0001752724-21-181149.txt : 20210824 0001752724-21-181149.hdr.sgml : 20210824 20210824101716 ACCESSION NUMBER: 0001752724-21-181149 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210824 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY ADVISOR SERIES II CENTRAL INDEX KEY: 0000795422 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04707 FILM NUMBER: 211199475 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY DIVERSIFIED TRUST DATE OF NAME CHANGE: 19930706 FORMER COMPANY: FORMER CONFORMED NAME: PLYMOUTH FUND DATE OF NAME CHANGE: 19920130 FORMER COMPANY: FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES DATE OF NAME CHANGE: 19911204 0000795422 S000005152 Fidelity Advisor Strategic Income Fund C000014110 Class A FSTAX C000014112 Class C FSRCX C000014113 Class M FSIAX C000014114 Class I FSRIX C000200078 Fidelity Strategic Income Fund FADMX C000204998 Class Z FIWDX NPORT-P 1 primary_doc.xml NPORT-P false 0000795422 XXXXXXXX S000005152 C000014113 C000200078 C000014114 C000014112 C000204998 C000014110 Fidelity Advisor Series II 811-04707 0000795422 EIVUM2R16VT371T5KS40 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Advisor Strategic Income Fund S000005152 QMGXKUUY2S4UZOBMIH60 2021-12-31 2021-06-30 N 16884108053.07 663497466.57 16220610586.50 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 302810739.88000000 0.00000000 0.00000000 73640257.47000000 CAD EUR JPY USD N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 7655450000.00000000 PA 69569879.52000000 0.428898031606 Long DBT NUSS JP N 2 2029-09-20 Fixed 0.00100000 N N N N N N RADIATE HOLDCO LLC / RADIATE FIN INC N/A 75026JAE0 6500000.00000000 PA USD 6829225.00000000 0.042102145067 Long DBT CORP US N 2 2028-09-15 Fixed 0.06500000 N N N N N N UNIT CORP 549300XGK22FZCTN8B67 909218406 26886.00000000 NS USD 453029.10000000 0.002792922606 Long EC CORP US N 1 N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAE6 9840000.00000000 PA USD 10135200.00000000 0.062483467844 Long DBT CORP KY N 2 2029-12-15 Fixed 0.05125000 N N N N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 88023U101 555048.00000000 NS USD 21752331.12000000 0.134103035172 Long EC CORP US N 1 N N N SOUTHERN NAT GAS CO LLC N/A 843452AZ6 9400000.00000000 PA USD 13414674.20000000 0.082701413294 Long DBT CORP US N 2 2032-03-01 Fixed 0.08000000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 4745000.00000000 PA USD 4810243.75000000 0.029655133660 Long DBT CORP US N 2 2029-03-15 Fixed 0.03750000 N N N N N N HILCORP ENERGY I LP/FIN CO N/A 431318AS3 7130000.00000000 PA USD 7575625.00000000 0.046703698110 Long DBT CORP US N 2 2028-11-01 Fixed 0.06250000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 5505000.00000000 PA USD 5752725.00000000 0.035465526832 Long DBT CORP CA N 2 2024-12-01 Fixed 0.07500000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69338CAH4 16844850.00000000 PA USD 16602789.51000000 0.102356131549 Long LON CORP US N 2 2025-06-23 Variable 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YC8 22000000.00000000 PA USD 22053047.94000000 0.135956953176 Long DBT UST US N 2 2021-08-31 Fixed 0.01500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 171174.84000000 0.001055292210 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 32543000.00000000 CAD 26423459.01000000 USD 2021-08-18 171174.84000000 N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 3035000.00000000 PA USD 3123348.85000000 0.019255433285 Long DBT CORP US N 2 2029-07-01 Fixed 0.06125000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GF2 25875000.00000000 PA USD 27310545.00000000 0.168369401721 Long EP CORP US N 2 N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N ARD FIN SA 6354006P6QPGGPVJW880 00191AAD8 6625000.00000000 PA USD 6956250.00000000 0.042885253689 Long DBT CORP LU N 2 2027-06-30 Variable 0.06500000 N N Y N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 60087467.00000000 PA 65492039.64000000 0.403758164902 Long DBT NUSS DE N 2 2050-08-15 Fixed 0.00000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 4680000.00000000 PA USD 4832006.40000000 0.029789300311 Long DBT CORP US N 2 2030-02-15 Fixed 0.04250000 N N N N N N C AND S GROUP ENTERPRISES LLC N/A 12467AAF5 5155000.00000000 PA USD 5109893.75000000 0.031502474723 Long DBT CORP US N 2 2028-12-15 Fixed 0.05000000 N N N N N N GRAHAM PACKAGING CO INC N/A 384701AA6 3720000.00000000 PA USD 4008300.00000000 0.024711153619 Long DBT CORP US N 2 2028-08-15 Fixed 0.07125000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 32800.00000000 NS USD 16546616.00000000 0.102009822082 Long EC CORP US N 1 N N N FNMA/FHLG TBA ISSUER N/A 01F032682 3200000.00000000 PA USD 3369998.40000000 0.020776026784 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z78 34389000.00000000 PA USD 35352160.58000000 0.217945929911 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 5695000.00000000 PA USD 5909701.50000000 0.036433286333 Long DBT CORP US N 2 2026-04-15 Fixed 0.08250000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CS2 3820000.00000000 PA USD 3833752.00000000 0.023635065890 Long DBT CORP US N 2 2029-08-15 Fixed 0.03500000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 59073XAB1 1302912.00000000 PA USD 4885920.00000000 0.030121677442 Long DBT CORP US Y 3 2023-07-15 Fixed 0.15000000 N N Y N N MESQUITE ENERGY INC USD XXXX N N N NEW FORTRESS ENERGY INC N/A 644393AB6 10330000.00000000 PA USD 10555194.00000000 0.065072729190 Long DBT CORP US N 2 2026-09-30 Fixed 0.06500000 N N N N N N ONEMAIN HLDGS INC 549300E3VEW8SMS5XW09 68268W103 313800.00000000 NS USD 18799758.00000000 0.115900433585 Long EC CORP US N 1 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 78162000.00000000 PA USD 100242765.00000000 0.617996249064 Long DBT CORP US N 2 2028-11-15 Fixed 0.06875000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 3030000.00000000 PA USD 2999700.00000000 0.018493138615 Long DBT CORP US N 2 2029-03-15 Fixed 0.03625000 N N N N N N ALGOMA STEEL SCA N/A N/A 1517920.00000000 PA USD 1275052.80000000 0.007860695460 Long DBT CORP LU N 3 2023-12-31 Fixed 0.00000000 N N N N N N PILGRIMS PRIDE CORP NEW 549300ZSLGV64ZL3HD75 72147KAF5 10220000.00000000 PA USD 10590475.00000000 0.065290236415 Long DBT CORP US N 2 2031-04-15 Fixed 0.04250000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAL1 6865000.00000000 PA USD 7074382.50000000 0.043613540083 Long DBT CORP US N 2 2026-02-15 Fixed 0.05500000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AC1 9140000.00000000 PA USD 9533020.00000000 0.058771030530 Long DBT CORP US N 2 2026-02-15 Fixed 0.05625000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 N/A 7200000.00000000 PA 8612529.14000000 0.053096208025 Long DBT CORP DE N 2 2041-06-14 Fixed 0.01500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 14560000.00000000 PA USD 15072220.80000000 0.092920181516 Long DBT CORP US N 2 2026-04-15 Fixed 0.04375000 N N N N N N CHAPARRAL ENERGY INC V5IUQSDP5WPR92NJWH73 15942R141 289.00000000 NS USD 480.41000000 0.000002961725 Long EC CORP US N 3 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 N/A 15902.00000000 NS USD 825631.84000000 0.005090017022 Long EC CORP US Y 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 73200.00000000 NS USD 17737824.00000000 0.109353614683 Long EC CORP US N 1 N N N AMN HEALTHCARE 549300H27NUKBFFQEE84 00175PAB9 1695000.00000000 PA USD 1761444.00000000 0.010859295281 Long DBT CORP US N 2 2027-10-01 Fixed 0.04625000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAJ8 6265000.00000000 PA USD 6351143.75000000 0.039154776055 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAA1 6785000.00000000 PA USD 7310735.73000000 0.045070656810 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAE7 19207905.30000000 PA USD 19087855.89000000 0.117676555936 Long LON CORP US N 2 2025-10-02 Variable 0.03854250 N N N N N N BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP N/A 11283YAD2 4370000.00000000 PA USD 4327611.00000000 0.026679704669 Long DBT CORP CA N 2 2030-02-15 Fixed 0.04875000 N N N N N N UKG INC N/A 90385KAG6 6771017.53000000 PA USD 6774944.72000000 0.041767507356 Long LON CORP US N 2 2026-05-04 Variable 0.04000000 N N N N N N MAGIC MERGERCO INC N/A 55916AAA2 6875000.00000000 PA USD 7053268.75000000 0.043483373898 Long DBT CORP US N 2 2028-05-01 Fixed 0.05250000 N N N N N N FRONTIER COMMUNICATIONS CORP 549300ZCZ76HYCS0H445 35906EAR1 825000.00000000 PA USD 825000.00000000 0.005086121731 Long LON CORP US N 2 2028-04-14 Variable 0.04500000 N N N N N N OEC FIN LTD N/A 67614CAF7 1791434.00000000 PA USD 198849.17000000 0.001225904345 Long DBT CORP KY N 2 2046-12-26 Fixed 0.07125000 N N Y N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCB7 34085000.00000000 PA USD 37258313.50000000 0.229697355110 Long DBT CORP US N 2 2029-06-01 Fixed 0.05375000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 5520000.00000000 PA USD 5940679.20000000 0.036624263731 Long DBT CORP US N 2 2028-01-15 Fixed 0.06250000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 4495000.00000000 PA USD 4897302.50000000 0.030191850509 Long DBT CORP FR N 2 2027-02-01 Fixed 0.08125000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 6775000.00000000 PA USD 7113750.00000000 0.043856240565 Long DBT CORP US N 2 2030-09-01 Fixed 0.05000000 N N N N N N GAINWELL ACQUISITION CORP N/A 59909TAC8 9875637.50000000 PA USD 9897857.68000000 0.061020253382 Long LON CORP US N 2 2027-10-01 Variable 0.04750000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AA7 5315000.00000000 PA USD 5527600.00000000 0.034077632099 Long DBT CORP US N 2 2028-09-01 Fixed 0.05500000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AC0 3220000.00000000 PA USD 3264436.00000000 0.020125235006 Long DBT CORP CA N 2 2028-02-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828R69 19717000.00000000 PA USD 20237652.03000000 0.124765044583 Long DBT UST US N 2 2023-05-31 Fixed 0.01625000 N N N N N N PARTY CITY HLDGS INC 5493005PYM1JS6EZN307 702150AG8 3075000.00000000 PA USD 3282562.50000000 0.020236984807 Long DBT CORP US N 2 2026-02-15 Fixed 0.08750000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBX0 54720000.00000000 PA USD 57387600.00000000 0.353794326631 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N CALLON PETROLEUM CO DEL 549300EFOWPEB0WLZW21 13123XAT9 2855000.00000000 PA USD 2814430.45000000 0.017350952573 Long DBT CORP US N 2 2024-10-01 Fixed 0.06125000 N N N N N N GODADDY INC 549300J8H1TB0I2CB447 380237107 95100.00000000 NS USD 8269896.00000000 0.050983876074 Long EC CORP US N 1 N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 4805000.00000000 PA USD 4925125.00000000 0.030363376111 Long DBT CORP NL N 2 2030-01-15 Fixed 0.04875000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AH0 2970000.00000000 PA USD 3203887.50000000 0.019751953743 Long DBT CORP US N 2 2027-10-15 Fixed 0.07375000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 4540000.00000000 PA USD 4567512.40000000 0.028158695849 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286L9 34717000.00000000 PA USD 37000727.66000000 0.228109339427 Long DBT UST US N 2 2026-03-31 Fixed 0.02250000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AH3 11590000.00000000 PA USD 12328862.50000000 0.076007388465 Long DBT CORP US N 2 2025-05-01 Fixed 0.06250000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AB0 5285000.00000000 PA USD 5463368.75000000 0.033681646697 Long DBT CORP US N 2 2026-11-01 Fixed 0.04875000 N N N N N N WASH MULTIFAMILY ACQUISITION INC 549300AS7PRY5PHG6L12 93710WAA3 4750000.00000000 PA USD 4959475.00000000 0.030575143725 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 350392AA4 3110000.00000000 PA USD 3078900.00000000 0.018981406301 Long DBT CORP US N 2 2029-03-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H0H92 15800000.00000000 PA USD 15845007.88000000 0.097684410802 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 0.00249330 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 7875900000.00000000 PA 71258480.44000000 0.439308249587 Long DBT NUSS JP N 2 2030-12-20 Fixed 0.00100000 N N N N N N ENDEAVOR ENERGY RES L P / EER FIN INC N/A 29260FAF7 3395000.00000000 PA USD 3632650.00000000 0.022395272857 Long DBT CORP US N 2 2025-07-15 Fixed 0.06625000 N N N N N N AFFINITY GAMING LLC N/A 00842XAA7 2520000.00000000 PA USD 2674350.00000000 0.016487357154 Long DBT CORP US N 2 2027-12-15 Fixed 0.06875000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAB5 3905000.00000000 PA USD 3905000.00000000 0.024074309528 Long DBT CORP US N 2 2029-01-15 Fixed 0.05625000 N N N N N N NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC N/A 667449AC6 2355000.00000000 PA USD 2360157.45000000 0.014550361328 Long DBT CORP US N 2 2028-02-15 Fixed 0.06000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 17455000.00000000 PA USD 18109562.50000000 0.111645381062 Long DBT CORP US N 2 2027-02-15 Fixed 0.05625000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAA6 3025000.00000000 PA USD 3016237.48000000 0.018595092113 Long DBT CORP US N 2 2028-09-01 Fixed 0.03250000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 043502AA1 2480000.00000000 PA USD 2526500.00000000 0.015575862490 Long DBT CORP US N 2 2025-08-01 Fixed 0.06875000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 17330000.00000000 PA 21050608.70000000 0.129776919233 Long DBT NUSS DE N 2 2031-02-15 Fixed 0.00000000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAA2 1400000.00000000 PA USD 1453228.00000000 0.008959144862 Long DBT CORP US N 2 2027-09-30 Fixed 0.05000000 N N N N N N BUONI DEL TESORO POLIENNALI 815600DE60799F5A9309 N/A 78586000.00000000 PA 93965158.02000000 0.579294826905 Long DBT NUSS IT N 2 2031-12-01 Fixed 0.00950000 N N N N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAH4 7905000.00000000 PA USD 8003417.25000000 0.049341035636 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 11260000.00000000 PA USD 11597800.00000000 0.071500391049 Long DBT CORP US N 2 2028-07-15 Fixed 0.04000000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAA1 20290000.00000000 PA USD 20695800.00000000 0.127589525003 Long DBT CORP US N 2 2025-11-15 Fixed 0.07000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAA8 4990000.00000000 PA USD 5121985.50000000 0.031577020314 Long DBT CORP US N 2 2026-07-15 Fixed 0.05375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZX1 46344000.00000000 PA USD 46354862.11000000 0.285777541251 Long DBT UST US N 2 2022-06-30 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YJ3 25180000.00000000 PA USD 25270440.27000000 0.155792164143 Long DBT UST US N 2 2021-09-30 Fixed 0.01500000 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12770RAA1 8510000.00000000 PA USD 8967412.50000000 0.055284062533 Long DBT CORP US N 2 2025-07-01 Fixed 0.05750000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 1.00000000 NC N/A 220307.32000000 0.001358193754 N/A DFE CORP AU N 2 NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 1539948000.00000000 JPY 14087361.97000000 USD 2021-08-18 220307.32000000 N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N BOOZ ALLEN AND HAMILTON INC 549300D7XCH2480XU542 09951LAA1 6270000.00000000 PA USD 6395400.00000000 0.039427615661 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FYUP9 19100000.00000000 PA USD 19117190.00000000 0.117857400608 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 0.00260000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 8890000.00000000 PA USD 9158478.00000000 0.056461980584 Long DBT CORP US N 2 2031-04-30 Fixed 0.05125000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAN8 3095000.00000000 PA USD 3091564.55000000 0.019059483202 Long LON CORP US N 2 2028-05-20 Variable 0.04250000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 13960000.00000000 PA USD 16211050.00000000 0.099941059022 Long DBT CORP US N 2 2028-04-15 Fixed 0.04875000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 41215000.00000000 PA USD 48003522.65000000 0.295941526948 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N DYNASTY ACQUISITION CO INC 549300L1RCRPOAUCB870 26812CAF3 822116.44000000 PA USD 800190.59000000 0.004933171817 Long LON CORP US N 2 2026-04-04 Variable 0.03647250 N N N N N N MCAFEE LLC 549300713UKUTLV9T378 57906PAG4 2458976.83000000 PA USD 2458362.09000000 0.015155792544 Long LON CORP US N 2 2024-09-29 Variable 0.03846130 N N N N N N UC HOLDINGS INC N/A N/A 560355.00000000 NS USD 6399254.10000000 0.039451376172 Long EC CORP US N 3 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 79900.00000000 NS USD 11571917.00000000 0.071340822457 Long EC CORP US N 1 N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAB2 12225000.00000000 PA USD 13672195.50000000 0.084289031088 Long DBT CORP US N 2 2030-01-15 Fixed 0.05500000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AR6 14330000.00000000 PA USD 15017553.40000000 0.092583157211 Long DBT CORP CA N 2 2026-03-01 Fixed 0.06875000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 4100.00000000 NS USD 14104656.00000000 0.086955148357 Long EC CORP US N 1 N N N TEINE ENERGY LTD 5493002EE80G6ER7SM91 879068AB0 4420000.00000000 PA USD 4536025.00000000 0.027964576153 Long DBT CORP CA N 2 2029-04-15 Fixed 0.06875000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 