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