0001752724-23-200023.txt : 20230831 0001752724-23-200023.hdr.sgml : 20230831 20230831124118 ACCESSION NUMBER: 0001752724-23-200023 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20230831 DATE AS OF CHANGE: 20230831 PERIOD START: 20221031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AB BOND FUND, INC. CENTRAL INDEX KEY: 0000003794 IRS NUMBER: 132754393 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-02383 FILM NUMBER: 231227977 BUSINESS ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 2129691000 MAIL ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN BOND FUND INC DATE OF NAME CHANGE: 20030319 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCE BOND FUND INC DATE OF NAME CHANGE: 19920703 0000003794 S000045256 AB High Yield Portfolio C000140936 Advisor Class HIYYX C000140937 Class A HIAYX C000140942 Class Z HIZYX NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001752724-22-289163 0000003794 XXXXXXXX S000045256 C000140936 C000140942 C000140937 AB BOND FUND, INC. 811-02383 0000003794 549300RYJMGGIS1UBQ97 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB High Yield Portfolio S000045256 549300MPOC5PMZ9DOR54 2022-10-31 2022-10-31 N 70947582.88 2845560.12 68102022.76 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 410728.86000000 EUR USD N Bloomberg US High Yield 2% Issuer Cap BBUH2ICTRR CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBH2 14000.00000000 PA USD 10433.08000000 0.015319779908 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 53000.00000000 PA USD 40369.73000000 0.059278312690 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 11000.00000000 PA USD 9076.51000000 0.013327812643 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N INTELLIGENT PACKAGING N/A 45827MAA5 98000.00000000 PA USD 73135.47000000 0.107391039261 Long DBT CORP CA N 2 2028-09-15 Fixed 6.00000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 49000.00000000 PA USD 42168.04000000 0.061918924418 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N CAB 9695008EGX5O9K1MS743 000000000 322000.00000000 PA 248392.26000000 0.364735509950 Long DBT CORP FR N 2 2028-02-01 Fixed 3.37500000 N N N N N N Global Partners LP/MA 549300PCHWTW9P4DU444 37946R109 1004.00000000 NS USD 33714.32000000 0.049505607372 Long EC CORP US N 1 N N N EXPEDIA GROUP INC N/A 30212PAS4 5000.00000000 PA USD 4997.07000000 0.007337623461 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAE7 48000.00000000 PA USD 45170.64000000 0.066327897717 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 5336488.87000000 NS USD 5336488.87000000 7.836021095594 Long STIV RF US N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 12000.00000000 PA USD 11093.35000000 0.016289310581 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N EXIDE PREFERRED 549300KITCGPNNNXQP63 000000000 39.00000000 NS USD 19500.00000000 0.028633510738 Long EP CORP US N 3 N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 29000.00000000 PA USD 22622.69000000 0.033218822412 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N Berry Petroleum Co LLC DQ2XTZKV7SILNNV77403 08580BAA4 63000.00000000 PA USD 57313.70000000 0.084158586892 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AH4 11000.00000000 PA USD 10616.19000000 0.015588655916 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 200000.00000000 PA USD 172049.99000000 0.252635653138 Long DBT CORP IE N 2 2026-08-15 Fixed 4.12500000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 193000.00000000 PA USD 142268.63000000 0.208905145888 Long DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 21000.00000000 PA USD 18297.00000000 0.026867043383 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Enova International Inc 549300O8XOCQSB49UO63 29357KAD5 13000.00000000 PA USD 12205.76000000 0.017922756924 Long DBT CORP US N 2 2024-09-01 Fixed 8.50000000 N N N N N N ARMOR HOLDCO INC 254900X6HLK0YPTHHF09 04625PAA9 151000.00000000 PA USD 112769.44000000 0.165588972881 Long DBT CORP US N 2 2029-11-15 Fixed 8.50000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 139000.00000000 PA USD 114269.96000000 0.167792314191 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 138000.00000000 PA USD 119823.26000000 0.175946697533 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N ACE Capital Trust II N/A 00440FAA2 20000.00000000 PA USD 24929.86000000 0.036606636616 Long DBT CORP US N 2 2030-04-01 Fixed 9.70000000 N N N N N N NMG HLDCO/NEIMAN MARCUS N/A 62929RAC2 144000.00000000 PA USD 136953.89000000 0.201101060511 Long DBT CORP US N 2 2026-04-01 Fixed 7.12500000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 72000.00000000 PA USD 67851.69000000 0.099632415088 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AP4 10000.00000000 PA USD 10379.10000000 0.015240516477 Long DBT CORP US N 2 2028-09-15 Fixed 8.37500000 N N N N N N Allied Universal N/A 019576AA5 182000.00000000 PA USD 174218.80000000 0.255820301570 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 49680.00000000 OU Notional Amount USD -18924.49000000 -0.02778844039 N/A DCR US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -5861.18000000 USD 49680.00000000 USD -13063.31000000 N N N Rockwood Service Corporation 549300PFYAJBMVGJ7074 000000000 3246.35000000 PA USD 3157.08000000 0.004635809440 Long LON CORP US N 2 2027-01-23 Floating 8.00400000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470M109 100.00000000 NS USD 1491.00000000 0.002189362282 Long EC CORP US N 1 N N N HUGHES SATELLITE SYSTEMS N/A 444454AD4 21000.00000000 PA USD 20042.95000000 0.029430770464 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N RENAULT SA 969500F7JLTX36OUI695 000000000 100000.00000000 PA 87717.04000000 0.128802400347 Long DBT CORP FR N 2 2026-05-25 Fixed 2.37500000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAE8 200000.00000000 PA USD 171871.72000000 0.252373884114 Long DBT CORP DE N 2 2027-05-15 Fixed 6.00000000 N N Y N N N MACY'S RETAIL HLDGS LLC N/A 55617LAQ5 45000.00000000 PA USD 37992.15000000 0.055787109487 Long DBT CORP US N 2 2030-03-15 Fixed 5.87500000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBM6 28226.00000000 PA USD 26248.25000000 0.038542540935 Long DBT CORP US N 2 2025-03-15 Fixed 6.75000000 N N N N N N Embarq Corp N/A 29078EAA3 123000.00000000 PA USD 49776.36000000 0.073090868644 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 10000.00000000 OU Notional Amount USD 451.59000000 0.000663108057 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 AVIS BUDGET CAR/FINANCE AVIS BUDGET CAR/FINANCE Y sell protection 2023-12-20 624.35000000 USD 0.00000000 USD 10000.00000000 USD -172.76000000 N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 79000.00000000 PA USD 62904.91000000 0.092368636716 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N ARKO CORP N/A 041242AA6 99000.00000000 PA USD 78444.38000000 0.115186563953 Long DBT CORP US N 2 2029-11-15 Fixed 5.12500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 28000.00000000 PA USD 23704.96000000 0.034808011626 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1762.11000000 -0.00258745618 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 192378.01000000 EUR 188885.39000000 USD 2022-12-08 -1762.11000000 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 43000.00000000 PA USD 41827.07000000 0.061418249128 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 86000.00000000 PA USD 72899.57000000 0.107044647200 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 20000.00000000 PA USD 13420.88000000 0.019707021107 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N RIMINI BIDCO SPA 815600E0EAFAEE1B3F69 000000000 100000.00000000 PA 84059.23000000 0.123431326403 Long DBT CORP IT N 2 2026-12-14 Floating 5.25000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 52000.00000000 PA USD 44290.52000000 0.065035542565 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 800000.00000000 OU Notional Amount USD 71201.37000000 0.104551035511 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-06-01 32361.88000000 USD 0.00000000 USD 800000.00000000 USD 38839.49000000 N N N FIVE POINT OP CO LP/FIVE N/A 33834YAA6 223000.00000000 PA USD 186067.12000000 0.273218198900 Long DBT CORP US N 2 2025-11-15 Fixed 7.87500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 99000.00000000 PA USD 86558.75000000 0.127101584493 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N KAIXO BONDCO TELECOM SA 959800ULWB3MZHZ69055 000000000 100000.00000000 PA 79740.31000000 0.117089488341 Long DBT CORP ES N 2 2029-09-30 Fixed 5.12500000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AJ3 11000.00000000 PA USD 10336.44000000 0.015177875165 Long DBT CORP US N 2 2026-08-20 Fixed 5.87500000 N N N N N N Parkway Generation, LLC 254900ATQHHVKF65MT32 000000000 49750.00000000 PA USD 49169.42000000 0.072199646952 Long LON CORP US N 2 2029-02-18 Floating 8.50400000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 173000.00000000 PA USD 133210.00000000 0.195603587971 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 28000.00000000 PA USD 24883.77000000 0.036538958743 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 482000.00000000 PA USD 353933.41000000 0.519710569019 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 125000.00000000 PA USD 103373.23000000 0.151791717500 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 119057.00000000 PA USD 109840.73000000 0.161288498562 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 295000.00000000 PA USD 273341.04000000 0.401369928413 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAA3 150000.00000000 PA USD 139524.41000000 0.204875573948 Long DBT US N 2 2026-05-15 Fixed 5.75000000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 17000.00000000 PA USD 11978.09000000 0.017588449673 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 8232.05000000 0.012087820106 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 206932.39000000 GBP 245637.85000000 USD 2022-11-17 8232.05000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAH6 6000.00000000 PA USD 5503.92000000 0.008081874483 Long DBT CORP US N 2 2025-10-01 Fixed 4.87500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 28000.00000000 PA USD 23722.65000000 0.034833987359 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N VIBRANTZ TECH INC 549300GYZ1T3S8OPH343 69357VAA3 269000.00000000 PA USD 177991.54000000 0.261360137021 Long DBT CORP US N 2 2030-02-15 Fixed 9.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 193000.00000000 PA USD 174148.28000000 0.255716751048 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N STYROLUTION 5299003M4PGUGL48LS74 000000000 100000.00000000 PA 77824.69000000 0.114276620349 Long DBT CORP DE N 2 2027-01-16 Fixed 2.25000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 000000000 50000.00000000 PA USD 42312.50000000 0.062131047339 Long LON CORP US N 2 2029-12-10 Floating 9.50400000 N N N N N N ADVISOR GROUP HOLDINGS I 549300XL60BDV6UW5C86 00791GAA5 87000.00000000 PA USD 86873.70000000 0.127564052401 Long DBT CORP US N 2 2027-08-01 Fixed 10.75000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -13.77000000 -0.00002021966 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 98916.17000000 CAD 72672.74000000 USD 2023-01-19 -13.77000000 N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGE0 78000.00000000 PA USD 68403.39000000 0.100442523184 Long DBT CORP US N 2 2026-11-02 Fixed 3.12500000 N N N N N N Countrywide Alternative Loan Trust N/A 02147TAP1 3610.23000000 PA USD 1987.65000000 0.002918635775 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.25000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AM6 14000.00000000 PA USD 13562.46000000 0.019914915079 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 78000.00000000 PA USD 46925.71000000 0.068905016471 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N US Renal Care Inc 54930058SS5MF69JGN89 07335BAA4 80000.00000000 PA USD 31923.39000000 0.046875832326 Long DBT CORP US N 2 2027-07-15 Fixed 10.62500000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AS4 169000.00000000 PA USD 167919.65000000 0.246570723151 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 25000.00000000 PA USD 22111.62000000 0.032468374805 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N ESC CB144A INTELSAT JA N/A 458ESCAB6 47000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP LU Y 3 2024-10-15 None 0.00000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 16000.00000000 PA USD 15068.46000000 0.022126303139 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 312000.00000000 PA USD 252711.02000000 0.371077113069 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AE4 26000.00000000 PA USD 24704.07000000 0.036275089929 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N KAPLA HOLDING SAS 894500PJ28XTH66K4X83 000000000 149000.00000000 PA 120166.09000000 0.176450104020 Long DBT CORP FR N 2 2026-12-15 Fixed 3.37500000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 90000.00000000 PA USD 77283.48000000 0.113481915614 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 170000.00000000 PA USD 136684.24000000 0.200705110451 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AL2 22000.00000000 PA USD 18962.90000000 0.027844841065 Long DBT CORP US N 2 2026-01-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAH2 70000.00000000 PA USD 70061.72000000 0.102877590357 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 25000.00000000 PA USD 23595.15000000 0.034646768251 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N MCGRAW-HILL EDUCATION N/A 57767XAB6 13000.00000000 PA USD 11066.25000000 0.016249517343 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 118000.00000000 PA USD 106053.84000000 0.155727885460 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N MERCER INTL INC 549300Z5IAG39VRTY874 588056BB6 199000.00000000 PA USD 165836.04000000 0.243511181135 Long DBT CORP US N 2 2029-02-01 Fixed 5.12500000 N N N N N N ESC GCB INTELSAT JACKS N/A 458ESCAA8 158148.00000000 PA USD 0.00000000 0.000000 Long DBT CORP LU N 3 2023-08-01 None 0.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 608000.00000000 PA USD 485763.86000000 0.713288446235 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 126000.00000000 PA USD 51936.77000000 0.076263182641 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N iHeartMedia Inc N/A 45174J509 1045.00000000 NS USD 8652.60000000 0.012705349487 Long EC CORP US N 1 N N N Spectrum Brands Inc 549300VU3EH2E73C1Q04 84762LAU9 3000.00000000 PA USD 2959.23000000 0.004345289434 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 90000.00000000 PA USD 88813.35000000 0.130412205688 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 284902AF0 91000.00000000 PA USD 73605.35000000 0.108081004083 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N SUGAR HSP GMNG PROP/FIN N/A 865033AC8 16000.00000000 PA USD 14985.87000000 0.022005029208 Long DBT CORP US N 2 2025-05-15 Fixed 5.87500000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 151000.00000000 PA USD 131822.45000000 0.193566130134 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N ENTEGRIS ESCROW CORP N/A 29365BAB9 169000.00000000 PA USD 154430.87000000 0.226763998690 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 99000.00000000 PA USD 88459.61000000 0.129892779120 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N CHC Group LLC N/A 12550E405 468.00000000 NS USD 4.68000000 0.000006872042 Long EC CORP KY N 2 N N N AEDAS HOMES OPCO SLU 959800NRD7BJBYEDBG71 000000000 111000.00000000 PA 94028.83000000 0.138070539154 Long DBT ES N 2 2026-08-15 Fixed 4.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 260000.00000000 PA USD 254215.00000000 0.373285534991 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 84000.00000000 PA USD 71533.41000000 0.105038598122 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAD5 40000.00000000 PA USD 39929.41000000 0.058631753333 Long DBT CORP US N 2 2026-08-01 Fixed 10.12500000 N N N N N N Tenneco Inc 549300U0EXXFAQFAD785 880349AR6 25000.00000000 PA USD 24902.83000000 0.036566946165 Long DBT CORP US N 2 2026-07-15 Fixed 5.00000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 101000.00000000 PA USD 84683.26000000 0.124347642798 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAC8 200000.00000000 PA USD 198978.08000000 0.292176461044 Long DBT CORP IE N 2 2026-10-14 Fixed 7.58300000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 42260.38000000 PA USD 41012.43000000 0.060222043836 Long LON CORP US N 2 2026-04-30 Floating 7.00400000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 50000.00000000 PA USD 49284.57000000 0.072368731504 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 82381.49000000 0.120967757874 Long DBT CORP DE N 2 2027-05-25 Fixed 2.75000000 N N N N N N LOXAM SAS /EUR/ REGD 969500BNA2YRNE1R5K91 000000000 113000.00000000 PA 99017.66000000 0.145396063122 Long DBT CORP FR N 2 2027-02-15 Fixed 4.50000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 121000.00000000 PA USD 119220.70000000 0.175061907368 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N NH HOTEL GROUP SA 959800LM1RW3PKJ4A296 000000000 139000.00000000 PA 120615.01000000 0.177109291489 Long DBT CORP ES N 2 2026-07-02 Fixed 4.00000000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 144577AJ2 8000.00000000 PA USD 7997.61000000 0.011743571887 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAP4 146000.00000000 PA USD 122275.00000000 0.179546796180 Long DBT CORP CA N 2 2029-02-15 Fixed 3.50000000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 000000000 120000.00000000 PA USD 115200.00000000 0.169157971131 Long LON CORP US N 2 2029-08-31 Floating 9.32000000 N N N N N N SPX FLOW INC 5493003YXEKRBINIEM78 758071AA2 130000.00000000 PA USD 106323.43000000 0.156123747417 Long DBT CORP US N 2 2030-04-01 Fixed 8.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAR5 43000.00000000 PA USD 42257.06000000 0.062049640065 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 14000.00000000 PA USD 11461.89000000 0.016830469251 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAC6 17000.00000000 PA USD 11403.38000000 0.016744554035 Long DBT CORP US N 2 2029-09-30 Fixed 7.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 20000.00000000 OU Notional Amount USD 903.18000000 0.001326216114 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 AVIS BUDGET CAR/FINANCE AVIS BUDGET CAR/FINANCE Y sell protection 2023-12-20 1944.28000000 USD 0.00000000 USD 20000.00000000 USD -1041.10000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 18000.00000000 PA USD 14664.67000000 0.021533383893 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAN5 91000.00000000 PA USD 81015.61000000 0.118962119943 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N RENK AG FRANKFURT 894500DAJJ2W78HOJY11 000000000 100000.00000000 PA 89128.42000000 0.130874849803 Long DBT CORP DE N 2 2025-07-15 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 134402.33000000 OU Notional Amount USD 30430.93000000 0.044684326201 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.BBB-.6 137BERAF4 Y buy protection 2063-05-11 14064.42000000 USD 0.00000000 USD 134402.33000000 USD 16366.51000000 N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 58000.00000000 PA USD 32491.13000000 0.047709493320 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 210000.00000000 PA USD 167898.29000000 0.246539358444 Long DBT CORP US N 2 2031-09-01 Fixed 3.87500000 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89680EAA7 222000.00000000 PA USD 168620.76000000 0.247600222675 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KM2 30000.00000000 PA USD 28992.94000000 0.042572803016 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAH0 102000.00000000 PA USD 78348.00000000 0.115045040991 Long DBT CORP US N 2 2022-12-15 Fixed 6.00000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 26000.00000000 PA USD 20961.65000000 0.030779775916 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 200000.00000000 PA USD 178953.02000000 0.262771959991 Long DBT CORP US N 2 2026-08-15 Fixed 4.87500000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AK4 103000.00000000 PA USD 90583.60000000 0.133011614529 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 150000.00000000 PA USD 127842.12000000 0.187721472606 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 668771AK4 103000.00000000 PA USD 101608.50000000 0.149200414146 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 20000.00000000 PA USD 14885.16000000 0.021857148138 Long DBT CORP US N 2 2029-09-01 Fixed 5.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 133000.00000000 PA USD 118328.98000000 0.173752518947 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 25000.00000000 PA USD 21682.32000000 0.031837997053 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 100000.00000000 PA 84884.46000000 0.124643081893 Long DBT CORP GB N 2 2026-11-15 Fixed 6.87500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 52500.89000000 OU Notional Amount USD -11895.82000000 -0.01746764562 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -3632.88000000 USD 52500.89000000 USD -8262.94000000 N N N MCGRAW-HILL EDUCATION N/A 57767XAA8 176000.00000000 PA USD 154968.00000000 0.227552712415 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AP5 40000.00000000 PA USD 25653.63000000 0.037669409747 Long DBT CORP US N 2 2027-03-15 Fixed 6.87500000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 5000.00000000 PA USD 4575.87000000 0.006719139629 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 357000.00000000 PA USD 418824.72000000 0.614996006030 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAA9 342000.00000000 PA USD 309662.63000000 0.454704012377 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 24000.00000000 PA USD 19653.54000000 0.028858966596 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N ARDAGH METAL PACKAGING N/A 000000000 100000.00000000 PA 70659.87000000 0.103755904944 Long DBT CORP XX N 2 2029-09-01 Fixed 3.00000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 31944TAA8 47000.00000000 PA USD 42059.90000000 0.061760133246 Long DBT CORP US N 2 2030-01-01 Fixed 5.62500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 18000.00000000 PA USD 16109.51000000 0.023654965516 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 151.00000000 NS USD 6603.23000000 0.009696084980 Long EC CORP US N 1 N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 17000.00000000 PA USD 15986.15000000 0.023473825522 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 221000.00000000 PA USD 157211.79000000 0.230847460366 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46640UAN2 29140.00000000 PA USD 27027.24000000 0.039686398295 Long ABS-MBS CORP US N 2 2047-01-15 Variable 4.88300000 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 000000000 200000.00000000 PA 167340.62000000 0.245720484088 Long DBT CORP DE N 2 2028-10-12 Fixed 3.37500000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 40252.00000000 PA USD 36187.66000000 0.053137423138 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N BIG RIVER STEEL/BRS FIN N/A 08949LAB6 16000.00000000 PA USD 15152.96000000 0.022250381686 Long DBT CORP US N 2 2029-01-31 Fixed 6.62500000 N N N N N N AERCAP GLOBAL AVIATION T 635400FBSV8LXXNRV758 00773HAA5 200000.00000000 PA USD 182634.77000000 0.268178187076 Long DBT CORP US N 2 2045-06-15 Fixed 6.50000000 N N N N N N DISH DBS CORP N/A 25470XBF1 263000.00000000 PA USD 212263.64000000 0.311684780271 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 37000.00000000 PA USD 31288.62000000 0.045943745474 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 69000.00000000 PA USD 66368.51000000 0.097454535578 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 164000.00000000 PA USD 133954.83000000 0.196697285295 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Great Outdoors Group, LLC 549300IYLDI2E8I2AU46 000000000 16598.29000000 PA USD 15594.09000000 0.022898130434 Long LON CORP US N 2 2028-03-06 Floating 7.50400000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 24000.00000000 PA USD 22928.54000000 0.033667928015 Long DBT CORP US N 2 2025-11-15 Fixed 5.87500000 N N N N N N Seaworld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 000000000 115931.72000000 PA USD 112984.73000000 0.165905101524 Long LON CORP US N 2 2028-08-25 Floating 6.81300000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AH8 33000.00000000 PA USD 32027.34000000 0.047028470964 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 2000.00000000 PA USD 1664.65000000 0.002444347366 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 27000.00000000 PA USD 26036.74000000 0.038231962788 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 37000.00000000 PA USD 35448.46000000 0.052051992823 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 115000.00000000 PA USD 105933.60000000 0.155551326828 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 40000.00000000 PA USD 35275.09000000 0.051797418887 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N Credit Suisse Mortgage Trust N/A 22942KAW0 3880.22000000 PA USD 1673.36000000 0.002457137001 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 200000.00000000 PA USD 173229.84000000 0.254368127376 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 37000.00000000 PA USD 33722.13000000 0.049517075460 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N K2016470260 SA LTD 3789003E1C22310B3356 000000000 11613.57000000 PA USD 1.16000000 0.000001703326 Long ABS-O CORP ZA N 2 2022-12-31 Fixed 25.00000000 N N Y N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 124000.00000000 PA USD 111587.45000000 0.163853356299 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1202000.00000000 PA 53491.52000000 0.078546154478 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N DIAMOND FRGN/DIAMOND FIN N/A 25260WAA9 4363.00000000 PA USD 3960.23000000 0.005815142986 Long DBT CORP KY N 2 2027-04-22 Fixed 9.00000000 N N Y N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 11000.00000000 PA USD 10307.01000000 0.015134660590 Long DBT CORP US N 2 2028-02-15 Fixed 6.12500000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CL6 263000.00000000 PA USD 170832.40000000 0.250847762043 Long DBT CORP US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EAN4 55061.00000000 PA USD 60356.15000000 0.088626075340 Long DBT CORP US N 2 2037-03-15 Fixed 7.80000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 150000.00000000 OU Notional Amount USD 13495.50000000 0.019816592008 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-03-31 0.00000000 USD 0.00000000 USD 150000.00000000 USD 13495.50000000 N N N Tonon Luxembourg SA 5493002IITPO16CQU448 89031RAG1 2121.85000000 PA USD 0.21000000 0.000000308360 Long DBT CORP LU N 2 2024-10-31 Fixed 6.50000000 Y N Y N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 16.00000000 NC USD -116375.00000000 -0.17088332370 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ2 COMDTY 2022-12-20 1885875.00000000 USD -116375.00000000 N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAU2 27000.00000000 PA USD 26046.20000000 0.038245853712 Long DBT CORP US N 2 2027-09-01 Fixed 5.75000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 227000.00000000 PA USD 182722.80000000 0.268307449022 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N EXIDE TECHNOLOGIES N/A 302ESCAD0 31602.