11110000.00000000 PA USD 11165550.00000000 0.068835571512 Long DBT CORP US N 2 2029-05-01 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030674 72000000.00000000 PA USD 75112092.00000000 0.463065749587 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 0.03000000 N N N N N N KAR AUCTION SVCS INC 5493004HKD20LBSG7D03 48238TAA7 6210000.00000000 PA USD 6372702.00000000 0.039287682581 Long DBT CORP US N 2 2025-06-01 Fixed 0.05125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZG8 92800000.00000000 PA USD 93003000.00000000 0.573363126523 Long DBT UST US N 2 2022-03-31 Fixed 0.00375000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A -361099.43000000 -0.00222617655 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 10484626.72000000 USD 13496000.00000000 AUD 2021-08-18 -361099.43000000 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 73900.00000000 NS USD 20019510.00000000 0.123420199833 Long EC CORP US N 1 N N N CROWN CORK and SEAL INC 7HLDMDH0ZXNUH6PT7Z42 228255AJ4 7695000.00000000 PA USD 8662184.55000000 0.053402333431 Long DBT CORP US N 2 2096-12-15 Fixed 0.07500000 N N N N N N CASCADES INC/USA INC FPD41G4F3GH7OJ38TS94 14739LAB8 3310000.00000000 PA USD 3479637.50000000 0.021451951401 Long DBT CORP CA N 2 2028-01-15 Fixed 0.05375000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 6920000.00000000 PA USD 7079921.20000000 0.043647686147 Long DBT CORP US N 2 2030-10-01 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032670 -26650000.00000000 PA USD -27991654.28000000 -0.17256843773 Short ABS-MBS USGA US N 2 2051-07-01 Fixed 0.03500000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 19800000.00000000 NC USD 375509.97000000 0.002315017477 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2029-09-09 0.00000000 USD 0.00000000 USD 19800000.00000000 USD 1.00000000 1.57125000 USD 2024-09-05 XXXX -193121.28000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 11515000.00000000 PA USD 12270844.60000000 0.075649708342 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 60475000.00000000 PA USD 69217266.00000000 0.426724170652 Long EP CORP US N 2 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 9024000.00000000 PA 10583340.35000000 0.065246251326 Long DBT CORP CH N 2 2028-11-05 Variable 0.00250000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807108 32400.00000000 NS USD 21082680.00000000 0.129974638670 Long EC CORP US N 1 N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AC5 2110000.00000000 PA USD 2308973.00000000 0.014234809396 Long DBT CORP NL N 2 2028-05-15 Fixed 0.06125000 N N N N N N MELCO RESORTS FIN LTD 529900NRV6LBR3T6B421 58547DAD1 4785000.00000000 PA USD 5048175.00000000 0.031121978874 Long DBT CORP KY N 2 2029-12-04 Fixed 0.05375000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 N/A 5100000.00000000 PA 5926813.92000000 0.036538784334 Long DBT CORP DE N 2 2029-01-12 Fixed 0.00375000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 5915000.00000000 PA USD 6330942.80000000 0.039030237278 Long DBT CORP US N 2 2032-07-15 Fixed 0.05625000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513EGV8 19812000.00000000 PA USD 22111380.72000000 0.136316574533 Long DBT NUSS IL N 2 2023-12-04 Fixed 0.05500000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 36250LAP9 15419969.02400000 PA USD 12112385.67000000 0.074672809666 Long LON CORP US N 2 2025-05-31 Variable 0.02900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FG8 5406000.00000000 PA USD 6971628.31000000 0.042980060909 Long DBT UST US N 2 2029-02-15 Fixed 0.05250000 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 N/A 5396687.50000000 PA USD 5400087.41000000 0.033291517487 Long LON CORP LU N 2 2026-12-12 Variable 0.04500000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 59200.00000000 NS USD 13842144.00000000 0.085336762917 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 1.00000000 NC N/A -168464.47000000 -0.00103858279 N/A DFE CORP US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6523211.87000000 USD 5354000.00000000 EUR 2021-08-18 -168464.47000000 N N N AXIS ENERGY SERVICES HOLDINGS LLC N/A N/A 8127.37000000 NS USD 2604.66000000 0.000016057718 Long EC CORP US N 3 N N N TRI POINTE GROUP INC/TRI POINTE HLDGS INC N/A 962178AN9 11770000.00000000 PA USD 13095302.00000000 0.080732484946 Long DBT CORP US N 2 2024-06-15 Fixed 0.05875000 N N N N N N WESTROCK CO 549300JEB576INN13W07 96145D105 234700.00000000 NS USD 12490734.00000000 0.077005325621 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAF7 12065000.00000000 PA USD 13371313.38000000 0.082434094010 Long DBT CORP US N 2 2027-06-01 Fixed 0.05500000 N N N N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 093645AJ8 4405000.00000000 PA USD 4493100.00000000 0.027699943698 Long DBT CORP US N 2 2028-03-01 Fixed 0.04875000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 9720000.00000000 PA USD 9981516.60000000 0.061536010292 Long DBT CORP US N 2 2027-02-15 Fixed 0.03875000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 4090000.00000000 PA USD 4358999.30000000 0.026873213414 Long DBT CORP US N 2 2025-05-15 Fixed 0.06000000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAK4 15055000.00000000 PA USD 15130275.00000000 0.093278085429 Long DBT CORP US N 2 2025-05-15 Fixed 0.09250000 N N N N N N HILCORP ENERGY I LP/FIN CO N/A 431318AU8 3250000.00000000 PA USD 3388125.00000000 0.020887777201 Long DBT CORP US N 2 2029-02-01 Fixed 0.05750000 N N N N N N NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC N/A 667449AA0 3695000.00000000 PA USD 4156875.00000000 0.025627117905 Long DBT CORP US N 2 2028-06-01 Fixed 0.10750000 N N N N N N UNITED RENTALS INC 5323X5O7RN0NKFCDRY08 911363109 33870.00000000 NS USD 10804868.70000000 0.066611972726 Long EC CORP US N 1 N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AG6 7735000.00000000 PA USD 8054416.83000000 0.049655447845 Long DBT CORP NL N 2 2029-03-31 Fixed 0.04125000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 25360000.00000000 PA USD 26564600.00000000 0.163770653751 Long DBT CORP US N 2 2030-11-13 Fixed 0.04000000 N N N N N N CASCADES INC/USA INC FPD41G4F3GH7OJ38TS94 14739LAA0 3310000.00000000 PA USD 3525150.00000000 0.021732535783 Long DBT CORP CA N 2 2026-01-15 Fixed 0.05125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PT9 74200000.00000000 PA USD 105329218.75000000 0.649354216281 Long DBT UST US N 2 2037-02-15 Fixed 0.04750000 N N N N N N JAMES HARDIE INTL FIN LTD 635400G32A4Q1LVQ8M88 47032FAB5 5270000.00000000 PA USD 5581377.95000000 0.034409172948 Long DBT CORP IE N 2 2028-01-15 Fixed 0.05000000 N N N N N N CLEAR CHANNEL INTERNATIONAL BV N/A 18452MAB2 9800000.00000000 PA USD 10298134.00000000 0.063487955308 Long DBT CORP NL N 2 2025-08-01 Fixed 0.06625000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BH9 11028000.00000000 PA USD 11731035.00000000 0.072321784296 Long DBT CORP US N 2 2027-03-15 Fixed 0.07500000 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 N/A 1281355.94000000 PA USD 1291875.87000000 0.007964409620 Long LON CORP US N 2 2021-12-31 Variable 0.08500000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167180 48655.00000000 NS USD 1014943.30000000 0.006257121423 Long EC CORP US N 1 N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724F101 47400.00000000 NS USD 27759336.00000000 0.171136196458 Long EC CORP US N 1 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 116165.38000000 0.000716159107 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3858000.00000000 EUR 4695286.69000000 USD 2021-08-18 116165.38000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 61690000.00000000 PA USD 64080487.50000000 0.395055951551 Long DBT CORP US N 2 2030-01-15 Fixed 0.05750000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAB2 5755000.00000000 PA USD 4661550.00000000 0.028738437281 Long DBT CORP US N 2 2026-04-15 Fixed 0.06000000 N N N N N N POLARIS NEWCO LLC N/A 73108RAB4 3185000.00000000 PA USD 3192580.30000000 0.019682244900 Long LON CORP US N 2 2028-06-02 Variable 0.04500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 8725000.00000000 PA USD 9030375.00000000 0.055672226096 Long DBT CORP US N 2 2029-04-15 Fixed 0.04625000 N N N N N N PITNEY-BOWES INC 549300N2O26NW4ST6W55 724479AQ3 2960000.00000000 PA USD 3145000.00000000 0.019388912539 Long DBT CORP US N 2 2029-03-15 Fixed 0.07250000 N N N N N N BANFF MERGER SUB INC 549300DSDR5SWIGOZV63 05988LAA6 5645000.00000000 PA USD 5941362.50000000 0.036628476272 Long DBT CORP US N 2 2026-09-01 Fixed 0.09750000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAF0 7243000.00000000 PA USD 8763559.21000000 0.054027307808 Long DBT CORP US N 2 2034-03-15 Fixed 0.05150000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 6300000.00000000 PA USD 6748875.00000000 0.041606787636 Long DBT CORP US N 2 2027-10-15 Fixed 0.05875000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EH3 18480000.00000000 PA USD 20443500.00000000 0.126034096503 Long EP CORP US N 2 N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 28470RAK8 34045000.00000000 PA USD 37864849.00000000 0.233436644065 Long DBT CORP US N 2 2027-07-01 Fixed 0.08125000 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 N/A 1040680.83000000 PA USD 1049224.82000000 0.006468466858 Long LON CORP US N 2 2025-05-31 Variable 0.08500000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189105 201800.00000000 NS USD 7724904.00000000 0.047624002554 Long EC CORP US N 1 N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 5660000.00000000 PA USD 5928850.00000000 0.036551336760 Long DBT CORP US N 2 2027-05-15 Fixed 0.05000000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 69346VAA7 5345000.00000000 PA USD 5617327.75000000 0.034630803322 Long DBT CORP US N 2 2027-10-15 Fixed 0.05500000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 2025000.00000000 PA USD 2095875.00000000 0.012921061071 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 5915000.00000000 PA USD 6261500.70000000 0.038602127007 Long DBT CORP US N 2 2030-07-15 Fixed 0.05250000 N N N N N N REGENERON PHARMACEUTICALS INC 549300RCBFWIRX3HYQ56 75886F107 900.00000000 NS USD 502686.00000000 0.003099057198 Long EC CORP US N 1 N N N FACEBOOK INC BQ4BKCS1HXDV9HN80Z93 30303M102 77900.00000000 NS USD 27086609.00000000 0.166988837168 Long EC CORP US N 1 N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 3200000.00000000 PA USD 3459904.00000000 0.021330294451 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 550241AA1 7120000.00000000 PA USD 7222421.20000000 0.044526198082 Long DBT CORP US N 2 2029-06-15 Fixed 0.05375000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 6250000.00000000 PA USD 6264125.00000000 0.038618305806 Long DBT CORP US N 2 2027-12-31 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAM3 26037000.00000000 PA USD 25488799.04000000 0.157138345095 Long DBT UST US N 2 2025-09-30 Fixed 0.00250000 N N N N N N H and E EQUIPMENT SERVICES INC 254900KVLRCDMQRYY541 404030AJ7 10040000.00000000 PA USD 9879360.00000000 0.060906215258 Long DBT CORP US N 2 2028-12-15 Fixed 0.03875000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 4265000.00000000 PA USD 4339637.50000000 0.026753847993 Long DBT CORP US N 2 2029-06-30 Fixed 0.05875000 N N N N N N QWEST CORPORATION 549300R2L4N683OO1509 912920AK1 955000.00000000 PA USD 1129860.50000000 0.006965585506 Long DBT CORP US N 2 2025-09-15 Fixed 0.07250000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 22304LAA8 2246000.00000000 PA USD 2330225.00000000 0.014365827892 Long DBT CORP US N 2 2025-05-15 Fixed 0.07500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RK6 216056000.00000000 PA USD 233762463.29000000 1.441144660020 Long DBT UST US N 2 2045-02-15 Fixed 0.02500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 10150000.00000000 PA USD 11850125.00000000 0.073055973675 Long DBT CORP PA N 2 2027-08-01 Fixed 0.09875000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 695283.26000000 0.004286418543 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 18033000.00000000 EUR 22098936.58000000 USD 2021-08-18 695283.26000000 N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 6400000.00000000 PA USD 6520000.00000000 0.040195774167 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 70137WAG3 4420000.00000000 PA USD 4491559.80000000 0.027690448371 Long DBT CORP CA N 2 2029-10-01 Fixed 0.04500000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAH8 6510000.00000000 PA USD 6515403.30000000 0.040167435530 Long LON CORP US N 2 2027-11-05 Variable 0.04250000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 611478.00000000 NS USD 31747937.76000000 0.195725910505 Long EC CORP US N 1 N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087L36 127490000.00000000 PA 102699592.13000000 0.633142578587 Long DBT NUSS CA N 2 2022-11-01 Fixed 0.00250000 N N N N N N LONDON CLEARING HOUSE N/A N/A 452000.00000000 NC USD 20369.07000000 0.000125575235 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2051-09-15 0.00000000 USD 0.00000000 USD 373639.47000000 USD 20369.07000000 N N N FNMA/FHLG TBA ISSUER N/A 01F032674 -3200000.00000000 PA USD -3367998.40000000 -0.02076369679 Short ABS-MBS USGA US N 2 2051-07-01 Fixed 0.03500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 1717974.00000000 NS USD 51779736.36000000 0.319221869508 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 91282CBT7 46052000.00000000 PA USD 45845125.67000000 0.282635018117 Long DBT UST US N 2 2026-03-31 Fixed 0.00750000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A -3853099.96000000 -0.02375434598 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 173177326.60000000 USD 142659000.00000000 EUR 2021-08-18 -3853099.96000000 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 12830000.00000000 PA USD 13182825.00000000 0.081272063894 Long DBT CORP US N 2 2027-01-15 Fixed 0.06625000 N N N N N N HCA HEALTHCARE INC 529900PH4ZGUH2MNEU89 40412C101 84900.00000000 NS USD 17552226.00000000 0.108209403748 Long EC CORP US N 1 N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102CA3 6375000.00000000 PA USD 6343125.00000000 0.039105340493 Long DBT CORP US N 2 2029-02-01 Fixed 0.04375000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AR8 1040000.00000000 PA USD 1081795.00000000 0.006669261888 Long DBT CORP LU N 2 2031-04-27 Fixed 0.04500000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAA9 4670462.00000000 PA USD 5282292.52000000 0.032565312457 Long DBT CORP KY N 2 2025-09-20 Fixed 0.08000000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 043502AB9 7330000.00000000 PA USD 7467437.50000000 0.046036722601 Long DBT CORP US N 2 2025-08-01 Fixed 0.06875000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAA4 8575000.00000000 PA USD 7674625.00000000 0.047314032718 Long DBT CORP US N 2 2024-10-15 Fixed 0.05875000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -669229.92000000 -0.00412579980 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 23560014.90000000 USD 28376000.00000000 CAD 2021-08-18 -669229.92000000 N N N VIZIENT INC 5493007V6T3HZ7777P70 92856JAB6 1690000.00000000 PA USD 1787175.00000000 0.011017926794 Long DBT CORP US N 2 2027-05-15 Fixed 0.06250000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 4285000.00000000 PA USD 4350689.05000000 0.026821980755 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G03U5 2128000.00000000 PA USD 2125373.52000000 0.013102919330 Long DBT USGSE US N 2 2025-04-22 Fixed 0.00625000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 6615000.00000000 PA USD 6834130.47000000 0.042132387270 Long DBT CORP US N 2 2028-03-01 Fixed 0.04625000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CW3 8270000.00000000 PA USD 8456075.00000000 0.052131668872 Long DBT CORP US N 2 2024-08-15 Fixed 0.02900000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 4039750000.00000000 PA 32671084.95000000 0.201417109274 Long DBT NUSS JP N 2 2056-03-20 Fixed 0.00400000 N N N N N N MELCO RESORTS FIN LTD 529900NRV6LBR3T6B421 58547DAA7 17840000.00000000 PA USD 18259240.00000000 0.112568142257 Long DBT CORP KY N 2 2025-06-06 Fixed 0.04875000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448C104 384800.00000000 NS USD 18701280.00000000 0.115293317105 Long EC CORP US N 1 N N N SABERT CORPORATION 54930029JPYBTHDWT603 78516EAB8 4666308.36000000 PA USD 4657582.36000000 0.028713976796 Long LON CORP US N 2 2026-12-10 Variable 0.05500000 N N N N N N CALLON PETROLEUM CO DEL 549300EFOWPEB0WLZW21 144577AH6 5395000.00000000 PA USD 5401258.20000000 0.033298735403 Long DBT CORP US N 2 2023-04-15 Fixed 0.06250000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266101 202700.00000000 NS USD 13682250.00000000 0.084351017041 Long EC CORP US N 1 N N N CUSHMAN and WAKEFIELD US BORROWER LLC N/A 23166MAA1 6575000.00000000 PA USD 7090874.50000000 0.043715213198 Long DBT CORP US N 2 2028-05-15 Fixed 0.06750000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AK7 4615000.00000000 PA USD 4856226.05000000 0.029938614357 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AM3 2505000.00000000 PA USD 2630250.00000000 0.016215480828 Long DBT CORP US N 2 2028-02-01 Fixed 0.04625000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934105 595000.00000000 NS 13713415.62000000 0.084543152964 Long EC CORP CA N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128282N9 118408000.00000000 PA USD 124365402.50000000 0.766712213678 Long DBT UST US N 2 2024-07-31 Fixed 0.02125000 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAA4 24690000.00000000 PA USD 15986775.00000000 0.098558404535 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAY4 3385000.00000000 PA USD 3500326.95000000 0.021579501778 Long DBT CORP US N 2 2028-10-01 Fixed 0.05000000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 2095000.00000000 PA USD 2211670.55000000 0.013634940178 Long LON CORP KY N 2 2027-10-20 Variable 0.04750000 N N N N N N STEVENS HOLDING CO INC N/A 86024TAA5 1880000.00000000 PA USD 2016300.00000000 0.012430481511 Long DBT CORP US N 2 2026-10-01 Fixed 0.06125000 N N N N N N CAMELOT FIN S A N/A 13323AAB6 6365000.00000000 PA USD 6659381.25000000 0.041055059021 Long DBT CORP LU N 2 2026-11-01 Fixed 0.04500000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBT9 42005000.00000000 PA USD 44059044.50000000 0.271623834781 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 6975000.00000000 PA USD 6939846.00000000 0.042784123094 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N SPAIN, KINGDOM OF 9598007A56S18711AH60 N/A 17636000.00000000 PA 20939239.80000000 0.129090330406 Long DBT NUSS ES N 2 2031-10-31 Fixed 0.00500000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HN0 1475000.00000000 PA USD 1402424.48000000 0.008645941362 Long DBT CORP US N 2 2046-03-15 Fixed 0.04250000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 3565000.00000000 PA USD 4031016.80000000 0.024851202601 Long DBT CORP US N 2 2040-03-15 Fixed 0.06200000 N N N N N N ZIGGO BOND CO 213800JYI4P7V5QDOG59 98953GAD7 3375000.00000000 PA USD 3454278.75000000 0.021295614807 Long DBT CORP NL N 2 2030-02-28 Fixed 0.05125000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 3280000.00000000 PA USD 3398900.00000000 0.020954205033 Long DBT CORP US N 2 2028-12-01 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCB5 162726000.00000000 PA USD 165217741.88000000 1.018566724100 Long DBT UST US N 2 2031-05-15 Fixed 0.01625000 N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 139635.77000000 0.000860853968 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 3878000.00000000 EUR 4742495.39000000 USD 2021-08-18 139635.77000000 N N N ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC N/A 01771YAA8 6415000.00000000 PA USD 6815937.50000000 0.042020227682 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N TRANSDIGM UK HOLDINGS PLC 549300JTYP71LZZSE903 89365DAB9 21085000.00000000 PA USD 22244675.00000000 0.137138333241 Long DBT CORP GB N 2 2026-05-15 Fixed 0.06875000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 31625000.00000000 PA USD 34755242.50000000 0.214265932312 Long DBT CORP US N 2 2027-09-15 Fixed 0.07500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q123 34633.00000000 NS USD 265981.44000000 0.001639774523 Long EC CORP US N 1 N N N HESS MIDSTREAM PARTNERS LP N/A 428104AA1 6600000.00000000 PA USD 6921750.00000000 0.042672561326 Long DBT CORP US N 2 2028-06-15 Fixed 0.05125000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A -475917.93000000 -0.00293403215 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 17846431.23000000 USD 14635000.00000000 EUR 2021-08-18 -475917.93000000 N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 9123000.00000000 PA USD 9786424.56000000 0.060333268638 Long DBT CORP US N 2 2028-02-15 Fixed 0.06125000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 22.00000000 NC USD 111671.12000000 0.000688452012 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2021-09-21 3424828.88000000 USD 111671.12000000 N N N HORIZON THERAPEUTICS USA INC N/A 44055PAA4 7300000.00000000 PA USD 7747125.00000000 0.047760994931 Long DBT CORP US N 2 2027-08-01 Fixed 0.05500000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 12769G100 290400.00000000 NS USD 30129000.00000000 0.185745165629 Long EC CORP US N 1 N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 11755000.00000000 PA USD 12989275.00000000 0.080078828911 Long DBT CORP US N 2 2028-02-01 Fixed 0.09250000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282EAG7 1995000.00000000 PA USD 2062231.50000000 0.012713649026 Long DBT CORP US N 2 2025-07-01 Fixed 0.05875000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661107 72800.00000000 NS USD 14121016.00000000 0.087056007692 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AY8 8545000.00000000 PA USD 9730618.75000000 0.059989226041 Long DBT CORP LR N 2 2023-06-01 Fixed 0.10875000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAD5 6810000.00000000 PA USD 7678275.00000000 0.047336534953 Long DBT CORP US N 2 2026-08-01 Fixed 0.10125000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 1800000.00000000 PA USD 2061610.24000000 0.012709818961 Long DBT CORP US N 2 2027-08-15 Fixed 0.04875000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AE1 23423000.00000000 PA USD 24980863.73000000 0.154006925921 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N LONDON CLEARING HOUSE N/A N/A -1707000.00000000 NC USD -24784.22000000 -0.00015279461 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2031-09-15 0.00000000 USD 0.00000000 USD -1604742.17000000 USD -24784.22000000 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CF0 4795000.00000000 PA USD 4675125.00000000 0.028822127102 Long DBT CORP US N 2 2045-06-15 Fixed 0.04625000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 3340000.00000000 PA USD 3310775.00000000 0.020410914757 Long DBT CORP US N 2 2030-09-15 Fixed 0.04000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609W102 40500.00000000 NS USD 9184590.00000000 0.056622960960 Long EC CORP KY N 1 N N N QUEBECOR MEDIA INC 5493006O1E1TBNKPQW25 74819RAP1 14205000.00000000 PA USD 15201693.83000000 0.093718382233 Long DBT CORP CA N 2 2023-01-15 Fixed 0.05750000 N N N N N N FORBES ENERGY SVCS LTD 5493000KNGZL65YWY755 345143200 135187.00000000 NS USD 9463.09000000 0.000058339912 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 91282CCC3 470000.00000000 PA USD 467429.69000000 0.002881702186 Long DBT UST US N 2 2024-05-15 Fixed 0.00250000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 N/A 3105000.00000000 PA USD 3085997.40000000 0.019025161744 Long LON CORP US N 2 2028-06-09 Variable 0.00000000 N N N N N N REDDY ICE HOLDINGS INC 7Z0MRIY211ZHEWECBM22 75734R303 331236.00000000 NS USD 3.31000000 0.000000020406 Long EC CORP US N 3 N N N ENDEAVOR ENERGY RES L P / EER FIN INC N/A 29260FAD2 4090000.00000000 PA USD 4248487.50000000 0.026191908605 Long DBT CORP US N 2 2026-01-30 Fixed 0.05500000 N N N N N N FRONTIER COMMUNICATIONS CORP 549300ZCZ76HYCS0H445 35906EAQ3 1879469.49000000 PA USD 1879469.49000000 0.011586921959 Long LON CORP US N 2 2028-05-01 Variable 0.04500000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167164 70147.00000000 NS USD 1885551.36000000 0.011624416663 Long EC CORP US N 1 N N N TKC HOLDINGS INC N/A 87256YAA1 5780000.00000000 PA USD 6256850.00000000 0.038573455460 Long DBT CORP US N 2 2029-05-15 Fixed 0.10500000 N N N N N N TELENET FINANCE LUXEMBOURG NOTES SARL 2138007RI9GLJPCC3E25 N/A 9200000.00000000 PA USD 9678400.00000000 0.059667297654 Long DBT CORP LU N 2 2028-03-01 Fixed 0.05500000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DA2 3985000.00000000 PA USD 0.40000000 0.000000002465 Long DBT CORP US N 3 2024-10-01 Fixed 0.07000000 Y Y N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAW8 2338041.11000000 PA USD 2331541.36000000 0.014373943246 Long LON CORP US N 2 2026-09-19 Variable 0.02592130 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAD8 6400000.00000000 PA USD 6519488.00000000 0.040192617689 Long DBT CORP LU N 2 2025-06-15 Fixed 0.06875000 N N N N N N NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP N/A 62913TAP7 9630000.00000000 PA USD 8787375.00000000 0.054174132059 Long DBT CORP US N 2 2026-04-15 Fixed 0.07500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HKK5 12280000.00000000 PA USD 12310700.00000000 0.075895416725 Long EP CORP US N 2 N N N UST NOTES 254900HROIFWPRGM1V77 9128286F2 38997000.00000000 PA USD 41988801.09000000 0.258860792360 Long DBT UST US N 2 2026-02-28 Fixed 0.02500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GD7 46925000.00000000 PA USD 49334833.38000000 0.304149052323 Long EP CORP US N 2 N N N ARRAY TECHNOLOGIES INC N/A 04271T100 500.00000000 NS USD 7800.00000000 0.000048086969 Long EC CORP US N 1 N N N NCL FINANCE LTD N/A 62888HAA7 2690000.00000000 PA USD 2818985.50000000 0.017379034438 Long DBT CORP BM N 2 2028-03-15 Fixed 0.06125000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAC9 6060000.00000000 PA USD 6020610.00000000 0.037117036796 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N C and W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAA4 21480000.00000000 PA USD 22956750.00000000 0.141528272795 Long DBT CORP IE N 2 2027-09-15 Fixed 0.06875000 N N N N N N TRAVELPORT FIN (LUX) SARL 2221005SGFWYZHL40F77 N/A 5683403.64000000 PA USD 5175477.86000000 0.031906800501 Long LON CORP LU N 2 2026-05-29 Variable 0.05202500 N N N N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 31606V708 13655284.70500000 NS USD 1373038877.09000000 8.464779237304 Long EC RF US N 1 N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2106000.00000000 PA USD 3014212.67000000 0.018582609168 Long DBT USGSE US N 2 2039-09-15 Fixed 0.05250000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AL5 5020000.00000000 PA USD 5064527.40000000 0.031222791355 Long DBT CORP US N 2 2031-05-01 Fixed 0.04000000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAC0 1820000.00000000 PA USD 1800444.17000000 0.011099731174 Long DBT CORP LU N 2 2022-06-15 Variable 0.03868880 N N N N N N VINE ENERGY HOLDINGS LLC 254900PNIMG4CPJH6R25 92735LAA0 4415000.00000000 PA USD 4646787.50000000 0.028647426527 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864107 37800.00000000 NS USD 13982976.00000000 0.086204991639 Long EC CORP US N 1 N N N PITNEY-BOWES INC 549300N2O26NW4ST6W55 724479AP5 2960000.00000000 PA USD 3126500.00000000 0.019274860112 Long DBT CORP US N 2 2027-03-15 Fixed 0.06875000 N N N N N N TENNESSEE GAS PIPELINE CO N/A 880451AU3 2585000.00000000 PA USD 3716297.23000000 0.022910957699 Long DBT CORP US N 2 2037-04-01 Fixed 0.07625000 N N N N N N HILCORP ENERGY I LP/FIN CO N/A 431318AV6 3250000.00000000 PA USD 3445000.00000000 0.021238411350 Long DBT CORP US N 2 2031-02-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAG6 82000000.00000000 PA USD 82003202.92000000 0.505549421106 Long DBT UST US N 2 2022-08-31 Fixed 0.00125000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 7395000.00000000 PA USD 8609628.75000000 0.053078327132 Long DBT CORP PA N 2 2026-02-01 Fixed 0.10500000 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 N/A 986112.00000000 PA USD 981556.16000000 0.006051289837 Long LON CORP US N 2 2025-06-01 Variable 0.03092500 N N N N N N RACKSPACE HOSTING INC 549300QTYCKLMFSE8I97 750098AA3 3845000.00000000 PA USD 3941125.00000000 0.024297020010 Long DBT CORP US N 2 2028-12-01 Fixed 0.05375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 15640000.00000000 PA USD 15307650.00000000 0.094371601601 Long EP CORP US N 2 N N N CARGO AIRCRAFT MANAGEMENT INC 549300GH5J7LOMV44F11 14180LAA4 3960000.00000000 PA USD 4044150.00000000 0.024932168727 Long DBT CORP US N 2 2028-02-01 Fixed 0.04750000 N N N N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207105 28000.00000000 NS USD 14825720.00000000 0.091400505060 Long EC CORP US N 1 N N N JBS SA 529900RM0MTMZL9O5050 N/A 3785700.00000000 NS 22148833.89000000 0.136547473178 Long EC CORP BR N 1 N N N CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP N/A 226373AP3 2960000.00000000 PA USD 3043472.00000000 0.018762992821 Long DBT CORP US N 2 2025-04-01 Fixed 0.05750000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 50000000.00000000 PA 66813389.61000000 0.411904282232 Long DBT NUSS GB N 2 2030-10-22 Fixed 0.00375000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BT3 14625000.00000000 PA USD 15517125.00000000 0.095663014146 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AJ0 3350000.00000000 PA USD 3383500.00000000 0.020859264094 Long DBT CORP US N 2 2029-05-01 Fixed 0.03750000 N N N N N N ULTRA RESOURCES INC VZ4O3I6KP00FINKB5W86 90400GAE1 6493336.00000000 PA USD 324666.80000000 0.002001569535 Long DBT CORP US N 3 2024-07-12 Variable 0.11000000 Y Y Y N N N PENINSULA PACIFIC ENTERTAINMENT N/A 70715XAA4 6740000.00000000 PA USD 7238760.00000000 0.044626926720 Long DBT CORP US N 2 2027-11-15 Fixed 0.08500000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAB1 7220000.00000000 PA USD 7671250.00000000 0.047293225856 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N CAMELOT FIN S A N/A N/A 679650.00000000 PA USD 676251.75000000 0.004169089359 Long LON CORP LU N 2 2026-10-31 Variable 0.03104250 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 1476000.00000000 PA USD 0.15000000 0.000000000924 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAU2 5480000.00000000 PA USD 5798525.00000000 0.035747883651 Long DBT CORP US N 2 2027-09-01 Fixed 0.05750000 N N N N N N ATS AUTOMATION TOOLING SYSTEMS INC 5493005KP4RP3IU7HQ41 001940AC9 4630000.00000000 PA USD 4739962.50000000 0.029221850032 Long DBT CORP CA N 2 2028-12-15 Fixed 0.04125000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 1.00000000 NC N/A -244821.83000000 -0.00150932561 N/A DFE CORP AU N 2 NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 8784681.29000000 USD 7195000.00000000 EUR 2021-08-18 -244821.83000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 275800.00000000 NS USD 11114740.00000000 0.068522328063 Long EC CORP US N 1 N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAD9 3395000.00000000 PA USD 3354939.00000000 0.020683185642 Long DBT CORP BM N 2 2027-09-15 Fixed 0.05875000 N N N N N N MAGIC MERGERCO INC N/A 55916AAB0 7300000.00000000 PA USD 7528125.00000000 0.046410860798 Long DBT CORP US N 2 2029-05-01 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZR4 59623000.00000000 PA USD 59641632.19000000 0.367690426152 Long DBT UST US N 2 2022-05-31 Fixed 0.00125000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAJ0 20305000.00000000 PA USD 22024833.50000000 0.135783011265 Long DBT CORP US N 2 2025-06-15 Fixed 0.07625000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 7155000.00000000 PA USD 7468031.25000000 0.046040383068 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 6270000.00000000 PA USD 6952489.50000000 0.042862070221 Long EP CORP US N 2 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 18000000.00000000 PA USD 18334800.00000000 0.113033969357 Long EP CORP US N 2 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 9520000.00000000 PA USD 11316424.00000000 0.069765709124 Long DBT CORP US N 2 2046-03-15 Fixed 0.06600000 N N N N N N CITGO HLDG INC 549300NYHOALWZ2BSL72 17302WAB4 16430000.00000000 PA USD 16758600.00000000 0.103316702602 Long DBT CORP US N 2 2024-08-01 Fixed 0.09250000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 3115000.00000000 PA USD 3371847.33000000 0.020787425430 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 5760000.00000000 PA USD 5803200.00000000 0.035776705007 Long DBT CORP US N 2 2029-05-01 Fixed 0.04500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 6110000.00000000 PA USD 6004297.00000000 0.037016467216 Long DBT CORP US N 2 2031-02-15 Fixed 0.03625000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 5150000.00000000 PA USD 5198925.00000000 0.032051352026 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 4680000.00000000 PA USD 5036428.80000000 0.031049563597 Long DBT CORP US N 2 2028-10-15 Fixed 0.06750000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 9975000.00000000 PA USD 10286718.75000000 0.063417580337 Long DBT CORP US N 2 2026-09-01 Fixed 0.05500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022675 18400000.00000000 PA USD 19031061.12000000 0.117326416404 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 0.02500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 68140000.00000000 PA USD 71121125.00000000 0.438461453844 Long DBT CORP US N 2 2027-11-15 Fixed 0.05500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 10955000.00000000 PA USD 11489056.25000000 0.070829986261 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67091GAC7 9240000.00000000 PA USD 9523668.00000000 0.058713375487 Long DBT CORP NL N 2 2024-11-01 Fixed 0.05250000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAA0 5610000.00000000 PA USD 6346312.50000000 0.039124991418 Long DBT CORP US N 2 2027-06-15 Fixed 0.05875000 N N N N N N AMBIENCE MERGER N/A 04650YAA8 2840000.00000000 PA USD 2847100.00000000 0.017552360219 Long DBT CORP US N 2 2028-07-15 Fixed 0.04875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H0H27 23499666.53000000 PA USD 23516038.75000000 0.144976285723 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.00259330 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BX4 5840000.00000000 PA USD 6015200.00000000 0.037083684167 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC N/A 47010LAA0 7220000.00000000 PA USD 7825902.40000000 0.048246657289 Long DBT CORP US N 2 2028-06-15 Fixed 0.05000000 N N N N N N IHEARTMEDIA INC N/A 45174J509 26.00000000 NS USD 700.18000000 0.000004316606 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 3008243.56000000 0.018545809628 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 89873000.00000000 EUR 109679930.72000000 USD 2021-08-18 3008243.56000000 N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAB7 9545000.00000000 PA USD 10093837.50000000 0.062228468195 Long DBT CORP GB N 2 2025-10-30 Fixed 0.08500000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 08883CAD0 6693211.29900000 PA USD 6723866.21000000 0.041452608544 Long LON CORP US N 2 2027-01-15 Variable 0.05500000 N N N N N N VICTORS MERGER CORP N/A 92641PAA4 5760000.00000000 PA USD 5803200.00000000 0.035776705007 Long DBT CORP US N 2 2029-05-15 Fixed 0.06375000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 20100000.00000000 NC USD 323961.15000000 0.001997219206 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2030-02-28 0.00000000 USD 0.00000000 USD 20100000.00000000 USD 1.00000000 1.40250000 USD 2025-02-26 XXXX -242858.85000000 N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AN8 7180000.00000000 PA USD 7420458.20000000 0.045747095403 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N AIR CANADA INC 4B4HI3CGXMBDC0G6BM51 008911877 182000.00000000 NS 3743949.66000000 0.023081434820 Long EC CORP CA N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CJ2 5820000.00000000 PA USD 5590110.00000000 0.034463006002 Long DBT CORP US N 2 2046-04-15 Fixed 0.04400000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC N/A 23344MAC2 826839.83000000 PA USD 829254.20000000 0.005112348857 Long LON CORP US N 2 2028-03-31 Variable 0.04500000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 N/A 3580000.00000000 PA USD 3563603.60000000 0.021969602075 Long LON CORP US N 2 2028-05-06 Variable 0.