NPORT-P false 0001413032 XXXXXXXX S000019860 C000088792 C000055697 C000088791 Columbia Funds Variable Series Trust II 811-22127 0001413032 54930017CSZ4UCL7G406 225 Franklin St. Boston 02110 800-345-6611 Columbia Variable Portfolio - Global Strategic Income Fund S000019860 6PJD8HWXFL0VNI53CH04 2019-12-31 2019-12-31 N 113983493.770000000000 504977.760000000000 113478516.010000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 6579838.300000000000 EUR GBP USD N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A 013093AD1 15000.000000000000 PA USD 15561.470000000000 0.0137131420 Long DBT CORP US N 2 2025-03-15 Fixed 5.750000000000 N N N N N N ALCOA NEDERLAND HOLDING BV N/A 013822AA9 4000.000000000000 PA USD 4202.880000000000 0.0037036790 Long DBT CORP NL N 2 2024-09-30 Fixed 6.750000000000 N N N N N N ALLIANCE DATA SYST CORP 549300G8S4PO686J7H97 018581AK4 38000.000000000000 PA USD 37930.210000000000 0.0334250141 Long DBT CORP US N 2 2024-12-15 Fixed 4.750000000000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER N/A 01883LAA1 31000.000000000000 PA USD 33254.390000000000 0.0293045690 Long DBT CORP US N 2 2027-10-15 Fixed 6.750000000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBA7 100000.000000000000 PA USD 108896.400000000000 0.0959621291 Long DBT CORP US N 2 2025-03-30 Fixed 4.625000000000 N N N N N N ALPHA 2 BV N/A 02073MAA7 37000.000000000000 PA USD 37499.660000000000 0.0330456031 Long DBT CORP NL N 2 2023-06-01 Fixed 8.750000000000 N N N N N N ALPHA 3 BV / ALPHA US BIDCO N/A 02079UAA3 40000.000000000000 PA USD 41204.620000000000 0.0363105030 Long DBT CORP NL N 2 2025-02-01 Fixed 6.250000000000 N N N N N N ALTICE LUXEMBOURG SA N/A 02156DAA7 40000.000000000000 PA USD 45884.000000000000 0.0404340853 Long DBT CORP LU N 2 2027-05-15 Fixed 10.500000000000 N N N N N N ALTICE FRANCE SA (FRANCE) 5493001ZMCICV4N02J21 02156LAA9 28000.000000000000 PA USD 31599.750000000000 0.0278464604 Long DBT CORP FR N 2 2027-02-01 Fixed 8.125000000000 N N N N N N ALTICE FRANCE SA (FRANCE) 5493001ZMCICV4N02J21 02156LAC5 41000.000000000000 PA USD 42264.360000000000 0.0372443714 Long DBT CORP FR N 2 2028-01-15 Fixed 5.500000000000 N N N N N N AMERICAN BUILDERS & CONTRACTORS SUPPLY C N/A 024747AE7 52000.000000000000 PA USD 55218.800000000000 0.0486601358 Long DBT CORP US N 2 2026-05-15 Fixed 5.875000000000 N N N N N N AMERICAN BUILDERS & CONTRACTORS SUPPLY C N/A 024747AF4 58000.000000000000 PA USD 58871.060000000000 0.0518785952 Long DBT CORP US N 2 2028-01-15 Fixed 4.000000000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT_19-1 N/A 03464MAD6 1000000.000000000000 PA USD 1039105.200000000000 0.9156845159 Long ABS-CBDO CORP US N 2 2048-11-25 Variable 4.500000000000 N N N N N N ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN N/A 03522AAJ9 805000.000000000000 PA USD 957681.570000000000 0.8439320531 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / A N/A 03690AAD8 21000.000000000000 PA USD 18485.590000000000 0.0162899469 Long DBT CORP US N 2 2027-03-01 Fixed 5.750000000000 N N N N N N APERGY CORP N/A 03755LAC8 45000.000000000000 PA USD 47432.420000000000 0.0417985903 Long DBT CORP US N 2 2026-05-01 Fixed 6.375000000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CT2 800000.000000000000 PA USD 902781.280000000000 0.7955525960 Long DBT CORP US N 2 2044-05-15 Fixed 4.400000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 038461AL3 400000.000000000000 PA USD 445899.800000000000 0.3929376376 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.500000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 03846JW89 355000.000000000000 PA USD 397167.680000000000 0.3499937204 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.700200000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 03846JX21 200000.000000000000 PA USD 209524.850000000000 0.1846383416 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.052900000000 N N N N N N ARCHROCK PARTNERS LP / ARCHROCK N/A 03959KAC4 19000.000000000000 PA USD 19566.700000000000 0.0172426471 Long DBT CORP US N 2 2028-04-01 Fixed 6.250000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC/ARD N/A 03969AAL4 13000.000000000000 PA USD 13635.800000000000 0.0120161952 Long DBT CORP IE N 2 2025-02-15 Fixed 6.000000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC/ARD N/A 03969AAP5 58000.000000000000 PA USD 61031.860000000000 0.0537827442 Long DBT CORP IE N 2 2027-08-15 Fixed 5.250000000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMEN N/A 040114HQ6 200000.000000000000 PA USD 94232.090000000000 0.0830395861 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.875000000000 N N N N N N ARES CLO LTD ARES_15-4A N/A 04015NAJ3 750000.000000000000 PA USD 744757.500000000000 0.6562982370 Long ABS-MBS CORP KY N 2 2030-10-15 Variable 3.500900000000 N N N N N N ARGOS MERGER SUB INC N/A 04021LAA8 56000.000000000000 PA USD 54904.790000000000 0.0483834226 Long DBT CORP US N 2 2023-03-15 Fixed 7.125000000000 N N N N N N ARUBA INVESTMENTS INC N/A 04318AAA4 61000.000000000000 PA USD 61044.490000000000 0.0537938741 Long DBT CORP US N 2 2023-02-15 Fixed 8.750000000000 N N N N N N ASCEND LEARNING LLC N/A 043502AA1 24000.000000000000 PA USD 25197.310000000000 0.0222044761 Long DBT CORP US N 2 2025-08-01 Fixed 6.875000000000 N N N N N N ASCEND LEARNING LLC N/A 043502AB9 25000.000000000000 PA USD 26279.650000000000 0.0231582602 Long DBT CORP US N 2 2025-08-01 Fixed 6.875000000000 N N N N N N AVANTOR INC N/A 05352AAC4 42000.000000000000 PA USD 47004.270000000000 0.0414212942 Long DBT CORP US N 2 2025-10-01 Fixed 9.000000000000 N N N N N N AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC N/A 053773AV9 5000.000000000000 PA USD 5087.500000000000 0.0044832275 Long DBT CORP US N 2 2023-04-01 Fixed 5.500000000000 N N N N N N AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC N/A 053773BA4 52000.000000000000 PA USD 53617.360000000000 0.0472489083 Long DBT CORP US N 2 2025-03-15 Fixed 5.250000000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508RAE6 36000.000000000000 PA USD 37104.470000000000 0.0326973522 Long DBT CORP US N 2 2025-04-01 Fixed 5.250000000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAB1 12000.000000000000 PA USD 12095.510000000000 0.0106588546 Long DBT CORP US N 2 2027-09-15 Fixed 5.250000000000 N N N N N N BANFF MERGER SUB INC N/A 05988LAA6 8000.000000000000 PA USD 8117.360000000000 0.0071532130 Long DBT CORP US N 2 2026-09-01 Fixed 9.750000000000 N N N N N N BACARDI LTD N/A 067316AH2 345000.000000000000 PA USD 401264.310000000000 0.3536037693 Long DBT CORP BM N 2 2048-05-15 Fixed 5.300000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 071734AD9 6000.000000000000 PA USD 6634.510000000000 0.0058464899 Long DBT CORP CA N 2 2028-01-15 Fixed 7.000000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 071734AH0 19000.000000000000 PA USD 19493.370000000000 0.0171780269 Long DBT CORP CA N 2 2028-01-30 Fixed 5.000000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 071734AJ6 20000.000000000000 PA USD 20717.070000000000 0.0182563808 Long DBT CORP CA N 2 2030-01-30 Fixed 5.250000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_19-RN1 N/A 07334DAA1 295996.630000000000 PA USD 295557.340000000000 0.2604522428 Long ABS-CBDO CORP US N 2 2034-02-28 Fixed 4.090000000000 N N N N N N BEACON ESCROW CORP N/A 073685AD1 73000.000000000000 PA USD 73327.710000000000 0.0646181432 Long DBT CORP US N 2 2025-11-01 Fixed 4.875000000000 N N N N N N BEACON ROOFING N/A 073685AF6 21000.000000000000 PA USD 21652.840000000000 0.0190810038 Long DBT CORP US N 2 2026-11-15 Fixed 4.500000000000 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BW8 333000.000000000000 PA USD 354457.850000000000 0.3123567900 Long DBT CORP US N 2 2027-06-06 Fixed 3.700000000000 N N N N N N BELLEMEADE RE LTD BMIR_19-1A N/A 07876RAB2 1000000.000000000000 PA USD 1000326.400000000000 0.8815117039 Long ABS-CBDO CORP US N 2 2029-03-25 Variable 3.542000000000 N N N N N N BELLEMEADE RE LTD BMIR_18-2A N/A 07877DAB2 1000000.000000000000 PA USD 1001502.200000000000 0.8825478471 Long ABS-CBDO CORP BM N 2 2028-08-25 Variable 3.142000000000 N N N N N N BELLEMEADE RE LT BMIR_19-3A N/A 07877GAB5 200000.000000000000 PA USD 200447.660000000000 0.1766393032 Long ABS-CBDO CORP US N 2 2029-07-25 Variable 3.392000000000 N N N N N N BERRY GLOBAL ESCROW CORP N/A 085770AA3 22000.000000000000 PA USD 23220.710000000000 0.0204626486 Long DBT CORP US N 2 2026-07-15 Fixed 4.875000000000 N N N N N N BERRY GLOBAL INC N/A 085790AX1 58000.000000000000 PA USD 58767.550000000000 0.0517873797 Long DBT CORP US N 2 2022-05-15 Fixed 5.500000000000 N N N N N N BERRY GLOBAL INC N/A 085790AY9 63000.000000000000 PA USD 64663.150000000000 0.0569827244 Long DBT CORP US N 2 2023-07-15 Fixed 5.125000000000 N N N N N N BERRY GLOBAL INC N/A 085790BA0 13000.000000000000 PA USD 13253.420000000000 0.0116792327 Long DBT CORP US N 2 2022-10-15 Fixed 6.000000000000 N N N N N N BIG RIVER STEEL LLC / BRS FINANC N/A 08949LAA8 46000.000000000000 PA USD 48401.100000000000 0.0426522144 Long DBT CORP US N 2 2025-09-01 Fixed 7.250000000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BJ9 9000.000000000000 PA USD 8991.790000000000 0.0079237818 Long DBT CORP CA N 2 2022-10-15 Fixed 6.000000000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 28000.000000000000 PA USD 28894.220000000000 0.0254622822 Long DBT CORP CA N 2 2025-03-15 Fixed 7.500000000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 18000.000000000000 PA USD 18944.920000000000 0.0166947196 Long DBT CORP CA N 2 2024-12-01 Fixed 7.500000000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 4000.000000000000 PA USD 4121.300000000000 0.0036317888 Long DBT CORP CA N 2 2027-04-15 Fixed 7.875000000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BM2 18000.000000000000 PA USD 19395.710000000000 0.0170919666 Long DBT CORP US N 2 2026-04-01 Fixed 6.375000000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BR1 26000.000000000000 PA USD 27016.120000000000 0.0238072553 Long DBT CORP US N 2 2027-12-01 Fixed 4.750000000000 N N N N N N BRASKEM NETHERLANDS FINANCE BV N/A 10554TAE5 200000.000000000000 PA USD 199294.590000000000 0.1756231902 Long DBT CORP NL N 2 2050-01-31 Fixed 5.875000000000 N N N N N N BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) 254900ZFY40OYEADAP90 105756BW9 1550000.000000000000 PA USD 1613144.430000000000 1.4215417039 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.000000000000 N N N N N N SKY LTD 2138003TS48MQKF4BZ29 111013AL2 1125000.000000000000 PA USD 1203179.230000000000 1.0602705008 Long DBT CORP GB N 2 2024-09-16 Fixed 3.750000000000 N N N N N N BROADCOM CORPORATION/BROADCOM CA N/A 11134LAH2 150000.000000000000 PA USD 155833.830000000000 0.1373245223 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N BWAY HOLDING CO N/A 12429TAD6 44000.000000000000 PA USD 45380.250000000000 0.0399901687 Long DBT CORP US N 2 2024-04-15 Fixed 5.500000000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A 1248EPBM4 49000.000000000000 PA USD 51675.770000000000 0.0455379325 Long DBT CORP US N 2 2026-02-15 Fixed 5.750000000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A 1248EPBR3 2000.000000000000 PA USD 2103.910000000000 0.0018540161 Long DBT CORP US N 2 2026-05-01 Fixed 5.500000000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A 1248EPBT9 140000.000000000000 PA USD 148040.340000000000 0.1304567113 Long DBT CORP US N 2 2027-05-01 Fixed 5.125000000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A 1248EPCD3 111000.000000000000 PA USD 113208.400000000000 0.0997619673 Long DBT CORP US N 2 2030-03-01 Fixed 4.750000000000 N N N N N N CDK GLOBAL INC N/A 12508EAF8 49000.000000000000 PA USD 51839.420000000000 0.0456821448 Long DBT CORP US N 2 2027-06-01 Fixed 4.875000000000 N N N N N N CF INDUSTRIES INC N/A 12527GAE3 5000.000000000000 PA USD 5454.220000000000 0.0048063900 Long DBT CORP US N 2 2044-03-15 Fixed 5.375000000000 N N N N N N CF INDUSTRIES INC N/A 12527GAF0 12000.000000000000 PA USD 13489.830000000000 0.0118875629 Long DBT CORP US N 2 2034-03-15 Fixed 5.150000000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC N/A 12543DAY6 35000.000000000000 PA USD 35511.450000000000 0.0312935446 Long DBT CORP US N 2 2023-03-31 Fixed 6.250000000000 N N N N N N COSMOPOLITAN HOTEL TRUST CHT_17-CSMO N/A 12546DAA5 1000000.000000000000 PA USD 999062.000000000000 0.8803974841 Long ABS-MBS CORP US N 2 2036-11-15 Variable 2.670000000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BP4 682000.000000000000 PA USD 720859.940000000000 0.6352391319 Long DBT CORP US N 2 2025-11-15 Fixed 3.600000000000 N N N N N N CSC HOLDINGS LLC N/A 126307AS6 66000.000000000000 PA USD 70531.270000000000 0.0621538530 Long DBT CORP US N 2 2028-02-01 Fixed 5.375000000000 N N N N N N CSC HOLDINGS LLC N/A 126307AY3 10000.000000000000 PA USD 11282.850000000000 0.0099427190 Long DBT CORP US N 2 2028-04-01 Fixed 7.500000000000 N N N N N N CSC HOLDINGS LLC N/A 126307AZ0 118000.000000000000 PA USD 131768.130000000000 0.1161172481 Long DBT CORP US N 2 2029-02-01 Fixed 6.500000000000 N N N N N N CSC HOLDINGS LLC N/A 126307BA4 23000.000000000000 PA USD 24544.470000000000 0.0216291778 Long DBT CORP US N 2 2030-01-15 Fixed 5.750000000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HR7 195000.000000000000 PA USD 192720.080000000000 0.1698295737 Long DBT CORP US N 2 2049-09-15 Fixed 3.350000000000 N N N N N N CSMC_14-USA N/A 12649AAQ2 750000.000000000000 PA USD 705230.780000000000 0.6214663399 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.373300000000 N N N N N N CSMC_14-USA N/A 12649AAS8 260000.000000000000 PA USD 234297.880000000000 0.2064689320 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.373300000000 N N N N N N CRC ESCROW ISSUER LLC N/A 12652AAA1 21000.000000000000 PA USD 21749.080000000000 0.0191658128 Long DBT CORP US N 2 2025-10-15 Fixed 5.250000000000 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-UVIL N/A 12656DAL7 300000.000000000000 PA USD 270768.540000000000 0.2386077555 Long ABS-MBS CORP US N 2 2041-12-15 Variable 3.392800000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 440000.000000000000 PA USD 521951.140000000000 0.4599559091 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N CALFRAC HOLDINGS N/A 12958RAD9 20000.000000000000 PA USD 8100.010000000000 0.0071379238 Long DBT CORP US N 2 2026-06-15 Fixed 8.500000000000 N N N N N N CALI MORTGAGE TRUST CALI_19-101C N/A 129890AQ2 300000.000000000000 PA USD 303889.200000000000 0.2677944784 Long ABS-MBS CORP US N 2 2039-03-10 Variable 4.324400000000 N N N N N N CALLON PETRO CO 549300EFOWPEB0WLZW21 13123XAT9 14000.000000000000 PA USD 14275.180000000000 0.0125796323 Long DBT CORP US N 2 2024-10-01 Fixed 6.125000000000 N N N N N N CALLON PETRO CO 549300EFOWPEB0WLZW21 13123XAZ5 74000.000000000000 PA USD 75151.420000000000 0.0662252404 Long DBT CORP US N 2 2026-07-01 Fixed 6.375000000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 22000.000000000000 PA USD 22927.240000000000 0.0202040358 Long DBT CORP US N 2 2026-06-01 Fixed 5.250000000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 31000.000000000000 PA USD 31339.760000000000 0.0276173509 Long DBT CORP US N 2 2028-02-15 Fixed 4.500000000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 39000.000000000000 PA USD 39767.360000000000 0.0350439549 Long DBT CORP US N 2 2028-03-15 Fixed 5.125000000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 21000.000000000000 PA USD 21540.190000000000 0.0189817340 Long DBT CORP LU N 2 2026-11-01 Fixed 4.500000000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AY7 25000.000000000000 PA USD 30591.740000000000 0.0269581777 Long DBT CORP CA N 2 2047-06-01 Fixed 4.950000000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBM9 150000.000000000000 PA USD 148452.400000000000 0.1308198285 Long DBT CORP US N 2 2047-06-15 Fixed 4.368000000000 N N N N N N HBOS PLC 213800RS21X7UUH5QU25 000000000 255000.000000000000 PA 333265.860000000000 0.2936818983 Long DBT CORP GB N 2 2030-03-18 Variable 4.500000000000 N N N N N N TESCO PROPERTY FINANCE 3 PLC N/A 000000000 285033.100000000000 PA 489521.210000000000 0.4313778742 Long ABS-MBS CORP GB N 2 2040-04-13 Fixed 5.744000000000 N N N N N N GNK HOLDINGS LTD N/A 000000000 275000.000000000000 PA 395505.510000000000 0.3485289762 Long DBT CORP GB N 2 2022-09-19 Fixed 5.375000000000 N N N N N N EL SALVADOR REPUBLIC OF (GOVERNMENT) N/A 000000000 200000.000000000000 PA USD 238585.900000000000 0.2102476384 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.250000000000 N N N N N N COSTA RICA (REPUBLIC OF) N/A 000000000 200000.000000000000 PA USD 201574.530000000000 0.1776323282 Long DBT NUSS CR N 2 2023-01-26 Fixed 4.250000000000 N N N N N N HONDURAS REPUBLIC OF N/A 000000000 400000.000000000000 PA USD 445158.650000000000 0.3922845184 Long DBT NUSS HN N 2 2024-03-15 Fixed 7.500000000000 N N N N N N BAT INTL FIN PLC 21380041YBGOQDFAC823 000000000 305000.000000000000 PA 379947.280000000000 0.3348186894 Long DBT CORP GB N 2 2025-03-25 Fixed 2.750000000000 N N N N N N ESKOM HOLDINGS SOC LTD N/A 000000000 500000.000000000000 PA USD 501176.780000000000 0.4416490430 Long DBT NUSS ZA N 2 2021-01-26 Fixed 5.750000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 000000000 200000.000000000000 PA USD 239170.110000000000 0.2107624583 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.125000000000 N N N N N N GRAND CITY PROPERTIES SA N/A 000000000 500000.000000000000 PA 579034.100000000000 0.5102587876 Long DBT CORP LU N 2 2026-08-03 Fixed 1.375000000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 250000.000000000000 PA 285085.410000000000 0.2512241260 Long DBT CORP GB N 2 2028-02-07 Variable 2.000000000000 N N N N N N GOODMAN AUSTRALIA FINANCE PTY LT N/A 000000000 240000.000000000000 PA 277567.570000000000 0.2445992244 Long DBT CORP AU N 2 2025-09-27 Fixed 1.375000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 000000000 340000.000000000000 PA 405276.860000000000 0.3571397250 Long DBT CORP US N 2 2026-10-27 Fixed 1.375000000000 N N N N N N CARRIZO OIL & GAS INC 6X88M1NLGKDIRGWMPT94 144577AH6 52000.000000000000 PA USD 52791.300000000000 0.0465209644 Long DBT CORP US N 2 2023-04-15 Fixed 6.250000000000 N N N N N N BEVCO LUX SARL N/A 000000000 550000.000000000000 PA 641862.930000000000 0.5656250651 Long DBT CORP LU N 2 2023-02-09 Fixed 1.750000000000 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 000000000 335000.000000000000 PA 394080.510000000000 0.3472732318 Long DBT CORP GB N 2 2026-03-02 Variable 1.750000000000 N N N N N N QATAR (STATE OF) N/A 000000000 250000.000000000000 PA USD 321365.400000000000 0.2831949265 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103000000000 N N N N N N SYNGENTA FINANCE NV N/A 000000000 500000.000000000000 PA USD 538742.400000000000 0.4747527717 Long DBT NUSS NL N 2 2028-04-24 Fixed 5.182000000000 N N N N N N CATALENT PHARMA SOLUTIONS INC N/A 14879EAD0 26000.000000000000 PA USD 26908.540000000000 0.0237124532 Long DBT CORP US N 2 2026-01-15 Fixed 4.875000000000 N N N N N N CATALENT PHARMA SOLUTIONS INC N/A 14879EAE8 8000.000000000000 PA USD 8395.190000000000 0.0073980435 Long DBT CORP US N 2 2027-07-15 Fixed 5.000000000000 N N N N N N KAZMUNAYGAS NATIONAL CO JSC N/A 000000000 300000.000000000000 PA USD 347892.300000000000 0.3065710693 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.375000000000 N N N N N N AUSGRID FINANCE PTY LTD N/A 000000000 470000.000000000000 PA 544378.290000000000 0.4797192536 Long DBT CORP AU N 2 2025-07-30 Fixed 1.250000000000 N N N N N N CD&R WATERWORKS MERGER SUB LLC N/A 14987KAA1 36000.000000000000 PA USD 37531.160000000000 0.0330733617 Long DBT CORP US N 2 2025-08-15 Fixed 6.125000000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BU6 400000.000000000000 PA USD 436306.860000000000 0.3844841080 Long DBT CORP MX N 2 2026-04-16 Fixed 7.750000000000 N N N N N N G4S INTERNATIONAL FINANCE PLC N/A 000000000 280000.000000000000 PA 323215.410000000000 0.2848251998 Long DBT CORP GB N 2 2025-05-24 Fixed 1.875000000000 N N N N N N BELFIUS BANQUE SA N/A 000000000 400000.000000000000 PA 457232.920000000000 0.4029246558 Long DBT CORP BE N 2 2023-08-30 Fixed 0.625000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAH4 69000.000000000000 PA USD 71553.020000000000 0.0630542437 Long DBT CORP US N 2 2024-02-15 Fixed 6.125000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAJ0 30000.000000000000 PA USD 31116.780000000000 0.0274208556 Long DBT CORP US N 2 2025-01-15 Fixed 4.750000000000 N N N N N N Sagax N/A 000000000 365000.000000000000 PA 427196.100000000000 0.3764554869 Long DBT CORP SE N 2 2024-01-17 Fixed 2.000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 400000.000000000000 PA 457441.540000000000 0.4031084967 Long DBT CORP FR N 2 2023-09-26 Fixed 0.625000000000 N N N N N N WESTERN POWER DISTRIBUTION PLC N/A 000000000 205000.000000000000 PA 289696.270000000000 0.2552873268 Long DBT CORP GB N 2 2026-10-16 Fixed 3.500000000000 N N N N N N GSG GROUP SA N/A 000000000 140000.000000000000 PA 161005.500000000000 0.1418819224 Long DBT CORP LU N 2 2022-04-14 Fixed 1.450000000000 N N N N N N VOLKSWAGEN INTERNATIONAL FIN NV 5299004PWNHKYTR23649 000000000 200000.000000000000 PA 289225.810000000000 0.2548727461 Long DBT CORP NL N 2 2038-11-16 Fixed 4.125000000000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 000000000 300000.000000000000 PA 347038.480000000000 0.3058186626 Long DBT CORP DE N 2 2026-03-04 Fixed 1.000000000000 N N N N N N QATAR (STATE OF) N/A 000000000 400000.000000000000 PA USD 446391.680000000000 0.3933710941 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.000000000000 N N N N N N SRI LANKA (DEMOCRATIC SOCIALIST N/A 000000000 400000.000000000000 PA USD 404966.950000000000 0.3568666248 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.850000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAN1 11000.000000000000 PA USD 11423.190000000000 0.0100663900 Long DBT CORP US N 2 2025-01-15 Fixed 4.750000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAQ4 56000.000000000000 PA USD 57670.030000000000 0.0508202187 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N DNB BANK ASA N/A 000000000 300000.000000000000 PA 337706.440000000000 0.2975950443 Long DBT CORP NO N 2 2024-04-09 Fixed 0.250000000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 000000000 250000.000000000000 PA 284225.980000000000 0.2504667756 Long DBT CORP NL N 2 2026-04-15 Fixed 0.500000000000 N N N N N N BP CAPITAL MARKETS PLC N/A 000000000 250000.000000000000 PA 286413.720000000000 0.2523946647 Long DBT CORP GB N 2 2027-11-08 Fixed 0.831000000000 N N N N N N FIDELITY NATIONAL INFORMATION SE 6WQI0GK1PRFVBA061U48 000000000 650000.000000000000 PA 770947.250000000000 0.6793772752 Long DBT CORP US N 2 2027-05-21 Fixed 1.500000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAS0 72000.000000000000 PA USD 75822.290000000000 0.0668164272 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15137TAA8 50000.000000000000 PA USD 53138.260000000000 0.0468267139 Long DBT CORP US N 2 2026-06-01 Fixed 5.375000000000 N N N N N N CENTENNIAL RESOURCE PRODUCTION LLC N/A 15138AAA8 26000.000000000000 PA USD 25580.860000000000 0.0225424696 Long DBT CORP US N 2 2026-01-15 Fixed 5.375000000000 N N N N N N CENTENNIAL RESOURCE PRODUCTION LLC N/A 15138AAC4 32000.000000000000 PA USD 33276.170000000000 0.0293237620 Long DBT CORP US N 2 2027-04-01 Fixed 6.875000000000 N N N N N N ZURICH FINANCE (IRELAND) DAC N/A 000000000 330000.000000000000 PA 393941.710000000000 0.3471509179 Long DBT CORP IE N 2 2039-06-17 Fixed 1.625000000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 000000000 450000.000000000000 PA 519614.310000000000 0.4578966383 Long DBT CORP US N 2 2027-07-01 Fixed 1.125000000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700AS5 78000.000000000000 PA USD 82152.370000000000 0.0723946460 Long DBT CORP US N 2 2022-03-15 Fixed 5.800000000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700AZ9 73000.000000000000 PA USD 77665.810000000000 0.0684409814 Long DBT CORP US N 2 2025-04-01 Fixed 5.625000000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700BA3 24000.000000000000 PA USD 27142.450000000000 0.0239185803 Long DBT CORP US N 2 2024-04-01 Fixed 7.500000000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700BB1 52000.000000000000 PA USD 52897.480000000000 0.0466145327 Long DBT CORP US N 2 2026-12-15 Fixed 5.125000000000 N N N N N N ENEXIS HOLDING NV N/A 000000000 600000.000000000000 PA 682131.660000000000 0.6011108393 Long DBT NUSS NL N 2 2031-07-02 Fixed 0.750000000000 N N N N N N NGG FINANCE PLC N/A 000000000 250000.000000000000 PA 285040.480000000000 0.2511845326 Long DBT CORP GB N 2 2082-09-05 Variable 2.125000000000 N N N N N N CFX ESCROW CORP N/A 15723RAA2 9000.000000000000 PA USD 9588.480000000000 0.0084495994 Long DBT CORP US N 2 2024-02-15 Fixed 6.000000000000 N N N N N N CFX ESCROW CORP N/A 15723RAC8 11000.000000000000 PA USD 12009.830000000000 0.0105833513 Long DBT CORP US N 2 2026-02-15 Fixed 6.375000000000 N N N N N N CHANGE HEALTHCARE HOLDINGS LLC / N/A 15911NAA3 49000.000000000000 PA USD 50609.090000000000 0.0445979484 Long DBT CORP US N 2 2025-03-01 Fixed 5.750000000000 N N N N N N CHARLES RIVER LABS INTL INC. 549300BSQ0R4UZ5KX287 159864AC1 14000.000000000000 PA USD 15085.280000000000 0.0132935119 Long DBT CORP US N 2 2026-04-01 Fixed 5.500000000000 N N N N N N CHARLES RIVER LABS INTL INC. 549300BSQ0R4UZ5KX287 159864AE7 10000.000000000000 PA USD 10197.360000000000 0.0089861591 Long DBT CORP US N 2 2028-05-01 Fixed 4.250000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS N/A 161175BS2 100000.000000000000 PA USD 108760.700000000000 0.0958425470 Long DBT CORP US N 2 2049-07-01 Fixed 5.125000000000 N N N N N N DS SMITH PLC 39RSBE4RCI4M15BLWH36 000000000 470000.000000000000 PA 518177.390000000000 0.4566303898 Long DBT CORP GB N 2 2026-09-12 Fixed 0.875000000000 N N N N N N THERMO FISHER HCHV7422L5HDJZCRFL38 000000000 250000.000000000000 PA 260079.360000000000 0.2291881927 Long DBT CORP US N 2 2049-10-01 Fixed 1.875000000000 N N N N N N Citi MBNUM2BPBDO7JBLYG310 000000000 600000.000000000000 OU Notional Amount 55665.440000000000 0.0490537257 N/A DCR CORP US N 2 Citi MBNUM2BPBDO7JBLYG310 DEUTSCHE BANK AG DEUTSCHE BANK AG Y DEUTSCHE BANK AG 2024-12-20 73828.410000000000 USD 0.000000000000 USD 600000.000000000000 EUR -18387.310000000000 N N N KONDOR FINANCE PLC N/A 000000000 200000.000000000000 PA USD 203893.600000000000 0.1796759485 Long DBT NUSS GB N 2 2026-11-08 Fixed 7.625000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING N/A 161175BT0 360000.000000000000 PA USD 379654.680000000000 0.3345608432 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N CHEMOURS COMPANY N/A 163851AB4 24000.000000000000 PA USD 24178.210000000000 0.0213064207 Long DBT CORP US N 2 2023-05-15 Fixed 6.625000000000 N N N N N N Citi MBNUM2BPBDO7JBLYG310 000000000 2783000.000000000000 OU Notional Amount USD -61343.000000000000 -0.0540569283 N/A DCR CORP US N 2 Citi MBNUM2BPBDO7JBLYG310 CME: (ITRAXX.ASIA.XJ.IG.32.V1) ITXI32055 Y CME: (ITRAXX.ASIA.XJ.IG.32.V1) 2024-12-20 0.000000000000 USD -59723.540000000000 USD 2783000.000000000000 USD -2547.130000000000 N N N BACARDI LTD N/A 000000000 450000.000000000000 PA 543002.520000000000 0.4785068920 Long DBT CORP BM N 2 2023-07-03 Fixed 2.750000000000 N N N N N N BUPA FINANCE PLC N/A 000000000 200000.000000000000 PA 304681.070000000000 0.2684922933 Long DBT CORP GB N 2 2026-12-08 Fixed 5.000000000000 N N N N N N GMR HYDERABAD INTERNATIONAL AIRPORT LTD N/A 000000000 300000.000000000000 PA USD 283507.690000000000 0.2498338011 Long DBT CORP IN N 2 2027-10-27 Fixed 4.250000000000 N N N N N N CHEMOURS COMPANY N/A 163851AE8 8000.000000000000 PA USD 7128.880000000000 0.0062821407 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAD3 39000.000000000000 PA USD 41245.780000000000 0.0363467742 Long DBT CORP US N 2 2026-10-01 Fixed 5.625000000000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAE1 52000.000000000000 PA USD 53416.530000000000 0.0470719321 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DD6 21000.000000000000 PA USD 19856.050000000000 0.0174976292 Long DBT CORP US N 2 2025-01-01 Fixed 11.500000000000 N N N N N N Saudi Arabia N/A 000000000 450000.000000000000 PA USD 507124.630000000000 0.4468904316 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625000000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 11000.000000000000 PA USD 11617.260000000000 0.0102374092 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 000000000 365000.000000000000 PA 438296.320000000000 0.3862372680 Long DBT CORP US N 2 2026-12-15 Fixed 1.900000000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 400000.000000000000 PA USD 445411.060000000000 0.3925069482 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.375000000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 8000.000000000000 PA USD 8564.150000000000 0.0075469351 Long DBT CORP US N 2 2029-07-15 Fixed 5.125000000000 N N N N N N CLEAR CHANNEL WORLDWIDE HOLDINGS N/A 18451QAN8 72000.000000000000 PA USD 79842.600000000000 0.0703592211 Long DBT CORP US N 2 2024-02-15 Fixed 9.250000000000 N N N N N N CLEAR CHANNEL WORLDWIDE HOLDINGS N/A 18453HAA4 45000.000000000000 PA USD 46839.950000000000 0.0412764915 Long DBT CORP US N 2 2027-08-15 Fixed 5.125000000000 N N N N N N CLEARWAY ENERGY OPERATING LLC N/A 18539UAB1 65000.000000000000 PA USD 68600.510000000000 0.0604524208 Long DBT CORP US N 2 2025-10-15 Fixed 5.750000000000 N N N N N N ASSICURAZIONI GENERALI SPA N/A 000000000 380000.000000000000 PA 510065.750000000000 0.4494822174 Long DBT CORP IT N 2 2048-06-08 Variable 5.000000000000 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPME N/A 000000000 250000.000000000000 PA USD 256637.030000000000 0.2261547287 Long DBT NUSS VG N 2 2027-09-13 Fixed 3.250000000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 000000000 400000.000000000000 PA 477570.240000000000 0.4208463917 Long DBT CORP US N 2 2028-05-25 Fixed 2.250000000000 N N N N N N AURIZON NETWORK PTY LTD N/A 000000000 450000.000000000000 PA 577034.300000000000 0.5084965157 Long DBT CORP AU N 2 2026-06-01 Fixed 3.125000000000 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2016 LTD N/A 000000000 250000.000000000000 PA USD 248834.200000000000 0.2192786871 Long DBT NUSS VG N 2 2026-09-29 Fixed 2.750000000000 N N N N N N LENOVO PERPETUAL SECURITIES LTD N/A 000000000 300000.000000000000 PA USD 300784.040000000000 0.2650581366 Long DBT CORP KY N 2 2049-12-31 Variable 5.375000000000 N N N N N N CLEARWAY ENERGY OPERATING LLC N/A 18539UAC9 21000.000000000000 PA USD 21319.350000000000 0.0187871244 Long DBT CORP US N 2 2028-03-15 Fixed 4.750000000000 N N N N N N COLT FUNDING LLC COLT_19-1 N/A 19687XAD9 1000000.000000000000 PA USD 1014551.800000000000 0.8940474688 Long ABS-CBDO CORP US N 2 2049-03-25 Variable 4.518000000000 N N N N N N CREDIT AGRICOLE SA (LONDON BRANCH) N/A 000000000 500000.000000000000 PA 601510.360000000000 0.5300654090 Long DBT CORP GB N 2 2027-05-03 Fixed 1.375000000000 N N N N N N CADENT FINANCE PLC N/A 000000000 330000.000000000000 PA 374958.060000000000 0.3304220686 Long DBT CORP GB N 2 2024-09-22 Fixed 0.625000000000 N N N N N N SAKA ENERGI INDONESIA PT N/A 000000000 500000.000000000000 PA USD 506308.300000000000 0.4461710620 Long DBT NUSS ID N 2 2024-05-05 Fixed 4.450000000000 N N N N N N SAMPO PLC N/A 000000000 230000.000000000000 PA 269931.230000000000 0.2378698977 Long DBT CORP FI N 2 2025-05-30 Fixed 1.250000000000 N N N N N N COLUMBIA FUNDS/USA N/A 19766H239 4043674.340000000000 NS USD 4043269.980000000000 3.5630268373 Long STIV CORP US N 1 N N N COMMSCOPE TECHNOLOGIES FINANCE LLC N/A 20337YAA5 35000.000000000000 PA USD 35106.730000000000 0.0309368956 Long DBT CORP US N 2 2025-06-15 Fixed 6.000000000000 N N N N N N COMMSCOPE FINANCE LLC N/A 20338QAB9 21000.000000000000 PA USD 21921.490000000000 0.0193177447 Long DBT CORP US N 2 2024-03-01 Fixed 5.500000000000 N N N N N N COMMSCOPE FINANCE LLC N/A 20338QAD5 25000.000000000000 PA USD 26601.410000000000 0.0234418028 Long DBT CORP US N 2 2026-03-01 Fixed 6.000000000000 N N N N N N CONNS RECEIVABLES FUNDING CONN_19-B N/A 20824LAB1 1000000.000000000000 PA USD 998975.400000000000 0.8803211701 Long ABS-MBS CORP US N 2 2024-06-17 Fixed 3.620000000000 N N N N N N CONSTELLIUM NV 724500KRJEMC79KAAU28 210383AF2 29000.000000000000 PA USD 30161.560000000000 0.0265790927 Long DBT CORP NL N 2 2025-03-01 Fixed 6.625000000000 N N N N N N CONSTELLIUM NV 724500KRJEMC79KAAU28 210383AG0 80000.000000000000 PA USD 84693.360000000000 0.0746338276 Long DBT CORP NL N 2 2026-02-15 Fixed 5.875000000000 N N N N N N CROWNROCK LP / CROWNROCK FINANCE INC N/A 228701AF5 111000.000000000000 PA USD 113149.850000000000 0.0997103716 Long DBT CORP US N 2 2025-10-15 Fixed 5.625000000000 N N N N N N NIGERIA (FEDERAL REPUBLIC OF) N/A 000000000 200000.000000000000 PA USD 204191.550000000000 0.1799385092 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.500000000000 N N N N N N CAIXABANK SA N/A 000000000 300000.000000000000 PA 348021.200000000000 0.3066846591 Long DBT CORP ES N 2 2024-05-17 Fixed 1.125000000000 N N N N N N DCP MIDSTREAM OPERATING LP N/A 23311VAF4 102000.000000000000 PA USD 99129.690000000000 0.0873554691 Long DBT CORP US N 2 2044-04-01 Fixed 5.600000000000 N N N N N N DCP MIDSTREAM OPERATING LP N/A 23311VAH0 28000.000000000000 PA USD 29104.430000000000 0.0256475243 Long DBT CORP US N 2 2029-05-15 Fixed 5.125000000000 N N N N N N DIGITAL STOUT HOLDING LLC N/A 000000000 210000.000000000000 PA 298317.290000000000 0.2628843771 Long DBT CORP US N 2 2029-07-19 Fixed 3.300000000000 N N N N N N BANQUE FEDERATIVE DU CREDIT N/A 000000000 400000.000000000000 PA 459707.950000000000 0.4051057118 Long DBT CORP FR N 2 2025-07-17 Fixed 0.750000000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AS6 750000.000000000000 PA USD 780244.910000000000 0.6875705970 Long DBT CORP US N 2 2024-06-01 Fixed 3.500000000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AY3 490000.000000000000 PA USD 492867.660000000000 0.4343268465 Long DBT CORP US N 2 2026-10-01 Fixed 2.850000000000 N N N N N N MONGOLIA (GOVERNMENT OF) N/A 000000000 200000.000000000000 PA USD 206574.950000000000 0.1820388187 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.625000000000 N N N N N N OMAN GOVERNMENT INTERNATIONAL BO N/A 000000000 200000.000000000000 PA USD 200994.310000000000 0.1771210244 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.750000000000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 000000000 285000.000000000000 PA 322482.460000000000 0.2841793067 Long DBT CORP GB N 2 2024-05-09 Fixed 0.875000000000 N N N N N N INDONESIA ASAHAN ALUMINIUM PERSERO PT N/A 000000000 200000.000000000000 PA USD 220998.800000000000 0.1947494625 Long DBT NUSS ID N 2 2023-11-15 Fixed 5.710000000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AH4 6000.000000000000 PA USD 6376.910000000000 0.0056194866 Long DBT CORP US N 2 2027-04-15 Fixed 5.250000000000 N N N N N N DELEK LOGISTICS PARTNERS LP N/A 24665FAB8 32000.000000000000 PA USD 32260.590000000000 0.0284288085 Long DBT CORP US N 2 2025-05-15 Fixed 6.750000000000 N N N N N N ROMANIA (REPUBLIC OF) N/A 000000000 300000.000000000000 PA 415568.010000000000 0.3662085341 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625000000000 N N N N N N CREDIT MUTUEL ARKEA N/A 000000000 500000.000000000000 PA 590734.760000000000 0.5205696909 Long DBT CORP FR N 2 2025-01-17 Fixed 1.375000000000 N N N N N N DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO N/A 25277LAA4 30000.000000000000 PA USD 30394.410000000000 0.0267842858 Long DBT CORP US N 2 2026-08-15 Fixed 5.375000000000 N N N N N N DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO N/A 25277LAC0 22000.000000000000 PA USD 21402.650000000000 0.0188605304 Long DBT CORP US N 2 2027-08-15 Fixed 6.625000000000 N N N N N N DISCOVERY COMMUNICATIONS LLC N/A 25470DBG3 20000.000000000000 PA USD 23695.350000000000 0.0208809128 Long DBT CORP US N 2 2049-05-15 Fixed 5.300000000000 N N N N N N DISH DBS CORP N/A 25470XAE5 31000.000000000000 PA USD 32622.110000000000 0.0287473886 Long DBT CORP US N 2 2021-06-01 Fixed 6.750000000000 N N N N N N DISH DBS CORP N/A 25470XAL9 76000.000000000000 PA USD 77882.910000000000 0.0686322951 Long DBT CORP US N 2 2023-03-15 Fixed 5.000000000000 N N N N N N DISH DBS CORP N/A 25470XAW5 25000.000000000000 PA USD 25587.650000000000 0.0225484531 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N DISH DBS CORP N/A 25470XAY1 57000.000000000000 PA USD 60412.660000000000 0.0532370903 Long DBT CORP US N 2 2026-07-01 Fixed 7.750000000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) N/A 25714PAJ7 892000.000000000000 PA USD 1082268.540000000000 0.9537210902 Long DBT NUSS DO N 2 2027-04-20 Fixed 8.625000000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBF1 500000.000000000000 PA USD 552955.060000000000 0.4872773098 Long DBT CORP US N 2 2049-06-15 Fixed 4.200000000000 N N N N N N ERAC USA FINANCE LLC N/A 26884TAS1 170000.000000000000 PA USD 182524.410000000000 0.1608449039 Long DBT CORP US N 2 2046-11-01 Fixed 4.200000000000 N N N N N N EAGLE HOLDING COMPANY II LLC N/A 26959XAC7 29000.000000000000 PA USD 29446.020000000000 0.0259485417 Long DBT CORP US N 2 2022-05-15 Fixed 7.750000000000 N N N N N N EAGLE RE LTD EMIR_19-1 N/A 269822AB8 700000.000000000000 PA USD 700982.520000000000 0.6177226709 Long ABS-CBDO CORP US N 2 2029-04-25 Variable 3.592000000000 N N N N N N SAUDI ARABIAN OIL CO N/A 000000000 500000.000000000000 PA USD 519365.830000000000 0.4576776717 Long DBT NUSS SA N 2 2029-04-16 Fixed 3.500000000000 N N N N N N IMPERIAL BRANDS FINANCE PLC N/A 000000000 425000.000000000000 PA 538275.810000000000 0.4743416013 Long DBT CORP GB N 2 2026-02-26 Fixed 3.375000000000 N N N N N N MOROCCO (KINGDOM OF) N/A 000000000 330000.000000000000 PA 421116.760000000000 0.3710982262 Long DBT NUSS MA N 2 2024-06-19 Fixed 3.500000000000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) N/A 000000000 250000.000000000000 PA USD 306221.700000000000 0.2698499335 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.100000000000 N N N N N N ORANGE SA 969500MCOONR8990S771 000000000 215000.000000000000 PA 293768.160000000000 0.2588755743 Long DBT CORP FR N 2 2049-12-31 Variable 5.000000000000 N N N N N N STEDIN HOLDING NV N/A 000000000 270000.000000000000 PA 319050.540000000000 0.2811550161 Long DBT MUN NL N 2 2049-12-31 Variable 3.250000000000 N N N N N N COTE D IVOIRE (REPUBLIC OF) N/A 000000000 500000.000000000000 PA USD 528265.550000000000 0.4655203192 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.375000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 000000000 400000.000000000000 PA USD 437233.130000000000 0.3853003594 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.350000000000 N N N N N N STATE GRID OVERSEAS INVESTMENT (2016) LTD N/A 000000000 200000.000000000000 PA USD 209780.050000000000 0.1848632300 Long DBT NUSS VG N 2 2027-05-04 Fixed 3.500000000000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 000000000 200000.000000000000 PA USD 218653.720000000000 0.1926829216 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.750000000000 N N N N N N AKELIUS RESIDENTIAL PROPERTY AB (PUBL) N/A 000000000 380000.000000000000 PA 446396.730000000000 0.3933755443 Long DBT CORP SE N 2 2025-02-07 Fixed 1.750000000000 N N N N N N BELARUS (REPUBLIC OF) N/A 000000000 200000.000000000000 PA USD 227148.650000000000 0.2001688584 Long DBT NUSS BY N 2 2027-06-29 Fixed 7.625000000000 N N N N N N NORTEGAS ENERGIA DISTRIBUCION SAU N/A 000000000 235000.000000000000 PA 280850.830000000000 0.2474925121 Long DBT CORP ES N 2 2027-09-28 Fixed 2.065000000000 N N N N N N BRITISH TELECOMMUNICATIONS PLC N/A 000000000 440000.000000000000 PA 513384.720000000000 0.4524069736 Long DBT CORP GB N 2 2027-06-23 Fixed 1.500000000000 N N N N N N EL SALVADOR REPUBLIC OF (GOVERNMENT) N/A 000000000 250000.000000000000 PA USD 300835.690000000000 0.2651036518 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.625000000000 N N N N N N GAZ CAPITAL SA 213800568PRHV2JR9650 000000000 274000.000000000000 PA USD 297651.010000000000 0.2622972352 Long DBT NUSS LU N 2 2022-03-07 Fixed 6.510000000000 N N N N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -23.000000000000 NC USD 8485.410000000000 0.0074775476 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US 5YR NOTE MAR 20 US 5YR NOTE MAR 20 2020-03-31 -2736501.040000000000 USD 8485.410000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 8.000000000000 NC USD -8704.700000000000 -0.0076707912 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long US 10YR NOTE MAR 20 US 10YR NOTE MAR 20 2020-03-20 1036079.700000000000 USD -8704.700000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -177.000000000000 NC USD 192033.490000000000 0.1692245341 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US 10YR NOTE MAR 20 US 10YR NOTE MAR 20 2020-03-20 -22922705.370000000000 USD 192033.490000000000 N N N UBS T6FIZBDPKLYJKFCRVK44 000000000 -23258000.000000000000 OU Notional Amount N/A -245135.460000000000 -0.2160192683 N/A DFE CORP XX N 2 UBS T6FIZBDPKLYJKFCRVK44 23258000.000000000000000 EUR 25855081.310000002384186 USD 2020-01-10 -245135.460000000000 N N N ELDORADO RESORTS INC N/A 28470RAF9 39000.000000000000 PA USD 40993.160000000000 0.0361241594 Long DBT CORP US N 2 2025-04-01 Fixed 6.000000000000 N N N N N N ELDORADO RESORTS INC N/A 28470RAG7 22000.000000000000 PA USD 24294.100000000000 0.0214085457 Long DBT CORP US N 2 2026-09-15 Fixed 6.000000000000 N N N N N N UBS T6FIZBDPKLYJKFCRVK44 000000000 -1760000.000000000000 OU Notional Amount N/A -17573.890000000000 -0.0154865349 N/A DFE CORP GB N 2 UBS T6FIZBDPKLYJKFCRVK44 1760000.000000000000000 GBP 2314206.399999999906868 USD 2020-01-10 -17573.890000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -23.000000000000 NC USD 73088.530000000000 0.0644073720 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US LONG BOND MAR 20 US LONG BOND MAR 20 2020-03-20 -3658932.280000000000 USD 73088.530000000000 N N N EMERA US FINANCE LP N/A 29103DAM8 620000.000000000000 PA USD 716650.960000000000 0.6315300774 Long DBT CORP US N 2 2046-06-15 Fixed 4.750000000000 N N N N N N ENDEAVOR ENERGY RESOURCES LP/ EE N/A 29260FAD2 7000.000000000000 PA USD 7213.280000000000 0.0063565160 Long DBT CORP US N 2 2026-01-30 Fixed 5.500000000000 N N N N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -9.000000000000 NC USD 49264.200000000000 0.0434127989 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US ULTRA T-BOND MAR 20 US ULTRA T-BOND MAR 20 2020-03-20 -1684170.450000000000 USD 49264.200000000000 N N N Morgan Stanley 9R7GPTSO7KV3UQJZQ078 000000000 1658000.000000000000 OU Notional Amount USD -42962.260000000000 -0.0378593777 N/A DCR CORP US N 2 Morgan Stanley 9R7GPTSO7KV3UQJZQ078 CDS: (CDX.NA.IG.33.V1) DJIG33051 Y CDS: (CDX.NA.IG.33.V1) 2024-12-20 0.000000000000 USD -42529.460000000000 USD 1658000.000000000000 USD -985.470000000000 N N N ENDEAVOR ENERGY RESOURCES LP/ EE N/A 29260FAE0 23000.000000000000 PA USD 24193.170000000000 0.0213196038 Long DBT CORP US N 2 2028-01-30 Fixed 5.750000000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 13000.000000000000 PA USD 13478.680000000000 0.0118777373 Long DBT CORP US N 2 2028-02-01 Fixed 4.500000000000 N N N N N N Morgan Stanley 9R7GPTSO7KV3UQJZQ078 000000000 1334000.000000000000 OU Notional Amount -203933.040000000000 -0.1797107040 N/A DCR CORP US N 2 Morgan Stanley 9R7GPTSO7KV3UQJZQ078 CDS: (ITRAXX.XO.32.V1) ITXO32052 Y CDS: (ITRAXX.XO.32.V1) 2024-12-20 0.000000000000 USD -201021.610000000000 USD 1334000.000000000000 EUR -5405.340000000000 N N N Morgan Stanley 9R7GPTSO7KV3UQJZQ078 000000000 5787000.000000000000 OU Notional Amount -180200.590000000000 -0.1587970978 N/A DCR CORP US N 2 Morgan Stanley 9R7GPTSO7KV3UQJZQ078 CDS: (ITRAXX.EUR.32.V1) ITEU32059 Y CDS: (ITRAXX.EUR.32.V1) 2024-12-20 0.000000000000 USD -153604.910000000000 USD 5787000.000000000000 EUR -28759.440000000000 N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 7000.000000000000 PA USD 7283.010000000000 0.0064179637 Long DBT CORP US N 2 2026-04-15 Fixed 7.500000000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AP7 7000.000000000000 PA USD 7126.810000000000 0.0062803165 Long DBT CORP US N 2 2027-04-15 Fixed 10.750000000000 N N N N N N STARFRUIT FINCO BV/STARFRUIT US HOLDCO LLC N/A 85529VAA2 66000.000000000000 PA USD 70012.690000000000 0.0616968678 Long DBT CORP NL N 2 2026-10-01 Fixed 8.000000000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 13000.000000000000 PA USD 13513.830000000000 0.0119087123 Long DBT CORP US N 2 2030-02-01 Fixed 4.750000000000 N N N N N N ENERGIZER HOLDINGS INC N/A 29272WAA7 14000.000000000000 PA USD 14952.550000000000 0.0131765470 Long DBT CORP US N 2 2026-07-15 Fixed 6.375000000000 N N N N N N STARS GROUP HOLDINGS BV/STARS GROUP LLC N/A 85572NAA6 20000.000000000000 PA USD 21650.790000000000 0.0190791973 Long DBT CORP NL N 2 2026-07-15 Fixed 7.000000000000 N N N N N N STEVENS HOLDING COMPANY INC N/A 86024TAA5 9000.000000000000 PA USD 9833.400000000000 0.0086654288 Long DBT CORP US N 2 2026-10-01 Fixed 6.125000000000 N N N N N N SUNOCO LP / SUNOCO FINANCE CORP N/A 86765LAJ6 13000.000000000000 PA USD 13315.020000000000 0.0117335161 Long DBT CORP US N 2 2023-01-15 Fixed 4.875000000000 N N N N N N SUNOCO LP / SUNOCO FINANCE CORP N/A 86765LAL1 37000.000000000000 PA USD 38432.190000000000 0.0338673710 Long DBT CORP US N 2 2026-02-15 Fixed 5.500000000000 N N N N N N SURGERY CENTER HOLDINGS INC N/A 86881WAD4 15000.000000000000 PA USD 16438.970000000000 0.0144864161 Long DBT CORP US N 2 2027-04-15 Fixed 10.000000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAP0 126000.000000000000 PA USD 135295.670000000000 0.1192258013 Long DBT CORP US N 2 2026-01-15 Fixed 6.500000000000 N N N N N N ENERGIZER HOLDINGS INC N/A 29272WAB5 29000.000000000000 PA USD 32429.710000000000 0.0285778411 Long DBT CORP US N 2 2027-01-15 Fixed 7.750000000000 N N N N N N ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC N/A 29273EAA6 6000.000000000000 PA USD 4061.940000000000 0.0035794793 Long DBT CORP IE N 2 2025-02-01 Variable 6.000000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAU9 23000.000000000000 PA USD 23683.740000000000 0.0208706818 Long DBT CORP US N 2 2026-02-01 Fixed 4.500000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 43000.000000000000 PA USD 45098.670000000000 0.0397420336 Long DBT CORP US N 2 2028-02-01 Fixed 4.750000000000 N N N N N N ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC N/A 29273EAC2 22000.000000000000 PA USD 15983.740000000000 0.0140852565 Long DBT CORP IE N 2 2023-07-15 Fixed 6.000000000000 N N N N N N SOPHIA LP / SOPHIA FINANCE INC N/A 29359FAA0 10000.000000000000 PA USD 10265.210000000000 0.0090459502 Long DBT CORP US N 2 2023-09-30 Fixed 9.000000000000 N N N N N N TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP N/A 87470LAD3 21000.000000000000 PA USD 20561.690000000000 0.0181194562 Long DBT CORP US N 2 2028-01-15 Fixed 5.500000000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBE1 45000.000000000000 PA USD 46737.690000000000 0.0411863775 Long DBT CORP US N 2 2027-02-01 Fixed 5.375000000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBG6 127000.000000000000 PA USD 129770.700000000000 0.1143570647 Long DBT CORP US N 2 2028-01-15 Fixed 5.000000000000 N N N N N N TARGA RESOURCES PARTNERS LP/TARG N/A 87612BBP6 62000.000000000000 PA USD 63792.240000000000 0.0562152575 Long DBT CORP US N 2 2030-03-01 Fixed 5.500000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 270000.000000000000 PA USD 291466.630000000000 0.2568474106 Long DBT CORP US N 2 2050-01-31 Fixed 4.200000000000 N N N N N N FAGE INTERNATIONAL SA/FAGE USA D N/A 30257WAA4 25000.000000000000 PA USD 23027.740000000000 0.0202925988 Long DBT CORP LU N 2 2026-08-15 Fixed 5.625000000000 N N N N N N FANNIE MAE FNMA_19-33 N/A 3136B45D6 324572.980000000000 PA USD 64000.860000000000 0.0563990985 Long ABS-CBDO USGA US N 2 2049-07-25 Variable 4.258000000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBG0 350000.000000000000 PA USD 360738.870000000000 0.3178917761 Long DBT CORP US N 2 2046-04-01 Fixed 4.550000000000 N N N N N N TAYLOR MORRISON COMMUNITIES INC N/A 87724RAB8 21000.000000000000 PA USD 22902.480000000000 0.0201822167 Long DBT CORP US N 2 2028-01-15 Fixed 5.750000000000 N N N N N N TEACHERS INS & ANN ASSOC OF AMER N/A 878091BD8 700000.000000000000 PA USD 863966.050000000000 0.7613476809 Long DBT CORP US N 2 2044-09-15 Fixed 4.900000000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAC9 31000.000000000000 PA USD 31527.920000000000 0.0277831621 Long DBT CORP US N 2 2029-09-15 Fixed 5.000000000000 N N N N N N TELECOM ITALIA CAPITAL SA N/A 87927VAM0 14000.000000000000 PA USD 15111.620000000000 0.0133167233 Long DBT CORP LU N 2 2034-09-30 Fixed 6.000000000000 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 879369AE6 11000.000000000000 PA USD 11533.540000000000 0.0101636331 Long DBT CORP US N 2 2026-06-01 Fixed 4.875000000000 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 879369AF3 25000.000000000000 PA USD 26498.310000000000 0.0233509486 Long DBT CORP US N 2 2027-11-15 Fixed 4.625000000000 N N N N N N REFINITIV US HOLDINGS INC N/A 31740LAA1 81000.000000000000 PA USD 88472.680000000000 0.0779642554 Long DBT CORP US N 2 2026-05-15 Fixed 6.250000000000 N N N N N N REFINITIV US HOLDINGS INC N/A 31740LAC7 48000.000000000000 PA USD 54080.810000000000 0.0476573116 Long DBT CORP US N 2 2026-11-15 Fixed 8.250000000000 N N N N N N FIVE CORNERS FUNDING TRUST N/A 33829TAA4 1200000.000000000000 PA USD 1303007.660000000000 1.1482417164 Long DBT CORP US N 2 2023-11-15 Fixed 4.419000000000 N N N N N N FLEX ACQUISITION COMPANY INC N/A 33936YAA3 15000.000000000000 PA USD 15123.200000000000 0.0133269279 Long DBT CORP US N 2 2025-01-15 Fixed 6.875000000000 N N N N N N TEMPO ACQUISITION LLC N/A 88023JAA4 18000.000000000000 PA USD 18598.530000000000 0.0163894723 Long DBT CORP US N 2 2025-06-01 Fixed 6.750000000000 N N N N N N TENCENT HOLDINGS LTD N/A 88032XAG9 250000.000000000000 PA USD 261141.150000000000 0.2301238677 Long DBT CORP KY N 2 2028-01-19 Fixed 3.595000000000 N N N N N N TENET HLTHCR CORP 0W9AIBT6U6ADJ2I8HK17 88033GCN8 43000.000000000000 PA USD 47279.490000000000 0.0416638247 Long DBT CORP US N 2 2023-06-15 Fixed 6.750000000000 N N N N N N TENET HLTHCR CORP 0W9AIBT6U6ADJ2I8HK17 88033GCW8 14000.000000000000 PA USD 14789.700000000000 0.0130330397 Long DBT CORP US N 2 2025-08-01 Fixed 7.000000000000 N N N N N N FLEX ACQUISITION COMPANY INC N/A 33936YAC9 20000.000000000000 PA USD 20268.340000000000 0.0178609491 Long DBT CORP US N 2 2026-07-15 Fixed 7.875000000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 200000.000000000000 PA USD 177827.490000000000 0.1567058649 Long DBT CORP US N 2 2043-01-15 Fixed 4.750000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 92000.000000000000 PA USD 95290.080000000000 0.0839719124 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCD5 36000.000000000000 PA USD 38566.020000000000 0.0339853052 Long DBT CORP US N 2 2029-09-01 Fixed 5.250000000000 N N N N N N TENET HLTHCR CORP 0W9AIBT6U6ADJ2I8HK17 88033GCX6 54000.000000000000 PA USD 58273.940000000000 0.0513523987 Long DBT CORP US N 2 2027-02-01 Fixed 6.250000000000 N N N N N N TENET HLTHCR CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 85000.000000000000 PA USD 89752.330000000000 0.0790919137 Long DBT CORP US N 2 2027-11-01 Fixed 5.125000000000 N N N N N N FRONTDOOR INC N/A 35905AAA7 12000.000000000000 PA USD 13121.430000000000 0.0115629200 Long DBT CORP US N 2 2026-08-15 Fixed 6.750000000000 N N N N N N FRONTIER COMMUNICATIONS CORP 549300ZCZ76HYCS0H445 35906ABA5 16000.000000000000 PA USD 16210.350000000000 0.0142849506 Long DBT CORP US N 2 2026-04-01 Fixed 8.500000000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING CO N/A 36164QNA2 745000.000000000000 PA USD 795541.710000000000 0.7010505054 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N GCAT_19-NQM1 N/A 36166PAD0 440000.000000000000 PA USD 441624.700000000000 0.3891703166 Long ABS-CBDO CORP US N 2 2059-02-25 Fixed 3.849000000000 N N N N N N TERRAFORM POWER OPERATING LLC N/A 88104LAE3 28000.000000000000 PA USD 29639.130000000000 0.0261187148 Long DBT CORP US N 2 2028-01-31 Fixed 5.000000000000 N N N N N N TERRAFORM POWER OPERATING LLC N/A 88104LAG8 28000.000000000000 PA USD 28582.290000000000 0.0251874020 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N GFL ENVIRONMENTAL INC N/A 36168QAD6 10000.000000000000 PA USD 10276.050000000000 0.0090555026 Long DBT CORP CA N 2 2023-03-01 Fixed 5.375000000000 N N N N N N GFL ENVIRONMENTAL INC N/A 36168QAE4 31000.000000000000 PA USD 33962.590000000000 0.0299286519 Long DBT CORP CA N 2 2027-05-01 Fixed 8.500000000000 N N N N N N GFL ENVIRONMENTAL INC N/A 36168QAF1 17000.000000000000 PA USD 17869.770000000000 0.0157472715 Long DBT CORP CA N 2 2026-12-15 Fixed 5.125000000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 56000.000000000000 PA USD 77757.260000000000 0.0685215693 Long DBT CORP US N 2 2031-11-01 Fixed 8.000000000000 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 7000.000000000000 PA USD 7392.390000000000 0.0065143520 Long DBT CORP US N 2 2027-12-15 Fixed 8.875000000000 N N N N N N TOORAK MORTGAGE CORP TRK_19-1 N/A 89052KAA3 500000.000000000000 PA USD 504463.550000000000 0.4445454239 Long ABS-CBDO CORP US N 2 2022-03-25 Variable 4.458300000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AB3 52000.000000000000 PA USD 54190.920000000000 0.0477543432 Long DBT CORP US N 2 2025-04-01 Fixed 5.125000000000 N N N N N N GATES GLOBAL LLC / GATES GLOBAL N/A 36740LAA0 75000.000000000000 PA USD 76251.440000000000 0.0671946045 Long DBT CORP US N 2 2026-01-15 Fixed 6.250000000000 N N N N N N GLOBAL AIRCRAFT LEASING CO LTD N/A 37960JAA6 53000.000000000000 PA USD 55301.100000000000 0.0487326605 Long DBT CORP KY N 2 2024-09-15 Fixed 6.500000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141 N/A 38380HKU5 212942.260000000000 PA USD 44828.110000000000 0.0395036096 Long ABS-CBDO USGA US N 2 2047-09-20 Variable 4.435400000000 N N N N N N TRANSDIGM INC N/A 893647AZ0 68000.000000000000 PA USD 70967.940000000000 0.0625386571 Long DBT CORP US N 2 2025-05-15 Fixed 6.500000000000 N N N N N N TRANSDIGM INC N/A 893647BB2 53000.000000000000 PA USD 56393.790000000000 0.0496955653 Long DBT CORP US N 2 2026-06-15 Fixed 6.375000000000 N N N N N N TRANSDIGM INC N/A 893647BE6 115000.000000000000 PA USD 124692.240000000000 0.1098818035 Long DBT CORP US N 2 2026-03-15 Fixed 6.250000000000 N N N N N N TRANSDIGM INC N/A 893647BH9 17000.000000000000 PA USD 18614.730000000000 0.0164037482 Long DBT CORP US N 2 2027-03-15 Fixed 7.500000000000 N N N N N N TRANSDIGM INC N/A 893647BJ5 67000.000000000000 PA USD 67777.030000000000 0.0597267504 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N TRANSMONTAIGNE PARTNERS LP/TLP FINANCE CORP N/A 89376VAA8 41000.000000000000 PA USD 39619.580000000000 0.0349137276 Long DBT CORP US N 2 2026-02-15 Fixed 6.125000000000 N N N N N N GNMA_18-155 N/A 38381A3Y0 200884.400000000000 PA USD 38251.780000000000 0.0337083893 Long ABS-CBDO USGA US N 2 2048-11-20 Variable 4.335400000000 N N N N N N TRANSOCEAN GUARDIAN LTD N/A 893800AA0 18690.000000000000 PA USD 19094.050000000000 0.0168261365 Long DBT CORP KY N 2 2024-01-15 Fixed 5.875000000000 N N N N N N TRANSOCEAN SENTRY LTD N/A 89385AAA3 44000.000000000000 PA USD 44770.000000000000 0.0394524017 Long DBT CORP KY N 2 2023-05-15 Fixed 5.375000000000 N N N N N N TRIMAS CORP 75G1WUQ8QK4P5MZOYD78 896215AG5 5000.000000000000 PA USD 5139.780000000000 0.0045292979 Long DBT CORP US N 2 2025-10-15 Fixed 4.875000000000 N N N N N N TRIVIUM PACKAGING FINANCE BV N/A 89686QAA4 20000.000000000000 PA USD 21175.040000000000 0.0186599550 Long DBT CORP NL N 2 2026-08-15 Fixed 5.500000000000 N N N N N N TRIVIUM PACKAGING FINANCE BV N/A 89686QAB2 14000.000000000000 PA USD 15575.000000000000 0.0137250649 Long DBT CORP NL N 2 2027-08-15 Fixed 8.500000000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 900123CL2 250000.000000000000 PA USD 253393.720000000000 0.2232966458 Long DBT NUSS TR N 2 2027-03-25 Fixed 6.000000000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 900123CW8 200000.000000000000 PA USD 203540.190000000000 0.1793645151 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.600000000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAG7 21000.000000000000 PA USD 20994.670000000000 0.0185010086 Long DBT CORP US N 2 2027-12-15 Fixed 3.875000000000 N N N N N N UBER TECHNOLOGIES INC N/A 90353TAA8 39000.000000000000 PA USD 40817.880000000000 0.0359696984 Long DBT CORP US N 2 2023-11-01 Fixed 7.500000000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FE3 200000.000000000000 PA USD 209688.180000000000 0.1847822719 Long DBT CORP US N 2 2059-08-15 Fixed 3.950000000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BE3 64000.000000000000 PA USD 68742.840000000000 0.0605778454 Long DBT CORP US N 2 2026-09-15 Fixed 5.875000000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BK9 39000.000000000000 PA USD 42919.200000000000 0.0378214322 Long DBT CORP US N 2 2026-12-15 Fixed 6.500000000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BM5 10000.000000000000 PA USD 10201.380000000000 0.0089897016 Long DBT CORP US N 2 2027-11-15 Fixed 3.875000000000 N N N N N N USI INC/NY N/A 91739VAA6 15000.000000000000 PA USD 15299.590000000000 0.0134823670 Long DBT CORP US N 2 2025-05-01 Fixed 6.875000000000 N N N N N N USA COMPRESSION PARTNERS LP N/A 91740PAF5 12000.000000000000 PA USD 12539.700000000000 0.0110502855 Long DBT CORP US N 2 2027-09-01 Fixed 6.875000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 91831AAC5 71000.000000000000 PA USD 73470.000000000000 0.0647435326 Long DBT CORP CA N 2 2025-04-15 Fixed 6.125000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL1 N/A 91833JAB6 1000000.000000000000 PA USD 1006299.700000000000 0.8867755196 Long ABS-CBDO CORP US N 2 2049-01-25 Fixed 4.826200000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 91911KAK8 15000.000000000000 PA USD 15648.580000000000 0.0137899054 Long DBT CORP CA N 2 2024-03-15 Fixed 7.000000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 91911KAN2 22000.000000000000 PA USD 22992.920000000000 0.0202619146 Long DBT CORP CA N 2 2025-11-01 Fixed 5.500000000000 N N N N N N VALE OVERSEAS LTD N/A 91911TAH6 250000.000000000000 PA USD 323991.680000000000 0.2855092676 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875000000000 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 91911XAV6 35000.000000000000 PA USD 40222.270000000000 0.0354448326 Long DBT CORP US N 2 2026-04-01 Fixed 9.250000000000 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 91911XAW4 55000.000000000000 PA USD 62713.720000000000 0.0552648397 Long DBT CORP US N 2 2027-01-31 Fixed 8.500000000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAB7 33000.000000000000 PA USD 34045.660000000000 0.0300018552 Long DBT CORP US N 2 2025-08-15 Fixed 4.375000000000 N N N N N N VERSCEND ESCROW CORP N/A 92535WAA8 32000.000000000000 PA USD 35076.680000000000 0.0309104148 Long DBT CORP US N 2 2026-08-15 Fixed 9.750000000000 N N N N N N Morgan Stanley 9R7GPTSO7KV3UQJZQ078 000000000 2772000.000000000000 OU Notional Amount USD -267294.900000000000 -0.2355467003 N/A DCR CORP US N 2 Morgan Stanley 9R7GPTSO7KV3UQJZQ078 ICE: (CDX.NA.HY.33.V1) DJHY33053 Y ICE: (CDX.NA.HY.33.V1) 2024-12-20 0.000000000000 USD -174331.640000000000 USD 2772000.000000000000 USD -97583.260000000000 N N N VERUS_19-1 N/A 92537DAA8 473783.040000000000 PA USD 478696.120000000000 0.4218385443 Long ABS-CBDO CORP US N 2 2059-02-25 Variable 3.836000000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 13000.000000000000 PA USD 13902.090000000000 0.0122508564 Long DBT CORP US N 2 2027-04-15 Fixed 5.625000000000 N N N N N N VICI PROPERTIES 1 LLC VICI FC INC N/A 92564RAA3 23000.000000000000 PA USD 23733.630000000000 0.0209146461 Long DBT CORP US N 2 2026-12-01 Fixed 4.250000000000 N N N N N N VICI PROPERTIES 1 LLC VICI FC INC N/A 92564RAB1 19000.000000000000 PA USD 19888.380000000000 0.0175261192 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N VIKING CRUISES LTD N/A 92676XAD9 30000.000000000000 PA USD 32071.290000000000 0.0282619928 Long DBT CORP BM N 2 2027-09-15 Fixed 5.875000000000 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC N/A 92769XAM7 31000.000000000000 PA USD 32533.470000000000 0.0286692769 Long DBT CORP GB N 2 2026-08-15 Fixed 5.500000000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HBT1 19000.000000000000 PA USD 19293.910000000000 0.0170022579 Long DBT CORP US N 2 2023-05-15 Fixed 4.875000000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HBX2 28000.000000000000 PA USD 29861.890000000000 0.0263150163 Long DBT CORP US N 2 2026-05-15 Fixed 6.000000000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HBY0 15000.000000000000 PA USD 16008.800000000000 0.0141073399 Long DBT CORP US N 2 2027-09-01 Fixed 5.125000000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCA1 16000.000000000000 PA USD 16400.000000000000 0.0144520748 Long DBT CORP US N 2 2023-03-15 Fixed 4.500000000000 N N N N N N ARD FINANCE SA N/A 00191AAD8 20000.000000000000 PA USD 20676.120000000000 0.0182202947 Long DBT CORP LU N 2 2027-06-30 Fixed 6.500000000000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191UAA0 31000.000000000000 PA USD 31845.590000000000 0.0280631005 Long DBT CORP US N 2 2028-05-15 Fixed 4.625000000000 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC N/A 92769XAP0 33000.000000000000 PA USD 34987.270000000000 0.0308316245 Long DBT CORP GB N 2 2029-05-15 Fixed 5.500000000000 N N N N N N VISTRA OPERATIONS COMPANY LLC N/A 92840VAA0 14000.000000000000 PA USD 14851.970000000000 0.0130879135 Long DBT CORP US N 2 2026-09-01 Fixed 5.500000000000 N N N N N N VISTRA OPERATIONS COMPANY LLC N/A 92840VAB8 48000.000000000000 PA USD 50602.200000000000 0.0445918768 Long DBT CORP US N 2 2027-02-15 Fixed 5.625000000000 N N N N N N VISTRA OPERATIONS COMPANY LLC N/A 92840VAF9 29000.000000000000 PA USD 30350.650000000000 0.0267457234 Long DBT CORP US N 2 2027-07-31 Fixed 5.000000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL9 N/A 92870EAB9 400000.000000000000 PA USD 399009.760000000000 0.3516170056 Long ABS-CBDO CORP US N 2 2049-11-26 Variable 4.090000000000 N N N N N N WELLCARE HEALTH N/A 94946TAC0 72000.000000000000 PA USD 75086.580000000000 0.0661681018 Long DBT CORP US N 2 2025-04-01 Fixed 5.250000000000 N N N N N N WELLCARE HEALTH N/A 94946TAD8 34000.000000000000 PA USD 36280.720000000000 0.0319714438 Long DBT CORP US N 2 2026-08-15 Fixed 5.375000000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 160000.000000000000 PA USD 164160.060000000000 0.1446617966 Long DBT CORP US N 2 2026-10-23 Fixed 3.000000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBK7 700000.000000000000 PA USD 755841.020000000000 0.6660653017 Long DBT CORP US N 2 2045-06-15 Fixed 4.350000000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAD6 14000.000000000000 PA USD 14009.150000000000 0.0123452002 Long DBT CORP US N 2 2020-12-01 Fixed 8.750000000000 N N N N N N WESCO DISTRIBUTION INC N/A 95081QAM6 18000.000000000000 PA USD 18653.670000000000 0.0164380630 Long DBT CORP US N 2 2024-06-15 Fixed 5.375000000000 N N N N N N TRI POINTE HOLDINGS INC N/A 962178AN9 15000.000000000000 PA USD 16334.140000000000 0.0143940374 Long DBT CORP US N 2 2024-06-15 Fixed 5.875000000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 365000.000000000000 PA USD 405785.880000000000 0.3575882857 Long DBT CORP US N 2 2045-09-15 Fixed 5.100000000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAE3 50000.000000000000 PA USD 53152.890000000000 0.0468396062 Long DBT CORP US N 2 2024-09-15 Fixed 5.250000000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAK0 60000.000000000000 PA USD 60583.320000000000 0.0533874800 Long DBT CORP US N 2 2022-12-01 Fixed 7.875000000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAS3 47000.000000000000 PA USD 44505.130000000000 0.0392189919 Long DBT CORP US N 2 2023-09-01 Fixed 7.625000000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAH6 48000.000000000000 PA USD 51316.560000000000 0.0452213880 Long DBT CORP US N 2 2026-06-01 Fixed 5.750000000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAJ2 21000.000000000000 PA USD 22128.530000000000 0.0195001933 Long DBT CORP US N 2 2027-10-15 Fixed 5.250000000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAT1 35000.000000000000 PA USD 36115.890000000000 0.0318261917 Long DBT CORP US N 2 2024-11-01 Fixed 8.500000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBS7 175000.000000000000 PA USD 185601.970000000000 0.1635569238 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAG4 29000.000000000000 PA USD 29366.830000000000 0.0258787575 Long DBT CORP US N 2 2022-07-01 Fixed 5.125000000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAJ8 4000.000000000000 PA USD 4069.620000000000 0.0035862471 Long DBT CORP US N 2 2023-02-15 Fixed 5.625000000000 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VE N/A 983130AV7 34000.000000000000 PA USD 36537.140000000000 0.0321974073 Long DBT CORP US N 2 2025-03-01 Fixed 5.500000000000 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 13000.000000000000 PA USD 13974.210000000000 0.0123144102 Long DBT CORP US N 2 2029-10-01 Fixed 5.125000000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAM1 18000.000000000000 PA USD 18670.140000000000 0.0164525768 Long DBT CORP US N 2 2024-03-01 Fixed 6.500000000000 N N N N N N ALLERGAN FUNDING SCS N/A 00507UAH4 70000.000000000000 PA USD 77687.230000000000 0.0684598572 Long DBT CORP LU N 2 2044-06-15 Fixed 4.850000000000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AD2 20000.000000000000 PA USD 20378.810000000000 0.0179582979 Long DBT CORP US N 2 2022-06-15 Fixed 6.500000000000 N N N N N N YUM! BRANDS INC. 549300JE8XHZZ7OHN517 988498AL5 16000.000000000000 PA USD 16819.510000000000 0.0148217571 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N ZAYO GROUP LLC/ZAYO CAPITAL INC N/A 989194AP0 85000.000000000000 PA USD 86729.400000000000 0.0764280351 Long DBT CORP US N 2 2027-01-15 Fixed 5.750000000000 N N N N N N ZEKELMAN INDUSTRIES INC N/A 98932KAA0 8000.000000000000 PA USD 8420.790000000000 0.0074206029 Long DBT CORP US N 2 2023-06-15 Fixed 9.875000000000 N N N N N N ZIGGO SECURED FINANCE BV N/A 98954NAA7 114000.000000000000 PA USD 121287.600000000000 0.1068815528 Long DBT CORP NL N 2 2027-01-15 Fixed 5.500000000000 N N N N N N ZIGGO BOND FINANCE BV N/A 98954UAB9 62000.000000000000 PA USD 65566.120000000000 0.0577784433 Long DBT CORP NL N 2 2027-01-15 Fixed 6.000000000000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A 013092AA9 17000.000000000000 PA USD 19107.480000000000 0.0168379713 Long DBT CORP US N 2 2026-03-15 Fixed 7.500000000000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A 013092AB7 19000.000000000000 PA USD 20210.310000000000 0.0178098117 Long DBT CORP US N 2 2028-02-15 Fixed 5.875000000000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A 013092AC5 31000.000000000000 PA USD 31000.480000000000 0.0273183692 Long DBT CORP US N 2 2027-01-15 Fixed 4.625000000000 N N N N N N NETFLIX INC N/A 64110LAV8 32000.000000000000 PA USD 32538.530000000000 0.0286737359 Long DBT CORP US N 2 2030-06-15 Fixed 4.875000000000 N N N N N N NETFLIX INC N/A 64110LAX4 3000.000000000000 PA USD 3429.110000000000 0.0030218143 Long DBT CORP US N 2 2029-05-15 Fixed 6.375000000000 N N N N N N NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1 N/A 64829TAG6 660318.410000000000 PA USD 664597.210000000000 0.5856590599 Long ABS-CBDO CORP US N 2 2023-05-25 Fixed 5.670000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL1 N/A 64830LAA3 922567.010000000000 PA USD 929195.470000000000 0.8188294161 Long ABS-CBDO CORP US N 2 2024-02-26 Variable 4.334800000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP N/A 65342QAB8 92000.000000000000 PA USD 96033.350000000000 0.0846268998 Long DBT CORP US N 2 2027-09-15 Fixed 4.500000000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP N/A 65342QAK8 21000.000000000000 PA USD 21848.080000000000 0.0192530540 Long DBT CORP US N 2 2024-07-15 Fixed 4.250000000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAA8 51000.000000000000 PA USD 51086.230000000000 0.0450184156 Long DBT CORP US N 2 2025-07-15 Fixed 6.875000000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QBF9 425000.000000000000 PA USD 471993.130000000000 0.4159317081 Long DBT CORP US N 2 2047-05-15 Fixed 4.375000000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AG0 150000.000000000000 PA USD 167997.440000000000 0.1480433882 Long DBT CORP US N 2 2043-11-15 Fixed 5.250000000000 N N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 66977WAR0 28000.000000000000 PA USD 28881.140000000000 0.0254507558 Long DBT NUSS CA N 2 2027-06-01 Fixed 5.250000000000 N N N N N N Novelis N/A 670001AC0 93000.000000000000 PA USD 99164.150000000000 0.0873858361 Long DBT CORP US N 2 2026-09-30 Fixed 5.875000000000 N N N N N N ALTICE FRANCE SA (FRANCE) 5493001ZMCICV4N02J21 67054KAA7 106000.000000000000 PA USD 113955.680000000000 0.1004204884 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375000000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAE5 35000.000000000000 PA USD 35979.490000000000 0.0317059927 Long DBT CORP US N 2 2027-04-28 Fixed 5.625000000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAF2 17000.000000000000 PA USD 18005.260000000000 0.0158666685 Long DBT CORP US N 2 2026-06-01 Fixed 6.000000000000 N N N N N N OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18A N/A 67576FAE9 500000.000000000000 PA USD 491462.000000000000 0.4330881450 Long ABS-MBS CORP US N 2 2031-04-16 Variable 3.470900000000 N N N N N N 1011778 BC UNLIMITED LIABILITY C N/A 68245XAE9 84000.000000000000 PA USD 87144.540000000000 0.0767938664 Long DBT CORP CA N 2 2025-10-15 Fixed 5.000000000000 N N N N N N 1011778 BC UNLIMITED LIABILITY C N/A 68245XAH2 16000.000000000000 PA USD 16124.870000000000 0.0142096236 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875000000000 N N N N N N OUTFRONT MEDIA CAPITAL LLC/OUTFR N/A 69007TAB0 11000.000000000000 PA USD 11498.640000000000 0.0101328784 Long DBT CORP US N 2 2027-08-15 Fixed 5.000000000000 N N N N N N OUTFRONT MEDIA CAPITAL LLC/OUTFR N/A 69007TAC8 37000.000000000000 PA USD 37657.800000000000 0.0331849599 Long DBT CORP US N 2 2030-03-15 Fixed 4.625000000000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 69346VAA7 14000.000000000000 PA USD 14945.760000000000 0.0131705635 Long DBT CORP US N 2 2027-10-15 Fixed 5.500000000000 N N N N N N PQ CORP N/A 693522AG9 101000.000000000000 PA USD 104596.570000000000 0.0921730154 Long DBT CORP US N 2 2022-11-15 Fixed 6.750000000000 N N N N N N PQ CORP N/A 693522AH7 38000.000000000000 PA USD 39944.070000000000 0.0351996760 Long DBT CORP US N 2 2025-12-15 Fixed 5.750000000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAF0 1287000.000000000000 PA USD 1327651.280000000000 1.1699582676 Long DBT CORP US N 2 2023-06-01 Fixed 3.400000000000 N N N N N N PNMAC GMSR ISSUER TRUST PNMSR_18-GT2 N/A 69354WAD8 1000000.000000000000 PA USD 1003393.900000000000 0.8842148587 Long ABS-CBDO CORP US N 2 2025-08-25 Variable 4.442000000000 N N N N N N PRPM_19-1A N/A 69359AAA7 901343.100000000000 PA USD 913869.790000000000 0.8053240579 Long ABS-CBDO CORP US N 2 2024-01-25 Variable 4.500000000000 N N N N N N SRI REJEKI ISMAN TBK PT N/A 69408LAB2 200000.000000000000 PA USD 208381.060000000000 0.1836304063 Long DBT CORP ID N 2 2025-01-16 Fixed 7.250000000000 N N N N N N CLARIOS GLOBAL LP N/A 69867DAA6 13000.000000000000 PA USD 14049.100000000000 0.0123804051 Long DBT CORP CA N 2 2026-05-15 Fixed 6.250000000000 N N N N N N CLARIOS GLOBAL LP N/A 69867DAC2 22000.000000000000 PA USD 23376.300000000000 0.0205997583 Long DBT CORP CA N 2 2027-05-15 Fixed 8.500000000000 N N N N N N ENDO GENERICS HOLDINGS INC 549300GLBA6FLQZ70X71 69888XAA7 28000.000000000000 PA USD 27970.320000000000 0.0246481193 Long DBT CORP US N 2 2027-04-01 Fixed 7.500000000000 N N N N N N PARSLEY ENERGY LLC/ PARSLEY FINA N/A 701885AB1 24000.000000000000 PA USD 25004.070000000000 0.0220341884 Long DBT CORP US N 2 2024-06-01 Fixed 6.250000000000 N N N N N N PARSLEY ENERGY LLC/ PARSLEY FINA N/A 701885AF2 52000.000000000000 PA USD 53506.130000000000 0.0471508898 Long DBT CORP US N 2 2025-08-15 Fixed 5.250000000000 N N N N N N PARSLEY ENERGY LLC/ PARSLEY FINA N/A 701885AH8 75000.000000000000 PA USD 79369.200000000000 0.0699420496 Long DBT CORP US N 2 2027-10-15 Fixed 5.625000000000 N N N N N N PATTERN ENERGY GROUP INC 549300YTEUCT3H1Y2T51 70338PAC4 43000.000000000000 PA USD 44280.190000000000 0.0390207694 Long DBT CORP US N 2 2024-02-01 Fixed 5.875000000000 N N N N N N PEACHTREE CORNERS FUNDING TRUST N/A 70466WAA7 1100000.000000000000 PA USD 1163416.420000000000 1.0252305554 Long DBT CORP US N 2 2025-02-15 Fixed 3.976000000000 N N N N N N PERUSAHAAN LISTRIK NEGARA (PERSERO) PT N/A 71568PAL3 200000.000000000000 PA USD 200244.690000000000 0.1764604412 Long DBT NUSS ID N 2 2030-02-05 Fixed 3.375000000000 N N N N N N PERUSAHAAN LISTRIK NEGARA (PERSERO) PT N/A 71568QAJ6 200000.000000000000 PA USD 208937.210000000000 0.1841204991 Long DBT NUSS ID N 2 2029-07-17 Fixed 3.875000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCT7 250000.000000000000 PA USD 267460.930000000000 0.2356930099 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.840000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCW0 523000.000000000000 PA USD 571853.150000000000 0.5039307616 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.690000000000 N N N N N N ARGOS MERGER SUB INC N/A 716768AC0 44000.000000000000 PA USD 44932.990000000000 0.0395960324 Long DBT CORP US N 2 2025-06-01 Fixed 5.875000000000 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBE1 975000.000000000000 PA USD 948399.980000000000 0.8357528926 Long DBT CORP US N 2 2044-06-15 Fixed 4.700000000000 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 727493AB4 17000.000000000000 PA USD 16696.710000000000 0.0147135428 Long DBT CORP US N 2 2023-05-31 Fixed 5.500000000000 N N N N N N ELEMENT SOLUTIONS INC N/A 72766QAD7 85000.000000000000 PA USD 88857.030000000000 0.0783029538 Long DBT CORP US N 2 2025-12-01 Fixed 5.875000000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST PMTCR_19-1R N/A 73021CAA3 362335.850000000000 PA USD 362030.870000000000 0.3190303176 Long ABS-CBDO CORP US N 2 2024-03-27 Variable 3.699500000000 N N N N N N INNOGY FINANCE BV N/A 000000000 315000.000000000000 PA 574310.840000000000 0.5060965372 Long DBT CORP NL N 2 2030-06-03 Fixed 6.250000000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AK0 86000.000000000000 PA USD 91138.250000000000 0.0803132198 Long DBT CORP US N 2 2026-08-15 Fixed 5.000000000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AL8 14000.000000000000 PA USD 14684.570000000000 0.0129403966 Long DBT CORP US N 2 2025-03-01 Fixed 5.500000000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 60000.000000000000 PA USD 64562.200000000000 0.0568937648 Long DBT CORP US N 2 2027-03-01 Fixed 5.750000000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AN4 12000.000000000000 PA USD 12952.630000000000 0.0114141694 Long DBT CORP US N 2 2028-01-15 Fixed 5.625000000000 N N N N N N PRESTIGE BRANDS INC N/A 74112BAK1 66000.000000000000 PA USD 68636.670000000000 0.0604842858 Long DBT CORP US N 2 2024-03-01 Fixed 6.375000000000 N N N N N N PRESTIGE BRANDS INC N/A 74112BAL9 14000.000000000000 PA USD 14666.730000000000 0.0129246755 Long DBT CORP US N 2 2028-01-15 Fixed 5.125000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_19-SFR1 N/A 74333BAJ7 500000.000000000000 PA USD 509723.900000000000 0.4491809709 Long ABS-MBS CORP US N 2 2035-08-17 Fixed 4.466000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_19-SFR2 N/A 74333NAJ1 200000.000000000000 PA USD 202759.080000000000 0.1786761822 Long ABS-MBS CORP US N 2 2036-05-17 Fixed 4.142000000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-1A N/A 74361MAB5 700000.000000000000 PA USD 706344.730000000000 0.6224479794 Long ABS-MBS CORP US N 2 2025-04-15 Fixed 4.030000000000 N N N N N N PROVIDENT FUNDING ASSOCIATES LP/ N/A 74387UAJ0 43000.000000000000 PA USD 42244.920000000000 0.0372272404 Long DBT CORP US N 2 2025-06-15 Fixed 6.375000000000 N N N N N N QATAR (STATE OF) N/A 74727PBB6 900000.000000000000 PA USD 1115242.430000000000 0.9827784758 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817000000000 N N N N N N QEP RESOURCES INC Q6JQDZPXKEDQKVK58165 74733VAD2 30000.000000000000 PA USD 29291.390000000000 0.0258122780 Long DBT CORP US N 2 2026-03-01 Fixed 5.625000000000 N N N N N N QUALITYTECH LP / QTS FINANCE COR N/A 74759BAD5 59000.000000000000 PA USD 61148.270000000000 0.0538853275 Long DBT CORP US N 2 2025-11-15 Fixed 4.750000000000 N N N N N N QUICKEN LOANS INC N/A 74840LAA0 49000.000000000000 PA USD 50753.120000000000 0.0447248711 Long DBT CORP US N 2 2025-05-01 Fixed 5.750000000000 N N N N N N QUICKEN LOANS INC N/A 74840LAB8 50000.000000000000 PA USD 51626.530000000000 0.0454945410 Long DBT CORP US N 2 2028-01-15 Fixed 5.250000000000 N N N N N N RCO MORTGAGE LLC RCO_19-2 N/A 74937DAA2 195700.700000000000 PA USD 195456.560000000000 0.1722410258 Long ABS-CBDO CORP US N 2 2024-11-25 Variable 3.474800000000 N N N N N N REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A N/A 74988LAA2 250000.000000000000 PA USD 247877.250000000000 0.2184353997 Long ABS-MBS CORP US N 2 2030-01-15 Variable 3.090900000000 N N N N N N RADIATE HOLDCO LLC / RADIATE FIN N/A 75026JAA8 35000.000000000000 PA USD 35170.350000000000 0.0309929591 Long DBT CORP US N 2 2025-02-15 Fixed 6.625000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE FIN N/A 75026JAB6 10000.000000000000 PA USD 10223.120000000000 0.0090088594 Long DBT CORP US N 2 2023-02-15 Fixed 6.875000000000 N N N N N N RADNOR RE LTD RMIR_19-1 N/A 75049SAB9 1000000.000000000000 PA USD 999587.300000000000 0.8808603912 Long ABS-CBDO CORP US N 2 2029-02-25 Variable 3.742000000000 N N N N N N RESIDEO FUNDING INC N/A 76119LAA9 41000.000000000000 PA USD 40996.830000000000 0.0361273935 Long DBT CORP US N 2 2026-11-01 Fixed 6.125000000000 N N N N N N REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS N/A 761735AP4 116292.930000000000 PA USD 116474.100000000000 0.1026397807 Long DBT CORP US N 2 2020-10-15 Fixed 5.750000000000 N N N N N N REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS N/A 761735AV1 65000.000000000000 PA USD 67251.840000000000 0.0592639403 Long DBT CORP US N 2 2024-07-15 Fixed 7.000000000000 N N N N N N RITCHIE BROS AUCTIONEERS INC N/A 767744AA3 14000.000000000000 PA USD 14577.600000000000 0.0128461320 Long DBT CORP CA N 2 2025-01-15 Fixed 5.375000000000 N N N N N N ROCKPOINT GAS STORAGE CANADA LTD N/A 77381WAA4 50000.000000000000 PA USD 48961.740000000000 0.0431462639 Long DBT CORP CA N 2 2023-03-31 Fixed 7.000000000000 N N N N N N ROMANIAN GOVERNMENT INTERNATIONAL BOND N/A 77586RAD2 232000.000000000000 PA USD 254729.520000000000 0.2244737850 Long DBT NUSS RO N 2 2024-01-22 Fixed 4.875000000000 N N N N N N ROWAN COMPANIES INC N/A 779382AR1 22000.000000000000 PA USD 13810.920000000000 0.0121705152 Long DBT CORP US N 2 2024-01-15 Fixed 4.750000000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78388JAV8 91000.000000000000 PA USD 94662.410000000000 0.0834187944 Long DBT CORP US N 2 2024-09-01 Fixed 4.875000000000 N N N N N N SESI LLC N/A 78412FAU8 14000.000000000000 PA USD 9307.110000000000 0.0082016494 Long DBT CORP US N 2 2024-09-15 Fixed 7.750000000000 N N N N N N SG RESIDENTIAL MORTGAGE TRUST SGR_19-3 N/A 78432BAD1 400000.000000000000 PA USD 397683.280000000000 0.3504480795 Long ABS-CBDO CORP US N 2 2059-09-25 Variable 3.526000000000 N N N N N N NAVIENT LLC N/A 78442FET1 37000.000000000000 PA USD 40081.330000000000 0.0353206328 Long DBT CORP US N 2 2024-03-25 Fixed 6.125000000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAL4 14000.000000000000 PA USD 13277.170000000000 0.0117001618 Long DBT CORP US N 2 2025-06-01 Fixed 5.625000000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 43000.000000000000 PA USD 42264.620000000000 0.0372446006 Long DBT CORP US N 2 2026-09-15 Fixed 6.750000000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 22000.000000000000 PA USD 21607.450000000000 0.0190410051 Long DBT CORP US N 2 2027-01-15 Fixed 6.625000000000 N N N N N N GNMA_19-4 N/A 38381BTA2 1291296.620000000000 PA USD 218664.680000000000 0.1926925798 Long ABS-CBDO USGA US N 2 2049-01-20 Variable 4.285400000000 N N N N N N SPX FLOW INC N/A 78469XAD9 9000.000000000000 PA USD 9384.230000000000 0.0082696094 Long DBT CORP US N 2 2024-08-15 Fixed 5.625000000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAC1 29000.000000000000 PA USD 30212.030000000000 0.0266235681 Long DBT CORP FR N 2 2025-09-15 Fixed 4.875000000000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL N/A 80874YAW0 51000.000000000000 PA USD 53440.120000000000 0.0470927202 Long DBT CORP US N 2 2025-10-15 Fixed 5.000000000000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL N/A 80874YBA7 40000.000000000000 PA USD 44091.020000000000 0.0388540682 Long DBT CORP US N 2 2026-03-15 Fixed 8.250000000000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL N/A 80874YBC3 13000.000000000000 PA USD 13949.740000000000 0.0122928467 Long DBT CORP US N 2 2028-05-15 Fixed 7.000000000000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL N/A 80874YBE9 14000.000000000000 PA USD 15205.170000000000 0.0133991618 Long DBT CORP US N 2 2029-11-15 Fixed 7.250000000000 N N N N N N SCOTTS MIRACLE-GRO CO/THE 2TH9E0JTOUXOEGI2R879 810186AQ9 19000.000000000000 PA USD 19394.440000000000 0.0170908474 Long DBT CORP US N 2 2029-10-15 Fixed 4.500000000000 N N N N N N SCRIPPS ESCROW INC N/A 81104PAA7 12000.000000000000 PA USD 12565.310000000000 0.0110728536 Long DBT CORP US N 2 2027-07-15 Fixed 5.875000000000 N N N N N N GNMA_19-30 N/A 38381R6Q7 883620.580000000000 PA USD 136316.770000000000 0.1201256192 Long ABS-CBDO USGA US N 2 2049-03-20 Variable 4.285400000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23 N/A 38381RQK8 687409.120000000000 PA USD 133521.940000000000 0.1176627477 Long ABS-CBDO USGA US N 2 2049-02-20 Variable 4.285400000000 N N N N N N SELECT MEDICAL CORP N/A 816196AT6 43000.000000000000 PA USD 46538.460000000000 0.0410108112 Long DBT CORP US N 2 2026-08-15 Fixed 6.250000000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AV1 465000.000000000000 PA USD 486732.280000000000 0.4289202019 Long DBT CORP US N 2 2024-06-15 Fixed 3.550000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23 N/A 38381RWR6 878955.650000000000 PA USD 163648.180000000000 0.1442107156 Long ABS-CBDO USGA US N 2 2049-02-20 Variable 4.285400000000 N N N N N N GENESYS TELECOMMUNICATIONS LABORATORIES INC/GREENEDEN LUX 3 SARL N/A 39479TAA4 33000.000000000000 PA USD 35659.070000000000 0.0314236309 Long DBT CORP US N 2 2024-11-30 Fixed 10.000000000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BA6 260000.000000000000 PA USD 268145.390000000000 0.2362961726 Long DBT CORP US N 2 2027-06-15 Fixed 3.250000000000 N N N N N N SENEGAL (REPUBLIC OF) N/A 81720TAB1 400000.000000000000 PA USD 443322.920000000000 0.3906668289 Long DBT NUSS SN N 2 2024-07-30 Fixed 6.250000000000 N N N N N N GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N/A 401378AB0 275000.000000000000 PA USD 341260.880000000000 0.3007273024 Long DBT CORP US N 2 2064-06-19 Fixed 4.875000000000 N N N N N N H&E EQUIPMENT SERVICES INC N/A 404030AH1 21000.000000000000 PA USD 22063.560000000000 0.0194429402 Long DBT CORP US N 2 2025-09-01 Fixed 5.625000000000 N N N N N N SENSATA TECHNOLOGIES BV N/A 81725WAJ2 47000.000000000000 PA USD 51109.830000000000 0.0450392125 Long DBT CORP NL N 2 2025-10-01 Fixed 5.000000000000 N N N N N N SENSATA TECHNOLOGIES INC N/A 81728UAA2 10000.000000000000 PA USD 10207.760000000000 0.0089953238 Long DBT CORP US N 2 2030-02-15 Fixed 4.375000000000 N N N N N N SIRIUS XM RADIO INC N/A 82967NAW8 46000.000000000000 PA USD 48938.330000000000 0.0431256345 Long DBT CORP US N 2 2026-07-15 Fixed 5.375000000000 N N N N N N SIRIUS XM RADIO INC N/A 82967NBC1 20000.000000000000 PA USD 21642.980000000000 0.0190723150 Long DBT CORP US N 2 2029-07-01 Fixed 5.500000000000 N N N N N N SIRIUS XM RADIO INC N/A 82967NBE7 17000.000000000000 PA USD 17811.330000000000 0.0156957728 Long DBT CORP US N 2 2024-07-15 Fixed 4.625000000000 N N N N N N SOLERA LLC / SOLERA FINANCE INC N/A 83422AAA1 25000.000000000000 PA USD 26563.560000000000 0.0234084485 Long DBT CORP US N 2 2024-03-01 Fixed 10.500000000000 N N N N N N HCA-THE HEALTHCARE CO L3CJ6J7LJ2DX62FTXD46 404119BR9 136000.000000000000 PA USD 150535.400000000000 0.1326554182 Long DBT CORP US N 2 2025-02-01 Fixed 5.375000000000 N N N N N N HCA-THE HEALTHCARE CO L3CJ6J7LJ2DX62FTXD46 404119BW8 23000.000000000000 PA USD 26585.580000000000 0.0234278531 Long DBT CORP US N 2 2029-02-01 Fixed 5.875000000000 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587CX3 450000.000000000000 PA USD 499549.860000000000 0.4402153620 Long DBT CORP US N 2 2046-07-01 Fixed 4.400000000000 N N N N N N SPECTRUM BRANDS INC N/A 84762LAU9 48000.000000000000 PA USD 50234.010000000000 0.0442674189 Long DBT CORP US N 2 2025-07-15 Fixed 5.750000000000 N N N N N N HCA-THE HEALTHCARE CO L3CJ6J7LJ2DX62FTXD46 404121AG0 58000.000000000000 PA USD 64030.750000000000 0.0564254383 Long DBT CORP US N 2 2023-05-01 Fixed 5.875000000000 N N N N N N HCA-THE HEALTHCARE CO L3CJ6J7LJ2DX62FTXD46 404121AJ4 20000.000000000000 PA USD 22811.450000000000 0.0201019989 Long DBT CORP US N 2 2028-09-01 Fixed 5.625000000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 33000.000000000000 PA USD 34858.160000000000 0.0307178497 Long DBT CORP US N 2 2027-07-15 Fixed 5.500000000000 N N N N N N HERTZ CORPORATION (THE) N/A 428040CS6 18000.000000000000 PA USD 18497.860000000000 0.0163007595 Long DBT CORP US N 2 2024-10-15 Fixed 5.500000000000 N N N N N N SPRINGLEAF FINANCE CORP N/A 85172FAL3 21000.000000000000 PA USD 22602.010000000000 0.0199174353 Long DBT CORP US N 2 2023-03-15 Fixed 5.625000000000 N N N N N N SPRINGLEAF FINANCE CORP N/A 85172FAP4 40000.000000000000 PA USD 43870.210000000000 0.0386594851 Long DBT CORP US N 2 2024-03-15 Fixed 6.125000000000 N N N N N N SPRINT CAPITAL CORPORATION N/A 852060AD4 81000.000000000000 PA USD 87579.190000000000 0.0771768905 Long DBT CORP US N 2 2028-11-15 Fixed 6.875000000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 60000.000000000000 PA USD 66227.440000000000 0.0583612144 Long DBT CORP US N 2 2026-03-01 Fixed 7.625000000000 N N N N N N STANDARD INDUSTRIES INC N/A 853496AB3 2000.000000000000 PA USD 2032.530000000000 0.0017911144 Long DBT CORP US N 2 2023-02-15 Fixed 5.500000000000 N N N N N N HERTZ CORPORATION (THE) N/A 428040CT4 14000.000000000000 PA USD 14555.140000000000 0.0128263397 Long DBT CORP US N 2 2022-06-01 Fixed 7.625000000000 N N N N N N HERTZ CORPORATION (THE) N/A 428040CY3 23000.000000000000 PA USD 24901.360000000000 0.0219436779 Long DBT CORP US N 2 2026-08-01 Fixed 7.125000000000 N N N N N N HERTZ CORPORATION (THE) N/A 428040CZ0 75000.000000000000 PA USD 75197.600000000000 0.0662659353 Long DBT CORP US N 2 2028-01-15 Fixed 6.000000000000 N N N N N N HILCORP ENERGY I LP N/A 431318AQ7 8000.000000000000 PA USD 7794.730000000000 0.0068689037 Long DBT CORP US N 2 2025-10-01 Fixed 5.750000000000 N N N N N N HILCORP EN I LP N/A 431318AS3 10000.000000000000 PA USD 9529.590000000000 0.0083977041 Long DBT CORP US N 2 2028-11-01 Fixed 6.250000000000 N N N N N N HILL-ROM HOLDINGS INC N/A 431475AB8 25000.000000000000 PA USD 26000.000000000000 0.0229118259 Long DBT CORP US N 2 2025-02-15 Fixed 5.000000000000 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC N/A 432833AD3 20000.000000000000 PA USD 21087.670000000000 0.0185829624 Long DBT CORP US N 2 2026-05-01 Fixed 5.125000000000 N N N N N N HILT_16-SFP N/A 43289VAS2 550000.000000000000 PA USD 551527.680000000000 0.4860194682 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 6.155200000000 N N N N N N HOLLY ENERGY PARTNERS LP / HOLLY N/A 435765AG7 37000.000000000000 PA USD 38581.970000000000 0.0339993607 Long DBT CORP US N 2 2024-08-01 Fixed 6.000000000000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AK7 38000.000000000000 PA USD 39294.280000000000 0.0346270654 Long DBT CORP US N 2 2025-10-15 Fixed 4.375000000000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AM3 12000.000000000000 PA USD 12720.000000000000 0.0112091702 Long DBT CORP US N 2 2028-02-01 Fixed 4.625000000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST HOF_19-1 N/A 43789EAE6 700000.000000000000 PA USD 708501.500000000000 0.6243485771 Long ABS-CBDO CORP US N 2 2059-01-25 Variable 4.800000000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST HOF_19-2 N/A 43789VAC2 261752.160000000000 PA USD 260285.410000000000 0.2293697690 Long ABS-CBDO CORP US N 2 2059-09-25 Variable 3.007000000000 N N N N N N HUB INTERNATIONAL LTD N/A 44332PAD3 40000.000000000000 PA USD 42436.430000000000 0.0373960037 Long DBT CORP US N 2 2026-05-01 Fixed 7.000000000000 N N N N N N Hudbay N/A 443628AF9 17000.000000000000 PA USD 17625.870000000000 0.0155323409 Long DBT CORP CA N 2 2023-01-15 Fixed 7.250000000000 N N N N N N Hudbay N/A 443628AG7 66000.000000000000 PA USD 69604.450000000000 0.0613371169 Long DBT CORP CA N 2 2025-01-15 Fixed 7.625000000000 N N N N N N HULK FINANCE CORP N/A 44485HAA2 27000.000000000000 PA USD 28514.860000000000 0.0251279811 Long DBT CORP CA N 2 2026-06-01 Fixed 7.000000000000 N N N N N N IAA SPINCO INC N/A 449253AB9 8000.000000000000 PA USD 8551.440000000000 0.0075357348 Long DBT CORP US N 2 2027-06-15 Fixed 5.500000000000 N N N N N N INEOS GROUP HOLDINGS SA 213800WOJR3Q33H3EB73 44986UAD1 25000.000000000000 PA USD 25678.460000000000 0.0226284771 Long DBT CORP LU N 2 2024-08-01 Fixed 5.625000000000 N N N N N N IRB HOLDING CORP N/A 44988MAA3 61000.000000000000 PA USD 63864.210000000000 0.0562786792 Long DBT CORP US N 2 2026-02-15 Fixed 6.750000000000 N N N N N N IHEARTCOMMUNICATIONS INC N/A 45174HBC0 17082.000000000000 PA USD 18576.680000000000 0.0163702176 Long DBT CORP US N 2 2026-05-01 Fixed 6.375000000000 N N N N N N IHEARTCOMMUNICATIONS INC N/A 45174HBD8 83385.000000000000 PA USD 92008.110000000000 0.0810797614 Long DBT CORP US N 2 2027-05-01 Fixed 8.375000000000 N N N N N N IHEARTCOMMUNICATIONS INC N/A 45174HBE6 12000.000000000000 PA USD 12573.330000000000 0.0110799211 Long DBT CORP US N 2 2027-08-15 Fixed 5.250000000000 N N N N N N IHEARTCOMMUNICATIONS INC N/A 45174HBG1 25000.000000000000 PA USD 25599.890000000000 0.0225592393 Long DBT CORP US N 2 2028-01-15 Fixed 4.750000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 455780BF2 364000.000000000000 PA USD 377857.530000000000 0.3329771513 Long DBT NUSS ID N 2 2021-05-05 Fixed 4.875000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 455780CN4 200000.000000000000 PA USD 206243.080000000000 0.1817463668 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.700000000000 N N N N N N INTELSAT LUXEMBOURG SA N/A 458204AQ7 30000.000000000000 PA USD 17724.950000000000 0.0156196526 Long DBT CORP LU N 2 2023-06-01 Fixed 8.125000000000 N N N N N N INTELSAT JACKSON HOLDINGS SA N/A 45824TAP0 23000.000000000000 PA USD 19740.800000000000 0.0173960682 Long DBT CORP LU N 2 2023-08-01 Fixed 5.500000000000 N N N N N N INTELSAT JACKSON HOLDINGS SA N/A 45824TBA2 44000.000000000000 PA USD 40128.880000000000 0.0353625351 Long DBT CORP LU N 2 2024-10-15 Fixed 8.500000000000 N N N N N N INTERNATIONAL GAME TECHNOLOGY PL N/A 460599AC7 44000.000000000000 PA USD 49503.280000000000 0.0436234820 Long DBT CORP GB N 2 2025-02-15 Fixed 6.500000000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284PAP9 60000.000000000000 PA USD 60653.640000000000 0.0534494476 Long DBT CORP US N 2 2024-08-15 Fixed 5.750000000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 37000.000000000000 PA USD 37621.910000000000 0.0331533327 Long DBT CORP US N 2 2029-09-15 Fixed 4.875000000000 N N N N N N ITHACA MERGER SUB LLC N/A 465349AA6 38000.000000000000 PA USD 38634.930000000000 0.0340460303 Long DBT CORP US N 2 2023-07-15 Fixed 7.125000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_15-UE N/A 46645FAN0 1150000.000000000000 PA USD 1150519.340000000000 1.0138653381 Long ABS-MBS CORP US N 2 2032-09-05 Variable 3.621000000000 N N N N N N JACK OHIO FINANCE LLC / JACK OHI N/A 46647DAA1 4000.000000000000 PA USD 4074.600000000000 0.0035906356 Long DBT CORP US N 2 2021-11-15 Fixed 6.750000000000 N N N N N N JAGGED PEAK ENERGY LLC N/A 47009LAC9 39000.000000000000 PA USD 40313.450000000000 0.0355251826 Long DBT CORP US N 2 2026-05-01 Fixed 5.875000000000 N N N N N N JAGUAR HOLDING COMPANY II / PHAR N/A 47010DAA8 96000.000000000000 PA USD 99228.300000000000 0.0874423666 Long DBT CORP US N 2 2023-08-01 Fixed 6.375000000000 N N N N N N KAR AUCTION SERVICES INC 5493004HKD20LBSG7D03 48238TAA7 28000.000000000000 PA USD 29125.490000000000 0.0256660829 Long DBT CORP US N 2 2025-06-01 Fixed 5.125000000000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BP0 105000.000000000000 PA USD 115018.230000000000 0.1013568330 Long DBT CORP US N 2 2043-03-01 Fixed 5.000000000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAJ0 485000.000000000000 PA USD 545061.450000000000 0.4803212706 Long DBT CORP US N 2 2046-02-15 Fixed 5.050000000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 505000.000000000000 PA USD 497680.940000000000 0.4385684247 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DK4 210000.000000000000 PA USD 229600.810000000000 0.2023297608 Long DBT CORP US N 2 2048-01-15 Fixed 4.650000000000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AL8 15000.000000000000 PA USD 13470.700000000000 0.0118707051 Long DBT CORP US N 2 2035-11-01 Fixed 6.875000000000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AR5 24000.000000000000 PA USD 24859.800000000000 0.0219070542 Long DBT CORP US N 2 2029-06-15 Fixed 7.500000000000 N N N N N N LPL HOLDINGS INC N/A 50212YAB0 2000.000000000000 PA USD 2095.440000000000 0.0018465522 Long DBT CORP US N 2 2025-09-15 Fixed 5.750000000000 N N N N N N LPL HOLDINGS INC N/A 50212YAC8 27000.000000000000 PA USD 27544.070000000000 0.0242724975 Long DBT CORP US N 2 2027-11-15 Fixed 4.625000000000 N N N N N N LAMB WESTON HOLDINGS INC N/A 513272AA2 17000.000000000000 PA USD 18038.630000000000 0.0158960750 Long DBT CORP US N 2 2024-11-01 Fixed 4.625000000000 N N N N N N LAMB WESTON HOLDINGS INC N/A 513272AB0 25000.000000000000 PA USD 26570.850000000000 0.0234148726 Long DBT CORP US N 2 2026-11-01 Fixed 4.875000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_19-GS1 N/A 52473VAA8 856122.980000000000 PA USD 864165.400000000000 0.7615233530 Long ABS-CBDO CORP US N 2 2059-01-25 Fixed 4.000000000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CR3 34000.000000000000 PA USD 38083.990000000000 0.0335605288 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CT9 21000.000000000000 PA USD 23028.840000000000 0.0202935682 Long DBT CORP US N 2 2026-06-01 Fixed 5.250000000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CV4 16000.000000000000 PA USD 17344.890000000000 0.0152847346 Long DBT CORP US N 2 2027-06-15 Fixed 5.000000000000 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AK5 24000.000000000000 PA USD 24886.690000000000 0.0219307503 Long DBT CORP US N 2 2024-11-01 Fixed 4.875000000000 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AR0 21000.000000000000 PA USD 21733.790000000000 0.0191523389 Long DBT CORP US N 2 2027-10-15 Fixed 4.750000000000 N N N N N N MDGH GMTN BV N/A 55276VAK8 250000.000000000000 PA USD 260135.860000000000 0.2292379819 Long DBT NUSS NL N 2 2049-11-07 Fixed 3.700000000000 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP N/A 55303XAB1 20000.000000000000 PA USD 21053.570000000000 0.0185529127 Long DBT CORP US N 2 2026-09-01 Fixed 4.500000000000 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP N/A 55303XAF2 18000.000000000000 PA USD 18818.210000000000 0.0165830597 Long DBT CORP US N 2 2028-01-15 Fixed 4.500000000000 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP N/A 55303XAG0 18000.000000000000 PA USD 20115.150000000000 0.0177259544 Long DBT CORP US N 2 2027-02-01 Fixed 5.750000000000 N N N N N N MPH ACQUISITION HOLDINGS LLC N/A 553283AB8 29000.000000000000 PA USD 28185.560000000000 0.0248377940 Long DBT CORP US N 2 2024-06-01 Fixed 7.125000000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAA8 21000.000000000000 PA USD 21618.070000000000 0.0190503637 Long DBT CORP US N 2 2024-11-15 Fixed 5.250000000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAD2 23000.000000000000 PA USD 24137.500000000000 0.0212705460 Long DBT CORP US N 2 2026-08-01 Fixed 4.750000000000 N N N N N N MTS SYST CORP 549300E7ZL4ZDETLML64 553777AA1 8000.000000000000 PA USD 8369.960000000000 0.0073758102 Long DBT CORP US N 2 2027-08-15 Fixed 5.750000000000 N N N N N N MATADOR RESOURCES CO N/A 576485AE6 70000.000000000000 PA USD 70457.270000000000 0.0620886424 Long DBT CORP US N 2 2026-09-15 Fixed 5.875000000000 N N N N N N MATCH GROUP INC 549300BIJKT86CPCKK96 57665RAF3 31000.000000000000 PA USD 32575.580000000000 0.0287063853 Long DBT CORP US N 2 2024-06-01 Fixed 6.375000000000 N N N N N N MATCH GROUP INC 549300BIJKT86CPCKK96 57665RAG1 2000.000000000000 PA USD 2087.200000000000 0.0018392909 Long DBT CORP US N 2 2027-12-15 Fixed 5.000000000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081AW2 34000.000000000000 PA USD 28685.940000000000 0.0252787409 Long DBT CORP US N 2 2041-11-01 Fixed 5.450000000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001AAQ5 23000.000000000000 PA USD 25092.120000000000 0.0221117802 Long DBT CORP US N 2 2022-04-01 Fixed 7.000000000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 18000.000000000000 PA USD 18320.760000000000 0.0161446947 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 31000.000000000000 PA USD 32395.700000000000 0.0285478707 Long DBT CORP US N 2 2027-12-01 Fixed 5.875000000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAJ7 19000.000000000000 PA USD 19196.220000000000 0.0169161712 Long DBT CORP US N 2 2022-07-15 Fixed 5.000000000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAS7 49000.000000000000 PA USD 50248.360000000000 0.0442800644 Long DBT CORP US N 2 2023-12-15 Fixed 6.375000000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAU2 21000.000000000000 PA USD 22382.180000000000 0.0197237158 Long DBT CORP US N 2 2027-09-01 Fixed 5.750000000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAV0 27000.000000000000 PA USD 29315.520000000000 0.0258335419 Long DBT CORP US N 2 2029-09-01 Fixed 6.125000000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 74000.000000000000 PA USD 80488.450000000000 0.0709283597 Long DBT CORP US N 2 2027-01-15 Fixed 6.625000000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 32000.000000000000 PA USD 34703.120000000000 0.0305812247 Long DBT CORP US N 2 2029-06-15 Fixed 5.250000000000 N N N N N N CLEARWAY ENERGY OPERATING LLC N/A 62943WAE9 31000.000000000000 PA USD 32001.240000000000 0.0282002630 Long DBT CORP US N 2 2026-09-15 Fixed 5.000000000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAF2 50000.000000000000 PA USD 45021.350000000000 0.0396738974 Long DBT CORP US N 2 2025-02-01 Fixed 5.750000000000 N N N N N N NAVIENT CORP N/A 63938CAC2 8000.000000000000 PA USD 8285.700000000000 0.0073015583 Long DBT CORP US N 2 2021-03-25 Fixed 5.875000000000 N N N N N N NAVIENT CORP N/A 63938CAF5 40000.000000000000 PA USD 43496.900000000000 0.0383305154 Long DBT CORP US N 2 2022-06-15 Fixed 6.500000000000 N N N N N N CSC HOLDINGS LLC N/A 64072TAA3 81000.000000000000 PA USD 91162.500000000000 0.0803345895 Long DBT CORP US N 2 2025-10-15 Fixed 10.875000000000 N N N N N N NETFLIX INC N/A 64110LAS5 79000.000000000000 PA USD 82259.390000000000 0.0724889546 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N NETFLIX INC N/A 64110LAT3 35000.000000000000 PA USD 38837.580000000000 0.0342246104 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N NETFLIX INC N/A 64110LAU0 24000.000000000000 PA USD 25577.350000000000 0.0225393765 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N 2020-01-23 Columbia Funds Variable Series Trust II Martha Skinner Martha Skinner Assistant Treasurer