0001752724-23-046439.txt : 20230228
0001752724-23-046439.hdr.sgml : 20230228
20230228125719
ACCESSION NUMBER: 0001752724-23-046439
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221230
FILED AS OF DATE: 20230228
DATE AS OF CHANGE: 20230228
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Western Asset Diversified Income Fund
CENTRAL INDEX KEY: 0001819559
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23598
FILM NUMBER: 23682457
BUSINESS ADDRESS:
STREET 1: LEGG MASON
STREET 2: 620 EIGHTH AVENUE, 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 2128056026
MAIL ADDRESS:
STREET 1: LEGG MASON
STREET 2: 620 EIGHTH AVENUE, 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001819559
XXXXXXXX
Western Asset Diversified Income Fund
811-23598
0001819559
549300M67UHXW4GHZ644
620 EIGHTH AVENUE
47TH FLOOR
NEW YORK
10018
1-888-777-0102
Western Asset Diversified Income Fund
549300M67UHXW4GHZ644
2022-12-31
2022-12-30
N
1130181147.71
366866890.98
763314256.73
0.00000000
0.00000000
358000000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
11291484.86000000
GBP
USD
N
HORNBLOWER SUB LLC
N/A
Hornblower Sub LLC
44055EAG6
7439722.87000000
PA
USD
5239722.42000000
0.686443672943
Long
LON
CORP
US
N
2
2025-04-27
Floating
9.11870000
N
N
Y
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NOK/USD FORWARD
000000000
1.00000000
NC
USD
1023160.81000000
0.134041883926
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-11009691.77000000
USD
117789389.30000000
NOK
2023-01-18
1023160.81000000
N
N
N
BSREP Commercial Mortgage Trus
N/A
BSREP Commercial Mortgage Trust 2021-DC
05591UAQ0
18664000.00000000
PA
USD
15441784.52000000
2.022991760451
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
9.81800000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
3750000.00000000
PA
USD
2995683.64000000
0.392457446403
Long
DBT
CORP
US
N
2
2046-04-01
Variable
5.75000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CBA1
4780000.00000000
PA
USD
2575009.90000000
0.337345972159
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.50000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
2000000.00000000
PA
USD
1958793.68000000
0.256616938925
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
5000000.00000000
PA
USD
4098075.00000000
0.536879137769
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
IDEAL STANDARD INTL SA
5299004EW24BCHXOHD09
Ideal Standard International SA
000000000
1690000.00000000
PA
778800.55000000
0.102028822746
Long
DBT
CORP
LU
N
2
2026-07-30
Fixed
6.37500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBE8
9482500.00000000
PA
USD
7372229.36000000
0.965818376245
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Floating
8.67768000
N
N
N
N
N
N
ROCC HOLDINGS LLC
6XOCUKRR0UU0LF5P1W14
ROCC Holdings LLC
70789PAA2
8000000.00000000
PA
USD
7974804.24000000
1.044760289708
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBL6
4000000.00000000
PA
USD
3386211.20000000
0.443619540725
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Variable
5.36350000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
5000000.00000000
PA
USD
4073753.40000000
0.533692822331
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
1000000.00000000
PA
USD
717447.46000000
0.093991099167
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
7616000.00000000
PA
USD
3679004.08000000
0.481977645191
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AN7
3000000.00000000
PA
USD
2539905.00000000
0.332746962028
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AE8
362000.00000000
PA
USD
350966.24000000
0.045979259119
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838LAE0
2700000.00000000
PA
USD
2592000.00000000
0.339571805078
Long
LON
CORP
US
N
3
2026-07-31
Floating
11.11870000
N
N
N
N
N
N
KNIGHT HEALTH HOLDINGS L
N/A
Knight Health Holdings LLC
49902TAB8
4950000.00000000
PA
USD
2982375.00000000
0.390713912874
Long
LON
CORP
US
N
2
2028-12-23
Floating
9.63690000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
7770000.00000000
PA
USD
5567156.90000000
0.729340091700
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
3200000.00000000
PA
USD
270400.00000000
0.035424466085
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
3000000.00000000
PA
USD
2254125.15000000
0.295307618078
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
XPO ESCROW SUB LLC
N/A
XPO Escrow Sub LLC
98379JAA3
1000000.00000000
PA
USD
1013220.01000000
0.132739563170
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
2200000.00000000
PA
USD
1856565.66000000
0.243224287196
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
3500000.00000000
PA
USD
3039400.00000000
0.398184623594
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809HAA1
3800000.00000000
PA
USD
3303200.74000000
0.432744536195
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
10.05550000
N
N
N
N
N
N
LTR INTERMEDIATE HOLDING
549300J0IFHJE2TQGX07
LTR Intermediate Holdings Inc
50219UAB1
4925000.00000000
PA
USD
4494062.50000000
0.588756525949
Long
LON
CORP
US
N
2
2028-05-07
Floating
8.86870000
N
N
N
N
N
N
ACCELERATE360 HOLD LLC
N/A
Accelerate360 Holdings LLC
00456LAA0
4259550.00000000
PA
USD
4572030.76000000
0.598970963753
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
170.00000000
NC
USD
-29513.70000000
-0.00386652020
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
20137326.20000000
USD
-29513.70000000
N
N
N
VIRGIN PULSE INC
N/A
Virgin Pulse Inc
000000000
6500000.00000000
PA
USD
5070000.00000000
0.664208739100
Long
LON
CORP
US
N
3
2029-04-06
Floating
11.61870000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response Inc
00169QAF6
4924623.14000000
PA
USD
3481117.61000000
0.456053005601
Long
LON
CORP
US
N
2
2025-10-02
Floating
8.61870000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
1660000000.00000000
PA
3512521.11000000
0.460167104050
Long
DBT
NUSS
N/A
N
2
2023-06-14
Fixed
8.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAY4
5000000.00000000
PA
USD
2313177.00000000
0.303043861634
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
2.25000000
N
N
N
N
N
N
River Haus 2021
N/A
River Haus 2021
000000000
8500000.00000000
PA
USD
8497481.45000000
1.113234997915
Long
DBT
CORP
US
N
3
2024-08-15
Fixed
6.95000000
N
N
N
N
N
N
Western Asset Premier Institutional Government Reserves
549300WB3XRN9YTWFB76
Western Asset Premier Institutional Government Reserves
52470G494
39523080.00000000
NS
USD
39523080.00000000
5.177825469854
Long
STIV
RF
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-NYCH
90266HAS1
2000000.00000000
PA
USD
1833994.20000000
0.240267253471
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Floating
9.15630000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-2A
64830XCJ6
4837892.02000000
PA
USD
4371645.98000000
0.572719026463
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.90871700
N
N
N
N
N
N
Marathon CLO LTD
N/A
Marathon CLO XIII Ltd
56579AAQ3
4625000.00000000
PA
USD
4350817.96000000
0.569990396699
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
8.14914000
N
N
N
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAE7
4000000.00000000
PA
USD
3692254.92000000
0.483713606479
Long
DBT
CORP
CA
N
2
2040-03-15
Fixed
6.50000000
N
N
N
N
N
N
AMER AIRLN 13-1 A PASS T
N/A
American Airlines 2013-1 Class A Pass Through Trust
023772AB2
2182424.32000000
PA
USD
1895787.11000000
0.248362596831
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
1500000.00000000
PA
USD
1370592.08000000
0.179558034966
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
TCI-Symphony CLO
5493005WLG3H3B8NI222
TCI-Symphony CLO 2016-1 Ltd
87230XAD8
3500000.00000000
PA
USD
3095789.42000000
0.405572068477
Long
ABS-CBDO
CORP
KY
N
2
2032-10-13
Floating