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 27675000.00000000 PA USD 28780062.75000000 0.177428972827 Long DBT CORP FR N 2 2026-05-01 Fixed 0.07375000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 15850000.00000000 PA USD 16297287.00000000 0.100472709785 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N EXTRACTION OIL and GAS INC 5493002FL3WIE1JVUP20 30227M303 30558.00000000 NS USD 1677939.78000000 0.010344492095 Long EC CORP US N 1 N N N HAWAIIAN AIRLS 2013-1B PASS THRU TR N/A 419839AA3 2563217.87800000 PA USD 2559614.25000000 0.015780011710 Long DBT CORP US N 2 2023-07-15 Fixed 0.04950000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCK7 10205000.00000000 PA USD 10396343.75000000 0.064093418028 Long DBT CORP US N 2 2031-02-01 Fixed 0.04250000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAL4 4400000.00000000 PA USD 4356000.00000000 0.026854722741 Long DBT CORP US N 2 2025-06-01 Fixed 0.05625000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AD0 3665000.00000000 PA USD 3866575.00000000 0.023837419555 Long DBT CORP US N 2 2027-05-01 Fixed 0.05625000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAE2 2100000.00000000 PA USD 2131500.00000000 0.013140689055 Long DBT CORP US N 2 2026-12-31 Fixed 0.05000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 4310000.00000000 PA USD 4235135.30000000 0.026109592344 Long DBT CORP US N 2 2031-03-15 Fixed 0.03875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032670 125000000.00000000 PA USD 131292937.50000000 0.809420439507 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 0.03500000 N N N N N N CATALENT PHARMA SOLUTIONS 549300HALRZ339MSTH85 14879EAE8 2295000.00000000 PA USD 2398183.20000000 0.014784789926 Long DBT CORP US N 2 2027-07-15 Fixed 0.05000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167172 77942.00000000 NS USD 1857357.86000000 0.011450603848 Long EC CORP US N 1 N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 79970YAE5 12834000.00000000 PA USD 1.28000000 0.000000007891 Long DBT CORP US N 3 2023-02-15 Fixed 0.07250000 Y Y N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331C108 756168.00000000 NS USD 7690228.56000000 0.047410228603 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38144GAC5 4530000.00000000 PA USD 4688550.00000000 0.028904892174 Long EP CORP US N 2 N N N HOLLY EN PART LP/ HOL FIN CORP N/A 435765AH5 4350000.00000000 PA USD 4447875.00000000 0.027421131752 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N US CONCRETE INC 549300J94Q38BL8BMH45 90333LAT9 5035000.00000000 PA USD 5500737.50000000 0.033912024893 Long DBT CORP US N 2 2029-03-01 Fixed 0.05125000 N N N N N N TOWNSQUARE MEDIA INC 549300XBA8C68H0DR538 892231AB7 3305000.00000000 PA USD 3536350.00000000 0.021801583739 Long DBT CORP US N 2 2026-02-01 Fixed 0.06875000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 93369PAF1 11208709.00000000 PA USD 11064565.00000000 0.068212999387 Long LON CORP US N 2 2026-02-05 Variable 0.03104250 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCX6 20050000.00000000 PA USD 20927187.50000000 0.129016028024 Long DBT CORP US N 2 2027-02-01 Fixed 0.06250000 N N N N N N Studio City International Holdings Ltd N/A 86389T106 133400.00000000 NS USD 1536768.00000000 0.009474168631 Long EC CORP VG N 1 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 9175000.00000000 PA USD 9435111.25000000 0.058167423474 Long DBT CORP CA N 2 2025-03-15 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAF8 2411000.00000000 PA USD 2403559.80000000 0.014817936644 Long DBT UST US N 2 2023-08-15 Fixed 0.00125000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 4885000.00000000 PA USD 5110931.25000000 0.031508870906 Long DBT CORP US N 2 2027-03-01 Fixed 0.05750000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017104 63700.00000000 NS USD 9538438.00000000 0.058804432478 Long EC CORP US N 1 N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAE6 7205000.00000000 PA USD 7468117.38000000 0.046040914059 Long DBT CORP US N 2 2026-07-15 Fixed 0.06875000 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 3715000.00000000 PA USD 3837595.00000000 0.023658757970 Long DBT CORP US N 2 2028-02-15 Fixed 0.04000000 N N N N N N PENN NATIONAL GAMING INC N/A 707569109 183906.00000000 NS USD 14066969.94000000 0.086722813947 Long EC CORP US N 1 N N N CGG SA 969500FCVQ5SLAAUJV59 12531TAF6 5895000.00000000 PA USD 6101325.00000000 0.037614644451 Long DBT CORP FR N 2 2027-04-01 Fixed 0.08750000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 7490000.00000000 PA USD 8354183.47000000 0.051503507993 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N SUMMIT MIDSTREAM PARTNERS LP N/A 866142AA0 1711000.00000000 PA USD 1355967.50000000 0.008359534265 Long EP CORP US N 2 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAH9 4305000.00000000 PA USD 4487962.50000000 0.027668271031 Long DBT CORP US N 2 2029-06-15 Fixed 0.05375000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 11875000.00000000 PA USD 14197750.00000000 0.087529072498 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N NEW COTAI LLC / NEW COTAI CAP CORP N/A N/A 2242893.00000000 NS USD 7109970.81000000 0.043832941874 Long EC CORP US Y 3 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 145860000.00000000 PA USD 174627466.04000000 1.076577636265 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022671 -18400000.00000000 PA USD -19042235.44000000 -0.11739530604 Short ABS-MBS USGA US N 2 2051-07-01 Fixed 0.02500000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -724599.52000000 -0.00446715316 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 15908390.22000000 USD 20242000.00000000 AUD 2021-08-18 -724599.52000000 N N N TRITON WATER HOLDINGS N/A 89680EAA7 3135000.00000000 PA USD 3142837.50000000 0.019375580735 Long DBT CORP US N 2 2029-04-01 Fixed 0.06250000 N N N N N N HIGHTOWER HOLDING LLC N/A 43118DAA8 2870000.00000000 PA USD 2927400.00000000 0.018047409401 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP N/A 226373AR9 16880000.00000000 PA USD 17681800.00000000 0.109008226945 Long DBT CORP US N 2 2029-02-01 Fixed 0.06000000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 4940000.00000000 PA USD 5285800.00000000 0.032586936057 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N PENHALL ACQUISITION COMPANY N/A N/A 3850.00000000 NS USD 447524.00000000 0.002758983686 Long EC CORP US N 3 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CH6 670000.00000000 PA USD 685075.00000000 0.004223484660 Long DBT CORP US N 2 2026-04-15 Fixed 0.03400000 N N N N N N SEAWORLD PARKS and ENTERTAINMENT INC 549300UZV72O3371JJ53 81282UAE2 5505000.00000000 PA USD 5904112.50000000 0.036398830170 Long DBT CORP US N 2 2025-08-01 Fixed 0.09500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YG9 3093000.00000000 PA USD 3204517.16000000 0.019755835595 Long DBT UST US N 2 2026-09-30 Fixed 0.01625000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAN4 26075550.00000000 PA USD 26167857.45000000 0.161324737502 Long LON CORP US N 2 2026-06-13 Variable 0.05125000 N N N N N N VERITAS US INC / VERITAS BERMUDA LTD N/A 92346LAE3 11835000.00000000 PA USD 12323193.75000000 0.075972440644 Long DBT CORP US N 2 2025-09-01 Fixed 0.07500000 N N N N N N CROWN CORK and SEAL INC 7HLDMDH0ZXNUH6PT7Z42 228255AH8 16535000.00000000 PA USD 20255375.00000000 0.124874306623 Long DBT CORP US N 2 2026-12-15 Fixed 0.07375000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 4285000.00000000 PA USD 4378370.15000000 0.026992634627 Long DBT CORP US N 2 2031-06-15 Fixed 0.04375000 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBA4 5450000.00000000 PA USD 5926875.00000000 0.036539160892 Long DBT CORP AU N 2 2027-09-15 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 192158000.00000000 PA USD 205158689.69000000 1.264802509103 Long DBT UST US N 2 2051-05-15 Fixed 0.02375000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38144GAB7 7885000.00000000 PA USD 8427961.10000000 0.051958346790 Long EP CORP US N 2 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AF1 6420000.00000000 PA USD 6636102.34000000 0.040911544633 Long DBT CORP US N 2 2028-06-15 Fixed 0.04000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B69 7380000.00000000 PA USD 7523024.40000000 0.046379415619 Long DBT CORP US N 2 2031-06-17 Fixed 0.03625000 N N N N N N UNISYS CORP 549300T21W22FIJJOW08 909214BV9 3685000.00000000 PA USD 4027115.40000000 0.024827150485 Long DBT CORP US N 2 2027-11-01 Fixed 0.06875000 N N N N N N NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP N/A 62913TAM4 7480000.00000000 PA USD 6788100.00000000 0.041848609605 Long DBT CORP US N 2 2025-03-01 Fixed 0.06125000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304101 229500.00000000 NS USD 14111955.00000000 0.087000146663 Long EC CORP US N 1 N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 17908000.00000000 PA 21471259.67000000 0.132370230796 Long DBT NUSS BE N 2 2051-07-06 Fixed 0.00700000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 83872000.00000000 PA USD 120528114.18000000 0.743055346389 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 5910000.00000000 PA USD 5999142.30000000 0.036984688511 Long DBT CORP NL N 2 2029-04-15 Fixed 0.04000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 1.00000000 NC N/A 1440410.40000000 0.008880124409 N/A DFE CORP US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 65440000.00000000 EUR 79112182.88000000 USD 2021-08-18 1440410.40000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CCD1 38200000.00000000 PA USD 38117929.59000000 0.234996884899 Long DBT UST US N 2 2023-05-31 Fixed 0.00125000 N N N N N N JBS USA FOOD CO 549300O7SUM086E3RD66 46650CAB5 6485000.00000000 PA USD 6937134.20000000 0.042767404858 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCE1 16805000.00000000 PA USD 17497599.59000000 0.107872632147 Long DBT CORP US N 2 2030-08-15 Fixed 0.04500000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 4295000.00000000 PA USD 4332323.55000000 0.026708757521 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191U102 84800.00000000 NS USD 8219664.00000000 0.050674195993 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 4120000.00000000 PA USD 4431884.00000000 0.027322547300 Long EP CORP US N 2 N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087H72 12000000.00000000 PA 10035140.37000000 0.061866600622 Long DBT NUSS CA N 2 2051-12-01 Fixed 0.02000000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 193792711.00000000 NS USD 65443.80000000 0.000403460767 Long EP CORP LU Y 3 N N N PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 70450Y103 27300.00000000 NS USD 7957404.00000000 0.049057364132 Long EC CORP US N 1 N N N INTELSAT JACKSON HLDGS S A 8XJ8KF85PBKK1TLMFN29 45824TAR6 12960000.00000000 PA USD 13384699.20000000 0.082516617538 Long DBT CORP LU N 2 2024-02-15 Fixed 0.08000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAL3 3855000.00000000 PA USD 4126314.90000000 0.025438715010 Long DBT CORP US N 2 2025-05-15 Fixed 0.06250000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 363576109 67600.00000000 NS USD 9469408.00000000 0.058378862802 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128285U0 56283000.00000000 PA USD 59468705.60000000 0.366624334410 Long DBT UST US N 2 2023-12-31 Fixed 0.02625000 N N N N N N CHOBANI LLC/FINANCE CORP INC N/A 17027NAB8 3790000.00000000 PA USD 3927387.50000000 0.024212328377 Long DBT CORP US N 2 2028-11-15 Fixed 0.04625000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AL8 4345000.00000000 PA USD 5501856.25000000 0.033918921982 Long DBT CORP US N 2 2035-11-01 Fixed 0.06875000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABF4 11730000.00000000 PA USD 12126825.90000000 0.074761833627 Long DBT CORP US N 2 2028-05-01 Fixed 0.05000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 3220000.00000000 PA USD 3283756.00000000 0.020244342729 Long DBT CORP US N 2 2030-02-15 Fixed 0.04125000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851108 403410.00000000 NS USD 14038668.00000000 0.086548332599 Long EC CORP US N 1 N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CZ0 5785000.00000000 PA USD 6218875.00000000 0.038339339735 Long DBT CORP US N 2 2028-01-15 Fixed 0.06000000 Y Y N N N N TKC HOLDINGS INC N/A 87256YAC7 5780000.00000000 PA USD 5960625.00000000 0.036747229509 Long DBT CORP US N 2 2028-05-15 Fixed 0.06875000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746RG8 46445000.00000000 PA USD 50044487.50000000 0.308524067162 Long EP CORP US N 2 N N N PENHALL ACQUISITION COMPANY N/A N/A 11553.00000000 NS USD 1342920.72000000 0.008279100918 Long EC CORP US N 3 N N N CHICAGO BOARD OF TRADE N/A N/A 1560.00000000 NC USD 1463779.98000000 0.009024197777 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2021-09-21 205236220.02000000 USD 1463779.98000000 N N N BUONI DEL TESORO POLIENNALI 815600DE60799F5A9309 N/A 45000000.00000000 PA 52223808.97000000 0.321959575390 Long DBT NUSS IT N 2 2031-08-01 Fixed 0.00600000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJW1 12865000.00000000 PA USD 13942443.75000000 0.085955110479 Long EP CORP US N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 18260000.00000000 PA USD 18939272.00000000 0.116760536842 Long DBT CORP US N 2 2026-01-01 Fixed 0.04875000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AB2 6000000.00000000 PA USD 6211380.00000000 0.038293133090 Long DBT CORP CA N 2 2026-06-01 Fixed 0.05875000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 3175000.00000000 PA USD 3230562.50000000 0.019916405013 Long DBT CORP US N 2 2026-09-15 Fixed 0.06750000 N N N N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 549300ITBBGKJ651R879 04916WAA2 3735000.00000000 PA USD 3805218.00000000 0.023459153893 Long DBT CORP GB N 2 2028-06-15 Fixed 0.04125000 N N N N N N US SHIPPING PARTNERS CORP N/A N/A 214176.00000000 NS USD 2.14000000 0.000000013193 Long EC CORP US N 3 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -92931.91000000 -0.00057292485 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 22047314.18000000 USD 18497000.00000000 EUR 2021-08-18 -92931.91000000 N N N NIELSEN FINANCE LLC/ NIELSEN FINANCE CO N/A 65409QBK7 2870000.00000000 PA USD 2877175.00000000 0.017737772475 Long DBT CORP US N 2 2031-07-15 Fixed 0.04750000 N N N N N N SEG HLD LLC/SEG FIN CORP N/A 78397KAA0 6735000.00000000 PA USD 7069729.50000000 0.043584854357 Long DBT CORP US N 2 2028-10-15 Fixed 0.05625000 N N N N N N PENSON WORLDWIDE INC N/A N/A 7403098.00000000 NS USD 74.03000000 0.000000456394 Long EC CORP US N 3 N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAH4 5035000.00000000 PA USD 5513325.00000000 0.033989626781 Long DBT CORP US N 2 2025-10-01 Fixed 0.07500000 N N N N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 65336K103 115000.00000000 NS USD 17006200.00000000 0.104843155621 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 680000.00000000 PA USD 856800.00000000 0.005282168605 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAX9 35000000.00000000 PA USD 34976757.90000000 0.215631573876 Long DBT UST US N 2 2022-11-30 Fixed 0.00125000 N N N N N N FORBES ENERGY SERVICES LLC N/A N/A 1532225.40000000 PA USD 0.15000000 0.000000000924 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N FNMA/FHLG TBA ISSUER N/A 01F022675 -6650000.00000000 PA USD -6878073.72000000 -0.04240329723 Short ABS-MBS USGA US N 2 2051-07-01 Fixed 0.02500000 N N N N N N DENBURY INC 549300KCWA5W52MS5559 24790A119 288114.00000000 NS USD 13368489.60000000 0.082416685418 Long EC CORP US N 1 N N N LONDON CLEARING HOUSE N/A N/A 6315000.00000000 NC USD -3940.30000000 -0.00002429193 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2023-09-15 0.00000000 USD 0.00000000 USD 6302184.21000000 USD -3940.30000000 N N N MURRAY ENERGY CORP 549300WM5IIFYHZYTT63 62704PAM5 6364050.00000000 PA USD 0.64000000 0.000000003945 Long DBT CORP US N 3 2024-04-15 Variable 0.12000000 Y Y Y N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAM1 23490000.00000000 PA USD 22726575.00000000 0.140109244832 Long DBT CORP CA N 2 2030-10-15 Fixed 0.04000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 8755000.00000000 PA USD 9033846.75000000 0.055693629421 Long EP CORP US N 2 N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032Q109 120900.00000000 NS USD 9103770.00000000 0.056124705981 Long EC CORP KY N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAH4 19100000.00000000 PA USD 19352120.00000000 0.119305743127 Long EP CORP US N 2 N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919VAA3 9545000.00000000 PA USD 9479330.40000000 0.058440034359 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N WOLVERINE ESCROW LLC N/A 97789LAC0 12893000.00000000 PA USD 12506210.00000000 0.077100735100 Long DBT CORP US N 2 2024-11-15 Fixed 0.08500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 121582.68000000 0.000749556740 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4699000.00000000 EUR 5698900.21000000 USD 2021-08-18 121582.68000000 N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAC6 258000.00000000 PA USD 272190.00000000 0.001678050271 Long DBT CORP US N 2 2024-09-15 Fixed 0.04250000 N N N N N N REDDY ICE HOLDINGS INC 7Z0MRIY211ZHEWECBM22 N/A 133255.00000000 NS USD 7367.27000000 0.000045419190 Long EC CORP US N 3 N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HL4 3690000.00000000 PA USD 3540937.65000000 0.021829866583 Long DBT CORP US N 2 2045-03-15 Fixed 0.04300000 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAA7 3300000.00000000 PA USD 3261522.00000000 0.020107270207 Long DBT CORP US N 2 2027-09-15 Fixed 0.03875000 N N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AF8 5200000.00000000 PA USD 5200000.00000000 0.032057979397 Long DBT CORP US N 2 2028-06-15 Fixed 0.06125000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 5905000.00000000 PA USD 6098270.65000000 0.037595814396 Long DBT CORP US N 2 2027-04-15 Fixed 0.05500000 N N N N N N RENEWABLE ENERGY GROUP INC 549300HPU3BD8ZI0X358 75972AAD5 3025000.00000000 PA USD 3166630.50000000 0.019522264486 Long DBT CORP US N 2 2028-06-01 Fixed 0.05875000 N N N N N N MELCO RESORTS FIN LTD 529900NRV6LBR3T6B421 58547DAE9 3385000.00000000 PA USD 3571175.00000000 0.022016279726 Long DBT CORP KY N 2 2028-07-21 Fixed 0.05750000 N N N N N N BRINKS CO XFP140TFNOQMIVFTVQ13 109696AA2 7200000.00000000 PA USD 7506000.00000000 0.046274460261 Long DBT CORP US N 2 2027-10-15 Fixed 0.04625000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 16761000.00000000 PA USD 23576335.86000000 0.145348017167 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AM6 15890000.00000000 PA USD 19902225.00000000 0.122697138272 Long DBT CORP US N 2 2036-07-01 Fixed 0.06750000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 13580000.00000000 PA USD 14151310.60000000 0.087242773781 Long DBT CORP US N 2 2025-06-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282D1 11000000.00000000 PA USD 11259960.91000000 0.069417614398 Long DBT UST US N 2 2023-08-31 Fixed 0.01375000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CY3 6315000.00000000 PA USD 6772837.50000000 0.041754516353 Long DBT CORP US N 2 2026-08-01 Fixed 0.07125000 Y Y N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 6415000.00000000 PA USD 6522964.45000000 0.040214049990 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAH4 9070000.00000000 PA USD 9478150.00000000 0.058432757197 Long DBT CORP US N 2 2031-03-01 Fixed 0.04000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 13800000.00000000 PA USD 14167494.00000000 0.087342544378 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AE8 18470000.00000000 PA USD 20032007.90000000 0.123497249337 Long DBT CORP US N 2 2027-05-15 Fixed 0.05375000 N N N N N N INTELSAT JACKSON HLDGS S A 8XJ8KF85PBKK1TLMFN29 45824TAP0 19430000.00000000 PA USD 11123675.00000000 0.068577412303 Long DBT CORP LU N 2 2023-08-01 Fixed 0.05500000 Y Y N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -159577.61000000 -0.00098379533 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 7491156.75000000 USD 6177000.00000000 EUR 2021-08-18 -159577.61000000 N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 N/A 1420000.00000000 PA USD 1420000.00000000 0.008754294373 Long LON CORP US N 2 2028-06-15 Variable 0.03750000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AR5 5030000.00000000 PA USD 5922825.00000000 0.036514192658 Long DBT CORP US N 2 2029-06-15 Fixed 0.07500000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AV6 1980000.00000000 PA USD 2069100.00000000 0.012755993302 Long DBT CORP US N 2 2030-03-01 Fixed 0.04750000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 6035000.00000000 PA USD 6278391.55000000 0.038706259030 Long DBT CORP US N 2 2031-03-15 Fixed 0.04000000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N UST NOTES 254900HROIFWPRGM1V77 912828ZL7 82771000.00000000 PA USD 81881858.19000000 0.504801331326 Long DBT UST US N 2 2025-04-30 Fixed 0.00375000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DZ2 3503000.00000000 PA USD 5641560.48000000 0.034780198007 Long DBT USGSE US N 2 2056-04-01 Fixed 0.05375000 N N N N N N DENBURY INC 549300KCWA5W52MS5559 24790A101 212935.00000000 NS USD 16349149.30000000 0.100792440659 Long EC CORP US N 1 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167CU9 1955000.00000000 PA USD 0.20000000 0.000000001232 Long DBT CORP US N 3 2025-01-15 Fixed 0.08000000 Y Y N N N N SUPERIOR ENERGY SERVICES INC N/A N/A 66115.00000000 NS USD 1692585.65000000 0.010434783826 Long EC CORP US N 3 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 20230000.00000000 PA USD 20957673.10000000 0.129203971627 Long DBT CORP US N 2 2026-06-15 Fixed 0.06375000 N N N N N N INFRABUILD AUSTRALIA PTY LTD 549300W2CPB5W6GFH859 45682RAA8 6320000.00000000 PA USD 6675500.00000000 0.041154431051 Long DBT CORP AU N 2 2024-10-01 Fixed 0.12000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 57994.10000000 0.000357533396 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 12273021.73000000 EUR 14611965.12000000 USD 2021-07-06 57994.10000000 N N N NETHERLANDS GOVERNMENT OF 254900G14ALGVKORFN62 N/A 84520000.00000000 PA 101821700.60000000 0.627730380783 Long DBT NUSS NL N 2 2030-07-15 Fixed 0.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 1034752.83000000 0.006379247097 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 199828000.00000000 CAD 162235055.24000000 USD 2021-08-18 1034752.83000000 N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 6490000.00000000 PA USD 6913959.25000000 0.042624531383 Long DBT CORP CA N 2 2027-02-01 Fixed 0.07125000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 11120000.00000000 PA USD 11731600.00000000 0.072325267519 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 84747.34000000 0.000522467015 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2736000.00000000 GBP 3869891.15000000 USD 2021-08-18 84747.34000000 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 39078000.00000000 PA USD 59398560.00000000 0.366191887063 Long DBT CORP US N 2 2032-03-15 Fixed 0.08750000 N N N N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 315808600 267817309.27000000 NS USD 2469275591.47000000 15.22307423818 Long EC RF US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 67470.59000000 0.000415955920 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2612000.00000000 GBP 3681065.48000000 USD 2021-08-18 67470.59000000 N N N UST NOTES 254900HROIFWPRGM1V77 9128282P4 43433000.00000000 PA USD 44260941.56000000 0.272868529356 Long DBT UST US N 2 2022-07-31 Fixed 0.01875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 1.00000000 NC N/A 169933.03000000 0.001047636456 N/A DFE CORP US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 4595000.00000000 EUR 5623811.31000000 USD 2021-08-18 169933.03000000 N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 59073XAE5 2248823.00000000 PA USD 7645998.20000000 0.047137548609 Long DBT CORP US Y 3 2023-07-15 Fixed 0.15000000 N N Y N N MESQUITE ENERGY INC USD XXXX N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAV0 5480000.00000000 PA USD 5973200.00000000 0.036824754334 Long DBT CORP US N 2 2029-09-01 Fixed 0.06125000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HA8 6290000.00000000 PA USD 5722526.64000000 0.035279354063 Long DBT CORP US N 2 2042-08-15 Fixed 0.03750000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 5660000.00000000 PA USD 5433600.00000000 0.033498122472 Long DBT CORP BM N 2 2028-01-15 Fixed 0.07500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 10075000.00000000 PA USD 10777932.75000000 0.066445912701 Long DBT CORP US N 2 2028-11-15 Fixed 0.05750000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAR8 5515000.00000000 PA USD 5611512.50000000 0.034594952329 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBD2 33500000.00000000 PA USD 33471210.77000000 0.206349881784 Long DBT UST US N 2 2022-12-31 Fixed 0.00125000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 3780000.00000000 PA USD 3987900.00000000 0.024585387700 Long DBT CORP US N 2 2029-11-15 Fixed 0.04000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 6360000.00000000 PA USD 6448849.20000000 0.039757129767 Long DBT CORP US N 2 2025-04-15 Fixed 0.05000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48126HAA8 54840000.00000000 PA USD 58301775.00000000 0.359430211884 Long EP CORP US N 2 N N N SQUARE INC 549300OHIIUWSTIZME52 852234AL7 4310000.00000000 PA USD 4385425.00000000 0.027036127750 Long DBT CORP US N 2 2026-06-01 Fixed 0.02750000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAA8 11420000.00000000 PA USD 11448550.00000000 0.070580265391 Long DBT CORP US N 2 2029-02-15 Fixed 0.06500000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282EAH5 7080000.00000000 PA USD 7363200.00000000 0.045394098827 Long DBT CORP US N 2 2027-01-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBU4 30000000.00000000 PA USD 29954296.80000000 0.184668121093 Long DBT UST US N 2 2023-03-31 Fixed 0.00125000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 9205000.00000000 PA USD 9826337.50000000 0.060579331755 Long DBT CORP US N 2 2025-04-15 Fixed 0.07500000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 3615000.00000000 PA USD 4410300.00000000 0.027189482026 Long DBT CORP US N 2 2026-03-01 Fixed 0.07625000 N N N N N N SCIH SALT HLDGS INC N/A 78433BAA6 8705000.00000000 PA USD 8703955.40000000 0.053659850556 Long DBT CORP US N 2 2028-05-01 Fixed 0.04875000 N N N N N N WINDSTREAM ESCROW LLC N/A 97382WAA1 19370000.00000000 PA USD 19951100.00000000 0.122998452454 Long DBT CORP US N 2 2028-08-15 Fixed 0.07750000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 3600000.00000000 PA USD 3604500.00000000 0.022221728219 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022671 18400000.00000000 PA USD 19042235.44000000 0.117395306042 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 0.02500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 29170000.00000000 PA USD 31430675.00000000 0.193769986847 Long DBT CORP US N 2 2026-11-01 Fixed 0.08000000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 N/A 280.00000000 NS USD 182000.00000000 0.001122029278 Long EC CORP US N 3 N N N ALGOMA STEEL SCA N/A N/A 151792.00000000 NS USD 12143.36000000 0.000074863766 Long EC CORP LU N 3 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 2504377.66000000 0.015439478351 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 17786867000.00000000 JPY 162673069.50000000 USD 2021-08-18 2504377.66000000 N N N OVINTIV EXPLORATION INC T8W3X1PFLPW2YE0UIP44 651290AR9 6813000.00000000 PA USD 7677882.42000000 0.047334114699 Long DBT CORP US N 2 2026-01-01 Fixed 0.05375000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BC5 20180000.00000000 PA USD 22828625.00000000 0.140738382678 Long DBT CORP PA N 2 2023-04-01 Fixed 0.11500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828WY2 52019000.00000000 PA USD 52114035.07000000 0.321282819731 Long DBT UST US N 2 2021-07-31 Fixed 0.02250000 N N N N N N CITADEL SECS LP 549300NV5RXBUS3X7L47 N/A 5361562.50000000 PA USD 5302370.85000000 0.032689095282 Long LON CORP US N 2 2028-02-27 Variable 0.02604250 N N N N N N CF INDS HLDGS INC 529900CG8YAQFZ2JMV97 125269100 225700.00000000 NS USD 11612265.00000000 0.071589567717 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 912828XB1 12033000.00000000 PA USD 12705625.93000000 0.078330133518 Long DBT UST US N 2 2025-05-15 Fixed 0.02125000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 12110000.00000000 PA USD 12090018.50000000 0.074534916152 Long DBT CORP US N 2 2031-09-15 Fixed 0.04500000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AU8 1987000.00000000 PA USD 2041642.50000000 0.012586717923 Long DBT CORP US N 2 2028-03-01 Fixed 0.04500000 N N N N N N CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC N/A 12657NAA8 7140000.00000000 PA USD 7439808.60000000 0.045866390542 Long DBT CORP US N 2 2031-06-15 Fixed 0.05500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 28965000.00000000 PA USD 30051187.50000000 0.185265451875 Long DBT CORP CA N 2 2027-04-15 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAT8 17600000.00000000 PA USD 17207437.46000000 0.106083783765 Long DBT UST US N 2 2025-10-31 Fixed 0.00250000 N N N N N N LONDON CLEARING HOUSE N/A N/A -7430000.00000000 NC USD -8137.19000000 -0.00005016574 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2028-09-15 0.00000000 USD 0.00000000 USD -7162568.37000000 USD -8137.19000000 N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAA3 12650000.00000000 PA USD 13158783.00000000 0.081123845060 Long DBT CORP US N 2 2026-12-01 Fixed 0.04250000 N N N N N N US SHIPPING PARTNERS CORP N/A N/A 22876.00000000 NS USD 0.23000000 0.000000001417 Long EC CORP US N 3 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 14440000.00000000 PA USD 14528661.60000000 0.089569141201 Long DBT CORP US N 2 2031-11-15 Fixed 0.04500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320106 45100.00000000 NS USD 9832702.00000000 0.060618568873 Long EC CORP US N 1 N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 5345000.00000000 PA USD 5398450.00000000 0.033281422861 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBL3 11530000.00000000 PA USD 11702950.00000000 0.072148640383 Long DBT CORP US N 2 2030-04-01 Fixed 0.06125000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 7140000.00000000 PA USD 7407750.00000000 0.045668749400 Long DBT CORP US N 2 2031-06-15 Fixed 0.04750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 20240000.00000000 PA USD 21555600.00000000 0.132890188597 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N INTERTAPE POLYMER GROUP INC 549300ESFR3Z1YNR6O65 460919AB9 4310000.00000000 PA USD 4370533.95000000 0.026944324485 Long DBT CORP CA N 2 2029-06-15 Fixed 0.04375000 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAB6 3755000.00000000 PA USD 3867650.00000000 0.023844046926 Long DBT CORP US N 2 2025-02-15 Fixed 0.03625000 N N N N N N CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP N/A 226373AQ1 11025000.00000000 PA USD 11314406.25000000 0.069753269703 Long DBT CORP US N 2 2027-05-01 Fixed 0.05625000 N N N N N N WEEKLEY HOMES LLC / WEEKLEY FIN CORP N/A 948565AD8 3045000.00000000 PA USD 3151575.00000000 0.019429447388 Long DBT CORP US N 2 2028-09-15 Fixed 0.04875000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 6765000.00000000 PA USD 6968897.10000000 0.042963223010 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030674 -72000000.00000000 PA USD -75112092.00000000 -0.46306574958 Short ABS-MBS USGA US N 2 2051-07-01 Fixed 0.03000000 N N N N N N THE MICHAELS COS INC 549300H9LWMBP7HYLR98 59408UAB3 2710000.00000000 PA USD 2719864.40000000 0.016767953249 Long LON CORP US N 2 2028-04-15 Variable 0.05000000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 55000000.00000000 PA 67076426.30000000 0.413525902383 Long DBT NUSS DE N 2 2026-04-10 Fixed 0.00000000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 3500000.00000000 PA USD 3517500.00000000 0.021685373563 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 1195000.00000000 PA USD 1114337.50000000 0.006869886272 Long DBT CORP CA N 2 2029-02-15 Fixed 0.05000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAF8 18675000.00000000 PA USD 19738541.25000000 0.121688028602 Long EP CORP US N 2 N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAA0 9940000.00000000 PA USD 10648225.00000000 0.065646264936 Long DBT CORP US N 2 2025-02-15 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YM6 480000.00000000 PA USD 495300.00000000 0.003053522537 Long DBT UST US N 2 2024-10-31 Fixed 0.01500000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBA8 6935000.00000000 PA USD 7264412.50000000 0.044785074281 Long DBT CORP BM N 2 2026-03-15 Fixed 0.05875000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 13615000.00000000 PA USD 13766398.80000000 0.084869794059 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N PDC ENERGY INC 5493008W8H2T511J5Y59 78470VAC2 4370000.00000000 PA USD 4522950.00000000 0.027883968830 Long DBT CORP US N 2 2025-12-01 Fixed 0.06250000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAB6 7105000.00000000 PA USD 7211575.00000000 0.044459331302 Long DBT CORP GB N 2 2031-07-15 Fixed 0.04750000 N N N N N N BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC N/A 094234AA9 2720000.00000000 PA USD 2794800.00000000 0.017229930927 Long DBT CORP US N 2 2029-04-15 Fixed 0.05125000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAD3 6980000.00000000 PA USD 7238888.20000000 0.044627717072 Long DBT CORP US N 2 2026-05-01 Fixed 0.07000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 12405000.00000000 PA USD 13021528.50000000 0.080277671611 Long DBT CORP KY N 2 2027-09-07 Fixed 0.05750000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BM8 6490000.00000000 PA USD 6629080.70000000 0.040868256251 Long DBT CORP US N 2 2024-02-01 Fixed 0.06750000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98954NAA7 14342000.00000000 PA USD 14897752.50000000 0.091844585137 Long DBT CORP NL N 2 2027-01-15 Fixed 0.05500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AN9 7830000.00000000 PA USD 8495471.70000000 0.052374549371 Long DBT CORP US N 2 2027-10-01 Fixed 0.07750000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 5040000.00000000 PA USD 5474700.00000000 0.033751503809 Long DBT CORP PA N 2 2026-03-01 Fixed 0.07625000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAJ7 15760000.00000000 PA USD 10795600.00000000 0.066554831228 Long DBT CORP US N 2 2028-02-15 Fixed 0.06000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAH3 40712000.00000000 PA USD 35928340.00000000 0.221498073752 Long EP CORP US N 2 N N N BIDFAIR HOLDINGS INC N/A 08884LAA5 4315000.00000000 PA USD 4379725.00000000 0.027000987272 Long DBT CORP US N 2 2029-06-01 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAR2 55500000.00000000 PA USD 55476152.21000000 0.342010258579 Long DBT UST US N 2 2022-10-31 Fixed 0.00125000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 29598000.00000000 PA USD 34987499.82000000 0.215697797770 Long DBT CORP US N 2 2043-06-01 Fixed 0.04950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAB7 35866000.00000000 PA USD 35187908.44000000 0.216933316118 Long DBT UST US N 2 2025-07-31 Fixed 0.00250000 N N N N N N PORTLAND GENERAL ELECTRIC CO GJOUP9M7C39GLSK9R870 736508847 13962.00000000 NS USD 643368.96000000 0.003966367089 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EC5 6775000.00000000 PA USD 7909812.50000000 0.048763962723 Long DBT CORP US N 2 2028-09-01 Fixed 0.06375000 N N N N N N KLOECKNER PENTAPLAST OF AMERICA INC 5299004QDA11QZOG5N31 49865NAT7 800000.00000000 PA USD 804000.00000000 0.004956656814 Long LON CORP US N 2 2026-02-04 Variable 0.05250000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 4155000.00000000 PA USD 4362750.00000000 0.026896336464 Long DBT CORP US N 2 2029-09-15 Fixed 0.04750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FYZC3 18900000.00000000 PA USD 18913192.20000000 0.116599754979 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.00259330 N N N N N N LIONS GATE CAPITAL HOLDINGS LLC 549300MWJHNLR35C0837 53627NAE1 4420000.00000000 PA USD 4646525.00000000 0.028645808215 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 11010000.00000000 PA USD 11574262.50000000 0.071355282455 Long DBT CORP US N 2 2027-06-01 Fixed 0.05875000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CS6 6540000.00000000 PA USD 6572700.00000000 0.040520669459 Long DBT CORP US N 2 2024-10-15 Fixed 0.05500000 Y Y N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 870990710.04300000 NS USD 871164908.19000000 5.370728207451 Long STIV RF US N 1 N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAG6 2480000.00000000 PA USD 2536296.00000000 0.015636254791 Long DBT CORP US N 2 2024-09-15 Fixed 0.06125000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BZ9 17335000.00000000 PA USD 17855050.00000000 0.110076312508 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 2075000.00000000 PA USD 1992000.00000000 0.012280672107 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 976.00000000 NC USD -232451.40000000 -0.00143306196 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2021-09-30 215265076.40000000 USD -232451.40000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 5905000.00000000 PA USD 6109017.75000000 0.037662070224 Long DBT CORP US N 2 2031-04-15 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505ED2 48090000.00000000 PA USD 50025622.50000000 0.308407764511 Long EP CORP US N 2 N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AL9 12105000.00000000 PA USD 12543806.25000000 0.077332515832 Long DBT CORP CA N 2 2025-04-01 Fixed 0.07500000 N N N N N N EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP 549300SUVC37AAD0DT62 30227KAE9 3270000.00000000 PA USD 2893950.00000000 0.017841190284 Long DBT CORP US N 2 2025-05-01 Fixed 0.08125000 N N N N N N ELAH HOLDINGS INC 549300QGHCFUEGYWKU13 28413L105 517.00000000 NS USD 49373.50000000 0.000304387431 Long EC CORP US N 1 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -897874.89000000 -0.00553539513 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 33755266.05000000 USD 27683000.00000000 EUR 2021-08-18 -897874.89000000 N N N BERRY GLOBAL GROUP INC 549300G6KKUMMXM8NH73 08579W103 207500.00000000 NS USD 13533150.00000000 0.083431816131 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 6345000.00000000 PA USD 6606731.25000000 0.040730471980 Long DBT CORP US N 2 2030-11-15 Fixed 0.03875000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 37390000.00000000 PA USD 40287725.00000000 0.248373665005 Long DBT CORP US N 2 2026-03-15 Fixed 0.08000000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABG2 7510000.00000000 PA USD 7985157.70000000 0.049228465583 Long DBT CORP US N 2 2029-05-01 Fixed 0.06750000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EB7 6775000.00000000 PA USD 7537187.50000000 0.046466731075 Long DBT CORP US N 2 2025-09-01 Fixed 0.05875000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 4665000.00000000 PA USD 4863262.50000000 0.029981994044 Long DBT CORP US N 2 2026-06-15 Fixed 0.06375000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 6050000.00000000 PA USD 5999028.75000000 0.036983988475 Long DBT CORP US N 2 2029-09-01 Fixed 0.04000000 N N N N N N INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC N/A 45827MAA5 2570000.00000000 PA USD 2672800.00000000 0.016477801410 Long DBT CORP CA N 2 2028-09-15 Fixed 0.06000000 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAB5 2610000.00000000 PA USD 2658285.00000000 0.016388316492 Long DBT CORP US N 2 2028-09-15 Fixed 0.05625000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 38465000.00000000 PA USD 38653478.50000000 0.238298541808 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N NEON HOLDINGS INC N/A 64051NAA1 8860000.00000000 PA USD 9657400.00000000 0.059537832737 Long DBT CORP US N 2 2026-04-01 Fixed 0.10125000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 14025000.00000000 PA USD 14095125.00000000 0.086896389780 Long DBT CORP GB N 2 2030-07-15 Fixed 0.05000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BQ9 18820000.00000000 PA USD 19360134.00000000 0.119355149405 Long DBT CORP US N 2 2025-12-15 Fixed 0.06375000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746RN3 36775000.00000000 PA USD 41184690.25000000 0.253903452218 Long EP CORP US N 2 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 4374614.82000000 0.026969483033 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 257883042.30000000 EUR 310460082.23000000 USD 2021-08-18 4374614.82000000 N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAB4 9740000.00000000 PA USD 9744967.40000000 0.060077685411 Long DBT CORP US N 2 2025-02-15 Fixed 0.05250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FJ2 3663000.00000000 PA USD 5034907.97000000 0.031040187686 Long DBT UST US N 2 2029-08-15 Fixed 0.06125000 N N N N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150AL8 7660000.00000000 PA USD 7947250.00000000 0.048994764763 Long EP CORP US N 2 N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AP0 6560000.00000000 PA USD 6691200.00000000 0.041251221489 Long DBT CORP CA N 2 2024-03-01 Fixed 0.06500000 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AE6 2690000.00000000 PA USD 2803439.99000000 0.017283196431 Long DBT CORP US N 2 2022-07-01 Fixed 0.05750000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 5025000.00000000 PA USD 4974750.00000000 0.030669314040 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N ACURIS FINANCE US INC 213800PHEXJH1L7ZN896 00510DAB0 602604.17000000 PA USD 604110.68000000 0.003724339948 Long LON CORP US N 2 2028-02-16 Variable 0.04500000 N N N N N N INTELSAT JACKSON HLDGS S A 8XJ8KF85PBKK1TLMFN29 N/A 3214575.74000000 PA USD 3232673.80000000 0.019929421169 Long LON CORP LU N 2 2022-07-13 Variable 0.06500000 N N N N N N DYNASTY ACQUISITION CO INC 549300L1RCRPOAUCB870 26812CAE6 1529136.58000000 PA USD 1488354.51000000 0.009175699657 Long LON CORP US N 2 2026-04-08 Variable 0.03647250 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 295110000.00000000 PA 352814978.14000000 2.175102942386 Long DBT NUSS DE N 2 2022-09-16 Fixed 0.00000000 N N N N N N FORUM ENERGY TECHNOLOGIES INC 549300SF93HLCR1REE27 34984VAC4 2097678.00000000 PA USD 2094583.76000000 0.012913100581 Long DBT CORP US N 2 2025-08-04 Variable 0.09000000 N N Y N N FORUM ENERGY TECHNOLOGIES INC USD XXXX N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 15970000.00000000 PA USD 16560091.50000000 0.102092898486 Long DBT CORP US N 2 2025-11-13 Fixed 0.03375000 N N N N N N KEHE DISTRS LLC / KEHE FIN CORP N/A 487526AB1 5292000.00000000 PA USD 5783150.52000000 0.035653100043 Long DBT CORP US N 2 2026-10-15 Fixed 0.08625000 N N N N N N NINE ENERGY SERVICE INC 549300KRLJCZBPZMKT65 65441VAA9 3620000.00000000 PA USD 1846200.00000000 0.011381815685 Long DBT CORP US N 2 2023-11-01 Fixed 0.08750000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 349.00000000 NC USD -65979.32000000 -0.00040676224 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2021-09-30 43142940.26000000 USD -65979.32000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CCH2 446970000.00000000 PA USD 447668390.63000000 2.759873854579 Long DBT UST US N 2 2028-06-30 Fixed 0.01250000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 4238802.80000000 0.026132202467 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 248797478.85000000 EUR 299540471.05000000 USD 2021-08-18 4238802.80000000 N N N ROTECH HEALTHCARE INC 549300N0KGF3DQ2YCT10 778669200 129242.00000000 NS USD 1345409.22000000 0.008294442510 Long EC CORP US N 3 N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 4725000.00000000 PA USD 5008500.00000000 0.030877382656 Long DBT CORP US N 2 2028-08-15 Fixed 0.05250000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N TESLA INC 54930043XZGB27CTOV49 88160RAE1 835000.00000000 PA USD 863089.40000000 0.005320942731 Long DBT CORP US N 2 2025-08-15 Fixed 0.05300000 N N N N N N CHAPARRAL ENERGY INC V5IUQSDP5WPR92NJWH73 15942R133 289.00000000 NS USD 480.41000000 0.000002961725 Long EC CORP US N 3 N N N UST NOTES 254900HROIFWPRGM1V77 9128285V8 136816000.00000000 PA USD 138611710.00000000 0.854540642972 Long DBT UST US N 2 2022-01-15 Fixed 0.02500000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 N/A 15045000.00000000 PA 17981746.41000000 0.110857395374 Long DBT CORP GB N 2 2032-05-12 Variable 0.01106000 N N N N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435105 36000.00000000 NS USD 13357800.00000000 0.082350784076 Long EC CORP US N 1 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032688 15250000.00000000 PA USD 16026078.60000000 0.098800711073 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBH3 13900000.00000000 PA USD 13621457.07000000 0.083976228868 Long DBT UST US N 2 2026-01-31 Fixed 0.00375000 N N N N N N SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP N/A 82088KAG3 4830000.00000000 PA USD 4959830.40000000 0.030577334765 Long DBT CORP US N 2 2029-04-01 Fixed 0.04750000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AK1 1985000.00000000 PA USD 2019737.50000000 0.012451673685 Long DBT CORP CA N 2 2023-04-01 Fixed 0.07250000 N N N N N N DCP MIDSTREAM LP 52990024YYS3MLGW0E91 23311PAA8 8965000.00000000 PA USD 8785700.00000000 0.054163805691 Long EP CORP US N 2 N N N WOLVERINE ESCROW LLC N/A 97789LAB2 13492000.00000000 PA USD 13154700.00000000 0.081098673381 Long DBT CORP US N 2 2026-11-15 Fixed 0.09000000 N N N N N N OEC FIN LTD N/A 67614CAD2 3904777.00000000 PA USD 433430.25000000 0.002672095774 Long DBT CORP KY N 2 2029-10-25 Fixed 0.04375000 N N Y N N N SCRIPPS ESCROW II INC N/A 81105DAA3 1655000.00000000 PA USD 1641809.65000000 0.010121749987 Long DBT CORP US N 2 2029-01-15 Fixed 0.03875000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CN7 6775000.00000000 PA USD 6808875.00000000 0.041976687398 Long DBT CORP US N 2 2022-10-15 Fixed 0.06250000 Y Y N N N N ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 049362AA4 6871000.00000000 PA USD 6895804.31000000 0.042512606250 Long DBT CORP LU N 2 2028-06-01 Fixed 0.04625000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A -560811.01000000 -0.00345739765 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 28252744.44000000 USD 23331000.00000000 EUR 2021-08-18 -560811.01000000 N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 28470RAH5 25535000.00000000 PA USD 27067100.00000000 0.166868564260 Long DBT CORP US N 2 2025-07-01 Fixed 0.06250000 N N N N N N SOUTHERN NAT GAS CO LLC N/A 843452AY9 14890000.00000000 PA USD 19953078.42000000 0.123010649405 Long DBT CORP US N 2 2031-02-15 Fixed 0.07350000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CY9 14725000.00000000 PA USD 14136000.00000000 0.087148383993 Long DBT CORP US N 2 2049-08-15 Fixed 0.04400000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BM8 9290000.00000000 PA USD 9293251.50000000 0.057292858677 Long DBT CORP US N 2 2029-01-15 Fixed 0.04625000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 4545000.00000000 PA USD 4481370.00000000 0.027627628294 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 5560000.00000000 PA USD 6047834.40000000 0.037284875114 Long DBT CORP US N 2 2029-11-15 Fixed 0.05375000 N N N N N N PBF LOGISTICS LP/PBF LOGISTICS FIN CORP N/A 69318UAB1 6110000.00000000 PA USD 6003075.00000000 0.037008933590 Long DBT CORP US N 2 2023-05-15 Fixed 0.06875000 N N N N N N ENDEAVOR ENERGY RES L P / EER FIN INC N/A 29260FAE0 10149000.00000000 PA USD 10821371.25000000 0.066713710882 Long DBT CORP US N 2 2028-01-30 Fixed 0.05750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 3080000.00000000 PA USD 3014611.60000000 0.018585068570 Long DBT CORP US N 2 2029-02-15 Fixed 0.03375000 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAA4 4195000.00000000 PA USD 4407686.50000000 0.027173369809 Long DBT CORP NL N 2 2026-08-15 Fixed 0.05500000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 4325000.00000000 PA USD 4411500.00000000 0.027196880021 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N EP ENERGY CORP 549300Z6HPQS1H5IYQ07 N/A 611545.00000000 NS USD 32210075.15000000 0.198574985684 Long EC CORP US N 3 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CH2 6740000.00000000 PA USD 7161250.00000000 0.044149077877 Long DBT CORP US N 2 2028-10-15 Fixed 0.04750000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 4130000.00000000 PA USD 4202275.00000000 0.025907008725 Long DBT CORP US N 2 2029-04-15 Fixed 0.04375000 N N N N N N MELCO RESORTS FIN LTD 529900NRV6LBR3T6B421 58547DAB5 7345000.00000000 PA USD 7605747.50000000 0.046889403203 Long DBT CORP KY N 2 2026-04-26 Fixed 0.05250000 N N N N N N CLARIVATE SCIENCE HLDGS CORP N/A 18064PAB5 4755000.00000000 PA USD 4879818.75000000 0.030084063259 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAH9 10780000.00000000 PA USD 9971500.00000000 0.061474257993 Long DBT CORP US N 2 2043-05-21 Variable 0.05850000 N N N N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 502160AM6 3600000.00000000 PA USD 3689847.00000000 0.022747892135 Long DBT CORP US N 2 2023-05-01 Fixed 0.09625000 N N N N N N TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN N/A 87612BBR2 6345000.00000000 PA USD 6868462.50000000 0.042344044099 Long DBT CORP US N 2 2031-02-01 Fixed 0.04875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 36455000.00000000 PA USD 38153803.00000000 0.235218044330 Long EP CORP US N 2 N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AC5 13797000.00000000 PA USD 14430972.15000000 0.088966886129 Long DBT CORP US N 2 2027-01-15 Fixed 0.04625000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FYUT1 16500000.00000000 PA USD 16511490.60000000 0.101793274130 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.00259330 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCD3 51010000.00000000 PA USD 53943075.00000000 0.332558843653 Long DBT CORP US N 2 2030-03-01 Fixed 0.04750000 N N N N N N SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP N/A 86614RAL1 3060000.00000000 PA USD 3084556.50000000 0.019016278601 Long DBT CORP US N 2 2025-06-01 Fixed 0.05125000 N N N N N N VS BUYER LLC N/A 91834WAC4 1293625.00000000 PA USD 1287971.86000000 0.007940341413 Long LON CORP US N 2 2027-02-28 Variable 0.03104250 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 5905000.00000000 PA USD 6200250.00000000 0.038224516684 Long DBT CORP US N 2 2032-01-31 Fixed 0.04625000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 7305000.00000000 PA USD 7497559.80000000 0.046222426461 Long DBT CORP US N 2 2024-09-01 Fixed 0.04625000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 24505000.00000000 PA USD 24693688.50000000 0.152236491766 Long DBT CORP US N 2 2028-02-15 Fixed 0.05750000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 N/A 624.00000000 NS USD 580788.00000000 0.003580555718 Long EP CORP US N 3 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -62008.93000000 -0.00038228480 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 15774400.80000000 USD 13238000.00000000 EUR 2021-08-18 -62008.93000000 N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 2045000.00000000 PA USD 2114018.75000000 0.013032917218 Long DBT CORP US N 2 2028-05-01 Fixed 0.04250000 N N N N N N WHITING PETROLEUM CORP 52990028CHK9KUB1B293 966387508 77283.00000000 NS USD 4215787.65000000 0.025990314159 Long EC CORP US N 1 N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAH2 5685000.00000000 PA USD 5756062.50000000 0.035486102507 Long DBT CORP CA N 2 2028-01-15 Fixed 0.03875000 N N N N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919XAB7 4347052.63000000 PA USD 4298496.05000000 0.026500211117 Long LON CORP US N 2 2027-03-09 Variable 0.03092500 N N N N N N JBS USA FOOD CO 549300O7SUM086E3RD66 46650CAA7 6745000.00000000 PA USD 7149700.00000000 0.044077872173 Long DBT CORP US N 2 2026-01-15 Fixed 0.07000000 N N N N N N CDW CORP 9845001B052ABF0B6755 12514G108 51000.00000000 NS USD 8907150.00000000 0.054912544460 Long EC CORP US N 1 N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N MIDAS INTER HOLDCO II LLC 549300O5UULN1EULDF23 59562TAN2 503737.50000000 PA USD 490514.39000000 0.003024019270 Long LON CORP US N 2 2025-12-16 Variable 0.07500000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAE3 22914000.00000000 PA USD 28395028.80000000 0.175055240051 Long DBT CORP US N 2 2044-03-15 Fixed 0.05375000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 19800000.00000000 NC USD 576393.44000000 0.003553463273 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2029-09-09 0.00000000 USD 0.00000000 USD 19800000.00000000 USD 1.00000000 1.57125000 USD 2024-09-05 XXXX 7762.19000000 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAJ8 13395000.00000000 PA USD 14131725.00000000 0.087122028635 Long DBT CORP US N 2 2028-10-15 Fixed 0.04625000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AF4 4830000.00000000 PA USD 5288850.00000000 0.032605739295 Long DBT CORP US N 2 2029-06-01 Fixed 0.05875000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051404 418807.00000000 NS USD 4.19000000 0.000000025831 Long EC CORP US N 3 N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBF6 7415000.00000000 PA USD 7841288.35000000 0.048341511610 Long DBT CORP US N 2 2025-02-15 Fixed 0.06625000 N N N N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAX6 2910000.00000000 PA USD 3182085.00000000 0.019617541417 Long DBT CORP US N 2 2025-04-15 Fixed 0.08125000 N N N N N N VIDEOTRON LTD 549300BBCGA0CYX8IL74 92660FAK0 7325000.00000000 PA USD 7654625.00000000 0.047190732797 Long DBT CORP CA N 2 2027-04-15 Fixed 0.05125000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AM1 12420000.00000000 PA USD 13149675.00000000 0.081067694276 Long DBT CORP US N 2 2026-04-01 Fixed 0.07500000 N N N N N N ALLISON TRANSMISSION HLDGS INC 529900RP7DJ882LI9T83 01973R101 126600.00000000 NS USD 5031084.00000000 0.031016612926 Long EC CORP US N 1 N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAE6 31160000.00000000 PA USD 31965797.60000000 0.197069015556 Long DBT CORP LU N 2 2026-05-15 Fixed 0.06500000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167CZ8 1240000.00000000 PA USD 0.12000000 0.000000000739 Long DBT CORP US N 3 2027-06-15 Fixed 0.08000000 Y Y N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 5740000.00000000 PA USD 6752765.60000000 0.041630773169 Long DBT CORP BM N 2 2025-05-15 Fixed 0.13000000 N N N N N N UKRAINE CABINET OF MINISTERS 6354001WLTJXOMEXPY07 903724BL5 6753000.00000000 PA USD 6774238.19000000 0.041763151601 Long DBT NUSS UA N 2 2021-09-29 Fixed 0.01471000 N N N N N N ALGOMA STEEL GP N/A N/A 151792.00000000 NS USD 1517.92000000 0.000009357970 Long EC CORP LU N 3 N N N ANGI GROUP LLC N/A 001846AA2 3385000.00000000 PA USD 3363843.75000000 0.020738083391 Long DBT CORP US N 2 2028-08-15 Fixed 0.03875000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 6560000.00000000 PA USD 7225774.40000000 0.044546870547 Long DBT CORP GB N 2 2027-10-15 Fixed 0.05750000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -443867.68000000 -0.00273644248 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 16144390.39000000 USD 13228000.00000000 EUR 2021-08-18 -443867.68000000 N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCN1 6745000.00000000 PA USD 6989506.25000000 0.043090278338 Long DBT CORP US N 2 2032-05-01 Fixed 0.04500000 N N N N N N CPI HOLDCO LLC 549300TMNYXLWYDEPJ03 12594WAK2 356400.00000000 PA USD 356592.46000000 0.002198391103 Long LON CORP US N 2 2026-11-04 Variable 0.03842500 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940X102 102700.00000000 NS USD 19260358.00000000 0.118740030760 Long EC CORP US N 1 N N N NEW FORTRESS ENERGY INC N/A 644393AA8 27005000.00000000 PA USD 27646368.75000000 0.170439753809 Long DBT CORP US N 2 2025-09-15 Fixed 0.06750000 N N N N N N JBS USA LLC / JBS USA FIN INC N/A 472141AA8 10725000.00000000 PA USD 11784093.75000000 0.072648891280 Long DBT CORP US N 2 2028-02-15 Fixed 0.06750000 N N N N N N SERVICE CORP INTERNATIONAL INC 549300RKVM2ME20JHZ15 817565CG7 5750000.00000000 PA USD 5868881.25000000 0.036181629653 Long DBT CORP US N 2 2031-05-15 Fixed 0.04000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AL5 4615000.00000000 PA USD 4845750.00000000 0.029874029551 Long DBT CORP US N 2 2031-03-01 Fixed 0.04875000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAM6 6700000.00000000 PA USD 6766933.00000000 0.041718115134 Long DBT CORP US N 2 2031-03-15 Fixed 0.03500000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 1.00000000 NC N/A 731710.89000000 0.004510994737 N/A DFE CORP AU N 2 NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 33690000.00000000 AUD 26003023.45000000 USD 2021-08-18 731710.89000000 N N N MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC N/A 55303XAL9 6695000.00000000 PA USD 6799241.15000000 0.041917294751 Long DBT CORP US N 2 2029-02-15 Fixed 0.03875000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 9145000.00000000 PA USD 9796581.25000000 0.060395884592 Long DBT CORP US N 2 2029-12-15 Fixed 0.05500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 15380000.00000000 PA USD 17034888.00000000 0.105020017028 Long DBT CORP US N 2 2029-02-01 Fixed 0.06500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 112500.00000000 NS USD 9560250.00000000 0.058938903372 Long EC CORP US N 1 N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051BC0 632320.00000000 PA USD 284544.00000000 0.001754212632 Long DBT CORP US N 3 2024-10-31 Variable 0.11000000 Y Y N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 11860000.00000000 PA USD 12097200.00000000 0.074579190071 Long DBT CORP US N 2 2030-01-15 Fixed 0.05875000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 6715000.00000000 PA USD 6664637.50000000 0.041087463782 Long DBT CORP US N 2 2028-11-01 Fixed 0.03875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022683 6650000.00000000 PA USD 6865084.94000000 0.042323221455 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 0.02500000 N N N N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 31606V724 194.10100000 NS USD 21446.22000000 0.000132215861 Long EC RF US N 1 N N N OEC FIN LTD N/A 67614CAG5 1027237.00000000 PA USD 114023.31000000 0.000702953254 Long EP CORP KY N 2 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 6370000.00000000 PA USD 6611741.50000000 0.040761360151 Long DBT CORP US N 2 2028-07-15 Fixed 0.05000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 160176833.57100000 NS USD 160192851.25000000 0.987588293275 Long STIV RF US N 1 N N COMPASS MINERALS INTL INC 2549008X9G8XP7YJGC47 20451NAG6 9315000.00000000 PA USD 10013625.00000000 0.061733958451 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RM2 20100000.00000000 PA USD 23703867.29000000 0.146134247928 Long DBT UST US N 2 2045-05-15 Fixed 0.03000000 N N N N N N ACURIS FIN US/ACURIS FIN N/A 00511BAA5 4315000.00000000 PA USD 4301450.90000000 0.026518427756 Long DBT CORP US N 2 2028-05-01 Fixed 0.05000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 23795000.00000000 PA USD 26169027.15000000 0.161331948698 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N TRI POINTE HOMES INC N/A 87265HAG4 8715000.00000000 PA USD 9608287.50000000 0.059235054369 Long DBT CORP US N 2 2028-06-15 Fixed 0.05700000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48127FAA1 30810000.00000000 PA USD 30887025.00000000 0.190418386751 Long EP CORP US N 2 N N N SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP N/A 86614RAN7 6525000.00000000 PA USD 6932355.75000000 0.042737945732 Long DBT CORP US N 2 2029-01-15 Fixed 0.05250000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 4240295.59000000 0.026141405512 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 248797478.85000000 EUR 299541963.84000000 USD 2021-08-18 4240295.59000000 N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336YAN3 13395000.00000000 PA USD 13763362.50000000 0.084851075282 Long DBT CORP US N 2 2028-11-01 Fixed 0.04750000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAG3 13580000.00000000 PA USD 10320800.00000000 0.063627691109 Long DBT CORP US N 2 2025-06-15 Fixed 0.07250000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 4055000.00000000 PA USD 4252681.25000000 0.026217763057 Long DBT CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 4415000.00000000 PA USD 5061179.40000000 0.031202150948 Long DBT CORP US N 2 2028-01-15 Fixed 0.06625000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AC1 3180000.00000000 PA USD 3223852.20000000 0.019875036040 Long DBT CORP US N 2 2029-06-01 Fixed 0.06000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 8475000.00000000 PA USD 9301312.50000000 0.057342554710 Long DBT CORP US N 2 2028-04-01 Fixed 0.07500000 N N N N N N UKG INC N/A 90385KAF8 1430000.00000000 PA USD 1452636.90000000 0.008955500733 Long LON CORP US N 2 2027-05-03 Variable 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828TY6 14901000.00000000 PA USD 15201348.28000000 0.093716251918 Long DBT UST US N 2 2022-11-15 Fixed 0.01625000 N N N N N N JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP N/A N/A 183159.00000000 NS USD 8573672.79000000 0.052856658781 Long EC CORP US N 3 N N N SECURUS TECHNOLOGIES HOLDINGS INC 549300EBCNNXVCJ2FW66 78410QAB8 4246992.29000000 PA USD 3973613.40000000 0.024497310867 Long LON CORP US N 2 2024-11-01 Variable 0.05500000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAB9 6740000.00000000 PA USD 6841032.60000000 0.042174938874 Long DBT CORP US N 2 2027-10-15 Fixed 0.04250000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 14270000.00000000 PA USD 15126200.00000000 0.093252963070 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 30605000.00000000 PA USD 34540803.00000000 0.212943913644 Long DBT CORP US N 2 2025-03-15 Fixed 0.06875000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 38400.00000000 NS USD 14019456.00000000 0.086429890695 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 8740000.00000000 PA USD 9157335.00000000 0.056454933993 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XZ8 197000.00000000 PA USD 213060.12000000 0.001313514795 Long DBT UST US N 2 2025-06-30 Fixed 0.02750000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191UAA0 5670000.00000000 PA USD 5939154.90000000 0.036614866427 Long DBT CORP US N 2 2028-05-15 Fixed 0.04625000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 5695000.00000000 PA USD 5937037.50000000 0.036601812665 Long DBT CORP CA N 2 2026-06-15 Fixed 0.07125000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 49000000.00000000 PA 57594389.41000000 0.355069182524 Long DBT NUSS GB N 2 2050-10-22 Fixed 0.00625000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 13345000.00000000 PA USD 13848106.50000000 0.085373521706 Long DBT CORP FR N 2 2028-01-15 Fixed 0.05500000 N N N N N N CITGO HLDG INC 549300NYHOALWZ2BSL72 17304YAD4 835125.00000000 PA USD 827608.88000000 0.005102205466 Long LON CORP US N 2 2023-08-01 Variable 0.08000000 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 89469AAD6 2250000.00000000 PA USD 2233125.00000000 0.013767206777 Long DBT CORP US N 2 2028-09-01 Fixed 0.04000000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 3422530.60000000 PA USD 0.34000000 0.000000002096 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793100 83900.00000000 NS USD 11736771.00000000 0.072357146714 Long EC CORP US N 1 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 136124.23000000 0.000839205338 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 4299000.00000000 EUR 5238675.42000000 USD 2021-08-18 136124.23000000 N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AB4 5410000.00000000 PA USD 5725348.90000000 0.035296753284 Long DBT CORP US N 2 2025-05-01 Fixed 0.06500000 N N N N N N NEW COTAI LLC N/A N/A 651784.90000000 PA USD 651784.90000000 0.004018251326 Long LON CORP US N 3 2025-09-09 Variable 0.14000000 N N N N N N RP ESCROW ISSUER LLC N/A 74969PAA6 6200000.00000000 PA USD 6471250.00000000 0.039895230611 Long DBT CORP US N 2 2025-12-15 Fixed 0.05250000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 14590000.00000000 PA USD 15059798.00000000 0.092843595003 Long DBT CORP US N 2 2029-09-15 Fixed 0.04875000 N N N N N N ION TRADING TECHNOLOGIES SARL 5493009ZVXOKZLQ6QJ12 46205YAA9 5780000.00000000 PA USD 6000998.30000000 0.036996130743 Long DBT CORP LU N 2 2028-05-15 Fixed 0.05750000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 4330000.00000000 PA USD 4350784.00000000 0.026822566122 Long DBT CORP US N 2 2031-11-15 Fixed 0.05000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 15848000.00000000 PA USD 16977170.00000000 0.104664185786 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AF8 11025000.00000000 PA USD 11769187.50000000 0.072556994308 Long DBT CORP US N 2 2030-01-15 Fixed 0.04875000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HAR2 9110000.00000000 PA USD 11002147.00000000 0.067828192664 Long DBT CORP BM N 2 2024-05-15 Fixed 0.12250000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AL3 1095000.00000000 PA USD 1212165.00000000 0.007472992422 Long DBT CORP US N 2 2025-01-23 Variable 0.06450000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JM0 49355000.00000000 PA USD 52788099.25000000 0.325438422730 Long DBT CORP US N 2 2030-07-01 Fixed 0.04550000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAA7 2930000.00000000 PA USD 2992262.50000000 0.018447286457 Long DBT CORP US N 2 2025-08-15 Fixed 0.07000000 N N N N N N CLARIVATE SCIENCE HLDGS CORP N/A 18064PAA7 5025000.00000000 PA USD 5070777.75000000 0.031261324738 Long DBT CORP US N 2 2028-06-30 Fixed 0.03875000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAJ3 10950000.00000000 PA USD 11721537.00000000 0.072263229164 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 4690000.00000000 PA USD 4889325.00000000 0.030142669253 Long DBT CORP US N 2 2028-06-15 Fixed 0.04375000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148BAD0 50754000.00000000 PA USD 51388425.00000000 0.316809436524 Long EP CORP US N 2 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZR7 6160000.00000000 PA USD 6895996.80000000 0.042513792950 Long DBT CORP US N 2 2029-05-03 Fixed 0.05113000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AW4 3355000.00000000 PA USD 3883412.50000000 0.023941222676 Long DBT CORP US N 2 2030-10-01 Fixed 0.06625000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAF3 10640000.00000000 PA USD 11196152.80000000 0.069024237653 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAD5 7310000.00000000 PA USD 7541580.80000000 0.046493815752 Long DBT CORP IE N 2 2029-07-15 Fixed 0.05125000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAG6 13385000.00000000 PA USD 13870206.25000000 0.085509766577 Long EP CORP US N 2 N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAD8 5745000.00000000 PA USD 5948008.19000000 0.036669446925 Long DBT CORP US N 2 2029-06-01 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBN0 89000000.00000000 PA USD 88888750.00000000 0.547998791574 Long DBT UST US N 2 2023-02-28 Fixed 0.00125000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859102 31400.00000000 NS USD 13901408.00000000 0.085702125242 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 91282CAP6 2852000.00000000 PA USD 2839745.30000000 0.017507018523 Long DBT UST US N 2 2023-10-15 Fixed 0.00125000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CR4 515000.00000000 PA USD 518862.50000000 0.003198785256 Long DBT CORP US N 2 2026-08-15 Fixed 0.03200000 N N N N N N ACPRODUCTS HOLDINGS INC N/A 00488YAB2 11460000.00000000 PA USD 11394563.40000000 0.070247438215 Long LON CORP US N 2 2028-05-17 Variable 0.04416630 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAF2 7285000.00000000 PA USD 7904225.00000000 0.048729515808 Long DBT CORP US N 2 2026-06-01 Fixed 0.06000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 N/A 2922000.00000000 PA 3408389.84000000 0.021012709859 Long DBT CORP FR N 2 2199-12-31 Variable 0.02125000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 6480000.00000000 PA USD 7023542.40000000 0.043300111068 Long DBT CORP US N 2 2030-08-01 Fixed 0.05125000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 10200000.00000000 PA USD 10401960.00000000 0.064128042187 Long DBT CORP US N 2 2028-04-30 Fixed 0.04125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H13L8 15925000.00000000 PA USD 15966876.38000000 0.098435729622 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 0.00240000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 238739.31000000 0.001471826900 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 51489000.00000000 GBP 71471659.50000000 USD 2021-08-18 238739.31000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 43000.00000000 NS USD 17218920.00000000 0.106154573578 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128286R6 24428000.00000000 PA USD 25679935.00000000 0.158316697531 Long DBT UST US N 2 2024-04-30 Fixed 0.02250000 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 50118YAB5 3640000.00000000 PA USD 3594500.00000000 0.022160078258 Long LON CORP US N 2 2025-08-22 Variable 0.09250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828W71 56643000.00000000 PA USD 59302565.58000000 0.365600081844 Long DBT UST US N 2 2024-03-31 Fixed 0.02125000 N N N N N N HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP N/A 432891AK5 5210000.00000000 PA USD 5431425.00000000 0.033484713605 Long DBT CORP US N 2 2027-04-01 Fixed 0.04875000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 37221.55000000 0.000229470708 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4001000.00000000 EUR 4786071.82000000 USD 2021-08-18 37221.55000000 N N N GEMS MENASA KY LTD/GEMS N/A 36166LAA5 5300000.00000000 PA USD 5474900.00000000 0.033752736808 Long DBT CORP KY N 2 2026-07-31 Fixed 0.07125000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 20660000.00000000 PA USD 22746660.00000000 0.140233068778 Long DBT CORP US N 2 2027-06-20 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128287F1 9325000.00000000 PA USD 9338173.05000000 0.057569799855 Long DBT UST US N 2 2021-07-31 Fixed 0.01750000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAA4 17835000.00000000 PA USD 20131256.25000000 0.124109115021 Long DBT CORP US N 2 2029-04-15 Fixed 0.06500000 N N N N N N SOUTHEASTERN GROCERS INC N/A 84169Q103 584047.00000000 NS USD 10863274.20000000 0.066972042402 Long EC CORP US Y 3 N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AG6 5285000.00000000 PA USD 5225543.75000000 0.032215456515 Long DBT CORP US N 2 2029-03-15 Fixed 0.03500000 N N N N N N ZIGGO BOND CO 213800JYI4P7V5QDOG59 98954UAB9 7930000.00000000 PA USD 8286850.00000000 0.051088397417 Long DBT CORP NL N 2 2027-01-15 Fixed 0.06000000 N N N N N N MURRAY ENERGY CORP 549300WM5IIFYHZYTT63 62704PAF0 5925000.00000000 PA USD 0.59000000 0.000000003637 Long DBT CORP US N 3 2049-12-31 Fixed 0.11250000 Y Y N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 13855000.00000000 PA USD 14657897.25000000 0.090365878471 Long DBT CORP US N 2 2028-02-01 Fixed 0.05375000 N N N N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 25271C201 66694.00000000 NS USD 340740.31000000 0.002100662661 Long EC CORP US N 3 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 363709.17000000 0.002242265592 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 12892000.00000000 GBP 18199262.53000000 USD 2021-08-18 363709.17000000 N N N BOOZ ALLEN AND HAMILTON INC 549300D7XCH2480XU542 09951LAB9 2820000.00000000 PA USD 2883450.00000000 0.017776457825 Long DBT CORP US N 2 2029-07-01 Fixed 0.04000000 N N N N N N CNX MIDSTREAM PARTNERS LP / CNX MIDSTREAM FINANCE CORP N/A 12654TAA8 3935000.00000000 PA USD 4127815.00000000 0.025447963120 Long DBT CORP US N 2 2026-03-15 Fixed 0.06500000 N N N N N N AMBIENCE MERGER N/A 04650YAB6 4235000.00000000 PA USD 4277350.00000000 0.026369845803 Long DBT CORP US N 2 2029-07-15 Fixed 0.07125000 N N N N N N CROWNROCK L P / CROWNROCK FIN INC N/A 228701AG3 2450000.00000000 PA USD 2573112.50000000 0.015863228367 Long DBT CORP US N 2 2029-05-01 Fixed 0.05000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 20100000.00000000 NC USD 735052.58000000 0.004531596243 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2030-02-28 0.00000000 USD 0.00000000 USD 20100000.00000000 USD 1.00000000 1.40250000 USD 2025-02-26 XXXX 168232.58000000 N N N SCOTTS MIRACLE GRO CO (THE) 2TH9E0JTOUXOEGI2R879 810186AT3 5930000.00000000 PA USD 5911498.40000000 0.036444364214 Long DBT CORP US N 2 2031-04-01 Fixed 0.04000000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAF0 6470000.00000000 PA USD 6341699.90000000 0.039096554757 Long DBT CORP LU N 2 2028-01-15 Fixed 0.05000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 629789.77000000 0.003882651436 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 19622000.00000000 GBP 27776022.17000000 USD 2021-08-18 629789.77000000 N N N SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP N/A 86614WAD8 3405000.00000000 PA USD 3124087.50000000 0.019259987059 Long DBT CORP US N 2 2025-04-15 Fixed 0.05750000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 5905000.00000000 PA USD 6093922.21000000 0.037569006280 Long DBT CORP US N 2 2029-04-15 Fixed 0.03375000 N N N N N N MERLIN ENTERTAINMENTS PLC 549300ZTI0VEFO6WV007 59010QAB2 4580000.00000000 PA USD 4809000.00000000 0.029647465946 Long DBT CORP GB N 2 2026-06-15 Fixed 0.05750000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAA1 10080000.00000000 PA USD 10593676.80000000 0.065309975500 Long DBT CORP US N 2 2027-10-15 Fixed 0.06750000 N N N N N N ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP N/A 29413XAD9 6600000.00000000 PA USD 6897000.00000000 0.042519977674 Long DBT CORP US N 2 2026-01-15 Fixed 0.06500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AZ5 12420000.00000000 PA USD 14314050.00000000 0.088246061537 Long DBT CORP LR N 2 2025-06-01 Fixed 0.11500000 N N N N N N IAA INC 549300PZCOPC5178W747 449253AB9 2830000.00000000 PA USD 2970707.60000000 0.018314400584 Long DBT CORP US N 2 2027-06-15 Fixed 0.05500000 N N N N N N DELTA AIRLINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 2860000.00000000 PA USD 3337586.57000000 0.020576207980 Long DBT CORP US N 2 2025-05-01 Fixed 0.07000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 1.00000000 NC N/A 122366.81000000 0.000754390898 N/A DFE CORP US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 3207000.00000000 EUR 3928805.90000000 USD 2021-08-18 122366.81000000 N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36159RAG8 7555000.00000000 PA USD 7177250.00000000 0.044247717813 Long DBT CORP US N 2 2023-04-01 Fixed 0.05125000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 185121.74130000 NS USD 6705109.47000000 0.041336973317 Long EC CORP US N 3 N N N NABORS INDUSTRIES LTD N/A 629571AA8 6565000.00000000 PA USD 6433700.00000000 0.039663735009 Long DBT CORP BM N 2 2026-01-15 Fixed 0.07250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBC4 167057000.00000000 PA USD 163892053.35000000 1.010393859565 Long DBT UST US N 2 2025-12-31 Fixed 0.00375000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HY6 13510000.00000000 PA USD 12565167.07000000 0.077464205203 Long DBT CORP US N 2 2047-12-01 Fixed 0.03950000 N N N N N N SPAIN, KINGDOM OF 9598007A56S18711AH60 N/A 15000000.00000000 PA 16060165.62000000 0.099010857417 Long DBT NUSS ES N 2 2050-10-31 Fixed 0.01000000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 15435000.00000000 PA USD 16330230.00000000 0.100675803249 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC N/A 877249AD4 775000.00000000 PA USD 839898.50000000 0.005177970924 Long DBT CORP US N 2 2024-03-01 Fixed 0.05625000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC N/A 23344MAD0 173160.17000000 PA USD 173665.80000000 0.001070648968 Long LON CORP US N 2 2028-03-31 Variable 0.04320000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAL5 8505000.00000000 PA USD 8891041.95000000 0.054813238395 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032674 11400000.00000000 PA USD 11998494.30000000 0.073970669821 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 0.03500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAM3 4655000.00000000 PA USD 4864475.00000000 0.029989469102 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11135RAA3 3375000.00000000 PA USD 3442500.00000000 0.021222998860 Long DBT CORP US N 2 2029-04-15 Fixed 0.05875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 1.00000000 NC N/A 744957.93000000 0.004592662686 N/A DFE CORP US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 21035000.00000000 EUR 25711732.59000000 USD 2021-08-18 744957.93000000 N N N TRICER HOLDCO S.C.A. N/A N/A 403760.00000000 NS USD 448.62000000 0.000002765740 Long EC CORP LU Y 3 N N N VOC ESCROW LTD N/A 91832VAA2 6285000.00000000 PA USD 6354135.00000000 0.039173217100 Long DBT CORP BM N 2 2028-02-15 Fixed 0.05000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 13550000.00000000 PA USD 16375988.00000000 0.100957901138 Long DBT CORP US N 2 2030-09-01 Fixed 0.06625000 N N N N N N SUBURBAN PROPANE LP/ENGY FIN C N/A 864486AL9 5750000.00000000 PA USD 5886562.50000000 0.036290634490 Long DBT CORP US N 2 2031-06-01 Fixed 0.05000000 N N N N N N OEC FIN LTD N/A 67614CAE0 3532493.00000000 PA USD 392106.72000000 0.002417336375 Long DBT CORP KY N 2 2033-12-27 Fixed 0.05250000 N N Y N N N ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019579AA9 10374000.00000000 PA USD 10382124.92000000 0.064005758998 Long DBT CORP LU N 2 2028-06-01 Fixed 0.04625000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840M102 405700.00000000 NS USD 7525735.00000000 0.046396126458 Long EC CORP US N 1 N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 8770000.00000000 PA USD 8802887.50000000 0.054269766560 Long DBT CORP US N 2 2031-02-15 Fixed 0.04750000 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAA5 2265000.00000000 PA USD 2364093.75000000 0.014574628602 Long DBT CORP US N 2 2026-11-01 Fixed 0.04625000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 131852.06000000 0.000812867427 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 16867000.00000000 EUR 20151561.51000000 USD 2021-08-18 131852.06000000 N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AA2 5230000.00000000 PA USD 5411899.40000000 0.033364338359 Long DBT CORP US N 2 2024-11-01 Fixed 0.04625000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 4040000.00000000 PA USD 4100600.00000000 0.025280182753 Long DBT CORP US N 2 2029-06-15 Fixed 0.03625000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051305 7093.00000000 NS USD 7093.00000000 0.000043728316 Long EC CORP US N 3 N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 6820000.00000000 PA USD 7186575.00000000 0.044305206401 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N SS and C TECHNOLOGIES HLDGS INC 529900POY8H7NPPNKK71 78467J100 162539.00000000 NS USD 11712560.34000000 0.072207888091 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 31330000.00000000 PA USD 35443286.25000000 0.218507719305 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N NOVUS HOLDINGS LTD 529900ABRA476F0PVJ28 N/A 48111.00000000 NS 9029.24000000 0.000055665228 Long EC CORP ZA N 1 N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBC0 4420000.00000000 PA USD 4718350.00000000 0.029088609055 Long DBT CORP AU N 2 2031-04-01 Fixed 0.04375000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513EFF4 54954000.00000000 PA USD 61156659.08000000 0.377030560926 Long DBT NUSS IL N 2 2023-09-18 Fixed 0.05500000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051BA4 1280000.00000000 PA USD 0.13000000 0.000000000801 Long DBT CORP US N 3 2024-10-31 Variable 0.11000000 Y Y N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 23835000.00000000 PA USD 25771593.75000000 0.158881773362 Long DBT CORP US N 2 2027-12-15 Fixed 0.08875000 N N N N N N NIELSEN FINANCE LLC/ NIELSEN FINANCE CO N/A 65409QBH4 2855000.00000000 PA USD 2862994.00000000 0.017650346666 Long DBT CORP US N 2 2029-07-15 Fixed 0.04500000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBG4 3305000.00000000 PA USD 3528087.50000000 0.021750645459 Long DBT CORP US N 2 2027-03-15 Fixed 0.05625000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DT9 2440000.00000000 PA USD 2806000.00000000 0.017298978882 Long DBT CORP US N 2 2029-03-15 Fixed 0.07200000 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AB7 4430000.00000000 PA USD 4629350.00000000 0.028539924408 Long DBT CORP NL N 2 2026-09-30 Fixed 0.07000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 5520000.00000000 PA USD 5644200.00000000 0.034796470637 Long DBT CORP US N 2 2028-07-01 Fixed 0.04625000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CA6 565000.00000000 PA USD 742975.00000000 0.004580437931 Long DBT CORP US N 2 2031-07-16 Fixed 0.07450000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 5100.00000000 NS USD 12453129.00000000 0.076773490945 Long EC CORP US N 1 N N N PRIVATE EXPORT FUNDING CORP CYQE6SAYPFKNQJ6FMH60 742651DX7 11520000.00000000 PA USD 11919925.09000000 0.073486290953 Long DBT USGSE US N 2 2024-11-15 Fixed 0.01750000 N N N N N N COLGATE ENERGY PARTNERS III LLC 549300QRLZK0B17DH791 19416MAB5 4055000.00000000 PA USD 4207062.50000000 0.025936523644 Long DBT CORP US N 2 2029-07-01 Fixed 0.05875000 N N N N N N SQUARE INC 549300OHIIUWSTIZME52 852234AM5 5745000.00000000 PA USD 5795268.75000000 0.035727808882 Long DBT CORP US N 2 2031-06-01 Fixed 0.03500000 N N N N N N ALLEN MEDIA LLC N/A 01771JAE3 4749116.67000000 PA USD 4750588.90000000 0.029287361746 Long LON CORP US N 2 2027-02-10 Variable 0.05647250 N N N N N N STUDIO CITY FIN LTD 254900D6R731QAUIG324 86389QAG7 3255000.00000000 PA USD 3284229.90000000 0.020247264321 Long DBT CORP VG N 2 2029-01-15 Fixed 0.05000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411R208 89200.00000000 NS USD 7737208.00000000 0.047699856665 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 3640000.00000000 PA USD 3693508.00000000 0.022770462186 Long DBT CORP US N 2 2024-07-15 Fixed 0.04625000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 3105000.00000000 PA USD 3094132.50000000 0.019075314603 Long LON CORP US N 2 2028-04-24 Variable 0.03750000 N N N N N N DEL MONTE FOODS INC 549300U9K7TD84Q24R17 245223AC6 3895000.00000000 PA USD 4440300.00000000 0.027374431907 Long DBT CORP US N 2 2025-05-15 Fixed 0.11875000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AA1 11025000.00000000 PA USD 12113718.75000000 0.074681028099 Long DBT CORP AU N 2 2027-05-01 Fixed 0.08125000 N N N N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAZ1 13370000.00000000 PA USD 13871375.00000000 0.085516971916 Long DBT CORP US N 2 2030-10-01 Fixed 0.05250000 N N N N N N LONDON CLEARING HOUSE N/A N/A 5849000.00000000 NC USD 9364.78000000 0.000057733831 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2026-09-15 0.00000000 USD 0.00000000 USD 5689076.64000000 USD 9364.78000000 N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAA3 5665000.00000000 PA USD 5948250.00000000 0.036670937683 Long DBT CORP US N 2 2027-12-01 Fixed 0.05250000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HR1 14690000.00000000 PA USD 13748708.14000000 0.084760731210 Long DBT CORP US N 2 2046-12-01 Fixed 0.04000000 N N N N N N ALTICE USA INC 54930064K3612MGCER95 02156K103 404800.00000000 NS USD 13819872.00000000 0.085199456125 Long EC CORP US N 1 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 8110000.00000000 PA USD 8639015.30000000 0.053259495096 Long DBT CORP US N 2 2029-03-01 Fixed 0.06750000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAN4 5705000.00000000 PA USD 5923501.50000000 0.036518363278 Long DBT CORP CA N 2 2029-06-15 Fixed 0.04750000 N N N N N N AKUMIN INC N/A 01021FAA7 4910000.00000000 PA USD 5097512.90000000 0.031426146832 Long DBT CORP CA N 2 2025-11-01 Fixed 0.07000000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087M27 64000000.00000000 PA 51888738.30000000 0.319893866037 Long DBT NUSS CA N 2 2031-06-01 Fixed 0.01500000 N N N N N N 2021-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer