0001752724-23-040673.txt : 20230224
0001752724-23-040673.hdr.sgml : 20230224
20230224165616
ACCESSION NUMBER: 0001752724-23-040673
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230224
DATE AS OF CHANGE: 20230224
PERIOD START: 20221231
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: 23668362
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
2022-12-31
2022-12-31
N
1040512776.73
452317580.94
588195195.79
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
38661281.41000000
0.00000000
0.00000000
6792230.46000000
USD
N
Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio
Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
423000.00000000
PA
USD
392089.70000000
0.066659793008
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
277711.36000000
0.047214149654
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
370893.91000000
0.063056263066
Long
ABS-CBDO
CORP
KY
N
2
2030-10-13
Floating
5.59000000
N
N
N
N
N
N
Propulsion (BC) Finco S.a.r.l.
254900S4YQSQVLEZ8D35
Propulsion (BC) Finco S.a.r.l. Term Loan
000000000
138000.00000000
PA
USD
133860.00000000
0.022757751331
Long
LON
CORP
US
N
2
2029-09-14
Variable
8.58000000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd
000000000
200000.00000000
PA
USD
181250.00000000
0.030814600543
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
227000.00000000
PA
USD
174161.21000000
0.029609424090
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP BOYD GAMING
000000000
-184781.25000000
PA
USD
-184781.25000000
-0.03141495396
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
184781.25000000
USD
184804.24000000
USD
CDS
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
26000.00000000
PA
USD
21510.41000000
0.003657018988
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP JPMORGAN CH
000000000
-134205.00000000
PA
USD
-134205.00000000
-0.02281640532
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
134205.00000000
USD
134434.64000000
USD
CDS
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
400000.00000000
PA
USD
298964.00000000
0.050827344755
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
33000.00000000
PA
USD
29535.00000000
0.005021292287
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
1971389.36000000
0.335159038038
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
6.50000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BQ6
101000.00000000
PA
USD
84680.09000000
0.014396596675
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.50000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAG1
4170000.00000000
PA
USD
3786056.42000000
0.643673468790
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.60000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
72000.00000000
PA
USD
60485.79000000
0.010283285282
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
549300ITPIHLG0LHEC09
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
70000.00000000
PA
USD
63350.00000000
0.010770234176
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
154000.00000000
PA
USD
154355.96000000
0.026242302063
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AM7
68000.00000000
PA
USD
54449.69000000
0.009257078328
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD
524ESCR36
225000.00000000
PA
USD
0.02000000
0.000000003400
Long
DBT
CORP
US
N
3
2017-07-19
None
0.00000000
Y
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
4000.00000000
PA
USD
3780.19000000
0.000642676109
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
25000.00000000
PA
USD
22832.25000000
0.003881747107
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
200000.00000000
PA
USD
197500.00000000
0.033577288868
Long
DBT
CORP
KY
N
2
2025-10-01
Fixed
6.00000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
39000.00000000
PA
USD
31395.00000000
0.005337513843
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
3251175.27000000
PA
USD
3042307.74000000
0.517227573733
Long
ABS-MBS
USGSE
US
N
2
2045-11-15
Fixed
4.00000000
N
Y
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBT0
6751000.00000000
PA
USD
7333011.61000000
1.246696957487
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
101635.97000000
0.017279292780
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
66374.09000000
0.011284364523
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
123000.00000000
PA
USD
106933.96000000
0.018180012479
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Element Materials Technology Group US Holdings Inc.
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan
000000000
39371.07000000
PA
USD
38386.79000000
0.006526199172
Long
LON
CORP
US
N
2
2029-07-06
Variable
8.93000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM1
10569TAA6
864189.42000000
PA
USD
716305.61000000
0.121780255113
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
0.94000000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance US Inc / Acuris Finance SARL
00511BAA5
272000.00000000
PA
USD
216920.00000000
0.036878913930
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-B
64034QAC2
1982529.00000000
PA
USD
1574961.28000000
0.267761670151
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
2.68000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
92735LAA0
319000.00000000
PA
USD
310578.40000000
0.052801927357
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP MINERVA MER
000000000
-74192.50000000
PA
USD
-74192.50000000
-0.01261358483
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.39000000
2049-12-31
74192.50000000
USD
74343.21000000
USD
CDS
N
N
N
Rad CLO Ltd
N/A
Rad CLO 3 Ltd
48661WAQ1
400000.00000000
PA
USD
368055.56000000
0.062573710671
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
6.83000000
N
N
N
N
N
N
Sovos Compliance, LLC
549300M9XYG5WP2QHH07
Sovos Compliance, LLC 2021 Term Loan
84611YAB6
117669.00000000
PA
USD
108171.94000000
0.018390483426
Long
LON
CORP
US
N
2
2028-08-11
Floating
8.88000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
67421QAA0
59000.00000000
PA
USD
58710.03000000
0.009981385502
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAP7
70000.00000000
PA
USD
67900.18000000
0.011543817509
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.95000000
N
N
N
N
N
N
AVSC Holding Corp.
549300CLJBQ9YSR4U689
AVSC Holding Corp. 2018 2nd Lien Term Loan
00241YAQ7
156220.00000000
PA
USD
125338.43000000
0.021308985672
Long
LON
CORP
US
N
2
2025-09-01
Floating
11.65000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVIII Ltd
55821KAG1
250000.00000000
PA
USD
230252.34000000
0.039145566241
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
5.98000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP ALLIED UNIV
000000000
-567000.00000000
PA
USD
-567000.00000000
-0.09639657108
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.35000000
2049-12-31
567000.00000000
USD
567068.51000000
USD
CDS
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
79000.00000000
PA
USD
78713.92000000
0.013382278631
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.88000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
141000.00000000
PA
USD
116991.93000000
0.019889983943
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
58000.00000000
PA
USD
57669.40000000
0.009804466342
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.13000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (LADLN)
000000000
10000.00000000
OU
Notional Amount
-785.64000000
-0.00013356790
N/A
DCR
XX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
LADBROKES GROUP FIN PLC
LADBROKES GROUP FIN PLC
Y
sell protection
2027-06-22
0.00000000
EUR
-945.66000000
EUR
10000.00000000
EUR
220.46000000
N
N
N
Galaxy CLO Ltd
5493001X8XC4DMSYH466
Galaxy XXIII CLO Ltd
36319TAN6
465397.12000000
PA
USD
460627.68000000
0.078312043909
Long
ABS-CBDO
CORP
KY
N
2
2029-04-24
Floating
5.19000000
N
N
N
N
N
N
M6 ETX Holdings II Midco LLC
N/A
M6 ETX Holdings II Midco LLC Term Loan B
55285DAB7
117705.00000000
PA
USD
117594.36000000
0.019992404025
Long
LON
CORP
US
N
2
2029-09-19
Variable
9.16000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAL0
625000.00000000
PA
USD
588297.25000000
0.100017350398
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
7.32000000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES
5493009ZVXOKZLQ6QJ12
ION Trading Technologies Sarl
46205YAA9
200000.00000000
PA
USD
166750.00000000
0.028349432500
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RRP FHLMC 4398
000000000
-8979416.48000000
PA
USD
-8979416.48000000
-1.52660486591
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
2023-01-12
8979416.48000000
USD
8999133.78000000
USD
ACMO
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
242000.00000000
PA
USD
212994.83000000
0.036211589541
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
GALAXY BIDCO LTD
2138006O8YW3QCHKDY76
Galaxy Bidco Ltd
000000000
100000.00000000
PA
102398.07000000
0.017408858612
Long
DBT
CORP
JE
N
2
2026-07-31
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
29583.00000000
NS
USD
840157.20000000
0.142836460755
Long
EP
CORP
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AU8
18000.00000000
PA
USD
15847.20000000
0.002694207656
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
192350.00000000
0.032701729183
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
112000.00000000
PA
USD
104973.96000000
0.017846789764
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.13000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAD5
1379000.00000000
PA
USD
1134089.60000000
0.192808375198
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAD4
80000.00000000
PA
USD
76092.94000000
0.012936681656
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
11000.00000000
PA
USD
9488.15000000
0.001613095460
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQH99
2310260.81000000
PA
USD
2325480.05000000
0.395358558968
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
470000.00000000
PA
USD
400139.20000000
0.068028301295
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
569263.01000000
PA
USD
561188.93000000
0.095408621834
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.04000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
719000.00000000
PA
USD
657885.00000000
0.111848074365
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
PROOFPOINT, INC.
529900C5FODDK0WSR085
Proofpoint, Inc. 2nd Lien Term Loan
000000000
249800.00000000
PA
USD
238976.17000000
0.040628718444
Long
LON
CORP
US
N
2
2029-08-31
Floating
10.98000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
200000.00000000
PA
USD
186292.00000000
0.031671798976
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
46000.00000000
PA
USD
39470.48000000
0.006710439031
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
56000.00000000
PA
USD
51503.20000000
0.008756140881
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
519000.00000000
PA
USD
482721.90000000
0.082068317363
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
2000000.00000000
PA
USD
1865543.68000000
0.317164045771
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPNB9
354768.98000000
PA
USD
353232.35000000
0.060053593182
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.50000000
N
N
N
N
N
N
E.ON INTL FINANCE BV
549300TG53AWJ719M814
E.ON International Finance BV
268789AB0
3100000.00000000
PA
USD
3128477.22000000
0.531877383969
Long
DBT
CORP
NL
N
2
2038-04-30
Fixed
6.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31398AFD9
1600000.00000000
PA
USD
1788451.34000000
0.304057454532
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
5.63000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO
000000000
-2898750.00000000
PA
USD
-2898750.00000000
-0.49282109421
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
2898750.00000000
USD
2923973.15000000
USD
UST
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAB1
50000.00000000
PA
USD
45125.00000000
0.007671772962
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
550000.00000000
PA
USD
448208.51000000
0.076200641081
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
1775230.01000000
0.301809675207
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAE1
27000.00000000
PA
USD
23776.59000000
0.004042295851
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
164000.00000000
PA
USD
162310.80000000
0.027594717053
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Cloudera, Inc.
549300PGONC4JOI0RG62
Cloudera, Inc. 2021 Term Loan
74339VAB4
227472.06000000
PA
USD
213398.36000000
0.036280194317
Long
LON
CORP
US
N
2
2028-10-08
Floating
8.13000000
N
N
N
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779AL5
71000.00000000
PA
USD
62487.81000000
0.010623651884
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AF2
237000.00000000
PA
USD
199187.73000000
0.033864222527
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
87919.80000000
PA
88267.18000000
0.015006443546
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
29000.00000000
PA
USD
26056.96000000
0.004429985179
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CE4
434000.00000000
PA
USD
430542.97000000
0.073197294551
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP FRONTIER CO
000000000
-160916.25000000
PA
USD
-160916.25000000
-0.02735762739
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.25000000
2023-02-03
160916.25000000
USD
161182.21000000
USD
CDS
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
576000.00000000
PA
USD
539364.15000000
0.091698156302
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
254900ZZ9HHZTOQ1XK24
Golub Capital Partners CLO 55B LTD
38178QAA6
250000.00000000
PA
USD
220129.10000000
0.037424498121
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
10.80000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
250000.00000000
PA
USD
219375.00000000
0.037296292382
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
500000.00000000
PA
USD
410750.00000000
0.069832260266
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
505000.00000000
PA
USD
463052.48000000
0.078724288010
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
493000.00000000
PA
USD
463021.90000000
0.078719089056
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
400000.00000000
PA
USD
296450.00000000
0.050399935620
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP AVIS BUDGET
000000000
-19402.50000000
PA
USD
-19402.50000000
-0.00329864985
Short
RA
CORP
US
N
2
Reverse repurchase
N
-3.00000000
2049-12-31
19402.50000000
USD
19400.88000000
USD
CDS
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAQ0
1750000.00000000
PA
USD
1616265.88000000
0.274783930839
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.11000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP DARLING ING
000000000
-220522.50000000
PA
USD
-220522.50000000
-0.03749138068
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
220522.50000000
USD
220908.41000000
USD
CDS
N
N
N
ARKO CORP
N/A
Arko Corp
041242AA6
123000.00000000
PA
USD
96579.60000000
0.016419651280
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.13000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
355000.00000000
PA
USD
286201.00000000
0.048657486842
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ7
36262CAB6
2504850.39000000
PA
USD
2010630.88000000
0.341830551216
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
200000.00000000
PA
USD
160787.50000000
0.027335738399
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
378000.00000000
PA
USD
343980.00000000
0.058480586455
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2022-2
78434KAA5
732001.24000000
PA
USD
719141.81000000
0.122262441983
Long
ABS-MBS
CORP
US
N
2
2062-08-25
Variable
5.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
642000.00000000
PA
USD
566042.32000000
0.096233754381
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RRP FHLMC 4549F
000000000
-2816330.57000000
PA
USD
-2816330.57000000
-0.47880883593
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
2023-01-12
2816330.57000000
USD
2822514.76000000
USD
ACMO
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
73000.00000000
PA
USD
62235.00000000
0.010580671254
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
1427060.55000000
0.242616831999
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
82000.00000000
PA
USD
59533.64000000
0.010121408747
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F2Q7
577792.10000000
PA
USD
590041.69000000
0.100313925415
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
5.00000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
161600.00000000
0.027473872815
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
DIC ASSET AG
52990044JL2ZPWONU738
DIC Asset AG
000000000
100000.00000000
PA
61015.62000000
0.010373362522
Long
DBT
CORP
DE
N
2
2026-09-22
Fixed
2.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
2750000.00000000
PA
USD
2497562.29000000
0.424614534065
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FHLMC 30YR
000000000
-2114954.54000000
PA
USD
-2114954.54000000
-0.35956678244
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
2114954.54000000
USD
2119398.88000000
USD
AMBS
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
100000.00000000
PA
95537.62000000
0.016242502605
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
2554000.00000000
PA
USD
2469973.40000000
0.419924103032
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
200000.00000000
PA
USD
179000.00000000
0.030432074467
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.13000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SWAP/CDSWAP/SCDS: (TKAGR)
000000000
10000.00000000
OU
Notional Amount
-222.02000000
-0.00003774597
N/A
DCR
XX
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
thyssenkrupp AG
thyssenkrupp AG
Y
sell protection
2023-12-21
0.00000000
EUR
-205.75000000
EUR
10000.00000000
EUR
-10.09000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAK1
500000.00000000
PA
USD
486376.51000000
0.082689643417
Long
DBT
CORP
US
N
2
2036-03-17
Fixed
5.90000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP COMCAST COR
000000000
-2621250.00000000
PA
USD
-2621250.00000000
-0.44564287820
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
2621250.00000000
USD
2630475.34000000
USD
CDS
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
20000.00000000
PA
USD
17294.60000000
0.002940282430
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
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
2064792.70000000
0.351038688309
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.87000000
N
N
N
N
N
N
VERMILION ENERGY INC
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
923725AD7
108000.00000000
PA
USD
98558.95000000
0.016756163720
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
6.88000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAG5
141000.00000000
PA
USD
110173.17000000
0.018730715719
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
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
1038146.90000000
PA
USD
843028.33000000
0.143324586129
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.00000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AD6
172000.00000000
PA
USD
151910.40000000
0.025826528521
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.13000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
378000.00000000
PA
USD
354481.97000000
0.060266043064
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.88000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO
000000000
-2322000.00000000
PA
USD
-2322000.00000000
-0.39476691013
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
2322000.00000000
USD
2342204.62000000
USD
UST
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
219000.00000000
PA
USD
208198.92000000
0.035396229260
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
80000.00000000
PA
USD
74563.66000000
0.012676686333
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.38000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR
000000000
-821555.87000000
PA
USD
-821555.87000000
-0.13967401908
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
821555.87000000
USD
823282.28000000
USD
AMBS
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
41000.00000000
PA
USD
34395.06000000
0.005847558811
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
41019.84000000
PA
USD
40028.39000000
0.006805290197
Long
LON
CORP
US
N
2
2027-01-29
Floating
8.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLC1
310000.00000000
PA
USD
320066.23000000
0.054414968413
Long
DBT
CORP
US
N
2
2028-11-10
Fixed
6.20000000
N
N
N
N
N
N
American Money Management Corporation
549300LDRXVT7PCHV066
Ammc Clo 20 Ltd
00177TAJ2
372989.38000000
PA
USD
370698.48000000
0.063023037701
Long
ABS-CBDO
CORP
KY
N
2
2029-04-17
Floating
4.95000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAB6
962365.33000000
PA
USD
772485.84000000
0.131331545298
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABE2
1155000.00000000
PA
USD
970891.02000000
0.165062725256
Long
DBT
US
N
2
2045-06-01
Fixed
4.50000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox Clo II Ltd
96466CAU2
500000.00000000
PA
USD
453309.35000000
0.077067842995
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
7.67000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BF1
133000.00000000
PA
USD
117692.60000000
0.020009105963
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
1000000.00000000
PA
USD
969077.23000000
0.164754359936
Long
DBT
CORP
GB
N
2
2025-03-30
Fixed
6.38000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
254000.00000000
PA
USD
203995.02000000
0.034681517540
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.13000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
89000.00000000
PA
USD
71026.01000000
0.012075244835
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AL6
900000.00000000
PA
USD
816721.20000000
0.138852069150
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
8.03000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD Term Loan
05988HAE7
45326.80000000
PA
USD
43323.36000000
0.007365473283
Long
LON
CORP
US
N
2
2025-10-02
Floating
8.13000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
750000.00000000
PA
USD
728974.63000000
0.123934135337
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
200000.00000000
PA
USD
150787.50000000
0.025635622507
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.13000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2022-A
56847QAA9
515000.00000000
PA
USD
511357.77000000
0.086936747130
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
6.45000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAA2
199000.00000000
PA
USD
190576.67000000
0.032400242532
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
4.91000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAG6
29000.00000000
PA
USD
27074.92000000
0.004603050176
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAV3
276000.00000000
PA
USD
255883.88000000
0.043503225091
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.80000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
162000.00000000
PA
USD
147409.18000000
0.025061268955
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
876000.00000000
PA
USD
860713.80000000
0.146331320990
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
936000.00000000
PA
USD
690810.12000000
0.117445726341
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
250000.00000000
PA
USD
231055.00000000
0.039282027744
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
28000.00000000
PA
USD
23538.50000000
0.004001817792
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MTFY4
206937.06000000
PA
USD
205980.86000000
0.035019133354
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
4.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
379000.00000000
PA
USD
302966.84000000
0.051507873945
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
300000.00000000
PA
USD
248025.00000000
0.042167124412
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
463069.00000000
0.078727096602
Long
ABS-CBDO
CORP
KY
N
2
2032-11-26
Floating
8.91000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAJ9
448000.00000000
PA
USD
451354.35000000
0.076735470338
Long
DBT
CORP
US
N
2
2027-11-03
Fixed
5.90000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
46000.00000000
PA
USD
37138.56000000
0.006313985606
Long
DBT
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
115000.00000000
PA
USD
115884.06000000
0.019701633204
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.88000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
17000.00000000
PA
USD
15718.37000000
0.002672305063
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
152040.00000000
0.025848562022
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
242000.00000000
PA
USD
223704.80000000
0.038032408561
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EF8
200000.00000000
PA
USD
199600.00000000
0.033934313205
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
522 Funding CLO Ltd
635400A6LSLGJQHVOZ36
ASSURANT CLO I LTD
33836JAG4
500000.00000000
PA
USD
457186.20000000
0.077726952425
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.39000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
205000.00000000
PA
USD
200336.25000000
0.034059484238
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.20000000
N
N
N
N
N
N
Galaxy US Opco Inc.
N/A
Galaxy US Opco Inc. Term Loan
36321DAB3
140000.00000000
PA
USD
126350.00000000
0.021480964296
Long
LON
CORP
US
N
2
2029-04-29
Variable
9.07000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
228000.00000000
PA
USD
212511.96000000
0.036129496045
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
100000.00000000
PA
90921.84000000
0.015457766511
Long
DBT
CORP
DE
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
3160000.00000000
PA
USD
2693900.00000000
0.457994220163
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.88000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
224000.00000000
PA
USD
229960.64000000
0.039095973861
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.38000000
N
N
N
N
N
N
TIBCO SOFTWARE INC.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2022 USD Term Loan
88632NAV2
439000.00000000
PA
USD
391258.75000000
0.066518521878
Long
LON
CORP
US
N
2
2029-03-30
Variable
9.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BMXA1
14500000.00000000
PA
USD
12982299.50000000
2.207141369552
Long
ABS-MBS
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
66567.00000000
NS
USD
1531706.67000000
0.260407885165
Long
EP
CORP
US
N
1
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 15YR U
000000000
-2219966.05000000
PA
USD
-2219966.05000000
-0.37741995614
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2247468.27355000
USD
2260307.09338543
USD
AMBS
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
48000.00000000
PA
USD
38044.55000000
0.006468014406
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
CIFC Funding Ltd
254900JEH56UBUEZJW15
CIFC Funding 2017-IV Ltd
12551JAL0
500000.00000000
PA
USD
494548.75000000
0.084079018927
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
5.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQ6M2
1934136.00000000
PA
USD
1976558.78000000
0.336037899348
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
884000.00000000
PA
USD
744554.64000000
0.126582917597
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
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
870000.00000000
PA
USD
843157.89000000
0.143346612831
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP EQM MIDSTRE
000000000
-235875.00000000
PA
USD
-235875.00000000
-0.04010148360
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
235875.00000000
USD
237224.73000000
USD
CDS
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
131000.00000000
PA
USD
115170.29000000
0.019580284032
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAD6
79000.00000000
PA
USD
64325.75000000
0.010936122984
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.63000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-5 Mortgage Loan Trust
19688LAA0
1692007.07000000
PA
USD
1632836.40000000
0.277601111278
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.55000000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
874000.00000000
PA
USD
734494.24000000
0.124872533005
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
2679583.89000000
0.455560315551
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
210000.00000000
PA
USD
190677.90000000
0.032417452805
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp. 2021 1st Lien Term Loan
35906EAQ3
194535.00000000
PA
USD
185156.47000000
0.031478745716
Long
LON
CORP
US
N
2
2028-05-01
Floating
8.50000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
82000.00000000
PA
USD
68837.59000000
0.011703188073
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
87037.50000000
0.014797383695
Long
DBT
CORP
LU
N
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-INV3 Trust
67116EAA7
726239.76000000
PA
USD
605304.14000000
0.102908718794
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
3.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.054500 01-DEC-2052
000000000
1500000.00000000
OU
Notional Amount
USD
-45236.53000000
-0.00769073435
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2052-12-02
46.51000000
USD
0.00000000
USD
1500000.00000000
USD
-45283.04000000
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAH9
1000000.00000000
PA
USD
986840.40000000
0.167774304697
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.04000000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
80000.00000000
PA
USD
69631.55000000
0.011838170474
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
72000.00000000
PA
USD
59791.63000000
0.010165270037
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.88000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
150000.00000000
PA
USD
139563.00000000
0.023727327424
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAK3
53000.00000000
PA
USD
44623.96000000
0.007586590356
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.25000000
N
N
N
N
N
N
VIVO ENERGY INVESTMENTS
724500P3OXMB2IERLM56
Vivo Energy Investments BV
92856HAB0
200000.00000000
PA
USD
178225.00000000
0.030300315486
Long
DBT
CORP
NL
N
2
2027-09-24
Fixed
5.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
138000.00000000
PA
USD
134695.38000000
0.022899775612
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM Corp
78442PGE0
117000.00000000
PA
USD
99502.63000000
0.016916600256
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.13000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
327000.00000000
PA
USD
297125.28000000
0.050514741046
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
3000.00000000
PA
USD
2789.10000000
0.000474179323
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIV Ltd
55819GAU3
250000.00000000
PA
USD
238349.08000000
0.040522105876
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
7.71000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP CCO HOLDING
000000000
-224665.00000000
PA
USD
-224665.00000000
-0.03819565368
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
224665.00000000
USD
225106.09000000
USD
CDS
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-912.65000000
-0.00015516107
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
168674.00000000
EUR
180510.36000000
USD
2023-03-15
-912.65000000
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
93705.04000000
PA
USD
86950.78000000
0.014782640290
Long
LON
CORP
FR
N
2
2026-08-14
Floating
8.65000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SWAP/CDSWAP/SCDS: (NVFVES)
000000000
10000.00000000
OU
Notional Amount
-314.41000000
-0.00005345334
N/A
DCR
XX
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Novafives SAS
Novafives SAS
Y
sell protection
2023-06-21
0.00000000
EUR
-302.33000000
EUR
10000.00000000
EUR
17.97000000
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
101000.00000000
PA
USD
83291.68000000
0.014160550884
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
529000.00000000
PA
USD
490623.08000000
0.083411609532
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
498000.00000000
PA
USD
410932.25000000
0.069863244878
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
324000.00000000
PA
USD
286977.39000000
0.048789482140
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.88000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBJ5
875000.00000000
PA
USD
805253.40000000
0.136902410248
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
7.23000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CQ0
275000.00000000
PA
USD
217907.98000000
0.037046881980
Long
DBT
CORP
GB
N
2
2031-03-09
Fixed
4.70000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CARNIVAL CO
000000000
-111510.00000000
PA
USD
-111510.00000000
-0.01895799231
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
111510.00000000
USD
111705.14000000
USD
CDS
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686VAA1
500000.00000000
PA
USD
432979.50000000
0.073611532888
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
10.68000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
9343.35000000
0.001588477782
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
775000.00000000
GBP
947909.32000000
USD
2023-03-15
9343.35000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
738000.00000000
PA
USD
677133.38000000
0.115120522038
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
972260.49000000
0.165295551027
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
56000.00000000
PA
USD
45088.96000000
0.007665645745
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
666000.00000000
PA
USD
688231.08000000
0.117007259652
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.63000000
N
N
N
N
N
N
ARAMARK INTL FINANCE
5493006HLPNGDDC12P30
Aramark International Finance Sarl
000000000
100000.00000000
PA
102227.93000000
0.017379932840
Long
DBT
CORP
LU
N
2
2025-04-01
Fixed
3.13000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
1935000.00000000
PA
USD
1760421.96000000
0.299292135093
Long
DBT
CORP
CA
N
2
2078-03-01
Fixed
6.25000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
200000.00000000
PA
USD
186324.65000000
0.031677349854
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
121000.00000000
PA
USD
112696.98000000
0.019159792668
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
1800506.88000000
0.306107036046
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
375000.00000000
PA
USD
343125.00000000
0.058335226546
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
40000.00000000
PA
USD
38177.60000000
0.006490634448
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
162000.00000000
PA
USD
119113.14000000
0.020250614226
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
26670.00000000
PA
USD
25373.45000000
0.004313780558
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
IMPULSORA PIPELINE
N/A
IMPULSORA PIPELINE
000000000
1636562.50000000
PA
USD
1438180.91000000
0.244507422075
Long
DBT
CORP
US
N
3
2042-12-31
Fixed
6.05000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
18000.00000000
PA
USD
15323.22000000
0.002605124983
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.13000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
200000.00000000
PA
USD
194787.50000000
0.033116132432
Long
DBT
CORP
MX
N
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12555QAW6
500000.00000000
PA
USD
467074.65000000
0.079408103524
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
7.18000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SCDS: (TTMTIN)
000000000
4934.00000000
OU
Notional Amount
-746.52000000
-0.00012691705
N/A
DCR
XX
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
JAGUAR LAND ROVER AUTOMO
JAGUAR LAND ROVER AUTOMO
Y
sell protection
2026-12-22
161.08000000
EUR
0.00000000
EUR
4934.00000000
EUR
-930.24000000
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AR4
51000.00000000
PA
USD
44366.25000000
0.007542776669
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR23
000000000
631.00000000
NC
USD
-947718.31000000
-0.16112309600
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYH3 Comdty
2023-03-22
75336702.69000000
USD
-947718.31000000
N
N
N
Shackleton CLO LTD
549300NCJRO2LKFZ8G86
Shackleton 2015-VII-R CLO Ltd
81883AAE9
250000.00000000
PA
USD
234705.33000000
0.039902626148
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.43000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
200000.00000000
PA
USD
197287.50000000
0.033541161405
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.13000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAD8
112000.00000000
PA
USD
112192.36000000
0.019074001420
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.75000000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc. 2017 Term Loan
10524MAN7
1333538.41000000
PA
USD
1190183.03000000
0.202344908377
Long
LON
CORP
US
N
2
2024-06-21
Floating
8.61000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
2710000.00000000
PA
USD
2291072.27000000
0.389508837610
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
701000.00000000
PA
USD
487568.25000000
0.082892253029
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAL6
250000.00000000
PA
USD
242678.25000000
0.041258114948
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
6.01000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ELEMENT SOL
000000000
-670000.00000000
PA
USD
-670000.00000000
-0.11390776476
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
670000.00000000
USD
671159.47000000
USD
CDS
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BJ0
350000.00000000
PA
USD
279148.77000000
0.047458526012
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
300000.00000000
PA
USD
23250.00000000
0.003952769449
Long
DBT
CORP
KY
N
2
2023-07-28
Fixed
9.25000000
Y
Y
N
N
N
N
HILTON WORLDWIDE FIN LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
44000.00000000
PA
USD
41880.43000000
0.007120158460
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.88000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC
AC28XWWI3WIBK2824319
RRP MICROSTRATE
000000000
-139693.75000000
PA
USD
-139693.75000000
-0.02374955643
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.75000000
2049-12-31
217000.00000000
USD
155165.85000000
USD
CDS
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AS8
550000.00000000
PA
USD
416806.26000000
0.070861894653
Long
DBT
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
5195000.00000000
PA
USD
4142752.75000000
0.704315978717
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGV48
6790848.15000000
PA
USD
6027972.76000000
1.024825228622
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
500000.00000000
PA
USD
442723.21000000
0.075268076510
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2 Mortgage Loan Trust
19688JAD9
3050000.00000000
PA
USD
2650632.70000000
0.450638277730
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
106000.00000000
PA
USD
103871.85000000
0.017659418292
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
191662.50000000
0.032584846216
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B1
78571YBG4
48224.00000000
PA
USD
43763.28000000
0.007440264781
Long
LON
CORP
US
N
2
2027-12-17
Floating
7.88000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAF3
465000.00000000
PA
USD
344203.55000000
0.058518592546
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
Jay Park CLO, Ltd.
N/A
Jay Park CLO Ltd
47206VAQ7
500000.00000000
PA
USD
473621.95000000
0.080521220402
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
6.89000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
1000000.00000000
PA
USD
873510.08000000
0.148506836888
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
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
5601987.93000000
PA
USD
2243168.57000000
0.381364653444
Long
DBT
CORP
US
N
3
2050-07-01
Fixed
5.30000000
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
Sotheby's 2021 Term Loan B
08883CAE8
112240.57000000
PA
USD
109238.13000000
0.018571748083
Long
LON
CORP
US
N
2
2027-01-15
Floating
8.58000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
200000.00000000
PA
USD
185000.00000000
0.031452144003
Long
DBT
CORP
LU
N
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund Trust 2022-1
43789KAA0
1271885.27000000
PA
USD
1234648.54000000
0.209904560397
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.08000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BU4
500000.00000000
PA
USD
456016.89000000
0.077528156173
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.40000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP GENERAL MOT
000000000
-2327447.50000000
PA
USD
-2327447.50000000
-0.39569304827
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
2327447.50000000
USD
2335638.82000000
USD
CDS
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
100000.00000000
PA
92861.49000000
0.015787529491
Long
DBT
CORP
DE
N
2
2027-05-16
Fixed
2.88000000
N
N
N
N
N
N
Romark CLO Ltd
N/A
Romark CLO Ltd
77587UAE2
500000.00000000
PA
USD
477624.10000000
0.081201632284
Long
ABS-CBDO
CORP
KY
N
2
2030-10-23
Floating
6.47000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BJ3
132000.00000000
PA
USD
137425.16000000
0.023363869848
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.04000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
1050000.00000000
PA
USD
1008378.91000000
0.171436101011
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
24000.00000000
PA
USD
23059.80000000
0.003920433244
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP ANHEUSER BU
000000000
-4209000.00000000
PA
USD
-4209000.00000000
-0.71557877897
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
4209000.00000000
USD
4213199.65000000
USD
CDS
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
387000.00000000
PA
USD
388842.12000000
0.066107666771
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
188000.00000000
PA
USD
172492.00000000
0.029325639045
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
200000.00000000
PA
USD
193037.50000000
0.032818612151
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Fairstone Financial Issuance Trust I
549300LY2ZF7LX6T3F37
Fairstone Financial Issuance Trust I
30575PAS5
170000.00000000
PA
113524.59000000
0.019300495959
Long
ABS-O
CORP
CA
N
2
2039-10-20
Fixed
5.16000000
N
N
N
N
N
N
Generate CLO Ltd.
N/A
Generate CLO 4 Ltd
986252AY0
1500000.00000000
PA
USD
1383407.85000000
0.235195367099
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.39000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BQ9
203000.00000000
PA
USD
177066.75000000
0.030103399563
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
97000.00000000
PA
USD
78365.94000000
0.013323117999
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
State of Hawaii
N/A
HAWAII ST
419792K96
1000000.00000000
PA
USD
1060980.00000000
0.180378895916
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
6.15000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
91000.00000000
PA
USD
76105.41000000
0.012938801701
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
660000.00000000
PA
USD
633728.04000000
0.107741111205
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.13000000
N
N
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc Term Loan B
15963CAC0
247500.00000000
PA
USD
232855.43000000
0.039588121709
Long
LON
CORP
US
N
2
2028-11-03
Floating
7.63000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAE5
62000.00000000
PA
USD
48701.00000000
0.008279734405
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
Starwood Residential Mortgage Trust
N/A
STAR 2021-1 Trust
85573GAD4
2050000.00000000
PA
USD
1518007.17000000
0.258078811398
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.36000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP NOVELIS COR
000000000
-319995.00000000
PA
USD
-319995.00000000
-0.05440285848
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
319995.00000000
USD
320542.55000000
USD
CDS
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP BANK OF AME
000000000
-3530000.00000000
PA
USD
-3530000.00000000
-0.60014090989
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.44000000
2049-12-31
3530000.00000000
USD
3542276.56000000
USD
CDS
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13876XAN1
500000.00000000
PA
USD
460892.85000000
0.078357125882
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.43000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AT3
12000.00000000
PA
USD
11843.37000000
0.002013510155
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.25000000
N
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
283575.00000000
PA
USD
230971.84000000
0.039267889580
Long
LON
CORP
US
N
2
2028-10-06
Floating
8.75000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HWH6
21.79000000
PA
USD
21.59000000
0.000003670550
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
1217522.81000000
0.206992987823
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
AqGen Ascensus, Inc.
549300K5MHNFPEU2RK82
AqGen Ascensus, Inc. 2021 2nd Lien Term Loan
03836BAE9
121935.75000000
PA
USD
105880.47000000
0.018000906970
Long
LON
CORP
US
N
2
2029-08-02
Floating
11.31000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP SCIL IV LLC
000000000
-147250.00000000
PA
USD
-147250.00000000
-0.02503420651
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
147250.00000000
USD
147268.32000000
USD
CDS
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
207000.00000000
PA
USD
175049.55000000
0.029760452185
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.38000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
191000.00000000
PA
USD
171947.07000000
0.029232994630
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
1750000.00000000
PA
USD
1706250.02000000
0.290082277484
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AB9
31000.00000000
PA
USD
29408.70000000
0.004999819823
Long
DBT
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP DISH DBS CO
000000000
-231750.00000000
PA
USD
-231750.00000000
-0.03940018579
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
231750.00000000
USD
233076.12000000
USD
CDS
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AK8
1000000.00000000
PA
USD
1053871.59000000
0.179170383835
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.88000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
939000.00000000
PA
USD
681488.29000000
0.115860907208
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
226000.00000000
PA
USD
218925.01000000
0.037219788867
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.38000000
N
N
N
N
N
N
UMBS, TBA
254900HROIFWPRGM1V77
Uniform Mortgage-Backed Security, TBA
01F042616
17300000.00000000
PA
USD
16647033.82000000
2.830188675315
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.50000000
N
N
N
N
N
N
Fertitta Entertainment, LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC 2022 Term Loan B
31556PAB3
169834.88000000
PA
USD
161152.92000000
0.027397864034
Long
LON
CORP
US
N
2
2029-01-27
Floating
8.32000000
N
N
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
299149.12000000
PA
USD
288786.59000000
0.049097067107
Long
LON
CORP
US
N
2
2027-10-19
Variable
8.07000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP SINCLAIR TE
000000000
-153750.00000000
PA
USD
-153750.00000000
-0.02613928184
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
153750.00000000
USD
154374.82000000
USD
CDS
N
N
N
Palmer Square CLO Ltd
549300IUW4WDDDVSMS20
Palmer Square CLO 2020-3 Ltd
69701RAQ0
250000.00000000
PA
USD
241841.55000000
0.041115866251
Long
ABS-CBDO
CORP
KY
N
2
2031-11-15
Floating
6.21000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
11000.00000000
PA
USD
9573.43000000
0.001627594048
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
85733.16000000
0.014575630779
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
1304529.99000000
0.221785216767
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
439000.00000000
PA
USD
406492.05000000
0.069108359420
Long
DBT
US
N
2
2032-05-15
Fixed
5.13000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
61000.00000000
PA
USD
54665.28000000
0.009293731127
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQXG5
2033784.81000000
PA
USD
2023091.43000000
0.343948989124
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.50000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAC9
176000.00000000
PA
USD
153343.52000000
0.026070175529
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.88000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
658000.00000000
PA
USD
560152.60000000
0.095232433724
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AU6
218000.00000000
PA
USD
188169.45000000
0.031990987234
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.20000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Co of America Inc
775631AD6
82000.00000000
PA
USD
70905.40000000
0.012054739737
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
200000.00000000
PA
USD
183600.00000000
0.031214127778
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
537940.45000000
PA
USD
524378.97000000
0.089150502036
Long
LON
CORP
US
N
2
2028-02-01
Floating
8.13000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
131000.00000000
PA
USD
104305.48000000
0.017733140417
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.13000000
N
N
N
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
95000.00000000
PA
USD
78557.12000000
0.013355620814
Long
DBT
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAG3
226000.00000000
PA
USD
331316.00000000
0.056327559689
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
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
198000.00000000
PA
USD
182989.95000000
0.031110412208
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
22000.00000000
PA
USD
21120.00000000
0.003590644764
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
200000.00000000
PA
USD
178230.00000000
0.030301165544
Long
DBT
CORP
IE
N
2
2029-01-15
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
1038141.67000000
PA
USD
931183.08000000
0.158311915273
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FHLMC 30YR
000000000
-1710741.92000000
PA
USD
-1710741.92000000
-0.29084595254
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1710741.92000000
USD
1714336.85000000
USD
AMBS
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
187900.00000000
0.031945177611
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
972193.00000000
0.165284076945
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
158572.29000000
0.026959127027
Long
ABS-O
CORP
US
N
3
2053-01-15
Fixed
3.00000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
15138AAC4
31000.00000000
PA
USD
29209.38000000
0.004965933113
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BQ6
1110000.00000000
PA
USD
1103062.50000000
0.187533408619
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273RBL2
540000.00000000
PA
USD
449273.88000000
0.076381766327
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNHH9
1852297.03000000
PA
USD
1745091.76000000
0.296685823429
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
200000.00000000
PA
USD
210190.08000000
0.035734749536
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
BANK OF COMMUNICATIONS
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
518000.00000000
PA
USD
494690.00000000
0.084103033064
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
141529.60000000
0.024061672215
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.93000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
153000.00000000
PA
USD
114841.37000000
0.019524363820
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
172100.00000000
0.029258994502
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
219000.00000000
PA
USD
133590.00000000
0.022711848202
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAB7
1320000.00000000
PA
USD
1274760.83000000
0.216724114566
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
5.48000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
2800000.00000000
PA
USD
2784359.37000000
0.473373361416
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY BO
000000000
-31149543.75000000
PA
USD
-31149543.75000000
-5.29578343600
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
31149543.75000000
USD
31420588.04000000
USD
UST
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP LOWES COMPA
000000000
-972500.00000000
PA
USD
-972500.00000000
-0.16533627050
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.42000000
2023-02-03
972500.00000000
USD
974171.62000000
USD
CDS
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
800000.00000000
PA
USD
677538.07000000
0.115189324028
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP VERIZON COM
000000000
-7240447.50000000
PA
USD
-7240447.50000000
-1.23095998604
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
7240447.50000000
USD
7265990.19000000
USD
CDS
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAH5
64000.00000000
PA
USD
65902.40000000
0.011204171756
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO
000000000
-14263500.00000000
PA
USD
-14263500.00000000
-2.42496030264
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
14263500.00000000
USD
14387612.26000000
USD
UST
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
206000.00000000
PA
USD
163976.00000000
0.027877820351
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
135000.00000000
PA
USD
135919.62000000
0.023107910600
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
947074.79000000
0.161013690145
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
5.95000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
185000.00000000
PA
USD
144331.31000000
0.024537995385
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
71953LAA9
175000.00000000
PA
USD
173250.00000000
0.029454507830
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.13000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
WFBCP6PB6JZR80B7U482
CrownRock LP / CrownRock Finance Inc
228701AF5
673000.00000000
PA
USD
649445.00000000
0.110413176552
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
843851.57000000
0.143464546470
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.13000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
00185PAA9
68000.00000000
PA
USD
58946.18000000
0.010021533739
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AM1
610000.00000000
PA
USD
635946.14000000
0.108118213911
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP W R GRACE H
000000000
-631680.00000000
PA
USD
-631680.00000000
-0.10739292067
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
631680.00000000
USD
632773.16000000
USD
CDS
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
106000.00000000
PA
USD
87206.20000000
0.014826064650
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
Apidos CLO
549300RV409NJP65MP20
Apidos CLO XXVI
03766GAL6
1090000.00000000
PA
USD
1076563.79000000
0.183028320820
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
5.09000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
210000.00000000
PA
USD
198358.13000000
0.033723180913
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
3151219.89000000
0.535743901438
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.60000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO
000000000
-946250.00000000
PA
USD
-946250.00000000
-0.16087346628
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
946250.00000000
USD
954483.69000000
USD
UST
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELX73
2387717.00000000
PA
USD
2367014.56000000
0.402419907020
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.50000000
N
N
N
N
N
N
WANDA PROPERTIES OVERSEA
549300BJ7FGBP0KHXY31
Wanda Properties Overseas Ltd
000000000
200000.00000000
PA
USD
189000.00000000
0.032132190360
Long
DBT
CORP
VG
N
2
2023-07-23
Fixed
6.88000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
393000.00000000
PA
USD
345553.11000000
0.058748033386
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
SOPHIA, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2021 Term Loan B
83578BAN3
487961.75000000
PA
USD
469970.60000000
0.079900448586
Long
LON
CORP
US
N
2
2027-10-07
Floating
8.23000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ZIGGO BOND
000000000
-108000.00000000
PA
USD
-108000.00000000
-0.01836125163
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
108000.00000000
USD
108189.00000000
USD
CDS
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAA2
63000.00000000
PA
USD
46456.20000000
0.007898092390
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.63000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
539000.00000000
PA
USD
480945.82000000
0.081766363180
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR23
000000000
-114.00000000
NC
USD
62946.81000000
0.010701687203
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USH3 Comdty
2023-03-22
-14277321.81000000
USD
62946.81000000
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP ALLIANT HOL
000000000
-871250.00000000
PA
USD
-871250.00000000
-0.14812259709
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
871250.00000000
USD
874309.06000000
USD
CDS
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
1000000.00000000
PA
USD
966129.10000000
0.164253143669
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
5.49000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
91000.00000000
PA
USD
74731.26000000
0.012705180276
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
737780.09000000
PA
USD
708529.17000000
0.120458170190
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
66000.00000000
PA
USD
57354.00000000
0.009750844687
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAK7
88000.00000000
PA
USD
75660.95000000
0.012863238350
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
6.00000000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
243000.00000000
PA
USD
232465.95000000
0.039521905595
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP AT+T INC 4.
000000000
-2269625.00000000
PA
USD
-2269625.00000000
-0.38586255315
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
2269625.00000000
USD
2277612.82000000
USD
CDS
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BQ3
1575000.00000000
PA
USD
1454428.57000000
0.247269712573
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
204674.81000000
PA
USD
199586.59000000
0.033932033350
Long
LON
CORP
US
N
2
2024-04-03
Floating
7.63000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HUF2
4.48000000
PA
USD
4.47000000
0.000000759951
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
None
0.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
245000.00000000
PA
USD
234158.75000000
0.039809701214
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AE4
2800000.00000000
PA
USD
2554198.28000000
0.434243308731
Long
DBT
CORP
FR
N
2
2040-01-27
Fixed
5.60000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
188000.00000000
0.031962178770
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
149600.00000000
0.025433733745
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
6.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
96000.00000000
PA
USD
79390.08000000
0.013497233668
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.63000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
42000.00000000
PA
USD
33736.50000000
0.005735595979
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQ6G5
2087570.00000000
PA
USD
2133016.61000000
0.362637543670
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
165000.00000000
PA
USD
151936.95000000
0.025831042328
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 40YR R
000000000
-2072967.27000000
PA
USD
-2072967.27000000
-0.35242845994
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2227165.29210000
USD
2133175.39785221
USD
AMBS
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
200000.00000000
PA
USD
190850.00000000
0.032446711800
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-1 Ltd
13887PAP0
250000.00000000
PA
USD
234598.05000000
0.039884387305
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359QFX7
127.13000000
PA
USD
0.15000000
0.000000025501
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Floating
1.20000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
71000.00000000
PA
USD
70247.91000000
0.011942958817
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
BCP MODULAR SERVICES
213800227GGD6UI7PI97
BCP V Modular Services Finance II PLC
000000000
100000.00000000
PA
89382.53000000
0.015196065972
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
382000.00000000
PA
USD
326981.13000000
0.055590581551
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
234000.00000000
PA
USD
246239.60000000
0.041863585721
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
93932.04000000
0.015969535397
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
KKR Apple Bidco, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 Term Loan
48254EAB7
65586.76000000
PA
USD
64592.46000000
0.010981466775
Long
LON
CORP
US
N
2
2028-09-23
Floating
7.13000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
146000.00000000
PA
USD
129949.72000000
0.022092958414
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAA4
500000.00000000
PA
USD
493840.20000000
0.083958557216
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
5.24000000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABA9
35000.00000000
PA
USD
32907.27000000
0.005594617269
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
0.48000000
PA
USD
0.47000000
0.000000079905
Long
LON
CORP
LU
N
2
2026-12-11
None
0.00000000
N
N
N
N
N
N
CHROME BIDCO SASU
9845000C1FYE89DC8677
Chrome Bidco SASU
000000000
100000.00000000
PA
89650.14000000
0.015241562774
Long
DBT
CORP
FR
N
2
2028-05-31
Fixed
3.50000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AZ6
750000.00000000
PA
USD
651206.99000000
0.110712735272
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
767000.00000000
PA
USD
912806.70000000
0.155187717705
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGSN8
2181043.35000000
PA
USD
2041973.57000000
0.347159171753
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
260000.00000000
PA
USD
223368.60000000
0.037975250664
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
53689HAA7
918023.53000000
PA
USD
877905.90000000
0.149254177232
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
156000.00000000
PA
USD
122533.32000000
0.020832084463
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
50000.00000000
PA
USD
40000.00000000
0.006800463568
Long
DBT
US
N
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
Generate CLO Ltd.
254900V675MOVWK0HA08
Generate CLO 6 Ltd
37148JAJ2
750000.00000000
PA
USD
664406.33000000
0.112956776042
Long
ABS-CBDO
CORP
KY
N
2
2035-01-22
Floating
7.82000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
327000.00000000
PA
USD
302565.93000000
0.051439714599
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
119000.00000000
PA
USD
114254.43000000
0.019424577218
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AR5
4000000.00000000
PA
USD
3351610.60000000
0.569812644507
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
1750000.00000000
PA
USD
1770722.98000000
0.301043427874
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
428.00000000
NC
USD
-514437.76000000
-0.08746038112
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
57665812.76000000
USD
-514437.76000000
N
N
N
ENERGY TRANSFER LP
5493008K8W3OKZE54J59
Energy Transfer LP
29273RBD0
500000.00000000
PA
USD
484297.25000000
0.082336145120
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
559000.00000000
PA
USD
554497.86000000
0.094271062390
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
100493.80000000
0.017085110643
Long
DBT
CORP
FR
N
2
2024-01-30
Fixed
4.38000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
513000.00000000
PA
USD
498461.58000000
0.084744245374
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.38000000
N
N
N
N
N
N
GRUENENTHAL GMBH
529900SH895E31PGLA72
Gruenenthal GmbH
000000000
100000.00000000
PA
96072.84000000
0.016333496208
Long
DBT
CORP
DE
N
2
2028-05-15
Fixed
4.13000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAA9
1890000.00000000
PA
USD
1977319.85000000
0.336167290068
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAX9
350000.00000000
PA
USD
239771.27000000
0.040763894658
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
941000.00000000
PA
USD
896514.91000000
0.152417924596
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.63000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
152000.00000000
PA
USD
135527.76000000
0.023041289859
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
293714.38000000
0.049934848516
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
686000.00000000
PA
USD
547513.75000000
0.093083682750
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DJ6
1000000.00000000
PA
USD
925128.07000000
0.157282493400
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.20000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
230000.00000000
PA
USD
192562.07000000
0.032737783541
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
312000.00000000
PA
USD
302652.41000000
0.051454417201
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
64445.63000000
0.010956503973
Long
LON
CORP
US
N
2
2028-02-16
Variable
8.73000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAM4
187000.00000000
PA
USD
164672.12000000
0.027996168819
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
489000.00000000
PA
USD
478533.32000000
0.081356210221
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
349000.00000000
PA
USD
281280.04000000
0.047820866612
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp
929566AL1
149000.00000000
PA
USD
126886.30000000
0.021572141511
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
111000.00000000
PA
USD
87137.78000000
0.014814432457
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.88000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CM8
1250000.00000000
PA
USD
1067210.10000000
0.181438085118
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXV1
280407.42000000
PA
USD
290780.79000000
0.049436104218
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
393000.00000000
PA
USD
352296.65000000
0.059894513338
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
99000.00000000
PA
USD
95327.81000000
0.016206832473
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
1584000.00000000
PA
USD
1341435.54000000
0.228059587973
Long
DBT
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
197662.50000000
0.033604915751
Long
DBT
CORP
MX
N
2
2024-01-15
Fixed
4.88000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
81000.00000000
PA
USD
67331.25000000
0.011447092815
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
1018049.41000000
0.173080198085
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
342000.00000000
PA
USD
227902.63000000
0.038746088310
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
57000.00000000
PA
USD
54920.64000000
0.009337145286
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
1500000.00000000
PA
USD
1277695.32000000
0.217223011875
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-VAMF
05609TAA8
1300000.00000000
PA
USD
1241359.73000000
0.211045540474
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
5.19000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP NGL ENERGY
000000000
-79781.25000000
PA
USD
-79781.25000000
-0.01356373710
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
79781.25000000
USD
79917.76000000
USD
CDS
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co Holdings Ltd
01959EAC2
1495000.00000000
PA
USD
1431549.81000000
0.243380058226
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
212000.00000000
PA
USD
192655.00000000
0.032753582718
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
235000.00000000
PA
USD
184181.25000000
0.031312947014
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AA8
140000.00000000
PA
USD
131935.85000000
0.022430623531
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Ascent Resources - Utica
549300EGLQ2M2CL7JZ89
Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan
000000000
1541229.76000000
PA
USD
1624456.17000000
0.276176375058
Long
LON
CORP
US
N
2
2025-11-01
Floating
12.94000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-2 Ltd
69702DAA5
168538.68000000
PA
USD
166038.66000000
0.028228496456
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
5.48000000
N
N
N
N
N
N
UMBS, TBA
B1V7KEBTPIMZEU4LTD58
Uniform Mortgage-Backed Security, TBA
01F040610
9600000.00000000
PA
USD
9001535.42000000
1.530365342054
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.00000000
N
N
N
N
N
N
Whitebox CLO III Ltd
549300JXCQSPB1A61C68
Whitebox CLO III Ltd
96467HAJ5
250000.00000000
PA
USD
233838.93000000
0.039755328107
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.43000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
40000.00000000
PA
USD
37583.20000000
0.006389579559
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP UNITEDHEALT
000000000
-1787187.50000000
PA
USD
-1787187.50000000
-0.30384258708
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
1787187.50000000
USD
1787410.40000000
USD
CDS
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAL5
180000.00000000
PA
USD
136150.20000000
0.023147111872
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAN0
35000.00000000
PA
USD
26257.80000000
0.004464130307
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
235000.00000000
PA
USD
223837.09000000
0.038054899394
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-CIP
12434FAA5
605000.00000000
PA
USD
583758.81000000
0.099245763001
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
5.24000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
63000.00000000
PA
USD
51279.06000000
0.008718034483
Long
DBT
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EL7
1000000.00000000
PA
USD
976210.94000000
0.165967173310
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
179000.00000000
PA
USD
150315.25000000
0.025555334534
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
535000.00000000
PA
USD
457777.65000000
0.077827505779
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
Gulf Stream Meridian 1 Ltd.
N/A
Gulf Stream Meridian 1 Ltd
402564AA6
500000.00000000
PA
USD
433479.40000000
0.073696521682
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
10.53000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
700000.00000000
PA
USD
637983.36000000
0.108464564921
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
39000.00000000
PA
USD
37734.46000000
0.006415295512
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.88000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CHOBANI LLC
000000000
-702012.50000000
PA
USD
-702012.50000000
-0.11935026076
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.35000000
2049-12-31
702012.50000000
USD
703725.61000000
USD
CDS
N
N
N
INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
236750.00000000
PA
USD
202421.25000000
0.034413958401
Long
DBT
CORP
MU
N
2
2026-08-10
Fixed
4.70000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
200000.00000000
PA
USD
173680.00000000
0.029527612813
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
200000.00000000
PA
USD
189545.07000000
0.032224858576
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.88000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
66000.00000000
PA
USD
55907.50000000
0.009504922923
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
109310.24000000
PA
USD
89998.40000000
0.015300771010
Long
LON
CORP
US
N
2
2027-02-12
Floating
7.88000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAU5
247172.95000000
PA
USD
244358.27000000
0.041543737818
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
5.60000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250RAD6
250000.00000000
PA
USD
231814.78000000
0.039411199149
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
7.39000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
1043000.00000000
PA
USD
903759.50000000
0.153649588855
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
253577.80000000
0.043111164765
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 2nd Lien Term Loan
29426NAQ7
62000.00000000
PA
USD
60977.00000000
0.010366796675
Long
LON
CORP
US
N
2
2028-07-31
Floating
12.13000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
393000.00000000
PA
USD
368738.16000000
0.062689760582
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
473000.00000000
PA
USD
404775.91000000
0.068816595731
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
100000.00000000
PA
90051.56000000
0.015309808826
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
7000.00000000
PA
USD
5584.13000000
0.000949366815
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECN9
1000000.00000000
PA
USD
809816.50000000
0.137678190130
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.38000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
322000.00000000
PA
USD
292216.93000000
0.049680264662
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP COMSTOCK RE
000000000
-345150.00000000
PA
USD
-345150.00000000
-0.05867950001
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
345150.00000000
USD
345740.59000000
USD
CDS
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AC8
725000.00000000
PA
USD
575831.09000000
0.097897958725
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
108000.00000000
PA
USD
93594.54000000
0.015912156486
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
319301.06000000
0.054284880645
Long
DBT
CORP
US
N
2
2042-05-30
Fixed
4.75000000
N
N
N
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
Condor Merger Sub Inc
579063AB4
734000.00000000
PA
USD
590158.68000000
0.100333815070
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.38000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AX4
122000.00000000
PA
USD
93200.83000000
0.015845221223
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 15YR U
000000000
-2032502.41000000
PA
USD
-2032502.41000000
-0.34554896479
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2152258.39304000
USD
2067097.44553768
USD
AMBS
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
433000.00000000
PA
USD
352379.73000000
0.059908637901
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP CSC HOLDING
000000000
-371875.00000000
PA
USD
-371875.00000000
-0.06322305973
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
371875.00000000
USD
373180.69000000
USD
CDS
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
14000.00000000
PA
USD
11111.80000000
0.001889134776
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQJC0
1537291.12000000
PA
USD
1546027.59000000
0.262842607533
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
223000.00000000
PA
USD
129217.35000000
0.021968447026
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-64CB
12668AA21
428888.82000000
PA
USD
374883.83000000
0.063734595706
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2021 Term Loan B4
01881UAJ4
93534.60000000
PA
USD
91296.32000000
0.015521432451
Long
LON
CORP
US
N
2
2027-11-06
Floating
7.85000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AL4
535000.00000000
PA
USD
430006.25000000
0.073106045931
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
195376.48000000
0.033216265858
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Advisor Group, Inc.
549300XL60BDV6UW5C86
Advisor Group, Inc. 2021 Term Loan
00775KAE8
33.55000000
PA
USD
32.76000000
0.000005569579
Long
LON
CORP
US
N
2
2026-07-31
Floating
8.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
212000.00000000
PA
187264.17000000
0.031837079143
Long
DBT
NUSS
RO
N
2
2029-03-11
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXCQ3
950538.44000000
PA
USD
910421.24000000
0.154782161859
Long
ABS-MBS
USGSE
US
N
2
2056-04-01
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
64000.00000000
PA
USD
68382.08000000
0.011625746094
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
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
78697.29000000
0.013379451339
Long
LON
CORP
US
N
2
2028-03-11
Variable
8.48000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
125094AC6
5890000.00000000
PA
USD
6251775.23000000
1.062874242215
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
648000.00000000
PA
USD
797040.00000000
0.135506037061
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
447000.00000000
PA
USD
364488.27000000
0.061967230029
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
AROUNDTOWN SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
100000.00000000
PA
49522.20000000
0.008419347923
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
105024.48000000
0.017855378750
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6.00000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAJ2
29000.00000000
PA
USD
26913.73000000
0.004575646008
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
841583.34000000
0.143078921083
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
299000.00000000
PA
USD
267503.34000000
0.045478667951
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
VALLOUREC SA
969500P2Q1B47H4MCJ34
Vallourec SA
000000000
17000.00000000
PA
17840.57000000
0.003033103658
Long
DBT
CORP
FR
N
2
2026-06-30
Fixed
8.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBG4
136000.00000000
PA
USD
138747.47000000
0.023588677873
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.63000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
530000.00000000
PA
USD
482300.00000000
0.081996589474
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK II
549300X92PKHJD8UYG94
Arabian Centres Sukuk II Ltd
03847QAA1
200000.00000000
PA
USD
181100.00000000
0.030789098805
Long
DBT
CORP
KY
N
2
2026-10-07
Fixed
5.63000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAQ4
200000.00000000
PA
USD
189953.46000000
0.032294289609
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.10000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
330000.00000000
PA
USD
312062.10000000
0.053054173552
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
000000000
200000.00000000
PA
USD
192975.00000000
0.032807986427
Long
DBT
NUSS
PE
N
2
2025-07-15
Fixed
4.75000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300GJYHKO4BDEN716
Galaxy XXVII CLO Ltd
36320UAC4
2000000.00000000
PA
USD
1972115.40000000
0.335282473252
Long
ABS-CBDO
CORP
KY
N
2
2031-05-16
Floating
5.66000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP MOLINA HEAL
000000000
-56610.00000000
PA
USD
-56610.00000000
-0.00962435606
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
56610.00000000
USD
56933.93000000
USD
CDS
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVII Ltd
55818YBJ9
1000000.00000000
PA
USD
938554.20000000
0.159565091098
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
7.88000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAE9
78000.00000000
PA
USD
60645.00000000
0.010310352827
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
23000.00000000
PA
USD
23678.73000000
0.004025658517
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
242243.57000000
0.041184214310
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
89732.14000000
0.015255503724
Long
DBT
CORP
DE
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP KINETIK HOL
000000000
-272160.00000000
PA
USD
-272160.00000000
-0.04627035411
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
272160.00000000
USD
272630.99000000
USD
CDS
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BN8
1410000.00000000
PA
USD
1180824.18000000
0.200753795415
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
61000.00000000
PA
USD
51316.25000000
0.008724357214
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
55000.00000000
PA
USD
49210.76000000
0.008366399513
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
26530.20000000
0.004510441463
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
186000.00000000
PA
USD
191133.60000000
0.032494927086
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
791000.00000000
PA
USD
689162.71000000
0.117165647549
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
116000.00000000
PA
USD
113393.71000000
0.019278244843
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
223000.00000000
PA
USD
210735.00000000
0.035827392251
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
590000.00000000
PA
USD
516250.00000000
0.087768482927
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-SOAR
05608WAA2
1677294.15000000
PA
USD
1615521.25000000
0.274657335109
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
4.99000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
114000.00000000
PA
USD
101528.40000000
0.017261004633
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
470000.00000000
PA
USD
412450.44000000
0.070121354773
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
239000.00000000
PA
USD
228847.28000000
0.038906689758
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 USD Term Loan B
57906HAD9
475246.90000000
PA
USD
441214.47000000
0.075011573225
Long
LON
CORP
US
N
2
2029-03-01
Variable
8.18000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAL7
534000.00000000
PA
USD
439890.37000000
0.074786460880
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
545579.63000000
PA
USD
440397.33000000
0.074872649955
Long
LON
CORP
US
N
2
2027-03-09
Floating
7.38000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CABLE ONE I
000000000
-123628.75000000
PA
USD
-123628.75000000
-0.02101832025
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.35000000
2023-02-03
123628.75000000
USD
123837.89000000
USD
CDS
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
325000.00000000
PA
USD
348594.76000000
0.059265149136
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AG7
26000.00000000
PA
USD
24022.43000000
0.004084091500
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP COMMSCOPE T
000000000
-465075.00000000
PA
USD
-465075.00000000
-0.07906813985
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
465075.00000000
USD
465132.88000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MINERVA MER
000000000
-539400.00000000
PA
USD
-539400.00000000
-0.09170425121
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
539400.00000000
USD
540322.97000000
USD
CDS
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
450000.00000000
PA
USD
416756.25000000
0.070853392374
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BN0
78000.00000000
PA
USD
65063.67000000
0.011061577936
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
401000.00000000
PA
USD
374092.90000000
0.063600128439
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd
15033XAL0
930000.00000000
PA
USD
899606.21000000
0.152943481422
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
5.84000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
-1340.00000000
NC
USD
1048261.69000000
0.178216635821
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
-151316699.19000000
USD
1048261.69000000
N
N
N
GLOBAL PRIME CAPITAL
254900BOZNNFPDZAEZ24
Global Prime Capital Pte Ltd
000000000
200000.00000000
PA
USD
189350.00000000
0.032191694416
Long
DBT
CORP
SG
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
82453AAA5
314000.00000000
PA
USD
296664.06000000
0.050436328301
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.63000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDH2
1200000.00000000
PA
USD
1086868.66000000
0.184780268145
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.15000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
37000.00000000
PA
USD
36639.62000000
0.006229160024
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAA5
53000.00000000
PA
USD
49886.25000000
0.008481240642
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
117000.00000000
PA
USD
91552.50000000
0.015564986020
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
330827.61000000
PA
USD
309737.35000000
0.052658939110
Long
LON
CORP
US
N
2
2027-10-01
Floating
8.73000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
126000.00000000
PA
USD
104170.50000000
0.017710192253
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
000000000
66000.00000000
PA
USD
67690.26000000
0.011508128676
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
144000.00000000
PA
USD
120474.72000000
0.020482098606
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd 2017-I
06760BAL6
250000.00000000
PA
USD
237313.63000000
0.040346067376
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
7.79000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CL1
770000.00000000
PA
USD
844566.86000000
0.143586154059
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
25392.91000000
0.004317088983
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO VC Ltd
14687MAG7
250000.00000000
PA
USD
229743.65000000
0.039059083046
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.33000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AD6
21000.00000000
PA
USD
65420.57000000
0.011122255072
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
Benefit Street Partners CLO Ltd
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd
08179XAW5
267265.72000000
PA
USD
264864.42000000
0.045030020968
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
4.95000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
131000.00000000
PA
USD
107169.79000000
0.018220106312
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 15YR U
000000000
-2285145.72000000
PA
USD
-2285145.72000000
-0.38850125542
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2310260.80975000
USD
2325480.04557856
USD
AMBS
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAW9
500000.00000000
PA
USD
470031.90000000
0.079910870296
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.44000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
25000.00000000
PA
USD
15908.79000000
0.002704678670
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
574000.00000000
PA
USD
495034.82000000
0.084161656460
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC 2nd Lien Term Loan
62984CAB9
20000.00000000
PA
USD
15731.20000000
0.002674486312
Long
LON
CORP
US
N
2
2030-01-24
Floating
10.68000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
77000.00000000
PA
USD
82780.28000000
0.014073606957
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
100000.00000000
PA
91255.82000000
0.015514546982
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
202000.00000000
PA
USD
180763.74000000
0.030731930708
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
126900.00000000
0.021574470670
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
Y
Y
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP WESCO DISTR
000000000
-452087.50000000
PA
USD
-452087.50000000
-0.07686011433
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
452087.50000000
USD
452861.07000000
USD
CDS
N
N
N
WEATHERFORD INTL LTD
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AP2
5000.00000000
PA
USD
5100.22000000
0.000867096507
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
307000.00000000
PA
USD
268350.93000000
0.045622768074
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
628316.91000000
PA
USD
623045.33000000
0.105924926701
Long
LON
CORP
US
N
2
2025-08-27
Floating
8.38000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAA7
463357.53000000
PA
USD
445343.76000000
0.075713600380
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
5.01000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-7 Mortgage Loan Trust
12663GAA5
2372424.39000000
PA
USD
2329800.70000000
0.396093119541
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
5.16000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.862000 12-OCT-2041
000000000
14800000.00000000
OU
Notional Amount
USD
2271358.63000000
0.386157290344
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2041-10-15
0.00000000
USD
-814696.64000000
USD
14800000.00000000
USD
3086055.27000000
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
556000.00000000
PA
USD
564321.15000000
0.095941135534
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
Great Canadian Gaming Corporation
549300FU60SSFLTE0M84
Great Canadian Gaming Corporation 2021 Term Loan
000000000
37810.00000000
PA
USD
37037.92000000
0.006296875640
Long
LON
CORP
CA
N
2
2026-11-01
Floating
8.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
103000.00000000
PA
USD
95789.49000000
0.016285323424
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
203000.00000000
PA
USD
191907.53000000
0.032626504156
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
109185.85000000
0.018562859877
Long
DBT
CORP
NL
N
2
2028-08-23
Fixed
7.13000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
406000.00000000
PA
USD
391790.00000000
0.066608840535
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (SDFGR)
000000000
10000.00000000
OU
Notional Amount
955.29000000
0.000162410371
N/A
DCR
XX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
K+S AG
K+S AG
Y
sell protection
2026-12-22
658.38000000
EUR
0.00000000
EUR
10000.00000000
EUR
233.05000000
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP WYNN RESORT
000000000
-264783.75000000
PA
USD
-264783.75000000
-0.04501630613
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
264783.75000000
USD
265247.12000000
USD
CDS
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust 2005-AR3
36185N7L8
109454.10000000
PA
USD
96416.14000000
0.016391861186
Long
ABS-MBS
CORP
US
N
2
2035-06-19
Variable
3.17000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
100000.00000000
PA
98166.75000000
0.016689485174
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
165000.00000000
PA
USD
145406.25000000
0.024720747643
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAZ1
750000.00000000
PA
USD
723023.50000000
0.122922374268
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
4.45000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
635000.00000000
PA
USD
621193.35000000
0.105610068638
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAB5
112000.00000000
PA
USD
110950.00000000
0.018862785822
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
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp Principal Strip
76116FAC1
6055000.00000000
PA
USD
4392771.71000000
0.746822099439
Long
DBT
USGA
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493001GLQHON6UV2U40
BlueMountain CLO XXVIII Ltd
09630PAJ2
500000.00000000
PA
USD
454782.85000000
0.077318355072
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.98000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP BOMBARDIER
000000000
-297731.25000000
PA
USD
-297731.25000000
-0.05061776296
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
297731.25000000
USD
298240.70000000
USD
CDS
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services Inc
46285MAA8
76000.00000000
PA
USD
63133.24000000
0.010733382464
Long
DBT
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2022-4 Ltd
69700XAJ4
1000000.00000000
PA
USD
995427.30000000
0.169234177212
Long
ABS-CBDO
CORP
KY
N
2
2035-10-20
Floating
8.07000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
571000.00000000
PA
USD
435435.83000000
0.074029137455
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAD2
446000.00000000
PA
USD
453470.29000000
0.077095204660
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WBA2
750000.00000000
PA
USD
717530.72000000
0.121988538011
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.45000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
3355000.00000000
PA
USD
3308667.45000000
0.562511811330
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAC9
120000.00000000
PA
USD
100297.84000000
0.017051795172
Long
DBT
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
57000.00000000
PA
USD
47036.97000000
0.007996830021
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
137387.50000000
0.023357467212
Long
LON
CORP
US
N
2
2028-04-07
Floating
11.13000000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC USD Term Loan B
73108RAB4
119743.87000000
PA
USD
109010.03000000
0.018532968439
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.73000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
302000.00000000
PA
USD
258863.04000000
0.044009716817
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.88000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP COMCAST COR
000000000
-843325.00000000
PA
USD
-843325.00000000
-0.14337502346
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
843325.00000000
USD
843430.18000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP 1011778 BC
000000000
-147392.50000000
PA
USD
-147392.50000000
-0.02505843316
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
147392.50000000
USD
147644.70000000
USD
CDS
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
329000.00000000
PA
USD
272782.80000000
0.046376237336
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003BAN1
436000.00000000
PA
USD
406623.98000000
0.069130789049
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.24000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AE0
98000.00000000
PA
USD
91663.76000000
0.015583901510
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
81000.00000000
PA
USD
81202.50000000
0.013805366072
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
300000.00000000
PA
USD
235667.43000000
0.040066194298
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.63000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
88000.00000000
PA
USD
83526.20000000
0.014200422002
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAR8
36000.00000000
PA
USD
32304.60000000
0.005492156384
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
359000.00000000
PA
USD
284814.45000000
0.048421757273
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
4180030.17000000
PA
USD
604630.91000000
0.102794261892
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
4.89000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP MATCH GROUP
000000000
-178766.25000000
PA
USD
-178766.25000000
-0.03039233425
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2049-12-31
178766.25000000
USD
179781.74000000
USD
CDS
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WAJ3
780000.00000000
PA
USD
819079.56000000
0.139253017682
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
52000.00000000
PA
USD
45503.92000000
0.007736193754
Long
DBT
US
N
2
2027-01-15
Fixed
4.38000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
122000.00000000
PA
USD
109229.04000000
0.018570202677
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
203287.50000000
0.034561230940
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
2579278.44000000
0.438507226590
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
7.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
262000.00000000
PA
USD
225952.73000000
0.038414582712
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
City of Los Angeles CA
549300E7TO710PTXPJ65
LOS ANGELES CA
544351RH4
2000000.00000000
PA
USD
1907204.00000000
0.324246782981
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
5.00000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) Term Loan B
90385KAB7
143911.41000000
PA
USD
138514.73000000
0.023549109375
Long
LON
CORP
US
N
2
2026-05-04
Floating
8.13000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
79000.00000000
PA
USD
65570.00000000
0.011147659904
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
277000.00000000
PA
USD
191188.70000000
0.032504294725
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
EP Purchaser, LLC
549300GGODRVQG1GH476
EP Purchaser, LLC 2021 Term Loan B
26881KAC8
101355.04000000
PA
USD
100025.26000000
0.017005453413
Long
LON
CORP
US
N
2
2028-11-06
Floating
8.23000000
N
N
N
N
N
N
OCADO GROUP PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
100000.00000000
PA
93089.16000000
0.015826236029
Long
DBT
CORP
GB
N
2
2026-10-08
Fixed
3.88000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
479000.00000000
PA
USD
416971.67000000
0.070890016270
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133WJ5E5
315641.59000000
PA
USD
313592.71000000
0.053314394990
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
21000.00000000
PA
USD
18861.79000000
0.003206722893
Long
DBT
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AA7
15000.00000000
PA
USD
12706.50000000
0.002160252258
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
867000.00000000
PA
USD
899893.98000000
0.152992405657
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
84902.70000000
0.014434442954
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
103000.00000000
PA
USD
100827.33000000
0.017141814608
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
1150000.00000000
PA
USD
1181304.21000000
0.200835406078
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
1367000.00000000
PA
USD
1116702.30000000
0.189852332693
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
290000.00000000
PA
USD
257496.80000000
0.043777440183
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
RCI BANQUE SA
96950001WI712W7PQG45
RCI Banque SA
000000000
100000.00000000
PA
95115.86000000
0.016170798517
Long
DBT
CORP
FR
N
2
2030-02-18
Fixed
2.63000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAL6
68000.00000000
PA
USD
60093.64000000
0.010216615237
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.88000000
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
4606474.61000000
0.783154069086
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
214439.93000000
0.036457273288
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
V6703DAA2
400000.00000000
PA
USD
379700.00000000
0.064553400421
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
1055000.00000000
PA
USD
977731.29000000
0.166225650430
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
941679.69000000
0.160096460620
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
22775.75000000
PA
USD
22014.13000000
0.003742657226
Long
LON
CORP
LU
N
2
2025-07-15
Floating
6.83000000
N
N
N
N
N
N
AGL CLO 3 Ltd.
549300LS0REDUXQSHW18
AGL CLO 3 LTD
00119MAJ8
250000.00000000
PA
USD
223255.18000000
0.037955967950
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.38000000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
210870.00000000
PA
USD
206521.86000000
0.035111109624
Long
LON
CORP
US
N
2
2028-09-22
Floating
8.50000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
57000.00000000
PA
USD
53298.14000000
0.009061301483
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
91367.00000000
PA
USD
84057.64000000
0.014290772961
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
573781.26000000
PA
USD
534781.35000000
0.090919027191
Long
LON
CORP
CA
N
2
2025-03-28
Floating
8.15000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP SERVICE COR
000000000
-170950.00000000
PA
USD
-170950.00000000
-0.02906348117
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
170950.00000000
USD
171242.51000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MEXICO UNI
000000000
-360951.71000000
PA
USD
-360951.71000000
-0.06136597384
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
360951.71000000
USD
361576.36000000
USD
CDS
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
938000.00000000
PA
USD
918292.62000000
0.156120387682
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2022-2B
75907JAA2
200000.00000000
PA
USD
201111.12000000
0.034191221118
Long
ABS-O
CORP
US
N
2
2032-11-17
Fixed
7.10000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP FRONTIER CO
000000000
-108870.00000000
PA
USD
-108870.00000000
-0.01850916171
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.35000000
2023-02-03
108870.00000000
USD
109054.17000000
USD
CDS
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
100000.00000000
PA
104636.44000000
0.017789407453
Long
DBT
CORP
GB
N
2
2079-01-03
Fixed
3.10000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM 2020 Ltd
00166DAA9
285000.00000000
PA
USD
247674.43000000
0.042107523450
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
10.08000000
N
N
N
N
N
N
Cedar Funding Ltd
S6XOOCT0IEG5ABCC6L87
Cedar Funding XIV CLO Ltd
15034AAC9
500000.00000000
PA
USD
483433.25000000
0.082189255107
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
5.68000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
387000.00000000
PA
USD
335095.66000000
0.056970145692
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
33000.00000000
PA
USD
25008.34000000
0.004251707626
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284Z0
14800000.00000000
PA
USD
14225921.91000000
2.418571591849
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
989818.59000000
0.168280631512
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.88000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
1091000.00000000
PA
USD
886369.19000000
0.150693034615
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
556000.00000000
PA
USD
581921.20000000
0.098933348005
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
403000.00000000
PA
USD
265899.40000000
0.045205979563
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAL5
151000.00000000
PA
USD
142595.25000000
0.024242845065
Long
DBT
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2022-4 Ltd
92920LAE7
1000000.00000000
PA
USD
996564.30000000
0.169427480389
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
8.24000000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
258000.00000000
PA
USD
233523.54000000
0.039701708152
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.38000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBQ3
2000000.00000000
PA
USD
1764806.68000000
0.300037588309
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
226000.00000000
PA
USD
204532.54000000
0.034772902169
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding IX CLO Ltd
15033EAA6
250000.00000000
PA
USD
246431.60000000
0.041896227946
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.22000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
1419000.00000000
PA
USD
1275482.34000000
0.216846779628
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
4181746.01000000
0.710945284818
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
Crown Americas LLC
228180AA3
91000.00000000
PA
USD
86042.32000000
0.014628191562
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.25000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP CAESARS ENT
000000000
-833295.00000000
PA
USD
-833295.00000000
-0.14166980722
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
833295.00000000
USD
838063.30000000
USD
CDS
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AJ0
99000.00000000
PA
USD
85635.00000000
0.014558942441
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
84000.00000000
PA
USD
75141.82000000
0.012774980234
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
200000.00000000
PA
USD
189350.00000000
0.032191694416
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
93308.80000000
0.015863577374
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP NFP CORP 6
000000000
-839787.50000000
PA
USD
-839787.50000000
-0.14277360747
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
839787.50000000
USD
841240.80000000
USD
CDS
N
N
N
Apidos CLO
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03765XAN6
250000.00000000
PA
USD
233967.13000000
0.039777123593
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.19000000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2021 Term Loan
86880NAX1
112681.69000000
PA
USD
111119.92000000
0.018891674191
Long
LON
CORP
US
N
2
2026-08-31
Floating
8.05000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
666000.00000000
PA
USD
499291.14000000
0.084885280188
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
3207231.65000000
0.545266549770
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.22000000
N
N
N
N
N
N
CIFC Funding Ltd
254900RRJV30GDUWIX97
CIFC Funding 2019-I Ltd
12553DAQ0
500000.00000000
PA
USD
473933.45000000
0.080574179012
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.34000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
480000.00000000
PA
USD
411422.40000000
0.069946576059
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
Generate CLO Ltd.
N/A
Generate CLO 3 Ltd
98625UBA9
1750000.00000000
PA
USD
1599701.08000000
0.271967722866
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
7.84000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BK5
500000.00000000
PA
USD
440469.49000000
0.074884917991
Long
DBT
CORP
GB
N
2
2033-03-15
Fixed
4.87000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY BO
000000000
-1622500.00000000
PA
USD
-1622500.00000000
-0.27584380348
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
1622500.00000000
USD
1636618.00000000
USD
UST
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
421000.00000000
PA
USD
361580.30000000
0.061472841428
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
92160.00000000
0.015668268061
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
200000.00000000
PA
USD
37287.50000000
0.006339307132
Long
DBT
NUSS
UA
N
2
2035-03-15
Fixed
7.25000000
Y
Y
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS: (CMBX.NA.9.BBB-)
000000000
199000.00000000
OU
Notional Amount
USD
-37381.94000000
-0.00635536302
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-20473.35000000
USD
199000.00000000
USD
-16908.59000000
N
N
N
ILIAD SA
969500FZ9BTRZS3JNB97
iliad SA
000000000
100000.00000000
PA
106188.59000000
0.018053290941
Long
DBT
CORP
FR
N
2
2027-06-14
Fixed
5.38000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP FORD MOTOR
000000000
-130000.00000000
PA
USD
-130000.00000000
-0.02210150659
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
130000.00000000
USD
130227.50000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP NOVELIS COR
000000000
-367792.50000000
PA
USD
-367792.50000000
-0.06252898742
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
367792.50000000
USD
368421.83000000
USD
CDS
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
1251000.00000000
PA
USD
983990.15000000
0.167289729165
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
263000.00000000
PA
USD
23012.50000000
0.003912391696
Long
DBT
CORP
KY
N
2
2025-02-20
None
0.00000000
Y
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
145000.00000000
PA
USD
117294.29000000
0.019941388647
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
460000.00000000
PA
USD
361468.00000000
0.061453749127
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.63000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
79000.00000000
PA
USD
50963.69000000
0.008664417928
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXDJ8
2227165.29000000
PA
USD
2133175.40000000
0.362664539810
Long
ABS-MBS
USGSE
US
N
2
2056-02-01
Fixed
4.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP PRIME SECUR
000000000
-125375.00000000
PA
USD
-125375.00000000
-0.02131520299
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
125375.00000000
USD
125589.53000000
USD
CDS
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFA4
48000000.00000000
PA
USD
46818749.76000000
7.959730051368
Long
DBT
UST
US
N
2
2024-07-31
Fixed
3.00000000
N
N
N
N
N
N
DANAOS CORP
734IM3DNDNT36T7YTD24
Danaos Corp
23585WAA2
100000.00000000
PA
USD
96000.00000000
0.016321112563
Long
DBT
CORP
MH
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP SIRIUS XM R
000000000
-205125.00000000
PA
USD
-205125.00000000
-0.03487362723
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
205125.00000000
USD
205475.99000000
USD
CDS
N
N
N
Element Materials Technology Group US Holdings Inc.
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan
000000000
85303.99000000
PA
USD
83171.39000000
0.014140100190
Long
LON
CORP
US
N
2
2029-07-06
Variable
8.93000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
101000.00000000
PA
USD
82349.34000000
0.014000342163
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAY3
56000.00000000
PA
USD
55556.04000000
0.009445170650
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
7.05000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
85000.00000000
PA
USD
71187.50000000
0.012102700006
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.63000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AB6
170000.00000000
PA
USD
155532.34000000
0.026442300296
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
58000.00000000
PA
USD
49973.78000000
0.008496121756
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.38000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MOZART DEBT
000000000
-666491.25000000
PA
USD
-666491.25000000
-0.11331123660
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.25000000
2023-02-03
666491.25000000
USD
667592.81000000
USD
CDS
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
103000.00000000
PA
USD
105060.00000000
0.017861417562
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
109780.25000000
PA
USD
108584.74000000
0.018460664210
Long
LON
CORP
US
N
2
2026-02-06
Floating
7.64000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
138000.00000000
PA
USD
143591.32000000
0.024412188509
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
580000.00000000
PA
USD
557099.81000000
0.094713424044
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
66361.72000000
0.011282261479
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.63000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
625000.00000000
PA
USD
496691.71000000
0.084443346962
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
174000.00000000
PA
USD
129122.79000000
0.021952370730
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
165360.00000000
PA
USD
53097.10000000
0.009027122353
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
15.50000000
N
N
Y
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAA7
220000.00000000
PA
USD
181311.59000000
0.030825071557
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.88000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
172000.00000000
PA
USD
163804.29000000
0.027848627661
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP WYNN RESORT
000000000
-147107.50000000
PA
USD
-147107.50000000
-0.02500997985
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
147107.50000000
USD
147144.28000000
USD
CDS
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAD8
3820000.00000000
PA
USD
3305557.93000000
0.561983156894
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
3.36000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AW6
18000.00000000
PA
USD
13566.60000000
0.002306479226
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.38000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
38000.00000000
PA
USD
34014.04000000
0.005782780995
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAUR1
1962190.40000000
PA
USD
1885538.51000000
0.320563398595
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
4.00000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
514000.00000000
PA
USD
462902.27000000
0.078698750570
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
20333.13000000
0.003456867744
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
711000.00000000
PA
USD
507682.44000000
0.086311898436
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
91000.00000000
PA
USD
77910.56000000
0.013245698121
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.28000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
343000.00000000
PA
USD
276591.77000000
0.047023806379
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CLEAR CHANN
000000000
-680000.00000000
PA
USD
-680000.00000000
-0.11560788066
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
680000.00000000
USD
681190.00000000
USD
CDS
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
8000.00000000
PA
USD
7560.00000000
0.001285287614
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
202000.00000000
PA
USD
188365.00000000
0.032024233000
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
146000.00000000
PA
USD
127750.00000000
0.021718980521
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
400000.00000000
PA
USD
340020.56000000
0.057807435768
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
1270000.00000000
PA
USD
1046834.32000000
0.177973966379
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
627000.00000000
PA
USD
545926.20000000
0.092813780851
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AX2
160000.00000000
PA
USD
168710.75000000
0.028682782723
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.13000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AF6
400000.00000000
PA
USD
355609.37000000
0.060457714130
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
190000.00000000
PA
USD
182399.98000000
0.031010110471
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
441108.85000000
0.074993616601
Long
ABS-CBDO
CORP
KY
N
2
2030-01-22
Floating
7.07000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZJ5
200000.00000000
PA
USD
190293.26000000
0.032352059547
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.69000000
N
N
N
N
N
N
UMBS, TBA
B1V7KEBTPIMZEU4LTD58
Uniform Mortgage-Backed Security, TBA
01F032617
5000000.00000000
PA
USD
4541513.60000000
0.772109944539
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup COmmercial Mortgage Trust 2019-SMRT
29429MAA1
700000.00000000
PA
USD
682514.00000000
0.116035289795
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.15000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
200000.00000000
PA
USD
173225.00000000
0.029450257540
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2016-LC25
95000JAV0
1700000.00000000
PA
USD
1591255.93000000
0.270531949493
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Fixed
3.64000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAQ4
250000.00000000
PA
USD
241170.98000000
0.041001861580
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
5.73000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP AVANTOR FUN
000000000
-230943.75000000
PA
USD
-230943.75000000
-0.03926311395
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
230943.75000000
USD
231338.92000000
USD
CDS
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
66000.00000000
PA
USD
63278.82000000
0.010758132751
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY BO
000000000
-19093750.00000000
PA
USD
-19093750.00000000
-3.24615878141
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.38000000
2049-12-31
19093750.00000000
USD
19259282.20000000
USD
UST
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR
000000000
-234794.72000000
PA
USD
-234794.72000000
-0.03991782348
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
234794.72000000
USD
235288.12000000
USD
AMBS
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BK6
81000.00000000
PA
USD
66120.40000000
0.011241234282
Long
DBT
CORP
US
N
2
2033-04-30
Fixed
5.63000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
200000.00000000
PA
USD
180225.00000000
0.030640338664
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
161000.00000000
PA
USD
139754.92000000
0.023759956048
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
Whetstone Park CLO Ltd
549300M54M5QSBMB3780
Whetstone Park CLO Ltd
96329YAC1
725000.00000000
PA
USD
693318.23000000
0.117872134108
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
5.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXCK6
2990740.25000000
PA
USD
2960148.66000000
0.503259577974
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAP/CDSWAP/SCDS: (TTMTIN)
000000000
5076.00000000
OU
Notional Amount
-768.00000000
-0.00013056890
N/A
DCR
XX
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
JAGUAR LAND ROVER AUTOMO
JAGUAR LAND ROVER AUTOMO
Y
sell protection
2026-12-22
156.69000000
EUR
0.00000000
EUR
5076.00000000
EUR
-946.65000000
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2007-2
07325XAA8
714797.81000000
PA
USD
631508.71000000
0.107363799384
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.66000000
N
N
N
N
N
N
BROWN GROUP HOLDING, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC 2022 Incremental Term Loan B2
11565HAD8
174562.50000000
PA
USD
173771.73000000
0.029543207976
Long
LON
CORP
US
N
2
2029-07-02
Variable
8.13000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AJ3
230000.00000000
PA
USD
184997.90000000
0.031451786978
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP VERSCEND ES
000000000
-967500.00000000
PA
USD
-967500.00000000
-0.16448621255
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
967500.00000000
USD
970897.00000000
USD
CDS
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AP2
62000.00000000
PA
USD
144584.00000000
0.024580955613
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
2316868.35000000
0.393894470166
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
152000.00000000
PA
USD
141142.64000000
0.023995884531
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
238000.00000000
PA
USD
223065.65000000
0.037923745653
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
509000.00000000
PA
USD
455402.30000000
0.077423668751
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Trimaran CAVU Ltd
N/A
Trimaran Cavu 2021-2 Ltd
89624UAJ1
500000.00000000
PA
USD
453242.75000000
0.077056520223
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
7.61000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCJ1
1000000.00000000
PA
USD
979017.55000000
0.166444329536
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.55000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AE4
500000.00000000
PA
USD
427290.11000000
0.072644270653
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
740250.00000000
PA
USD
735957.92000000
0.125121375568
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
RRP TREASURY BO
000000000
-546081.25000000
PA
USD
-546081.25000000
-0.09284014114
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
546081.25000000
USD
550837.16000000
USD
UST
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
99000.00000000
PA
USD
98616.57000000
0.016765959787
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
509000.00000000
PA
USD
517907.50000000
0.088050277137
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
572090.22000000
0.097261967471
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
6.36000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAE4
750000.00000000
PA
USD
700171.43000000
0.119037257531
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
7.12000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
813000.00000000
PA
USD
564070.81000000
0.095898574833
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
241100.00000000
0.040989794157
Long
ABS-CBDO
CORP
KY
N
2
2029-10-22
Floating
6.42000000
N
N
N
N
N
N
AIT Worldwide Logistics, Inc
N/A
AIT Worldwide Logistics, Inc 2021 Term Loan
00145AAB9
76230.00000000
PA
USD
69750.45000000
0.011858384852
Long
LON
CORP
US
N
2
2028-04-06
Floating
9.54000000
N
N
N
N
N
N
Elmwood CLO IV Ltd
N/A
Elmwood CLO IV Ltd
29002GAC5
250000.00000000
PA
USD
241375.18000000
0.041036577946
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
5.78000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP TREASURY NO
000000000
-47220000.00000000
PA
USD
-47220000.00000000
-8.02794724234
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.37000000
2049-12-31
47220000.00000000
USD
47628662.87000000
USD
UST
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW Steel Ltd
000000000
200000.00000000
PA
USD
197500.00000000
0.033577288868
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
1929000.00000000
PA
USD
1919312.56000000
0.326305378509
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
7.06000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AT4
151000.00000000
PA
USD
148025.30000000
0.025166016495
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AF1
4200000.00000000
PA
USD
4185602.27000000
0.711600893709
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
233000.00000000
PA
USD
190337.87000000
0.032359643764
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AS2
600000.00000000
PA
USD
448494.92000000
0.076249334100
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FGOLD 15YR
000000000
-1660288.36000000
PA
USD
-1660288.36000000
-0.28226826262
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1660288.36000000
USD
1663777.27000000
USD
AMBS
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP CALLON PETR
000000000
-346458.75000000
PA
USD
-346458.75000000
-0.05890200268
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.50000000
2049-12-31
346458.75000000
USD
345813.95000000
USD
CDS
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
473000.00000000
PA
USD
406780.00000000
0.069157314257
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
2272139.16000000
0.386289989490
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
121191.87000000
0.020604022417
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
189000.00000000
PA
USD
130167.85000000
0.022130043042
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
66000.00000000
PA
USD
54163.89000000
0.009208489016
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AL0
176000.00000000
PA
USD
175593.00000000
0.029852844983
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.38000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
109000.00000000
PA
USD
93150.31000000
0.015836632238
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
000000000
200000.00000000
PA
USD
10000.00000000
0.001700115892
Long
DBT
CORP
KY
N
2
2023-12-15
None
0.00000000
Y
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
199000.00000000
PA
USD
136394.37000000
0.023188623602
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
10000.00000000
PA
USD
9084.00000000
0.001544385276
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
3036117.90000000
0.516175229197
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SWAP/CDSWAP/SCDS: (TTMTIN)
000000000
10000.00000000
OU
Notional Amount
-1513.01000000
-0.00025722923
N/A
DCR
XX
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
JAGUAR LAND ROVER AUTOMO
JAGUAR LAND ROVER AUTOMO
Y
sell protection
2026-12-22
0.00000000
EUR
-319.54000000
EUR
10000.00000000
EUR
-1162.32000000
N
N
N
Lehman Brothers Small Balance Commercial
N/A
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-1
86359DZP5
1229550.47000000
PA
USD
1212476.44000000
0.206135046440
Long
ABS-MBS
CORP
US
N
2
2031-04-25
Floating
5.39000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
63000.00000000
PA
USD
56208.60000000
0.009556113413
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
96000.00000000
PA
USD
83548.80000000
0.014204264264
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
189000.00000000
PA
USD
176210.37000000
0.029957805038
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-13508.54000000
-0.00229660835
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2751000.00000000
EUR
2945422.25000000
USD
2023-03-15
-13508.54000000
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
2000000.00000000
PA
USD
1912590.00000000
0.325162465400
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
166000.00000000
PA
USD
145201.86000000
0.024685998974
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.38000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BQ2
500000.00000000
PA
USD
456893.49000000
0.077677188333
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.40000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2022 First Out Term Loan
29373UAE1
39713.77000000
PA
USD
35196.33000000
0.005983783997
Long
LON
CORP
US
N
2
2027-03-31
Variable
12.61000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
2140000.00000000
PA
USD
2001069.30000000
0.340204971805
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2021 Term Loan
02376CBJ3
432780.00000000
PA
USD
430412.69000000
0.073175145441
Long
LON
CORP
KY
N
2
2028-04-20
Floating
8.99000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAJ5
6000.00000000
PA
USD
5580.00000000
0.000948664667
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.63000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
328000.00000000
PA
USD
258985.52000000
0.044030539836
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AP1
119000.00000000
PA
USD
98511.18000000
0.016748042266
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.13000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050627
2900000.00000000
PA
USD
2856235.84000000
0.485593194307
Long
ABS-MBS
USGSE
US
N
2
2053-02-15
Fixed
5.00000000
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
243139.20000000
0.041336481790
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
5.79000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
25000.00000000
PA
USD
23128.94000000
0.003932187846
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
96000.00000000
PA
USD
74400.00000000
0.012648862236
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
70000.00000000
PA
USD
53102.00000000
0.009027955410
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202VEV9
25731.82000000
PA
USD
26107.57000000
0.004438589466
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CL9
1670000.00000000
PA
USD
1432035.50000000
0.243462631155
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
228000.00000000
PA
USD
222485.25000000
0.037825070927
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
200000.00000000
PA
USD
168412.50000000
0.028632076767
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78351MAA0
92000.00000000
PA
USD
79662.42000000
0.013543534624
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.38000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAD7
1500000.00000000
PA
USD
1331830.05000000
0.226426543353
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.24000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP UBER TECHNO
000000000
-352260.00000000
PA
USD
-352260.00000000
-0.05988828241
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
352260.00000000
USD
352862.76000000
USD
CDS
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
95.42000000
0.000016222505
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
12000.00000000
GBP
14628.05000000
USD
2023-03-15
95.42000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
400000.00000000
PA
USD
387000.00000000
0.065794485022
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.38000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP AXALTA COAT
000000000
-170610.00000000
PA
USD
-170610.00000000
-0.02900567723
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2023-02-03
170610.00000000
USD
170709.52000000
USD
CDS
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2022-PJ2
36267EAD3
1107781.53000000
PA
USD
889210.70000000
0.151176124246
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
28000.00000000
PA
USD
23534.84000000
0.004001195550
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
103990.44000000
PA
USD
96938.85000000
0.016480727944
Long
LON
CORP
US
N
2
2027-04-09
Variable
8.07000000
N
N
N
N
N
N
Elmwood CLO VI Ltd.
N/A
Elmwood CLO VI Ltd
29001VAN9
250000.00000000
PA
USD
241383.18000000
0.041037938039
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.89000000
N
N
N
N
N
N
Whitebox CLO III Ltd
549300JXCQSPB1A61C68
Whitebox CLO III Ltd
96467JAA0
250000.00000000
PA
USD
227048.38000000
0.038600855910
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
10.93000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22303XAA3
92000.00000000
PA
USD
75372.84000000
0.012814256311
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.88000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
728000.00000000
PA
USD
707379.76000000
0.120262757170
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
111000.00000000
PA
USD
97665.95000000
0.016604343370
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
187247.50000000
0.031834245049
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
62000.00000000
PA
USD
51987.00000000
0.008838392488
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
193000.00000000
0.032812236716
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
194000.00000000
PA
USD
173137.24000000
0.029435337323
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP COMSTOCK RE
000000000
-372543.75000000
PA
USD
-372543.75000000
-0.06333675498
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
372543.75000000
USD
373188.46000000
USD
CDS
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
111440.00000000
PA
USD
105914.80000000
0.018006743468
Long
LON
CORP
US
N
2
2029-04-13
Variable
8.60000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
200000.00000000
PA
USD
166162.50000000
0.028249550691
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
200000.00000000
PA
USD
98000.00000000
0.016661135742
Long
DBT
CORP
KY
N
2
2024-04-09
Fixed
7.38000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BF1
2000000.00000000
PA
USD
1550626.70000000
0.263624509533
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
122000.00000000
PA
USD
103387.64000000
0.017577096980
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAJ7
1000000.00000000
PA
USD
987919.50000000
0.167957764203
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
5.33000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CLEAR CHANN
000000000
-182187.50000000
PA
USD
-182187.50000000
-0.03097398640
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
182187.50000000
USD
182506.33000000
USD
CDS
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc
21871DAD5
350000.00000000
PA
USD
268520.00000000
0.045651511933
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 15YR U
000000000
-3055971.53000000
PA
USD
-3055971.53000000
-0.51955057638
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
3091450.85420000
USD
3112930.47113654
USD
AMBS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CHENIERE EN
000000000
-526875.00000000
PA
USD
-526875.00000000
-0.08957485606
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
526875.00000000
USD
527776.54000000
USD
CDS
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
595000.00000000
PA
USD
533423.45000000
0.090688168454
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
000000000
100000.00000000
PA
93450.24000000
0.015887623814
Long
DBT
CORP
DE
N
2
2027-02-11
Fixed
3.50000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SWAP/CDSWAP/SCDS: (TTMTIN)
000000000
25000.00000000
OU
Notional Amount
-3782.52000000
-0.00064307223
N/A
DCR
XX
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
JAGUAR LAND ROVER AUTOMO
JAGUAR LAND ROVER AUTOMO
Y
sell protection
2026-12-22
753.44000000
EUR
0.00000000
EUR
25000.00000000
EUR
-4648.42000000
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
279000.00000000
PA
USD
269235.00000000
0.045773070220
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Liberty Broadband Corp
Liberty Broadband Corp
USD
XXXX
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas US Inc. 2021 USD Term Loan B
000000000
184888.90000000
PA
USD
129620.06000000
0.022036912393
Long
LON
CORP
US
N
2
2025-09-01
Floating
9.73000000
N
N
N
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
200000.00000000
PA
USD
180725.00000000
0.030725344459
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAS0
1000000.00000000
PA
USD
902475.50000000
0.153431293975
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
8.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
77000.00000000
PA
USD
61661.60000000
0.010483186609
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.63000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAY6
49000.00000000
PA
USD
44449.71000000
0.007556965836
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
259000.00000000
PA
USD
242165.07000000
0.041170868401
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNBL6
2170349.77000000
PA
USD
1990999.57000000
0.338493001005
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
000000000
200000.00000000
PA
USD
175000.00000000
0.029752028111
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP ORACLE CORP
000000000
-2707375.00000000
PA
USD
-2707375.00000000
-0.46028512632
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
2707375.00000000
USD
2716926.02000000
USD
CDS
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
600000.00000000
PA
USD
423498.00000000
0.071999568005
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
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
645264.54000000
0.109702449904
Long
ABS-O
CORP
US
N
2
2060-04-15
Fixed
3.48000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding IX CLO Ltd
15033EAJ7
250000.00000000
PA
USD
233203.10000000
0.039647229638
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.84000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 Term Loan B
24780DAC1
113842.99000000
PA
USD
104877.85000000
0.017830449951
Long
LON
CORP
US
N
2
2027-12-01
Floating
8.15000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
1821000.00000000
PA
USD
1634429.24000000
0.277871912538
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
97000.00000000
PA
USD
89286.56000000
0.015179749960
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
255000.00000000
PA
USD
259462.50000000
0.044111631964
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CLARIVATE S
000000000
-271000.00000000
PA
USD
-271000.00000000
-0.04607314067
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.25000000
2023-02-03
271000.00000000
USD
271447.90000000
USD
CDS
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
654000.00000000
PA
USD
550887.09000000
0.093657189644
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
228000.00000000
PA
USD
206910.00000000
0.035177097922
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAD8
423000.00000000
PA
USD
336645.86000000
0.057233697658
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP VIRGINIA EL
000000000
-3900400.00000000
PA
USD
-3900400.00000000
-0.66311320254
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
3900400.00000000
USD
3900887.55000000
USD
CDS
N
N
N
Octagon Investment Partners XVII LTD
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd
67590GBL2
500000.00000000
PA
USD
481883.20000000
0.081925728644
Long
ABS-CBDO
CORP
KY
N
2
2031-01-25
Floating
5.76000000
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
36176.79000000
0.006150473560
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2021 Term Loan B
75025KAH1
38610.00000000
PA
USD
31221.98000000
0.005308098437
Long
LON
CORP
US
N
2
2026-09-25
Floating
7.63000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
1150000.00000000
PA
USD
1119904.86000000
0.190396805008
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
53000.00000000
PA
USD
45867.59000000
0.007798021868
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
31000.00000000
PA
USD
30161.60000000
0.005127821549
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP NFP CORP 4
000000000
-444972.50000000
PA
USD
-444972.50000000
-0.07565048187
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
444972.50000000
USD
445751.20000000
USD
CDS
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-S3
46629AAM3
42229.75000000
PA
USD
17410.20000000
0.002959935770
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP VOYA FINANC
000000000
-4168125.00000000
PA
USD
-4168125.00000000
-0.70862955526
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
4168125.00000000
USD
4182829.22000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
2000000.00000000
PA
USD
1545200.94000000
0.262702067453
Long
DBT
CORP
FR
N
2
2031-02-25
Fixed
4.63000000
N
N
N
N
N
N
CAMELOT RETURN MERGER SU
N/A
Camelot Return Merger Sub Inc
13323NAA0
146000.00000000
PA
USD
133973.98000000
0.022777129252
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
3000000.00000000
PA
USD
2861367.18000000
0.486465581575
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
3693278.32000000
0.627900116565
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
564666.16000000
0.095999791232
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
4000000.00000000
OU
Notional Amount
USD
-751395.78000000
-0.12774599068
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-411563.65000000
USD
4000000.00000000
USD
-339832.13000000
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
80000.00000000
PA
USD
64725.51000000
0.011004086817
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
131000.00000000
PA
USD
104321.20000000
0.017735812999
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
160000.00000000
PA
USD
146530.00000000
0.024911798166
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
GRAND CANYON UNIVERSITY
N/A
Grand Canyon University
38528UAE6
702000.00000000
PA
USD
660434.58000000
0.112281532512
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.13000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP WYNN LAS VE
000000000
-85625.00000000
PA
USD
-85625.00000000
-0.01455724232
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.00000000
2049-12-31
85625.00000000
USD
85629.76000000
USD
CDS
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VHH2
5577834.95000000
PA
USD
379779.72000000
0.064566953745
Long
ABS-MBS
USGA
US
N
2
2041-04-16
Floating
2.34000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751AL5
100000.00000000
PA
USD
100000.00000000
0.017001158920
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
84351.42000000
0.014340718966
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
3.00000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AH2
86000.00000000
PA
USD
71465.25000000
0.012149920725
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
Athenahealth, Inc.
254900AA3KZN4Q7A5Z33
Athenahealth, Inc. 2022 Term Loan B
04686RAB9
1067122.40000000
PA
USD
960794.32000000
0.163346169243
Long
LON
CORP
US
N
2
2029-02-15
Variable
7.82000000
N
N
N
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498AB7
262000.00000000
PA
USD
253812.50000000
0.043151066485
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAK5
81000.00000000
PA
USD
71521.38000000
0.012159463476
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
230807.02000000
PA
USD
240774.01000000
0.040934372079
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
York CLO Ltd
549300EJZ6JIZVXIHF06
York CLO 1 Ltd
986255BA4
250000.00000000
PA
USD
237110.10000000
0.040311464917
Long
ABS-CBDO
CORP
KY
N
2
2029-10-22
Floating
7.33000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP GOLDMAN SAC
000000000
-8281418.75000000
PA
USD
-8281418.75000000
-1.40793716257
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
8281418.75000000
USD
8310633.76000000
USD
CDS
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
229000.00000000
PA
USD
216977.50000000
0.036888689597
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
48732.40000000
PA
USD
44969.28000000
0.007645298758
Long
LON
CORP
US
N
2
2026-04-16
Floating
9.44000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAJ3
98000.00000000
PA
USD
93609.27000000
0.015914660757
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
199000.00000000
PA
USD
156158.44000000
0.026548744552
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
9000.00000000
PA
USD
8843.41000000
0.001503482188
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
199195.54000000
0.033865550318
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 106 CLO Ltd
26254CAE1
500000.00000000
PA
USD
496928.05000000
0.084483527501
Long
ABS-CBDO
CORP
KY
N
2
2035-10-15
Floating
8.46000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
76000.00000000
PA
USD
63270.00000000
0.010756633249
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AG3
230000.00000000
PA
USD
217937.68000000
0.037051931324
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AM8
35000.00000000
PA
USD
32559.81000000
0.005535545042
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.13000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
362000.00000000
PA
USD
320902.19000000
0.054557091301
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
159000.00000000
PA
USD
137175.66000000
0.023321451957
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
229033.25000000
0.038938306813
Long
ABS-CBDO
CORP
KY
N
2
2032-04-16
Floating
7.63000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
167912.50000000
0.028547070972
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
98000.00000000
PA
USD
78655.78000000
0.013372394158
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.63000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
453000.00000000
PA
USD
388957.13000000
0.066127219804
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBK2
250000.00000000
PA
USD
245297.83000000
0.041703473907
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
5.65000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AL4
2845000.00000000
PA
USD
2291524.77000000
0.389585767854
Long
DBT
CORP
US
N
2
2026-12-20
Fixed
3.75000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
810239.54000000
PA
USD
775687.20000000
0.131875813599
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.57000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
1000000.00000000
PA
USD
916997.16000000
0.155900144469
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP PETSMART LL
000000000
-364820.00000000
PA
USD
-364820.00000000
-0.06202362797
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
364820.00000000
USD
365444.25000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP TENET HEALT
000000000
-259998.75000000
PA
USD
-259998.75000000
-0.04420280067
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
259998.75000000
USD
260453.75000000
USD
CDS
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
576000.00000000
PA
USD
478008.00000000
0.081266899733
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
45000.00000000
PA
USD
42240.15000000
0.007181315029
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
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
127993.60000000
0.021760395344
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AT3
126000.00000000
PA
USD
114361.04000000
0.019442702153
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ALLSTATE CO
000000000
-1511640.00000000
PA
USD
-1511640.00000000
-0.25699631870
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
1511640.00000000
USD
1514255.98000000
USD
CDS
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR
000000000
-577159.53000000
PA
USD
-577159.53000000
-0.09812380892
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
577159.53000000
USD
578372.37000000
USD
AMBS
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
200000.00000000
PA
USD
142500.00000000
0.024226651461
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CR9
7000.00000000
PA
USD
6638.38000000
0.001128601533
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635AR7
25000.00000000
PA
USD
24375.00000000
0.004144032486
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
85000.00000000
PA
USD
82522.25000000
0.014029738867
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
496000.00000000
PA
USD
467400.64000000
0.079463525602
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
345791.31000000
0.058788530146
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
6.93000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AF5
94000.00000000
PA
USD
82602.50000000
0.014043382297
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
SURA ASSET MANAGEMENT
549300013ETMS1C0EA22
SURA Asset Management SA
000000000
178000.00000000
PA
USD
176665.00000000
0.030035097407
Long
DBT
CORP
CO
N
2
2024-04-17
Fixed
4.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
222000.00000000
PA
183249.98000000
0.031154620321
Long
DBT
NUSS
RO
N
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FHLMC GOLD
000000000
-602706.72000000
PA
USD
-602706.72000000
-0.10246712729
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
602706.72000000
USD
603973.24000000
USD
AMBS
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
097793AE3
60000.00000000
PA
USD
54855.34000000
0.009326043529
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP HERC HOLDIN
000000000
-120540.00000000
PA
USD
-120540.00000000
-0.02049319696
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
120540.00000000
USD
120748.60000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CARNIVAL HO
000000000
-175840.00000000
PA
USD
-175840.00000000
-0.02989483784
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
175840.00000000
USD
176144.30000000
USD
CDS
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP CHARLES SCH
000000000
-3557362.50000000
PA
USD
-3557362.50000000
-0.60479285200
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
3557362.50000000
USD
3557807.17000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP ORACLE CORP
000000000
-556000.00000000
PA
USD
-556000.00000000
-0.09452644359
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.54000000
2049-12-31
556000.00000000
USD
557560.20000000
USD
CDS
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CZ1
216000.00000000
PA
USD
203796.00000000
0.034647681833
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
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGK0
2250000.00000000
PA
USD
1733029.79000000
0.294635148740
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAP6
1275000.00000000
PA
USD
836462.11000000
0.142208252632
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.25000000
N
N
N
N
N
N
KOBE US MIDCO 2 INC
N/A
Kobe US Midco 2 Inc
499894AA1
176000.00000000
PA
USD
123200.00000000
0.020945427790
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
9.25000000
N
N
Y
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
164000.00000000
PA
USD
156549.48000000
0.026615225884
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2022-2
24380XAA5
301814.40000000
PA
USD
283442.84000000
0.048188567677
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.30000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAQ4
91000.00000000
PA
USD
66385.41000000
0.011286289054
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
62000.00000000
PA
USD
55793.18000000
0.009485487198
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
City & County Honolulu HI Wastewater System Revenue
N/A
HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE
4387012C7
1000000.00000000
PA
USD
640884.00000000
0.108957707337
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
2.62000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AX7
132000.00000000
PA
USD
112474.23000000
0.019121922587
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
48020RAA3
191000.00000000
PA
USD
188107.13000000
0.031980392112
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
69000.00000000
PA
USD
60455.52000000
0.010278139031
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.63000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
252000.00000000
PA
USD
204712.20000000
0.034803446451
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
11500.00000000
0.001955133275
Long
DBT
CORP
KY
N
2
2023-04-11
Fixed
9.80000000
Y
Y
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
928000.00000000
PA
USD
861833.60000000
0.146521699967
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
476061.50000000
0.080935972175
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
6.64000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FHLMC 4350A
000000000
-1756250.84000000
PA
USD
-1756250.84000000
-0.29858299635
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1756250.84000000
USD
1759941.41000000
USD
ACMO
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBU7
1150000.00000000
PA
USD
1001504.51000000
0.170267373342
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.75000000
N
N
N
N
N
N
FEL ENERGY VI SARL
254900H2U8PBIY32VI94
FEL Energy VI Sarl
000000000
184789.97000000
PA
USD
157452.60000000
0.026768766750
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO 2017-2
92915UAJ3
250000.00000000
PA
USD
242376.20000000
0.041206762947
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
5.73000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285C0
2400000.00000000
PA
USD
2319750.00000000
0.394384384062
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B
000000000
345257.18000000
PA
USD
332679.46000000
0.056559363691
Long
LON
CORP
LU
N
2
2029-02-01
Floating
7.44000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
12000.00000000
PA
USD
11016.22000000
0.001872885069
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
1100000.00000000
PA
USD
1050558.64000000
0.178607143941
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2022 Term Loan B
44332EAV8
180000.00000000
PA
USD
177850.80000000
0.030236697149
Long
LON
CORP
US
N
2
2029-11-10
Variable
8.22000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)
000000000
7640000.00000000
OU
Notional Amount
USD
-59350.68000000
-0.01009030342
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S39
2I65BRZH6
Y
buy protection
2027-12-21
239959.18000000
USD
0.00000000
USD
7640000.00000000
USD
-299309.86000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAP/CDSWAP/SCDS: (ADLERR)
000000000
4021.00000000
OU
Notional Amount
-1038.69000000
-0.00017658933
N/A
DCR
XX
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
ADLER Real Estate AG
ADLER Real Estate AG
Y
sell protection
2027-12-21
0.00000000
EUR
-955.17000000
EUR
4021.00000000
EUR
-99.36000000
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
161000.00000000
PA
USD
154218.68000000
0.026218962872
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan
000000000
294944.00000000
PA
USD
270021.23000000
0.045906738431
Long
LON
CORP
US
N
2
2027-05-03
Floating
10.03000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241AA1
36000.00000000
PA
USD
25917.58000000
0.004406288964
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
1128988.95000000
PA
USD
1115069.42000000
0.189574724169
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.37000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3A0
2150000.00000000
PA
USD
2197818.56000000
0.373654626173
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15000000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
208000.00000000
PA
USD
188691.36000000
0.032079717983
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAH4
137000.00000000
PA
USD
115101.92000000
0.019568660339
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
432000.00000000
PA
USD
427298.39000000
0.072645678349
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
367000.00000000
PA
USD
331589.45000000
0.056374049358
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAK5
55000.00000000
PA
USD
127710.00000000
0.021712180057
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
CONSTELLATION AUTOMOTIVE
254900HVTSU7VICDRM89
Constellation Automotive Financing PLC
000000000
100000.00000000
PA
78788.49000000
0.013394956396
Long
DBT
CORP
GB
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Stagwell Global LLC
59565JAA9
69000.00000000
PA
USD
56896.02000000
0.009672982779
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
187000.00000000
PA
USD
181859.66000000
0.030918249809
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.13000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
63000.00000000
PA
USD
47168.34000000
0.008019164443
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
164000.00000000
PA
USD
152971.00000000
0.026006842812
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6T8
619787.74000000
PA
USD
615110.23000000
0.104575867739
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPAR9
1754610.42000000
PA
USD
1659573.02000000
0.282146646534
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-9 Mortgage Loan Trust
19688PAA1
389699.86000000
PA
USD
393344.45000000
0.066873115050
Long
ABS-MBS
CORP
US
N
2
2067-12-25
Variable
6.79000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.930800 22-OCT-2051
000000000
3550000.00000000
OU
Notional Amount
USD
-1044868.65000000
-0.17763977969
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-10-23
0.00000000
USD
-154734.15000000
USD
3550000.00000000
USD
-890134.50000000
N
N
N
CIFC Funding Ltd
549300PC4RPZFE70AI24
CIFC Funding 2013-I Ltd
12549AAS9
500000.00000000
PA
USD
445640.60000000
0.075764066621
Long
ABS-CBDO
CORP
KY
N
2
2030-07-16
Floating
7.63000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO I-2 LTD
87248VAJ9
500000.00000000
PA
USD
481298.70000000
0.081826356870
Long
ABS-CBDO
CORP
KY
N
2
2028-04-26
Floating
7.37000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 15YR U
000000000
-1508963.62000000
PA
USD
-1508963.62000000
-0.25654130309
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1508963.62000000
USD
1512134.54000000
USD
AMBS
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
348000.00000000
PA
USD
284490.00000000
0.048366597013
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
35000.00000000
PA
USD
34718.65000000
0.005902572861
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP DOMINICAN R
000000000
-96375.00000000
PA
USD
-96375.00000000
-0.01638486690
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
96375.00000000
USD
96543.66000000
USD
CDS
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
629362.91000000
PA
USD
611400.89000000
0.103945236951
Long
LON
CORP
US
N
2
2027-08-02
Floating
9.38000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5710.36000000
-0.00097082737
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
358720.00000000
EUR
380123.03000000
USD
2023-03-15
-5710.36000000
N
N
N
Spruce Hill Mortgage Loan Trust
N/A
Spruce Hill Mortgage Loan Trust 2022-SH1
85213XAA9
757057.93000000
PA
USD
689697.41000000
0.117256552745
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
4.10000000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAB0
412000.00000000
PA
USD
350200.00000000
0.059538058540
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
188.00000000
NC
USD
-211103.07000000
-0.03588996841
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
20482790.57000000
USD
-211103.07000000
N
N
N
CMG MEDIA CORPORATION
N/A
CMG Media Corp
88146LAA1
478000.00000000
PA
USD
359790.60000000
0.061168571687
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
102618.85000000
0.017446393771
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQJE6
3091450.85000000
PA
USD
3112930.47000000
0.529234256294
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
700000.00000000
PA
USD
572365.47000000
0.097308763161
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
400000.00000000
PA
USD
31000.00000000
0.005270359265
Long
DBT
CORP
KY
N
2
2023-06-01
Fixed
11.88000000
Y
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BBF87
2281064.80000000
PA
USD
2151500.94000000
0.365780093989
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
191000.00000000
PA
USD
165692.50000000
0.028169645244
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
874844.90000000
0.148733771758
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.91000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP DT MIDSTREA
000000000
-172575.00000000
PA
USD
-172575.00000000
-0.02933975000
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
172575.00000000
USD
172870.30000000
USD
CDS
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAG4
151000.00000000
PA
USD
127224.86000000
0.021629700635
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO Ltd
09075JAS8
1000000.00000000
PA
USD
941549.40000000
0.160074309810
Long
ABS-CBDO
CORP
KY
N
2
2031-06-15
Floating
8.12000000
N
N
N
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
200000.00000000
PA
USD
186750.00000000
0.031749664284
Long
DBT
CORP
IN
N
2
2026-10-22
Fixed
5.45000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAC4
24000.00000000
PA
USD
21004.73000000
0.003571047528
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.13000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
92000.00000000
PA
USD
80270.00000000
0.013646830265
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RRP ALTICE FINA
000000000
-797512.50000000
PA
USD
-797512.50000000
-0.13558636753
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-06
797512.50000000
USD
798892.64000000
USD
CDS
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
10000.00000000
NS
USD
23400.00000000
0.003978271187
Long
EP
USGSE
US
N
1
N
N
N
GARDEN SPINCO CORP
N/A
Garden Spinco Corp
365417AA2
136000.00000000
PA
USD
144160.00000000
0.024508870700
Long
DBT
CORP
US
N
2
2030-07-20
Fixed
8.63000000
N
N
N
N
N
N
Banc of America Funding Corporation
54930023UHZHF7UJ8596
Banc of America Funding 2007-2 Trust
05951GAQ5
224682.52000000
PA
USD
181072.88000000
0.030784488091
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
233000.00000000
PA
USD
222436.77000000
0.037816828765
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
865914.42000000
PA
USD
834376.41000000
0.141853659460
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.00000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
14000.00000000
PA
USD
13485.08000000
0.002292619881
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
1762799.14000000
0.299696283243
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.38000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
50000.00000000
PA
USD
43098.37000000
0.007327222375
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050619
8500000.00000000
PA
USD
8374381.99000000
1.423741990743
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
5.00000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
590000.00000000
PA
USD
590000.00000000
0.100306837631
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
69000.00000000
PA
USD
64100.74000000
0.010897868676
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
219000.00000000
PA
USD
171093.75000000
0.029087920340
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
75907.50000000
0.012905154707
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
15500.00000000
0.002635179632
Long
DBT
CORP
KY
N
2
2022-04-17
None
0.00000000
Y
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
81329.33000000
0.013826928642
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
537000.00000000
PA
USD
461658.90000000
0.078487363260
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.88000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
190000.00000000
PA
USD
187401.98000000
0.031860508440
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.17000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
89000.00000000
PA
USD
85884.72000000
0.014601397735
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
119536.40000000
0.020322573332
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
3.19000000
N
N
N
N
N
N
GoldenTree Loan Opportunities X, Limited
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd
38137PAY6
250000.00000000
PA
USD
235451.48000000
0.040029480295
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.29000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAV8
85000.00000000
PA
USD
85561.99000000
0.014546529895
Long
DBT
US
N
2
2028-01-15
Fixed
5.55000000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance Trust
N/A
Mello Mortgage Capital Acceptance 2022-INV2
58549JAF1
817601.33000000
PA
USD
681451.90000000
0.115854720486
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
3.00000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
1279000.00000000
PA
USD
1166367.81000000
0.198296044977
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP JPMORGAN CH
000000000
-2218750.00000000
PA
USD
-2218750.00000000
-0.37721321355
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
2218750.00000000
USD
2226577.26000000
USD
CDS
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBE5
1250000.00000000
PA
USD
1055424.18000000
0.179434342128
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP LAMB WESTON
000000000
-70426.25000000
PA
USD
-70426.25000000
-0.01197327868
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
70426.25000000
USD
70546.76000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP FNMA
000000000
-2020000.00000000
PA
USD
-2020000.00000000
-0.34342341019
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.43000000
2049-12-31
2020000.00000000
USD
2044669.25000000
USD
AMBS
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR
000000000
-284765.41000000
PA
USD
-284765.41000000
-0.04841341990
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
284765.41000000
USD
285363.81000000
USD
AMBS
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
564000.00000000
PA
USD
480525.18000000
0.081694849505
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
464000.00000000
PA
USD
424565.59000000
0.072181070678
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
431317.50000000
PA
USD
425089.28000000
0.072270104047
Long
LON
CORP
US
N
2
2028-04-21
Floating
8.11000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
649902T37
1900000.00000000
PA
USD
1951824.40000000
0.331832768096
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
48714.00000000
0.008281944556
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
835807.85000000
0.142097020849
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
129000.00000000
PA
USD
110397.04000000
0.018768776214
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
37000.00000000
PA
USD
35094.50000000
0.005966471717
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
RRP E.ON INTERN
000000000
-2952750.00000000
PA
USD
-2952750.00000000
-0.50200172003
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
2952750.00000000
USD
2963166.65000000
USD
CDS
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (VMED)
000000000
10000.00000000
OU
Notional Amount
396.49000000
0.000067407895
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
644.80000000
EUR
0.00000000
EUR
10000.00000000
EUR
-439.62000000
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
26499.93000000
PA
USD
25878.77000000
0.004399690814
Long
LON
CORP
US
N
2
2028-02-11
Floating
8.13000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
206000.00000000
PA
USD
186679.26000000
0.031737637664
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
115000.00000000
PA
USD
114071.95000000
0.019393553503
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
200000.00000000
PA
USD
193750.00000000
0.032939745408
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP BALL CORPOR
000000000
-194627.50000000
PA
USD
-194627.50000000
-0.03308893057
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
194627.50000000
USD
194651.72000000
USD
CDS
N
N
N
CHOBANI LLC/FINANCE CORP
549300Q10QN3IXF3HZ69
Chobani LLC / Chobani Finance Corp Inc
17027NAA0
791000.00000000
PA
USD
770236.25000000
0.130949088927
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (CMACG)
000000000
2000.00000000
OU
Notional Amount
76.21000000
0.000012956583
N/A
DCR
XX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
CMA CGM SA
CMA CGM SA
Y
sell protection
2027-06-22
59.92000000
EUR
0.00000000
EUR
2000.00000000
EUR
10.33000000
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 30YR U
000000000
-5825139.98000000
PA
USD
-5825139.98000000
-0.99034130535
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
6790848.15000000
USD
6027972.75738918
USD
AMBS
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
80000.00000000
PA
USD
66790.00000000
0.011355074043
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
126000.00000000
PA
USD
116343.05000000
0.019779666823
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
144000.00000000
PA
USD
137620.80000000
0.023397130915
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.38000000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corporation
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corporation Term Loan B
69291LAB2
227143.21000000
PA
USD
188749.19000000
0.032089549753
Long
LON
CORP
US
N
2
2028-12-15
Floating
8.63000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 15 47C
000000000
-1415176.53000000
PA
USD
-1415176.53000000
-0.24059641087
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1415176.53000000
USD
1418150.37000000
USD
ACMO
N
N
N
CIFC Funding Ltd
549300UDPJ30BQP2HX62
CIFC Funding 2015-III Ltd
12550MAJ9
241330.38000000
PA
USD
238091.87000000
0.040478377195
Long
ABS-CBDO
CORP
KY
N
2
2029-04-19
Floating
5.10000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SWAP/CDSWAP/SCDS: (ADLERR)
000000000
5404.00000000
OU
Notional Amount
-1395.94000000
-0.00023732597
N/A
DCR
XX
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
ADLER Real Estate AG
ADLER Real Estate AG
Y
sell protection
2027-12-21
0.00000000
EUR
-1296.53000000
EUR
5404.00000000
EUR
-120.88000000
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
520000.00000000
PA
USD
453450.40000000
0.077091823130
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
435000.00000000
PA
USD
399247.23000000
0.067876656058
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB
46593EAA3
1700000.00000000
PA
USD
1642442.76000000
0.279234303808
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
5.21000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
655000.00000000
PA
USD
512519.89000000
0.087134320998
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
124000.00000000
PA
USD
124524.52000000
0.021170611540
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.63000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CH4
870000.00000000
PA
USD
867207.49000000
0.147435323546
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAC6
132521.00000000
PA
USD
3975.63000000
0.000675903174
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
4.00000000
N
N
Y
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP INDIGO MERG
000000000
-278500.00000000
PA
USD
-278500.00000000
-0.04734822759
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
278500.00000000
USD
278987.38000000
USD
CDS
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
373000.00000000
PA
USD
375968.31000000
0.063918969874
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
82000.00000000
PA
USD
87945.00000000
0.014951669212
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DT0
385000.00000000
PA
USD
434354.07000000
0.073845225719
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.63000000
N
N
N
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
2412430.28000000
PA
USD
2244069.91000000
0.381517891690
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAN1
1000000.00000000
PA
USD
871646.25000000
0.148189964188
Long
DBT
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CDP FINANCI
000000000
-6368562.50000000
PA
USD
-6368562.50000000
-1.08272943158
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
6368562.50000000
USD
6380362.03000000
USD
CDS
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
1090000.00000000
PA
USD
968051.96000000
0.164580052154
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
75000.00000000
PA
USD
70712.25000000
0.012021901998
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
BANK NEGARA INDONESIA
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
252000.00000000
PA
USD
229347.72000000
0.038991770358
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
73000.00000000
PA
USD
67524.85000000
0.011480007059
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
220951.08000000
0.037564244247
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
7.18000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
89000.00000000
PA
USD
87495.60000000
0.014875266004
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
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
163500.00000000
0.027796894835
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-INV2
924923AA3
570264.68000000
PA
USD
574247.24000000
0.097628685869
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
6.79000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
677330.00000000
PA
USD
619049.71000000
0.105245624995
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
300000.00000000
PA
USD
283837.50000000
0.048255664451
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
155000.00000000
PA
USD
127838.83000000
0.021734082650
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
2365523.03000000
PA
USD
2291304.74000000
0.389548360204
Long
DBT
CORP
KY
N
2
2034-07-05
Fixed
5.88000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAP9
252000.00000000
PA
USD
213557.40000000
0.036307232960
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.38000000
N
N
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
200000.00000000
PA
USD
98912.50000000
0.016816271317
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25000000
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
049362AA4
670000.00000000
PA
USD
543197.84000000
0.092349928032
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
175850.00000000
0.029896537961
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
349000.00000000
PA
USD
302450.38000000
0.051420069759
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital Inc
43734LAA4
116000.00000000
PA
USD
80212.86000000
0.013637115803
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
95183.19000000
0.016182245397
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQJA4
1325982.18000000
PA
USD
1333967.34000000
0.226789907423
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ROYAL CARIB
000000000
-146475.00000000
PA
USD
-146475.00000000
-0.02490244752
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
146475.00000000
USD
146728.48000000
USD
CDS
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
200000.00000000
PA
USD
171725.00000000
0.029195240156
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ALTRIA GROU
000000000
-1417500.00000000
PA
USD
-1417500.00000000
-0.24099142770
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
1417500.00000000
USD
1419925.50000000
USD
CDS
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada 2021 Term Loan B
000000000
235815.40000000
PA
USD
232572.94000000
0.039540095135
Long
LON
CORP
CA
N
2
2028-08-11
Floating
8.13000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AL7
154000.00000000
PA
USD
146458.62000000
0.024899662739
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.38000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
75000.00000000
PA
USD
61667.02000000
0.010484108071
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
112808.86000000
0.019178813565
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
435000.00000000
PA
USD
369902.25000000
0.062887669373
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
N
Marble Point CLO LTD
2549003LUS5LG1CTZP23
Marble Point CLO XVII Ltd
56606CAG8
250000.00000000
PA
USD
223364.15000000
0.037974494113
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
7.99000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP FORD MOTOR
000000000
-253050.00000000
PA
USD
-253050.00000000
-0.04302143264
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
253050.00000000
USD
253483.00000000
USD
CDS
N
N
N
Chobani, LLC
549300ISVDMZ91KNTR38
Chobani, LLC 2020 Term Loan B
17026YAH2
32838.13000000
PA
USD
32126.53000000
0.005461882420
Long
LON
CORP
US
N
2
2027-10-25
Floating
7.88000000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAB7
42000.00000000
PA
USD
33959.10000000
0.005773440559
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAP/CDSWAP/SCDS: (ADLERR)
000000000
3249.00000000
OU
Notional Amount
-839.26000000
-0.00014268392
N/A
DCR
XX
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ADLER Real Estate AG
ADLER Real Estate AG
Y
sell protection
2027-12-21
0.00000000
EUR
-789.13000000
EUR
3249.00000000
EUR
-83.15000000
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
100000.00000000
PA
109047.30000000
0.018539304771
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
20000.00000000
PA
USD
20380.40000000
0.003464904192
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
2867602.71000000
0.487525693940
Long
DBT
CORP
FI
N
2
2024-09-23
Fixed
6.13000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-VII Ltd
12569EAJ6
500000.00000000
PA
USD
497206.45000000
0.084530858728
Long
ABS-CBDO
CORP
KY
N
2
2035-10-22
Floating
8.06000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
331000.00000000
PA
USD
293908.14000000
0.049967789962
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.13000000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAA3
48000.00000000
PA
USD
44891.55000000
0.007632083757
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358UB54
14.74000000
PA
USD
14.71000000
0.000002500870
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
None
0.00000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
413000.00000000
PA
USD
397082.58000000
0.067508640472
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
859006.98000000
0.146041141809
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
4320000.00000000
PA
USD
4149977.85000000
0.705544329451
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
221212.50000000
0.037608688677
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
1275000.00000000
PA
USD
1017354.38000000
0.172962034930
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AG0
69000.00000000
PA
USD
59518.95000000
0.010118911277
Long
DBT
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
14000.00000000
PA
USD
13343.26000000
0.002268508837
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
83000.00000000
PA
USD
51717.09000000
0.008792504660
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
420000.00000000
PA
USD
314975.51000000
0.053549487016
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP LEVEL 3 FIN
000000000
-282937.50000000
PA
USD
-282937.50000000
-0.04810265402
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
282937.50000000
USD
283421.64000000
USD
CDS
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
340000.00000000
PA
USD
274896.80000000
0.046735641835
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.13000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAP/CDSWAP/SCDS: (ADLERR)
000000000
9132.00000000
OU
Notional Amount
-2358.94000000
-0.00040104713
N/A
DCR
XX
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ADLER Real Estate AG
ADLER Real Estate AG
Y
sell protection
2027-12-21
0.00000000
EUR
-2218.02000000
EUR
9132.00000000
EUR
-233.84000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
130000.00000000
PA
USD
99125.00000000
0.016852398780
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AP6
59000.00000000
PA
USD
43082.16000000
0.007324466488
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
55000.00000000
PA
USD
50192.45000000
0.008533298190
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
179000.00000000
PA
USD
170480.35000000
0.028983635232
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY NO
000000000
-2814000.00000000
PA
USD
-2814000.00000000
-0.47841261202
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.38000000
2049-12-31
2814000.00000000
USD
2838395.82000000
USD
UST
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2007-4F
362669AK9
83219.87000000
PA
USD
57919.79000000
0.009847035544
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
124000.00000000
PA
USD
114445.26000000
0.019457020529
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXN8
1807979.84000000
PA
USD
1700137.06000000
0.289043003439
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
363000.00000000
PA
USD
337677.10000000
0.057409020409
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-3
85573MAD1
2000000.00000000
PA
USD
1430320.80000000
0.243171112283
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
3.54000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
1900000.00000000
PA
USD
1553250.00000000
0.264070500935
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.70000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
865000.00000000
PA
USD
811049.44000000
0.137887804219
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
Sunoco LP / Sunoco Finance Corp
86765LAN7
4000.00000000
PA
USD
3788.16000000
0.000644031101
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP APPLE INC 4
000000000
-2211000.00000000
PA
USD
-2211000.00000000
-0.37589562373
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
2211000.00000000
USD
2211275.76000000
USD
CDS
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
287000.00000000
PA
USD
230090.12000000
0.039117986961
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-NQM5 Trust
12663DAC8
2926223.14000000
PA
USD
2853453.53000000
0.485120169362
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
5.17000000
N
N
N
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park CLO Ltd
25211AAL3
280000.00000000
PA
USD
249861.22000000
0.042479303093
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.93000000
N
N
N
N
N
N
Generate CLO Ltd.
5493009C48K5WG4EX118
Generate CLO 2 Ltd
98625TAJ4
250000.00000000
PA
USD
246919.83000000
0.041979232704
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
5.47000000
N
N
N
N
N
N
AON GLOBAL LTD
635400FALWQYX5E6QC64
Aon Global Ltd
00185AAK0
1445000.00000000
PA
USD
1408779.73000000
0.239508880739
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
3.88000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa Inc
039653AA8
238000.00000000
PA
USD
206388.99000000
0.035088520184
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
Octagon Investment Partners XV Ltd
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd
67590EBG8
2880000.00000000
PA
USD
2842497.79000000
0.483257566594
Long
ABS-CBDO
CORP
KY
N
2
2030-07-19
Floating
5.20000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd
26253LAG7
250000.00000000
PA
USD
228392.28000000
0.038829334485
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
7.08000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AD5
1000000.00000000
PA
USD
854287.32000000
0.145238744912
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Grinding Media Inc.
254900IYFJ03EGFQ8C34
Grinding Media Inc. 2021 Term Loan B
39854KAB6
63194.97000000
PA
USD
58455.35000000
0.009938086951
Long
LON
CORP
US
N
3
2028-10-12
Floating
8.77000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-2 Ltd
92917JAC1
1000000.00000000
PA
USD
961164.90000000
0.163409172138
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.33000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
155000.00000000
PA
USD
124336.86000000
0.021138707165
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.63000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
130000.00000000
PA
USD
131922.70000000
0.022428387879
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAG9
500000.00000000
PA
USD
426885.40000000
0.072575465263
Long
DBT
CORP
GB
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
9349.67000000
PA
USD
8896.21000000
0.001512458800
Long
LON
CORP
US
N
2
2025-05-30
Floating
7.63000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
17500.00000000
0.002975202811
Long
DBT
CORP
KY
N
2
2026-01-13
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AS8
200000.00000000
PA
USD
194912.50000000
0.033137383881
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.38000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
267000.00000000
PA
USD
233669.06000000
0.039726448239
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
269000.00000000
PA
USD
222235.70000000
0.037782644535
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands Inc
50050NAA1
67000.00000000
PA
USD
54679.37000000
0.009296126590
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.13000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
USD
164225.00000000
0.027920153237
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CH0
2775000.00000000
PA
USD
2974860.30000000
0.505760727270
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
73764.98000000
0.012540901477
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.13000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
51000.00000000
PA
USD
49960.58000000
0.008493877603
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
172000.00000000
PA
USD
173373.98000000
0.029475585866
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-3
92538UAA9
3175107.01000000
PA
USD
2997241.33000000
0.509565761749
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
4.13000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP LIVE NATION
000000000
-208500.00000000
PA
USD
-208500.00000000
-0.03544741634
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
208500.00000000
USD
208864.87000000
USD
CDS
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
96000.00000000
PA
USD
78149.05000000
0.013286244185
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
190234.88000000
0.032342134271
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
200000.00000000
PA
USD
5000.00000000
0.000850057946
Long
DBT
CORP
KY
N
2
2024-04-14
None
0.00000000
Y
N
N
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments, Inc. 2020 2nd Lien Term Loan
04317JAF5
64400.00000000
PA
USD
58282.00000000
0.009908615442
Long
LON
CORP
US
N
2
2028-11-24
None
0.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
350000.00000000
PA
USD
246509.28000000
0.041909434446
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
68595.29000000
0.011661994264
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
62981.87000000
0.010707647809
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
1677983.61000000
0.285276660198
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
184750.00000000
0.031409641105
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AR2
26000.00000000
PA
USD
24082.50000000
0.004094304097
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.38000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
776000.00000000
PA
USD
325155.64000000
0.055280227095
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
1355000.00000000
PA
USD
1327507.05000000
0.225691583253
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
419081.63000000
0.071248733923
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
802000.00000000
PA
USD
724839.62000000
0.123231135716
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
1400000.00000000
PA
USD
1433349.43000000
0.243686014482
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.13000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAS5
1000000.00000000
PA
USD
936880.10000000
0.159280474697
Long
ABS-CBDO
CORP
KY
N
2
2030-08-15
Floating
7.76000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
96236.62000000
0.016361340706
Long
DBT
CORP
JP
N
2
2025-09-19
Fixed
3.13000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP CHARTER COM
000000000
-673750.00000000
PA
USD
-673750.00000000
-0.11454530822
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
673750.00000000
USD
673833.84000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP DIRECTV FIN
000000000
-210795.00000000
PA
USD
-210795.00000000
-0.03583759294
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
210795.00000000
USD
211155.69000000
USD
CDS
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAK6
169000.00000000
PA
USD
156796.10000000
0.026657154142
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.63000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
295000.00000000
PA
USD
252225.00000000
0.042881173087
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
159204.56000000
0.027066620254
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
215000.00000000
PA
USD
183309.49000000
0.031164737711
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
587353.69000000
PA
USD
533863.39000000
0.090762963353
Long
LON
CORP
US
N
2
2026-08-21
Floating
7.91000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
788000.00000000
PA
USD
788551.60000000
0.134062910687
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
883723.70000000
0.150243270656
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2020 Term Loan B3
81527CAN7
51092.50000000
PA
USD
50364.43000000
0.008562536783
Long
LON
CORP
US
N
2
2026-09-03
Floating
8.63000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
28000.00000000
PA
USD
27977.20000000
0.004756448233
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
ELASTIC NV
2549003I48WHHH937I59
Elastic NV
28415LAA1
254000.00000000
PA
USD
205155.80000000
0.034878863592
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
254900HROIFWPRGM1V77
Freddie Mac REMICS
3137BBHG8
1869306.86000000
PA
USD
1763020.69000000
0.299733949311
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
4.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
645000.00000000
PA
USD
535599.03000000
0.091058042267
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BE1
209530.00000000
PA
USD
227549.58000000
0.038686065719
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
200000.00000000
PA
USD
167354.00000000
0.028452119500
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAD2
143000.00000000
PA
USD
111492.44000000
0.018955006908
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAH5
12000.00000000
PA
USD
11475.42000000
0.001950954391
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
100000.00000000
PA
42282.75000000
0.007188557523
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
14040.00000000
0.002386962712
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.13000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
222000.00000000
PA
USD
179306.63000000
0.030484205121
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
Burlington Resources LLC
0FJ5X7MVCTSE8OEPQE56
Burlington Resources LLC
20825VAB8
685000.00000000
PA
USD
705386.46000000
0.119923873069
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 2nd Lien Term Loan
55910RAE3
280000.00000000
PA
USD
219332.40000000
0.037289049888
Long
LON
CORP
US
N
2
2029-07-27
Floating
12.67000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
12000.00000000
PA
USD
11137.12000000
0.001893439470
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
400000.00000000
PA
USD
292358.30000000
0.049704299200
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
1671302.96000000
0.284140872275
Long
DBT
CORP
CH
N
2
2026-06-02
Fixed
3.88000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
379384.00000000
PA
USD
374052.10000000
0.063593191967
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
5000000.00000000
PA
USD
4546882.00000000
0.773022634755
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.07000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
847000.00000000
PA
USD
621926.69000000
0.105734744936
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.610000 28-MAR-2032
000000000
26000000.00000000
OU
Notional Amount
USD
2149551.74000000
0.365448707399
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-03-30
0.00000000
USD
-1136713.93000000
USD
26000000.00000000
USD
3286265.67000000
N
N
N
PRA Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
45569KAA1
400000.00000000
PA
USD
362021.23000000
0.061547804638
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
49000.00000000
PA
USD
44917.76000000
0.007636539761
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
116000.00000000
PA
USD
95282.79000000
0.016199178551
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
250000.00000000
PA
USD
249062.50000000
0.042343511436
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
743000.00000000
PA
USD
726284.09000000
0.123476712356
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
232000.00000000
PA
USD
215077.92000000
0.036565738982
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.38000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
200000.00000000
PA
USD
174000.00000000
0.029582016521
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
173250.00000000
0.029454507830
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
263000.00000000
PA
USD
221505.38000000
0.037658481671
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
104000.00000000
PA
USD
91783.50000000
0.015604258697
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
73000.00000000
PA
USD
68103.43000000
0.011578372364
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CSC HOLDING
000000000
-174443.75000000
PA
USD
-174443.75000000
-0.02965745916
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
174443.75000000
USD
174749.03000000
USD
CDS
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
76000.00000000
PA
USD
62784.45000000
0.010674084121
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.63000000
N
N
N
N
N
N
CLEAR CHANNEL INTL BV
N/A
Clear Channel International BV
18452MAB2
256000.00000000
PA
USD
244276.26000000
0.041529795168
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.63000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
847000.00000000
PA
USD
672746.69000000
0.114374733900
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
FSWP: USD 1.657000 25-APR-2032
000000000
25400000.00000000
OU
Notional Amount
USD
2384880.78000000
0.405457371476
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-04-26
0.00000000
USD
-1044999.08000000
USD
25400000.00000000
USD
3429879.86000000
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
130000.00000000
PA
USD
122341.70000000
0.020799506843
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
Digicel International Finance Limited
5493007V023VOEW4FK27
Digicel International Finance Limited 2017 Term Loan B
000000000
373274.57000000
PA
USD
312804.09000000
0.053180320451
Long
LON
CORP
LC
N
2
2024-05-28
Floating
7.63000000
N
N
N
N
N
N
Voya CLO 2017-4, Ltd.
N/A
Voya Clo 2017-4 Ltd
92916QAA0
250000.00000000
PA
USD
246896.00000000
0.041975181328
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.21000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
500000.00000000
PA
USD
473414.05000000
0.080485874993
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
96000.00000000
PA
USD
69059.54000000
0.011740922145
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
OT MERGER CORP
N/A
OT Merger Corp
688777AA9
78000.00000000
PA
USD
41340.00000000
0.007028279097
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.88000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 Term Loan
29426NAN4
89582.28000000
PA
USD
85835.95000000
0.014593106270
Long
LON
CORP
US
N
2
2027-07-30
Floating
7.63000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
139000.00000000
PA
USD
108433.90000000
0.018435019662
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
Sterling Bank Trust
N/A
Sterling COOFS Trust 2004-2
859245AB8
720648.34000000
PA
USD
7206.48000000
0.001225185117
Long
ABS-O
CORP
US
N
3
2030-03-30
Fixed
2.08000000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
99000.00000000
PA
USD
79571.25000000
0.013528034667
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.63000000
N
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242WAC0
134000.00000000
PA
USD
118363.91000000
0.020123236443
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
138000.00000000
PA
USD
111738.73000000
0.018996879063
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.38000000
N
N
N
N
N
N
FREEPORT LNG INVESTMENTS, LLLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP Term Loan B
35670CAB4
171250.48000000
PA
USD
162473.89000000
0.027622444243
Long
LON
CORP
US
N
2
2028-12-21
Floating
7.74000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
123000.00000000
PA
USD
118142.73000000
0.020085633280
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
76000.00000000
PA
USD
67684.72000000
0.011507186812
Long
DBT
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
257000.00000000
PA
USD
235142.15000000
0.039976890610
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP PETROLEOS M
000000000
-143513.50000000
PA
USD
-143513.50000000
-0.02439895820
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.50000000
2023-02-03
143513.50000000
USD
143708.84000000
USD
CDS
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
2850000.00000000
PA
USD
2695786.93000000
0.458315020131
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
280000.00000000
PA
USD
267357.71000000
0.045453909163
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
213285.00000000
0.036260921803
Long
DBT
CORP
CA
N
2
2025-02-15
Fixed
13.00000000
N
N
Y
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
92000.00000000
PA
USD
78886.32000000
0.013411588629
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
194037.50000000
0.032988623740
Long
DBT
CORP
KY
N
2
2029-05-14
Fixed
4.64000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
408000.00000000
PA
USD
334301.89000000
0.056835195593
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
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
1126351.60000000
0.191492825521
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP UBER TECHNO
000000000
-295895.00000000
PA
USD
-295895.00000000
-0.05030557918
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
295895.00000000
USD
296642.96000000
USD
CDS
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
200000.00000000
PA
USD
169500.00000000
0.028816964370
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.38000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DJ3
1000000.00000000
PA
USD
821791.57000000
0.139714090812
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.38000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
321000.00000000
PA
USD
266908.29000000
0.045377502555
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.13000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B2
78571YBF6
77225.90000000
PA
USD
70082.50000000
0.011914837200
Long
LON
CORP
US
N
2
2027-12-17
Floating
7.88000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-A
64035DAG1
460000.00000000
PA
USD
375587.47000000
0.063854222660
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
191000.00000000
PA
USD
162672.79000000
0.027656259548
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
64000.00000000
PA
USD
48160.21000000
0.008187793838
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
-15.00000000
NC
USD
-2366.55000000
-0.00040234092
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
-3072633.45000000
USD
-2366.55000000
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
28000.00000000
PA
USD
26529.58000000
0.004510336056
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP FORD MOTOR
000000000
-93712.50000000
PA
USD
-93712.50000000
-0.01593221105
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
93712.50000000
USD
93874.67000000
USD
CDS
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
200000.00000000
PA
USD
161000.00000000
0.027371865862
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
122757.58000000
0.020870211262
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
34000.00000000
PA
USD
29798.76000000
0.005066134543
Long
DBT
US
N
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAF6
28000.00000000
PA
USD
24996.44000000
0.004249684488
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
32000.00000000
PA
USD
31225.18000000
0.005308642475
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
662067.48000000
0.112559144436
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
73000.00000000
PA
USD
54826.65000000
0.009321165897
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.88000000
N
N
N
N
N
N
OCP CLO Ltd
25490025Q5WQX513IQ05
OCP CLO 2017-14 Ltd
67097QAE5
1320000.00000000
PA
USD
1278872.23000000
0.217423100214
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.18000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FB5
3920000.00000000
PA
USD
4054754.19000000
0.689355203684
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
013304AA8
200000.00000000
PA
USD
178362.00000000
0.030323607074
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.13000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Term Loan
90385KAK7
186803.80000000
PA
USD
177463.61000000
0.030170870362
Long
LON
CORP
US
N
2
2026-05-04
Floating
8.03000000
N
N
N
N
N
N
New Arclin U.S. Holding Corp.
N/A
New Arclin U.S. Holding Corp. 2021 Delayed Draw Term Loan
000000000
32401.70000000
PA
USD
28367.69000000
0.004822836059
Long
LON
CORP
US
N
2
2028-10-02
Fixed
1.00000000
N
N
N
N
N
N
KRUNG THAI BANK/CAYMAN
54930007ZQMYCRFQGE36
Krung Thai Bank PCL/Cayman Islands
000000000
252000.00000000
PA
USD
224563.50000000
0.038178397512
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
36190.00000000
0.006152719413
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AQ6
48000.00000000
PA
USD
42473.12000000
0.007220922629
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SPRINGLEAF
000000000
-131250.00000000
PA
USD
-131250.00000000
-0.02231402108
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2049-12-31
131250.00000000
USD
131534.74000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SOTHEBYS 7.
000000000
-764443.75000000
PA
USD
-764443.75000000
-0.12996429679
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.30000000
2049-12-31
764443.75000000
USD
766528.98000000
USD
CDS
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP WHITE CAP B
000000000
-369562.50000000
PA
USD
-369562.50000000
-0.06282990793
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.35000000
2049-12-31
369562.50000000
USD
369607.16000000
USD
CDS
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAQ2
41000.00000000
PA
USD
39667.34000000
0.006743907513
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259NZH9
1295000.00000000
PA
USD
1585792.25000000
0.269603060574
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.34000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
112000.00000000
PA
USD
107380.13000000
0.018255866550
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
14000.00000000
PA
USD
13827.94000000
0.002350910054
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
67000.00000000
PA
USD
75643.30000000
0.012860237645
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.88000000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
25257DAA6
428000.00000000
PA
USD
343470.00000000
0.058393880544
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
4.63000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM9 Trust
67118LAA9
576578.00000000
PA
USD
573760.21000000
0.097545885125
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
846000.00000000
PA
USD
820801.33000000
0.139545738536
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.13000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
100000.00000000
PA
77168.47000000
0.013119534221
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
Trimaran CAVU Ltd
N/A
Trimaran CAVU 2022-2 Ltd
89625BAJ2
400000.00000000
PA
USD
396318.68000000
0.067378768619
Long
ABS-CBDO
CORP
KY
N
2
2036-01-20
Floating
10.47000000
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
162096.39000000
0.027558264868
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-902.60000000
-0.00015345246
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
162000.00000000
CAD
118809.93000000
USD
2023-03-15
-902.60000000
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl
42329HAA6
200000.00000000
PA
USD
151995.00000000
0.025840911501
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.63000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
208000.00000000
PA
USD
174434.00000000
0.029655801551
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.55000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
117000.00000000
PA
USD
118463.92000000
0.020140239302
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.13000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
50162.50000000
0.008528206343
Long
DBT
CORP
KY
N
2
2024-11-07
Fixed
6.45000000
Y
Y
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FHLMC 30YR
000000000
-1913665.16000000
PA
USD
-1913665.16000000
-0.32534525506
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2170349.77188000
USD
1990999.57614204
USD
AMBS
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBT7
1000000.00000000
PA
USD
968067.12000000
0.164582629529
Long
DBT
US
N
2
2033-01-15
Fixed
4.63000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
117000.00000000
PA
USD
108929.93000000
0.018519350511
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP BOMBARDIER
000000000
-605302.50000000
PA
USD
-605302.50000000
-0.10290843997
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
605302.50000000
USD
605377.83000000
USD
CDS
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
205000.00000000
PA
USD
155349.00000000
0.026411130371
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAC3
815000.00000000
PA
USD
706112.74000000
0.120047349086
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.88000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP COMPASS DIV
000000000
-107070.00000000
PA
USD
-107070.00000000
-0.01820314085
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
107070.00000000
USD
107280.21000000
USD
CDS
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)
000000000
4710000.00000000
OU
Notional Amount
USD
-899193.26000000
-0.15287327513
N/A
DCR
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.15
137BERAO5
Y
sell protection
2064-11-18
0.00000000
USD
-883361.30000000
USD
4710000.00000000
USD
-15831.96000000
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
37000.00000000
PA
USD
31516.23000000
0.005358124348
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
61704.99000000
0.010490563411
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
1750000.00000000
PA
USD
1688237.46000000
0.287019933532
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
88978.76000000
0.015127420393
Long
DBT
CORP
IT
N
2
2026-02-01
Fixed
7.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
557000.00000000
PA
USD
456600.32000000
0.077627346035
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Voya CLO Ltd
549300L8S87K3SMP0R77
Voya CLO 2014-2 Ltd
92912VAY1
237054.07000000
PA
USD
233539.01000000
0.039704338231
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
5.10000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
194000.00000000
PA
USD
165503.34000000
0.028137485852
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
404433.65000000
PA
USD
383605.32000000
0.065217350081
Long
LON
CORP
US
N
2
2029-02-01
Floating
12.09000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP OUTFRONT ME
000000000
-133950.00000000
PA
USD
-133950.00000000
-0.02277305237
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
133950.00000000
USD
134179.20000000
USD
CDS
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
631000.00000000
PA
USD
617465.18000000
0.104976236531
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAC8
129000.00000000
PA
USD
119184.37000000
0.020262724152
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN AIRLINES 2013-2
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
758970.81000000
PA
USD
757934.06000000
0.128857574054
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2020-A
76042EAC3
240000.00000000
PA
USD
217911.98000000
0.037047562026
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQ6J9
1990736.00000000
PA
USD
2034039.43000000
0.345810276003
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
22000.00000000
PA
USD
21739.52000000
0.003695970343
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
IND & COMM BK OF CHINA
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
250000.00000000
PA
USD
233437.50000000
0.039687080355
Long
DBT
CORP
CN
N
2
2026-09-24
Fixed
3.20000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
50000.00000000
PA
USD
40717.00000000
0.006922361877
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
26000.00000000
PA
USD
22241.40000000
0.003781295760
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.38000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAH4
116000.00000000
PA
USD
102571.84000000
0.017438401526
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
575000.00000000
PA
USD
495954.55000000
0.084318021219
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
3250000.00000000
PA
USD
3167481.01000000
0.538508480292
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
660338.11000000
0.112265131494
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (LADLN)
000000000
30000.00000000
OU
Notional Amount
-2356.92000000
-0.00040070371
N/A
DCR
XX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
LADBROKES GROUP FIN PLC
LADBROKES GROUP FIN PLC
Y
sell protection
2027-06-22
0.00000000
EUR
-4579.39000000
EUR
30000.00000000
EUR
2457.95000000
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
20000.00000000
PA
USD
16327.35000000
0.002775838721
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAN1
215000.00000000
PA
USD
214304.35000000
0.036434223117
Long
DBT
CORP
US
N
2
2027-09-16
Fixed
7.75000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VBG1
12000.00000000
PA
USD
87752.40000000
0.014918924980
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
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
245000.00000000
PA
USD
185220.00000000
0.031489546552
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Da Vinci Purchaser Corp.
254900CEZYHAWVXDTS47
Da Vinci Purchaser Corp. 2019 Term Loan
23343FAB0
118277.50000000
PA
USD
107041.14000000
0.018198234321
Long
LON
CORP
US
N
2
2027-01-08
Floating
8.38000000
N
N
N
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
200000.00000000
PA
USD
188600.00000000
0.032064185724
Long
DBT
CORP
OM
N
2
2028-05-06
Fixed
5.13000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP ALLIANT HOL
000000000
-1104923.75000000
PA
USD
-1104923.75000000
-0.18784984268
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
1104923.75000000
USD
1108803.26000000
USD
CDS
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AD1
250000.00000000
PA
USD
241899.85000000
0.041125777927
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.73000000
N
N
N
N
N
N
EASY TACTIC LTD
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
210379.00000000
PA
USD
42378.22000000
0.007204788529
Long
DBT
CORP
VG
N
2
2027-07-11
Fixed
7.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
115000.00000000
PA
USD
96134.20000000
0.016343928119
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
154247.49000000
0.026223860906
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
146000.00000000
PA
USD
131400.00000000
0.022339522821
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
Formula One Holdings Limited.
549300BBG8Z3D6QSYP53
Formula One Holdings Limited. Term Loan B
000000000
93000.00000000
PA
USD
92883.75000000
0.015791313948
Long
LON
CORP
LU
N
2
2030-01-15
Variable
7.57000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
6000.00000000
PA
USD
5646.46000000
0.000959963637
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
000000000
148000.00000000
PA
USD
24771.50000000
0.004211442082
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAJ1
1478182.31000000
PA
USD
1456821.25000000
0.247676495902
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
5.33000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
287000.00000000
PA
USD
251196.75000000
0.042706358671
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
9000.00000000
PA
USD
8379.06000000
0.001424537306
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAL0
250000.00000000
PA
USD
247995.35000000
0.042162083569
Long
ABS-CBDO
CORP
KY
N
2
2030-08-15
Floating
5.81000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
188000.00000000
PA
USD
178694.00000000
0.030380050921
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.13000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAB7
66000.00000000
PA
USD
53503.93000000
0.009096288168
Long
DBT
US
N
2
2029-09-15
Fixed
4.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
500000.00000000
PA
USD
418910.01000000
0.071219556534
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
1617000.00000000
PA
USD
916966.16000000
0.155894874110
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
1947625.38000000
0.331118886033
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAA1
1633966.37000000
PA
USD
1574394.90000000
0.267665378987
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
5.35000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 40YR R
000000000
-885399.51000000
PA
USD
-885399.51000000
-0.15052817777
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
950538.44340000
USD
910421.24405245
USD
AMBS
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
1000000.00000000
PA
USD
990800.00000000
0.168447482585
Long
DBT
CORP
FR
N
2
2024-01-23
Fixed
7.88000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd
69701YAA0
142108.50000000
PA
USD
140554.66000000
0.023895921117
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
5.14000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BF8
49000.00000000
PA
USD
43037.93000000
0.007316946875
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CP2
750000.00000000
PA
USD
702016.43000000
0.119350928913
Long
DBT
CORP
US
N
2
2032-08-22
Fixed
4.30000000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
45000.00000000
PA
USD
41389.58000000
0.007036708272
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
37000.00000000
PA
USD
32050.67000000
0.005448985341
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
SPX FLOW, INC.
5493003YXEKRBINIEM78
SPX Flow, Inc. 2022 Term Loan
000000000
211470.00000000
PA
USD
197045.63000000
0.033500040702
Long
LON
CORP
US
N
2
2029-04-05
Variable
8.92000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
276000.00000000
PA
USD
256960.14000000
0.043686201764
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Cobham Ultra SeniorCo S.a.r.l
N/A
Cobham Ultra SeniorCo S.a.r.l USD Term Loan B
000000000
52000.00000000
PA
USD
50440.00000000
0.008575384559
Long
LON
CORP
US
N
2
2029-08-03
Floating
7.06000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
2000000.00000000
PA
USD
1435585.80000000
0.244066223300
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
510000.00000000
PA
USD
295696.44000000
0.050271821687
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ORGANON C
000000000
-262192.50000000
PA
USD
-262192.50000000
-0.04457576360
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
262192.50000000
USD
262646.24000000
USD
CDS
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
324000.00000000
PA
USD
273775.28000000
0.046544970438
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
22000.00000000
PA
USD
19908.13000000
0.003384612819
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 30YR U
000000000
-1810103.05000000
PA
USD
-1810103.05000000
-0.30773849615
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
1962190.40160000
USD
1885538.51276621
USD
AMBS
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAF1
200000.00000000
PA
USD
198162.50000000
0.033689921546
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
1880000.00000000
0.319621787708
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
294000.00000000
PA
USD
259964.89000000
0.044197044086
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SWF ESCROW
000000000
-111221.25000000
PA
USD
-111221.25000000
-0.01890890146
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.15000000
2049-12-31
111221.25000000
USD
111513.51000000
USD
CDS
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
177000.00000000
PA
USD
130665.18000000
0.022214594905
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.13000000
N
N
N
N
N
N
Ascend Performance Materials Operations LLC
549300NIMFUIRMMAGQ29
Ascend Performance Materials Operations LLC 2021 Term Loan B
04350TAC8
249346.07000000
PA
USD
234198.30000000
0.039816425172
Long
LON
CORP
US
N
2
2026-08-27
Variable
8.83000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
200000.00000000
PA
USD
168475.00000000
0.028642702491
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
500000.00000000
PA
USD
411068.77000000
0.069886454860
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
178731.00000000
PA
USD
171876.04000000
0.029220918706
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MATTAMY GRO
000000000
-86906.25000000
PA
USD
-86906.25000000
-0.01477506967
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
86906.25000000
USD
87058.34000000
USD
CDS
N
N
N
595 EXPRESS LLC 12/31/2031
N/A
595 EXPRESS LLC 12/31/2031
000000000
712454.69000000
PA
USD
652107.56000000
0.110865842609
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
231505.58000000
0.039358631566
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
7.54000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
100000.00000000
PA
91892.30000000
0.015622755958
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
203000.00000000
PA
USD
176125.56000000
0.029943386355
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Marble Point CLO XXIII Ltd.
N/A
Marble Point CLO XXIII Ltd
56607TAN5
250000.00000000
PA
USD
227808.20000000
0.038730034116
Long
ABS-CBDO
CORP
KY
N
2
2035-01-22
Floating
7.97000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
200000.00000000
PA
USD
151951.73000000
0.025833555100
Long
DBT
CORP
CH
N
2
2031-02-10
Fixed
4.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CCO HOLDING
000000000
-421875.00000000
PA
USD
-421875.00000000
-0.07172363919
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2049-12-31
421875.00000000
USD
422929.10000000
USD
CDS
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2000000.00000000
PA
USD
1702859.40000000
0.289505832789
Long
DBT
CORP
ES
N
2
2027-11-16
Fixed
6.13000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2000.00000000
PA
USD
1835.00000000
0.000311971266
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
409000.00000000
PA
USD
343110.10000000
0.058332693373
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP ROCKET MORT
000000000
-236692.50000000
PA
USD
-236692.50000000
-0.04024046807
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2049-12-31
236692.50000000
USD
236779.29000000
USD
CDS
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAB0
79000.00000000
PA
USD
55884.60000000
0.009501029658
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.88000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
162000.00000000
PA
USD
138497.20000000
0.023546129072
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
380000.00000000
PA
USD
394427.05000000
0.067057169596
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
2477688.68000000
NS
USD
2477688.68000000
0.421235790046
Long
STIV
RF
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDP2
243000.00000000
PA
USD
231530.40000000
0.039362851253
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
73000.00000000
PA
USD
57093.40000000
0.009706539667
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
948000.00000000
PA
USD
894357.32000000
0.152051109291
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
3847614.52000000
0.654139059199
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.20000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP NABORS INDU
000000000
-166110.00000000
PA
USD
-166110.00000000
-0.02824062508
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
166110.00000000
USD
166400.69000000
USD
CDS
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
12000.00000000
PA
USD
11561.01000000
0.001965505682
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
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
96602.48000000
0.016423541146
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
431000.00000000
PA
USD
345711.57000000
0.058774973422
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AM5
151000.00000000
PA
USD
151360.42000000
0.025733025547
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.63000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493006LL0CKP8WQW329
Energy Transfer LP
86765BAT6
310000.00000000
PA
USD
292892.47000000
0.049795114291
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
273240.00000000
0.046453966634
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.38000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
563000.00000000
PA
USD
550682.60000000
0.093622423974
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
13000.00000000
PA
USD
10694.32000000
0.001818158338
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300H67V5FL4RU1Z53
Goldentree Loan Management US Clo 4 Ltd
38137YAS0
500000.00000000
PA
USD
488570.60000000
0.083062664145
Long
ABS-CBDO
CORP
KY
N
2
2031-04-24
Floating
5.92000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDG4
520000.00000000
PA
USD
540957.00000000
0.091968959262
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
362072.06000000
0.061556446327
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
1466000.00000000
PA
USD
1161845.02000000
0.197527118262
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
189000.00000000
PA
USD
160299.73000000
0.027252811846
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
RRP MICROSTRATE
000000000
-49940.00000000
PA
USD
-49940.00000000
-0.00849037876
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.75000000
2049-12-31
49940.00000000
USD
49815.50000000
USD
CDS
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
226000.00000000
PA
USD
191718.63000000
0.032594388966
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAU0
1000000.00000000
PA
USD
775123.01000000
0.131779894760
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
413000.00000000
PA
USD
385302.16000000
0.065505832546
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ILIAD HOLDI
000000000
-361250.00000000
PA
USD
-361250.00000000
-0.06141668660
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
361250.00000000
USD
361882.19000000
USD
CDS
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
108000.00000000
PA
USD
79082.03000000
0.013444861597
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
Goldentree Loan Opportunities IX Ltd
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123HAS3
1500000.00000000
PA
USD
1465345.05000000
0.249125640686
Long
ABS-CBDO
CORP
KY
N
2
2029-10-29
Floating
6.01000000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
71000.00000000
PA
USD
42955.00000000
0.007302847814
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.25000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAA7
391000.00000000
PA
USD
363718.35000000
0.061836334707
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
232544.27000000
PA
USD
222807.64000000
0.037879880963
Long
LON
CORP
US
N
2
2027-12-01
Floating
8.38000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAM0
30000.00000000
PA
USD
24480.01000000
0.004161885403
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FT30
1390000.00000000
PA
USD
1491938.43000000
0.253646823482
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
73000.00000000
PA
USD
64440.02000000
0.010955550208
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP SP FINCO LL
000000000
-174352.50000000
PA
USD
-174352.50000000
-0.02964194560
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.75000000
2049-12-31
174352.50000000
USD
174406.99000000
USD
CDS
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAF9
220000.00000000
PA
USD
179460.60000000
0.030510381805
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
278000.00000000
PA
USD
274577.13000000
0.046681294231
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
62000.00000000
PA
USD
52698.92000000
0.008959427138
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
49755507.48000000
8.459012898460
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
105000.00000000
PA
USD
105000.08000000
0.017851230467
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
233000.00000000
PA
USD
206215.32000000
0.035058994271
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
189000.00000000
PA
USD
186308.41000000
0.031674588866
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
34000.00000000
PA
USD
45284.74000000
0.007698930614
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
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
200000.00000000
PA
USD
160283.51000000
0.027250054258
Long
DBT
CORP
FR
N
2
2029-03-23
Fixed
4.75000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
355000.00000000
PA
USD
260818.50000000
0.044342167679
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-GPA
05608UAA6
650000.00000000
PA
USD
645929.51000000
0.109815502510
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
6.50000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAE4
46000.00000000
PA
USD
40165.22000000
0.006828552883
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP CCO HOLDING
000000000
-167696.25000000
PA
USD
-167696.25000000
-0.02851030596
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
167696.25000000
USD
168655.85000000
USD
CDS
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
249000.00000000
PA
USD
205987.74000000
0.035020303034
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAN0
204000.00000000
PA
USD
195177.00000000
0.033182351946
Long
DBT
NUSS
RO
N
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
GENNEIA SA
529900YZ70LX0XWS9P67
Genneia SA
372319AB9
92099.00000000
PA
USD
89295.74000000
0.015181310666
Long
DBT
CORP
AR
N
2
2027-09-02
Fixed
8.75000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
89000.00000000
PA
USD
73167.79000000
0.012439372256
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.88000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
1207000.00000000
PA
USD
1071260.78000000
0.182126747662
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
200000.00000000
PA
USD
185100.00000000
0.031469145162
Long
DBT
CORP
KY
N
2
2030-02-28
Fixed
3.93000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
94000.00000000
PA
USD
70037.38000000
0.011907166277
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
92537VAA8
400000.00000000
PA
USD
326605.38000000
0.055526699697
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
105269.81000000
0.017897087693
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP FLORIDA POW
000000000
-2879062.50000000
PA
USD
-2879062.50000000
-0.48947399105
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
2879062.50000000
USD
2889195.20000000
USD
CDS
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
590000.00000000
PA
USD
597654.64000000
0.101608215143
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
335000.00000000
PA
USD
273503.72000000
0.046498802091
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.15000000
N
N
N
N
N
N
TruGreen Limited Partnership
549300QNRP2MNHR3QM19
TruGreen Limited Partnership 2020 2nd Lien Term Loan
89787RAK8
106000.00000000
PA
USD
77380.00000000
0.013155496772
Long
LON
CORP
US
N
3
2028-11-02
Floating
13.43000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP EARTHSTONE
000000000
-196492.50000000
PA
USD
-196492.50000000
-0.03340600219
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
196492.50000000
USD
196516.95000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP TRANSDIGM I
000000000
-136000.00000000
PA
USD
-136000.00000000
-0.02312157613
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
136000.00000000
USD
136232.71000000
USD
CDS
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
240000.00000000
PA
USD
212496.00000000
0.036126782660
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
47000.00000000
PA
USD
39753.54000000
0.006758562511
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-3 Ltd
05683NAG7
250000.00000000
PA
USD
224592.28000000
0.038183290446
Long
ABS-CBDO
CORP
KY
N
2
2034-07-24
Floating
7.42000000
N
N
N
N
N
N
XPO ESCROW SUB LLC
N/A
XPO Escrow Sub LLC
98379JAA3
75000.00000000
PA
USD
75894.00000000
0.012902859551
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-A3
59023CAD4
147868.57000000
PA
USD
108445.43000000
0.018436979896
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
3.01000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
600000.00000000
PA
USD
672316.43000000
0.114301584714
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
300000.00000000
PA
USD
253946.01000000
0.043173764732
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-5 Ltd
05682EAE3
500000.00000000
PA
USD
477264.10000000
0.081140428112
Long
ABS-CBDO
CORP
KY
N
2
2034-10-23
Floating
5.97000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
2000000.00000000
PA
USD
1560078.12000000
0.265231360467
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
100000.00000000
PA
102602.58000000
0.017443627682
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
4.25000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
164000.00000000
PA
USD
161130.00000000
0.027393967368
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.13000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2019 Term Loan B
81527CAM9
138960.00000000
PA
USD
136230.83000000
0.023160819907
Long
LON
CORP
US
N
2
2026-09-03
Floating
8.13000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAM3
790000.00000000
PA
USD
867847.19000000
0.147544079960
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
329000.00000000
PA
USD
346338.30000000
0.058881524786
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.38000000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
186000.00000000
PA
USD
148664.37000000
0.025274665802
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.38000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
987000.00000000
PA
USD
796775.49000000
0.135461067295
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2020 Term Loan B8
04649VAX8
0.40000000
PA
USD
0.36000000
0.000000061204
Long
LON
CORP
US
N
2
2026-12-23
None
0.00000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 3-2014
40436XAJ6
1000000.00000000
PA
USD
894660.00000000
0.152102568399
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
7.79000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
157000.00000000
PA
USD
135126.76000000
0.022973115211
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
517000.00000000
PA
USD
485845.58000000
0.082599379164
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.38000000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
12550YAN4
497063.75000000
PA
USD
491017.86000000
0.083478726707
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
5.19000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 USD Term Loan B
000000000
68962.48000000
PA
USD
67439.79000000
0.011465545873
Long
LON
CORP
CA
N
2
2026-04-30
Floating
7.63000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
ICE: (CDX.NA.IG.39.V1)
000000000
31140000.00000000
OU
Notional Amount
USD
-260284.89000000
-0.04425144779
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S39
2I65BYEB7
Y
buy protection
2027-12-21
0.00000000
USD
-45123.04000000
USD
31140000.00000000
USD
-215161.85000000
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP SRS DISTRIB
000000000
-328353.75000000
PA
USD
-328353.75000000
-0.05582394285
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
328353.75000000
USD
328394.61000000
USD
CDS
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
3025000.00000000
PA
USD
2775872.37000000
0.471930473058
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.38000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
407000.00000000
PA
USD
387986.49000000
0.065962199755
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings Inc
83600GAA2
400000.00000000
PA
USD
335880.09000000
0.057103507883
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.88000000
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
31193.75000000
0.005303299010
Long
LON
CORP
US
N
2
2029-02-23
Variable
10.65000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP HILTON DOME
000000000
-143000.00000000
PA
USD
-143000.00000000
-0.02431165725
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
143000.00000000
USD
143250.25000000
USD
CDS
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
61400000.00000000
PA
USD
50674187.50000000
8.615199148632
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00109LAA1
19000.00000000
PA
USD
16158.67000000
0.002747161166
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
10000.00000000
PA
USD
9499.03000000
0.001614945186
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.88000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RRP LOCKHEED MA
000000000
-1240800.00000000
PA
USD
-1240800.00000000
-0.21095037988
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-01-06
1240800.00000000
USD
1242923.15000000
USD
CDS
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
625000.00000000
PA
USD
591125.00000000
0.100498100669
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
1211000.00000000
PA
USD
1029350.00000000
0.175001429349
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
46000.00000000
PA
USD
37602.70000000
0.006392894785
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
673662.96000000
0.114530510419
Long
ABS-CBDO
CORP
KY
N
2
2030-10-13
Floating
7.14000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
138000.00000000
PA
USD
131364.59000000
0.022333502711
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1140000.00000000
PA
USD
1112228.77000000
0.189091780749
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
70000.00000000
PA
USD
68362.77000000
0.011622463170
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
143225.00000000
0.024349909864
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
53000.00000000
PA
USD
45712.50000000
0.007771654771
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
116000.00000000
PA
USD
100579.63000000
0.017099702738
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358U6R2
18.27000000
PA
USD
18.14000000
0.000003084010
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
859245AA0
829617.30000000
PA
USD
8296.17000000
0.001410445046
Long
ABS-O
CORP
US
N
3
2029-04-15
Variable
2.36000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
25000.00000000
PA
USD
23068.33000000
0.003921883443
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Oxnard Union High School District
N/A
OXNARD CA UNION HIGH SCH DIST
692039SV3
1600000.00000000
PA
USD
1163558.40000000
0.197818412718
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
3.18000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
485000.00000000
PA
USD
409364.25000000
0.069596666706
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
339000.00000000
PA
USD
323981.08000000
0.055080538283
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
0.64000000
PA
USD
0.55000000
0.000000093506
Long
LON
CORP
US
N
2
2027-12-17
Floating
7.12000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP ALLIED UNIV
000000000
-177000.00000000
PA
USD
-177000.00000000
-0.03009205128
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
177000.00000000
USD
177621.47000000
USD
CDS
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAL0
807000.00000000
PA
USD
803662.39000000
0.136631920109
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
214000.00000000
PA
USD
191616.87000000
0.032577088587
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
70000.00000000
PA
USD
67536.70000000
0.011482021696
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.63000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
549300VJ5D6MDK138782
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
72000.00000000
PA
USD
68811.12000000
0.011698687866
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
8670554.97000000
1.474094829753
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
10669015.05000000
PA
USD
9656969.35000000
1.641796706113
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
1111898.71000000
0.189035666723
Long
ABS-CBDO
CORP
KY
N
2
2034-02-14
Floating
11.46000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAY6
414000.00000000
PA
USD
395079.26000000
0.067168052855
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
CBAM CLO Management LLC
254900JWJFDB3KD6V066
CBAM 2017-1 Ltd
12480VAJ4
350000.00000000
PA
USD
332943.17000000
0.056604197447
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.64000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP DUKE ENERGY
000000000
-1716875.00000000
PA
USD
-1716875.00000000
-0.29188864721
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
1716875.00000000
USD
1722917.45000000
USD
CDS
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
156000.00000000
PA
USD
132012.66000000
0.022443682122
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAU4
200000.00000000
PA
USD
197772.00000000
0.033623532020
Long
DBT
CORP
ID
N
2
2027-06-06
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376PA59
673360.02000000
PA
USD
47762.30000000
0.008120144527
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
2.14000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
1037000.00000000
PA
USD
765897.09000000
0.130211381439
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493008RV69QDGFCMY47
Neuberger Berman Loan Advisers NBLA CLO 52 Ltd
64135FAG5
568000.00000000
PA
USD
568000.00000000
0.096566582669
Long
ABS-CBDO
CORP
JE
N
3
2035-10-24
Floating
10.33000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
5000.00000000
PA
USD
4314.58000000
0.000733528602
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
3500000.00000000
PA
USD
3082310.00000000
0.524028421527
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
400000.00000000
PA
USD
376800.00000000
0.064060366813
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
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
471606.03000000
0.080178490639
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
5661.00000000
PA
USD
5321.19000000
0.000904663968
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP UBER TECHNO
000000000
-534913.75000000
PA
USD
-534913.75000000
-0.09094153672
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
534913.75000000
USD
535829.05000000
USD
CDS
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
52000.00000000
PA
USD
49524.29000000
0.008419703247
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
154000.00000000
PA
USD
122228.26000000
0.020780220728
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
85226.36000000
0.014489468905
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
208000.00000000
PA
USD
199532.32000000
0.033922806821
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
74000.00000000
PA
USD
61975.00000000
0.010536468241
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.13000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAJ3
1250000.00000000
PA
USD
1153890.38000000
0.196174737274
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
6.84000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 15YR U
000000000
-1302352.07000000
PA
USD
-1302352.07000000
-0.22141494512
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1302352.07000000
USD
1305088.82000000
USD
AMBS
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAG0
492000.00000000
PA
USD
365556.00000000
0.062148756504
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
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AH5
55000.00000000
PA
USD
48838.39000000
0.008303092298
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2017 1st Lien Term Loan
45567YAJ4
89254.88000000
PA
USD
86589.73000000
0.014721257606
Long
LON
CORP
US
N
2
2024-09-13
Floating
8.13000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP FIVE CORNER
000000000
-1932125.00000000
PA
USD
-1932125.00000000
-0.32848364179
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
1932125.00000000
USD
1938925.01000000
USD
CDS
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP CHARLES SCH
000000000
-150750.00000000
PA
USD
-150750.00000000
-0.02562924707
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2049-12-31
150750.00000000
USD
151043.96000000
USD
CDS
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAC5
21000.00000000
PA
USD
20685.00000000
0.003516689722
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.63000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
46000.00000000
PA
USD
37335.62000000
0.006347488090
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP METLIFE INC
000000000
-2070000.00000000
PA
USD
-2070000.00000000
-0.35192398965
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.44000000
2049-12-31
2070000.00000000
USD
2070510.60000000
USD
CDS
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
700000.00000000
PA
USD
533802.03000000
0.090752531442
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Cloudera, Inc.
549300PGONC4JOI0RG62
Cloudera, Inc. 2021 Second Lien Term Loan
74339VAE8
233641.00000000
PA
USD
194312.21000000
0.033035327624
Long
LON
CORP
US
N
2
2029-10-08
Floating
10.38000000
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
25554.42000000
0.004344547555
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2020 Incremental Term Loan
45567YAL9
206357.30000000
PA
USD
200240.87000000
0.034043268532
Long
LON
CORP
US
N
2
2024-09-13
Floating
8.13000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
69000.00000000
PA
USD
57268.10000000
0.009736240691
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
57600.00000000
0.009792667538
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
Y
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
101000.00000000
PA
USD
81790.81000000
0.013905385590
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
34000.00000000
PA
USD
31620.00000000
0.005375766450
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP ALBERTSONS
000000000
-78137.50000000
PA
USD
-78137.50000000
-0.01328428055
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
78137.50000000
USD
78584.62000000
USD
CDS
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAB8
244654.00000000
PA
USD
83366.98000000
0.014173352757
Long
DBT
CORP
GB
N
2
2028-12-31
Fixed
8.00000000
N
N
Y
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP UNITED AIRL
000000000
-301387.50000000
PA
USD
-301387.50000000
-0.05123936784
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
301387.50000000
USD
301914.93000000
USD
CDS
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
95000.00000000
PA
USD
86927.85000000
0.014778741924
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
400000.00000000
PA
USD
297170.86000000
0.050522490174
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.63000000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAY0
250000.00000000
PA
USD
239990.13000000
0.040801103395
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
5.61000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
144000.00000000
PA
USD
122524.44000000
0.020830574761
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
2000.00000000
PA
USD
1903.02000000
0.000323535454
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
6.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
3027000.00000000
PA
USD
2769495.23000000
0.470846285352
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
2000000.00000000
PA
USD
1320040.04000000
0.224422105016
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AV1
200000.00000000
PA
USD
191850.00000000
0.032616723389
Long
DBT
NUSS
GT
N
2
2029-08-10
Fixed
5.25000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2022-2
74938WAA9
1083312.77000000
PA
USD
902916.28000000
0.153506231683
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
3.00000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RRP HSBC HOLDIN
000000000
-202812.50000000
PA
USD
-202812.50000000
-0.03448047543
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.75000000
2023-01-11
202812.50000000
USD
202871.65000000
USD
CDS
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AE5
31000.00000000
PA
USD
29266.16000000
0.004975586371
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.38000000
N
N
N
N
N
N
MHI Holdings,LLC
549300XOWJ3ALVFU4F13
MHI Holdings,LLC Term Loan B
55303YAC7
226760.11000000
PA
USD
224209.06000000
0.038118138605
Long
LON
CORP
US
N
2
2026-09-21
Floating
9.38000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
105000.00000000
PA
USD
91467.60000000
0.015550552036
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6FA7
949734.92000000
PA
USD
191796.40000000
0.032607610768
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
4.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
269000.00000000
PA
USD
217352.00000000
0.036952358937
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
200000.00000000
PA
USD
193500.00000000
0.032897242511
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
15136AAA0
95000.00000000
PA
USD
160407.50000000
0.027271133995
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
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAF7
74000.00000000
PA
USD
69588.39000000
0.011830832774
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AW7
75000.00000000
PA
USD
78321.10000000
0.013315494679
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.95000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ENERGY TRAN
000000000
-313953.75000000
PA
USD
-313953.75000000
-0.05337577597
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
313953.75000000
USD
314503.17000000
USD
CDS
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742855AC3
250000.00000000
PA
USD
245681.98000000
0.041768783859
Long
ABS-O
CORP
IE
N
2
2051-07-25
Floating
8.14000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
100000.00000000
PA
106291.32000000
0.018070756232
Long
DBT
CORP
CH
N
2
2029-03-01
Fixed
7.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AY2
100000.00000000
PA
USD
100069.19000000
0.017012922022
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
5.90000000
N
N
N
N
N
N
ATS CORP
5493005KP4RP3IU7HQ41
ATS Corp
001940AC9
71000.00000000
PA
USD
61255.96000000
0.010414223107
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
380242.63000000
PA
USD
299967.02000000
0.050997869779
Long
ABS-MBS
CORP
US
N
2
2047-03-20
Floating
4.54000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SWAP/CDSWAP/SCDS: (CMACG)
000000000
40000.00000000
OU
Notional Amount
1524.34000000
0.000259155465
N/A
DCR
XX
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CMA CGM SA
CMA CGM SA
Y
sell protection
2027-06-22
1512.23000000
EUR
0.00000000
EUR
40000.00000000
EUR
-133.50000000
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
83000.00000000
PA
USD
83457.01000000
0.014188658900
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAN3
500000.00000000
PA
USD
477786.63000000
0.081229264268
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
31869.93000000
0.005418257447
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBW9
243000.00000000
PA
USD
216706.43000000
0.036842604555
Long
DBT
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CHARTER COM
000000000
-788750.00000000
PA
USD
-788750.00000000
-0.13409664098
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2023-02-03
788750.00000000
USD
790124.18000000
USD
CDS
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
200000.00000000
PA
USD
177475.00000000
0.030172806794
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
100000.00000000
PA
USD
95391.00000000
0.016217575506
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
198000.00000000
PA
USD
172078.07000000
0.029255266148
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
1000000.00000000
PA
USD
952500.00000000
0.161936038719
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
MIDCONTINENT COMM & FIN
N/A
Midcontinent Communications / Midcontinent Finance Corp
59565XAC4
108000.00000000
PA
USD
97781.54000000
0.016623995010
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7X51
7259987.02000000
PA
USD
6976875.84000000
1.186149749256
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
200000.00000000
PA
USD
169889.03000000
0.028883103979
Long
DBT
CORP
XX
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP ARAMARK SER
000000000
-299425.00000000
PA
USD
-299425.00000000
-0.05090572009
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
299425.00000000
USD
299937.35000000
USD
CDS
N
N
N
MFRA Trust
N/A
MFA 2021-NQM1 Trust
55283FAD0
2750000.00000000
PA
USD
1936983.95000000
0.329309719607
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
126469.80000000
PA
USD
129916.10000000
0.022087242624
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
358000.00000000
PA
USD
261295.25000000
0.044423220704
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
48000.00000000
PA
USD
38761.82000000
0.006589958618
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RRP KINDER MORG
000000000
-1237250.00000000
PA
USD
-1237250.00000000
-0.21034683874
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-01-06
1237250.00000000
USD
1239367.07000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MAGALLANES
000000000
-428535.00000000
PA
USD
-428535.00000000
-0.07285591638
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
428535.00000000
USD
429268.27000000
USD
CDS
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-INV3
46593FAD4
786452.53000000
PA
USD
656473.16000000
0.111608045203
Long
ABS-MBS
CORP
US
N
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AE6
1000000.00000000
PA
USD
1025479.05000000
0.174343322988
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
297000.00000000
PA
USD
290317.50000000
0.049357339549
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
172000.00000000
PA
USD
156547.52000000
0.026614892661
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2019-4 Ltd
33834WAG7
600000.00000000
PA
USD
544367.64000000
0.092548807589
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
7.89000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
109000.00000000
PA
USD
88197.18000000
0.014994542735
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
1774000.00000000
PA
USD
1732304.79000000
0.294511890338
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
35000.00000000
PA
USD
30568.39000000
0.005196980563
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.63000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
200000.00000000
PA
USD
165183.81000000
0.028083162049
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAM3
31000.00000000
PA
USD
26379.85000000
0.004484880221
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
3.13000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
900179.06000000
PA
USD
893614.41000000
0.151924805982
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
KKR APPLE BIDCO, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 2nd Lien Term Loan
000000000
18000.00000000
PA
USD
17305.74000000
0.002942176359
Long
LON
CORP
US
N
2
2029-09-21
Floating
10.13000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
84000.00000000
PA
USD
70253.54000000
0.011943915982
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDL3
204162.00000000
PA
USD
191057.35000000
0.032481963703
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.75000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP MICROSOFT C
000000000
-3285000.00000000
PA
USD
-3285000.00000000
-0.55848807054
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2049-12-31
3285000.00000000
USD
3296588.75000000
USD
CDS
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
500000.00000000
PA
USD
405646.77000000
0.068964652024
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-VII Ltd
12569EAL1
600000.00000000
PA
USD
587136.18000000
0.099819955042
Long
ABS-CBDO
CORP
KY
N
2
2035-10-22
Floating
9.56000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
200000.00000000
PA
USD
173412.50000000
0.029482134713
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
38000.00000000
PA
USD
35727.75000000
0.006074131556
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
157000.00000000
PA
USD
123334.92000000
0.020968365753
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP TENET HEALT
000000000
-175871.25000000
PA
USD
-175871.25000000
-0.02990015070
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
175871.25000000
USD
176179.02000000
USD
CDS
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CF1
500000.00000000
PA
USD
489312.50000000
0.083188795743
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP FORD MOTOR
000000000
-287000.00000000
PA
USD
-287000.00000000
-0.04879332610
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
287000.00000000
USD
287491.09000000
USD
CDS
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAB6
68000.00000000
PA
USD
60482.06000000
0.010282651139
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.13000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 15YR U
000000000
-200642.52000000
PA
USD
-200642.52000000
-0.03411155368
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
200642.52000000
USD
201064.15000000
USD
AMBS
N
N
N
Stevens Holding Co Inc
N/A
Stevens Holding Co Inc
86024TAA5
90000.00000000
PA
USD
90225.00000000
0.015339295636
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.13000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
119000.00000000
PA
USD
103842.46000000
0.017654421651
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
307000.00000000
PA
USD
23792.50000000
0.004045000736
Long
DBT
CORP
KY
N
2
2023-01-09
Fixed
10.88000000
Y
Y
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP LIVE NATION
000000000
-378125.00000000
PA
USD
-378125.00000000
-0.06428563216
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
378125.00000000
USD
378772.01000000
USD
CDS
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
528000.00000000
PA
USD
431055.20000000
0.073284379587
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
265000.00000000
PA
USD
265912.06000000
0.045208131909
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (COFP)
000000000
10000.00000000
OU
Notional Amount
-512.70000000
-0.00008716494
N/A
DCR
XX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
CASINO GUICHARD PERRACHO
CASINO GUICHARD PERRACHO
Y
sell protection
2023-06-21
0.00000000
EUR
-400.26000000
EUR
10000.00000000
EUR
-90.09000000
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
261000.00000000
PA
USD
241258.25000000
0.041016698491
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
13000.00000000
PA
USD
10919.05000000
0.001856365043
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
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
5221.38000000
0.000887695111
Long
LON
CORP
NL
N
2
2024-06-28
Floating
7.38000000
N
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AF8
305000.00000000
PA
USD
218090.25000000
0.037077869992
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4XF8
2152258.39000000
PA
USD
2067097.44000000
0.351430520819
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 30YR U
000000000
-1945879.98000000
PA
USD
-1945879.98000000
-0.33082214780
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2181043.34712000
USD
2041973.56741932
USD
AMBS
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
1400000.00000000
PA
USD
1187348.74000000
0.201863046229
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP FORTRESS TR
000000000
-132162.50000000
PA
USD
-132162.50000000
-0.02246915665
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
132162.50000000
USD
132391.21000000
USD
CDS
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
2050000.00000000
PA
USD
2032341.85000000
0.345521667729
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
61506.56000000
0.010456828012
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.38000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
226000.00000000
PA
166215.25000000
0.028258518802
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAD9
239000.00000000
PA
USD
218113.79000000
0.037081872065
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
148454.76000000
0.025239029672
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CVS HEALTH
000000000
-1698082.50000000
PA
USD
-1698082.50000000
-0.28869370442
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.46000000
2023-02-03
1698082.50000000
USD
1701027.73000000
USD
CDS
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
395000.00000000
PA
USD
383140.46000000
0.065138318493
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
40000.00000000
PA
USD
38491.60000000
0.006544018087
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP VMED O2 UK
000000000
-163800.00000000
PA
USD
-163800.00000000
-0.02784789831
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
163800.00000000
USD
164080.28000000
USD
CDS
N
N
N
BX Trust
N/A
BX Trust 2021-LBA
05609BCD9
1690000.00000000
PA
USD
1606323.54000000
0.273093617815
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
5.12000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
1090000.00000000
PA
USD
1003258.17000000
0.170565515866
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
135000.00000000
PA
USD
109412.67000000
0.018601421906
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
889000.00000000
PA
USD
609394.91000000
0.103604197103
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
219000.00000000
PA
USD
190530.00000000
0.032392308091
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
28000.00000000
PA
USD
26408.62000000
0.004489771454
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
241000.00000000
PA
USD
210400.23000000
0.035770477471
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
870000.00000000
PA
USD
782322.65000000
0.133003916998
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SWAP/CDSWAP/SCDS: (ADLERR)
000000000
5545.00000000
OU
Notional Amount
-1432.37000000
-0.00024351950
N/A
DCR
XX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
ADLER Real Estate AG
ADLER Real Estate AG
Y
sell protection
2027-12-21
0.00000000
EUR
-1316.56000000
EUR
5545.00000000
EUR
-120.21000000
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
202000.00000000
PA
USD
167399.93000000
0.028459928132
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
Peloton Interactive, Inc
5493002YS021166W0339
Peloton Interactive, Inc Term Loan
70614EAD2
70645.00000000
PA
USD
69290.74000000
0.011780228824
Long
LON
CORP
US
N
2
2027-05-25
Variable
11.76000000
N
N
N
N
N
N
SOLIS IV BV
529900811T142NS3H544
Solis IV BV USD Term Loan B1
000000000
146632.50000000
PA
USD
128433.94000000
0.021835258247
Long
LON
CORP
US
N
2
2029-02-26
Variable
7.86000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
78000.00000000
PA
USD
72341.24000000
0.012298849177
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
472000.00000000
PA
USD
425980.00000000
0.072421536770
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
29000.00000000
PA
USD
24645.04000000
0.004189942416
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.88000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
140000.00000000
PA
USD
114412.20000000
0.019451399946
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
24000.00000000
PA
USD
21284.16000000
0.003618553866
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
372000.00000000
PA
USD
364167.61000000
0.061912714113
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
BCPE Empire Holdings, Inc.
549300O2G0VI2955B626
BCPE Empire Holdings, Inc. 2022 Incremental Term Loan
05550HAL9
26797.50000000
PA
USD
25993.58000000
0.004419209844
Long
LON
CORP
US
N
2
2026-06-11
Variable
9.05000000
N
N
N
N
N
N
Countrywide Home Equity Loan Trust
N/A
CWHEQ Revolving Home Equity Loan Trust Series 2006-I
12668FAA2
1167240.33000000
PA
USD
1071509.00000000
0.182168947939
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
4.46000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAW4
181000.00000000
PA
USD
149901.81000000
0.025485044943
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40410KAA3
74000.00000000
PA
USD
65490.00000000
0.011134058977
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LXII Ltd
55817HAA7
760000.00000000
PA
USD
756320.16000000
0.128583192350
Long
ABS-CBDO
CORP
KY
N
2
2033-07-17
Floating
4.76000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-8
54251UAE6
6187514.01000000
PA
USD
1737762.69000000
0.295439796590
Long
ABS-O
CORP
US
N
2
2036-09-25
Floating
4.87000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP BURLINGTON
000000000
-684143.75000000
PA
USD
-684143.75000000
-0.11631236618
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
684143.75000000
USD
684229.08000000
USD
CDS
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.526500 10-NOV-2052
000000000
3200000.00000000
OU
Notional Amount
USD
186314.20000000
0.031675573233
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2052-11-12
99.09000000
USD
0.00000000
USD
3200000.00000000
USD
186215.11000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 22 25F
000000000
-13206573.74000000
PA
USD
-13206573.74000000
-2.24527058951
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
13206573.74000000
USD
13234325.89000000
USD
ACMO
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
RRP TREASURY BO
000000000
-52036500.00000000
PA
USD
-52036500.00000000
-8.84680806175
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.38000000
2049-12-31
52036500.00000000
USD
52487627.55000000
USD
UST
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
303000.00000000
PA
USD
228473.26000000
0.038843102023
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
667000.00000000
PA
USD
616788.23000000
0.104861147186
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 15YR U
000000000
-1393273.88000000
PA
USD
-1393273.88000000
-0.23687270653
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1393273.88000000
USD
1396201.69000000
USD
AMBS
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042624
4800000.00000000
PA
USD
4618642.70000000
0.785222785404
Long
ABS-MBS
USGSE
US
N
2
2053-02-15
Fixed
4.50000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
23000.00000000
PA
USD
20341.20000000
0.003458239738
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
165000.00000000
0.028051912219
Long
DBT
SG
N
2
2024-06-19
Fixed
7.25000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
206000.00000000
PA
USD
170561.82000000
0.028997486076
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
468000.00000000
PA
USD
446289.48000000
0.075874383741
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BC9
718000.00000000
PA
USD
608470.90000000
0.103447104695
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
46000.00000000
PA
USD
37103.60000000
0.006308042001
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FHLMC 30YR
000000000
-1631583.76000000
PA
USD
-1631583.76000000
-0.27738814796
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1631583.76000000
USD
1635012.35000000
USD
AMBS
N
N
N
Octagon Investment Partners 54 Ltd
N/A
Octagon 54 Ltd
67577FAJ7
250000.00000000
PA
USD
231309.23000000
0.039325249790
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.13000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
454000.00000000
PA
USD
357615.80000000
0.060798830483
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
198150.49000000
0.033687879706
Long
ABS-MBS
CORP
US
N
2
2042-11-10
Variable
3.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AMUJ2
761584.55000000
PA
USD
752793.34000000
0.127983592077
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
181000.00000000
PA
USD
162673.75000000
0.027656422759
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
New Arclin U.S. Holding Corp.
N/A
New Arclin U.S. Holding Corp. 2021 Term Loan
03880YAC8
109866.06000000
PA
USD
96187.74000000
0.016353030539
Long
LON
CORP
US
N
2
2028-09-30
Floating
8.13000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
000000000
100000.00000000
PA
83495.06000000
0.014195127841
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
51000.00000000
PA
USD
44422.78000000
0.007552387424
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
200000.00000000
PA
USD
179750.00000000
0.030559583159
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.88000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
14000.00000000
PA
USD
11639.95000000
0.001978926397
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AA7
237883.70000000
PA
USD
231313.16000000
0.039325917936
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
5.22000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
300000.00000000
PA
USD
281587.50000000
0.047873138375
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-DSC1
46656AAA5
503886.18000000
PA
USD
477211.65000000
0.081131511004
Long
ABS-MBS
CORP
US
N
3
2063-01-25
Variable
4.75000000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
509000.00000000
PA
USD
449497.90000000
0.076419852324
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Discovery Purchaser Corporation
2549001LSO1ZBIPA5D65
Discovery Purchaser Corporation Term Loan
000000000
362000.00000000
PA
USD
329148.50000000
0.055959059569
Long
LON
CORP
US
N
2
2029-10-04
Variable
8.96000000
N
N
N
N
N
N
AVIANCA MIDCO 2 PLC
N/A
Avianca Midco 2 PLC
05368PAA7
150376.00000000
PA
USD
109774.48000000
0.018662933799
Long
DBT
CORP
GB
N
2
2028-12-01
Fixed
9.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBE5
151000.00000000
PA
USD
131433.61000000
0.022345236911
Long
DBT
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
TCW Gem Ltd
N/A
TCW CLO 2020-1 Ltd
87190CBE9
250000.00000000
PA
USD
227852.00000000
0.038737480623
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.64000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133WJWS4
379207.86000000
PA
USD
377455.69000000
0.064171841712
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
4.50000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MOLINA HEAL
000000000
-38431.25000000
PA
USD
-38431.25000000
-0.00653375788
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
38431.25000000
USD
38497.01000000
USD
CDS
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAN4
178000.00000000
PA
USD
149965.00000000
0.025495787975
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300S1CAKZT00VQL17
Galaxy XX CLO Ltd
36320MAQ1
250000.00000000
PA
USD
235605.28000000
0.040055628078
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.99000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP BOMBARDIER
000000000
-811102.50000000
PA
USD
-811102.50000000
-0.13789682503
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
811102.50000000
USD
813950.37000000
USD
CDS
N
N
N
Elmwood CLO 21 Ltd
N/A
Elmwood CLO 21 Ltd
289907AJ6
500000.00000000
PA
USD
497025.55000000
0.084500103631
Long
ABS-CBDO
CORP
KY
N
2
2035-11-20
Floating
8.42000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
492000.00000000
PA
USD
398864.40000000
0.067811570521
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
139000.00000000
PA
USD
132926.75000000
0.022599088015
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
42000.00000000
PA
USD
34351.82000000
0.005840207510
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
150000.00000000
PA
USD
142632.00000000
0.024249092991
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Planview Parent, Inc.
549300SEALM1D9FKMA32
Planview Parent, Inc. 2nd Lien Term Loan
000000000
103000.00000000
PA
USD
91155.00000000
0.015497406414
Long
LON
CORP
US
N
2
2028-12-18
Floating
11.98000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.593500 12-OCT-2031
000000000
26700000.00000000
OU
Notional Amount
USD
-4625487.09000000
-0.78638641102
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-14
0.00000000
USD
-1107788.40000000
USD
26700000.00000000
USD
-3517698.69000000
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
200000.00000000
PA
189405.33000000
0.032201101157
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.38000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
466000.00000000
PA
USD
410704.75000000
0.069824567242
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
THAMES WATER KEMBLE FINA
213800S7UU2MQXYJQO60
Thames Water Kemble Finance PLC
000000000
168000.00000000
PA
171228.35000000
0.029110803900
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
1035000.00000000
PA
USD
926974.63000000
0.157596430000
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
SWAP/CDSWAP/SCDS: (TTMTIN)
000000000
25000.00000000
OU
Notional Amount
-3782.52000000
-0.00064307223
N/A
DCR
XX
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
JAGUAR LAND ROVER AUTOMO
JAGUAR LAND ROVER AUTOMO
Y
sell protection
2026-12-22
896.27000000
EUR
0.00000000
EUR
25000.00000000
EUR
-4808.94000000
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AW2
149000.00000000
PA
USD
121284.70000000
0.020619804593
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
182000.00000000
PA
USD
145743.52000000
0.024778087451
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
247000.00000000
PA
USD
189415.41000000
0.032202814874
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
25000.00000000
PA
USD
19953.00000000
0.003392241239
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.88000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
74000.00000000
PA
USD
68090.66000000
0.011576201316
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
800000.00000000
PA
USD
617985.28000000
0.105064659559
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.84000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
379000.00000000
PA
USD
369127.71000000
0.062755988597
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75000000
N
N
N
N
N
Liberty Broadband Corp
Liberty Broadband Corp
USD
XXXX
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
288000.00000000
PA
USD
251683.20000000
0.042789060808
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
137000.00000000
PA
USD
121376.88000000
0.020635476261
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
67998.83000000
PA
USD
64207.90000000
0.010916087118
Long
LON
CORP
US
N
2
2028-01-31
Floating
7.66000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
12000.00000000
PA
USD
10573.29000000
0.001797581836
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
1048000.00000000
PA
USD
772304.91000000
0.131300785101
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
42000.00000000
PA
USD
35281.23000000
0.005998217981
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
15719.30000000
0.002672463174
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
186162.50000000
0.031649782475
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
000000000
210808.00000000
PA
USD
198857.82000000
0.033808134004
Long
DBT
CORP
VG
N
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
220634.31000000
PA
USD
169700.92000000
0.028851123099
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93000000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
29977LAA9
372000.00000000
PA
USD
305040.00000000
0.051860335171
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SWAP/CDSWAP/SCDS: (ADLERR)
000000000
2649.00000000
OU
Notional Amount
-684.28000000
-0.00011633553
N/A
DCR
XX
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
ADLER Real Estate AG
ADLER Real Estate AG
Y
sell protection
2027-12-21
0.00000000
EUR
-662.32000000
EUR
2649.00000000
EUR
-51.02000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
544000.00000000
PA
USD
407860.30000000
0.069340977777
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
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
372570.84000000
0.063341360600
Long
ABS-O
CORP
US
N
2
2060-04-15
Fixed
4.00000000
N
N
N
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
000000000
200000.00000000
PA
USD
175787.50000000
0.029885912237
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
4.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
215000.00000000
PA
USD
163442.47000000
0.027787114068
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
200000.00000000
PA
USD
190162.50000000
0.032329828832
Long
DBT
NUSS
HU
N
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
200000.00000000
PA
USD
176537.50000000
0.030013420929
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
33000.00000000
PA
USD
31638.75000000
0.005378954168
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
44000.00000000
PA
USD
45275.56000000
0.007697369907
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
71923.67000000
0.012227857438
Long
LON
CORP
US
N
2
2025-11-16
Floating
8.16000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
339000.00000000
PA
USD
301820.18000000
0.051312928456
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 40YR R
000000000
-2896394.26000000
PA
USD
-2896394.26000000
-0.49242059111
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2990740.24680000
USD
2960148.65268574
USD
AMBS
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
328000.00000000
PA
USD
288594.96000000
0.049064487786
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAD0
2300000.00000000
PA
USD
2133965.48000000
0.362798862567
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
107496.43000000
0.018275638898
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
373039.69000000
0.063421070534
Long
DBT
CORP
GB
N
2
2042-03-22
Fixed
4.75000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MPH ACQUISI
000000000
-89655.00000000
PA
USD
-89655.00000000
-0.01524238903
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-02-03
89655.00000000
USD
89810.15000000
USD
CDS
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQJB2
2247468.27000000
PA
USD
2260307.09000000
0.384278400466
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
220000.00000000
PA
USD
211267.81000000
0.035917976126
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.63000000
N
N
N
N
N
N
K HOVNANIAN ENTERPRISES
549300JJCQ0KAI7CJG32
K Hovnanian Enterprises Inc
48251UAF5
147000.00000000
PA
USD
141120.00000000
0.023992035468
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
274299.28000000
0.046634056511
Long
DBT
CORP
FR
N
2
2046-09-27
Fixed
3.50000000
N
N
N
N
N
N
TD SECURITIES USA LLC
SUVUFHICNZMP2WKHG940
RRP PRUDENTIAL
000000000
-1627031.25000000
PA
USD
-1627031.25000000
-0.27661416850
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.49000000
2049-12-31
1627031.25000000
USD
1632757.50000000
USD
CDS
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CBC9
250000.00000000
PA
USD
230259.78000000
0.039146831128
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.99000000
N
N
N
N
N
N
CIFC Funding Ltd
5493001TP5YQV9X08Z14
CIFC Funding 2015-I Ltd
12548MBF1
1000000.00000000
PA
USD
986992.60000000
0.167800180461
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
5.43000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
310000.00000000
PA
USD
236375.00000000
0.040186489398
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.38000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
120000.00000000
PA
USD
94514.26000000
0.016068519545
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan
000000000
279000.00000000
PA
USD
255982.50000000
0.043519991634
Long
LON
CORP
US
N
2
2026-02-27
Floating
9.88000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP AIR CANADA
000000000
-225990.00000000
PA
USD
-225990.00000000
-0.03842091904
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
225990.00000000
USD
226385.48000000
USD
CDS
N
N
N
Yanlord Land HK Co Ltd
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
250000.00000000
PA
USD
247500.00000000
0.042077868328
Long
DBT
CORP
HK
N
2
2023-04-23
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
385000.00000000
PA
USD
79839.38000000
0.013573619875
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
Y
Y
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAB0
1675000.00000000
PA
USD
1755641.59000000
0.298479416793
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
171000.00000000
PA
USD
122242.57000000
0.020782653594
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
1000000.00000000
PA
USD
725949.06000000
0.123419753373
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
688000.00000000
PA
USD
524600.00000000
0.089188079697
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 30YR
000000000
-6761492.99000000
PA
USD
-6761492.99000000
-1.14953216863
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
7259987.02000000
USD
6976875.84016937
USD
AMBS
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BG6
1000000.00000000
PA
USD
1006807.15000000
0.171168883596
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
5.30000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
130000.00000000
PA
USD
127186.80000000
0.021623229994
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAK4
149000.00000000
PA
USD
142815.01000000
0.024280206812
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.38000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PAR3
1750000.00000000
PA
USD
1845869.69000000
0.313819239465
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.80000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
103000.00000000
PA
USD
89991.10000000
0.015299529925
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.38000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd
64131BAH6
250000.00000000
PA
USD
242578.23000000
0.041241110389
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
5.73000000
N
N
N
N
N
N
Apidos CLO
549300EW146C7Q4UV387
Apidos CLO XXVII
03767JAF2
250000.00000000
PA
USD
247140.70000000
0.042016783164
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
5.01000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
69000.00000000
PA
USD
53291.28000000
0.009060135203
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.13000000
N
N
N
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAU1
250000.00000000
PA
USD
232319.25000000
0.039496964895
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
7.26000000
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
244049.38000000
0.041491222938
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
7.18000000
N
N
N
N
N
N
NBK TIER 1 FNC LTD
5493000G4QCCEE8YHF19
NBK Tier 1 Ltd
62879NAA5
209000.00000000
PA
USD
181934.50000000
0.030930973476
Long
DBT
CORP
AE
N
2
2026-08-24
Fixed
3.63000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
673000.00000000
PA
USD
557518.69000000
0.094784638499
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP LIMA METRO
000000000
-4318750.00000000
PA
USD
-4318750.00000000
-0.73423755088
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.00000000
2049-12-31
4318750.00000000
USD
4325947.92000000
USD
CDS
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) MAR23
000000000
-41.00000000
NC
673505.74000000
0.114503781197
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
OSE Japanese 10 Year Bond Futures
JBH2 Comdty
2023-03-13
-6052250893.00000000
JPY
673505.74000000
N
N
N
TICP CLO Ltd
549300T5OQR4UD880D68
TICP CLO IX Ltd
87249AAG0
500000.00000000
PA
USD
474596.20000000
0.080686854193
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
7.14000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2022 Incremental Term Loan
78466YAQ1
175684.41000000
PA
USD
167559.01000000
0.028486973576
Long
LON
CORP
US
N
2
2028-06-02
Variable
7.92000000
N
N
N
N
N
N
GYP HOLDINGS III CORP
549300055I1KJWZH9690
GYP Holdings III Corp
36261NAA5
159000.00000000
PA
USD
129818.38000000
0.022070629092
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
146000.00000000
PA
USD
131765.00000000
0.022401577051
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
224771.00000000
PA
USD
191104.80000000
0.032490030753
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
534000.00000000
PA
USD
473425.71000000
0.080487857328
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
678000.00000000
PA
USD
558536.40000000
0.094957660993
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
147000.00000000
PA
USD
113819.65000000
0.019350659579
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
455641.87000000
0.077464398427
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.63000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR
000000000
-699455.42000000
PA
USD
-699455.42000000
-0.11891552753
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
699455.42000000
USD
700925.25000000
USD
AMBS
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
38000.00000000
PA
USD
36479.64000000
0.006201961570
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.63000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
74000.00000000
PA
USD
55687.96000000
0.009467598579
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
644000.00000000
PA
USD
557065.68000000
0.094707621549
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
34000.00000000
PA
USD
29454.20000000
0.005007555350
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAN6
582548.36000000
PA
USD
580077.60000000
0.098619914639
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
6.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 30YR
000000000
-737797.85000000
PA
USD
-737797.85000000
-0.12543418499
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
737797.85000000
USD
739348.25000000
USD
AMBS
N
N
N
WOORI BANK
549300VUVMRL6RE7R376
Woori Bank
000000000
250000.00000000
PA
USD
234734.38000000
0.039907564985
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
71168.99000000
PA
USD
61308.36000000
0.010423131715
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
250000.00000000
PA
USD
229578.13000000
0.039030942728
Long
DBT
CORP
HK
N
2
2024-09-19
Fixed
5.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BS0
136000.00000000
PA
USD
136340.00000000
0.023179380072
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2022-NQM3 Trust
36168MAA1
1197382.69000000
PA
USD
1144784.42000000
0.194626618543
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.35000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
775000.00000000
PA
USD
565757.22000000
0.096185284077
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP WELLS FARGO
000000000
-2339100.00000000
PA
USD
-2339100.00000000
-0.39767410831
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
2023-02-03
2339100.00000000
USD
2343102.46000000
USD
CDS
N
N
N
University of Massachusetts Building Authority
6ILE2573NPR1XO2TR556
UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE
914437US5
500000.00000000
PA
USD
389220.50000000
0.066171995756
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.43000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
1000000.00000000
PA
USD
988334.08000000
0.168028247607
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
1099599.57000000
0.186944670386
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.04000000
N
N
N
N
N
N
CDK Global, Inc.
N/A
CDK Global, Inc. 2022 USD Term Loan B
000000000
119000.00000000
PA
USD
117782.63000000
0.020024412107
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.08000000
N
N
N
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAH0
77000.00000000
PA
USD
78638.66000000
0.013369483559
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2022-SHIP
36269CAA1
700000.00000000
PA
USD
690201.75000000
0.117342296390
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.07000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CCO HOLDING
000000000
-174177.50000000
PA
USD
-174177.50000000
-0.02961219357
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
174177.50000000
USD
174482.31000000
USD
CDS
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
565838.36000000
PA
USD
481669.90000000
0.081889465172
Long
LON
CORP
US
N
2
2028-07-27
Floating
9.17000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
356000.00000000
PA
USD
325953.60000000
0.055415889543
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
RRP FNMA 15YR U
000000000
-1970293.06000000
PA
USD
-1970293.06000000
-0.33497265433
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
2023-01-12
1970293.06000000
USD
1974433.41000000
USD
AMBS
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
12000.00000000
PA
USD
10671.31000000
0.001814246372
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
CROCS, INC.
549300B0J6YCXD63OG72
Crocs, Inc. Term Loan B
22704NAD4
560150.10000000
PA
USD
548246.91000000
0.093208328446
Long
LON
CORP
US
N
2
2029-02-20
Floating
7.80000000
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
44309.23000000
0.007533082608
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467FAQ3
500000.00000000
PA
USD
464754.00000000
0.079013566130
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
7.37000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
203000.00000000
PA
USD
163176.60000000
0.027741913087
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
229000.00000000
PA
USD
177946.91000000
0.030253036963
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 3 Ltd
09076VAJ0
250000.00000000
PA
USD
226412.58000000
0.038492762542
Long
ABS-CBDO
CORP
KY
N
2
2035-01-19
Floating
7.43000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP HOLDG
N/A
Cloud Software Group Holdings Inc
88632QAE3
1794000.00000000
PA
USD
1511052.51000000
0.256896438599
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
118000.00000000
PA
USD
113575.00000000
0.019309066244
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2022-6 Ltd
14317GAG8
250000.00000000
PA
USD
249632.00000000
0.042440333036
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
8.60000000
N
N
N
N
N
N
CIFC Funding Ltd
549300KEIUMRD7WX5J42
CIFC Funding 2014-III Ltd
12549QBE4
250000.00000000
PA
USD
242041.35000000
0.041149834567
Long
ABS-CBDO
CORP
KY
N
2
2031-10-22
Floating
6.12000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAV6
123000.00000000
PA
USD
118393.65000000
0.020128292588
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
80022.00000000
0.013604667391
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
49012.32000000
0.008332662413
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBU9
241000.00000000
PA
USD
214114.81000000
0.036401999120
Long
DBT
US
N
2
2032-04-15
Fixed
3.90000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
91526.39000000
PA
USD
88909.65000000
0.015115670892
Long
LON
CORP
US
N
2
2025-12-31
Floating
7.63000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2021 2nd Lien Term Loan
04349HAM6
83000.00000000
PA
USD
70861.25000000
0.012047233725
Long
LON
CORP
US
N
2
2029-12-10
Floating
10.13000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
35000.00000000
PA
USD
31501.15000000
0.005355560573
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
236230.39000000
0.040161904022
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
60000.00000000
PA
USD
53400.00000000
0.009078618863
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
217250.00000000
PA
USD
206170.25000000
0.035051331849
Long
LON
CORP
US
N
2
2028-04-24
Floating
7.38000000
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
862886.81000000
0.146700757873
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.38000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
1784808.35000000
PA
USD
1735632.42000000
0.295077626002
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.15000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CCO HOLDING
000000000
-272068.75000000
PA
USD
-272068.75000000
-0.04625484056
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
272068.75000000
USD
272544.87000000
USD
CDS
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
65000.00000000
PA
USD
66070.98000000
0.011232832310
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
591000.00000000
PA
USD
561893.52000000
0.095528410300
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
74000.00000000
PA
USD
55214.33000000
0.009387075990
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249MAN7
250000.00000000
PA
USD
246716.63000000
0.041944686350
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
5.18000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
549300A0CD4KNFGIIS89
Utah Acquisition Sub Inc
62854AAN4
750000.00000000
PA
USD
701148.55000000
0.119203379255
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQJD8
1419166.68000000
PA
USD
1427231.85000000
0.242645954984
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AU8
110000.00000000
PA
USD
117975.00000000
0.020057117236
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
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
2000000.00000000
PA
USD
1457238.60000000
0.247747450239
Long
DBT
CORP
NL
N
2
2027-05-16
Fixed
3.88000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
101000.00000000
PA
USD
97050.50000000
0.016499709738
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
174000.00000000
PA
USD
161907.00000000
0.027526066373
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
242750.26000000
0.041270357482
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AB5
99000.00000000
PA
USD
80680.05000000
0.013716543517
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FC2
1300000.00000000
PA
USD
1264373.62000000
0.214958168487
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.63000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP MOZART DEBT
000000000
-220306.25000000
PA
USD
-220306.25000000
-0.03745461567
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
220306.25000000
USD
220691.79000000
USD
CDS
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc. 1st Lien Term Loan
74345HAB7
19163.46000000
PA
USD
18386.19000000
0.003125865381
Long
LON
CORP
US
N
2
2028-08-31
Floating
7.98000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
30000.00000000
PA
USD
28459.80000000
0.004838495826
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.63000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
68000.00000000
PA
USD
62398.64000000
0.010608491950
Long
DBT
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BQ5
28000.00000000
PA
USD
22095.79000000
0.003756540372
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
100000.00000000
PA
120901.24000000
0.020554611949
Long
ABS-O
CORP
GB
N
2
2032-03-30
Fixed
6.46000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
150000.00000000
0.025501738381
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.88000000
N
N
N
N
N
N
RIZAL COMMERCIAL BANKING
CIKZWI6KV077KV2E2J69
Rizal Commercial Banking Corp
000000000
200000.00000000
PA
USD
170225.00000000
0.028940222772
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
115000.00000000
PA
USD
102395.00000000
0.017408336676
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
400000.00000000
PA
USD
377450.00000000
0.064170874346
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
NOMURA SECURITIES INTERNATIONAL INC
OXTKY6Q8X53C9ILVV871
RRP MADISON IAQ
000000000
-120416.25000000
PA
USD
-120416.25000000
-0.02047215802
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.48000000
2049-12-31
120416.25000000
USD
120431.24000000
USD
CDS
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP WEATHERFORD
000000000
-159775.00000000
PA
USD
-159775.00000000
-0.02716360166
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
159775.00000000
USD
160054.61000000
USD
CDS
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
336000.00000000
PA
USD
295055.73000000
0.050162893561
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
337000.00000000
PA
USD
254670.90000000
0.043297004433
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Apidos CLO
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03759CAS9
500000.00000000
PA
USD
490250.00000000
0.083348181608
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.19000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
541000.00000000
PA
USD
471000.01000000
0.080075460216
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
118474.87000000
PA
USD
81056.95000000
0.013780620885
Long
LON
CORP
US
N
2
2025-04-29
Floating
12.03000000
N
N
N
N
N
N
HSBC SECURITIES USA, INC.
CYYGQCGNHMHPSMRL3R97
RRP FNMA 30YR
000000000
-2314206.50000000
PA
USD
-2314206.50000000
-0.39344192481
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.24000000
2023-01-12
2387717.00000000
USD
2367014.56240036
USD
AMBS
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.060500 28-NOV-2052
000000000
2000000.00000000
OU
Notional Amount
USD
-58251.75000000
-0.00990347259
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2052-11-29
61.99000000
USD
0.00000000
USD
2000000.00000000
USD
-58313.74000000
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
38000.00000000
PA
USD
37418.55000000
0.006361587151
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
69000.00000000
PA
USD
61867.78000000
0.010518239598
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
138000.00000000
PA
USD
115532.49000000
0.019641862229
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
4377150.00000000
0.744166227696
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
115000.00000000
PA
USD
87400.00000000
0.014859012896
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
35000.00000000
PA
USD
34660.99000000
0.005892769993
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
000000000
407000.00000000
PA
USD
409153.03000000
0.069560756859
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
465000.00000000
PA
USD
423142.94000000
0.071939203690
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
RRP CHS COMMUNI
000000000
-219535.00000000
PA
USD
-219535.00000000
-0.03732349423
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2023-02-03
219535.00000000
USD
219919.19000000
USD
CDS
N
N
N
MAJORDRIVE HOLDINGS IV L
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC
56085RAA8
120000.00000000
PA
USD
89542.91000000
0.015223332431
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.38000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
48000.00000000
PA
USD
29628.00000000
0.005037103365
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.38000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
303000.00000000
PA
USD
252033.89000000
0.042848682172
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.88000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
105000.00000000
PA
USD
93043.65000000
0.015818498802
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.88000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
205000.00000000
PA
USD
184243.75000000
0.031323572738
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
38602.42000000
0.006562858771
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
2023-02-10
BlackRock Core Bond Trust
Ann Frechette
Ann Frechette
Assistant Treasurer