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2024-10-31 Fixed 11.00000000 N N N N N N WillScot Mobile Mini Holdings Corp 549300HJ4VIXF476Q166 971378104 508.00000000 NS USD 21605.24000000 0.031724813925 Long EC CORP US N 1 N N N Hub International Limited 549300JQT6ATTUNS5E06 000000000 66385.05000000 PA USD 65125.06000000 0.095628672043 Long LON CORP US N 2 2025-04-25 Floating 7.52800000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAF1 200000.00000000 PA USD 141828.48000000 0.208258836157 Long DBT CORP GB N 2 2027-10-01 Fixed 4.50000000 N N N N N N Kronos Acquisition Holdings Inc. N/A 000000000 39300.00000000 PA USD 37067.37000000 0.054429176253 Long LON CORP CA N 2 2026-12-22 Floating 6.82000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 350000.00000000 OU Notional Amount USD 28217.13000000 0.041433615121 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-05-03 111.71000000 USD 0.00000000 USD 350000.00000000 USD 28105.42000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 220000.00000000 PA USD 176962.50000000 0.259849109950 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 314000.00000000 PA USD 282605.08000000 0.414973107327 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Aptim Corp 5493007OBZ8YTJ6O7E92 12595DAA5 85000.00000000 PA USD 58396.26000000 0.085748201937 Long DBT CORP US N 2 2025-06-15 Fixed 7.75000000 N N N N N N Belden Inc 68BKYO1JC791TTJHUE82 000000000 100000.00000000 PA 87577.68000000 0.128597766190 Long DBT CORP US N 2 2028-03-15 Fixed 3.87500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 78000.00000000 PA USD 56597.89000000 0.083107502106 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Transocean Poseidon Ltd N/A 89383JAA6 98875.00000000 PA USD 94618.95000000 0.138937062608 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N Crown Cork & Seal Co Inc 7HLDMDH0ZXNUH6PT7Z42 228255AH8 20000.00000000 PA USD 20380.62000000 0.029926600083 Long DBT CORP US N 2 2026-12-15 Fixed 7.37500000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AH3 11000.00000000 PA USD 11122.23000000 0.016331717545 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 49000.00000000 PA USD 40062.40000000 0.058827033877 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 82000.00000000 PA USD 83230.00000000 0.122213697371 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 12000.00000000 PA USD 10504.57000000 0.015424754763 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 78000.00000000 PA USD 72735.00000000 0.106802995053 Long DBT CORP PA N 2 2027-08-01 Fixed 9.87500000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 139000.00000000 PA USD 58808.68000000 0.086353793348 Long DBT CORP US N 2 2028-09-15 Fixed 6.12500000 N N N N N N INTELSAT EMERGENCE SA N/A 000000000 1932.00000000 NS USD 48300.00000000 0.070923003521 Long EC CORP LU N 2 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 65000.00000000 PA USD 52530.79000000 0.077135432797 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAR0 2000.00000000 PA USD 1706.00000000 0.002505065093 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AY6 344000.00000000 PA USD 257228.63000000 0.377710704579 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888H103 523.00000000 NS USD 36562.93000000 0.053688464039 Long EC CORP US N 1 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BN0 303000.00000000 PA USD 262978.15000000 0.386153214459 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 200000.00000000 PA USD 183228.70000000 0.269050305077 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 200000.00000000 PA USD 143206.32000000 0.210282035975 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N Granite Generation LLC 549300ERB8DGZI3MXK42 000000000 49578.09000000 PA USD 48145.78000000 0.070696549160 Long LON CORP US N 2 2026-11-09 Floating 7.50400000 N N N N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 000000000 100000.00000000 PA 81265.91000000 0.119329656751 Long DBT CORP LU N 2 2026-03-01 Fixed 4.25000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 200000.00000000 PA USD 159811.64000000 0.234665041540 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC 5652.79000000 0.008300472982 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATZ2 COMDTY 2022-12-08 -138600.00000000 EUR 5652.79000000 N N N VICI PROPERTIES / NOTE N/A 92564RAF2 93000.00000000 PA USD 91942.45000000 0.135006929711 Long DBT US N 2 2024-05-01 Fixed 5.62500000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAA5 28000.00000000 PA USD 25834.81000000 0.037935451772 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 148000.00000000 PA USD 113597.19000000 0.166804428702 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 13000.00000000 PA USD 10701.73000000 0.015714261583 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 31000.00000000 PA USD 12090.17000000 0.017753026283 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N REAL HERO MERGER SUB 2 N/A 75602BAA7 130000.00000000 PA USD 94108.70000000 0.138187819077 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 247000.00000000 PA USD 240770.38000000 0.353543654420 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAF5 90000.00000000 PA USD 70200.91000000 0.103081974888 Long DBT CORP LU N 2 2033-11-15 Fixed 6.37500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 52000.00000000 PA USD 42332.77000000 0.062160811506 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAC7 61000.00000000 PA USD 52873.57000000 0.077638765865 Long DBT CORP CA N 2 2025-12-15 Fixed 7.00000000 N N N N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 05351X101 1385.00000000 NS USD 2188.30000000 0.003213267258 Long EC CORP US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 8000.00000000 PA 8488.32000000 0.012464123172 Long DBT CORP GB N 2 2032-06-07 Fixed 6.00000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 66000.00000000 PA USD 64164.33000000 0.094217950362 Long DBT CORP US N 2 2027-12-15 Fixed 5.87500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 64000.00000000 PA USD 57610.45000000 0.084594330190 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 49000.00000000 PA USD 43406.09000000 0.063736858673 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAC9 54000.00000000 PA USD 47261.65000000 0.069398305783 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N RITCHIE BROS AUCTIONEERS 5493002H8U24DJXQ4886 767744AA3 12000.00000000 PA USD 11827.62000000 0.017367501757 Long DBT CORP CA N 2 2025-01-15 Fixed 5.37500000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 115000.00000000 PA USD 79351.34000000 0.116518330563 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N N WEATHERFORD INTL LTD 549300A2JKMG5PGOGF82 947075AP2 2000.00000000 PA USD 2054.27000000 0.003016459595 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N VIRGIN MEDIA VEND FIN IV 635400ZZNJSEA4CAJR23 92770QAA5 200000.00000000 PA USD 171265.38000000 0.251483543452 Long DBT CORP IE N 2 2028-07-15 Fixed 5.00000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 162000.00000000 PA USD 155520.00000000 0.228363261026 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N West Corporation 5493005Z5DB0O5S30R71 000000000 25229.91000000 PA USD 22116.29000000 0.032475232164 Long LON CORP US N 2 2024-10-10 Floating 8.41500000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 20880.02000000 OU Notional Amount USD -7953.78000000 -0.01167921256 N/A DCR US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -2654.57000000 USD 20880.02000000 USD -5299.21000000 N N N Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 549300BIN4DWJG5VWF64 000000000 49130.19000000 PA USD 47855.75000000 0.070270673411 Long LON CORP US N 2 2026-09-03 Floating 7.50400000 N N N N N N LADENBURG THALMANN FIN S 549300VFWKFWGJQPSE62 50575Q201 2175.00000000 NS USD 27731.25000000 0.040720156136 Long EP CORP US N 2 N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 21000.00000000 PA USD 16777.60000000 0.024635978962 Long DBT US N 2 2029-08-01 Fixed 4.62500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 140000.00000000 PA USD 142935.89000000 0.209884940574 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 288000.00000000 PA USD 283998.05000000 0.417018523812 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAC9 202000.00000000 PA USD 172302.32000000 0.253006170767 Long DBT US N 2 2027-04-01 Fixed 4.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 111000.00000000 PA USD 90892.52000000 0.133465228074 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AW6 190000.00000000 PA USD 176709.75000000 0.259477975599 Long DBT CORP US N 2 2026-04-01 Fixed 4.45000000 N N N N N N K201640219 SOUTH AFRICA A SHARES N/A 000000000 191574.00000000 NS USD 0.19000000 0.000000278993 Long EC CORP US N 3 N N N The Chamberlain Group, LLC. 25490092IFNOZBRVE539 000000000 19850.00000000 PA USD 17985.49000000 0.026409626720 Long LON CORP US N 2 2028-11-03 Floating 7.25400000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 940000.00000000 OU Notional Amount USD 63769.98000000 0.093638892672 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-06 0.00000000 USD 0.00000000 USD 940000.00000000 USD 63769.98000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 256000.00000000 PA USD 221956.34000000 0.325917397170 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 5000.00000000 PA USD 5001.99000000 0.007344847916 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 49000.00000000 PA USD 43071.97000000 0.063246241821 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 40000.00000000 PA USD 33327.07000000 0.048936975216 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 148000.00000000 PA USD 159059.83000000 0.233561094889 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAF6 1457.00000000 PA USD 1437.57000000 0.002110906463 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 111000.00000000 PA USD 94226.04000000 0.138360119393 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 404000.00000000 PA USD 379760.00000000 0.557633950665 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 200000.00000000 PA USD 138893.26000000 0.203948802650 Long DBT CORP FR N 2 2031-02-25 Fixed 4.62500000 N N N N Y BNP Paribas SA USD XXXX N N N American Tire Distributors, Inc. HZ8T88YVE2JVXJ0BTQ24 000000000 82087.50000000 PA USD 75392.44000000 0.110705140529 Long LON CORP US N 2 2028-10-20 Floating 10.60800000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBE9 138000.00000000 PA USD 53616.34000000 0.078729438314 Long DBT CORP US N 2 2028-04-01 Fixed 6.87500000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 5105.00000000 PA USD 4852.99000000 0.007126058527 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N SOLARIS MIDSTREAM HOLDIN 5493007AWQW8ZKCHVV46 83419MAA0 89000.00000000 PA USD 85150.58000000 0.125033848554 Long DBT CORP US N 2 2026-04-01 Fixed 7.62500000 N N N N N N EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR 378900DECAC8CFA88345 000000000 993.38000000 PA 0.00000000 0.000000 Long DBT NUSS ZA N 3 2023-06-25 None 0.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 516000.00000000 PA USD 371749.48000000 0.545871421925 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0AD1 18670.61000000 PA USD 18959.20000000 0.027839408040 Long ABS-MBS USGSE US N 2 2023-11-25 Floating 7.83600000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 480000.00000000 PA 24105.39000000 0.035395997098 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N Zacapa S.a r.l. 213800VIVQIJLORBU468 000000000 98230.88000000 PA USD 93614.03000000 0.137461452987 Long LON CORP LU N 2 2029-03-22 Floating 7.80300000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 200000.00000000 PA USD 167500.00000000 0.245954515316 Long DBT CORP MU N 2 2026-10-31 Fixed 5.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 16000.00000000 PA USD 14041.54000000 0.020618389044 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AL0 301000.00000000 PA USD 282951.81000000 0.415482240516 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N EIG Investors Corp. 549300AWVC7LBOKRMB96 000000000 73269.65000000 PA USD 62200.80000000 0.091334732037 Long LON CORP US N 2 2028-02-10 Floating 6.69800000 N N N N N N LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) 549300G8ZVHRTBBBSZ90 000000000 27332.26000000 PA USD 24086.55000000 0.035368332721 Long LON CORP US N 2 2025-11-16 Floating 8.16500000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AA3 109000.00000000 PA USD 45782.85000000 0.067226857800 Long DBT CORP US N 2 2028-12-01 Fixed 5.37500000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 86000.00000000 PA USD 68546.07000000 0.100652032380 Long DBT CORP US N 2 2029-10-01 Fixed 5.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EE1 28000.00000000 PA USD 28096.56000000 0.041256571921 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAN6 25000.00000000 PA USD 23845.56000000 0.035014466580 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N DIAMOND FRGN/DIAMOND FIN N/A 25260WAC5 3781.00000000 PA USD 3431.96000000 0.005039439154 Long DBT CORP KY N 2 2027-04-22 Fixed 9.00000000 N N Y N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 100000.00000000 OU Notional Amount USD 8640.58000000 0.012687699498 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-03 0.00000000 USD 0.00000000 USD 100000.00000000 USD 8640.58000000 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 216000.00000000 PA USD 193300.05000000 0.283838926020 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAC6 80000.00000000 PA USD 70163.76000000 0.103027424379 Long DBT CORP US N 2 2027-12-15 Fixed 4.37500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 28000.00000000 PA USD 18830.00000000 0.027649692677 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N GRANITE US HOLDINGS CORP N/A 38748YAA0 18000.00000000 PA USD 16830.67000000 0.024713906162 Long DBT CORP US N 2 2027-10-01 Fixed 11.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 43000.00000000 PA USD 32879.33000000 0.048279520442 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 164000.00000000 PA USD 118799.79000000 0.174443849367 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N BCP V MODULAR SERVICES 213800227GGD6UI7PI97 000000000 113000.00000000 PA 77345.89000000 0.113573557532 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 100000.00000000 PA 83979.32000000 0.123313987744 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 183000.00000000 PA USD 155929.74000000 0.228964917164 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 100000.00000000 PA 91907.25000000 0.134955242554 Long DBT CORP LU N 2 2025-05-22 Fixed 4.75000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 37000.00000000 PA USD 34142.48000000 0.050134311164 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 103000.00000000 PA USD 88275.56000000 0.129622522830 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 44000.00000000 PA USD 37937.43000000 0.055706759450 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 50000.00000000 PA USD 41485.31000000 0.060916413813 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 180000.00000000 PA USD 159850.13000000 0.234721559686 Long DBT CORP AU N 2 2032-04-15 Fixed 6.12500000 N N N N N N DUFRY ONE BV 7245003K5MN9U7XW0808 000000000 103000.00000000 PA 97336.41000000 0.142927340562 Long DBT CORP NL N 2 2024-10-15 Fixed 2.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AF1 41000.00000000 PA USD 38760.36000000 0.056915137655 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N ANGI GROUP LLC N/A 001846AA2 353000.00000000 PA USD 257313.29000000 0.377835018068 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 151000.00000000 PA USD 106652.03000000 0.156606258783 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 195000.00000000 PA USD 135086.25000000 0.198358645639 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 101000.00000000 PA USD 85323.23000000 0.125287365252 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 22000.00000000 PA USD 18887.43000000 0.027734022037 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N CURO GROUP HOLDINGS CORP 54930007KH8KCGJ4YE72 23131LAC1 214000.00000000 PA USD 126313.69000000 0.185477148667 Long DBT CORP US N 2 2028-08-01 Fixed 7.50000000 N N N N N N Q-PARK HOLDING BV 2549003839B7HE3NDP48 000000000 236000.00000000 PA 184824.75000000 0.271393921222 Long DBT CORP NL N 2 2027-03-01 Fixed 2.00000000 N N N N N N Transocean Guardian Ltd N/A 893800AA0 121043.14000000 PA USD 117809.92000000 0.172990338943 Long DBT CORP KY N 2 2024-01-15 Fixed 5.87500000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 222243.95000000 PA USD 219796.76000000 0.322746301933 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 65000.00000000 PA USD 63371.46000000 0.093053711816 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N HARSCO CORP KAO98FK89NPNNPQGUZ43 415864AM9 151000.00000000 PA USD 107047.26000000 0.157186608652 Long DBT CORP US N 2 2027-07-31 Fixed 5.75000000 N N N N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 05351X119 1210.00000000 NS USD 36.30000000 0.000053302381 N/A DE US N 1 N/A N/A Call Purchased Avaya Holdings Corp Avaya Holdings Corp 1.00000000 25.55000000 USD 2022-12-15 XXXX 36.30000000 N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 28000.00000000 PA USD 28295.28000000 0.041548369421 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 200000.00000000 PA USD 155745.26000000 0.228694029469 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N MELCO RESORTS FINANCE N/A 58547DAD1 236000.00000000 PA USD 128620.00000000 0.188863700059 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 71000.00000000 PA USD 59898.11000000 0.087953496199 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N SHEA HOMES LP/FNDG CP N/A 82088KAG3 20000.00000000 PA USD 16296.64000000 0.023929744432 Long DBT CORP US N 2 2029-04-01 Fixed 4.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 35000.00000000 PA USD 33666.51000000 0.049435403877 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N TPRO ACQUISITION CORP N/A 89238QAB5 33000.00000000 PA USD 32347.19000000 0.047498133959 Long DBT CORP US N 2 2024-10-15 Fixed 11.00000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 41000.00000000 PA USD 35230.39000000 0.051731782070 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N VERITAS US INC/BERMUDA L N/A 92346LAE3 305000.00000000 PA USD 256457.91000000 0.376578990764 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N ELIOR GROUP SA 969500LYSYS0E800SQ95 000000000 100000.00000000 PA 70156.36000000 0.103016558329 Long DBT CORP FR N 2 2026-07-15 Fixed 3.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 299000.00000000 PA USD 205691.90000000 0.302034934740 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 35000.00000000 PA USD 30939.73000000 0.045431440574 Long DBT CORP US N 2 2028-01-15 Fixed 4.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 135000.00000000 PA USD 116529.27000000 0.171109851480 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N NATIONAL CINEMEDIA LLC 7LJEQIVQVLNGS4X6T547 63530QAJ8 60000.00000000 PA USD 24113.33000000 0.035407656076 Long DBT CORP US N 2 2028-04-15 Fixed 5.87500000 N N N N N N PAYSAFE FIN PLC/PAYSAFE N/A 70452AAA1 67000.00000000 PA USD 48156.25000000 0.070711923153 Long DBT CORP XX N 2 2029-06-15 Fixed 4.00000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 100000.00000000 PA USD 77185.21000000 0.113337617403 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N MAGNETATION LLC/FIN CORP N/A 559417AA8 60028.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2018-05-15 Fixed 11.00000000 Y Y N N N N ALLWYN ENTERTAINMENT FIN /EUR/ REGD 315700J7ZTIN8XGCX365 000000000 113000.00000000 PA 105104.92000000 0.154334505408 Long DBT CORP GB N 2 2028-02-15 Floating 4.12500000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 200000.00000000 PA USD 189370.09000000 0.278068231052 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAA1 29000.00000000 PA USD 25802.70000000 0.037888301924 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 76000.00000000 PA USD 60484.94000000 0.088815188666 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 200000.00000000 PA USD 162133.03000000 0.238073736181 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -170471.58000000 -0.25031793930 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6819504.09000000 EUR 6587688.69000000 USD 2022-12-08 -170471.58000000 N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAH8 61000.00000000 PA USD 58238.54000000 0.085516608229 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 122000.00000000 PA USD 104312.02000000 0.153170222810 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 96000.00000000 PA USD 81973.64000000 0.120368876984 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N PICARD GROUPE SA 969500C0PA29TV19CT55 000000000 100000.00000000 PA 85210.87000000 0.125122377495 Long DBT CORP FR N 2 2026-07-01 Fixed 3.87500000 N N N N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 000000000 70000.00000000 PA USD 65916.90000000 0.096791398153 Long LON CORP US N 2 2028-10-20 Floating 7.07900000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AW0 9000.00000000 PA USD 7558.25000000 0.011098422181 Long DBT CORP US N 2 2027-02-15 Fixed 5.12500000 N N N N N N INTEL PKG HOLDCO ISSUER N/A 45827CAA7 39000.00000000 PA USD 29362.49000000 0.043115444754 Long DBT CORP CA N 2 2026-01-15 Fixed 9.00000000 N N Y N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DQ9 200000.00000000 PA USD 200402.63000000 0.294268249132 Long DBT CORP GB N 2 2026-11-03 Fixed 7.33600000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 78000.00000000 PA USD 76148.97000000 0.111816017959 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AK7 6000.00000000 PA USD 5166.33000000 0.007586162335 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 338000.00000000 PA USD 296152.89000000 0.434866510564 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 100000.00000000 PA USD 88729.63000000 0.130289272482 Long DBT CORP US N 2 2030-02-15 Fixed 4.87500000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AM4 49935.00000000 PA USD 49340.92000000 0.072451475008 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N GENESIS ENERGY LP/GENESI N/A 37185LAF9 45000.00000000 PA USD 43989.94000000 0.064594175352 Long DBT CORP US N 2 2024-06-15 Fixed 5.62500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 70000.00000000 OU Notional Amount 7.12000000 0.000010454902 N/A DCR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Kingdom of Thailand Kingdom of Thailand Y sell protection 2024-06-20 5599.46000000 EUR 0.00000000 EUR 70000.00000000 EUR -6341.26000000 N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BR1 59000.00000000 PA USD 58851.19000000 0.086416214401 Long DBT CORP CA N 2 2024-12-01 Fixed 7.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 100000.00000000 PA USD 79613.53000000 0.116903326470 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N Boxer Parent Company Inc. (aka BMC Software, Inc.) 5493006T045HLTF7YX04 000000000 57265.74000000 PA USD 54960.79000000 0.080703608751 Long LON CORP US N 2 2025-10-02 Floating 7.50400000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 96000.00000000 PA USD 87390.48000000 0.128322884487 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 62000.00000000 PA USD 59110.27000000 0.086796643630 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 74000.00000000 PA USD 59885.72000000 0.087935302907 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 258000.00000000 PA USD 239353.66000000 0.351463363788 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N BELDEN INC 68BKYO1JC791TTJHUE82 000000000 153000.00000000 PA 112739.69000000 0.165545288423 Long DBT CORP US N 2 2031-07-15 Fixed 3.37500000 N N N N N N DISH DBS CORP N/A 25470XBE4 218000.00000000 PA USD 189282.11000000 0.277939042526 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 14000.00000000 PA USD 9709.47000000 0.014257241718 Long DBT CORP US N 2 2032-02-01 Fixed 3.10000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AC6 312000.00000000 PA USD 241074.53000000 0.353990263768 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N BCPE ULYSSES INTERMEDIAT N/A 05553LAA1 28000.00000000 PA USD 18534.14000000 0.027215256241 Long DBT CORP US N 2 2027-04-01 Fixed 7.75000000 N N Y N N N USI Inc/NY N/A 91739VAA6 7000.00000000 PA USD 6827.76000000 0.010025781501 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 163000.00000000 PA USD 133325.56000000 0.195773274561 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BB2 158000.00000000 PA USD 152201.54000000 0.223490483588 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 20000.00000000 PA USD 15979.94000000 0.023464706850 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N PetSmart LLC N/A 000000000 79000.00000000 PA USD 75873.18000000 0.111411052014 Long LON CORP US N 2 2028-02-11 Floating 7.50000000 N N N N N N DISH DBS Corp N/A 25470XAW5 86000.00000000 PA USD 79318.14000000 0.116469580176 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDN7 153000.00000000 PA USD 128612.28000000 0.188852364126 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N Verscend Holding Corp. N/A 000000000 25848.87000000 PA USD 25493.45000000 0.037434203811 Long LON CORP US N 3 2025-08-27 Floating 7.75400000 N N N N N N LSB INDUSTRIES 5493001H215A0HG0MI71 502160AN4 52000.00000000 PA USD 47344.18000000 0.069519491611 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 53000.00000000 PA USD 47158.32000000 0.069246577544 Long DBT CORP CA N 2 2027-02-15 Fixed 4.62500000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 27000.00000000 PA USD 26773.43000000 0.039313707456 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 17000.00000000 PA USD 15919.28000000 0.023375634606 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 134000.00000000 PA USD 96500.10000000 0.141699315364 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N MONITRONICS INTERNATIONAL, INC N/A 609ESCAB4 14000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2023-04-01 Fixed 9.12500000 N N N N N N GRAY ESCROW II INC N/A 389286AA3 137000.00000000 PA USD 110090.57000000 0.161655359911 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1705.20000000 -0.00250389038 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 90032.91000000 EUR 87517.84000000 USD 2022-12-08 -1705.20000000 N N N Industries Holdings Ltd N/A 000000000 21027.00000000 NS USD 0.02000000 0.000000029367 Long EC CORP US N 3 N N N STUDIO CITY CO LTD N/A 86400GAC3 200000.00000000 PA USD 161000.00000000 0.236410011736 Long DBT CORP VG N 2 2027-02-15 Fixed 7.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 58000.00000000 PA USD 49029.18000000 0.071993720616 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 116000.00000000 PA USD 102417.01000000 0.150387618237 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 29000.00000000 PA USD 27544.18000000 0.040445465323 Long DBT CORP US N 2 2026-10-15 Fixed 8.00000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 16000.00000000 PA USD 12787.77000000 0.018777371775 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAD9 23000.00000000 PA USD 19768.04000000 0.029027096698 Long DBT CORP US N 2 2030-02-01 Fixed 3.75000000 N N N N N N National CineMedia LLC 7LJEQIVQVLNGS4X6T547 63530QAH2 20696.00000000 PA USD 1690.86000000 0.002482833741 Long DBT CORP US N 2 2026-08-15 Fixed 5.75000000 N N N N N N CVR PARTNERS/CVR NITROGE N/A 12663QAC9 29000.00000000 PA USD 26254.98000000 0.038552423167 Long DBT CORP US N 2 2028-06-15 Fixed 6.12500000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 100000.00000000 PA 84818.49000000 0.124546212524 Long DBT LU N 2 2024-08-08 Fixed 3.00000000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635AR7 28887.00000000 PA USD 28801.41000000 0.042291563205 Long DBT CORP US N 2 2026-05-17 Fixed 8.00000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAA1 89000.00000000 PA USD 82535.42000000 0.121193786403 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N MUELLER WATER PRODUCTS 549300F7ZU4P1F8V8L60 624758AF5 13000.00000000 PA USD 11291.09000000 0.016579669064 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 58000.00000000 PA USD 53467.53000000 0.078510927918 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N ECO MATERIAL TECH INC N/A 27900QAA4 258000.00000000 PA USD 241388.35000000 0.354451072401 Long DBT CORP US N 2 2027-01-31 Fixed 7.87500000 N N N N N N GOTO GROUP INC 549300D12V5KRBV00592 541056AA5 117000.00000000 PA USD 68177.10000000 0.100110242305 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCD5 104000.00000000 PA USD 96730.22000000 0.142037220158 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N KOBE US MIDCO 2 INC N/A 499894AA1 97000.00000000 PA USD 74703.13000000 0.109692967950 Long DBT CORP US N 2 2026-11-01 Fixed 9.25000000 N N Y N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 51000.00000000 PA USD 48944.62000000 0.071869553966 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAD5 56000.00000000 PA USD 54154.41000000 0.079519532321 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 35000.00000000 PA USD 34271.22000000 0.050323351071 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 200000.00000000 PA USD 163624.32000000 0.240263524295 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 99000.00000000 PA USD 81409.90000000 0.119541089531 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 63000.00000000 PA USD 52852.22000000 0.077607415841 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 1007.02000000 0.001478693229 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 143716.04000000 USD 146036.71000000 EUR 2022-12-08 1007.02000000 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 12000.00000000 PA USD 11577.73000000 0.017000566988 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AC4 6000.00000000 PA USD 4989.96000000 0.007327183243 Long DBT CORP US N 2 2025-12-15 Fixed 4.62500000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAA8 41000.00000000 PA USD 36727.57000000 0.053930218973 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AF3 192000.00000000 PA USD 190693.80000000 0.280011947181 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Murphy Oil USA Inc N32S6DTR2ZZ5222WHV58 626738AD0 2331.00000000 PA USD 2237.79000000 0.003285937640 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 136000.00000000 PA USD 133873.32000000 0.196577597220 Long DBT CORP US N 2 2025-10-02 Fixed 7.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 20000.00000000 PA USD 7813.12000000 0.011472669508 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 29000.00000000 PA USD 20290.13000000 0.029793725909 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 92837TAA0 37000.00000000 PA USD 26624.57000000 0.039095123640 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 40120.00000000 PA USD 38804.59000000 0.056980084331 Long DBT CORP US N 2 2022-12-15 Variable 6.62300000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 114000.00000000 PA USD 95240.17000000 0.139849252841 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N Mallinckrodt PLC 549300LMDE3RUP8Z3L60 000000000 91.00000000 NS USD 1379.56000000 0.002025725439 Long EC CORP IE N 3 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AW4 185000.00000000 PA USD 165757.92000000 0.243396470886 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 115000.00000000 PA USD 90512.96000000 0.132907887800 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N ESC NEENAH ENTERPRISES N/A 640ESC034 4481.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N CENTURION BIDCO SPA 815600440B4998FCA515 000000000 141000.00000000 PA 123132.59000000 0.180806068615 Long DBT CORP IT N 2 2026-09-30 Fixed 5.87500000 N N N N N N ESC GCB GULFPORT ENERG N/A 402ESCAS6 24000.00000000 PA USD 30.00000000 0.000044051554 Long DBT CORP US N 2 2025-05-15 Fixed 6.37500000 N N N N N N HIGHTOWER HOLDING LLC N/A 43118DAA8 11000.00000000 PA USD 9011.15000000 0.013231838989 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 424000.00000000 PA USD 269484.05000000 0.395706381511 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N GARDEN SPINCO CORP N/A 365417AA2 82000.00000000 PA USD 84832.42000000 0.124566667129 Long DBT CORP US N 2 2030-07-20 Fixed 8.62500000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 12000.00000000 PA USD 10137.88000000 0.014886312607 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Presidio Holdings Inc. 549300W6QS2STYNT5D78 000000000 14906.83000000 PA USD 14571.43000000 0.021396471660 Long LON CORP US N 3 2027-01-22 Floating 7.92000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 27000.00000000 PA USD 18691.69000000 0.027446600324 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N N DISH Network Corp USD XXXX N N N MONITRONICS SCAKOG18M6QWWML8YF46 000000000 262.00000000 NS USD 65.50000000 0.000096179228 Long EC CORP US N 2 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAF8 36000.00000000 PA USD 34714.28000000 0.050973933802 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4650000.00000000 OU Notional Amount USD -386910.75000000 -0.56813400589 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-04-28 16657.84000000 USD 0.00000000 USD 4650000.00000000 USD -403568.59000000 N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 10000.00000000 PA USD 7750.42000000 0.011380601758 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 226000.00000000 PA USD 149525.42000000 0.219560908678 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N CHEEVER ESCROW ISSUER 254900JRWEYCJ9Z3ZP06 16308NAA2 206000.00000000 PA USD 188811.53000000 0.277248049834 Long DBT CORP US N 2 2027-10-01 Fixed 7.12500000 N N N N N N ESC CB GULFPORT ENERGY N/A 402ESCAP2 4000.00000000 PA USD 5.00000000 0.000007341925 Long DBT CORP US N 2 2023-05-01 Fixed 6.62500000 N N N N N N CHROME BIDCO SASU 9845000C1FYE89DC8677 000000000 200000.00000000 PA 160001.05000000 0.234943168375 Long DBT CORP FR N 2 2028-05-31 Fixed 3.50000000 N N N N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 80007P869 5.00000000 NS USD 94.45000000 0.000138688978 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2835000.00000000 OU Notional Amount USD 182796.53000000 0.268415713060 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-09-02 0.00000000 USD -8310.92000000 USD 2835000.00000000 USD 191107.45000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 69000.00000000 PA USD 58989.68000000 0.086619571063 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N WESCO INTERNATIONAL INC 529900TXOGREY3WNJ434 95082P303 1425.00000000 NS USD 38475.00000000 0.056496119264 Long EP CORP US N 1 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1522.96000000 -0.00223629187 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 142404.31000000 EUR 139600.37000000 USD 2022-12-08 -1522.96000000 N N N 1011778 BC / NEW RED FIN N/A 68245XAK5 66000.00000000 PA USD 65991.88000000 0.096901497672 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAR9 175000.00000000 PA USD 137276.09000000 0.201574174211 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 93000.00000000 PA USD 79920.55000000 0.117354150083 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 200000.00000000 PA USD 159689.27000000 0.234485355248 Long DBT CORP GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 17000.00000000 PA USD 15284.45000000 0.022443459651 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 200000.00000000 PA USD 158392.95000000 0.232581858189 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N CEDAR FAIR LP 549300TUVLNQQ6BVKH61 150190AE6 15000.00000000 PA USD 13196.62000000 0.019377721050 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 539000.00000000 PA USD 493851.19000000 0.725163761640 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AX0 150000.00000000 PA USD 146062.08000000 0.214475391597 Long DBT CORP US N 2 2030-06-30 Fixed 7.37500000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AT6 167.00000000 PA USD 102.01000000 0.000149789970 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 000000000 100000.00000000 PA 88081.39000000 0.129337406482 Long DBT CORP DE N 2 2026-11-15 Fixed 3.62500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 639000.00000000 PA USD 488364.79000000 0.717107613265 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 69000.00000000 PA USD 59463.90000000 0.087315908676 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 198000.00000000 PA USD 161512.53000000 0.237162603186 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 74000.00000000 PA USD 79695.78000000 0.117024101150 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 1760.79000000 0.002585517916 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 153441.23000000 EUR 153821.76000000 USD 2022-12-08 1760.79000000 N N N ADLER GROUP SA 391200OYYFJ3DWAMEC69 000000000 100000.00000000 PA 41998.03000000 0.061669284256 Long DBT LU N 2 2026-11-13 Fixed 2.75000000 N N N N N N CNG Holdings Inc 5493007UWN8DW8ZWF476 12612DAH9 32000.00000000 PA USD 26880.00000000 0.039470193263 Long DBT CORP US N 2 2024-06-15 Fixed 12.50000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 000000000 100000.00000000 PA 80450.72000000 0.118132643847 Long DBT CORP US N 2 2029-03-15 Fixed 2.25000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 15000.00000000 PA USD 13701.51000000 0.020119094036 Long DBT CORP US N 2 2028-04-01 Fixed 4.87500000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZR7 200000.00000000 PA USD 178683.78000000 0.262376611968 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 100000.00000000 PA 93582.44000000 0.137415066700 Long DBT CORP GB N 2 2024-11-15 Fixed 5.87500000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 20000.00000000 PA USD 19790.58000000 0.029060194099 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AL8 128000.00000000 PA USD 108844.84000000 0.159826148459 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 160742.00000000 PA USD 146275.44000000 0.214788686256 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 421000.00000000 PA USD 311540.00000000 0.457460714636 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAD0 126000.00000000 PA USD 117227.90000000 0.172135709409 Long DBT CORP US N 2 2022-12-01 Fixed 5.00000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 14000.00000000 PA USD 11015.25000000 0.016174629700 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAG9 21000.00000000 PA USD 20140.39000000 0.029573849914 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 049362AA4 200000.00000000 PA USD 163773.97000000 0.240483268136 Long DBT CORP XX N 2 2028-06-01 Fixed 4.62500000 N N N N N N RP ESCROW ISSUER LLC N/A 74969PAA6 231000.00000000 PA USD 173796.88000000 0.255200760500 Long DBT CORP US N 2 2025-12-15 Fixed 5.25000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 75000.00000000 PA USD 63788.39000000 0.093665925643 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2590000.00000000 OU Notional Amount USD 4555.36000000 0.006689023050 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 78905.28000000 USD 0.00000000 USD 2590000.00000000 USD -74349.92000000 N N N Veritas US Inc. 549300RFUWCPWS8FQ104 000000000 82811.33000000 PA USD 66387.36000000 0.097482214638 Long LON CORP US N 2 2025-09-01 Floating 8.67400000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 117000.00000000 PA USD 93700.17000000 0.137587939686 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 100000.00000000 PA 80585.04000000 0.118329877342 Long DBT CORP SE N 2 2026-07-15 Fixed 3.50000000 N N N N N N Stars Group Holdings B.V. 549300RNFXC8F8RT6R13 000000000 4062.90000000 PA USD 3985.01000000 0.005851529570 Long LON CORP NL N 2 2026-07-21 Floating 5.89200000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 240000.00000000 PA USD 209028.40000000 0.306934201846 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 63000.00000000 PA USD 60939.18000000 0.089482187944 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 22000.00000000 PA USD 17588.59000000 0.025826824648 Long DBT CORP US N 2 2030-08-15 Fixed 3.37500000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 200000.00000000 PA USD 166757.83000000 0.244864723897 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 77006.89000000 0.113075774961 Long DBT CORP DE N 2 2028-05-03 Fixed 2.25000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 2000.00000000 PA USD 1503.51000000 0.002207731781 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 200000.00000000 PA USD 160233.45000000 0.235284421087 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 11000.00000000 PA USD 8855.73000000 0.013003622566 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 298000.00000000 PA USD 231161.79000000 0.339434543397 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAJ7 9000.00000000 PA USD 8173.41000000 0.012001714000 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 162000.00000000 PA USD 121650.66000000 0.178630024586 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DZ5 42000.00000000 PA USD 45990.19000000 0.067531312780 Long DBT CORP US N 2 2027-07-15 Fixed 8.50000000 N N N N N N VIRGOLINO DE OLIVEIRA FI N/A 92824BAA4 96161.00000000 PA USD 9.62000000 0.000014125865 Long DBT CORP LU N 3 2018-01-28 Fixed 10.50000000 Y Y N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 104000.00000000 PA USD 100968.65000000 0.148260867897 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 19000.00000000 PA USD 15608.17000000 0.022918805297 Long DBT CORP US N 2 2029-07-01 Fixed 6.12500000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 50000.00000000 PA USD 41640.33000000 0.061144042882 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775PAA5 125000.00000000 PA USD 106353.05000000 0.156167240986 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N EXIDE TECHNOLOGIES N/A 000000000 12969.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2024-10-31 Fixed 11.00000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 000000000 100000.00000000 PA 82148.09000000 0.120625036776 Long DBT CORP DE N 2 2026-09-15 Fixed 3.75000000 N N Y N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -67070.32000000 -0.09848506297 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ2 COMDTY 2022-12-20 549070.32000000 USD -67070.32000000 N N N SUNOCO LP/FINANCE CORP N/A 86765LAN7 16000.00000000 PA USD 15235.29000000 0.022371273836 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N BMC Software, Inc. 549300TEWK6ENMZQLF18 000000000 50000.00000000 PA USD 45850.00000000 0.067325459864 Long LON CORP US N 2 2026-02-27 Floating 9.25400000 N N N N N N Milano Acquisition Corp. N/A 59909TAC8 39300.00000000 PA USD 37269.37000000 0.054725790056 Long LON CORP US N 2 2027-10-01 Floating 7.67400000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 61000.00000000 PA USD 62069.87000000 0.091142476367 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 235000.00000000 PA USD 190989.93000000 0.280446780080 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 72000.00000000 PA USD 57940.97000000 0.085079660855 Long DBT CORP US N 2 2029-11-15 Fixed 4.12500000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 000000000 19550.00000000 PA USD 18914.63000000 0.027773962113 Long LON CORP US N 3 2027-01-29 Floating 8.17000000 N N N N N N ATLANTIA SPA 8156008DEC771409C487 000000000 253000.00000000 PA 197823.91000000 0.290481694937 Long DBT CORP IT N 2 2028-02-12 Fixed 1.87500000 N N N N N N US Radiology Specialists, Inc. N/A 000000000 88655.07000000 PA USD 79346.29000000 0.116510915218 Long LON CORP US N 2 2027-12-15 Floating 8.92400000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 115000.00000000 PA USD 113086.23000000 0.166054142618 Long DBT CORP US N 2 2024-03-25 Fixed 6.12500000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAB8 117000.00000000 PA USD 113259.77000000 0.166308966180 Long DBT CORP US N 2 2024-07-31 Fixed 4.87500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 26000.00000000 PA USD 21048.54000000 0.030907363903 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 180000.00000000 PA USD 159138.00000000 0.233675878557 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635601 4.00000000 NS USD 24000.00000000 0.035241243985 Long EP CORP US N 3 N N N ERP IRON ORE LLC N/A 26886EAB9 4994.66000000 PA USD 3331.94000000 0.004892571270 Long ABS-O CORP US N 3 2019-12-31 Floating 9.03000000 Y Y Y N N N Verscend Escrow Corp N/A 92535WAA8 137000.00000000 PA USD 137383.01000000 0.201731173953 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N ADAMS HOMES INC N/A 00623PAA9 58000.00000000 PA USD 46898.53000000 0.068865105762 Long DBT CORP US N 2 2025-02-15 Fixed 7.50000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855030AP7 61000.00000000 PA USD 44288.99000000 0.065033295936 Long DBT CORP US N 2 2027-04-15 Fixed 10.75000000 N N N N N N ESC CB GULFPORT ENERGY N/A 402ESCAT4 30000.00000000 PA USD 37.50000000 0.000055064443 Long DBT CORP US N 2 2026-01-15 Fixed 6.37500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 50000.00000000 PA USD 42874.74000000 0.062956632215 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Padagis LLC N/A 000000000 28235.29000000 PA USD 23858.82000000 0.035033937367 Long LON CORP US N 3 2028-07-06 Floating 8.49100000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 000000000 200000.00000000 PA 153743.04000000 0.225753999322 Long DBT CORP NL N 2 2029-10-23 Fixed 3.00000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 35000.00000000 PA USD 34203.86000000 0.050224440646 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AN2 55000.00000000 PA USD 53813.80000000 0.079019385649 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 43000.00000000 PA USD 41998.04000000 0.061669298939 Long DBT CORP US N 2 2025-06-01 Fixed 5.37500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 346000.00000000 PA USD 286269.75000000 0.420354254393 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAE8 35000.00000000 PA USD 35039.81000000 0.051451937225 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 17000.00000000 PA USD 14220.90000000 0.020881758608 Long DBT CORP NL N 2 2029-07-15 Fixed 4.12500000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAB1 48000.00000000 PA USD 46271.32000000 0.067944119902 Long DBT CORP US N 2 2027-05-15 Fixed 10.50000000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AG7 20981.00000000 PA USD 16681.23000000 0.024494470683 Long DBT CORP US N 2 2042-12-01 Fixed 6.12500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 409000.00000000 PA USD 280165.00000000 0.411390130051 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 136000.00000000 PA USD 133039.41000000 0.195353096146 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) 549300V3UCT773B1KR38 000000000 29960.04000000 PA USD 29599.02000000 0.043462761898 Long LON CORP US N 2 2024-12-23 Floating 6.50400000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 000000000 15525.35000000 PA USD 11944.89000000 0.017539699286 Long LON CORP US N 2 2025-03-14 Floating 8.00400000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 51000.00000000 PA USD 44345.02000000 0.065115569556 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 288000.00000000 PA USD 224490.70000000 0.329638813800 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAT6 20000.00000000 PA USD 17711.43000000 0.026007201081 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 180000.00000000 PA USD 137175.56000000 0.201426557451 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 151000.00000000 PA USD 127071.40000000 0.186589758791 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AD4 193000.00000000 PA USD 167455.28000000 0.245888849131 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 196000.00000000 PA USD 120278.04000000 0.176614489739 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 37000.00000000 PA USD 30075.12000000 0.044161860075 Long DBT CORP US N 2 2028-05-01 Fixed 6.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 91000.00000000 PA USD 71293.95000000 0.104686978610 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 51000.00000000 PA USD 48998.77000000 0.071949067023 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAC8 23000.00000000 PA USD 24393.34000000 0.035818818606 Long DBT CORP US N 2 2026-01-15 Fixed 12.00000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAM9 225000.00000000 PA USD 154815.36000000 0.227328578103 Long DBT CORP US N 2 2034-12-15 Fixed 4.50000000 N N N N N N Chord Energy Corp 529900FA4V2YNIKZ0M71 674215207 64.00000000 NS USD 9797.76000000 0.014386885444 Long EC CORP US N 1 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBG4 17000.00000000 PA USD 13554.81000000 0.019903681932 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAX8 33000.00000000 PA USD 32416.34000000 0.047599672794 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) 54930076J6KDZL504O62 000000000 17741.95000000 PA USD 16721.79000000 0.024554028386 Long LON CORP US N 2 2026-05-01 Floating 6.75400000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 431000.00000000 PA USD 344135.37000000 0.505323272427 Long DBT CORP US N 2 2026-11-01 Fixed 5.37500000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 000000000 32574.67000000 PA USD 31306.54000000 0.045970058936 Long LON CORP US N 2 2028-02-01 Floating 7.50400000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 46000.00000000 PA USD 37272.69000000 0.054730665095 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 395000.00000000 PA USD 296045.08000000 0.434708203959 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAF2 73000.00000000 PA USD 74188.46000000 0.108937234157 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAD6 4353.72000000 PA USD 4405.13000000 0.006468427546 Long ABS-MBS USGSE US N 2 2024-01-25 Floating 7.98600000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 286000.00000000 PA USD 271852.43000000 0.399184075571 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N TITAN INTERNATIONAL INC 254900CXRGBE7C4B5A06 88830MAM4 60000.00000000 PA USD 55894.02000000 0.082073949839 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 79000.00000000 PA USD 68978.67000000 0.101287255803 Long DBT CORP BM N 2 2024-12-15 Fixed 3.62500000 N N N N N N ACProducts Holdings, Inc. N/A 000000000 97762.50000000 PA USD 67802.20000000 0.099559744706 Long LON CORP US N 2 2028-05-17 Floating 7.92400000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AN2 20000.00000000 PA USD 18663.07000000 0.027404575141 Long DBT CORP US N 2 2044-03-15 Fixed 5.20000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAC6 33000.00000000 PA USD 33850.01000000 0.049704852555 Long DBT CORP US N 2 2025-05-01 Fixed 8.75000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBA5 200000.00000000 PA USD 201024.78000000 0.295181804964 Long DBT CORP NL N 2 2032-10-14 Fixed 7.50000000 N N N N N N GRAHAM PACKAGING/GPC CAP 549300YS0ZFT826HIK72 384701AA6 119000.00000000 PA USD 97736.05000000 0.143514166010 Long DBT CORP US N 2 2028-08-15 Fixed 7.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 42000.00000000 PA USD 48020.28000000 0.070512266822 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N Denbury Inc 549300KCWA5W52MS5559 24790A101 339.00000000 NS USD 30987.99000000 0.045502304842 Long EC CORP US N 1 N N N WYNN RESORTS FINANCE LLC N/A 983133AB5 48000.00000000 PA USD 46786.03000000 0.068699912431 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N Equiniti Group PLC 5493003SHB5VLXWFOS15 000000000 29775.00000000 PA USD 28956.19000000 0.042518839861 Long LON CORP GB N 3 2028-12-11 Floating 8.17400000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 000000000 100000.00000000 PA 75308.76000000 0.110582266058 Long DBT CORP ES N 2 2028-10-15 Fixed 3.87500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 14000.00000000 PA USD 14140.14000000 0.020763171822 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 000000000 239000.00000000 PA 195550.20000000 0.287143012901 Long DBT CORP DE N 2 2028-05-15 Fixed 4.12500000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAF0 23000.00000000 PA USD 20772.72000000 0.030502353906 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 14856HAA6 98000.00000000 PA USD 83279.84000000 0.122286881688 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 000000000 56095.89000000 PA USD 54777.64000000 0.080434674008 Long LON CORP US N 2 2027-04-27 Floating 8.51800000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 178000.00000000 PA USD 176180.64000000 0.258701038324 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N SLM CORP N/A 78442PGD2 57000.00000000 PA USD 53030.34000000 0.077868964607 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 33000.00000000 PA USD 27909.57000000 0.040981998579 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 39000.00000000 PA USD 18868.28000000 0.027705902461 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AB2 34000.00000000 PA USD 34638.82000000 0.050863129458 Long DBT CORP US N 2 2032-03-15 Fixed 6.80000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 66000.00000000 PA USD 52992.80000000 0.077813841428 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 81721MAM1 189000.00000000 PA USD 128866.23000000 0.189225260539 Long DBT US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Parkway Generation, LLC 254900ATQHHVKF65MT32 000000000 9463.00000000 PA USD 9352.57000000 0.013733175052 Long LON CORP US N 2 2029-02-18 Floating 8.50400000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AY2 27000.00000000 PA USD 20762.51000000 0.030487361694 Long DBT CORP US N 2 2046-04-01 Fixed 5.75000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 78000.00000000 PA USD 71438.46000000 0.104899174950 Long DBT CORP US N 2 2026-04-01 Fixed 3.37500000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAA9 40000.00000000 PA USD 35423.46000000 0.052015283194 Long DBT CORP US N 2 2028-02-01 Fixed 5.75000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAK8 21000.00000000 PA USD 19666.64000000 0.028878202442 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 118000.00000000 PA USD 102944.59000000 0.151162308882 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AF0 200000.00000000 PA USD 186189.06000000 0.273397253788 Long DBT CORP GB N 2 2026-04-15 Fixed 4.12500000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 157000.00000000 PA USD 135842.65000000 0.199469332179 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 651000.00000000 OU Notional Amount USD 59576.30000000 0.087480955169 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-02-16 7433.61000000 USD 0.00000000 USD 651000.00000000 USD 52142.69000000 N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 59000.00000000 PA USD 55735.73000000 0.081841519151 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BG1 89000.00000000 PA USD 78138.58000000 0.114737531769 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N Jones DesLauriers Insurance Management Inc. 549300JQIWNFU00E5424 000000000 5000.00000000 PA 3394.87000000 0.004984976748 Long LON CORP CA N 3 2029-03-26 Floating 12.06300000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 000000000 200000.00000000 PA USD 142189.61000000 0.208789114092 Long DBT CORP CH N 2 2027-02-11 Fixed 5.25000000 N N N N Y Credit Suisse Group AG USD XXXX N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 76000.00000000 PA USD 71543.55000000 0.105053487547 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CC3 33000.00000000 PA USD 33026.79000000 0.048496048518 Long DBT CORP US N 2 2023-03-15 Fixed 6.00000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1865.10000000 -0.00273868517 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1194736.41000000 MXN 58253.11000000 USD 2022-11-18 -1865.10000000 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 289000.00000000 PA USD 281993.23000000 0.414074675863 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N TAYLOR MORR COMM/HLDGS N/A 87724LAA3 8000.00000000 PA USD 7970.00000000 0.011703029773 Long DBT CORP XX N 2 2023-04-15 Fixed 5.87500000 N N N N N N HOVNANIAN ENTERPRISES 549300805N4EF0ROBT53 442487112 490.00000000 NS USD 9310.00000000 0.013670665896 Long EP CORP US N 1 N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 7000.00000000 PA USD 4653.79000000 0.006833556201 Long DBT CORP US N 2 2028-03-01 Fixed 6.12500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AR5 17000.00000000 PA USD 16123.43000000 0.023675405438 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36252RAG4 11621.20000000 PA USD 4757.36000000 0.006985636853 Long ABS-MBS CORP US N 2 2047-01-10 Variable 5.05700000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 61000.00000000 PA USD 50714.96000000 0.074469094961 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N INTELSAT JACKSON HOLDINGS S A N/A 000000000 201.00000000 NS USD 0.00000000 0.000000 N/A DE LU N 3 N/A N/A INTELSAT EMERGENCE SA INTELSAT EMERGENCE SA 2025-12-05 XXXX 0.00000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 212000.00000000 PA USD 165292.64000000 0.242713260636 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 100000.00000000 PA 83627.57000000 0.122797483262 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 100000.00000000 PA USD 90030.96000000 0.132200126150 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N MedAssets Software Intermediate Holdings, Inc. N/A 000000000 50000.00000000 PA USD 42725.00000000 0.062736756220 Long LON CORP US N 2 2029-12-17 Floating 10.50400000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 000000000 100000.00000000 PA 85922.12000000 0.126166766445 Long DBT CORP XX N 2 2028-06-01 Fixed 4.87500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 12000.00000000 PA USD 9742.88000000 0.014306300466 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AD4 114000.00000000 PA USD 52472.92000000 0.077050457348 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 28000.00000000 PA USD 25476.93000000 0.037409946088 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 14.00000000 NC USD -65046.89000000 -0.09551388837 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ2 COMDTY 2022-12-30 1557359.39000000 USD -65046.89000000 N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 182800.00000000 PA USD 174215.46000000 0.255815397163 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 40000.00000000 PA USD 34686.96000000 0.050933817519 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 176403.03000000 OU Notional Amount USD -39969.99000000 -0.05869134040 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -12531.29000000 USD 176403.03000000 USD -27438.70000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 208000.00000000 PA USD 150873.04000000 0.221539733895 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 4804.71000000 0.007055164891 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 193280.13000000 USD 199882.86000000 EUR 2022-12-08 4804.71000000 N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 46000.00000000 PA USD 32646.23000000 0.047937239860 Long DBT CORP US N 2 2031-09-01 Fixed 5.87500000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 17000.00000000 PA USD 14532.95000000 0.021339968199 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 149000.00000000 PA USD 138547.63000000 0.203441284685 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 201723AK9 50000.00000000 PA USD 49869.04000000 0.073226958582 Long DBT CORP US N 2 2023-05-15 Fixed 4.87500000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 78000.00000000 PA USD 74821.03000000 0.109866090561 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 50000.00000000 PA USD 39498.40000000 0.057998864643 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAD3 16000.00000000 PA USD 14515.72000000 0.021314667922 Long DBT CORP US N 2 2025-08-01 Fixed 4.12500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 282590.00000000 PA 15408.89000000 0.022626185501 Long DBT NUSS ZA N 2 2023-02-28 Fixed 7.75000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAS9 93073.00000000 PA USD 85808.43000000 0.125999825735 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 180000.00000000 PA USD 143298.28000000 0.210417068675 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 200000.00000000 PA USD 151750.00000000 0.222827448950 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N Granite US Holdings Corporation N/A 000000000 54373.09000000 PA USD 52912.09000000 0.077695328061 Long LON CORP US N 3 2026-09-30 Floating 7.68800000 N N N N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 113000.00000000 PA 117251.28000000 0.172170040254 Long DBT CORP GB N 2 2025-07-31 Fixed 8.25000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 000000000 9920.11000000 PA USD 9852.75000000 0.014467631944 Long LON CORP US N 2 2024-03-15 Floating 6.50400000 N N N N N N UNIVAR SOLUTIONS USA INC 5493008FTB9VZW6CVA82 91337CAA4 17000.00000000 PA USD 15733.76000000 0.023103219790 Long DBT CORP US N 2 2027-12-01 Fixed 5.12500000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 200000.00000000 PA USD 157181.72000000 0.230803306025 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAL3 60000.00000000 PA USD 59701.43000000 0.087664694205 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N BOYNE USA INC N/A 103557AC8 26000.00000000 PA USD 22747.61000000 0.033402253087 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N EXIDE COMMON STOCK 549300KITCGPNNNXQP63 000000000 7.00000000 NS USD 875.00000000 0.001284837020 Long EC CORP US N 3 N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 394000.00000000 PA 283859.78000000 0.416815490195 Long DBT CORP NL N 2 2027-11-15 Fixed 4.00000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 214000.00000000 PA USD 182724.05000000 0.268309284503 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 000000000 358000.00000000 PA 313954.05000000 0.461005469846 Long DBT CORP GB N 2 2026-05-01 Fixed 2.87500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 43000.00000000 PA USD 35444.42000000 0.052046060547 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 151000.00000000 PA USD 115883.26000000 0.170161259979 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 000000000 44790.44000000 PA USD 38548.00000000 0.056603311381 Long LON CORP US N 2 2029-02-08 Floating 8.62400000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AF9 122000.00000000 PA USD 114934.63000000 0.168768305759 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 107000.00000000 PA USD 108519.45000000 0.159348350609 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 46000.00000000 PA USD 36063.01000000 0.052954388927 Long DBT CORP US N 2 2026-11-15 Fixed 4.15000000 N N N N N N GUALA CLOSURES S 81560014151D1C625F49 000000000 200000.00000000 PA 159992.85000000 0.234931127616 Long DBT CORP IT N 2 2028-06-15 Fixed 3.25000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AJ0 4000.00000000 PA USD 3967.72000000 0.005826141191 Long DBT CORP US N 2 2027-02-01 Fixed 5.90000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 107000.00000000 PA USD 84481.84000000 0.124051880658 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 105000.00000000 PA USD 91192.37000000 0.133905523366 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAA3 161000.00000000 PA USD 138197.60000000 0.202927305826 Long DBT CORP US N 2 2030-02-15 Fixed 5.00000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 668771AL2 103000.00000000 PA USD 101657.18000000 0.149271895136 Long DBT CORP US N 2 2030-09-30 Fixed 7.12500000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAA9 261000.00000000 PA USD 201760.20000000 0.296261684782 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855030AN2 206000.00000000 PA USD 179163.13000000 0.263080482398 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 66000.00000000 PA USD 61138.59000000 0.089774998630 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 46000.00000000 PA USD 46175.02000000 0.067802714410 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N ORGANON & CO/ORG N/A 000000000 100000.00000000 PA 83360.78000000 0.122405732783 Long DBT CORP US N 2 2028-04-30 Fixed 2.87500000 N N N N N N TAYLOR MORR COMM/HLDGS N/A 877249AD4 17484.00000000 PA USD 17266.38000000 0.025353696263 Long DBT CORP XX N 2 2024-03-01 Fixed 5.62500000 N N N N N N Vantage Drilling International 549300T9QN1134QR7185 000000000 118.00000000 NS USD 2124.00000000 0.003118850092 Long EC CORP KY N 1 N N N HORIZON THERAPEUTICS USA 254900IS87RLPXY88S03 44055PAA4 200000.00000000 PA USD 192376.83000000 0.282483283467 Long DBT CORP US N 2 2027-08-01 Fixed 5.50000000 N N N N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 6.00000000 NS USD 204.36000000 0.000300079192 Long EC CORP US N 1 N N N MACY'S RETAIL HLDGS LLC N/A 55617LAR3 37000.00000000 PA USD 30760.36000000 0.045168056326 Long DBT CORP US N 2 2032-03-15 Fixed 6.12500000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 000000000 100000.00000000 PA 88725.33000000 0.130282958426 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AL3 32000.00000000 PA USD 31534.68000000 0.046305056328 Long DBT CORP US N 2 2025-01-23 Fixed 5.70000000 N N N N N N LAMAR MEDIA CORP N/A 513075BW0 8000.00000000 PA USD 7237.42000000 0.010627320168 Long DBT CORP US N 2 2029-01-15 Fixed 4.87500000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AA8 77000.00000000 PA USD 75610.01000000 0.111024617090 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 702150AG8 20000.00000000 PA USD 12654.40000000 0.018581533245 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 110000.00000000 PA USD 93451.42000000 0.137222678875 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AF4 23000.00000000 PA USD 19938.82000000 0.029277867516 Long DBT CORP CA N 2 2026-05-01 Fixed 4.37500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0CH0 21648.54000000 PA USD 21702.93000000 0.031868260472 Long ABS-MBS USGSE US N 2 2024-09-25 Floating 7.33600000 N N N N N N CITGO Petroleum Corporation YX52P86PXMLYDOTUQ225 000000000 34351.28000000 PA USD 34325.52000000 0.050403084385 Long LON CORP US N 2 2024-03-28 Floating 9.36500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 200000.00000000 PA USD 168319.82000000 0.247158326843 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N EMERGENT BIOSOLUTIONS 549300YW6TUOX8BE5103 29089QAC9 122000.00000000 PA USD 73303.19000000 0.107637316821 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 000000000 100000.00000000 PA 85324.95000000 0.125289890875 Long DBT CORP LU N 2 2026-10-31 Fixed 5.75000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAJ1 24000.00000000 PA USD 23054.28000000 0.033852562766 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 580000.00000000 OU Notional Amount USD -29181.64000000 -0.04284988729 N/A DCR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Markit iBoxx USD Contingent Convertible Liquid Developed Market AT1 IBXXC1D1 Index Y equity-performance leg 2022-12-20 0.00000000 USD 0.00000000 USD 580000.00000000 USD -29181.64000000 N N N DISH DBS CORP N/A 25470XBB0 71000.00000000 PA USD 53969.36000000 0.079247807646 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 108000.00000000 PA USD 83413.51000000 0.122483160733 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 45000.00000000 PA USD 41727.60000000 0.061272188855 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1616.09000000 -0.00237304258 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 219920.91000000 USD 220286.37000000 EUR 2022-12-08 -1616.09000000 N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 71000.00000000 PA USD 56840.73000000 0.083464084760 Long DBT CORP US N 2 2031-03-01 Fixed 3.50000000 N N N N N N MONITCHEM HOLDCO 3 S.A. 222100SJHJ1CNJMSW162 000000000 207000.00000000 PA 186253.76000000 0.273492258308 Long DBT CORP LU N 2 2025-03-15 Fixed 5.25000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 000000000 124000.00000000 PA 119205.72000000 0.175039910958 Long DBT CORP US N 2 2027-05-15 Fixed 3.62500000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 552676AQ1 86842.00000000 PA USD 66093.69000000 0.097050993966 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AB2 64000.00000000 PA USD 60175.78000000 0.088361222708 Long DBT CORP US N 2 2027-04-15 Fixed 5.37500000 N N N N N N EDCON LTD /EUR/ 213800EBU4N5O7DU7A55 000000000 8218.00000000 NS 0.01000000 0.000000014683 Long EC CORP GB N 3 N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 165000.00000000 PA USD 134647.39000000 0.197714230125 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 120000.00000000 PA USD 108202.65000000 0.158883166189 Long DBT CORP US N 2 2028-08-28 Fixed 6.40000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBB5 161000.00000000 PA USD 130932.36000000 0.192259135182 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 18000.00000000 PA USD 15174.20000000 0.022281570186 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAC3 200000.00000000 PA USD 193505.72000000 0.284140928797 Long DBT CORP IE N 2 2026-09-16 Fixed 6.25300000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 121000.00000000 PA USD 105137.46000000 0.154382286662 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N Berry Corp N/A 08579X101 2975.00000000 NS USD 26388.25000000 0.038748114858 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17322VAE6 14570.00000000 PA USD 13135.30000000 0.019287679671 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.48100000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAF7 132000.00000000 PA USD 126619.91000000 0.185926797572 Long DBT CORP US N 2 2030-10-01 Fixed 7.50000000 N N N N N N DIRECTV Financing, LLC N/A 000000000 54600.00000000 PA USD 51910.95000000 0.076225268936 Long LON CORP US N 2 2027-08-02 Floating 8.75400000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368JFA3 3000.00000000 PA USD 2957.84000000 0.004343248379 Long DBT CORP FR N 2 2025-09-29 Fixed 8.00000000 N N N N Y Societe Generale SA USD XXXX N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AM6 48000.00000000 PA USD 39616.09000000 0.058171678893 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 3000.00000000 PA USD 3059.59000000 0.004492656570 Long DBT CORP US N 2 2029-02-01 Fixed 7.62500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 9000.00000000 PA USD 8708.54000000 0.012787490954 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 87000.00000000 PA USD 87009.68000000 0.127763723416 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BC0 22000.00000000 PA USD 20130.00000000 0.029558593392 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 31000.00000000 PA USD 23091.80000000 0.033907656577 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 110000.00000000 PA 92073.45000000 0.135199288168 Long DBT CORP GB N 2 2026-01-15 Fixed 4.50000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 36000.00000000 PA USD 38200.52000000 0.056093076904 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 000000000 57833.07000000 PA USD 54929.27000000 0.080657325250 Long LON CORP CA N 2 2026-10-30 Floating 7.24000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DC0 203000.00000000 PA USD 161964.11000000 0.237825696559 Long DBT CORP GB N 2 2033-03-29 Fixed 4.76200000 N N N N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 36257BAA7 71000.00000000 PA USD 64333.46000000 0.094466298345 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 60000.00000000 PA USD 57747.53000000 0.084795616429 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 102000.00000000 PA USD 94461.11000000 0.138705292694 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 59000.00000000 PA USD 58020.10000000 0.085195854173 Long DBT CORP US N 2 2027-05-15 Fixed 8.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 145000.00000000 PA USD 115187.94000000 0.169140262405 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 000000000 166000.00000000 PA 121589.42000000 0.178540100678 Long DBT CORP FR N 2 2029-07-15 Fixed 3.12500000 N N N N N N Stevens Holding Co Inc N/A 86024TAA5 20000.00000000 PA USD 20048.45000000 0.029438846582 Long DBT CORP US N 2 2026-10-01 Fixed 6.12500000 N N N N N N Transocean Phoenix 2 Ltd N/A 893828AA1 20400.00000000 PA USD 20280.50000000 0.029779585360 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 000000000 120000.00000000 PA 80870.08000000 0.118748425850 Long DBT CORP LU N 2 2027-06-30 Fixed 5.00000000 N N Y N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 119000.00000000 PA USD 114405.78000000 0.167991750264 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 62000.00000000 PA USD 52703.51000000 0.077389052283 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N VOC Escrow Ltd N/A 91832VAA2 241000.00000000 PA USD 200804.58000000 0.294858466550 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 101000.00000000 PA USD 94943.14000000 0.139413098395 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 78000.00000000 PA USD 74096.13000000 0.108801658155 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 173000.00000000 PA USD 164378.12000000 0.241370393034 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 155000.00000000 PA USD 122465.92000000 0.179827140276 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 314000.00000000 PA USD 217078.83000000 0.318755333839 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N FAURECIA 969500F0VMZLK2IULV85 000000000 100000.00000000 PA 83282.47000000 0.122290743541 Long DBT CORP FR N 2 2028-06-15 Fixed 3.75000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 17000.00000000 PA USD 15872.77000000 0.023307340012 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N Enova International Inc 549300O8XOCQSB49UO63 29357KAF0 131000.00000000 PA USD 118933.54000000 0.174640245883 Long DBT CORP US N 2 2025-09-15 Fixed 8.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 16000.00000000 PA USD 11397.63000000 0.016736110820 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N DIAMOND OFFSHORE DRILLING INC N/A 25271C300 1142.00000000 NS USD 11248.70000000 0.016517424217 Long EC CORP US N 1 N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AW5 326000.00000000 PA USD 263942.08000000 0.387568634973 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N ENCINO ACQUISITION PARTN 549300BUKUEKT2UE4T49 29254BAA5 86000.00000000 PA USD 81356.22000000 0.119462266615 Long DBT CORP US N 2 2028-05-01 Fixed 8.50000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 11000.00000000 PA USD 10201.26000000 0.014979378859 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 58000.00000000 PA USD 55538.58000000 0.081552027016 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 74166NAA2 10000.00000000 PA USD 8505.60000000 0.012489496868 Long DBT CORP US N 2 2032-07-15 Fixed 4.87500000 N N N N N N CROWN AMER/CAP CORP VI N/A 228187AB6 60000.00000000 PA USD 57498.60000000 0.084430091309 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 19000.00000000 PA USD 15727.47000000 0.023093983647 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 000000000 132000.00000000 PA 127893.61000000 0.187797079758 Long DBT CORP LU N 2 2025-05-15 Fixed 7.00000000 N N N N N N Dealer Tire, LLC 549300XTS06OMOCRSE50 000000000 19450.00000000 PA USD 19069.17000000 0.028000886357 Long LON CORP US N 2 2025-12-12 Floating 8.00400000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 200000.00000000 PA USD 172918.69000000 0.253911239331 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 117291.60000000 OU Notional Amount USD -44679.63000000 -0.06560690591 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -21780.68000000 USD 117291.60000000 USD -22898.95000000 N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 150000.00000000 PA USD 144036.79000000 0.211501485804 Long DBT CORP US N 2 2026-10-15 Fixed 8.50000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 253000.00000000 PA USD 199637.21000000 0.293144317759 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N PROG HOLDINGS INC 549300DHYTLBOVRXIG52 74319RAA9 150000.00000000 PA USD 121910.76000000 0.179011951568 Long DBT CORP US N 2 2029-11-15 Fixed 6.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 498000.00000000 PA USD 344938.18000000 0.506502106722 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 85000.00000000 PA USD 75739.25000000 0.111214391189 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 42000.00000000 PA USD 36351.19000000 0.053377548164 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 134000.00000000 PA USD 110433.55000000 0.162158986656 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 11640.00000000 PA USD 10633.37000000 0.015613882773 Long LON CORP US N 2 2026-08-21 Floating 7.91500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 25000.00000000 PA USD 21707.03000000 0.031874280851 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 143000.00000000 PA USD 120567.08000000 0.177038911788 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N EC FINANCE PLC N/A 000000000 111000.00000000 PA 96685.80000000 0.141971994489 Long DBT CORP GB N 2 2026-10-15 Fixed 3.00000000 N N N N N N IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 549300HVW4WNWYBXN830 000000000 5968.66000000 PA USD 5872.50000000 0.008623091887 Long LON CORP US N 2 2025-02-05 Floating 5.86500000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 46000.00000000 PA USD 43452.34000000 0.063804771486 Long DBT US N 2 2025-06-15 Fixed 9.75000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAF7 193000.00000000 PA USD 171952.20000000 0.252492059752 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N Triumph Group Inc 5493007L6S47Q14SL582 896818AP6 23000.00000000 PA USD 17446.68000000 0.025618446109 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N Playtika Holding Corp. 254900E35Z4TKA4UFG64 000000000 59100.00000000 PA USD 57415.65000000 0.084308288760 Long LON CORP US N 2 2028-03-13 Floating 6.50400000 N N N N N N GIP II Blue Holding, L.P. N/A 000000000 205568.76000000 PA USD 203461.68000000 0.298760112775 Long LON CORP US N 2 2028-09-29 Floating 8.17400000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 222000.00000000 PA USD 172700.38000000 0.253590676166 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 37000.00000000 PA USD 34568.80000000 0.050760313128 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CQ4 4000.00000000 PA USD 3978.93000000 0.005842601788 Long DBT CORP US N 2 2023-03-15 Fixed 4.62500000 N N N N N N Jones DesLauriers Insurance Management Inc. 549300JQIWNFU00E5424 000000000 89800.00000000 PA 60971.85000000 0.089530160087 Long LON CORP CA N 3 2029-03-26 Floating 12.06300000 N N N N N N Advantage Sales & Marketing Inc. 549300T4O24KQDED1182 000000000 37335.00000000 PA USD 32388.11000000 0.047558220280 Long LON CORP US N 2 2027-10-28 Floating 8.28400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 200000.00000000 PA USD 179750.00000000 0.263942233600 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N Y Barclays PLC USD XXXX N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 6000.00000000 PA USD 3194.22000000 0.004690345265 Long DBT CORP US N 2 2028-02-01 Fixed 9.25000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 42000.00000000 PA USD 32771.12000000 0.048120626483 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N INTERFACE INC 549300VXZWQOIDFPU355 458665AS5 11000.00000000 PA USD 8798.16000000 0.012919087632 Long DBT CORP US N 2 2028-12-01 Fixed 5.50000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AQ1 93000.00000000 PA USD 90126.64000000 0.132340621243 Long DBT CORP US N 2 2025-06-23 Fixed 6.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 272000.00000000 PA USD 275872.40000000 0.405086939887 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 24000.00000000 PA USD 22131.51000000 0.032497580986 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 59000.00000000 PA USD 26539.50000000 0.038970208114 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAR3 25000.00000000 PA USD 24637.63000000 0.036177530419 Long DBT US N 2 2023-06-15 Fixed 4.50000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 16000.00000000 PA USD 15749.39000000 0.023126170650 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 100000.00000000 PA 75848.19000000 0.111374357069 Long DBT CORP FR N 2 2028-01-15 Fixed 3.37500000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 54000.00000000 PA USD 35750.02000000 0.052494799054 Long DBT CORP US N 2 2028-10-01 Fixed 3.37500000 N N N N N N Cross Financial Corp. 2549008J3I495E70LU05 000000000 44326.40000000 PA USD 43439.87000000 0.063786460723 Long LON CORP US N 2 2027-09-15 Floating 7.81300000 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 39000.00000000 PA USD 35729.80000000 0.052465108306 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N VZ VENDOR FINANCING 724500DRKUUR3GFOSK76 000000000 100000.00000000 PA 72868.39000000 0.106998862951 Long DBT CORP NL N 2 2029-01-15 Fixed 2.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 000000000 113000.00000000 PA 108883.95000000 0.159883577002 Long DBT CORP US N 2 2029-05-15 Fixed 4.62500000 N N N N N N K2016470219 SA LTD 378900DECAC8CFA88345 000000000 16602.06000000 PA USD 8.18000000 0.000012011390 Long DBT CORP ZA N 2 2022-12-31 Fixed 3.00000000 N N Y N N N PAPA JOHN'S INTERNATIONA HZYLD3DK5XOX0WBVNB56 698813AA0 22000.00000000 PA USD 17911.09000000 0.026300378864 Long DBT CORP US N 2 2029-09-15 Fixed 3.87500000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 26000.00000000 PA USD 18742.02000000 0.027520504150 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 270000.00000000 PA 250538.71000000 0.367887325289 Long DBT CORP DE N 2 2024-09-30 Fixed 3.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 84000.00000000 PA USD 65979.93000000 0.096883950470 Long DBT CORP US N 2 2050-02-01 Fixed 6.50000000 N N N N N N K2016470219 SA LTD 378900DECAC8CFA88345 000000000 712.02000000 PA USD 0.35000000 0.000000513934 Long DBT CORP ZA N 2 2022-12-31 Fixed 3.00000000 N N Y N N N WHITE CAP BUYER LLC N/A 96350RAA2 19000.00000000 PA USD 16146.47000000 0.023709237032 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 98980BAA1 85000.00000000 PA USD 69624.49000000 0.102235568311 Long DBT CORP US N 2 2030-01-15 Fixed 5.00000000 N N N N N N Southeastern Grocers Inc N/A 84169Q103 3584.00000000 NS USD 66304.00000000 0.097359810050 Long EC CORP US N 3 N N N VISTRA ENERGY CORP 549300KP43CPCUJOOG15 92840M110 3442.00000000 NS USD 3872.25000000 0.005685954459 N/A DE US N 3 N/A N/A Vistra Corp Vistra Corp 2046-12-31 XXXX 3872.24000000 N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 243000.00000000 PA USD 170718.46000000 0.250680454237 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 309000.00000000 PA USD 253858.10000000 0.372761468326 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 961000.00000000 OU Notional Amount USD 69264.64000000 0.101707169909 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-01-15 5398.42000000 USD 0.00000000 USD 961000.00000000 USD 63866.22000000 N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 17302WAB4 72000.00000000 PA USD 72099.85000000 0.105870350215 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 130000.00000000 PA USD 127089.18000000 0.186615866679 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N ESC GCB GULFPORT ENERG N/A 402ESCAQ0 128000.00000000 PA USD 160.00000000 0.000234941626 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 104000.00000000 PA USD 63651.24000000 0.093464536617 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 4096.00000000 OU Notional Amount USD 300769.28000000 0.441645149160 N/A DE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2022-10-31 292413.44000000 USD 0.00000000 USD 4096.00000000 USD 8355.84000000 N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAV6 128000.00000000 PA USD 125105.82000000 0.183703530276 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -597.58000000 -0.00087747760 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 237076.57000000 EUR 234346.40000000 USD 2022-12-08 -597.58000000 N N N K201640219 SOUTH AFRICA B SHARES N/A 000000000 30276.00000000 NS USD 0.03000000 0.000000044051 Long EC CORP US N 3 N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 30000.00000000 PA USD 25456.00000000 0.037379212787 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 129600.01000000 OU Notional Amount USD 49368.24000000 0.072491591290 N/A DCR US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 CMBX.NA.BB.6 137BEMAE8 Y buy protection 2063-05-11 16724.82000000 USD 0.00000000 USD 129600.01000000 USD 32643.42000000 N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 142000.00000000 PA 123516.72000000 0.181370119409 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N Fluid-Flow Products, Inc. 254900BHD5AK9H7EKF91 000000000 30000.00000000 PA USD 28050.00000000 0.041188203908 Long LON CORP US N 3 2029-03-30 Floating 10.42400000 N N N N N N INTELSAT JACKSON HOLDINGS S A N/A 000000000 201.00000000 NS USD 0.00000000 0.000000 N/A DE LU N 3 N/A N/A INTELSAT EMERGENCE SA INTELSAT EMERGENCE SA 2025-12-05 XXXX 0.00000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAG8 47000.00000000 PA USD 41829.01000000 0.061421097795 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 139000.00000000 PA 122639.07000000 0.180081391168 Long DBT CORP SE N 2 2026-07-15 Fixed 3.87500000 N N N N N N LIFEPT/LEGACY LIFEPT N/A 53219LAR0 24000.00000000 PA USD 19168.92000000 0.028147357777 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 28000.00000000 PA USD 25769.65000000 0.037839771794 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 852061AS9 38000.00000000 PA USD 38006.42000000 0.055808063343 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N FIRST-CITIZENS BANK/TRST L9VVX1KT5TFTKS0MLF66 125581HA9 37000.00000000 PA USD 36422.90000000 0.053482846065 Long DBT CORP US N 2 2024-06-19 Fixed 3.92900000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 63000.00000000 PA USD 59227.05000000 0.086968121649 Long DBT CORP CA N 2 2024-12-01 Fixed 5.37500000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 148000.00000000 PA USD 138486.05000000 0.203350861527 Long DBT CORP BM N 2 2025-08-11 Fixed 5.25000000 N N N N N N Loyalty Ventures Inc. 549300Q3YKVWNY6JIJ44 000000000 124575.00000000 PA USD 38618.25000000 0.056706465439 Long LON CORP US N 2 2027-11-03 Floating 8.25400000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 64000.00000000 PA USD 57943.09000000 0.085082773832 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1770000.00000000 OU Notional Amount USD -12321.79000000 -0.01809313365 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-03-06 0.00000000 USD 0.00000000 USD 1770000.00000000 USD -12321.79000000 N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 24000.00000000 PA USD 20923.72000000 0.030724080066 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N Willscot Corporation 549300HJ4VIXF476Q166 971375134 787.00000000 NS USD 21305.90000000 0.031285267509 N/A DE US N 3 N/A N/A Call Purchased WILLSCOT CORPORATION WILLSCOT CORPORATION 1.00000000 1.00000000 USD 2022-11-29 XXXX 17717.18000000 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBX2 70000.00000000 PA USD 71549.96000000 0.105062899896 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N AG ISSUER LLC N/A 00119LAA9 127000.00000000 PA USD 119205.27000000 0.175039250185 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N SUMMER BIDCO BV 724500EOJYP21L3XM206 000000000 149803.19000000 PA 109368.54000000 0.160595141770 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 300000.00000000 PA USD 207972.09000000 0.305383131912 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 42000.00000000 PA USD 41295.01000000 0.060636980116 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N ATD New Holdings Inc 5493001F45YR8KICVO87 04683P100 1009.00000000 NS USD 72143.50000000 0.105934445228 Long EC CORP US N 2 N N N MALLINCKRODT FIN/SB N/A 561233AK3 2000.00000000 PA USD 1110.00000000 0.001629907534 Long DBT CORP LU N 2 2029-06-15 Fixed 10.00000000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAD3 158000.00000000 PA USD 138225.54000000 0.202968332507 Long DBT CORP US N 2 2027-06-15 Fixed 4.87500000 N N N N N N 2023-08-15 AB BOND FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer