 3452659.70000000 USD 2023-12-20 188567.97000000 N N N MOUNTAIN VIEW CLO N/A 62432HAG5 250000.00000000 PA USD 249908.25000000 0.040794637702 Long ABS-CBDO CORP US N 2 2029-10-16 Floating 9.26000000 N N N N N N ARES CLO Ltd 635400YF4AHA6NB2CU53 04015NAL8 1370000.00000000 PA USD 1311739.38000000 0.214126315428 Long ABS-CBDO CORP US N 2 2030-10-15 Floating 8.31000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 1466000.00000000 PA USD 1107612.73000000 0.180804995574 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Fannie Mae - CAS N/A 20754EAB1 230000.00000000 PA USD 229803.74000000 0.037512808464 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 8.02000000 N N N N N N TUI CRUISES GMBH 529900SVD83QUUIZYY18 000000000 3067000.00000000 PA 3018030.03000000 0.492658572296 Long DBT CORP DE Y 2 2026-05-15 Fixed 6.50000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51818LAB4 1824000.00000000 PA USD 1967705.66000000 0.321205240345 Long DBT CORP CL N 2 2029-10-15 Fixed 13.38000000 N N N N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775PAA5 1714000.00000000 PA USD 1399378.16000000 0.228432334852 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N QUORUM LITIGATION TRUST FUNDIN N/A 000000000 1785.29000000 NS USD 1785.29000000 0.000291427989 Long EC CORP US N 3 N N N City of Detroit MI 549300BQRJP7MKKHOY28 25113PAM7 203718.76000000 PA USD 203718.76000000 0.033254736518 Long DBT MUN US N 2 2020-06-15 Fixed 4.81000000 Y N N N N N OCP Euro CLO 635400KNK84TMOLEE581 000000000 355000.00000000 PA 357094.49000000 0.058291554381 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 6.72000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QA28 10000.00000000 PA USD 2525.00000000 0.000412177109 Long DBT MUN US N 2 2042-07-01 Fixed 5.00000000 Y N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KEL9 1285000.00000000 PA USD 1285088.92000000 0.209775935397 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 7.42000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 1701000.00000000 PA USD 1323131.36000000 0.215985924692 Long DBT CORP US N 2 2029-07-01 Fixed 4.13000000 N N N N N N CarMax Auto Owner Trust N/A 14318UAH4 660000.00000000 PA USD 672547.46000000 0.109785611193 Long ABS-O CORP US N 2 2029-04-16 Fixed 8.08000000 N N N N N N MIWD HLDCO II/MIWD FIN N/A 55337PAA0 3015000.00000000 PA USD 2396050.65000000 0.391127616572 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N Bilbao CLO 635400HO2KGIJXCZSO48 000000000 515000.00000000 PA 520741.54000000 0.085005046696 Long ABS-CBDO CORP IE Y 2 2031-07-20 Floating 5.69000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QD74 69427.00000000 PA USD 17356.75000000 0.002833289128 Long DBT MUN US N 2 2021-07-01 Fixed 10.00000000 Y N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 1899000.00000000 PA USD 1501558.29000000 0.245112061847 Long DBT CORP US N 2 2031-12-01 Fixed 4.63000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QC75 20000.00000000 PA USD 5000.00000000 0.000816192296 Long DBT MUN US N 2 2018-07-01 Fixed 5.40000000 Y N N N N N CTP NV 3157000YTVO4TN65UM14 000000000 467000.00000000 PA 342121.77000000 0.055847430636 Long DBT CORP NL Y 2 2031-09-27 Fixed 1.50000000 N N N N N N Jack Ohio Finance LLC 5493002ERZW63JFJI167 46647KAG2 1281180.29000000 PA USD 1266767.01000000 0.206785095037 Long LON CORP US N 2 2028-10-04 Floating 10.19000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 450345.28000000 0.073513669671 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 13028000.00000000 EUR 14151013.60000000 USD 2026-08-25 450345.28000000 N N N Continental Finance Credit Credit Card ABS Master Trust N/A 66981PAJ7 253000.00000000 PA USD 252344.76000000 0.041192369841 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 1248EPCE1 269000.00000000 PA USD 216051.47000000 0.035267909097 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N Regions Bank EQTWLK1G7ODGC2MGLV11 000000000 -1977528.00000000 PA USD -1977528.00000000 -0.32280862399 Short RA CORP US N 2 Reverse repurchase N 6.00000000 2023-11-10 1977528.00000000 USD 2212022.12000000 USD CDS N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 53226GAK7 3741112.36000000 PA USD 3523192.57000000 0.575120527034 Long LON CORP US N 2 2027-01-29 Floating 11.13000000 N N N N N N Carlyle Global Market Strategies Euro 6354002X9OAWDIJSMW67 000000000 160000.00000000 PA 147662.06000000 0.024104127175 Long ABS-CBDO CORP IE Y 2 2031-01-15 Floating 6.47000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 000000000 -1050405.00000000 PA USD -1050405.00000000 -0.17146649386 Short RA CORP US N 2 Reverse repurchase N 6.20000000 2023-12-01 1050405.00000000 USD 1306047.50000000 USD CDS N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 392000.00000000 PA USD 302113.22000000 0.049316496574 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 8733000.00000000 OU Notional Amount -31738.53000000 -0.00518094873 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-10-09 0.00000000 EUR 0.00000000 EUR 8733000.00000000 EUR -31738.53000000 N N N LUX 2023-LION N/A 55067LAE7 590000.00000000 PA USD 595161.20000000 0.097153197338 Long ABS-MBS CORP US N 2 2040-08-15 Floating 9.27000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4619.97000000 0.000754156784 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 317000.00000000 GBP 390063.02000000 USD 2023-12-20 4619.97000000 N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAS5 435000.00000000 PA USD 422308.01000000 0.068936908913 Long ABS-CBDO CORP US N 2 2030-08-15 Floating 8.78000000 N N N N N N Cedar Funding Ltd 549300G87EGFMLOYN341 15032FAG1 395000.00000000 PA USD 381461.38000000 0.062269167963 Long ABS-CBDO CORP US N 2 2031-01-20 Floating 7.43000000 N N N N N N Fannie Mae - CAS N/A 20754BAB7 1460000.00000000 PA USD 1461270.05000000 0.238535471620 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 8.32000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QZK1 10000.00000000 PA USD 2500.00000000 0.000408096148 Long DBT MUN US N 2 2019-07-01 Fixed 5.00000000 Y N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 421213.89000000 0.068758306450 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 9601000.00000000 EUR 10518855.60000000 USD 2026-06-26 421213.90000000 N N N Aurium CLO 549300V2IBKMYWMKX423 000000000 380000.00000000 PA 372368.56000000 0.060784870035 Long ABS-CBDO CORP IE Y 2 2034-05-15 Floating 6.88000000 N N N N N N Alba Plc 2138008XOOHJFP498784 000000000 510768.00000000 PA 561594.86000000 0.091673879711 Long ABS-MBS CORP GB Y 2 2039-03-17 Floating 5.63000000 N N N N N N Charlotte Buyer, Inc. N/A 12568YAF1 6400000.00000000 PA USD 6344000.00000000 1.035584785962 Long LON CORP US N 2 2028-08-11 Floating 13.59000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5917000.00000000 OU Notional Amount -36470.60000000 -0.00595340455 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-10-09 0.00000000 EUR 0.00000000 EUR 5917000.00000000 EUR -36470.60000000 N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAF4 6762000.00000000 PA USD 6187230.00000000 1.009993892694 Long DBT CORP US N 2 2025-03-01 Fixed 0.00000000 N N N N Y RingCentral Inc USD XXXX N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 000000000 211940.57000000 PA USD 138291.22000000 0.022574445691 Long LON CORP US N 2 2028-07-01 Floating 9.89000000 N N N N N N CIFC European Funding CLO 5493004XSET4KDEYQK74 000000000 520000.00000000 PA 505511.81000000 0.082518969035 Long ABS-CBDO CORP IE Y 2 2034-11-23 Floating 7.12000000 N N N N N N Fannie Mae - CAS N/A 20754AAB9 183710.00000000 PA USD 181076.81000000 0.029558699484 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 6.97000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 3557000.00000000 PA USD 2817451.68000000 0.459916471468 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 2384000.00000000 PA USD 2396997.28000000 0.391282142995 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAB1 1448000.00000000 PA USD 1432890.71000000 0.233902871882 Long DBT CORP US N 2 2027-05-15 Fixed 10.50000000 N N N N N N Fair Oaks Loan Funding 6354004U8KOSAQM2GV94 000000000 370000.00000000 PA 361870.17000000 0.059071129026 Long ABS-CBDO CORP IE Y 2 2034-04-15 Floating 7.02000000 N N N N N N Magenta Buyer LLC 254900F51KU7HIRXTS68 55910RAE3 1110000.00000000 PA USD 496725.00000000 0.081084623708 Long LON CORP US N 2 2029-07-27 Floating 13.89000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 000000000 1665000.00000000 PA 1740092.28000000 0.284049982871 Long DBT CORP IE Y 2 2025-05-19 Fixed 7.50000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 2061000.00000000 PA USD 1975696.43000000 0.322509641328 Long DBT CORP AU N 2 2030-05-01 Fixed 8.50000000 N N N N N N Avoca CLO 549300JQ57GOFHS3VT07 000000000 285000.00000000 PA 279644.32000000 0.045648707956 Long ABS-CBDO CORP IE Y 2 2034-04-15 Floating 7.02000000 N N N N N N Clover CLO 549300T7MAWQDFU61E82 22284HAG8 1710000.00000000 PA USD 1688717.34000000 0.275663616818 Long ABS-CBDO CORP US N 2 2029-10-15 Floating 9.41000000 N N N N N N TI AUTOMOTIVE FINANCE 549300MZ54ZRN8UFQS35 000000000 1355000.00000000 PA 1199229.99000000 0.195760455944 Long DBT CORP GB Y 2 2029-04-15 Fixed 3.75000000 N N N N N N Jubilee CDO BV 635400APBYBGXMTWEE61 000000000 305000.00000000 PA 289149.58000000 0.047200331953 Long ABS-CBDO CORP IE Y 2 2035-10-15 Floating 7.17000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAW5 1446000.00000000 PA USD 1293801.27000000 0.211198125988 Long DBT CORP US N 2 2030-07-15 Fixed 5.50000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 3087000.00000000 PA USD 2630762.33000000 0.429441589601 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 837000.00000000 PA USD 426535.79000000 0.069627045206 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AL5 1162000.00000000 PA USD 220780.00000000 0.036039787049 Long DBT CORP US N 2 2030-02-15 Fixed 3.75000000 N N N N N Liberty Interactive LLC USD XXXX N N N Carlyle Global Market Strategies Euro N/A 000000000 250000.00000000 PA 216388.16000000 0.035322869854 Long ABS-CBDO CORP IE Y 2 2033-04-15 Floating 9.41000000 N N N N N N Venture CDO Ltd 549300EDZDHKTKE7JV77 92330WAW7 530000.00000000 PA USD 520448.87000000 0.084957271696 Long ABS-CBDO CORP US N 2 2028-10-20 Floating 9.73000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 696000.00000000 PA USD 347961.79000000 0.056800746503 Long DBT CORP CA N 2 2028-06-01 Fixed 4.88000000 N N N N N N FRONTIER NORTH INC N/A 362337AK3 5029000.00000000 PA USD 4602817.40000000 0.751356820933 Long DBT CORP US N 2 2028-02-15 Fixed 6.73000000 N N N N N N GoTo Group, Inc. 549300D12V5KRBV00592 54142KAD3 1372801.37000000 PA USD 873939.08000000 0.142660468963 Long LON CORP US N 2 2027-08-31 Floating 10.28000000 N N N N N N IMA INDUSTRIA MACCHINE 815600D86992FDA7B908 000000000 825000.00000000 PA 785848.97000000 0.128280775125 Long DBT CORP IT Y 2 2028-01-15 Fixed 3.75000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QXV9 55000.00000000 PA USD 13750.00000000 0.002244528815 Long DBT MUN US N 2 2022-07-01 Fixed 5.25000000 Y N N N N N TIDEWATER INC 2549000JA5GRUPLMUH98 000000000 1300000.00000000 PA USD 1342250.00000000 0.219106822030 Long DBT CORP US Y 2 2028-07-03 Fixed 10.38000000 N N N N N N Cairn CLO BV 54930016G03QMPTEMV89 000000000 415000.00000000 PA 413186.47000000 0.067447922777 Long ABS-CBDO CORP IE Y 2 2032-04-25 Floating 5.46000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAM9 1213000.00000000 PA USD 814032.17000000 0.132881357272 Long DBT CORP US N 2 2034-12-15 Fixed 4.50000000 N N N N N N Toro European CLO 635400SBMZDOVHEFNA56 000000000 400000.00000000 PA 398524.29000000 0.065054491103 Long ABS-CBDO CORP IE Y 2 2032-01-12 Floating 6.44000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 77253.41000000 0.012610727626 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4236000.00000000 EUR 4569356.26000000 USD 2023-12-20 77253.41000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 400000.00000000 PA USD 318910.12000000 0.052058396652 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 2014000.00000000 PA USD 1898167.21000000 0.309853890903 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 985000.00000000 PA USD 970016.77000000 0.158344043054 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.12000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 25167.87000000 0.004108364323 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 912000.00000000 EUR 992306.16000000 USD 2023-12-20 25167.87000000 N N N Harvest CLO 635400H4BIBT9YC1IC52 000000000 250000.00000000 PA 245256.32000000 0.040035263816 Long ABS-CBDO CORP IE N 2 2032-10-20 Floating 6.04000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 1977000.00000000 PA USD 1472173.05000000 0.240315260542 Long DBT CORP US N 2 2032-02-15 Fixed 3.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1520.25000000 0.000248163267 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1129274.82000000 USD 930000.00000000 GBP 2023-12-20 1520.25000000 N N N Avoca CLO 549300K6K5XESJRIKM24 000000000 195000.00000000 PA 192587.28000000 0.031437650872 Long ABS-CBDO CORP IE Y 2 2031-04-15 Floating 8.57000000 N N N N N N Stratton Hawksmoor Plc 635400JRRWGMH8GFD869 000000000 250000.00000000 PA 288023.51000000 0.047016514022 Long ABS-MBS CORP GB N 2 2053-02-25 Floating 7.22000000 N N N N N N SEADRILL FINANCE LTD 213800WMN3OHFUDHD642 81172QAA2 3693000.00000000 PA USD 3698207.13000000 0.603689634168 Long DBT CORP BM N 2 2030-08-01 Fixed 8.38000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAQ2 692000.00000000 PA USD 680806.08000000 0.111133735598 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QKP6 5000.00000000 PA USD 1250.00000000 0.000204048074 Long DBT MUN US N 2 2021-07-01 Fixed 5.00000000 Y N N N N N ENDO LUX FIN CO I SARL N/A 29280BAA3 3440000.00000000 PA USD 2274029.20000000 0.371209023069 Long DBT CORP LU N 2 2029-04-01 Fixed 6.13000000 Y N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 18000.00000000 OU Notional Amount USD 2183.45000000 0.000356423014 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 2183.45000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QKV3 35000.00000000 PA USD 8837.50000000 0.001442619884 Long DBT MUN US N 2 2027-07-01 Fixed 5.00000000 Y N N N N N RRE Loan Management 549300IHUYG0ABIBLE53 000000000 455000.00000000 PA 460478.26000000 0.075167761715 Long ABS-CBDO CORP IE N 2 2036-01-15 Floating 5.57000000 N N N N N N Omni Intermediate Holdings, LLC N/A 000000000 1711000.00000000 PA USD 1717844.00000000 0.280418207922 Long LON CORP US N 3 2027-12-30 Floating 14.54000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 168183.24000000 0.027453972982 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 5395000.00000000 GBP 6709222.00000000 USD 2026-04-21 168183.24000000 N N N THOR INDUSTRIES 254900XZO1228PDSG060 885160AA9 2702000.00000000 PA USD 2181323.74000000 0.356075926608 Long DBT CORP US N 2 2029-10-15 Fixed 4.00000000 N N N N N N RRE Loan Management 549300D6UNTEPRSJ6X22 000000000 620000.00000000 PA 635389.86000000 0.103720061817 Long ABS-CBDO CORP IE Y 2 2037-01-15 Floating 5.72000000 N N N N N N St Pauls CLO 549300IMSL8GGSOV5A04 000000000 365000.00000000 PA 353521.17000000 0.057708251129 Long ABS-CBDO CORP IE Y 2 2030-04-25 Floating 6.66000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 2755000.00000000 PA USD 2744526.90000000 0.448012342734 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAH3 2420000.00000000 PA USD 2283475.70000000 0.372751055175 Long DBT CORP US N 2 2023-12-01 Floating 9.65000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 000000000 805000.00000000 PA USD 805000.00000000 0.131406959757 Long LON CORP CA N 2 2030-08-01 Floating 9.64000000 N N N N N N OZLM Ltd N/A 67108WBL2 250000.00000000 PA USD 250587.75000000 0.040905558235 Long ABS-CBDO CORP US N 2 2029-07-17 Floating 8.66000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AU3 275000.00000000 PA USD 255832.50000000 0.041761703145 Long DBT CORP GB N 2 2025-09-27 Fixed 7.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 381000.00000000 PA USD 222000.93000000 0.036239089782 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N UTEX INDUSTRIES COMMON N/A 000000000 8041.00000000 NS USD 510603.50000000 0.083350128666 Long EC CORP US N 1 N N N Madison Park Euro Funding 635400YQDA4E9VNFPW67 000000000 850000.00000000 PA 846057.63000000 0.138109144022 Long ABS-CBDO CORP IE Y 2 2031-02-15 Floating 5.63000000 N N N N N N JERROLD FINCO PLC 213800F7AYNHLL1BPR31 000000000 510000.00000000 PA 578028.02000000 0.094356403431 Long DBT CORP GB Y 2 2026-01-15 Fixed 4.88000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428104AA1 202000.00000000 PA USD 186706.14000000 0.030477622640 Long DBT CORP US N 2 2028-06-15 Fixed 5.13000000 N N N N N N Anchorage Credit Funding Ltd. 5493003NNQWXMTSTMF21 03330EAS3 250000.00000000 PA USD 214539.00000000 0.035021015825 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 74526QZT2 5000.00000000 PA USD 1262.50000000 0.000206088554 Long DBT MUN US N 2 2040-07-01 Fixed 6.25000000 Y N N N N N Ozlme 635400VVYCGBQEIQI426 000000000 475000.00000000 PA 467794.87000000 0.076362113859 Long ABS-CBDO CORP IE N 2 2034-04-18 Floating 7.48000000 N N N N N N Sculptor European CLO 635400LLV8UFATLHHM75 000000000 590000.00000000 PA 586127.69000000 0.095678581083 Long ABS-CBDO CORP IE Y 2 2034-10-15 Floating 6.27000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35565TBD0 310000.00000000 PA USD 331168.29000000 0.054059401437 Long ABS-MBS USGSE US N 2 2050-11-25 Floating 9.32000000 N N N N N N Z CAPITAL CREDIT PARTNERS CLO N/A 98877GAW8 455000.00000000 PA USD 449875.34000000 0.073436957390 Long ABS-CBDO CORP US N 2 2031-07-16 Floating 8.56000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172442AT2 1089525.00000000 PA USD 1089797.38000000 0.177896845288 Long LON CORP US N 2 2030-05-24 Floating 9.14000000 N N N N N N Regions Bank EQTWLK1G7ODGC2MGLV11 000000000 -1278072.50000000 PA USD -1278072.50000000 -0.20863058580 Short RA CORP US N 2 Reverse repurchase N 6.07000000 2023-12-27 1278073.00000000 USD 1481926.11000000 USD CDS N N N Regatta VIII Funding Ltd 2549002R0TTC87W9EH67 75888KAG9 425000.00000000 PA USD 414943.23000000 0.067734693572 Long ABS-CBDO CORP US N 2 2030-10-17 Floating 8.86000000 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAB1 706000.00000000 PA USD 704902.17000000 0.115067144206 Long DBT CORP US N 2 2031-11-01 Fixed 7.38000000 N N N N N N Sound Point EURO CLO Funding DAC 635400EKBHJAX4BIBT03 000000000 555000.00000000 PA 537009.73000000 0.087660640968 Long ABS-CBDO CORP IE N 2 2035-01-25 Floating 7.16000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -4037.04000000 -0.00065900018 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 1879000.00000000 GBP 2280918.10000000 USD 2026-10-20 -4037.02000000 N N N BlackRock European CLO DAC 635400W1YWJZZ6DJ5Z34 000000000 300000.00000000 PA 288693.42000000 0.047125869098 Long ABS-CBDO CORP IE Y 2 2031-03-15 Floating 6.15000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -63103.09000000 -0.01030085119 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2161750.76000000 USD 1979000.00000000 EUR 2023-12-20 -63103.09000000 N N N Aurium CLO 549300LCZQMYMASRK585 000000000 305000.00000000 PA 282733.08000000 0.046152912379 Long ABS-CBDO CORP IE Y 2 2031-01-16 Floating 6.27000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAC9 2184000.00000000 PA USD 2131212.72000000 0.347895880908 Long DBT CORP US N 2 2026-04-15 Fixed 8.00000000 N N N N N N Talen Energy Supply, LLC K5K33XN0PQAU1XF7NN66 87422LAV2 837087.97000000 PA USD 839034.20000000 0.136962650129 Long LON CORP US N 2 2030-05-17 Floating 9.88000000 N N N N N N Erna Srl 8156000268F284900524 000000000 169286.34000000 PA 176275.68000000 0.028774970419 Long ABS-MBS CORP IT Y 2 2031-07-25 Floating 6.21000000 N N N N N N Jubilee CDO BV 635400LOAYAU3RCPF891 000000000 475000.00000000 PA 477935.68000000 0.078017484060 Long ABS-CBDO CORP IE Y 2 2034-01-16 Floating 7.87000000 N N N N N N Speed Midco 3 S.a r.l. N/A 000000000 3920000.00000000 PA 4164344.14000000 0.679781121515 Long LON CORP LU N 3 2029-05-16 Floating 10.37000000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 1726000.00000000 PA USD 1599800.28000000 0.261148932936 Long DBT CORP CA N 2 2029-01-15 Fixed 6.88000000 N N N N N N CATALYST HEALTH (MAN) FI N/A 000000000 236659.98000000 PA 522687.01000000 0.085322622221 Long DBT CORP GB N 2 2040-09-30 Fixed 2.41000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2111.96000000 0.000344753096 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 49000.00000000 GBP 61691.49000000 USD 2023-12-20 2111.96000000 N N N Avoca CLO 63540019ZRWR9Z7GEY65 000000000 360000.00000000 PA 333793.05000000 0.054487863215 Long ABS-CBDO CORP IE Y 2 2031-04-15 Floating 8.10000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 1556000.00000000 PA USD 1557945.00000000 0.254316541514 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N St Pauls CLO 549300IMSL8GGSOV5A04 000000000 360000.00000000 PA 348678.41000000 0.056917726448 Long ABS-CBDO CORP IE Y 2 2030-04-25 Floating 6.66000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 2854000.00000000 PA USD 2239020.54000000 0.365494263348 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 500000.00000000 PA USD 347948.36000000 0.056798554211 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 1399000.00000000 PA USD 1249025.61000000 0.203889016234 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N Elevation CLO Ltd 549300JPI8D017HI2768 28623RAY4 630000.00000000 PA USD 568627.29000000 0.092821842750 Long ABS-CBDO CORP US N 2 2034-10-20 Floating 10.70000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QYE6 120000.00000000 PA USD 30300.00000000 0.004946125317 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 Y N N N N N RRE Loan Management 549300O0YBOSZ3WUET98 000000000 505000.00000000 PA 510848.23000000 0.083390078014 Long ABS-CBDO CORP IE Y 2 2035-04-15 Floating 5.37000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QC67 30000.00000000 PA USD 7500.00000000 0.001224288444 Long DBT MUN US N 2 2018-01-01 Fixed 5.40000000 Y N N N N N SMERALDA SPV SRL N/A 000000000 2320995.35000000 PA 1736283.01000000 0.283428163505 Long ABS-O CORP IT N 3 2034-12-22 Floating 8.85000000 N N N N N N Voya Euro CLO 549300H0DM0Z0GCEKC77 000000000 115000.00000000 PA 114055.63000000 0.018618265318 Long ABS-CBDO CORP IE Y 2 2034-10-15 Floating 7.07000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 2235000.00000000 PA 2125817.26000000 0.347015134330 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.50000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 256173.71000000 0.041817401740 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 14994000.00000000 EUR 16013592.00000000 USD 2026-03-08 256173.71000000 N N N Euro Galaxy CLO DAC 635400H1W7SGWXGQOB43 000000000 230000.00000000 PA 229326.61000000 0.037434922498 Long ABS-CBDO CORP IE Y 2 2034-04-24 Floating 7.22000000 N N N N N N Saranac CLO V Ltd. N/A 803165AE9 575000.00000000 PA USD 568478.93000000 0.092797624692 Long ABS-CBDO CORP JE N 2 2029-07-26 Floating 8.49000000 N N N N N N Park Avenue Institutional Advisers CLO N/A 70018AAL4 565000.00000000 PA USD 549798.68000000 0.089748289462 Long ABS-CBDO CORP US N 2 2034-10-15 Floating 7.36000000 N N N N N N OCP CLO Ltd 254900NXH68CRC058O44 67102SAQ7 385000.00000000 PA USD 370726.90000000 0.060516887986 Long ABS-CBDO CORP US N 2 2031-04-26 Floating 7.44000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 1349000.00000000 PA USD 1121618.90000000 0.183091341186 Long DBT CORP US N 2 2031-06-15 Fixed 4.38000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 1027000.00000000 PA USD 698360.00000000 0.113999210454 Long DBT CORP US N 2 2031-09-01 Fixed 5.88000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 1020000.00000000 PA USD 873748.16000000 0.142629303477 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 368077.55000000 OU Notional Amount USD -41349.36000000 -0.00674980582 N/A DIR US N 3 BofA Securities, Inc. 549300HN4UKV1E2R3U73 Louisiana Housing Corp. Louisiana Housing Corp. Y equity-performance leg 2024-06-01 0.00000000 USD 0.00000000 USD 368077.55000000 USD -41349.36000000 N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 1550000.00000000 PA USD 1559543.23000000 0.254577434117 Long DBT CORP US N 2 2028-07-15 Fixed 8.88000000 N N N N N N Great Wolf Trust N/A 39152TAN0 1530000.00000000 PA USD 1503333.55000000 0.245401852554 Long ABS-MBS CORP US N 2 2036-12-15 Floating 8.18000000 N N N N N N Providus CLO 635400UJJ9PICJZIAS86 000000000 225000.00000000 PA 225414.01000000 0.036796235702 Long ABS-CBDO CORP IE Y 2 2031-05-14 Floating 5.39000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 965000.00000000 PA USD 905344.95000000 0.147787114796 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 1248EPCK7 1142000.00000000 PA USD 889586.94000000 0.145214801521 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N Oak Hill European Credit Partners PLC 635400IYJPIPZAGCXJ49 000000000 645000.00000000 PA 659173.57000000 0.107602477995 Long ABS-CBDO CORP IE Y 2 2032-01-20 Floating 5.19000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 29103CAA6 968000.00000000 PA USD 922020.00000000 0.150509124267 Long DBT CORP US N 2 2030-12-15 Fixed 6.63000000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503204 100134.00000000 NS USD 2503350.00000000 0.408642997153 Long EP CORP US N 3 N N N Long Point Park CLO Ltd 549300639DPKTBUSCC77 542798AJ2 305000.00000000 PA USD 279852.75000000 0.045682731748 Long ABS-CBDO CORP US N 2 2030-01-17 Floating 8.06000000 N N N N N N Cordatus CLO PLC 635400CLBI5JM6YQBR92 000000000 285000.00000000 PA 282463.22000000 0.046108860848 Long ABS-CBDO CORP IE Y 2 2031-09-15 Floating 6.75000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AC1 472000.00000000 PA USD 245886.04000000 0.040138058339 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 32892.36000000 0.005369298169 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 577000.00000000 GBP 734471.67000000 USD 2023-12-20 32892.36000000 N N N Carlyle Global Market Strategies Euro 635400MW8WPPOFDY2736 000000000 275000.00000000 PA 269737.03000000 0.044031457200 Long ABS-CBDO CORP IE Y 2 2030-07-15 Floating 6.52000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 33043.65000000 0.005393994516 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 770000.00000000 GBP 969293.33000000 USD 2023-12-20 33043.65000000 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 1183000.00000000 PA USD 1045074.62000000 0.170596370849 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAK4 2711000.00000000 PA USD 2757382.50000000 0.450110871071 Long DBT CORP US N 2 2030-06-01 Fixed 8.63000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 707438.94000000 PA 849008.70000000 0.138590872142 Long DBT CORP GB Y 2 2027-06-30 Fixed 5.66000000 N N N N N N Harvest CLO 6354002INGXPTMEXNQ59 000000000 660000.00000000 PA 641283.17000000 0.104682076662 Long ABS-CBDO CORP IE Y 2 2031-04-14 Floating 6.52000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE GB N 3 Bank of America NA B4TYDEB6GKMZO031MB27 3277885.00000000 USD 2743000.00000000 GBP 2026-03-06 0.00000000 N N N ARES CLO Ltd 549300FI9E5EZIMPA581 04017JAJ0 250000.00000000 PA USD 235115.50000000 0.038379891983 Long ABS-CBDO CORP US N 2 2030-07-22 Floating 8.67000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 520000.00000000 PA USD 412125.20000000 0.067274682697 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -48572.42000000 -0.00792888700 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 2743000.00000000 GBP 3277885.00000000 USD 2026-03-06 -48572.40000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 112000.00000000 OU Notional Amount USD 11822.63000000 0.001929907906 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 11822.63000000 N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 2185000.00000000 PA USD 1889079.35000000 0.308370402638 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N VENTURE CDO LTD 5493005RF0X3GB54HH60 92332QAA6 630000.00000000 PA USD 585298.98000000 0.095543303740 Long ABS-CBDO CORP US N 2 2034-10-20 Floating 10.65000000 N N N N N N ENDO INTERNATIONAL PLC 5493007TBMWZWGZIB256 000000000 4370.00000000 NS USD 45885.00000000 0.007490196706 N/A DE US N 3 N/A N/A Endo International PLC Endo International PLC 2025-05-12 XXXX 45885.00000000 N N N Together Asset Backed Securitisation N/A 000000000 232626.08000000 PA 282759.35000000 0.046157200653 Long ABS-MBS CORP GB N 2 2065-04-20 Floating 10.43000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 257.49000000 0.000042032270 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 6000.00000000 GBP 7552.94000000 USD 2023-12-20 257.49000000 N N N Man GLG Euro CLO 635400NDD1WGPZLEAH44 000000000 315000.00000000 PA 303516.92000000 0.049545634400 Long ABS-CBDO CORP IE Y 2 2030-10-15 Floating 6.42000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 600000.00000000 PA 526145.45000000 0.085887172639 Long DBT CORP DE Y 2 2028-10-30 Fixed 6.75000000 N N N N N N Bilbao CLO 635400FGLGYDZTTZLI81 000000000 490000.00000000 PA 485513.69000000 0.079254506737 Long ABS-CBDO CORP IE Y 2 2034-05-17 Floating 5.79000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 601000.00000000 PA USD 497525.83000000 0.081215349963 Long DBT CORP US N 2 2027-02-15 Fixed 4.38000000 N N N N N N VOYA EURO CLO 635400URG3IUW6R6W254 000000000 610000.00000000 PA 589248.55000000 0.096188025461 Long ABS-CBDO CORP IE Y 2 2035-07-15 Floating 7.17000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QXH0 10000.00000000 PA USD 2500.00000000 0.000408096148 Long DBT MUN US N 2 2019-07-01 Fixed 5.25000000 Y N N N N N Lehman XS Trust N/A 52524PAH5 42598.50000000 PA USD 41683.22000000 0.006804304612 Long ABS-O CORP US N 2 2037-05-25 Fixed 4.27000000 N N N N N N ALME Loan Funding Ltd 213800WCQ8T7KHBXB320 000000000 450000.00000000 PA 455950.86000000 0.074428715914 Long ABS-CBDO CORP IE Y 2 2032-04-15 Floating 6.72000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 1573000.00000000 PA USD 1220585.08000000 0.199246427935 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 15000.00000000 OU Notional Amount USD 821.61000000 0.000134118350 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-15 0.00000000 USD 0.00000000 USD 15000.00000000 USD 821.61000000 N N N BISHOPSGATE ASSET FIN 549300UV0QGTGUQX7R53 000000000 193169.13000000 PA 161280.49000000 0.026327178706 Long DBT CORP KY N 2 2044-08-14 Fixed 4.81000000 N N N N N N Madison Park Funding Ltd 254900YXXBTCF4NGD347 55819XBE1 830000.00000000 PA USD 806605.62000000 0.131669058692 Long ABS-CBDO CORP US N 2 2033-01-15 Floating 7.66000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC -66259.51000000 -0.01081610032 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 11312000.00000000 EUR 11843664.00000000 USD 2025-12-06 -66259.51000000 N N N QVC Inc 549300WBLU5NKPX5X472 747262AW3 622000.00000000 PA USD 263904.40000000 0.043079347665 Long DBT CORP US N 2 2034-08-15 Fixed 5.45000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QXS6 15000.00000000 PA USD 3750.00000000 0.000612144222 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 55617LAR3 600000.00000000 PA USD 496200.00000000 0.080998923517 Long DBT CORP US N 2 2032-03-15 Fixed 6.13000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 20000.00000000 OU Notional Amount USD 1384.67000000 0.000226031397 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 1384.67000000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 2711000.00000000 PA USD 1866918.22000000 0.304752853920 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJA8 260000.00000000 PA USD 261300.00000000 0.042654209421 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 8.37000000 N N N N N N Fannie Mae - CAS N/A 20754QAB4 488803.42000000 PA USD 504338.67000000 0.082327467469 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 8.87000000 N N N N N N Sculptor CLO Ltd N/A 81124GAE5 350000.00000000 PA USD 315653.45000000 0.051526782858 Long ABS-CBDO CORP US N 2 2034-10-22 Floating 10.54000000 N N N N N N CD&R Firefly Bidco Limited 213800OAU5VX61DYZ558 000000000 1405000.00000000 PA 1665278.36000000 0.271837473834 Long LON CORP GB N 2 2028-06-21 Floating 11.29000000 N N N N N N Clover CLO N/A 00142DAE0 625000.00000000 PA USD 613206.88000000 0.100098946339 Long ABS-CBDO CORP US N 2 2034-07-20 Floating 7.68000000 N N N N N N Neptune Bidco US Inc 549300VG15T3VCYZ4531 64069JAC6 1855512.91000000 PA USD 1627637.37000000 0.265693016619 Long LON CORP US N 2 2029-04-11 Floating 10.51000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 1448029.65000000 PA USD 1381058.28000000 0.225441825866 Long LON CORP US N 2 2027-12-17 Floating 9.17000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 24000.00000000 OU Notional Amount USD 2227.42000000 0.000363600609 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 2227.42000000 N N N Ellington CLO LTD 25490064KF1PM0300Z69 28853RAG4 585000.00000000 PA USD 568857.51000000 0.092859423508 Long ABS-CBDO CORP US N 2 2029-04-15 Floating 11.16000000 N N N N N N LCM Ltd Partnership 549300VQTTD2PAP2Y421 50188WAH1 53886.18000000 PA USD 53853.74000000 0.008791001546 Long ABS-CBDO CORP US N 2 2027-10-20 Floating 8.48000000 N N N N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 12480VAJ4 535000.00000000 PA USD 532359.24000000 0.086901502145 Long ABS-CBDO CORP US N 2 2030-07-20 Floating 8.08000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QVD1 380000.00000000 PA USD 95950.00000000 0.015662730172 Long DBT MUN US N 2 2033-07-01 Fixed 5.25000000 Y N N N N N DISH DBS CORP N/A 25470XBB0 592000.00000000 PA USD 334937.50000000 0.054674681470 Long DBT CORP US N 2 2028-07-01 Fixed 7.38000000 N N N N N N Avoca CLO 549300NGDD4R94T9WF80 000000000 400000.00000000 PA 405205.32000000 0.066145092147 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 7.17000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 338000.00000000 OU Notional Amount USD 24043.77000000 0.003924867971 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-25 0.00000000 USD 0.00000000 USD 338000.00000000 USD 24043.77000000 N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 74000.00000000 PA USD 65514.09000000 0.010694419115 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N N Polaris 635400AFQUEZX6I3O426 000000000 100000.00000000 PA 116067.02000000 0.018946601523 Long ABS-MBS CORP GB Y 2 2058-12-23 Floating 7.50000000 N N N N N N HPS Loan Management Ltd N/A 44330QAD3 435000.00000000 PA USD 423777.00000000 0.069176704577 Long ABS-CBDO CORP US N 2 2031-07-18 Floating 7.51000000 N N N N N N Accunia European CLO 549300OJ7ZYTOOMRGP60 000000000 240000.00000000 PA 240536.14000000 0.039264748905 Long ABS-CBDO CORP IE Y 2 2031-01-20 Floating 7.04000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAN3 1130000.00000000 PA USD 889889.80000000 0.145264239921 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.94000000 N N N N N N Buttermilk Park CLO Ltd N/A 124166AJ8 250000.00000000 PA USD 246289.25000000 0.040203877718 Long ABS-CBDO CORP US N 2 2031-10-15 Floating 7.76000000 N N N N N N QUORUM LITIGATION TRUST N/A 000000000 2398.93000000 NS USD 2398.93000000 0.000391597637 Long EC CORP US N 3 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 735000.00000000 PA USD 558085.72000000 0.091101053104 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 2289000.00000000 PA USD 1317925.31000000 0.215136097110 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 293939.00000000 PA 76961.15000000 0.012563019553 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.13000000 N N N N N N Birch Grove CLO Ltd. N/A 09077MAA8 605000.00000000 PA USD 581167.24000000 0.094868844868 Long ABS-CBDO CORP US N 2 2034-10-19 Floating 10.62000000 N N N N N N HalseyPoint CLO II, Ltd. 549300PIQILNPH8UJT31 40638TAJ1 680000.00000000 PA USD 669642.92000000 0.109311478559 Long ABS-CBDO CORP US N 2 2031-07-20 Floating 8.68000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 3064000.00000000 PA USD 2672114.40000000 0.436191837798 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QPG1 15000.00000000 PA USD 3750.00000000 0.000612144222 Long DBT MUN US N 2 2020-07-01 Fixed 5.50000000 Y N N N N N Bilbao CLO 6354005WQLZBA5LJUW27 000000000 465000.00000000 PA 470367.90000000 0.076782131312 Long ABS-CBDO CORP IE Y 2 2035-08-20 Floating 5.42000000 N N N N N N ALME Loan Funding BV 5493007Y7TGLM40XAY97 000000000 220000.00000000 PA 225151.24000000 0.036753341532 Long ABS-CBDO CORP IE Y 2 2031-07-15 Floating 9.38000000 N N N N N N Polaris 635400AFQUEZX6I3O426 000000000 100000.00000000 PA 116963.66000000 0.019092967655 Long ABS-MBS CORP GB Y 2 2058-12-23 Floating 6.85000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 975000.00000000 PA USD 989306.09000000 0.161492801933 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N OCP Euro CLO 635400MXEDIKLCXQGA14 000000000 250000.00000000 PA 234714.11000000 0.038314369698 Long ABS-CBDO CORP IE N 2 2035-04-20 Floating 10.46000000 N N N N N N GROUPON INC 5299005W5W1R5POQJL03 399473AF4 6209000.00000000 PA USD 3169694.50000000 0.517416046713 Long DBT CORP US N 2 2026-03-15 Fixed 1.13000000 N N N N Y Groupon Inc USD XXXX N N N Atrium CDO Corp 549300UTF8S11AHH4P70 55821CAE4 1560000.00000000 PA USD 1519067.16000000 0.247970182810 Long ABS-CBDO CORP US N 2 2030-05-28 Floating 7.65000000 N N N N N N Wind River CLO Ltd N/A 97314DAL2 915000.00000000 PA USD 819991.89000000 0.133854212783 Long ABS-CBDO CORP US N 2 2034-10-15 Floating 10.78000000 N N N N N N Lehman XS Trust N/A 52524PAK8 167132.34000000 PA USD 121049.84000000 0.019759989383 Long ABS-O CORP US N 2 2037-05-25 Fixed 4.27000000 N N N N N N Sound Point CLO LTD 549300YVZ0M0XDDYS744 83609RAQ4 365000.00000000 PA USD 364559.81000000 0.059510181716 Long ABS-CBDO CORP US N 2 2029-01-23 Floating 7.72000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 227151.71000000 0.037079895173 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5364000.00000000 EUR 5915451.92000000 USD 2023-12-20 227151.71000000 N N N Penta CLO S.A. 635400DZLHIMDJLTKF78 000000000 205000.00000000 PA 210031.02000000 0.034285140115 Long ABS-CBDO CORP IE Y 2 2033-01-25 Floating 5.61000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10000.00000000 OU Notional Amount USD 763.69000000 0.000124663579 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-15 0.00000000 USD 0.00000000 USD 10000.00000000 USD 763.69000000 N N N Webster Park CLO Ltd N/A 948214AU5 320000.00000000 PA USD 311656.32000000 0.050874297515 Long ABS-CBDO CORP US N 2 2030-07-20 Floating 7.48000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 25113PAN5 709789.97000000 PA USD 709789.97000000 0.115865021147 Long DBT MUN US N 2 2025-06-15 Fixed 4.95000000 Y N N N N N Talen Energy Supply, LLC K5K33XN0PQAU1XF7NN66 87422LAU4 648653.45000000 PA USD 650161.57000000 0.106131372999 Long LON CORP US N 2 2030-05-17 Floating 9.88000000 N N N N N N BELLRING BRANDS INC 549300S3BOK5CMTS8054 07831CAA1 2581000.00000000 PA USD 2509454.68000000 0.409639515711 Long DBT CORP US N 2 2030-03-15 Fixed 7.00000000 N N N N N N Madison Park Euro Funding 635400TVNZYDPPOQEG75 000000000 280000.00000000 PA 278731.37000000 0.045499679404 Long ABS-CBDO CORP IE Y 2 2030-10-15 Floating 6.87000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 122000.00000000 OU Notional Amount USD 8923.08000000 0.001456589831 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 8923.08000000 N N N SIGNAL PARENT INC N/A 82666QAA3 1136000.00000000 PA USD 648599.20000000 0.105876334127 Long DBT CORP US N 2 2029-04-01 Fixed 6.13000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCF0 1644000.00000000 PA USD 1148301.61000000 0.187446985657 Long DBT CORP US N 2 2026-09-01 Fixed 3.95000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 215000.00000000 PA USD 162101.68000000 0.026461228497 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QKN1 5000.00000000 PA USD 1250.00000000 0.000204048074 Long DBT MUN US N 2 2020-07-01 Fixed 5.00000000 Y N N N N N TENDAM BRANDS SAU 959800F8A7CLAN0C2203 000000000 189828.38000000 PA 203569.04000000 0.033230296456 Long DBT CORP ES Y 2 2028-03-31 Floating 11.45000000 N N N N N N Madison Park Euro Funding 635400JUSH8DJJMKPH69 000000000 115000.00000000 PA 115824.76000000 0.018907055374 Long ABS-CBDO CORP IE Y 2 2030-10-25 Floating 5.64000000 N N N N N N Barings Euro CLO 2018-3 BV 635400CANTVBJVDMUG70 000000000 480000.00000000 PA 469733.73000000 0.076678610378 Long ABS-CBDO CORP IE N 2 2031-07-27 Floating 7.64000000 N N N N N N Jubilee CDO BV 635400BBCPLFS2KVKD27 000000000 780000.00000000 PA 771160.39000000 0.125883033956 Long ABS-CBDO CORP IE Y 2 2031-07-19 Floating 6.72000000 N N N N N N Jubilee CDO BV 635400BEM2JFGBOYIE25 000000000 175000.00000000 PA 169767.17000000 0.027712531274 Long ABS-CBDO CORP IE Y 2 2034-07-15 Floating 7.52000000 N N N N N N Gam Resecuritization Trust N/A 36459TAS5 34000.00000000 PA USD 28081.28000000 0.004583944883 Long ABS-MBS CORP US N 2 2051-09-27 Fixed 0.00000000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 48254HAD6 250000.00000000 PA USD 248145.75000000 0.040506929918 Long ABS-CBDO CORP US N 2 2032-01-15 Floating 8.06000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1566.02000000 0.000255634692 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1163274.49000000 USD 958000.00000000 GBP 2023-12-20 1566.02000000 N N N BlueMountain EUR CLO 635400IYPG2G6NM3OV52 000000000 160000.00000000 PA 160780.12000000 0.026245499079 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 7.82000000 N N N N N N VERSCEND INTER HOLDING CORP N/A 000000000 200.00000000 NS USD 200332.00000000 0.032701887033 Long EC CORP US N 3 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 946000.00000000 PA USD 881638.42000000 0.143917297363 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N BNPP AM Euro CLO 635400WQJ1JJCSE3HW15 000000000 380000.00000000 PA 385694.63000000 0.062960197171 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 5.52000000 N N N N N N MidOcean Credit CLO 549300T32RO3I7BJ4V26 59801MAJ7 250000.00000000 PA USD 231187.25000000 0.037738650505 Long ABS-CBDO CORP US N 2 2031-02-20 Floating 8.54000000 N N N N N N PETERBORO PROGRES HEALTH 213800QDQMAUJLZ6A181 000000000 560707.50000000 PA 592929.12000000 0.096788836038 Long DBT CORP GB Y 2 2042-10-02 Fixed 5.58000000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAA3 188000.00000000 PA USD 179725.35000000 0.029338089235 Long DBT CORP US N 2 2026-01-15 Fixed 7.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 2224000.00000000 PA USD 1350874.06000000 0.220514600297 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Whitehorse Ltd 549300UT33WDDDZEYN84 96525XAA9 1020622.09000000 PA USD 1014677.99000000 0.165634471799 Long ABS-CBDO CORP US N 2 2027-04-17 Floating 10.96000000 N N N N N N MONROE CAPITAL CLO LTD 549300P18F17MYF55L44 000000000 142328.24000000 PA USD 139396.56000000 0.022754879689 Long ABS-CBDO CORP US Y 2 2026-10-22 Floating 11.07000000 N N N N N N ENCINO ACQUISITION PARTN 549300BUKUEKT2UE4T49 29254BAA5 1104000.00000000 PA USD 1077382.56000000 0.175870269198 Long DBT CORP US N 2 2028-05-01 Fixed 8.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 33000.00000000 OU Notional Amount USD 2284.71000000 0.000372952540 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 2284.71000000 N N N Providus CLO 635400JFBYET5G2XFP83 000000000 540000.00000000 PA 552797.64000000 0.090237835072 Long ABS-CBDO CORP IE Y 2 2031-07-15 Floating 6.32000000 N N N N N N OZLM Ltd 549300Y1XB6AVMQY8652 67110HBW7 465000.00000000 PA USD 431567.43000000 0.070448402368 Long ABS-CBDO CORP US N 2 2034-07-15 Floating 9.05000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 637000.00000000 PA USD 408927.25000000 0.066752654266 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Bilbao CLO 635400HO2KGIJXCZSO48 000000000 550000.00000000 PA 545930.97000000 0.089116930441 Long ABS-CBDO CORP IE Y 2 2031-07-20 Floating 6.54000000 N N N N N N PROG HOLDINGS INC 549300DHYTLBOVRXIG52 74319RAA9 720000.00000000 PA USD 611049.60000000 0.099746795275 Long DBT CORP US N 2 2029-11-15 Fixed 6.00000000 N N N N N N Gallatin Funding Ltd N/A 36361XAA2 1160000.00000000 PA USD 1159945.48000000 0.189347713057 Long ABS-CBDO CORP US N 2 2028-01-21 Floating 11.14000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 1079000.00000000 PA USD 767265.06000000 0.125247166288 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N Signal Parent, Inc N/A 82666KAB4 1488503.53000000 PA USD 1216851.64000000 0.198636986941 Long LON CORP US N 2 2028-04-03 Floating 8.92000000 N N N N N N EP INFRASTRUCTURE AS 315700I4J1M1NKGWWY89 000000000 980000.00000000 PA 749554.98000000 0.122356200115 Long DBT CORP CZ Y 2 2031-03-02 Fixed 1.82000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 000000000 535000.00000000 PA 498151.35000000 0.081317458885 Long DBT CORP US Y 2 2026-11-21 Fixed 2.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 1105000.00000000 PA USD 978895.63000000 0.159793414481 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 26000.00000000 OU Notional Amount USD 2673.49000000 0.000436416388 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-18 0.00000000 USD 0.00000000 USD 26000.00000000 USD 2673.49000000 N N N Venture CDO Ltd 549300SNYYGJ2M6QEK53 92329YAQ9 160000.00000000 PA USD 158028.32000000 0.025796299486 Long ABS-CBDO CORP US N 2 2027-04-15 Floating 7.51000000 N N N N N N Fannie Mae - CAS N/A 20754DAB3 260000.00000000 PA USD 263856.76000000 0.043071570985 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.32000000 N N N N N N Cordatus CLO PLC 6354003WWBLW5OLHF232 000000000 420000.00000000 PA 425255.17000000 0.069417998771 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 5.87000000 N N N N N N Oak Hill European Credit Partners PLC 635400IYJPIPZAGCXJ49 000000000 540000.00000000 PA 526171.06000000 0.085891353176 Long ABS-CBDO CORP IE Y 2 2032-01-20 Floating 6.49000000 N N N N N N Bridgepoint CLO 635400VOTGDBPOTECF34 000000000 290000.00000000 PA 283749.48000000 0.046318827949 Long ABS-CBDO CORP IE Y 2 2036-01-15 Floating 7.37000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 53499.28000000 0.008733140042 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2139000.00000000 EUR 2321820.33000000 USD 2023-12-20 53499.28000000 N N N Bain Capital Euro CLO 635400CJJQJHYAMATG34 000000000 370000.00000000 PA 351662.57000000 0.057404856129 Long ABS-CBDO CORP IE Y 2 2032-01-20 Floating 7.19000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 745000.00000000 PA USD 613359.46000000 0.100123853263 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 37000.00000000 OU Notional Amount USD 2706.18000000 0.000441752653 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-10-18 0.00000000 USD 0.00000000 USD 37000.00000000 USD 2706.18000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 -102000.00000000 PA USD -93895.78000000 -0.01532740246 Short DBT UST US N 2 2033-08-15 Fixed 3.88000000 N N N N N N Canyon Capital CLO Ltd N/A 13876VAQ8 285000.00000000 PA USD 281224.04000000 0.045906579014 Long ABS-CBDO CORP US N 2 2031-10-15 Floating 7.86000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8295.85000000 -0.00135420177 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 326433.45000000 USD 300000.00000000 EUR 2023-12-20 -8295.85000000 N N N MPT OPER PARTNERSP/FINL N/A 000000000 2795000.00000000 PA 2190284.66000000 0.357538693383 Long DBT US N 2 2026-10-15 Fixed 0.99000000 N N N N N N Hanger, Inc. 254900ZJJJYVLHJXSZ60 000000000 2867215.81000000 PA USD 2861481.38000000 0.467103811860 Long LON CORP US N 3 2028-10-03 Floating 11.59000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 366000.00000000 PA USD 250836.78000000 0.040946209509 Long DBT CORP FR N 2 2029-07-15 Fixed 5.13000000 N N N N N N Anchorage Capital CLO LTD 549300AYL7KYENHY1C67 03331QAA4 455000.00000000 PA USD 434572.78000000 0.070938991072 Long ABS-CBDO CORP US N 2 2035-01-20 Floating 9.33000000 N N N N N N Cedar Funding Ltd 549300G87EGFMLOYN341 15032FAJ5 250000.00000000 PA USD 238919.75000000 0.039000891892 Long ABS-CBDO CORP US N 2 2031-01-20 Floating 8.23000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 1955000.00000000 PA USD 1477739.20000000 0.241223870293 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Marathon CLO LTD 635400LRBGQZIPTCBI09 56576QAU2 1210000.00000000 PA USD 1197786.26000000 0.195524783683 Long ABS-CBDO CORP US N 2 2027-11-21 Floating 8.39000000 N N N N N N Providus CLO 635400OVFLV2AMKOP534 000000000 780000.00000000 PA 742446.95000000 0.121195896249 Long ABS-CBDO CORP IE Y 2 2034-05-20 Floating 7.02000000 N N N N N N CIFC Funding Ltd 635400A7PBKNR7KBOY58 17180WAG0 325000.00000000 PA USD 314721.88000000 0.051374714807 Long ABS-CBDO CORP US N 2 2031-04-20 Floating 8.53000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 907000.00000000 PA USD 872030.62000000 0.142348934893 Long DBT US N 2 2025-06-15 Fixed 4.63000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 64780.55000000 0.010574677176 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1183000.00000000 EUR 1319303.13000000 USD 2023-12-20 64780.55000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 595000.00000000 PA USD 573496.70000000 0.093616717736 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 75000.00000000 OU Notional Amount USD 715.95000000 0.000116870574 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-10-19 0.00000000 USD 0.00000000 USD 75000.00000000 USD 715.95000000 N N N Hertz Vehicle Financing LLC N/A 42806MAH2 530000.00000000 PA USD 460826.04000000 0.075224532786 Long ABS-O CORP US N 2 2027-12-27 Fixed 4.34000000 N N N N N N Euro Galaxy CLO BV 5493000DO5029DBEJL19 000000000 895000.00000000 PA 900299.41000000 0.146963488620 Long ABS-CBDO CORP IE Y 2 2035-07-25 Floating 6.36000000 N N N N N N Barings 2018-2 B.V. 635400PYOXL9KBJMGY89 000000000 920000.00000000 PA 912135.91000000 0.148895660644 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 7.17000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE DE N 3 Bank of America NA B4TYDEB6GKMZO031MB27 14271768.30000000 USD 13109000.00000000 EUR 2026-03-27 0.00000000 N N N ARETEC ESCROW ISSUER INC N/A 040133AA8 1124000.00000000 PA USD 954715.37000000 0.155846266093 Long DBT CORP US N 2 2029-04-01 Fixed 7.50000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 5957000.00000000 PA 5390319.49000000 0.879907448821 Long DBT CORP NL N 2 2030-05-09 Fixed 4.38000000 N N N N N N AI Silk Holdco 2 Limited N/A 000000000 1610000.00000000 PA 1659249.38000000 0.270853312428 Long LON CORP GG N 3 2029-05-19 Floating 14.13000000 N N N N N N OCP CLO Ltd 254900QIJ8IQOK988683 67110DAW7 440000.00000000 PA USD 441649.56000000 0.072094193736 Long ABS-CBDO CORP US N 2 2030-10-26 Floating 9.29000000 N N N N N N 37 Capital CLO Ltd 549300GZ8MP9ZGVMJ424 88430TAG6 655000.00000000 PA USD 619135.48000000 0.101066721869 Long ABS-CBDO CORP US N 2 2034-10-15 Floating 9.18000000 N N N N N N Monroe Capital MML CLO 5493006UQZL8BZLQCE22 61033TAA7 525000.00000000 PA USD 500983.25000000 0.081779733878 Long ABS-CBDO CORP US N 2 2029-04-22 Floating 13.02000000 N N N N N N Ares European CLO 635400SFL7VSI4HNPI68 000000000 795000.00000000 PA 801043.87000000 0.130761167191 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 5.87000000 N N N N N N Avalara, Inc 549300Q16CMW239SS315 000000000 465348.00000000 PA USD 458367.78000000 0.074823250211 Long LON CORP US N 3 2028-10-19 Fixed 0.50000000 N N N N N N QUORUM HEALTH CORP N/A 000000000 48950.09000000 NS USD 18111.53000000 0.002956498253 Long EC CORP US N 3 N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AH7 2781000.00000000 PA USD 2646616.71000000 0.432029634166 Long DBT CORP KY N 2 2029-04-15 Fixed 9.63000000 N N N N N N Harvest CLO 635400EXPHDZLGQCVU09 000000000 335000.00000000 PA 333482.90000000 0.054437234807 Long ABS-CBDO CORP IE Y 2 2031-10-20 Floating 7.09000000 N N N N N N Man GLG Euro CLO 635400MYXY3VFWZIIW08 000000000 635000.00000000 PA 638101.43000000 0.104162694326 Long ABS-CBDO CORP IE Y 2 2030-10-15 Floating 7.27000000 N N N N N N CIFC European Funding CLO 6354004PQUAJERUBIO61 000000000 280000.00000000 PA 272335.84000000 0.044455682940 Long ABS-CBDO CORP IE Y 2 2035-08-18 Floating 7.08000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAD5 1387000.00000000 PA USD 1081888.50000000 0.176605811902 Long DBT CORP IE N 2 2029-07-15 Fixed 5.13000000 N N N N N N DUMMY BROKER N/A 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE GB N 3 DUMMY BROKER N/A 11843664.00000000 USD 4590000.00000000 GBP 2025-12-06 0.00000000 N N N Cordatus CLO PLC 549300CLF3QO0FAYZ343 000000000 475000.00000000 PA 453126.73000000 0.073967709284 Long ABS-CBDO CORP IE Y 2 2034-12-15 Floating 7.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 123000.00000000 PA USD 91017.54000000 0.014857563001 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N Henley CLO 635400GBWJ33C3GSJK66 000000000 280000.00000000 PA 274021.61000000 0.044730865438 Long ABS-CBDO CORP IE Y 2 2035-12-25 Floating 7.26000000 N N N N N N Shackleton CLO LTD 549300OH4RL7RZQLLL91 81883KAE7 1220000.00000000 PA USD 1177086.50000000 0.192145786753 Long ABS-CBDO CORP US N 2 2034-10-20 Floating 10.63000000 N N N N N N WP/AP TELECOM HOLDINGS 724500FOAL1MNGOJKP07 000000000 3053000.00000000 PA 2712976.65000000 0.442862128532 Long DBT CORP NL Y 2 2030-01-15 Fixed 5.50000000 N N N N N N Henley CLO 635400GBWJ33C3GSJK66 000000000 400000.00000000 PA 401776.76000000 0.065585419295 Long ABS-CBDO CORP IE Y 2 2035-12-25 Floating 6.26000000 N N N N N N OZLM Ltd N/A 67113DBG8 295000.00000000 PA USD 289035.99000000 0.047181789697 Long ABS-CBDO CORP US N 2 2032-07-20 Floating 8.03000000 N N N N N N Avoca CLO 635400SFFWCTHJHBZK84 000000000 1130000.00000000 PA 1092321.38000000 0.178308859159 Long ABS-CBDO CORP IE Y 2 2035-04-15 Floating 7.07000000 N N N N N N Bridgepoint CLO 549300718PL321JS4E33 000000000 300000.00000000 PA 298270.01000000 0.048689136895 Long ABS-CBDO CORP IE Y 2 2035-04-15 Floating 5.97000000 N N N N N N Benefit Street Partners CLO Ltd 549300CIOPBDYOSN3T91 08179HAC4 400000.00000000 PA USD 390512.80000000 0.063746707818 Long ABS-CBDO CORP US N 2 2030-10-15 Floating 7.66000000 N N N N N N St Pauls CLO 635400814HPIBD5YSW07 000000000 600000.00000000 PA 595559.22000000 0.097218169510 Long ABS-CBDO CORP IE Y 2 2035-04-22 Floating 7.75000000 N N N N N N Oaktree CLO Ltd N/A 67402CAW6 650000.00000000 PA USD 638856.40000000 0.104285934466 Long ABS-CBDO CORP US N 2 2032-10-20 Floating 7.93000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 1414000.00000000 PA USD 1081817.61000000 0.176594239927 Long DBT CORP US N 2 2029-10-01 Fixed 3.63000000 N N N N N N Euro Galaxy CLO BV 635400BJZBIZBMK5FC74 000000000 345000.00000000 PA 347854.65000000 0.056783257135 Long ABS-CBDO CORP IE N 2 2034-02-15 Floating 6.18000000 N N N N N N Tikehau 54930064VZT4XX1Q1F93 000000000 220000.00000000 PA 216268.68000000 0.035303366123 Long ABS-CBDO CORP IE Y 2 2030-12-01 Floating 6.50000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAJ6 264000.00000000 PA USD 145044.24000000 0.023676798271 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 1248EPCB7 494000.00000000 PA USD 433059.93000000 0.070692035768 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 355289.73000000 PA USD 364651.76000000 0.059525191492 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 9.19000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 781000.00000000 PA USD 618552.00000000 0.100971475492 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 3553000.00000000 PA USD 3122759.06000000 0.509754377800 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N St Pauls CLO 635400REBCMBKKLQ8M86 000000000 520000.00000000 PA 500222.85000000 0.081655607353 Long ABS-CBDO CORP IE N 2 2034-05-20 Floating 7.12000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 166350.48000000 0.027154796063 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 6651000.00000000 EUR 7219460.97000000 USD 2023-12-20 166350.48000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QYA4 355000.00000000 PA USD 89637.50000000 0.014632287397 Long DBT MUN US N 2 2027-07-01 Fixed 5.25000000 Y N N N N N Thryv, Inc. 254900W0Q0EQ1QHCLN20 000000000 1081976.19000000 PA USD 1084681.13000000 0.177061676520 Long LON CORP US N 2 2026-03-01 Floating 13.94000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC 145886.40000000 0.023814271172 N/A DFE US N 3 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 4000000.00000000 EUR 4358000.00000000 USD 2026-04-11 145886.41000000 N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503AE5 502000.00000000 PA USD 474246.03000000 0.077415191278 Long DBT CORP US N 2 2023-12-18 Floating 9.74000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 1750000.00000000 PA 1764015.04000000 0.287955097357 Long DBT CORP GB N 2 2027-05-12 Fixed 5.13000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QLZ3 110000.00000000 PA USD 27775.00000000 0.004533948207 Long DBT MUN US N 2 2031-07-01 Floating 4.41000000 Y N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 151281.33000000 0.024694931233 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3223000.00000000 EUR 3569139.56000000 USD 2023-12-20 151281.33000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 705000.00000000 PA USD 510222.35000000 0.083287910327 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Par Pharmaceutical Inc 549300KK5WR4MGN4YT97 69888XAA7 1377000.00000000 PA USD 935058.74000000 0.152637548096 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 Y N N N N N Betony CLO 2, Ltd. 5493000QRX4XEMRJZO43 08763QAG7 250000.00000000 PA USD 237639.50000000 0.038791905854 Long ABS-CBDO CORP US N 2 2031-04-30 Floating 8.55000000 N N N N N N Lehman XS Trust N/A 52525LAS9 210092.94000000 PA USD 193108.90000000 0.031522799318 Long ABS-MBS CORP US N 2 2047-07-25 Floating 6.24000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKG3 6926000.00000000 PA USD 6833950.41000000 1.115563536037 Long DBT CORP US N 2 2025-02-04 Fixed 1.84000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 99000.00000000 PA USD 72532.90000000 0.011840158846 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N Avoca CLO 635400WLVIIUQEHXT317 000000000 240000.00000000 PA 233291.86000000 0.038082203799 Long ABS-CBDO CORP IE Y 2 2034-04-15 Floating 10.19000000 N N N N N N Disco Parent, Inc. N/A 000000000 554036.87000000 PA USD 543510.17000000 0.088721762778 Long LON CORP US N 3 2029-03-30 Fixed 0.50000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 8309000.00000000 PA 9051226.36000000 1.477508246015 Long DBT CORP NL N 2 2031-09-15 Fixed 7.88000000 N N N N N N DUMMY BROKER N/A 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE DE N 3 DUMMY BROKER N/A 29190599.60000000 USD 27724000.00000000 EUR 2026-01-09 0.00000000 N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 639000.00000000 PA USD 486360.75000000 0.079392779506 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N Aurium CLO 6354002D4V5HQ68PCO11 000000000 300000.00000000 PA 305356.51000000 0.049845926237 Long ABS-CBDO CORP IE Y 2 2030-04-16 Floating 7.07000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 1036000.00000000 PA 1225462.69000000 0.200042641476 Long DBT CORP GB Y 2 2032-03-30 Fixed 6.46000000 N N N N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 947890AJ8 1077000.00000000 PA USD 895210.29000000 0.146132748512 Long DBT CORP US N 2 2029-03-25 Fixed 4.10000000 N N N N N N HPS Loan Management Ltd N/A 40437LAJ1 1015000.00000000 PA USD 994181.34000000 0.162288630232 Long ABS-CBDO CORP US N 2 2030-10-15 Floating 7.81000000 N N N N N N ALME Loan Funding BV 5493007Y7TGLM40XAY97 000000000 256000.00000000 PA 264029.70000000 0.043099801444 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 7.02000000 N N N N N N Quorum Health Corporation 549300PO3E4YREFT1I57 74909HAE9 1060389.65000000 PA USD 660977.98000000 0.107897027103 Long LON CORP US N 2 2025-04-29 Floating 13.76000000 N N N N N N JERROLD FINCO PLC 213800F7AYNHLL1BPR31 000000000 2690000.00000000 PA 2865784.55000000 0.467806254701 Long DBT CORP GB Y 2 2027-01-15 Fixed 5.25000000 N N N N N N Black Diamond CLO Ltd 54930069GUF2V1O4MD77 09202VAN8 590000.00000000 PA USD 590715.08000000 0.096427419559 Long ABS-CBDO CORP US N 2 2029-04-24 Floating 9.61000000 N N N N N N Contego CLO DAC 549300RF10WJ1D9VYK55 000000000 275000.00000000 PA 270067.50000000 0.044085402613 Long ABS-CBDO CORP IE Y 2 2031-01-15 Floating 6.62000000 N N N N N N Wind River CLO Ltd N/A 87249LAG6 305000.00000000 PA USD 298512.65000000 0.048728745075 Long ABS-CBDO CORP US N 2 2030-11-20 Floating 7.39000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 346000.00000000 PA USD 340199.45000000 0.055533634081 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N ATD New Holdings Inc 5493001F45YR8KICVO87 04683P100 1964.00000000 NS USD 74877.50000000 0.012222887738 Long EC CORP US N 1 N N N ARES CLO Ltd N/A 04016GBH0 350000.00000000 PA USD 345992.50000000 0.056479282638 Long ABS-CBDO CORP US N 2 2029-01-15 Floating 7.46000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 1073000.00000000 PA USD 940437.96000000 0.153515643681 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N 2023-11-30 FS Credit Income Fund Edward T Gallivan Jr Edward T Gallivan Jr Chief Financial Officer