0001752724-21-186194.txt : 20210826
0001752724-21-186194.hdr.sgml : 20210826
20210826094658
ACCESSION NUMBER: 0001752724-21-186194
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK CORE BOND TRUST
CENTRAL INDEX KEY: 0001160864
IRS NUMBER: 522346891
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10543
FILM NUMBER: 211209294
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
STREET 2: MUTUAL FUND DEPARTMENT
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 888-825-2257
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
STREET 2: MUTUAL FUND DEPARTMENT
CITY: WILMINGTON
STATE: DE
ZIP: 19809
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001160864
XXXXXXXX
BlackRock Core Bond Trust
811-10543
0001160864
CC8M7XFKTNG56DXMAR33
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock Core Bond Trust
CC8M7XFKTNG56DXMAR33
2021-12-31
2021-06-30
N
1369352464.61
497677267.75
871675196.86
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5544818.31000000
0.00000000
0.00000000
9488697.45000000
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
310000.00000000
PA
USD
320905.80000000
0.036814836668
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
332000.00000000
PA
USD
355240.00000000
0.040753712079
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493008PWA7TS1SR9447
Anchorage Capital CLO 2013-1 Ltd
033292AS2
380000.00000000
PA
USD
379065.77000000
0.043487043266
Long
ABS-CBDO
CORP
KY
N
2
2030-10-13
Floating
1.84000000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd
000000000
200000.00000000
PA
USD
215475.00000000
0.024719643369
Long
DBT
CORP
MU
N
2
2026-07-29
Fixed
5.95000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCL5
245000.00000000
PA
USD
250698.70000000
0.028760563671
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
UPCB Finance VII Ltd
5493006V3WX8F38SQ991
UPCB Finance VII Ltd
000000000
100000.00000000
PA
121073.15000000
0.013889709198
Long
DBT
CORP
KY
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CA3
134000.00000000
PA
USD
133330.00000000
0.015295835017
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.38000000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
200000.00000000
PA
USD
199000.00000000
0.022829604503
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
108000.00000000
PA
USD
112320.00000000
0.012885533557
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
94000.00000000
PA
USD
97410.32000000
0.011175070754
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAZ7
2000000.00000000
PA
USD
2807650.34000000
0.322098225361
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
6.50000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
204975.00000000
0.023515066246
Long
DBT
CORP
VG
N
2
2023-01-29
Fixed
5.95000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION APR22 1.525 CALL
000000000
6960000.00000000
OU
Notional Amount
USD
152800.68000000
0.017529543177
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
6960000.00000000
OU
Notional Amount
N/A
152800.68000000
0.02000000
DIR
US
N/A
N/A
2027-04-07
0.00000000
N/A
0.00000000
N/A
6960000.00000000
USD
1.00000000
1.52500000
USD
2022-04-05
XXXX
51358.68000000
N
N
N
Banc of America Merrill Lynch Large Loan Inc
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAG1
4170000.00000000
PA
USD
4440669.70000000
0.509440869259
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.72000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
188650.00000000
0.021642235626
Long
DBT
CORP
KY
N
2
2023-02-04
Fixed
8.50000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
61000.00000000
PA
USD
62433.50000000
0.007162472928
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
154000.00000000
PA
USD
164006.92000000
0.018815141303
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD ESC 07/17 FIXED 6.5
524ESCR36
225000.00000000
PA
USD
0.02000000
0.000000002294
Long
DBT
CORP
US
N
3
2017-07-19
Fixed
6.50000000
Y
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XL2
279000.00000000
PA
USD
298178.46000000
0.034207519162
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
10000.00000000
PA
USD
10473.40000000
0.001201525526
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
410000.00000000
PA
USD
437751.88000000
0.050219609503
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
10000.00000000
PA
USD
10287.50000000
0.001180198775
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
25000.00000000
PA
USD
27000.00000000
0.003097484028
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Scenery Journey Ltd
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
400000.00000000
PA
USD
326200.00000000
0.037422195925
Long
DBT
CORP
VG
N
2
2022-11-06
Fixed
13.00000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAD5
2000.00000000
PA
USD
2025.44000000
0.000232361779
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
124000.00000000
PA
USD
125240.00000000
0.014367737025
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
3137BMWG7
3062147.06000000
PA
USD
3451794.56000000
0.395995500667
Long
ABS-MBS
USGSE
US
N
2
2045-11-15
Fixed
4.00000000
N
Y
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
208000.00000000
PA
USD
219666.72000000
0.025200524322
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBT0
6751000.00000000
PA
USD
10790213.70000000
1.237870910961
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.55000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
100000.00000000
PA
125776.07000000
0.014429235849
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
65000.00000000
PA
USD
71337.50000000
0.008183954328
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
400000.00000000
PA
USD
356200.00000000
0.040863844845
Long
DBT
CORP
KY
N
2
2024-10-30
Fixed
8.38000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAB4
400000.00000000
PA
USD
397700.00000000
0.045624792518
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
296000.00000000
PA
USD
278240.00000000
0.031920146518
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AT3
225000.00000000
PA
USD
252562.50000000
0.028974381846
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.65000000
N
N
N
N
N
N
CNT Holdings I Corp
N/A
CNT Holdings I Corp 2020 Term Loan
12656AAC3
155000.00000000
PA
USD
155000.00000000
0.017781852754
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.50000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
200000.00000000
PA
USD
205412.50000000
0.023565256960
Long
DBT
CORP
KY
N
2
2023-04-19
Fixed
7.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO RRP BNPNR OPEN
000000000
-2978500.00000000
PA
USD
-2978500.00000000
-0.34169837695
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
2978500.00000000
USD
2980086.88000000
USD
UST
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance Us Inc / Acuris Finance SARL
00511BAA5
272000.00000000
PA
USD
271145.92000000
0.031106302092
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
66000.00000000
PA
USD
64853.58000000
0.007440108452
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.88000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust
64034QAC2
1982529.00000000
PA
USD
1981413.83000000
0.227311025613
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
2.68000000
N
N
N
N
N
N
VINE ENERGY HOLDINGS LLC
254900PNIMG4CPJH6R25
Vine Energy Holdings LLC
92735LAA0
397000.00000000
PA
USD
417842.50000000
0.047935572964
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
5493008LHKT4A5V5Z173
Palmer Square CLO 2018-3 Ltd
69700LAE1
500000.00000000
PA
USD
500096.05000000
0.057371834348
Long
ABS-CBDO
CORP
KY
N
2
2026-08-15
Floating
2.06000000
N
N
N
N
N
N
Kayne CLO
N/A
Kayne CLO III Ltd
48661WAQ1
400000.00000000
PA
USD
400040.00000000
0.045893241133
Long
ABS-CBDO
CORP
KY
N
3
2032-04-15
Floating
2.86000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.896970 15-FEB-2047
000000000
2530000.00000000
OU
Notional Amount
USD
-48788.32000000
-0.00559707562
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2047-02-15
0.00000000
USD
-55.28000000
USD
2530000.00000000
USD
-48733.04000000
N
N
N
ICON LUXEMBOURG SARL
N/A
ICON LUXEMBOURG SARL 1ST LIEN TERM LOAN B
000000000
66180.50000000
PA
USD
66273.81000000
0.007603039554
Long
LON
CORP
US
N
2
2028-06-16
None
0.00000000
N
N
N
N
N
N
AVSC Holding Corp.
549300CLJBQ9YSR4U689
AVSC Holding Corp. 2018 2nd Lien Term Loan
00241YAQ7
312969.00000000
PA
USD
251940.05000000
0.028902973367
Long
LON
CORP
US
N
2
2025-09-01
Floating
8.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVIII Ltd
55821KAG1
250000.00000000
PA
USD
249377.86000000
0.028609034752
Long
ABS-CBDO
CORP
KY
N
3
2034-07-17
Floating
2.03000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48127FAA1
3640000.00000000
PA
USD
3649100.00000000
0.418630702484
Long
DBT
CORP
US
N
2
2021-10-01
Variable
3.46000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
81000.00000000
PA
USD
81506.25000000
0.009350529909
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAG6
117000.00000000
PA
USD
119655.90000000
0.013727119967
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JUN24 2.5 PUT
000000000
3950000.00000000
OU
Notional Amount
USD
94204.58000000
0.010807303034
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
94204.58000000
0.01000000
DIR
GB
N/A
N/A
2034-06-17
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
2.50000000
USD
2024-06-13
XXXX
-83380.84000000
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
489000.00000000
PA
USD
431542.50000000
0.049507259304
Long
DBT
CORP
KY
N
2
2025-08-18
Fixed
5.98000000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES
5493009ZVXOKZLQ6QJ12
ION Trading Technologies Sarl
46205YAA9
200000.00000000
PA
USD
207647.00000000
0.023821602444
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
256000.00000000
PA
USD
261760.00000000
0.030029534044
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PLK9
50000.00000000
PA
USD
53898.00000000
0.006183266449
Long
DBT
MUN
US
N
2
2046-01-01
Fixed
3.00000000
N
N
N
N
N
N
GALAXY BIDCO LTD
2138006O8YW3QCHKDY76
Galaxy Bidco Ltd
000000000
100000.00000000
PA
145765.23000000
0.016722424880
Long
DBT
CORP
JE
N
2
2026-07-31
Fixed
6.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.742000 23-JUN-2024
000000000
480000.00000000
OU
Notional Amount
USD
158.68000000
0.000018204028
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-06-24
0.00000000
USD
-5.75000000
USD
480000.00000000
USD
164.43000000
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
29583.00000000
NS
USD
825365.70000000
0.094687299004
Long
EP
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN AUG21P 130.5 EXP 07/23/2021
000000000
-60.00000000
NC
USD
-3750.00000000
-0.00043020611
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
10 Year US Treasury Note
N/A
60.00000000
NC
N/A
-3750.00000000
0.00000000
DIR
US
Short
10 Year US Treasury Note
TYQ1 Comdty
2021-09-21
60.00000000
USD
1000.00000000
130.50000000
USD
2021-07-23
XXXX
13053.06000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 40YR R RRP RBCBK 07/14/2021
000000000
-3226115.74000000
PA
USD
-3226115.74000000
-0.37010525842
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
3226115.74000000
USD
3226201.77000000
USD
AMBS
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
2Y RTP MAR22 0.518 PUT
000000000
-17280000.00000000
OU
Notional Amount
USD
-65297.49000000
-0.00749103453
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
17280000.00000000
OU
Notional Amount
N/A
-65297.49000000
-0.01000000
DIR
US
N/A
N/A
2024-03-07
0.00000000
N/A
0.00000000
N/A
17280000.00000000
USD
1.00000000
0.51800000
USD
2022-03-03
XXXX
-14969.49000000
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AU8
18000.00000000
PA
USD
18495.00000000
0.002121776559
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
123400.00000000
PA
USD
125148.58000000
0.014357249173
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8.00000000
N
N
N
N
N
N
CAIXABANK SA
549300685QG7DJS55M76
CaixaBank SA
000000000
200000.00000000
PA
258773.37000000
0.029686902980
Long
DBT
CORP
ES
N
2
2023-09-19
Fixed
6.38000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
268000.00000000
PA
USD
286090.00000000
0.032820711318
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.13000000
N
N
N
N
N
N
PROOFPOINT INC
N/A
PROOFPOINT INC 1ST LIEN TERM LOAN
000000000
164000.00000000
PA
USD
162996.32000000
0.018699203623
Long
LON
CORP
US
N
2
2028-06-09
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION APR22 1.385 PUT
000000000
13700000.00000000
OU
Notional Amount
USD
113551.49000000
0.013026812098
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
13700000.00000000
OU
Notional Amount
N/A
113551.49000000
0.01000000
DIR
US
N/A
N/A
2027-04-12
0.00000000
N/A
0.00000000
N/A
13700000.00000000
USD
1.00000000
1.38500000
USD
2022-04-08
XXXX
-85189.74000000
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
99000.00000000
PA
USD
104940.00000000
0.012038887922
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Romark CLO Ltd
254900GSE9VJ5J2MGY69
Romark CLO III Ltd
77587MAG5
250000.00000000
PA
USD
250323.23000000
0.028717489140
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
4.08000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
52000.00000000
PA
USD
58760.00000000
0.006741043018
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.38000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
1442000.00000000
PA
USD
1528851.66000000
0.175392355490
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
PROJECT PUDDING
N/A
PROOFPOINT, INC. 2ND LIEN TERM LOAN
000000000
242000.00000000
PA
USD
244117.50000000
0.028005557675
Long
LON
CORP
US
N
2
2028-05-03
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
300000.00000000
PA
USD
334389.00000000
0.038361651358
Long
DBT
CORP
CH
N
2
2026-08-21
Fixed
6.38000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
10Y RTP DEC22 1.254 PUT
000000000
-2820000.00000000
OU
Notional Amount
USD
-163476.30000000
-0.01875426771
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
2820000.00000000
OU
Notional Amount
N/A
-163476.30000000
-0.02000000
DIR
US
N/A
N/A
2033-01-04
0.00000000
N/A
0.00000000
N/A
2820000.00000000
USD
1.00000000
1.25400000
USD
2022-12-30
XXXX
-70486.80000000
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
200000.00000000
PA
USD
216000.00000000
0.024779872225
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
117000.00000000
PA
USD
115027.38000000
0.013196128605
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
114000.00000000
PA
USD
118892.88000000
0.013639585068
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
SWAPTION MAY22 2.85 PUT
000000000
4750000.00000000
OU
Notional Amount
USD
31421.68000000
0.003604746368
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Purchased
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
4750000.00000000
OU
Notional Amount
N/A
31421.68000000
0.00000000
DIR
US
N/A
N/A
2052-05-11
0.00000000
N/A
0.00000000
N/A
4750000.00000000
USD
1.00000000
2.85000000
USD
2022-05-09
XXXX
-244380.77000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
2000000.00000000
PA
USD
2166955.16000000
0.248596629548
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
458652AB0
200000.00000000
PA
USD
192600.00000000
0.022095386067
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
E.ON INTL FINANCE BV
549300TG53AWJ719M814
E.ON International Finance BV
268789AB0
3100000.00000000
PA
USD
4512803.49000000
0.517716175274
Long
DBT
CORP
NL
N
2
2038-04-30
Fixed
6.65000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AD4
70000.00000000
PA
USD
78412.60000000
0.008995621337
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
MAY22 15Y RTP SWAPTI MAY22 3.250000 PUT
000000000
4050000.00000000
OU
Notional Amount
USD
7577.31000000
0.000869281359
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
4050000.00000000
OU
Notional Amount
N/A
7577.31000000
0.00000000
DIR
US
N/A
N/A
2037-05-05
0.00000000
N/A
0.00000000
N/A
4050000.00000000
USD
1.00000000
3.25000000
USD
2022-05-03
XXXX
-206902.05000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31398AFD9
1600000.00000000
PA
USD
2432808.90000000
0.279095804121
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
5.63000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTP JAN22 1.2475 CALL
000000000
-3560000.00000000
OU
Notional Amount
USD
-30354.45000000
-0.00348231200
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
3560000.00000000
OU
Notional Amount
N/A
-30354.45000000
0.00000000
DIR
US
N/A
N/A
2032-01-31
0.00000000
N/A
0.00000000
N/A
3560000.00000000
USD
1.00000000
1.24750000
USD
2022-01-27
XXXX
53394.55000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
249000.00000000
PA
USD
256781.25000000
0.029458363725
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
1660000.00000000
PA
USD
2371491.84000000
0.272061411009
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
000000000
200000.00000000
PA
USD
216162.50000000
0.024798514490
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
HEUNGKUK LIFE INSURANCE
988400EEEB3WBUD4BW44
Heungkuk Life Insurance Co Ltd
000000000
200000.00000000
PA
USD
202725.00000000
0.023256942577
Long
DBT
CORP
KR
N
2
2022-11-09
Fixed
4.48000000
N
N
N
N
N
N
BIOCEANICO SOVEREIGN
N/A
Bioceanico Sovereign Certificate Ltd
000000000
145751.06000000
PA
USD
109950.96000000
0.012613753425
Long
DBT
CORP
KY
N
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
100000.00000000
PA
122261.98000000
0.014026093714
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION OCT21 1.775 PUT
000000000
-3040000.00000000
OU
Notional Amount
USD
-17134.53000000
-0.00196570122
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
3040000.00000000
OU
Notional Amount
N/A
-17134.53000000
0.00000000
DIR
US
N/A
N/A
2031-10-18
0.00000000
N/A
0.00000000
N/A
3040000.00000000
USD
1.00000000
1.77500000
USD
2021-10-14
XXXX
47997.47000000
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
113000.00000000
PA
USD
117520.00000000
0.013482086036
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CE4
434000.00000000
PA
USD
551712.42000000
0.063293348484
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GU6
163000.00000000
PA
USD
168357.81000000
0.019314282499
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
5.80000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS 10Y RTP JAN22 1.15 PUT
000000000
-1400000.00000000
OU
Notional Amount
USD
-60102.28000000
-0.00689503156
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
1400000.00000000
OU
Notional Amount
N/A
-60102.28000000
-0.01000000
DIR
US
N/A
N/A
2032-01-12
0.00000000
N/A
0.00000000
N/A
1400000.00000000
USD
1.00000000
1.15000000
USD
2022-01-10
XXXX
-38962.28000000
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
494000.00000000
PA
USD
523491.80000000
0.060055832939
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
250000.00000000
PA
USD
259421.88000000
0.029761301105
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION AUG22 3.25 PUT
000000000
-4270000.00000000
OU
Notional Amount
USD
-8735.44000000
-0.00100214392
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
4270000.00000000
OU
Notional Amount
N/A
-8735.44000000
0.00000000
DIR
US
N/A
N/A
2032-08-10
0.00000000
N/A
0.00000000
N/A
4270000.00000000
USD
1.00000000
3.25000000
USD
2022-08-08
XXXX
16671.06000000
N
N
N
By Crown Parent, LLC
549300B1M4J69ECRY452
By Crown Parent, LLC Term Loan B1
74966FAL7
34105.43000000
PA
USD
34062.80000000
0.003907739961
Long
LON
CORP
US
N
2
2026-02-02
Floating
4.00000000
N
N
N
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
197975.00000000
0.022712014832
Long
DBT
CORP
VG
N
2
2022-07-28
Fixed
9.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
308000.00000000
PA
USD
314930.00000000
0.036129283147
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 USD Term Loan B
45673YAB2
129362.50000000
PA
USD
128466.02000000
0.014737831300
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.35000000
N
N
N
N
N
N
Trinitas CLO Ltd
N/A
Trinitas CLO XI Ltd
89641HAG5
500000.00000000
PA
USD
501519.85000000
0.057535175006
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
3.33000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
428000.00000000
PA
USD
449699.60000000
0.051590271424
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1003000.00000000
PA
USD
1105807.50000000
0.126860039609
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION SEP21 0.25 PUT
000000000
-22950000.00000000
OU
Notional Amount
-532.28000000
-0.00006106402
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
22950000.00000000
OU
Notional Amount
N/A
-532.28000000
0.00000000
DIR
US
N/A
N/A
2023-09-07
0.00000000
N/A
0.00000000
N/A
22950000.00000000
EUR
1.00000000
-0.25000000
EUR
2021-09-03
XXXX
37226.77000000
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAQ0
1750000.00000000
PA
USD
1745545.20000000
0.200251791755
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
1.95000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
320000.00000000
PA
USD
340000.00000000
0.039005354428
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
38000.00000000
PA
USD
40090.00000000
0.004599190173
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LBP6
7000000.00000000
PA
USD
7574483.70000000
0.868957121561
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
5.28000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION DEC22 1.2325 CALL
000000000
-2560000.00000000
OU
Notional Amount
USD
-33691.96000000
-0.00386519659
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-33691.96000000
0.00000000
DIR
US
N/A
N/A
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.23250000
USD
2022-12-16
XXXX
50020.04000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
73000.00000000
PA
USD
75487.11000000
0.008660004353
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APDF6
1636000.00000000
PA
USD
1850200.99000000
0.212258074643
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F2Q7
834605.66000000
PA
USD
951790.73000000
0.109190984603
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
5.00000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
22000.00000000
PA
USD
30129.22000000
0.003456473249
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.38000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
107750.00000000
0.012361255704
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
73000.00000000
PA
USD
73912.50000000
0.008479362527
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
2750000.00000000
PA
USD
3195590.75000000
0.366603381799
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
Momentive Performance Materials Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials Inc. Term Loan B
60877JAB8
122584.71000000
PA
USD
121716.81000000
0.013963550923
Long
LON
CORP
US
N
2
2024-05-15
Floating
3.36000000
N
N
N
N
N
N
TENDAM BRANDS SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
000000000
100000.00000000
PA
117073.85000000
0.013430902981
Long
DBT
CORP
ES
N
2
2024-09-15
Floating
5.25000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
100000.00000000
PA
120650.08000000
0.013841173918
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788CAA3
163000.00000000
PA
USD
163154.85000000
0.018717390444
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
2554000.00000000
PA
USD
3280160.02000000
0.376305306359
Long
DBT
CORP
US
N
2
2066-12-15
Fixed
6.40000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO RRP BNPNR OPEN
000000000
-7650000.00000000
PA
USD
-7650000.00000000
-0.87762047463
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.10000000
2049-12-31
7650000.00000000
USD
7648886.50000000
USD
UST
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBT9
13000000.00000000
PA
USD
13134764.63000000
1.506841616844
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAK1
500000.00000000
PA
USD
638935.82000000
0.073299759165
Long
DBT
CORP
US
N
2
2036-03-17
Fixed
5.90000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
403000.00000000
PA
USD
404007.50000000
0.046348399203
Long
DBT
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
East Bay Municipal Utility District Water System Revenue
549300IZZ5HKLDKRTF96
EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE
271014TU6
1900000.00000000
PA
USD
2769383.00000000
0.317708133714
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.87000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
150000.00000000
PA
USD
158430.00000000
0.018175347947
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2020 1st Lien Term Loan
83578BAM5
410935.00000000
PA
USD
411021.30000000
0.047153033776
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.800000 08-FEB-2032
000000000
60000.00000000
OU
Notional Amount
USD
4451.42000000
0.000510674161
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-02-09
0.00000000
USD
-0.96000000
USD
60000.00000000
USD
4452.38000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAG6
21300000.00000000
PA
USD
21300831.98000000
2.443666179413
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.13000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAG5
141000.00000000
PA
USD
142057.50000000
0.016297068049
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CL5
122000.00000000
PA
USD
122457.50000000
0.014048524088
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
4.80000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAA2
470000.00000000
PA
USD
506412.78000000
0.058096499914
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
N
AMER AIRLN 15-2 A PASS T
N/A
American Airlines 2015-2 Class A Pass Through Trust
02377BAA4
1144758.86000000
PA
USD
1125003.41000000
0.129062225706
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
219000.00000000
PA
USD
235949.51000000
0.027068512543
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SWAPTION MAR23 2.01 CALL
000000000
-5170000.00000000
OU
Notional Amount
USD
-246983.83000000
-0.02833438772
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
5170000.00000000
OU
Notional Amount
N/A
-246983.83000000
-0.03000000
DIR
US
N/A
N/A
2033-03-03
0.00000000
N/A
0.00000000
N/A
5170000.00000000
USD
1.00000000
2.01000000
USD
2023-03-01
XXXX
-50006.83000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
96000.00000000
PA
USD
95520.00000000
0.010958210161
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
41580.00000000
PA
USD
41444.87000000
0.004754623069
Long
LON
CORP
US
N
2
2027-01-29
Floating
3.60000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABE2
1155000.00000000
PA
USD
1442032.85000000
0.165432360034
Long
DBT
US
N
2
2045-06-01
Fixed
4.50000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BF1
125000.00000000
PA
USD
131875.00000000
0.015128915044
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BP3
1450000.00000000
PA
USD
2068016.68000000
0.237246245786
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.13000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
1750000.00000000
PA
USD
1950900.00000000
0.223810429277
Long
DBT
CORP
GB
N
2
2025-03-30
Fixed
6.38000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
397000.00000000
PA
USD
415778.10000000
0.047698741629
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
77000.00000000
PA
USD
81620.00000000
0.009363579495
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AL6
900000.00000000
PA
USD
911044.89000000
0.104516555396
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
3.78000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD Term Loan
05988HAE7
178810.63000000
PA
USD
177693.06000000
0.020385237602
Long
LON
CORP
US
N
2
2025-10-02
Floating
3.85000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
750000.00000000
PA
USD
830378.65000000
0.095262392803
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.710000 06-MAR-2026
000000000
3630000.00000000
OU
Notional Amount
USD
-3261.38000000
-0.00037415083
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-03-06
0.00000000
USD
-39.10000000
USD
3630000.00000000
USD
-3222.28000000
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
200000.00000000
PA
USD
206412.50000000
0.023679978591
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.13000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
910000.00000000
PA
USD
1012102.00000000
0.116109991846
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
250000.00000000
PA
USD
268125.00000000
0.030759737223
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.652000 20-APR-2027
000000000
530000.00000000
OU
Notional Amount
USD
15113.25000000
0.001733816684
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-04-20
0.00000000
USD
-7.02000000
USD
530000.00000000
USD
15120.27000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
153000.00000000
PA
USD
152747.55000000
0.017523448017
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAC0
240000.00000000
PA
USD
251874.79000000
0.028895486633
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
4.30000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
348000.00000000
PA
USD
345390.00000000
0.039623704017
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.88000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
150000.00000000
PA
USD
154500.00000000
0.017724491938
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-2
N/A
Trimaran CAVU 2019-2 Ltd
89624JAJ6
500000.00000000
PA
USD
503692.70000000
0.057784447901
Long
ABS-CBDO
CORP
KY
N
2
2032-11-26
Floating
4.91000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
93000.00000000
PA
USD
93000.00000000
0.010669111652
Long
DBT
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
17000.00000000
PA
USD
18014.56000000
0.002066659699
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
168000.00000000
PA
USD
180366.48000000
0.020691936704
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION FEB22 0.682 PUT
000000000
-2870000.00000000
OU
Notional Amount
USD
-241617.01000000
-0.02771869738
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2870000.00000000
OU
Notional Amount
N/A
-241617.01000000
-0.03000000
DIR
US
N/A
N/A
2032-02-09
0.00000000
N/A
0.00000000
N/A
2870000.00000000
USD
1.00000000
0.68200000
USD
2022-02-07
XXXX
-148248.17000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION MAR22 1.6 PUT
000000000
-2840000.00000000
OU
Notional Amount
USD
-57751.68000000
-0.00662536690
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-57751.68000000
-0.01000000
DIR
US
N/A
N/A
2032-03-07
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
1.60000000
USD
2022-03-03
XXXX
-7199.68000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
3160000.00000000
PA
USD
3227150.00000000
0.370223910422
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.88000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
200000.00000000
PA
USD
201500.00000000
0.023116408580
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
CITGO Holding Inc.
549300NYHOALWZ2BSL72
CITGO Holding Inc. 2019 Term Loan B
17304YAD4
156217.50000000
PA
USD
154811.54000000
0.017760232315
Long
LON
CORP
US
N
2
2023-08-01
Floating
8.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
7000.00000000
PA
USD
7860.09000000
0.000901722342
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
6.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
66567.00000000
NS
USD
1965057.84000000
0.225434639769
Long
EP
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
870000.00000000
PA
USD
949341.21000000
0.108909971675
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
131000.00000000
PA
USD
130672.50000000
0.014990962283
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAD6
66000.00000000
PA
USD
66825.00000000
0.007666272969
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.63000000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
169000.00000000
PA
USD
167943.75000000
0.019266780861
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.88000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
3000000.00000000
PA
USD
3867553.11000000
0.443691999489
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AY8
61000.00000000
PA
USD
69463.75000000
0.007968994672
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
10.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
189000.00000000
PA
USD
198213.75000000
0.022739404621
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
115.00000000
NC
USD
272040.32000000
0.031208909118
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
16640147.18000000
USD
272040.32000000
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp. 2021 DIP Term Loan B
35906EAQ3
198000.00000000
PA
USD
198000.00000000
0.022714882873
Long
LON
CORP
US
N
2
2028-05-01
Floating
4.50000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
145000.00000000
PA
USD
142803.25000000
0.016382621705
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
200000.00000000
PA
USD
191400.00000000
0.021957720110
Long
DBT
CORP
LU
N
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
400000.00000000
PA
USD
402575.00000000
0.046184060467
Long
DBT
CORP
KY
N
2
2024-11-10
Fixed
5.88000000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
69000.00000000
PA
USD
69597.54000000
0.007984343279
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
150000.00000000
PA
USD
156750.00000000
0.017982615607
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.340500 13-DEC-2023
000000000
1190000.00000000
OU
Notional Amount
USD
-3432.02000000
-0.00039372693
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-12-13
14.25000000
USD
0.00000000
USD
1190000.00000000
USD
-3446.27000000
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
352000.00000000
PA
USD
371631.04000000
0.042634118917
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12555QAJ5
500000.00000000
PA
USD
500446.35000000
0.057412021335
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
4.18000000
N
N
N
N
N
N
SLM Student Loan Trust
549300XEL6YCZ2OF2E98
SLM Private Education Loan Trust 2014-A
78448DAE7
500000.00000000
PA
USD
501209.15000000
0.057499530995
Long
ABS-O
CORP
US
N
2
2044-11-15
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
3000.00000000
PA
USD
3165.00000000
0.000363093961
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-GC15
17321JAG9
7183000.00000000
PA
USD
7723054.57000000
0.886001414038
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
5.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.312500 27-FEB-2030
000000000
60000.00000000
OU
Notional Amount
USD
40.33000000
0.000004626723
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-02-27
0.00000000
USD
-0.84000000
USD
60000.00000000
USD
41.17000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
190000.00000000
PA
USD
200212.50000000
0.022968704480
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
107262.19000000
PA
USD
106974.73000000
0.012272315466
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.15000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FHLMC 30YR RRP RBCBK 07/14/2021
000000000
-5914742.52000000
PA
USD
-5914742.52000000
-0.67854890689
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
5914742.52000000
USD
5914900.25000000
USD
AMBS
N
N
N
PT BANK TABUNGAN NEGARA
2549009BLYOGL9ZLAW17
Bank Tabungan Negara Persero Tbk PT
000000000
200000.00000000
PA
USD
204600.00000000
0.023472045635
Long
DBT
CORP
ID
N
2
2025-01-23
Fixed
4.20000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
101000.00000000
PA
USD
97376.63000000
0.011171205782
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
198000.00000000
PA
USD
193545.00000000
0.022203798008
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
176725.00000000
0.020274180180
Long
DBT
CORP
VG
N
2
2024-02-27
Fixed
8.63000000
N
N
N
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566AJ6
176000.00000000
PA
USD
179520.00000000
0.020594827138
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.817000 04-APR-2039
000000000
1560000.00000000
OU
Notional Amount
USD
-95014.82000000
-0.01090025508
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2039-04-04
0.00000000
USD
-24.09000000
USD
1560000.00000000
USD
-94990.73000000
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBJ5
875000.00000000
PA
USD
860165.86000000
0.098679630107
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
3.34000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.535000 25-FEB-2026
000000000
7420000.00000000
OU
Notional Amount
USD
5607.05000000
0.000643249919
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-02-25
0.00000000
USD
-79.92000000
USD
7420000.00000000
USD
5686.97000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CQ0
275000.00000000
PA
USD
285312.50000000
0.032731515251
Long
DBT
CORP
GB
N
2
2031-03-09
Fixed
4.70000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
360000.00000000
PA
USD
361305.00000000
0.041449498769
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686VAA1
500000.00000000
PA
USD
502992.95000000
0.057704171440
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.63000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION DEC22 1.245 PUT
000000000
-2560000.00000000
OU
Notional Amount
USD
-147960.81000000
-0.01697430539
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-147960.81000000
-0.02000000
DIR
US
N/A
N/A
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.24500000
USD
2022-12-16
XXXX
-64248.81000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
738000.00000000
PA
USD
802353.60000000
0.092047313367
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAA1
1010000.00000000
PA
USD
1376907.52000000
0.157961075978
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.82000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
218000.00000000
PA
USD
228292.87000000
0.026190130317
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
1935000.00000000
PA
USD
2112125.16000000
0.242306442538
Long
DBT
CORP
CA
N
2
2078-03-01
Fixed
6.25000000
N
N
N
N
N
N
Energuate Trust
549300RVM37LH8GY7E41
Energuate Trust
29277RAA3
201000.00000000
PA
USD
209203.31000000
0.024000144865
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.88000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
200000.00000000
PA
USD
211500.00000000
0.024263624887
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
120000.00000000
PA
USD
127620.00000000
0.014640774506
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
121000.00000000
PA
USD
125235.00000000
0.014367163417
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAW9
2095000.00000000
PA
USD
2529965.66000000
0.290241786059
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAB0
200000.00000000
PA
USD
217600.00000000
0.024963426834
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
2Y RTP MAR22 0.568 PUT
000000000
-33470000.00000000
OU
Notional Amount
USD
-125584.80000000
-0.01440729304
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
33470000.00000000
OU
Notional Amount
N/A
-125584.80000000
-0.01000000
DIR
US
N/A
N/A
2024-03-25
0.00000000
N/A
0.00000000
N/A
33470000.00000000
USD
1.00000000
0.56800000
USD
2022-03-23
XXXX
-16807.30000000
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
118000.00000000
PA
USD
128148.00000000
0.014701347527
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.987500 02-MAR-2023
000000000
3360000.00000000
OU
Notional Amount
USD
51702.43000000
0.005931387079
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
33.35000000
USD
0.00000000
USD
3360000.00000000
USD
51669.08000000
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
33967.50000000
PA
USD
36018.43000000
0.004132093023
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
000000000
300000.00000000
PA
USD
314681.25000000
0.036100746141
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
44000.00000000
PA
USD
40969.28000000
0.004700062609
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCR8
758000.00000000
PA
USD
765296.79000000
0.087796095696
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5.00000000
N
N
N
N
N
N
IMPULSORA PIPELINE BRTJLH9Q1
N/A
IMPULSORA PIPELINE BRTJLH9Q1
000000000
1701176.81000000
PA
USD
1687243.49000000
0.193563324513
Long
DBT
CORP
US
N
3
2042-12-31
Fixed
6.05000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
46000.00000000
PA
USD
47495.00000000
0.005448703848
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAA3
11000.00000000
PA
USD
10912.33000000
0.001251880292
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
ANTON OILFIELD SERV GRP/
30030021ZM71H1GIKX11
Anton Oilfield Services Group/Hong Kong
000000000
200000.00000000
PA
USD
196975.00000000
0.022597293201
Long
DBT
CORP
KY
N
2
2022-12-02
Fixed
7.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YT4
200000.00000000
PA
USD
208324.34000000
0.023899307993
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.82000000
N
N
N
N
N
N
PERIAMA HOLDINGS LLC/DE
254900NINXO00BLT2Z47
Periama Holdings LLC/DE
000000000
400000.00000000
PA
USD
434200.00000000
0.049812132037
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
4000000.00000000
PA
USD
3915625.00000000
0.449206885099
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.88000000
N
N
N
N
N
N
Shackleton CLO LTD
549300NCJRO2LKFZ8G86
Shackleton 2015-VII-R CLO Ltd
81883AAE9
250000.00000000
PA
USD
249988.08000000
0.028679040186
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.53000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
200000.00000000
PA
USD
219500.00000000
0.025181397932
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.13000000
N
N
N
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
12000.00000000
PA
USD
12596.64000000
0.001445107081
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTR APR25 0.89 CALL
000000000
1640000.00000000
OU
Notional Amount
USD
24183.52000000
0.002774372849
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
1640000.00000000
OU
Notional Amount
N/A
24183.52000000
0.00000000
DIR
US
N/A
N/A
2035-05-02
0.00000000
N/A
0.00000000
N/A
1640000.00000000
USD
1.00000000
0.89000000
USD
2025-04-30
XXXX
-64294.48000000
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAD8
168000.00000000
PA
USD
176820.00000000
0.020285078735
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.75000000
N
N
N
N
N
N
Illuminate Buyer, LLC
549300K1Y0YC1YC1H809
Illuminate Buyer, LLC 2021 Term Loan
45232UAE8
182086.14000000
PA
USD
180882.55000000
0.020751141096
Long
LON
CORP
US
N
2
2027-06-30
Floating
3.60000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
29000.00000000
PA
USD
29870.00000000
0.003426735108
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc. 2017 Term Loan
10524MAN7
1123358.22000000
PA
USD
1104227.43000000
0.126678771402
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
2710000.00000000
PA
USD
3291364.57000000
0.377590710606
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP TREASURY BO RRP CALIP OPEN
000000000
-3840000.00000000
PA
USD
-3840000.00000000
-0.44053106177
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2049-12-31
4000000.00000000
USD
3915625.00000000
USD
UST
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AE1
250000.00000000
PA
USD
250183.38000000
0.028701445320
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
3.14000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP VERIZON COM RRP BNPNR OPEN
000000000
-9856460.00000000
PA
USD
-9856460.00000000
-1.13074916385
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.29000000
2049-12-31
9856460.00000000
USD
9858286.18000000
USD
CDS
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.605500 01-NOV-2023
000000000
3260000.00000000
OU
Notional Amount
USD
-76312.85000000
-0.00875473459
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-11-01
0.00000000
USD
-38.31000000
USD
3260000.00000000
USD
-76274.54000000
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
701000.00000000
PA
USD
736050.00000000
0.084440856256
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
6.50000000
N
N
Y
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAL6
250000.00000000
PA
USD
250450.00000000
0.028732032401
Long
ABS-CBDO
CORP
KY
N
3
2029-04-25
Floating
1.74000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.950500 04-DEC-2030
000000000
1620000.00000000
OU
Notional Amount
USD
68538.31000000
0.007862826686
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-12-04
0.00000000
USD
-25.02000000
USD
1620000.00000000
USD
68563.33000000
N
N
N
WR Grace & Co-Conn
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AF5
21000.00000000
PA
USD
23212.77000000
0.002663006826
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.63000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
162000.00000000
PA
USD
173542.50000000
0.019909078590
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
300000.00000000
PA
USD
244650.00000000
0.028066646943
Long
DBT
CORP
KY
N
2
2023-07-28
Fixed
9.25000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
44000.00000000
PA
USD
45870.00000000
0.005262281198
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
3581000.00000000
PA
USD
3589952.50000000
0.411845204834
Long
DBT
CORP
US
N
2
2021-07-30
Variable
3.66000000
N
N
N
N
N
N
Xplornet Communications, Inc.
2138007ZVGYYNWEGU394
Xplornet Communications, Inc. 2020 Term Loan B
000000000
306030.28000000
PA
USD
305920.11000000
0.035095653874
Long
LON
CORP
CA
N
2
2027-06-10
Floating
4.85000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AS8
550000.00000000
PA
USD
630262.78000000
0.072304773873
Long
DBT
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
239000.00000000
PA
USD
234260.63000000
0.026874761475
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
39000.00000000
PA
USD
40812.33000000
0.004682057049
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
5195000.00000000
PA
USD
5314485.00000000
0.609686385381
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376FVU3
1566632.52000000
PA
USD
15.67000000
0.000001797687
Long
ABS-MBS
USGA
US
N
2
2032-09-20
Floating
6.08000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B
000000000
79600.00000000
PA
USD
79600.00000000
0.009131841801
Long
LON
CORP
US
N
2
2026-10-30
Floating
4.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
500000.00000000
PA
USD
609176.75000000
0.069885750127
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
KRATOS DEFENSE & SEC
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions Inc
50077BAM0
371000.00000000
PA
USD
388158.75000000
0.044530204759
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
6.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2 Mortgage Loan Trust
19688JAD9
1100000.00000000
PA
USD
1143483.00000000
0.131182234405
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
5.25000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
148000.00000000
PA
USD
173160.00000000
0.019865197567
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAF3
465000.00000000
PA
USD
538903.14000000
0.061823846994
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
271000.00000000
PA
USD
282009.38000000
0.032352575938
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2021 Term Loan
83600VAE1
254000.00000000
PA
USD
252836.68000000
0.029005836223
Long
LON
CORP
US
N
2
2026-12-11
Floating
3.25000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAF8
5000.00000000
PA
USD
5287.50000000
0.000606590622
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50
N/A
CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50
000000000
5650119.86000000
PA
USD
3928705.92000000
0.450707549572
Long
DBT
CORP
US
N
3
2050-07-01
Fixed
5.30000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION JUL21 0.0000001 PUT
000000000
-5230000.00000000
OU
Notional Amount
-0.06000000
-0.00000000688
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5230000.00000000
OU
Notional Amount
N/A
-0.06000000
0.00000000
DIR
US
N/A
N/A
2023-07-05
0.00000000
N/A
0.00000000
N/A
5230000.00000000
EUR
1.00000000
0.00000010
EUR
2021-07-01
XXXX
10802.62000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP FHLB RRP BNPNR OPEN
000000000
-1548593.75000000
PA
USD
-1548593.75000000
-0.17765720024
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.07000000
2049-12-31
1375000.00000000
USD
1474514.13999999
USD
CDS
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
10Y RTP SWAPTION 1.2 JAN22 1.25 PUT
000000000
250000000.00000000
OU
Notional Amount
0.02000000
0.000000002294
N/A
DIR
JP
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Put
Purchased
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
0.02000000
0.00000000
DIR
US
N/A
N/A
2022-01-13
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.25000000
JPY
2022-01-11
XXXX
-30755.88000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION EURIBOR AUG21 NEG0.15 PUT
000000000
-6990000.00000000
OU
Notional Amount
-2.82000000
-0.00000032351
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
6990000.00000000
OU
Notional Amount
N/A
-2.82000000
0.00000000
DIR
US
N/A
N/A
2023-08-11
0.00000000
N/A
0.00000000
N/A
6990000.00000000
EUR
1.00000000
-0.15000000
EUR
2021-08-09
XXXX
9472.99000000
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
200000.00000000
PA
USD
201250.00000000
0.023087728172
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
126000.00000000
PA
USD
152145.00000000
0.017454322498
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc. 2020 Term Loan
000000000
59877.44000000
PA
USD
59885.82000000
0.006870198924
Long
LON
CORP
CA
N
2
2025-05-30
Floating
3.50000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
22000.00000000
PA
USD
26571.71000000
0.003048349900
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP FHLB RRP BNPNR OPEN
000000000
-2607281.25000000
PA
USD
-2607281.25000000
-0.29911155662
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.07000000
2049-12-31
2175000.00000000
USD
2510808.79875000
USD
CDS
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2020 Term Loan B
78571YBE9
58705.00000000
PA
USD
58998.53000000
0.006768407568
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.75000000
N
N
N
N
N
N
Romark CLO Ltd
N/A
Romark CLO Ltd
77587UAE2
500000.00000000
PA
USD
499263.55000000
0.057276328591
Long
ABS-CBDO
CORP
KY
N
2
2030-10-23
Floating
2.32000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
1050000.00000000
PA
USD
1161562.50000000
0.133256344127
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CH6
46000.00000000
PA
USD
47035.00000000
0.005395931898
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
111000.00000000
PA
USD
116584.41000000
0.013374753626
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
523000.00000000
PA
USD
608902.75000000
0.069854316400
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Fairstone Financial Issuance Trust I
549300LY2ZF7LX6T3F37
Fairstone Financial Issuance Trust I
30575PAS5
170000.00000000
PA
136224.91000000
0.015627943813
Long
ABS-O
CORP
CA
N
2
2039-10-20
Fixed
5.16000000
N
N
N
N
N
N
York CLO Ltd
549300HNXZUJB12SQJ60
York Clo-4 Ltd
986252AY0
1500000.00000000
PA
USD
1500070.80000000
0.172090568299
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
3.34000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
48000.00000000
PA
USD
50520.00000000
0.005795736781
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAV1
178000.00000000
PA
USD
199838.38000000
0.022925784824
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
5.30000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
G52132BW9
200000.00000000
PA
USD
205912.50000000
0.023622617775
Long
DBT
CORP
KY
N
2
2022-10-22
Fixed
11.95000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
117000.00000000
PA
USD
120656.25000000
0.013841881750
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
393000.00000000
PA
USD
423457.50000000
0.048579734920
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.13000000
N
N
N
N
N
N
Starwood Residential Mortgage Trust
N/A
STAR 2021-1 Trust
85573GAD4
2050000.00000000
PA
USD
2046136.57000000
0.234736123887
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.36000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13876XAN1
500000.00000000
PA
USD
500877.50000000
0.057461483566
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.51000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AT3
12000.00000000
PA
USD
13545.00000000
0.001553904487
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.25000000
N
N
N
N
N
N
Stoneway Capital Corp
549300CV1RKODDF74O91
Stoneway Capital Corp
86188PAA5
469358.99000000
PA
USD
126873.60000000
0.014555146281
Long
DBT
CORP
CA
N
2
2027-03-01
None
0.00000000
Y
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
239000.00000000
PA
USD
454264.31000000
0.052113942399
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.63000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HWH6
194.50000000
PA
USD
191.07000000
0.000021919861
Long
ABS-MBS
USGSE
US
N
2
2023-06-25
None
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273RBG3
1250000.00000000
PA
USD
1407262.49000000
0.161443447636
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
721000.00000000
PA
USD
787512.25000000
0.090344689494
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AA1
196000.00000000
PA
USD
198732.24000000
0.022798886639
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
19000.00000000
PA
USD
19858.80000000
0.002278233919
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-8000000.00000000
PA
USD
-8000000.00000000
-0.91777304537
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
8000000.00000000
USD
8000460.00000000
USD
UST
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
121000.00000000
PA
USD
125282.19000000
0.014372577130
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAD2
463000.00000000
PA
USD
480941.25000000
0.055174364457
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-23593750.00000000
PA
USD
-23593750.00000000
-2.70671347366
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.13000000
2049-12-31
23593750.00000000
USD
23590748.35000000
USD
UST
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
1750000.00000000
PA
USD
2333187.50000000
0.267667074663
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
441000.00000000
PA
USD
447081.39000000
0.051289906103
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
355215.00000000
PA
USD
355659.02000000
0.040801782737
Long
LON
CORP
US
N
2
2027-10-19
Floating
4.50000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
11000.00000000
PA
USD
11082.50000000
0.001271402471
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
94000.00000000
PA
USD
95339.50000000
0.010937502907
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CG1
1225000.00000000
PA
USD
1743807.97000000
0.200052493896
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP
14987KAA1
975000.00000000
PA
USD
994500.00000000
0.114090661703
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.13000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
183000.00000000
PA
USD
185953.62000000
0.021332902515
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AU6
166000.00000000
PA
USD
204595.00000000
0.023471472027
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.20000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
553091.79000000
PA
USD
554242.22000000
0.063583571265
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
386000.00000000
PA
USD
408191.14000000
0.046828353206
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.63000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAF5
200000.00000000
PA
USD
219100.00000000
0.025135509280
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
123000.00000000
PA
USD
119110.74000000
0.013664578323
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.13000000
N
N
N
N
N
N
SWITCH LTD
5493002D70VTFFLT8L43
Switch Ltd
87105NAC4
151000.00000000
PA
USD
154963.75000000
0.017777694095
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
144000.00000000
PA
USD
142523.41000000
0.016350518004
Long
DBT
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
OVINTIV INC
CZ72ZHBVKZXQRV3XFE26
Ovintiv Inc
292505AD6
33000.00000000
PA
USD
43563.78000000
0.004997707879
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAG3
337000.00000000
PA
USD
436752.00000000
0.050104901639
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.25000000
N
N
N
N
Y
CNX Resources Corp
CNX Resources Corp
USD
XXXX
N
N
N
CCC Information Services, Inc.
5493006JEEL9RIWY5T17
CCC Information Services, Inc. 2017 1st Lien Term Loan
124886AH5
29846.26000000
PA
USD
29829.84000000
0.003422127887
Long
LON
CORP
US
N
2
2024-04-29
Floating
4.00000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
200000.00000000
PA
USD
207360.00000000
0.023788677336
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.38000000
N
N
N
N
N
N
P&L DEV LLC/PLD FIN CORP
N/A
P&L Development LLC / PLD Finance Corp
69306RAA4
150000.00000000
PA
USD
157500.00000000
0.018068656830
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AC7
200000.00000000
PA
USD
199730.00000000
0.022913351294
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
AMER AIRLN 15-2 AA PTT
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
1144753.10000000
PA
USD
1184128.14000000
0.135845111145
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
202787.50000000
0.023264112679
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XXV5
1000000.00000000
PA
USD
1202060.00000000
0.137902283365
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAF0
190000.00000000
PA
USD
190000.00000000
0.021797109827
Long
ABS-O
CORP
US
N
3
2053-01-15
Fixed
3.00000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
171000.00000000
PA
USD
174866.31000000
0.020060948232
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8DJ9
6947739.02000000
PA
USD
7384268.45000000
0.847135317902
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273RBL2
540000.00000000
PA
USD
631802.99000000
0.072481469276
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.501000 19-AUG-2027
000000000
1310000.00000000
OU
Notional Amount
USD
47192.71000000
0.005414024647
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-08-19
0.00000000
USD
-16.68000000
USD
1310000.00000000
USD
47209.39000000
N
N
N
BANK OF COMMUNICATIONS
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
518000.00000000
PA
USD
537198.38000000
0.061628274147
Long
DBT
CORP
CN
N
2
2025-11-18
Fixed
3.80000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-C
83208AAG8
160000.00000000
PA
USD
160000.00000000
0.018355460907
Long
ABS-O
CORP
US
N
3
2053-01-15
Fixed
3.93000000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
194287.50000000
0.022288978819
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
157000.00000000
PA
USD
158491.50000000
0.018182403327
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.478000 21-JAN-2026
000000000
7710000.00000000
OU
Notional Amount
USD
-132104.50000000
-0.01515524365
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-01-21
94.69000000
USD
0.00000000
USD
7710000.00000000
USD
-132199.19000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
2800000.00000000
PA
USD
2928515.63000000
0.335964088521
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.784300 15-FEB-2047
000000000
2240000.00000000
OU
Notional Amount
USD
4031.47000000
0.000462496812
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2047-02-15
48.94000000
USD
0.00000000
USD
2240000.00000000
USD
3982.53000000
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-15839687.50000000
PA
USD
-15839687.50000000
-1.81715477933
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
15839687.50000000
USD
15840901.88000000
USD
UST
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
1000.00000000
PA
USD
1000.00000000
0.000114721630
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.63000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP TREASURY BO RRP CALIP OPEN
000000000
-735556.25000000
PA
USD
-735556.25000000
-0.08438421245
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.09000000
2049-12-31
735556.25000000
USD
735612.03000000
USD
UST
N
N
N
Emerald TopCo Inc
549300HC42NZULO53062
Emerald TopCo Inc Term Loan
29102TAB8
105669.00000000
PA
USD
105008.57000000
0.012046754384
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.69000000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
000000000
250000.00000000
PA
USD
258015.63000000
0.029599973812
Long
DBT
CORP
SG
N
2
2027-01-30
Fixed
6.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
572000.00000000
PA
USD
592735.00000000
0.067999525756
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
402000.00000000
PA
USD
433235.40000000
0.049701471552
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GDZ5
885000.00000000
PA
USD
1252974.15000000
0.143743237677
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
5.95000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
148000.00000000
PA
USD
142820.00000000
0.016384543292
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
175000.00000000
PA
USD
185018.75000000
0.021225652704
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.13000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
269000.00000000
PA
USD
276989.30000000
0.031776664174
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
WFBCP6PB6JZR80B7U482
CrownRock LP / CrownRock Finance Inc
228701AF5
557000.00000000
PA
USD
576495.00000000
0.066136446474
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
870000.00000000
PA
USD
972160.39000000
0.111527825215
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.13000000
N
N
N
N
N
N
Castle US Holding Corporation
N/A
Castle US Holding Corporation USD Term Loan B
14852DAC5
135572.90000000
PA
USD
133772.49000000
0.015346598191
Long
LON
CORP
US
N
2
2027-01-29
Floating
3.90000000
N
N
N
N
N
N
MSG National Properties, LLC
N/A
MSG National Properties, LLC Term Loan
55357JAB7
257355.00000000
PA
USD
265075.65000000
0.030409910819
Long
LON
CORP
US
N
3
2025-11-12
Floating
7.00000000
N
N
N
N
N
N
PQ Corp
2H1FRGMQKKSWC9PFJY28
PQ Corp
693522AH7
309000.00000000
PA
USD
317111.25000000
0.036379519704
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AM1
610000.00000000
PA
USD
888666.49000000
0.101949268856
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan
44988LAG2
247380.00000000
PA
USD
247226.62000000
0.028362240991
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.25000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
210000.00000000
PA
USD
222705.00000000
0.025549080758
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.88000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
199575AT8
3000000.00000000
PA
USD
4120980.54000000
0.472765607515
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.60000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.355000 20-JUN-2027
000000000
1100000.00000000
OU
Notional Amount
USD
-3384.56000000
-0.00038828224
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-06-21
0.00000000
USD
-14.91000000
USD
1100000.00000000
USD
-3369.65000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELX73
3464732.40000000
PA
USD
3860569.97000000
0.442890882281
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.50000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY BO RRP NOMSI OPEN
000000000
-10526750.00000000
PA
USD
-10526750.00000000
-1.20764592567
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
10526750.00000000
USD
10527557.05000000
USD
UST
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
139000.00000000
PA
USD
191368.25000000
0.021954077698
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
WANDA PROPERTIES OVERSEA
549300BJ7FGBP0KHXY31
Wanda Properties Overseas Ltd
000000000
200000.00000000
PA
USD
197475.00000000
0.022654654016
Long
DBT
CORP
VG
N
2
2023-07-23
Fixed
6.88000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
650000.00000000
PA
USD
661375.00000000
0.075874018485
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
1000000.00000000
PA
USD
999570.20000000
0.114672323315
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
1.44000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
91000.00000000
PA
USD
93388.75000000
0.010713709686
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0RK7
1136889.77000000
PA
USD
1242142.00000000
0.142500555766
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
178000.00000000
PA
USD
188427.24000000
0.021616680235
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.761000 03-JUN-2031
000000000
3648000.00000000
OU
Notional Amount
USD
238717.89000000
0.027386105611
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-03
0.00000000
USD
-57.09000000
USD
3648000.00000000
USD
238774.98000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.445000 01-MAR-2024
000000000
5850000.00000000
OU
Notional Amount
USD
-16929.82000000
-0.00194221655
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-03-01
70.05000000
USD
0.00000000
USD
5850000.00000000
USD
-16999.87000000
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
57000.00000000
PA
USD
59889.90000000
0.006870666988
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
1575000.00000000
PA
USD
1755463.50000000
0.201389635304
Long
DBT
CORP
GB
N
2
2025-12-29
Fixed
6.00000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
299761.21000000
PA
USD
292315.14000000
0.033534869530
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.35000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HUF2
306.62000000
PA
USD
302.77000000
0.000034734268
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
None
0.00000000
N
N
N
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
312909PB4
1216.80000000
PA
USD
24.49000000
0.000002809532
Long
ABS-MBS
USGSE
US
N
2
2022-04-15
Fixed
8.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
245000.00000000
PA
USD
273175.00000000
0.031339081458
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
CALRIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAB5
348000.00000000
PA
USD
357135.00000000
0.040971109569
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AE4
2800000.00000000
PA
USD
3732685.91000000
0.428219814381
Long
DBT
CORP
FR
N
2
2040-01-27
Fixed
5.60000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
171000.00000000
PA
USD
181687.50000000
0.020843486272
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B5
000000000
1070496.00000000
PA
USD
1087698.87000000
0.124782588046
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
8.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.245000 06-MAR-2050
000000000
460000.00000000
OU
Notional Amount
USD
57825.32000000
0.006633815004
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-03-07
0.00000000
USD
-10.30000000
USD
460000.00000000
USD
57835.62000000
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
250000.00000000
PA
USD
262312.50000000
0.030092917745
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
210537.50000000
0.024153205317
Long
DBT
CORP
KY
N
2
2024-06-09
Fixed
6.90000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
211662.50000000
0.024282267152
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
6.50000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
2500000.00000000
OU
Notional Amount
USD
-193167.64000000
-0.02216050665
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-263536.54000000
USD
2500000.00000000
USD
70368.90000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
132000.00000000
PA
USD
135392.40000000
0.015532436908
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.63000000
N
N
N
N
N
N
Grupo KUO SAB De CV
549300WIYIAVCFZI6Z04
Grupo KUO SAB De CV
40052CAC0
200000.00000000
PA
USD
208725.00000000
0.023945272361
Long
DBT
CORP
MX
N
2
2027-07-07
Fixed
5.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
141000.00000000
PA
USD
161636.76000000
0.018543232683
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
200000.00000000
PA
USD
200475.00000000
0.022998818908
Long
DBT
CORP
KY
N
2
2021-08-09
Fixed
7.88000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-1 Ltd
13887PAP0
250000.00000000
PA
USD
248834.23000000
0.028546668632
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.08000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
SWAPTION JUN25 1.429 CALL
000000000
1120000.00000000
OU
Notional Amount
USD
31435.80000000
0.003606366237
N/A
DIR
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Call
Purchased
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
BFM8T61CT2L1QCEMIK50
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
31435.80000000
0.00000000
DIR
US
N/A
N/A
2025-06-05
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.42900000
USD
2025-06-05
XXXX
-28596.20000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359QFX7
5896.80000000
PA
USD
40.34000000
0.000004627870
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
1.20000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
59000.00000000
PA
USD
61507.50000000
0.007056240698
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FHLMC GOLD RRP RBCBK 07/14/2021
000000000
-976954.24000000
PA
USD
-976954.24000000
-0.11207778350
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
976954.24000000
USD
976980.29000000
USD
AMBS
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
71000.00000000
PA
USD
75526.25000000
0.008664494558
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP TREASURY NO RRP CALIP OPEN
000000000
-1910000.00000000
PA
USD
-1910000.00000000
-0.21911831458
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.03000000
2049-12-31
1910000.00000000
USD
1909772.92000000
USD
UST
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-1500000.00000000
PA
USD
-1500000.00000000
-0.17208244600
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
1500000.00000000
USD
1500000.00000000
USD
UST
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
255000.00000000
PA
USD
311100.00000000
0.035689899302
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
100000.00000000
PA
144001.53000000
0.016520090340
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
104000.00000000
PA
USD
108420.00000000
0.012438119197
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABA9
35000.00000000
PA
USD
39112.50000000
0.004487049779
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.13000000
N
N
N
N
N
N
Connect Finco Sarl
2594001KNYIQ456J2792
Connect Finco Sarl 2021 Term Loan B
000000000
107813.43000000
PA
USD
107881.35000000
0.012376324391
Long
LON
CORP
LU
N
2
2026-12-11
Floating
4.50000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
480000.00000000
PA
USD
729600.00000000
0.083700901738
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
293000.00000000
PA
USD
297491.69000000
0.034128731788
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
LITIGATION FEE RESIDUAL
N/A
LITIGATION FEE RESIDUAL 10/27 4
53689HAA7
1307555.00000000
PA
USD
1287941.68000000
0.147754769739
Long
ABS-O
CORP
US
N
3
2027-10-30
Fixed
4.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
159000.00000000
PA
USD
166552.50000000
0.019107174392
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAB6
237000.00000000
PA
USD
236407.50000000
0.027121053903
Long
DBT
US
N
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBF2
309000.00000000
PA
USD
351020.53000000
0.040269647600
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
50000.00000000
PA
USD
52181.00000000
0.005986289410
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-2649000.00000000
PA
USD
-2649000.00000000
-0.30389759964
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
2649000.00000000
USD
2649203.09000000
USD
UST
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.53345 SOFR 21-OCT-2030
000000000
100988.00000000
OU
Notional Amount
USD
5424.58000000
0.000622316663
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-21
0.00000000
USD
0.00000000
USD
100988.00000000
USD
5424.58000000
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
119000.00000000
PA
USD
134618.75000000
0.015443682519
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
130000.00000000
PA
USD
132600.00000000
0.015212088227
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.88000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
400000.00000000
PA
USD
341075.00000000
0.039128680181
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AR5
4000000.00000000
PA
USD
4622981.00000000
0.530355918885
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.56205 FED 21-OCT-2030
000000000
100988.00000000
OU
Notional Amount
USD
-5621.41000000
-0.00064489732
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-21
0.00000000
USD
0.00000000
USD
100988.00000000
USD
-5621.41000000
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
1750000.00000000
PA
USD
2071574.19000000
0.237654369134
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273RBD0
500000.00000000
PA
USD
542138.33000000
0.062194993267
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
STAR ENERGY CO ISSUE
N/A
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak
85513LAB0
215000.00000000
PA
USD
236338.75000000
0.027113166790
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
557000.00000000
PA
USD
603063.90000000
0.069184474007
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
100000.00000000
PA
124503.76000000
0.014283274371
Long
DBT
CORP
FR
N
2
2024-01-30
Fixed
4.38000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAT7
600000.00000000
PA
USD
677004.00000000
0.077667002851
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
23667.00000000
PA
USD
25353.27000000
0.002908568477
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAA9
1890000.00000000
PA
USD
2685465.58000000
0.308080990450
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAX9
350000.00000000
PA
USD
340453.83000000
0.039057418546
Long
DBT
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
BIG RIVER STEEL/BRS FIN
N/A
Big River Steel LLC / BRS Finance Corp
08949LAB6
835000.00000000
PA
USD
919543.75000000
0.105491558474
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.63000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBR2
81000.00000000
PA
USD
87682.50000000
0.010059079381
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.709000 16-AUG-2049
000000000
600000.00000000
OU
Notional Amount
USD
10305.80000000
0.001182298181
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-08-16
0.00000000
USD
-9.31000000
USD
600000.00000000
USD
10315.11000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
106000.00000000
PA
USD
113663.80000000
0.013039696484
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION MAR24 2.95 PUT
000000000
3510000.00000000
OU
Notional Amount
USD
47104.97000000
0.005403958971
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510000.00000000
OU
Notional Amount
N/A
47104.97000000
0.01000000
DIR
US
N/A
N/A
2034-03-14
0.00000000
N/A
0.00000000
N/A
3510000.00000000
USD
1.00000000
2.95000000
USD
2024-03-12
XXXX
-111108.28000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACE3
245000.00000000
PA
USD
253464.75000000
0.029077889437
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
257000.00000000
PA
USD
257000.00000000
0.029483459082
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
350000.00000000
PA
USD
437782.90000000
0.050223168168
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
CHAMPION PATH HOLDINGS
549300QWJFPV5413KI88
Champion Path Holdings Ltd
000000000
200000.00000000
PA
USD
208000.00000000
0.023862099179
Long
DBT
CORP
VG
N
2
2026-01-27
Fixed
4.50000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
226000.00000000
PA
USD
251994.52000000
0.028909222254
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
181000.00000000
PA
USD
198421.25000000
0.022763209359
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
I-Logic Technologies Bidco Limited
213800PHEXJH1L7ZN896
I-Logic Technologies Bidco Limited 2021 USD Term Loan B
00510DAB0
65677.08000000
PA
USD
65841.27000000
0.007553417859
Long
LON
CORP
GB
N
2
2028-02-16
Floating
4.50000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAZ2
65000.00000000
PA
USD
65568.75000000
0.007522153921
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-2 Ltd
69689PAE7
1000000.00000000
PA
USD
1000286.70000000
0.114754521363
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
2.44000000
N
N
N
N
N
N
RED SUN PROPERTIES GRP
549300TYWIIKAOK07L47
Redsun Properties Group Ltd
000000000
200000.00000000
PA
USD
184912.50000000
0.021213463531
Long
DBT
CORP
KY
N
2
2025-01-13
Fixed
7.30000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
42000.00000000
PA
USD
45484.00000000
0.005217998649
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP FNMA RRP BNPNR OPEN
000000000
-2586000.00000000
PA
USD
-2586000.00000000
-0.29667013691
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.07000000
2049-12-31
1600000.00000000
USD
2432808.89600000
USD
CDS
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
614000.00000000
PA
USD
694262.08000000
0.079646877931
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
288000.00000000
PA
USD
259551.36000000
0.029776155262
Long
DBT
CORP
VG
N
2
2023-02-13
Fixed
5.88000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
2Y RTR MAR22 0.518 CALL
000000000
-17280000.00000000
OU
Notional Amount
USD
-38531.46000000
-0.00442039192
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
17280000.00000000
OU
Notional Amount
N/A
-38531.46000000
0.00000000
DIR
US
N/A
N/A
2024-03-07
0.00000000
N/A
0.00000000
N/A
17280000.00000000
USD
1.00000000
0.51800000
USD
2022-03-03
XXXX
11796.54000000
N
N
N
Marble Point CLO XVIII Ltd
N/A
Marble Point CLO XVIII Ltd
566076AJ4
500000.00000000
PA
USD
501483.95000000
0.057531056499
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
3.96000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
32800000.00000000
PA
USD
31303500.00000000
3.591188565736
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXV1
435446.92000000
PA
USD
506692.62000000
0.058128603615
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
188.00000000
NC
USD
1454850.09000000
0.166902774707
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
34735149.91000000
USD
1454850.09000000
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
99000.00000000
PA
USD
107415.00000000
0.012322823958
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
48000.00000000
PA
USD
51360.00000000
0.005892102951
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.88000000
N
N
N
N
N
N
ASAHI MUTUAL LIFE INSURA
549300ZTKF2W3KCEJ782
Asahi Mutual Life Insurance Co
000000000
333000.00000000
PA
USD
358974.00000000
0.041182082648
Long
DBT
CORP
JP
N
2
2023-09-05
Fixed
6.50000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
200000.00000000
PA
USD
226600.00000000
0.025995921510
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
735000.00000000
PA
USD
800412.99000000
0.091824683423
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.46000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
81000.00000000
PA
USD
82835.46000000
0.009503019048
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.63000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
1000000.00000000
PA
USD
1173730.68000000
0.134652297579
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
1500000.00000000
PA
USD
1836683.24000000
0.210707296320
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
FORTERRA FIN LLC/FRTA FI
N/A
Forterra Finance LLC / FRTA Finance Corp
34962WAA2
232000.00000000
PA
USD
249980.00000000
0.028678113235
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
33000.00000000
PA
USD
33990.66000000
0.003899463942
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
275000.00000000
PA
USD
311629.65000000
0.035750661613
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP GNMA 30YR RRP RBCBK 07/14/2021
000000000
-30638.39000000
PA
USD
-30638.39000000
-0.00351488606
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
30638.39000000
USD
30639.21000000
USD
AMBS
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
402000.00000000
PA
USD
418602.60000000
0.048022772875
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co Holdings Ltd
01959EAC2
1495000.00000000
PA
USD
1641322.08000000
0.188295145475
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
255000.00000000
PA
USD
271065.00000000
0.031097018818
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Ascent Resources - Utica
549300EGLQ2M2CL7JZ89
Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan
000000000
1046187.76000000
PA
USD
1153861.40000000
0.132372861377
Long
LON
CORP
US
N
2
2025-11-01
Floating
10.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
40000.00000000
PA
USD
43815.60000000
0.005026597080
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
54000.00000000
PA
USD
53232.66000000
0.006106937560
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.13000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AF3
17000.00000000
PA
USD
17085.00000000
0.001960019060
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.25000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
204600.00000000
0.023472045635
Long
DBT
CORP
KY
N
2
2023-07-16
Fixed
6.50000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAL5
196000.00000000
PA
USD
204896.44000000
0.023506053715
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAN0
434000.00000000
PA
USD
462843.64000000
0.053098177126
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
116000.00000000
PA
USD
122541.24000000
0.014058130877
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
220000.00000000
PA
USD
215831.00000000
0.024760484269
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BX4
176000.00000000
PA
USD
181720.00000000
0.020847214725
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
700000.00000000
PA
USD
910455.00000000
0.104448882253
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
450000.00000000
PA
USD
391162.50000000
0.044874799857
Long
DBT
CORP
KY
N
2
2026-03-24
Fixed
6.20000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
271000.00000000
PA
USD
281501.25000000
0.032294282436
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
39000.00000000
PA
USD
42071.25000000
0.004826482404
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.88000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-2838500.00000000
PA
USD
-2838500.00000000
-0.32563734866
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
2838500.00000000
USD
2838717.62000000
USD
UST
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
443000.00000000
PA
USD
460166.25000000
0.052791022580
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
66000.00000000
PA
USD
68996.40000000
0.007915379518
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC USD Term Loan
74530DAC9
111282.35000000
PA
USD
108570.40000000
0.012455373330
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.60000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
993000.00000000
PA
USD
1018043.46000000
0.116791605826
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
266000.00000000
PA
USD
278635.00000000
0.031965461562
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
000000000
100000.00000000
PA
118812.16000000
0.013630324738
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
2.38000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORPORATION 2020 2ND LIEN TERM LOAN
29426NAQ7
62000.00000000
PA
USD
63976.56000000
0.007339495287
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.75000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
233000.00000000
PA
USD
249943.76000000
0.028673955723
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
100000.00000000
PA
124053.42000000
0.014231610632
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAD1
210000.00000000
PA
USD
203568.75000000
0.023353738953
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
107000.00000000
PA
USD
110601.71000000
0.012688408526
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
400000.00000000
PA
USD
340825.00000000
0.039099999773
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
Sotheby's Term Loan B
08883CAD0
206821.86000000
PA
USD
207769.10000000
0.023835609955
Long
LON
CORP
US
N
2
2027-01-15
Floating
5.50000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AC8
725000.00000000
PA
USD
854846.60000000
0.098069395926
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
179000.00000000
PA
USD
191587.28000000
0.021979205177
Long
DBT
US
N
2
2032-07-15
Fixed
5.63000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GW7
350000.00000000
PA
USD
441000.56000000
0.050592303370
Long
DBT
CORP
US
N
2
2042-05-30
Fixed
4.75000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BSLQRD3CFUV847
Galaxy XXIX CLO Ltd
36321HAG3
805000.00000000
PA
USD
804288.38000000
0.092269274484
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
2.56000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO X Ltd
87249DAA7
250000.00000000
PA
USD
245404.23000000
0.028153173439
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.69000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y RTP JAN23 1.438 PUT
000000000
-5090000.00000000
OU
Notional Amount
USD
-238782.59000000
-0.02739352810
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5090000.00000000
OU
Notional Amount
N/A
-238782.59000000
-0.03000000
DIR
US
N/A
N/A
2033-01-11
0.00000000
N/A
0.00000000
N/A
5090000.00000000
USD
1.00000000
1.43800000
USD
2023-01-09
XXXX
-72848.59000000
N
N
N
SHUI ON DEVELOPMENT HLDG
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd
000000000
482000.00000000
PA
USD
487422.50000000
0.055917904026
Long
DBT
CORP
KY
N
2
2025-03-03
Fixed
5.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
14000.00000000
PA
USD
13423.46000000
0.001539961220
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.680000 16-SEP-2030
000000000
2760000.00000000
OU
Notional Amount
USD
172932.41000000
0.019839088071
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-09-16
0.00000000
USD
-40.22000000
USD
2760000.00000000
USD
172972.63000000
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AC2
159391.00000000
PA
USD
176924.01000000
0.020297010932
Long
DBT
CORP
US
N
3
2025-11-15
Fixed
5.00000000
N
N
Y
N
N
Pioneer Energy Services Corp
Pioneer Energy Services Corp
USD
XXXX
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
38000.00000000
PA
USD
39088.70000000
0.004484319404
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-64CB
12668AA21
571244.56000000
PA
USD
567597.16000000
0.065115671759
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AL4
87000.00000000
PA
USD
89221.98000000
0.010235691037
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
232000.00000000
PA
USD
236350.00000000
0.027114457409
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXCQ3
1343303.64000000
PA
USD
1493273.48000000
0.171310768664
Long
ABS-MBS
USGSE
US
N
2
2056-04-01
Fixed
4.00000000
N
N
N
N
N
N
BIDFAIR HOLDINGS INC
N/A
Bidfair Holdings Inc
08884LAA5
200000.00000000
PA
USD
203000.00000000
0.023288491026
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
Helios Software Holdings, Inc.
2138002XO5EAYFHPPT53
Helios Software Holdings, Inc. 2021 USD Term Loan B
42328DAF5
80371.43000000
PA
USD
80346.51000000
0.009217482645
Long
LON
CORP
US
N
2
2028-03-11
Floating
3.90000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
125094AC6
5890000.00000000
PA
USD
8228094.40000000
0.943940406890
Long
DBT
CORP
CA
N
2
2039-11-25
Fixed
5.60000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
384000.00000000
PA
USD
530741.76000000
0.060887560172
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
161826.00000000
PA
USD
208937.59000000
0.023969661033
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
AROUNDTOWN SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
100000.00000000
PA
123169.79000000
0.014130239158
Long
DBT
CORP
LU
N
2
2024-09-23
Fixed
3.38000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
100000.00000000
PA
127823.86000000
0.014664161657
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.579000 12-MAR-2031
000000000
640000.00000000
OU
Notional Amount
USD
-11145.93000000
-0.00127867926
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-03-12
0.00000000
USD
-10.05000000
USD
640000.00000000
USD
-11135.88000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
277000.00000000
PA
USD
281742.24000000
0.032321929201
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAJ2
45000.00000000
PA
USD
46611.00000000
0.005347289927
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
1250000.00000000
PA
USD
1283565.49000000
0.147252726086
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
RKPF OVERSEAS 2019 A LTD
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd
000000000
513000.00000000
PA
USD
544517.44000000
0.062467928646
Long
DBT
CORP
VG
N
2
2024-09-30
Fixed
6.70000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
2000.00000000
PA
USD
2378.60000000
0.000272876870
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BLACKROCK SWAPTION 0.0240000 PUT USD 202
000000000
-4475000.00000000
OU
Notional Amount
USD
-27312.63000000
-0.00313334945
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
J.P. Morgan International Bank Limited
PGBWEZU4QUV2UVGWJC76
J.P. Morgan International Bank Limited
PGBWEZU4QUV2UVGWJC76
IRS Swap
N/A
4475000.00000000
OU
Notional Amount
N/A
-27312.63000000
0.00000000
DIR
US
N/A
N/A
2032-06-09
0.00000000
N/A
0.00000000
N/A
4475000.00000000
USD
1.00000000
0.02400000
USD
2022-06-07
XXXX
22807.37000000
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
14987RAA6
45000.00000000
PA
USD
47306.25000000
0.005427050140
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBG4
136000.00000000
PA
USD
148920.00000000
0.017084345239
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.066500 01-MAR-2023
000000000
3350000.00000000
OU
Notional Amount
USD
56867.99000000
0.006523988545
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-01
33.19000000
USD
0.00000000
USD
3350000.00000000
USD
56834.80000000
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
5000.00000000
PA
USD
5106.25000000
0.000585797326
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
154287.50000000
0.017700113592
Long
DBT
CORP
KY
N
2
2027-01-13
Fixed
6.35000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAQ4
200000.00000000
PA
USD
247918.83000000
0.028441652451
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ES3
8200000.00000000
PA
USD
10122835.96000000
1.161308248355
Long
DBT
UST
US
N
2
2024-11-15
Fixed
7.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
537000.00000000
PA
USD
556976.40000000
0.063897240853
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
RENEW POWER PVT LTD
335800BITJZHVZ1CN475
ReNew Power Pvt Ltd
000000000
306000.00000000
PA
USD
325851.75000000
0.037382244117
Long
DBT
CORP
IN
N
2
2027-03-05
Fixed
5.88000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAF2
205000.00000000
PA
USD
216787.50000000
0.024870215509
Long
DBT
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
EXTRACTION OIL & GAS INC
N/A
EXTRACTION OIL & GAS INC
000000000
2622.00000000
NS
USD
143374.13000000
0.016448113989
Long
EC
CORP
US
Y
2
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
256000.00000000
PA
USD
273502.72000000
0.031376678031
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
23000.00000000
PA
USD
28175.00000000
0.003232281944
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAF6
335000.00000000
PA
USD
364732.45000000
0.041842701422
Long
DBT
CORP
CA
N
2
2051-03-17
Fixed
3.65000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
129768.49000000
0.014887252782
Long
DBT
CORP
DE
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORPORATION TERM LOAN
47714FAL8
462.50000000
PA
USD
471.63000000
0.000054106162
Long
LON
CORP
US
N
2
2024-06-17
None
6.25000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BN8
1410000.00000000
PA
USD
1763575.08000000
0.202320208989
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.178500 28-JUL-2031
000000000
1640000.00000000
OU
Notional Amount
USD
-46676.61000000
-0.00535481681
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-07-28
26.50000000
USD
0.00000000
USD
1640000.00000000
USD
-46703.11000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.101500 22-JUN-2031
000000000
430000.00000000
OU
Notional Amount
USD
26458.07000000
0.003035312934
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-23
6.63000000
USD
0.00000000
USD
430000.00000000
USD
26451.44000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
220000.00000000
PA
USD
228153.75000000
0.026174170243
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
330000.00000000
PA
USD
260143.13000000
0.029844044081
Long
DBT
CORP
VG
N
2
2023-10-24
Fixed
12.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BLACKROCK SWAPTION 0.0200000 PUT USD 202
000000000
2455000.00000000
OU
Notional Amount
USD
98455.03000000
0.011294921589
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2455000.00000000
OU
Notional Amount
N/A
98455.03000000
0.01000000
DIR
US
N/A
N/A
2034-07-02
0.00000000
N/A
0.00000000
N/A
2455000.00000000
USD
1.00000000
0.02000000
USD
2024-06-28
XXXX
-9687.72000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
55000.00000000
PA
USD
56606.00000000
0.006493932625
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637AA2
27000.00000000
PA
USD
28080.00000000
0.003221383389
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
BLACKSTONE CQP HOLDCO LP
N/A
BLACKSTONE CQP HOLDCO LP BRWMJP6A3 BLACKSTONE CQP
000000000
250000.00000000
PA
USD
260497.50000000
0.029884697985
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
5.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
156000.00000000
PA
USD
182130.00000000
0.020894250594
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
313000.00000000
PA
USD
296039.31000000
0.033962112386
Long
DBT
CORP
GB
N
2
2023-04-23
Fixed
8.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-7187010.82000000
PA
USD
-7187010.82000000
-0.82450560092
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
7187010.82000000
USD
7187202.47000000
USD
AMBS
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2021-A
56848DAC3
190000.00000000
PA
USD
192451.82000000
0.022078386616
Long
ABS-O
CORP
US
N
2
2036-03-20
Fixed
2.96000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
400000.00000000
PA
USD
404875.00000000
0.046447920218
Long
DBT
CORP
VG
N
2
2026-05-18
Fixed
5.00000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
445000.00000000
PA
USD
476283.50000000
0.054640019782
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
114000.00000000
PA
USD
118525.80000000
0.013597473052
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
200000.00000000
PA
USD
195000.00000000
0.022370717981
Long
DBT
CORP
KY
N
2
2022-08-08
Fixed
6.88000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
470000.00000000
PA
USD
509950.00000000
0.058502295561
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS: (CMBX.NA.8.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-689553.68000000
-0.07910672260
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Markit CMBX.NA.BBB-.8
137BERAH0
Y
sell protection
2057-10-17
0.00000000
USD
-491505.85000000
USD
5000000.00000000
USD
-198047.83000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2Y RTR SYNTH 0.25 AUG21 NEG0.25 PUT
000000000
-30000000.00000000
OU
Notional Amount
-78.97000000
-0.00000905956
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
30000000.00000000
OU
Notional Amount
N/A
-78.97000000
0.00000000
DIR
US
N/A
N/A
2023-08-11
0.00000000
N/A
0.00000000
N/A
30000000.00000000
EUR
1.00000000
-0.25000000
EUR
2021-08-09
XXXX
24312.20000000
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
239000.00000000
PA
USD
254833.75000000
0.029234943350
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
BLACKROCK SWAPTION 0.0045000 PUT USD 202
000000000
-14430000.00000000
OU
Notional Amount
USD
-36829.26000000
-0.00422511276
N/A
DIR
LU
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
14430000.00000000
OU
Notional Amount
N/A
-36829.26000000
0.00000000
DIR
LU
N/A
N/A
2023-12-14
0.00000000
N/A
0.00000000
N/A
14430000.00000000
USD
1.00000000
0.00450000
USD
2021-12-10
XXXX
-24708.06000000
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003BAE1
500000.00000000
PA
USD
500351.25000000
0.057401111308
Long
ABS-CBDO
CORP
KY
N
2
2031-07-24
Floating
2.93000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABH1
106000.00000000
PA
USD
119515.00000000
0.013710955689
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAR0
76000.00000000
PA
USD
94044.25000000
0.010788909715
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
386602.63000000
PA
USD
382284.28000000
0.043856275981
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.10000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
124000.00000000
PA
USD
125008.12000000
0.014341135373
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
159000.00000000
PA
USD
199545.00000000
0.022892127792
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION AUG22 2.75 PUT
000000000
-4270000.00000000
OU
Notional Amount
USD
-18857.81000000
-0.00216339871
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
4270000.00000000
OU
Notional Amount
N/A
-18857.81000000
0.00000000
DIR
US
N/A
N/A
2032-08-10
0.00000000
N/A
0.00000000
N/A
4270000.00000000
USD
1.00000000
2.75000000
USD
2022-08-08
XXXX
32595.69000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
227475.00000000
0.026096302937
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
Golden Nugget, Inc.
N/A
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
259380.21000000
PA
USD
257284.42000000
0.029516088208
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAT7
8000.00000000
PA
USD
8780.00000000
0.001007255917
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
111000.00000000
PA
USD
110974.47000000
0.012731172161
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
18000.00000000
PA
USD
26929.02000000
0.003089341086
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.88000000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
450000.00000000
PA
USD
471459.38000000
0.054086588869
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
442000.00000000
PA
USD
450840.00000000
0.051721099972
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BL4
88000.00000000
PA
USD
92136.00000000
0.010569992163
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
359000.00000000
PA
USD
385027.50000000
0.044170982653
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.13000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
2774400.00000000
PA
4050564.44000000
0.464687357698
Long
ABS-O
CORP
GB
N
2
2024-03-28
Fixed
7.40000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BLACKROCK SWAPTION 0.0197000 CALL USD 20
000000000
2455000.00000000
OU
Notional Amount
USD
115662.14000000
0.013268949307
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2455000.00000000
OU
Notional Amount
N/A
115662.14000000
0.01000000
DIR
US
N/A
N/A
2034-06-26
0.00000000
N/A
0.00000000
N/A
2455000.00000000
USD
1.00000000
0.01970000
USD
2024-06-24
XXXX
3468.64000000
N
N
N
GLOBAL PRIME CAPITAL
254900BOZNNFPDZAEZ24
Global Prime Capital Pte Ltd
000000000
200000.00000000
PA
USD
207350.00000000
0.023787530119
Long
DBT
CORP
SG
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
TMBTHANACHART BANK PCL
549300WKGLXEV3DB7I54
TMBThanachart Bank PCL
000000000
250000.00000000
PA
USD
253640.63000000
0.029098066678
Long
DBT
CORP
TH
N
2
2024-12-02
Fixed
4.90000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
34000.00000000
PA
USD
35445.00000000
0.004066308199
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.63000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
82453AAA5
192000.00000000
PA
USD
200400.00000000
0.022990214786
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP RACKSPACE T RRP BNPNR OPEN
000000000
-39092.50000000
PA
USD
-39092.50000000
-0.00448475534
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.00000000
2049-12-31
39092.50000000
USD
39084.90000000
USD
CDS
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDH2
2400000.00000000
PA
USD
3008605.58000000
0.345152138186
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.15000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAA5
53000.00000000
PA
USD
57260.14000000
0.006568976633
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
515232.50000000
PA
USD
516391.77000000
0.059241305919
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CE3
20000.00000000
PA
USD
20444.00000000
0.002345369017
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.849500 15-AUG-2032
000000000
16460000.00000000
OU
Notional Amount
USD
1158164.35000000
0.132866502818
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-08-16
0.00000000
USD
-68203.12000000
USD
16460000.00000000
USD
1226367.47000000
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HAY1
1935000.00000000
PA
USD
1938127.23000000
0.222345116275
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
4.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
184000.00000000
PA
USD
185632.08000000
0.021296014922
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
111533.38000000
0.012795291227
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3972000.00000000
GBP
5606916.91000000
USD
2021-09-15
111533.38000000
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CL1
770000.00000000
PA
USD
1136927.44000000
0.130430169872
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
6.40000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
30000.00000000
PA
USD
30525.00000000
0.003501877776
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AD6
53000.00000000
PA
USD
174735.70000000
0.020045964440
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.63000000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
357000.00000000
PA
USD
353090.85000000
0.040507158087
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
105000.00000000
PA
USD
103992.00000000
0.011930131816
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
131000.00000000
PA
USD
156217.50000000
0.017921526339
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAW9
500000.00000000
PA
USD
501950.00000000
0.057584522515
Long
ABS-CBDO
CORP
KY
N
3
2032-04-20
Floating
3.39000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
326000.00000000
PA
USD
328510.20000000
0.037687225836
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
200000.00000000
PA
USD
210250.00000000
0.024120222848
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
5.60000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AU3
579000.00000000
PA
USD
646164.00000000
0.074128987761
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
128000.00000000
PA
USD
143325.44000000
0.016442528193
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FGOLD 15YR RRP RBCBK 07/14/2021
000000000
-3181911.56000000
PA
USD
-3181911.56000000
-0.36503408281
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
3181911.56000000
USD
3181996.41000000
USD
AMBS
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2020 Term Loan
75025KAF5
23783.84000000
PA
USD
23792.64000000
0.002729530458
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.25000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
SWAPTION JAN29 3.04 PUT
000000000
1000000.00000000
OU
Notional Amount
USD
31251.83000000
0.003585260899
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Purchased
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
31251.83000000
0.00000000
DIR
US
N/A
N/A
2039-01-12
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.04000000
USD
2029-01-10
XXXX
-25623.17000000
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
77000.00000000
PA
USD
83930.00000000
0.009628586462
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
69000.00000000
PA
USD
70380.00000000
0.008074108366
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
133000.00000000
PA
USD
137616.43000000
0.015787581256
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
432000.00000000
PA
USD
296946.00000000
0.034066129341
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
200000.00000000
PA
USD
204650.00000000
0.023477781716
Long
DBT
CORP
KY
N
2
2023-09-01
Fixed
7.88000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
696000.00000000
PA
USD
703113.12000000
0.080662283673
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
N/A
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
307000.00000000
PA
USD
313140.00000000
0.035923931428
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
757063.10000000
PA
USD
758281.97000000
0.086991344107
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.10000000
N
N
N
N
N
N
CHANGE HEALTH / FIN INC
549300GS1BPJEDOZHM07
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
518000.00000000
PA
USD
526417.50000000
0.060391474014
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBC8
388000.00000000
PA
USD
383122.84000000
0.043952476952
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BA3
157000.00000000
PA
USD
176232.50000000
0.020217679777
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP21 XCBT 20210921
000000000
-443.00000000
NC
USD
-197022.90000000
-0.02260278836
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU1 Comdty
2021-09-21
-58465867.73000000
USD
-197022.90000000
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
69850.00000000
0.008013305902
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
8.60000000
Y
Y
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
13000.00000000
PA
USD
13422.50000000
0.001539851087
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.38000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
153000.00000000
PA
USD
159120.00000000
0.018254505872
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
120000.00000000
PA
USD
122965.20000000
0.014106768259
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.13000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
212000.00000000
PA
USD
222073.18000000
0.025476597338
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION JUL21 0.0000001 PUT
000000000
-5270000.00000000
OU
Notional Amount
-0.06000000
-0.00000000688
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5270000.00000000
OU
Notional Amount
N/A
-0.06000000
0.00000000
DIR
US
N/A
N/A
2023-07-21
0.00000000
N/A
0.00000000
N/A
5270000.00000000
EUR
1.00000000
0.00000010
EUR
2021-07-19
XXXX
9642.32000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
400000.00000000
PA
USD
364500.00000000
0.041816034379
Long
DBT
CORP
KY
N
2
2024-02-26
Fixed
8.50000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AP9
8000000.00000000
PA
USD
9014579.68000000
1.034167280711
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
92000.00000000
PA
USD
95837.32000000
0.010994613629
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust 2005-AR3
36185N7L8
152600.54000000
PA
USD
150856.47000000
0.017306500235
Long
ABS-MBS
CORP
US
N
2
2035-06-19
Variable
2.79000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
165000.00000000
PA
USD
170989.50000000
0.019616194267
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
NATIONAL VISION HOLDINGS
549300JHURCBLI5ROA42
National Vision Holdings Inc
63845RAB3
165000.00000000
PA
USD
290503.13000000
0.033326992788
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.50000000
N
N
N
N
Y
National Vision Holdings Inc
National Vision Holdings Inc
USD
XXXX
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
113000.00000000
PA
USD
112642.92000000
0.012922579466
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.38000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
635000.00000000
PA
USD
703437.87000000
0.080699539522
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
144000.00000000
PA
USD
151200.00000000
0.017345910557
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
BY CROWN PARENT/BY BOND
N/A
BY Crown Parent LLC / BY Bond Finance Inc
05608QAA5
370000.00000000
PA
USD
387575.00000000
0.044463236007
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp Principal Strip
76116FAC1
6055000.00000000
PA
USD
5237242.16000000
0.600824960818
Long
DBT
USGA
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CF0
337000.00000000
PA
USD
328575.00000000
0.037694659798
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.63000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2020 Term Loan B1
12769LAD1
116289.24000000
PA
USD
116579.96000000
0.013374243114
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.60000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
752000.00000000
PA
USD
827027.04000000
0.094877890638
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
376000.00000000
PA
USD
402492.96000000
0.046174648705
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
2917000.00000000
PA
USD
3077435.00000000
0.353048361486
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
238000.00000000
PA
USD
240113.44000000
0.027546205383
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan
24440EAG2
145000.00000000
PA
USD
148262.50000000
0.017008915767
Long
LON
CORP
US
N
3
2028-04-07
Floating
7.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-3766694.14000000
PA
USD
-3766694.14000000
-0.43212129398
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
3766694.14000000
USD
3766794.59000000
USD
AMBS
N
N
N
Polaris Newco LLC
N/A
Polaris Newco LLC USD Term Loan B
73108RAB4
254000.00000000
PA
USD
254604.52000000
0.029208645710
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JUN24 3 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-56779.28000000
-0.00651381158
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-56779.28000000
-0.01000000
DIR
GB
N/A
N/A
2034-06-24
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.00000000
USD
2024-06-20
XXXX
39695.99000000
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBF8
160000.00000000
PA
USD
174147.73000000
0.019978511563
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.88000000
N
N
N
N
N
N
ATOTECH B.V.
549300RVASWYF4HCO804
Atotech B.V. 2021 USD Term Loan B
000000000
312000.00000000
PA
USD
310246.56000000
0.035591991273
Long
LON
CORP
NL
N
2
2028-03-18
Floating
3.00000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
48000.00000000
PA
USD
48720.00000000
0.005589237846
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
323000.00000000
PA
USD
308465.00000000
0.035387607805
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003BAN1
436000.00000000
PA
USD
436000.00000000
0.050018630972
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
0.00000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AE0
98000.00000000
PA
USD
104517.98000000
0.011990473100
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
50000.00000000
PA
USD
49375.00000000
0.005664380514
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
81000.00000000
PA
USD
86564.30000000
0.009930797653
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust
93364CAA6
113974.40000000
PA
USD
110100.80000000
0.012630943314
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.89000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AC9
88000.00000000
PA
USD
113960.00000000
0.013073677031
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
134000.00000000
PA
USD
137517.50000000
0.015776231845
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.88000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2007-OA10
02149QAD2
5261781.17000000
PA
USD
4781798.12000000
0.548575677870
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
0.34000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
201850.00000000
0.023156561151
Long
DBT
CORP
KY
N
2
2022-03-01
Fixed
10.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
200000.00000000
PA
USD
207986.00000000
0.023860493076
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WAJ3
780000.00000000
PA
USD
1024771.80000000
0.117563491962
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
266000.00000000
PA
USD
283460.24000000
0.032519020963
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
200000.00000000
PA
USD
222725.00000000
0.025551375191
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.63000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AL5
2325000.00000000
PA
USD
3546866.64000000
0.406902324716
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
7.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CH9
400000.00000000
PA
USD
402214.40000000
0.046142691847
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
3.16000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
132000.00000000
PA
USD
139590.00000000
0.016013992425
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.878000 02-MAR-2023
000000000
6700000.00000000
OU
Notional Amount
USD
88416.73000000
0.010143311444
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
66.49000000
USD
0.00000000
USD
6700000.00000000
USD
88350.24000000
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
000000000
100000.00000000
PA
118883.31000000
0.013638487182
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.38000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
93000.00000000
PA
USD
101718.75000000
0.011669340869
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
146142.57000000
PA
USD
146157.18000000
0.016767390024
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.85000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
79000.00000000
PA
USD
107698.33000000
0.012355328038
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BD7
247000.00000000
PA
USD
241059.65000000
0.027654756137
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.729000 21-JUN-2024
000000000
8740000.00000000
OU
Notional Amount
USD
4481.46000000
0.000514120398
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-06-21
0.00000000
USD
-104.66000000
USD
8740000.00000000
USD
4586.12000000
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AB5
52000.00000000
PA
USD
53820.00000000
0.006174318162
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
5.75000000
N
N
N
N
N
N
SENSATA TECH INC
N/A
Sensata Technologies Inc
81728UAA2
252000.00000000
PA
USD
265568.11000000
0.030466406633
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AA7
106000.00000000
PA
USD
108120.00000000
0.012403702708
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
928000.00000000
PA
USD
1190160.00000000
0.136537095960
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
100000.00000000
PA
117207.84000000
0.013446274532
Long
DBT
CORP
SE
N
2
2027-09-15
Fixed
3.00000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
96000.00000000
PA
USD
101160.00000000
0.011605240158
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
4000.00000000
PA
USD
3809.40000000
0.000437020579
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
2049000.00000000
PA
USD
2843924.57000000
0.326259664178
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
203000.00000000
PA
USD
207060.00000000
0.023754260846
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
0J0XRGZE3PBRFEZ7MV65
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
4700000.00000000
PA
USD
5324681.47000000
0.610856141046
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
245000.00000000
PA
USD
253648.50000000
0.029098969537
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
23000.00000000
PA
USD
29376.75000000
0.003370148663
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.38000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
V6703DAA2
648000.00000000
PA
USD
691740.00000000
0.079357540800
Long
DBT
CORP
MU
N
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
1493000.00000000
PA
USD
1578847.50000000
0.181127959782
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
1000000.00000000
PA
USD
1112148.44000000
0.127587482585
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA 2017 USD Term Loan B
000000000
23137.25000000
PA
USD
22721.94000000
0.002606698008
Long
LON
CORP
LU
N
2
2025-07-15
Floating
2.93000000
N
N
N
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAJ8
250000.00000000
PA
USD
250067.60000000
0.028688162850
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.48000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
57000.00000000
PA
USD
62130.00000000
0.007127654913
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan
000000000
388826.33000000
PA
USD
374610.84000000
0.042975966432
Long
LON
CORP
LU
N
2
2028-03-27
Floating
5.75000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
91367.00000000
PA
USD
97191.65000000
0.011149984575
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
811088.44000000
PA
USD
796318.52000000
0.091354959148
Long
LON
CORP
CA
N
2
2025-03-28
Floating
3.17000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAB4
121000.00000000
PA
USD
121302.50000000
0.013916020604
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.63000000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
72000.00000000
PA
USD
76320.00000000
0.008755554852
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.63000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
366000.00000000
PA
USD
236985.00000000
0.027187305644
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
415000.00000000
PA
USD
430392.35000000
0.049375312220
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.881500 02-MAR-2023
000000000
6665000.00000000
OU
Notional Amount
USD
88421.64000000
0.010143874727
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
66.15000000
USD
0.00000000
USD
6665000.00000000
USD
88355.49000000
N
N
N
State of New Jersey
N/A
NEW JERSEY ST
646039YP6
250000.00000000
PA
USD
308260.00000000
0.035364089870
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
897000.00000000
PA
USD
880055.67000000
0.100961421544
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
100000.00000000
PA
123466.23000000
0.014164247238
Long
DBT
CORP
GB
N
2
2079-01-03
Fixed
3.10000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BLACKROCK SWAPTION 0.0152100 PUT USD 202
000000000
-5730000.00000000
OU
Notional Amount
USD
-63477.97000000
-0.00728229623
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
5730000.00000000
OU
Notional Amount
N/A
-63477.97000000
-0.01000000
DIR
US
N/A
N/A
2031-09-24
0.00000000
N/A
0.00000000
N/A
5730000.00000000
USD
1.00000000
0.01521000
USD
2021-09-22
XXXX
16169.03000000
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
95000.00000000
PA
USD
117936.91000000
0.013529914631
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
RBS GLOBAL & REXNORD LLC
N/A
RBS Global Inc / Rexnord LLC
75524DAP5
4000.00000000
PA
USD
4080.00000000
0.000468064253
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR 1Y MIDCV OP SEP21P 99.625 EXP 09/10/2021
000000000
229.00000000
NC
USD
31487.50000000
0.003612297345
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Eurodollar Time Deposit
N/A
229.00000000
NC
N/A
31487.50000000
0.00000000
DIR
US
Long
Eurodollar Time Deposit
EDU1 Comdty
2022-09-19
229.00000000
USD
2500.00000000
99.62500000
USD
2021-09-10
XXXX
18233.09000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
2Y RTR MAR22 0.508 CALL
000000000
-33910000.00000000
OU
Notional Amount
USD
-73053.67000000
-0.00838083614
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
33910000.00000000
OU
Notional Amount
N/A
-73053.67000000
-0.01000000
DIR
US
N/A
N/A
2024-03-03
0.00000000
N/A
0.00000000
N/A
33910000.00000000
USD
1.00000000
0.50800000
USD
2022-03-01
XXXX
33338.96000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
387000.00000000
PA
USD
398687.40000000
0.045738068656
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
22000.00000000
PA
USD
18920.00000000
0.002170533252
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
UNIPOL GRUPPO SPA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
100000.00000000
PA
133296.81000000
0.015292027406
Long
DBT
CORP
IT
N
2
2030-09-23
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284Z0
14800000.00000000
PA
USD
16030828.09000000
1.839082739505
Long
DBT
UST
US
N
2
2025-08-31
Fixed
2.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
1000000.00000000
PA
USD
1117820.00000000
0.128238133197
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.88000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
341000.00000000
PA
USD
337590.00000000
0.038728875298
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
129000.00000000
PA
USD
126097.50000000
0.014466110823
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BLACKROCK SWAPTION 0.0152100 CALL USD 20
000000000
-5730000.00000000
OU
Notional Amount
USD
-84845.37000000
-0.00973359920
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
5730000.00000000
OU
Notional Amount
N/A
-84845.37000000
-0.01000000
DIR
US
N/A
N/A
2031-09-24
0.00000000
N/A
0.00000000
N/A
5730000.00000000
USD
1.00000000
0.01521000
USD
2021-09-22
XXXX
-5198.37000000
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAF9
82000.00000000
PA
USD
89892.50000000
0.010312614185
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.88000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBQ3
2000000.00000000
PA
USD
2510508.86000000
0.288009670235
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.60000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
304000.00000000
PA
USD
312223.20000000
0.035818754637
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
1126000.00000000
PA
USD
1183380.96000000
0.135759393437
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
4600000.00000000
PA
USD
5822450.14000000
0.667960974566
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
11000.00000000
PA
USD
11431.42000000
0.001311431143
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.88000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
289000.00000000
PA
USD
292612.50000000
0.033568983154
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
400000.00000000
PA
USD
421950.00000000
0.048406792061
Long
DBT
CORP
TH
N
2
2025-09-23
Fixed
5.00000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
104000.00000000
PA
USD
107973.84000000
0.012386934994
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
Apidos CLO
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03765XAN6
250000.00000000
PA
USD
250012.35000000
0.028681824480
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.14000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
182000.00000000
PA
USD
178815.00000000
0.020513948388
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC19 Mortgage Trust
200474BH6
3500000.00000000
PA
USD
3747140.95000000
0.429878120141
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY BO RRP BNPNR OPEN
000000000
-80127000.00000000
PA
USD
-80127000.00000000
-9.19230010084
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
80127000.00000000
USD
80169689.88000000
USD
UST
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION JUN25 1.2825 CALL
000000000
1120000.00000000
OU
Notional Amount
USD
26630.55000000
0.003055100121
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
26630.55000000
0.00000000
DIR
US
N/A
N/A
2035-06-06
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.28250000
USD
2025-06-04
XXXX
-33961.45000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG40 0.9141 PUT
000000000
730000.00000000
OU
Notional Amount
USD
76977.91000000
0.008831031360
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
730000.00000000
OU
Notional Amount
N/A
76977.91000000
0.01000000
DIR
GB
N/A
N/A
2050-08-09
0.00000000
N/A
0.00000000
N/A
730000.00000000
USD
1.00000000
0.91410000
USD
2040-08-07
XXXX
13512.40000000
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
284000.00000000
PA
USD
291100.00000000
0.033395466688
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.38000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
493000.00000000
PA
USD
520731.25000000
0.059739138141
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
QTS LP/FINANCE
N/A
QualityTech LP / QTS Finance Corp
74759BAF0
129000.00000000
PA
USD
137952.60000000
0.015826147227
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
66000.00000000
PA
USD
72931.32000000
0.008366799957
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
York CLO Ltd
549300TKWX739FHPEQ97
York CLO-3 Ltd
98625UBA9
1750000.00000000
PA
USD
1751555.93000000
0.200941352502
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
3.79000000
N
N
N
N
N
N
GLOBAL PRIME CAPITAL
254900BOZNNFPDZAEZ24
Global Prime Capital Pte Ltd
000000000
200000.00000000
PA
USD
203412.50000000
0.023335813699
Long
DBT
CORP
SG
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
103000.00000000
PA
USD
113042.50000000
0.012968419935
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.13000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BK5
500000.00000000
PA
USD
554585.64000000
0.063622968968
Long
DBT
CORP
GB
N
2
2033-03-15
Fixed
4.87000000
N
N
N
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
200000.00000000
PA
USD
207500.00000000
0.023804738364
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
96000.00000000
PA
USD
108288.00000000
0.012422975942
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION AUG22 2.25 PUT
000000000
4270000.00000000
OU
Notional Amount
USD
43052.53000000
0.004939056446
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
4270000.00000000
OU
Notional Amount
N/A
43052.53000000
0.00000000
DIR
US
N/A
N/A
2032-08-10
0.00000000
N/A
0.00000000
N/A
4270000.00000000
USD
1.00000000
2.25000000
USD
2022-08-08
XXXX
-58039.72000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.275000 23-APR-2023
000000000
19040000.00000000
OU
Notional Amount
USD
1724.00000000
0.000197780091
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-04-24
1105.60000000
USD
0.00000000
USD
19040000.00000000
USD
618.40000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
400000.00000000
PA
USD
415950.00000000
0.047718462277
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
300000.00000000
PA
USD
189712.50000000
0.021764127358
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-386335.28000000
-0.04432101330
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-527022.98000000
USD
5000000.00000000
USD
140687.70000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
263000.00000000
PA
USD
224339.00000000
0.025736535903
Long
DBT
CORP
KY
N
2
2025-02-20
Fixed
7.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
7000000.00000000
PA
USD
6521484.34000000
0.748155317885
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTP JAN22 1.2475 PUT
000000000
-3560000.00000000
OU
Notional Amount
USD
-132436.70000000
-0.01519335418
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
3560000.00000000
OU
Notional Amount
N/A
-132436.70000000
-0.02000000
DIR
US
N/A
N/A
2032-01-31
0.00000000
N/A
0.00000000
N/A
3560000.00000000
USD
1.00000000
1.24750000
USD
2022-01-27
XXXX
-48687.70000000
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
222573.37000000
PA
USD
221217.90000000
0.025378478221
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.85000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689LAG1
750000.00000000
PA
USD
750590.18000000
0.086108929415
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
3.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXDJ8
2974067.17000000
PA
USD
3308992.99000000
0.379613071694
Long
ABS-MBS
USGSE
US
N
2
2056-02-01
Fixed
4.00000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AR9
22000.00000000
PA
USD
24792.81000000
0.002844271592
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.38000000
N
N
N
N
N
N
DANAOS CORP
734IM3DNDNT36T7YTD24
Danaos Corp
23585WAA2
100000.00000000
PA
USD
109657.00000000
0.012580029854
Long
DBT
CORP
MH
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
Project Alpha Intermediate Holding, Inc.
N/A
Project Alpha Intermediate Holding, Inc. 2021 Term Loan B
74339DAE8
122385.00000000
PA
USD
122471.89000000
0.014050174932
Long
LON
CORP
US
N
2
2024-04-26
Floating
4.11000000
N
N
N
N
N
N
WOLVERINE ESCROW LLC
N/A
Wolverine Escrow LLC
97789LAC0
162000.00000000
PA
USD
157140.00000000
0.018027357043
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: CAD 0.640000 21-APR-2023
000000000
21590000.00000000
OU
Notional Amount
-31427.26000000
-0.00360538651
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-04-21
129.53000000
CAD
0.00000000
CAD
21590000.00000000
CAD
-31529.54000000
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
17000.00000000
PA
USD
16931.49000000
0.001942408142
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO RRP BNPNR OPEN
000000000
-38951250.00000000
PA
USD
-38951250.00000000
-4.46855091670
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.07000000
2049-12-31
38951250.00000000
USD
38954225.44000000
USD
UST
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
154000.00000000
PA
USD
154770.00000000
0.017755466779
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
1093000.00000000
PA
USD
1177707.50000000
0.135108524854
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.830000 29-APR-2032
000000000
1610000.00000000
OU
Notional Amount
USD
30775.54000000
0.003530620133
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-04-29
26.28000000
USD
0.00000000
USD
1610000.00000000
USD
30749.26000000
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
286227.86000000
PA
USD
284750.92000000
0.032667089877
Long
LON
CORP
US
N
2
2026-02-06
Floating
3.35000000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAA4
1000000.00000000
PA
USD
1000137.80000000
0.114737439312
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.44000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
138000.00000000
PA
USD
197409.45000000
0.022647134014
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
132642.75000000
0.015216992576
Long
DBT
CORP
JP
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
198000.00000000
PA
USD
211365.00000000
0.024248137466
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AM1
22000.00000000
PA
USD
23292.50000000
0.002672153582
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
580000.00000000
PA
USD
645059.81000000
0.074002313284
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.13000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
74000.00000000
PA
USD
75783.40000000
0.008693995225
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.63000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
3151000.00000000
PA
USD
3428801.11000000
0.393357654588
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
174000.00000000
PA
USD
172912.50000000
0.019836803963
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
Ligado Networks LLC
53225HAA8
238888.00000000
PA
USD
235409.79000000
0.027006594984
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
15.50000000
N
N
Y
N
N
N
NANYANG COMMERCIAL BANK
SC4P6WZO702RYEIU7J93
Nanyang Commercial Bank Ltd
000000000
200000.00000000
PA
USD
200812.50000000
0.023037537459
Long
DBT
CORP
HK
N
2
2022-06-02
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
MAY22 5Y RTP SWAPTIO MAY22 3.250000 PUT
000000000
-10130000.00000000
OU
Notional Amount
USD
-5698.63000000
-0.00065375612
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
10130000.00000000
OU
Notional Amount
N/A
-5698.63000000
0.00000000
DIR
US
N/A
N/A
2027-05-05
0.00000000
N/A
0.00000000
N/A
10130000.00000000
USD
1.00000000
3.25000000
USD
2022-05-03
XXXX
206185.31000000
N
N
N
CBB INTERNATIONAL SUK 7
549300W1SSDOZGRC5Z85
CBB International Sukuk Co 7 SPC
000000000
200000.00000000
PA
USD
231187.50000000
0.026522206990
Long
DBT
CORP
BH
N
2
2025-10-05
Fixed
6.88000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAA7
220000.00000000
PA
USD
217434.80000000
0.024944474820
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.88000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAD8
3820000.00000000
PA
USD
3880077.52000000
0.445128820227
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
3.36000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
207287.50000000
0.023780360017
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
5.75000000
N
N
N
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
83238PAD6
360000.00000000
PA
USD
374096.54000000
0.042916965097
Long
DBT
CORP
GB
N
2
2022-10-12
Fixed
3.63000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
434000.00000000
PA
USD
449732.50000000
0.051594045766
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AK5
21000.00000000
PA
USD
21336.00000000
0.002447700712
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY BO RRP NOMSI OPEN
000000000
-7049250.00000000
PA
USD
-7049250.00000000
-0.80870145501
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.07000000
2049-12-31
7800000.00000000
USD
7444125.00000000
USD
UST
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
848000.00000000
PA
USD
888280.00000000
0.101904930093
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAB8
69000.00000000
PA
USD
72450.00000000
0.008311582142
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
513000.00000000
PA
USD
580972.50000000
0.066650112575
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
197000.00000000
PA
USD
206823.57000000
0.023727137211
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION AUG22 0.7161 PUT
000000000
-485000.00000000
OU
Notional Amount
USD
-44322.69000000
-0.00508477127
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
485000.00000000
OU
Notional Amount
N/A
-44322.69000000
-0.01000000
DIR
US
N/A
N/A
2032-08-10
0.00000000
N/A
0.00000000
N/A
485000.00000000
USD
1.00000000
0.71610000
USD
2022-08-08
XXXX
-25887.60000000
N
N
N
EASY TACTIC LTD
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
186162.50000000
0.021356865569
Long
DBT
CORP
VG
N
2
2023-02-27
Fixed
8.13000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
18000.00000000
PA
USD
18495.00000000
0.002121776559
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Dealer Tire, LLC
549300XTS06OMOCRSE50
Dealer Tire, LLC 2020 Term Loan B
24228HAM0
48387.50000000
PA
USD
48363.31000000
0.005548317787
Long
LON
CORP
US
N
2
2025-12-12
Floating
4.35000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
248000.00000000
PA
USD
257428.96000000
0.029532670073
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
Intertrust Group BV
724500E2H60ZHP192G28
Intertrust Group BV
000000000
100000.00000000
PA
120946.51000000
0.013875180851
Long
DBT
CORP
NL
N
2
2025-11-15
Fixed
3.38000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
207000.00000000
PA
USD
216056.25000000
0.024786325316
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.450000 12-NOV-2025
000000000
4330000.00000000
OU
Notional Amount
USD
-75807.87000000
-0.00869680246
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-11-12
51.30000000
USD
0.00000000
USD
4330000.00000000
USD
-75859.17000000
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2017 1st Lien Term Loan
60662WAM4
87615.05000000
PA
USD
86717.00000000
0.009948315646
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.35000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
324000.00000000
PA
USD
341078.04000000
0.039129028935
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
281000.00000000
PA
USD
290835.00000000
0.033365065456
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
250000.00000000
PA
USD
286609.38000000
0.032880295439
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AF6
400000.00000000
PA
USD
516962.59000000
0.059306791321
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
133000.00000000
PA
USD
143135.93000000
0.016420787297
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Octagon Investment Partners XXII Ltd
549300MQ9W5DWZ8QX450
Octagon Investment Partners XXII Ltd
67572YBW1
500000.00000000
PA
USD
497522.50000000
0.057076592495
Long
ABS-CBDO
CORP
KY
N
2
2030-01-22
Floating
2.93000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZJ5
200000.00000000
PA
USD
216500.00000000
0.024837233040
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.69000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP BANK OF AME RRP CALIP OPEN
000000000
-4195000.00000000
PA
USD
-4195000.00000000
-0.48125724066
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2049-12-31
4195000.00000000
USD
4195442.81000000
USD
CDS
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-4F
362650AA1
1202.45000000
PA
USD
27062.69000000
0.003104675927
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
203000.00000000
PA
USD
217713.44000000
0.024976440855
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
400000.00000000
PA
USD
420450.00000000
0.048234709615
Long
DBT
CORP
VG
N
2
2025-10-19
Fixed
5.95000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
140000.00000000
PA
USD
143850.00000000
0.016502706572
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
259000.00000000
PA
USD
264957.00000000
0.030396299097
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
11.95000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
105000.00000000
PA
USD
113790.60000000
0.013054243187
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BK6
217000.00000000
PA
USD
228869.90000000
0.026256328139
Long
DBT
CORP
US
N
2
2033-04-30
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.446500 18-MAY-2031
000000000
860000.00000000
OU
Notional Amount
USD
82841.26000000
0.009503684434
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-05-19
13.14000000
USD
0.00000000
USD
860000.00000000
USD
82828.12000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
600000.00000000
PA
USD
728370.79000000
0.083559884762
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXCK6
4265913.41000000
PA
USD
4777052.00000000
0.548031195244
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
4.50000000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
400000.00000000
PA
USD
391450.00000000
0.044907782326
Long
DBT
CORP
VG
N
2
2026-05-02
Fixed
4.50000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2007-2
07325XAA8
926733.76000000
PA
USD
882679.43000000
0.101262423570
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.36000000
N
N
N
N
N
N
HILONG HOLDING LTD
5493007WSRWZ0UF15X65
Hilong Holding Ltd
000000000
207000.00000000
PA
USD
182160.00000000
0.020897692243
Long
DBT
CORP
KY
N
2
2024-11-18
Fixed
9.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
200000.00000000
PA
USD
209725.00000000
0.024059993992
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.58000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AP2
386000.00000000
PA
USD
615863.00000000
0.070652807630
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.25000000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
2506000.00000000
PA
USD
3459515.53000000
0.396881262936
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
311000.00000000
PA
USD
333158.75000000
0.038220515072
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
97000.00000000
PA
USD
101486.25000000
0.011642668090
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
327000.00000000
PA
USD
346620.00000000
0.039764811623
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAQ2
222000.00000000
PA
USD
285381.00000000
0.032739373682
Long
DBT
CORP
NL
N
2
2026-05-23
Fixed
8.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP21 XCBT 20210921
000000000
-18.00000000
NC
USD
-64088.62000000
-0.00735235099
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU1 Comdty
2021-09-21
-2826036.38000000
USD
-64088.62000000
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
271000.00000000
PA
USD
293742.32000000
0.033698597947
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AE4
500000.00000000
PA
USD
596296.79000000
0.068408140113
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637AC4
92000.00000000
PA
USD
99130.00000000
0.011372355248
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
680000.00000000
PA
USD
748680.00000000
0.085889790451
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
153000.00000000
PA
USD
181890.99000000
0.020866830977
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP ANHEUSER BU RRP CALIP OPEN
000000000
-5278500.00000000
PA
USD
-5278500.00000000
-0.60555812750
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
4600000.00000000
USD
5822450.13799999
USD
CDS
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
575000.00000000
PA
USD
639687.50000000
0.073385993120
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.88000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAN8
600000.00000000
PA
USD
600000.00000000
0.068832978403
Long
ABS-CBDO
CORP
KY
N
3
2031-07-27
Variable
2.12000000
N
N
N
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AM5
421000.00000000
PA
USD
424683.75000000
0.048720412319
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAE4
750000.00000000
PA
USD
747626.03000000
0.085768877294
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
2.98000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
316000.00000000
PA
USD
317940.24000000
0.036474622789
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
York CLO Ltd
549300EJZ6JIZVXIHF06
York CLO 1 Ltd
986255AY3
250000.00000000
PA
USD
249736.85000000
0.028650218670
Long
ABS-CBDO
CORP
KY
N
2
2029-10-22
Floating
2.28000000
N
N
N
N
N
N
AIT Worldwide Logistics, Inc
N/A
AIT Worldwide Logistics, Inc 2021 Term Loan
00145AAB9
48000.00000000
PA
USD
47925.12000000
0.005498047916
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
1500000.00000000
PA
USD
1570265.78000000
0.180143450869
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2020-1 Ltd
05875PAJ4
500000.00000000
PA
USD
500589.55000000
0.057428449473
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
4.69000000
N
N
N
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW Steel Ltd
000000000
200000.00000000
PA
USD
213475.00000000
0.024490200107
Long
DBT
CORP
IN
N
2
2024-04-18
Fixed
5.95000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YS7
1950000.00000000
PA
USD
2840058.00000000
0.325816084962
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
7.06000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AF1
4200000.00000000
PA
USD
4400634.00000000
0.504847908470
Long
DBT
CORP
FR
N
2
2023-01-29
Fixed
5.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
296000.00000000
PA
USD
302882.00000000
0.034747116941
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
CIFC Funding Ltd
549300H3BLEZ8XSDXO87
CIFC Funding 2015-V Ltd
12547UAL2
843139.85000000
PA
USD
839751.27000000
0.096337635053
Long
ABS-CBDO
CORP
KY
N
2
2027-10-25
Floating
1.04000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
5493003QENHHS261UR94
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
2000.00000000
PA
USD
2082.50000000
0.000238907795
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AS2
600000.00000000
PA
USD
659495.59000000
0.075658409505
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
103000.00000000
PA
USD
122055.00000000
0.014002348631
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
N/A
ICON LUXEMBOURG SARL TERM LOAN B
000000000
264730.94000000
PA
USD
265104.21000000
0.030413187269
Long
LON
CORP
LU
N
2
2028-06-16
None
0.00000000
N
N
N
N
N
N
Ovintiv Inc
CZ72ZHBVKZXQRV3XFE26
Ovintiv Inc
012873AK1
52000.00000000
PA
USD
69040.83000000
0.007920476600
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.38000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
70000.00000000
PA
USD
70633.50000000
0.008103190300
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
433000.00000000
PA
USD
441443.50000000
0.050643118169
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
2400000.00000000
PA
USD
3184624.99000000
0.365345371931
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
141000.00000000
PA
USD
151074.45000000
0.017331507256
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.63000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
657000.00000000
PA
USD
684101.25000000
0.078481210944
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BLACKROCK SWAPTION 0.0090000 CALL USD 20
000000000
-9610000.00000000
OU
Notional Amount
USD
-45564.76000000
-0.00522726356
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
9610000.00000000
OU
Notional Amount
N/A
-45564.76000000
-0.01000000
DIR
US
N/A
N/A
2027-04-26
0.00000000
N/A
0.00000000
N/A
9610000.00000000
USD
1.00000000
0.00900000
USD
2022-04-22
XXXX
4407.24000000
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP TREASURY BO RRP CALIP OPEN
000000000
-2234375.00000000
PA
USD
-2234375.00000000
-0.25633114353
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.03000000
2049-12-31
2234375.00000000
USD
2234289.35000000
USD
UST
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG25 0.9125 PUT
000000000
1930000.00000000
OU
Notional Amount
USD
214666.41000000
0.024626880605
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1930000.00000000
OU
Notional Amount
N/A
214666.41000000
0.02000000
DIR
GB
N/A
N/A
2035-08-11
0.00000000
N/A
0.00000000
N/A
1930000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
104480.29000000
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
433000.00000000
PA
USD
409266.19000000
0.046951684695
Long
DBT
CORP
KY
N
2
2023-12-15
Fixed
7.35000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
243000.00000000
PA
USD
247252.50000000
0.028365209987
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
31000.00000000
PA
USD
32161.57000000
0.003689627755
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
3390000.00000000
PA
USD
3652725.00000000
0.419046568395
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
RED SUN PROPERTIES GRP
549300TYWIIKAOK07L47
Redsun Properties Group Ltd
000000000
200000.00000000
PA
USD
202100.00000000
0.023185241558
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.95000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
75000.00000000
PA
USD
76853.25000000
0.008816730162
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.904000 02-MAR-2023
000000000
2230000.00000000
OU
Notional Amount
USD
30588.43000000
0.003509154569
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
22.13000000
USD
0.00000000
USD
2230000.00000000
USD
30566.30000000
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
344000.00000000
PA
USD
354320.00000000
0.040648168179
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
199000.00000000
PA
USD
210167.88000000
0.024110801908
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Klockner-Pentaplast of America, Inc.
5299004QDA11QZOG5N31
Klockner-Pentaplast of America, Inc. 2021 Term Loan B
49865NAT7
66832.50000000
PA
USD
67166.66000000
0.007705468761
Long
LON
CORP
US
N
3
2026-02-12
Floating
5.25000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
2000000.00000000
PA
USD
2352820.00000000
0.269919347077
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
19000000.00000000
PA
USD
18444843.75000000
2.116022552487
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BQ2
500000.00000000
PA
USD
668452.15000000
0.076685920674
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.40000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
2140000.00000000
PA
USD
2597339.53000000
0.297971026290
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd. 2021 Term Loan
02376CBJ3
416980.00000000
PA
USD
434388.92000000
0.049833805248
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.50000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP BARCLAYS PL RRP CALIP OPEN
000000000
-4444200.00000000
PA
USD
-4444200.00000000
-0.50984587103
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
4320000.00000000
USD
4677609.60000000
USD
CDS
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AP1
132000.00000000
PA
USD
133485.00000000
0.015313616870
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.13000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAG5
250000.00000000
PA
USD
249364.08000000
0.028607453888
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
1.74000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SWAPTION FEB25 1.492 CALL
000000000
2570000.00000000
OU
Notional Amount
USD
75077.00000000
0.008612955865
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
2570000.00000000
OU
Notional Amount
N/A
75077.00000000
0.01000000
DIR
US
N/A
N/A
2035-02-27
0.00000000
N/A
0.00000000
N/A
2570000.00000000
USD
1.00000000
1.49200000
USD
2025-02-25
XXXX
-59912.25000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
13000.00000000
PA
USD
13097.50000000
0.001502566557
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
77000.00000000
PA
USD
80584.35000000
0.009244768038
Long
DBT
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
7000.00000000
PA
USD
7262.50000000
0.000833165842
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
130000.00000000
PA
USD
138944.00000000
0.015939882252
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202VEV9
28225.66000000
PA
USD
31544.89000000
0.003618881220
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
GCP APPLIED TECHNOLOGIES
5493007G654QKQVEKV09
GCP Applied Technologies Inc
36164YAB7
101000.00000000
PA
USD
103883.55000000
0.011917690255
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.164100 04-FEB-2031
000000000
500000.00000000
OU
Notional Amount
USD
10332.35000000
0.001185344040
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-04
0.00000000
USD
-7.77000000
USD
500000.00000000
USD
10340.12000000
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CL9
1670000.00000000
PA
USD
2059548.96000000
0.236274815139
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
33940.19000000
PA
USD
33431.09000000
0.003835269159
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.38000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
230000.00000000
PA
USD
258750.00000000
0.029684221936
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO RRP BNPNR OPEN
000000000
-7570000.00000000
PA
USD
-7570000.00000000
-0.86844274418
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.10000000
2049-12-31
7570000.00000000
USD
7568612.17000000
USD
UST
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAD7
1500000.00000000
PA
USD
1567728.90000000
0.179852415859
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.24000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
196000.00000000
PA
USD
220256.96000000
0.025268237618
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
28000.00000000
PA
USD
29682.52000000
0.003405227096
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAM1
400000.00000000
PA
USD
446960.35000000
0.051276020197
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.100000 25-NOV-2050
000000000
750000.00000000
OU
Notional Amount
USD
124507.23000000
0.014283672456
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-11-25
0.00000000
USD
-17.05000000
USD
750000.00000000
USD
124524.28000000
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
18000.00000000
PA
USD
18720.00000000
0.002147588926
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION MAR24 2.95 CALL
000000000
3510000.00000000
OU
Notional Amount
USD
391104.07000000
0.044868096672
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510000.00000000
OU
Notional Amount
N/A
391104.07000000
0.04000000
DIR
US
N/A
N/A
2034-03-14
0.00000000
N/A
0.00000000
N/A
3510000.00000000
USD
1.00000000
2.95000000
USD
2024-03-12
XXXX
232890.82000000
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAC8
79000.00000000
PA
USD
83424.00000000
0.009570537317
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.38000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
761000.00000000
PA
USD
806660.00000000
0.092541350597
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAH4
455000.00000000
PA
USD
475475.00000000
0.054547267343
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A74Z2
795156.40000000
PA
USD
12034.29000000
0.001380593372
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Fixed
4.00000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
227000.00000000
PA
USD
244592.50000000
0.028060050450
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
200000.00000000
PA
USD
209262.00000000
0.024006877877
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
CPG International Inc.
N/A
CPG International Inc. 2017 Term Loan
12626JAE7
65871.52000000
PA
USD
65777.32000000
0.007546081411
Long
LON
CORP
US
N
2
2024-05-05
Floating
3.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
62000.00000000
PA
USD
61690.00000000
0.007077177396
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.63000000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
200000.00000000
PA
USD
194437.50000000
0.022306187063
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.88000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
95000.00000000
PA
USD
101318.45000000
0.011623417801
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBK7
113000.00000000
PA
USD
113282.50000000
0.012995953126
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
200000.00000000
PA
USD
206600.00000000
0.023701488896
Long
DBT
CORP
KY
N
2
2024-04-09
Fixed
7.38000000
N
N
N
N
N
N
Assurant CLO I Ltd
635400A6LSLGJQHVOZ36
ASSURANT CLO I LTD
04625AAE4
500000.00000000
PA
USD
499208.30000000
0.057269990220
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
2.29000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BF1
2000000.00000000
PA
USD
2383004.82000000
0.273382198849
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.38000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
189000.00000000
PA
USD
196796.25000000
0.022576786710
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
400000.00000000
PA
USD
416575.00000000
0.047790163297
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
177000.00000000
PA
USD
177000.00000000
0.020305728628
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
549300VJ5D6MDK138782
Genesis Energy LP / Genesis Energy Finance Corp
37185LAF9
42000.00000000
PA
USD
42105.00000000
0.004830354259
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.63000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
101000.00000000
PA
USD
85567.20000000
0.009816408716
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc
21871DAD5
287000.00000000
PA
USD
284488.75000000
0.032637013307
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
000000000
100000.00000000
PA
119747.48000000
0.013737626174
Long
DBT
CORP
DE
N
2
2027-02-11
Fixed
3.50000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
611000.00000000
PA
USD
600803.94000000
0.068925207710
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
200937.50000000
0.023051877663
Long
DBT
CORP
KY
N
2
2021-08-22
Fixed
11.25000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
126000.00000000
PA
USD
131670.00000000
0.015105397110
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
339000.00000000
PA
USD
341203.50000000
0.039143421910
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
GRINDING MED/MOLY-COP
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
164000.00000000
PA
USD
167696.56000000
0.019238422821
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-3 Ltd
92918FAC8
1500000.00000000
PA
USD
1502267.70000000
0.172342600249
Long
ABS-CBDO
CORP
KY
N
2
2032-10-17
Floating
2.79000000
N
N
N
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas US Inc. 2021 USD Term Loan B
000000000
603530.40000000
PA
USD
606698.93000000
0.069601490576
Long
LON
CORP
US
N
2
2025-09-01
Floating
6.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAS0
1000000.00000000
PA
USD
986698.80000000
0.113195695317
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
3.50000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAY6
49000.00000000
PA
USD
52123.75000000
0.005979721596
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.077000 05-MAY-2033
000000000
810000.00000000
OU
Notional Amount
USD
19917.16000000
0.002284929073
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-05-05
13.22000000
USD
0.00000000
USD
810000.00000000
USD
19903.94000000
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
413000.00000000
PA
USD
441199.64000000
0.050615142152
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
2Y RTP MAR22 0.485 PUT
000000000
-50670000.00000000
OU
Notional Amount
USD
-205701.96000000
-0.02359846428
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
50670000.00000000
OU
Notional Amount
N/A
-205701.96000000
-0.02000000
DIR
US
N/A
N/A
2024-03-04
0.00000000
N/A
0.00000000
N/A
50670000.00000000
USD
1.00000000
0.48500000
USD
2022-03-02
XXXX
-60025.71000000
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
000000000
200000.00000000
PA
USD
211475.00000000
0.024260756846
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAU3
30000.00000000
PA
USD
30750.00000000
0.003527690143
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.88000000
N
N
N
N
N
N
MN MINING/ENERGY RESOURC
N/A
Mongolian Mining Corp/Energy Resources LLC
60938LAA2
200000.00000000
PA
USD
184600.00000000
0.021177613022
Long
DBT
CORP
XX
N
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-D
63942CAC6
770000.00000000
PA
USD
770000.00000000
0.088335655617
Long
ABS-O
CORP
US
N
3
2060-04-15
Fixed
3.48000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
DELTA TOPCO, INC. 2020 TERM LOAN B
24780DAC1
276352.00000000
PA
USD
276871.54000000
0.031763154555
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L100
5506.00000000
NS
USD
135612.78000000
0.015557719261
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
1821000.00000000
PA
USD
2365252.65000000
0.271345640958
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
161465.63000000
0.018523600371
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
19000.00000000
PA
USD
21220.72000000
0.002434475602
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
75000.00000000
PA
USD
77508.00000000
0.008891844150
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
13000.00000000
PA
USD
13013.39000000
0.001492917321
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
475000.00000000
PA
USD
521312.50000000
0.059805820089
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL Escrow Issuer LLC
50168AAA8
234000.00000000
PA
USD
257985.00000000
0.029596459888
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG25 0.9125 PUT
000000000
620000.00000000
OU
Notional Amount
USD
68960.19000000
0.007911225448
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
620000.00000000
OU
Notional Amount
N/A
68960.19000000
0.01000000
DIR
GB
N/A
N/A
2035-08-11
0.00000000
N/A
0.00000000
N/A
620000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
33563.61000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-929388.34000000
PA
USD
-929388.34000000
-0.10662094589
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
929388.34000000
USD
929413.12000000
USD
AMBS
N
N
N
POWDR CORP
549300XIF5ZPMVRIGO50
Powdr Corp
73900LAA9
267000.00000000
PA
USD
280350.00000000
0.032162209158
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.00000000
N
N
N
N
N
N
GREAT WST PTRLM/GRT FNCE
N/A
Great Western Petroleum LLC / Great Western Finance Corp
39143GAD2
130000.00000000
PA
USD
129350.00000000
0.014839242927
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
12.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
228000.00000000
PA
USD
222414.00000000
0.025515696764
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
284000.00000000
PA
USD
273350.00000000
0.031359157744
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
100000.00000000
PA
140867.12000000
0.016160505714
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BLACKROCK SWAPTION 0.0197000 PUT USD 202
000000000
2455000.00000000
OU
Notional Amount
USD
101089.63000000
0.011597167197
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2455000.00000000
OU
Notional Amount
N/A
101089.63000000
0.01000000
DIR
US
N/A
N/A
2034-06-26
0.00000000
N/A
0.00000000
N/A
2455000.00000000
USD
1.00000000
0.01970000
USD
2024-06-24
XXXX
-11103.87000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.307500 29-APR-2027
000000000
60000.00000000
OU
Notional Amount
USD
-192.09000000
-0.00002203687
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-04-29
0.00000000
USD
-0.81000000
USD
60000.00000000
USD
-191.28000000
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
360000.00000000
PA
USD
361767.60000000
0.041502568996
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
39000.00000000
PA
USD
41038.53000000
0.004708007081
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
1150000.00000000
PA
USD
1257531.83000000
0.144266102159
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
79000.00000000
PA
USD
83740.00000000
0.009606789352
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIAT
N/A
BCPE Ulysses Intermediate Inc
05553LAA1
92000.00000000
PA
USD
94300.00000000
0.010818249772
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.75000000
N
N
Y
N
N
N
BY CROWN PARENT LLC
549300B1M4J69ECRY452
BY Crown Parent LLC
47215YAA5
461000.00000000
PA
USD
469298.00000000
0.053838631831
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
7.38000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
60000.00000000
PA
USD
62158.20000000
0.007130890063
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION MAR24 2.9775 CALL
000000000
3510500.00000000
OU
Notional Amount
USD
398851.53000000
0.045756897917
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510500.00000000
OU
Notional Amount
N/A
398851.53000000
0.05000000
DIR
US
N/A
N/A
2034-03-11
0.00000000
N/A
0.00000000
N/A
3510500.00000000
USD
1.00000000
2.97750000
USD
2024-03-07
XXXX
237456.29000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-S3
46629AAM3
46114.50000000
PA
USD
25814.27000000
0.002961455149
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
2000000.00000000
PA
USD
2082040.00000000
0.238855023924
Long
DBT
CORP
FR
N
2
2031-02-25
Fixed
4.63000000
N
N
N
N
N
N
INDIA GREEN ENERGY HLDNG
2549005BFUXXT5HWAG36
India Green Energy Holdings
000000000
250000.00000000
PA
USD
261796.88000000
0.030033764978
Long
DBT
CORP
MU
N
2
2024-04-29
Fixed
5.38000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
219287.50000000
0.025157019585
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
3000000.00000000
PA
USD
3393867.18000000
0.389349977173
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
4000000.00000000
PA
USD
4338958.32000000
0.497772373887
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
595000.00000000
PA
USD
684250.00000000
0.078498275787
Long
DBT
CORP
GB
N
2
2026-06-27
Fixed
6.75000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
5000000.00000000
OU
Notional Amount
USD
-386335.28000000
-0.04432101330
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-527073.09000000
USD
5000000.00000000
USD
140737.81000000
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
139000.00000000
PA
USD
155347.79000000
0.017821751790
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.88000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
147000.00000000
PA
USD
146467.86000000
0.016803031740
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.38000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166BAA0
216000.00000000
PA
USD
213840.00000000
0.024532073502
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
AQGEN ASCENSUS INC
N/A
AQGEN ASCENSUS INC 2021 2ND LIEN TERM LOAN
000000000
90000.00000000
PA
USD
89100.00000000
0.010221697292
Long
LON
CORP
US
N
3
2029-05-04
None
0.00000000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
51000.00000000
PA
61332.21000000
0.007036131143
Long
DBT
CORP
DE
N
2
2024-02-22
Fixed
2.88000000
N
N
N
N
N
N
Athenahealth, Inc.
5493004JZ4RQIZBHP241
Athenahealth, Inc. 2021 Term Loan B1
04685YAM1
82792.50000000
PA
USD
82973.82000000
0.009518891933
Long
LON
CORP
US
N
2
2026-02-11
Floating
4.41000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VHH2
7670634.48000000
PA
USD
1492702.40000000
0.171245253435
Long
ABS-MBS
USGA
US
N
2
2041-04-16
Floating
6.60000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
19000.00000000
PA
USD
20170.97000000
0.002314046570
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.38000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
200000.00000000
PA
USD
200960.00000000
0.023054458899
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
667000.00000000
PA
USD
815287.44000000
0.093531104583
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751AL5
100000.00000000
PA
USD
107000.00000000
0.012275214481
Long
DBT
CORP
CA
N
2
2034-05-01
Fixed
7.45000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
100000.00000000
PA
112725.94000000
0.012932103655
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
600000.00000000
PA
USD
410175.00000000
0.047055944860
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AH2
68000.00000000
PA
USD
67826.26000000
0.007781139149
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
190000.00000000
PA
USD
186745.30000000
0.021423725336
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
LGI HOMES INC
549300W02B4WNV8CV109
LGI Homes Inc
50187TAF3
53000.00000000
PA
USD
53265.00000000
0.006110647657
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498AB7
433000.00000000
PA
USD
454108.75000000
0.052096096302
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
36485MAK5
191000.00000000
PA
USD
191955.00000000
0.022021390615
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BZF8
351548.01000000
PA
USD
417014.61000000
0.047840596073
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
213225.00000000
0.024461519700
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.13000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
53000.00000000
PA
USD
58631.25000000
0.006726272608
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc. 7 Year Term Loan
855031AQ3
96753.18000000
PA
USD
94153.42000000
0.010801433875
Long
LON
CORP
US
N
2
2026-04-16
Floating
5.18000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAJ3
98000.00000000
PA
USD
102070.92000000
0.011709742386
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
CUMBERLAND PARK CLO LTD
549300FV0ALYM6MGQ903
Cumberland Park CLO Ltd
23076RAQ4
250000.00000000
PA
USD
250338.48000000
0.028719238645
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
2.89000000
N
N
N
N
N
N
Republic of Iceland
254900IPCJWRC6XAJN15
Iceland Government International Bond
000000000
3555000.00000000
PA
USD
3687269.29000000
0.423009545675
Long
DBT
NUSS
IS
N
2
2022-05-11
Fixed
5.88000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
66000.00000000
PA
USD
66247.50000000
0.007600021227
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AJ1
82000.00000000
PA
USD
84152.50000000
0.009654112025
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAK5
210000.00000000
PA
USD
225619.43000000
0.025883428920
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.666500 17-AUG-2049
000000000
460000.00000000
OU
Notional Amount
USD
9270.37000000
0.001063511963
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-08-17
0.00000000
USD
-7.14000000
USD
460000.00000000
USD
9277.51000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
70000.00000000
PA
USD
74418.75000000
0.008537440352
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
293000.00000000
PA
USD
299592.50000000
0.034369740137
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
47000.00000000
PA
USD
47791.01000000
0.005482662598
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
PPM CLO 2 Ltd.
549300JBW1DIZLGMSY83
PPM CLO 2 Ltd
69377PAQ7
250000.00000000
PA
USD
249997.03000000
0.028680066944
Long
ABS-CBDO
CORP
KY
N
2
2032-04-16
Variable
3.58000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
208037.50000000
0.023866401240
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Beechwood Park CLO Ltd.
N/A
Beechwood Park CLO Ltd
07355TAG7
500000.00000000
PA
USD
498409.25000000
0.057178321901
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
1.94000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
174738.00000000
PA
USD
182146.89000000
0.020896188242
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
209787.50000000
0.024067164094
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
6.55000000
N
N
N
N
N
N
PAKISTAN WATER & POWER
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
000000000
200000.00000000
PA
USD
199250.00000000
0.022858284911
Long
DBT
NUSS
PK
N
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
16000.00000000
PA
USD
17801.92000000
0.002042265291
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAU8
82000.00000000
PA
USD
85690.00000000
0.009830496532
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
212000.00000000
PA
USD
222176.00000000
0.025488393016
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY BO RRP BNPNR OPEN
000000000
-12048750.00000000
PA
USD
-12048750.00000000
-1.38225224755
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.05000000
2049-12-31
12048750.00000000
USD
12046758.61000000
USD
UST
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689LAE6
1750000.00000000
PA
USD
1750865.90000000
0.200862191135
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
2.26000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
830000.00000000
PA
USD
833992.30000000
0.095676956623
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.33000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 40YR R RRP RBCBK 07/14/2021
000000000
-4660861.99000000
PA
USD
-4660861.99000000
-0.53470168782
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
4660861.99000000
USD
4660986.28000000
USD
AMBS
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
1000000.00000000
PA
USD
1264171.40000000
0.145027804456
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
576000.00000000
PA
USD
576648.00000000
0.066153998883
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAA9
351000.00000000
PA
USD
377605.80000000
0.043319553127
Long
DBT
US
N
2
2026-07-15
Fixed
9.75000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
25000.00000000
PA
USD
24781.25000000
0.002842945410
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAH9
140000.00000000
PA
USD
145950.00000000
0.016743621996
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CR9
7000.00000000
PA
USD
7498.75000000
0.000860268828
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JUN24 3 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-56351.33000000
-0.00646471646
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-56351.33000000
-0.01000000
DIR
GB
N/A
N/A
2034-06-17
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.00000000
USD
2024-06-13
XXXX
52119.08000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
2Y RTR MAR22 0.485 CALL
000000000
-50670000.00000000
OU
Notional Amount
USD
-97804.25000000
-0.01122026304
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
50670000.00000000
OU
Notional Amount
N/A
-97804.25000000
-0.01000000
DIR
US
N/A
N/A
2024-03-04
0.00000000
N/A
0.00000000
N/A
50670000.00000000
USD
1.00000000
0.48500000
USD
2022-03-02
XXXX
47872.00000000
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
10000.00000000
PA
USD
10175.00000000
0.001167292592
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.378000 05-JUL-2049
000000000
620000.00000000
OU
Notional Amount
USD
-18379.07000000
-0.00210847688
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-07-06
0.00000000
USD
-9.57000000
USD
620000.00000000
USD
-18369.50000000
N
N
N
INDEPENDENCE ENERGY FIN
54930061FUL6DBLFUW14
Independence Energy Finance LLC
45344LAA1
318000.00000000
PA
USD
333954.06000000
0.038311754332
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
Regatta Funding
254900TUAAER6MTE4E64
Regatta XI Funding Ltd
75887XAJ6
370000.00000000
PA
USD
367276.54000000
0.042134563576
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
3.04000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AF5
94000.00000000
PA
USD
96596.28000000
0.011081682758
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2020 Extended Term Loan
88023HAD2
20564.36000000
PA
USD
20585.75000000
0.002361630808
Long
LON
CORP
US
N
2
2026-11-02
Floating
3.75000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AN8
107000.00000000
PA
USD
123820.40000000
0.014204878198
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.88000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAD3
150000.00000000
PA
USD
148691.24000000
0.017058101519
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.13000000
N
N
N
N
Y
PDC Energy Inc
PDC Energy Inc
USD
XXXX
N
N
N
GREAT CANADIAN GAMING CORP
N/A
GREAT CANADIAN GAMING CORP 2021 TERM LOAN
000000000
38000.00000000
PA
USD
38047.50000000
0.004364871242
Long
LON
CORP
CA
N
2
2026-11-01
None
0.00000000
N
N
N
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
174000.00000000
PA
USD
179764.62000000
0.020622890343
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGK0
2250000.00000000
PA
USD
2637683.28000000
0.302599327077
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
164000.00000000
PA
USD
171327.52000000
0.019654972473
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
BANK OF EAST ASIA LTD
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd/The
000000000
250000.00000000
PA
USD
269109.38000000
0.030872666902
Long
DBT
CORP
HK
N
2
2025-10-21
Fixed
5.83000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
116000.00000000
PA
USD
151137.56000000
0.017338747338
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
54000.00000000
PA
USD
56521.80000000
0.006484273064
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
131914.70000000
0.015133469493
Long
DBT
CORP
NL
N
2
2024-03-31
Fixed
5.88000000
N
N
N
N
N
N
Charter NEX US, Inc.
549300KRNU8RNVGYXG75
Charter NEX US, Inc. 2020 Term Loan
16125TAG7
130642.71000000
PA
USD
130806.01000000
0.015006278768
Long
LON
CORP
US
N
2
2027-12-01
None
0.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AX7
126000.00000000
PA
USD
126556.92000000
0.014518816235
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Gentiva Health Services, Inc.
549300STP29LPEN7S547
Gentiva Health Services, Inc. 2020 Term Loan
37249UAU0
88075.83000000
PA
USD
87828.34000000
0.010075810384
Long
LON
CORP
US
N
2
2025-07-02
Floating
2.88000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BB1
426000.00000000
PA
USD
442507.50000000
0.050765181984
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAN6
110000.00000000
PA
USD
152765.29000000
0.017525483178
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
252000.00000000
PA
USD
255780.00000000
0.029343498693
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
MODERN LAND CHINA CO LTD
549300PDOU6AR9Z9IN08
Modern Land China Co Ltd
000000000
200000.00000000
PA
USD
180412.50000000
0.020697216193
Long
DBT
CORP
KY
N
2
2023-04-11
Fixed
9.80000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE SEP21 XEUR 20210908
000000000
-53.00000000
NC
-44668.17000000
-0.00512440530
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-OAT
OATU1 Comdty
2021-09-08
-8391449.19000000
EUR
-44668.17000000
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
868000.00000000
PA
USD
886922.40000000
0.101749184007
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2019-4 Ltd
33834WAE2
500000.00000000
PA
USD
498947.45000000
0.057240065083
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285C0
2400000.00000000
PA
USD
2627343.74000000
0.301413158188
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AC4
37000.00000000
PA
USD
37694.12000000
0.004324330913
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.63000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SWAPTION FEB25 1.492 PUT
000000000
2570000.00000000
OU
Notional Amount
USD
181530.77000000
0.020825505951
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
2570000.00000000
OU
Notional Amount
N/A
181530.77000000
0.02000000
DIR
US
N/A
N/A
2035-02-27
0.00000000
N/A
0.00000000
N/A
2570000.00000000
USD
1.00000000
1.49200000
USD
2025-02-25
XXXX
46541.52000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
1100000.00000000
PA
USD
1224261.27000000
0.140449249262
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556LAJ3
200000.00000000
PA
USD
211287.50000000
0.024239246540
Long
DBT
CORP
BR
N
2
2023-05-13
Fixed
5.13000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
185000.00000000
PA
USD
197025.00000000
0.022603029283
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAL9
111000.00000000
PA
USD
116175.93000000
0.013327892134
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XN4B2
1375000.00000000
PA
USD
1474514.14000000
0.169158666589
Long
DBT
USGSE
US
N
2
2022-12-09
Fixed
5.25000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241AA1
300000.00000000
PA
USD
304315.50000000
0.034911570398
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-406812.25000000
PA
USD
-406812.25000000
-0.04667016469
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
406812.25000000
USD
406823.10000000
USD
AMBS
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3A0
2150000.00000000
PA
USD
2990957.26000000
0.343127494137
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAH4
183000.00000000
PA
USD
185278.35000000
0.021255434440
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
379000.00000000
PA
USD
395581.25000000
0.045381726063
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
223137.50000000
0.025598697864
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
367000.00000000
PA
USD
376874.14000000
0.043235615898
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAK5
288000.00000000
PA
USD
479692.80000000
0.055031140237
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
174000.00000000
PA
USD
186180.00000000
0.021358873198
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.13000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
279000.00000000
PA
USD
260167.50000000
0.029846839847
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BG2
2925000.00000000
PA
USD
3682687.29000000
0.422483891163
Long
DBT
NUSS
IT
N
2
2033-06-15
Fixed
5.38000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
131000.00000000
PA
USD
129690.00000000
0.014878248281
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BLACKROCK SWAPTION 0.0140000 CALL USD 20
000000000
-4475000.00000000
OU
Notional Amount
USD
-70333.80000000
-0.00806880822
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Written
J.P. Morgan International Bank Limited
PGBWEZU4QUV2UVGWJC76
J.P. Morgan International Bank Limited
PGBWEZU4QUV2UVGWJC76
IRS Swap
N/A
4475000.00000000
OU
Notional Amount
N/A
-70333.80000000
-0.01000000
DIR
US
N/A
N/A
2032-06-09
0.00000000
N/A
0.00000000
N/A
4475000.00000000
USD
1.00000000
0.01400000
USD
2022-06-07
XXXX
-27821.30000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJE3
830000.00000000
PA
USD
1106598.11000000
0.126950739677
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
6.10000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
178000.00000000
PA
USD
187651.16000000
0.021527647072
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
AUSTIN BIDCO INC
N/A
Austin BidCo Inc
92837TAA0
48000.00000000
PA
USD
49185.12000000
0.005642597171
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.13000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
21000.00000000
PA
USD
22354.50000000
0.002564544692
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6T8
898415.64000000
PA
USD
1001324.87000000
0.114873621918
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
AFFINITY GAMING
N/A
Affinity Gaming
00842XAA7
23000.00000000
PA
USD
24408.75000000
0.002800211602
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.88000000
N
N
N
N
N
N
SIMPAR EUROPE SA
54930068BSUST41D5C30
Simpar Europe SA
82883PAA2
200000.00000000
PA
USD
204500.00000000
0.023460573472
Long
DBT
CORP
LU
N
2
2031-01-26
Fixed
5.20000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
544000.00000000
PA
USD
560559.36000000
0.064308283867
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.774000 22-MAR-2031
000000000
880000.00000000
OU
Notional Amount
USD
-31241.42000000
-0.00358406664
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-03-24
0.00000000
USD
-13.86000000
USD
880000.00000000
USD
-31227.56000000
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
460919AB9
91000.00000000
PA
USD
92278.10000000
0.010586294107
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.397000 22-NOV-2023
000000000
2280000.00000000
OU
Notional Amount
USD
6267.45000000
0.000719012084
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-11-22
0.00000000
USD
-24.60000000
USD
2280000.00000000
USD
6292.05000000
N
N
N
CONTROLADORA MABE SA CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
21240BAD3
215000.00000000
PA
USD
250515.31000000
0.028739524871
Long
DBT
CORP
MX
N
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
622000.00000000
PA
USD
672537.50000000
0.077154598687
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
MONITCHEM HOLDCO 3 S.A.
222100SJHJ1CNJMSW162
Monitchem HoldCo 3 SA
000000000
100000.00000000
PA
122134.63000000
0.014011483915
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
700000.00000000
PA
USD
836867.12000000
0.096006760662
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.652000 04-NOV-2030
000000000
2740000.00000000
OU
Notional Amount
USD
186712.66000000
0.021419980822
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-04
0.00000000
USD
-40.49000000
USD
2740000.00000000
USD
186753.15000000
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
400000.00000000
PA
USD
351325.00000000
0.040304576895
Long
DBT
CORP
KY
N
2
2023-06-01
Fixed
11.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.270820 15-FEB-2028
000000000
7600000.00000000
OU
Notional Amount
USD
-41716.80000000
-0.00478581932
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-02-15
0.00000000
USD
-111.07000000
USD
7600000.00000000
USD
-41605.73000000
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
400000.00000000
PA
USD
410000.00000000
0.047035868575
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
OZLM Ltd
5493002HF6D1C4B1AK86
OZLM XXI Ltd
67112AAG6
1000000.00000000
PA
USD
970837.10000000
0.111376015228
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
2.86000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAG4
129000.00000000
PA
USD
129645.00000000
0.014873085808
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358JM24
1.16000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2021-10-25
Fixed
648.35000000
N
N
N
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
200000.00000000
PA
USD
209787.50000000
0.024067164094
Long
DBT
CORP
IN
N
2
2026-10-22
Fixed
5.45000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
240000.00000000
PA
USD
276240.00000000
0.031690703256
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
108000.00000000
PA
USD
107787.24000000
0.012365527938
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc
00213MAK0
80000.00000000
PA
USD
80300.00000000
0.009212146942
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.88000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
10Y RTR DEC22 1.254 CALL
000000000
-2820000.00000000
OU
Notional Amount
USD
-39188.21000000
-0.00449573535
N/A
DIR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS Swap
N/A
2820000.00000000
OU
Notional Amount
N/A
-39188.21000000
0.00000000
DIR
US
N/A
N/A
2033-01-04
0.00000000
N/A
0.00000000
N/A
2820000.00000000
USD
1.00000000
1.25400000
USD
2022-12-30
XXXX
53801.29000000
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
302000.00000000
PA
USD
294450.00000000
0.033779784151
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
10000.00000000
NS
USD
21300.00000000
0.002443570733
Long
EP
USGSE
US
N
2
N
N
N
Banc of America Funding Corporation
54930023UHZHF7UJ8596
Banc of America Funding 2007-2 Trust
05951GAQ5
299186.34000000
PA
USD
270658.17000000
0.031050346617
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
227000.00000000
PA
USD
240903.75000000
0.027636871034
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XFK46
1180523.62000000
PA
USD
1303805.76000000
0.149574722866
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.00000000
N
N
N
N
N
N
NIDDA HEALTHCARE HOLDING
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
000000000
100000.00000000
PA
118249.88000000
0.013565819060
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
14000.00000000
PA
USD
14385.00000000
0.001650270657
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAR4
2000000.00000000
PA
USD
2375146.24000000
0.272480649736
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.38000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
65000.00000000
PA
USD
66502.15000000
0.007629235091
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources LLC
45569LAC5
363000.00000000
PA
USD
379335.00000000
0.043517929770
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.38000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
623000.00000000
PA
USD
635771.50000000
0.072936743214
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.016500 08-JAN-2031
000000000
1790000.00000000
OU
Notional Amount
USD
59978.71000000
0.006880855416
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-01-08
0.00000000
USD
-27.63000000
USD
1790000.00000000
USD
60006.34000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-1230434.09000000
PA
USD
-1230434.09000000
-0.14115740523
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
1230434.09000000
USD
1230466.90000000
USD
AMBS
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
185000.00000000
PA
USD
187543.75000000
0.021515324822
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
87000.00000000
PA
USD
88740.00000000
0.010180397505
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.88000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
187700.00000000
0.021533250077
Long
DBT
CORP
KY
N
2
2022-04-17
Fixed
11.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
2Y RTR MAR22 0.562 CALL
000000000
-17280000.00000000
OU
Notional Amount
USD
-45267.72000000
-0.00519318665
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
17280000.00000000
OU
Notional Amount
N/A
-45267.72000000
-0.01000000
DIR
US
N/A
N/A
2024-03-23
0.00000000
N/A
0.00000000
N/A
17280000.00000000
USD
1.00000000
0.56200000
USD
2022-03-21
XXXX
12836.28000000
N
N
N
WOLVERINE ESCROW LLC
N/A
Wolverine Escrow LLC
97789LAB2
144000.00000000
PA
USD
140400.00000000
0.016106916946
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JUN24 3.5 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-34239.07000000
-0.00392796194
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-34239.07000000
0.00000000
DIR
GB
N/A
N/A
2034-06-17
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.50000000
USD
2024-06-13
XXXX
31869.99000000
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) 2021 Incremental Term Loan
90385KAG6
122079.04000000
PA
USD
122149.85000000
0.014013229978
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.00000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
116536.00000000
0.013369199951
Long
DBT
CORP
IT
N
2
2029-01-18
Fixed
1.63000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
180000.00000000
PA
USD
183600.00000000
0.021062891391
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.654500 22-FEB-2032
000000000
3520000.00000000
OU
Notional Amount
USD
-21072.89000000
-0.00241751630
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-02-23
0.00000000
USD
-56.88000000
USD
3520000.00000000
USD
-21016.01000000
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
176000.00000000
PA
USD
191400.00000000
0.021957720110
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PKR5
165000.00000000
PA
USD
167405.70000000
0.019205054887
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
8848489.41000000
PA
USD
8940301.42000000
1.025645957600
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBE5
1250000.00000000
PA
USD
1559125.31000000
0.178865397984
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION JUN28 3.05 CALL
000000000
3125000.00000000
OU
Notional Amount
USD
373109.22000000
0.042803698137
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
3125000.00000000
OU
Notional Amount
N/A
373109.22000000
0.04000000
DIR
US
N/A
N/A
2038-06-29
0.00000000
N/A
0.00000000
N/A
3125000.00000000
USD
1.00000000
3.05000000
USD
2028-06-27
XXXX
146234.22000000
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
200000.00000000
PA
USD
204037.50000000
0.023407514718
Long
DBT
CORP
KY
N
2
2024-07-31
Fixed
7.88000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXVI Ltd
09630HAA9
250000.00000000
PA
USD
251102.33000000
0.028806868763
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.89000000
N
N
N
N
N
N
SEAZEN GROUP LTD
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
200000.00000000
PA
USD
203687.50000000
0.023367362147
Long
DBT
CORP
KY
N
2
2022-06-11
Fixed
6.45000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
447000.00000000
PA
USD
466627.77000000
0.053532298691
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
439000.00000000
PA
USD
444364.58000000
0.050978229230
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
100000.00000000
PA
139197.33000000
0.015968944682
Long
DBT
CORP
GB
N
2
2024-09-15
Fixed
5.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR -0.150000 16-NOV-2026
000000000
6070000.00000000
OU
Notional Amount
19858.77000000
0.002278230477
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-11-16
93.48000000
EUR
0.00000000
EUR
6070000.00000000
EUR
19745.88000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
649902T37
1900000.00000000
PA
USD
2567052.00000000
0.294496391459
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.60000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
60000.00000000
PA
USD
77400.00000000
0.008879454214
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
1250000.00000000
PA
USD
1241298.36000000
0.142403772009
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
172000.00000000
PA
USD
178880.00000000
0.020521405294
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
66000.00000000
PA
USD
70455.00000000
0.008082712488
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
117000.00000000
PA
USD
115373.70000000
0.013235859000
Long
DBT
US
N
2
2029-06-15
Fixed
4.63000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (VMED)
000000000
10000.00000000
OU
Notional Amount
1436.48000000
0.000164795328
N/A
DCR
XX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
VIRGIN MEDIA FINANCE PLC
VIRGIN MEDIA FINANCE PLC
Y
sell protection
2025-12-23
970.10000000
EUR
0.00000000
EUR
10000.00000000
EUR
246.07000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTP OCT22 1.064 PUT
000000000
-2780000.00000000
OU
Notional Amount
USD
-185921.84000000
-0.02132925666
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2780000.00000000
OU
Notional Amount
N/A
-185921.84000000
-0.02000000
DIR
US
N/A
N/A
2032-10-13
0.00000000
N/A
0.00000000
N/A
2780000.00000000
USD
1.00000000
1.06400000
USD
2022-10-11
XXXX
-92409.59000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.715000 01-JUL-2031
000000000
2450000.00000000
OU
Notional Amount
USD
-174677.36000000
-0.02003927158
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-07-01
39.98000000
USD
0.00000000
USD
2450000.00000000
USD
-174717.34000000
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
389000.00000000
PA
USD
389097.25000000
0.044637871009
Long
LON
CORP
US
N
2
2028-02-12
Floating
4.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
254000.00000000
PA
USD
271145.00000000
0.031106196548
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
204412.50000000
0.023450535329
Long
DBT
CORP
KY
N
2
2024-02-01
Fixed
7.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
280000.00000000
PA
USD
475148.80000000
0.054509845147
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
200000.00000000
PA
USD
209412.50000000
0.024024143483
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
142000.00000000
PA
172417.55000000
0.019780022492
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
549300Q10QN3IXF3HZ69
Chobani LLC / Chobani Finance Corp Inc
17027NAA0
262000.00000000
PA
USD
272587.42000000
0.031271673323
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
199000.00000000
PA
USD
186065.00000000
0.021345680210
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Octagon Investment Partners 48 LTD
N/A
Octagon Investment Partners 48 Ltd
67577UAE5
1250000.00000000
PA
USD
1252264.75000000
0.143661854152
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.74000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION FEB22 0.405 CALL
000000000
-38130000.00000000
OU
Notional Amount
USD
-48629.86000000
-0.00557889683
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS Swap
N/A
38130000.00000000
OU
Notional Amount
N/A
-48629.86000000
-0.01000000
DIR
GB
N/A
N/A
2024-02-25
0.00000000
N/A
0.00000000
N/A
38130000.00000000
USD
1.00000000
0.40500000
USD
2022-02-23
XXXX
44597.99000000
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXVI Ltd
09630GAJ2
250000.00000000
PA
USD
251709.63000000
0.028876539209
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
4.44000000
N
N
N
N
N
N
Republic of Portugal
549300P6U1FJ3IMP7K42
Portugal Government International Bond
737271AE6
3970000.00000000
PA
USD
4505553.00000000
0.516884387238
Long
DBT
NUSS
PT
N
2
2024-10-15
Fixed
5.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR 1Y MIDCV OP SEP21P 99.5 EXP 09/10/2021
000000000
244.00000000
NC
USD
15250.00000000
0.001749504867
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Eurodollar Time Deposit
N/A
244.00000000
NC
N/A
15250.00000000
0.00000000
DIR
US
Long
Eurodollar Time Deposit
EDU2 Comdty
2022-09-19
244.00000000
USD
2500.00000000
99.50000000
USD
2021-09-10
XXXX
5641.28000000
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
80000.00000000
PA
USD
83600.00000000
0.009590728324
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
SWAPTION JUN25 1.429 PUT
000000000
1120000.00000000
OU
Notional Amount
USD
85533.77000000
0.009812573571
N/A
DIR
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
BFM8T61CT2L1QCEMIK50
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
85533.77000000
0.01000000
DIR
US
N/A
N/A
2025-06-05
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.42900000
USD
2025-06-05
XXXX
25501.77000000
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAC0
169000.00000000
PA
USD
178928.75000000
0.020526997974
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAB6
514000.00000000
PA
USD
524280.00000000
0.060146256528
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
200000.00000000
PA
USD
215000.00000000
0.024665150594
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
561000.00000000
PA
USD
579978.63000000
0.066536094188
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Platin 1426 GmbH
213800NMYXIGFN77O655
Platin 1426 GmbH
000000000
100000.00000000
PA
119381.32000000
0.013695619702
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
5.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
435000.00000000
PA
USD
482850.00000000
0.055393339369
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
678000.00000000
PA
USD
668677.50000000
0.076711773193
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
91000.00000000
PA
USD
98962.50000000
0.011353139375
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
70037.50000000
0.008034816208
Long
DBT
CORP
KY
N
2
2023-01-13
Fixed
6.90000000
Y
Y
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CH4
870000.00000000
PA
USD
1236363.21000000
0.141837603553
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.928500 01-DEC-2056
000000000
110000.00000000
OU
Notional Amount
USD
-214.03000000
-0.00002455387
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2056-12-01
2.45000000
USD
0.00000000
USD
110000.00000000
USD
-216.48000000
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BJ3
141000.00000000
PA
USD
152701.59000000
0.017518175410
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.88000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
142000.00000000
PA
USD
159981.46000000
0.018353333968
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
137000.00000000
PA
USD
157892.50000000
0.018113685070
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
CALRIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAA7
253000.00000000
PA
USD
255304.83000000
0.029288986416
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.88000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DT0
385000.00000000
PA
USD
533409.92000000
0.061193655838
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.63000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION AUG22 0.7161 CALL
000000000
-485000.00000000
OU
Notional Amount
USD
-1606.97000000
-0.00018435421
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
485000.00000000
OU
Notional Amount
N/A
-1606.97000000
0.00000000
DIR
US
N/A
N/A
2032-08-10
0.00000000
N/A
0.00000000
N/A
485000.00000000
USD
1.00000000
0.71610000
USD
2022-08-08
XXXX
14419.64000000
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
2711529.54000000
PA
USD
2867763.53000000
0.328994508542
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.30000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAN1
1000000.00000000
PA
USD
1060959.37000000
0.121714989002
Long
DBT
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
1090000.00000000
PA
USD
1419639.87000000
0.162863400853
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
250000.00000000
PA
USD
186296.88000000
0.021372281862
Long
DBT
CORP
KY
N
2
2024-01-22
Fixed
12.00000000
N
N
N
N
N
N
BANK NEGARA INDONESIA
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
252000.00000000
PA
USD
256988.97000000
0.029482193703
Long
DBT
CORP
ID
N
2
2026-03-30
Fixed
3.75000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
63000.00000000
PA
USD
66071.25000000
0.007579801540
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.88000000
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
124166AL3
250000.00000000
PA
USD
249387.08000000
0.028610092486
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
3.28000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
87000.00000000
PA
USD
92721.99000000
0.010637217891
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
400000.00000000
PA
USD
391580.00000000
0.044922696138
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
200000.00000000
PA
USD
206000.00000000
0.023632655918
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
215000.00000000
PA
USD
272243.75000000
0.031232246940
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR 2Y MIDCV OP SEP21P 99.375 EXP 09/10/2021
000000000
-229.00000000
NC
USD
-220412.50000000
-0.02528608142
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Eurodollar Time Deposit
N/A
229.00000000
NC
N/A
-220412.50000000
-0.03000000
DIR
US
Short
Eurodollar Time Deposit
EDU3 Comdty
2023-09-18
229.00000000
USD
2500.00000000
99.37500000
USD
2021-09-10
XXXX
-174985.77000000
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
539425.00000000
PA
USD
583253.28000000
0.066911767376
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
KASIKORNBANK PCL HK
5493004COSQ54937AW41
Kasikornbank PCL/Hong Kong
000000000
600000.00000000
PA
USD
635737.50000000
0.072932842679
Long
DBT
CORP
TH
N
2
2025-10-14
Fixed
5.28000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
135000.00000000
PA
USD
122175.00000000
0.014016115227
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AA7
2566824.84000000
PA
USD
2993559.47000000
0.343426023911
Long
DBT
CORP
KY
N
2
2034-07-05
Fixed
5.88000000
N
N
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
200000.00000000
PA
USD
199475.00000000
0.022884097278
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10 RTR JAN22 1 CALL
000000000
-3880000.00000000
OU
Notional Amount
USD
-14907.04000000
-0.00171015993
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
3880000.00000000
OU
Notional Amount
N/A
-14907.04000000
0.00000000
DIR
US
N/A
N/A
2032-01-31
0.00000000
N/A
0.00000000
N/A
3880000.00000000
USD
1.00000000
1.00000000
USD
2022-01-27
XXXX
38248.96000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
309000.00000000
PA
USD
344921.25000000
0.039569928253
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
470000.00000000
PA
USD
471696.70000000
0.054113814606
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
104000.00000000
PA
USD
108550.00000000
0.012453033009
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
200000.00000000
PA
USD
196000.00000000
0.022485439611
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
219000.00000000
0.025124037117
Long
DBT
CORP
KY
N
2
2025-09-17
Fixed
6.15000000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital Inc
43734LAA4
195000.00000000
PA
USD
181837.50000000
0.020860694517
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
98000.00000000
PA
USD
100583.28000000
0.011539077899
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.63000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
197787.50000000
0.022690504526
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
8.95000000
N
N
N
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb Inc
009066AA9
383000.00000000
PA
USD
360977.50000000
0.041411927435
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb Inc
Airbnb Inc
USD
XXXX
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
200000.00000000
PA
USD
233412.50000000
0.026777462619
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2021-A
56848DAD1
180000.00000000
PA
USD
185398.33000000
0.021269198741
Long
ABS-O
CORP
US
N
2
2036-03-20
Fixed
3.83000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
100000.00000000
PA
133068.44000000
0.015265828427
Long
DBT
CORP
IT
N
2
2029-03-04
Fixed
5.88000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-1210898.53000000
PA
USD
-1210898.53000000
-0.13891625393
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
1210898.53000000
USD
1210930.82000000
USD
AMBS
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
154000.00000000
PA
USD
164010.00000000
0.018815494646
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
125000.00000000
PA
USD
134262.50000000
0.015402812938
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Forterra Finance, LLC
N/A
Forterra Finance, LLC 2017 Term Loan B
34960TAC7
59326.09000000
PA
USD
59311.26000000
0.006804284464
Long
LON
CORP
US
N
2
2023-10-25
Floating
4.00000000
N
N
N
N
N
N
Marble Point CLO LTD
2549003LUS5LG1CTZP23
Marble Point CLO XVII Ltd
56606CAG8
250000.00000000
PA
USD
250526.75000000
0.028740837286
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
3.94000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
13822436.68000000
NS
USD
13822436.68000000
1.585732475788
Long
STIV
RF
US
N
1
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAC3
57000.00000000
PA
USD
58410.75000000
0.006700976488
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAA6
215000.00000000
PA
USD
214974.20000000
0.024662190776
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION MAR29 3.05 PUT
000000000
-2840000.00000000
OU
Notional Amount
USD
-89177.31000000
-0.01023056642
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-89177.31000000
-0.01000000
DIR
US
N/A
N/A
2039-03-14
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
3.05000000
USD
2029-03-12
XXXX
61484.69000000
N
N
N
Cydsa SAB de CV
4469000001BNTACN9916
Cydsa SAB de CV
232553AA5
319000.00000000
PA
USD
336210.05000000
0.038570565184
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
6.25000000
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
100000.00000000
PA
144554.85000000
0.016583568113
Long
DBT
CORP
GB
N
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
43000.00000000
PA
USD
48438.64000000
0.005556959768
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAN3
2960000.00000000
PA
USD
3261564.80000000
0.374172032397
Long
DBT
CORP
FI
N
2
2024-09-23
Fixed
6.13000000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
109725.00000000
PA
USD
111279.80000000
0.012766200116
Long
LON
CORP
KY
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358UB54
1012.85000000
PA
USD
1002.89000000
0.000115053176
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
None
0.00000000
N
N
N
N
N
N
State of New Jersey
N/A
NEW JERSEY ST
646039YQ4
190000.00000000
PA
USD
237752.70000000
0.027275377440
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
4.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAG0
77000.00000000
PA
USD
77385.00000000
0.008877733389
Long
DBT
US
N
2
2021-12-15
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133X8L34
4025000.00000000
PA
USD
4646439.27000000
0.533047089872
Long
DBT
USGSE
US
N
2
2024-09-09
Fixed
5.37000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
896000.00000000
PA
USD
922880.00000000
0.105874298514
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
950000.00000000
PA
USD
1059250.00000000
0.121518887289
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
288000.00000000
PA
USD
292554.00000000
0.033562271939
Long
DBT
CORP
KY
N
2
2024-03-10
Fixed
8.35000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
4320000.00000000
PA
USD
4677609.60000000
0.536623000958
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
255000.00000000
PA
USD
253714.80000000
0.029106575581
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AG0
4000.00000000
PA
USD
4003.28000000
0.000459262809
Long
DBT
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
83000.00000000
PA
USD
83726.25000000
0.009605211930
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
276000.00000000
PA
USD
282555.00000000
0.032415170354
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
226000.00000000
PA
USD
232578.86000000
0.026681826079
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.13000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION JUN25 1.2825 PUT
000000000
1120000.00000000
OU
Notional Amount
USD
95407.97000000
0.010945357897
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
1120000.00000000
OU
Notional Amount
N/A
95407.97000000
0.01000000
DIR
US
N/A
N/A
2035-06-06
0.00000000
N/A
0.00000000
N/A
1120000.00000000
USD
1.00000000
1.28250000
USD
2025-06-04
XXXX
34815.97000000
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
280000.00000000
PA
USD
279806.80000000
0.032099892369
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AP6
119000.00000000
PA
USD
115430.00000000
0.013242317828
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
5.60000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
146000.00000000
PA
USD
152205.00000000
0.017461205796
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-1808375.00000000
PA
USD
-1808375.00000000
-0.20745972886
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
1808375.00000000
USD
1808513.64000000
USD
UST
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: EUR 0.185000 16-JAN-2030
000000000
1600000.00000000
OU
Notional Amount
-36472.58000000
-0.00418419385
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-01-16
0.00000000
EUR
-261.34000000
EUR
1600000.00000000
EUR
-36183.63000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
294000.00000000
PA
USD
282387.00000000
0.032395897120
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
179000.00000000
PA
USD
185488.75000000
0.021279571871
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
BRIGHT SCHOLAR EDUCATION
30030029PAIA7JHF7N33
Bright Scholar Education Holdings Ltd
000000000
289000.00000000
PA
USD
293335.00000000
0.033651869533
Long
DBT
CORP
KY
N
2
2022-07-31
Fixed
7.45000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2007-4F
362669AK9
93390.76000000
PA
USD
80645.81000000
0.009251818830
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
84000.00000000
PA
USD
88095.00000000
0.010106402054
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-4 Ltd
69689HAG0
250000.00000000
PA
USD
250075.50000000
0.028689069151
Long
ABS-CBDO
CORP
KY
N
2
2027-10-24
Floating
3.43000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXN8
3101835.94000000
PA
USD
3270589.90000000
0.375207406586
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
350000.00000000
PA
USD
367062.50000000
0.042110008558
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
265000.00000000
PA
USD
285868.75000000
0.032795329158
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
86000.00000000
PA
USD
85892.50000000
0.009853727662
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
330000.00000000
PA
USD
336909.38000000
0.038650793462
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
Sunoco LP / Sunoco Finance Corp
86765LAN7
4000.00000000
PA
USD
4250.00000000
0.000487566930
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Dun & Bradstreet Corp
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAK6
131000.00000000
PA
USD
144654.13000000
0.016594957677
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
10.25000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAK0
1445000.00000000
PA
USD
1604493.59000000
0.184070121047
Long
DBT
CORP
IE
N
2
2025-12-15
Fixed
3.88000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 40YR R RRP RBCBK 07/14/2021
000000000
-1455902.54000000
PA
USD
-1455902.54000000
-0.16702351348
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
1455902.54000000
USD
1455941.36000000
USD
AMBS
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
288000.00000000
PA
USD
288720.00000000
0.033122429207
Long
DBT
CORP
KY
N
2
2024-09-29
Fixed
5.95000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
328000.00000000
PA
USD
316930.00000000
0.036358726408
Long
DBT
CORP
KY
N
2
2028-01-13
Fixed
4.50000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa Inc
039653AA8
254000.00000000
PA
USD
258445.00000000
0.029649231838
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AT3
177000.00000000
PA
USD
176447.76000000
0.020242374755
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BLACKROCK SWAPTION 0.0070000 PUT EUR 202
000000000
-6070000.00000000
OU
Notional Amount
-103529.17000000
-0.01187703520
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
6070000.00000000
OU
Notional Amount
N/A
-103529.17000000
-0.01000000
DIR
US
N/A
N/A
2033-05-17
0.00000000
N/A
0.00000000
N/A
6070000.00000000
EUR
1.00000000
0.00700000
EUR
2023-05-15
XXXX
59019.97000000
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
72000.00000000
PA
USD
74700.00000000
0.008569705811
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.63000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
1000000.00000000
PA
USD
1219656.52000000
0.139920984833
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-2 Ltd
92917JAC1
1000000.00000000
PA
USD
996028.90000000
0.114266059604
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.43000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VAK0
5700000.00000000
PA
USD
8120879.38000000
0.931640524963
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.40000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
468000.00000000
PA
USD
505674.00000000
0.058011745868
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAG9
500000.00000000
PA
USD
625762.51000000
0.071788495560
Long
DBT
CORP
IE
N
2
2044-06-14
Fixed
4.60000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
9489.87000000
PA
USD
9383.11000000
0.001076445679
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.34000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
157000.00000000
0.018011296015
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.38000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
366000.00000000
PA
USD
375816.12000000
0.043114238119
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
425000.00000000
PA
USD
442515.91000000
0.050766146793
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
400000.00000000
PA
USD
403200.00000000
0.046255761486
Long
DBT
CORP
HK
N
2
2023-02-12
Fixed
10.00000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
10Y RTP SWAPTION 1.5 FEB22 1.55 PUT
000000000
250000000.00000000
OU
Notional Amount
0.02000000
0.000000002294
N/A
DIR
JP
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Put
Purchased
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
0.02000000
0.00000000
DIR
US
N/A
N/A
2032-02-24
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.55000000
JPY
2022-02-22
XXXX
-23656.84000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
211000.00000000
PA
USD
229884.50000000
0.026372724706
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CH0
2775000.00000000
PA
USD
4087933.45000000
0.468974391462
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
001877AA7
89000.00000000
PA
USD
88499.82000000
0.010152843664
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.13000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
67000.00000000
PA
USD
72310.42000000
0.008295569296
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
Battalion CLO LTD
5493000R542V1ZNEEG67
Battalion CLO VII Ltd
07131XBB9
500000.00000000
PA
USD
499994.90000000
0.057360230255
Long
ABS-CBDO
CORP
KY
N
2
2028-07-17
Floating
3.12000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
222000.00000000
PA
USD
266955.00000000
0.030625512916
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
193000.00000000
PA
USD
194677.17000000
0.022333682396
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
229000.00000000
PA
USD
246747.50000000
0.028307275564
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION APR22 1.25 CALL
000000000
-92900000.00000000
OU
Notional Amount
USD
-952498.13000000
-0.10927213868
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
92900000.00000000
OU
Notional Amount
N/A
-952498.13000000
-0.11000000
DIR
US
N/A
N/A
2032-04-25
0.00000000
N/A
0.00000000
N/A
92900000.00000000
USD
1.00000000
1.25000000
USD
2022-04-21
XXXX
93052.18000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
600000.00000000
PA
USD
598800.00000000
0.068695312446
Long
DBT
CORP
KY
N
2
2024-04-14
Fixed
7.88000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
200000.00000000
PA
USD
208600.00000000
0.023930932158
Long
DBT
CORP
KY
N
2
2024-03-05
Fixed
7.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
350000.00000000
PA
USD
363353.06000000
0.041684455552
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
82000.00000000
PA
USD
83640.00000000
0.009595317189
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
67000.00000000
PA
USD
69345.00000000
0.007955371478
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAQ8
1625000.00000000
PA
USD
2236208.67000000
0.256541505144
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
5.70000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AG5
200000.00000000
PA
USD
210440.00000000
0.024142019958
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
419000.00000000
PA
USD
335252.38000000
0.038460699720
Long
DBT
CORP
VG
N
2
2022-10-24
Fixed
11.50000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BP5
260000.00000000
PA
USD
271700.00000000
0.031169867053
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBB7
636000.00000000
PA
USD
693240.00000000
0.079529623246
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
1050000.00000000
PA
USD
1103182.50000000
0.126558895328
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
CTR PARTNERSHIP/CARETRST
N/A
CTR Partnership LP / CareTrust Capital Corp
126458AE8
110000.00000000
PA
USD
112323.20000000
0.012885900666
Long
DBT
US
N
2
2028-06-30
Fixed
3.88000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
1279000.00000000
PA
USD
1347746.25000000
0.154615647531
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
431000.00000000
PA
USD
435310.00000000
0.049939473047
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
1400000.00000000
PA
USD
1967696.01000000
0.225737294933
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.13000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
134000.00000000
PA
USD
136231.10000000
0.015628653940
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAS5
1000000.00000000
PA
USD
1000349.20000000
0.114761691465
Long
ABS-CBDO
CORP
KY
N
2
2030-08-15
Floating
3.31000000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAN4
250000.00000000
PA
USD
249087.55000000
0.028575729916
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.93000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JUN24 2.5 PUT
000000000
3950000.00000000
OU
Notional Amount
USD
94779.93000000
0.010873308124
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
94779.93000000
0.01000000
DIR
GB
N/A
N/A
2034-06-24
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
2.50000000
USD
2024-06-20
XXXX
-64919.79000000
N
N
N
MANAPPURAM FINANCE LTD
335800JL5WTUSKOSPN77
Manappuram Finance Ltd
000000000
400000.00000000
PA
USD
412700.00000000
0.047345616978
Long
DBT
CORP
IN
N
2
2023-01-13
Fixed
5.90000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
225000.00000000
PA
USD
222266.25000000
0.025498746643
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
201000.00000000
PA
USD
198462.38000000
0.022767927860
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION MAY22 0.74 PUT
000000000
-2540000.00000000
OU
Notional Amount
USD
-213073.64000000
-0.02444415543
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2540000.00000000
OU
Notional Amount
N/A
-213073.64000000
-0.02000000
DIR
US
N/A
N/A
2032-05-04
0.00000000
N/A
0.00000000
N/A
2540000.00000000
USD
1.00000000
0.74000000
USD
2022-05-02
XXXX
-125189.64000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION FEB22 1.6 PUT
000000000
-2840000.00000000
OU
Notional Amount
USD
-57047.85000000
-0.00654462237
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-57047.85000000
-0.01000000
DIR
US
N/A
N/A
2032-03-02
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
1.60000000
USD
2022-02-28
XXXX
-5217.85000000
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
490611.27000000
PA
USD
478552.04000000
0.054900270390
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.69000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
2Y RTP MAR22 0.562 PUT
000000000
-17280000.00000000
OU
Notional Amount
USD
-65366.09000000
-0.00749890443
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
17280000.00000000
OU
Notional Amount
N/A
-65366.09000000
-0.01000000
DIR
US
N/A
N/A
2024-03-23
0.00000000
N/A
0.00000000
N/A
17280000.00000000
USD
1.00000000
0.56200000
USD
2022-03-21
XXXX
-7262.09000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
412000.00000000
PA
USD
452779.76000000
0.051943632402
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
905000.00000000
PA
USD
1006591.42000000
0.115477809122
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
58000.00000000
PA
USD
60015.50000000
0.006885076025
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
POWERLONG REAL ESTATE
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
200000.00000000
PA
USD
207500.00000000
0.023804738364
Long
DBT
CORP
KY
N
2
2022-11-08
Fixed
7.13000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
21000.00000000
PA
USD
22371.83000000
0.002566532818
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2020 Term Loan B3
81527CAN7
53500.00000000
PA
USD
53557.25000000
0.006144175054
Long
LON
CORP
US
N
2
2026-09-03
Floating
5.25000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
46000.00000000
PA
USD
50772.50000000
0.005824703993
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
3137BBHG8
2776337.37000000
PA
USD
3055127.73000000
0.350489235096
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
4.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAU6
645000.00000000
PA
USD
883724.58000000
0.101382324882
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAD2
202000.00000000
PA
USD
200040.60000000
0.022948983832
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION APR38 2.985 CALL
000000000
910000.00000000
OU
Notional Amount
USD
102094.77000000
0.011712478497
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
910000.00000000
OU
Notional Amount
N/A
102094.77000000
0.01000000
DIR
US
N/A
N/A
2048-04-29
0.00000000
N/A
0.00000000
N/A
910000.00000000
USD
1.00000000
2.98500000
USD
2038-04-27
XXXX
59324.77000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-TWN3
36263JAE4
1500000.00000000
PA
USD
1519510.95000000
0.174320774007
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
3.77000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
100000.00000000
PA
119908.98000000
0.013756153717
Long
DBT
CORP
LU
N
2
2026-11-13
Fixed
2.75000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AG7
18000.00000000
PA
USD
17826.66000000
0.002045103504
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.38000000
N
N
N
N
N
N
Burlington Resources LLC
0FJ5X7MVCTSE8OEPQE56
Burlington Resources LLC
20825VAB8
685000.00000000
PA
USD
943914.79000000
0.108287443924
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
MCAFEE LLC
N/A
MCAFEE LLC 2021 USD 2ND LIEN TL
55910RAE3
239000.00000000
PA
USD
236012.50000000
0.027075738858
Long
LON
CORP
US
N
3
2029-05-03
None
0.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
400000.00000000
PA
USD
436347.48000000
0.050058494445
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AG3
2000000.00000000
PA
USD
2003740.00000000
0.229872320242
Long
DBT
CORP
CH
N
2
2026-06-02
Fixed
3.88000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO RRP BNPNR OPEN
000000000
-2996250.00000000
PA
USD
-2996250.00000000
-0.34373468590
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.07000000
2049-12-31
2996250.00000000
USD
2996348.21000000
USD
UST
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
399693.00000000
PA
USD
443492.12000000
0.050878139196
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
5000000.00000000
PA
USD
5329219.00000000
0.611376693887
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.24000000
N
N
N
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
200000.00000000
PA
USD
204610.00000000
0.023473192851
Long
DBT
CORP
IN
N
2
2022-10-24
Fixed
5.95000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
470000.00000000
PA
USD
486608.16000000
0.055824481613
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JAN22 0.508 CALL
000000000
-38450000.00000000
OU
Notional Amount
USD
-93198.19000000
-0.01069184833
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
38450000.00000000
OU
Notional Amount
N/A
-93198.19000000
-0.01000000
DIR
US
N/A
N/A
2024-01-12
0.00000000
N/A
0.00000000
N/A
38450000.00000000
USD
1.00000000
0.50800000
USD
2022-01-10
XXXX
20868.07000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
205500.00000000
0.023575295103
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.38000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300VE70J453FXBE45
Madison Park Funding X Ltd
55818JAC8
250000.00000000
PA
USD
249761.90000000
0.028653092447
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
6.59000000
N
N
N
N
N
N
INDIGO MERGER SUB INC
N/A
Indigo Merger Sub Inc
45569KAA1
400000.00000000
PA
USD
406324.00000000
0.046614151861
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.88000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
98000.00000000
PA
USD
104359.22000000
0.011972259894
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.13000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AN6
127000.00000000
PA
USD
129698.75000000
0.014879252096
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.13000000
N
N
N
N
N
N
ABJA Investment Co
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
450000.00000000
PA
USD
485240.63000000
0.055667596341
Long
DBT
CORP
SG
N
2
2024-07-31
Fixed
5.95000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
659000.00000000
PA
USD
702039.29000000
0.080539092144
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
417000.00000000
PA
USD
459221.25000000
0.052682610639
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BLACKROCK SWAPTION 0.0090000 CALL USD 20
000000000
-28830000.00000000
OU
Notional Amount
USD
-136823.72000000
-0.01569664027
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
28830000.00000000
OU
Notional Amount
N/A
-136823.72000000
-0.02000000
DIR
US
N/A
N/A
2027-05-02
0.00000000
N/A
0.00000000
N/A
28830000.00000000
USD
1.00000000
0.00900000
USD
2022-04-28
XXXX
-8048.53000000
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
207600.00000000
0.023816210527
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CG7
242000.00000000
PA
USD
247003.35000000
0.028336627093
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR 1Y MIDCV OP SEP21P 99.75 EXP 09/10/2021
000000000
-229.00000000
NC
USD
-70131.25000000
-0.00804557136
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Eurodollar Time Deposit
N/A
229.00000000
NC
N/A
-70131.25000000
-0.01000000
DIR
US
Short
Eurodollar Time Deposit
EDU2 Comdty
2022-09-19
229.00000000
USD
2500.00000000
99.75000000
USD
2021-09-10
XXXX
-44742.02000000
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
104000.00000000
PA
USD
112060.00000000
0.012855705933
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
169000.00000000
PA
USD
175797.18000000
0.020167739157
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CLEAR CHANNEL INTL BV
N/A
Clear Channel International BV
18452MAB2
256000.00000000
PA
USD
269012.48000000
0.030861550376
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.63000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
130000.00000000
PA
USD
138534.50000000
0.015892903744
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG25 0.9125 CALL
000000000
1930000.00000000
OU
Notional Amount
USD
30809.34000000
0.003534497724
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1930000.00000000
OU
Notional Amount
N/A
30809.34000000
0.00000000
DIR
GB
N/A
N/A
2035-08-11
0.00000000
N/A
0.00000000
N/A
1930000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
-66759.21000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
53000.00000000
PA
USD
61727.30000000
0.007081456512
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.63000000
N
N
N
N
N
N
RKPF OVERSEAS 2020 A LTD
254900LKOLISWWIE7W36
RKPF Overseas 2020 A Ltd
000000000
400000.00000000
PA
USD
402000.00000000
0.046118095530
Long
DBT
CORP
VG
N
2
2026-01-12
Fixed
5.20000000
N
N
N
N
N
N
Elmwood CLO III Ltd
N/A
Elmwood CLO III Ltd
29002JAA3
1500000.00000000
PA
USD
1501933.35000000
0.172304243072
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
7.18000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION AUG21 0.95 PUT
000000000
-2390000.00000000
OU
Notional Amount
USD
-115872.98000000
-0.01329313721
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2390000.00000000
OU
Notional Amount
N/A
-115872.98000000
-0.01000000
DIR
US
N/A
N/A
2031-08-06
0.00000000
N/A
0.00000000
N/A
2390000.00000000
USD
1.00000000
0.95000000
USD
2021-08-05
XXXX
-88148.98000000
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAA7
236000.00000000
PA
USD
318151.60000000
0.036498870352
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
500000.00000000
PA
USD
542134.58000000
0.062194563061
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BT9
171000.00000000
PA
USD
166297.50000000
0.019077920376
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
66000.00000000
PA
USD
68661.78000000
0.007876991366
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY BO RRP NOMSI OPEN
000000000
-2227500.00000000
PA
USD
-2227500.00000000
-0.25554243232
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
2227500.00000000
USD
2227670.77000000
USD
UST
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORPORATION 2020 TERM LOAN
29426NAN4
168701.43000000
PA
USD
168441.63000000
0.019323898466
Long
LON
CORP
US
N
2
2027-07-30
Floating
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP GOLDMAN SAC RRP BNPNR OPEN
000000000
-6796680.00000000
PA
USD
-6796680.00000000
-0.77972621275
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.29000000
2049-12-31
6796680.00000000
USD
6797939.27000000
USD
CDS
N
N
N
Sterling Bank Trust
N/A
Sterling COOFS Trust 2004-2
859245AB8
1182518.40000000
PA
USD
11825.18000000
0.001356603932
Long
ABS-O
CORP
US
N
3
2030-03-30
Fixed
2.08000000
N
N
N
N
N
N
SWITCH LTD
5493002D70VTFFLT8L43
Switch Ltd
87105NAA8
234000.00000000
PA
USD
236925.00000000
0.027180422346
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION JAN29 3.0825 PUT
000000000
1020000.00000000
OU
Notional Amount
USD
31081.82000000
0.003565757074
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
1020000.00000000
OU
Notional Amount
N/A
31081.82000000
0.00000000
DIR
US
N/A
N/A
2039-01-31
0.00000000
N/A
0.00000000
N/A
1020000.00000000
USD
1.00000000
3.08250000
USD
2029-01-29
XXXX
-26854.18000000
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
281000.00000000
PA
USD
288263.85000000
0.033070098935
Long
DBT
CORP
IL
N
2
2031-01-29
Fixed
3.28000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
200000.00000000
PA
USD
206060.00000000
0.023639539216
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.13000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
428000.00000000
PA
USD
438058.00000000
0.050254728088
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
Barracuda Networks, Inc.
549300CXGRZWNMPU8080
Barracuda Networks, Inc. 2020 2nd Lien Term Loan
06832EAG5
120741.28000000
PA
USD
122779.39000000
0.014085451833
Long
LON
CORP
US
N
2
2028-10-30
Floating
7.50000000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
97000.00000000
PA
USD
100350.38000000
0.011512359232
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.63000000
N
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242WAC0
124000.00000000
PA
USD
124000.00000000
0.014225482203
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.75000000
N
N
N
N
N
N
Matterhorn Telecom SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
100000.00000000
PA
121683.34000000
0.013959711190
Long
DBT
CORP
LU
N
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.095000 01-MAR-2023
000000000
13390000.00000000
OU
Notional Amount
USD
234938.37000000
0.026952512913
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-01
132.67000000
USD
0.00000000
USD
13390000.00000000
USD
234805.70000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
200000.00000000
PA
USD
201444.00000000
0.023109984169
Long
DBT
CORP
GB
N
2
2021-08-15
Fixed
8.63000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
13000.00000000
PA
USD
13568.75000000
0.001556629126
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CM5
3000.00000000
PA
USD
2977.50000000
0.000341583655
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
92000.00000000
PA
USD
92920.00000000
0.010659933922
Long
DBT
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
FSWP: EUR 0.440000 16-MAY-2033
000000000
2140000.00000000
OU
Notional Amount
-24970.06000000
-0.00286460600
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-05-16
0.00000000
EUR
-38.73000000
EUR
2140000.00000000
EUR
-24923.29000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTP FEB22 1.62 CALL
000000000
-3350000.00000000
OU
Notional Amount
USD
-80495.54000000
-0.00923457961
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
3350000.00000000
OU
Notional Amount
N/A
-80495.54000000
-0.01000000
DIR
US
N/A
N/A
2032-02-22
0.00000000
N/A
0.00000000
N/A
3350000.00000000
USD
1.00000000
1.62000000
USD
2022-02-18
XXXX
8279.46000000
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AG6
250000.00000000
PA
USD
251040.05000000
0.028799723899
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
4.66000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
2850000.00000000
PA
USD
3149186.87000000
0.361279853016
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
RED SUN PROPERTIES GRP
549300TYWIIKAOK07L47
Redsun Properties Group Ltd
000000000
432000.00000000
PA
USD
438345.00000000
0.050287653196
Long
DBT
CORP
KY
N
2
2023-04-16
Fixed
9.70000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
280000.00000000
PA
USD
289800.00000000
0.033246328568
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
HUSKY III HOLDING LTD
N/A
Husky III Holding Ltd
44810RAA6
241000.00000000
PA
USD
261485.00000000
0.029997985596
Long
DBT
CORP
CA
N
2
2025-02-15
Variable
13.00000000
N
N
Y
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
419000.00000000
PA
USD
447282.50000000
0.051312977770
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
200000.00000000
PA
USD
224600.00000000
0.025766478248
Long
DBT
CORP
KY
N
2
2029-05-14
Fixed
4.64000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FMT8
1100000.00000000
PA
USD
1443024.00000000
0.165546066378
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.675000 15-FEB-2031
000000000
5700000.00000000
OU
Notional Amount
USD
-100509.28000000
-0.01153058849
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-18
626.17000000
USD
0.00000000
USD
5700000.00000000
USD
-101135.45000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-1269490.11000000
PA
USD
-1269490.11000000
-0.14563797554
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
1269490.11000000
USD
1269523.96000000
USD
AMBS
N
N
N
HEALTH AND HAPPINESS H&H
2138007WU5DJFZFDDV59
Health & Happiness H&H International Holdings Ltd
000000000
200000.00000000
PA
USD
206100.00000000
0.023644128081
Long
DBT
CORP
KY
N
2
2024-10-24
Fixed
5.63000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION JUL21 0.05 PUT
000000000
-5120000.00000000
OU
Notional Amount
-0.06000000
-0.00000000688
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5120000.00000000
OU
Notional Amount
N/A
-0.06000000
0.00000000
DIR
US
N/A
N/A
2023-07-07
0.00000000
N/A
0.00000000
N/A
5120000.00000000
EUR
1.00000000
0.05000000
EUR
2021-07-02
XXXX
10800.82000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
74000.00000000
PA
USD
76775.00000000
0.008807753194
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
SEAZEN GROUP LTD
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
400000.00000000
PA
USD
415000.00000000
0.047609476728
Long
DBT
CORP
KY
N
2
2024-08-12
Fixed
6.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DJ3
1000000.00000000
PA
USD
1196900.10000000
0.137310331223
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.38000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-A
64035DAG1
460000.00000000
PA
USD
463297.14000000
0.053150203386
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.93000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
147000.00000000
PA
USD
148940.40000000
0.017086685560
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
38000.00000000
PA
USD
36373.98000000
0.004172882299
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
44000.00000000
PA
USD
47628.02000000
0.005463964120
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AG3
213998.00000000
PA
USD
215602.99000000
0.024734326590
Long
DBT
CORP
US
N
3
2025-05-15
Fixed
11.00000000
N
N
Y
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
200000.00000000
PA
USD
196710.00000000
0.022566891969
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
142000.00000000
PA
USD
146921.72000000
0.016855099299
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAF6
28000.00000000
PA
USD
30380.00000000
0.003485243139
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AP3
138000.00000000
PA
USD
141450.00000000
0.016227374658
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAA2
640000.00000000
PA
USD
892287.58000000
0.102364686205
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
73000.00000000
PA
USD
76650.00000000
0.008793412990
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FB5
3920000.00000000
PA
USD
5448396.08000000
0.625048882843
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2017 Term Loan B
02083JAC8
58641.41000000
PA
USD
58580.42000000
0.006720441307
Long
LON
CORP
US
N
2
2024-07-12
Floating
4.00000000
N
N
N
N
N
N
KRUNG THAI BANK/CAYMAN
54930007ZQMYCRFQGE36
Krung Thai Bank PCL/Cayman Islands
000000000
252000.00000000
PA
USD
255386.25000000
0.029298327051
Long
DBT
CORP
TH
N
2
2026-03-25
Fixed
4.40000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AK7
44000.00000000
PA
USD
46750.00000000
0.005363236233
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION MAR29 3.05 CALL
000000000
-2840000.00000000
OU
Notional Amount
USD
-326302.17000000
-0.03743391703
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2840000.00000000
OU
Notional Amount
N/A
-326302.17000000
-0.04000000
DIR
US
N/A
N/A
2039-03-14
0.00000000
N/A
0.00000000
N/A
2840000.00000000
USD
1.00000000
3.05000000
USD
2029-03-12
XXXX
-175640.17000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BLACKROCK SWAPTION 0.0120000 CALL USD 20
000000000
19220000.00000000
OU
Notional Amount
USD
212977.59000000
0.024433136421
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
19220000.00000000
OU
Notional Amount
N/A
212977.59000000
0.02000000
DIR
US
N/A
N/A
2027-05-02
0.00000000
N/A
0.00000000
N/A
19220000.00000000
USD
1.00000000
0.01200000
USD
2022-04-28
XXXX
24813.79000000
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAQ2
41000.00000000
PA
USD
43255.00000000
0.004962284134
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAE5
1250000.00000000
PA
USD
1252886.15000000
0.143733142174
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
2.88000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BFR8
1720000.00000000
PA
USD
2887157.60000000
0.331219427878
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION APR22 1.385 CALL
000000000
13700000.00000000
OU
Notional Amount
USD
231027.62000000
0.026503865296
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
13700000.00000000
OU
Notional Amount
N/A
231027.62000000
0.03000000
DIR
US
N/A
N/A
2027-04-12
0.00000000
N/A
0.00000000
N/A
13700000.00000000
USD
1.00000000
1.38500000
USD
2022-04-08
XXXX
26623.45000000
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259NZH9
1295000.00000000
PA
USD
2110396.75000000
0.242108156524
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.34000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
240000.00000000
PA
USD
257700.00000000
0.029563764224
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
112000.00000000
PA
USD
117040.00000000
0.013427019653
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
326000.00000000
PA
USD
319480.00000000
0.036651266567
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
404000.00000000
PA
USD
406985.56000000
0.046690047103
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION MAY22 0.74 CALL
000000000
-2540000.00000000
OU
Notional Amount
USD
-6621.58000000
-0.00075963845
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2540000.00000000
OU
Notional Amount
N/A
-6621.58000000
0.00000000
DIR
US
N/A
N/A
2032-05-04
0.00000000
N/A
0.00000000
N/A
2540000.00000000
USD
1.00000000
0.74000000
USD
2022-05-02
XXXX
81262.42000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
119000.00000000
PA
USD
128535.47000000
0.014745798717
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
22000.00000000
PA
USD
29422.58000000
0.003375406356
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.88000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
432000.00000000
PA
USD
452304.00000000
0.051889052439
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.13000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAB9
120000.00000000
PA
USD
123450.00000000
0.014162385306
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
100000.00000000
PA
115847.79000000
0.013290247378
Long
DBT
CORP
ES
N
1
2031-11-20
Fixed
0.75000000
N
N
N
N
N
Cellnex Telecom SA
Cellnex Telecom SA
EUR
XXXX
N
N
N
RKPF OVERSEAS 2019 A LTD
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd
000000000
288000.00000000
PA
USD
299160.00000000
0.034320123031
Long
DBT
CORP
VG
N
2
2025-09-04
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
1700000.00000000
PA
USD
1790511.72000000
0.205410424255
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
163000.00000000
PA
USD
175632.50000000
0.020148846798
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AX4
74000.00000000
PA
USD
82064.52000000
0.009414575554
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.75000000
N
N
N
N
N
N
Sequa Mezzanine Holdings L.L.C.
N/A
Sequa Mezzanine Holdings L.L.C. 2020 Extended Term Loan
81733HAE6
109447.44000000
PA
USD
110085.52000000
0.012629190367
Long
LON
CORP
US
N
2
2023-11-28
Floating
7.75000000
N
N
N
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl
42329HAA6
200000.00000000
PA
USD
195764.00000000
0.022458365306
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.63000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BA2
230000.00000000
PA
USD
239131.00000000
0.027433498264
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
117000.00000000
PA
USD
126441.90000000
0.014505620953
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.13000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
102000.00000000
PA
USD
103402.50000000
0.011862503415
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
211250.00000000
0.024234944479
Long
DBT
CORP
KY
N
2
2024-11-07
Fixed
6.45000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
117000.00000000
PA
USD
124304.31000000
0.014260393142
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 3.020500 08-DEC-2048
000000000
400000.00000000
OU
Notional Amount
USD
-29852.33000000
-0.00342470797
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-12-08
0.00000000
USD
-6.27000000
USD
400000.00000000
USD
-29846.06000000
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
206300.00000000
0.023667072407
Long
DBT
CORP
KY
N
2
2023-10-11
Fixed
7.95000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY BO RRP BNPNR OPEN
000000000
-30250000.00000000
PA
USD
-30250000.00000000
-3.47032932782
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
30250000.00000000
USD
30266116.53000000
USD
UST
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems, Inc. 2020 Term Loan B
84857HAW0
125370.00000000
PA
USD
126049.51000000
0.014460605332
Long
LON
CORP
US
N
2
2025-01-15
Floating
6.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
288000.00000000
PA
USD
282744.00000000
0.032436852742
Long
DBT
CORP
KY
N
2
2023-09-28
Fixed
9.75000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
61000.00000000
PA
USD
60024.00000000
0.006886051159
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.88000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
67000.00000000
PA
USD
69261.25000000
0.007945763542
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG30 1.0451 CALL
000000000
1210000.00000000
OU
Notional Amount
USD
36313.46000000
0.004165939346
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1210000.00000000
OU
Notional Amount
N/A
36313.46000000
0.00000000
DIR
GB
N/A
N/A
2040-08-09
0.00000000
N/A
0.00000000
N/A
1210000.00000000
USD
1.00000000
1.04510000
USD
2030-08-07
XXXX
-48181.03000000
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AF9
197000.00000000
PA
USD
203447.81000000
0.023339864519
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
1750000.00000000
PA
USD
2047500.00000000
0.234892538800
Long
DBT
CORP
GB
N
2
2025-09-27
Fixed
7.50000000
N
N
N
N
N
N
REKEEP SPA
8156008737CA044FCB79
Rekeep SpA
000000000
100000.00000000
PA
127622.29000000
0.014641037218
Long
DBT
CORP
IT
N
2
2026-02-01
Fixed
7.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
424000.00000000
PA
USD
435566.72000000
0.049968924384
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
400000.00000000
PA
USD
416325.00000000
0.047761482889
Long
DBT
CORP
VG
N
2
2023-08-05
Fixed
6.80000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300PKM3N9LK4JM015
Anchorage Capital CLO 8 Ltd
03329KAW3
1000000.00000000
PA
USD
1001189.70000000
0.114858114995
Long
ABS-CBDO
CORP
KY
N
2
2028-07-28
Floating
3.18000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION APR22 1.9 PUT
000000000
92900000.00000000
OU
Notional Amount
USD
1217773.15000000
0.139704921556
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
92900000.00000000
OU
Notional Amount
N/A
1217773.15000000
0.14000000
DIR
US
N/A
N/A
2032-04-25
0.00000000
N/A
0.00000000
N/A
92900000.00000000
USD
1.00000000
1.90000000
USD
2022-04-21
XXXX
-1091250.63000000
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
210000.00000000
PA
USD
218662.50000000
0.025085318566
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. 2nd Lien Term Loan B1
71360HAG2
195000.00000000
PA
USD
198900.00000000
0.022818132340
Long
LON
CORP
US
N
3
2029-02-01
Floating
8.50000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
452000.00000000
PA
USD
501629.60000000
0.057547765705
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
92000.00000000
NS
USD
2520800.00000000
0.289190286597
Long
EP
CORP
US
N
1
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
164000.00000000
PA
USD
166460.00000000
0.019096562641
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.13000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTR AUG21 0.75 CALL
000000000
-1195000.00000000
OU
Notional Amount
USD
-19.63000000
-0.00000225198
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
1195000.00000000
OU
Notional Amount
N/A
-19.63000000
0.00000000
DIR
US
N/A
N/A
2031-08-09
0.00000000
N/A
0.00000000
N/A
1195000.00000000
USD
1.00000000
0.75000000
USD
2021-08-05
XXXX
23880.37000000
N
N
N
AMERICAN AIRLINES 2013-2
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
1989149.93000000
PA
USD
2018316.24000000
0.231544530264
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
25000.00000000
PA
USD
31680.00000000
0.003634381259
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
1750000.00000000
PA
USD
1948444.40000000
0.223528718841
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2020-A
76042EAC3
240000.00000000
PA
USD
247253.26000000
0.028365297176
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
4.05000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
121000.00000000
PA
USD
128562.50000000
0.014748899643
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
87000.00000000
PA
USD
90262.50000000
0.010355061188
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS SWAPTION AUG21 NEG0.15 PUT
000000000
-12480000.00000000
OU
Notional Amount
-5.03000000
-0.00000057704
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
12480000.00000000
OU
Notional Amount
N/A
-5.03000000
0.00000000
DIR
US
N/A
N/A
2023-08-11
0.00000000
N/A
0.00000000
N/A
12480000.00000000
EUR
1.00000000
-0.15000000
EUR
2021-08-09
XXXX
17263.48000000
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
50000.00000000
PA
USD
51437.50000000
0.005900993877
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAG3
200000.00000000
PA
USD
234375.00000000
0.026887882188
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
HOPSON DEVELOPMENT HLDGS
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd
000000000
431000.00000000
PA
USD
436603.00000000
0.050087808116
Long
DBT
CORP
BM
N
2
2022-06-27
Fixed
7.50000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
71000.00000000
PA
USD
73928.75000000
0.008481226753
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS: (CMBX.NA.8.BBB-)
000000000
5550000.00000000
OU
Notional Amount
USD
-765404.58000000
-0.08780846154
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.8
137BERAH0
Y
sell protection
2057-10-17
0.00000000
USD
-715533.85000000
USD
5550000.00000000
USD
-49870.73000000
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
575000.00000000
PA
USD
686977.48000000
0.078811176740
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
450000.00000000
PA
USD
442215.00000000
0.050731625907
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
3250000.00000000
PA
USD
3555000.22000000
0.407835422277
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
TCI Communications Inc
51M0QTTNCGUN7KFCFZ59
TCI Communications Inc
872287AF4
610000.00000000
PA
USD
787922.85000000
0.090391794195
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.88000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
36000.00000000
PA
USD
36630.00000000
0.004202253331
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VIII Ltd
87248WAE8
500000.00000000
PA
USD
500051.00000000
0.057366666139
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
2.34000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBG1
86000.00000000
PA
USD
464202.20000000
0.053254033345
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
2.75000000
N
N
N
N
Y
Anthem Inc
Anthem Inc
USD
XXXX
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
489000.00000000
PA
USD
495357.00000000
0.056828162804
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.10000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.8.BBB-)
000000000
2500000.00000000
OU
Notional Amount
USD
-344776.84000000
-0.03955336130
N/A
DCR
GB
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BBB-.8
137BERAH0
Y
sell protection
2057-10-18
0.00000000
USD
-243136.66000000
USD
2500000.00000000
USD
-101640.18000000
N
N
N
Da Vinci Purchaser Corp.
254900CEZYHAWVXDTS47
Da Vinci Purchaser Corp. 2019 Term Loan
23343FAB0
120092.50000000
PA
USD
120392.73000000
0.013811650306
Long
LON
CORP
US
N
2
2027-01-08
Floating
5.00000000
N
N
N
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
200000.00000000
PA
USD
201350.00000000
0.023099200335
Long
DBT
CORP
OM
N
2
2028-05-06
Fixed
5.13000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AD1
250000.00000000
PA
USD
250091.58000000
0.028690913874
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.83000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
100000.00000000
PA
123377.30000000
0.014154045043
Long
DBT
CORP
IT
N
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
51859.83000000
PA
USD
51804.34000000
0.005943078360
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.09000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
247525.34000000
0.028396510637
Long
DBT
CORP
FR
N
2
2030-06-15
Fixed
3.38000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
139000.00000000
PA
USD
148137.86000000
0.016994616863
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
000000000
163000.00000000
PA
USD
167172.80000000
0.019178336219
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
Y
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
257000.00000000
PA
USD
255920.60000000
0.029359628554
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
269000.00000000
PA
USD
279302.70000000
0.032042061195
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
71000.00000000
PA
USD
75948.70000000
0.008712958711
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
221000.00000000
PA
USD
213265.00000000
0.024466108565
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP/ILG
N/A
Marriott Ownership Resorts Inc / ILG LLC
57165PAB1
24000.00000000
PA
USD
24930.00000000
0.002860010252
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.50000000
N
N
N
N
N
N
PUBLIC POWER CORP
213800T9Y5XCOVRZ4Y57
Public Power Corp SA
000000000
100000.00000000
PA
123910.89000000
0.014215259358
Long
DBT
CORP
GR
N
2
2026-03-30
Fixed
3.88000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
848000.00000000
PA
USD
866020.00000000
0.099351226594
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAN9
2000000.00000000
PA
USD
2205877.34000000
0.253061845506
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
1000000.00000000
PA
USD
1130000.00000000
0.129635442659
Long
DBT
CORP
FR
N
2
2024-01-23
Fixed
7.88000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
215000.00000000
PA
USD
222428.25000000
0.025517331547
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BF8
69000.00000000
PA
USD
71760.00000000
0.008232424217
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2016-1 Ltd
05875FBG1
250000.00000000
PA
USD
249997.55000000
0.028680126599
Long
ABS-CBDO
CORP
KY
N
2
2028-10-15
Floating
3.33000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
37000.00000000
PA
USD
40103.56000000
0.004600745798
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
2Y RTR MAR22 0.568 CALL
000000000
-33470000.00000000
OU
Notional Amount
USD
-89753.15000000
-0.01029662772
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
33470000.00000000
OU
Notional Amount
N/A
-89753.15000000
-0.01000000
DIR
US
N/A
N/A
2024-03-25
0.00000000
N/A
0.00000000
N/A
33470000.00000000
USD
1.00000000
0.56800000
USD
2022-03-23
XXXX
19024.35000000
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
85000.00000000
PA
USD
87398.70000000
0.010026521382
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
166000.00000000
PA
USD
179894.80000000
0.020637824805
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
10Y RTP SWAPTION APR22 1.45 PUT
000000000
250000000.00000000
OU
Notional Amount
0.05000000
0.000000005736
N/A
DIR
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
0.05000000
0.00000000
DIR
US
N/A
N/A
2032-04-06
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.45000000
JPY
2022-04-04
XXXX
-26433.46000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
2000000.00000000
PA
USD
2125000.00000000
0.243783465177
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
43000.00000000
PA
USD
45203.75000000
0.005185847912
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAF1
200000.00000000
PA
USD
210190.00000000
0.024113339550
Long
DBT
CORP
MX
N
2
2023-04-17
Fixed
5.95000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
2000000.00000000
PA
USD
2177500.00000000
0.249806350787
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
113000.00000000
PA
USD
117943.75000000
0.013530699327
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.38000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
414000.00000000
PA
USD
433851.30000000
0.049772128605
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.13000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
66000.00000000
PA
USD
79035.00000000
0.009067024080
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Ascend Performance Materials Operations LLC
549300NIMFUIRMMAGQ29
Ascend Performance Materials Operations LLC 2021 Term Loan B
04350TAC8
252518.42000000
PA
USD
255899.64000000
0.029357223989
Long
LON
CORP
US
N
2
2026-08-27
Floating
5.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
500000.00000000
PA
USD
595366.55000000
0.068301421463
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JUN24 3.5 PUT
000000000
-3950000.00000000
OU
Notional Amount
USD
-34541.96000000
-0.00396270997
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
3950000.00000000
OU
Notional Amount
N/A
-34541.96000000
0.00000000
DIR
GB
N/A
N/A
2034-06-24
0.00000000
N/A
0.00000000
N/A
3950000.00000000
USD
1.00000000
3.50000000
USD
2024-06-20
XXXX
23349.99000000
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
508000.00000000
PA
USD
537845.00000000
0.061702455448
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
595 EXPRESS LLC 12/31/2031
N/A
595 EXPRESS LLC 12/31/2031
000000000
751126.53000000
PA
USD
786503.12000000
0.090228920454
Long
DBT
CORP
US
N
3
2031-12-31
Fixed
3.31000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862EAD6
250000.00000000
PA
USD
250076.00000000
0.028689126511
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
3.49000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
100000.00000000
PA
138861.18000000
0.015930381006
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
86000.00000000
PA
USD
105014.46000000
0.012047430095
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
187000.00000000
PA
USD
192376.25000000
0.022069717102
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AB9
265000.00000000
PA
USD
269968.75000000
0.030971255230
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
200000.00000000
PA
USD
204340.00000000
0.023442218011
Long
DBT
CORP
CH
N
2
2031-02-10
Fixed
4.38000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2200000.00000000
PA
USD
2376000.00000000
0.272578594476
Long
DBT
CORP
ES
N
2
2027-11-16
Fixed
6.13000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 2nd Lien Term Loan
88632NAN0
189000.00000000
PA
USD
191598.75000000
0.021980521034
Long
LON
CORP
US
N
2
2028-03-03
Floating
7.36000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAF2
694000.00000000
PA
USD
705809.30000000
0.080971593839
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.13000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2000.00000000
PA
USD
2165.02000000
0.000248374624
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
379000.00000000
PA
USD
387258.41000000
0.044426916286
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG30 1.0451 PUT
000000000
1210000.00000000
OU
Notional Amount
USD
137338.74000000
0.015755724207
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1210000.00000000
OU
Notional Amount
N/A
137338.74000000
0.02000000
DIR
GB
N/A
N/A
2040-08-09
0.00000000
N/A
0.00000000
N/A
1210000.00000000
USD
1.00000000
1.04510000
USD
2030-08-07
XXXX
48578.79000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
23000.00000000
PA
USD
25644.31000000
0.002941957060
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
139000.00000000
PA
USD
152205.00000000
0.017461205796
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTP APR25 0.89 PUT
000000000
1640000.00000000
OU
Notional Amount
USD
182244.97000000
0.020907440140
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
1640000.00000000
OU
Notional Amount
N/A
182244.97000000
0.02000000
DIR
US
N/A
N/A
2035-05-02
0.00000000
N/A
0.00000000
N/A
1640000.00000000
USD
1.00000000
0.89000000
USD
2025-04-30
XXXX
93766.97000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION FEB39 2.86 CALL
000000000
932500.00000000
OU
Notional Amount
USD
98688.33000000
0.011321686145
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
932500.00000000
OU
Notional Amount
N/A
98688.33000000
0.01000000
DIR
US
N/A
N/A
2022-02-28
0.00000000
N/A
0.00000000
N/A
932500.00000000
USD
1.00000000
2.86000000
USD
2039-02-22
XXXX
52552.89000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG40 0.9141 CALL
000000000
730000.00000000
OU
Notional Amount
USD
27402.11000000
0.003143614743
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
730000.00000000
OU
Notional Amount
N/A
27402.11000000
0.00000000
DIR
GB
N/A
N/A
2050-08-09
0.00000000
N/A
0.00000000
N/A
730000.00000000
USD
1.00000000
0.91410000
USD
2040-08-07
XXXX
-31136.54000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JAN22 0.508 PUT
000000000
-38450000.00000000
OU
Notional Amount
USD
-103579.69000000
-0.01188283094
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
38450000.00000000
OU
Notional Amount
N/A
-103579.69000000
-0.01000000
DIR
US
N/A
N/A
2024-01-12
0.00000000
N/A
0.00000000
N/A
38450000.00000000
USD
1.00000000
0.50800000
USD
2022-01-10
XXXX
4520.63000000
N
N
N
ARCHES BUYER INC
N/A
Arches Buyer Inc
039524AA1
73000.00000000
PA
USD
72178.75000000
0.008280463899
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AC6
467000.00000000
PA
USD
492927.84000000
0.056549485608
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.13000000
N
N
N
N
N
N
ITR Concession Co LLC
5493007GBY3OBTILCX44
ITR Concession Co LLC
450636AA3
4000000.00000000
PA
USD
4306150.36000000
0.494008591217
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.20000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
66000.00000000
PA
USD
66660.00000000
0.007647343900
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
104000.00000000
PA
USD
108778.80000000
0.012479281318
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
419000.00000000
PA
USD
426856.25000000
0.048969645062
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493006LL0CKP8WQW329
Energy Transfer LP
86765BAT6
310000.00000000
PA
USD
338490.81000000
0.038832217690
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
000000000
288000.00000000
PA
USD
313614.00000000
0.035978309481
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.38000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDG4
520000.00000000
PA
USD
746464.05000000
0.085635573053
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
500000.00000000
PA
USD
529065.04000000
0.060695204120
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
606000.00000000
PA
USD
600894.45000000
0.068935591165
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UTI4Y2IA4RUP16
Neuberger Berman CLO XV
64129KBC0
1000000.00000000
PA
USD
1000097.50000000
0.114732816030
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
3.23000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
134000.00000000
PA
USD
142224.92000000
0.016316274744
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
226000.00000000
PA
USD
230633.00000000
0.026458593846
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.770000 06-MAY-2032
000000000
2650000.00000000
OU
Notional Amount
USD
215374.03000000
0.024708059925
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-05-06
0.00000000
USD
-41.76000000
USD
2650000.00000000
USD
215415.79000000
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAU0
1000000.00000000
PA
USD
1224363.97000000
0.140461031174
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO RRP BNPNR OPEN
000000000
-5506875.00000000
PA
USD
-5506875.00000000
-0.63175767990
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
5506875.00000000
USD
5508124.75000000
USD
UST
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software Inc
77314EAA6
277000.00000000
PA
USD
274861.56000000
0.031532566372
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP NORTHERN TR RRP BNPNR OPEN
000000000
-8650000.00000000
PA
USD
-8650000.00000000
-0.99234210531
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.29000000
2049-12-31
8650000.00000000
USD
8651602.65000000
USD
CDS
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
163000.00000000
PA
USD
170693.60000000
0.019582248137
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AF9
53000.00000000
PA
USD
54419.34000000
0.006243075424
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2020 Term Loan B3
01881UAH8
93802.70000000
PA
USD
93880.56000000
0.010770130931
Long
LON
CORP
US
N
2
2027-10-08
None
0.00000000
N
N
N
N
N
N
Indianapolis Local Public Improvement Bond Bank
549300LX8ESJHDSESB87
INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK
45528S5S1
2535000.00000000
PA
USD
3493382.10000000
0.400766491071
Long
DBT
MUN
US
N
2
2040-01-15
Fixed
6.12000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
44000.00000000
PA
USD
47484.80000000
0.005447533688
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
Goldentree Loan Opportunities IX Ltd
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123HAS3
1500000.00000000
PA
USD
1500121.50000000
0.172096384685
Long
ABS-CBDO
CORP
KY
N
2
2029-10-29
Floating
1.78000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
20Y RTP SWAPTION AUG33 4.0 PUT
000000000
2410000.00000000
OU
Notional Amount
37031.76000000
0.004248343893
N/A
DIR
DE
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
2410000.00000000
OU
Notional Amount
N/A
37031.76000000
0.00000000
DIR
US
N/A
N/A
2053-08-11
0.00000000
N/A
0.00000000
N/A
2410000.00000000
EUR
1.00000000
4.00000000
EUR
2033-08-09
XXXX
-51451.15000000
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAA7
254000.00000000
PA
USD
316930.20000000
0.036358749353
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.45000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
178300.04000000
PA
USD
178619.20000000
0.020491485893
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-3435000.00000000
PA
USD
-3435000.00000000
-0.39406880135
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
3435000.00000000
USD
3435263.35000000
USD
UST
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BJ9
3000.00000000
PA
USD
3003.75000000
0.000344595098
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.HY.36.V1)
000000000
12090000.00000000
OU
Notional Amount
USD
-1254710.22000000
-0.14394240245
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
buy protection
2026-06-23
0.00000000
USD
-1076170.17000000
USD
12090000.00000000
USD
-178540.05000000
N
N
N
21Vianet Group Inc
529900672GYJQ3T38I58
21Vianet Group Inc
000000000
200000.00000000
PA
USD
199850.00000000
0.022927117889
Long
DBT
CORP
KY
N
2
2021-10-15
Fixed
7.88000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FT30
1390000.00000000
PA
USD
2091380.10000000
0.239926535426
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.72000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
137000.00000000
PA
USD
145733.75000000
0.016718813443
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AA7
67000.00000000
PA
USD
71063.55000000
0.008152526337
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
723172.11000000
PA
1112986.14000000
0.127683584895
Long
ABS-O
CORP
GB
N
2
2027-06-30
Fixed
5.66000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
SWAPTION JAN29 3.04 CALL
000000000
1000000.00000000
OU
Notional Amount
USD
114266.92000000
0.013108887394
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Call
Purchased
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
114266.92000000
0.01000000
DIR
US
N/A
N/A
2039-01-12
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.04000000
USD
2029-01-10
XXXX
57391.92000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.325000 24-JUN-2034
000000000
310000.00000000
OU
Notional Amount
USD
-10890.88000000
-0.00124941951
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2034-06-26
0.00000000
USD
-4.79000000
USD
310000.00000000
USD
-10886.09000000
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
880000.00000000
PA
USD
926200.00000000
0.106255174328
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
278000.00000000
PA
USD
327484.00000000
0.037569498498
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
113000.00000000
PA
USD
115683.75000000
0.013271428442
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
66500000.00000000
PA
USD
72038203.13000000
8.264340133744
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
ADANI GREEN ENERGY UP
N/A
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
000000000
200000.00000000
PA
USD
220912.50000000
0.025343442235
Long
DBT
CORP
IN
N
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
105000.00000000
PA
USD
112389.90000000
0.012893552599
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
158000.00000000
PA
USD
163013.34000000
0.018701156186
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
378000.00000000
PA
USD
385560.00000000
0.044232071921
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAN8
460000.00000000
PA
USD
650440.00000000
0.074619537454
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AH2
153000.00000000
PA
USD
154147.50000000
0.017684052563
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.10000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
273000.00000000
PA
USD
282555.00000000
0.032415170354
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
294000.00000000
PA
USD
312601.38000000
0.035862140063
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION DEC22 1.245 CALL
000000000
-2560000.00000000
OU
Notional Amount
USD
-34523.83000000
-0.00396063007
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-34523.83000000
0.00000000
DIR
US
N/A
N/A
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.24500000
USD
2022-12-16
XXXX
49188.17000000
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
89000.00000000
PA
USD
92252.95000000
0.010583408858
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.88000000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 USD 2nd Lien Term Loan
45673YAE6
278000.00000000
PA
USD
283560.00000000
0.032530465593
Long
LON
CORP
US
N
2
2025-02-25
Fixed
7.13000000
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
266000.00000000
PA
USD
280297.50000000
0.032156186273
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP21 XEUR 20210908
000000000
44.00000000
NC
56820.58000000
0.006518549593
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bund (FGBL)
RXU1 Comdty
2021-09-08
7546920.48000000
EUR
56820.58000000
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
77000.00000000
PA
USD
78925.00000000
0.009054404700
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
94000.00000000
PA
USD
93295.00000000
0.010702954533
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES CORP COMMON STOCK
529900NHYED469G7XK29
PIONEER ENERGY SERVICES CORP COMMON STOCK
723664207
542.00000000
NS
USD
8021.60000000
0.000920251032
Long
EC
CORP
US
N
3
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
92537VAA8
200000.00000000
PA
USD
217038.00000000
0.024898953277
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.63000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
121000.00000000
PA
USD
123924.57000000
0.014216828750
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
252000.00000000
PA
USD
280690.20000000
0.032201237457
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
200000.00000000
PA
USD
69850.00000000
0.008013305902
Long
DBT
CORP
KY
N
2
2021-02-28
None
0.00000000
Y
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
000000000
100000.00000000
PA
122651.62000000
0.014070793850
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
4.38000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTR OCT22 1.064 CALL
000000000
-2780000.00000000
OU
Notional Amount
USD
-23914.64000000
-0.00274352649
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
2780000.00000000
OU
Notional Amount
N/A
-23914.64000000
0.00000000
DIR
US
N/A
N/A
2032-10-13
0.00000000
N/A
0.00000000
N/A
2780000.00000000
USD
1.00000000
1.06400000
USD
2022-10-11
XXXX
69597.61000000
N
N
N
TRUGREEN LIMITED PARTNERSHIP
549300QNRP2MNHR3QM19
TruGreen Limited Partnership 2020 2nd Lien Term Loan
89787RAK8
106000.00000000
PA
USD
108120.00000000
0.012403702708
Long
LON
CORP
US
N
3
2028-11-02
Floating
9.25000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
1Y RTP FEB25 1.595 PUT
000000000
22120000.00000000
OU
Notional Amount
USD
119584.70000000
0.013718951787
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
22120000.00000000
OU
Notional Amount
N/A
119584.70000000
0.01000000
DIR
US
N/A
N/A
2026-02-26
0.00000000
N/A
0.00000000
N/A
22120000.00000000
USD
1.00000000
1.59500000
USD
2025-02-24
XXXX
10158.16000000
N
N
N
Life Time Fitness Inc
549300PALKE96VYH4X17
LIFE TIME FITNESS INC 2021 TERM LOAN B
50218KAG3
162583.39000000
PA
USD
162989.85000000
0.018698461374
Long
LON
CORP
US
N
2
2024-12-16
Floating
5.75000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
598000.00000000
PA
USD
609840.40000000
0.069961885137
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
144000.00000000
PA
USD
147780.00000000
0.016953562580
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
65000.00000000
PA
USD
65780.00000000
0.007546388865
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-A3
59023CAD4
215969.70000000
PA
USD
186925.06000000
0.021444347696
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
2.71000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
600000.00000000
PA
USD
885880.36000000
0.101629639479
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.50000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAJ8
968000.00000000
PA
USD
1021240.00000000
0.117158318107
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
300000.00000000
PA
USD
338507.76000000
0.038834162222
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG24 2.25 PUT
000000000
-4410000.00000000
OU
Notional Amount
USD
-143063.18000000
-0.01641244129
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
4410000.00000000
OU
Notional Amount
N/A
-143063.18000000
-0.02000000
DIR
GB
N/A
N/A
2034-08-22
0.00000000
N/A
0.00000000
N/A
4410000.00000000
USD
1.00000000
2.25000000
USD
2024-08-20
XXXX
-12321.32000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
271000.00000000
PA
USD
201691.75000000
0.023138406453
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
1068000.00000000
PA
USD
1082952.00000000
0.124238019379
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CY4
150000.00000000
PA
USD
165843.75000000
0.019025865436
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
2000000.00000000
PA
USD
2276718.76000000
0.261188888728
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
105000.00000000
PA
USD
101850.00000000
0.011684398083
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
Inkia Energy Ltd
N/A
Inkia Energy Ltd
45721RAC7
200000.00000000
PA
USD
205975.00000000
0.023629787877
Long
DBT
CORP
BM
N
2
2027-11-09
Fixed
5.88000000
N
N
N
N
N
N
Ryan Specialty Group, LLC
549300K52N7QBO3PYY45
Ryan Specialty Group, LLC Term Loan
78350UAE5
124062.50000000
PA
USD
123945.88000000
0.014219273468
Long
LON
CORP
US
N
2
2027-09-01
Floating
3.75000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2019 Term Loan B
81527CAM9
141120.00000000
PA
USD
140806.71000000
0.016153575380
Long
LON
CORP
US
N
2
2026-09-03
Floating
3.85000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAM3
790000.00000000
PA
USD
1146347.89000000
0.131510899258
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC 2020 TERM LOAN B8
04649VAX8
48524.78000000
PA
USD
47948.79000000
0.005500763377
Long
LON
CORP
US
N
2
2026-12-23
Floating
3.35000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 3-2014
40436XAJ6
1000000.00000000
PA
USD
992527.50000000
0.113864373286
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
3.79000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2018-5 Ltd
69700QAA8
1000000.00000000
PA
USD
997332.90000000
0.114415656610
Long
ABS-CBDO
CORP
KY
N
2
2027-01-20
Floating
4.44000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
3030000.00000000
PA
USD
3041362.50000000
0.348910065464
Long
DBT
CORP
US
N
2
2021-10-15
Variable
3.79000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
455000.00000000
PA
USD
471259.43000000
0.054063650279
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
319000.00000000
PA
USD
375313.07000000
0.043056527402
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 USD Term Loan B
000000000
158631.87000000
PA
USD
157045.55000000
0.018016521585
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.35000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP FNMA 30YR U RRP CALIP 07/14/2021
000000000
-8706847.93000000
PA
USD
-8706847.93000000
-0.99886379254
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.05000000
2021-07-14
8706847.93000000
USD
8707041.42000000
USD
AMBS
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
3025000.00000000
PA
USD
3921960.66000000
0.449933722346
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.38000000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
211000.00000000
PA
USD
228424.38000000
0.026205217358
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
380000.00000000
PA
USD
384275.00000000
0.044084654626
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
122000.00000000
PA
USD
126270.00000000
0.014485900304
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
BANCA MONTE DEI PASCHI S
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
000000000
100000.00000000
PA
120226.76000000
0.013792609957
Long
DBT
CORP
IT
N
2
2025-04-28
Fixed
2.63000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2021 2nd Lien Term Loan
55303BAD5
35000.00000000
PA
USD
35503.30000000
0.004072996470
Long
LON
CORP
US
N
2
2029-02-12
Floating
6.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
61400000.00000000
PA
USD
72284109.07000000
8.292550864173
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
EASY TACTIC LTD
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
200000.00000000
PA
USD
195975.00000000
0.022482571570
Long
DBT
CORP
VG
N
2
2023-08-02
Fixed
11.75000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
10000.00000000
PA
USD
10350.00000000
0.001187368877
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.88000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
766000.00000000
PA
USD
784192.50000000
0.089963842360
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
726000.00000000
PA
USD
740737.80000000
0.084978648316
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AG2
93000.00000000
PA
USD
92418.75000000
0.010602429704
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493008PWA7TS1SR9447
Anchorage Capital CLO 2013-1 Ltd
033292AW3
720000.00000000
PA
USD
719993.52000000
0.082598830687
Long
ABS-CBDO
CORP
KY
N
2
2030-10-13
Floating
3.39000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
70000.00000000
PA
USD
77962.50000000
0.008943985131
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
200000.00000000
PA
USD
203937.50000000
0.023396042555
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
275000.00000000
PA
USD
279147.91000000
0.032024303433
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358U6R2
220.85000000
PA
USD
219.15000000
0.000025141245
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
STERLING COOFS TR
N/A
STERLING COOFS TR 2004 1 PASSTHRU CTF 144A
859245AA0
1335284.58000000
PA
USD
13352.85000000
0.001531860726
Long
ABS-O
CORP
US
N
3
2029-04-15
Variable
2.36000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
599000.00000000
PA
USD
607086.50000000
0.069645953238
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089QAC9
51000.00000000
PA
USD
49955.52000000
0.005730978715
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
800000.00000000
PA
USD
1038202.20000000
0.119104249351
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-255.00000000
NC
USD
-24242.85000000
-0.00278117928
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU1 Comdty
2021-09-30
-31438374.21000000
USD
-24242.85000000
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
25990.83000000
PA
USD
25790.44000000
0.002958721332
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAL0
807000.00000000
PA
USD
857681.37000000
0.098394605363
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
170000.00000000
PA
USD
172337.50000000
0.019770839025
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.167000 04-FEB-2031
000000000
1800000.00000000
OU
Notional Amount
USD
36695.88000000
0.004209811192
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-04
0.00000000
USD
-27.99000000
USD
1800000.00000000
USD
36723.87000000
N
N
N
GENESIS ENERGY LP/FIN
549300VJ5D6MDK138782
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
29000.00000000
PA
USD
29290.00000000
0.003360196562
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
8965000.00000000
PA
USD
9807220.96000000
1.125100380890
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BERC0
10048702.56000000
PA
USD
11710923.77000000
1.343496271568
Long
ABS-MBS
USGSE
US
N
2
2054-09-15
Fixed
4.00000000
N
Y
N
N
N
N
Park Avenue Institutional Advisers CLO
549300ZWX1MRCB6KO574
Park Avenue Institutional Advisers CLO Ltd 2017-1
70018FAE9
1300000.00000000
PA
USD
1267011.46000000
0.145353620771
Long
ABS-CBDO
CORP
KY
N
2
2034-02-14
Floating
6.96000000
N
N
N
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
450000.00000000
PA
USD
357693.75000000
0.041035210281
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
11.50000000
N
N
N
N
N
N
CBAM CLO Management LLC
254900JWJFDB3KD6V066
CBAM 2017-1 Ltd
12480VAJ4
350000.00000000
PA
USD
350044.42000000
0.040157666669
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.59000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
5Y RTP SEP21 0.6 PUT
000000000
-10390000.00000000
OU
Notional Amount
USD
-215260.33000000
-0.02469501607
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
10390000.00000000
OU
Notional Amount
N/A
-215260.33000000
-0.02000000
DIR
US
N/A
N/A
2026-09-07
0.00000000
N/A
0.00000000
N/A
10390000.00000000
USD
1.00000000
0.60000000
USD
2021-09-03
XXXX
-162271.33000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376PA59
915621.18000000
PA
USD
146065.57000000
0.016756880375
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
6.40000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
629000.00000000
PA
USD
624672.48000000
0.071663445541
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAE1
200000.00000000
PA
USD
196000.00000000
0.022485439611
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
3500000.00000000
PA
USD
4005960.00000000
0.459570263606
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
CP Atlas Buyer, Inc.
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc. 2021 Term Loan B
12658HAG7
62842.50000000
PA
USD
62639.52000000
0.007186107878
Long
LON
CORP
US
N
2
2027-11-23
Floating
4.25000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
571000.00000000
PA
USD
571447.21000000
0.065557355774
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
Latam Finance Ltd
N/A
Latam Finance Ltd
51818KAB6
257000.00000000
PA
USD
239010.00000000
0.027419616946
Long
DBT
CORP
KY
N
2
2024-04-11
None
0.00000000
Y
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
92000.00000000
PA
USD
102281.71000000
0.011733924559
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.979000 02-MAR-2023
000000000
3360000.00000000
OU
Notional Amount
USD
51130.95000000
0.005865825961
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-02
33.35000000
USD
0.00000000
USD
3360000.00000000
USD
51097.60000000
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
201100.00000000
0.023070519928
Long
DBT
CORP
VG
N
2
2027-01-27
Fixed
5.05000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
52000.00000000
PA
USD
53050.40000000
0.006086028395
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.13000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBJ0
75000.00000000
PA
USD
74565.00000000
0.008554218391
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
EDvestinU Private Education Loan Issue No. 1, LLC
N/A
EDvestinU Private Education Loan Issue No 3 LLC
28166LAB0
110000.00000000
PA
USD
111510.40000000
0.012792654924
Long
ABS-O
CORP
US
N
2
2050-11-25
Fixed
3.50000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
237000.00000000
PA
USD
248257.50000000
0.028480505226
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO I Ltd
14686PAA4
500000.00000000
PA
USD
486085.95000000
0.055764572830
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
5.95000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
98000.00000000
PA
USD
98001.96000000
0.011242944660
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.13000000
N
N
N
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
87854XAE1
216000.00000000
PA
USD
233229.35000000
0.026756451352
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
6.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAJ3
1250000.00000000
PA
USD
1227147.45000000
0.140780356538
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
2.84000000
N
N
N
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
Cifc Funding 2014-IV-R Ltd
12552FAC7
1000000.00000000
PA
USD
999798.80000000
0.114698548679
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
1.32000000
N
N
N
N
N
N
CHAMPION PATH HOLDINGS
549300QWJFPV5413KI88
Champion Path Holdings Ltd
000000000
400000.00000000
PA
USD
416950.00000000
0.047833183908
Long
DBT
CORP
VG
N
2
2028-01-27
Fixed
4.85000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
2Y RTP MAR22 0.508 PUT
000000000
-33910000.00000000
OU
Notional Amount
USD
-129571.81000000
-0.01486468933
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
33910000.00000000
OU
Notional Amount
N/A
-129571.81000000
-0.01000000
DIR
US
N/A
N/A
2024-03-03
0.00000000
N/A
0.00000000
N/A
33910000.00000000
USD
1.00000000
0.50800000
USD
2022-03-01
XXXX
-23179.18000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)
000000000
2153000.00000000
OU
Notional Amount
USD
-166355.97000000
-0.01908462815
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-18
0.00000000
USD
-238529.04000000
USD
2153000.00000000
USD
72173.07000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION FEB25 1.62 PUT
000000000
55360000.00000000
OU
Notional Amount
USD
294062.91000000
0.033735376555
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
55360000.00000000
OU
Notional Amount
N/A
294062.91000000
0.03000000
DIR
GB
N/A
N/A
2026-02-26
0.00000000
N/A
0.00000000
N/A
55360000.00000000
USD
1.00000000
1.62000000
USD
2025-02-24
XXXX
-12678.08000000
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO RRP NOMSI OPEN
000000000
-1117500.00000000
PA
USD
-1117500.00000000
-0.12820142227
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
1117500.00000000
USD
1117585.68000000
USD
UST
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.590000 29-DEC-2031
000000000
2180000.00000000
OU
Notional Amount
USD
5914.23000000
0.000678490109
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-12-29
35.58000000
USD
0.00000000
USD
2180000.00000000
USD
5878.65000000
N
N
N
OZLM Ltd
549300Y1XB6AVMQY8652
OZLM XIV Ltd
67110HBA5
1000000.00000000
PA
USD
993365.30000000
0.113960487068
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
3.18000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
46000.00000000
PA
USD
46287.10000000
0.005310131591
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
700000.00000000
PA
USD
817603.87000000
0.093796849210
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
27000.00000000
PA
USD
28350.00000000
0.003252358229
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
58000.00000000
PA
USD
63126.62000000
0.007241988785
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Genneia SA
529900YZ70LX0XWS9P67
Genneia SA
372319AA1
347000.00000000
PA
USD
335896.00000000
0.038534536856
Long
DBT
CORP
AR
N
2
2022-01-20
Fixed
8.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
126537.50000000
0.014516588341
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
191000.00000000
PA
USD
196756.74000000
0.022572254058
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKP9
5682922.11000000
PA
USD
6087457.57000000
0.698363059076
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
200000.00000000
PA
USD
186000.00000000
0.021338223304
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
84000.00000000
PA
USD
84840.00000000
0.009732983146
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.010000 02-APR-2040
000000000
4100000.00000000
OU
Notional Amount
USD
367803.81000000
0.042195052850
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2040-04-03
0.00000000
USD
-65.60000000
USD
4100000.00000000
USD
367869.41000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.100000 15-FEB-2047
000000000
7330000.00000000
OU
Notional Amount
USD
-456145.37000000
-0.05232974066
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2047-02-15
1086.95000000
USD
0.00000000
USD
7330000.00000000
USD
-457232.32000000
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
10Y RTP FEB22 1.62 PUT
000000000
-3350000.00000000
OU
Notional Amount
USD
-62457.77000000
-0.00716525722
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
3350000.00000000
OU
Notional Amount
N/A
-62457.77000000
-0.01000000
DIR
US
N/A
N/A
2032-02-22
0.00000000
N/A
0.00000000
N/A
3350000.00000000
USD
1.00000000
1.62000000
USD
2022-02-18
XXXX
26317.23000000
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BC8
125000.00000000
PA
USD
122140.00000000
0.014012099970
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.796350 15-FEB-2047
000000000
2080000.00000000
OU
Notional Amount
USD
9053.59000000
0.001038642608
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2047-02-15
45.45000000
USD
0.00000000
USD
2080000.00000000
USD
9008.14000000
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
98000.00000000
PA
USD
100572.50000000
0.011537841200
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
95000.00000000
PA
USD
99959.00000000
0.011467459480
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
200000.00000000
PA
USD
203700.00000000
0.023368796167
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.63000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
175000.00000000
PA
USD
175218.75000000
0.020101380724
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
6000.00000000
PA
USD
7021.62000000
0.000805531696
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
5.90000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP TREASURY NO RRP CALIP OPEN
000000000
-3000000.00000000
PA
USD
-3000000.00000000
-0.34416489201
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.05000000
2049-12-31
3000000.00000000
USD
3000100.83000000
USD
UST
N
N
N
AHP HEALTH PARTNERS, INC.
549300QMM8MQ6SM5KX05
AHP Health Partners, Inc. 2021 Term Loan
00130MAG9
200652.84000000
PA
USD
200903.66000000
0.023047995483
Long
LON
CORP
US
N
2
2025-06-30
Floating
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
3027000.00000000
PA
USD
3199387.65000000
0.367038968359
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
274000.00000000
PA
USD
280003.34000000
0.032122439758
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
2000000.00000000
PA
USD
2035600.00000000
0.233527351395
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP TREASURY NO RRP CALIP OPEN
000000000
-952500.00000000
PA
USD
-952500.00000000
-0.10927235321
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.03000000
2049-12-31
952500.00000000
USD
952452.11000000
USD
UST
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
450000.00000000
PA
USD
456412.50000000
0.052360386259
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAR7
160000.00000000
PA
USD
229825.53000000
0.026365959571
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.88000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AE5
31000.00000000
PA
USD
34242.91000000
0.003928402474
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.38000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
342000.00000000
PA
USD
410400.00000000
0.047081757227
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.35000000
N
N
N
N
N
N
MHI Holdings,LLC
549300XOWJ3ALVFU4F13
MHI Holdings,LLC Term Loan B
55303YAC7
268961.15000000
PA
USD
269633.55000000
0.030932800539
Long
LON
CORP
US
N
2
2026-09-21
Floating
5.10000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
105000.00000000
PA
USD
108543.75000000
0.012452315999
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
18000.00000000
PA
USD
20649.38000000
0.002368930545
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
6.00000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
62000.00000000
PA
USD
64943.14000000
0.007450382921
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6FA7
1935476.06000000
PA
USD
342622.04000000
0.039306159132
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION DEC22 1.2325 PUT
000000000
-2560000.00000000
OU
Notional Amount
USD
-150120.88000000
-0.01722211215
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2560000.00000000
OU
Notional Amount
N/A
-150120.88000000
-0.02000000
DIR
US
N/A
N/A
2032-12-20
0.00000000
N/A
0.00000000
N/A
2560000.00000000
USD
1.00000000
1.23250000
USD
2022-12-16
XXXX
-66408.88000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
496000.00000000
PA
USD
484313.00000000
0.055561177115
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
65000.00000000
PA
USD
71654.05000000
0.008220269460
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
720000.00000000
PA
USD
785628.36000000
0.090128566561
Long
DBT
CORP
GB
N
2
2032-10-18
Fixed
4.13000000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
200000.00000000
PA
USD
215134.00000000
0.024680523292
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL Escrow Issuer LLC
50168AAB6
166000.00000000
PA
USD
177077.18000000
0.020314582844
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
Axtel SAB de CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
05462GAJ3
200000.00000000
PA
USD
208537.50000000
0.023923762056
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.38000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15136AAA0
604000.00000000
PA
USD
794622.40000000
0.091160377496
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
Y
Centennial Resource Development Inc/DE
Centennial Resource Development Inc/DE
USD
XXXX
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
299000.00000000
PA
USD
320453.25000000
0.036762919394
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
Jefferies Finance LLC
549300SKVB18YSSIDT75
Jefferies Finance LLC 2019 Term Loan
47232UAB0
144398.52000000
PA
USD
143631.76000000
0.016477669723
Long
LON
CORP
US
N
2
2026-06-03
Floating
3.13000000
N
N
N
N
N
N
CHAMPIONX CORP
549300EP2909K6DYYP38
ChampionX Corp
03755LAC8
117000.00000000
PA
USD
122545.80000000
0.014058654007
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AC9
71000.00000000
PA
USD
72686.25000000
0.008338685127
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
4.13000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-OA21
23245QAA7
522726.68000000
PA
USD
449535.27000000
0.051571419218
Long
ABS-MBS
CORP
US
N
2
2047-03-20
Floating
0.28000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 2.787500 10-MAR-2031
000000000
5266000.00000000
OU
Notional Amount
USD
-701583.61000000
-0.08048681579
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-03-10
0.00000000
USD
-82.68000000
USD
5266000.00000000
USD
-701500.93000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAP/CDSWAP/SCDS: (ADLERR)
000000000
10000.00000000
OU
Notional Amount
1450.04000000
0.000166350953
N/A
DCR
XX
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
ADLER REAL ESTATE AG
ADLER REAL ESTATE AG
Y
sell protection
2025-12-23
1271.64000000
EUR
0.00000000
EUR
10000.00000000
EUR
-91.55000000
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
000000000
476000.00000000
PA
USD
580482.00000000
0.066593841615
Long
DBT
MX
N
2
2044-01-30
Fixed
6.95000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AM6
49000.00000000
PA
USD
61372.50000000
0.007040753278
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
254000.00000000
PA
USD
281940.00000000
0.032344616551
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAH2
1850000.00000000
PA
USD
1926785.49000000
0.221043973367
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SWAPTION MAR23 2.01 PUT
000000000
-5170000.00000000
OU
Notional Amount
USD
-122704.47000000
-0.01407685688
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
5170000.00000000
OU
Notional Amount
N/A
-122704.47000000
-0.01000000
DIR
US
N/A
N/A
2033-03-03
0.00000000
N/A
0.00000000
N/A
5170000.00000000
USD
1.00000000
2.01000000
USD
2023-03-01
XXXX
74272.53000000
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAN3
500000.00000000
PA
USD
662331.16000000
0.075983710719
Long
DBT
CORP
US
N
2
2045-06-23
Fixed
5.25000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAQ7
37000.00000000
PA
USD
37366.30000000
0.004286722868
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
122000.00000000
PA
USD
124516.86000000
0.014284777225
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
100000.00000000
PA
USD
109220.00000000
0.012529896501
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION FEB25 1.62 CALL
000000000
55360000.00000000
OU
Notional Amount
USD
310204.22000000
0.035587133959
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
55360000.00000000
OU
Notional Amount
N/A
310204.22000000
0.04000000
DIR
GB
N/A
N/A
2026-02-26
0.00000000
N/A
0.00000000
N/A
55360000.00000000
USD
1.00000000
1.62000000
USD
2025-02-24
XXXX
2480.17000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
53000000.00000000
PA
USD
52919257.68000000
6.070983534994
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 0.116400 09-APR-2023
000000000
37430000.00000000
OU
Notional Amount
40016.71000000
0.004590782225
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-04-11
163.39000000
GBP
0.00000000
GBP
37430000.00000000
GBP
39792.87000000
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
400000.00000000
PA
USD
440596.00000000
0.050545891587
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.IG.36.V1)
000000000
48380000.00000000
OU
Notional Amount
USD
-1246208.36000000
-0.14296705521
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S36.V1
2I65BYDY8
Y
buy protection
2026-06-23
0.00000000
USD
-998257.41000000
USD
48380000.00000000
USD
-247950.95000000
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828M2B6
400000.00000000
PA
USD
410700.00000000
0.047116173716
Long
DBT
CORP
IN
N
2
2023-09-02
Fixed
4.40000000
N
N
N
N
N
N
MIDCONTINENT COMM & FIN
N/A
Midcontinent Communications / Midcontinent Finance Corp
59565XAC4
108000.00000000
PA
USD
113400.00000000
0.013009432918
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.38000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
441000.00000000
PA
USD
446878.53000000
0.051266633673
Long
DBT
CORP
KY
N
2
2025-05-02
Fixed
7.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
317000.00000000
PA
USD
331126.31000000
0.037987350241
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
COMCAST CABLE COMMUNICAT
549300T2R1ZBGV1UVE31
Comcast Cable Communications Holdings Inc
00209TAB1
2600000.00000000
PA
USD
2925095.32000000
0.335571704981
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
9.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7X51
10012169.51000000
PA
USD
11028968.40000000
1.265261239476
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-NQM1 Trust
55283FAD0
2750000.00000000
PA
USD
2752931.78000000
0.315820822930
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.31000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
117000.00000000
PA
USD
124857.72000000
0.014323881240
Long
LON
CORP
US
N
2
2027-06-21
Floating
6.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
171000.00000000
PA
USD
159168.94000000
0.018260120349
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
93000.00000000
PA
USD
97650.00000000
0.011202567235
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
N/A
Garda World Security Corp
36257BAA7
128000.00000000
PA
USD
141760.00000000
0.016262938364
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION AUG22 3.25 PUT
000000000
-4160000.00000000
OU
Notional Amount
USD
-8224.36000000
-0.00094351199
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
4160000.00000000
OU
Notional Amount
N/A
-8224.36000000
0.00000000
DIR
US
N/A
N/A
2032-08-04
0.00000000
N/A
0.00000000
N/A
4160000.00000000
USD
1.00000000
3.25000000
USD
2022-08-02
XXXX
19023.64000000
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AE6
1000000.00000000
PA
USD
1414727.81000000
0.162299881320
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION JAN29 3.0825 CALL
000000000
1020000.00000000
OU
Notional Amount
USD
119379.80000000
0.013695445325
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
1020000.00000000
OU
Notional Amount
N/A
119379.80000000
0.01000000
DIR
US
N/A
N/A
2039-01-31
0.00000000
N/A
0.00000000
N/A
1020000.00000000
USD
1.00000000
3.08250000
USD
2029-01-29
XXXX
61443.80000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
3000.00000000
PA
USD
3191.25000000
0.000366105403
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
WANDA GROUP OVERSEAS
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd
000000000
200000.00000000
PA
USD
192475.00000000
0.022081045863
Long
DBT
CORP
HK
N
2
2022-07-24
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.091000 12-JAN-2031
000000000
1790000.00000000
OU
Notional Amount
USD
47528.40000000
0.005452535551
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-01-13
0.00000000
USD
-27.66000000
USD
1790000.00000000
USD
47556.06000000
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2019-4 Ltd
33834WAG7
600000.00000000
PA
USD
600339.24000000
0.068871896569
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
3.84000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
109000.00000000
PA
USD
127842.03000000
0.014666246150
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1534000.00000000
PA
USD
1672366.80000000
0.191856646377
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
200000.00000000
PA
USD
199052.00000000
0.022835570028
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.176000 04-FEB-2031
000000000
1340000.00000000
OU
Notional Amount
USD
26161.69000000
0.003001311737
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-02-04
0.00000000
USD
-20.83000000
USD
1340000.00000000
USD
26182.52000000
N
N
N
AVIANCA HOLDINGS SA
529900VB3L5MRBU13P27
Avianca Holdings SA
05367GAC4
91127.00000000
PA
USD
91098.52000000
0.010450970766
Long
DBT
CORP
PA
N
2
2021-11-10
Fixed
12.20000000
N
N
Y
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
113597.01000000
0.013032034226
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4605000.00000000
EUR
5582287.79000000
USD
2021-09-15
113597.01000000
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
2000000.00000000
PA
USD
2086507.40000000
0.239367531336
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
84000.00000000
PA
USD
87780.00000000
0.010070264740
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
500000.00000000
PA
USD
603081.25000000
0.069186464427
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION FEB22 0.75 PUT
000000000
-38130000.00000000
OU
Notional Amount
USD
-78060.12000000
-0.00895518425
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
38130000.00000000
OU
Notional Amount
N/A
-78060.12000000
-0.01000000
DIR
US
N/A
N/A
2024-03-01
0.00000000
N/A
0.00000000
N/A
38130000.00000000
USD
1.00000000
0.75000000
USD
2022-02-25
XXXX
11670.21000000
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
400000.00000000
PA
USD
434800.00000000
0.049880965016
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAB7
50000.00000000
PA
USD
51937.50000000
0.005958354693
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AD5
43000.00000000
PA
USD
42731.25000000
0.004902198680
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CF1
600000.00000000
PA
USD
677737.50000000
0.077751151167
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAB6
68000.00000000
PA
USD
69615.00000000
0.007986346319
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.13000000
N
N
N
N
N
N
Stevens Holding Co Inc
N/A
Stevens Holding Co Inc
86024TAA5
90000.00000000
PA
USD
96525.00000000
0.011073505400
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.13000000
N
N
N
N
N
N
State of New Jersey
N/A
NEW JERSEY ST
646039YS0
180000.00000000
PA
USD
228058.20000000
0.026163208592
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
4.00000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
38000.00000000
PA
USD
39258.80000000
0.004503833554
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. USD Term Loan
000000000
426246.02000000
PA
USD
423671.49000000
0.048604284201
Long
LON
CORP
NL
N
2
2024-09-06
Floating
3.19000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
307000.00000000
PA
USD
273287.56000000
0.031351994525
Long
DBT
CORP
KY
N
2
2023-01-09
Fixed
10.88000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AB1
1800000.00000000
PA
USD
1868316.30000000
0.214336292546
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
4.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
132000.00000000
PA
USD
142230.00000000
0.016316857530
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
513000.00000000
PA
USD
525921.19000000
0.060334536521
Long
DBT
CORP
KY
N
2
2023-07-16
Fixed
6.75000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABG3
42000.00000000
PA
USD
46305.00000000
0.005312185108
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
78470VAC2
34000.00000000
PA
USD
35190.00000000
0.004037054183
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.25000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
200000.00000000
PA
USD
202850.00000000
0.023271282781
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
159000.00000000
PA
USD
161763.05000000
0.018557720878
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BLACKROCK SWAPTION 0.0050000 PUT USD 202
000000000
-14380000.00000000
OU
Notional Amount
USD
-29236.70000000
-0.00335408189
N/A
DIR
LU
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
14380000.00000000
OU
Notional Amount
N/A
-29236.70000000
0.00000000
DIR
LU
N/A
N/A
2023-12-08
0.00000000
N/A
0.00000000
N/A
14380000.00000000
USD
1.00000000
0.00500000
USD
2021-12-06
XXXX
-17732.70000000
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Make Whole Term Loan
000000000
8354.21000000
PA
USD
5012.53000000
0.000575045615
Long
LON
CORP
US
N
3
2024-06-30
Floating
3.10000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
29000.00000000
PA
USD
30703.75000000
0.003522384267
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.38000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BLACKROCK SWAPTION 0.0015000 PUT EUR 20
000000000
12150000.00000000
OU
Notional Amount
40948.20000000
0.004697644277
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
12150000.00000000
OU
Notional Amount
N/A
40948.20000000
0.00000000
DIR
US
N/A
N/A
2026-11-17
0.00000000
N/A
0.00000000
N/A
12150000.00000000
EUR
1.00000000
0.00150000
EUR
2021-11-15
XXXX
-45778.88000000
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
403423.48000000
PA
USD
344382.45000000
0.039508116238
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.85000000
N
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AF8
217000.00000000
PA
USD
217000.00000000
0.024894593855
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.13000000
N
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAG6
37000.00000000
PA
USD
104543.50000000
0.011993400796
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.38000000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
1750000.00000000
PA
USD
2125029.41000000
0.243786839140
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
2050000.00000000
PA
USD
2234888.82000000
0.256390089800
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.42000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAF9
64000.00000000
PA
USD
69600.00000000
0.007984625494
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.38000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
133000.00000000
PA
USD
159500.25000000
0.018298128772
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAD9
239000.00000000
PA
USD
255700.13000000
0.029334335876
Long
DBT
CORP
ID
N
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
173000.00000000
PA
USD
185435.24000000
0.021273433116
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
237000.00000000
PA
USD
245887.50000000
0.028208614961
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
SWAPTION MAY22 2.75 PUT
000000000
-10350000.00000000
OU
Notional Amount
USD
-29619.32000000
-0.00339797668
N/A
DIR
US
N
2
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
Put
Written
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
NOMURA INTERNATIONAL PLC
DGQCSV2PHVF7I2743539
IRS Swap
N/A
10350000.00000000
OU
Notional Amount
N/A
-29619.32000000
0.00000000
DIR
US
N/A
N/A
2032-05-11
0.00000000
N/A
0.00000000
N/A
10350000.00000000
USD
1.00000000
2.75000000
USD
2022-05-09
XXXX
270168.91000000
N
N
N
Dun & Bradstreet Corp
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAJ9
162000.00000000
PA
USD
171720.00000000
0.019699998418
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.88000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
252000.00000000
PA
USD
236250.00000000
0.027102985246
Long
DBT
CORP
KY
N
2
2023-08-27
Fixed
7.65000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524PAB6
250000.00000000
PA
USD
254182.50000000
0.029160230888
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.50000000
N
N
N
N
N
N
Invictus U.S., LLC
N/A
Invictus U.S., LLC 2nd Lien Term Loan
46184JAD1
33507.35000000
PA
USD
33507.35000000
0.003844017831
Long
LON
CORP
US
N
2
2026-03-30
Floating
6.85000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
1090000.00000000
PA
USD
1250099.20000000
0.143413418725
Long
DBT
CORP
GB
N
2
2028-03-23
Fixed
6.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
159000.00000000
PA
USD
162418.50000000
0.018632915171
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
610000.00000000
PA
USD
616093.90000000
0.070679296854
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.956500 12-NOV-2030
000000000
2270000.00000000
OU
Notional Amount
USD
92528.30000000
0.010614997459
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-11-12
0.00000000
USD
-34.82000000
USD
2270000.00000000
USD
92563.12000000
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
254000.00000000
PA
USD
263525.00000000
0.030232017722
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAF2
219000.00000000
PA
USD
255039.19000000
0.029258511762
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
441000.00000000
PA
USD
455978.57000000
0.052310605101
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
125000.00000000
PA
USD
130512.50000000
0.014972606823
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
354000.00000000
PA
USD
380550.00000000
0.043657316552
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285A4
2800000.00000000
PA
USD
2815579.79000000
0.323007904795
Long
DBT
UST
US
N
2
2021-09-15
Fixed
2.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION MAR24 2.9775 PUT
000000000
3510500.00000000
OU
Notional Amount
USD
45504.08000000
0.005220302259
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
3510500.00000000
OU
Notional Amount
N/A
45504.08000000
0.01000000
DIR
US
N/A
N/A
2034-03-11
0.00000000
N/A
0.00000000
N/A
3510500.00000000
USD
1.00000000
2.97750000
USD
2024-03-07
XXXX
-115891.16000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
156000.00000000
PA
USD
176670.78000000
0.020267959973
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
ReNew Power Synthetic
N/A
ReNew Power Synthetic
000000000
200000.00000000
PA
USD
209912.50000000
0.024081504298
Long
DBT
CORP
IN
N
2
2024-03-12
Fixed
6.67000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
277000.00000000
PA
USD
290157.50000000
0.033287341551
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
109000.00000000
PA
USD
118537.50000000
0.013598815295
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP FNMA 30YR RRP CALIP 07/14/2021
000000000
-10736468.34000000
PA
USD
-10736468.34000000
-1.23170515562
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.05000000
2021-07-14
10736468.34000000
USD
10736706.93000000
USD
AMBS
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
454000.00000000
PA
USD
483614.42000000
0.055481034878
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
191000.00000000
PA
USD
201264.34000000
0.023089373280
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.88000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION APR26 2.602 PUT
000000000
3560000.00000000
OU
Notional Amount
USD
116608.01000000
0.013377461056
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
3560000.00000000
OU
Notional Amount
N/A
116608.01000000
0.01000000
DIR
US
N/A
N/A
2036-04-09
0.00000000
N/A
0.00000000
N/A
3560000.00000000
USD
1.00000000
2.60200000
USD
2026-04-07
XXXX
-82573.99000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
10Y RTP SWAPTION 1.6 MAR22 1.6 PUT
000000000
250000000.00000000
OU
Notional Amount
0.02000000
0.000000002294
N/A
DIR
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
250000000.00000000
OU
Notional Amount
N/A
0.02000000
0.00000000
DIR
US
N/A
N/A
2032-03-18
0.00000000
N/A
0.00000000
N/A
250000000.00000000
JPY
1.00000000
1.60000000
JPY
2022-03-16
XXXX
-27735.85000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
SWAPTION OCT21 1.775 CALL
000000000
-3040000.00000000
OU
Notional Amount
USD
-98040.36000000
-0.01124734997
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Written
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
3040000.00000000
OU
Notional Amount
N/A
-98040.36000000
-0.01000000
DIR
US
N/A
N/A
2031-10-18
0.00000000
N/A
0.00000000
N/A
3040000.00000000
USD
1.00000000
1.77500000
USD
2021-10-14
XXXX
-32908.36000000
N
N
N
SHUI ON DEVELOPMENT HLDG
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd
000000000
200000.00000000
PA
USD
205437.50000000
0.023568125001
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
5.75000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
549300DT8SH0CF6BTT37
Central American Bottling Corp
15238XAB5
222000.00000000
PA
USD
230991.00000000
0.026499664190
Long
DBT
CORP
VG
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40410KAA3
66000.00000000
PA
USD
68212.98000000
0.007825504298
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
25000000.00000000
PA
USD
23773437.50000000
2.727327516675
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-8
54251UAE6
6760992.31000000
PA
USD
2736397.38000000
0.313923969599
Long
ABS-O
CORP
US
N
2
2036-09-25
Floating
0.33000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
597000.00000000
PA
USD
636025.89000000
0.072965927250
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
YANLORD LAND HK CO LTD
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
200000.00000000
PA
USD
209725.00000000
0.024059993992
Long
DBT
CORP
HK
N
2
2024-02-27
Fixed
6.80000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION AUG25 0.9125 CALL
000000000
620000.00000000
OU
Notional Amount
USD
9897.30000000
0.001135434395
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
620000.00000000
OU
Notional Amount
N/A
9897.30000000
0.00000000
DIR
GB
N/A
N/A
2035-08-11
0.00000000
N/A
0.00000000
N/A
620000.00000000
USD
1.00000000
0.91250000
USD
2025-08-07
XXXX
-21445.97000000
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAF7
128000.00000000
PA
USD
136960.00000000
0.015712274536
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.63000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
23000.00000000
PA
USD
23316.25000000
0.002674878221
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
LMIRT CAPITAL PTE LTD
5493009IDXHZSVD2BI70
LMIRT Capital Pte Ltd
000000000
250000.00000000
PA
USD
260362.50000000
0.029869210565
Long
DBT
SG
N
2
2024-06-19
Fixed
7.25000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
43000.00000000
PA
USD
44397.50000000
0.005093353597
Long
DBT
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
206000.00000000
PA
USD
207545.00000000
0.023809900837
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
549300EX32IF3NZCVL73
OHA Credit Partners XIII Ltd
67090VAA9
595000.00000000
PA
USD
597318.72000000
0.068525377589
Long
ABS-CBDO
CORP
KY
N
2
2030-01-21
Floating
7.34000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
152000.00000000
PA
USD
154243.52000000
0.017695068134
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-420K
17328QAG6
270000.00000000
PA
USD
263302.49000000
0.030206491012
Long
ABS-MBS
CORP
US
N
2
2042-11-10
Variable
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AMUJ2
1134378.60000000
PA
USD
1261069.47000000
0.144671945988
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
27000.00000000
PA
USD
27516.24000000
0.003156707922
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
169000.00000000
PA
USD
172168.75000000
0.019751479750
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.250000 08-JUL-2023
000000000
5380000.00000000
OU
Notional Amount
USD
-11771.67000000
-0.00135046517
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-07-10
57.67000000
USD
0.00000000
USD
5380000.00000000
USD
-11829.34000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
51000.00000000
PA
USD
53805.00000000
0.006172597338
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
288000.00000000
PA
USD
298674.00000000
0.034264368319
Long
DBT
CORP
TH
N
2
2034-09-25
Fixed
3.73000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
88000.00000000
PA
USD
91322.88000000
0.010476709711
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
600000.00000000
PA
USD
654862.50000000
0.075126893865
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
318000.00000000
PA
USD
328255.50000000
0.037658006237
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Octagon Investment Partners 48 LTD
N/A
Octagon Investment Partners 48 Ltd
67577UAG0
250000.00000000
PA
USD
250904.50000000
0.028784173382
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
4.19000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
RRP CDP FINANCI RRP TDUSA OPEN
000000000
-7826337.50000000
PA
USD
-7826337.50000000
-0.89785020018
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.25000000
2049-12-31
7826337.50000000
USD
7826337.50000000
USD
CDS
N
N
N
TCW Gem Ltd
N/A
TCW CLO 2020-1 Ltd
87190CBE9
250000.00000000
PA
USD
249988.80000000
0.028679122785
Long
ABS-CBDO
CORP
KY
N
3
2034-04-20
Variable
3.59000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BN6
203000.00000000
PA
USD
204928.50000000
0.023509731691
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR U RRP RBCBK 07/14/2021
000000000
-5250198.81000000
PA
USD
-5250198.81000000
-0.60231136883
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
5250198.81000000
USD
5250338.82000000
USD
AMBS
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
175000.00000000
PA
USD
177625.00000000
0.020377429648
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION AUG22 2.25 PUT
000000000
4160000.00000000
OU
Notional Amount
USD
41069.72000000
0.004711585249
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
4160000.00000000
OU
Notional Amount
N/A
41069.72000000
0.00000000
DIR
US
N/A
N/A
2032-08-04
0.00000000
N/A
0.00000000
N/A
4160000.00000000
USD
1.00000000
2.25000000
USD
2022-08-02
XXXX
-71250.28000000
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAN4
244000.00000000
PA
USD
248809.24000000
0.028543801739
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
Apidos CLO
549300RV409NJP65MP20
Apidos CLO XXVI
03766GAE2
250000.00000000
PA
USD
250033.78000000
0.028684282964
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
1.89000000
N
N
N
N
N
N
Crown City CLO I
549300K60T4GC7BSX929
CROWN CITY CLO I 07/30 1
22823RAG4
250000.00000000
PA
USD
250269.53000000
0.028711328589
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Variable
4.81000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300S1CAKZT00VQL17
Galaxy XX CLO Ltd
36320MAQ1
250000.00000000
PA
USD
249358.18000000
0.028606777030
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.94000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
6310.71000000
0.000723974941
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
321000.00000000
CAD
265256.86000000
USD
2021-09-15
6310.71000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
20000.00000000
PA
USD
20811.60000000
0.002387540688
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AY1
25000.00000000
PA
USD
26437.50000000
0.003032953110
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
135000.00000000
PA
USD
142819.20000000
0.016384451515
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
36000.00000000
PA
USD
39158.64000000
0.004492343035
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
1Y RTR FEB25 1.595 CALL
000000000
22120000.00000000
OU
Notional Amount
USD
120663.05000000
0.013842661857
N/A
DIR
US
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
22120000.00000000
OU
Notional Amount
N/A
120663.05000000
0.01000000
DIR
US
N/A
N/A
2026-02-26
0.00000000
N/A
0.00000000
N/A
22120000.00000000
USD
1.00000000
1.59500000
USD
2025-02-24
XXXX
-923.67000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
10Y RTP JAN22 1.5 PUT
000000000
-3880000.00000000
OU
Notional Amount
USD
-86846.54000000
-0.00996317668
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
3880000.00000000
OU
Notional Amount
N/A
-86846.54000000
-0.01000000
DIR
US
N/A
N/A
2032-01-31
0.00000000
N/A
0.00000000
N/A
3880000.00000000
USD
1.00000000
1.50000000
USD
2022-01-27
XXXX
-33690.54000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
149000.00000000
PA
USD
173541.79000000
0.019908997138
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
000000000
202000.00000000
PA
USD
212544.40000000
0.024383440158
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BM8
184000.00000000
PA
USD
184064.40000000
0.021116168116
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
Planview Parent, Inc.
N/A
Planview Parent, Inc. 2nd Lien Term Loan
000000000
103000.00000000
PA
USD
102485.00000000
0.011757246319
Long
LON
CORP
US
N
2
2028-12-17
Floating
8.00000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
100000.00000000
PA
123829.07000000
0.014205872834
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JAN29 3.0366 CALL
000000000
1000000.00000000
OU
Notional Amount
USD
114092.06000000
0.013088827169
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
114092.06000000
0.01000000
DIR
GB
N/A
N/A
2039-01-16
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.03660000
USD
2029-01-11
XXXX
57167.06000000
N
N
N
THAMES WATER KEMBLE FINA
213800S7UU2MQXYJQO60
Thames Water Kemble Finance PLC
000000000
168000.00000000
PA
237783.68000000
0.027278931516
Long
DBT
CORP
GB
N
2
2026-05-19
Fixed
4.63000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAB9
749000.00000000
PA
USD
760227.51000000
0.087214539628
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AW2
70000.00000000
PA
USD
80675.00000000
0.009255167554
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.45000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
149000.00000000
PA
USD
152725.00000000
0.017520861044
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
184000.00000000
PA
USD
198944.48000000
0.022823235158
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAB6
237000.00000000
PA
USD
244584.00000000
0.028059075316
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.63000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
800000.00000000
PA
USD
910797.15000000
0.104488134259
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.84000000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
202000.00000000
PA
USD
210585.00000000
0.024158654595
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
10Y RTP SWAPTION APR27 3.00 PUT
000000000
2590000.00000000
OU
Notional Amount
USD
71091.85000000
0.008155772959
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
2590000.00000000
OU
Notional Amount
N/A
71091.85000000
0.01000000
DIR
US
N/A
N/A
2037-04-14
0.00000000
N/A
0.00000000
N/A
2590000.00000000
USD
1.00000000
3.00000000
USD
2027-04-12
XXXX
-91077.23000000
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
556000.00000000
PA
USD
583754.94000000
0.066969318629
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
VICTORS MERGER CORP
N/A
Victors Merger Corp
92641PAA4
133000.00000000
PA
USD
133997.50000000
0.015372411705
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.38000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION APR38 2.985 PUT
000000000
910000.00000000
OU
Notional Amount
USD
34466.01000000
0.003953996869
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
910000.00000000
OU
Notional Amount
N/A
34466.01000000
0.00000000
DIR
US
N/A
N/A
2048-04-29
0.00000000
N/A
0.00000000
N/A
910000.00000000
USD
1.00000000
2.98500000
USD
2038-04-27
XXXX
-8303.99000000
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
190000.00000000
PA
USD
193800.00000000
0.022233052024
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2021 Term Loan
35039KAB2
69034.37000000
PA
USD
68545.61000000
0.007863664154
Long
LON
CORP
US
N
2
2028-02-03
Floating
3.75000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
94000.00000000
PA
USD
93866.99000000
0.010768574159
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
17000.00000000
PA
USD
18783.30000000
0.002154850805
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
622000.00000000
PA
USD
642992.50000000
0.073765148109
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
000000000
230542.00000000
PA
USD
263005.20000000
0.030172385419
Long
DBT
CORP
VG
N
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-211.00000000
NC
USD
67317.86000000
0.007722814672
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUU1 Comdty
2021-09-30
-46554903.69000000
USD
67317.86000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION APR22 1.525 PUT
000000000
6960000.00000000
OU
Notional Amount
USD
43888.86000000
0.005035001587
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
6960000.00000000
OU
Notional Amount
N/A
43888.86000000
0.01000000
DIR
US
N/A
N/A
2027-04-07
0.00000000
N/A
0.00000000
N/A
6960000.00000000
USD
1.00000000
1.52500000
USD
2022-04-05
XXXX
-57553.14000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
BLACKROCK SWAPTION 0.0200000 CALL USD 20
000000000
2455000.00000000
OU
Notional Amount
USD
119444.24000000
0.013702837987
N/A
DIR
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
IRS Swap
N/A
2455000.00000000
OU
Notional Amount
N/A
119444.24000000
0.01000000
DIR
US
N/A
N/A
2034-07-02
0.00000000
N/A
0.00000000
N/A
2455000.00000000
USD
1.00000000
0.02000000
USD
2024-06-28
XXXX
11301.49000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
944000.00000000
PA
USD
948625.60000000
0.108827875729
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION FEB39 2.86 PUT
000000000
932500.00000000
OU
Notional Amount
USD
37542.16000000
0.004306897814
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
932500.00000000
OU
Notional Amount
N/A
37542.16000000
0.00000000
DIR
US
N/A
N/A
2029-03-13
0.00000000
N/A
0.00000000
N/A
932500.00000000
USD
1.00000000
2.86000000
USD
2039-02-22
XXXX
-8593.28000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP RACKSPACE T RRP CSFB OPEN
000000000
-63652.50000000
PA
USD
-63652.50000000
-0.00730231859
Short
RA
CORP
US
N
2
Reverse repurchase
N
-3.00000000
2049-12-31
63652.50000000
USD
63567.63000000
USD
CDS
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
132000.00000000
PA
USD
125235.00000000
0.014367163417
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-D
63942CAD4
440000.00000000
PA
USD
427693.64000000
0.049065711808
Long
ABS-O
CORP
US
N
3
2060-04-15
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
24000.00000000
PA
USD
26520.00000000
0.003042417645
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAA4
575000.00000000
PA
USD
584706.00000000
0.067078425783
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B4
000000000
198104.00000000
PA
USD
201448.00000000
0.023110443055
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
500000.00000000
PA
USD
528843.75000000
0.060669817370
Long
DBT
CORP
KY
N
2
2025-10-20
Fixed
5.95000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
215000.00000000
PA
USD
211280.50000000
0.024238443489
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
52000.00000000
PA
USD
56664.40000000
0.006500632369
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 0.844580 15-NOV-2027
000000000
7990000.00000000
OU
Notional Amount
USD
149308.23000000
0.017128883618
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-11-15
0.00000000
USD
-112.45000000
USD
7990000.00000000
USD
149420.68000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
268000.00000000
PA
USD
284716.50000000
0.032663141159
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
525000.00000000
PA
USD
570622.50000000
0.065462743698
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
201000.00000000
PA
USD
212193.69000000
0.024343206135
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y RTR JAN23 1.438 CALL
000000000
-5090000.00000000
OU
Notional Amount
USD
-100342.07000000
-0.01151140589
N/A
DIR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS Swap
N/A
5090000.00000000
OU
Notional Amount
N/A
-100342.07000000
-0.01000000
DIR
US
N/A
N/A
2033-01-11
0.00000000
N/A
0.00000000
N/A
5090000.00000000
USD
1.00000000
1.43800000
USD
2023-01-09
XXXX
65591.93000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
18000.00000000
PA
USD
21396.60000000
0.002454652842
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
76473.86000000
PA
USD
76253.62000000
0.008747939631
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.85000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
61000.00000000
PA
USD
63211.25000000
0.007251697676
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AQ2
320000.00000000
PA
USD
446816.00000000
0.051259460130
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.50000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAD0
2300000.00000000
PA
USD
2887795.31000000
0.331292587009
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.95000000
N
N
N
N
N
N
RAPTOR ACQ/RAPTOR CO-ISS
N/A
Raptor Acquisition Corp / Raptor Co-Issuer LLC
75383KAA2
121000.00000000
PA
USD
122691.58000000
0.014075378127
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.88000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAD8
400000.00000000
PA
USD
521135.45000000
0.059785508624
Long
DBT
CORP
GB
N
2
2042-03-22
Fixed
4.75000000
N
N
N
N
N
N
K HOVNANIAN ENTERPRISES
549300JJCQ0KAI7CJG32
K Hovnanian Enterprises Inc
48251UAF5
206000.00000000
PA
USD
218360.00000000
0.025050615273
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAE6
360000.00000000
PA
USD
409277.82000000
0.046953018908
Long
DBT
CORP
FR
N
2
2046-09-27
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN AUG21C 132.5 EXP 07/23/2021
000000000
-60.00000000
NC
USD
-30937.50000000
-0.00354920044
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
10 Year US Treasury Note
N/A
60.00000000
NC
N/A
-30937.50000000
0.00000000
DIR
US
Short
10 Year US Treasury Note
TYQ1 Comdty
2021-09-21
60.00000000
USD
1000.00000000
132.50000000
USD
2021-07-23
XXXX
-4797.96000000
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CBC9
250000.00000000
PA
USD
249155.95000000
0.028583576875
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.94000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY BO RRP NOMSI OPEN
000000000
-43028175.00000000
PA
USD
-43028175.00000000
-4.93626240083
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.08000000
2049-12-31
43028175.00000000
USD
43031473.83000000
USD
UST
N
N
N
CIFC Funding Ltd
5493001TP5YQV9X08Z14
CIFC Funding 2015-I Ltd
12548MBF1
1000000.00000000
PA
USD
1000478.40000000
0.114776513499
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
1.29000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
300000.00000000
PA
USD
282087.00000000
0.032361480631
Long
DBT
CORP
KY
N
2
2025-11-11
Fixed
11.70000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-1
22534GAA1
2000000.00000000
PA
USD
2034528.40000000
0.233404415696
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
2.01000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
434000.00000000
PA
USD
434352.63000000
0.049829642000
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
10.88000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
385000.00000000
PA
USD
421575.00000000
0.048363771450
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAB0
1675000.00000000
PA
USD
2366271.36000000
0.271462509031
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
130000.00000000
PA
USD
140887.50000000
0.016162843741
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
20658.10000000
0.002369930918
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
697000.00000000
GBP
984978.93000000
USD
2021-09-15
20658.10000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
1000000.00000000
PA
USD
1148548.90000000
0.131763402714
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1088000.00000000
PA
USD
1209040.00000000
0.138703040347
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
59000.00000000
PA
USD
62687.50000000
0.007191612222
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
121000.00000000
PA
USD
148519.03000000
0.017038345307
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BG6
1000000.00000000
PA
USD
1386886.87000000
0.159105923283
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
5.30000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.562000 18-JUN-2031
000000000
1800000.00000000
OU
Notional Amount
USD
-18544.26000000
-0.00212742774
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-18
0.00000000
USD
-29.29000000
USD
1800000.00000000
USD
-18514.97000000
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
26797.31000000
PA
USD
26423.76000000
0.003031376835
Long
LON
CORP
US
N
2
2026-08-12
Floating
2.10000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AM8
98000.00000000
PA
USD
111475.00000000
0.012788593779
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd
64131BAH6
250000.00000000
PA
USD
250006.60000000
0.028681164830
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
1.84000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
92000.00000000
PA
USD
91540.00000000
0.010501618071
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.13000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP FHLMC 30YR RRP CALIP 07/14/2021
000000000
-12752559.89000000
PA
USD
-12752559.89000000
-1.46299446582
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.05000000
2021-07-14
12752559.89000000
USD
12752843.28000000
USD
AMBS
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAU1
250000.00000000
PA
USD
249035.58000000
0.028569767832
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
3.10000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd
69701EAG1
250000.00000000
PA
USD
250595.73000000
0.028748750785
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
2.66000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAL9
208000.00000000
PA
USD
211238.56000000
0.024233632063
Long
DBT
US
N
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
449000.00000000
PA
USD
464153.75000000
0.053248475082
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
85000.00000000
PA
USD
104262.70000000
0.011961186962
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
TICP CLO Ltd
254900FRG2I3OIEKD552
TICP CLO V 2016-1 Ltd
87248MAD2
537000.00000000
PA
USD
521272.40000000
0.059801219752
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
5.94000000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
364725BC4
19000.00000000
PA
USD
19332.50000000
0.002217855924
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BY3
1300000.00000000
PA
USD
1527453.10000000
0.175231910406
Long
DBT
CORP
US
N
2
2048-02-28
Fixed
4.15000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
180000.00000000
PA
USD
186525.00000000
0.021398452161
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.784000 16-AUG-2049
000000000
500000.00000000
OU
Notional Amount
USD
5957.12000000
0.000683410520
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2049-08-16
0.00000000
USD
-7.76000000
USD
500000.00000000
USD
5964.88000000
N
N
N
TICP CLO Ltd
549300T5OQR4UD880D68
TICP CLO IX Ltd
87249AAG0
250000.00000000
PA
USD
249997.40000000
0.028680109391
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.09000000
N
N
N
N
N
N
GYP HOLDINGS III CORP
549300055I1KJWZH9690
GYP Holdings III Corp
36261NAA5
159000.00000000
PA
USD
159596.25000000
0.018309142049
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.63000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
162000.00000000
PA
USD
167297.40000000
0.019192630535
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
216909.00000000
PA
USD
217993.55000000
0.025008575531
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
584000.00000000
PA
USD
613200.00000000
0.070347303927
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
635000.00000000
PA
USD
735225.23000000
0.084346237296
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.50000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
166000.00000000
PA
USD
166363.54000000
0.019085496593
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
500000.00000000
PA
USD
593088.39000000
0.068040067233
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.63000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AJ4
470000.00000000
PA
USD
522924.00000000
0.059990693997
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.90000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
SWAPTION APR26 2.602 CALL
000000000
3560000.00000000
OU
Notional Amount
USD
305045.19000000
0.034995281625
N/A
DIR
US
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
IRS Swap
N/A
3560000.00000000
OU
Notional Amount
N/A
305045.19000000
0.03000000
DIR
US
N/A
N/A
2036-04-09
0.00000000
N/A
0.00000000
N/A
3560000.00000000
USD
1.00000000
2.60200000
USD
2026-04-07
XXXX
105863.19000000
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
6000.00000000
PA
USD
5940.00000000
0.000681446486
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.63000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION AUG22 2.75 PUT
000000000
-4160000.00000000
OU
Notional Amount
USD
-17865.45000000
-0.00204955355
N/A
DIR
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Written
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IRS Swap
N/A
4160000.00000000
OU
Notional Amount
N/A
-17865.45000000
0.00000000
DIR
US
N/A
N/A
2032-08-04
0.00000000
N/A
0.00000000
N/A
4160000.00000000
USD
1.00000000
2.75000000
USD
2022-08-02
XXXX
39126.55000000
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
277000.00000000
PA
USD
296459.25000000
0.034010288587
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.88000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDL1
202000.00000000
PA
USD
204525.00000000
0.023463441513
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR RRP RBCBK 07/14/2021
000000000
-493139.64000000
PA
USD
-493139.64000000
-0.05657378364
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.06000000
2021-07-14
493139.64000000
USD
493152.79000000
USD
AMBS
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
200000.00000000
PA
USD
202662.50000000
0.023249772476
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.63000000
N
N
N
N
N
N
WOORI BANK
549300VUVMRL6RE7R376
Woori Bank
000000000
250000.00000000
PA
USD
259578.13000000
0.029779226360
Long
DBT
CORP
KR
N
2
2024-10-04
Fixed
4.25000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Pass-Through Certificates Series 2002-AL1
86358RXY8
156379.31000000
PA
USD
149798.31000000
0.017185106395
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Fixed
3.45000000
N
N
N
N
N
N
BANK OF EAST ASIA LTD
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd/The
000000000
500000.00000000
PA
USD
534156.25000000
0.061279276033
Long
DBT
CORP
HK
N
2
2024-09-19
Fixed
5.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.285000 20-APR-2027
000000000
3520000.00000000
OU
Notional Amount
USD
-8730.93000000
-0.00100162652
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-04-20
0.00000000
USD
-47.71000000
USD
3520000.00000000
USD
-8683.22000000
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
328000.00000000
PA
USD
343586.56000000
0.039416810440
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
1000000.00000000
PA
USD
1313817.70000000
0.150723308949
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493006JG853WBZS5J73
Neuberger Berman Loan Advisers CLO 37 Ltd
64133GAV2
1162500.00000000
PA
USD
1162500.00000000
0.133363895656
Long
ABS-CBDO
CORP
KY
N
3
2031-07-20
Floating
1.89000000
N
N
N
N
N
N
Northwest Fiber, LLC
254900LE3FBC16P2QY79
Northwest Fiber, LLC 2021 Term Loan
66743UAE6
126399.10000000
PA
USD
126335.90000000
0.014493460460
Long
LON
CORP
US
N
2
2027-04-30
Floating
3.82000000
N
N
N
N
N
N
YANGO JUSTICE INTL
3003007ELD2HAYCXPT77
Yango Justice International Ltd
000000000
450000.00000000
PA
USD
432787.50000000
0.049650087734
Long
DBT
CORP
HK
N
2
2024-04-15
Fixed
7.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
386000.00000000
PA
USD
468834.21000000
0.053785425085
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
MCAFEE LLC
N/A
MCAFEE LLC 2021 USD TERM LOAN B
55910RAB9
377000.00000000
PA
USD
376623.00000000
0.043206804708
Long
LON
CORP
US
N
2
2028-05-03
None
0.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
187000.00000000
PA
USD
193076.57000000
0.022150058954
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
86000.00000000
PA
USD
87505.00000000
0.010038716291
Long
DBT
US
N
2
2024-09-01
Fixed
4.88000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
126813.60000000
0.014548262983
Long
DBT
CORP
IT
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
170000.00000000
PA
USD
173235.10000000
0.019873813161
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
49000.00000000
PA
USD
53561.90000000
0.006144708509
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
333000.00000000
PA
USD
358224.75000000
0.041096127467
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
298000.00000000
PA
USD
303960.00000000
0.034870786859
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
78000.00000000
PA
USD
86164.26000000
0.009884904412
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CIFC Funding Ltd
549300KEIUMRD7WX5J42
CIFC Funding 2014-III Ltd
12549QBE4
250000.00000000
PA
USD
249989.15000000
0.028679162938
Long
ABS-CBDO
CORP
KY
N
2
2031-10-22
Floating
1.98000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
201937.50000000
0.023166599293
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
57000.00000000
PA
USD
56572.50000000
0.006490089451
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
ATKORE INC
52990002TI38AM4RPV48
Atkore Inc
047649AA6
112000.00000000
PA
USD
113433.60000000
0.013013287564
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.25000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
390747.06000000
PA
USD
386351.16000000
0.044322835087
Long
LON
CORP
US
N
2
2025-12-31
Floating
3.35000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
126000.00000000
PA
USD
130158.00000000
0.014931938004
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
250000.00000000
PA
USD
283295.02000000
0.032500066655
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP RACKSPACE T RRP BARC OPEN
000000000
-144115.00000000
PA
USD
-144115.00000000
-0.01653310780
Short
RA
CORP
US
N
2
Reverse repurchase
N
-3.00000000
2049-12-31
144115.00000000
USD
143922.85000000
USD
CDS
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
83000.00000000
PA
USD
84643.40000000
0.009710428873
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.13000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
94000.00000000
PA
USD
97995.00000000
0.011242146197
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
RealPage, Inc
5493001RSFZX4122A604
RealPage, Inc 1st Lien Term Loan
75605VAD4
220000.00000000
PA
USD
219230.00000000
0.025150423092
Long
LON
CORP
US
N
2
2028-04-24
Floating
3.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
1100000.00000000
PA
USD
1347951.32000000
0.154639173496
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.38000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
625000.00000000
PA
USD
638956.25000000
0.073302102927
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 2.150000 16-MAY-2033
000000000
2770000.00000000
OU
Notional Amount
USD
85684.82000000
0.009829902274
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-05-16
45.21000000
USD
0.00000000
USD
2770000.00000000
USD
85639.61000000
N
N
N
SINO OCEAN LD TRS III
N/A
Sino-Ocean Land Treasure III Ltd
000000000
200000.00000000
PA
USD
173975.00000000
0.019958695696
Long
DBT
CORP
VG
N
2
2022-09-21
Fixed
4.90000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEN0
1750000.00000000
PA
USD
1970568.02000000
0.226066776604
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
249000.00000000
PA
USD
258711.00000000
0.029679747792
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
A-L Parent LLC
N/A
A-L Parent LLC 2016 1st Lien Term Loan
00165HAB9
46430.70000000
PA
USD
44805.63000000
0.005140174936
Long
LON
CORP
US
N
2
2023-12-01
Floating
4.25000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
549300A0CD4KNFGIIS89
Utah Acquisition Sub Inc
62854AAN4
750000.00000000
PA
USD
826152.15000000
0.094777521831
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467FAG5
500000.00000000
PA
USD
500470.65000000
0.057414809071
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
4.53000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AU8
220000.00000000
PA
USD
247500.00000000
0.028393603591
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.13000000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
57000.00000000
PA
USD
60477.00000000
0.006938020058
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
226000.00000000
PA
USD
234192.50000000
0.026866945491
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
250000.00000000
PA
USD
317873.00000000
0.036466908906
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
71000.00000000
PA
USD
68160.00000000
0.007819426346
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2A0
247000.00000000
PA
USD
255768.50000000
0.029342179394
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
255000.00000000
PA
USD
280413.30000000
0.032169471038
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
68000.00000000
PA
USD
73185.00000000
0.008395902540
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY BO RRP BNPNR OPEN
000000000
-7953750.00000000
PA
USD
-7953750.00000000
-0.91246716995
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.05000000
2049-12-31
7953750.00000000
USD
7952660.78000000
USD
UST
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAPTION JAN29 3.0366 PUT
000000000
1000000.00000000
OU
Notional Amount
USD
31341.62000000
0.003595561754
N/A
DIR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS Swap
N/A
1000000.00000000
OU
Notional Amount
N/A
31341.62000000
0.00000000
DIR
GB
N/A
N/A
2039-01-16
0.00000000
N/A
0.00000000
N/A
1000000.00000000
USD
1.00000000
3.03660000
USD
2029-01-11
XXXX
-25583.38000000
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FC2
1300000.00000000
PA
USD
1649166.10000000
0.189195024240
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR 2Y MIDCV OP SEP21P 99.5 EXP 09/10/2021
000000000
229.00000000
NC
USD
289112.50000000
0.033167457447
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Eurodollar Time Deposit
N/A
229.00000000
NC
N/A
289112.50000000
0.03000000
DIR
US
Long
Eurodollar Time Deposit
EDU3 Comdty
2023-09-18
229.00000000
USD
2500.00000000
99.50000000
USD
2021-09-10
XXXX
217176.73000000
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
30000.00000000
PA
USD
31612.50000000
0.003626637549
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.63000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
100000.00000000
PA
167377.58000000
0.019201828915
Long
ABS-O
CORP
GB
N
2
2032-03-30
Fixed
6.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HAK74
5011098.67000000
PA
USD
5411020.12000000
0.620761051764
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
RIZAL COMMERCIAL BANKING
CIKZWI6KV077KV2E2J69
Rizal Commercial Banking Corp
000000000
200000.00000000
PA
USD
207725.00000000
0.023830550731
Long
DBT
CORP
PH
N
2
2025-08-27
Fixed
6.50000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
244000.00000000
PA
USD
256200.00000000
0.029391681778
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources Inc
22304LAA8
102000.00000000
PA
USD
105825.00000000
0.012140416565
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.645000 22-AUG-2034
000000000
1355000.00000000
OU
Notional Amount
USD
38050.23000000
0.004365184433
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2034-08-22
0.00000000
USD
-21.03000000
USD
1355000.00000000
USD
38071.26000000
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
144577AH6
35000.00000000
PA
USD
35040.60000000
0.004019914771
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
260000.00000000
PA
USD
276250.00000000
0.031691850473
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
HERENS MIDCO SARL
222100BJH5XPZD1JHF79
Herens Midco Sarl
000000000
100000.00000000
PA
116041.78000000
0.013312502227
Long
DBT
CORP
LU
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
337000.00000000
PA
USD
388813.75000000
0.044605347427
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
162000.00000000
PA
USD
167872.50000000
0.019258606944
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.63000000
N
N
N
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
126642.22000000
PA
USD
128066.94000000
0.014692048191
Long
LON
CORP
US
N
2
2025-04-29
None
9.25000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
38000.00000000
PA
USD
39738.50000000
0.004558865520
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
144000.00000000
PA
USD
149068.80000000
0.017101415818
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
84000.00000000
PA
USD
83454.00000000
0.009573978966
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
4500000.00000000
PA
USD
4815000.00000000
0.552384651685
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
135000.00000000
PA
USD
138604.50000000
0.015900934258
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
25000.00000000
PA
USD
25708.75000000
0.002949349722
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
400000.00000000
PA
USD
404450.00000000
0.046399163525
Long
DBT
CORP
KY
N
2
2023-01-30
Fixed
11.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
465000.00000000
PA
USD
497019.90000000
0.057018933404
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV L
N/A
MajorDrive Holdings IV LLC
56085RAA8
70000.00000000
PA
USD
69825.00000000
0.008010437861
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.38000000
N
N
N
N
N
N
WANDA PROPERTIES INTL
N/A
Wanda Properties International Co Ltd
000000000
200000.00000000
PA
USD
199787.50000000
0.022919947787
Long
DBT
CORP
VG
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
303000.00000000
PA
USD
303696.90000000
0.034840603597
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.88000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
201000.00000000
PA
USD
209542.50000000
0.024039057295
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
39000.00000000
PA
USD
41047.50000000
0.004709036135
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO RRP BNPNR OPEN
000000000
-6343750.00000000
PA
USD
-6343750.00000000
-0.72776534457
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.07000000
2049-12-31
6343750.00000000
USD
6343781.72000000
USD
UST
N
N
N
2021-07-30
BlackRock Core Bond Trust
Ann Frechette
Ann Frechette
Assistant Treasurer