10.69071000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA TREASURY BOND
000000000
235.00000000
NC
USD
-87302.17000000
-0.01143725133
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
31650739.67000000
USD
-87302.17000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2000000.00000000
PA
USD
1391378.06000000
0.182281157168
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
13479094.00000000
PA
USD
11486209.95000000
1.504781267836
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 95 CLO Ltd
262485AC9
6870000.00000000
PA
USD
5149075.67000000
0.674568256075
Long
ABS-CBDO
CORP
KY
N
2
2034-08-20
Variable
0.01000000
N
N
N
N
N
N
TWO HARBORS INV CORP
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187BAB7
1000000.00000000
PA
USD
863183.80000000
0.113083673256
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
Two Harbors Investment Corp
Two Harbors Investment Corp
USD
XXXX
N
N
N
Symphony CLO Ltd
549300JQYSBIW1AM8R32
Symphony CLO XVIII Ltd
87154FAG2
3000000.00000000
PA
USD
2694712.33000000
0.353027905117
Long
ABS-CBDO
CORP
KY
N
2
2033-07-23
Floating
11.39457000
N
N
N
N
N
N
CLOUDERA INC
549300PGONC4JOI0RG62
Cloudera Inc
74339VAE8
5000000.00000000
PA
USD
4193750.00000000
0.549413293807
Long
LON
CORP
US
N
2
2029-10-08
Floating
10.36870000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
-136500.75000000
-0.01788264123
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2029-06-30
14915.24000000
USD
0.00000000
USD
-11900000.00000000
USD
-151415.99000000
N
N
N
ABERCROMBIE & FITCH MANA
5493003QMCFDA98NPT74
Abercrombie & Fitch Management Co
003000AA4
7155000.00000000
PA
USD
7023436.72000000
0.920123875333
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
3500000.00000000
PA
USD
2713036.90000000
0.355428563803
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8.00000000
N
N
N
N
N
N
VICTORIA PLC
2138002K6ECECHVCQN25
Victoria PLC
000000000
2970000.00000000
PA
2619576.42000000
0.343184526805
Long
DBT
CORP
GB
N
2
2026-08-24
Fixed
3.62500000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox Clo II Ltd
96466EAE4
2175000.00000000
PA
USD
1982271.92000000
0.259692767758
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
11.42457000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
31935HAF4
5390000.00000000
PA
USD
4886951.30000000
0.640227960753
Long
LON
CORP
US
N
2
2028-03-30
Floating
12.73200000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-978733.33000000
PA
USD
-978733.33000000
-0.12822154458
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.57000000
2023-07-03
1240000.00000000
USD
1221739.96800000
USD
CDS
N
N
N
Hayfin US XIV LTD
5493000YWK38UXBNS724
Hayfin US XIV Ltd
42088QAA7
7000000.00000000
PA
USD
6404794.02000000
0.839076954678
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
11.42257000
N
N
N
N
N
N
MAGENTA BUYER LLC
N/A
Magenta Buyer LLC
55910RAE3
6500000.00000000
PA
USD
5167500.00000000
0.676981984083
Long
LON
CORP
US
N
2
2029-07-27
Floating
12.63690000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
3000000.00000000
PA
USD
2627010.00000000
0.344158382584
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAC3
5500000.00000000
PA
USD
4919704.90000000
0.644518932618
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFH7
5000000.00000000
PA
USD
4232880.50000000
0.554539688297
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
10.17768000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJB6
6700000.00000000
PA
USD
5287835.64000000
0.692746872389
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
9.42768000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAQ8
3000000.00000000
PA
USD
2454936.24000000
0.321615405235
Long
DBT
CORP
KY
N
2
2029-03-08
Variable
3.35000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
185340.89000000
0.024281072751
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2048-02-15
124261.23000000
USD
0.00000000
USD
-4031000.00000000
USD
61079.66000000
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
7000000.00000000
PA
USD
5661810.00000000
0.741740371030
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
STRATHCONA RESOURCES
549300YNIUISTSZMLF56
Strathcona Resources Ltd/Alberta
86304TAA6
4000000.00000000
PA
USD
2924180.12000000
0.383089938936
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.87500000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448R106
7570.00000000
PA
USD
3211369.43000000
0.420713932916
Long
ABS-O
CORP
US
N
2
2046-09-18
None
0.00000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
14000000.00000000
PA
USD
12551840.00000000
1.644386946704
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
GREYSTONE SELECT FINANCI
N/A
Greystone Select Financial LLC
39808KAB3
3445987.65000000
PA
USD
3325378.08000000
0.435649937189
Long
LON
CORP
US
N
2
2028-06-17
Floating
9.35290000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLV9
6590000.00000000
PA
USD
5636765.73000000
0.738459380301
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
11.42768000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
225000000.00000000
PA
5238470.32000000
0.686279638276
Long
DBT
NUSS
N/A
N
2
2024-06-03
Fixed
6.14000000
N
N
N
N
N
N
Fortress Credit BSL Limited
N/A
Fortress Credit BSL XII Ltd
34963GAE8
5000000.00000000
PA
USD
4557859.02000000
0.597114357528
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.20914000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316VAC0
2450000.00000000
PA
USD
1748436.59000000
0.229058552828
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
10.50257000
N
N
N
N
N
N
Ocean Trails CLO
635400RMMLHBGDGXBC03
Ocean Trails Clo X
67516BAE1
3750000.00000000
PA
USD
3364900.08000000
0.440827621170
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.64914000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAB0
3000000.00000000
PA
USD
2553540.00000000
0.334533251211
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.12500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
3500000.00000000
PA
USD
3259528.62000000
0.427023154783
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 29 Ltd
50201LAE5
2000000.00000000
PA
USD
1664504.77000000
0.218062843098
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.90914000
N
N
N
N
N
N
EQUINOX HOLDINGS INC
549300W05QKLNGQIIA73
Equinox Holdings Inc
29446CAR5
1173000.00000000
PA
USD
944265.00000000
0.123705929985
Long
LON
CORP
US
N
3
2024-03-08
Floating
13.27030000
N
N
N
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
10094427.00000000
PA
USD
9444680.63000000
1.237325327901
Long
DBT
CORP
N/A
N
2
2025-10-15
Fixed
7.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-2274306.13000000
PA
USD
-2274306.13000000
-0.29795148065
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.68000000
2026-07-06
3200000.00000000
USD
2920249.60000000
USD
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
1158253.53000000
0.151740062469
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2047-08-15
122039.89000000
USD
0.00000000
USD
-10419000.00000000
USD
1036213.64000000
N
N
N
RISING TIDE HOLDINGS INC
254900T03WM6VU0KWL83
Rising Tide Holdings Inc
76770EAB3
6305000.00000000
PA
USD
2994875.00000000
0.392351508385
Long
LON
CORP
US
N
3
2028-06-01
Floating
9.11870000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2018-1
86745JAB3
4295575.73000000
PA
USD
3564279.74000000
0.466947880060
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
7.71000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
6300000.00000000
PA
USD
5293434.26000000
0.693480334387
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
10000000.00000000
PA
USD
6699482.80000000
0.877683436531
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
Riserva CLO, Ltd.
549300640C8OB2I8SN35
Riserva Clo Ltd
76761TAJ4
2500000.00000000
PA
USD
1968060.36000000
0.257830944810
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
12.70371000
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP
75774EAK1
2690000.00000000
PA
USD
1363507.20000000
0.178629861551
Long
LON
CORP
US
N
2
2029-08-06
Floating
12.11870000
N
N
N
N
N
N
WHEEL BIDCO LTD
213800GGDN5YSVU1G348
Wheel Bidco Ltd
000000000
5180000.00000000
PA
5060927.04000000
0.663020112015
Long
DBT
CORP
JE
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Tru
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAQ6
4455441.44000000
PA
USD
4196175.29000000
0.549731025328
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
8.47047500
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAS5
5000000.00000000
PA
USD
4416780.50000000
0.578631993449
Long
ABS-MBS
CORP
US
N
2
2026-11-15
Floating
10.25106100
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
2000000.00000000
PA
USD
2033980.00000000
0.266466921332
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
MAGNOLIA FINANCE X DAC 2019-1
213800FNSN9L4EI3LC40
Credit Suisse European Mortgage Capital Ltd
55960WAB7
2011600.00000000
PA
USD
1968499.66000000
0.257888496467
Long
ABS-O
CORP
IE
N
2
2024-08-09
Floating
7.31471000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-446.00000000
NC
USD
115702.75000000
0.015157944317
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-03-31
-48252344.49000000
USD
115702.75000000
N
N
N
RVR DEALERSHIP HOLDINGS
N/A
RVR Dealership Holdings LLC
75001CAB0
920294.29000000
PA
USD
851272.22000000
0.111523165261
Long
LON
CORP
US
N
2
2028-02-08
Floating
8.07100000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
6500000.00000000
PA
USD
5266614.02000000
0.689966678018
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
1680000.00000000
PA
USD
1664858.58000000
0.218109194911
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
PLANVIEW PARENT INC
549300SEALM1D9FKMA32
Planview Parent Inc
72751PAC8
4216925.78000000
PA
USD
3938292.41000000
0.515946397604
Long
LON
CORP
US
N
2
2027-12-17
Floating
8.35290000
N
N
N
N
N
N
CB POLY US HOLDINGS INC
254900TSH6NNRZ0GUN05
CB Poly US Holdings Inc
12511PAB7
4987500.00000000
PA
USD
4682015.63000000
0.613379822100
Long
LON
CORP
US
N
2
2029-05-20
Floating
9.82060000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
2520000.00000000
PA
USD
2501100.00000000
0.327663210525
Long
DBT
CORP
VG
N
2
2023-02-24
Fixed
2.50000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AA2
5000000.00000000
PA
USD
3377233.15000000
0.442443347575
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
2500000.00000000
PA
USD
1607500.00000000
0.210594782663
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
4670000.00000000
PA
USD
4406682.05000000
0.577309019338
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
INTERGEN NV
549300E3XRGX2JMPEC79
InterGen NV
45867XAG9
5915000.00000000
PA
USD
5750319.66000000
0.753335812779
Long
DBT
CORP
NL
N
2
2023-06-30
Fixed
7.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
17.00000000
NC
USD
956.25000000
0.000125276056
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 Month Eurodollar
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-12-18
0.00000000
USD
1000000.00000000
99.00000000
USD
2023-12-18
XXXX
-3116.95000000
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316VAL0
3000000.00000000
PA
USD
2580718.25000000
0.338093809626
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
12.49257000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-ADV
12660WAS4
8350000.00000000
PA
USD
7189726.59000000
0.941909118899
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
10.56800000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
1540000.00000000
PA
USD
1266496.00000000
0.165920653103
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Park Avenue Institutional Advi
N/A
Park Avenue Institutional Advisers CLO Ltd 2019-1
70017XAA9
6950000.00000000
PA
USD
5904284.31000000
0.773506358350
Long
ABS-CBDO
CORP
KY
N
2
2032-05-15
Floating
11.45614000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
20000000.00000000
PA
USD
9941062.80000000
1.302355184951
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
SOHO Trust 2021-SOHO
N/A
Soho Trust 2021-SOHO
83410JAJ7
7000000.00000000
PA
USD
4517473.10000000
0.591823493426
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Variable
2.69658900
N
N
N
N
N
N
TRANSPORT DE GAS DEL SUR
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AX3
5250000.00000000
PA
USD
4872971.46000000
0.638396494895
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
6.75000000
N
N
N
N
N
N
ONE CALL CORP
549300WUCCV86ZQHG041
One Call Corp
000000000
6912500.00000000
PA
USD
5714356.38000000
0.748624348309
Long
LON
CORP
US
N
2
2027-04-22
Floating
9.88870000
N
N
N
N
N
N
RESOLUTE INVESMENT MANA
5493000DRVCSZDWGPC49
Resolute Investment Managers Inc
04635WAH7
3502936.17000000
PA
USD
2854892.98000000
0.374012794183
Long
LON
CORP
US
N
2
2024-04-30
Floating
8.61870000
N
N
N
N
N
N
XPO CNW INC
N/A
XPO CNW Inc
12612WAB0
3280000.00000000
PA
USD
2919085.20000000
0.382422465486
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
CSEMC 2020-1OTF A
N/A
CSEMC 2020-1OTF A
000000000
1105326.64000000
PA
USD
1080622.59000000
0.141569816163
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
7.38970700
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HBA5
5000000.00000000
PA
USD
2387176.00000000
0.312738296049
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
2.25000000
N
N
N
N
N
N
GEO GROUP INC/THE
54930024XOXET7NQVZ63
GEO Group Inc/The
36162JAD8
6048000.00000000
PA
USD
5817809.37000000
0.762177480468
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
9.50000000
N
N
N
N
N
N
CRESTWOOD EQUITY PARTNER
549300CUY0F1TYDLDL45
Crestwood Equity Partners LP
226344307
750000.00000000
NS
USD
6495000.00000000
0.850894627309
Long
EP
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
1199.00000000
NC
USD
-600320.40000000
-0.07864655935
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
135244279.52000000
USD
-600320.40000000
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
90290PAN4
5900898.99000000
PA
USD
3330319.87000000
0.436297349438
Long
LON
CORP
US
N
2
2026-07-26
Floating
9.72990000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
2449812.78000000
PA
USD
2383790.33000000
0.312294747410
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336V308
501254.00000000
NS
USD
18045144.00000000
2.364051744206
Long
EP
CORP
US
N
3
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS FORD MOTOR COMPANY
000000000
1.00000000
NC
USD
239747.64000000
0.031408772715
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
FORD MOTOR COMPANY
Ford Motor Co
Y
Default Event
2026-06-20
434996.49000000
USD
0.00000000
USD
4320000.00000000
USD
-195248.85000000
N
N
N
Symphony CLO Ltd
54930054F3QGDZOYIH14
Symphony CLO XXVIII Ltd
87168DAC0
6045000.00000000
PA
USD
4219124.78000000
0.552737583872
Long
ABS-CBDO
CORP
KY
N
2
2050-10-23
Variable
0.01000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XDB7
2223830.11000000
PA
USD
2321788.05000000
0.304171974980
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
14.63871000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGW3
9539275.64000000
PA
USD
3314421.32000000
0.434214517910
Long
ABS-MBS
CORP
US
N
2
2057-08-25
Variable
0.41950200
N
N
N
N
N
N
MAGENTA BUYER LLC
N/A
Magenta Buyer LLC
55910RAB9
5940000.00000000
PA
USD
5113983.60000000
0.669970926772
Long
LON
CORP
US
N
2
2028-07-27
Floating
9.13690000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAD9
10000000.00000000
PA
USD
9320550.00000000
1.221063266907
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
680000.00000000
PA
USD
698121.82000000
0.091459292662
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Three-Month SOFR
000000000
155.00000000
NC
USD
14374.50000000
0.001883169333
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2025-03-18
37441375.50000000
USD
14374.50000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2022-1
35563PC80
5000000.00000000
PA
USD
3912122.50000000
0.512517939434
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
4.50000000
N
N
N
N
N
N
VERICAST CORP
549300J73P7FL8TVF308
Vericast Corp
92342NAK9
590000.00000000
PA
USD
671862.50000000
0.088019121099
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
12.50000000
N
N
N
N
N
N
WP CPP HOLDINGS LLC
549300HT8KGOLU7VM426
WP CPP Holdings LLC
92937JAM5
3696076.21000000
PA
USD
3232089.28000000
0.423428391583
Long
LON
CORP
US
N
2
2025-04-30
Floating
8.21030000
N
N
N
N
N
N
SARAT 2013-1A F1R3
N/A
SARAT 2013-1A F1R3
000000000
4000000.00000000
PA
USD
3538700.00000000
0.463596738669
Long
DBT
CORP
US
N
2
2033-04-20
Floating
0.00000100
N
N
N
N
N
N
UNIQUIFY INC
N/A
Uniquify Inc
90915UAA6
3952500.30000000
PA
USD
3876559.09000000
0.507858860989
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Three-Month SOFR
000000000
12.00000000
NC
USD
-43812.70000000
-0.00573979846
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2023-09-19
2895012.70000000
USD
-43812.70000000
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
4000000.00000000
PA
USD
3408680.00000000
0.446563125206
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
DOMAN BUILDING MATERIALS
529900HEUBRUITK08D78
Doman Building Materials Group Ltd
13874XAD5
1950000.00000000
PA
1286251.11000000
0.168508723459
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
1240000.00000000
PA
USD
1229538.19000000
0.161078897604
Long
DBT
CORP
VG
N
2
2023-07-03
Floating
5.06786000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2017-2A Ltd
94952DAA0
3287000.00000000
PA
USD
2728108.76000000
0.357403092624
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
10.99257000
N
N
N
N
N
N
AUTOKINITON US HOLDINGS
254900EHNKMJ1OSEZL85
Autokiniton US Holdings Inc
05278HAB2
3940000.00000000
PA
USD
3824282.20000000
0.501010188959
Long
LON
CORP
US
N
2
2028-04-06
Floating
8.86870000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
5500000.00000000
PA
USD
4632105.67000000
0.606841235986
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
National Collegiate Commutatio
N/A
National Collegiate VI 2007-4 Class A-3L Commutation Trust
63546VAA8
27730207.79000000
PA
USD
5442108.74000000
0.712957827266
Long
ABS-O
CORP
US
N
2
2038-03-29
Floating
5.23871000
N
N
N
N
N
N
RR Ltd
54930003V8ISBLDELD80
RR 18 Ltd
749737AA0
7190000.00000000
PA
USD
6259925.60000000
0.820098084741
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
10.32914000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
5000000.00000000
PA
USD
3916075.00000000
0.513035747134
Long
LON
CORP
US
N
2
2029-01-15
Floating
9.61130000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAX4
6590000.00000000
PA
USD
6092052.35000000
0.798105406297
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.31800000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BBQ1
1580000.00000000
PA
USD
1265279.17000000
0.165761239076
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
4.68819000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
2500000.00000000
PA
USD
2394750.00000000
0.313730547921
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
PACTIV LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AE1
10000000.00000000
PA
USD
9780108.60000000
1.281268954925
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.37500000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
2500000.00000000
PA
USD
2459625.00000000
0.322229668621
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.12500000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
1000000.00000000
PA
USD
842590.97000000
0.110385855179
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
239730000.00000000
PA
877655.59000000
0.114979588323
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
Y
N
N
N
N
GEO GROUP INC/THE
54930024XOXET7NQVZ63
GEO Group Inc/The
36162JAC0
3750000.00000000
PA
USD
3811556.25000000
0.499342992272
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
10.50000000
N
N
N
N
N
N
KNDR Trust 2021-KIND
N/A
KIND Trust 2021-KIND
482606AS9
7446183.88000000
PA
USD
6629939.16000000
0.868572688318
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
8.26800000
N
N
N
N
N
N
BED BATH & BEYOND INC
529900ZBUWWUV7BKGX39
Bed Bath & Beyond Inc
075896AC4
5000000.00000000
PA
USD
508125.00000000
0.066568257505
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
5.16500000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
1000000.00000000
PA
USD
906900.00000000
0.118810829485
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
B RILEY FINANCIAL INC
N/A
B Riley Financial Inc
05580M801
80219.00000000
NS
USD
1761609.24000000
0.230784270628
Long
EP
CORP
US
N
1
N
N
N
BED BATH & BEYOND INC
529900ZBUWWUV7BKGX39
Bed Bath & Beyond Inc
075896AB6
1000000.00000000
PA
USD
99361.36000000
0.013017097365
Long
DBT
CORP
US
N
2
2034-08-01
Fixed
4.91500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
3821.20000000
0.000500606397
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1121656.20000000
USD
1050000.00000000
EUR
2023-01-18
3821.20000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS GENERAL MOTORS CO
000000000
1.00000000
NC
USD
-435520.15000000
-0.05705646739
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
GENERAL MOTORS CO
General Motors Co
Y
Default Event
2026-06-20
0.00000000
USD
-584656.96000000
USD
-4320000.00000000
USD
149136.81000000
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
1210000.00000000
PA
USD
1164627.44000000
0.152575093381
Long
DBT
CORP
VG
N
2
2023-09-30
Fixed
2.12500000
N
N
N
N
N
N
Babson CLO Ltd
549300Q89L7I93JSRH83
Barings CLO Ltd 2020-IV
06762DAA4
1090000.00000000
PA
USD
946014.20000000
0.123935088550
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
9.92257000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2022-JERI
63875LAS2
2500000.00000000
PA
USD
2235892.75000000
0.292919034367
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
11.79341000
N
N
N
N
N
N
TUTOR PERINI CORP
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
7745000.00000000
PA
USD
6789086.39000000
0.889422191468
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
AKUMIN ESCROW INC
N/A
Akumin Escrow Inc
01021FAB5
7395000.00000000
PA
USD
4514472.09000000
0.591430338185
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
5000000.00000000
PA
USD
5141925.00000000
0.673631463668
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
Carlyle US CLO 2020-1, Ltd
N/A
CARLYLE US CLO 2020-1 LTD
14315UAG9
5000000.00000000
PA
USD
3981154.79000000
0.521561696889
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
12.12257000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
6000000.00000000
PA
USD
4267800.00000000
0.559114409611
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 Month Eurodollar
000000000
456.00000000
NC
USD
-3181170.10000000
-0.41675758993
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-12-18
111720570.10000000
USD
-3181170.10000000
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
3000000.00000000
PA
USD
1952970.00000000
0.255853992347
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
3000000.00000000
PA
USD
2514324.60000000
0.329395734172
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HBE4
2225000.00000000
PA
USD
1924526.21000000
0.252127638522
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
9.63871000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-LUAU
36256AAS1
5000000.00000000
PA
USD
4649397.50000000
0.609106597840
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
8.76786000
N
N
N
N
N
N
WORLDWIDE EXPRESS INC
N/A
Worldwide Express Inc
00435UAE8
7000000.00000000
PA
USD
5866875.00000000
0.768605452901
Long
LON
CORP
US
N
2
2029-07-26
Floating
11.38690000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
5.77000000
0.000000755914
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-126.93000000
USD
2595.40000000
MXN
2023-01-18
5.77000000
N
N
N
ALLEN MEDIA LLC/CO-ISSR
N/A
Allen Media LLC / Allen Media Co-Issuer Inc
01771YAA8
9160000.00000000
PA
USD
3495272.80000000
0.457907443648
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-1532426.87000000
PA
USD
-1532426.87000000
-0.20075962901
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
2031-09-20
2200000.00000000
USD
1856565.66000000
USD
CDS
N
N
N
Riserva CLO, Ltd.
549300640C8OB2I8SN35
Riserva Clo Ltd
76761TAG0
2450000.00000000
PA
USD
2105513.73000000
0.275838386540
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
10.69371000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
9842000.00000000
PA
USD
8242675.00000000
1.079853406028
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
STONEMOR INC
N/A
StoneMor Inc
86184WAA4
11000000.00000000
PA
USD
8814300.00000000
1.154740648728
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
2000000.00000000
PA
USD
1832673.20000000
0.240094192377
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
6.97768000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
3000000.00000000
PA
USD
3019620.00000000
0.395593292458
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
2000000.00000000
PA
USD
1258000.00000000
0.164807612187
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-659346.63000000
-0.08637944649
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-9820000.00000000
EUR
9866546.80000000
USD
2023-01-18
-659346.63000000
N
N
N
SAMHALLSBYGGNADSBOLAGET
549300HX9MRFY47AH564
Samhallsbyggnadsbolaget i Norden AB
000000000
5000000.00000000
PA
2116065.56000000
0.277220756895
Long
DBT
CORP
SE
N
2
N/A
Fixed
2.62400000
N
N
N
N
N
N
LCM Ltd Partnership
5493006LYYH2XWCWW153
LCM 33 Ltd
50202FAA5
3000000.00000000
PA
USD
2540952.82000000
0.332884234454
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
10.59257000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CAD FORWARD
000000000
1.00000000
NC
USD
4301.09000000
0.000563475653
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-497960.56000000
USD
680000.00000000
CAD
2023-01-18
4301.09000000
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
1110000.00000000
PA
USD
811747.80000000
0.106345164241
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-2234320.00000000
PA
USD
-2234320.00000000
-0.29271299209
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.75000000
2030-07-31
5000000.00000000
USD
1922400.04000000
USD
CDS
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
5000000.00000000
PA
USD
2424641.05000000
0.317646503864
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
DCERT BUYER INC
549300EF826JEEUCHZ67
Dcert Buyer Inc
000000000
500000.00000000
PA
USD
458500.00000000
0.060067003328
Long
LON
CORP
US
N
2
2029-02-16
Floating
11.35390000
N
N
N
N
N
N
PARK-OHIO INDUSTRIES INC
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
6000000.00000000
PA
USD
4085520.00000000
0.535234336838
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.62500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYMZ
46654GAA4
10000000.00000000
PA
USD
9583886.50000000
1.255562360521
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
11.56800000
N
N
N
N
N
N
Freddie Mac - STACR
549300D2VO9JVX6KU482
STACR Trust 2018-HRP1
3137G0VB2
4775030.87000000
PA
USD
4979238.89000000
0.652318340198
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Floating
16.13871000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd
69690CAJ2
2950000.00000000
PA
USD
2938823.47000000
0.385008329674
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
9.40507000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875JAN8
3500000.00000000
PA
USD
3311239.75000000
0.433797707930
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
9.52861000
N
N
N
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International SA / FAGE USA Dairy Industry Inc
30257WAA4
8000000.00000000
PA
USD
7433760.00000000
0.973879360231
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
10000000.00000000
PA
USD
7141854.10000000
0.935637456923
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP
75774EAG0
6930000.00000000
PA
USD
4831180.20000000
0.632921520514
Long
LON
CORP
US
N
2
2028-04-27
Floating
9.11870000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
1500000.00000000
PA
USD
1147350.80000000
0.150311721533
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-B LLC
19425A104
17241.00000000
PA
USD
6028224.54000000
0.789743475488
Long
ABS-O
CORP
US
N
2
2052-06-25
None
0.00000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
10000000.00000000
PA
USD
8700000.00000000
1.139766475379
Long
DBT
CORP
US
N
2
N/A
Floating
8.71614000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
7640000.00000000
PA
USD
8211695.47000000
1.075794850888
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
PLASTICS MANAGEMENT LLC
N/A
Plastics Management LLC
000000000
4955892.46000000
PA
USD
4578999.27000000
0.599883891808
Long
LON
CORP
US
N
3
2027-08-17
Floating
9.35290000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
NOK/USD FORWARD
000000000
1.00000000
NC
USD
1306.06000000
0.000171103839
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-9800000.00000000
NOK
1002431.51000000
USD
2023-01-18
1306.06000000
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDY2
6000000.00000000
PA
USD
5116137.60000000
0.670253117230
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
9.92768000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL2Trust
12656TAG3
6233900.00000000
PA
USD
3516693.85000000
0.460713764873
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.51789300
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAC5
3178818.00000000
PA
USD
2004550.87000000
0.262611480438
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
5.43700000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
2340000.00000000
PA
USD
1728808.78000000
0.226487159745
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Multifamily Connecticut Avenue
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAD1
2000000.00000000
PA
USD
1868718.00000000
0.244816336590
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
13.13871000
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
Ciudad Autonoma De Buenos Aires/Government Bonds
11942GAD4
5100000.00000000
PA
USD
4698260.35000000
0.615508004544
Long
DBT
NUSS
AR
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2021-KF117 Mortgage Trust
30320YAE5
7994993.29000000
PA
USD
7684155.55000000
1.006683090516
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
10.12536000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
3943000.00000000
PA
USD
3739247.84000000
0.489870038065
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.05000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-1777176.00000000
PA
USD
-1777176.00000000
-0.23282363513
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
2029-03-08
3000000.00000000
USD
2454936.24000000
USD
CDS
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DX0
8610000.00000000
PA
USD
8780632.98000000
1.150330011863
Long
DBT
CORP
US
N
2
2096-11-01
Fixed
7.50000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90016LAA4
3200000.00000000
PA
USD
2920249.60000000
0.382575010783
Long
DBT
NUSS
TR
N
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC
530715AD3
10011000.00000000
PA
USD
4930417.50000000
0.645922365071
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
8.50000000
N
N
N
N
N
N
Symphony CLO Ltd
5493005CJY0RF4FJJP54
Symphony CLO XXI Ltd
87167CAW9
2800000.00000000
PA
USD
2484269.28000000
0.325458257604
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
10.67914000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVI Ltd
83615BAJ7
3700000.00000000
PA
USD
2943420.60000000
0.385610588830
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
11.10257000
N
N
N
N
N
N
SPENCER SPIRIT IH LLC
N/A
Spencer Spirit IH LLC
84823UAB8
8813888.71000000
PA
USD
8691331.59000000
1.138630847435
Long
LON
CORP
US
N
2
2026-06-19
Floating
10.73830000
N
N
N
N
N
N
WEWORK COS INC
549300D8U9TF7WBED521
WeWork Cos Inc
96208LAA9
8750000.00000000
PA
USD
3338825.00000000
0.437411586455
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.87500000
N
N
N
N
N
N
PARTICLE INVESTMENTS SAR
549300TH5VH623DTW562
Particle Investments Sarl
000000000
1725703.03000000
PA
USD
1684717.58000000
0.220710875651
Long
LON
CORP
LU
N
2
2027-05-22
Floating
9.63870000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-767408.61000000
-0.10053639156
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-17620000.00000000
GBP
20545467.83000000
USD
2023-01-18
-767408.61000000
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
6500000.00000000
PA
USD
5471780.67000000
0.716845076815
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBN9
2819937.44000000
PA
USD
2350011.79000000
0.307869500573
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
5.30563100
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
7000000.00000000
PA
USD
5352550.00000000
0.701224948022
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
5.00000000
NC
USD
-1824.08000000
-0.00023896841
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
628542.83000000
USD
-1824.08000000
N
N
N
BERRY PETROLEUM CO LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
6022000.00000000
PA
USD
5540333.82000000
0.725826063269
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIX Ltd
09630LAE2
7000000.00000000
PA
USD
6202357.32000000
0.812556200190
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
11.21843000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1609000.00000000
PA
USD
1041937.68000000
0.136501797367
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737RAE0
1729616.01000000
PA
USD
1719264.26000000
0.225236754697
Long
LON
CORP
US
N
2
2028-08-12
Floating
8.29210000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
7000000.00000000
PA
USD
6050700.60000000
0.792688011084
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO 2022-2 Ltd
86317UAA8
8200000.00000000
PA
USD
7470772.75000000
0.978728313290
Long
ABS-CBDO
CORP
JE
N
2
2030-07-20
Floating
9.97828000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
2000000.00000000
PA
USD
1612600.00000000
0.211262921631
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
ALLEN MEDIA LLC
549300ERNJNM4RN5JP79
Allen Media LLC
01771JAG8
7386171.14000000
PA
USD
6082068.76000000
0.796797479724
Long
LON
CORP
US
N
2
2027-02-10
Floating
9.76530000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-2222476.80000000
PA
USD
-2222476.80000000
-0.29116144240
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.75000000
2034-01-23
3200000.00000000
USD
2479968.00000000
USD
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
5000000.00000000
PA
USD
4553257.60000000
0.596511536350
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
MBRT 2019 MBR
N/A
MBRT 2019-MBR
55282DBE3
3000000.00000000
PA
USD
2862493.20000000
0.375008481076
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
8.66800000
N
N
N
N
N
N
Zais Matrix CDO I
549300PCGOXUK8XLNY49
Zais Clo 17 Ltd
98888KAA4
6000000.00000000
PA
USD
5031550.10000000
0.659171508410
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
12.49257000
N
N
N
N
N
N
Voya CLO Ltd
549300TZK6NKU72KPL60
Voya CLO 2021-1 Ltd
92918PAA0
2250000.00000000
PA
USD
1998627.36000000
0.261835455368
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
10.42914000
N
N
N
N
N
N
WP CPP HOLDINGS LLC
549300HT8KGOLU7VM426
WP CPP Holdings LLC
000000000
6000000.00000000
PA
USD
5055000.00000000
0.662243624487
Long
LON
CORP
US
N
2
2026-04-30
Floating
0.01000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAB7
11596000.00000000
PA
USD
11907816.44000000
1.560014939457
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
1090000.00000000
PA
USD
917539.36000000
0.120204666938
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-2001602.40000000
PA
USD
-2001602.40000000
-0.26222520834
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.57000000
2023-02-24
2520000.00000000
USD
1432037.54400000
USD
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-2 Ltd
92917TAA3
6750000.00000000
PA
USD
5200727.13000000
0.681334991996
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
9.32914000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain Fuji US Clo II Ltd
09629HAA2
5350000.00000000
PA
USD
4200862.46000000
0.550345080412
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
10.39257000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 1 Ltd
48661BAA2
3000000.00000000
PA
USD
2522082.76000000
0.330412112411
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
9.69914000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAC5
6054035.35000000
PA
USD
4685972.29000000
0.613898174792
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
5.68200000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
31935HAD9
5904849.58000000
PA
USD
5618464.38000000
0.736061763613
Long
LON
CORP
US
N
2
2027-03-30
Floating
8.99100000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
2000000.00000000
PA
USD
1987597.90000000
0.260390511833
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
FRANCHISE GROUP INC
549300MWCHSL8BSOMV77
Franchise Group Inc
35180YAB9
5955440.04000000
PA
USD
5745153.45000000
0.752658999795
Long
LON
CORP
US
N
2
2026-03-10
Floating
9.48310000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
3000000.00000000
PA
USD
2845519.80000000
0.372784835984
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
650000.00000000
PA
USD
522031.25000000
0.068390082511
Long
DBT
CORP
N/A
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM General Purchaser LLC
69356MAA4
7000000.00000000
PA
USD
5347131.58000000
0.700515093600
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
Ciudad Autonoma De Buenos Aires/Government Bonds
000000000
2000000.00000000
PA
USD
1842455.04000000
0.241375688159
Long
DBT
NUSS
AR
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
2000000.00000000
PA
USD
1728253.78000000
0.226414450504
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/JPY FORWARD
000000000
1.00000000
NC
USD
9268.33000000
0.001214222047
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-539080000.00000000
JPY
4127402.27000000
USD
2023-01-18
9268.33000000
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
2500000.00000000
PA
USD
1840362.50000000
0.241101549430
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Multifamily Structured Credit
N/A
Freddie Mac Multifamily Structured Credit Risk
35563JAC7
2500000.00000000
PA
USD
2046974.25000000
0.268169267369
Long
ABS-MBS
CORP
US
N
2
2041-07-25
Floating
9.42768000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CA6
2000000.00000000
PA
USD
2048734.00000000
0.268399808065
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256YAC7
4050000.00000000
PA
USD
3169731.57000000
0.415259055107
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.87500000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAF8
2500000.00000000
PA
USD
2328445.75000000
0.305044184550
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
11.88871000
N
N
N
N
N
N
Greywolf CLO Ltd
549300RJBZLY8V18YD77
Greywolf CLO V Ltd
39808TAE8
6250000.00000000
PA
USD
5356425.12000000
0.701732618351
Long
ABS-CBDO
CORP
KY
N
2
2031-01-27
Floating
10.20843000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-25709.87000000
-0.00336818941
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-39246000.00000000
JPY
274097.74000000
USD
2023-01-18
-25709.87000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-2341174.40000000
PA
USD
-2341174.40000000
-0.30671173495
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.68000000
2032-04-14
3500000.00000000
USD
3039400.00000000
USD
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
3100000.00000000
PA
USD
1414375.00000000
0.185293932024
Long
DBT
CORP
KY
N
2
2024-04-09
Fixed
7.37500000
N
N
N
N
N
N
AMERICAN NEWS COMPANY
N/A
American News Co LLC
02862PAA5
1871941.00000000
PA
USD
2089554.14000000
0.273747558306
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.50000000
N
N
N
N
N
N
VERICAST CORP
549300J73P7FL8TVF308
Vericast Corp
92348BAA1
7020000.00000000
PA
USD
7511400.00000000
0.984050793467
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
11.00000000
N
N
N
N
N
N
EYECARE PARTNERS LLC
254900ZAACWK09RJ8W93
Eyecare Partners LLC
30233PAK6
2590000.00000000
PA
USD
2162650.00000000
0.283323674480
Long
LON
CORP
US
N
2
2029-11-15
Floating
11.08910000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
3000000.00000000
PA
2720137.50000000
0.356358796657
Long
DBT
CORP
GB
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
4500000.00000000
PA
USD
3600000.00000000
0.471627507053
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
AGL CLO 6 LTD
5493008ZSC34VKNPZN79
AGL CLO 6 LTD
00119WAE7
6990000.00000000
PA
USD
6163531.61000000
0.807469735519
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
10.74257000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
7298000.00000000
PA
USD
6212422.50000000
0.813874815677
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAC8
6500000.00000000
PA
USD
5273125.00000000
0.690819666147
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/JPY FORWARD
000000000
1.00000000
NC
USD
88258.92000000
0.011562592893
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-4256300.58000000
USD
568720000.00000000
JPY
2023-01-18
88258.92000000
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAR3
1350000.00000000
PA
USD
1136700.00000000
0.148916385352
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.12500000
N
N
N
N
N
N
GRANITE POINT MTGE TRST
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust Inc
38741L305
170333.00000000
NS
USD
2921210.95000000
0.382700954979
Long
EP
CORP
US
N
1
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
2500000.00000000
PA
USD
1859487.50000000
0.243607070561
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R07
20753WAE6
4940000.00000000
PA
USD
4792536.06000000
0.627858842900
Long
ABS-MBS
CORP
US
N
2
2039-10-25
Floating
7.78871000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
8000000.00000000
PA
USD
7092480.00000000
0.929169072563
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
1000000.00000000
PA
USD
961444.00000000
0.125956510247
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
58175LAA8
7140000.00000000
PA
USD
5390700.00000000
0.706222889520
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
CLUBCORP HOLDINGS INC
549300XWSO7KBICXNW37
ClubCorp Holdings Inc
18948TAB9
7383116.88000000
PA
USD
6683603.47000000
0.875603122969
Long
LON
CORP
US
N
2
2024-09-18
Floating
7.07460000
N
N
N
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001RAC2
4600000.00000000
PA
USD
3390086.79000000
0.444127272628
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01000000
N
N
N
N
N
N
888 ACQUISITIONS LTD
254900RFD0BP3JOPZU89
888 Acquisitions Ltd
000000000
2000000.00000000
PA
1846534.81000000
0.241910169202
Long
DBT
CORP
GI
N
2
2027-07-15
Fixed
7.55800000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
67421QAA0
600000.00000000
PA
USD
597930.19000000
0.078333423583
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
2600000.00000000
PA
USD
2355085.23000000
0.308534159978
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
EMPIRE TODAY LLC
N/A
Empire Today LLC
29210RAB1
2462500.00000000
PA
USD
1855346.00000000
0.243064502417
Long
LON
CORP
US
N
2
2028-04-01
Floating
9.36870000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300V7DN3VJ8H1GE96
Anchorage Capital CLO 3-R Ltd
03330BAA8
3625000.00000000
PA
USD
3035115.73000000
0.397623351488
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
9.87386000
N
N
N
N
N
N
KKR APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC
000000000
1000000.00000000
PA
USD
970000.00000000
0.127077411622
Long
LON
CORP
US
N
2
2029-09-23
Floating
10.13690000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CAL2
7195000.00000000
PA
USD
3536126.65000000
0.463259610156
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.25000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
5000000.00000000
PA
USD
4594600.00000000
0.601927706641
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
StoneX Group Inc
46116VAE5
3000000.00000000
PA
USD
3035250.00000000
0.397640941884
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.62500000
N
N
N
N
N
N
WEATHERFORD INTL LTD
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AP2
231000.00000000
PA
USD
236491.83000000
0.030982236728
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-939583.96000000
PA
USD
-939583.96000000
-0.12309267797
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.57000000
2023-09-30
1210000.00000000
USD
942996.00000000
USD
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
5550000.00000000
PA
USD
501997.50000000
0.065765508186
Long
DBT
CORP
KY
N
2
2024-10-30
Fixed
8.37500000
Y
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
6000000.00000000
PA
USD
3397170.00000000
0.445055227260
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BV1
4800000.00000000
PA
USD
5276880.00000000
0.691311599839
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.90000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAZ3
5000000.00000000
PA
USD
3929150.00000000
0.514748672038
Long
LON
CORP
US
N
2
2028-02-03
Floating
9.61870000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBE4
5000000.00000000
PA
USD
4272216.50000000
0.559693004857
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
9.57768000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KBE7
7250000.00000000
PA
USD
5970925.28000000
0.782236834613
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
9.18871000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
3200000.00000000
PA
USD
2479968.00000000
0.324894757059
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman 2019-1 Ltd
55446MAB3
868375.72000000
PA
USD
621651.16000000
0.081441051902
Long
ABS-O
CORP
KY
N
2
2039-10-15
Fixed
4.33500000
N
N
N
N
N
N
Magnetite CLO Ltd
549300F7COUCG1RROP29
Magnetite XXVI Ltd
55955CAE2
6750000.00000000
PA
USD
6082793.20000000
0.796892386899
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
10.30843000
N
N
N
N
N
N
GoldenTree Loan Management US
549300LOEERRNVSKVY31
Goldentree Loan Management US Clo 8 Ltd
38136QAJ8
7000000.00000000
PA
USD
5484419.90000000
0.718500912519
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
12.29257000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
500937.52000000
0.065626642707
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2048-02-15
67763.10000000
USD
0.00000000
USD
-3728000.00000000
USD
433174.42000000
N
N
N
SIZZLING PLATT/FIN CO
N/A
Sizzling Platter LLC / Sizzling Platter Finance Corp
830146AB2
7000000.00000000
PA
USD
6449706.41000000
0.844960820937
Long
DBT
CORP
US
N
2
2025-11-28
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
5593000.00000000
PA
USD
2212349.91000000
0.289834742439
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAA7
800000.00000000
PA
USD
736045.99000000
0.096427648705
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.87500000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
07335BAA4
5380000.00000000
PA
USD
1183600.00000000
0.155060643707
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
2000000.00000000
PA
USD
1849900.00000000
0.242351034805
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAL8
2401830.29000000
PA
USD
2228776.74000000
0.291986782684
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
10.33561000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
3500000.00000000
PA
USD
3520860.00000000
0.461259562356
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
693070AD6
2556000.00000000
PA
USD
2483703.54000000
0.325384141341
Long
DBT
CORP
GB
N
2
2027-06-01
Fixed
7.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co
000000000
-2069419.73000000
PA
USD
-2069419.73000000
-0.27110979675
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.75000000
2033-02-22
2600000.00000000
USD
2355085.23000000
USD
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-NYCH
90266HAQ5
6000000.00000000
PA
USD
5572434.00000000
0.730031432122
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Floating
8.13900000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-20137.53000000
-0.00263817029
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-568900.00000000
AUD
367509.40000000
USD
2023-01-18
-20137.53000000
N
N
N
TITAN INTERNATIONAL INC
254900CXRGBE7C4B5A06
Titan International Inc
88830MAM4
4000000.00000000
PA
USD
3781665.64000000
0.495427093973
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
7.00000000
N
N
N
N
N
N
2023-02-27
Western Asset Diversified Income Fund
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer