0001752724-24-040801.txt : 20240226 0001752724-24-040801.hdr.sgml : 20240226 20240226162221 ACCESSION NUMBER: 0001752724-24-040801 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240226 DATE AS OF CHANGE: 20240226 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK CORE BOND TRUST CENTRAL INDEX KEY: 0001160864 ORGANIZATION NAME: 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: 24679197 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 2023-12-31 2023-12-31 N 933525068.21 338471812.22 595053255.99 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2739391.58000000 0.00000000 0.00000000 0.00000000 EUR 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 90932LAG2 113000.00000000 PA USD 110107.80000000 0.018503856401 Long DBT CORP US N 2 2026-04-15 Fixed 4.38000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBH2 406000.00000000 PA USD 365452.78000000 0.061415138279 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 100000.00000000 PA 119750.99000000 0.020124415553 Long DBT CORP AT N 2 2029-03-30 Fixed 10.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1143.65000000 -0.00019219288 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 153000.00000000 CAD 114445.41000000 USD 2024-03-20 -1143.65000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -3560000.00000000 PA USD -3560000.00000000 -0.59826577943 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 3560000.00000000 USD 3582635.67000000 USD CDS N N N Anchorage Capital CLO LTD 5493008PWA7TS1SR9447 033292AS2 380000.00000000 PA USD 380458.47000000 0.063936877274 Long ABS-CBDO CORP KY N 2 2030-10-13 Floating 7.31000000 N N N N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 000000000 200000.00000000 PA USD 194250.00000000 0.032644136981 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -3560000.00000000 PA USD -3560000.00000000 -0.59826577943 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 3560000.00000000 USD 3583174.61000000 USD CDS N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 66000.00000000 PA USD 58838.73000000 0.009887977152 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -101850.00000000 PA USD -101850.00000000 -0.01711611506 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 105000.00000000 USD 110253.89445000 USD CDS N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 200000.00000000 PA USD 164077.30000000 0.027573548812 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 33000.00000000 PA USD 32752.50000000 0.005504129196 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EAZ7 2000000.00000000 PA USD 1990142.64000000 0.334447819580 Long DBT CORP US N 2 2042-05-01 Fixed 6.50000000 N N N N N N ILIAD SA 969500FZ9BTRZS3JNB97 000000000 100000.00000000 PA 114082.21000000 0.019171764686 Long DBT CORP FR N 2 2030-02-15 Fixed 5.63000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 549300UQK6PJ8BF5JQ90 05526QAG1 4170000.00000000 PA USD 3901901.53000000 0.655723078686 Long ABS-MBS CORP US N 2 2033-04-14 Variable 3.60000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 72000.00000000 PA USD 66059.15000000 0.011101384512 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 431318AS3 70000.00000000 PA USD 69730.33000000 0.011718334333 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 237000.00000000 PA USD 239085.60000000 0.040178857538 Long DBT CORP CA N 2 2025-05-15 Fixed 6.75000000 N N N N N N Lehman Brothers Holdings Inc 549300FDK6ZP3YIHRJ47 524ESCR36 225000.00000000 PA USD 0.02000000 0.000000003361 Long DBT CORP US N 3 2017-07-19 None 0.00000000 Y N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD 6094.28000000 0.001024157071 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH4 Comdty 2024-03-28 611647.91000000 USD 6094.28000000 N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -101320.00000000 PA USD -101320.00000000 -0.01702704740 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 149000.00000000 USD 139996.95810000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1069500.00000000 PA USD -1069500.00000000 -0.17973181210 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 1069500.00000000 USD 1076462.15000000 USD CDS N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 111000.00000000 PA USD 108225.00000000 0.018187447746 Long DBT CORP BM N 2 2029-02-15 Fixed 5.63000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3137BMWG7 3010810.26000000 PA USD 2830705.40000000 0.475706228224 Long ABS-MBS USGSE US N 2 2045-11-15 Fixed 4.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FY9 350000.00000000 PA USD 285744.65000000 0.048020012851 Long DBT CORP US N 2 2042-02-14 Fixed 3.38000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBT0 5000000.00000000 PA USD 5751972.25000000 0.966631506020 Long DBT CORP US N 2 2043-09-15 Fixed 6.55000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 000000000 100000.00000000 PA 109974.85000000 0.018481513863 Long DBT CORP US N 2 2025-10-02 Fixed 6.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AA9 65000.00000000 PA USD 66207.57000000 0.011126326817 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 123000.00000000 PA USD 115967.94000000 0.019488665734 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 120000.00000000 PA USD 111899.72000000 0.018804992473 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AH4 112000.00000000 PA USD 112042.45000000 0.018828978561 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -133237.50000000 PA USD -133237.50000000 -0.02239085303 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 190000.00000000 USD 183653.37680000 USD CDS N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 20000.00000000 OU Notional Amount 2589.12000000 0.000435107273 N/A DCR XX N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 3318.95000000 EUR 0.00000000 EUR 20000.00000000 EUR -957.92000000 N N N BRAVO Residential Funding Trust N/A 10569TAA6 702375.63000000 PA USD 619479.85000000 0.104104942501 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECN3 640000.00000000 PA USD 664800.00000000 0.111721092743 Long DBT CORP GB N 2 2029-12-15 Fixed 9.63000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 227000.00000000 PA USD 207137.50000000 0.034809909519 Long DBT CORP XX N 2 2026-08-15 Fixed 4.13000000 N N N N N N ACURIS FIN US/ACURIS FIN N/A 00511BAA5 272000.00000000 PA USD 221680.00000000 0.037253808422 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Nelnet Student Loan Trust N/A 64034QAC2 1982529.00000000 PA USD 1624546.32000000 0.273008559090 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.68000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BG3 600000.00000000 PA USD 560681.29000000 0.094223716004 Long DBT CORP US N 2 2044-12-15 Fixed 4.69000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 290000.00000000 PA USD 292697.87000000 0.049188516666 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N Rad CLO Ltd N/A 48661WAQ1 400000.00000000 PA USD 394237.04000000 0.066252396072 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 8.41000000 N N N N N N Sovos Compliance, LLC 549300M9XYG5WP2QHH07 84611YAB6 116481.32000000 PA USD 114879.70000000 0.019305784624 Long LON CORP US N 2 2028-08-11 Variable 9.97000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -111101.25000000 PA USD -111101.25000000 -0.01867080784 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 129000.00000000 USD 121856.07030000 USD CDS N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAQ7 156220.00000000 PA USD 142628.86000000 0.023969091600 Long LON CORP US N 2 2025-09-01 Variable 12.72000000 N N N N N N Madison Park Funding Ltd N/A 55821KAG1 250000.00000000 PA USD 247533.85000000 0.041598604411 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 7.56000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 342000.00000000 PA USD 308610.54000000 0.051862675633 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount -89.44000000 -0.00001503058 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 -743.30000000 EUR 10000.00000000 EUR 697.63000000 N N N Galaxy CLO Ltd 5493001X8XC4DMSYH466 36319TAN6 248044.39000000 PA USD 247581.86000000 0.041606672597 Long ABS-CBDO CORP KY N 2 2029-04-24 Floating 6.53000000 N N N N N N M6 ETX Holdings II Midco LLC N/A 55285DAB7 77353.68000000 PA USD 77426.39000000 0.013011674034 Long LON CORP US N 2 2029-09-19 Variable 9.96000000 N N N N N N Madison Park Funding Ltd N/A 55819DAL0 625000.00000000 PA USD 615144.44000000 0.103376367376 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.67000000 N N N N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAA9 200000.00000000 PA USD 176426.00000000 0.029648774832 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -184500.00000000 PA USD -184500.00000000 -0.03100562817 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 200000.00000000 USD 195979.36000000 USD CDS N N N Citigroup Capital XIII N/A 173080201 29583.00000000 NS USD 844298.82000000 0.141886261691 Long EP CORP US N 1 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 10000.00000000 PA USD 9497.50000000 0.001596075629 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N NMG HLDCO/NEIMAN MARCUS N/A 62929RAC2 44000.00000000 PA USD 42281.66000000 0.007105525358 Long DBT CORP US N 2 2026-04-01 Fixed 7.13000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAD5 1115000.00000000 PA USD 1056454.07000000 0.177539415063 Long DBT CORP US N 2 2029-11-01 Fixed 5.88000000 N N N N N N RITCHIE BROS HLDGS INC 5493002H8U24DJXQ4886 76774LAB3 56000.00000000 PA USD 57656.05000000 0.009689225194 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQH99 1973807.63000000 PA USD 2000951.63000000 0.336264293969 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAA9 402220.47000000 PA USD 401511.19000000 0.067474832875 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.48000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -296327.50000000 PA USD -296327.50000000 -0.04979848392 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 413000.00000000 USD 400626.47870000 USD CDS N N N Allied Universal N/A 019576AA5 415000.00000000 PA USD 412820.79000000 0.069375435869 Long DBT CORP US N 2 2026-07-15 Fixed 6.63000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAQ3 200000.00000000 PA USD 194504.36000000 0.032686882735 Long DBT CORP XX N 2 2025-04-30 Fixed 5.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -200640.00000000 PA USD -200640.00000000 -0.03371799044 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 304000.00000000 USD 274320.48000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1153125.00000000 PA USD -1153125.00000000 -0.19378517609 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 1153125.00000000 USD 1160631.52000000 USD CDS N N N JP MORGAN SECURITIES PLC K6Q0W1PS1L1O4IQL9C32 000000000 -266472.15000000 PA USD -266472.15000000 -0.04478122711 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 300000.00000000 USD 294000.00000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPNB9 297713.79000000 PA USD 298344.78000000 0.050137492232 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.50000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 547000.00000000 PA USD 570989.78000000 0.095956080275 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N E.ON INTL FINANCE BV 549300TG53AWJ719M814 268789AB0 2000000.00000000 PA USD 2215906.50000000 0.372387929600 Long DBT CORP NL N 2 2038-04-30 Fixed 6.65000000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AD4 72000.00000000 PA USD 63358.07000000 0.010647462115 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398AFD9 1600000.00000000 PA USD 1810261.55000000 0.304218409323 Long DBT USGSE US N 2 2037-07-15 Fixed 5.63000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 170000.00000000 PA USD 156125.99000000 0.026237313791 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N ANYWHERE REAL EST/CO-ISS N/A 75606DAT8 169600.00000000 PA USD 156403.42000000 0.026283936509 Long DBT CORP US N 2 2030-04-15 Fixed 7.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AS1 1660000.00000000 PA USD 1855453.65000000 0.311813040483 Long DBT CORP US N 2 2036-12-16 Fixed 5.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 27000.00000000 PA USD 25162.96000000 0.004228690414 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 125000.00000000 PA USD 127621.38000000 0.021447051791 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 10000.00000000 OU Notional Amount 452.75000000 0.000076085626 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 United Group BV United Group BV Y sell protection 2027-12-21 0.00000000 EUR -1153.34000000 EUR 10000.00000000 EUR 1713.99000000 N N N Onslow Bay Financial LLC N/A 670855AA3 709107.54000000 PA USD 712695.91000000 0.119770105083 Long ABS-MBS CORP US N 2 2062-11-25 Variable 6.12000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -2006250.00000000 PA USD -2006250.00000000 -0.33715469662 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 2006250.00000000 USD 2019310.13000000 USD CDS N N N TECHEM VERWALTUNGSGES 549300W2QKB8BC676O97 000000000 87919.80000000 PA 96573.78000000 0.016229434765 Long DBT CORP DE N 2 2026-07-30 Fixed 6.00000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 43000.00000000 PA USD 41925.00000000 0.007045587865 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CE4 434000.00000000 PA USD 444149.82000000 0.074640347822 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 04020JAA4 65000.00000000 PA USD 69072.25000000 0.011607742551 Long DBT CORP US N 2 2030-08-15 Fixed 10.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 697000.00000000 PA USD 726022.38000000 0.122009647488 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 584000.00000000 PA USD 575667.90000000 0.096742248564 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Golub Capital Partners CLO, LTD 254900ZZ9HHZTOQ1XK24 38178QAA6 250000.00000000 PA USD 249402.53000000 0.041912640169 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 12.24000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -469269.33000000 PA USD -469269.33000000 -0.07886173637 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 479906.01010000 USD 487644.10578899 USD AMBS N N N RAISING CANE'S RESTAURAN 254900V6ADXFWHYOED66 75103AAA3 90000.00000000 PA USD 96046.56000000 0.016140834292 Long DBT CORP US N 2 2029-05-01 Fixed 9.38000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AC6 45000.00000000 PA USD 43617.60000000 0.007330032994 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAU7 118000.00000000 PA USD 119639.02000000 0.020105598750 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 305000.00000000 PA USD 299238.21000000 0.050287635096 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAL2 158000.00000000 PA USD 160907.20000000 0.027040806579 Long DBT CORP US N 2 2030-09-15 Fixed 7.88000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 493000.00000000 PA USD 479599.22000000 0.080597696957 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AD5 349000.00000000 PA USD 353284.48000000 0.059370228873 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 263000.00000000 PA USD 274806.07000000 0.046181760579 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 34000.00000000 PA USD 33707.77000000 0.005664664407 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 200000.00000000 PA USD 162562.50000000 0.027318983362 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FAQ0 1750000.00000000 PA USD 1726971.75000000 0.290221376425 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 7.39000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 000000000 200000.00000000 PA 206768.65000000 0.034747923470 Long DBT US N 2 2026-03-24 Fixed 2.50000000 N N N N N N ARKO CORP N/A 041242AA6 86000.00000000 PA USD 74411.89000000 0.012505080721 Long DBT CORP US N 2 2029-11-15 Fixed 5.13000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 161000.00000000 PA USD 108096.29000000 0.018165817750 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N SMB Private Education Loan Trust N/A 83207DAA6 1604354.24000000 PA USD 1612034.44000000 0.270905910315 Long ABS-O CORP US N 2 2052-11-15 Fixed 5.67000000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAH9 56000.00000000 PA USD 59570.00000000 0.010010868674 Long DBT CORP US N 2 2028-12-15 Fixed 8.75000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 239000.00000000 PA USD 225197.64000000 0.037844955511 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N SG Capital Partners N/A 78434KAA5 664494.89000000 PA USD 664356.54000000 0.111646568321 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APDF6 1636000.00000000 PA USD 1469600.48000000 0.246969572085 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 385000.00000000 PA USD 302661.98000000 0.050863007126 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F2Q7 479906.01000000 PA USD 487644.11000000 0.081949658302 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -229900.00000000 PA USD -229900.00000000 -0.03863519738 Short RA CORP US N 2 Reverse repurchase N 3.50000000 2024-01-11 304000.00000000 USD 306590.38400000 USD CDS N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAH4 148000.00000000 PA USD 154321.41000000 0.025934050178 Long DBT CORP US N 2 2032-01-15 Fixed 7.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 2750000.00000000 PA USD 2580463.88000000 0.433652593952 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 30000.00000000 PA USD 27111.80000000 0.004556197235 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 000000000 100000.00000000 PA 111496.76000000 0.018737274164 Long DBT CORP IT N 2 2030-12-15 Floating 7.93000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAK1 500000.00000000 PA USD 517827.58000000 0.087022056393 Long DBT CORP US N 2 2036-03-17 Fixed 5.90000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 2000.00000000 PA USD 1859.09000000 0.000312424137 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 271014TU6 1900000.00000000 PA USD 2095140.81000000 0.352092991494 Long DBT MUN US N 2 2040-06-01 Fixed 5.87000000 N N N N N N Madison Park Funding Ltd N/A 55819HAA5 262500.00000000 PA USD 266257.24000000 0.044745111016 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 14.36000000 N N N N N N VERMILION ENERGY INC WT03B8BB1IX8WI9ZGV02 923725AD7 108000.00000000 PA USD 103684.68000000 0.017424437049 Long DBT CORP CA N 2 2030-05-01 Fixed 6.88000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 141000.00000000 PA USD 125158.29000000 0.021033124134 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 02377BAA4 967064.26000000 PA USD 883534.47000000 0.148479898413 Long DBT CORP US N 2 2027-09-22 Fixed 4.00000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 15000.00000000 PA USD 12806.25000000 0.002152118297 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 90000.00000000 PA USD 82973.73000000 0.013943916643 Long DBT CORP US N 2 2030-01-31 Fixed 4.13000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 1500000.00000000 PA USD 1091045.27000000 0.183352541813 Long DBT CORP NL N 2 2031-05-16 Fixed 4.25000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 202000.00000000 PA USD 198172.50000000 0.033303321678 Long DBT CORP US N 2 2030-06-15 Fixed 5.88000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 167000.00000000 PA USD 169390.71000000 0.028466478973 Long DBT CORP US N 2 2028-04-15 Fixed 6.88000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -570712.50000000 PA USD -570712.50000000 -0.09590948276 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2024-01-11 855000.00000000 USD 805902.82199999 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -243165.00000000 PA USD -243165.00000000 -0.04086440962 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 348000.00000000 USD 334445.40000000 USD CDS N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 219000.00000000 PA USD 219146.95000000 0.036828123834 Long DBT CORP US N 2 2028-02-15 Fixed 5.88000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAH4 9000.00000000 PA USD 9045.00000000 0.001520032015 Long DBT CORP US N 2 2025-10-01 Fixed 7.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -214740.02000000 PA USD -214740.02000000 -0.03608752961 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 220000.00000000 USD 229692.98000000 USD CDS N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 13123XAZ5 111000.00000000 PA USD 110472.96000000 0.018565222337 Long DBT CORP US N 2 2026-07-01 Fixed 6.38000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017BT5 300000.00000000 PA USD 272433.60000000 0.045783061811 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 41000.00000000 PA USD 37585.35000000 0.006316300200 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262LAB6 911311.40000000 PA USD 748511.09000000 0.125788924346 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABE2 1155000.00000000 PA USD 975924.88000000 0.164006308708 Long DBT US N 2 2045-06-01 Fixed 4.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAC9 366000.00000000 PA USD 373398.69000000 0.062750465818 Long DBT CORP XX N 2 2028-05-15 Fixed 6.75000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 96466CAU2 500000.00000000 PA USD 484149.75000000 0.081362423468 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 9.01000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AT6 1000000.00000000 PA USD 987243.50000000 0.165908427533 Long DBT CORP GB N 2 2025-03-30 Fixed 6.38000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 121000.00000000 PA USD 119458.31000000 0.020075230039 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 126395AL6 900000.00000000 PA USD 828924.66000000 0.139302600507 Long ABS-MBS CORP US N 2 2037-10-15 Floating 9.44000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DV7 350000.00000000 PA USD 286370.84000000 0.048125245449 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1117730.96000000 PA USD -1117730.96000000 -0.18783713033 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1156417.69068000 USD 1168053.12604489 USD AMBS N N N THETA CAPITAL PTE LTD 2549003I5QVCGQHCYJ52 000000000 200000.00000000 PA USD 177772.00000000 0.029874973073 Long DBT CORP SG N 2 2025-01-22 Fixed 8.13000000 N N N N N N Mariner Finance Issuance Trust N/A 56847QAA9 515000.00000000 PA USD 518567.61000000 0.087146420052 Long ABS-O CORP US N 2 2037-10-20 Fixed 6.45000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAG6 29000.00000000 PA USD 28358.52000000 0.004765711256 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N Gracie Point International Funding N/A 383931AD4 162000.00000000 PA USD 161597.95000000 0.027156888626 Long ABS-O CORP US N 2 2026-09-01 Floating 9.72000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AA8 298000.00000000 PA USD 311418.94000000 0.052334633390 Long DBT CORP XX N 2 2028-11-15 Fixed 10.00000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 162000.00000000 PA USD 159570.00000000 0.026816087197 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 729000.00000000 PA USD 747297.17000000 0.125584922438 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 1248EPCP6 253000.00000000 PA USD 205594.63000000 0.034550626843 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -39687.50000000 PA USD -39687.50000000 -0.00666957110 Short RA CORP US N 2 Reverse repurchase N 5.39000000 2049-12-31 50000.00000000 USD 47128.82000000 USD CDS N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 9000.00000000 PA USD 8065.32000000 0.001355394650 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MTFY4 184937.01000000 PA USD 185126.54000000 0.031110919591 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -137437.50000000 PA USD -137437.50000000 -0.02309667220 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 150000.00000000 USD 152818.35000000 USD CDS N N N GLP CAPITAL LP / FIN II N/A 361841AR0 379000.00000000 PA USD 319971.62000000 0.053771929954 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 300000.00000000 PA USD 272742.00000000 0.045834889105 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 89624JAJ6 500000.00000000 PA USD 498434.25000000 0.083762964908 Long ABS-CBDO CORP KY N 2 2032-11-26 Floating 10.38000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAM4 106000.00000000 PA USD 110972.14000000 0.018649110627 Long DBT CORP US N 2 2029-01-15 Fixed 7.25000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AN9 300000.00000000 PA USD 246404.21000000 0.041408765941 Long DBT CORP US N 2 2031-01-15 Fixed 1.80000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 46000.00000000 PA USD 41477.51000000 0.006970386193 Long DBT US N 2 2029-06-15 Fixed 4.75000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 115000.00000000 PA USD 116920.50000000 0.019648745523 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.88000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 17000.00000000 PA USD 16320.00000000 0.002742611663 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N AXALTA COAT/DUTCH HLD BV N/A 05454NAA7 242000.00000000 PA USD 235170.23000000 0.039520871053 Long DBT CORP XX N 2 2027-06-15 Fixed 4.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 600000.00000000 PA USD 469839.13000000 0.078957492505 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 200000.00000000 PA USD 218312.50000000 0.036687892688 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N 522 Funding CLO Ltd 635400A6LSLGJQHVOZ36 33836JAG4 500000.00000000 PA USD 492041.00000000 0.082688565274 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.83000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -611972.50000000 PA USD -611972.50000000 -0.10284331592 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 667000.00000000 USD 649841.75850000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -198000.00000000 PA USD -198000.00000000 -0.03327433267 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 300000.00000000 USD 208953.00000000 USD CDS N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BF1 205000.00000000 PA USD 199308.77000000 0.033494274334 Long DBT CORP US N 2 2027-09-15 Fixed 6.20000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BT3 635000.00000000 PA USD 665426.03000000 0.111826298453 Long DBT CORP US N 2 2031-12-01 Fixed 7.13000000 N N N N N N Galaxy US Opco Inc. N/A 36321DAB3 138600.00000000 PA USD 113652.00000000 0.019099466956 Long LON CORP US N 3 2029-04-29 Variable 10.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 228000.00000000 PA USD 220286.67000000 0.037019656271 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDS6 92000.00000000 PA USD 92450.89000000 0.015536574091 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AC2 61000.00000000 PA USD 50823.84000000 0.008541057374 Long DBT CORP US N 2 2044-11-18 Fixed 4.80000000 N N N N N N NOVELIS SHEET INGOT GMBH 9845005E95899E77AY49 000000000 100000.00000000 PA 104103.38000000 0.017494800499 Long DBT CORP DE N 2 2029-04-15 Fixed 3.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -380520.00000000 PA USD -380520.00000000 -0.06394721752 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2049-12-31 453000.00000000 USD 454395.24000000 USD CDS N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 1454000.00000000 PA USD 1582561.23000000 0.265952872968 Long DBT CORP US N 2 2028-05-01 Fixed 10.38000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632NAV2 540181.18000000 PA USD 526611.83000000 0.088498268801 Long LON CORP US N 2 2029-03-30 Variable 9.95000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -416909.13000000 PA USD -416909.13000000 -0.07006249034 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 591000.00000000 USD 536250.11460000 USD CDS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1119134.37000000 PA USD -1119134.37000000 -0.18807297644 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1160413.39328000 USD 1169591.50895213 USD AMBS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BMXA1 14500000.00000000 PA USD 13108205.90000000 2.202862645998 Long ABS-MBS USGSE US N 2 2052-05-25 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V606 66567.00000000 NS USD 1612252.74000000 0.270942596107 Long EP CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 103000.00000000 PA USD 104862.34000000 0.017622345385 Long DBT CORP PA N 2 2026-03-01 Fixed 7.63000000 N N N N N N CIFC Funding Ltd 254900JEH56UBUEZJW15 12551JAL0 421862.54000000 PA USD 421221.60000000 0.070787210347 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 6.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6M2 1655031.49000000 PA USD 1699288.41000000 0.285569130644 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 590000.00000000 PA USD 599946.69000000 0.100822352278 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -26909268.75000000 PA USD -26909268.75000000 -4.52216141649 Short RA CORP US N 2 Reverse repurchase N 5.52000000 2049-12-31 26909268.75000000 USD 27369133.20000000 USD UST N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 131000.00000000 PA USD 121051.96000000 0.020343046404 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1856311.38000000 PA USD -1856311.38000000 -0.31195718388 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 2024781.94254000 USD 1970721.98573883 USD AMBS N N N COLT Funding LLC N/A 19688LAA0 1522016.97000000 PA USD 1491813.61000000 0.250702537123 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 98981BAA0 426000.00000000 PA USD 386379.83000000 0.064931974762 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -519258.99000000 PA USD -519258.99000000 -0.08726260797 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 548856.46800000 USD 548927.91813500 USD AMBS N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 1124000.00000000 PA USD 1128882.57000000 0.189711182761 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCM1 3000000.00000000 PA USD 2867609.22000000 0.481907995819 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 1248EPBX0 95000.00000000 PA USD 90894.35000000 0.015274994142 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Frontier Communications Corp. N/A 35906EAQ3 143063.92000000 PA USD 142169.77000000 0.023891940522 Long LON CORP US N 3 2027-10-08 Variable 9.22000000 N N N N N N METIS MERGER SUB LLC N/A 59155LAA0 82000.00000000 PA USD 74155.06000000 0.012461919879 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Onslow Bay Financial LLC N/A 67116EAA7 684771.33000000 PA USD 586629.90000000 0.098584436618 Long ABS-MBS CORP US N 2 2052-02-25 Variable 3.00000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAH9 970704.23000000 PA USD 969764.49000000 0.162971041707 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.62000000 N N N N N N Banff Merger Sub, Inc. 5493006T045HLTF7YX04 05988HAG2 63000.00000000 PA USD 63362.25000000 0.010648164573 Long LON CORP US N 2 2028-12-29 Floating 9.60000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 13000.00000000 PA USD 11358.93000000 0.001908893008 Long DBT CORP US N 2 2032-05-15 Fixed 3.88000000 N N N N N N Ziggo Bond Co BV 213800JYI4P7V5QDOG59 98954UAB9 150000.00000000 PA USD 145989.26000000 0.024533814163 Long DBT CORP NL N 2 2027-01-15 Fixed 6.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAK3 53000.00000000 PA USD 48619.34000000 0.008170586331 Long DBT CORP US N 2 2027-03-15 Fixed 3.25000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 117000.00000000 PA USD 106737.53000000 0.017937475163 Long DBT CORP US N 2 2029-03-15 Fixed 3.63000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 393000.00000000 PA USD 379827.07000000 0.063830769124 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 557000.00000000 PA USD 562512.63000000 0.094531476693 Long DBT CORP US N 2 2028-06-01 Fixed 8.13000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -86620.00000000 PA USD -86620.00000000 -0.01455668028 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-04 122000.00000000 USD 121654.74000000 USD CDS N N N Madison Park Funding Ltd N/A 55819GAU3 250000.00000000 PA USD 249430.30000000 0.041917306978 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 8.99000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -529746.25000000 PA USD -529746.25000000 -0.08902501493 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 649000.00000000 USD 592700.22350000 USD CDS N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 529000.00000000 PA USD 527965.01000000 0.088725673657 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAA7 200000.00000000 PA USD 194187.50000000 0.032633633720 Long DBT CORP KY N 2 2025-06-06 Fixed 4.88000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 198000.00000000 PA USD 177690.98000000 0.029861357485 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAC7 203000.00000000 PA USD 215133.31000000 0.036153622862 Long DBT CORP US N 2 2031-09-01 Fixed 8.88000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAM5 1200000.00000000 PA USD 1157014.08000000 0.194438744491 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.31000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 125000.00000000 PA USD 119423.73000000 0.020069418795 Long DBT CORP CA N 2 2026-08-15 Fixed 3.88000000 N N N N N N OZLM Ltd N/A 67107FBJ5 875000.00000000 PA USD 873120.68000000 0.146729838247 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 8.81000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 275000.00000000 PA USD 223972.24000000 0.037639024363 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N N Carval CLO LTD N/A 14686VAA1 500000.00000000 PA USD 479717.60000000 0.080617590975 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 12.12000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBH3 331000.00000000 PA USD 356992.44000000 0.059993359654 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N ONTARIO GAMING GTA LP 894500EC9KLZLOC3V025 68306MAA7 191000.00000000 PA USD 196968.75000000 0.033101028860 Long DBT CORP CA N 2 2030-08-01 Fixed 8.00000000 N N N N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 11900895.62000000 NS USD 11900895.62000000 1.999971515188 Long STIV RF US N 1 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 200000.00000000 PA USD 196099.76000000 0.032954993191 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N KeySpan Gas East Corp K8TS3HOE1568DUBUJL44 49338CAA1 1010000.00000000 PA USD 979466.34000000 0.164601458800 Long DBT CORP US N 2 2041-04-01 Fixed 5.82000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -60321.25000000 PA USD -60321.25000000 -0.01013711787 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2049-12-31 107000.00000000 USD 76906.25000000 USD CDS N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 56000.00000000 PA USD 54922.53000000 0.009229851185 Long DBT CORP US N 2 2026-09-30 Fixed 6.38000000 N N N N N N ARAMARK INTL FINANCE 5493006HLPNGDDC12P30 000000000 100000.00000000 PA 109452.68000000 0.018393762053 Long DBT CORP LU N 2 2025-04-01 Fixed 3.13000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAW5 1935000.00000000 PA USD 1788595.58000000 0.300577395719 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 88000.00000000 PA USD 84664.86000000 0.014228114735 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 2095000.00000000 PA USD 1923475.54000000 0.323244267742 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 304000.00000000 PA USD 306590.38000000 0.051523183330 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 40000.00000000 PA USD 39763.19000000 0.006682290971 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N IMPULSORA PIPELINE N/A 000000000 1592109.85000000 PA USD 1352581.22000000 0.227304229728 Long DBT CORP US N 3 2042-12-31 Fixed 6.05000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAA6 200000.00000000 PA USD 197096.00000000 0.033122413500 Long DBT CORP MX N 2 2024-09-27 Fixed 6.75000000 N N N N N N CIFC Funding Ltd N/A 12555QAW6 500000.00000000 PA USD 489693.70000000 0.082294096380 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.76000000 N N N N N N BRAVO Residential Funding Trust N/A 10568EAA0 458750.12000000 PA USD 451252.40000000 0.075833951912 Long ABS-MBS CORP US N 2 2062-09-25 Variable 4.85000000 N N N N N N LUMEN TECH INC TSA 8M3THTGWLTYZVE6BBY25 000000000 329000.00000000 PA USD 212326.73000000 0.035681970960 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N Shackleton CLO LTD 549300NCJRO2LKFZ8G86 81883AAE9 250000.00000000 PA USD 246688.60000000 0.041456558302 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 8.01000000 N N N N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 82000.00000000 PA USD 83227.26000000 0.013986522914 Long DBT CORP KY N 2 2028-09-30 Fixed 8.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 56000.00000000 PA USD 47573.59000000 0.007994845758 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N KAIXO BONDCO TELECOM SA 959800ULWB3MZHZ69055 000000000 100000.00000000 PA 102943.35000000 0.017299854922 Long DBT CORP ES N 2 2029-09-30 Fixed 5.13000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -295872.50000000 PA USD -295872.50000000 -0.04972202017 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 371000.00000000 USD 371481.55800000 USD CDS N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 1500000.00000000 PA USD 1355783.24000000 0.227842336186 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -124312.50000000 PA USD -124312.50000000 -0.02089098727 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 170000.00000000 USD 169008.66370000 USD CDS N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 55820RAL6 250000.00000000 PA USD 250250.80000000 0.042055193796 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 7.29000000 N N N N N N MH Sub I, LLC 2549005VFKP807SR8N49 45567YAN5 325365.01000000 PA USD 319355.52000000 0.053668393002 Long LON CORP US N 2 2028-05-03 Variable 9.61000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 850000.00000000 PA USD 713960.02000000 0.119982541531 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 300000.00000000 PA USD 6750.00000000 0.001134352250 Long DBT CORP KY N 2 2023-07-28 None 0.00000000 Y N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -802434.00000000 PA USD -802434.00000000 -0.13485078720 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 802434.00000000 USD 807536.14000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -267731.25000000 PA USD -267731.25000000 -0.04499282161 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2024-01-11 393000.00000000 USD 368765.30130000 USD CDS N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AS8 550000.00000000 PA USD 434521.63000000 0.073022309453 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -186401.25000000 PA USD -186401.25000000 -0.03132513739 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 189000.00000000 USD 195912.86400000 USD CDS N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 3000000.00000000 PA USD 2369429.40000000 0.398187788428 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -88437.50000000 PA USD -88437.50000000 -0.01486211513 Short RA CORP US N 2 Reverse repurchase N 4.15000000 2024-01-11 125000.00000000 USD 121637.92500000 USD CDS N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBV3 55000.00000000 PA USD 53315.63000000 0.008959808128 Long DBT CORP MX N 2 2025-01-15 Fixed 4.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -5449180.67000000 PA USD -5449180.67000000 -0.91574671933 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 5516919.53400000 USD 5653281.06861429 USD AMBS N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 500000.00000000 PA USD 485248.04000000 0.081546993502 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N COLT Funding LLC N/A 19688JAD9 3050000.00000000 PA USD 2977178.81000000 0.500321404854 Long ABS-MBS CORP US N 2 2065-03-25 Variable 5.25000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBG4 45931.03000000 PA USD 40028.89000000 0.006726942437 Long LON CORP US N 2 2027-12-17 Variable 8.97000000 N N N N N N Aptiv PLC N/A 03835VAF3 465000.00000000 PA USD 376327.79000000 0.063242707473 Long DBT CORP JE N 2 2046-10-01 Fixed 4.40000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -751250.00000000 PA USD -751250.00000000 -0.12624920415 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 751250.00000000 USD 756026.70000000 USD CDS N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 500000.00000000 PA USD 473802.20000000 0.079623495078 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 000000000 5558726.64000000 PA USD 2028935.22000000 0.340966997420 Long DBT CORP US N 3 2050-07-01 Fixed 5.30000000 N N N N N N MFRA Trust N/A 55285PAA2 851029.16000000 PA USD 846336.16000000 0.142228641130 Long ABS-MBS CORP US N 2 2067-11-25 Variable 5.75000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AJ5 209000.00000000 PA USD 216664.24000000 0.036410898994 Long DBT CORP US N 2 2030-10-15 Fixed 9.75000000 N N N N N N Homeward Opportunities Fund I Trust N/A 43789KAA0 1194110.99000000 PA USD 1173609.42000000 0.197227627642 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.08000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -284500.00000000 PA USD -284500.00000000 -0.04781084669 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 400000.00000000 USD 345943.86000000 USD CDS N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BU4 500000.00000000 PA USD 482970.70000000 0.081164281539 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 000000000 100000.00000000 PA 106043.24000000 0.017820798211 Long DBT CORP DE N 2 2027-05-16 Fixed 2.88000000 N N N N N N Romark CLO Ltd N/A 77587UAE2 500000.00000000 PA USD 497704.05000000 0.083640253202 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 7.82000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCF9 1000000.00000000 PA USD 959790.47000000 0.161294885850 Long DBT CORP US N 2 2032-06-01 Fixed 4.15000000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 24000.00000000 PA USD 19428.96000000 0.003265079184 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 196000.00000000 PA USD 197760.81000000 0.033234136274 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N Fairstone Financial Issuance Trust I 549300LY2ZF7LX6T3F37 30575PAS5 170000.00000000 PA 119400.93000000 0.020065587205 Long ABS-O CORP CA N 2 2039-10-20 Fixed 5.16000000 N N N N N N Generate CLO Ltd. N/A 986252AY0 1500000.00000000 PA USD 1464281.70000000 0.246075739483 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.83000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BG9 84000.00000000 PA USD 69841.96000000 0.011737093999 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N SMB Private Education Loan Trust N/A 78449MAA4 1105078.01000000 PA USD 993932.58000000 0.167032542044 Long ABS-O CORP US N 2 2053-03-17 Fixed 1.34000000 N N N N N N State of Hawaii N/A 419792K96 1000000.00000000 PA USD 1085738.75000000 0.182460769531 Long DBT MUN US N 2 2038-10-01 Fixed 6.15000000 N N N N N N Cedar Funding Ltd 5493002XZZZCKFWQIL45 15032QAC6 400000.00000000 PA USD 395002.36000000 0.066381009770 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.22000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CD7 188000.00000000 PA USD 191797.60000000 0.032232005802 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 513000.00000000 PA USD 519412.50000000 0.087288405663 Long DBT CORP US N 2 2028-03-01 Fixed 8.13000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAE5 62000.00000000 PA USD 52607.00000000 0.008840721308 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Cable One Inc USD XXXX N N N Starwood Residential Mortgage Trust N/A 85573GAD4 2050000.00000000 PA USD 1567559.56000000 0.263431809543 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.36000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 175000.00000000 PA USD 189710.94000000 0.031881338029 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N Canyon Capital CLO Ltd N/A 13876XAN1 500000.00000000 PA USD 486659.25000000 0.081784150427 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 9.01000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -197468.75000000 PA USD -197468.75000000 -0.03318505495 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 355000.00000000 USD 279077.92500000 USD CDS N N N Springs Windows Fashions, LLC N/A 78489HAB4 280012.50000000 PA USD 250437.58000000 0.042086582583 Long LON CORP US N 2 2028-10-06 Variable 9.47000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 2500000.00000000 PA USD 2505630.08000000 0.421076610333 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AqGen Ascensus, Inc. 549300K5MHNFPEU2RK82 03836BAE9 121935.75000000 PA USD 116905.90000000 0.019646291961 Long LON CORP US N 2 2029-08-02 Variable 12.18000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 142000.00000000 PA USD 118578.52000000 0.019927379407 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 69007TAB0 203000.00000000 PA USD 196219.13000000 0.032975053581 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -508500.00000000 PA USD -508500.00000000 -0.08545453619 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2024-01-11 508500.00000000 USD 510615.92000000 USD CDS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -2626068.67000000 PA USD -2626068.67000000 -0.44131657856 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 2702574.26200000 USD 2743889.35254121 USD AMBS N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 504000.00000000 PA USD 537060.80000000 0.090254241043 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AK8 1500000.00000000 PA USD 1637819.57000000 0.275239157758 Long DBT CORP US N 2 2033-08-01 Fixed 5.88000000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92555WAF2 152617.50000000 PA USD 149374.38000000 0.025102690977 Long LON CORP US N 2 2030-05-30 Variable 9.96000000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 898000.00000000 PA USD 732134.07000000 0.123036730348 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 20000.00000000 PA USD 19593.67000000 0.003292759060 Long DBT CORP US N 2 2027-05-15 Fixed 7.38000000 N N N N N N ENGINEERING SPA 81560042F5E23EE61346 000000000 100000.00000000 PA 117843.59000000 0.019803872815 Long DBT CORP IT N 2 2028-05-15 Fixed 11.13000000 N N N N N N UMBS, TBA 254900HROIFWPRGM1V77 01F042616 550000.00000000 PA USD 533113.28000000 0.089590851681 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.50000000 N N N N N N White Cap Buyer LLC N/A 96350TAC4 45564.04000000 PA USD 45640.13000000 0.007669923580 Long LON CORP US N 2 2027-10-19 Variable 9.11000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AF8 34000.00000000 PA USD 32079.20000000 0.005390979660 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAW1 1000000.00000000 PA USD 814457.17000000 0.136871307198 Long DBT US N 2 2031-04-01 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQXG5 1746236.69000000 PA USD 1747252.65000000 0.293629625989 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -561000.00000000 PA USD -561000.00000000 -0.09427727591 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 561000.00000000 USD 564534.30000000 USD CDS N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAC9 81000.00000000 PA USD 73388.03000000 0.012333018811 Long DBT CORP US N 2 2028-11-01 Fixed 5.88000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAE0 306000.00000000 PA USD 302831.37000000 0.050891473486 Long DBT CORP US N 2 2028-08-15 Fixed 4.88000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081AU6 194000.00000000 PA USD 187650.81000000 0.031535128681 Long DBT CORP US N 2 2040-10-01 Fixed 6.20000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 150383.48000000 PA USD 150571.46000000 0.025303862886 Long LON CORP US N 2 2028-02-01 Variable 9.21000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 58000.00000000 PA USD 50756.96000000 0.008529818043 Long DBT CORP US N 2 2029-02-15 Fixed 3.13000000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AA2 22000.00000000 PA USD 21450.00000000 0.003604719373 Long DBT CORP US N 2 2026-08-01 Fixed 6.00000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 200000.00000000 PA USD 186282.96000000 0.031305258499 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 02377BAB2 967059.39000000 PA USD 904609.69000000 0.152021635188 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N Navient Student Loan Trust N/A 638961AA0 166630.11000000 PA USD 166510.70000000 0.027982486999 Long ABS-O CORP US N 2 2071-10-15 Fixed 5.51000000 N N N N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 000000000 200000.00000000 PA USD 197250.00000000 0.033148293537 Long DBT CORP KY N 2 2024-10-01 Fixed 4.88000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1393332.26000000 PA USD -1393332.26000000 -0.23415253105 Short RA CORP US N 2 Reverse repurchase N 5.55000000 2024-01-08 1636000.00000000 USD 1469600.47680000 USD ACMO N N N SMB Private Education Loan Trust N/A 83208AAF0 143471.31000000 PA USD 123046.62000000 0.020678253376 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -178213.70000000 PA USD -178213.70000000 -0.02994920172 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 178213.70000000 USD 178663.94000000 USD CDS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -285055.79000000 PA USD -285055.79000000 -0.04790424842 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 297713.78927000 USD 298344.77578377 USD AMBS N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAC4 116000.00000000 PA USD 115920.49000000 0.019480691657 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -103650.00000000 PA USD -103650.00000000 -0.01741860899 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 120000.00000000 USD 119655.85200000 USD CDS N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BQ6 1052000.00000000 PA USD 1068061.94000000 0.179490142982 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 540000.00000000 PA USD 495096.78000000 0.083202095781 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KBA7 38000.00000000 PA USD 36746.56000000 0.006175339707 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHH9 1776622.13000000 PA USD 1687368.31000000 0.283565931790 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 200000.00000000 PA USD 184859.42000000 0.031066029492 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N SMB Private Education Loan Trust N/A 83208AAG8 141404.91000000 PA USD 130656.54000000 0.021957117062 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.93000000 N N N N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 000000000 200000.00000000 PA USD 183070.00000000 0.030765313550 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAC4 219000.00000000 PA USD 127362.19000000 0.021403494345 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N Dryden Senior Loan Fund N/A 26243EAB7 1320000.00000000 PA USD 1312525.76000000 0.220572822144 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 7.06000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -359890.00000000 PA USD -359890.00000000 -0.06048030094 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 493000.00000000 USD 479599.22470000 USD CDS N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAA8 32000.00000000 PA USD 31573.86000000 0.005306056169 Long DBT CORP US N 2 2026-01-15 Fixed 5.38000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -115830.00000000 PA USD -115830.00000000 -0.01946548461 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 162000.00000000 USD 159570.00000000 USD CDS N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 293000.00000000 PA USD 299747.79000000 0.050373271128 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 800000.00000000 PA USD 720740.87000000 0.121122078191 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N Chobani LLC 549300ISVDMZ91KNTR38 000000000 148000.00000000 PA USD 148122.84000000 0.024892366945 Long LON CORP US N 2 2027-10-25 Variable 9.11000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAJ0 194944.00000000 PA USD 194979.09000000 0.032766662149 Long LON CORP US N 2 2027-05-03 Variable 10.76000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 83001WAC8 45000.00000000 PA USD 45194.85000000 0.007595093303 Long DBT CORP US N 2 2025-07-01 Fixed 7.00000000 N N N N N N University of California N/A 91412GDZ5 885000.00000000 PA USD 971394.66000000 0.163244995338 Long DBT MUN US N 2 2045-05-15 Fixed 5.95000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CK2 1800000.00000000 PA USD 1553038.74000000 0.260991554010 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -121170.00000000 PA USD -121170.00000000 -0.02036288328 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 168000.00000000 USD 169349.22648000 USD CDS N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 71953LAA9 175000.00000000 PA USD 175344.75000000 0.029467068406 Long DBT CORP US N 2 2025-06-15 Fixed 6.13000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBL4 95000.00000000 PA USD 100595.03000000 0.016905214615 Long DBT CORP BM N 2 2028-02-01 Fixed 8.38000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAG2 870000.00000000 PA USD 848144.14000000 0.142532476120 Long DBT CORP US N 2 2026-01-15 Fixed 4.13000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 610000.00000000 PA USD 690642.71000000 0.116064016631 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AL7 70000.00000000 PA USD 72894.08000000 0.012250009434 Long DBT US N 2 2027-06-15 Fixed 8.00000000 N N N N N N Apidos CLO Ltd 549300RV409NJP65MP20 03766GAL6 880465.18000000 PA USD 879271.01000000 0.147763414643 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 6.56000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 210000.00000000 PA USD 145359.38000000 0.024427961453 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 177076.12000000 PA USD 174752.88000000 0.029367603360 Long LON CORP CA N 2 2027-05-10 Variable 8.71000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 199575AT8 3000000.00000000 PA USD 3288145.29000000 0.552580001352 Long DBT CORP US N 2 2033-03-01 Fixed 6.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELX73 2128955.20000000 PA USD 2126207.40000000 0.357313799831 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.50000000 N N N N N N Navient Student Loan Trust N/A 63942EAA6 948045.67000000 PA USD 817008.79000000 0.137300112515 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.97000000 N N N N N N Sophia, L.P. 549300RP8NIJ7FY7OS79 83578BAN3 85316.51000000 PA USD 85396.71000000 0.014351103727 Long LON CORP US N 2 2027-10-07 Variable 8.96000000 N N N N N N PAPREC HOLDING SA 969500ASAFSVN9KVC873 000000000 100000.00000000 PA 118260.66000000 0.019873962340 Long DBT CORP FR N 2 2029-11-17 Fixed 7.25000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 63000.00000000 PA USD 50400.00000000 0.008469830135 Long DBT CORP US N 2 2029-09-01 Fixed 5.63000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 92000.00000000 PA USD 88207.61000000 0.014823481614 Long DBT CORP US N 2 2028-03-15 Fixed 5.13000000 N N N N N N Eaton Vance CDO Ltd 5493008YP5U5LTXAO749 27830KAU8 1000000.00000000 PA USD 986870.80000000 0.165845794484 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 6.93000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAK7 88000.00000000 PA USD 81393.88000000 0.013678419398 Long DBT CORP US N 2 2031-09-01 Fixed 6.00000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 27034RAA1 189000.00000000 PA USD 195912.86000000 0.032923584238 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 1575000.00000000 PA USD 1522723.07000000 0.255896939420 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1360000.00000000 PA USD -1360000.00000000 -0.22855097191 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 2000000.00000000 USD 1747225.56000000 USD CDS N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 126000.00000000 PA USD 128297.23000000 0.021560629861 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAG6 123000.00000000 PA USD 126611.35000000 0.021277314042 Long DBT CORP US N 2 2028-09-15 Fixed 6.88000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AE4 2800000.00000000 PA USD 2792197.10000000 0.469234824260 Long DBT CORP FR N 2 2040-01-27 Fixed 5.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AT5 69000.00000000 PA USD 72514.56000000 0.012186230269 Long DBT CORP US N 2 2031-02-01 Fixed 7.38000000 N N N N N N Navient Student Loan Trust N/A 63941CAB9 516853.68000000 PA USD 485648.54000000 0.081614298402 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.01000000 N N N N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21870FBA6 85345.19000000 PA USD 82838.60000000 0.013921207751 Long LON CORP US N 2 2028-06-02 Variable 8.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6G5 1885048.45000000 PA USD 1933717.14000000 0.324965391002 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 165000.00000000 PA USD 166573.94000000 0.027993114620 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -1838250.00000000 PA USD -1838250.00000000 -0.30892192950 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1838250.00000000 USD 1861428.80000000 USD UST N N N Canyon Capital CLO Ltd N/A 13887PAP0 250000.00000000 PA USD 246858.78000000 0.041485157423 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.56000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 150000.00000000 PA USD 157342.50000000 0.026441750955 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 329000.00000000 PA USD 342288.81000000 0.057522382501 Long DBT CORP US N 2 2030-08-15 Fixed 7.25000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 800000.00000000 PA USD 822397.18000000 0.138205643229 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 100000.00000000 PA 101976.51000000 0.017137375348 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 476000.00000000 PA USD 443806.55000000 0.074582660548 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 100000.00000000 PA 98582.75000000 0.016567046563 Long DBT CORP ES N 2 2029-01-15 Fixed 1.25000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 127000.00000000 PA USD 122643.33000000 0.020610479610 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAB2 30000.00000000 PA USD 30449.95000000 0.005117180637 Long DBT CORP KY N 2 2026-05-15 Fixed 7.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -756250.00000000 PA USD -756250.00000000 -0.12708946508 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 756250.00000000 USD 761172.98000000 USD CDS N N N Cedar Funding Ltd 549300G87EGFMLOYN341 15032FAA4 471482.51000000 PA USD 471034.84000000 0.079158434183 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.68000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CT7 150000.00000000 PA USD 158543.25000000 0.026643539616 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AZ6 750000.00000000 PA USD 669060.86000000 0.112437139577 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AG1 30000.00000000 PA USD 29594.08000000 0.004973349814 Long DBT US N 2 2025-10-01 Fixed 5.25000000 N N N N N N LITIGATION FEE RESIDUAL N/A 53689HAA7 459841.05000000 PA USD 450092.42000000 0.075639014738 Long ABS-O CORP US N 3 2027-10-30 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 2250000.00000000 PA USD 1702251.23000000 0.286067039019 Long DBT CORP US N 2 2041-04-30 Fixed 3.07000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 141000.00000000 PA USD 137779.23000000 0.023154100681 Long DBT CORP BM N 2 2026-03-15 Fixed 5.88000000 N N N N N N Generate CLO Ltd. 254900V675MOVWK0HA08 37148JAJ2 750000.00000000 PA USD 758729.93000000 0.127506222739 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 9.17000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 27034RAC7 209000.00000000 PA USD 232251.25000000 0.039030330085 Long DBT CORP US N 2 2031-07-15 Fixed 9.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -319760.00000000 PA USD -319760.00000000 -0.05373636675 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2024-01-10 400000.00000000 USD 392916.44800000 USD CDS N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAA8 264000.00000000 PA USD 258312.04000000 0.043409902794 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 000000000 -1539568.75000000 PA USD -1539568.75000000 -0.25872789275 Short RA CORP US N 2 Reverse repurchase N 5.49000000 2049-12-31 1565000.00000000 USD 1597075.75485000 USD CDS N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 62000.00000000 PA USD 62310.00000000 0.010471331661 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AV8 1750000.00000000 PA USD 1781493.39000000 0.299383857170 Long DBT CORP US N 2 2026-06-30 Fixed 5.88000000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 431000.00000000 PA USD 433155.00000000 0.072792644295 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1398.07000000 -0.00023494871 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 62000.00000000 EUR 67257.28000000 USD 2024-03-20 -1398.07000000 N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 247000.00000000 PA USD 248850.92000000 0.041819940903 Long DBT CORP US N 2 2030-06-15 Fixed 6.38000000 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 000000000 100000.00000000 PA 108991.23000000 0.018316214372 Long DBT CORP DE N 2 2028-05-15 Fixed 4.13000000 N N N N N N Amneal Pharmaceuticals LLC 54930037VIXE7LRZ1M66 03167DAQ7 47957.22000000 PA USD 47058.02000000 0.007908203093 Long LON CORP US N 2 2028-05-04 Variable 10.86000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 -149336.97000000 PA USD -149336.97000000 -0.02509640414 Short RA CORP US N 2 Reverse repurchase N 5.33000000 2024-01-11 200000.00000000 USD 184812.50000000 USD CDS N N N BURLINGTN NORTH SANTA FE N/A 12189LAA9 1890000.00000000 PA USD 2057160.46000000 0.345710310680 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAX9 350000.00000000 PA USD 249793.40000000 0.041978326727 Long DBT US N 2 2041-04-01 Fixed 2.90000000 N N N N N N BIG RIVER STEEL/BRS FIN N/A 08949LAB6 741000.00000000 PA USD 755508.78000000 0.126964901442 Long DBT CORP US N 2 2029-01-31 Fixed 6.63000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 00216EAH2 91913.56000000 PA USD 91870.36000000 0.015439014756 Long LON CORP US N 2 2028-09-15 Fixed 9.85000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAB4 146000.00000000 PA USD 152602.49000000 0.025645181916 Long DBT CORP GB N 2 2029-03-30 Fixed 8.13000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 44000.00000000 PA USD 40935.54000000 0.006879306950 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 350000.00000000 PA USD 320122.53000000 0.053797290709 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N DISH DBS CORP N/A 25470XBF1 78000.00000000 PA USD 62212.80000000 0.010454996989 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DJ6 1000000.00000000 PA USD 951191.56000000 0.159849820234 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -134865.00000000 PA USD -134865.00000000 -0.02266435796 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 148000.00000000 USD 154321.41448000 USD CDS N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 220000.00000000 PA USD 210363.91000000 0.035352114769 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAR1 33000.00000000 PA USD 25905.00000000 0.004353391858 Long DBT CORP US N 2 2031-05-30 Fixed 7.50000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAA7 380000.00000000 PA USD 386585.40000000 0.064966521249 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N I-Logic Technologies Bidco Limited 213800PHEXJH1L7ZN896 00510DAB0 65677.08000000 PA USD 65533.25000000 0.011013005868 Long LON CORP US N 2 2028-02-16 Variable 9.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DG2 1000000.00000000 PA USD 854867.87000000 0.143662413640 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 110000.00000000 PA USD 102026.00000000 0.017145692250 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 338000.00000000 PA USD 305600.74000000 0.051356872166 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -176878.21000000 PA USD -176878.21000000 -0.02972476971 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 184937.01083300 USD 185126.53613147 USD AMBS N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 45000.00000000 PA USD 38044.46000000 0.006393454639 Long DBT CORP US N 2 2031-10-15 Fixed 3.88000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EH9 800000.00000000 PA USD 611726.52000000 0.102801978451 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXV1 236919.77000000 PA USD 243993.57000000 0.041003652621 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 12511VAA6 470000.00000000 PA USD 458246.01000000 0.077009243355 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N State of California N/A 13063D3S5 1000000.00000000 PA USD 1004235.99000000 0.168764052610 Long DBT MUN US N 2 2038-03-01 Fixed 5.13000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 88000.00000000 PA USD 87845.12000000 0.014762564378 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 265000.00000000 PA USD 261687.50000000 0.043977156223 Long DBT CORP US N 2 2025-11-15 Fixed 5.88000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAD4 555000.00000000 PA USD 556709.40000000 0.093556231210 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 2500000.00000000 PA USD 2224758.15000000 0.373875468725 Long DBT US N 2 2030-01-15 Fixed 2.90000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 1000000.00000000 PA USD 1010790.37000000 0.169865530492 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 549000.00000000 PA USD 528250.82000000 0.088773704652 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 57000.00000000 PA USD 61276.08000000 0.010297579146 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 1500000.00000000 PA USD 1404084.66000000 0.235959495367 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -634695.00000000 PA USD -634695.00000000 -0.10666188170 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 969000.00000000 USD 879054.99749999 USD CDS N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 200000.00000000 PA USD 174557.84000000 0.029334826461 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAM1 370000.00000000 PA USD 382805.43000000 0.064331289031 Long DBT CORP CA N 2 2028-02-15 Fixed 7.75000000 N N N N N N BX Trust N/A 05609TAA8 1300000.00000000 PA USD 1272296.09000000 0.213812138189 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.21000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 142000.00000000 PA USD 131971.25000000 0.022178056950 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 117000.00000000 PA USD 96817.50000000 0.016270392443 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AA8 140000.00000000 PA USD 134569.40000000 0.022614681735 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702DAA5 110399.20000000 PA USD 110142.69000000 0.018509719742 Long ABS-CBDO CORP KY N 2 2029-05-20 Floating 6.43000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAJ5 250000.00000000 PA USD 245414.65000000 0.041242468221 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 9.01000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -129690.00000000 PA USD -129690.00000000 -0.02179468790 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 132000.00000000 USD 135560.30928000 USD CDS N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -73.00000000 NC USD -128560.47000000 -0.02160486791 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVH4 Comdty 2024-03-28 -7811900.50000000 USD -128560.47000000 N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -121683.91000000 PA USD -121683.91000000 -0.02044924698 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 121683.91000000 USD 122461.50000000 USD CDS N N N CIM Trust N/A 12570HAA5 1231054.30000000 PA USD 1241836.49000000 0.208693335848 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.64000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 92000.00000000 PA USD 90958.79000000 0.015285823425 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N BX Trust N/A 12434FAA5 605000.00000000 PA USD 592281.15000000 0.099534141530 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.40000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 100000.00000000 PA 118428.46000000 0.019902161496 Long DBT CORP SE N 2 2027-10-15 Fixed 9.25000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EL7 1000000.00000000 PA USD 1021277.40000000 0.171627898800 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 17000.00000000 PA USD 15438.00000000 0.002594389635 Long DBT CORP US N 2 2029-11-01 Fixed 3.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 340000.00000000 PA USD 353969.24000000 0.059485304287 Long DBT CORP US N 2 2028-03-15 Fixed 10.25000000 N N N N N N RRX Ltd N/A 402564AA6 500000.00000000 PA USD 493167.35000000 0.082877850853 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 12.11000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 700000.00000000 PA USD 662258.61000000 0.111294006600 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -173800.00000000 PA USD -173800.00000000 -0.02920746979 Short RA CORP US N 2 Reverse repurchase N 5.44000000 2049-12-31 220000.00000000 USD 210363.90980000 USD CDS N N N Elmwood CLO 21 Ltd N/A 289907AS6 500000.00000000 PA USD 499633.40000000 0.083964484686 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 8.12000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133LPTN7 6171027.10000000 PA USD 5674604.19000000 0.953629634470 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 1.50000000 N N N N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 45410BAA2 221000.00000000 PA USD 200259.15000000 0.033653987770 Long DBT CORP MU N 2 2026-08-10 Fixed 4.70000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 200000.00000000 PA USD 198703.26000000 0.033392517056 Long DBT CORP NL N 2 2030-09-01 Fixed 5.88000000 N N N N N N PUG LLC N/A 74530DAC9 108183.32000000 PA USD 106244.67000000 0.017854648963 Long LON CORP US N 2 2027-02-12 Variable 8.97000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -2011224.04000000 PA USD -2011224.04000000 -0.33799059491 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 2128955.20000000 USD 2126207.40010246 USD AMBS N N N Carlyle Global Market Strategies 549300CVBX8ZUYQV3Q10 14310BAU5 165195.21000000 PA USD 165138.66000000 0.027751912679 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 6.59000000 N N N N N N TICP CLO Ltd N/A 87250RAD6 250000.00000000 PA USD 246932.13000000 0.041497484051 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 8.83000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 171000.00000000 PA USD 163234.34000000 0.027431887542 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 000000000 100000.00000000 PA 114541.45000000 0.019248940972 Long DBT CORP PT N 2 2083-04-23 Fixed 5.94000000 N N N N N N Nouryon Finance B.V. 549300K7VB5G6LULFT41 000000000 26520.37000000 PA USD 26594.89000000 0.004469329380 Long LON CORP US N 2 2028-04-03 Variable 9.47000000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483EAL4 464000.00000000 PA USD 432828.48000000 0.072737771895 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 1000000.00000000 PA USD 833349.30000000 0.140046170928 Long DBT CORP US N 2 2032-03-15 Fixed 2.38000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 45000.00000000 PA USD 42586.22000000 0.007156707331 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 725000.00000000 PA USD 613902.58000000 0.103167670090 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 62000.00000000 PA USD 58693.56000000 0.009863581017 Long DBT US N 2 2032-07-15 Fixed 5.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -392010.00000000 PA USD -392010.00000000 -0.06587813713 Short RA CORP US N 2 Reverse repurchase N 5.67000000 2049-12-31 438000.00000000 USD 423989.15526000 USD CDS N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 691000.00000000 PA USD 631056.79000000 0.106050472566 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 000000000 -3866100.00000000 PA USD -3866100.00000000 -0.64970655333 Short RA CORP US N 2 Reverse repurchase N 5.49000000 2049-12-31 3920000.00000000 USD 4213656.21600000 USD CDS N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 163000.00000000 PA USD 147027.08000000 0.024708222082 Long DBT CORP US N 2 2029-10-15 Fixed 4.63000000 N N N N N N Neuberger Berman CLO Ltd 549300YJLHTYDSFV8K03 64131JAL0 1223659.83000000 PA USD 1224471.24000000 0.205775067638 Long ABS-CBDO CORP KY N 2 2029-10-18 Floating 6.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJC0 1156417.69000000 PA USD 1168053.13000000 0.196293880966 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 78500AAA6 107000.00000000 PA USD 76906.25000000 0.012924263370 Long DBT CORP US N 2 2029-10-01 Fixed 6.50000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 152000.00000000 PA USD 152046.36000000 0.025551723054 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668AA21 372920.30000000 PA USD 325487.90000000 0.054698952862 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 406000.00000000 PA USD 349983.08000000 0.058815421389 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -941840.18000000 PA USD -941840.18000000 -0.15827830039 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1097433.96045000 USD 1006686.42195397 USD AMBS N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 232000.00000000 PA USD 205236.48000000 0.034490438953 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXCQ3 878347.63000000 PA USD 832069.51000000 0.139831099422 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.00000000 N N N N N N Tenneco, Inc. 549300U0EXXFAQFAD785 88037HAP9 82200.00000000 PA USD 72289.97000000 0.012148487429 Long LON CORP US N 2 2028-11-17 Floating 10.47000000 N N N N N N CDP Financial Inc 549300OXMGVYFCBFV096 125094AC6 5890000.00000000 PA USD 6299644.43000000 1.058669012661 Long DBT NUSS CA N 2 2039-11-25 Fixed 5.60000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 367000.00000000 PA USD 462420.01000000 0.077710693176 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 119000.00000000 PA USD 110638.81000000 0.018593093792 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 220000.00000000 PA USD 206706.92000000 0.034737549609 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N VALLOUREC SACA 969500P2Q1B47H4MCJ34 000000000 23000.00000000 PA 25514.61000000 0.004287785965 Long DBT CORP FR N 2 2026-06-30 Fixed 8.50000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 365000.00000000 PA USD 297475.00000000 0.049991323802 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAQ4 200000.00000000 PA USD 198052.53000000 0.033283160457 Long DBT CORP US N 2 2036-01-15 Fixed 5.10000000 N N N N N N Navient Student Loan Trust N/A 63942JAA5 808212.64000000 PA USD 700526.63000000 0.117725030986 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -117810.00000000 PA USD -117810.00000000 -0.01979822794 Short RA CORP US N 2 Reverse repurchase N 5.39000000 2049-12-31 136000.00000000 USD 135368.01072000 USD CDS N N N Galaxy CLO Ltd 549300GJYHKO4BDEN716 36320UAC4 1824844.80000000 PA USD 1822241.84000000 0.306231723237 Long ABS-CBDO CORP KY N 2 2031-05-16 Floating 6.67000000 N N N N N N Madison Park Funding Ltd N/A 55818YBJ9 1000000.00000000 PA USD 985363.80000000 0.165592539840 Long ABS-CBDO CORP KY N 2 2030-07-21 Floating 9.27000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAP6 215000.00000000 PA USD 221674.74000000 0.037252924468 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 115000.00000000 PA USD 107226.95000000 0.018019723263 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAF6 335000.00000000 PA USD 256774.54000000 0.043151522559 Long DBT CORP CA N 2 2051-03-17 Fixed 3.65000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 106334.02000000 0.017869664425 Long DBT CORP DE N 2 2028-09-21 Fixed 3.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -968467.50000000 PA USD -968467.50000000 -0.16275307970 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2024-01-04 1287000.00000000 USD 1291486.48200000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 93000.00000000 PA USD 92083.76000000 0.015474877092 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 000000000 -5293750.00000000 PA USD -5293750.00000000 -0.88962625558 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 5000000.00000000 USD 5751972.25000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -375500.00000000 PA USD -375500.00000000 -0.06310359555 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 400000.00000000 USD 418098.80000000 USD CDS N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 384637AA2 27000.00000000 PA USD 26837.57000000 0.004510112284 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -85892.50000000 PA USD -85892.50000000 -0.01443442232 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 94000.00000000 USD 89988.70980000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 116000.00000000 PA USD 124772.27000000 0.020968252630 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N Gray Television Inc 529900TM5726KDN7UU35 389284AA8 129000.00000000 PA USD 122614.50000000 0.020605634666 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -143385.00000000 PA USD -143385.00000000 -0.02409616257 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2024-01-04 237000.00000000 USD 204342.41910000 USD CDS N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 100000.00000000 PA 118122.67000000 0.019850772819 Long DBT CORP US N 2 2028-11-15 Fixed 9.63000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 650000.00000000 PA USD 620078.23000000 0.104205501567 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2K6 900000.00000000 PA USD 900190.31000000 0.151278948722 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 74000.00000000 PA USD 76979.17000000 0.012936517736 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 182000.00000000 PA USD 165128.55000000 0.027750213672 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N BX Trust N/A 05608WAA2 1569004.22000000 PA USD 1543908.47000000 0.259457192185 Long ABS-MBS CORP US N 2 2038-06-15 Floating 6.15000000 N N N N N N TCI-Symphony CLO N/A 87232BAF9 463201.60000000 PA USD 462947.39000000 0.077799320538 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.59000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 644535AH9 243000.00000000 PA USD 245155.90000000 0.041198984718 Long DBT CORP CA N 2 2027-07-15 Fixed 7.50000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AU5 703000.00000000 PA USD 747531.54000000 0.125624308828 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -186921.25000000 PA USD -186921.25000000 -0.03141252452 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 229000.00000000 USD 231425.26801000 USD CDS N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAD9 281134.97000000 PA USD 279203.57000000 0.046920770063 Long LON CORP US N 2 2029-03-01 Variable 9.19000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAC5 219000.00000000 PA USD 227760.00000000 0.038275565709 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919XAB7 110249.63000000 PA USD 94375.89000000 0.015860074547 Long LON CORP US N 2 2027-03-09 Variable 8.47000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 92000.00000000 PA USD 93813.89000000 0.015765629219 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 26000.00000000 PA USD 26000.00000000 0.004369356816 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -85402.50000000 PA USD -85402.50000000 -0.01435207674 Short RA CORP US N 2 Reverse repurchase N 5.65000000 2049-12-31 118000.00000000 USD 107046.94500000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKR0 6023797.52000000 PA USD 5526494.12000000 0.928739413551 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.50000000 N N N N N N Onslow Bay Financial LLC N/A 67117VAA8 1351778.33000000 PA USD 1364069.10000000 0.229234793065 Long ABS-MBS CORP US N 2 2063-07-25 Variable 6.52000000 N N N N N N SUMMER BIDCO BV 724500EOJYP21L3XM206 000000000 118442.36000000 PA 129446.92000000 0.021753837777 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1533701.25000000 PA USD -1533701.25000000 -0.25774184655 Short RA CORP US N 2 Reverse repurchase N 5.52000000 2049-12-31 1533701.25000000 USD 1537643.71000000 USD CDS N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 000000000 450000.00000000 PA USD 438750.00000000 0.073732896271 Long DBT CORP KY N 2 2026-05-15 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESQ4 1122589.25000000 PA USD 1029761.60000000 0.173053687150 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 3.50000000 N N N N N N BAUSCH & LOMB ESCROW COR N/A 071705AA5 876000.00000000 PA USD 924127.44000000 0.155301635727 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N ALEXANDER FUND TRUST II N/A 014916AA8 105000.00000000 PA USD 110253.89000000 0.018528407145 Long DBT CORP US N 2 2028-07-31 Fixed 7.47000000 N N N N N N Cedar Funding Ltd N/A 15033XAL0 930000.00000000 PA USD 922687.60000000 0.155059667468 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 7.28000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAA5 395000.00000000 PA USD 384101.95000000 0.064549172050 Long DBT CORP US N 2 2026-11-01 Fixed 4.63000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDH2 1200000.00000000 PA USD 1153685.53000000 0.193879374389 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -913500.00000000 PA USD -913500.00000000 -0.15351567121 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2049-12-31 1050000.00000000 USD 1077682.20000000 USD CDS N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -132000.00000000 PA USD -132000.00000000 -0.02218288845 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-04 200000.00000000 USD 176928.00000000 USD CDS N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 1913000.00000000 PA USD 1946823.75000000 0.327167985453 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N Gainwell Acquisition Corp. N/A 59909TAC8 298443.86000000 PA USD 289490.54000000 0.048649517851 Long LON CORP US N 2 2027-10-01 Variable 9.45000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BA6 140000.00000000 PA USD 135800.24000000 0.022821527087 Long DBT US N 2 2035-04-15 Fixed 4.75000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAG5 66000.00000000 PA USD 71687.29000000 0.012047205738 Long DBT CORP US N 2 2031-01-01 Fixed 9.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 79000.00000000 PA USD 72358.10000000 0.012159936824 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 209000.00000000 PA USD 222591.27000000 0.037406949337 Long DBT CORP GB N 2 2028-11-30 Fixed 12.00000000 N N N N N N Babson CLO Ltd 549300TE5WUQQTRVZ282 06760BAL6 250000.00000000 PA USD 249964.33000000 0.042007051887 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 9.26000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 605000.00000000 PA USD 613352.03000000 0.103075148959 Long DBT US N 2 2028-02-15 Fixed 10.50000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 770000.00000000 PA USD 861244.28000000 0.144733983274 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EW55 5516919.53000000 PA USD 5653281.06000000 0.950046235877 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Carval CLO LTD N/A 14687MAG7 250000.00000000 PA USD 239922.80000000 0.040319550827 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.91000000 N N N N N N Benefit Street Partners CLO Ltd 549300PVYNJC7QL0GC48 08179XAW5 44489.79000000 PA USD 44495.08000000 0.007477495426 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.53000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 64000.00000000 PA USD 64711.23000000 0.010874863610 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N COLT Funding LLC 213800IHRVKO9R6JZ883 12598UAA4 1469143.49000000 PA USD 1488145.10000000 0.250086036000 Long ABS-MBS CORP US N 2 2068-07-25 Variable 6.60000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAF5 3000.00000000 PA USD 2934.32000000 0.000493118888 Long DBT CORP LU N 2 2033-11-15 Fixed 6.38000000 N N N N N N Carval CLO LTD N/A 14686AAW9 500000.00000000 PA USD 481932.95000000 0.080989885383 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.88000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765KAA7 122000.00000000 PA USD 125876.06000000 0.021153746951 Long DBT CORP US N 2 2028-09-15 Fixed 7.00000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 261000.00000000 PA USD 254475.00000000 0.042765079837 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 236000.00000000 PA USD 224142.18000000 0.037667583152 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -321882.50000000 PA USD -321882.50000000 -0.05409305751 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2024-01-11 647000.00000000 USD 475195.62000000 USD CDS N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 20000.00000000 PA USD 16000.00000000 0.002688834963 Long LON CORP US N 2 2030-01-24 Floating 11.45000000 N N N N N N TERVITA CORP N/A 88159EAA1 77000.00000000 PA USD 80850.00000000 0.013587019176 Long DBT CORP CA N 2 2025-12-01 Fixed 11.00000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 100000.00000000 PA 106170.64000000 0.017842208059 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAR1 279000.00000000 PA USD 299917.75000000 0.050401833278 Long DBT CORP US N 2 2030-11-15 Fixed 9.75000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 400000.00000000 PA USD 324083.94000000 0.054463014316 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 207000.00000000 PA USD 198387.93000000 0.033339525160 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Verscend Holding Corp. N/A 92531HAD9 621938.07000000 PA USD 622454.28000000 0.104604801962 Long LON CORP US N 2 2025-08-27 Variable 9.47000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAL6 41000.00000000 PA USD 39036.92000000 0.006560239710 Long DBT CORP US N 2 2026-10-15 Fixed 3.88000000 N N N N N N BX Trust N/A 05609KAA7 390965.08000000 PA USD 383610.52000000 0.064466586164 Long ABS-MBS CORP US N 2 2038-10-15 Floating 6.16000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6781500.00000000 OU Notional Amount USD -408366.37000000 -0.06862686085 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S41 2I65BRZP8 Y buy protection 2028-12-21 0.00000000 USD -87299.64000000 USD 6781500.00000000 USD -321066.73000000 N N N COLT Funding LLC N/A 12663GAA5 2022231.12000000 PA USD 1970256.75000000 0.331105952310 Long ABS-MBS CORP US N 2 2067-04-25 Variable 5.16000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -954687.50000000 PA USD -954687.50000000 -0.16043732059 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 954687.50000000 USD 960902.25000000 USD CDS N N N ANTERO MIDSTREAM PART/FI N/A 03690AAD8 148000.00000000 PA USD 146851.05000000 0.024678639856 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 326000.00000000 PA USD 324370.00000000 0.054511087324 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 36185N7L8 91252.24000000 PA USD 81400.22000000 0.013679484849 Long ABS-MBS CORP US N 2 2035-06-19 Variable 3.87000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 100000.00000000 PA 118021.39000000 0.019833752493 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAZ1 750000.00000000 PA USD 736911.32000000 0.123839557650 Long DBT CORP US N 2 2032-10-01 Fixed 4.45000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BG0 394000.00000000 PA USD 389396.76000000 0.065438976441 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAB5 112000.00000000 PA USD 124252.80000000 0.020880954561 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc USD XXXX N N N RFC PRINCIPAL STRIP N/A 76116FAC1 6055000.00000000 PA USD 4611040.11000000 0.774895366689 Long DBT USGA US N 2 2030-04-15 None 0.00000000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 09630PAJ2 500000.00000000 PA USD 487990.50000000 0.082007869898 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.56000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 563000.00000000 PA USD 597564.26000000 0.100421979711 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 127000.00000000 PA USD 116329.16000000 0.019549369544 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -931250.00000000 PA USD -931250.00000000 -0.15649859749 Short RA CORP US N 2 Reverse repurchase N 5.18000000 2049-12-31 931250.00000000 USD 933527.94000000 USD CDS N N N Palmer Square CLO Ltd N/A 69700XAJ4 1000000.00000000 PA USD 1010714.10000000 0.169852713152 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 9.42000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 272000.00000000 PA USD 195584.56000000 0.032868412706 Long DBT US N 2 2029-08-01 Fixed 4.63000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 966000.00000000 PA USD 993732.57000000 0.166998929927 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WBA2 1350000.00000000 PA USD 1342940.84000000 0.225684142802 Long DBT CORP US N 2 2032-06-01 Fixed 4.45000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 2900000.00000000 PA USD 2894989.67000000 0.486509340274 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -304510.00000000 PA USD -304510.00000000 -0.05117357092 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 296000.00000000 USD 323905.10400000 USD CDS N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 24440EAG2 145000.00000000 PA USD 137931.25000000 0.023179647974 Long LON CORP US N 2 2028-04-07 Variable 12.36000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 195946.05000000 PA USD 193055.85000000 0.032443457464 Long LON CORP US N 2 2028-06-02 Variable 9.47000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 123000.00000000 PA USD 130828.46000000 0.021986008593 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N LEVEL 3 NEW MONEY TSA N/A 000000000 445417.00000000 PA USD 445417.00000000 0.074853300190 Long DBT CORP US N 2 2029-11-15 Fixed 11.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 604000.00000000 PA USD 557190.00000000 0.093636997090 Long DBT CORP US N 2 2026-10-15 Fixed 2.88000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AJ4 172000.00000000 PA USD 178826.09000000 0.030052115201 Long DBT US N 2 2028-07-15 Fixed 7.25000000 N N N N N N Elmwood CLO V Ltd N/A 29003BAN1 436000.00000000 PA USD 432715.66000000 0.072718812248 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.68000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 358000.00000000 PA USD 374110.00000000 0.062870003018 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAL3 16000.00000000 PA USD 14342.04000000 0.002410211162 Long DBT CORP CA N 2 2029-06-01 Fixed 6.00000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 36000.00000000 PA USD 34422.34000000 0.005784749457 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 214000.00000000 PA USD 190568.07000000 0.032025380599 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N Countrywide Alternative Loan Trust N/A 02149QAD2 3973430.68000000 PA USD 557972.98000000 0.093768578590 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.97000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WAJ3 780000.00000000 PA USD 835505.31000000 0.140408493120 Long DBT MUN US N 2 2029-12-01 Fixed 6.04000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109AL5 2325000.00000000 PA USD 2684316.40000000 0.451105236880 Long DBT CORP CA N 2 2038-08-15 Fixed 7.50000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 21000.00000000 PA USD 19246.23000000 0.003234371009 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -171390.00000000 PA USD -171390.00000000 -0.02880246402 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 232000.00000000 USD 204411.41840000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 82000.00000000 PA USD 74928.72000000 0.012591935132 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -228522.50000000 PA USD -228522.50000000 -0.03840370550 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 323000.00000000 USD 295385.82560000 USD CDS N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AB1 12000.00000000 PA USD 11818.01000000 0.001986042405 Long DBT CORP US N 2 2030-04-01 Fixed 5.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973AZ9 1900000.00000000 PA USD 1704357.00000000 0.286420918269 Long DBT CORP US N 2 2027-04-15 Fixed 5.30000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 245000.00000000 PA USD 252195.90000000 0.042382072102 Long DBT CORP US N 2 2030-03-15 Fixed 7.88000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 83283WAE3 479000.00000000 PA USD 503513.30000000 0.084616510359 Long DBT CORP US N 2 2031-11-15 Fixed 8.88000000 N N N N N N City of Los Angeles CA 549300E7TO710PTXPJ65 544351RH4 2000000.00000000 PA USD 1980086.66000000 0.332757890166 Long DBT MUN US N 2 2042-09-01 Fixed 5.00000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 95000.00000000 PA USD 96742.40000000 0.016257771724 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -762277.50000000 PA USD -762277.50000000 -0.12810239963 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 982000.00000000 USD 1037217.86000000 USD CDS N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WJ5E5 269433.37000000 PA USD 269756.27000000 0.045333130654 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -354791.25000000 PA USD -354791.25000000 -0.05962344486 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 423000.00000000 USD 394407.92412000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -101920.00000000 PA USD -101920.00000000 -0.01712787871 Short RA CORP US N 2 Reverse repurchase N 5.43000000 2049-12-31 112000.00000000 USD 112042.44800000 USD CDS N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAF9 1150000.00000000 PA USD 1235230.92000000 0.207583255375 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 469000.00000000 PA USD 397453.21000000 0.066792880468 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 129000.00000000 PA USD 122517.00000000 0.020589249578 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 100000.00000000 PA 106751.98000000 0.017939903517 Long DBT CORP FR N 2 2030-02-18 Fixed 2.63000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 000000000 400000.00000000 PA USD 393250.00000000 0.066086521843 Long DBT CORP MU N 2 2025-01-15 Fixed 5.65000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 612000.00000000 PA USD 608334.00000000 0.102231858052 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AF6 1200000.00000000 PA USD 1084377.76000000 0.182232052187 Long DBT CORP US N 2 2029-12-15 Fixed 2.90000000 N N N N N N AGL CLO 3 Ltd. 549300LS0REDUXQSHW18 00119MAJ8 250000.00000000 PA USD 245045.25000000 0.041180389743 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 8.96000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAC7 400000.00000000 PA USD 415028.00000000 0.069746362333 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N kdc/one Development Corporation, Inc. N/A 000000000 120000.00000000 PA USD 118620.00000000 0.019934350212 Long LON CORP CA N 2 2028-08-15 Variable 10.36000000 N N N N N N Titan Acquisition Limited N/A 000000000 460584.46000000 PA USD 459626.44000000 0.077241227633 Long LON CORP CA N 2 2025-03-28 Variable 8.47000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -202170.12000000 PA USD -202170.12000000 -0.03397513045 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 202170.12000000 USD 202680.88000000 USD CDS N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAD3 625000.00000000 PA USD 627415.63000000 0.105438567671 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N Regional Management Issuance Trust N/A 75907JAA2 200000.00000000 PA USD 201841.32000000 0.033919874896 Long ABS-O CORP US N 2 2032-11-17 Fixed 7.10000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAN6 322000.00000000 PA USD 331122.26000000 0.055645819372 Long DBT CORP US N 2 2029-01-15 Fixed 8.38000000 N N N N N N ALM Loan Funding N/A 00166DAA9 285000.00000000 PA USD 278197.53000000 0.046751702843 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 11.66000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 742000.00000000 PA USD 760874.25000000 0.127866580401 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Cedar Funding Ltd S6XOOCT0IEG5ABCC6L87 15034AAC9 500000.00000000 PA USD 495373.15000000 0.083248540363 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 7.26000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBJ9 319000.00000000 PA USD 346211.98000000 0.058181679793 Long DBT CORP KY N 2 2031-07-15 Fixed 8.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 1381000.00000000 PA USD 1365436.28000000 0.229464550652 Long DBT CORP US N 2 2033-07-25 Fixed 4.91000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 841000.00000000 PA USD 763090.26000000 0.128238985724 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N Voya CLO Ltd N/A 92920LAE7 1000000.00000000 PA USD 1000022.70000000 0.168056000019 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 9.47000000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 258000.00000000 PA USD 239940.00000000 0.040322441325 Long DBT CORP MU N 2 2026-10-31 Fixed 5.38000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAE0 32000.00000000 PA USD 31369.58000000 0.005271726468 Long DBT CORP US N 2 2027-02-01 Fixed 4.88000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AN9 11000.00000000 PA USD 10899.46000000 0.001831678070 Long DBT CORP US N 2 2026-03-15 Fixed 5.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -263543.75000000 PA USD -263543.75000000 -0.04428910309 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2024-01-10 283000.00000000 USD 291948.46000000 USD CDS N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AF2 145000.00000000 PA USD 140053.37000000 0.023536274877 Long DBT US N 2 2027-10-15 Fixed 4.75000000 N N N N N N Cedar Funding Ltd N/A 15033EAA6 245907.20000000 PA USD 245697.86000000 0.041290062280 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.66000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 1303000.00000000 PA USD 1298393.90000000 0.218197932190 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 4600000.00000000 PA USD 4509110.49000000 0.757765871308 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAN8 148000.00000000 PA USD 155056.20000000 0.026057533244 Long DBT CORP US N 2 2030-07-25 Fixed 9.38000000 N N N N N N LEVEL 3 FIN INC 254900AE5FEFIJOXWL19 000000000 686000.00000000 PA USD 665203.75000000 0.111788943813 Long DBT CORP US N 2 2030-05-15 Fixed 10.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 99000.00000000 PA USD 91785.67000000 0.015424782416 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N Project Alpha Intermediate Holding, Inc. N/A 74339DAH1 59261.67000000 PA USD 59459.01000000 0.009992216562 Long LON CORP US N 2 2030-10-28 Variable 10.11000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 39000.00000000 PA USD 36844.20000000 0.006191748323 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 000000000 500000.00000000 PA USD 481250.00000000 0.080875114144 Long DBT CORP TH N 2 2025-09-23 Fixed 5.00000000 N N N N N N Apidos CLO Ltd 5493003SQW0Q40KVFQ19 03765XAN6 250000.00000000 PA USD 245523.23000000 0.041260715327 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 8.63000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86880NAX1 67681.69000000 PA USD 67907.07000000 0.011411931506 Long LON CORP US N 2 2026-08-31 Floating 9.10000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BA7 39000.00000000 PA USD 27495.00000000 0.004620594833 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N CIFC Funding Ltd 254900RRJV30GDUWIX97 12553DAQ0 500000.00000000 PA USD 498309.65000000 0.083742025605 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.78000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 435000.00000000 PA USD 410547.21000000 0.068993355782 Long DBT CORP US N 2 2029-10-01 Fixed 5.13000000 N N N N N N VALARIS LTD N/A 91889FAC5 511000.00000000 PA USD 523539.94000000 0.087982030974 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -216235.00000000 PA USD -216235.00000000 -0.03633876427 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 236000.00000000 USD 251350.92680000 USD CDS N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BK5 500000.00000000 PA USD 468170.00000000 0.078676991561 Long DBT CORP GB N 2 2033-03-15 Fixed 4.87000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -194625.00000000 PA USD -194625.00000000 -0.03270715655 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-04 300000.00000000 USD 269549.01000000 USD CDS N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAB5 449000.00000000 PA USD 437756.95000000 0.073566012049 Long DBT CORP US N 2 2029-07-01 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -275625.00000000 PA USD -275625.00000000 -0.04631938355 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 300000.00000000 USD 314793.30000000 USD CDS N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 96000.00000000 PA USD 98295.36000000 0.016518750046 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -364375.00000000 PA USD -364375.00000000 -0.06123401499 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 500000.00000000 USD 492866.35000000 USD CDS N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RAY3 250000.00000000 PA USD 250025.00000000 0.042017247613 Long ABS-CBDO CORP JE N 3 2036-11-15 Floating 7.02000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 200000.00000000 PA USD 46400.00000000 0.007797621394 Long DBT NUSS UA N 2 2035-03-15 Fixed 7.25000000 Y Y N N N N DIAMOND FRGN/DIAMOND FIN N/A 25260WAD3 140000.00000000 PA USD 143164.28000000 0.024059070101 Long DBT CORP KY N 2 2030-10-01 Fixed 8.50000000 N N N N N N SITIO ROYAL OP / SIT FIN N/A 82983MAB6 247000.00000000 PA USD 255946.34000000 0.043012341739 Long DBT CORP US N 2 2028-11-01 Fixed 7.88000000 N N N N N N Verus Securitization Trust 984500BADC7CFE3B0756 924934AA0 1422449.32000000 PA USD 1435756.33000000 0.241281988720 Long ABS-MBS CORP US N 2 2068-06-25 Variable 6.48000000 N N N N N N ILIAD SA 969500FZ9BTRZS3JNB97 000000000 100000.00000000 PA 113154.89000000 0.019015926534 Long DBT CORP FR N 2 2027-06-14 Fixed 5.38000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AB6 200000.00000000 PA USD 206312.50000000 0.034671266466 Long DBT CORP XX N 2 2030-11-15 Fixed 10.38000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -2771250.00000000 PA USD -2771250.00000000 -0.46571461833 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 3000000.00000000 USD 2947682.27999999 USD CDS N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 446000.00000000 PA USD 420591.25000000 0.070681278652 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 671000.00000000 PA USD 595451.04000000 0.100066848472 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 436000.00000000 PA USD 448154.81000000 0.075313395143 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -130240.00000000 PA USD -130240.00000000 -0.02188711660 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 148000.00000000 USD 139410.08000000 USD CDS N N N STAR PARENT INC 254900GRGCJYRMDRWT73 855170AA4 622000.00000000 PA USD 655496.57000000 0.110157631002 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N DISH DBS CORP N/A 25470XBD6 34000.00000000 PA USD 17523.26000000 0.002944822135 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXDJ8 2024781.94000000 PA USD 1970721.98000000 0.331184135228 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.00000000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 23585WAA2 100000.00000000 PA USD 101500.00000000 0.017057296801 Long DBT CORP MH N 2 2028-03-01 Fixed 8.50000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 33000.00000000 PA USD 28509.69000000 0.004791115704 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AB6 177000.00000000 PA USD 153060.60000000 0.025722168303 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 129000.00000000 PA USD 131731.32000000 0.022137736189 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 3000000.00000000 PA USD 2756427.21000000 0.463223616080 Long DBT CORP GB N 2 2027-11-24 Fixed 2.28000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -325536.76000000 PA USD -325536.76000000 -0.05470716389 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 340093.11566100 USD 340709.36438641 USD AMBS N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAE3 580000.00000000 PA USD 566630.63000000 0.095223515592 Long DBT CORP AU N 2 2026-02-02 Fixed 4.13000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 85000.00000000 PA USD 80962.97000000 0.013606004031 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05552VAA0 210000.00000000 PA USD 202495.87000000 0.034029873454 Long DBT CORP US N 2 2027-05-01 Fixed 7.63000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AS8 115000.00000000 PA USD 124065.45000000 0.020849469984 Long DBT US N 2 2033-12-01 Fixed 6.75000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAA7 220000.00000000 PA USD 193191.97000000 0.032466332728 Long DBT CORP US N 2 2027-09-15 Fixed 3.88000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAC1 44000.00000000 PA USD 43188.42000000 0.007257908357 Long DBT CORP US N 2 2027-04-15 Fixed 9.25000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 000000000 110000.00000000 PA 129698.14000000 0.021796055847 Long DBT CORP US N 2 2030-12-15 Fixed 6.38000000 N N N N N N COLT Funding LLC N/A 12597QAD8 3820000.00000000 PA USD 3502634.40000000 0.588625364997 Long ABS-MBS CORP US N 2 2065-04-27 Variable 3.36000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AW6 46000.00000000 PA USD 38870.92000000 0.006532343048 Long DBT CORP US N 2 2032-02-01 Fixed 4.38000000 N N N N N N Trimaran CAVU Ltd N/A 89624XAA4 500000.00000000 PA USD 498670.75000000 0.083802709250 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 14.28000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -197680.00000000 PA USD -197680.00000000 -0.03322055597 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 224000.00000000 USD 221200.00000000 USD CDS N N N SMB Private Education Loan Trust N/A 83192CAB3 245816.70000000 PA USD 232836.87000000 0.039128744806 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AG1 172000.00000000 PA USD 176740.15000000 0.029701568426 Long DBT CORP US N 2 2028-01-15 Fixed 10.13000000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 562000.00000000 PA USD 565540.60000000 0.095040333668 Long DBT CORP XX N 2 2026-04-15 Fixed 7.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 573000.00000000 PA USD 558923.40000000 0.093928298748 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 343000.00000000 PA USD 238902.93000000 0.040148159445 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 120000.00000000 PA USD 117192.80000000 0.019694506133 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -171140.00000000 PA USD -171140.00000000 -0.02876045098 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 200000.00000000 USD 191012.18000000 USD CDS N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAA2 215000.00000000 PA USD 207475.00000000 0.034866627131 Long DBT CORP US N 2 2027-09-30 Fixed 5.00000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 146000.00000000 PA USD 134990.14000000 0.022685388012 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 965000.00000000 PA USD 981019.68000000 0.164862500982 Long DBT CORP US N 2 2028-08-15 Fixed 6.88000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 359000.00000000 PA USD 335749.51000000 0.056423438846 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 95000.00000000 PA USD 102014.23000000 0.017143714276 Long DBT CORP US N 2 2032-11-02 Fixed 6.13000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AF6 400000.00000000 PA USD 373156.39000000 0.062709746773 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 178000.00000000 PA USD 178446.36000000 0.029988300745 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Octagon Investment Partners XXII Ltd 549300MQ9W5DWZ8QX450 67572YBW1 500000.00000000 PA USD 476235.20000000 0.080032366045 Long ABS-CBDO CORP KY N 2 2030-01-22 Floating 8.42000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429MAA1 700000.00000000 PA USD 698698.70000000 0.117417843355 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.15000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AK0 200000.00000000 PA USD 178875.00000000 0.030060334633 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 95000JAV0 1700000.00000000 PA USD 1621422.94000000 0.272483668256 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.64000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1025500.00000000 PA USD -1025500.00000000 -0.17233751595 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 1400000.00000000 USD 1249057.36200000 USD CDS N N N Palmer Square CLO Ltd 5493008LHKT4A5V5Z173 69688AAQ4 250000.00000000 PA USD 249331.10000000 0.041900636201 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 7.16000000 N N N N N N JP Morgan Mortgage Trust N/A 46656NAA7 328173.40000000 PA USD 308529.30000000 0.051849023073 Long ABS-MBS CORP US N 2 2063-07-25 Variable 4.63000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 103000.00000000 PA USD 103047.38000000 0.017317337391 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -503391.00000000 PA USD -503391.00000000 -0.08459595757 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2024-01-11 700000.00000000 USD 687649.88599999 USD CDS N N N SEALED AIR/SEALED AIR US Q0M0CZB4YN6JZ65WXI09 812127AA6 122000.00000000 PA USD 123050.66000000 0.020678932307 Long DBT CORP US N 2 2028-02-01 Fixed 6.13000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AE3 145000.00000000 PA USD 148757.11000000 0.024998957404 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BK6 81000.00000000 PA USD 72607.41000000 0.012201833914 Long DBT CORP US N 2 2033-04-30 Fixed 5.63000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 200000.00000000 PA USD 191842.00000000 0.032239467319 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AT5 93000.00000000 PA USD 67534.05000000 0.011349244680 Long DBT CORP US N 2 2050-04-15 Fixed 4.10000000 N N N N N N Whetstone Park CLO Ltd 549300M54M5QSBMB3780 96329YAC1 725000.00000000 PA USD 721740.04000000 0.121289990893 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 7.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXCK6 2730235.08000000 PA USD 2699733.58000000 0.453696127669 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -81875.00000000 PA USD -81875.00000000 -0.01375927266 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2049-12-31 100000.00000000 USD 87601.00000000 USD CDS N N N Bayview Commercial Asset Trust N/A 07325XAA8 619987.61000000 PA USD 564109.55000000 0.094799842589 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.74000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 2506000.00000000 PA USD 2556428.69000000 0.429613427750 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 182000.00000000 PA USD 175830.42000000 0.029548686311 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 198000.00000000 PA USD 193331.20000000 0.032489730634 Long DBT CORP LU N 2 2026-11-01 Fixed 4.50000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 262000.00000000 PA USD 257959.80000000 0.043350708092 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -274237.50000000 PA USD -274237.50000000 -0.04608621114 Short RA CORP US N 2 Reverse repurchase N 0.25000000 2024-01-11 355000.00000000 USD 362551.91500000 USD CDS N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCZ1 193000.00000000 PA USD 190825.31000000 0.032068610343 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N Trimaran CAVU Ltd N/A 89624UAJ1 500000.00000000 PA USD 490818.65000000 0.082483146686 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 8.89000000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAB6 161000.00000000 PA USD 167980.96000000 0.028229567405 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 17134.00000000 OU Notional Amount 1492.81000000 0.000250869982 N/A DCR XX N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Jaguar Land Rover Automotive PLC Jaguar Land Rover Automotive PLC Y sell protection 2026-12-22 2450.59000000 EUR 0.00000000 EUR 17134.00000000 EUR -1125.88000000 N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AE4 500000.00000000 PA USD 458170.27000000 0.076996515082 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 137751.60000000 PA USD 138142.68000000 0.023215179248 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N FORVIA SE 969500F0VMZLK2IULV85 000000000 100000.00000000 PA 108036.76000000 0.018155813603 Long DBT CORP FR N 2 2028-06-15 Fixed 3.75000000 N N N N N N Madison Park Funding Ltd N/A 55820TAN8 600000.00000000 PA USD 599369.46000000 0.100725347515 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 7.65000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAE4 750000.00000000 PA USD 743812.50000000 0.124999316029 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 8.46000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 206000.00000000 PA USD 155751.59000000 0.026174395053 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -1880525.00000000 PA USD -1880525.00000000 -0.31602633563 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 2140000.00000000 USD 2098600.86540000 USD CDS N N N AVIS BUDGET CAR/FINANCE N/A 053773BH9 150000.00000000 PA USD 149793.72000000 0.025173161980 Long DBT CORP US N 2 2031-02-15 Fixed 8.00000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAD1 400000.00000000 PA USD 352000.00000000 0.059154369202 Long DBT CORP KY N 2 2029-12-04 Fixed 5.38000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 79000.00000000 PA USD 77226.54000000 0.012978088805 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAC5 250000.00000000 PA USD 249854.08000000 0.041988524133 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 7.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNDE9 6926773.95000000 PA USD 6129654.38000000 1.030101813290 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 000000000 200000.00000000 PA USD 199162.00000000 0.033469609315 Long DBT CORP IN N 2 2024-04-18 Fixed 5.95000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YS7 1907000.00000000 PA USD 2126967.72000000 0.357441573269 Long DBT MUN US N 2 2057-04-01 Fixed 7.06000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AT4 99000.00000000 PA USD 102447.08000000 0.017216455664 Long DBT CORP BM N 2 2028-09-15 Fixed 6.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAA6 109000.00000000 PA USD 110302.33000000 0.018536547592 Long DBT CORP US N 2 2028-02-15 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 800000.00000000 PA USD 615904.54000000 0.103504103842 Long DBT CORP US N 2 2041-04-22 Fixed 3.11000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78449CAA6 343569.92000000 PA USD 333347.86000000 0.056019836316 Long ABS-O CORP US N 2 2050-05-16 Fixed 4.48000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 65000.00000000 PA USD 70498.88000000 0.011847490840 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 307000.00000000 PA USD 291735.96000000 0.049026865589 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 2400000.00000000 PA USD 2367399.82000000 0.397846713074 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N VERITAS US INC/BERMUDA L N/A 92346LAE3 189000.00000000 PA USD 156032.82000000 0.026221656369 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBK2 1500000.00000000 PA USD 1387233.47000000 0.233127616063 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 66000.00000000 PA USD 59266.84000000 0.009959921973 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 339000.00000000 PA USD 298687.37000000 0.050195065230 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N Flatiron CLO Ltd 5493008L4GGS612L9S27 33883GAA5 1279824.00000000 PA USD 1278583.98000000 0.214868831844 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.61000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1914945.12000000 PA USD -1914945.12000000 -0.32181071202 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1973807.62825000 USD 2000951.62813445 USD AMBS N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 3390000.00000000 PA USD 3354260.93000000 0.563690879133 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N Lehman Brothers Small Balance Commercial N/A 86359DZP5 95815.71000000 PA USD 95662.20000000 0.016076241754 Long ABS-MBS CORP US N 2 2031-04-25 Floating 6.47000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 200000.00000000 PA USD 221653.00000000 0.037249271013 Long DBT CORP CH N 2 2033-11-13 Fixed 9.25000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -535579.67000000 PA USD -535579.67000000 -0.09000533391 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 654550.00000000 USD 683847.97218400 USD CDS N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 2000000.00000000 PA USD 1977756.20000000 0.332366251271 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 000000000 200000.00000000 PA 196312.73000000 0.032990783265 Long DBT CORP XX N 2 2026-08-15 Fixed 2.13000000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 76000.00000000 PA USD 68685.66000000 0.011542775257 Long DBT CORP US N 2 2029-10-31 Fixed 4.38000000 N N N N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BQ2 500000.00000000 PA USD 473151.13000000 0.079514081342 Long DBT CORP US N 2 2048-10-01 Fixed 5.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 2140000.00000000 PA USD 2098600.87000000 0.352674462138 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBJ3 243217.00000000 PA USD 249526.05000000 0.041933397975 Long LON CORP KY N 2 2028-04-20 Variable 10.43000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAJ5 6000.00000000 PA USD 5827.50000000 0.000979324109 Long DBT CORP US N 2 2029-02-15 Fixed 5.63000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 260000.00000000 PA USD 226183.96000000 0.038010708742 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TB55YBQBSW5Z77 38138BAG5 250000.00000000 PA USD 249927.98000000 0.042000943190 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 7.23000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 261000.00000000 PA USD 276848.44000000 0.046524985320 Long DBT CORP US N 2 2030-11-01 Fixed 8.63000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -199936.83000000 PA USD -199936.83000000 -0.03359982119 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 198994.96960000 USD 207822.14367759 USD AMBS N N N COTY/HFC PRESTIGE/INT US N/A 22207AAA0 176000.00000000 PA USD 180806.58000000 0.030384940873 Long DBT CORP US N 2 2030-07-15 Fixed 6.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202VEV9 23940.45000000 PA USD 24128.78000000 0.004054894206 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CL9 1670000.00000000 PA USD 1520270.66000000 0.255484806560 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 228000.00000000 PA USD 228474.24000000 0.038395595301 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAE6 811000.00000000 PA USD 846250.12000000 0.142214181920 Long DBT CORP US N 2 2028-09-15 Fixed 9.00000000 N N N N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 78351MAA0 132000.00000000 PA USD 122430.00000000 0.020574629038 Long DBT CORP US N 2 2030-02-01 Fixed 4.38000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AY8 408000.00000000 PA USD 420900.96000000 0.070733326095 Long DBT CORP US N 2 2028-08-15 Fixed 8.00000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAD7 1500000.00000000 PA USD 1455926.70000000 0.244671663476 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.24000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -216645.00000000 PA USD -216645.00000000 -0.03640766567 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 303000.00000000 USD 301928.89500000 USD CDS N N N IVORY COAST 254900ICW11T82O6H590 000000000 400000.00000000 PA USD 392125.00000000 0.065897463135 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 113000.00000000 PA USD 116909.69000000 0.019646928879 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36267EAD3 1044764.39000000 PA USD 854675.78000000 0.143630132495 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.50000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 24440EAB3 33253.29000000 PA USD 32893.16000000 0.005527767417 Long LON CORP US N 2 2027-04-09 Variable 9.10000000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VAN9 250000.00000000 PA USD 249878.03000000 0.041992548983 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.33000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467JAA0 250000.00000000 PA USD 246232.30000000 0.041379876090 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 12.51000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -157960.00000000 PA USD -157960.00000000 -0.02654552317 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2049-12-31 200000.00000000 USD 195470.94000000 USD CDS N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBA4 56000.00000000 PA USD 56990.08000000 0.009577307480 Long DBT CORP US N 2 2025-09-29 Fixed 7.05000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCK8 1000000.00000000 PA USD 990676.83000000 0.166485406142 Long DBT CORP US N 2 2032-09-15 Fixed 4.55000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 92000.00000000 PA USD 80379.48000000 0.013507947262 Long DBT CORP US N 2 2029-12-01 Fixed 4.88000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 531000.00000000 PA USD 532443.79000000 0.089478342424 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 24229JAA1 111000.00000000 PA USD 109890.00000000 0.018467254635 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N MERLIN ENTERTAINMENTS 549300ZTI0VEFO6WV007 59010QAB2 200000.00000000 PA USD 197952.91000000 0.033266419099 Long DBT CORP GB N 2 2026-06-15 Fixed 5.75000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 200000.00000000 PA USD 195000.00000000 0.032770176120 Long DBT CORP IE N 2 2024-12-03 Fixed 7.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 241000.00000000 PA USD 230715.73000000 0.038772282594 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BF1 2000000.00000000 PA USD 1747225.56000000 0.293625073455 Long DBT CORP US N 2 2057-11-15 Fixed 4.38000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 122000.00000000 PA USD 109665.97000000 0.018429605904 Long DBT CORP US N 2 2030-11-15 Fixed 3.88000000 N N N N N N Madison Park Funding Ltd N/A 55820TAJ7 970362.83000000 PA USD 969877.65000000 0.162990058492 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.62000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3783.35000000 -0.00063580023 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 491000.00000000 GBP 622306.66000000 USD 2024-03-20 -3783.35000000 N N N CORELOGIC INC 54930086CD8K2UIL0516 21871DAD5 607000.00000000 PA USD 531738.07000000 0.089359744635 Long DBT CORP US N 2 2028-05-01 Fixed 4.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 542000.00000000 PA USD 510238.10000000 0.085746627694 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 100000.00000000 PA 106667.86000000 0.017925766967 Long DBT CORP DE N 2 2027-02-11 Fixed 3.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AX4 500000.00000000 PA USD 428437.65000000 0.071999883319 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 200000.00000000 PA USD 188812.50000000 0.031730353224 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25210000.00000000 OU Notional Amount USD -498106.30000000 -0.08370785219 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S41 2I65BYED3 Y buy protection 2028-12-21 0.00000000 USD -366353.67000000 USD 25210000.00000000 USD -131752.63000000 N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -151436.25000000 PA USD -151436.25000000 -0.02544919273 Short RA CORP US N 2 Reverse repurchase N 1.00000000 2049-12-31 189000.00000000 USD 188291.25000000 USD CDS N N N Carlyle Global Market Strategies 549300CVBX8ZUYQV3Q10 14310BAS0 1000000.00000000 PA USD 983616.60000000 0.165298919062 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 8.99000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 38000.00000000 PA USD 33162.93000000 0.005573102855 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAE8 300000.00000000 PA USD 313184.10000000 0.052631272385 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -148803.63000000 PA USD -148803.63000000 -0.02500677519 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 177000.00000000 USD 169430.04630000 USD CDS N N N Brand Industrial Services, Inc. 549300B658W2BPDQMW42 10524MAQ0 595036.00000000 PA USD 590787.44000000 0.099283120301 Long LON CORP US N 2 2030-08-01 Variable 10.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 4000000.00000000 PA USD 3861956.92000000 0.649010299687 Long DBT CORP US N 2 2029-07-23 Fixed 4.27000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 121000.00000000 PA USD 119565.79000000 0.020093292288 Long DBT CORP US N 2 2027-09-01 Fixed 6.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBL6 1929439.83000000 PA USD 1802888.93000000 0.302979424421 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 400000.00000000 PA USD 304300.00000000 0.051138279966 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N Navient Student Loan Trust N/A 63942CAC6 770000.00000000 PA USD 681338.35000000 0.114500398601 Long ABS-O CORP US N 2 2060-04-15 Fixed 3.48000000 N N N N N N Cedar Funding Ltd N/A 15033EAJ7 250000.00000000 PA USD 240836.60000000 0.040473116914 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 8.28000000 N N N N N N AXALTA COATING SYSTEMS D 5493007DMEBZH3CQ5E51 05455JAA5 173000.00000000 PA USD 181430.82000000 0.030489845769 Long DBT CORP NL N 2 2031-02-15 Fixed 7.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 1821000.00000000 PA USD 1703195.94000000 0.286225799599 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 107000.00000000 PA USD 107373.00000000 0.018044267285 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N AZZURRA AEROPORTI SPA 8156004064432D3D0F19 000000000 100000.00000000 PA 102773.56000000 0.017271321342 Long DBT CORP IT N 2 2027-05-30 Fixed 2.63000000 N N N N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RBA4 250000.00000000 PA USD 250025.00000000 0.042017247613 Long ABS-CBDO CORP JE N 3 2036-11-15 Floating 7.67000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAW9 251000.00000000 PA USD 264341.15000000 0.044423107904 Long DBT CORP US N 2 2030-10-15 Fixed 11.00000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 100000.00000000 PA 120574.54000000 0.020262814930 Long DBT CORP NL N 2 2029-09-15 Fixed 7.38000000 N N N N N N DISH DBS CORP N/A 25470XBE4 717000.00000000 PA USD 614289.75000000 0.103232734854 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BU3 1000000.00000000 PA USD 844472.19000000 0.141915396899 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 228000.00000000 PA USD 232275.00000000 0.039034321325 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAD8 546000.00000000 PA USD 509093.92000000 0.085554345745 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -477500.00000000 PA USD -477500.00000000 -0.08024491844 Short RA CORP US N 2 Reverse repurchase N 5.32000000 2049-12-31 500000.00000000 USD 499136.15000000 USD CDS N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 100000.00000000 PA 101028.36000000 0.016978036668 Long DBT CORP NL N 2 2029-06-17 Fixed 3.88000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 000000000 100000.00000000 PA 117907.40000000 0.019814596225 Long DBT CORP US N 2 2030-12-15 Fixed 6.38000000 N N N N N N Discovery Purchaser Corporation 2549001LSO1ZBIPA5D65 25471NAC0 358380.00000000 PA USD 352749.85000000 0.059280383133 Long LON CORP US N 2 2029-10-04 Variable 9.77000000 N N N N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 67590GBL2 500000.00000000 PA USD 496869.25000000 0.083499963238 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 7.04000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAF3 39000.00000000 PA USD 38611.29000000 0.006488711659 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Radiate Holdco, LLC 5493000GQJ5RDX9DNJ71 75025KAH1 160628.33000000 PA USD 128038.45000000 0.021517141316 Long LON CORP US N 2 2026-09-25 Variable 8.72000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 290000.00000000 PA USD 300084.82000000 0.050429909756 Long DBT CORP US N 2 2034-05-25 Fixed 6.17000000 N N N N N N NELNET STUDENT LOAN TRUST N/A 64035GAA7 381640.71000000 PA USD 375346.46000000 0.063077792823 Long ABS-O CORP US N 2 2062-04-20 Floating 6.21000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 53000.00000000 PA USD 50568.65000000 0.008498172136 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46629AAM3 41619.03000000 PA USD 14005.99000000 0.002353737225 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 687.00000000 NC USD 8306255.72000000 1.395884424862 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNH4 Comdty 2024-03-19 83472650.53000000 USD 8306255.72000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ASK0 2000000.00000000 PA USD 1610953.80000000 0.270724306401 Long DBT CORP FR N 2 2031-02-25 Fixed 4.63000000 N N N N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 183000.00000000 PA USD 185750.33000000 0.031215748864 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 595000.00000000 PA USD 586556.77000000 0.098572146962 Long DBT CORP GB N 2 2026-06-27 Fixed 6.75000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -98092.50000000 PA USD -98092.50000000 -0.01648465898 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 123000.00000000 USD 121978.89090000 USD CDS N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BJ4 1500000.00000000 PA USD 1352433.42000000 0.227279391615 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AM6 193000.00000000 PA USD 199306.77000000 0.033493938230 Long DBT CORP US N 2 2028-06-01 Fixed 9.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -161.00000000 NC USD -1460555.77000000 -0.24544958880 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 -18654381.73000000 USD -1460555.77000000 N N N GRAND CANYON UNIVERSITY N/A 38528UAE6 702000.00000000 PA USD 627700.32000000 0.105486410448 Long DBT CORP US N 2 2028-10-01 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VHH2 4734320.03000000 PA USD 349531.53000000 0.058739537424 Long ABS-MBS USGA US N 2 2041-04-16 Floating 1.20000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AL5 100000.00000000 PA USD 114000.00000000 0.019157949116 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 500000.00000000 PA USD 430657.15000000 0.072372875144 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AH2 86000.00000000 PA USD 78402.42000000 0.013175698008 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N Athenahealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 945449.33000000 PA USD 940249.36000000 0.158010959613 Long LON CORP US N 2 2029-02-15 Variable 8.61000000 N N N N N N CIM Trust N/A 12570DAA4 1251464.04000000 PA USD 1243522.37000000 0.208976651666 Long ABS-MBS CORP US N 2 2058-04-25 Variable 6.03000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 88000.00000000 PA USD 84848.68000000 0.014259006088 Long DBT CORP CA N 2 2027-02-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BZF8 198994.97000000 PA USD 207822.14000000 0.034924964767 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 200000.00000000 PA USD 163093.90000000 0.027408286293 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -5169745.74000000 PA USD -5169745.74000000 -0.86878706871 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 6023797.51618000 USD 5526494.11748738 USD AMBS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -202020.00000000 PA USD -202020.00000000 -0.03394990246 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 296000.00000000 USD 278372.75600000 USD CDS N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -239.05000000 -0.00004017287 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 95000.00000000 EUR 104958.66000000 USD 2024-03-20 -239.05000000 N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 229000.00000000 PA USD 223961.24000000 0.037637175789 Long DBT CORP US N 2 2028-05-15 Fixed 4.88000000 N N N N N N DIGICEL INTERNATIONAL FIN LTD 5493007V023VOEW4FK27 000000000 16049.78000000 PA USD 14870.12000000 0.002498956160 Long LON CORP BM N 2 2024-05-27 Floating 8.41000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -300000.00000000 PA USD -300000.00000000 -0.05041565557 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 400000.00000000 USD 334538.60000000 USD CDS N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 166000.00000000 PA USD 134399.94000000 0.022586203612 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAK5 210000.00000000 PA USD 204644.97000000 0.034391034405 Long DBT CORP US N 2 2025-03-15 Fixed 3.45000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 1072000.00000000 PA USD 1018885.51000000 0.171225936459 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Dryden Senior Loan Fund N/A 26254CAE1 500000.00000000 PA USD 503556.45000000 0.084623761811 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 9.29000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 385.00000000 NC USD 1992116.51000000 0.334779532747 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10-Year U.S. Treasury Notes Futures UXYH4 Comdty 2024-03-19 43443899.12000000 USD 1992116.51000000 N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 244000.00000000 PA USD 241440.39000000 0.040574585143 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -155393.75000000 PA USD -155393.75000000 -0.02611425925 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2024-01-11 235000.00000000 USD 219780.31900000 USD CDS N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527AM8 35000.00000000 PA USD 34006.04000000 0.005714789333 Long DBT CORP US N 2 2028-02-01 Fixed 5.13000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 299000.00000000 PA USD 283660.07000000 0.047669694627 Long DBT CORP US N 2 2028-07-01 Fixed 4.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 159000.00000000 PA USD 146255.02000000 0.024578475712 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N PPM CLO 2 Ltd. 549300JBW1DIZLGMSY83 69377PAQ7 250000.00000000 PA USD 242767.45000000 0.040797600476 Long ABS-CBDO CORP KY N 2 2032-04-16 Floating 9.06000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 200000.00000000 PA USD 165986.00000000 0.027894310018 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAL1 65000.00000000 PA USD 71354.21000000 0.011991230916 Long DBT CORP US N 2 2030-10-01 Fixed 12.25000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 95000.00000000 PA USD 91675.00000000 0.015406184081 Long DBT CORP BM N 2 2027-09-15 Fixed 5.88000000 N N N N N N Octagon Investment Partners XXI Ltd 549300XIS9D4AHDX5A35 67590QBK2 250000.00000000 PA USD 249591.50000000 0.041944396990 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 6.64000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 1801539.24000000 PA USD 1769861.69000000 0.297429124567 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.73000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AX1 1000000.00000000 PA USD 963997.05000000 0.162001810812 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 531239.04000000 PA USD 492724.21000000 0.082803380208 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1474302.36000000 PA USD -1474302.36000000 -0.24775973329 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1639217.43504000 USD 1567089.95001384 USD AMBS N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 140000.00000000 PA USD 134591.60000000 0.022618412494 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 200000.00000000 PA USD 113024.00000000 0.018993930183 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -1662500.00000000 PA USD -1662500.00000000 -0.27938675795 Short RA CORP US N 2 Reverse repurchase N 4.90000000 2024-01-04 2000000.00000000 USD 1963338.35999999 USD CDS N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635AR7 25000.00000000 PA USD 25271.25000000 0.004246888786 Long DBT CORP US N 2 2026-05-17 Fixed 8.00000000 N N N N N N Roper Industrial Products Investment Company LLC N/A 000000000 124288.88000000 PA USD 124475.31000000 0.020918347853 Long LON CORP US N 2 2029-11-22 Floating 9.86000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 116000.00000000 PA USD 115697.90000000 0.019443284922 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAA1 496000.00000000 PA USD 499057.99000000 0.083867785778 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -965000.00000000 PA USD -965000.00000000 -0.16217035875 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1000000.00000000 USD 1039601.05999999 USD CDS N N N Regatta Funding 254900TUAAER6MTE4E64 75887XAJ6 370000.00000000 PA USD 363165.14000000 0.061030695377 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 8.51000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 250000.00000000 PA USD 254699.91000000 0.042802876454 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N SMB Private Education Loan Trust N/A 78449HAB3 224560.10000000 PA USD 227347.09000000 0.038206175281 Long ABS-O CORP US N 2 2056-10-16 Floating 7.14000000 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 000000000 178000.00000000 PA USD 176410.46000000 0.029646163301 Long DBT CORP CO N 2 2024-04-17 Fixed 4.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 222000.00000000 PA 212121.44000000 0.035647471527 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AS5 84000.00000000 PA USD 74634.85000000 0.012542549637 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BD0 800000.00000000 PA USD 687771.49000000 0.115581501836 Long DBT CORP US N 2 2045-03-01 Fixed 3.80000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CJ2 550000.00000000 PA USD 485946.03000000 0.081664292247 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N KOBE US MIDCO 2 INC N/A 499894AA1 184800.00000000 PA USD 137687.09000000 0.023138616353 Long DBT CORP US N 2 2026-11-01 Fixed 9.25000000 N N Y N N N Deephaven Residential Mortgage Trust N/A 24380XAA5 268870.01000000 PA USD 255339.64000000 0.042910384478 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.30000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 62000.00000000 PA USD 59687.06000000 0.010030540863 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CH3 400000.00000000 PA USD 403397.70000000 0.067791865003 Long DBT CORP US N 2 2033-03-15 Fixed 4.70000000 N N N N N N City & County Honolulu HI Wastewater System Revenue N/A 4387012C7 1000000.00000000 PA USD 684948.43000000 0.115107080434 Long DBT MUN US N 2 2045-07-01 Fixed 2.62000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAA3 183000.00000000 PA USD 192864.02000000 0.032411220014 Long DBT CORP CA N 2 2030-12-15 Fixed 10.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 1500000.00000000 PA USD 1414010.79000000 0.237627603204 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1688612.64000000 PA USD -1688612.64000000 -0.28377504416 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1929439.82952000 USD 1802888.93229368 USD AMBS N N N 522 Funding CLO LTD N/A 33834WAE2 500000.00000000 PA USD 499233.55000000 0.083897289019 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 8.08000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -5714994.38000000 PA USD -5714994.38000000 -0.96041729416 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 6926773.94943200 USD 6129654.37980830 USD AMBS N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 1462000.00000000 PA USD 1547040.15000000 0.259983477852 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N Voya CLO Ltd N/A 92915UAJ3 250000.00000000 PA USD 249978.53000000 0.042009438228 Long ABS-CBDO CORP KY N 2 2030-06-07 Floating 7.31000000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AC4 155000.00000000 PA USD 149962.50000000 0.025201525828 Long DBT CORP US N 2 2025-12-15 Fixed 4.63000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 1100000.00000000 PA USD 1088345.48000000 0.182898836204 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N Flagstar Mortgage Trust N/A 33852FAA4 2412925.44000000 PA USD 1975959.12000000 0.332064248049 Long ABS-MBS CORP US N 2 2051-06-01 Variable 2.50000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 4021.00000000 OU Notional Amount -783.84000000 -0.00013172602 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 -774.08000000 EUR 4021.00000000 EUR -40.41000000 N N N GTCR AP Finance Inc N/A 40060QAA3 148000.00000000 PA USD 149487.84000000 0.025121758177 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 503983.65000000 PA USD 502702.22000000 0.084480206593 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.40000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 428000.00000000 PA USD 440960.27000000 0.074104336975 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G3A0 2150000.00000000 PA USD 2307872.69000000 0.387843048797 Long DBT CORP US N 2 2037-08-07 Fixed 6.15000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAA8 208000.00000000 PA USD 206960.00000000 0.034780080256 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N FTAI INFRA ESC HLDGS LLC N/A 30327TAA7 37000.00000000 PA USD 38381.64000000 0.006450118474 Long DBT CORP US N 2 2027-06-01 Fixed 10.50000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 18000.00000000 PA USD 17285.65000000 0.002904891255 Long DBT US N 2 2027-02-15 Fixed 3.88000000 N N N N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 000000000 -2441250.00000000 PA USD -2441250.00000000 -0.41025739720 Short RA CORP US N 2 Reverse repurchase N 5.49000000 2049-12-31 3000000.00000000 USD 2867609.21999999 USD CDS N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 69000.00000000 PA USD 63463.96000000 0.010665257161 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 81000.00000000 PA USD 81434.16000000 0.013685188540 Long DBT CORP US N 2 2025-10-02 Fixed 7.13000000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 47000.00000000 PA USD 42259.11000000 0.007101735781 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 360000.00000000 PA USD 355434.12000000 0.059731480572 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBR9 350000.00000000 PA USD 272772.70000000 0.045840048307 Long DBT CORP US N 2 2041-06-01 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B6T8 548856.47000000 PA USD 548927.92000000 0.092248536492 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPAR9 1639217.44000000 PA USD 1567089.95000000 0.263352890556 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 19688PAA1 330066.32000000 PA USD 334238.95000000 0.056169585937 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.79000000 N N N N N N CIFC Funding Ltd 549300PC4RPZFE70AI24 12549AAS9 500000.00000000 PA USD 497735.20000000 0.083645488028 Long ABS-CBDO CORP KY N 2 2030-07-16 Floating 9.21000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 305000.00000000 PA USD 335015.01000000 0.056300004516 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 92000.00000000 PA USD 88744.36000000 0.014913683625 Long DBT CORP US N 2 2026-05-15 Fixed 4.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -4090320.00000000 PA USD -4090320.00000000 -0.68738721430 Short RA CORP US N 2 Reverse repurchase N 5.49000000 2024-01-10 4090320.00000000 USD 4103419.25000000 USD CDS N N N DirecTV Financing, LLC N/A 25460HAB8 431236.93000000 PA USD 430753.94000000 0.072389140915 Long LON CORP US N 2 2027-08-02 Variable 10.65000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAD0 200000.00000000 PA USD 205021.55000000 0.034454319497 Long DBT CORP US N 2 2030-05-15 Fixed 6.50000000 N N N N N N Spruce Hill Mortgage Loan Trust N/A 85213XAA9 695500.08000000 PA USD 667925.45000000 0.112246331446 Long ABS-MBS CORP US N 2 2057-07-25 Variable 4.10000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 330000.00000000 PA USD 309612.40000000 0.052031040395 Long DBT CORP US N 2 2028-11-15 Fixed 4.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -2823750.00000000 PA USD -2823750.00000000 -0.47453735805 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 2823750.00000000 USD 2841704.34000000 USD CDS N N N CMG MEDIA CORPORATION N/A 88146LAA1 213000.00000000 PA USD 168936.69000000 0.028390179920 Long DBT CORP US N 2 2027-12-15 Fixed 8.88000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687ET9 500000.00000000 PA USD 523822.39000000 0.088029497314 Long DBT CORP US N 2 2043-10-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJE6 2702574.26000000 PA USD 2743889.35000000 0.461116601309 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 700000.00000000 PA USD 609435.70000000 0.102417001144 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 400000.00000000 PA USD 9000.00000000 0.001512469667 Long DBT CORP KY N 2 2023-06-01 None 0.00000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBF87 664329.10000000 PA USD 631971.57000000 0.106204203344 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 000000000 185000.00000000 PA USD 172512.50000000 0.028991102605 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85000000 N N N N N N OZLM Ltd 5493002HF6D1C4B1AK86 67112AAG6 1000000.00000000 PA USD 974144.20000000 0.163707061543 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.35000000 N N N N N N Birch Grove CLO Ltd. N/A 09075JAS8 1000000.00000000 PA USD 996309.10000000 0.167431921423 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 9.00000000 N N N N N N HPCL-MITTAL ENERGY LTD 3358008CSQJBZUGQXP26 000000000 200000.00000000 PA USD 193187.50000000 0.032465581534 Long DBT CORP IN N 2 2026-10-22 Fixed 5.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 500000.00000000 PA USD 496431.01000000 0.083426316048 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12528YAF0 550000.00000000 PA USD 483489.11000000 0.081251401472 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 233000.00000000 PA USD 241991.24000000 0.040667156689 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313586752 10000.00000000 NS USD 32200.00000000 0.005411280364 Long EP USGSE US N 2 N N N GARDEN SPINCO CORP N/A 365417AA2 136000.00000000 PA USD 145266.52000000 0.024412356127 Long DBT CORP US N 2 2030-07-20 Fixed 8.63000000 N N N N N N Forward Air Corp. N/A 000000000 130000.00000000 PA USD 122957.90000000 0.020663343786 Long LON CORP US N 2 2030-12-19 Variable 9.86000000 N N N N N N Banc of America Funding Corporation 54930023UHZHF7UJ8596 05951GAQ5 214797.75000000 PA USD 170498.38000000 0.028652625337 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -146640.00000000 PA USD -146640.00000000 -0.02464317244 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2024-01-11 188000.00000000 USD 198759.05200000 USD CDS N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAA8 246000.00000000 PA USD 246615.00000000 0.041444189661 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N Galaxy CLO Ltd 549300XTB6S9P2VMDV60 36320KAA0 350000.00000000 PA USD 351269.80000000 0.059031657496 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 13.82000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 14000.00000000 PA USD 13920.79000000 0.002339419179 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAR4 2000000.00000000 PA USD 1963338.36000000 0.329943301752 Long DBT CORP US N 2 2044-01-31 Fixed 5.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -264600.00000000 PA USD -264600.00000000 -0.04446660821 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 360000.00000000 USD 355434.12000000 USD CDS N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 299000.00000000 PA USD 276388.13000000 0.046447629219 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -586456.33000000 PA USD -586456.33000000 -0.09855526780 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 655070.59020000 USD 623164.01455748 USD AMBS N N N UMBS, TBA N/A 01F050619 11400000.00000000 PA USD 11277984.43000000 1.895289928501 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.00000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 310000.00000000 PA USD 322291.81000000 0.054161842953 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 232000.00000000 PA USD 201914.86000000 0.033932233454 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A 38431AAA4 82000.00000000 PA USD 63242.50000000 0.010628040324 Long DBT CORP US N 2 2028-12-15 Fixed 9.88000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 200000.00000000 PA USD 4500.00000000 0.000756234833 Long DBT CORP KY N 2 2022-04-17 None 0.00000000 Y N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 447000.00000000 PA USD 387683.32000000 0.065151029104 Long DBT CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N New York City Industrial Development Agency 549300XR20ZR5DHL9534 64971PKR5 165000.00000000 PA USD 128827.05000000 0.021649667269 Long DBT MUN US N 2 2040-03-01 Fixed 3.19000000 N N N N N N GoldenTree Loan Opportunities X, Limited 549300IGEA8MXF2YEF61 38137PAY6 250000.00000000 PA USD 247592.38000000 0.041608440506 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 8.73000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -139720.00000000 PA USD -139720.00000000 -0.02348025132 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2024-01-11 224000.00000000 USD 194866.18144000 USD CDS N N N Mello Mortgage Capital Acceptance Trust N/A 58549JAF1 775196.45000000 PA USD 661188.31000000 0.111114140346 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.00000000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 749000.00000000 PA USD 721596.94000000 0.121265942625 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBE5 1250000.00000000 PA USD 1151594.29000000 0.193527936938 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -1094000.00000000 PA USD -1094000.00000000 -0.18384909064 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1600000.00000000 USD 1180857.48800000 USD CDS N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 3000.00000000 PA USD 2643.02000000 0.000444165286 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAA8 208000.00000000 PA USD 214587.93000000 0.036061970561 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAC4 347000.00000000 PA USD 341795.00000000 0.057439396652 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -115307.76000000 PA USD -115307.76000000 -0.01937772104 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 116000.00000000 USD 124772.26800000 USD CDS N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAL7 199000.00000000 PA USD 208702.64000000 0.035072934716 Long DBT CORP US N 2 2031-10-01 Fixed 7.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -138723.75000000 PA USD -138723.75000000 -0.02331282933 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 209000.00000000 USD 188525.12690000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -338750.00000000 PA USD -338750.00000000 -0.05692767774 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 500000.00000000 USD 471447.10000000 USD CDS N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 649902T37 1900000.00000000 PA USD 2013042.55000000 0.338296199497 Long DBT MUN US N 2 2040-03-15 Fixed 5.60000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAR9 227000.00000000 PA USD 227868.05000000 0.038293723747 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 900000.00000000 PA USD 917230.43000000 0.154142578125 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 122000.00000000 PA USD 123352.61000000 0.020729675664 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 129000.00000000 PA USD 121856.07000000 0.020478178847 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAN9 37000.00000000 PA USD 36439.40000000 0.006123720798 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount 779.67000000 0.000131025247 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 VIRGIN MEDIA FINANCE PLC VIRGIN MEDIA FINANCE PLC Y sell protection 2025-12-23 428.85000000 EUR 0.00000000 EUR 10000.00000000 EUR 176.91000000 N N N PetSmart, Inc. N/A 71677HAL9 0.64000000 PA USD 0.63000000 0.000000105872 Long LON CORP US N 2 2028-02-11 Floating 9.11000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -489845.00000000 PA USD -489845.00000000 -0.08231952267 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2024-01-11 626000.00000000 USD 641711.97400000 USD CDS N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 128677.50000000 PA USD 128194.96000000 0.021543443164 Long LON CORP CA N 2 2028-09-29 Variable 9.36000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 19000.00000000 PA USD 18413.98000000 0.003094509577 Long DBT CORP US N 2 2030-01-15 Fixed 4.88000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 0.00000000 PA 0.00000000 0.000000 Long DBT CORP FR N 2 2025-02-15 Fixed 2.13000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 200000.00000000 PA USD 198460.00000000 0.033351636681 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N CHOBANI LLC/FINANCE CORP 549300ISVDMZ91KNTR38 17027NAA0 866000.00000000 PA USD 861670.00000000 0.144805526450 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N ALTERYX INC 549300XWZG0JHL7I0827 02156BAG8 209000.00000000 PA USD 222453.96000000 0.037383874092 Long DBT CORP US N 2 2028-03-15 Fixed 8.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 229000.00000000 PA USD 231425.27000000 0.038891522341 Long DBT CORP US N 2 2030-08-15 Fixed 9.88000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 168000.00000000 PA USD 169349.23000000 0.028459508169 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AX0 120000.00000000 PA USD 119655.85000000 0.020108427068 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 69291LAB2 93251.62000000 PA USD 72250.42000000 0.012141840965 Long LON CORP US N 2 2028-12-15 Variable 9.89000000 N N N N N N CIFC Funding Ltd 549300UDPJ30BQP2HX62 12550MAJ9 179916.10000000 PA USD 179617.57000000 0.030185125145 Long ABS-CBDO CORP KY N 2 2029-04-19 Floating 6.53000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -92415.00000000 PA USD -92415.00000000 -0.01553054269 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 122000.00000000 USD 122021.47200000 USD CDS N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 5404.00000000 OU Notional Amount -1053.44000000 -0.00017703289 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 -1050.72000000 EUR 5404.00000000 EUR -44.30000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 293000.00000000 PA USD 270783.83000000 0.045505814357 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1044240.00000000 PA USD -1044240.00000000 -0.17548681390 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1044240.00000000 USD 1046927.47000000 USD CDS N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 435000.00000000 PA USD 415451.49000000 0.069817530753 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 46593EAA3 1700000.00000000 PA USD 1676520.45000000 0.281742925212 Long ABS-MBS CORP US N 2 2039-03-15 Floating 6.74000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -497189.00000000 PA USD -497189.00000000 -0.08355369792 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 497189.00000000 USD 500350.29000000 USD CDS N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BL5 30000.00000000 PA USD 32645.07000000 0.005486075350 Long DBT CORP LR N 2 2027-08-15 Fixed 11.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565A5R0 265000.00000000 PA USD 277514.36000000 0.046636894631 Long DBT CORP FR N 2 2028-08-14 Fixed 8.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 100000.00000000 PA 125623.65000000 0.021111328899 Long DBT CORP US N 2 2024-06-14 Fixed 2.75000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CH4 870000.00000000 PA USD 919248.18000000 0.154481665421 Long DBT CORP US N 2 2041-11-15 Fixed 6.00000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 78397YAC6 137900.00000000 PA USD 23127.39000000 0.003886608428 Long DBT CORP GB N 2 2032-05-17 Fixed 4.00000000 N N Y N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAE8 98000.00000000 PA USD 94684.87000000 0.015911999312 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 000000000 100000.00000000 PA 115473.19000000 0.019405521915 Long DBT CORP NL N 2 2028-05-15 Fixed 6.25000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DT0 385000.00000000 PA USD 431067.88000000 0.072441899218 Long DBT CORP US N 2 2028-11-30 Fixed 7.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -266500.00000000 PA USD -266500.00000000 -0.04478590736 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 400000.00000000 USD 304300.00000000 USD CDS N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 2213006.48000000 PA USD 2144438.69000000 0.360377607955 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAN1 750000.00000000 PA USD 671024.96000000 0.112767210874 Long DBT US N 2 2029-11-15 Fixed 3.10000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -512982.50000000 PA USD -512982.50000000 -0.08620783011 Short RA CORP US N 2 Reverse repurchase N 5.15000000 2024-01-11 898000.00000000 USD 732134.07486000 USD CDS N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 1090000.00000000 PA USD 1049363.33000000 0.176347800711 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 104000.00000000 PA USD 108588.48000000 0.018248531355 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N BANK NEGARA INDONESIA 549300HZ8J3MLVXQ8F85 000000000 252000.00000000 PA USD 239652.00000000 0.040274042295 Long DBT CORP ID N 2 2026-03-30 Fixed 3.75000000 N N N N N N Buttermilk Park CLO Ltd N/A 124166AL3 250000.00000000 PA USD 243554.55000000 0.040929874351 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 8.76000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 200000.00000000 PA USD 223282.40000000 0.037523095244 Long DBT CORP FR N 2 2033-03-15 Fixed 9.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDT4 571000.00000000 PA USD 583590.55000000 0.098073667209 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A 30191BAB7 200000.00000000 PA USD 195470.94000000 0.032849318616 Long DBT CORP IT N 2 2026-08-15 Fixed 7.38000000 N N N N N N Verus Securitization Trust N/A 924923AA3 479255.64000000 PA USD 486057.72000000 0.081683061996 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.79000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 336417.00000000 PA USD 327926.64000000 0.055108788448 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 200000.00000000 PA USD 189750.00000000 0.031887902148 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 141000.00000000 PA USD 122715.57000000 0.020622619700 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 532522AA7 2221198.20000000 PA USD 2189923.73000000 0.368021468323 Long DBT CORP KY N 2 2034-07-05 Fixed 5.88000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAP9 252000.00000000 PA USD 232566.92000000 0.039083379119 Long DBT CORP CA N 2 2029-08-15 Fixed 4.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -1485000.00000000 PA USD -1485000.00000000 -0.24955749507 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 1485000.00000000 USD 1494442.13000000 USD CDS N N N ATLAS LUXCO 4 / ALL UNI N/A 049362AA4 400000.00000000 PA USD 365546.08000000 0.061430817547 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -135270.00000000 PA USD -135270.00000000 -0.02273241909 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 167000.00000000 USD 169390.71021000 USD CDS N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 200000.00000000 PA USD 183312.50000000 0.030806066205 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 95000.00000000 PA USD 87133.33000000 0.014642946513 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N NATIONSTAR MTG HLD INC 549300DQF6YN0E43PM71 43734LAA4 878000.00000000 PA USD 858647.21000000 0.144297539985 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAA1 300000.00000000 PA USD 314793.30000000 0.052901701962 Long DBT CORP US N 2 2028-09-15 Fixed 7.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJA4 1032684.24000000 PA USD 1046564.86000000 0.175877511712 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -166260.00000000 PA USD -166260.00000000 -0.02794035631 Short RA CORP US N 2 Reverse repurchase N 5.65000000 2049-12-31 272000.00000000 USD 195584.56480000 USD CDS N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AL7 180000.00000000 PA USD 179324.60000000 0.030135890896 Long DBT CORP US N 2 2028-07-15 Fixed 6.38000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 75000.00000000 PA USD 65266.96000000 0.010968255251 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 983130AX3 125000.00000000 PA USD 121637.93000000 0.020441519943 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 433000.00000000 PA USD 406298.67000000 0.068279379351 Long DBT CORP US N 2 2029-07-01 Fixed 4.88000000 N N N N N N Marble Point CLO LTD 2549003LUS5LG1CTZP23 56606CAG8 250000.00000000 PA USD 242025.75000000 0.040672956170 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 9.43000000 N N N N N N Chobani, LLC 549300ISVDMZ91KNTR38 17026YAH2 32502.17000000 PA USD 32518.42000000 0.005464791541 Long LON CORP US N 2 2027-10-25 Variable 8.97000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -321750.00000000 PA USD -321750.00000000 -0.05407079059 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 468000.00000000 USD 440574.59160000 USD CDS N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 42000.00000000 PA USD 36645.00000000 0.006158272327 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 3249.00000000 OU Notional Amount -633.33000000 -0.00010643249 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 -639.51000000 EUR 3249.00000000 EUR -39.02000000 N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CAN3 2960000.00000000 PA USD 2931787.35000000 0.492693270810 Long DBT CORP FI N 2 2024-09-23 Fixed 6.13000000 N N N N N N CIFC Funding Ltd N/A 12569EAJ6 500000.00000000 PA USD 503539.50000000 0.084620913326 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 9.26000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1730610.00000000 PA USD -1730610.00000000 -0.29083279228 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1876000.00000000 USD 1909169.55600000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCT8 1093000.00000000 PA USD 1121815.85000000 0.188523605023 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 28000.00000000 PA USD 26310.76000000 0.004421580713 Long DBT CORP US N 2 2026-09-01 Fixed 3.13000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAA3 48000.00000000 PA USD 45640.80000000 0.007670036175 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N LEVEL 3 FIN INC 254900AE5FEFIJOXWL19 000000000 689000.00000000 PA USD 661440.00000000 0.111156437401 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 123000.00000000 PA USD 121978.89000000 0.020498819016 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 950000.00000000 PA USD 876375.00000000 0.147276733834 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AV7 350000.00000000 PA USD 254907.42000000 0.042837748963 Long DBT CORP US N 2 2041-08-19 Fixed 2.75000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -3078750.00000000 PA USD -3078750.00000000 -0.51739066529 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 3000000.00000000 USD 3288145.29000000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -184450.00000000 PA USD -184450.00000000 -0.03099722556 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 238000.00000000 USD 246479.94000000 USD CDS N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 476000.00000000 PA USD 422664.68000000 0.071029723095 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 14000.00000000 PA USD 13608.81000000 0.002286990258 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1669381.67000000 PA USD -1669381.67000000 -0.28054323763 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1746236.69169500 USD 1747252.65220252 USD AMBS N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 347000.00000000 PA USD 328966.41000000 0.055283524069 Long DBT CORP US N 2 2029-07-01 Fixed 6.13000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 9132.00000000 OU Notional Amount -1780.20000000 -0.00029916650 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 -1797.50000000 EUR 9132.00000000 EUR -109.85000000 N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 54000.00000000 PA USD 47117.66000000 0.007918225726 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AP6 59000.00000000 PA USD 45396.10000000 0.007628913806 Long DBT CORP US N 2 2044-10-15 Fixed 5.60000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 32000.00000000 PA USD 30264.93000000 0.005086087622 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N GSR Mortgage Loan Trust N/A 362669AK9 80969.74000000 PA USD 51939.12000000 0.008728482615 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 124000.00000000 PA USD 119463.32000000 0.020076071981 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 97000.00000000 PA USD 93847.50000000 0.015771277453 Long DBT CORP US N 2 2027-04-15 Fixed 5.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -419375.00000000 PA USD -419375.00000000 -0.07047688518 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 419375.00000000 USD 422017.06000000 USD CDS N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 1407000.00000000 PA USD 1449716.52000000 0.243628029156 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573MAD1 2000000.00000000 PA USD 1652540.40000000 0.277713025408 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.54000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 465000.00000000 PA USD 448444.23000000 0.075362032807 Long DBT CORP US N 2 2027-10-15 Fixed 7.38000000 N N N N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 86765LAN7 4000.00000000 PA USD 3994.67000000 0.000671313022 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N Credit Suisse Mortgage Trust N/A 12663DAC8 2708260.72000000 PA USD 2689812.86000000 0.452028928994 Long ABS-MBS CORP US N 2 2067-05-25 Variable 5.17000000 N N N N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 10318UAB5 279000.00000000 PA USD 277691.49000000 0.046666661715 Long LON CORP US N 2 2026-02-27 Variable 10.97000000 N N N N N N Dewolf Park clo, ltd N/A 25211AAL3 280000.00000000 PA USD 276298.76000000 0.046432610395 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 8.51000000 N N N N N N Generate CLO Ltd. 5493009C48K5WG4EX118 98625TAJ4 232342.19000000 PA USD 232369.91000000 0.039050271158 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 6.82000000 N N N N N N Madison Park Funding Ltd N/A 55821WAA8 500000.00000000 PA USD 495018.30000000 0.083188907046 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 11.91000000 N N N N N N UMBS, TBA N/A 01F070617 -5780000.00000000 PA USD -5961753.89000000 -1.00188576904 Short ABS-MBS USGSE US N 2 2054-01-01 Fixed 7.00000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 117000.00000000 PA USD 108971.46000000 0.018312891981 Long DBT CORP US N 2 2029-04-15 Fixed 4.38000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 600000.00000000 PA USD 468833.76000000 0.078788537879 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659VAJ9 300000.00000000 PA USD 295353.69000000 0.049634833021 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.48000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 209000.00000000 PA USD 217475.58000000 0.036547246454 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 600000.00000000 PA USD 615139.57000000 0.103375548962 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Octagon Investment Partners XV Ltd 549300VYCI9AZ4NZBX86 67590EBG8 2513537.67000000 PA USD 2510413.59000000 0.421880489641 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 6.63000000 N N N N N N Dryden Senior Loan Fund N/A 26253LAG7 250000.00000000 PA USD 245631.45000000 0.041278901934 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 8.66000000 N N N N N N Voya CLO Ltd N/A 92917JAC1 1000000.00000000 PA USD 989150.00000000 0.166228819024 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.91000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -2330692.00000000 PA USD -2330692.00000000 -0.39167788370 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 2800000.00000000 USD 2792197.09999999 USD CDS N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AU6 40000.00000000 PA USD 43152.12000000 0.007251808063 Long DBT US N 2 2034-02-01 Fixed 7.65000000 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAG9 500000.00000000 PA USD 448521.31000000 0.075374986269 Long DBT CORP GB N 2 2044-06-14 Fixed 4.60000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AS8 200000.00000000 PA USD 193700.00000000 0.032551708279 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.38000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 200000.00000000 PA USD 178125.00000000 0.029934295494 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 2775000.00000000 PA USD 3084253.88000000 0.518315604351 Long DBT CORP US N 2 2037-09-15 Fixed 6.35000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1000000.00000000 PA USD 834378.30000000 0.140219096627 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAG5 120000.00000000 PA USD 130067.99000000 0.021858209948 Long DBT CORP US N 2 2031-10-01 Fixed 8.50000000 N N N N N N Verus Securitization Trust N/A 92538UAA9 2830058.89000000 PA USD 2633656.20000000 0.442591679566 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 137000.00000000 PA USD 124026.65000000 0.020842949559 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N Aruba Investments, Inc. 254900GMIYFF4FZ0A357 04317JAF5 64400.00000000 PA USD 60133.50000000 0.010105566080 Long LON CORP US N 2 2028-11-24 Variable 13.21000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAQ8 1625000.00000000 PA USD 1757117.65000000 0.295287460796 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 200000.00000000 PA USD 189310.00000000 0.031813959186 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -383198.09000000 PA USD -383198.09000000 -0.06439727640 Short RA CORP US N 2 Reverse repurchase N 5.32000000 2049-12-31 451000.00000000 USD 433954.68050000 USD CDS N N N RADIATE HOLDCO / FINANCE N/A 75026JAE0 441000.00000000 PA USD 216083.15000000 0.036313245549 Long DBT CORP US N 2 2028-09-15 Fixed 6.50000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 118000.00000000 PA USD 103598.56000000 0.017409964395 Long DBT CORP US N 2 2029-11-15 Fixed 4.63000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 000000000 92993.69000000 PA USD 83268.41000000 0.013993438261 Long LON CORP FR N 2 2028-08-15 Variable 10.89000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 2000000.00000000 PA USD 1801444.20000000 0.302736634387 Long DBT CORP CH N 2 2027-02-12 Fixed 4.88000000 N N N N N N Onslow Bay Financial LLC N/A 673919AL0 1635518.93000000 PA USD 1651282.22000000 0.277501585509 Long ABS-MBS CORP US N 2 2063-06-25 Variable 6.57000000 N N N N N N Verscend Escrow Corp N/A 92535WAA8 1355000.00000000 PA USD 1364522.94000000 0.229311061869 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAG8 1400000.00000000 PA USD 1528134.43000000 0.256806330293 Long DBT CORP US N 2 2039-10-15 Fixed 6.13000000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAS5 1000000.00000000 PA USD 981197.10000000 0.164892316800 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 8.80000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 106521.92000000 0.017901241431 Long DBT CORP JP N 2 2025-09-19 Fixed 3.13000000 N N N N N N LEVEL 3 FINANCING TS 254900AE5FEFIJOXWL19 000000000 656000.00000000 PA USD 393600.00000000 0.066145340108 Long DBT CORP US N 2 2027-09-15 Fixed 4.63000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -1852500.00000000 PA USD -1852500.00000000 -0.31131667314 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 2000000.00000000 USD 1961106.80000000 USD CDS N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 314000.00000000 PA USD 306162.41000000 0.051451262037 Long DBT CORP US N 2 2025-09-15 Fixed 5.63000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 174000.00000000 PA USD 160844.31000000 0.027030237778 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AJ7 263000.00000000 PA USD 266928.01000000 0.044857835380 Long DBT CORP US N 2 2031-05-01 Fixed 6.75000000 N N N N N N Regatta XVIII Funding Ltd N/A 75884EAC6 850000.00000000 PA USD 845091.76000000 0.142019516991 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 7.11000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 437236.07000000 PA USD 432133.53000000 0.072620984029 Long LON CORP US N 2 2026-08-21 Variable 9.14000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 198000.00000000 PA USD 179780.44000000 0.030212495804 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 238000.00000000 PA USD 246479.94000000 0.041421492533 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 32000.00000000 PA USD 31124.64000000 0.005230563766 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DY0 1600000.00000000 PA USD 1328854.53000000 0.223316907625 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AF0 150000.00000000 PA USD 156340.45000000 0.026273354263 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 129000.00000000 PA USD 118453.84000000 0.019906426661 Long DBT CORP NL N 2 2029-07-15 Fixed 4.13000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 200000.00000000 PA USD 214616.00000000 0.036066687786 Long DBT CORP NL N 2 2029-09-15 Fixed 7.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -911806.80000000 PA USD -911806.80000000 -0.15323112525 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 911806.80000000 USD 917742.41000000 USD CDS N N N Freddie Mac 254900HROIFWPRGM1V77 3137BBHG8 1601263.95000000 PA USD 1533158.03000000 0.257650557251 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 4.00000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 200000.00000000 PA USD 178397.18000000 0.029980035938 Long DBT CORP NL N 2 2030-01-15 Fixed 4.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 394000.00000000 PA USD 423274.55000000 0.071132213081 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAH5 121000.00000000 PA USD 119239.28000000 0.020038421569 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N N LEVEL 3 FIN INC TSA 254900AE5FEFIJOXWL19 000000000 68000.00000000 PA USD 34680.00000000 0.005828049783 Long DBT CORP US N 2 2029-01-15 Fixed 3.63000000 N N N N N N EUTELSAT SA 549300MCOOY1V7P2PG30 000000000 100000.00000000 PA 82796.26000000 0.013914092422 Long DBT CORP FR N 2 2028-10-13 Fixed 1.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBE2 95000.00000000 PA USD 97716.66000000 0.016421498246 Long DBT CORP US N 2 2027-01-15 Fixed 7.00000000 N N N N N N AGPS BONDCO PLC 89450071QI2G8XS48K39 000000000 100000.00000000 PA 38086.28000000 0.006400482581 Long DBT CORP GB N 2 2026-11-13 Fixed 5.50000000 Y Y N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AG7 18000.00000000 PA USD 15903.25000000 0.002672575914 Long DBT CORP US N 2 2042-12-01 Fixed 5.88000000 N N N N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 685000.00000000 PA USD 739649.04000000 0.124299637478 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Magenta Buyer LLC 254900F51KU7HIRXTS68 55910RAE3 280000.00000000 PA USD 106400.00000000 0.017880752508 Long LON CORP US N 2 2029-07-27 Variable 13.89000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 12000.00000000 PA USD 11683.22000000 0.001963390651 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -276487.50000000 PA USD -276487.50000000 -0.04646432856 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 365000.00000000 USD 297475.00000000 USD CDS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -12365398.06000000 PA USD -12365398.06000000 -2.07803216527 Short RA CORP US N 2 Reverse repurchase N 5.55000000 2024-01-08 14500000.00000000 USD 13108205.90000000 USD ACMO N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 400000.00000000 PA USD 316831.90000000 0.053244293146 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 448000.00000000 PA USD 372498.69000000 0.062599218851 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -1771875.00000000 PA USD -1771875.00000000 -0.29776746571 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 1771875.00000000 USD 1779696.84000000 USD CDS N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AN6 105000.00000000 PA USD 95501.36000000 0.016049212240 Long DBT CORP US N 2 2030-10-15 Fixed 4.13000000 N N N N N N ABJA Investment Co 254900E6OE5YJ9WCCU19 000000000 250000.00000000 PA USD 248828.13000000 0.041816110994 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 69867DAA6 371000.00000000 PA USD 371481.56000000 0.062428287932 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1857228.01000000 PA USD -1857228.01000000 -0.31211122555 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1885048.44633600 USD 1933717.13608637 USD AMBS N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 107000.00000000 PA USD 104420.60000000 0.017548110013 Long DBT CORP US N 2 2029-02-01 Fixed 5.38000000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 249000.00000000 PA USD 243994.30000000 0.041003775299 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CG7 20000.00000000 PA USD 17910.00000000 0.003009814637 Long DBT CORP US N 2 2031-05-15 Fixed 4.00000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAW5 104000.00000000 PA USD 100918.51000000 0.016959576136 Long DBT CORP US N 2 2030-07-15 Fixed 5.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1632108.58000000 PA USD -1632108.58000000 -0.27427941340 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1655031.49092900 USD 1699288.40667294 USD AMBS N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50221DAA7 90000.00000000 PA USD 76107.20000000 0.012789981272 Long DBT CORP US N 2 2029-10-15 Fixed 6.63000000 N N N N N N CLEAR CHANNEL INTL BV N/A 18452MAB2 256000.00000000 PA USD 257234.43000000 0.043228808079 Long DBT CORP NL N 2 2025-08-01 Fixed 6.63000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 1021000.00000000 PA USD 962370.50000000 0.161728465530 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N Digicel International Finance Limited 5493007V023VOEW4FK27 000000000 369335.97000000 PA USD 342189.78000000 0.057505740293 Long LON CORP LC N 2 2024-05-28 Floating 10.75000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AP3 88000.00000000 PA USD 91227.40000000 0.015330963923 Long DBT CORP US N 2 2029-03-15 Fixed 9.75000000 N N N N N N Voya CLO 2017-4, Ltd. N/A 92916QAA0 195792.41000000 PA USD 195661.93000000 0.032881414903 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.79000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 500000.00000000 PA USD 484590.83000000 0.081436547926 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KU4 500000.00000000 PA USD 491164.76000000 0.082541311228 Long DBT CORP US N 2 2032-07-27 Fixed 4.40000000 N N N N N N OT MERGER CORP N/A 688777AA9 78000.00000000 PA USD 46721.95000000 0.007851725795 Long DBT CORP US N 2 2029-10-15 Fixed 7.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1013.00000000 NC USD -3727438.63000000 -0.62640420709 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 -110630764.50000000 USD -3727438.63000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 236000.00000000 PA USD 251350.93000000 0.042240073047 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Sterling Bank Trust N/A 859245AB8 437342.82000000 PA USD 4373.43000000 0.000734964468 Long ABS-O CORP US N 3 2030-03-30 Fixed 2.08000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 98000.00000000 PA USD 86190.61000000 0.014484520357 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -5414999.08000000 PA USD -5414999.08000000 -0.91000242843 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 6171027.10000000 USD 5674604.19373407 USD AMBS N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 99000.00000000 PA USD 86253.75000000 0.014495131172 Long DBT CORP US N 2 2028-05-01 Fixed 6.63000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -1571250.00000000 PA USD -1571250.00000000 -0.26405199604 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1500000.00000000 USD 1637819.56500000 USD CDS N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 142000.00000000 PA USD 131598.82000000 0.022115469275 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 44000.00000000 PA USD 43556.54000000 0.007319771728 Long DBT CORP LR N 2 2027-07-15 Fixed 5.38000000 N N N N N N Freeport LNG Investments, LLLP 549300LR5YVRZH4YPQ33 35670CAB4 64959.44000000 PA USD 64820.43000000 0.010893214909 Long LON CORP US N 2 2028-12-21 Variable 9.18000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -410625.00000000 PA USD -410625.00000000 -0.06900642856 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 500000.00000000 USD 440704.70000000 USD CDS N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 111000.00000000 PA USD 104907.58000000 0.017629948066 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -350947.50000000 PA USD -350947.50000000 -0.05897749427 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 438000.00000000 USD 388922.53800000 USD CDS N N N HUSKY III HOLDING LTD N/A 44810RAA6 241000.00000000 PA USD 239943.90000000 0.040323096728 Long DBT CORP CA N 2 2025-02-15 Fixed 13.00000000 N N Y N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBG4 92000.00000000 PA USD 85480.22000000 0.014365137765 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FMT8 1100000.00000000 PA USD 1146052.18000000 0.192596573241 Long DBT MUN US N 2 2039-03-15 Fixed 5.63000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 1000000.00000000 PA USD 1005305.47000000 0.168943781061 Long DBT CORP GB N 2 2028-09-30 Fixed 5.52000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAD1 85000.00000000 PA USD 73107.34000000 0.012285848243 Long DBT CORP XX N 2 2027-05-01 Fixed 7.88000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 200000.00000000 PA USD 191986.40000000 0.032263734055 Long DBT CORP US N 2 2026-11-01 Fixed 5.38000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DJ3 1000000.00000000 PA USD 873549.54000000 0.146801909107 Long DBT CORP US N 2 2045-09-15 Fixed 4.38000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 321000.00000000 PA USD 288417.44000000 0.048469181051 Long DBT US N 2 2029-02-01 Fixed 3.13000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBF6 72376.40000000 PA USD 63076.03000000 0.010600064677 Long LON CORP US N 2 2027-12-17 Variable 8.97000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 200000.00000000 PA USD 200399.60000000 0.033677590700 Long DBT CORP GB N 2 2029-09-27 Fixed 8.00000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 71000.00000000 PA USD 74553.05000000 0.012528802968 Long DBT CORP US N 2 2028-09-15 Fixed 8.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 3000000.00000000 PA USD 3013642.74000000 0.506449247972 Long DBT CORP US N 2 2029-02-01 Fixed 5.12000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAG1 460000.00000000 PA USD 382835.78000000 0.064336389414 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.93000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 44000.00000000 PA USD 37851.90000000 0.006361094510 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 125000.00000000 PA USD 129685.93000000 0.021794003930 Long DBT CORP KY N 2 2028-02-01 Fixed 8.38000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 28000.00000000 PA USD 27438.68000000 0.004611130133 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N WHITE CAP PARENT LLC N/A 96351CAA4 136000.00000000 PA USD 135368.01000000 0.022748889891 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N Y N N N TRI POINTE HOMES INC N/A 87265HAF6 28000.00000000 PA USD 27510.00000000 0.004623115615 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -418125.00000000 PA USD -418125.00000000 -0.07026681995 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 418125.00000000 USD 420783.58000000 USD CDS N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAA2 640000.00000000 PA USD 687379.37000000 0.115515605213 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 67097QAE5 1620000.00000000 PA USD 1615143.08000000 0.271428324060 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 7.13000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FB5 3920000.00000000 PA USD 4213656.22000000 0.708114135597 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 200000.00000000 PA USD 198112.00000000 0.033293154521 Long DBT CORP LU N 2 2026-10-15 Fixed 6.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -673750.00000000 PA USD -673750.00000000 -0.11322515980 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2024-01-11 1000000.00000000 USD 950452.89999999 USD CDS N N N KRUNG THAI BANK/CAYMAN 54930007ZQMYCRFQGE36 000000000 252000.00000000 PA USD 233415.00000000 0.039225900816 Long DBT CORP TH N 2 2026-03-25 Fixed 4.40000000 N N N N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 104931AA8 1004000.00000000 PA USD 1061760.12000000 0.178431108360 Long DBT CORP US N 2 2030-08-01 Fixed 10.38000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDH0 55000.00000000 PA USD 52487.25000000 0.008820597059 Long DBT CORP US N 2 2028-06-15 Fixed 4.63000000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 132000.00000000 PA USD 135560.31000000 0.022781206326 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259NZH9 1295000.00000000 PA USD 1606613.23000000 0.269994864128 Long DBT MUN US N 2 2039-11-15 Fixed 7.34000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -257738.22000000 PA USD -257738.22000000 -0.04331347108 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 269433.36787000 USD 269756.27028952 USD AMBS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9304.19000000 -0.00156358946 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 342242.49000000 EUR 369581.44000000 USD 2024-03-14 -9304.19000000 N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -87675.00000000 PA USD -87675.00000000 -0.01473397534 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 105000.00000000 USD 95501.36400000 USD CDS N N N Onslow Bay Financial LLC N/A 67118LAA9 509292.18000000 PA USD 514564.27000000 0.086473650017 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.45000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 425000.00000000 PA USD 423015.72000000 0.071088716134 Long DBT CORP CA N 2 2026-06-15 Fixed 7.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -373750.00000000 PA USD -373750.00000000 -0.06280950423 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 500000.00000000 USD 508761.00000000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -507884.94000000 PA USD -507884.94000000 -0.08535117401 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2049-12-31 666000.00000000 USD 563753.34900000 USD CDS N N N Trimaran CAVU Ltd 549300JHXVOIVLAKRV03 89625BAJ2 400000.00000000 PA USD 407877.00000000 0.068544621156 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 11.54000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 117000.00000000 PA USD 117854.33000000 0.019805677695 Long DBT CORP US N 2 2025-06-15 Fixed 7.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -369597.50000000 PA USD -369597.50000000 -0.06211166753 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 589000.00000000 USD 518294.63766000 USD CDS N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 14856HAA6 23000.00000000 PA USD 21531.86000000 0.003618476125 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJF9 7800000.00000000 PA USD 8141859.34000000 1.368257253958 Long DBT UST US N 2 2028-10-31 Fixed 4.88000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBT7 1000000.00000000 PA USD 1004436.66000000 0.168797775642 Long DBT US N 2 2033-01-15 Fixed 4.63000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 19000.00000000 PA USD 18382.50000000 0.003089219295 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 212000.00000000 PA USD 220818.68000000 0.037109061714 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278PBA7 1200000.00000000 PA USD 1044947.52000000 0.175605714191 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.04000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAC3 653000.00000000 PA USD 615709.91000000 0.103471395846 Long DBT CORP US N 2 2028-07-01 Fixed 3.88000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 4710000.00000000 OU Notional Amount USD -864872.91000000 -0.14534378247 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 -873644.39000000 USD 4710000.00000000 USD 8771.48000000 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AU3 1750000.00000000 PA USD 1713758.38000000 0.288000840722 Long DBT CORP GB N 2 2025-09-27 Fixed 7.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -259550.00000000 PA USD -259550.00000000 -0.04361794467 Short RA CORP US N 2 Reverse repurchase N 5.41000000 2049-12-31 290000.00000000 USD 292697.87000000 USD CDS N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAE9 200000.00000000 PA USD 184125.00000000 0.030942608606 Long DBT CORP KY N 2 2028-07-21 Fixed 5.75000000 N N N N N N Voya CLO Ltd 549300L8S87K3SMP0R77 92912VAY1 158349.70000000 PA USD 158158.78000000 0.026578928593 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 6.68000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -26097500.00000000 PA USD -26097500.00000000 -4.38574190415 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 26097500.00000000 USD 26304960.63000000 USD UST N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 361000.00000000 PA USD 347153.30000000 0.058339870676 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAG2 303017.36000000 PA USD 300744.73000000 0.050540809074 Long LON CORP US N 2 2029-02-01 Variable 13.22000000 N N N N N N Madison Park Funding Ltd N/A 55817EAQ9 900000.00000000 PA USD 900281.52000000 0.151294276762 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 7.31000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AV1 612000.00000000 PA USD 622723.46000000 0.104650038249 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAC8 129000.00000000 PA USD 123558.80000000 0.020764326344 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N Republic Finance Issuance Trust N/A 76042EAC3 240000.00000000 PA USD 227458.70000000 0.038224931585 Long ABS-O CORP US N 2 2030-11-20 Fixed 4.05000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 200000.00000000 PA USD 177125.00000000 0.029766243309 Long DBT CORP KY N 2 2029-12-15 Fixed 5.13000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PE5 208000.00000000 PA USD 212388.80000000 0.035692401959 Long DBT CORP US N 2 2028-11-15 Fixed 7.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6J9 1712274.70000000 PA USD 1750683.69000000 0.294206219758 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -782916.90000000 PA USD -782916.90000000 -0.13157089590 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 878347.62780000 USD 832069.51149076 USD AMBS N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAJ4 144000.00000000 PA USD 149027.04000000 0.025044319731 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -229717.50000000 PA USD -229717.50000000 -0.03860452786 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 327000.00000000 USD 316039.31970000 USD CDS N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EJ5 500000.00000000 PA USD 395535.91000000 0.066470674014 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 172000.00000000 PA USD 179517.13000000 0.030168245983 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAJ7 575000.00000000 PA USD 503700.67000000 0.084647998297 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N TCI Communications Inc 51M0QTTNCGUN7KFCFZ59 872287AF4 610000.00000000 PA USD 647687.15000000 0.108845240905 Long DBT CORP US N 2 2026-02-15 Fixed 7.88000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 3000.00000000 OU Notional Amount -26.82000000 -0.00000450715 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 -360.77000000 EUR 3000.00000000 EUR 349.58000000 N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAL0 20000.00000000 PA USD 18148.12000000 0.003049831223 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -420000.00000000 PA USD -420000.00000000 -0.07058191779 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 500000.00000000 USD 493081.35000000 USD CDS N N N STUDIO CITY CO LTD N/A 000000000 200000.00000000 PA USD 196500.00000000 0.033022254398 Long DBT CORP VG N 2 2027-02-15 Fixed 7.00000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -102520.00000000 PA USD -102520.00000000 -0.01722871003 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 176000.00000000 USD 143022.35200000 USD CDS N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 245000.00000000 PA USD 194407.50000000 0.032670605200 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Dryden Senior Loan Fund 5493008NBEE3C4AF3K95 262431AD1 250000.00000000 PA USD 249704.73000000 0.041963425539 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.31000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 169000.00000000 PA USD 157356.50000000 0.026444103685 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 193456.67000000 0.032510816141 Long DBT CORP FR N 2 2030-06-15 Fixed 3.38000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAC9 178000.00000000 PA USD 179618.47000000 0.030185276391 Long DBT CORP US N 2 2026-04-15 Fixed 8.00000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 400000.00000000 PA USD 369625.00000000 0.062116288967 Long DBT CORP KY N 2 2028-08-26 Fixed 5.63000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 49000.00000000 PA USD 47380.59000000 0.007962411687 Long DBT CORP US N 2 2027-07-15 Fixed 5.63000000 N N N N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 55820RAJ1 1435477.15000000 PA USD 1434690.36000000 0.241102850132 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 6.61000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 148000.00000000 PA USD 139410.08000000 0.023428168587 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 230000.00000000 PA USD 229349.10000000 0.038542617436 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 9000.00000000 PA USD 8678.97000000 0.001458519874 Long DBT CORP CA N 2 2029-01-15 Fixed 6.88000000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251BAL0 219866.13000000 PA USD 220137.33000000 0.036994559358 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 6.85000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BZ2 650000.00000000 PA USD 576908.72000000 0.096950771076 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 647000.00000000 PA USD 475195.62000000 0.079857662354 Long DBT CORP US N 2 2028-03-01 Fixed 6.13000000 N N N N N N ACUSHNET CO 549300H805O14KEFES79 005095AA2 55000.00000000 PA USD 57380.95000000 0.009642994038 Long DBT CORP US N 2 2028-10-15 Fixed 7.38000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAN9 2000000.00000000 PA USD 1961106.80000000 0.329568283218 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N BX Trust N/A 05610HAA1 1425722.24000000 PA USD 1399802.47000000 0.235239863980 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.37000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AD7 1000000.00000000 PA USD 1000368.00000000 0.168114028438 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 69701YAA0 84148.64000000 PA USD 84037.91000000 0.014122754418 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 6.58000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CP2 750000.00000000 PA USD 723521.40000000 0.121589352333 Long DBT CORP US N 2 2032-08-22 Fixed 4.30000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 45000.00000000 PA USD 40817.51000000 0.006859471751 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 100000.00000000 PA 113435.67000000 0.019063112227 Long DBT CORP ES N 1 2030-08-11 Fixed 2.13000000 N N N N N Cellnex Telecom SA EUR XXXX N N N Ballyrock Ltd 254900FOV48Z8K26JH50 05874RAA0 500000.00000000 PA USD 499468.00000000 0.083936688854 Long ABS-CBDO CORP JE N 2 2035-10-20 Floating 14.18000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 500000.00000000 PA USD 424412.10000000 0.071323380844 Long DBT US N 2 2031-05-15 Fixed 2.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 2000000.00000000 PA USD 1650958.66000000 0.277447210544 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 155000.00000000 PA USD 115955.50000000 0.019486575164 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1781963.87000000 PA USD -1781963.87000000 -0.29946292236 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1840183.36053000 USD 1862090.44900777 USD AMBS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -2565090.00000000 PA USD -2565090.00000000 -0.43106897982 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 2565090.00000000 USD 2581399.70000000 USD CDS N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 94150.39000000 0.015822178780 Long DBT CORP JP N 2 2032-07-06 Fixed 3.88000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 201000.00000000 PA USD 191283.66000000 0.032145637062 Long DBT CORP US N 2 2028-04-15 Fixed 4.38000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 177000.00000000 PA USD 169430.05000000 0.028473090146 Long DBT CORP BM N 2 2028-03-15 Fixed 6.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -264775.00000000 PA USD -264775.00000000 -0.04449601734 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 340000.00000000 USD 349460.50000000 USD CDS N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 500000.00000000 PA USD 441774.77000000 0.074241215479 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -1164375.00000000 PA USD -1164375.00000000 -0.19567576318 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 1164375.00000000 USD 1171710.56000000 USD CDS N N N 595 EXPRESS LLC 12/31/2031 N/A 000000000 677883.52000000 PA USD 633091.06000000 0.106392336085 Long DBT CORP US N 3 2031-12-31 Fixed 3.31000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 1232000.00000000 PA USD 1260437.02000000 0.211819195561 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N Grippen Park CLO LTD 549300P7KR0IARP7PG22 39862EAD6 250000.00000000 PA USD 250074.90000000 0.042025633417 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 8.98000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 109924.30000000 0.018473018825 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -920000.00000000 PA USD -920000.00000000 -0.15460801041 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 1000000.00000000 USD 996465.00000000 USD CDS N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAE6 500000.00000000 PA USD 481625.34000000 0.080938190851 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 40000.00000000 PA USD 38004.15000000 0.006386680455 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 654550.00000000 PA USD 683847.97000000 0.114922145726 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N Marble Point CLO XXIII Ltd. N/A 56607TAN5 250000.00000000 PA USD 249598.40000000 0.041945556551 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 9.32000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -390600.00000000 PA USD -390600.00000000 -0.06564118355 Short RA CORP US N 2 Reverse repurchase N 5.30000000 2049-12-31 465000.00000000 USD 448444.23300000 USD CDS N N N Gray Television Inc 529900TM5726KDN7UU35 389375AJ5 123000.00000000 PA USD 119643.43000000 0.020106339860 Long DBT CORP US N 2 2026-07-15 Fixed 5.88000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAF8 2000000.00000000 PA USD 1820219.60000000 0.305891881386 Long DBT CORP ES N 2 2027-11-16 Fixed 6.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -378750.00000000 PA USD -378750.00000000 -0.06364976515 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 378750.00000000 USD 381136.12000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -511500.00000000 PA USD -511500.00000000 -0.08595869274 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 511500.00000000 USD 512720.78000000 USD CDS N N N MARKET BIDCO FINCO PLC 549300UGYX6EBVHRVG53 000000000 100000.00000000 PA 112169.21000000 0.018850280856 Long DBT CORP GB N 2 2027-11-04 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -17781250.00000000 PA USD -17781250.00000000 -2.98817791870 Short RA CORP US N 2 Reverse repurchase N 5.52000000 2049-12-31 17781250.00000000 USD 18085121.68000000 USD UST N N N ANYWHERE REAL EST/CO-ISS N/A 75606DAS0 149706.00000000 PA USD 138057.38000000 0.023200844396 Long DBT CORP US N 2 2030-04-15 Fixed 7.00000000 N N N N N N Lonza Group AG 549300Y0CIXN5D40L888 000000000 92017.18000000 PA USD 83091.51000000 0.013963709829 Long LON CORP US N 2 2028-07-03 Variable 9.37000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 106000.00000000 PA USD 102747.92000000 0.017267012484 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 209000.00000000 PA USD 188525.13000000 0.031682060068 Long DBT CORP US N 2 2031-06-15 Fixed 4.38000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -161882.50000000 PA USD -161882.50000000 -0.02720470787 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 221000.00000000 USD 221163.54000000 USD CDS N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 77000.00000000 PA USD 78236.24000000 0.013147771096 Long DBT CORP US N 2 2031-02-01 Fixed 6.38000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 319000.00000000 PA USD 336501.94000000 0.056549886352 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 79000.00000000 PA USD 61620.00000000 0.010355375654 Long DBT CORP US N 2 2031-09-01 Fixed 5.88000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 27000.00000000 PA USD 27003.38000000 0.004537977017 Long DBT CORP US N 2 2027-05-13 Fixed 6.63000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -102547.50000000 PA USD -102547.50000000 -0.01723333146 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 121000.00000000 USD 109142.79860000 USD CDS N N N TK Elevator Holdco GmbH 2549008GCHWX9EEMIS56 000000000 90900.00000000 PA 92327.97000000 0.015515917116 Long DBT CORP DE N 2 2028-07-15 Fixed 6.63000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 179000.00000000 PA USD 187871.95000000 0.031572291741 Long DBT CORP US N 2 2028-07-15 Fixed 8.88000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AC6 516000.00000000 PA USD 514866.09000000 0.086524371527 Long DBT CORP US N 2 2026-03-01 Fixed 9.13000000 N N N N N N ITR Concession Co LLC 5493007GBY3OBTILCX44 450636AA3 4000000.00000000 PA USD 3859947.28000000 0.648672575293 Long DBT CORP US N 2 2025-07-15 Fixed 4.20000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 172000.00000000 PA USD 156372.15000000 0.026278681517 Long DBT CORP US N 2 2028-06-30 Fixed 4.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -105022.50000000 PA USD -105022.50000000 -0.01764926062 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 134000.00000000 USD 115778.68000000 USD CDS N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 12000.00000000 PA USD 11847.43000000 0.001990986500 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 111000.00000000 PA USD 107914.50000000 0.018135267543 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 1248EPCK7 283000.00000000 PA USD 247322.25000000 0.041563044569 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AM5 151000.00000000 PA USD 155708.31000000 0.026167121754 Long DBT CORP US N 2 2030-03-15 Fixed 7.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1810000.00000000 PA USD -1810000.00000000 -0.30417445527 Short RA CORP US N 2 Reverse repurchase N 4.67000000 2049-12-31 1810000.00000000 USD 1881371.32000000 USD AMBS N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 000000000 288000.00000000 PA USD 286290.00000000 0.048111660110 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 15477CAA3 507000.00000000 PA USD 517068.23000000 0.086894445966 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 29103CAA6 1603000.00000000 PA USD 1637256.11000000 0.275144467073 Long DBT CORP US N 2 2030-12-15 Fixed 6.63000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 1600000.00000000 PA USD 1180857.49000000 0.198445681644 Long DBT CORP US N 2 2052-03-17 Fixed 2.92000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300H67V5FL4RU1Z53 38137YAS0 500000.00000000 PA USD 499853.15000000 0.084001414153 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 7.26000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDG4 520000.00000000 PA USD 569598.49000000 0.095722270950 Long DBT CORP US N 2 2041-03-01 Fixed 6.38000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 291000.00000000 PA USD 307295.71000000 0.051641715578 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 500000.00000000 PA USD 381638.56000000 0.064135193977 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 666000.00000000 PA USD 563753.35000000 0.094739982400 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 171000.00000000 PA USD 161668.53000000 0.027168749750 Long DBT CORP US N 2 2030-03-01 Fixed 6.63000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 226000.00000000 PA USD 207637.50000000 0.034893935611 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MAU0 1000000.00000000 PA USD 845143.51000000 0.142028213692 Long DBT CORP US N 2 2046-08-15 Fixed 4.50000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 541000.00000000 PA USD 524791.59000000 0.088192373492 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Goldentree Loan Opportunities IX Ltd 549300IOBSI2NBFBJX90 38123HAS3 1500000.00000000 PA USD 1499250.00000000 0.251952238712 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 7.25000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 30000.00000000 PA USD 27664.27000000 0.004649041026 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 64972FT30 1390000.00000000 PA USD 1518523.67000000 0.255191221073 Long DBT MUN US N 2 2042-06-15 Fixed 5.72000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAK4 91000.00000000 PA USD 96690.44000000 0.016249039733 Long DBT CORP US N 2 2030-06-01 Fixed 8.63000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 55596.00000000 PA USD 52798.83000000 0.008872958759 Long DBT CORP IL N 2 2033-09-30 Fixed 8.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -201089.50000000 PA USD -201089.50000000 -0.03379352990 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 201089.50000000 USD 202398.54000000 USD CDS N N N HT TROPLAST AG 529900Y2N2GAY3FXGP86 000000000 100000.00000000 PA 111981.39000000 0.018818717295 Long DBT CORP DE N 2 2028-07-15 Fixed 9.38000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 53000.00000000 PA USD 53650.84000000 0.009016140901 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 376000.00000000 PA USD 394848.88000000 0.066355217121 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 220000.00000000 PA USD 196917.42000000 0.033092402741 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RQ3 57350000.00000000 PA USD 43032661.97000000 7.231732880514 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAL3 93000.00000000 PA USD 92535.00000000 0.015550708960 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N BOYNE USA INC N/A 103557AC8 142000.00000000 PA USD 133536.03000000 0.022441021649 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -104242.50000000 PA USD -104242.50000000 -0.01751817991 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 123000.00000000 USD 119643.43455000 USD CDS N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 84611WAB0 189000.00000000 PA USD 188291.25000000 0.031642756023 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 205000.00000000 PA USD 156354.12000000 0.026275651536 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N BX Trust N/A 05608UAA6 650000.00000000 PA USD 650611.07000000 0.109336612051 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.53000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAE4 46000.00000000 PA USD 42765.72000000 0.007186872699 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 102000.00000000 PA USD 101072.82000000 0.016985508268 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -1318125.00000000 PA USD -1318125.00000000 -0.22151378666 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 1318125.00000000 USD 1326506.08000000 USD CDS N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 941000.00000000 PA USD 924397.92000000 0.155347090482 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDA0 70000.00000000 PA USD 72043.83000000 0.012107123064 Long DBT CORP US N 2 2034-06-08 Fixed 6.38000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 94000.00000000 PA USD 76149.40000000 0.012797073074 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -160775.00000000 PA USD -160775.00000000 -0.02701859008 Short RA CORP US N 2 Reverse repurchase N 5.25000000 2024-01-11 236000.00000000 USD 224142.18000000 USD CDS N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 400000.00000000 PA USD 392916.45000000 0.066030468037 Long DBT CORP DE N 2 2028-07-15 Fixed 7.63000000 N N N N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 140944AA7 205000.00000000 PA USD 213273.80000000 0.035841128143 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 48254EAF8 31644.50000000 PA USD 31736.90000000 0.005333455397 Long LON CORP US N 2 2028-09-22 Variable 8.86000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 340000.00000000 PA USD 349460.50000000 0.058727600678 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N Symphony CLO Ltd N/A 87168NAE4 600000.00000000 PA USD 593595.42000000 0.099755007476 Long ABS-CBDO CORP BM N 2 2035-04-23 Floating 7.26000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 200000.00000000 PA 218910.22000000 0.036788340841 Long DBT CORP XX N 2 2026-05-15 Fixed 4.38000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAK8 106000.00000000 PA USD 78440.00000000 0.013182013409 Long LON CORP US N 2 2028-11-02 Variable 14.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHE4 1900000.00000000 PA USD 1879886.71000000 0.315919069608 Long DBT UST US N 2 2028-05-31 Fixed 3.63000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -87831.25000000 PA USD -87831.25000000 -0.01476023349 Short RA CORP US N 2 Reverse repurchase N 5.40000000 2024-01-11 115000.00000000 USD 116151.03500000 USD CDS N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 408000.00000000 PA USD 432251.52000000 0.072640812506 Long DBT CORP US N 2 2033-11-01 Fixed 8.38000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 56000.00000000 PA USD 51701.38000000 0.008688529888 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 05683NAG7 250000.00000000 PA USD 240416.45000000 0.040402509788 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 8.76000000 N N N N N N RXO INC 549300KL8CA6GP8XPM30 98379JAA3 60000.00000000 PA USD 61911.60000000 0.010404379671 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 4000000.00000000 PA USD 3869308.08000000 0.650245678189 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59023CAD4 131704.62000000 PA USD 92156.70000000 0.015487134818 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.29000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAQ7 600000.00000000 PA USD 693624.56000000 0.116565123040 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 300000.00000000 PA USD 262069.14000000 0.044041291659 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 05682EAE3 500000.00000000 PA USD 495169.65000000 0.083214341744 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 7.32000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAD5 16914.14000000 PA USD 16320.28000000 0.002742658717 Long LON CORP US N 2 2029-01-24 Floating 8.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 2000000.00000000 PA USD 1556718.76000000 0.261609989413 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 000000000 100000.00000000 PA 109706.37000000 0.018436395212 Long DBT CORP FR N 2 2026-02-15 Fixed 4.25000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BZ6 750000.00000000 PA USD 619426.32000000 0.104095946667 Long DBT CORP US N 2 2030-10-01 Fixed 1.70000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAM3 790000.00000000 PA USD 895500.72000000 0.150490852875 Long DBT CORP US N 2 2037-03-15 Fixed 6.45000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 296000.00000000 PA USD 323905.10000000 0.054432959863 Long DBT CORP US N 2 2029-11-30 Fixed 9.38000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 632000.00000000 PA USD 556132.79000000 0.093459330640 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1585371.53000000 PA USD -1585371.53000000 -0.26642515002 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1776622.12965100 USD 1687368.31146537 USD AMBS N N N HPS Loan Management Ltd N/A 40436XAJ6 1000000.00000000 PA USD 990337.40000000 0.166428364189 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 9.26000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCJ8 1500000.00000000 PA USD 1340926.02000000 0.225345547898 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 517000.00000000 PA USD 509846.12000000 0.085680754599 Long DBT CORP US N 2 2029-09-01 Fixed 6.38000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12550YAN4 448189.19000000 PA USD 447642.49000000 0.075227298648 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.63000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 3025000.00000000 PA USD 2972246.30000000 0.499492485770 Long DBT CORP US N 2 2040-07-15 Fixed 5.38000000 N N N N N N PRIME HEALTHCARE SERVICE N/A 74165HAB4 30000.00000000 PA USD 29250.00000000 0.004915526418 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N MFRA Trust N/A 55286MAA8 1714435.73000000 PA USD 1732868.66000000 0.291212365037 Long ABS-MBS CORP US N 2 2068-07-25 Variable 6.62000000 N N N N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 355000.00000000 PA USD 362551.92000000 0.060927642416 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N SOTHEBY'S/BIDFAIR HLD N/A 83600GAA2 400000.00000000 PA USD 345943.86000000 0.058136621641 Long DBT CORP US N 2 2029-06-01 Fixed 5.88000000 N N N N N N MH Sub I, LLC 2549005VFKP807SR8N49 55303BAD5 35000.00000000 PA USD 32487.35000000 0.005459570159 Long LON CORP US N 2 2029-02-23 Variable 11.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 33795000.00000000 PA USD 27969322.94000000 4.700305839595 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 19000.00000000 PA USD 17484.75000000 0.002938350445 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 400000.00000000 PA USD 313649.76000000 0.052709527566 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -7926750.00000000 PA USD -7926750.00000000 -1.33210765930 Short RA CORP US N 2 Reverse repurchase N 5.50000000 2049-12-31 7926750.00000000 USD 7988219.74000000 USD UST N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AA8 61000.00000000 PA USD 60513.30000000 0.010169392300 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 859000.00000000 PA USD 790826.93000000 0.132900193728 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -915000.00000000 PA USD -915000.00000000 -0.15376774948 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 915000.00000000 USD 917367.82000000 USD CDS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1681303.19000000 PA USD -1681303.19000000 -0.28254667512 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1712274.69507200 USD 1750683.68763148 USD AMBS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -78151.91000000 PA USD -78151.91000000 -0.01313359925 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2024-01-11 103000.00000000 USD 104862.34300000 USD CDS N N N Anchorage Capital CLO LTD 5493008PWA7TS1SR9447 033292AW3 720000.00000000 PA USD 713500.34000000 0.119905291302 Long ABS-CBDO CORP KY N 2 2030-10-13 Floating 8.86000000 N N N N N N UMBS, TBA B1V7KEBTPIMZEU4LTD58 01F052615 17865000.00000000 PA USD 17940367.97000000 3.014918041268 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.50000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 106000.00000000 PA USD 102853.92000000 0.017284826015 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N SPX Flow, Inc. 5493003YXEKRBINIEM78 78470DAT5 251739.57000000 PA USD 252333.68000000 0.042405226332 Long LON CORP US N 2 2029-04-05 Variable 9.96000000 N N N N N N STERLING COOFS TR N/A 859245AA0 700209.45000000 PA USD 7002.09000000 0.001176716525 Long ABS-O USGA US N 3 2029-04-15 Variable 2.36000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 157000.00000000 PA USD 153065.08000000 0.025722921177 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 692039SV3 1600000.00000000 PA USD 1255998.53000000 0.211073297617 Long DBT MUN US N 2 2043-08-01 Fixed 3.18000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAD9 177000.00000000 PA USD 182197.96000000 0.030618765323 Long DBT CORP US N 2 2029-12-15 Fixed 7.88000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CE2 1565000.00000000 PA USD 1597075.75000000 0.268392069772 Long DBT CORP US N 2 2028-08-15 Fixed 4.95000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -126420.00000000 PA USD -126420.00000000 -0.02124515725 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 129000.00000000 USD 131731.31700000 USD CDS N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -160750.00000000 PA USD -160750.00000000 -0.02701438877 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 200000.00000000 USD 191986.40000000 USD CDS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -2553007.01000000 PA USD -2553007.01000000 -0.42903840694 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 2730235.07700000 USD 2699733.57327852 USD AMBS N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 214000.00000000 PA USD 204387.12000000 0.034347702149 Long DBT CORP CA N 2 2028-01-15 Fixed 4.38000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 37000.00000000 PA USD 36899.09000000 0.006200972707 Long DBT CORP US N 2 2027-06-01 Fixed 6.63000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1001575.16000000 PA USD -1001575.16000000 -0.16831689431 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 1032684.23684000 USD 1046564.85547263 USD AMBS N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 850000.00000000 PA USD 890125.61000000 0.149587553893 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BERC0 11103687.21000000 PA USD 10038222.91000000 1.686945295896 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 70018FAE9 1300000.00000000 PA USD 1209105.04000000 0.203192744149 Long ABS-CBDO CORP KY N 2 2034-02-14 Floating 12.45000000 N N N N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 12480VAJ4 350000.00000000 PA USD 348413.28000000 0.058551613068 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 8.08000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAP2 295000.00000000 PA USD 310842.68000000 0.052237791638 Long DBT CORP US N 2 2031-01-15 Fixed 7.25000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAA7 153000.00000000 PA USD 138827.61000000 0.023330283231 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 175000.00000000 PA USD 175710.50000000 0.029528533493 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -241068.75000000 PA USD -241068.75000000 -0.04051213022 Short RA CORP US N 2 Reverse repurchase N 5.20000000 2024-01-11 345000.00000000 USD 330798.07500000 USD CDS N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAK3 64000.00000000 PA USD 69896.14000000 0.011746199066 Long DBT CORP US N 2 2028-10-01 Fixed 12.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376PA59 584919.12000000 PA USD 47332.36000000 0.007954306530 Long ABS-MBS USGA US N 2 2039-12-16 Floating 1.00000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 1745000.00000000 PA USD 1399096.68000000 0.235121254428 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Neuberger Berman CLO Ltd 5493008RV69QDGFCMY47 64135FAG5 568000.00000000 PA USD 565116.15000000 0.094969003918 Long ABS-CBDO CORP JE N 2 2035-10-24 Floating 11.15000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505FL3 3500000.00000000 PA USD 3350764.20000000 0.563103246015 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 019579AA9 329000.00000000 PA USD 299091.05000000 0.050262904536 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N Ecopetrol SA N/A 000000000 150000.00000000 PA USD 148875.00000000 0.025018769076 Long LON CORP US N 2 2030-09-06 Variable 10.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -403218.75000000 PA USD -403218.75000000 -0.06776179206 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 425000.00000000 USD 423015.71750000 USD CDS N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 11000.00000000 PA USD 9524.23000000 0.001600567664 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 28166LAB0 110000.00000000 PA USD 87931.66000000 0.014777107614 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 91740PAC2 315000.00000000 PA USD 313671.42000000 0.052713167576 Long DBT CORP US N 2 2026-04-01 Fixed 6.88000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAD3 1250000.00000000 PA USD 1031654.00000000 0.173371709105 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.52000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KL4 750000.00000000 PA USD 515249.14000000 0.086588743917 Long DBT CORP US N 2 2050-05-15 Fixed 2.95000000 N N N N N N DREAM FINDERS HOMES INC N/A 26154DAA8 73000.00000000 PA USD 77147.13000000 0.012964743781 Long DBT CORP US N 2 2028-08-15 Fixed 8.25000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAG9 186000.00000000 PA USD 195326.05000000 0.032824969535 Long DBT CORP US N 2 2031-02-15 Fixed 7.38000000 N N N N N N Dryden Senior Loan Fund N/A 26251LAJ3 1250000.00000000 PA USD 1224497.25000000 0.205779438676 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 8.31000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 336000.00000000 PA USD 254520.00000000 0.042772642185 Long DBT CORP US N 2 2028-03-15 Fixed 1.13000000 N N N N Y Cable One Inc USD XXXX N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -1495000.00000000 PA USD -1495000.00000000 -0.25123801692 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 1495000.00000000 USD 1520570.31000000 USD UST N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AH5 55000.00000000 PA USD 52465.05000000 0.008816866300 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 77000.00000000 PA USD 80432.81000000 0.013516909485 Long DBT CORP BM N 2 2029-01-15 Fixed 8.13000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 700000.00000000 PA USD 580628.50000000 0.097575888234 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Cloudera, Inc. 549300PGONC4JOI0RG62 74339VAE8 233641.00000000 PA USD 222736.97000000 0.037431434541 Long LON CORP US N 2 2029-10-08 Variable 11.46000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAA3 27000.00000000 PA USD 26457.52000000 0.004446244051 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N Signal Peak CLO, LLC 635400L44OLNOBHFTO08 82667EAA9 1100000.00000000 PA USD 1099802.44000000 0.184824203368 Long ABS-CBDO CORP KY N 2 2034-10-26 Floating 6.59000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 69000.00000000 PA USD 61534.57000000 0.010341018955 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 98000.00000000 PA USD 87896.10000000 0.014771131678 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 74345HAD3 249800.00000000 PA USD 251673.50000000 0.042294281640 Long LON CORP US N 2 2029-08-31 Variable 11.72000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 279000.00000000 PA USD 285986.16000000 0.048060599134 Long DBT CORP KY N 2 2027-02-15 Fixed 8.00000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 78397YAB8 254586.00000000 PA USD 113290.77000000 0.019038761465 Long DBT CORP GB N 2 2028-12-31 Fixed 8.00000000 N N Y N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 28000.00000000 PA USD 26530.00000000 0.004458424474 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 200000.00000000 PA USD 157622.00000000 0.026488721541 Long DBT CORP US N 2 2028-09-15 Fixed 5.63000000 N N N N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAY0 250000.00000000 PA USD 247934.48000000 0.041665931158 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 7.14000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 2500000.00000000 PA USD 2454414.25000000 0.412469678183 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AV1 200000.00000000 PA USD 195800.00000000 0.032904617868 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N Woodward Capital Management N/A 74938WAA9 1022692.26000000 PA USD 871006.54000000 0.146374552400 Long ABS-MBS CORP US N 2 2052-02-25 Variable 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAW7 929953.02000000 PA USD 899106.85000000 0.151096870901 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6FA7 796930.46000000 PA USD 134359.53000000 0.022579412623 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.50000000 N N N N N N ABJA INVESTMENT CO 254900E6OE5YJ9WCCU19 000000000 200000.00000000 PA USD 200000.00000000 0.033610437046 Long DBT CORP SG N 2 2028-01-24 Fixed 5.45000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAF7 74000.00000000 PA USD 78757.96000000 0.013235447282 Long DBT CORP US N 2 2030-10-01 Fixed 7.50000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAN2 146000.00000000 PA USD 150963.85000000 0.025369804883 Long DBT CORP US N 2 2030-04-15 Fixed 8.88000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AC3 86227.50000000 PA USD 86163.56000000 0.014479974545 Long ABS-O CORP IE N 2 2051-07-25 Floating 9.22000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 132000.00000000 PA USD 137683.39000000 0.023137994559 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Countrywide Alternative Loan Trust N/A 23245QAA7 350020.54000000 PA USD 284907.13000000 0.047879265785 Long ABS-MBS CORP US N 2 2047-03-20 Floating 5.66000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -234439.81000000 PA USD -234439.81000000 -0.03939812237 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 236919.76660000 USD 243993.57010088 USD AMBS N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAN3 500000.00000000 PA USD 498072.70000000 0.083702205640 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DK1 300000.00000000 PA USD 264538.98000000 0.044456353668 Long DBT CORP US N 2 2047-11-15 Fixed 4.35000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 200000.00000000 PA USD 187250.00000000 0.031467771685 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 100000.00000000 PA USD 101017.61000000 0.016976230107 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -407500.00000000 PA USD -407500.00000000 -0.06848126548 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 500000.00000000 USD 499833.37000000 USD CDS N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 89616RAC3 23000.00000000 PA USD 24610.00000000 0.004135764278 Long DBT CORP US N 2 2028-12-31 Fixed 12.75000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -276123.75000000 PA USD -276123.75000000 -0.04640319958 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 469000.00000000 USD 397453.20580000 USD CDS N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -450125.00000000 PA USD -450125.00000000 -0.07564448987 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2024-01-11 650000.00000000 USD 620078.22500000 USD CDS N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 400000.00000000 PA USD 400687.20000000 0.067336359555 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 1567000.00000000 PA USD 1676707.06000000 0.281774285431 Long DBT CORP US N 2 2033-11-17 Fixed 6.27000000 N N N N N N BLUE OWL CAPITAL CORP II 549300MMNWZO5XKDDX47 69121DAB6 94000.00000000 PA USD 96842.79000000 0.016274642483 Long DBT CORP US N 2 2026-11-15 Fixed 8.45000000 N N N N N N DARLING GLOBAL FINANCE 724500R2BQXOR6YG2Y67 000000000 100000.00000000 PA 108917.71000000 0.018303859176 Long DBT CORP NL N 2 2026-05-15 Fixed 3.63000000 N N N N N N MIDCONTINENT COMM & FIN N/A 59565XAC4 108000.00000000 PA USD 105268.68000000 0.017690631710 Long DBT CORP US N 2 2027-08-15 Fixed 5.38000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAC5 358736.41000000 PA USD 318006.77000000 0.053441732617 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.59000000 N N N N N N MFRA Trust N/A 55283FAD0 2750000.00000000 PA USD 2087759.85000000 0.350852605037 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.31000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 48000.00000000 PA USD 40855.68000000 0.006865886303 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 36257BAA7 96000.00000000 PA USD 96782.30000000 0.016264477007 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -162500.00000000 PA USD -162500.00000000 -0.02730848010 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 200000.00000000 USD 186433.54000000 USD CDS N N N JP Morgan Mortgage Trust N/A 46593FAD4 733867.22000000 PA USD 624102.70000000 0.104881822545 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AE6 1000000.00000000 PA USD 1068580.93000000 0.179577360386 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 221000.00000000 PA USD 221163.54000000 0.037167016191 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 216000.00000000 PA USD 214740.42000000 0.036087596839 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N 522 Funding CLO LTD N/A 33834WAG7 600000.00000000 PA USD 592142.64000000 0.099510864622 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 9.33000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 1287000.00000000 PA USD 1291486.48000000 0.217037125164 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 740000.00000000 PA USD 775100.42000000 0.130257319357 Long DBT US N 2 2031-11-15 Fixed 8.63000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAM3 31000.00000000 PA USD 28310.06000000 0.004757567447 Long DBT CORP US N 2 2026-09-23 Fixed 3.13000000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 000000000 100000.00000000 PA 120580.06000000 0.020263742578 Long DBT CORP LU N 2 2031-07-15 Fixed 8.50000000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 000000000 200000.00000000 PA 226861.76000000 0.038124614514 Long DBT CORP NL N 2 2030-02-03 Fixed 6.14000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -144922.50000000 PA USD -144922.50000000 -0.02435454281 Short RA CORP US N 2 Reverse repurchase N 5.42000000 2049-12-31 171000.00000000 USD 163234.34280000 USD CDS N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 204162.00000000 PA USD 196710.09000000 0.033057560482 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 500000.00000000 PA USD 440704.70000000 0.074061387878 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -467812.50000000 PA USD -467812.50000000 -0.07861691290 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 467812.50000000 USD 468994.38000000 USD CDS N N N CIFC Funding Ltd N/A 12569EAL1 600000.00000000 PA USD 600417.00000000 0.100901388901 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 10.76000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 177108.00000000 0.029763386422 Long DBT CORP GB N 2 2024-01-21 Fixed 13.88000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAB7 411000.00000000 PA USD 409684.06000000 0.068848301538 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAB6 68000.00000000 PA USD 65680.12000000 0.011037687692 Long DBT CORP US N 2 2026-12-01 Fixed 4.13000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -953325.00000000 PA USD -953325.00000000 -0.16020834948 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 1115000.00000000 USD 1056454.07060000 USD CDS N N N KAISER ALUMINUM CORP N/A 483007AJ9 98000.00000000 PA USD 90633.33000000 0.015231129161 Long DBT CORP US N 2 2028-03-01 Fixed 4.63000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 307000.00000000 PA USD 6907.50000000 0.001160820469 Long DBT CORP KY N 2 2023-01-09 Fixed 10.88000000 Y Y N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 200000.00000000 PA USD 176246.86000000 0.029618669963 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 124000.00000000 PA USD 126300.32000000 0.021225044771 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 1121000.00000000 PA USD 1184033.83000000 0.198979472523 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 428000.00000000 PA USD 413445.24000000 0.069480376056 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 13000.00000000 PA USD 12281.44000000 0.002063922829 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 000000000 8354.21000000 PA USD 5597.32000000 0.000940641857 Long LON CORP NL N 3 2024-06-28 Variable 8.47000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAB6 58000.00000000 PA USD 59091.04000000 0.009930378399 Long DBT CORP US N 2 2028-12-15 Fixed 6.63000000 N N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AF8 342000.00000000 PA USD 331787.88000000 0.055757678268 Long DBT CORP US N 2 2028-06-15 Fixed 6.13000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAJ0 1400000.00000000 PA USD 1249057.36000000 0.209906818831 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 226000.00000000 PA 198329.26000000 0.033329665538 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12000000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 173000.00000000 PA USD 171155.82000000 0.028763109566 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 122000.00000000 PA USD 122021.47000000 0.020505974679 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N BX Trust N/A 05609BCD9 1690000.00000000 PA USD 1662447.93000000 0.279378007475 Long ABS-MBS CORP US N 2 2036-02-15 Floating 6.28000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 1090000.00000000 PA USD 1051349.47000000 0.176681575878 Long DBT CORP GB N 2 2028-03-23 Fixed 6.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 402000.00000000 PA USD 251341.29000000 0.042238453024 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N PRKCM Trust N/A 693964AA6 1585066.26000000 PA USD 1593144.07000000 0.267731342356 Long ABS-MBS CORP US N 2 2058-06-25 Fixed 6.48000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 28000.00000000 PA USD 27588.92000000 0.004636378294 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 5545.00000000 OU Notional Amount -1080.93000000 -0.00018165264 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 -1066.94000000 EUR 5545.00000000 EUR -38.71000000 N N N Peloton Interactive, Inc 5493002YS021166W0339 70614EAD2 69935.00000000 PA USD 70127.32000000 0.011785049370 Long LON CORP US N 2 2027-05-25 Variable 12.48000000 N N N N N N Solis IV BV 529900811T142NS3H544 000000000 145162.50000000 PA USD 144400.40000000 0.024266802768 Long LON CORP US N 2 2029-02-26 Variable 8.88000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 21979.00000000 PA USD 20048.97000000 0.003369273220 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 387000.00000000 PA USD 353914.29000000 0.059476069820 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AK5 191000.00000000 PA USD 195292.15000000 0.032819272566 Long DBT CORP US N 2 2030-08-01 Fixed 6.50000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 74166NAA2 39000.00000000 PA USD 36074.61000000 0.006062417041 Long DBT CORP US N 2 2032-07-15 Fixed 4.88000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 82000.00000000 PA USD 74508.99000000 0.012521398589 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAD3 95000.00000000 PA USD 89775.81000000 0.015087021051 Long DBT CORP US N 2 2028-01-15 Fixed 5.50000000 N N N N N N USI INC/NY 2549006D7UF7072T7I27 90346KAB5 295000.00000000 PA USD 302021.00000000 0.050755289036 Long DBT CORP US N 2 2032-01-15 Fixed 7.50000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAC2 372000.00000000 PA USD 370667.31000000 0.062291451440 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCY9 440000.00000000 PA USD 437855.40000000 0.073582556786 Long DBT CORP US N 2 2034-02-01 Fixed 5.82000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KY6 550000.00000000 PA USD 557213.43000000 0.093640934553 Long DBT CORP US N 2 2033-02-06 Fixed 4.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -891250.00000000 PA USD -891250.00000000 -0.14977651009 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 891250.00000000 USD 897051.79000000 USD CDS N N N Countrywide Home Equity Loan Trust N/A 12668FAA2 969838.42000000 PA USD 880820.73000000 0.148023848476 Long ABS-O CORP US N 2 2037-01-15 Floating 5.62000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 181000.00000000 PA USD 168737.92000000 0.028356776187 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 40410KAA3 74000.00000000 PA USD 69193.96000000 0.011628196183 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251UAE6 6035364.27000000 PA USD 1648132.45000000 0.276972259778 Long ABS-O CORP US N 2 2036-09-25 Floating 5.95000000 N N N N N N GN BONDCO LLC N/A 36267QAA2 231000.00000000 PA USD 225522.99000000 0.037899631290 Long DBT CORP US N 2 2031-10-15 Fixed 9.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 570000.00000000 PA USD 476717.51000000 0.080113419295 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 667000.00000000 PA USD 649841.76000000 0.109207327824 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 116000.00000000 PA USD 107351.53000000 0.018040659204 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N New Fortress Energy, Inc. 254900EICTYTCHA5X705 64439HAB5 642000.00000000 PA USD 630765.00000000 0.106001436619 Long LON CORP US N 2 2028-10-27 Variable 10.39000000 N N N N N N Nabors Industries Inc 549300VFQWRKICUFNU92 62957HAF2 522000.00000000 PA USD 521826.04000000 0.087694006334 Long DBT CORP US N 2 2025-02-01 Fixed 5.75000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 -151902.88000000 PA USD -151902.88000000 -0.02552761092 Short RA CORP US N 2 Reverse repurchase N 5.32000000 2024-01-11 151902.88000000 USD 152845.69000000 USD CDS N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 1000000.00000000 PA USD 941089.08000000 0.158152076394 Long DBT CORP US N 2 2030-05-06 Fixed 3.70000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 46000.00000000 PA USD 40388.12000000 0.006787311823 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N Octagon Investment Partners 54 Ltd N/A 67577FAJ7 250000.00000000 PA USD 242583.20000000 0.040766636861 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.71000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -983750.00000000 PA USD -983750.00000000 -0.16532133722 Short RA CORP US N 2 Reverse repurchase N 5.48000000 2049-12-31 1000000.00000000 USD 1007028.00000000 USD CDS N N N STAR PARENT, INC. 254900GRGCJYRMDRWT73 87169DAB1 237855.00000000 PA USD 234781.91000000 0.039455613029 Long LON CORP US N 2 2030-09-27 Variable 9.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AMUJ2 653320.50000000 PA USD 652478.89000000 0.109650503283 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N New Arclin U.S. Holding Corp. N/A 03880YAC8 45946.03000000 PA USD 45371.70000000 0.007624813332 Long LON CORP US N 2 2028-09-30 Variable 8.96000000 N N N N N N NCR ATLEOS LLC N/A 638962AA8 158000.00000000 PA USD 167874.34000000 0.028211649681 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 000000000 100000.00000000 PA 97216.06000000 0.016337371322 Long DBT CORP NL N 2 2032-01-15 Fixed 3.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 200000.00000000 PA USD 189440.00000000 0.031835805970 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N Cold Storage Trust N/A 193051AA7 237883.70000000 PA USD 236760.96000000 0.039788196706 Long ABS-MBS CORP US N 2 2037-11-15 Floating 6.37000000 N N N N N N LINDBLAD EXPEDITIONS HO 549300GSPW24GZE6R597 535219AA7 166000.00000000 PA USD 171638.19000000 0.028844172899 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 300000.00000000 PA USD 294000.00000000 0.049407342458 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46656AAA5 465894.94000000 PA USD 443866.45000000 0.074592726874 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.75000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAA1 813000.00000000 PA USD 782512.50000000 0.131502935598 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 523000.00000000 PA USD 545983.24000000 0.091753676583 Long DBT CORP US N 2 2028-07-01 Fixed 8.38000000 N N N N N N TCW Gem Ltd N/A 87190CBE9 250000.00000000 PA USD 237438.35000000 0.039902033575 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 9.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WJWS4 340093.12000000 PA USD 340709.37000000 0.057256954158 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.50000000 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 54000.00000000 PA USD 49007.01000000 0.008235735122 Long DBT CORP CA N 2 2029-06-15 Fixed 3.63000000 N N N N N N Galaxy CLO Ltd 549300S1CAKZT00VQL17 36320MAQ1 250000.00000000 PA USD 249878.75000000 0.041992669981 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.43000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 182000.00000000 PA USD 160516.72000000 0.026975185562 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N BANCO BPM SPA 815600E4E6DCD2D25E30 000000000 150000.00000000 PA 173229.32000000 0.029111565772 Long DBT CORP IT N 2 2028-06-14 Fixed 6.00000000 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AD3 65000.00000000 PA USD 68861.13000000 0.011572263374 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 42000.00000000 PA USD 39328.73000000 0.006609279018 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 168000.00000000 PA USD 171156.55000000 0.028763232244 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N Planview Parent, Inc. 549300SEALM1D9FKMA32 000000000 103000.00000000 PA USD 93601.25000000 0.015729894603 Long LON CORP US N 2 2028-12-18 Variable 12.70000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 303000.00000000 PA 323391.60000000 0.054346665066 Long DBT CORP DE N 2 2027-07-15 Fixed 4.38000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AF7 2750000.00000000 PA USD 2618469.98000000 0.440039602109 Long DBT CORP US N 2 2026-09-20 Fixed 4.63000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 348000.00000000 PA USD 334445.40000000 0.056204280311 Long DBT CORP US N 2 2027-10-15 Fixed 4.25000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081AW2 59000.00000000 PA USD 53135.21000000 0.008929488153 Long DBT CORP US N 2 2041-11-01 Fixed 5.45000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 55000.00000000 PA USD 51090.31000000 0.008585838239 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 134000.00000000 PA USD 115778.68000000 0.019456860177 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -224825.00000000 PA USD -224825.00000000 -0.03778233254 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-04 340000.00000000 USD 322330.20000000 USD CDS N N N Verus Securitization Trust N/A 92539BAA0 973402.01000000 PA USD 972317.45000000 0.163400072214 Long ABS-MBS CORP US N 2 2067-12-25 Variable 5.85000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 800000.00000000 PA USD 652595.46000000 0.109670093127 Long DBT CORP US N 2 2060-03-20 Fixed 3.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJE2 26000000.00000000 PA USD 26296562.50000000 4.419194792279 Long DBT UST US N 2 2025-10-31 Fixed 5.00000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 355000.00000000 PA USD 329620.77000000 0.055393490697 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAE5 301000.00000000 PA USD 304010.00000000 0.051089544833 Long DBT CORP US N 2 2028-11-01 Fixed 9.50000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 1290000.00000000 PA USD 1170258.98000000 0.196664578879 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N BRAVO Residential Funding Trust N/A 10569YAA5 1425310.39000000 PA USD 1438288.41000000 0.241707510297 Long ABS-MBS CORP US N 2 2063-05-25 Variable 6.44000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 42000.00000000 PA USD 39573.31000000 0.006650381222 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 17000.00000000 PA USD 17030.09000000 0.002861943839 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 000000000 100000.00000000 PA 107829.44000000 0.018120973024 Long DBT CORP US N 2 2025-11-01 Fixed 2.63000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 208812.50000000 0.035091396929 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 210808.00000000 PA USD 209556.33000000 0.035216399186 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N Ellington Financial Mortgage Trust N/A 31572LAA4 198634.70000000 PA USD 158249.05000000 0.026594098663 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93000000 N N N N N N 1375209 BC LTD N/A 68251PAA5 189000.00000000 PA USD 184293.90000000 0.030970992620 Long DBT CORP CA N 2 2028-01-30 Fixed 9.00000000 N N N N N N SK INVICTUS INTERMEDIATE N/A 29977LAA9 311000.00000000 PA USD 269792.50000000 0.045339219184 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2649.00000000 OU Notional Amount -516.37000000 -0.00008677710 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 -536.75000000 EUR 2649.00000000 EUR -18.83000000 N N N Momentive Performance Materials Inc. H2OFQI2FJX0T8IHKL414 60877JAG7 147882.50000000 PA USD 142614.93000000 0.023966750633 Long LON CORP US N 2 2028-03-29 Variable 9.86000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 544000.00000000 PA USD 423242.44000000 0.071126816925 Long DBT CORP FR N 2 2029-07-15 Fixed 5.13000000 N N N N N N Navient Student Loan Trust N/A 63942CAD4 440000.00000000 PA USD 399474.90000000 0.067132629891 Long ABS-O CORP US N 2 2060-04-15 Fixed 4.00000000 N N N N N N GTCR W-2 MERGER SUB LLC 254900HJTH4LRJB6QF88 36268NAA8 1177000.00000000 PA USD 1243762.16000000 0.209016948899 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 000000000 -23008937.50000000 PA USD -23008937.50000000 -3.86670222679 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 23008937.50000000 USD 23402479.81000000 USD UST N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -135922.60000000 PA USD -135922.60000000 -0.02284208995 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 194000.00000000 USD 186558.83900000 USD CDS N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410346AX8 18925.45000000 PA USD 18878.14000000 0.003172512680 Long LON CORP US N 3 2030-03-08 Variable 9.11000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 200000.00000000 PA USD 190562.50000000 0.032024444548 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BP9 1705000.00000000 PA USD 1589345.93000000 0.267093056629 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 345000.00000000 PA USD 330798.08000000 0.055591340215 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -53366.03000000 -0.00896827795 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5321000.00000000 EUR 5838813.12000000 USD 2024-03-20 -53366.03000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CF5 750000.00000000 PA USD 777812.93000000 0.130713162590 Long DBT CORP US N 2 2030-02-10 Fixed 5.13000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AD4 133000.00000000 PA USD 127015.00000000 0.021345148307 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAD0 2300000.00000000 PA USD 2218969.30000000 0.372902639833 Long DBT CORP US N 2 2033-02-01 Fixed 4.95000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAD8 400000.00000000 PA USD 387082.15000000 0.065050001172 Long DBT CORP GB N 2 2042-03-22 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJB2 1840183.36000000 PA USD 1862090.45000000 0.312928369226 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 220000.00000000 PA USD 229692.98000000 0.038600407222 Long DBT CORP BM N 2 2030-04-30 Fixed 8.63000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CBC9 250000.00000000 PA USD 248460.30000000 0.041754296359 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 8.43000000 N N N N N N CIFC Funding Ltd 5493001TP5YQV9X08Z14 12548MBF1 929141.03000000 PA USD 930656.18000000 0.156398804750 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 6.78000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 310000.00000000 PA USD 240995.71000000 0.040499855697 Long DBT CORP GB N 2 2028-03-15 Fixed 4.38000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAE1 481000.00000000 PA USD 501096.18000000 0.084210308061 Long DBT CORP US N 2 2030-12-01 Fixed 7.88000000 N N N N N N SREIT Trust N/A 78485GAA2 1207000.00000000 PA USD 1184668.09000000 0.199086061302 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.05000000 N N N N N N UMBS, TBA N/A 01F070617 5780000.00000000 PA USD 5961753.89000000 1.001885769044 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 7.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 385000.00000000 PA USD 102795.00000000 0.017274924381 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 Y Y N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAB0 1675000.00000000 PA USD 1801013.38000000 0.302664234145 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1000000.00000000 PA USD 774072.08000000 0.130084504572 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 000000000 100000.00000000 PA 117317.22000000 0.019715415186 Long DBT CORP IT N 2 2028-02-15 Fixed 6.88000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BG6 1000000.00000000 PA USD 1039601.06000000 0.174707229905 Long DBT CORP US N 2 2044-02-01 Fixed 5.30000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 70000.00000000 PA USD 70485.87000000 0.011845304481 Long DBT CORP US N 2 2031-01-15 Fixed 7.38000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PAR3 1750000.00000000 PA USD 1911952.65000000 0.321307820897 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 94000.00000000 PA USD 85753.73000000 0.014411101718 Long DBT CORP US N 2 2032-01-31 Fixed 4.38000000 N N N N N N Neuberger Berman CLO Ltd 549300FFV1EYI8ON7P41 64131BAH6 250000.00000000 PA USD 249779.20000000 0.041975940386 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 7.31000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 202000.00000000 PA USD 156926.67000000 0.026371869815 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N Apidos CLO Ltd 549300EW146C7Q4UV387 03767JAF2 213762.93000000 PA USD 213495.53000000 0.035878390354 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 6.59000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 75000.00000000 PA USD 67809.92000000 0.011395605236 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FAU1 250000.00000000 PA USD 243526.83000000 0.040925215944 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 8.54000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682695AA9 200000.00000000 PA USD 211445.80000000 0.035533928748 Long DBT CORP US N 2 2029-01-15 Fixed 9.00000000 N N N N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 75915TAG7 67993.81000000 PA USD 67704.84000000 0.011377946312 Long LON CORP US N 2 2028-11-16 Variable 11.17000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 875000.00000000 PA USD 874547.01000000 0.146969536120 Long DBT CORP US N 2 2031-06-01 Fixed 8.38000000 N N N N N N TICP CLO Ltd 549300T5OQR4UD880D68 87249AAG0 500000.00000000 PA USD 499945.85000000 0.084016992591 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.58000000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 36261NAA5 138000.00000000 PA USD 125980.66000000 0.021171325210 Long DBT CORP US N 2 2029-05-01 Fixed 4.63000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 224771.00000000 PA USD 211284.74000000 0.035506862263 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 328000.00000000 PA USD 308467.11000000 0.051838571908 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 304000.00000000 PA USD 272554.42000000 0.045803365876 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAM1 500000.00000000 PA USD 473358.22000000 0.079548883269 Long DBT CORP CA N 2 2034-03-01 Fixed 4.63000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 84000.00000000 PA USD 84508.54000000 0.014201844817 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 887000.00000000 PA USD 858626.44000000 0.144294049542 Long DBT CORP US N 2 2028-10-15 Fixed 6.88000000 N N N N N N Chase Mortgage Finance Corporation N/A 16158RAN6 488677.43000000 PA USD 493128.06000000 0.082871248083 Long ABS-MBS CORP US N 2 2049-04-25 Variable 6.50000000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 000000000 250000.00000000 PA USD 244062.50000000 0.041015236458 Long DBT CORP KR N 2 2024-10-04 Fixed 4.25000000 N N N N N N Structured Asset Securities Corporation N/A 86358RXY8 30607.26000000 PA USD 26834.28000000 0.004509559393 Long ABS-MBS CORP US N 2 2032-02-25 Fixed 3.45000000 N N N N N N BOFA SECURITIES INC 549300HN4UKV1E2R3U73 000000000 -146955.00000000 PA USD -146955.00000000 -0.02469610888 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-11 202000.00000000 USD 198172.50400000 USD CDS N N N BANK OF EAST ASIA LTD CO6GC26LCGGRTUESIP55 000000000 250000.00000000 PA USD 232656.25000000 0.039098391220 Long DBT CORP HK N 2 2024-09-19 Fixed 5.88000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BS0 136000.00000000 PA USD 144085.20000000 0.024213832719 Long DBT CORP LR N 2 2029-01-15 Fixed 8.25000000 N N N N N N GCAT N/A 36168MAA1 1126983.08000000 PA USD 1086973.15000000 0.182668213148 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 18453HAC0 237000.00000000 PA USD 204342.42000000 0.034340190217 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N Trimaran CAVU Ltd 549300UZ4DECMUVOVS09 89624RAA7 500000.00000000 PA USD 500455.95000000 0.084102716011 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 14.49000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BF5 352000.00000000 PA USD 345826.24000000 0.058116855343 Long DBT CORP KY N 2 2026-01-15 Fixed 7.50000000 N N N N N N University of Massachusetts Building Authority 6ILE2573NPR1XO2TR556 914437US5 500000.00000000 PA USD 418180.43000000 0.070276135083 Long DBT MUN US N 2 2040-11-01 Fixed 3.43000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 117965.24000000 0.019824316363 Long DBT CORP GB N 2 2084-08-30 Fixed 6.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BW5 1000000.00000000 PA USD 1033530.37000000 0.173687037184 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N Neuberger Berman CLO Ltd 5493006JG853WBZS5J73 64133GAV2 1162500.00000000 PA USD 1151812.21000000 0.193564558870 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.48000000 N N N N N N Mill City Mortgage Trust N/A 59981CAA0 1789021.72000000 PA USD 1793293.01000000 0.301366809096 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.24000000 N N N N N N Navient Student Loan Trust N/A 63941JAA6 186363.67000000 PA USD 174408.65000000 0.029309754756 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.40000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 350000.00000000 PA USD 295523.04000000 0.049663292659 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N TRANSALTA CORP GJZNVO2UY6DNFNIYH321 89346DAH0 77000.00000000 PA USD 81780.54000000 0.013743398456 Long DBT CORP CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 90000.00000000 PA USD 91492.02000000 0.015375433892 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N Magenta Buyer LLC 254900F51KU7HIRXTS68 55910RAB9 560122.84000000 PA USD 393486.30000000 0.066126232574 Long LON CORP US N 2 2028-07-27 Variable 10.64000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 431000.00000000 PA USD 387134.54000000 0.065058805426 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 12000.00000000 PA USD 11637.74000000 0.001955747638 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BT8 217000.00000000 PA USD 226630.46000000 0.038085744043 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FAQ3 500000.00000000 PA USD 492506.95000000 0.082766869190 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 8.71000000 N N N N N N Birch Grove CLO Ltd. N/A 09076VAJ0 250000.00000000 PA USD 246600.03000000 0.041441673920 Long ABS-CBDO CORP KY N 2 2035-01-19 Floating 8.86000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 2211000.00000000 PA USD 2105846.39000000 0.353892087607 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 100000.00000000 PA USD 100541.80000000 0.016896269197 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N CIFC Funding Ltd 549300KEIUMRD7WX5J42 12549QBE4 250000.00000000 PA USD 248972.73000000 0.041840411340 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 7.47000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAV6 123000.00000000 PA USD 122692.50000000 0.020618742736 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 000000000 200000.00000000 PA 217737.83000000 0.036591318139 Long DBT CORP IE N 2 2024-10-09 Fixed 5.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -455376.25000000 PA USD -455376.25000000 -0.07652697391 Short RA CORP US N 2 Reverse repurchase N 5.47000000 2049-12-31 497000.00000000 USD 506869.64965000 USD CDS N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAM6 83000.00000000 PA USD 70935.12000000 0.011920801925 Long LON CORP US N 2 2029-12-10 Variable 11.21000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 250000.00000000 PA USD 244569.73000000 0.041100477568 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAR4 593000.00000000 PA USD 596445.92000000 0.100234040230 Long DBT CORP US N 2 2028-12-31 Fixed 8.25000000 N N N N N N RealPage, Inc 5493001RSFZX4122A604 75605VAD4 215050.00000000 PA USD 213088.74000000 0.035810028405 Long LON CORP US N 2 2028-04-24 Variable 8.47000000 N N N N N N Visio Trust 549300ZCGJ6T8YDJ4M34 92839CAA5 1423588.34000000 PA USD 1434923.09000000 0.241141960917 Long ABS-MBS CORP US N 2 2058-10-25 Variable 6.60000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 1100000.00000000 PA USD 934804.97000000 0.157096017976 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Verus Securitization Trust N/A 92539NAA4 1619145.27000000 PA USD 1620883.10000000 0.272392946964 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -423120.00000000 PA USD -423120.00000000 -0.07110624061 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 516000.00000000 USD 514866.09000000 USD CDS N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 000000000 100000.00000000 PA 113943.11000000 0.019148388627 Long DBT CORP ES N 2 2029-02-07 Fixed 5.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -617219.23000000 PA USD -617219.23000000 -0.10372504037 Short RA CORP US N 2 Reverse repurchase N 5.53000000 2024-01-16 653320.49591400 USD 652478.88845148 USD AMBS N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 315000.00000000 PA USD 309824.52000000 0.052066687625 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AS7 19000.00000000 PA USD 16725.15000000 0.002810698005 Long DBT CORP US N 2 2030-04-15 Fixed 3.20000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 130000.00000000 PA USD 111248.20000000 0.018695503113 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N Dryden Senior Loan Fund 254900I0IPNA482LDS44 26249MAN7 235847.31000000 PA USD 236465.54000000 0.039738550729 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 6.76000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 294000.00000000 PA USD 306178.07000000 0.051453893734 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJD8 1160413.39000000 PA USD 1169591.51000000 0.196552409087 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 115000.00000000 PA USD 109722.74000000 0.018439146226 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAA3 167000.00000000 PA USD 165799.22000000 0.027862921231 Long DBT CORP US N 2 2026-01-15 Fixed 5.75000000 N N N N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 1238587.75000000 PA USD 1191940.93000000 0.200308277956 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AJ2 250000.00000000 PA USD 255708.20000000 0.042972321792 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N LIFEPT/LEGACY LIFEPT N/A 53219LAR0 59000.00000000 PA USD 58532.74000000 0.009836554864 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FC2 1300000.00000000 PA USD 1323644.73000000 0.222441389350 Long DBT CORP US N 2 2036-02-01 Fixed 5.63000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AB5 57000.00000000 PA USD 59897.94000000 0.010065979708 Long DBT CORP US N 2 2031-01-31 Fixed 8.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -102375.00000000 PA USD -102375.00000000 -0.01720434246 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2024-01-10 102375.00000000 USD 103041.43000000 USD CDS N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAJ1 348000.00000000 PA USD 316686.68000000 0.053219888608 Long DBT CORP US N 2 2027-06-01 Fixed 8.63000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAP7 115000.00000000 PA USD 118340.18000000 0.019887325850 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 30000.00000000 PA USD 29892.54000000 0.005023506669 Long DBT CORP US N 2 2027-07-01 Fixed 5.63000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 6000.00000000 PA 7687.86000000 0.001291961672 Long ABS-O CORP GB N 2 2032-03-30 Fixed 6.46000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -329406.25000000 PA USD -329406.25000000 -0.05535744014 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2049-12-31 415000.00000000 USD 412820.79350000 USD CDS N N N RIZAL COMMERCIAL BANKING CIKZWI6KV077KV2E2J69 000000000 200000.00000000 PA USD 188392.00000000 0.031659687280 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 62922LAA6 186000.00000000 PA USD 187861.67000000 0.031570564165 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 294000.00000000 PA USD 313022.68000000 0.052604145401 Long DBT CORP CA N 2 2030-11-15 Fixed 8.75000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 217000.00000000 PA USD 204355.52000000 0.034342391700 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N CNT PRNT/CDK GLO II/FIN N/A 154915AA0 270000.00000000 PA USD 281815.20000000 0.047359660192 Long DBT CORP US N 2 2029-06-15 Fixed 8.00000000 N N N N N N Cushman & Wakefield US Borrower LLC 549300870CMN3WI5IF97 23340DAR3 50138.00000000 PA USD 50012.66000000 0.008404736802 Long LON CORP US N 3 2030-01-31 Variable 9.36000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAK0 105668.63000000 PA USD 103702.14000000 0.017427371240 Long LON CORP US N 2 2028-12-11 Variable 8.96000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 284000.00000000 PA USD 269708.61000000 0.045325121287 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N Apidos CLO Ltd 549300PPHIOJQEKPJH29 03759CAS9 500000.00000000 PA USD 499087.70000000 0.083872778608 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.63000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 466000.00000000 PA USD 435621.28000000 0.073207108038 Long DBT CORP US N 2 2028-11-15 Fixed 4.63000000 N N N N N N Quorum Health Corporation 549300PO3E4YREFT1I57 74909HAE9 115770.74000000 PA USD 69462.44000000 0.011673314833 Long LON CORP US N 2 2025-04-29 Variable 13.76000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -2931250.00000000 PA USD -2931250.00000000 -0.49260296796 Short RA CORP US N 2 Reverse repurchase N 5.37000000 2049-12-31 2931250.00000000 USD 2950051.53000000 USD CDS N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 400000.00000000 PA USD 340325.70000000 0.057192477576 Long DBT CORP US N 2 2031-03-15 Fixed 2.25000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CX8 495000.00000000 PA USD 515931.64000000 0.086703439533 Long DBT CORP US N 2 2033-08-10 Fixed 5.09000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 400000.00000000 PA USD 431510.80000000 0.072516332892 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -998958.75000000 PA USD -998958.75000000 -0.16787720089 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 1641000.00000000 USD 1315712.11859999 USD CDS N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAE3 115000.00000000 PA USD 111988.21000000 0.018819863410 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 145000.00000000 PA USD 152603.22000000 0.025645304594 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 463000.00000000 PA USD 483949.36000000 0.081328747490 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 333000.00000000 PA USD 317974.87000000 0.053436371753 Long DBT CORP US N 2 2025-02-10 Fixed 4.95000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 495000.00000000 PA USD 526950.77000000 0.088555228409 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 56085RAA8 120000.00000000 PA USD 103334.58000000 0.017365601979 Long DBT CORP US N 2 2029-06-01 Fixed 6.38000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 222000.00000000 PA USD 186884.04000000 0.031406271307 Long DBT CORP CA N 2 2031-06-01 Fixed 8.63000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 48000.00000000 PA USD 31134.00000000 0.005232136735 Long DBT CORP MX N 2 2045-01-23 Fixed 6.38000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 -187450.00000000 PA USD -187450.00000000 -0.03150138212 Short RA CORP US N 2 Reverse repurchase N 5.35000000 2049-12-31 230000.00000000 USD 239527.06000000 USD CDS N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 303000.00000000 PA USD 266673.33000000 0.044815035850 Long DBT CORP NL N 2 2031-07-15 Fixed 4.88000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAD3 105000.00000000 PA USD 101020.58000000 0.016976729222 Long DBT CORP US N 2 2027-06-15 Fixed 4.88000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 110000.00000000 PA USD 103675.00000000 0.017422810304 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N 2024-02-22 BlackRock Core Bond Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer