NPORT-P/A false 0001752724-22-218360 0001562818 XXXXXXXX BlackRock Multi-Sector Income Trust 811-22774 0001562818 549300BOVTR6GS7HLC41 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Multi-Sector Income Trust 549300BOVTR6GS7HLC41 2022-10-31 2022-07-31 N 963628742.84 384331667.20 579297075.64 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 36026554.00000000 0.00000000 0.00000000 13919255.02000000 EUR USD N Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20000.00000000 OU Notional Amount -1842.44000000 -0.00031804752 N/A DCR XX N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Novafives SAS Novafives SAS Y sell protection 2023-06-21 0.00000000 EUR -1157.12000000 EUR 20000.00000000 EUR -617.46000000 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 588000.00000000 PA USD 564480.00000000 0.097442231928 Long DBT CORP US N 2 2026-04-15 Fixed 4.38000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBH2 585000.00000000 PA USD 510412.50000000 0.088108937790 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N PROPULSION BC FINCO S A R L 254900S4YQSQVLEZ8D35 000000000 202538.00000000 PA USD 194436.48000000 0.033564208793 Long LON CORP LU N 3 2029-02-10 None 0.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 332000.00000000 PA USD 280540.00000000 0.048427656861 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -631848.75000000 PA USD -631848.75000000 -0.10907162776 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 631848.75000000 USD 631948.79000000 USD CDS N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 19000.00000000 PA USD 16051.53000000 0.002770863288 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAG4 400000.00000000 PA USD 346262.23000000 0.059772825474 Long DBT CORP US N 2 2042-05-15 Fixed 4.95000000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 671000.00000000 PA USD 562420.42000000 0.097086701046 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 237000.00000000 PA USD 219495.18000000 0.037889916802 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N Clear Creek CLO Ltd N/A 18452LAN8 250000.00000000 PA USD 230870.43000000 0.039853546601 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.66000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -418381.25000000 PA USD -418381.25000000 -0.07222222717 Short RA CORP US N 2 Reverse repurchase N 2.62000000 2049-12-31 418381.25000000 USD 418402.98000000 USD CDS N N N Countrywide Alternative Loan Trust N/A 02151EAA0 4201784.10000000 PA USD 2636100.18000000 0.455051525521 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 255000.00000000 PA USD 232407.00000000 0.040118793926 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 431318AS3 188000.00000000 PA USD 182067.66000000 0.031429065958 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 128000.00000000 PA USD 99218.38000000 0.017127374566 Long DBT CORP US N 2 2029-08-01 Fixed 4.63000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAE7 68000.00000000 PA USD 66857.60000000 0.011541159590 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CK0 195000.00000000 PA USD 196714.05000000 0.033957369762 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H9A94 3394366.76000000 PA USD 3513779.26000000 0.606559122729 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1206050.73000000 PA USD -1206050.73000000 -0.20819209706 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1206050.73000000 USD 1207055.77000000 USD AMBS N N N DP WORLD SALAAM 549300SUYBT9X88E9435 000000000 456000.00000000 PA USD 456855.00000000 0.078863681384 Long DBT CORP KY N 2 2025-10-01 Fixed 6.00000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAD5 16000.00000000 PA USD 15940.00000000 0.002751610645 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 233000.00000000 PA USD 201231.62000000 0.034737206255 Long DBT CORP BM N 2 2029-02-15 Fixed 5.63000000 N N N N N N NIELSEN FINANCE LLC/CO N/A 65409QBD3 633000.00000000 PA USD 620340.00000000 0.107084952796 Long DBT CORP US N 2 2028-10-01 Fixed 5.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -2054700.00000000 PA USD -2054700.00000000 -0.35468848133 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 2054700.00000000 USD 2054999.64000000 USD CDS N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 000000000 100000.00000000 PA 97912.36000000 0.016901925474 Long DBT CORP US N 2 2025-10-02 Fixed 6.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AA9 127000.00000000 PA USD 131150.16000000 0.022639534276 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CJ6 700000.00000000 PA USD 619863.62000000 0.107002718650 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 397000.00000000 PA USD 395773.27000000 0.068319569810 Long DBT CORP US N 2 2025-06-16 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV43 30688.42000000 PA USD 31611.28000000 0.005456834037 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Element Materials Technology Group US Holdings Inc. 213800EGOJGGUKUGEZ30 000000000 41019.16000000 PA USD 39378.39000000 0.006797615878 Long LON CORP US N 2 2029-06-22 None 0.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -754875.00000000 PA USD -754875.00000000 -0.13030878831 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 825000.00000000 USD 854881.50000000 USD CDS N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 435000.00000000 PA USD 23925.00000000 0.004130005312 Long DBT CORP KY N 2 2024-02-08 Fixed 6.35000000 Y Y N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AT3 192000.00000000 PA USD 149760.00000000 0.025852020715 Long DBT CORP US N 2 2042-03-15 Fixed 7.65000000 N N N N N N BRAVO Residential Funding Trust N/A 10569TAA6 872875.88000000 PA USD 814519.24000000 0.140604756048 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 295000.00000000 PA USD 261075.00000000 0.045067550135 Long DBT CORP IE N 2 2026-08-15 Fixed 4.13000000 N N N N N N ACURIS FIN US/ACURIS FIN N/A 00511BAA5 514000.00000000 PA USD 431760.00000000 0.074531707159 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 662000.00000000 PA USD 685732.70000000 0.118373236951 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -358775.00000000 PA USD -358775.00000000 -0.06193281738 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 358775.00000000 USD 358794.43000000 USD CDS N N N CRESTWOOD MID PARTNER LP N/A 67421QAA0 116000.00000000 PA USD 114675.28000000 0.019795591039 Long DBT CORP US N 2 2029-04-01 Fixed 8.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 000000000 -4000852.62000000 PA USD -4000852.62000000 -0.69063918811 Short RA CORP US N 2 Reverse repurchase N 1.99000000 2022-08-11 4000852.62000000 USD 4004169.99000000 USD AMBS N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAQ7 622703.00000000 PA USD 465470.49000000 0.080350913127 Long LON CORP US N 2 2025-09-01 Floating 8.58000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 150000.00000000 PA USD 152812.50000000 0.026378952428 Long DBT CORP US N 2 2025-09-01 Fixed 5.88000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 183000.00000000 PA USD 156406.58000000 0.026999373305 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAG6 89000.00000000 PA USD 88560.38000000 0.015287558616 Long DBT CORP US N 2 2024-09-15 Fixed 6.13000000 N N N N N N CROWN AMER/CAP CORP V RPPGGRL1J75WGF2DFO04 22819KAB6 513000.00000000 PA USD 499672.26000000 0.086254925324 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -243000.00000000 PA USD -243000.00000000 -0.04194738938 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 300000.00000000 USD 287853.00000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -461700.00000000 PA USD -461700.00000000 -0.07970003982 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 513000.00000000 USD 479750.41287000 USD CDS N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 200000.00000000 PA USD 13100.00000000 0.002261361320 Long DBT CORP KY N 2 2025-08-18 Fixed 5.98000000 Y Y N N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAA9 246000.00000000 PA USD 202182.48000000 0.034901346563 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAB9 503000.00000000 PA USD 479844.40000000 0.082832180616 Long DBT CORP US N 2 2029-07-01 Fixed 4.00000000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAD7 200000.00000000 PA USD 179250.00000000 0.030942673032 Long DBT CORP NL N 2 2028-04-28 Fixed 2.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -350493.75000000 PA USD -350493.75000000 -0.06050328315 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 350493.75000000 USD 350546.32000000 USD CDS N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 168000.00000000 PA USD 153729.72000000 0.026537285697 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 224000.00000000 PA USD 202720.00000000 0.034994134879 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N NMG HLDCO/NEIMAN MARCUS N/A 62929RAC2 506000.00000000 PA USD 495171.60000000 0.085478007886 Long DBT CORP US N 2 2026-04-01 Fixed 7.13000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAD5 1512000.00000000 PA USD 1317466.08000000 0.227424949201 Long DBT CORP US N 2 2029-11-01 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -631925.00000000 PA USD -631925.00000000 -0.10908479026 Short RA CORP US N 2 Reverse repurchase N 2.72000000 2049-12-31 631925.00000000 USD 631959.58000000 USD CDS N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DW5 200000.00000000 PA USD 172700.00000000 0.029811992371 Long DBT NUSS CL N 2 2052-01-31 Fixed 4.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 520000.00000000 PA USD 483178.80000000 0.083407774752 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -2490900.00000000 PA USD -2490900.00000000 -0.42998663462 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 2490900.00000000 USD 2491197.52000000 USD CDS N N N Allied Universal N/A 019576AA5 2705000.00000000 PA USD 2621063.85000000 0.452455909104 Long DBT CORP US N 2 2026-07-15 Fixed 6.63000000 N N N N N N PROOFPOINT, INC. 529900C5FODDK0WSR085 000000000 471625.00000000 PA USD 453349.53000000 0.078258556630 Long LON CORP US N 2 2029-08-31 Floating 7.82000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 358000.00000000 PA USD 302510.00000000 0.052220184206 Long DBT CORP CH N 2 2026-08-21 Fixed 6.38000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XU2 1250000.00000000 PA USD 1216644.24000000 0.210020780556 Long DBT CORP US N 2 2026-01-08 Fixed 4.39000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 145000.00000000 PA USD 130392.70000000 0.022508779257 Long DBT CORP US N 2 2029-02-01 Fixed 4.63000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAP4 71000.00000000 PA USD 68802.55000000 0.011876902696 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -575050.00000000 PA USD -575050.00000000 -0.09926685705 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 575050.00000000 USD 575140.09000000 USD CDS N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 14000.00000000 0.002416722022 Long DBT CORP KY N 2 2025-05-27 None 0.00000000 Y N N N N N TAP ROCK RESOURCES LLC 549300Y3SDS1HPFQ6H17 87602LAA0 982000.00000000 PA USD 927990.00000000 0.160192419230 Long DBT CORP US N 2 2026-10-01 Fixed 7.00000000 N N N N N N Rossini Sarl 549300EC5JCCW6F83R11 000000000 166000.00000000 PA 170424.40000000 0.029419171469 Long DBT CORP LU N 2 2025-10-30 Fixed 6.75000000 N N N N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 458652AB0 270000.00000000 PA USD 220218.75000000 0.038014821627 Long DBT CORP BS N 2 2029-08-15 Fixed 3.88000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 2500000.00000000 OU Notional Amount USD -409417.65000000 -0.07067490364 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.9 137BERAI8 Y sell protection 2058-09-17 0.00000000 USD -522558.07000000 USD 2500000.00000000 USD 113140.42000000 N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAB1 195000.00000000 PA USD 179107.50000000 0.030918074254 Long DBT CORP US N 2 2030-02-15 Fixed 6.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1006525.00000000 PA USD -1006525.00000000 -0.17374936665 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1006525.00000000 USD 1006692.75000000 USD CDS N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 1082000.00000000 PA USD 945105.36000000 0.163146924046 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 51000.00000000 PA USD 46728.75000000 0.008066457084 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N Cloudera, Inc. 549300PGONC4JOI0RG62 74339VAB4 518680.00000000 PA USD 490152.60000000 0.084611613041 Long LON CORP US N 2 2028-10-08 Floating 6.12000000 N N N N N N HEUNGKUK LIFE INSURANCE 988400EEEB3WBUD4BW44 000000000 200000.00000000 PA USD 193037.50000000 0.033322712666 Long DBT CORP KR N 2 2022-11-09 Fixed 4.48000000 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 171779AL5 133000.00000000 PA USD 121695.00000000 0.021007356176 Long DBT CORP US N 2 2030-01-31 Fixed 4.00000000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AF2 454000.00000000 PA USD 399968.55000000 0.069043771636 Long DBT CORP US N 2 2029-10-01 Fixed 3.75000000 N N N N N N NEPTUNE ENERGY BONDCO 549300CPMT8I2QBRYF88 64073KAA1 200000.00000000 PA USD 193280.00000000 0.033364573744 Long DBT CORP GB N 2 2025-05-15 Fixed 6.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -593880.00000000 PA USD -593880.00000000 -0.10251734817 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 593880.00000000 USD 593978.98000000 USD CDS N N N Camelot U.S. Acquisition LLC N/A 000000000 200850.00000000 PA USD 195639.95000000 0.033771955396 Long LON CORP LU N 2 2026-10-30 Floating 5.37000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 56000.00000000 PA USD 52016.16000000 0.008979185669 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N POSTE ITALIANE SPA 815600354DEDBD0BA991 000000000 100000.00000000 PA 72565.53000000 0.012526479599 Long DBT CORP IT N 2 2029-03-24 Fixed 2.63000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 172987AY5 893662.55000000 PA USD 845611.03000000 0.145971914162 Long ABS-MBS CORP US N 2 2036-11-25 Variable 2.95000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 1452000.00000000 PA USD 1430249.04000000 0.246893882283 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10000.00000000 OU Notional Amount -2616.26000000 -0.00045162665 N/A DCR XX N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ADLER REAL ESTATE AG ADLER REAL ESTATE AG Y sell protection 2026-12-22 185.86000000 EUR 0.00000000 EUR 10000.00000000 EUR -2833.07000000 N N N MELCO RESORTS FINANCE N/A 000000000 250000.00000000 PA USD 195000.00000000 0.033661485306 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 940000.00000000 PA USD 826260.00000000 0.142631481280 Long DBT CORP US N 2 2026-09-15 Fixed 3.55000000 N N N N N N Nomura Asset Acceptance Corporation N0RUIPD25XQCBR0TK507 65536PAC4 6817010.99000000 PA USD 1755293.07000000 0.303003958385 Long ABS-MBS CORP US N 2 2036-05-25 Variable 6.16000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 1189000.00000000 PA USD 1171165.00000000 0.202170017638 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75971FAE3 3649417.39000000 PA USD 1759595.06000000 0.303746580811 Long ABS-MBS CORP US N 2 2037-09-25 Variable 7.00000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 895000.00000000 PA USD 861634.40000000 0.148737916387 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 677000.00000000 PA USD 534745.38000000 0.092309352573 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N ARKO CORP N/A 041242AA6 232000.00000000 PA USD 194898.56000000 0.033643974429 Long DBT CORP US N 2 2029-11-15 Fixed 5.13000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBU2 3000000.00000000 PA USD 2820143.34000000 0.486821608219 Long DBT CORP FR N 2 2028-04-06 Fixed 6.75000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 604000.00000000 PA USD 525165.92000000 0.090655717434 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -705000.00000000 PA USD -705000.00000000 -0.12169921610 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 705000.00000000 USD 705102.81000000 USD CDS N N N AT&T INC 549300Z40J86GGSTL398 00206RJK9 111000.00000000 PA USD 104360.52000000 0.018015026208 Long DBT CORP US N 2 2044-06-01 Fixed 4.65000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262CAB6 2216495.31000000 PA USD 1952058.55000000 0.336970206149 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 200000.00000000 PA USD 163000.00000000 0.028137549256 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 256000.00000000 PA USD 243850.24000000 0.042094160363 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -837612.50000000 PA USD -837612.50000000 -0.14459118390 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 837612.50000000 USD 837659.03000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1005837.50000000 PA USD -1005837.50000000 -0.17363068834 Short RA CORP US N 2 Reverse repurchase N 2.88000000 2049-12-31 1005837.50000000 USD 1005897.01000000 USD CDS N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 143000.00000000 PA USD 136023.40000000 0.023480767592 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 512000.00000000 PA USD 404480.00000000 0.069822551676 Long DBT CORP KY N 2 2030-02-04 Fixed 4.38000000 N N N N N N DIC ASSET AG 52990044JL2ZPWONU738 000000000 100000.00000000 PA 73434.68000000 0.012676514881 Long DBT CORP DE N 2 2026-09-22 Fixed 2.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 2500000.00000000 PA USD 2303391.33000000 0.397618325184 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -464143.75000000 PA USD -464143.75000000 -0.08012188728 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 515000.00000000 USD 506051.68445000 USD CDS N N N Momentive Performance Materials Inc. 54930021ZH8MCUXACZ50 60877JAB8 0.08000000 PA USD 0.08000000 0.000000013809 Long LON CORP US N 2 2024-05-15 Floating 5.63000000 N N N N N N TENDAM BRANDS SAU 959800F8A7CLAN0C2203 000000000 100000.00000000 PA 97350.23000000 0.016804888906 Long DBT CORP ES N 2 2024-09-15 Floating 5.52000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 17657.00000000 OU Notional Amount -134.44000000 -0.00002320743 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 539.51000000 EUR 0.00000000 EUR 17657.00000000 EUR -719.79000000 N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 100000.00000000 PA 93279.61000000 0.016102206263 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -219450.00000000 PA USD -219450.00000000 -0.03788211769 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 219450.00000000 USD 219460.67000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 320000.00000000 PA USD 303584.00000000 0.052405581309 Long DBT CORP US N 2 2027-08-17 Fixed 4.13000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAH8 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBT9 6363561.75000000 PA USD 5736323.03000000 0.990221299436 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -672750.00000000 PA USD -672750.00000000 -0.11613212430 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 672750.00000000 USD 672862.12000000 USD CDS N N N BURLINGTN NORTH SANTA FE N/A 12189LAK7 500000.00000000 PA USD 495920.50000000 0.085607285252 Long DBT CORP US N 2 2042-09-01 Fixed 4.38000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -62569434.71000000 PA USD -62569434.71000000 -10.8009236264 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 62569434.71000000 USD 62621575.91000000 USD AMBS N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 36000.00000000 PA USD 32445.00000000 0.005600753286 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAA8 637000.00000000 PA USD 490368.97000000 0.084648963480 Long DBT US N 2 2029-02-15 Fixed 6.50000000 N N N N N N FIVE POINT OP CO LP/FIVE N/A 33834YAA6 41000.00000000 PA USD 34850.00000000 0.006015911604 Long DBT CORP US N 2 2025-11-15 Fixed 7.88000000 N N N N N N VERMILION ENERGY INC WT03B8BB1IX8WI9ZGV02 923725AD7 204000.00000000 PA USD 196835.52000000 0.033978338278 Long DBT CORP CA N 2 2030-05-01 Fixed 6.88000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 266000.00000000 PA USD 204421.00000000 0.035287766604 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CL5 65000.00000000 PA USD 49736.81000000 0.008585717430 Long DBT CORP US N 2 2035-03-01 Fixed 4.80000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAC4 200000.00000000 PA USD 141500.00000000 0.024426154722 Long DBT CORP LU N 2 2028-01-22 Fixed 4.70000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 368000.00000000 PA USD 342963.37000000 0.059203366359 Long DBT CORP US N 2 2030-01-31 Fixed 4.13000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 709000.00000000 PA USD 720195.11000000 0.124322241607 Long DBT CORP US N 2 2030-06-15 Fixed 5.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 377000.00000000 PA USD 365690.00000000 0.063126505445 Long DBT CORP US N 2 2028-02-15 Fixed 5.88000000 N N N N N N Credit Suisse Mortgage Trust N/A 12645KAC5 1432738.60000000 PA USD 1252801.96000000 0.216262434712 Long ABS-MBS CORP US N 2 2037-09-27 Floating 2.30000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -1671250.00000000 PA USD -1671250.00000000 -0.28849619138 Short RA CORP US N 2 Reverse repurchase N 2.53000000 2049-12-31 1671250.00000000 USD 1671332.63000000 USD CDS N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 13123XAZ5 152000.00000000 PA USD 145717.84000000 0.025154250923 Long DBT CORP US N 2 2026-07-01 Fixed 6.38000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 58000.00000000 PA USD 51430.34000000 0.008878059662 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 79380.00000000 PA USD 76750.93000000 0.013248975910 Long LON CORP US N 2 2027-01-29 Floating 6.12000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 173000.00000000 PA USD 175855.37000000 0.030356681812 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08182FAU3 250000.00000000 PA USD 233975.25000000 0.040389509949 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.56000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAA6 3000000.00000000 PA USD 2517340.80000000 0.434550924880 Long DBT CORP FR N 2 2030-11-18 Fixed 5.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -325500.00000000 PA USD -325500.00000000 -0.05618878701 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 325500.00000000 USD 325547.47000000 USD CDS N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BF1 315000.00000000 PA USD 303488.33000000 0.052389066467 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AX4 481000.00000000 PA USD 421476.25000000 0.072756495367 Long DBT CORP US N 2 2031-09-15 Fixed 3.13000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 343000.00000000 PA USD 257006.47000000 0.044365228275 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 05988HAE7 213919.18000000 PA USD 205567.78000000 0.035485727210 Long LON CORP US N 2 2025-10-02 Floating 6.12000000 N N N N N N THETA CAPITAL PTE LTD 2549003I5QVCGQHCYJ52 000000000 200000.00000000 PA USD 160412.50000000 0.027690887239 Long DBT CORP SG N 2 2025-01-22 Fixed 8.13000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 100000.00000000 PA 97792.78000000 0.016881283215 Long DBT CORP DE N 2 2032-06-24 Fixed 4.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -695830.00000000 PA USD -695830.00000000 -0.12011626318 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 695830.00000000 USD 695945.97000000 USD CDS N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAG6 53000.00000000 PA USD 49236.53000000 0.008499357595 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 307000.00000000 PA USD 285491.58000000 0.049282413463 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 2072000.00000000 PA USD 2072000.00000000 0.357674859261 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 1265000.00000000 PA USD 1044934.28000000 0.180379691861 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAA2 250000.00000000 PA USD 225373.70000000 0.038904684569 Long DBT CORP FR N 2 2028-06-15 Fixed 5.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 14000.00000000 PA USD 12425.00000000 0.002144840794 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 339000.00000000 PA USD 283976.06000000 0.049020799852 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 85000.00000000 PA USD 72550.90000000 0.012523954124 Long DBT US N 2 2029-06-15 Fixed 4.75000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 161000.00000000 PA USD 157377.50000000 0.027166976430 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 317000.00000000 PA USD 308152.53000000 0.053194214671 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N AXALTA COAT/DUTCH HLD BV N/A 05454NAA7 600000.00000000 PA USD 573120.66000000 0.098933808593 Long DBT CORP XX N 2 2027-06-15 Fixed 4.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5697450.00000000 OU Notional Amount USD -97154.07000000 -0.01677102717 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S38 2I65BRYR5 Y buy protection 2027-06-22 0.00000000 USD -148527.14000000 USD 5697450.00000000 USD 51373.07000000 N N N Galaxy US Opco Inc. N/A 36321DAB3 263000.00000000 PA USD 247548.75000000 0.042732608260 Long LON CORP US N 2 2029-04-29 Floating 7.08000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 711000.00000000 PA USD 696388.95000000 0.120212750811 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N NOVELIS SHEET INGOT GMBH 9845005E95899E77AY49 000000000 200000.00000000 PA 171254.65000000 0.029562491716 Long DBT CORP DE N 2 2029-04-15 Fixed 3.38000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -140025.02000000 PA USD -140025.02000000 -0.02417153924 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 140025.02000000 USD 140141.71000000 USD AMBS N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 320000.00000000 PA USD 260860.00000000 0.045030436190 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 2000000.00000000 PA USD 1828100.00000000 0.315572109177 Long DBT CORP US N 2 2026-02-18 Fixed 3.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EN0 2865000.00000000 PA USD 2896880.86000000 0.500068269255 Long DBT CORP US N 2 2025-03-17 Fixed 6.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V606 60125.00000000 NS USD 1544010.00000000 0.266531640660 Long EP CORP US N 1 N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AR9 250000.00000000 PA USD 241354.47000000 0.041663333054 Long DBT CORP AU N 2 2042-02-24 Fixed 4.13000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AJ1 213000.00000000 PA USD 175126.47000000 0.030230856906 Long DBT CORP US N 2 2030-05-01 Fixed 10.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 91000.00000000 PA USD 78283.21000000 0.013513482683 Long DBT CORP PA N 2 2026-03-01 Fixed 7.63000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 23244GAD4 1800688.22000000 PA USD 1593513.46000000 0.275077076513 Long ABS-MBS CORP US N 2 2046-12-25 Floating 2.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 2019000.00000000 PA USD 1676606.86000000 0.289420908632 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 259000.00000000 PA USD 234395.00000000 0.040461968453 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 142000.00000000 PA USD 125993.67000000 0.021749405494 Long DBT CORP US N 2 2029-05-01 Fixed 3.63000000 N N N N N N COLT Funding LLC N/A 19688LAA0 1524119.19000000 PA USD 1491770.67000000 0.257513930715 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.55000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBW1 750000.00000000 PA USD 746585.12000000 0.128877764344 Long DBT CORP US N 2 2042-03-15 Fixed 4.38000000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A 98981BAA0 1130000.00000000 PA USD 1011350.00000000 0.174582272641 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AY8 114000.00000000 PA USD 116563.29000000 0.020121504993 Long DBT CORP LR N 2 2023-06-01 Fixed 10.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 74000.00000000 PA USD 71410.00000000 0.012327008542 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Frontier Communications Corp. N/A 35906EAQ3 254571.52000000 PA USD 242288.44000000 0.041824557759 Long LON CORP US N 2 2028-05-01 Floating 6.06000000 N N N N N N METIS MERGER SUB LLC N/A 59155LAA0 273000.00000000 PA USD 232208.86000000 0.040084590405 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N DYCOM INDUSTRIES INC 549300F56EKTHQI3WT60 267475AD3 130000.00000000 PA USD 119250.30000000 0.020585344724 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -39816.25000000 PA USD -39816.25000000 -0.00687320058 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 39816.25000000 USD 39818.33000000 USD CDS N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 16679.00000000 OU Notional Amount -126.99000000 -0.00002192139 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 551.74000000 EUR 0.00000000 EUR 16679.00000000 EUR -725.60000000 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 341000.00000000 PA USD 313303.98000000 0.054083473432 Long DBT CORP US N 2 2032-05-15 Fixed 3.88000000 N N N N N N Ziggo Bond Co BV 213800JYI4P7V5QDOG59 98954UAB9 638000.00000000 PA USD 614298.30000000 0.106042016407 Long DBT CORP NL N 2 2027-01-15 Fixed 6.00000000 N N N N N N VIVO ENERGY INVESTMENTS 724500P3OXMB2IERLM56 92856HAB0 349000.00000000 PA USD 327187.50000000 0.056480088327 Long DBT CORP NL N 2 2027-09-24 Fixed 5.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1034656.25000000 PA USD -1034656.25000000 -0.17860546747 Short RA CORP US N 2 Reverse repurchase N 2.21000000 2049-12-31 1034656.25000000 USD 1034782.13000000 USD CDS N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 66000.00000000 PA USD 47850.00000000 0.008260010625 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGE0 221000.00000000 PA USD 193728.60000000 0.033442012422 Long DBT CORP US N 2 2026-11-02 Fixed 3.13000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 233000.00000000 PA USD 201854.72000000 0.034844767648 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 1385000.00000000 PA USD 1333367.20000000 0.230169848264 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAC6 11000.00000000 PA USD 10752.50000000 0.001856128824 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AM6 42000.00000000 PA USD 41895.00000000 0.007232040650 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N Residential Asset Securitization Trust N/A 761119AK2 6341438.63000000 PA USD 1154328.90000000 0.199263719521 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.86000000 N N N N N N Inkia Energy Ltd N/A 000000000 251000.00000000 PA USD 229241.44000000 0.039572345457 Long DBT CORP BM N 2 2027-11-09 Fixed 5.88000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 190000.00000000 PA USD 163400.00000000 0.028206598457 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 622000.00000000 PA USD 597026.70000000 0.103060540973 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -390000.00000000 PA USD -390000.00000000 -0.06732297061 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 390000.00000000 USD 390056.88000000 USD CDS N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 745000.00000000 PA USD 649542.28000000 0.112125938022 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 401000.00000000 PA USD 368920.00000000 0.063684077740 Long DBT CORP CA N 2 2026-08-15 Fixed 3.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13295000.00000000 OU Notional Amount USD -192754.77000000 -0.03327390696 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-11-30 0.00000000 USD -120.72000000 USD 13295000.00000000 USD -192634.05000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 465000.00000000 PA USD 371281.51000000 0.064091728685 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N N Carval CLO LTD N/A 14686VAA1 500000.00000000 PA USD 445474.55000000 0.076899153945 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 9.15000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1170240.00000000 PA USD -1170240.00000000 -0.20201034136 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1170240.00000000 USD 1170305.01000000 USD CDS N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 297000.00000000 PA USD 294876.45000000 0.050902457892 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 1924000.00000000 PA USD 1837161.65000000 0.317136358399 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 329000.00000000 PA USD 292810.00000000 0.050545741090 Long DBT CORP US N 2 2026-09-30 Fixed 6.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -494000.00000000 PA USD -494000.00000000 -0.08527576277 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 494000.00000000 USD 494072.04000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 1082000.00000000 PA USD 1200365.39000000 0.207210676607 Long DBT CORP US N 2 2030-09-01 Fixed 6.63000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAW5 1865000.00000000 PA USD 1769572.00000000 0.305468830141 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 33000.00000000 PA USD 32312.12000000 0.005577815141 Long DBT CORP US N 2 2029-05-15 Fixed 5.13000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAB7 299000.00000000 PA USD 292798.74000000 0.050543797355 Long DBT CORP GB N 2 2025-10-30 Fixed 8.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 1000000.00000000 PA USD 955282.82000000 0.164903787740 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 703000.00000000 PA USD 674240.27000000 0.116389379189 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 78000.00000000 PA USD 74514.96000000 0.012862996057 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 47760.00000000 PA USD 45337.33000000 0.007826265987 Long DBT CORP US N 2 2026-01-15 Fixed 4.88000000 N N N N N N IMPULSORA PIPELINE N/A 000000000 1545642.36000000 PA USD 1406691.69000000 0.242827341816 Long DBT CORP US N 2 2042-12-31 Fixed 6.05000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 34000.00000000 PA USD 31186.16000000 0.005383448546 Long DBT CORP US N 2 2030-03-01 Fixed 5.13000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -172902.05000000 PA USD -172902.05000000 -0.02984687084 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 172902.05000000 USD 173046.14000000 USD AMBS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -473268.75000000 PA USD -473268.75000000 -0.08169707217 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 473268.75000000 USD 473343.68000000 USD CDS N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAA6 292000.00000000 PA USD 274899.75000000 0.047454019976 Long DBT CORP MX N 2 2024-09-27 Fixed 6.75000000 N N N N N N CIFC Funding Ltd N/A 12555QAW6 500000.00000000 PA USD 466885.45000000 0.080595167770 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.61000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 100000.00000000 PA 96190.21000000 0.016604642772 Long DBT CORP FR N 2 2027-02-01 Fixed 5.88000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 114000.00000000 PA USD 102272.82000000 0.017654641167 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 96000.00000000 PA USD 82284.88000000 0.014204262969 Long DBT CORP US N 2 2032-03-15 Fixed 4.38000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YT4 400000.00000000 PA USD 366620.00000000 0.063287044837 Long DBT CORP US N 2 2027-11-02 Fixed 3.82000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 94161.23000000 0.016254394154 Long DBT CORP GB N 2 2080-08-27 Fixed 2.63000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 200000.00000000 PA USD 203412.50000000 0.035113676307 Long DBT CORP NL N 2 2025-01-31 Fixed 7.13000000 N N N N N N IAA Inc 549300PZCOPC5178W747 449253AB9 443000.00000000 PA USD 442736.42000000 0.076426489726 Long DBT CORP US N 2 2027-06-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JL5Q3 140941.99000000 PA USD 144346.00000000 0.024917439785 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N KAIXO BONDCO TELECOM SA 959800ULWB3MZHZ69055 000000000 100000.00000000 PA 88224.35000000 0.015229552108 Long DBT CORP ES N 2 2029-09-30 Fixed 5.13000000 N N N N N N Brand Energy & Infrastructure Services, Inc. 549300B658W2BPDQMW42 10524MAN7 2589517.60000000 PA USD 2359205.90000000 0.407253203789 Long LON CORP US N 2 2024-06-21 Floating 6.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 2545000.00000000 PA USD 2473621.96000000 0.427004047494 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 864552.00000000 PA USD 654275.66000000 0.112943028285 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N UMBS, TBA N/A 01F042699 58000.00000000 PA USD 58895.65000000 0.010166743882 Long ABS-MBS USGSE US N 2 2052-09-15 Fixed 4.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -810405.00000000 PA USD -810405.00000000 -0.13989454359 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 810405.00000000 USD 810533.31000000 USD CDS N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 530000.00000000 PA USD 472293.81000000 0.081528775107 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 400000.00000000 PA USD 30000.00000000 0.005178690047 Long DBT CORP KY N 2 2023-07-28 Fixed 9.25000000 Y Y N N N N HILTON WORLDWIDE FIN LLC 549300406TN7EY0NPH20 432891AK5 246000.00000000 PA USD 241695.00000000 0.041722116365 Long DBT CORP US N 2 2027-04-01 Fixed 4.88000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 236000.00000000 PA USD 196145.50000000 0.033859224955 Long DBT NUSS GT N 2 2033-10-07 Fixed 3.70000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBD5 96929.89000000 PA USD 94552.20000000 0.016321884569 Long LON CORP US N 2 2025-04-16 Floating 4.12000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -632790.00000000 PA USD -632790.00000000 -0.10923410916 Short RA CORP US N 2 Reverse repurchase N 2.85000000 2049-12-31 632790.00000000 USD 632826.91000000 USD CDS N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 462000.00000000 PA USD 406892.64000000 0.070239028835 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 1060000.00000000 PA USD 897025.00000000 0.154847147986 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -494000.00000000 PA USD -494000.00000000 -0.08527576277 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 494000.00000000 USD 494027.44000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -654938.75000000 PA USD -654938.75000000 -0.11305749287 Short RA CORP US N 2 Reverse repurchase N -1.50000000 2049-12-31 654938.75000000 USD 653929.05000000 USD CDS N N N COLT Funding LLC N/A 19688JAD9 2550000.00000000 PA USD 2504540.39000000 0.432341279685 Long ABS-MBS CORP US N 2 2065-03-25 Variable 5.25000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 182000.00000000 PA USD 181545.00000000 0.031338842820 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -537652.50000000 PA USD -537652.50000000 -0.09281118835 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 537652.50000000 USD 537733.15000000 USD CDS N N N Republic of Guatemala 529900QKDFFU9UWW5315 000000000 200000.00000000 PA USD 196350.00000000 0.033894526359 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.50000000 N N N N N N LA FINAC ATALIAN SA 969500ICOLJMB33J0L87 000000000 100000.00000000 PA 98726.93000000 0.017042538992 Long DBT CORP FR N 2 2025-05-15 Fixed 5.13000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBG4 84406.97000000 PA USD 80460.94000000 0.013889408972 Long LON CORP US N 2 2027-12-17 Floating 5.87000000 N N N N N N Aptiv PLC N/A 03835VAF3 280000.00000000 PA USD 229178.41000000 0.039561465030 Long DBT CORP JE N 2 2046-10-01 Fixed 4.40000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -241312.50000000 PA USD -241312.50000000 -0.04165608806 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 241312.50000000 USD 241350.71000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -438421.31000000 PA USD -438421.31000000 -0.07568160248 Short RA CORP US N 2 Reverse repurchase N 2.57000000 2049-12-31 438421.31000000 USD 438443.47000000 USD CDS N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 1969000.00000000 PA USD 1866040.99000000 0.322121596753 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N Sotheby's 549300P5BAAMQQ7VL735 08883CAE8 220944.75000000 PA USD 213211.68000000 0.036805240172 Long LON CORP US N 3 2027-01-15 Floating 7.01000000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 100000.00000000 PA 89809.55000000 0.015503194091 Long DBT CORP NL N 2 2031-03-28 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBHS0 2473220.35000000 PA USD 2560222.80000000 0.441953344434 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.50000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 000000000 483000.00000000 PA USD 435907.50000000 0.075247661058 Long DBT CORP LU N 2 2024-10-06 Fixed 5.13000000 N N N N N N Fremont Home Loan Trust N/A 35729VAD9 6438658.90000000 PA USD 2504969.26000000 0.432415312511 Long ABS-O CORP US N 2 2036-11-25 Floating 2.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J57G8 1245955.79000000 PA USD 1273606.85000000 0.219853837272 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BU4 250000.00000000 PA USD 248528.37000000 0.042901713205 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EH3 5535000.00000000 PA USD 5574648.98000000 0.962312639648 Long DBT CORP US N 2 2024-09-05 Fixed 6.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -961755.00000000 PA USD -961755.00000000 -0.16602103487 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 961755.00000000 USD 961903.27000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 846000.00000000 PA USD 888316.92000000 0.153343933079 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AR9 59000.00000000 PA USD 53750.18000000 0.009278517406 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 200000.00000000 PA USD 197600.00000000 0.034110305111 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Countrywide Home Loans N/A 12545EAJ5 1474725.14000000 PA USD 686335.90000000 0.118477363145 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 382000.00000000 PA USD 341794.50000000 0.059001592511 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -187273.75000000 PA USD -187273.75000000 -0.03232775684 Short RA CORP US N 2 Reverse repurchase N 2.52000000 2049-12-31 187273.75000000 USD 187282.96000000 USD CDS N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BG9 83000.00000000 PA USD 69280.10000000 0.011959338811 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -272630.00000000 PA USD -272630.00000000 -0.04706220891 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 272630.00000000 USD 272673.17000000 USD CDS N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 197000.00000000 PA USD 189134.78000000 0.032649013425 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 8443791.00000000 PA USD 7614693.73000000 1.314471287739 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 3202.00000000 OU Notional Amount -24.38000000 -0.00000420854 N/A DCR XX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 91.17000000 EUR 0.00000000 EUR 3202.00000000 EUR -123.07000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 000000000 210000.00000000 PA USD 179195.63000000 0.030933287519 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 1054000.00000000 PA USD 1019745.00000000 0.176031442740 Long DBT CORP US N 2 2028-03-01 Fixed 8.13000000 N N N N N N Chamberlain Group Inc 25490092IFNOZBRVE539 15963CAC0 442842.00000000 PA USD 411475.50000000 0.071030135884 Long LON CORP US N 2 2028-11-03 Floating 5.87000000 N N N N N N Starwood Residential Mortgage Trust N/A 85573GAD4 1750000.00000000 PA USD 1637334.13000000 0.282641532100 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.36000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -10000.00000000 PA USD -10000.00000000 -0.00172623001 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2049-12-31 10000.00000000 USD 10000.69000000 USD CDS N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AT3 44000.00000000 PA USD 44528.00000000 0.007686557014 Long DBT CORP US N 2 2025-07-01 Fixed 5.25000000 N N N N N N Springs Windows Fashions, LLC N/A 78489HAB4 535657.50000000 PA USD 446604.44000000 0.077094198949 Long LON CORP US N 2 2028-10-06 Floating 6.16000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 378000.00000000 PA USD 340164.09000000 0.058720146243 Long DBT CORP US N 2 2029-02-01 Fixed 4.38000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAB0 501000.00000000 PA USD 473279.67000000 0.081698957219 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -125207.50000000 PA USD -125207.50000000 -0.02161369446 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 125207.50000000 USD 125214.04000000 USD CDS N N N ALLIED UNIVERSAL N/A 019576AC1 1655000.00000000 PA USD 1272281.25000000 0.219625008221 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 423000.00000000 PA USD 418770.00000000 0.072289334369 Long DBT CORP US N 2 2027-05-15 Fixed 7.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1542003.75000000 PA USD -1542003.75000000 -0.26618531576 Short RA CORP US N 2 Reverse repurchase N 2.39000000 2049-12-31 1542003.75000000 USD 1542214.49000000 USD CDS N N N Fertitta Entertainment, LLC 984500A0805D8V551D35 31556PAB3 511008.88000000 PA USD 486291.38000000 0.083945077655 Long LON CORP US N 2 2029-01-27 Floating 6.33000000 N N N N N N White Cap Buyer LLC N/A 96350TAC4 429129.97000000 PA USD 409192.59000000 0.070636053107 Long LON CORP US N 2 2027-10-19 Floating 6.08000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -447615.00000000 PA USD -447615.00000000 -0.07726864484 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 447615.00000000 USD 447685.87000000 USD CDS N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAB3 22000.00000000 PA USD 20322.61000000 0.003508149938 Long DBT CORP US N 2 2028-03-15 Fixed 3.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AF8 756000.00000000 PA USD 702550.80000000 0.121276427854 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 205000.00000000 PA USD 170252.50000000 0.029389497575 Long DBT CORP MX N 2 2027-01-24 Fixed 5.88000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAC9 332000.00000000 PA USD 303365.00000000 0.052367776872 Long DBT CORP US N 2 2028-11-01 Fixed 5.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -266475.00000000 PA USD -266475.00000000 -0.04599971434 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 266475.00000000 USD 266503.13000000 USD CDS N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAE0 1027000.00000000 PA USD 934907.82000000 0.161386594083 Long DBT CORP US N 2 2028-08-15 Fixed 4.88000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081AU6 291000.00000000 PA USD 285180.00000000 0.049228627588 Long DBT CORP US N 2 2040-10-01 Fixed 6.20000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAP7 233000.00000000 PA USD 224906.58000000 0.038824048913 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N ROLLER BEARING CO OF AME N/A 775631AD6 155000.00000000 PA USD 140514.74000000 0.024256076184 Long DBT CORP US N 2 2029-10-15 Fixed 4.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -352590.00000000 PA USD -352590.00000000 -0.06086514412 Short RA CORP US N 2 Reverse repurchase N -0.50000000 2049-12-31 352590.00000000 USD 352570.41000000 USD CDS N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 431000.00000000 PA USD 382728.00000000 0.066067656146 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 1185211.68000000 PA USD 1150402.01000000 0.198585847982 Long LON CORP US N 2 2028-02-01 Floating 6.12000000 N N N N N N ARDAGH PKG FIN/HLDGS USA 549300SO59UL53O4D221 000000000 100000.00000000 PA 90900.59000000 0.015691532690 Long DBT CORP XX N 2 2027-07-15 Fixed 4.75000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 201000.00000000 PA USD 178136.25000000 0.030750414164 Long DBT CORP US N 2 2029-02-15 Fixed 3.13000000 N N N N N N SWITCH LTD 5493002D70VTFFLT8L43 87105NAC4 788000.00000000 PA USD 797400.84000000 0.137649726458 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N GLOBAL NET LEASE/GLOBAL N/A 37892AAA8 183000.00000000 PA USD 160445.92000000 0.027696656300 Long DBT US N 2 2027-12-15 Fixed 3.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -173362.50000000 PA USD -173362.50000000 -0.02992635511 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 173362.50000000 USD 173388.50000000 USD CDS N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAG3 637000.00000000 PA USD 963462.50000000 0.166315788653 Long DBT CORP US N 2 2026-05-01 Fixed 2.25000000 N N N N Y CNX Resources Corp USD XXXX N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -403047.50000000 PA USD -403047.50000000 -0.06957526922 Short RA CORP US N 2 Reverse repurchase N 2.72000000 2049-12-31 403047.50000000 USD 403069.56000000 USD CDS N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 972000.00000000 OU Notional Amount USD -159181.58000000 -0.02747840213 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.9 137BERAI8 Y sell protection 2058-09-18 0.00000000 USD -105369.87000000 USD 972000.00000000 USD -53811.71000000 N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AA2 95000.00000000 PA USD 90531.20000000 0.015627767480 Long DBT CORP US N 2 2026-08-01 Fixed 6.00000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 706000.00000000 PA USD 679772.10000000 0.117344300288 Long DBT CORP IE N 2 2029-01-15 Fixed 4.38000000 N N N N N N P&L DEV LLC/PLD FIN CORP N/A 69306RAA4 339000.00000000 PA USD 227130.00000000 0.039207862347 Long DBT CORP US N 2 2025-11-15 Fixed 7.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -27100.00000000 PA USD -27100.00000000 -0.00467808334 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 27100.00000000 USD 27104.52000000 USD CDS N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AC7 290000.00000000 PA USD 179800.00000000 0.031037615682 Long DBT CORP CL N 2 2029-04-15 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1207342.50000000 PA USD -1207342.50000000 -0.20841508627 Short RA CORP US N 2 Reverse repurchase N 2.33000000 2049-12-31 1207342.50000000 USD 1207501.47000000 USD CDS N N N CENTENNIAL RESOURCE PROD 5493004CTVUMQLRPOE23 15138AAC4 59000.00000000 PA USD 56240.47000000 0.009708398741 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -56887.50000000 PA USD -56887.50000000 -0.00982009100 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 56887.50000000 USD 56932.54000000 USD CDS N N N ENERGY TRANSFER LP 5493008K8W3OKZE54J59 29273RBL2 350000.00000000 PA USD 314556.93000000 0.054299761422 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 000000000 200000.00000000 PA USD 134000.00000000 0.023131482210 Long DBT CORP US N 2 2024-10-26 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1207500.00000000 PA USD -1207500.00000000 -0.20844227440 Short RA CORP US N 2 Reverse repurchase N 2.13000000 2049-12-31 1207500.00000000 USD 1207638.86000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -736188.75000000 PA USD -736188.75000000 -0.12708311174 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 736188.75000000 USD 736304.09000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -320242.50000000 PA USD -320242.50000000 -0.05528122158 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 320242.50000000 USD 320313.67000000 USD CDS N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92555WAD7 309622.00000000 PA USD 287561.43000000 0.049639717183 Long LON CORP US N 2 2029-03-02 Floating 6.94000000 N N N N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 000000000 200000.00000000 PA USD 165600.00000000 0.028586369060 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -107030.00000000 PA USD -107030.00000000 -0.01847583985 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 139000.00000000 USD 125496.15000000 USD CDS N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAC4 200000.00000000 PA USD 112000.00000000 0.019333776176 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -744734.23000000 PA USD -744734.23000000 -0.12855825815 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 744734.23000000 USD 745354.84000000 USD AMBS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -781562.50000000 PA USD -781562.50000000 -0.13491566466 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 781562.50000000 USD 781679.73000000 USD CDS N N N MEXICO CITY ARPT TRUST N/A 000000000 308000.00000000 PA USD 234293.88000000 0.040444512816 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 000000000 250000.00000000 PA USD 222187.50000000 0.038354673162 Long DBT CORP SG N 2 2027-01-30 Fixed 6.38000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 648000.00000000 PA USD 560241.36000000 0.096710545169 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 571000.00000000 PA USD 496770.00000000 0.085753928491 Long DBT CORP US N 2 2031-09-01 Fixed 3.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -750622.50000000 PA USD -750622.50000000 -0.12957470899 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 750622.50000000 USD 750741.35000000 USD CDS N N N Constellium SE 724500KRJEMC79KAAU28 210383AG0 1193000.00000000 PA USD 1157919.68000000 0.199883570743 Long DBT CORP FR N 2 2026-02-15 Fixed 5.88000000 N N N N N N CROWNROCK LP/CROWNROCK F WFBCP6PB6JZR80B7U482 228701AF5 1403000.00000000 PA USD 1400923.56000000 0.241831629902 Long DBT CORP US N 2 2025-10-15 Fixed 5.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1581772.50000000 PA USD -1581772.50000000 -0.27305031675 Short RA CORP US N 2 Reverse repurchase N 2.85000000 2049-12-31 1581772.50000000 USD 1582049.31000000 USD CDS N N N API ESCROW CORP N/A 00185PAA9 128000.00000000 PA USD 107840.00000000 0.018615664489 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N Generate CLO Ltd. 5493009C48K5WG4EX118 98625RAE9 250000.00000000 PA USD 214761.80000000 0.037072826539 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 8.41000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 5000000.00000000 OU Notional Amount USD -818835.29000000 -0.14134980555 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.9 137BERAI8 Y sell protection 2058-09-17 0.00000000 USD -517390.07000000 USD 5000000.00000000 USD -301445.22000000 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 201000.00000000 PA USD 175542.35000000 0.030302647360 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 329000.00000000 PA USD 306031.69000000 0.052828108904 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N TICP CLO Ltd N/A 87248UAD4 250000.00000000 PA USD 226591.45000000 0.039114896229 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 9.56000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 715000.00000000 PA USD 643500.00000000 0.111082901512 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N SOPHIA, L.P. 549300RP8NIJ7FY7OS79 83578BAN3 829396.20000000 PA USD 797049.75000000 0.137589120248 Long LON CORP US N 2 2027-10-07 Floating 5.50000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 148000.00000000 PA USD 119510.00000000 0.020630174918 Long DBT CORP US N 2 2029-09-01 Fixed 5.63000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 1281000.00000000 PA USD 1204908.60000000 0.207994939154 Long DBT CORP US N 2 2028-03-15 Fixed 5.13000000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 384311AA4 176000.00000000 PA USD 152842.43000000 0.026384119034 Long DBT CORP US N 2 2028-12-15 Fixed 4.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -221618.75000000 PA USD -221618.75000000 -0.03825649383 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 221618.75000000 USD 221630.75000000 USD CDS N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 183000.00000000 PA USD 171201.99000000 0.029553401389 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAK7 168000.00000000 PA USD 151368.00000000 0.026129598502 Long DBT CORP US N 2 2031-09-01 Fixed 6.00000000 N N N N N N EARTHSTONE ENERGY HOL 549300HGVO86L8G72J25 27034RAA1 373000.00000000 PA USD 356330.63000000 0.061510862903 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 1185000.00000000 PA USD 1156121.55000000 0.199573172145 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N BWAY Holding Company 549300DNGHXL0OMHW304 05604XAP1 387354.97000000 PA USD 369842.65000000 0.063843348353 Long LON CORP US N 2 2024-04-03 Floating 5.04000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAG7 377000.00000000 PA USD 358715.50000000 0.061922546321 Long DBT CORP US N 2 2027-12-15 Fixed 3.88000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 000000000 200000.00000000 PA USD 159000.00000000 0.027447057250 Long DBT CORP VG N 2 2023-07-02 Fixed 6.75000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 200000.00000000 PA USD 83000.00000000 0.014327709130 Long DBT CORP KY N 2 2024-04-08 Fixed 6.50000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 164000.00000000 PA USD 145996.77000000 0.025202400657 Long DBT CORP US N 2 2031-11-01 Fixed 3.63000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 78000.00000000 PA USD 59442.57000000 0.010261154854 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 285000.00000000 PA USD 267224.55000000 0.046129103915 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -954687.50000000 PA USD -954687.50000000 -0.16480102181 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 954687.50000000 USD 954737.36000000 USD CDS N N N KANE BIDCO LTD 213800IT8MD1MLYZWC24 000000000 100000.00000000 PA 107318.61000000 0.018525660582 Long DBT CORP JE N 2 2027-02-15 Fixed 6.50000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 339000.00000000 PA USD 305149.16000000 0.052675763926 Long DBT CORP CA N 2 2029-12-01 Fixed 3.88000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BH9 134000.00000000 PA USD 136186.21000000 0.023508872343 Long DBT CORP US N 2 2027-03-15 Fixed 7.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -976.00000000 NC USD -1501217.20000000 -0.25914461907 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note FVM2 COMDTY 2022-09-30 -109511157.31000000 USD -1501217.20000000 N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 100000.00000000 PA 85085.64000000 0.014687738567 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1420000.00000000 OU Notional Amount USD -242524.49000000 -0.04186530541 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-10-27 43.72000000 USD 0.00000000 USD 1420000.00000000 USD -242568.21000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 224000.00000000 PA USD 42560.00000000 0.007346834946 Long DBT NUSS UA N 2 2024-02-01 Fixed 8.99000000 N N N N N N CLYDESDALE ACQUISITION N/A 18972EAB1 483000.00000000 PA USD 460670.91000000 0.079522395222 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAK1 748000.00000000 PA USD 815408.79000000 0.140758312839 Long DBT CORP US N 2 2026-03-01 Fixed 7.63000000 N N N N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 100000.00000000 PA 105583.25000000 0.018226097530 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 N N N N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 48254EAB7 144021.14000000 PA USD 138404.32000000 0.023891769149 Long LON CORP US N 2 2028-09-23 Floating 5.12000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 33000.00000000 PA USD 30112.50000000 0.005198110134 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 10000000.00000000 OU Notional Amount USD -1915846.40000000 -0.33071915612 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CMBX.NA.BBB-.7 137BERAG2 Y sell protection 2047-01-17 0.00000000 USD -474380.49000000 USD 10000000.00000000 USD -1441465.91000000 N N N GREENKO MAURITIUS LTD 2138005EDWGI4914B264 000000000 200000.00000000 PA USD 197787.50000000 0.034142671923 Long DBT CORP MU N 2 2023-02-21 Fixed 6.25000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -101640.00000000 PA USD -101640.00000000 -0.01754540187 Short RA CORP US N 2 Reverse repurchase N -5.00000000 2049-12-31 168000.00000000 USD 145740.00000000 USD CDS N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 106538.00000000 0.018390909341 Long DBT CORP GB N 2 2029-01-31 Fixed 4.00000000 N N N N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001ABA9 57000.00000000 PA USD 55710.13000000 0.009616849858 Long DBT CORP US N 2 2027-06-06 Fixed 5.13000000 N N N N N N CHROME BIDCO SASU 9845000C1FYE89DC8677 000000000 100000.00000000 PA 90647.02000000 0.015647760676 Long DBT CORP FR N 2 2028-05-31 Fixed 3.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 1025000.00000000 PA USD 1327375.00000000 0.229135456714 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGSN8 2020920.98000000 PA USD 2038679.40000000 0.351922957275 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 521000.00000000 PA USD 482320.96000000 0.083259691837 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAF4 7000.00000000 PA USD 6057.58000000 0.001045677641 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -906250.00000000 PA USD -906250.00000000 -0.15643959517 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 906250.00000000 USD 906382.16000000 USD CDS N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 324000.00000000 PA USD 264244.68000000 0.045614709811 Long DBT CORP BM N 2 2026-03-15 Fixed 5.88000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAB6 339000.00000000 PA USD 298360.45000000 0.051503876429 Long DBT US N 2 2028-04-15 Fixed 4.75000000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAA8 526000.00000000 PA USD 499479.08000000 0.086221578013 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N CHONG HING BANK LTD 549300UE27D3HDTZET39 000000000 250000.00000000 PA USD 239109.38000000 0.041275778880 Long DBT CORP HK N 2 2024-07-15 Fixed 5.70000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -1125000.00000000 PA USD -1125000.00000000 -0.19420087677 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 1125000.00000000 USD 1125056.25000000 USD CDS N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount -1414.35000000 -0.00024414934 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 LADBROKES GROUP FIN PLC LADBROKES GROUP FIN PLC Y sell protection 2027-06-22 0.00000000 EUR -1030.36000000 EUR 10000.00000000 EUR -322.43000000 N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -1137645.00000000 PA USD -1137645.00000000 -0.19638369462 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 1137645.00000000 USD 1137705.04000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -366072.50000000 PA USD -366072.50000000 -0.06319253374 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 366072.50000000 USD 366090.30000000 USD CDS N N N Credit-Based Asset Servicing and Securitization N/A 12479DAD0 4442308.40000000 PA USD 3090705.86000000 0.533526922535 Long ABS-O CORP US N 2 2036-10-25 Floating 2.58000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 287000.00000000 PA USD 293098.75000000 0.050595585982 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBG93 4125767.66000000 PA USD 4225845.58000000 0.729478148207 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 1057000.00000000 PA USD 1092462.35000000 0.188584129963 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 35000.00000000 PA USD 34583.50000000 0.005969907574 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 636000.00000000 PA USD 640874.92000000 0.110629752323 Long DBT CORP US N 2 2030-06-15 Fixed 6.38000000 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 000000000 100000.00000000 PA 92236.31000000 0.015922108686 Long DBT CORP DE N 2 2028-05-15 Fixed 4.13000000 N N N N N N Spirit Aerosystems, Inc. ZD2NBKV6GCC3UMGBM518 84857HAX8 255293.32000000 PA USD 249932.16000000 0.043144039649 Long LON CORP US N 2 2025-01-15 Floating 6.12000000 N N N N N N BIG RIVER STEEL/BRS FIN N/A 08949LAB6 1363000.00000000 PA USD 1395964.16000000 0.240975523388 Long DBT CORP US N 2 2029-01-31 Fixed 6.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1196737.50000000 PA USD -1196737.50000000 -0.20658441934 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 1196737.50000000 USD 1196922.00000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -33187.50000000 PA USD -33187.50000000 -0.00572892586 Short RA CORP US N 2 Reverse repurchase N -3.00000000 2049-12-31 45000.00000000 USD 41035.95000000 USD CDS N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 131000.00000000 PA USD 115078.26000000 0.019865154657 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 310000.00000000 PA USD 286876.69000000 0.049521515309 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N CHAMPION PATH HOLDINGS 549300QWJFPV5413KI88 000000000 250000.00000000 PA USD 160000.00000000 0.027619680251 Long DBT CORP VG N 2 2026-01-27 Fixed 4.50000000 N N N N N N DISH DBS CORP N/A 25470XBF1 1143000.00000000 PA USD 927258.75000000 0.160066188660 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 443000.00000000 PA USD 351343.30000000 0.060649935028 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N COLGATE ENERGY PARTNERS 549300QRLZK0B17DH791 19416MAA7 584000.00000000 PA USD 572953.64000000 0.098904977099 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N I-Logic Technologies Bidco Limited 213800PHEXJH1L7ZN896 00510DAB0 124583.33000000 PA USD 121095.00000000 0.020903782375 Long LON CORP US N 2 2028-02-16 Floating 6.20000000 N N N N N N Argent Securities Inc. N/A 04012XAA3 4349555.74000000 PA USD 2966714.53000000 0.512123166981 Long ABS-O CORP US N 2 2036-06-25 Floating 2.56000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 350000.00000000 PA USD 287240.44000000 0.049584306926 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAP0 1500000.00000000 PA USD 1459612.26000000 0.251962649455 Long DBT CORP US N 2 2045-12-15 Fixed 4.80000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 860000.00000000 PA USD 880766.51000000 0.152040558642 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 575000.00000000 PA USD 519656.25000000 0.089704621661 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 929566AL1 281000.00000000 PA USD 231305.15000000 0.039928589272 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 308000.00000000 PA USD 249544.68000000 0.043077151688 Long DBT CORP US N 2 2031-10-15 Fixed 3.88000000 N N N N N N Octagon Investment Partners 31 LTD N/A 67576CAA4 500000.00000000 PA USD 442759.35000000 0.076430447971 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 9.01000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 250000.00000000 PA USD 198210.75000000 0.034215734609 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -342356.25000000 PA USD -342356.25000000 -0.05909856348 Short RA CORP US N 2 Reverse repurchase N 2.35000000 2049-12-31 342356.25000000 USD 342371.47000000 USD CDS N N N Countrywide Alternative Loan Trust N/A 02146SAG4 4572877.62000000 PA USD 3907396.80000000 0.674506563956 Long ABS-MBS CORP US N 2 2046-11-25 Floating 1.49000000 N N N N N N CDI ESCROW ISSUER INC N/A 12511VAA6 1246000.00000000 PA USD 1218039.76000000 0.210261679407 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount -2570.96000000 -0.00044380683 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 ADLER REAL ESTATE AG ADLER REAL ESTATE AG Y sell protection 2026-06-23 683.31000000 EUR 0.00000000 EUR 10000.00000000 EUR -3391.98000000 N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 234000.00000000 PA USD 230024.34000000 0.039707492005 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 91000.00000000 PA USD 88776.44000000 0.015324855541 Long DBT CORP US N 2 2025-11-15 Fixed 5.88000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 323000.00000000 PA USD 322192.50000000 0.055617836434 Long DBT CORP MX N 2 2024-01-15 Fixed 4.88000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAN1 688000.00000000 PA USD 673969.07000000 0.116342563831 Long DBT CORP US N 2 2026-09-15 Fixed 3.46000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 197000.00000000 PA USD 179861.00000000 0.031048145686 Long DBT CORP US N 2 2030-09-01 Fixed 3.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -806760.00000000 PA USD -806760.00000000 -0.13926533274 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 806760.00000000 USD 806804.82000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 402000.00000000 PA USD 309475.68000000 0.053422620795 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 108000.00000000 PA USD 111145.50000000 0.019186269821 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 715000.00000000 PA USD 629334.31000000 0.108637577585 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 000000000 200000.00000000 PA USD 78162.50000000 0.013492645360 Long DBT CORP NL N 2 2027-10-01 Fixed 7.65000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 538000.00000000 PA USD 486029.20000000 0.083899819356 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 285000.00000000 PA USD 227216.25000000 0.039222751081 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 109000.00000000 PA USD 98917.50000000 0.017075435758 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Ascent Resources - Utica 549300EGLQ2M2CL7JZ89 000000000 2933741.74000000 PA USD 3091430.36000000 0.533651987900 Long LON CORP US N 2 2025-11-01 Floating 11.46000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 170000.00000000 PA USD 171865.75000000 0.029667981632 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAL5 375000.00000000 PA USD 306240.00000000 0.052864068002 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAN0 360000.00000000 PA USD 267840.00000000 0.046235344741 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 450000.00000000 PA USD 436797.19000000 0.075401242016 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 000000000 100000.00000000 PA 97836.73000000 0.016888869996 Long DBT CORP US N 2 2026-04-15 Fixed 3.88000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAB2 178000.00000000 PA USD 177777.50000000 0.030688485662 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1790807.16000000 PA USD -1790807.16000000 -0.30913450719 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1790807.16000000 USD 1792299.50000000 USD AMBS N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 252000.00000000 PA USD 231971.04000000 0.040043537203 Long DBT CORP US N 2 2029-11-01 Fixed 3.88000000 N N N N N N Gulf Stream Meridian 1 Ltd. N/A 402564AA6 500000.00000000 PA USD 449186.00000000 0.077539835585 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 8.96000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -659175.00000000 PA USD -659175.00000000 -0.11378876706 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 748000.00000000 USD 815408.78760000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -7656000.00000000 PA USD -7656000.00000000 -1.32160170005 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 8800000.00000000 USD 8353708.17600000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -283610.00000000 PA USD -283610.00000000 -0.04895760947 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 283610.00000000 USD 283658.45000000 USD CDS N N N PETSMART INC/PETSMART FI N/A 71677KAA6 436000.00000000 PA USD 413755.28000000 0.071423678350 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 76000.00000000 PA USD 74501.71000000 0.012860708802 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -605250.00000000 PA USD -605250.00000000 -0.10448007170 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 605250.00000000 USD 605283.63000000 USD CDS N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 855000.00000000 PA USD 690438.15000000 0.119185505854 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 45410BAA2 243375.00000000 PA USD 203218.13000000 0.035080123574 Long DBT CORP MU N 2 2026-08-10 Fixed 4.70000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -342760.04000000 PA USD -342760.04000000 -0.05916826692 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 342760.04000000 USD 342777.18000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 376000.00000000 PA USD 341690.00000000 0.058983553407 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 213000.00000000 PA USD 194724.60000000 0.033613944932 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N PUG LLC N/A 74530DAC9 120815.70000000 PA USD 111552.76000000 0.019256572265 Long LON CORP US N 2 2027-02-12 Floating 5.87000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 20000.00000000 OU Notional Amount -5080.82000000 -0.00087706639 N/A DCR XX N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 ADLER REAL ESTATE AG ADLER REAL ESTATE AG Y sell protection 2025-12-23 1931.18000000 EUR 0.00000000 EUR 20000.00000000 EUR -7479.53000000 N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 1930000.00000000 PA USD 1784902.60000000 0.308115244329 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAA6 517000.00000000 PA USD 517834.96000000 0.089390225115 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 20000.00000000 OU Notional Amount -2219.89000000 -0.00038320407 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CASINO GUICHARD PERRACHO CASINO GUICHARD PERRACHO Y sell protection 2023-06-21 0.00000000 EUR -1531.95000000 EUR 20000.00000000 EUR -632.62000000 N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAQ7 117000.00000000 PA USD 115011.00000000 0.019853544034 Long LON CORP US N 2 2028-07-31 Floating 10.12000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 488000.00000000 PA USD 487721.84000000 0.084192007953 Long DBT CORP US N 2 2028-02-15 Fixed 6.13000000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483EAL4 642000.00000000 PA USD 598421.04000000 0.103301236129 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 000000000 100000.00000000 PA 94766.08000000 0.016358805176 Long DBT CORP LU N 2 2026-10-31 Fixed 5.75000000 N N N N N N CONTINUUM ENERGY LEVANTE 254900MFSMO37F3WJ232 21218MAB1 197250.00000000 PA USD 163717.50000000 0.028261406260 Long DBT CORP SG N 2 2027-02-09 Fixed 4.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAL8 1750000.00000000 PA USD 1763883.78000000 0.304486912531 Long DBT CORP US N 2 2023-11-15 Fixed 4.50000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 459000.00000000 PA USD 428107.80000000 0.073901253433 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 000000000 100000.00000000 PA 95205.56000000 0.016434669533 Long DBT CORP NL N 2 2024-11-08 Fixed 2.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -882825.00000000 PA USD -882825.00000000 -0.15239590136 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 882825.00000000 USD 882972.14000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -1582420.00000000 PA USD -1582420.00000000 -0.27316209015 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 1582420.00000000 USD 1582754.07000000 USD CDS N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 686000.00000000 PA USD 619989.98000000 0.107024531293 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 566000.00000000 PA USD 530936.30000000 0.091651817750 Long DBT US N 2 2032-07-15 Fixed 5.63000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130UAN2 710000.00000000 PA USD 628788.78000000 0.108543406559 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 9.01000000 N N N N N N CONDOR MERGER SUB INC 254900SAGUYT3MBUU161 579063AB4 1084000.00000000 PA USD 951724.90000000 0.164289608910 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AX4 220000.00000000 PA USD 181500.00000000 0.031331074785 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 803000.00000000 PA USD 680783.40000000 0.117518873929 Long DBT CORP US N 2 2029-10-15 Fixed 4.63000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 27000.00000000 PA USD 22882.50000000 0.003950045833 Long DBT CORP US N 2 2030-09-01 Fixed 2.25000000 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 000000000 100000.00000000 PA 88283.63000000 0.015239785200 Long DBT CORP DE N 2 2028-02-11 Fixed 3.75000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BB7 200000.00000000 PA USD 207850.00000000 0.035879690877 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.38000000 N N N N N N SWF ESCROW ISSUER CORP N/A 78500AAA6 422000.00000000 PA USD 299620.00000000 0.051721303731 Long DBT CORP US N 2 2029-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAF0 3775752.24000000 PA USD 3404727.34000000 0.587734252971 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N INTL CONSOLIDATED AIRLIN 959800TZHQRUSH1ESL13 000000000 100000.00000000 PA 78293.10000000 0.013515189924 Long DBT CORP ES N 2 2029-03-25 Fixed 3.75000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498AJ0 110000.00000000 PA USD 109725.00000000 0.018941058847 Long DBT CORP US N 2 2023-11-01 Fixed 3.88000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 770000.00000000 PA USD 620466.00000000 0.107106703294 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAU2 259000.00000000 PA USD 253333.08000000 0.043731116667 Long DBT CORP US N 2 2027-09-01 Fixed 5.75000000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 05502FAC2 230000.00000000 PA USD 152375.00000000 0.026303429864 Long DBT CORP US N 2 2026-06-15 Fixed 7.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -327980.00000000 PA USD -327980.00000000 -0.05661689205 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 327980.00000000 USD 328034.66000000 USD CDS N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 437000.00000000 PA USD 375538.14000000 0.064826520932 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Advisor Group, Inc. 549300XL60BDV6UW5C86 00775KAE8 154052.00000000 PA USD 148275.05000000 0.025595684189 Long LON CORP US N 2 2026-07-31 Floating 6.87000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -494146.25000000 PA USD -494146.25000000 -0.08530100889 Short RA CORP US N 2 Reverse repurchase N 2.62000000 2049-12-31 494146.25000000 USD 494171.92000000 USD CDS N N N Neuberger Berman CLO Ltd N/A 64134QAC1 250000.00000000 PA USD 233801.48000000 0.040359513250 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 4.36000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -400000.00000000 PA USD -400000.00000000 -0.06904920062 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 400000.00000000 USD 400058.33000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXCQ3 2376668.52000000 PA USD 2419480.23000000 0.417657939551 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 182000.00000000 PA USD 211034.46000000 0.036429401920 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Helios Software Holdings, Inc. 2138002XO5EAYFHPPT53 42328DAF5 90055.57000000 PA USD 84483.83000000 0.014583852319 Long LON CORP US N 2 2028-03-11 Floating 5.95000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 95249.72000000 0.016442292565 Long DBT CORP DE N 2 2025-09-21 Fixed 3.00000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 1132000.00000000 PA USD 1371188.91000000 0.236698745369 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 1217000.00000000 PA USD 1061832.50000000 0.183296713318 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 000000000 100000.00000000 PA 87360.23000000 0.015080385120 Long DBT CORP LU N 2 2024-09-23 Fixed 3.38000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -470719.25000000 PA USD -470719.25000000 -0.08125696983 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 470719.25000000 USD 471111.52000000 USD AMBS N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 100000.00000000 PA 104683.44000000 0.018070769627 Long DBT CORP NL N 2 2025-01-31 Fixed 6.00000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAJ2 104000.00000000 PA USD 100306.96000000 0.017315288513 Long DBT CORP US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 250000.00000000 PA USD 182213.41000000 0.031454225761 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 589000.00000000 PA USD 548706.51000000 0.094719364739 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -150107.50000000 PA USD -150107.50000000 -0.02591200720 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 150107.50000000 USD 150132.52000000 USD CDS N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 000000000 32000.00000000 PA 31290.09000000 0.005401389255 Long DBT CORP FR N 2 2026-06-30 Fixed 8.50000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 655000.00000000 PA USD 605875.00000000 0.104587961078 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N ARABIAN CENTRES SUKUK II 549300X92PKHJD8UYG94 03847QAA1 325000.00000000 PA USD 292967.19000000 0.050572875700 Long DBT CORP KY N 2 2026-10-07 Fixed 5.63000000 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 000000000 101000.00000000 PA 95897.90000000 0.016554183342 Long DBT CORP FR N 2 2027-02-15 Fixed 4.50000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 10000.00000000 OU Notional Amount 160.61000000 0.000027724980 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CMA CGM SA CMA CGM SA Y sell protection 2026-06-23 333.03000000 EUR 0.00000000 EUR 10000.00000000 EUR -250.25000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 1629000.00000000 PA USD 1604402.10000000 0.276956706233 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N Carrington Mortgage Loan Trust N/A 14454AAE9 6366892.48000000 PA USD 5241872.77000000 0.904867811426 Long ABS-O CORP US N 2 2035-03-25 Floating 2.34000000 N N N N N N UMBS, TBA N/A 01F040693 17500000.00000000 PA USD 17559409.18000000 3.031157918517 Long ABS-MBS USGSE US N 2 2052-09-15 Fixed 4.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 125000.00000000 PA USD 104531.25000000 0.018044498133 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 000000000 100000.00000000 PA 96854.74000000 0.016719355935 Long DBT CORP IT N 2 2025-04-15 Fixed 2.75000000 N N N N N N Crown Cork & Seal Co Inc 7HLDMDH0ZXNUH6PT7Z42 228255AH8 45000.00000000 PA USD 48589.20000000 0.008387613548 Long DBT CORP US N 2 2026-12-15 Fixed 7.38000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BN8 451000.00000000 PA USD 437205.63000000 0.075471748155 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 116000.00000000 PA USD 91611.37000000 0.015814229667 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAH3 366000.00000000 PA USD 300417.38000000 0.051858949860 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4EZ5 19361.98000000 PA USD 19885.71000000 0.003432730948 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 384637AA2 135000.00000000 PA USD 135257.18000000 0.023348500396 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 908000.00000000 PA USD 811552.24000000 0.140092583602 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -3195844.96000000 PA USD -3195844.96000000 -0.55167634956 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 3570000.00000000 USD 3549886.26299999 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 488000.00000000 PA USD 505658.28000000 0.087288250064 Long DBT CORP PA N 2 2027-08-01 Fixed 9.88000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 1058000.00000000 PA USD 976237.76000000 0.168521092381 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADPE2 26023.45000000 PA USD 26738.29000000 0.004615643876 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -144.00000000 NC USD -346409.65000000 -0.05979827355 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT US Long Bond Future USM2 COMDTY 2022-09-21 -20295090.35000000 USD -346409.65000000 N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 651000.00000000 PA USD 305794.23000000 0.052787117846 Long DBT CORP US N 2 2028-09-15 Fixed 6.13000000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 218000.00000000 PA USD 199761.27000000 0.034483390025 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 644535AH9 900000.00000000 PA USD 706500.00000000 0.121958150612 Long DBT CORP CA N 2 2027-07-15 Fixed 7.50000000 N N N N N N ENDEAVOR ENERGY RESOURCE 549300WY5QI80P9WHD46 29260FAE0 567000.00000000 PA USD 567873.18000000 0.098027972844 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N CAB 9695008EGX5O9K1MS743 000000000 100000.00000000 PA 88898.70000000 0.015345960430 Long DBT CORP FR N 2 2028-02-01 Fixed 3.38000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAD9 879005.00000000 PA USD 837621.44000000 0.144592727155 Long LON CORP US N 2 2029-03-01 Floating 5.70000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -228437.50000000 PA USD -228437.50000000 -0.03943356692 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 228437.50000000 USD 228448.60000000 USD CDS N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919XAB7 905215.79000000 PA USD 834446.02000000 0.144044576623 Long LON CORP US N 2 2027-03-09 Floating 5.37000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 530000.00000000 PA USD 588300.00000000 0.101554111825 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 48000.00000000 PA USD 40189.82000000 0.006937687361 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAC1 78000.00000000 PA USD 70312.81000000 0.012137608311 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -470000.00000000 PA USD -470000.00000000 -0.08113281073 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 470000.00000000 USD 470068.54000000 USD CDS N N N INTL CONSOLIDATED AIRLIN 959800TZHQRUSH1ESL13 000000000 100000.00000000 PA 91234.30000000 0.015749138712 Long DBT CORP ES N 2 2025-03-25 Fixed 2.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -960520.00000000 PA USD -960520.00000000 -0.16580784547 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 960520.00000000 USD 960570.16000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 400000.00000000 OU Notional Amount 976.24000000 0.000168521479 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 400000.00000000 OU Notional Amount N/A 976.24000000 0.00000000 DCR US iTraxx Europe Crossover S37 2I667KJP4 buy protection 2027-06-20 0.00000000 N/A 0.00000000 N/A 400000.00000000 EUR 1.00000000 8.00000000 EUR 2022-09-21 XXXX -2916.36000000 N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 000000000 250000.00000000 PA USD 206218.75000000 0.035598099605 Long DBT CORP KY N 2 2026-05-15 Fixed 5.88000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BN0 187000.00000000 PA USD 170544.00000000 0.029439817180 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 519000.00000000 PA USD 509917.50000000 0.088023489405 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AN4 86000.00000000 PA USD 84710.00000000 0.014622894463 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 1950720.00000000 PA 2399412.00000000 0.414193701452 Long ABS-O CORP GB N 2 2024-03-28 Fixed 7.40000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 357000.00000000 PA USD 314777.61000000 0.054337855866 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAF6 150000.00000000 PA USD 138936.87000000 0.023983699528 Long DBT CORP US N 2 2027-12-31 Fixed 6.50000000 N N N N N N TMBTHANACHART BANK PCL 549300WKGLXEV3DB7I54 000000000 250000.00000000 PA USD 220984.38000000 0.038146986976 Long DBT CORP TH N 2 2024-12-02 Fixed 4.90000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAA5 666000.00000000 PA USD 625207.50000000 0.107925195256 Long DBT CORP US N 2 2026-11-01 Fixed 4.63000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAA5 104000.00000000 PA USD 101297.72000000 0.017486316478 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 224000.00000000 PA USD 189140.00000000 0.032649914517 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Gainwell Acquisition Corp. N/A 59909TAC8 778907.64000000 PA USD 754239.64000000 0.130199110562 Long LON CORP US N 2 2027-10-01 Floating 6.25000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 233000.00000000 PA USD 205302.13000000 0.035439869910 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -2096250.00000000 PA USD -2096250.00000000 -0.36186096704 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 2096250.00000000 USD 2096599.38000000 USD CDS N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 534000.00000000 PA USD 479339.76000000 0.082745068144 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 59000.00000000 PA USD 52770.19000000 0.009109348591 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AW1 2000.00000000 PA USD 2014.40000000 0.000347731774 Long DBT CORP US N 2 2024-10-01 Fixed 5.13000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AD6 102000.00000000 PA USD 294078.75000000 0.050764756524 Long DBT CORP US N 2 2025-02-15 Fixed 1.63000000 N N N N Y Microchip Technology Inc USD XXXX N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -257387.50000000 PA USD -257387.50000000 -0.04443100281 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 257387.50000000 USD 257400.37000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -403952.50000000 PA USD -403952.50000000 -0.06973149304 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 403952.50000000 USD 404016.46000000 USD CDS N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAF5 191000.00000000 PA USD 159274.90000000 0.027494511313 Long DBT CORP LU N 2 2033-11-15 Fixed 6.38000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 266000.00000000 PA USD 200830.00000000 0.034667877406 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -657305.00000000 PA USD -657305.00000000 -0.11346596204 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 748000.00000000 USD 744387.15999999 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1610155.00000000 PA USD -1610155.00000000 -0.27794978909 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1610155.00000000 USD 1610244.45000000 USD CDS N N N II-VI INC 549300O5C25A0MMHHU33 902104AC2 924000.00000000 PA USD 880110.00000000 0.151927229915 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 200000.00000000 PA USD 175912.50000000 0.030366543764 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 38000.00000000 PA USD 34453.46000000 0.005947459679 Long LON CORP US N 2 2030-01-24 Floating 8.15000000 N N N N N N TERVITA CORP N/A 88159EAA1 147000.00000000 PA USD 159862.50000000 0.027595944589 Long DBT CORP CA N 2 2025-12-01 Fixed 11.00000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 100000.00000000 PA 89919.93000000 0.015522248217 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -541205.00000000 PA USD -541205.00000000 -0.09342443156 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 541205.00000000 USD 541295.20000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -158618.75000000 PA USD -158618.75000000 -0.02738124473 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 158618.75000000 USD 158643.86000000 USD CDS N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 295000.00000000 PA USD 286150.00000000 0.049396071900 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 434000.00000000 PA USD 411438.51000000 0.071023750559 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 400000.00000000 PA USD 118450.00000000 0.020447194536 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 Y Y N N N N RITCHIE BROS AUCTIONEERS 5493002H8U24DJXQ4886 767744AA3 157000.00000000 PA USD 157392.50000000 0.027169565775 Long DBT CORP CA N 2 2025-01-15 Fixed 5.38000000 N N N N N N Verscend Holding Corp. N/A 92531HAD9 1245208.69000000 PA USD 1210193.42000000 0.208907220645 Long LON CORP US N 2 2025-08-27 Floating 6.37000000 N N N N N N CHANGE HEALTH / FIN INC 549300GS1BPJEDOZHM07 15911NAA3 780000.00000000 PA USD 776232.60000000 0.133995601331 Long DBT CORP US N 2 2025-03-01 Fixed 5.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 395000.00000000 PA USD 374262.50000000 0.064606316126 Long DBT CORP US N 2 2030-09-30 Fixed 5.70000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BA3 368000.00000000 PA USD 377457.60000000 0.065157863878 Long DBT CORP US N 2 2024-04-01 Fixed 7.50000000 N N N N N N COLT Funding LLC N/A 12663GAA5 2750000.00000000 PA USD 2749975.53000000 0.474709030243 Long ABS-MBS CORP US N 2 2067-04-25 Variable 5.16000000 N N N N N N Great Canadian Gaming Corporation 549300FU60SSFLTE0M84 000000000 71000.00000000 PA USD 68692.50000000 0.011857905535 Long LON CORP CA N 2 2026-11-01 Floating 6.10000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAD8 382000.00000000 PA USD 380195.05000000 0.065630410714 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 572000.00000000 PA USD 559221.52000000 0.096534497327 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 162000.00000000 PA USD 164596.05000000 0.028413064198 Long DBT CORP AU N 2 2027-11-01 Fixed 8.00000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 100000.00000000 PA 98946.24000000 0.017080396943 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 320000.00000000 PA USD 283710.17000000 0.048974901122 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 500000.00000000 PA USD 494494.52000000 0.085361128304 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N NATIONAL VISION HOLDINGS 549300JHURCBLI5ROA42 63845RAB3 311000.00000000 PA USD 360190.16000000 0.062177106556 Long DBT CORP US N 2 2025-05-15 Fixed 2.50000000 N N N N Y National Vision Holdings Inc USD XXXX N N N Madison Park Funding Ltd N/A 55820EAA9 500000.00000000 PA USD 441558.05000000 0.076223075960 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 8.44000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAB5 446000.00000000 PA USD 383281.25000000 0.066163159822 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc USD XXXX N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAB3 281000.00000000 PA USD 281477.70000000 0.048589525450 Long DBT CORP US N 2 2024-04-01 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X66E6 1472595.89000000 PA USD 1498082.28000000 0.258603459778 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -446875.00000000 PA USD -446875.00000000 -0.07714090382 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 446875.00000000 USD 446896.72000000 USD CDS N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 294000.00000000 PA USD 265083.63000000 0.045759531878 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1292000.00000000 PA USD 1274235.00000000 0.219962270410 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 506000.00000000 PA USD 474375.00000000 0.081888036371 Long DBT US N 2 2029-08-01 Fixed 4.63000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 658000.00000000 PA USD 698723.62000000 0.120615768555 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 7135000.00000000 PA USD 7169319.35000000 1.237589425439 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAC9 227000.00000000 PA USD 198194.11000000 0.034212862162 Long DBT US N 2 2027-04-01 Fixed 4.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -1302656.25000000 PA USD -1302656.25000000 -0.22486843189 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 1302656.25000000 USD 1302724.28000000 USD CDS N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 139000.00000000 PA USD 125496.15000000 0.021663522098 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 24440EAG2 274000.00000000 PA USD 266465.00000000 0.045997988114 Long LON CORP US N 2 2028-04-07 Floating 9.12000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 222168.69000000 PA USD 210658.13000000 0.036364438706 Long LON CORP US N 2 2028-06-02 Floating 6.37000000 N N N N N N NIELSEN FINANCE LLC/CO N/A 65409QBF8 242000.00000000 PA USD 237462.50000000 0.040991489511 Long DBT CORP US N 2 2030-10-01 Fixed 5.88000000 N N N N N N Atotech B.V. 549300RVASWYF4HCO804 000000000 583110.00000000 PA USD 576550.01000000 0.099525793283 Long LON CORP NL N 2 2028-03-18 Floating 4.87000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 566000.00000000 PA USD 499857.24000000 0.086286857127 Long DBT CORP US N 2 2026-10-15 Fixed 2.88000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -700728.75000000 PA USD -700728.75000000 -0.12096190011 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 700728.75000000 USD 700845.54000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -716625.00000000 PA USD -716625.00000000 -0.12370595850 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 716625.00000000 USD 716729.51000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -92782.50000000 PA USD -92782.50000000 -0.01601639364 Short RA CORP US N 2 Reverse repurchase N 2.40000000 2049-12-31 92782.50000000 USD 92842.04000000 USD CDS N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AE0 189000.00000000 PA USD 188228.88000000 0.032492634248 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 195000.00000000 PA USD 184784.93000000 0.031898129262 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -411750.00000000 PA USD -411750.00000000 -0.07107752089 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 411750.00000000 USD 411810.05000000 USD CDS N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 617000.00000000 PA USD 523314.72000000 0.090336157734 Long DBT CORP US N 2 2031-06-17 Fixed 3.63000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 735000.00000000 PA USD 651107.10000000 0.112396061948 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAY1 99000.00000000 PA USD 90743.66000000 0.015664442963 Long DBT US N 2 2027-01-15 Fixed 4.38000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 235000.00000000 PA USD 229125.00000000 0.039552245235 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 000000000 200000.00000000 PA USD 201850.00000000 0.034843952867 Long DBT CORP BH N 2 2024-11-07 Fixed 7.63000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 163000.00000000 PA USD 150065.95000000 0.025904834723 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -750075.00000000 PA USD -750075.00000000 -0.12948019790 Short RA CORP US N 2 Reverse repurchase N 1.97000000 2049-12-31 750075.00000000 USD 752567.96000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 368000.00000000 PA USD 334880.00000000 0.057807990767 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -209790.00000000 PA USD -209790.00000000 -0.03621457950 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 209790.00000000 USD 209824.96000000 USD CDS N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAB7 209224.04000000 PA USD 203208.85000000 0.035078521633 Long LON CORP US N 2 2026-05-04 Floating 6.12000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 71000.00000000 PA USD 58930.00000000 0.010172673482 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BD7 731000.00000000 PA USD 579317.50000000 0.100003525714 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N EP Purchaser, LLC 549300GGODRVQG1GH476 26881KAC8 82838.28000000 PA USD 80905.66000000 0.013966177873 Long LON CORP US N 2 2028-11-06 Floating 5.75000000 N N N N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 000000000 100000.00000000 PA 97811.74000000 0.016884556147 Long DBT CORP GB N 2 2026-10-08 Fixed 3.88000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 818000.00000000 PA USD 759248.46000000 0.131063748105 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 32000.00000000 PA USD 26245.55000000 0.004530585618 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 1778000.00000000 PA USD 1995805.00000000 0.344521849656 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 100000.00000000 PA 82019.49000000 0.014158450551 Long DBT CORP SE N 2 2027-09-15 Fixed 3.00000000 N N N N N N CITYCON OYJ 549300P8N0P6KDGTJ206 000000000 100000.00000000 PA 72563.48000000 0.012526125722 Long DBT CORP FI N 2 2024-11-24 Fixed 4.50000000 N N N N N N CAESARS RESORT / FINCO N/A 12770RAA1 20000.00000000 PA USD 20003.00000000 0.003452977900 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1007817.50000000 PA USD -1007817.50000000 -0.17397248188 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 1007817.50000000 USD 1007870.69000000 USD CDS N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 7000.00000000 PA USD 6213.73000000 0.001072632723 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEAV8 143400.35000000 PA USD 147924.90000000 0.025535240245 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 4718.00000000 OU Notional Amount -35.92000000 -0.00000620061 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 154.18000000 EUR 0.00000000 EUR 4718.00000000 EUR -203.71000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 2459000.00000000 PA USD 2134756.26000000 0.368508033230 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 427000.00000000 PA USD 398576.77000000 0.068803518395 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -3871875.00000000 PA USD -3871875.00000000 -0.66837468421 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 3871875.00000000 USD 3872455.78000000 USD CDS N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 129000.00000000 PA USD 110379.23000000 0.019053993994 Long DBT CORP US N 2 2029-10-01 Fixed 4.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 465000.00000000 PA USD 430706.25000000 0.074349805671 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 V6703DAA2 250000.00000000 PA USD 239950.00000000 0.041420889227 Long DBT CORP MU N 2 2025-01-15 Fixed 5.65000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 2548000.00000000 PA USD 2492020.44000000 0.430180048336 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 000000000 43420.45000000 PA USD 41477.38000000 0.007159949833 Long LON CORP LU N 2 2025-07-15 Floating 5.26000000 N N N N N N W.R. Grace & Co.-Conn. N/A 92943HAB5 305773.10000000 PA USD 293159.96000000 0.050606152236 Long LON CORP US N 2 2028-09-22 Floating 6.06000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -310398.75000000 PA USD -310398.75000000 -0.05358196390 Short RA CORP US N 2 Reverse repurchase N 2.40000000 2049-12-31 310398.75000000 USD 310797.10000000 USD CDS N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAV0 93000.00000000 PA USD 90541.75000000 0.015629588652 Long DBT CORP US N 2 2029-09-01 Fixed 6.13000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 191814.00000000 PA USD 186654.20000000 0.032220808260 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1049840.00000000 PA USD -1049840.00000000 -0.18122653197 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 1049840.00000000 USD 1049902.70000000 USD CDS N N N Titan Acquisition Limited N/A 000000000 1817181.45000000 PA USD 1702699.02000000 0.293925015609 Long LON CORP CA N 2 2025-03-28 Floating 5.88000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAD3 1392000.00000000 PA USD 1374558.24000000 0.237280369227 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 000000000 100000.00000000 PA 83297.05000000 0.014378986793 Long DBT CORP DE N 2 2029-07-14 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1053010.00000000 PA USD -1053010.00000000 -0.18177374688 Short RA CORP US N 2 Reverse repurchase N 2.88000000 2049-12-31 1053010.00000000 USD 1053072.30000000 USD CDS N N N ALM Loan Funding N/A 00166DAA9 287000.00000000 PA USD 255738.73000000 0.044146387191 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 8.51000000 N N N N N N Countrywide Home Loans N/A 126694N46 4310873.08000000 PA USD 3778901.00000000 0.652325233270 Long ABS-MBS CORP US N 2 2046-04-25 Floating 2.46000000 N N N N N N ORGANON & CO/ORG N/A 68622TAB7 1216000.00000000 PA USD 1138480.00000000 0.196527834831 Long DBT CORP US N 2 2031-04-30 Fixed 5.13000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAD9 49000.00000000 PA USD 36125.25000000 0.006236049087 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 000000000 -234687.50000000 PA USD -234687.50000000 -0.04051246068 Short RA CORP US N 2 Reverse repurchase N 2.49000000 2049-12-31 234687.50000000 USD 234732.87000000 USD CDS N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 1645000.00000000 PA USD 1402362.50000000 0.242080024044 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 932000.00000000 PA USD 695598.20000000 0.120076249173 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -183645.00000000 PA USD -183645.00000000 -0.03170135112 Short RA CORP US N 2 Reverse repurchase N -0.75000000 2049-12-31 183645.00000000 USD 183641.17000000 USD CDS N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AB7 724000.00000000 PA USD 629880.00000000 0.108731776231 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 488000.00000000 PA USD 429440.00000000 0.074131221795 Long DBT CORP MU N 2 2026-10-31 Fixed 5.38000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AF2 1032000.00000000 PA USD 995880.00000000 0.171911794807 Long DBT US N 2 2027-10-15 Fixed 4.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 2012000.00000000 PA USD 1909669.68000000 0.329652912176 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -800685.00000000 PA USD -800685.00000000 -0.13821664801 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 800685.00000000 USD 800730.59000000 USD CDS N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 2160000.00000000 PA USD 2175346.54000000 0.375514849198 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -626250.00000000 PA USD -626250.00000000 -0.10810515473 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 626250.00000000 USD 626282.70000000 USD CDS N N N Countrywide Alternative Loan Trust 549300EBNJLBIQBKE071 02147CAA1 1214922.79000000 PA USD 1051677.75000000 0.181543769893 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.64000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 186000.00000000 PA USD 168795.00000000 0.029137899550 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -290178.75000000 PA USD -290178.75000000 -0.05009152681 Short RA CORP US N 2 Reverse repurchase N 2.85000000 2049-12-31 290178.75000000 USD 290212.60000000 USD CDS N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 754000.00000000 PA USD 697306.96000000 0.120371220453 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 000000000 205000.00000000 PA USD 190560.31000000 0.032895092693 Long DBT CORP TH N 2 2025-09-23 Fixed 5.00000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAB1 204000.00000000 PA USD 187415.98000000 0.032352309010 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BA7 643000.00000000 PA USD 546633.59000000 0.094361531066 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 808000.00000000 PA USD 704980.00000000 0.121695763649 Long DBT CORP US N 2 2029-10-01 Fixed 5.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EE1 195000.00000000 PA USD 199420.65000000 0.034424591178 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 301000.00000000 PA USD 309522.06000000 0.053430627050 Long DBT NUSS BH N 2 2026-01-26 Fixed 7.00000000 N N N N N N GLOBAL PRIME CAPITAL 254900BOZNNFPDZAEZ24 000000000 200000.00000000 PA USD 196412.50000000 0.033905315296 Long DBT CORP SG N 2 2023-10-18 Fixed 5.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BC5 195000.00000000 PA USD 197946.45000000 0.034170110349 Long DBT CORP LR N 2 2023-06-15 Fixed 9.13000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BK5 500000.00000000 PA USD 475524.87000000 0.082086530382 Long DBT CORP GB N 2 2033-03-15 Fixed 4.87000000 N N N N N N COLGATE ENERGY P 549300QRLZK0B17DH791 19416MAB5 452000.00000000 PA USD 413729.16000000 0.071419169437 Long DBT CORP US N 2 2029-07-01 Fixed 5.88000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 213000.00000000 PA USD 216727.50000000 0.037412151573 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 371000.00000000 PA USD 69933.50000000 0.012072130680 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25000000 N N N N N N Stars Group Holdings B.V. (The) 549300RNFXC8F8RT6R13 000000000 39258.01000000 PA USD 38465.78000000 0.006640078401 Long LON CORP NL N 2 2026-07-21 Floating 4.50000000 N N N N N N DORNOCH DEBT MERGER SUB N/A 25830JAA9 142000.00000000 PA USD 106187.60000000 0.018330422241 Long DBT CORP US N 2 2029-10-15 Fixed 6.63000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 1368000.00000000 PA USD 1194222.96000000 0.206150351903 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 100000.00000000 PA 82170.75000000 0.014184561506 Long DBT CORP NL N 2 2027-11-15 Fixed 4.00000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 14000.00000000 0.002416722022 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 273000.00000000 PA USD 234943.97000000 0.040556733303 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 426000.00000000 PA USD 363266.78000000 0.062708201935 Long DBT CORP US N 2 2031-08-01 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXDJ8 5471577.14000000 PA USD 5587074.69000000 0.964457603005 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.00000000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 23585WAA2 100000.00000000 PA USD 99955.24000000 0.017254573551 Long DBT CORP MH N 2 2028-03-01 Fixed 8.50000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -7825431.27000000 PA USD -7825431.27000000 -1.35084943443 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 7825431.27000000 USD 7831952.46000000 USD AMBS N N N Element Materials Technology Group US Holdings Inc. 213800EGOJGGUKUGEZ30 000000000 88874.65000000 PA USD 85319.66000000 0.014728135802 Long LON CORP US N 2 2029-06-22 Floating 6.36000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 345000.00000000 PA USD 303600.00000000 0.052408343277 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 161000.00000000 PA USD 143290.00000000 0.024735149895 Long DBT CORP US N 2 2026-12-01 Fixed 4.63000000 N N N N N N NPC UKRENERGO 8945009LCLS92V4AK321 63718LAA2 205000.00000000 PA USD 36900.00000000 0.006369788758 Long DBT CORP UA N 2 2026-11-09 Fixed 6.88000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 179000.00000000 PA USD 155712.10000000 0.026879490083 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1008805.00000000 PA USD -1008805.00000000 -0.17414294710 Short RA CORP US N 2 Reverse repurchase N 2.15000000 2049-12-31 1008805.00000000 USD 1008922.69000000 USD CDS N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 306000.00000000 PA USD 284479.02000000 0.049107622317 Long DBT CORP US N 2 2029-05-01 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -712518.75000000 PA USD -712518.75000000 -0.12299712530 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 712518.75000000 USD 712603.86000000 USD CDS N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 581000.00000000 PA USD 554855.00000000 0.095780735538 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 417000.00000000 PA USD 463758.21000000 0.080055334214 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 270000.00000000 PA USD 301676.76000000 0.052076347816 Long DBT CORP US N 2 2037-12-15 Fixed 7.77000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 431177.23000000 0.074431107652 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 8958000.00000000 EUR 9618706.25000000 USD 2022-09-21 431177.23000000 N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 519000.00000000 PA USD 493309.50000000 0.085156566594 Long DBT CORP AU N 2 2032-04-15 Fixed 6.13000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAE3 520000.00000000 PA USD 517983.91000000 0.089415937311 Long DBT CORP AU N 2 2026-02-02 Fixed 4.13000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05552VAA0 139000.00000000 PA USD 121278.89000000 0.020935526019 Long DBT CORP US N 2 2027-05-01 Fixed 7.63000000 N N N N N N Countrywide Asset-Backed Certificates N/A 12668HAA8 561576.53000000 PA USD 514626.20000000 0.088836319332 Long ABS-O CORP US N 2 2037-06-25 Floating 2.40000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -310107.50000000 PA USD -310107.50000000 -0.05353168746 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 310107.50000000 USD 310152.72000000 USD CDS N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 668000.00000000 PA USD 582830.00000000 0.100609864007 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 2888000.00000000 PA USD 2796418.57000000 0.482726167210 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N ANGI GROUP LLC N/A 001846AA2 340000.00000000 PA USD 277099.63000000 0.047833769865 Long DBT CORP US N 2 2028-08-15 Fixed 3.88000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAH0 261836.76000000 PA USD 250708.70000000 0.043278088314 Long LON CORP US N 2 2027-12-15 Floating 4.84000000 N N N N N N Countrywide Alternative Loan Trust N/A 02150LBG1 3456558.18000000 PA USD 1867353.02000000 0.322348083310 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 5.75000000 N N N N N N LIGADO NETWORKS LLC N/A 53225HAA8 304381.00000000 PA USD 161321.93000000 0.027847875776 Long DBT CORP US N 2 2023-11-01 Fixed 15.50000000 N N Y N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61763E207 100000.00000000 NS USD 2631000.00000000 0.454171117141 Long EP CORP US N 1 N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAA7 418000.00000000 PA USD 371497.50000000 0.064129013527 Long DBT CORP US N 2 2027-09-15 Fixed 3.88000000 N N N N N N COLT Funding LLC N/A 12597QAD8 2850000.00000000 PA USD 2680682.36000000 0.462747435249 Long ABS-MBS CORP US N 2 2065-04-27 Variable 3.36000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AW6 34000.00000000 PA USD 27880.00000000 0.004812729283 Long DBT CORP US N 2 2032-02-01 Fixed 4.38000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 50000.00000000 PA USD 47000.00000000 0.008113281073 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -416611.25000000 PA USD -416611.25000000 -0.07191668446 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 416611.25000000 USD 416672.01000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAUR1 1846327.95000000 PA USD 1891096.40000000 0.326446736833 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.00000000 N N N N N N UNITED AIR 2015-1 A PTT N/A 90932LAB3 3570000.00000000 PA USD 3549886.26000000 0.612792021447 Long DBT CORP US N 2 2022-12-01 Fixed 3.70000000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 1241000.00000000 PA USD 1110695.00000000 0.191731504733 Long DBT CORP XX N 2 2026-04-15 Fixed 7.75000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AK5 40000.00000000 PA USD 39854.00000000 0.006879717104 Long DBT CORP US N 2 2024-11-01 Fixed 4.88000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 1191000.00000000 PA USD 954652.01000000 0.164794895424 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAK5 200000.00000000 PA USD 210250.00000000 0.036293986080 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.38000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 72000.00000000 PA USD 63289.17000000 0.010925166492 Long DBT CORP US N 2 2028-12-01 Fixed 3.28000000 N N N N N N DISH DBS Corp N/A 25470XAY1 1070000.00000000 PA USD 887565.00000000 0.153214134392 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 176000.00000000 PA USD 170828.24000000 0.029488883542 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAA2 259000.00000000 PA USD 253820.00000000 0.043815170259 Long DBT CORP US N 2 2027-09-30 Fixed 5.00000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 305000.00000000 PA USD 264587.50000000 0.045673888428 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 2267000.00000000 PA USD 1989519.20000000 0.343436775993 Long DBT CORP US N 2 2028-08-15 Fixed 6.88000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 785000.00000000 PA USD 723181.25000000 0.124837718057 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AF6 400000.00000000 PA USD 395876.07000000 0.068337315454 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 366000.00000000 PA USD 359971.98000000 0.062139443670 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Octagon Investment Partners XXII Ltd 549300MQ9W5DWZ8QX450 67572YBW1 500000.00000000 PA USD 465690.00000000 0.080388805602 Long ABS-CBDO CORP KY N 2 2030-01-22 Floating 5.51000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AK0 379000.00000000 PA USD 328308.75000000 0.056673641867 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.38000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BD6 159000.00000000 PA USD 166930.13000000 0.028815980093 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.13000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 230000.00000000 PA USD 226639.70000000 0.039123225289 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 400000.00000000 PA USD 338923.00000000 0.058505905562 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -672750.00000000 PA USD -672750.00000000 -0.11613212430 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 672750.00000000 USD 672786.44000000 USD CDS N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BK6 316000.00000000 PA USD 277132.00000000 0.047839357672 Long DBT CORP US N 2 2033-04-30 Fixed 5.63000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 513000.00000000 PA USD 479750.41000000 0.082815955780 Long DBT CORP US N 2 2049-10-01 Fixed 4.88000000 N N N N N N Countrywide Alternative Loan Trust N/A 02151BBG2 7096889.18000000 PA USD 3362217.96000000 0.580396156201 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.50000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 50000.00000000 OU Notional Amount -380.70000000 -0.00006571757 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 2062.21000000 EUR 0.00000000 EUR 50000.00000000 EUR -2627.47000000 N N N Whetstone Park CLO Ltd 549300M54M5QSBMB3780 96329YAC1 275000.00000000 PA USD 257127.61000000 0.044386139825 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXCK6 7826471.11000000 PA USD 8219633.65000000 1.418897832501 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -153107.50000000 PA USD -153107.50000000 -0.02642987621 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 182000.00000000 USD 181545.00000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -264363.75000000 PA USD -264363.75000000 -0.04563526403 Short RA CORP US N 2 Reverse repurchase N 2.52000000 2049-12-31 264363.75000000 USD 264376.75000000 USD CDS N N N Bayview Commercial Asset Trust N/A 07325XAA8 1513733.09000000 PA USD 1335220.97000000 0.230489851605 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.53000000 N N N N N N BROWN GROUP HOLDING, LLC 25490094PF4HHK9QS109 11565HAD8 327000.00000000 PA USD 319711.17000000 0.055189501802 Long LON CORP US N 2 2029-07-02 None 0.00000000 N N N N N N HILONG HOLDING LTD 5493007WSRWZ0UF15X65 000000000 207000.00000000 PA USD 99398.81000000 0.017158520935 Long DBT CORP KY N 2 2024-11-18 Fixed 9.75000000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAB2 120000.00000000 PA USD 119890.80000000 0.020695909757 Long DBT CORP US N 2 2025-12-01 Fixed 5.75000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AP2 361000.00000000 PA USD 828856.00000000 0.143079610592 Long DBT CORP US N 2 2025-05-15 Fixed 0.25000000 N N N N Y Pioneer Natural Resources Co USD XXXX N N N General Motors Co 54930070NSV60J38I987 37045VAF7 2194000.00000000 PA USD 2158514.18000000 0.372609196691 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 387000.00000000 PA USD 381249.18000000 0.065812377799 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 524000.00000000 PA USD 501263.64000000 0.086529634116 Long DBT CORP LU N 2 2026-11-01 Fixed 4.50000000 N N N N N N SRM ESCROW ISSUER LLC N/A 85236FAA1 643000.00000000 PA USD 596633.27000000 0.102992625906 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N SINIC HOLDINGS GROUP CO 300300N5XRCGHA7P7B13 000000000 200000.00000000 PA USD 4000.00000000 0.000690492006 Long DBT CORP KY N 3 2022-06-18 Fixed 10.50000000 Y Y N N N N Countrywide Alternative Loan Trust N/A 12667GEM1 1419299.16000000 PA USD 1271722.42000000 0.219528541309 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.71000000 N N N N N N WINNEBAGO INDUSTRIES 549300B7OYKYJLTE3G11 974637AC4 98000.00000000 PA USD 93532.18000000 0.016145805655 Long DBT CORP US N 2 2028-07-15 Fixed 6.25000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 947500.00000000 PA USD 956965.53000000 0.165194262191 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 229000.00000000 PA USD 232984.60000000 0.040218500972 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N American Home Mortgage Assets N/A 02660KAA0 4318661.88000000 PA USD 1468245.71000000 0.253452981508 Long ABS-MBS CORP US N 2 2046-11-25 Floating 1.56000000 N N N N N N FAURECIA 969500F0VMZLK2IULV85 000000000 100000.00000000 PA 88508.69000000 0.015278635733 Long DBT CORP FR N 2 2028-06-15 Fixed 3.75000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 1055000.00000000 PA USD 1091260.35000000 0.188376637115 Long DBT CORP US N 2 2024-06-01 Fixed 8.88000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 783000.00000000 PA USD 665550.00000000 0.114889238697 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N AIT Worldwide Logistics, Inc N/A 00145AAB9 142920.00000000 PA USD 128985.30000000 0.022265829644 Long LON CORP US N 2 2028-04-06 Floating 7.04000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAC5 250000.00000000 PA USD 236461.55000000 0.040818702517 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 4.21000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 000000000 200000.00000000 PA USD 196750.00000000 0.033963575559 Long DBT CORP IN N 2 2024-04-18 Fixed 5.95000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1557759.39000000 PA USD -1557759.39000000 -0.26890510163 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1557759.39000000 USD 1559057.52000000 USD AMBS N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AT4 17000.00000000 PA USD 16174.82000000 0.002792145978 Long DBT CORP BM N 2 2028-09-15 Fixed 6.50000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AF1 7500000.00000000 PA USD 7200000.00000000 1.242885611332 Long DBT CORP FR N 2 2023-01-29 Fixed 5.25000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 357000.00000000 PA USD 300532.23000000 0.051878775612 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -2839931.25000000 PA USD -2839931.25000000 -0.49023745663 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 2865000.00000000 USD 2896880.86050000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -790250.00000000 PA USD -790250.00000000 -0.13641532699 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 790250.00000000 USD 790381.71000000 USD CDS N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 420000.00000000 PA USD 336569.27000000 0.058099597624 Long DBT CORP US N 2 2078-02-15 Fixed 5.38000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 894000.00000000 PA USD 811305.00000000 0.140049904291 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N IndyMac Residential Asset Backed Trust N/A 43709XAE1 3574152.53000000 PA USD 2541045.53000000 0.438642906524 Long ABS-O CORP US N 2 2037-04-25 Floating 2.43000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAE0 270000.00000000 PA USD 242395.20000000 0.041842986991 Long DBT CORP US N 2 2031-04-01 Fixed 4.63000000 N N N N N N VERITAS US INC/BERMUDA L N/A 92346LAE3 432000.00000000 PA USD 364640.99000000 0.062945422190 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 124000.00000000 PA USD 106890.48000000 0.018451755497 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N BRF GMBH 5299002S6DY5RA2IOQ11 000000000 200000.00000000 PA USD 182315.00000000 0.031471762531 Long DBT CORP AT N 2 2026-09-29 Fixed 4.35000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 206000.00000000 PA USD 192095.00000000 0.033160015487 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 23000.00000000 PA USD 1610.00000000 0.000277923032 Long DBT CORP KY N 2 2023-12-15 None 0.00000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 399000.00000000 PA USD 311483.34000000 0.053769189091 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 59000.00000000 PA USD 54586.80000000 0.009422937262 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 8800000.00000000 PA USD 8353708.18000000 1.442042180304 Long DBT CORP US N 2 2024-06-15 Fixed 5.90000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1378541.25000000 PA USD -1378541.25000000 -0.23796792836 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 1378541.25000000 USD 1378753.78000000 USD CDS N N N Lehman Brothers Small Balance Commercial N/A 86359DZP5 511699.19000000 PA USD 501714.15000000 0.086607402505 Long ABS-MBS CORP US N 2 2031-04-25 Floating 3.26000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 536000.00000000 PA USD 501626.32000000 0.086592241026 Long DBT CORP US N 2 2028-01-15 Fixed 4.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 445000.00000000 PA USD 413405.00000000 0.071363211965 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 96000.00000000 PA USD 92380.62000000 0.015947019911 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 800000.00000000 PA USD 813208.80000000 0.140378543962 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Ajax Mortgage Loan Trust N/A 00968BAB1 19980.53000000 PA USD 18629.85000000 0.003215940625 Long ABS-O CORP US N 3 2057-12-25 Variable 0.00000000 N N N N N N Countrywide Home Loans N/A 12545EAB2 2670663.77000000 PA USD 738775.04000000 0.127529564892 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.91000000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 314000.00000000 PA USD 286525.00000000 0.049460805525 Long DBT CORP US N 2 2029-10-31 Fixed 4.38000000 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBJ3 748062.00000000 PA USD 735905.99000000 0.127034300870 Long LON CORP KY N 2 2028-04-20 Floating 7.46000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAJ5 209000.00000000 PA USD 204820.00000000 0.035356643182 Long DBT CORP US N 2 2029-02-15 Fixed 5.63000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 584000.00000000 PA USD 522425.96000000 0.090182737315 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AP1 224000.00000000 PA USD 192850.56000000 0.033290442522 Long DBT CORP US N 2 2031-04-30 Fixed 4.13000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 180000.00000000 PA USD 174740.83000000 0.030164286572 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AW9 105000.00000000 PA USD 98437.50000000 0.016992576717 Long DBT CORP US N 2 2028-02-01 Fixed 4.13000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAA1 129000.00000000 PA USD 112230.00000000 0.019373479466 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 130000.00000000 PA USD 111155.85000000 0.019188056469 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHT2 709889.36000000 PA USD 700688.70000000 0.120954986562 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 937000.00000000 PA USD 828231.25000000 0.142971764372 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N GCP APPLIED TECHNOLOGIES 5493007G654QKQVEKV09 36164YAB7 199000.00000000 PA USD 201885.50000000 0.034850080984 Long DBT CORP US N 2 2026-04-15 Fixed 5.50000000 N N N N N N LUNE HOLDINGS SARL 54930003WQ56T0558M33 000000000 100000.00000000 PA 88743.96000000 0.015319248746 Long DBT CORP LU N 2 2028-11-15 Fixed 5.63000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 523000.00000000 PA USD 513128.38000000 0.088577761148 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -1002500.00000000 PA USD -1002500.00000000 -0.17305455907 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 1000000.00000000 USD 921356.53000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -752505.00000000 PA USD -752505.00000000 -0.12989967179 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 752505.00000000 USD 752630.42000000 USD CDS N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 78351MAA0 173000.00000000 PA USD 156132.50000000 0.026952060793 Long DBT CORP US N 2 2030-02-01 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JHX81 33249.74000000 PA USD 34249.44000000 0.005912241135 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAD7 500000.00000000 PA USD 490261.40000000 0.084630394423 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.24000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 731000.00000000 PA USD 668865.00000000 0.115461483947 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 68000.00000000 PA USD 65450.00000000 0.011298175453 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 000000000 100000.00000000 PA 84702.37000000 0.014621577349 Long DBT CORP XX N 2 2028-06-01 Fixed 3.63000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 282600.00000000 PA USD 256770.36000000 0.044324470258 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 271000.00000000 PA USD 241387.83000000 0.041669091758 Long DBT CORP US N 2 2029-12-01 Fixed 4.88000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 1916000.00000000 PA USD 1911210.00000000 0.329918806838 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 436000.00000000 PA USD 391266.40000000 0.067541580383 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N MERLIN ENTERTAINMENTS 549300ZTI0VEFO6WV007 59010QAB2 200000.00000000 PA USD 185132.54000000 0.031958134743 Long DBT CORP GB N 2 2026-06-15 Fixed 5.75000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 202000.00000000 PA USD 196394.50000000 0.033902208082 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 123000.00000000 PA USD 111311.31000000 0.019214892441 Long DBT CORP US N 2 2031-03-15 Fixed 3.63000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 262000.00000000 PA USD 245625.00000000 0.042400524761 Long DBT CORP IE N 2 2024-12-03 Fixed 7.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 182000.00000000 PA USD 166530.00000000 0.028746908452 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N Clydesdale Acquisition Holdings Inc N/A 18972FAC6 131000.00000000 PA USD 125596.25000000 0.021680801661 Long LON CORP US N 2 2029-04-13 Floating 6.60000000 N N N N N N Trestles CLO LTD 254900EO5I6CR0IOWS98 89532WAC3 1000000.00000000 PA USD 931013.00000000 0.160714258564 Long ABS-CBDO CORP KY N 2 2034-07-21 Floating 4.43000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 285000.00000000 PA USD 238740.94000000 0.041212177661 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BF1 1915000.00000000 PA USD 1683275.46000000 0.290572062381 Long DBT CORP US N 2 2057-11-15 Fixed 4.38000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 321000.00000000 PA USD 296545.85000000 0.051190634731 Long DBT CORP US N 2 2030-11-15 Fixed 3.88000000 N N N N N N CORELOGIC INC 54930086CD8K2UIL0516 21871DAD5 657000.00000000 PA USD 506711.25000000 0.087470016906 Long DBT CORP US N 2 2028-05-01 Fixed 4.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 835000.00000000 PA USD 777017.60000000 0.134131110387 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 100000.00000000 PA 91732.03000000 0.015835058359 Long DBT CORP DE N 2 2027-02-11 Fixed 3.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -228318.75000000 PA USD -228318.75000000 -0.03941306794 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 228318.75000000 USD 228354.90000000 USD CDS N N N BANK BAHRAIN & KUWAIT 549300MCPF5HTBF8ZR90 000000000 289000.00000000 PA USD 282551.69000000 0.048774920827 Long DBT CORP BH N 2 2024-07-09 Fixed 5.50000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 320000.00000000 PA USD 256000.00000000 0.044191488402 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 100000.00000000 PA 89429.35000000 0.015437562825 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AC1 528000.00000000 PA USD 491040.00000000 0.084764798692 Long DBT CORP US N 2 2050-09-30 Fixed 1.25000000 N N N N N Liberty Broadband Corp USD XXXX N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 21796872.37000000 NS USD 21796872.37000000 3.762641533434 Long STIV RF US N 1 N N N Veritas US Inc. 549300RFUWCPWS8FQ104 000000000 373344.44000000 PA USD 314542.69000000 0.054297303270 Long LON CORP US N 2 2025-09-01 Floating 7.25000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 290000.00000000 PA USD 276370.00000000 0.047707818944 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 20000.00000000 PA USD 17250.00000000 0.002977746777 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -270546.73000000 PA USD -270546.73000000 -0.04670258859 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 270546.73000000 USD 270772.19000000 USD AMBS N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAY6 92000.00000000 PA USD 87400.00000000 0.015087250337 Long DBT CORP US N 2 2027-12-01 Fixed 4.00000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 657000.00000000 PA USD 600681.96000000 0.103691522926 Long DBT CORP US N 2 2027-09-01 Fixed 6.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBL6 2013097.43000000 PA USD 2035697.53000000 0.351408217925 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N AZURE POWER SOLAR ENERGY 549300N77HEXIINE3X94 000000000 200000.00000000 PA USD 194500.00000000 0.033575173806 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 508000.00000000 PA USD 432023.52000000 0.074577196772 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 200000.00000000 PA USD 15000.00000000 0.002589345023 Long DBT CORP KY N 2 2022-10-18 Fixed 12.25000000 Y Y N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -488856.25000000 PA USD -488856.25000000 -0.08438783321 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 488856.25000000 USD 488883.41000000 USD CDS N N N Delta TopCo, Inc. N/A 24780DAC1 312776.92000000 PA USD 294344.98000000 0.050810713945 Long LON CORP US N 2 2027-12-01 Floating 5.84000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 1110000.00000000 PA USD 1127471.91000000 0.194627585294 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 271000.00000000 PA USD 221847.38000000 0.038295960626 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 144000.00000000 PA USD 138931.20000000 0.023982720756 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 24000.00000000 PA USD 19820.16000000 0.003421415510 Long DBT CORP US N 2 2029-03-31 Fixed 4.38000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAD4 778000.00000000 PA USD 791716.14000000 0.136668416481 Long DBT CORP US N 2 2027-04-15 Fixed 10.00000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07389MAD9 1224334.73000000 PA USD 1181729.72000000 0.203993731315 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.40000000 N N N N N N POWDR CORP 549300XIF5ZPMVRIGO50 73900LAA9 461000.00000000 PA USD 474830.00000000 0.081966579837 Long DBT CORP US N 2 2025-08-01 Fixed 6.00000000 N N N N N N DISH DBS CORP N/A 25470XBE4 1465000.00000000 PA USD 1267225.00000000 0.218752183169 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -347871.25000000 PA USD -347871.25000000 -0.06005057933 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 347871.25000000 USD 347929.23000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1522365.00000000 PA USD -1522365.00000000 -0.26279521579 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1522365.00000000 USD 1522449.58000000 USD CDS N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 309000.00000000 PA USD 268057.50000000 0.046272890244 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAD8 723000.00000000 PA USD 625490.44000000 0.107974037208 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -75075.00000000 PA USD -75075.00000000 -0.01295967184 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 75075.00000000 USD 75078.96000000 USD CDS N N N Countrywide Alternative Loan Trust N/A 02151AAA8 548688.97000000 PA USD 323919.08000000 0.055915883856 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 67590GBL2 250000.00000000 PA USD 235532.68000000 0.040658358190 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 4.18000000 N N N N N N WAMU Asset-Backed Certificates N/A 93364EAD6 6008879.31000000 PA USD 5187011.24000000 0.895397449446 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.50000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAR6 399000.00000000 PA USD 359100.00000000 0.061988919865 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAF3 75000.00000000 PA USD 73642.88000000 0.012712454990 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Radiate Holdco, LLC 5493000GQJ5RDX9DNJ71 75025KAH1 74625.00000000 PA USD 70469.13000000 0.012164592738 Long LON CORP US N 2 2026-09-25 Floating 5.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM5T5 409969.35000000 PA USD 417930.93000000 0.072144491587 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 106000.00000000 PA USD 95135.00000000 0.016422489254 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BB2 58000.00000000 PA USD 57710.00000000 0.009962073420 Long DBT CORP US N 2 2026-06-15 Fixed 6.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -620362.50000000 PA USD -620362.50000000 -0.10708883681 Short RA CORP US N 2 Reverse repurchase N 2.83000000 2049-12-31 620362.50000000 USD 620470.03000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ASK0 1750000.00000000 PA USD 1409302.02000000 0.243277944816 Long DBT CORP FR N 2 2031-02-25 Fixed 4.63000000 N N N N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 269000.00000000 PA USD 250842.50000000 0.043301185272 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1418571.20000000 PA USD -1418571.20000000 -0.24487801849 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1418571.20000000 USD 1419753.34000000 USD AMBS N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 515000.00000000 PA USD 506051.68000000 0.087356159953 Long DBT CORP GB N 2 2026-06-27 Fixed 6.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -288.81000000 -0.00004985524 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 87481.71000000 USD 71517.00000000 GBP 2022-09-21 -288.81000000 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 176000.00000000 PA USD 149039.46000000 0.025727638938 Long DBT CORP US N 2 2031-02-01 Fixed 4.38000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -1709137.50000000 PA USD -1709137.50000000 -0.29503644535 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 1915000.00000000 USD 1683275.46329999 USD CDS N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 1306000.00000000 PA USD 1168896.12000000 0.201778356762 Long DBT CORP US N 2 2029-01-15 Fixed 3.63000000 N N N N N N AqGen Ascensus, Inc. 549300K5MHNFPEU2RK82 000000000 231968.26000000 PA USD 209061.39000000 0.036088804655 Long LON CORP US N 2 2029-08-02 Floating 8.81000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 260000.00000000 PA USD 240630.00000000 0.041538272868 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 100000.00000000 PA 100058.67000000 0.017272427948 Long DBT CORP DE N 2 2024-02-22 Fixed 2.88000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 5000000.00000000 OU Notional Amount USD -957923.20000000 -0.16535957806 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CMBX.NA.BBB-.7 137BERAG2 Y sell protection 2047-01-17 0.00000000 USD -236916.41000000 USD 5000000.00000000 USD -721006.79000000 N N N GRAND CANYON UNIVERSITY N/A 38528UAE6 249000.00000000 PA USD 234060.00000000 0.040404139748 Long DBT CORP US N 2 2028-10-01 Fixed 5.13000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGC2 1250000.00000000 PA USD 1024605.05000000 0.176870399158 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAD9 237000.00000000 PA USD 221912.58000000 0.038307215646 Long DBT CORP US N 2 2028-08-01 Fixed 5.38000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AL5 100000.00000000 PA USD 86500.00000000 0.014931889636 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 000000000 100000.00000000 PA 86363.20000000 0.014908274809 Long DBT CORP LU N 2 2028-01-15 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -403926.25000000 PA USD -403926.25000000 -0.06972696168 Short RA CORP US N 2 Reverse repurchase N 2.59000000 2049-12-31 403926.25000000 USD 403946.90000000 USD CDS N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AH2 128000.00000000 PA USD 113280.00000000 0.019554733618 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N Athenahealth, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 1689366.82000000 PA USD 1607010.19000000 0.277406922557 Long LON CORP US N 2 2029-02-15 Floating 5.65000000 N N N N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 004498AB7 510000.00000000 PA USD 499080.90000000 0.086152842986 Long DBT CORP US N 2 2026-08-15 Fixed 5.75000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 183000.00000000 PA USD 165093.45000000 0.028498926879 Long DBT CORP CA N 2 2027-02-15 Fixed 4.63000000 N N N N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 000000000 100000.00000000 PA 85234.86000000 0.014713497371 Long DBT CORP ES N 2 2031-04-15 Fixed 2.50000000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AA6 200000.00000000 PA USD 181822.67000000 0.031386775049 Long DBT CORP US N 2 2029-10-15 Fixed 3.88000000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320XAM6 500000.00000000 PA USD 425486.55000000 0.073448765390 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.96000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 50315.09000000 0.008685541860 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2295000.00000000 GBP 2848358.93000000 USD 2022-09-21 50315.09000000 N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 373000.00000000 PA USD 363395.25000000 0.062730378812 Long DBT CORP US N 2 2028-05-15 Fixed 4.88000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855031AQ3 92453.05000000 PA USD 79808.25000000 0.013776739665 Long LON CORP US N 2 2026-04-16 Floating 6.29000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 000000000 -3343336.23000000 PA USD -3343336.23000000 -0.57713673529 Short RA CORP US N 2 Reverse repurchase N 1.99000000 2022-08-11 3343336.23000000 USD 3346108.41000000 USD AMBS N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 385000.00000000 PA USD 342168.75000000 0.059066196669 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AJ1 2000.00000000 PA USD 2005.00000000 0.000346109118 Long DBT CORP US N 2 2025-08-15 Fixed 5.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 127000.00000000 PA USD 116083.08000000 0.020038609701 Long DBT CORP US N 2 2027-09-15 Fixed 4.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -915915.00000000 PA USD -915915.00000000 -0.15810799648 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 1281000.00000000 USD 1204908.60000000 USD CDS N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 658000.00000000 PA USD 655302.20000000 0.113120232702 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CC4 958000.00000000 PA USD 972370.00000000 0.167853428040 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -575825.00000000 PA USD -575825.00000000 -0.09940063988 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 620000.00000000 USD 630029.54160000 USD CDS N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 661000.00000000 PA USD 617968.90000000 0.106675646397 Long DBT CORP US N 2 2028-07-01 Fixed 4.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 464000.00000000 PA USD 416096.64000000 0.071827850941 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AP0 185000.00000000 PA USD 140464.28000000 0.024247365627 Long DBT CORP US N 2 2030-04-01 Fixed 4.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1116990.00000000 PA USD -1116990.00000000 -0.19281816652 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 1116990.00000000 USD 1117162.20000000 USD CDS N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 169086.00000000 PA USD 169540.42000000 0.029266576188 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 1015000.00000000 PA USD 918448.13000000 0.158545272990 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AL4 2845000.00000000 PA USD 2478564.00000000 0.427857157273 Long DBT CORP US N 2 2026-12-20 Fixed 3.75000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69689LAE6 750000.00000000 PA USD 734835.15000000 0.126849449255 Long ABS-CBDO CORP KY N 2 2027-08-20 Floating 3.58000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 327981.44000000 PA USD 316835.58000000 0.054693108825 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -521368.75000000 PA USD -521368.75000000 -0.09000023855 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 521368.75000000 USD 521395.98000000 USD CDS N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 250000.00000000 PA USD 203171.88000000 0.035072139761 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N Saxon Asset Securities Trust N/A 80557BAD6 3885609.19000000 PA USD 3663070.64000000 0.632330248854 Long ABS-O CORP US N 2 2047-09-25 Floating 2.66000000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 59000.00000000 PA USD 53467.87000000 0.009229784207 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BV7 2500000.00000000 PA USD 2517640.88000000 0.434602725590 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -498.00000000 NC USD -1618592.28000000 -0.27940625769 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year US Treasury Note TYM2 COMDTY 2022-09-21 -58654970.22000000 USD -1618592.28000000 N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 263000.00000000 PA USD 256923.39000000 0.044350886756 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 305000.00000000 PA USD 256871.00000000 0.044341843037 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635AR7 47000.00000000 PA USD 47227.01000000 0.008152468221 Long DBT CORP US N 2 2026-05-17 Fixed 8.00000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 161000.00000000 PA USD 159390.00000000 0.027514380220 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1202130.00000000 PA USD -1202130.00000000 -0.20751528888 Short RA CORP US N 2 Reverse repurchase N 2.11000000 2049-12-31 1202130.00000000 USD 1202266.24000000 USD CDS N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAA1 902000.00000000 PA USD 834350.00000000 0.144028001363 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N MUELLER WATER PRODUCTS 549300F7ZU4P1F8V8L60 624758AF5 177000.00000000 PA USD 161310.08000000 0.027845830193 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 113000.00000000 PA USD 106140.90000000 0.018322360747 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 000000000 200000.00000000 PA 189590.22000000 0.032727632845 Long DBT CORP US N 2 2026-05-15 Fixed 4.00000000 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 690732AG7 11000.00000000 PA USD 11001.76000000 0.001899156833 Long DBT CORP US N 2 2030-04-01 Fixed 6.63000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CZ1 282000.00000000 PA USD 300330.00000000 0.051843866062 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co USD XXXX N N N KOBE US MIDCO 2 INC N/A 499894AA1 294000.00000000 PA USD 233583.56000000 0.040321895245 Long DBT CORP US N 2 2026-11-01 Fixed 9.25000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 292000.00000000 PA USD 285430.00000000 0.049271783339 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -839000.00000000 PA USD -839000.00000000 -0.14483069832 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 839000.00000000 USD 839122.35000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -444745.00000000 PA USD -444745.00000000 -0.07677321683 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 444745.00000000 USD 444771.56000000 USD CDS N N N REALOGY GROUP/CO-ISSUER N/A 75606DAQ4 173000.00000000 PA USD 137984.80000000 0.023819350347 Long DBT CORP US N 2 2030-04-15 Fixed 5.25000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAD5 103000.00000000 PA USD 100126.30000000 0.017284102442 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 115000.00000000 PA USD 109250.00000000 0.018859062921 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AX7 253000.00000000 PA USD 231434.86000000 0.039950980202 Long DBT CORP US N 2 2028-01-15 Fixed 3.75000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BB1 826000.00000000 PA USD 752395.14000000 0.129880707436 Long DBT CORP US N 2 2026-12-15 Fixed 5.13000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAN6 205000.00000000 PA USD 226139.87000000 0.039036943134 Long DBT CORP US N 2 2040-02-09 Fixed 6.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1120395.00000000 PA USD -1120395.00000000 -0.19340594784 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1120395.00000000 USD 1120457.24000000 USD CDS N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 762000.00000000 PA USD 689610.00000000 0.119042548115 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N MODERN LAND CHINA CO LTD 549300PDOU6AR9Z9IN08 000000000 200000.00000000 PA USD 32000.00000000 0.005523936050 Long DBT CORP KY N 3 2023-04-11 Fixed 9.80000000 Y Y N N N N NEW FORTRESS ENERGY INC N/A 644393AB6 1134000.00000000 PA USD 1073954.70000000 0.185389283868 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -89310.00000000 PA USD -89310.00000000 -0.01541696027 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 104000.00000000 USD 103919.92000000 USD CDS N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4S1 16314.04000000 PA USD 16746.46000000 0.002890824190 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 000000000 355395.20000000 PA USD 335532.16000000 0.057920568583 Long LON CORP LU N 2 2029-02-01 Floating 4.92000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 750000.00000000 PA USD 744616.03000000 0.128537854118 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1465570.00000000 PA USD -1465570.00000000 -0.25299109241 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1465570.00000000 USD 1465814.26000000 USD CDS N N N GTCR AP Finance Inc N/A 40060QAA3 351000.00000000 PA USD 345056.67000000 0.059564718088 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 000000000 556350.00000000 PA USD 531514.54000000 0.091751635275 Long LON CORP US N 2 2027-05-03 Floating 7.54000000 N N N N N N DISH DBS Corp N/A 25470XAL9 49000.00000000 PA USD 48081.25000000 0.008299929694 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 000000000 9868.00000000 OU Notional Amount -1477.98000000 -0.00025513334 N/A DCR XX N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 355.66000000 EUR 0.00000000 EUR 9868.00000000 EUR -1879.44000000 N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 582000.00000000 PA USD 485970.00000000 0.083889600074 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAA8 334000.00000000 PA USD 306394.90000000 0.052890807304 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAH4 287000.00000000 PA USD 247267.72000000 0.042684096018 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -516.00000000 NC USD 260132.72000000 0.044904890934 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year US Treasury Note Future TUU2 Comdty 2022-09-30 -108857975.70000000 USD 260132.72000000 N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AF3 559000.00000000 PA USD 562843.13000000 0.097159670515 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 930000.00000000 PA USD 886141.20000000 0.152968353762 Long DBT US N 2 2027-02-15 Fixed 3.88000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAK5 248000.00000000 PA USD 743256.00000000 0.128303081657 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y EQT Corp USD XXXX N N N CONSTELLATION AUTOMOTIVE 254900HVTSU7VICDRM89 000000000 100000.00000000 PA 97423.99000000 0.016817621579 Long DBT CORP GB N 2 2027-07-15 Fixed 4.88000000 N N N N N N MIDAS OPCO HOLDINGS LLC N/A 59565JAA9 129000.00000000 PA USD 108034.92000000 0.018649312165 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 761000.00000000 PA USD 746194.97000000 0.128810415480 Long DBT CORP US N 2 2025-10-02 Fixed 7.13000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -158500.00000000 PA USD -158500.00000000 -0.02736074574 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 158500.00000000 USD 158527.08000000 USD CDS N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 139000.00000000 PA USD 106757.56000000 0.018428810447 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -828991.25000000 PA USD -828991.25000000 -0.14310295785 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 828991.25000000 USD 829129.42000000 USD CDS N N N GoldenTree Loan Management US CLO1, LTD 549300O473GD3F35WC55 38138DAQ9 250000.00000000 PA USD 236646.53000000 0.040850634320 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 4.26000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 428000.00000000 PA USD 428000.00000000 0.073882644673 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N AFFINITY GAMING N/A 00842XAA7 5000.00000000 PA USD 4332.73000000 0.000747928857 Long DBT CORP US N 2 2027-12-15 Fixed 6.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1044833.75000000 PA USD -1044833.75000000 -0.18036233807 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 1044833.75000000 USD 1044958.55000000 USD CDS N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 200000.00000000 PA USD 190842.00000000 0.032943718866 Long DBT CORP US N 2 2025-11-13 Fixed 3.38000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 1055000.00000000 PA USD 953087.00000000 0.164524738701 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N Carlyle Global Market Strategies N/A 14315RAE1 250000.00000000 PA USD 237060.13000000 0.040922031194 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 4.51000000 N N N N N N DirecTV Financing, LLC N/A 25460HAB8 1247266.17000000 PA USD 1175024.51000000 0.202836257839 Long LON CORP US N 2 2027-08-02 Floating 7.37000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDJ8 529162.00000000 PA USD 496519.32000000 0.085710655357 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 872000.00000000 PA USD 771720.00000000 0.133216622774 Long DBT CORP US N 2 2028-11-15 Fixed 4.13000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1758802.82000000 PA USD -1758802.82000000 -0.30360982196 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1758802.82000000 USD 1760268.49000000 USD AMBS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYN8 484227.94000000 PA USD 495858.91000000 0.085596653401 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -584500.00000000 PA USD -584500.00000000 -0.10089814441 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 584500.00000000 USD 584585.24000000 USD CDS N N N CMG MEDIA CORPORATION N/A 88146LAA1 997000.00000000 PA USD 797813.29000000 0.137720924815 Long DBT CORP US N 2 2027-12-15 Fixed 8.88000000 N N N N N N MONITCHEM HOLDCO 3 S.A. 222100SJHJ1CNJMSW162 000000000 100000.00000000 PA 95581.27000000 0.016499525721 Long DBT CORP LU N 2 2025-03-15 Fixed 5.25000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 700000.00000000 PA USD 646172.68000000 0.111544267556 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 76000.00000000 PA USD 64590.12000000 0.011149740386 Long DBT CORP US N 2 2029-11-15 Fixed 4.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1257525.00000000 PA USD -1257525.00000000 -0.21707774005 Short RA CORP US N 2 Reverse repurchase N 2.37000000 2049-12-31 1257525.00000000 USD 1257694.77000000 USD CDS N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 200000.00000000 PA USD 15000.00000000 0.002589345023 Long DBT CORP KY N 2 2023-06-01 Fixed 11.88000000 Y Y N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 287000.00000000 PA USD 250464.90000000 0.043236002826 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 000000000 100000.00000000 PA 83808.08000000 0.014467202325 Long DBT CORP DE N 2 2027-05-15 Fixed 3.88000000 N N N N N N HPCL-MITTAL ENERGY LTD 3358008CSQJBZUGQXP26 000000000 200000.00000000 PA USD 184000.00000000 0.031762632289 Long DBT CORP IN N 2 2026-10-22 Fixed 5.45000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 478000.00000000 PA USD 497120.00000000 0.085814346542 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAC4 265000.00000000 PA USD 248861.50000000 0.042959219106 Long DBT CORP US N 2 2029-04-15 Fixed 4.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -344767.50000000 PA USD -344767.50000000 -0.05951480069 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 344767.50000000 USD 344785.50000000 USD CDS N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AG3 210000.00000000 PA USD 192009.30000000 0.033145221696 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 459000.00000000 PA USD 354164.40000000 0.061136921778 Long DBT CORP US N 2 2029-01-15 Fixed 5.38000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 169437.44000000 0.029248799471 Long DBT CORP FR N 2 2027-09-03 Fixed 3.00000000 N N N N N N GARDEN SPINCO CORP N/A 365417AA2 254000.00000000 PA USD 266707.62000000 0.046039869907 Long DBT CORP US N 2 2030-07-20 Fixed 8.63000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAA8 202000.00000000 PA USD 188526.65000000 0.032544036199 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N Firstkey Homes Trust N/A 33768NAJ1 3800000.00000000 PA USD 3586564.26000000 0.619123487899 Long ABS-O CORP US N 2 2039-05-17 Fixed 5.00000000 N N N N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 100000.00000000 PA 94801.86000000 0.016364981627 Long DBT CORP DE N 2 2024-09-30 Fixed 3.50000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 44000.00000000 PA USD 43835.00000000 0.007566929273 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 485000.00000000 PA USD 445482.20000000 0.076900474511 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N TRUST F/1401 N/A 898324AC2 235000.00000000 PA USD 219989.38000000 0.037975227089 Long DBT MX N 2 2026-01-30 Fixed 5.25000000 N N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 415000.00000000 PA USD 307921.70000000 0.053154368103 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 093645AJ8 168000.00000000 PA USD 147420.00000000 0.025448082892 Long DBT CORP US N 2 2028-03-01 Fixed 4.88000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 430000.00000000 PA USD 32250.00000000 0.005567091800 Long DBT CORP KY N 2 2022-04-17 None 0.00000000 Y N N N N N VERY GRP FUNDING PLC/THE 9845005CC91D50AF8202 000000000 100000.00000000 PA 95049.28000000 0.016407692011 Long DBT CORP GB N 2 2026-08-01 Fixed 6.50000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 000000000 200000.00000000 PA 150670.57000000 0.026009206042 Long DBT CORP IT N 2 2029-01-18 Fixed 1.63000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 1179000.00000000 PA USD 1107694.08000000 0.191213476915 Long DBT CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 355000.00000000 PA USD 360555.58000000 0.062240186453 Long DBT CORP US N 2 2027-07-15 Fixed 6.17000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 30000.00000000 OU Notional Amount 111.82000000 0.000019302704 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2026-12-22 1016.81000000 EUR 0.00000000 EUR 30000.00000000 EUR -1060.91000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 6886402.08000000 PA USD 6211131.20000000 1.072184110913 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 1842000.00000000 PA USD 1773514.44000000 0.306149385967 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBE5 500000.00000000 PA USD 484071.82000000 0.083561930545 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -293.00000000 NC USD -465536.86000000 -0.08036237011 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYU2 Comdty 2022-09-21 -37899150.64000000 USD -465536.86000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 156.27000000 0.000026975796 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6000.00000000 EUR 6310.01000000 USD 2022-09-21 156.27000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 1123000.00000000 PA USD 1035282.47000000 0.178713567448 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N TICP CLO Ltd N/A 87248WAN8 250000.00000000 PA USD 235028.65000000 0.040571351018 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.41000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FT0 275000.00000000 PA USD 237009.74000000 0.040913332721 Long DBT CORP US N 2 2041-05-20 Fixed 3.20000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAC4 1057000.00000000 PA USD 956489.87000000 0.165112152334 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932RAJ3 819625.00000000 PA USD 787454.72000000 0.135932797369 Long LON CORP US N 2 2028-04-21 Floating 6.53000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAR9 137000.00000000 PA USD 113625.06000000 0.019614298911 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 273000.00000000 PA USD 240927.96000000 0.041589707618 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 269000.00000000 PA USD 269336.25000000 0.046493631907 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N HPS LOAN MANAGEMENT 8-2016, LTD 54930040W4QDWLO30S73 40437JAA5 1000000.00000000 PA USD 825449.12000000 0.142491504740 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 8.21000000 N N N N N N CIFC Funding Ltd 54930076OPDXR0U68E20 17180TBC5 750000.00000000 PA USD 712842.68000000 0.123053043071 Long ABS-CBDO CORP KY N 2 2031-10-21 Floating 4.43000000 N N N N N N PetSmart, Inc. N/A 71677HAL9 72849.95000000 PA USD 70087.48000000 0.012098711170 Long LON CORP US N 2 2028-02-11 Floating 6.12000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 1055000.00000000 PA USD 1024668.75000000 0.176881395244 Long DBT CORP US N 2 2030-01-15 Fixed 4.88000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 295000.00000000 PA USD 251487.50000000 0.043412527108 Long DBT CORP NL N 2 2030-02-28 Fixed 5.13000000 N N N N N N CENTURION BIDCO SPA 815600440B4998FCA515 000000000 100000.00000000 PA 93827.47000000 0.016196779501 Long DBT CORP IT N 2 2026-09-30 Fixed 5.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -635160.00000000 PA USD -635160.00000000 -0.10964322567 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 635160.00000000 USD 635193.17000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -187667.50000000 PA USD -187667.50000000 -0.03239572714 Short RA CORP US N 2 Reverse repurchase N 2.36000000 2049-12-31 187667.50000000 USD 187675.89000000 USD CDS N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 274000.00000000 PA USD 250881.25000000 0.043307874413 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HQBL8 22792.38000000 PA USD 23291.29000000 0.004020612390 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -695625.00000000 PA USD -695625.00000000 -0.12008087546 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 695625.00000000 USD 695760.26000000 USD CDS N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 142000.00000000 PA 134565.52000000 0.023229103970 Long DBT CORP GB N 2 2025-10-30 Fixed 6.25000000 N N N N N N CHOBANI LLC/FINANCE CORP 549300Q10QN3IXF3HZ69 17027NAA0 1075000.00000000 PA USD 1034687.50000000 0.178610861941 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00101JAH9 16000.00000000 PA USD 15883.52000000 0.002741860897 Long DBT CORP US N 2 2023-06-15 Fixed 4.13000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AX0 166000.00000000 PA USD 168093.26000000 0.029016763085 Long DBT CORP US N 2 2030-06-30 Fixed 7.38000000 N N N N N N PECF USS Intermediate Holding III Corporation N/A 69291LAB2 968785.86000000 PA USD 884017.10000000 0.152601685244 Long LON CORP US N 2 2028-12-15 Floating 6.62000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 939000.00000000 PA USD 882415.86000000 0.152325274389 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Rad CLO Ltd N/A 48661KAA2 500000.00000000 PA USD 468107.15000000 0.080806061291 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 10.24000000 N N N N N N Credito Real Sab DE CV Sofom ENR N/A 000000000 56000.00000000 PA USD 1680.00000000 0.000290006642 Long LON CORP MX N 3 2023-02-17 Floating 5.25000000 N N N N N N Countrywide Alternative Loan Trust N/A 23244FAA2 3328838.06000000 PA USD 2428048.49000000 0.419137018310 Long ABS-MBS CORP US N 2 2046-11-20 Floating 3.21000000 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BA1 3000000.00000000 PA USD 3012442.08000000 0.520016793917 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -436751.25000000 PA USD -436751.25000000 -0.07539331171 Short RA CORP US N 2 Reverse repurchase N 2.52000000 2049-12-31 436751.25000000 USD 436772.72000000 USD CDS N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 695000.00000000 PA USD 666735.48000000 0.115093879813 Long DBT CORP GB N 2 2027-05-22 Fixed 6.00000000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 000000000 100000.00000000 PA 94809.01000000 0.016366215882 Long DBT CORP NL N 2 2025-02-15 Fixed 2.88000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 1363000.00000000 PA USD 1169331.33000000 0.201853484019 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 201000.00000000 PA USD 170265.09000000 0.029391670899 Long DBT CORP FR N 2 2029-01-15 Fixed 5.13000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 78397YAC6 351147.00000000 PA USD 34591.30000000 0.005971254034 Long DBT CORP GB N 2 2032-05-17 Fixed 4.00000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAE8 341000.00000000 PA USD 341269.39000000 0.058910946447 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 154000.00000000 PA USD 164963.26000000 0.028476453090 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 140000.00000000 PA USD 132305.91000000 0.022839043310 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 377000.00000000 PA USD 358636.05000000 0.061908831423 Long DBT CORP US N 2 2028-04-01 Fixed 4.88000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZR7 214000.00000000 PA USD 208048.66000000 0.035913984162 Long DBT CORP US N 2 2029-05-03 Fixed 5.11000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 361000.00000000 PA USD 363628.61000000 0.062770662116 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A 30191BAB7 464000.00000000 PA USD 366560.00000000 0.063276687456 Long DBT CORP IT N 2 2026-08-15 Fixed 7.38000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 1484529.00000000 PA USD 1421436.52000000 0.245372638629 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N KASIKORNBANK PCL HK 5493004COSQ54937AW41 000000000 246000.00000000 PA USD 232054.88000000 0.040058009915 Long DBT CORP TH N 2 2025-10-14 Fixed 5.28000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 274000.00000000 PA USD 213115.25000000 0.036788594136 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AA7 1920246.46000000 PA USD 1872240.30000000 0.323191740253 Long DBT CORP KY N 2 2034-07-05 Fixed 5.88000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAP9 403000.00000000 PA USD 359677.50000000 0.062088609648 Long DBT CORP CA N 2 2029-08-15 Fixed 4.38000000 N N N N N N OP SERVICIOS MEGA 4469000001BP4DCM0P31 68373NAA3 501000.00000000 PA USD 322143.00000000 0.055609291596 Long DBT CORP MX N 2 2025-02-11 Fixed 8.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -370878.75000000 PA USD -370878.75000000 -0.06402220304 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 370878.75000000 USD 370900.90000000 USD CDS N N N ATLAS LUXCO 4 / ALL UNI N/A 049362AA4 710000.00000000 PA USD 619475.00000000 0.106935633900 Long DBT CORP XX N 2 2028-06-01 Fixed 4.63000000 N N N N N N OZLM Ltd 5493002HF6D1C4B1AK86 67112EAA1 250000.00000000 PA USD 213171.15000000 0.036798243761 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.25000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 200000.00000000 PA USD 168037.50000000 0.029007137626 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 502000.00000000 PA USD 446077.20000000 0.077003185197 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 247000.00000000 PA USD 169698.88000000 0.029293930029 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 433000.00000000 PA USD 428273.73000000 0.073929896767 Long DBT CORP US N 2 2024-09-01 Fixed 4.63000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 000000000 394116.00000000 PA USD 378773.06000000 0.065384942532 Long LON CORP CA N 2 2028-08-11 Floating 4.25000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AL7 57000.00000000 PA USD 52975.18000000 0.009144734580 Long DBT CORP US N 2 2028-07-15 Fixed 6.38000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 43000.00000000 PA USD 37708.49000000 0.006509352728 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 268000.00000000 PA USD 248570.00000000 0.042908899501 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 341000.00000000 PA USD 303063.75000000 0.052315774193 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 557000.00000000 PA USD 492945.00000000 0.085093645510 Long DBT CORP US N 2 2029-07-01 Fixed 4.88000000 N N N N N N Chobani, LLC 549300ISVDMZ91KNTR38 17026YAH2 61497.33000000 PA USD 57269.39000000 0.009886014000 Long LON CORP US N 2 2027-10-25 None 0.00000000 N N N N N N TierPoint, LLC 549300L53HPEWRGN5U22 88651BAL6 63876.30000000 PA USD 60735.50000000 0.010484344312 Long LON CORP US N 2 2026-05-05 Floating 6.12000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -2441250.00000000 PA USD -2441250.00000000 -0.42141590259 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 2441250.00000000 USD 2441636.53000000 USD CDS N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 77000.00000000 PA USD 65626.33000000 0.011328614066 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -607447.50000000 PA USD -607447.50000000 -0.10485941074 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 607447.50000000 USD 607479.22000000 USD CDS N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 100000.00000000 PA 115112.53000000 0.019871070447 Long DBT CORP GB N 2 2025-07-31 Fixed 8.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DB8 81000.00000000 PA USD 85001.40000000 0.014673196805 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N Grab Holdings Inc N/A 000000000 148386.34000000 PA USD 133270.22000000 0.023005505396 Long LON CORP SG N 2 2026-01-29 Floating 6.88000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DU3 176000.00000000 PA USD 150832.00000000 0.026037072573 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 627000.00000000 PA USD 590991.39000000 0.102018707646 Long DBT CORP US N 2 2026-09-01 Fixed 3.13000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAA3 91000.00000000 PA USD 83720.00000000 0.014451997691 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAA8 200000.00000000 PA USD 191500.00000000 0.033057304801 Long DBT CORP BR N 2 2025-02-04 Fixed 3.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -257592.50000000 PA USD -257592.50000000 -0.04446639053 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 257592.50000000 USD 257606.10000000 USD CDS N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 1251000.00000000 PA USD 1272892.50000000 0.219730524030 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 690000.00000000 PA USD 649911.00000000 0.112189587575 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N RENK AG FRANKFURT 894500DAJJ2W78HOJY11 000000000 100000.00000000 PA 95561.65000000 0.016496138858 Long DBT CORP DE N 2 2025-07-15 Fixed 5.75000000 N N N N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 092174AA9 501000.00000000 PA USD 463425.00000000 0.079997814504 Long DBT CORP US N 2 2028-09-01 Fixed 3.63000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 2304000.00000000 PA USD 1992960.00000000 0.344030737216 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AG0 227000.00000000 PA USD 206997.75000000 0.035732572924 Long DBT US N 2 2029-02-15 Fixed 4.50000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 100000.00000000 PA USD 98347.00000000 0.016976954335 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 157000.00000000 PA USD 138108.61000000 0.023840722801 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 797000.00000000 PA USD 665495.00000000 0.114879744432 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y7PC5 177150.28000000 PA USD 182108.15000000 0.031436055464 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -331380.00000000 PA USD -331380.00000000 -0.05720381026 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 331380.00000000 USD 331785.02000000 USD CDS N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 629000.00000000 PA USD 565722.60000000 0.097656733270 Long DBT CORP US N 2 2029-07-01 Fixed 6.13000000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 00165CBA1 187000.00000000 PA USD 165941.93000000 0.028645394043 Long DBT CORP US N 2 2029-02-15 Fixed 7.50000000 N N N N N N VS Buyer, LLC N/A 91834WAC4 91885.00000000 PA USD 89473.02000000 0.015445101272 Long LON CORP US N 2 2027-02-28 Floating 5.37000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 370000.00000000 PA USD 302475.00000000 0.052214142401 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 501000.00000000 PA USD 449417.04000000 0.077579718403 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAK8 205000.00000000 PA USD 203107.85000000 0.035061086710 Long DBT CORP US N 2 2024-07-15 Fixed 4.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -367716.25000000 PA USD -367716.25000000 -0.06347628280 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 367716.25000000 USD 367735.45000000 USD CDS N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 200000.00000000 PA USD 166960.00000000 0.028821136342 Long DBT CORP GB N 2 2030-12-17 Fixed 4.60000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AP6 117000.00000000 PA USD 85995.00000000 0.014844715020 Long DBT CORP US N 2 2044-10-15 Fixed 5.60000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 152000.00000000 PA USD 146300.00000000 0.025254745130 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5KC8 828890.10000000 PA USD 848533.35000000 0.146476373812 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AT8 345000.00000000 PA USD 332925.00000000 0.057470512799 Long DBT CORP US N 2 2025-03-01 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -924443.75000000 PA USD -924443.75000000 -0.15958025491 Short RA CORP US N 2 Reverse repurchase N 1.80000000 2049-12-31 924443.75000000 USD 924524.64000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -158317.50000000 PA USD -158317.50000000 -0.02732924205 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 158317.50000000 USD 158342.57000000 USD CDS N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 116000.00000000 PA USD 112230.00000000 0.019373479466 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -669735.00000000 PA USD -669735.00000000 -0.11561166595 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 669735.00000000 USD 670069.87000000 USD CDS N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 87000.00000000 PA USD 82032.30000000 0.014160661852 Long DBT CORP US N 2 2027-04-15 Fixed 5.63000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 910000.00000000 PA USD 896350.00000000 0.154730627460 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NX7 27111.74000000 PA USD 27780.18000000 0.004795498055 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573MAD1 1057000.00000000 PA USD 1017764.90000000 0.175689631934 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.54000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 1297000.00000000 PA USD 1248022.80000000 0.215437441768 Long DBT CORP US N 2 2027-10-15 Fixed 7.38000000 N N N N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 86765LAN7 147000.00000000 PA USD 140658.42000000 0.024280878657 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AU3 401000.00000000 PA USD 326313.75000000 0.056329258979 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 477000.00000000 PA USD 423229.55000000 0.073059155275 Long DBT CORP US N 2 2029-04-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE55 65693053.80000000 PA USD 66071775.57000000 11.40550821821 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -114487.50000000 PA USD -114487.50000000 -0.01976317589 Short RA CORP US N 2 Reverse repurchase N 2.40000000 2049-12-31 114487.50000000 USD 114492.75000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -889033.75000000 PA USD -889033.75000000 -0.15346767442 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 913000.00000000 USD 930182.99781000 USD CDS N N N BANCO BPM SPA 815600E4E6DCD2D25E30 000000000 100000.00000000 PA 84913.52000000 0.014658026696 Long DBT CORP IT N 2 2031-06-29 Fixed 2.88000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 354000.00000000 PA USD 308964.12000000 0.053334313773 Long DBT CORP US N 2 2031-12-01 Fixed 4.63000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 825000.00000000 PA USD 854881.50000000 0.147572210520 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 75972JAB0 17859.11000000 PA USD 17211.72000000 0.002971138768 Long LON CORP US N 2 2025-05-30 Floating 5.62000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 205000.00000000 PA USD 14350.00000000 0.002477140072 Long DBT CORP KY N 2 2026-01-13 Fixed 7.38000000 Y N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AS8 200000.00000000 PA USD 197662.50000000 0.034121094048 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.38000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -1107812.50000000 PA USD -1107812.50000000 -0.19123391893 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 1107812.50000000 USD 1107974.06000000 USD CDS N N N Liberty Global PLC 549300BSGXG3QLIQYT84 000000000 247.00000000 NS USD 5374.72000000 0.000927800299 Long EC CORP GB N 1 N N N VICI PROPERTIES / NOTE N/A 92564RAE5 342000.00000000 PA USD 312235.74000000 0.053899070637 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 1314000.00000000 PA USD 1168040.88000000 0.201630722666 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 126000.00000000 PA USD 106251.98000000 0.018341535710 Long DBT CORP US N 2 2029-11-15 Fixed 4.13000000 N N N N N N MASTR Asset Backed Securities Trust N/A 57644UAE5 7422030.49000000 PA USD 3117587.54000000 0.538167318824 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.56000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -547545.00000000 PA USD -547545.00000000 -0.09451886139 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 547545.00000000 USD 547573.14000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -1363125.00000000 PA USD -1363125.00000000 -0.23530672902 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 1363125.00000000 USD 1363323.79000000 USD CDS N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 570000.00000000 PA USD 562857.90000000 0.097162220157 Long DBT CORP FR N 2 2027-02-01 Fixed 8.13000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AA7 168000.00000000 PA USD 139856.64000000 0.024142472986 Long DBT CORP US N 2 2029-07-15 Fixed 4.13000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 105000.00000000 PA USD 104453.48000000 0.018031073242 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -3710000.00000000 PA USD -3710000.00000000 -0.64043133583 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 1920246.46000000 USD 1872240.29850000 USD CDS N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311RAA4 323000.00000000 PA USD 319770.00000000 0.055199657213 Long DBT CORP US N 2 2037-09-15 Fixed 6.75000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 364000.00000000 PA USD 332317.44000000 0.057365633968 Long DBT CORP US N 2 2029-03-01 Fixed 4.63000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 934000.00000000 PA USD 835911.32000000 0.144297521108 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 200000.00000000 PA USD 12000.00000000 0.002071476018 Long DBT CORP KY N 2 2024-04-14 None 0.00000000 Y N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 390000.00000000 PA USD 48750.00000000 0.008415371326 Long DBT CORP KY N 2 2024-03-05 Fixed 7.40000000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A 48850PAA2 156000.00000000 PA USD 128658.58000000 0.022209430257 Long DBT CORP US N 2 2028-09-15 Fixed 4.88000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAF4 160000.00000000 PA USD 158315.20000000 0.027328845018 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BF8 450000.00000000 PA USD 443825.65000000 0.076614515878 Long DBT CORP NL N 2 2045-05-11 Fixed 4.38000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 200000.00000000 PA USD 176500.00000000 0.030467959777 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AR2 49000.00000000 PA USD 48387.50000000 0.008352795488 Long DBT CORP US N 2 2032-04-01 Fixed 5.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -686612.50000000 PA USD -686612.50000000 -0.11852511066 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 686612.50000000 USD 686653.51000000 USD CDS N N N RADIATE HOLDCO / FINANCE N/A 75026JAE0 2274000.00000000 PA USD 1804350.78000000 0.311472447535 Long DBT CORP US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Carrington Mortgage Loan Trust N/A 14454AAB5 3090627.53000000 PA USD 2552657.14000000 0.440647337496 Long ABS-O CORP US N 2 2036-10-25 Floating 2.38000000 N N N N N N CTR PARTNERSHIP/CARETRST N/A 126458AE8 208000.00000000 PA USD 183780.48000000 0.031724738088 Long DBT US N 2 2028-06-30 Fixed 3.88000000 N N N N N N Fremont Home Loan Trust N/A 35729RAE6 4286492.24000000 PA USD 2635776.94000000 0.454995726862 Long ABS-O CORP US N 2 2036-05-25 Floating 2.58000000 N N N N N N Verscend Escrow Corp N/A 92535WAA8 2007000.00000000 PA USD 2015941.19000000 0.347997819214 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAD6 1030000.00000000 PA USD 1018788.45000000 0.175866320207 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 608000.00000000 PA USD 583591.84000000 0.100741375114 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 88662.81000000 0.015305240390 Long DBT CORP JP N 2 2025-09-19 Fixed 3.13000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 000000000 -5361353.26000000 PA USD -5361353.26000000 -0.92549289223 Short RA CORP US N 2 Reverse repurchase N 1.99000000 2022-08-11 5361353.26000000 USD 5365798.72000000 USD AMBS N N N FAURECIA 969500F0VMZLK2IULV85 000000000 100000.00000000 PA 86874.22000000 0.014996488615 Long DBT CORP FR N 2 2027-02-15 Fixed 2.75000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 400000.00000000 PA USD 360700.00000000 0.062265116667 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N CANPACK SA/CANPACK US N/A 13805AAA5 211000.00000000 PA USD 189702.19000000 0.032746961442 Long DBT CORP XX N 2 2025-11-01 Fixed 3.13000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 44332EAU0 125525.06000000 PA USD 122622.92000000 0.021167536512 Long LON CORP US N 2 2025-04-25 Floating 5.78000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -647701.25000000 PA USD -647701.25000000 -0.11180813389 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 647701.25000000 USD 647735.07000000 USD CDS N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 410000.00000000 PA USD 360800.00000000 0.062282378967 Long DBT CORP US N 2 2025-09-15 Fixed 5.63000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 567000.00000000 PA USD 511536.06000000 0.088302890090 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 309000.00000000 PA USD 244264.50000000 0.042165671167 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -785722.50000000 PA USD -785722.50000000 -0.13563377635 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 785722.50000000 USD 785765.06000000 USD CDS N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KAJ3 6094.26000000 PA USD 6278.53000000 0.001083818694 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -411412.50000000 PA USD -411412.50000000 -0.07101926063 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 411412.50000000 USD 411435.36000000 USD CDS N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 1113772.02000000 PA USD 1013677.33000000 0.174984023332 Long LON CORP US N 2 2026-08-21 Floating 5.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329PTF0 11132.32000000 PA USD 11413.16000000 0.001970173936 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 1157000.00000000 PA USD 1171462.50000000 0.202221372981 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N POWERLONG REAL ESTATE 549300R3K12EPXCGDP22 000000000 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP KY N 2 2022-11-08 Fixed 7.13000000 N Y N N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 77340GAQ4 500000.00000000 PA USD 473388.75000000 0.081717786936 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 5.36000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAN7 198790.00000000 PA USD 193422.67000000 0.033389201867 Long LON CORP US N 2 2026-09-03 Floating 6.62000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAE8 91000.00000000 PA USD 92224.77000000 0.015920116616 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 481000.00000000 PA USD 428267.97000000 0.073928902459 Long DBT CORP NL N 2 2029-07-15 Fixed 4.13000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -1667500.00000000 PA USD -1667500.00000000 -0.28784885512 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 1667500.00000000 USD 1667750.13000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -426855.00000000 PA USD -426855.00000000 -0.07368499133 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 426855.00000000 USD 426922.59000000 USD CDS N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 368000.00000000 PA USD 355708.80000000 0.061403520742 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 645000.00000000 PA USD 623788.43000000 0.107680231133 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N ABERTIS FINANCE BV 5493007WHKI5H75YJ358 000000000 100000.00000000 PA 91094.27000000 0.015724966313 Long DBT CORP NL N 2 2025-11-24 Fixed 3.25000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 217000.00000000 PA USD 200323.55000000 0.034580452486 Long DBT CORP NL N 2 2030-01-15 Fixed 4.88000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAD2 539000.00000000 PA USD 417662.64000000 0.072098178562 Long DBT CORP CA N 2 2030-02-15 Fixed 4.88000000 N N N N N N Scholar Funding Trust N/A 80705X107 42.00000000 PA USD 1089882.94000000 0.188138864467 Long ABS-O CORP US N 3 N/A None 0.00000000 N N N N N N ADLER GROUP SA 391200OYYFJ3DWAMEC69 000000000 200000.00000000 PA 109359.32000000 0.018877934068 Long DBT CORP LU N 2 2026-11-13 Fixed 2.75000000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AG7 35000.00000000 PA USD 27475.00000000 0.004742816968 Long DBT CORP US N 2 2042-12-01 Fixed 6.13000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 524000.00000000 PA USD 461775.00000000 0.079712986551 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N Magenta Buyer LLC N/A 55910RAE3 530000.00000000 PA USD 499525.00000000 0.086229504861 Long LON CORP US N 2 2029-07-27 Floating 10.55000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 18000.00000000 PA USD 17721.90000000 0.003059207571 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -207086.25000000 PA USD -207086.25000000 -0.03574785005 Short RA CORP US N 2 Reverse repurchase N 2.72000000 2049-12-31 207086.25000000 USD 207335.56000000 USD CDS N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 165000.00000000 PA USD 167062.50000000 0.028838830200 Long DBT CORP AU N 2 2030-05-01 Fixed 8.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AG3 1750000.00000000 PA USD 1509278.42000000 0.260536171071 Long DBT CORP CH N 2 2026-06-02 Fixed 3.88000000 N N N N N N RED SUN PROPERTIES GRP 549300TYWIIKAOK07L47 000000000 200000.00000000 PA USD 18000.00000000 0.003107214028 Long DBT CORP KY N 2 2022-10-03 Fixed 10.50000000 N N N N N N Countrywide Alternative Loan Trust N/A 02148FAC9 1752701.90000000 PA USD 1365636.79000000 0.235740321749 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.61000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 739207.09000000 PA USD 745279.97000000 0.128652465434 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1010323.75000000 PA USD -1010323.75000000 -0.17440511828 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 1010323.75000000 USD 1010479.51000000 USD CDS N N N SHRIRAM TRANSPORT FIN 335800TM2YO24B76XL26 000000000 320000.00000000 PA USD 317600.00000000 0.054825065299 Long DBT CORP IN N 2 2022-10-24 Fixed 5.95000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 1015000.00000000 PA USD 817075.00000000 0.141045939011 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N Iron Mountain UK PLC 213800OT3BUEZ7P7XW26 000000000 100000.00000000 PA 109099.40000000 0.018833065897 Long DBT CORP GB N 2 2025-11-15 Fixed 3.88000000 N N N N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 45569KAA1 563000.00000000 PA USD 533211.67000000 0.092044598949 Long DBT CORP US N 2 2026-07-15 Fixed 2.88000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAA9 97000.00000000 PA USD 91798.03000000 0.015846451477 Long DBT CORP US N 2 2028-08-01 Fixed 6.13000000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AN6 244000.00000000 PA USD 211529.30000000 0.036514822686 Long DBT CORP US N 2 2030-10-15 Fixed 4.13000000 N N N N N N ABJA Investment Co 254900E6OE5YJ9WCCU19 000000000 250000.00000000 PA USD 251875.00000000 0.043479418521 Long DBT CORP SG N 2 2024-07-31 Fixed 5.95000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 1673000.00000000 PA USD 1683288.95000000 0.290574391065 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Countrywide Alternative Loan Trust N/A 02148KAU8 2271145.93000000 PA USD 317585.69000000 0.054822595064 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.66000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 296000.00000000 PA USD 289340.00000000 0.049946739275 Long DBT CORP US N 2 2029-02-01 Fixed 5.38000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAD9 200000.00000000 PA USD 170500.00000000 0.029432221768 Long DBT CORP FR N 2 2027-03-15 Fixed 3.13000000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 812000.00000000 PA USD 743434.72000000 0.128333932840 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CG7 454000.00000000 PA USD 417700.43000000 0.072104701985 Long DBT CORP US N 2 2031-05-15 Fixed 4.00000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAW5 198000.00000000 PA USD 178372.42000000 0.030791182538 Long DBT CORP US N 2 2030-07-15 Fixed 5.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 23000.00000000 PA USD 21616.69000000 0.003731537911 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50221DAA7 144000.00000000 PA USD 123467.04000000 0.021313251040 Long DBT CORP US N 2 2029-10-15 Fixed 6.63000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 85979.52000000 0.014842042816 Long DBT CORP DE N 2 2027-05-06 Fixed 2.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -304705.00000000 PA USD -304705.00000000 -0.05259909169 Short RA CORP US N 2 Reverse repurchase N -1.75000000 2049-12-31 304705.00000000 USD 304660.56000000 USD CDS N N N CLEAR CHANNEL INTL BV N/A 18452MAB2 507000.00000000 PA USD 502183.50000000 0.086688423110 Long DBT CORP NL N 2 2025-08-01 Fixed 6.63000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 1596000.00000000 PA USD 1442385.00000000 0.248988828125 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BYM9 1459066.17000000 PA USD 824811.27000000 0.142381397159 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.50000000 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 100000.00000000 PA 95868.26000000 0.016549066796 Long DBT CORP AT N 2 2025-07-31 Fixed 6.00000000 N N N N N N Digicel International Finance Limited 5493007V023VOEW4FK27 000000000 705832.10000000 PA USD 638778.05000000 0.110267784330 Long LON CORP LC N 2 2024-05-28 Floating 5.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339U3C2 136487.08000000 PA USD 139444.73000000 0.024071367846 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 487000.00000000 PA USD 402992.50000000 0.069565774961 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N OT MERGER CORP N/A 688777AA9 147000.00000000 PA USD 102900.00000000 0.017762906861 Long DBT CORP US N 2 2029-10-15 Fixed 7.88000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 125000.00000000 PA USD 114364.56000000 0.019741953620 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 28600000.00000000 OU Notional Amount USD -2642120.18000000 -0.45609071599 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-08 429.76000000 USD 0.00000000 USD 28600000.00000000 USD -2642549.94000000 N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AD4 280000.00000000 PA USD 260400.00000000 0.044951029609 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N SWITCH LTD 5493002D70VTFFLT8L43 87105NAA8 399000.00000000 PA USD 399127.68000000 0.068898618132 Long DBT CORP US N 2 2028-09-15 Fixed 3.75000000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 06832EAG5 172095.75000000 PA USD 172095.75000000 0.029707684923 Long LON CORP US N 3 2028-10-30 Floating 9.56000000 N N N N N N FASTIGHETS AB BALDER 549300GHKJCEZOAEUU82 000000000 100000.00000000 PA 69499.38000000 0.011997191583 Long DBT CORP SE N 2 2081-06-02 Fixed 2.87000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 57981.83000000 0.010008997531 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 1661000.00000000 GBP 2083058.44000000 USD 2022-09-21 57981.83000000 N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 190000.00000000 PA USD 175387.10000000 0.030275847639 Long DBT CORP US N 2 2028-05-01 Fixed 6.63000000 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 268000.00000000 PA USD 241870.00000000 0.041752325390 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 365000.00000000 PA USD 282875.00000000 0.048830731570 Long DBT CORP LR N 2 2027-07-15 Fixed 5.38000000 N N N N N N FREEPORT LNG INVESTMENTS, LLLP 549300LR5YVRZH4YPQ33 35670CAB4 323800.74000000 PA USD 303158.44000000 0.052332119865 Long LON CORP US N 2 2028-12-21 Floating 6.21000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 231000.00000000 PA USD 233695.77000000 0.040341265272 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 10000.00000000 OU Notional Amount -2570.96000000 -0.00044380683 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 ADLER REAL ESTATE AG ADLER REAL ESTATE AG Y sell protection 2026-06-23 767.83000000 EUR 0.00000000 EUR 10000.00000000 EUR -3493.14000000 N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAA9 173000.00000000 PA USD 162282.65000000 0.028013718146 Long DBT US N 2 2026-07-01 Fixed 3.75000000 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 479000.00000000 PA USD 462699.63000000 0.079872598957 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 548000.00000000 PA USD 545775.38000000 0.094213384280 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -579250.00000000 PA USD -579250.00000000 -0.09999187366 Short RA CORP US N 2 Reverse repurchase N 2.72000000 2049-12-31 579250.00000000 USD 579345.09000000 USD CDS N N N HUSKY III HOLDING LTD N/A 44810RAA6 587000.00000000 PA USD 571387.75000000 0.098634668467 Long DBT CORP CA N 2 2025-02-15 Fixed 13.00000000 N N Y N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBG4 475000.00000000 PA USD 422156.25000000 0.072873879008 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N MAF SUKUK LTD 549300IS9H0W5N2N4K34 000000000 325000.00000000 PA USD 324959.38000000 0.056095463565 Long DBT CORP KY N 2 2029-05-14 Fixed 4.64000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661CX3 400000.00000000 PA USD 388634.58000000 0.067087267715 Long DBT CORP US N 2 2042-04-15 Fixed 4.65000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -871780.00000000 PA USD -871780.00000000 -0.15048928031 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 871780.00000000 USD 871828.43000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -510875.00000000 PA USD -510875.00000000 -0.08818877592 Short RA CORP US N 2 Reverse repurchase N 2.60000000 2049-12-31 510875.00000000 USD 510901.25000000 USD CDS N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 305000.00000000 PA USD 255152.33000000 0.044045161063 Long DBT CORP US N 2 2026-11-01 Fixed 5.38000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 680000.00000000 PA USD 595000.00000000 0.102710685936 Long DBT CORP US N 2 2029-02-01 Fixed 3.13000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBF6 134550.77000000 PA USD 128260.52000000 0.022140715945 Long LON CORP US N 2 2027-12-17 Floating 5.87000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 93000.00000000 PA USD 79978.14000000 0.013806066587 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 384000.00000000 PA USD 312249.60000000 0.053901463192 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -218.00000000 NC USD 44553.68000000 0.007690989972 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term US Treasury Bond Future WNU2 Comdty 2022-09-21 -34147928.68000000 USD 44553.68000000 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 53000.00000000 PA USD 53271.89000000 0.009195953551 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAE5 247157.46000000 PA USD 238662.66000000 0.041198664732 Long LON CORP US N 2 2025-05-09 Floating 5.62000000 N N N N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 49836AAC8 315000.00000000 PA USD 257418.00000000 0.044436267819 Long DBT CORP AT N 2 2031-01-12 Fixed 3.20000000 N N N N N N WHITE CAP PARENT LLC N/A 96351CAA4 268000.00000000 PA USD 221487.58000000 0.038233850870 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N Y N N N VICI PROPERTIES / NOTE N/A 92564RAL9 64000.00000000 PA USD 58431.36000000 0.010086596749 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AP3 242000.00000000 PA USD 241342.97000000 0.041661347890 Long DBT CORP US N 2 2025-04-01 Fixed 5.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -410602.50000000 PA USD -410602.50000000 -0.07087943600 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 410602.50000000 USD 410667.51000000 USD CDS N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 171000.00000000 PA USD 146158.83000000 0.025230375941 Long DBT CORP US N 2 2032-02-15 Fixed 3.88000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FB5 750000.00000000 PA USD 856539.59000000 0.147858434992 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 222000.00000000 PA USD 195311.59000000 0.033715272907 Long DBT CORP LU N 2 2026-10-15 Fixed 6.13000000 N N N N N N New Arclin U.S. Holding Corp. N/A 000000000 30545.35000000 PA USD 28464.60000000 0.004913644690 Long LON CORP US N 2 2028-10-02 Floating 1.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -419142.50000000 PA USD -419142.50000000 -0.07235363643 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 419142.50000000 USD 419164.39000000 USD CDS N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 19020000.00000000 OU Notional Amount USD -189192.97000000 -0.03265905835 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S38 2I65BYEA9 Y buy protection 2027-06-22 0.00000000 USD -165361.98000000 USD 19020000.00000000 USD -23830.99000000 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498AK7 85000.00000000 PA USD 72250.00000000 0.012472011863 Long DBT CORP US N 2 2043-11-01 Fixed 5.35000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AQ6 90000.00000000 PA USD 78921.00000000 0.013623579907 Long DBT CORP US N 2 2030-01-15 Fixed 4.13000000 N N N N N N NOVA Chemicals Corp 5493007M1XGU5E55ZJ25 66977WAQ2 80000.00000000 PA USD 78349.86000000 0.013524988006 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 100000.00000000 PA 92781.67000000 0.016016250366 Long DBT CORP LU N 2 2025-05-22 Fixed 4.75000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 000000000 -7116447.02000000 PA USD -7116447.02000000 -1.22846244513 Short RA CORP US N 2 Reverse repurchase N 1.99000000 2022-08-11 7116447.02000000 USD 7122347.74000000 USD AMBS N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AR9 105000.00000000 PA USD 105193.20000000 0.018158765929 Long DBT CORP US N 2 2025-05-01 Fixed 6.38000000 N N N N N N REPSOL INTL FINANCE 5493002YCY6HTK0OUR29 000000000 100000.00000000 PA 93240.37000000 0.016095432537 Long DBT CORP NL N 2 2028-09-11 Fixed 4.25000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 60000.00000000 OU Notional Amount -8486.13000000 -0.00146490123 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 LADBROKES GROUP FIN PLC LADBROKES GROUP FIN PLC Y sell protection 2027-06-22 0.00000000 EUR -9969.68000000 EUR 60000.00000000 EUR 1966.17000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -457725.00000000 PA USD -457725.00000000 -0.07901386339 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 457725.00000000 USD 457751.06000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 197000.00000000 PA USD 235907.50000000 0.040723060743 Long DBT CORP US N 2 2030-07-15 Fixed 8.88000000 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 25257DAA6 712000.00000000 PA USD 603405.76000000 0.104161713458 Long DBT CORP NL N 2 2029-10-01 Fixed 4.63000000 N N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 03328TBG9 250000.00000000 PA USD 235711.03000000 0.040689145502 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 6.29000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 25650.00000000 NS USD 2390836.50000000 0.412713372902 Long EC CORP US N 1 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 907000.00000000 PA USD 842058.80000000 0.145358717557 Long DBT CORP CA N 2 2026-06-15 Fixed 7.13000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 200000.00000000 PA 162055.12000000 0.027974441234 Long DBT CORP ES N 1 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA EUR XXXX N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2436220.51000000 PA USD -2436220.51000000 -0.42054769693 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 2436220.51000000 USD 2438250.69000000 USD AMBS N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10290000.00000000 OU Notional Amount USD 917401.28000000 0.158364562601 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-04-26 0.00000000 USD -163.09000000 USD 10290000.00000000 USD 917564.37000000 N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AX4 620000.00000000 PA USD 630029.54000000 0.108757590275 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N Sequa Mezzanine Holdings L.L.C. N/A 81733HAE6 99697.62000000 PA USD 99137.32000000 0.017113381746 Long LON CORP US N 2 2023-11-28 Floating 8.30000000 N N N N N N HELIOS SOFT/ION CORP SOL N/A 42329HAA6 400000.00000000 PA USD 318113.71000000 0.054913743462 Long DBT CORP US N 2 2028-05-01 Fixed 4.63000000 N N N N N N Elevation CLO Ltd N/A 28623NAA5 250000.00000000 PA USD 210734.38000000 0.036377601210 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 9.98000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BA2 800000.00000000 PA USD 655164.00000000 0.113096376203 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 830000.00000000 PA USD 857888.00000000 0.148091201574 Long DBT CORP US N 2 2025-06-15 Fixed 7.13000000 N N N N N N THOR INDUSTRIES 254900XZO1228PDSG060 885160AA9 137000.00000000 PA USD 110996.11000000 0.019160481671 Long DBT CORP US N 2 2029-10-15 Fixed 4.00000000 N N N N N N CASTLELAKE AVIATION FIN N/A 14856HAA6 56000.00000000 PA USD 47014.16000000 0.008115725415 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 227000.00000000 PA USD 213706.01000000 0.036890572900 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 444000.00000000 PA USD 347430.00000000 0.059974409436 Long DBT CORP MH N 2 2029-08-01 Fixed 5.50000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAC3 1281000.00000000 PA USD 1165710.00000000 0.201228359164 Long DBT CORP US N 2 2028-07-01 Fixed 3.88000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 30000.00000000 OU Notional Amount 2179.81000000 0.000376285345 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 K+S AG K+S AG Y sell protection 2026-12-22 2178.97000000 EUR 0.00000000 EUR 30000.00000000 EUR -193.58000000 N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 76000.00000000 PA USD 65930.00000000 0.011381034493 Long DBT CORP US N 2 2028-12-15 Fixed 3.88000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 371000.00000000 PA USD 244860.00000000 0.042268468165 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N REKEEP SPA 8156008737CA044FCB79 000000000 100000.00000000 PA 88662.81000000 0.015305240390 Long DBT CORP IT N 2 2026-02-01 Fixed 7.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 859000.00000000 PA USD 766691.86000000 0.132348650155 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 879369AG1 325000.00000000 PA USD 306353.08000000 0.052883588211 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 396000.00000000 PA USD 356027.76000000 0.061458580574 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAG2 675709.14000000 PA USD 628835.20000000 0.108551419719 Long LON CORP US N 2 2029-02-01 Floating 9.71000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AV1 1647000.00000000 PA USD 1690233.75000000 0.291773223286 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145G308 395017.00000000 NS USD 9907026.36000000 1.710180626935 Long EP CORP US N 1 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBL3 384000.00000000 PA USD 205297.92000000 0.035439143167 Long DBT CORP US N 2 2030-04-01 Fixed 6.13000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -116090.00000000 PA USD -116090.00000000 -0.02003980425 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2049-12-31 116090.00000000 USD 116094.03000000 USD CDS N N N AMERICAN AIRLINES 2013-2 N/A 02377UAB0 402765.24000000 PA USD 395129.50000000 0.068208440300 Long DBT CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N CEDACRI MERGECO SPA 213800Z5DANXME2K6X50 000000000 100000.00000000 PA 95032.23000000 0.016404748788 Long DBT CORP IT N 2 2028-05-15 Floating 4.63000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAM2 236000.00000000 PA USD 235086.68000000 0.040581368331 Long DBT CORP US N 2 2025-01-15 Fixed 5.50000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAB8 254000.00000000 PA USD 254815.34000000 0.043986988837 Long DBT CORP US N 2 2027-02-15 Fixed 5.63000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 40000.00000000 PA USD 39843.60000000 0.006877921825 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N IND & COMM BK OF CHINA 5493002ERZU2K9PZDL40 000000000 210000.00000000 PA USD 201810.00000000 0.034837047947 Long DBT CORP CN N 2 2026-09-24 Fixed 3.20000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 96000.00000000 PA USD 86244.00000000 0.014887698147 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 45000.00000000 PA USD 41035.95000000 0.007083748861 Long DBT CORP US N 2 2029-03-01 Fixed 5.38000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAL0 262000.00000000 PA USD 234364.31000000 0.040456670654 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -299687.50000000 PA USD -299687.50000000 -0.05173295578 Short RA CORP US N 2 Reverse repurchase N 2.53000000 2049-12-31 299687.50000000 USD 299702.32000000 USD CDS N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBG1 73000.00000000 PA USD 495020.30000000 0.085451890026 Long DBT CORP US N 2 2042-10-15 Fixed 2.75000000 N N N N Y Anthem Inc USD XXXX N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -455625.00000000 PA USD -455625.00000000 -0.07865135509 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 455625.00000000 USD 455691.45000000 USD CDS N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 000000000 100000.00000000 PA 106931.95000000 0.018458914173 Long DBT CORP PA N 2 2026-02-01 Fixed 10.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -711515.00000000 PA USD -711515.00000000 -0.12282385496 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 812000.00000000 USD 743434.72000000 USD CDS N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2840000.00000000 OU Notional Amount USD -478607.88000000 -0.08261872882 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-10-23 87.41000000 USD 0.00000000 USD 2840000.00000000 USD -478695.29000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 525000.00000000 PA USD 405562.50000000 0.070009416075 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Da Vinci Purchaser Corp. 254900CEZYHAWVXDTS47 23343FAB0 78721.68000000 PA USD 76622.17000000 0.013226748972 Long LON CORP US N 2 2027-01-08 Floating 6.37000000 N N N N N N OQ SAOC 549300YK417GKI6EQ392 67624L2A5 300000.00000000 PA USD 284775.00000000 0.049158715273 Long DBT CORP OM N 2 2028-05-06 Fixed 5.13000000 N N N N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 000000000 100000.00000000 PA 89134.18000000 0.015386609694 Long DBT CORP IT N 2 2028-12-04 Fixed 2.00000000 N N N N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 000000000 210379.00000000 PA USD 41286.88000000 0.007127065151 Long DBT CORP VG N 2 2027-07-11 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM3C4 756481.42000000 PA USD 775988.17000000 0.133953407091 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 220000.00000000 PA USD 185588.34000000 0.032036816307 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAC9 276000.00000000 PA USD 260130.00000000 0.044904421399 Long DBT CORP US N 2 2026-04-15 Fixed 8.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 10000.00000000 PA USD 9544.10000000 0.001647531189 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Oi SA 254900YEMWCRRAGD4978 000000000 383000.00000000 PA USD 181925.00000000 0.031404439561 Long DBT CORP BR N 2 2025-07-27 Fixed 10.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 483000.00000000 PA USD 444326.19000000 0.076700920595 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CC3 494000.00000000 PA USD 498255.81000000 0.086010413473 Long DBT CORP US N 2 2023-03-15 Fixed 6.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AL8 500000.00000000 PA USD 396250.00000000 0.068401864373 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -599706.25000000 PA USD -599706.25000000 -0.10352309293 Short RA CORP US N 2 Reverse repurchase N 2.54000000 2049-12-31 599706.25000000 USD 599736.07000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83T0 1364335.07000000 PA USD 1402002.52000000 0.242017883216 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAB7 124000.00000000 PA USD 109895.00000000 0.018970404757 Long DBT US N 2 2029-09-15 Fixed 4.00000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 2561000.00000000 PA USD 1984775.00000000 0.342617817948 Long DBT CORP US N 2 2028-03-01 Fixed 6.13000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -433067.50000000 PA USD -433067.50000000 -0.07475741173 Short RA CORP US N 2 Reverse repurchase N 2.62000000 2049-12-31 557000.00000000 USD 492945.00000000 USD CDS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -1010100.00000000 PA USD -1010100.00000000 -0.17436649388 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 1010100.00000000 USD 1010251.52000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7HL6 23713.48000000 PA USD 24384.05000000 0.004209247901 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 131000.00000000 PA USD 121011.25000000 0.020889325199 Long DBT CORP US N 2 2029-04-01 Fixed 3.75000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 83000.00000000 PA USD 73826.94000000 0.012744227979 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 75000.00000000 PA USD 68757.97000000 0.011869207163 Long DBT CORP US N 2 2030-08-01 Fixed 5.13000000 N N N N N N SPX FLOW, INC. 5493003YXEKRBINIEM78 000000000 479006.21000000 PA USD 452363.88000000 0.078088410769 Long LON CORP US N 2 2029-04-05 Floating 6.93000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AH0 633000.00000000 PA USD 626670.00000000 0.108177656396 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N COBHAM ULTRA SENIORCO SARL N/A 000000000 99000.00000000 PA USD 94854.87000000 0.016374132373 Long LON CORP US N 2 2028-11-17 None 0.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -3180765.00000000 PA USD -3180765.00000000 -0.54907320160 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 3180765.00000000 USD 3183415.64000000 USD AMBS N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 962000.00000000 PA USD 783101.04000000 0.135181252060 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 113000.00000000 PA USD 101979.28000000 0.017603969411 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 190000.00000000 PA USD 179599.40000000 0.031002987508 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DNQ1 11412.46000000 PA USD 11652.36000000 0.002011465358 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N United Group BV 213800PC85O8BJ7DU398 000000000 100000.00000000 PA 97887.42000000 0.016897620256 Long DBT CORP NL N 2 2024-07-01 Fixed 4.88000000 N N N N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 40052VAF1 287000.00000000 PA USD 281776.60000000 0.048641122465 Long DBT CORP MX N 2 2023-04-17 Fixed 5.95000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BB6 2000000.00000000 PA USD 1854080.00000000 0.320056854758 Long DBT CORP US N 2 2053-08-15 Fixed 5.75000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 223000.00000000 PA USD 210271.16000000 0.036297638783 Long DBT CORP US N 2 2028-04-15 Fixed 4.38000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 333000.00000000 PA USD 257418.99000000 0.044436438715 Long DBT CORP BM N 2 2028-03-15 Fixed 6.13000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 25650.00000000 NS USD 1039594.50000000 0.179457923009 Long EC CORP US N 1 N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 04350TAC8 486343.49000000 PA USD 479252.60000000 0.082730022324 Long LON CORP US N 2 2026-08-27 Floating 7.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DY1 200000.00000000 PA USD 184000.00000000 0.031762632289 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 1006210.00000000 PA USD 989597.47000000 0.170827285621 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -381160.00000000 PA USD -381160.00000000 -0.06579698327 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 381160.00000000 USD 381203.41000000 USD CDS N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 105230.09000000 0.018165133991 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 839000.00000000 PA USD 784465.00000000 0.135416702929 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 210000.00000000 PA USD 168787.50000000 0.029136604878 Long DBT CORP CH N 2 2031-02-10 Fixed 4.38000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAF8 2000000.00000000 PA USD 1751457.78000000 0.302341899113 Long DBT CORP ES N 2 2027-11-16 Fixed 6.13000000 N N N N N N Tibco Software Inc. 04EEB871XLHVNY4RZJ65 88632NAN0 232000.00000000 PA USD 229796.00000000 0.039668075269 Long LON CORP US N 2 2028-03-03 Floating 9.63000000 N N N N N N Level 3 Financing Inc N/A 527298BH5 146000.00000000 PA USD 146197.10000000 0.025236982223 Long DBT CORP US N 2 2025-05-01 Fixed 5.38000000 N N N N N N MARKET BIDCO FINCO PLC 549300UGYX6EBVHRVG53 000000000 100000.00000000 PA 101686.29000000 0.017553392598 Long DBT CORP GB N 2 2027-11-04 Fixed 5.50000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 159000.00000000 PA USD 154611.60000000 0.026689518470 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 160000.00000000 0.027619680251 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1266700.00000000 PA USD -1266700.00000000 -0.21866155609 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1266700.00000000 USD 1266770.37000000 USD CDS N N N DT MIDSTREAM INC N/A 23345MAB3 657000.00000000 PA USD 589657.50000000 0.101788447550 Long DBT CORP US N 2 2031-06-15 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -810550.00000000 PA USD -810550.00000000 -0.13991957392 Short RA CORP US N 2 Reverse repurchase N 2.68000000 2049-12-31 810550.00000000 USD 810593.45000000 USD CDS N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCS7 104000.00000000 PA USD 103919.92000000 0.017938968513 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N GAMMA BIDCO SPA 549300JS6XODWD0TZD48 000000000 100000.00000000 PA 98372.28000000 0.016981318245 Long DBT CORP IT N 2 2025-07-15 Fixed 6.25000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AF4 211000.00000000 PA USD 207667.26000000 0.035848145749 Long DBT CORP US N 2 2029-06-01 Fixed 5.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -456875.00000000 PA USD -456875.00000000 -0.07886713384 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 456875.00000000 USD 456899.75000000 USD CDS N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 148000.00000000 PA USD 115832.50000000 0.019995353829 Long DBT CORP US N 2 2031-09-01 Fixed 5.88000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 305000.00000000 PA USD 271700.10000000 0.046901686789 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 452000.00000000 PA USD 456574.24000000 0.078815215750 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 143000.00000000 PA USD 122324.23000000 0.021115975747 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AC6 194000.00000000 PA USD 185277.08000000 0.031983085672 Long DBT CORP US N 2 2026-03-01 Fixed 9.13000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 18000.00000000 PA USD 18216.18000000 0.003144531668 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 972000.00000000 PA USD 918239.74000000 0.158509300083 Long DBT CORP US N 2 2027-01-15 Fixed 4.63000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 1017000.00000000 PA USD 882247.50000000 0.152296211581 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -444375.00000000 PA USD -444375.00000000 -0.07670934632 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 444375.00000000 USD 444439.80000000 USD CDS N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AM5 391000.00000000 PA USD 356009.41000000 0.061455412942 Long DBT CORP US N 2 2030-03-15 Fixed 7.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -463361.25000000 PA USD -463361.25000000 -0.07998680978 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 463361.25000000 USD 463440.41000000 USD CDS N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 000000000 100000.00000000 PA 85629.78000000 0.014781669647 Long DBT CORP IT N 2 2030-01-15 Fixed 2.00000000 N N N N N N CENTRAL PARENT/MERGER SU N/A 15477CAA3 796000.00000000 PA USD 809054.40000000 0.139661398964 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 44000.00000000 PA USD 38230.94000000 0.006599539615 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Anchorage Capital CLO LTD 549300687XYK5L55VX28 03329YAA1 860000.00000000 PA USD 791494.98000000 0.136630239178 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 7.91000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 2668000.00000000 PA USD 2294480.00000000 0.396080024651 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 366000.00000000 PA USD 332877.00000000 0.057462226894 Long DBT CORP US N 2 2029-06-30 Fixed 4.88000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 452000.00000000 PA USD 388239.75000000 0.067019110975 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N JINGRUI HOLDINGS LTD 549300RXCFKI6KHCMP52 000000000 200000.00000000 PA USD 38732.31000000 0.006686087610 Long DBT CORP KY N 2 2022-07-25 Fixed 12.00000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 606000.00000000 PA USD 592062.00000000 0.102203519557 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -476420.00000000 PA USD -476420.00000000 -0.08224105040 Short RA CORP US N 2 Reverse repurchase N 2.85000000 2049-12-31 476420.00000000 USD 476670.12000000 USD CDS N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 198000.00000000 PA USD 165480.48000000 0.028565737159 Long DBT CORP US N 2 2029-01-15 Fixed 3.63000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 179000.00000000 PA USD 164673.06000000 0.028426357895 Long DBT CORP CA N 2 2028-02-15 Fixed 3.88000000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 13782CAA8 159000.00000000 PA USD 142536.81000000 0.024605131976 Long DBT CORP US N 2 2028-10-01 Fixed 6.25000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAA7 573000.00000000 PA USD 579760.51000000 0.100079999430 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N Greeneden U.S. Holdings II, LLC 549300CVRD4OUCPHWQ42 39479UAQ6 213113.46000000 PA USD 207670.54000000 0.035848711953 Long LON CORP US N 2 2027-12-01 Floating 6.37000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 355000.00000000 PA USD 304355.70000000 0.052538794480 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 347000.00000000 PA USD 325312.50000000 0.056156420199 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -576875.00000000 PA USD -576875.00000000 -0.09958189403 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 576875.00000000 USD 576959.13000000 USD CDS N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX47 200000.00000000 PA USD 170000.00000000 0.029345910267 Long DBT NUSS EG N 2 2024-05-29 Fixed 5.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 263000.00000000 PA USD 259712.50000000 0.044832351296 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 415000.00000000 PA USD 347847.70000000 0.060046514064 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 362000.00000000 PA USD 385077.50000000 0.066473233888 Long DBT NUSS SA N 2 2030-04-17 Fixed 4.50000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1329501.75000000 PA USD -1329501.75000000 -0.22950258268 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1329501.75000000 USD 1330609.67000000 USD AMBS N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 117000.00000000 PA USD 106589.13000000 0.018399735555 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N ADANI GREEN ENERGY UP N/A 000000000 200000.00000000 PA USD 194162.50000000 0.033516913543 Long DBT CORP IN N 2 2024-12-10 Fixed 6.25000000 N N N N N N BOYNE USA INC N/A 103557AC8 378000.00000000 PA USD 353902.50000000 0.061091711814 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665UAE5 2000000.00000000 PA USD 2030170.60000000 0.350454142679 Long ABS-O CORP US N 2 2036-10-17 Fixed 6.23000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 84611WAB0 782000.00000000 PA USD 742454.26000000 0.128164682892 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -2070587.50000000 PA USD -2070587.50000000 -0.35743102927 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 2070587.50000000 USD 2070889.46000000 USD CDS N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 485000.00000000 PA USD 646765.65000000 0.111646627817 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AP0 260000.00000000 PA USD 220350.00000000 0.038037478396 Long DBT CORP FR N 2 2029-03-23 Fixed 4.75000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 932000.00000000 PA USD 861540.80000000 0.148721758874 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -98096.25000000 PA USD -98096.25000000 -0.01693366911 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 98096.25000000 USD 98101.02000000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -112457.04000000 PA USD -112457.04000000 -0.01941267179 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 112457.04000000 USD 112550.75000000 USD AMBS N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 544000.00000000 PA USD 484160.00000000 0.083577152442 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 416000.00000000 PA USD 410800.00000000 0.070913529046 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 560000.00000000 PA USD 432490.22000000 0.074657759927 Long DBT CORP FI N 2 2029-03-01 Fixed 3.75000000 N N N N N N GENNEIA SA 529900YZ70LX0XWS9P67 372319AB9 167888.00000000 PA USD 147615.52000000 0.025481834141 Long DBT CORP AR N 2 2027-09-02 Fixed 8.75000000 N N N N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AU2 438000.00000000 PA USD 420663.96000000 0.072616275429 Long DBT CORP US N 2 2029-03-01 Fixed 6.88000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 167000.00000000 PA USD 148588.91000000 0.025649863644 Long DBT CORP US N 2 2029-06-01 Fixed 3.88000000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 1748000.00000000 PA USD 1678080.00000000 0.289675206481 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N MAF SUKUK LTD 549300IS9H0W5N2N4K34 000000000 262000.00000000 PA USD 251405.38000000 0.043398351307 Long DBT CORP KY N 2 2030-02-28 Fixed 3.93000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 182000.00000000 PA USD 132860.00000000 0.022934691989 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61759HBE6 4625000.34000000 PA USD 4558344.84000000 0.786875168490 Long ABS-MBS CORP US N 2 2037-05-26 Variable 2.74000000 N N N N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 552000.00000000 PA USD 499560.00000000 0.086235546666 Long DBT CORP DE N 2 2028-07-15 Fixed 7.63000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 179000.00000000 PA USD 166395.72000000 0.028723728635 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 573000.00000000 PA USD 593633.74000000 0.102474838034 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 630000.00000000 PA USD 554765.40000000 0.095765268517 Long DBT CORP US N 2 2026-11-15 Fixed 4.15000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 101000.00000000 PA 95588.22000000 0.016500725451 Long DBT CORP US N 2 2026-05-15 Fixed 4.38000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAK8 201000.00000000 PA USD 188940.00000000 0.032615389917 Long LON CORP US N 3 2028-11-02 Floating 10.75000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAQ6 750000.00000000 PA USD 574625.25000000 0.099193535435 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 1153000.00000000 PA USD 1090161.50000000 0.188186950330 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -347337.50000000 PA USD -347337.50000000 -0.05995844180 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 347337.50000000 USD 347388.15000000 USD CDS N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 124000.00000000 PA USD 110050.00000000 0.018997161323 Long DBT CORP US N 2 2027-02-15 Fixed 4.38000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 20000.00000000 OU Notional Amount -2995.49000000 -0.00051709047 N/A DCR XX N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 0.00000000 EUR -705.04000000 EUR 20000.00000000 EUR -2227.54000000 N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 000000000 100000.00000000 PA 101693.95000000 0.017554714890 Long DBT CORP IT N 2 2024-04-11 Fixed 4.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -880380.00000000 PA USD -880380.00000000 -0.15197383812 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 880380.00000000 USD 881407.11000000 USD CDS N N N Ryan Specialty Group, LLC 549300K52N7QBO3PYY45 78350UAE5 233835.00000000 PA USD 227014.03000000 0.039187843258 Long LON CORP US N 2 2027-09-01 Floating 5.43000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05683EAU6 250000.00000000 PA USD 230499.23000000 0.039789468943 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 6.04000000 N N N N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 04433LAA0 373000.00000000 PA USD 318773.38000000 0.055027617677 Long DBT CORP US N 2 2031-09-01 Fixed 3.38000000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAA9 1741000.00000000 PA USD 1469404.00000000 0.253652929004 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -2393750.00000000 PA USD -2393750.00000000 -0.41321631001 Short RA CORP US N 2 Reverse repurchase N 2.53000000 2049-12-31 2393750.00000000 USD 2393868.36000000 USD CDS N N N Staples Inc XQM2JINI1UL7642TU573 855030AN2 526000.00000000 PA USD 465510.00000000 0.080357733462 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N MONGOLIA INTL BOND N/A 000000000 250000.00000000 PA USD 221277.50000000 0.038197586230 Long DBT NUSS MN N 2 2026-04-07 Fixed 5.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 100000.00000000 PA USD 107168.00000000 0.018499661832 Long DBT CORP US N 2 2031-01-01 Fixed 6.13000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -136779.15000000 PA USD -136779.15000000 -0.02361122742 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 136779.15000000 USD 136893.13000000 USD AMBS N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAU7 400000.00000000 PA USD 309500.00000000 0.053426818987 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7CK3 115880.60000000 PA USD 118463.76000000 0.020449569828 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 95084.78000000 PA USD 91332.73000000 0.015766129994 Long LON CORP CA N 2 2026-04-30 Floating 5.62000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -635540.00000000 PA USD -635540.00000000 -0.10970882242 Short RA CORP US N 2 Reverse repurchase N 2.53000000 2049-12-31 635540.00000000 USD 635571.42000000 USD CDS N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -8.00000000 NC -122704.40000000 -0.02118160183 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBM2 COMDTY 2022-09-12 -1187717368.00000000 JPY -122704.40000000 N N N PRIME HEALTHCARE SERVICE N/A 74165HAB4 368000.00000000 PA USD 323641.28000000 0.055867929186 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -400906.30000000 PA USD -400906.30000000 -0.06920564885 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 400906.30000000 USD 401240.39000000 USD AMBS N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 739000.00000000 PA USD 748237.50000000 0.129163003140 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281ABA6 145000.00000000 PA USD 145559.70000000 0.025126952322 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 94022.44000000 0.016230435808 Long DBT CORP JP N 2 2025-04-20 Fixed 4.50000000 N N N N N N SOTHEBY'S/BIDFAIR HLD N/A 83600GAA2 690000.00000000 PA USD 598470.00000000 0.103309687751 Long DBT CORP US N 2 2029-06-01 Fixed 5.88000000 N N N N N N MH Sub I, LLC N/A 55303BAD5 66000.00000000 PA USD 62424.78000000 0.010775952896 Long LON CORP US N 2 2029-02-23 Floating 8.62000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 286000.00000000 PA USD 170727.70000000 0.029471528025 Long DBT CORP US N 2 2029-09-01 Fixed 4.88000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 35000.00000000 PA USD 31500.00000000 0.005437624549 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281AAS8 18000.00000000 PA USD 17962.02000000 0.003100657806 Long DBT CORP US N 2 2025-05-15 Fixed 4.88000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -2303414.53000000 PA USD -2303414.53000000 -0.39762233003 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 2303414.53000000 USD 2305334.04000000 USD AMBS N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 410000.00000000 PA USD 352628.70000000 0.060871824635 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AA8 1201000.00000000 PA USD 1172476.25000000 0.202396369549 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11500000.00000000 OU Notional Amount USD -2159195.99000000 -0.37272689278 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-10-10 353.61000000 USD 0.00000000 USD 11500000.00000000 USD -2159549.60000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 10153.00000000 OU Notional Amount -1520.65000000 -0.00026249916 N/A DCR XX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 JAGUAR LAND ROVER AUTOMO JAGUAR LAND ROVER AUTOMO Y sell protection 2026-12-22 345.99000000 EUR 0.00000000 EUR 10153.00000000 EUR -1911.27000000 N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 1889000.00000000 PA USD 1743981.47000000 0.301051316040 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AG2 76000.00000000 PA USD 64980.00000000 0.011217042642 Long DBT CORP US N 2 2029-11-15 Fixed 3.88000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 368000.00000000 PA USD 369909.92000000 0.063854960702 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N LIQUID TELECOM FINANCE 635400MXAVJRJJCWVI87 536333AB3 200000.00000000 PA USD 174412.50000000 0.030107609262 Long DBT CORP GB N 2 2026-09-04 Fixed 5.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -395387.50000000 PA USD -395387.50000000 -0.06825297703 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 470000.00000000 USD 429377.90000000 USD CDS N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 216000.00000000 PA USD 196408.80000000 0.033904676591 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -1604460.00000000 PA USD -1604460.00000000 -0.27696670110 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 1936000.00000000 USD 1944624.87999999 USD CDS N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 48000.00000000 PA USD 46033.92000000 0.007946513444 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 871000.00000000 PA USD 779545.00000000 0.134567397761 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 913000.00000000 PA USD 930183.00000000 0.160570981473 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 20000.00000000 OU Notional Amount 668.41000000 0.000115382940 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 VIRGIN MEDIA FINANCE PLC VIRGIN MEDIA FINANCE PLC Y sell protection 2025-12-23 1472.92000000 EUR 0.00000000 EUR 20000.00000000 EUR -1189.34000000 N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 1.23000000 PA USD 1.06000000 0.000000182980 Long LON CORP US N 2 2027-12-17 Floating 7.12000000 N N N N N N Pinewood Finance Co Ltd N/A 000000000 100000.00000000 PA 110210.89000000 0.019024934637 Long DBT CORP GB N 2 2025-09-30 Fixed 3.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAL0 326000.00000000 PA USD 327671.85000000 0.056563698278 Long DBT CORP US N 2 2023-05-15 Fixed 4.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 157000.00000000 PA USD 145509.17000000 0.025118229681 Long DBT CORP CA N 2 2028-01-15 Fixed 4.38000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 132000.00000000 PA USD 132330.00000000 0.022843201798 Long DBT CORP US N 2 2027-06-01 Fixed 6.63000000 N N N N N N GENESIS ENERGY LP/FIN 549300VJ5D6MDK138782 37185LAJ1 53000.00000000 PA USD 51351.44000000 0.008864439707 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1424782.50000000 PA USD -1424782.50000000 -0.24595023174 Short RA CORP US N 2 Reverse repurchase N 2.37000000 2049-12-31 1424782.50000000 USD 1424974.85000000 USD CDS N N N UNITI GRP/UNITI HLD/CSL N/A 91327AAB8 194000.00000000 PA USD 138530.60000000 0.023913567981 Long DBT US N 2 2030-01-15 Fixed 6.00000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAA7 56000.00000000 PA USD 52220.00000000 0.009014373142 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAU4 200000.00000000 PA USD 204000.00000000 0.035215092321 Long DBT CORP ID N 2 2027-06-06 Fixed 4.40000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 1586000.00000000 PA USD 1388162.36000000 0.239628753255 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -177320.00000000 PA USD -177320.00000000 -0.03060951063 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 177320.00000000 USD 177194.89000000 USD CDS N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAE1 320000.00000000 PA USD 235200.00000000 0.040600929970 Long DBT CORP GB N 2 2025-03-11 Fixed 8.95000000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 000000000 200000.00000000 PA 195844.35000000 0.033807239538 Long DBT CORP DE N 2 2025-10-09 Fixed 6.13000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -448555.00000000 PA USD -448555.00000000 -0.07743091047 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 448555.00000000 USD 448629.76000000 USD CDS N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 805000.00000000 PA USD 788900.00000000 0.136182285941 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 019579AA9 900000.00000000 PA USD 799110.00000000 0.137944766787 Long DBT CORP US N 2 2028-06-01 Fixed 4.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -804375.00000000 PA USD -804375.00000000 -0.13885362689 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 804375.00000000 USD 804492.30000000 USD CDS N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 97610.00000000 PA USD 95335.47000000 0.016457094987 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -484075.00000000 PA USD -484075.00000000 -0.08356247948 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 484075.00000000 USD 484103.91000000 USD CDS N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AS1 110000.00000000 PA USD 106975.00000000 0.018466345593 Long DBT CORP US N 2 2025-02-15 Fixed 5.13000000 N N N N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 244000.00000000 PA USD 220519.88000000 0.038066803592 Long DBT CORP US N 2 2031-03-01 Fixed 3.50000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 212000.00000000 PA USD 198703.36000000 0.034300770426 Long DBT CORP US N 2 2026-04-01 Fixed 6.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -6386587.50000000 PA USD -6386587.50000000 -1.10247190406 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 6386587.50000000 USD 6386951.18000000 USD CDS N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 189000.00000000 PA USD 162575.18000000 0.028064215553 Long DBT CORP US N 2 2029-02-01 Fixed 4.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -672000.00000000 PA USD -672000.00000000 -0.11600265705 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 672000.00000000 USD 672098.00000000 USD CDS N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 1312000.00000000 PA USD 1128320.00000000 0.194773985135 Long DBT CORP US N 2 2028-03-15 Fixed 1.13000000 N N N N Y Cable One Inc USD XXXX N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AH5 103000.00000000 PA USD 89867.50000000 0.015513197593 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 200000.00000000 PA USD 201424.00000000 0.034770415469 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N MH Sub I, LLC N/A 45567YAJ4 169360.57000000 PA USD 164279.75000000 0.028358463542 Long LON CORP US N 2 2024-09-13 Floating 6.12000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -636912.50000000 PA USD -636912.50000000 -0.10994574748 Short RA CORP US N 2 Reverse repurchase N 2.40000000 2049-12-31 1015000.00000000 USD 817075.00000000 USD CDS N N N WR GRACE HOLDING LLC N/A 92943GAC5 300000.00000000 PA USD 287853.00000000 0.049690048872 Long DBT CORP US N 2 2024-10-01 Fixed 5.63000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAK9 87000.00000000 PA USD 78300.00000000 0.013516381023 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 12825.00000000 NS USD 1002530.25000000 0.173059780923 Long EC CORP US N 1 N N N Cloudera, Inc. 549300PGONC4JOI0RG62 74339VAE8 416000.00000000 PA USD 376480.00000000 0.064989107632 Long LON CORP US N 2 2029-10-08 Floating 8.37000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAA3 359000.00000000 PA USD 350147.06000000 0.060443436489 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13295000.00000000 OU Notional Amount USD 18345.60000000 0.003166872537 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-28 57.84000000 USD 0.00000000 USD 13295000.00000000 USD 18287.76000000 N N N MH Sub I, LLC N/A 45567YAL9 250047.15000000 PA USD 242440.72000000 0.041850844790 Long LON CORP US N 2 2024-09-13 Floating 6.12000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 103000.00000000 PA USD 89795.06000000 0.015500692783 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 15100.00000000 0.002606607323 Long DBT CORP KY N 2 2031-01-11 Fixed 3.45000000 N Y N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 207000.00000000 PA USD 180090.00000000 0.031087676353 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N REGIONAL MGMT ISSUANCE N/A 75907WAA3 1110000.00000000 PA USD 1034294.67000000 0.178543050447 Long ABS-O CORP US N 3 2033-10-17 Fixed 3.88000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AQ1 67000.00000000 PA USD 64320.00000000 0.011103111461 Long DBT CORP US N 2 2027-05-01 Fixed 5.63000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 78397YAB8 648271.00000000 PA USD 272502.67000000 0.047040228832 Long DBT CORP GB N 2 2028-12-31 Fixed 8.00000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 171000.00000000 PA USD 165420.27000000 0.028555343528 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N RENAULT SA 969500F7JLTX36OUI695 000000000 100000.00000000 PA 93913.90000000 0.016211699307 Long DBT CORP FR N 2 2026-05-25 Fixed 2.38000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 290000.00000000 PA USD 196692.50000000 0.033953649737 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 401000.00000000 PA USD 323871.66000000 0.055907698073 Long DBT CORP US N 2 2028-09-15 Fixed 5.63000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 301000.00000000 PA USD 274686.58000000 0.047417221931 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 316000.00000000 PA USD 323110.00000000 0.055776218038 Long DBT CORP US N 2 2028-08-28 Fixed 6.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 1025000.00000000 PA USD 952202.18000000 0.164371998416 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 000000000 305000.00000000 PA USD 309632.19000000 0.053449638021 Long DBT NUSS PY N 2 2027-03-27 Fixed 4.70000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -396900.00000000 PA USD -396900.00000000 -0.06851406932 Short RA CORP US N 2 Reverse repurchase N 2.40000000 2049-12-31 396900.00000000 USD 396918.19000000 USD CDS N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AE5 177000.00000000 PA USD 174493.68000000 0.030121622797 Long DBT CORP FI N 2 2027-06-12 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM5W8 1588394.52000000 PA USD 1621111.19000000 0.279841079502 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N MHI Holdings,LLC 549300XOWJ3ALVFU4F13 55303YAC7 437783.83000000 PA USD 424650.32000000 0.073304412857 Long LON CORP US N 3 2026-09-21 Floating 7.37000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 200000.00000000 PA USD 185925.53000000 0.032095023057 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BD4 700000.00000000 PA USD 700846.15000000 0.120982166054 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 832000.00000000 PA USD 712608.00000000 0.123012531905 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 10000000.00000000 OU Notional Amount USD -1915846.40000000 -0.33071915612 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CMBX.NA.BBB-.7 137BERAG2 Y sell protection 2047-01-17 0.00000000 USD -234657.32000000 USD 10000000.00000000 USD -1681189.08000000 N N N CENTENNIAL RESOURCE PROD 5493004CTVUMQLRPOE23 15136AAA0 610000.00000000 PA USD 794525.00000000 0.137153290325 Long DBT CORP US N 2 2028-04-01 Fixed 3.25000000 N N N N Y Centennial Resource Development Inc/DE USD XXXX N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -132550.39000000 PA USD -132550.39000000 -0.02288124618 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 132550.39000000 USD 132660.85000000 USD AMBS N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -1660000.00000000 PA USD -1660000.00000000 -0.28655418261 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 2000000.00000000 USD 1751457.78000000 USD CDS N N N Nexa Resources SA 549300QRMRHM7GAU7L47 91832CAA4 200000.00000000 PA USD 189662.50000000 0.032740110036 Long DBT CORP LU N 2 2027-05-04 Fixed 5.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -915412.50000000 PA USD -915412.50000000 -0.15802125342 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 915412.50000000 USD 915521.84000000 USD CDS N N N AUTOMATION TOOLING SYSTE 5493005KP4RP3IU7HQ41 001940AC9 139000.00000000 PA USD 123223.50000000 0.021271210434 Long DBT CORP CA N 2 2028-12-15 Fixed 4.13000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -544687.50000000 PA USD -544687.50000000 -0.09402559116 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 544687.50000000 USD 544766.93000000 USD CDS N N N Smyrna Ready Mix Concrete, LLC 549300S7RFWHQFOIOY93 000000000 85622.00000000 PA USD 82197.12000000 0.014189113575 Long LON CORP US N 3 2029-04-02 Floating 6.68000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 269000.00000000 PA USD 283458.75000000 0.048931500247 Long DBT CORP US N 2 2029-02-01 Fixed 7.63000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 210000.00000000 PA USD 192451.88000000 0.033221621184 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 190000.00000000 PA USD 193269.90000000 0.033362830251 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CJ3 295000.00000000 PA USD 304988.70000000 0.052648064840 Long DBT NUSS ID N 2 2049-02-11 Fixed 5.35000000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 1545000.00000000 PA USD 1458920.33000000 0.251843206421 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -969030.00000000 PA USD -969030.00000000 -0.16727686721 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1164000.00000000 USD 1120606.08000000 USD CDS N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 100000.00000000 PA 76597.31000000 0.013222457564 Long DBT CORP GB N 2 2028-07-15 Fixed 4.50000000 N N N N N N MIDCONTINENT COMM & FIN N/A 59565XAC4 209000.00000000 PA USD 197505.00000000 0.034093905925 Long DBT CORP US N 2 2027-08-15 Fixed 5.38000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 000000000 200000.00000000 PA USD 162000.00000000 0.027964926254 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7X51 1814510.88000000 PA USD 1857376.54000000 0.320625913387 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 200000.00000000 PA USD 185662.00000000 0.032049531718 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N MFRA Trust N/A 55283FAD0 2000000.00000000 PA USD 1808508.40000000 0.312190148379 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.31000000 N N N N N N Mileage Plus Holdings LLC N/A 59921PAB2 267331.00000000 PA USD 269279.84000000 0.046483894244 Long LON CORP US N 2 2027-06-21 Floating 7.31000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DP4 712000.00000000 PA USD 565506.00000000 0.097619343128 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 108000.00000000 PA USD 94300.20000000 0.016278383573 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -858681.25000000 PA USD -858681.25000000 -0.14822813477 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 858681.25000000 USD 858783.81000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -170032.50000000 PA USD -170032.50000000 -0.02935152051 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 170032.50000000 USD 170059.42000000 USD CDS N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AE6 800000.00000000 PA USD 897040.65000000 0.154849849536 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 417000.00000000 PA USD 431273.91000000 0.074447796844 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1574871.25000000 PA USD -1574871.25000000 -0.27185900226 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1574871.25000000 USD 1574958.74000000 USD CDS N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 229000.00000000 PA USD 209919.72000000 0.036236972155 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAC3 206000.00000000 PA USD 187543.38000000 0.032374301180 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 3666000.00000000 PA USD 3700020.48000000 0.638708641142 Long DBT CORP US N 2 2027-05-15 Fixed 8.50000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -334162.50000000 PA USD -334162.50000000 -0.05768413376 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 399000.00000000 USD 359100.00000000 USD CDS N N N ODBRCHT OFFSHRE DRLL FIN 549300L7LF2PIRAWID66 67576GAD9 614.00000000 PA USD 140.18000000 0.000024198292 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72000000 N N Y N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 67000.00000000 PA USD 59360.88000000 0.010247053281 Long DBT CORP US N 2 2029-12-01 Fixed 5.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 376000.00000000 PA USD 326187.26000000 0.056307423896 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 000000000 100000.00000000 PA 102599.64000000 0.017711057817 Long DBT CORP GB N 2 2029-09-01 Variable 4.63000000 N N N N N N KKR APPLE BIDCO, LLC 2549001SCJD3WEYJFM53 000000000 34000.00000000 PA USD 32526.78000000 0.005614870395 Long LON CORP US N 2 2029-09-21 Floating 8.12000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 164000.00000000 PA USD 142987.50000000 0.024682931437 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -719950.00000000 PA USD -719950.00000000 -0.12427992998 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 719950.00000000 USD 719990.00000000 USD CDS N N N Aviron Capital LLC N/A 000000000 10.00000000 NS USD 0.00000000 0.000000 N/A DE US N 3 N/A N/A Call Purchased Avrion Capital Avrion Capital 1.00000000 1.00000000 USD 2031-12-16 XXXX 0.00000000 N N N Credit Suisse Mortgage Trust N/A 12662EAD5 1500000.00000000 PA USD 1228768.80000000 0.212113758496 Long ABS-MBS CORP US N 2 2066-02-25 Variable 2.28000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -374500.00000000 PA USD -374500.00000000 -0.06464731408 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 374500.00000000 USD 374554.61000000 USD CDS N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 171912.50000000 0.029676051758 Long DBT CORP GB N 2 2024-01-21 Fixed 13.88000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAB7 74000.00000000 PA USD 73630.00000000 0.012710231605 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 340000.00000000 PA USD 285623.80000000 0.049305237676 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1914296.95000000 PA USD -1914296.95000000 -0.33045168541 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1914296.95000000 USD 1915892.20000000 USD AMBS N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CF1 947000.00000000 PA USD 958127.25000000 0.165394801784 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAB6 131000.00000000 PA USD 120761.04000000 0.020846133197 Long DBT CORP US N 2 2026-12-01 Fixed 4.13000000 N N N N N N Stevens Holding Co Inc N/A 86024TAA5 197000.00000000 PA USD 193599.78000000 0.033419775127 Long DBT CORP US N 2 2026-10-01 Fixed 6.13000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 281000.00000000 PA USD 240088.98000000 0.041444880372 Long DBT CORP US N 2 2028-03-01 Fixed 4.63000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 995000.00000000 PA USD 850725.00000000 0.146854703014 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N INDIA GREEN ENERGY HLDNG 2549005BFUXXT5HWAG36 45410FAA3 325000.00000000 PA USD 310375.00000000 0.053577864113 Long DBT CORP MU N 2 2024-04-29 Fixed 5.38000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 843000.00000000 PA USD 858261.41000000 0.148155660729 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 28000.00000000 PA USD 27773.34000000 0.004794317314 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -120808.75000000 PA USD -120808.75000000 -0.02085436904 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 120808.75000000 USD 120822.51000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -760918.75000000 PA USD -760918.75000000 -0.13135207857 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 1055000.00000000 USD 953087.00000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DY8 46000.00000000 PA USD 50617.48000000 0.008737741329 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 292000.00000000 PA USD 289596.84000000 0.049991075767 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 22000.00000000 0.003797706034 Long DBT CORP KY N 2 2025-07-08 Fixed 6.75000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 34000.00000000 PA USD 30430.00000000 0.005252917937 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N Lealand Finance Company B.V. N/A 000000000 17205.42000000 PA USD 10323.25000000 0.001782030400 Long LON CORP NL N 2 2024-06-28 Floating 4.67000000 N N N N N N American Money Management Corporation 549300MYS7FLQJZMYD18 00176QAA8 1000000.00000000 PA USD 975779.00000000 0.168441899852 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 9.51000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -136732.50000000 PA USD -136732.50000000 -0.02360317456 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 136732.50000000 USD 136739.72000000 USD CDS N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -805723.02000000 PA USD -805723.02000000 -0.13908632614 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 805723.02000000 USD 806394.46000000 USD AMBS N N N Envision Healthcare Corporation 549300OL60X0LPKY8N60 29373UAC5 627917.66000000 PA USD 162341.83000000 0.028023933975 Long LON CORP US N 2 2025-10-10 Floating 6.12000000 N N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AF8 577000.00000000 PA USD 500547.50000000 0.086406011880 Long DBT CORP US N 2 2028-06-15 Fixed 6.13000000 N N N N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 70000.00000000 PA USD 74375.00000000 0.012838835742 Long DBT CORP US N 2 2026-09-01 Fixed 1.38000000 N N N N Y Zillow Group Inc USD XXXX N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -2212500.00000000 PA USD -2212500.00000000 -0.38192839098 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 3000000.00000000 USD 2517340.80000000 USD CDS N N N GOL FINANCE SA 5299007RH8MA67ZC6J07 36254VAC2 200000.00000000 PA USD 128037.50000000 0.022102217564 Long DBT CORP LU N 2 2026-06-30 Fixed 8.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 336000.00000000 PA USD 333175.92000000 0.057513827362 Long DBT CORP US N 2 2025-09-01 Fixed 7.38000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAD9 646000.00000000 PA USD 604736.75000000 0.104391472947 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 27000.00000000 PA USD 25336.80000000 0.004373714466 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AA1 178000.00000000 PA USD 129472.75000000 0.022349974727 Long DBT CORP CL N 2 2028-01-15 Fixed 5.13000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 781000.00000000 PA USD 722425.00000000 0.124707171912 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 25000.00000000 PA USD 24718.75000000 0.004267024820 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 25000000.00000000 OU Notional Amount USD 4789616.00000000 0.826797890306 N/A DCR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 CMBX.NA.BBB-.7 137BERAG2 Y buy protection 2047-01-17 1691567.11000000 USD 0.00000000 USD 25000000.00000000 USD 3098048.89000000 N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 200000.00000000 PA USD 74000.00000000 0.012774102116 Long DBT CORP KY N 2 2025-07-16 Fixed 6.00000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 257000.00000000 PA USD 206823.32000000 0.035702462293 Long DBT CORP CA N 2 2030-03-01 Fixed 4.63000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AM1 900000.00000000 PA USD 768961.32000000 0.132740411152 Long DBT CORP US N 2 2041-11-15 Fixed 4.38000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 1787000.00000000 PA USD 1538508.72000000 0.265581993194 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 495000.00000000 PA USD 455513.85000000 0.078632168045 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAF2 337000.00000000 PA USD 348087.30000000 0.060087874535 Long DBT CORP NL N 2 2081-01-23 Fixed 8.50000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 452000.00000000 PA USD 432518.80000000 0.074662693493 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 1139000.00000000 PA USD 1103503.07000000 0.190490012189 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 216000.00000000 PA USD 207900.00000000 0.035888322027 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AW5 757000.00000000 PA USD 673253.09000000 0.116218969214 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N Peloton Interactive, Inc 5493002YS021166W0339 70614EAD2 132000.00000000 PA USD 125290.44000000 0.021628011821 Long LON CORP US N 2 2027-05-25 Floating 8.35000000 N N N N N N EC FINANCE PLC 213800NKPB53RHYDQE45 000000000 200000.00000000 PA 187576.78000000 0.032380066789 Long DBT CORP GB N 2 2026-10-15 Fixed 3.00000000 N N N N N N SOLIS IV BV 529900811T142NS3H544 000000000 277000.00000000 PA USD 246391.50000000 0.042532840292 Long LON CORP US N 2 2029-02-26 Floating 4.84000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 200000.00000000 PA USD 204000.00000000 0.035215092321 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 205000.00000000 PA USD 198882.10000000 0.034331625061 Long DBT CORP US N 2 2029-07-15 Fixed 5.13000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 662000.00000000 PA USD 655380.00000000 0.113133662771 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -301546.25000000 PA USD -301546.25000000 -0.05205381878 Short RA CORP US N 2 Reverse repurchase N 2.58000000 2049-12-31 301546.25000000 USD 301561.58000000 USD CDS N N N ADT SEC CORP 5493009JEEDYLVRA0J13 74166NAA2 57000.00000000 PA USD 50495.73000000 0.008716724479 Long DBT CORP US N 2 2032-07-15 Fixed 4.88000000 N N N N N N CROWN AMER/CAP CORP VI N/A 228187AB6 258000.00000000 PA USD 256034.04000000 0.044197364489 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 295000.00000000 PA USD 246012.30000000 0.042467381650 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAC2 736000.00000000 PA USD 757160.00000000 0.130703231871 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N BCPE Empire Holdings, Inc. 549300O2G0VI2955B626 05550HAL9 49875.00000000 PA USD 47973.77000000 0.008281376174 Long LON CORP US N 2 2026-06-11 Floating 7.05000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -458562.50000000 PA USD -458562.50000000 -0.07915843515 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 458562.50000000 USD 458638.93000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -787787.50000000 PA USD -787787.50000000 -0.13599024285 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 787787.50000000 USD 787832.36000000 USD CDS N N N SHUI ON DEVELOPMENT HLDG 3003005J4J3G9CZFDK52 000000000 200000.00000000 PA USD 171000.00000000 0.029518533269 Long DBT CORP KY N 2 2023-11-12 Fixed 5.75000000 N N N N N N Countrywide Home Equity Loan Trust N/A 12668FAA2 499608.62000000 PA USD 457678.37000000 0.079005813984 Long ABS-O CORP US N 2 2037-01-15 Floating 2.14000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 342000.00000000 PA USD 285254.66000000 0.049241515622 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 40410KAA3 141000.00000000 PA USD 125490.00000000 0.021662460467 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N California County Tobacco Securitization Agency N/A 13016NFC3 1230000.00000000 PA USD 222871.08000000 0.038472674793 Long DBT MUN US N 2 2055-06-01 None 0.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3137BKBJ8 5051135.25000000 PA USD 5173236.34000000 0.893019584862 Long ABS-MBS USGSE US N 2 2044-11-15 Fixed 4.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 683000.00000000 PA USD 589292.40000000 0.101725422892 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 44000.00000000 PA USD 40602.46000000 0.007008918516 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N LMIRT CAPITAL PTE LTD 5493009IDXHZSVD2BI70 000000000 232000.00000000 PA USD 188500.00000000 0.032539435796 Long DBT SG N 2 2024-06-19 Fixed 7.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -307800.00000000 PA USD -307800.00000000 -0.05313335988 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 307800.00000000 USD 307816.67000000 USD CDS N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 389000.00000000 PA USD 331210.97000000 0.057174631795 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BC9 641000.00000000 PA USD 589732.82000000 0.101801449515 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -247431.25000000 PA USD -247431.25000000 -0.04271232505 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 295000.00000000 USD 286150.00000000 USD CDS N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 82000.00000000 PA USD 67035.00000000 0.011571782910 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -146475.00000000 PA USD -146475.00000000 -0.02528495415 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 146475.00000000 USD 146483.14000000 USD CDS N N N Brookside Mill CLO Ltd N/A 114521AP2 250000.00000000 PA USD 240763.68000000 0.041561349111 Long ABS-CBDO CORP KY N 2 2028-01-17 Floating 5.39000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 785000.00000000 PA USD 684874.45000000 0.118225083260 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 22000.00000000 PA USD 20845.00000000 0.003598326467 Long DBT CORP US N 2 2028-06-30 Fixed 4.13000000 N N N N N N New Arclin U.S. Holding Corp. N/A 03880YAC8 208189.48000000 PA USD 194007.61000000 0.033490175966 Long LON CORP US N 2 2028-09-30 Floating 6.12000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -463750.00000000 PA USD -463750.00000000 -0.08005391697 Short RA CORP US N 2 Reverse repurchase N 2.53000000 2049-12-31 463750.00000000 USD 463772.93000000 USD CDS N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 000000000 100000.00000000 PA 83901.08000000 0.014483256264 Long DBT CORP NL N 2 2032-01-15 Fixed 3.50000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 99000.00000000 PA USD 93279.78000000 0.016102235609 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 390000.00000000 PA USD 361237.50000000 0.062357901531 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAL4 374000.00000000 PA USD 340381.14000000 0.058757614065 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 542000.00000000 PA USD 519236.00000000 0.089632076845 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAE2 320000.00000000 PA USD 265560.00000000 0.045841764297 Long DBT CORP PA N 2 2061-08-11 Fixed 5.13000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAA1 939000.00000000 PA USD 868575.00000000 0.149936023592 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N AVIANCA MIDCO 2 LTD N/A 05368PAA7 303929.00000000 PA USD 253780.72000000 0.043808389628 Long DBT CORP GB N 2 2028-12-01 Fixed 9.00000000 N N N N N N Countrywide Alternative Loan Trust N/A 23245LAE0 1858037.35000000 PA USD 953597.91000000 0.164612933518 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 171000.00000000 PA USD 156155.49000000 0.026956029396 Long DBT CORP US N 2 2029-06-15 Fixed 3.63000000 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 336000.00000000 PA USD 293166.72000000 0.050607319167 Long DBT CORP CA N 2 2029-06-15 Fixed 3.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1161000.00000000 PA USD -1161000.00000000 -0.20041530482 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1161000.00000000 USD 1161064.50000000 USD CDS N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 716000.00000000 PA USD 632317.50000000 0.109152544797 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AY1 114000.00000000 PA USD 99179.34000000 0.017120635364 Long DBT CORP US N 2 2042-02-01 Fixed 5.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -121860.00000000 PA USD -121860.00000000 -0.02103583897 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 121860.00000000 USD 121880.31000000 USD CDS N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 496000.00000000 PA USD 499228.96000000 0.086178401547 Long DBT CORP CA N 2 2026-12-15 Fixed 5.13000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 44000.00000000 PA USD 37414.77000000 0.006458649900 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 389000.00000000 PA USD 376541.96000000 0.064999803353 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 000000000 279000.00000000 PA USD 246217.50000000 0.042502803890 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N Planview Parent, Inc. N/A 000000000 195000.00000000 PA USD 178425.00000000 0.030800259055 Long LON CORP US N 3 2028-12-18 Floating 9.62000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -771610.00000000 PA USD -771610.00000000 -0.13319763424 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 771610.00000000 USD 771732.17000000 USD CDS N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 235000.00000000 PA 219904.10000000 0.037960505800 Long DBT CORP DE N 2 2027-07-15 Fixed 4.38000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BD91 3509736.22000000 PA USD 2775236.87000000 0.479069718578 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.68000000 N N N N N N THAMES WATER KEMBLE FINA 213800S7UU2MQXYJQO60 000000000 168000.00000000 PA 180055.68000000 0.031081751932 Long DBT CORP GB N 2 2026-05-19 Fixed 4.63000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 100000.00000000 PA 85596.66000000 0.014775952373 Long DBT CORP FR N 2 2029-01-15 Fixed 4.13000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 2228000.00000000 PA USD 2076654.61000000 0.358478352010 Long DBT CORP US N 2 2027-10-15 Fixed 4.25000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081AW2 326000.00000000 PA USD 297245.59000000 0.051311425950 Long DBT CORP US N 2 2041-11-01 Fixed 5.45000000 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -917187.50000000 PA USD -917187.50000000 -0.15832765925 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 917187.50000000 USD 917232.09000000 USD CDS N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 373000.00000000 PA USD 318727.44000000 0.055019687376 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 635000.00000000 PA USD 542442.40000000 0.093638035268 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 46000.00000000 PA USD 39614.67000000 0.006838403241 Long DBT CORP US N 2 2030-08-15 Fixed 2.88000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 139000.00000000 PA USD 135177.50000000 0.023334745795 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 000000000 100000.00000000 PA 71704.96000000 0.012377925422 Long DBT CORP SE N 2 2027-02-01 Fixed 2.63000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAL4 516000.00000000 PA USD 424990.50000000 0.073363135750 Long DBT NUSS RO N 2 2032-03-27 Fixed 3.63000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAA6 1250000.00000000 PA USD 1188559.24000000 0.205172663557 Long DBT CORP NL N 2 2027-05-25 Fixed 3.63000000 N N N N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AA5 1018000.00000000 PA USD 971880.24000000 0.167768884199 Long DBT CORP US N 2 2050-09-30 Fixed 2.75000000 N N N N N Liberty Broadband Corp USD XXXX N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAW0 54000.00000000 PA USD 54675.00000000 0.009438162611 Long DBT CORP US N 2 2024-12-01 Fixed 5.13000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 814000.00000000 PA USD 758110.76000000 0.130867354916 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Countrywide Alternative Loan Trust N/A 23242GAE4 2990884.82000000 PA USD 2697725.47000000 0.465689468053 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.64000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 352000.00000000 PA USD 333857.92000000 0.057631556249 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 35039KAB2 75366.55000000 PA USD 69211.36000000 0.011947472706 Long LON CORP US N 2 2028-01-31 Floating 5.62000000 N N N N N N MINERVA MERGER SUB INC N/A 60337JAA4 999000.00000000 PA USD 904095.00000000 0.156067592608 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 220000.00000000 PA USD 196123.40000000 0.033855409986 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 30000.00000000 PA USD 27656.88000000 0.004774213639 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 309000.00000000 PA USD 275010.00000000 0.047473051662 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 164540.00000000 PA USD 155212.64000000 0.026793271799 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N EVERARC ESCROW SARL N/A 29977LAA9 703000.00000000 PA USD 617733.13000000 0.106634947072 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 1406000.00000000 PA USD 1203325.10000000 0.207721590631 Long DBT CORP FR N 2 2029-07-15 Fixed 5.13000000 N N N N N N PREMIER FOODS FINANCE 2138003G41QDLK9DB177 000000000 100000.00000000 PA 110332.67000000 0.019045956667 Long DBT CORP GB N 2 2026-10-15 Fixed 3.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -590175.00000000 PA USD -590175.00000000 -0.10187777995 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 590175.00000000 USD 590261.07000000 USD CDS N N N ENERGY TRANSFER LP 5493008K8W3OKZE54J59 29273RBJ7 500000.00000000 PA USD 494921.29000000 0.085434798622 Long DBT CORP US N 2 2045-12-15 Fixed 6.13000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 365000.00000000 PA USD 305725.58000000 0.052775267277 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 370000.00000000 PA USD 369771.50000000 0.063831066226 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AP1 450000.00000000 PA USD 456621.21000000 0.078823323852 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 349000.00000000 PA USD 342892.50000000 0.059191132567 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 477000.00000000 PA USD 436097.25000000 0.075280416273 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 24736CBS2 381000.00000000 PA USD 384524.25000000 0.066377730212 Long LON CORP KY N 2 2027-10-20 Floating 6.46000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 32800000.00000000 OU Notional Amount USD 4233418.03000000 0.730785327255 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-10-08 0.00000000 USD -626.32000000 USD 32800000.00000000 USD 4234044.35000000 N N N VICI PROPERTIES / NOTE N/A 92564RAG0 60000.00000000 PA USD 58235.84000000 0.010052845499 Long DBT US N 2 2025-06-15 Fixed 4.63000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -323010.00000000 PA USD -323010.00000000 -0.05575895573 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 323010.00000000 USD 323026.87000000 USD CDS N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 49000.00000000 PA USD 54145.00000000 0.009346672420 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N RegionalCare Hospital Partners Holdings, Inc. 549300G8ZVHRTBBBSZ90 75915TAD4 145758.90000000 PA USD 137404.00000000 0.023719090908 Long LON CORP US N 2 2025-11-16 Floating 6.12000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 605000.00000000 PA USD 576262.50000000 0.099476162444 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AD4 387000.00000000 PA USD 336123.04000000 0.058022568062 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N RAPTOR ACQ/RAPTOR CO-ISS N/A 75383KAA2 225000.00000000 PA USD 205222.50000000 0.035426123940 Long DBT CORP US N 2 2026-11-01 Fixed 4.88000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAD8 400000.00000000 PA USD 414545.57000000 0.071560100582 Long DBT CORP GB N 2 2042-03-22 Fixed 4.75000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 000000000 -5805050.85000000 PA USD -5805050.85000000 -1.00208530201 Short RA CORP US N 2 Reverse repurchase N 1.99000000 2022-08-11 5805050.85000000 USD 5809864.20000000 USD AMBS N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 2416000.00000000 PA USD 2352338.40000000 0.406067715325 Long DBT CORP US N 2 2028-10-15 Fixed 4.63000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -597378.75000000 PA USD -597378.75000000 -0.10312131290 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 597378.75000000 USD 597411.94000000 USD CDS N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 266000.00000000 PA USD 240543.80000000 0.041523392766 Long DBT CORP BM N 2 2030-04-30 Fixed 8.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -316837.50000000 PA USD -316837.50000000 -0.05469344026 Short RA CORP US N 2 Reverse repurchase N 2.83000000 2049-12-31 316837.50000000 USD 316855.81000000 USD CDS N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 48251UAF5 284000.00000000 PA USD 278604.00000000 0.048093458730 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -521000.00000000 PA USD -521000.00000000 -0.08993658382 Short RA CORP US N 2 Reverse repurchase N 2.70000000 2049-12-31 521000.00000000 USD 521028.22000000 USD CDS N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 178000.00000000 OU Notional Amount 475.47000000 0.000082077058 N/A DCR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 178000.00000000 OU Notional Amount N/A 475.47000000 0.00000000 DCR US iTraxx Europe Crossover S37 2I667KJP4 buy protection 2027-06-20 0.00000000 N/A 0.00000000 N/A 178000.00000000 EUR 1.00000000 6.00000000 EUR 2022-08-17 XXXX -832.85000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 585000.00000000 PA USD 475488.00000000 0.082080165772 Long DBT CORP GB N 2 2028-03-15 Fixed 4.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -531255.15000000 PA USD -531255.15000000 -0.09170685859 Short RA CORP US N 2 Reverse repurchase N 2.55000000 2049-12-31 531255.15000000 USD 531334.84000000 USD CDS N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 000000000 529000.00000000 PA USD 494615.00000000 0.085381925923 Long LON CORP US N 2 2026-02-27 Floating 7.87000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 226000.00000000 PA USD 40680.00000000 0.007022303704 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 188000.00000000 PA USD 155570.00000000 0.026854960354 Long DBT CORP US N 2 2028-07-01 Fixed 7.13000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 1864000.00000000 PA USD 1760361.60000000 0.303878903247 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -2338218.75000000 PA USD -2338218.75000000 -0.40363033896 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 2338218.75000000 USD 2338559.74000000 USD CDS N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 -305093.75000000 PA USD -305093.75000000 -0.05266619888 Short RA CORP US N 2 Reverse repurchase N 2.52000000 2049-12-31 305093.75000000 USD 305108.75000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1085542.50000000 PA USD -1085542.50000000 -0.18738960468 Short RA CORP US N 2 Reverse repurchase N 2.17000000 2049-12-31 1085542.50000000 USD 1085670.96000000 USD CDS N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 1153000.00000000 PA USD 1081738.47000000 0.186732941609 Long DBT CORP US N 2 2032-01-31 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1127270.00000000 PA USD -1127270.00000000 -0.19459273098 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1292000.00000000 USD 1274235.00000000 USD CDS N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 136000.00000000 PA USD 113093.34000000 0.019522511808 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N TML HOLDINGS PTE LTD 254900EBGMM47QH02V57 000000000 200000.00000000 PA USD 174912.50000000 0.030193920762 Long DBT CORP SG N 2 2026-06-09 Fixed 4.35000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FAU1 250000.00000000 PA USD 233762.60000000 0.040352801667 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 5.68000000 N N N N N N NBK TIER 1 FNC LTD 5493000G4QCCEE8YHF19 62879NAA5 556000.00000000 PA USD 500330.50000000 0.086368552689 Long DBT CORP AE N 2 2026-08-24 Fixed 3.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1485226.25000000 PA USD -1485226.25000000 -0.25638421329 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 1485226.25000000 USD 1485458.94000000 USD CDS N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAD5 921000.00000000 PA USD 808055.38000000 0.139488945133 Long DBT CORP IE N 2 2029-07-15 Fixed 5.13000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 000000000 712336.99000000 PA USD 668962.79000000 0.115478364751 Long LON CORP US N 2 2029-02-20 Floating 4.45000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -323950.00000000 PA USD -323950.00000000 -0.05592122135 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 323950.00000000 USD 323986.89000000 USD CDS N N N DOBANK SPA 8156007AF7DB5FE05555 000000000 100000.00000000 PA 87430.83000000 0.015092572304 Long DBT CORP IT N 2 2026-07-31 Fixed 3.38000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 84000.00000000 PA USD 66150.00000000 0.011419011554 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAQ1 288584.03000000 PA USD 274454.96000000 0.047377238992 Long LON CORP US N 2 2028-06-02 Floating 6.18000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -173793.75000000 PA USD -173793.75000000 -0.03000079877 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 173793.75000000 USD 173804.13000000 USD CDS N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 36261NAA5 300000.00000000 PA USD 243000.00000000 0.041947389382 Long DBT CORP US N 2 2029-05-01 Fixed 4.63000000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 96950GAE2 316000.00000000 PA USD 296298.98000000 0.051148019290 Long DBT CORP US N 2 2028-08-15 Fixed 4.63000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 274896.00000000 PA USD 210982.68000000 0.036420463501 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 1059000.00000000 PA USD 979612.07000000 0.169103575901 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 978000.00000000 PA USD 874923.69000000 0.151031953515 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AC6 277000.00000000 PA USD 212704.01000000 0.036717604653 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAL4 72000.00000000 PA USD 70830.00000000 0.012226887201 Long DBT CORP US N 2 2025-06-01 Fixed 5.63000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 140000.00000000 PA USD 112224.00000000 0.019372443728 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 617000.00000000 PA USD 521352.66000000 0.089997461047 Long DBT CORP US N 2 2028-10-15 Fixed 6.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -367000.00000000 PA USD -367000.00000000 -0.06335264157 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 367000.00000000 USD 367053.52000000 USD CDS N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDL1 61000.00000000 PA USD 56730.00000000 0.009792902879 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N Chase Mortgage Finance Corporation N/A 16158RAN6 472841.16000000 PA USD 472575.38000000 0.081577380565 Long ABS-MBS CORP US N 2 2049-04-25 Variable 6.50000000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 000000000 250000.00000000 PA USD 236609.38000000 0.040844221376 Long DBT CORP KR N 2 2024-10-04 Fixed 4.25000000 N N N N N N BANK OF EAST ASIA LTD CO6GC26LCGGRTUESIP55 000000000 250000.00000000 PA USD 236250.00000000 0.040782184121 Long DBT CORP HK N 2 2024-09-19 Fixed 5.88000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 1291000.00000000 PA USD 1038377.12000000 0.179247775220 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N SS&C European Holdings Sarl 529900POY8H7NPPNKK71 78466DBE3 70523.18000000 PA USD 68793.25000000 0.011875297303 Long LON CORP US N 2 2025-04-16 Floating 4.12000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -424500.00000000 PA USD -424500.00000000 -0.07327846416 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 424500.00000000 USD 424522.17000000 USD CDS N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -924885.00000000 PA USD -924885.00000000 -0.15965642481 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 924885.00000000 USD 924936.38000000 USD CDS N N N Neuberger Berman CLO Ltd 5493006JG853WBZS5J73 64133GAV2 400000.00000000 PA USD 379391.80000000 0.065491751288 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 4.51000000 N N N N N N Countrywide Alternative Loan Trust N/A 02149LAA9 2113984.03000000 PA USD 1815059.92000000 0.313321091427 Long ABS-MBS CORP US N 2 2047-03-25 Floating 1.48000000 N N N N N N CDK Global, Inc. N/A 000000000 129000.00000000 PA USD 125211.27000000 0.021614345258 Long LON CORP US N 2 2029-07-06 Floating 6.61000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -172190.00000000 PA USD -172190.00000000 -0.02972395464 Short RA CORP US N 2 Reverse repurchase N -0.50000000 2049-12-31 268000.00000000 USD 248570.00000000 USD CDS N N N Magenta Buyer LLC N/A 55910RAB9 800680.14000000 PA USD 759789.41000000 0.131157128518 Long LON CORP US N 2 2028-07-27 Floating 7.05000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 842000.00000000 PA USD 808252.64000000 0.139522996746 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -666775.00000000 PA USD -666775.00000000 -0.11510070187 Short RA CORP US N 2 Reverse repurchase N 2.65000000 2049-12-31 666775.00000000 USD 667619.58000000 USD CDS N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 35000.00000000 PA USD 31762.50000000 0.005482938087 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 658000.00000000 PA USD 627041.10000000 0.108241716792 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 335000.00000000 PA USD 285350.26000000 0.049258018381 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 861000.00000000 PA USD 740460.00000000 0.127820427745 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 17302WAB4 344000.00000000 PA USD 342280.00000000 0.059085400978 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 626000.00000000 PA USD 636185.02000000 0.109820167708 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251TAD1 5231050.79000000 PA USD 2374749.02000000 0.409936303817 Long ABS-O CORP US N 2 2036-08-25 Floating 2.58000000 N N N N N N Metinvest BV 635400TMCKVEU87EJ582 000000000 302000.00000000 PA USD 116307.75000000 0.020077392911 Long DBT CORP NL N 2 2026-04-23 Fixed 8.50000000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 105000.00000000 PA USD 93167.55000000 0.016082862130 Long DBT CORP US N 2 2028-11-01 Fixed 3.88000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAL1 175522.94000000 PA USD 169735.95000000 0.029300329164 Long LON CORP US N 2 2025-12-31 Floating 5.62000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAM6 157000.00000000 PA USD 138160.00000000 0.023849593897 Long LON CORP US N 2 2029-12-10 Floating 8.12000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAC4 242000.00000000 PA USD 229532.29000000 0.039622552857 Long DBT CORP US N 2 2028-02-15 Fixed 4.00000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -1915539.42000000 PA USD -1915539.42000000 -0.33066616431 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 1915539.42000000 USD 1917135.70000000 USD AMBS N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 235000.00000000 PA USD 233032.95000000 0.040226847294 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -625800.00000000 PA USD -625800.00000000 -0.10802747438 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 625800.00000000 USD 625834.77000000 USD CDS N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 378000.00000000 PA USD 349345.71000000 0.060305105047 Long DBT CORP US N 2 2030-02-15 Fixed 4.13000000 N N N N N N LEGENDS HOSPITALITY HOLD N/A 52473NAA6 114000.00000000 PA USD 102756.18000000 0.017738080221 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N CASINO GUICHARD PERRACHO 969500VHL8F83GBL6L29 000000000 100000.00000000 PA 66177.72000000 0.011423796663 Long DBT CORP FR N 2 2027-04-15 Fixed 5.25000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 17744.00000000 OU Notional Amount -135.10000000 -0.00002332136 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 586.97000000 EUR 0.00000000 EUR 17744.00000000 EUR -772.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -17512.59000000 -0.00302307585 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 553734.85000000 USD 522826.00000000 EUR 2022-09-21 -17512.59000000 N N N A-L Parent LLC N/A 00165HAB9 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2023-12-01 Floating 5.63000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17309YAG2 350534.93000000 PA USD 261902.98000000 0.045210478528 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.78000000 N N N N N N CLYDESDALE ACQUISITION N/A 18972EAA3 684000.00000000 PA USD 690648.48000000 0.119221813650 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 141000.00000000 PA USD 110685.00000000 0.019106776929 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -6075000.00000000 PA USD -6075000.00000000 -1.04868473456 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 7500000.00000000 USD 7200000.00000000 USD CDS N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -335256.25000000 PA USD -335256.25000000 -0.05787294017 Short RA CORP US N 2 Reverse repurchase N 2.63000000 2049-12-31 485000.00000000 USD 445482.20000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -699221.25000000 PA USD -699221.25000000 -0.12070167093 Short RA CORP US N 2 Reverse repurchase N 2.90000000 2049-12-31 819000.00000000 USD 780375.96000000 USD CDS N N N UTAH ACQUISITION SUB 549300A0CD4KNFGIIS89 62854AAN4 650000.00000000 PA USD 615195.32000000 0.106196862692 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AU8 411000.00000000 PA USD 425590.50000000 0.073466709551 Long DBT CORP US N 2 2024-11-15 Fixed 0.13000000 N N N N Y Microchip Technology Inc USD XXXX N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10600000.00000000 OU Notional Amount USD 974398.74000000 0.168203635228 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-03-30 0.00000000 USD -164.36000000 USD 10600000.00000000 USD 974563.10000000 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AY9 1750000.00000000 PA USD 1345213.68000000 0.232214823199 Long DBT CORP NL N 2 2027-05-16 Fixed 3.88000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 534000.00000000 PA USD 530881.49000000 0.091642356283 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAA3 329000.00000000 PA USD 309266.58000000 0.053386525326 Long DBT CORP US N 2 2026-01-15 Fixed 5.75000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AJ2 400000.00000000 PA USD 427795.25000000 0.073847300114 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 107000.00000000 PA USD 107000.00000000 0.018470661168 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N LIFEPT/LEGACY LIFEPT N/A 53219LAR0 129000.00000000 PA USD 121260.00000000 0.020932265170 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 000000000 100000.00000000 PA 86874.22000000 0.014996488615 Long DBT CORP LU N 2 2026-05-27 Fixed 2.88000000 N N N N N N Countrywide Alternative Loan Trust N/A 02150LAE7 1677303.45000000 PA USD 934503.91000000 0.161316869926 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 191000.00000000 PA USD 148068.93000000 0.025560103136 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -1622500.00000000 PA USD -1622500.00000000 -0.28008082005 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 2000000.00000000 USD 1828100.00000000 USD CDS N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 185000.00000000 PA USD 179596.15000000 0.031002426484 Long DBT CORP US N 2 2027-07-01 Fixed 5.63000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAK1 128000.00000000 PA USD 119337.25000000 0.020600354294 Long DBT US N 2 2028-01-15 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1257812.50000000 PA USD -1257812.50000000 -0.21712736916 Short RA CORP US N 2 Reverse repurchase N 2.49000000 2049-12-31 1257812.50000000 USD 1257994.88000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -601944.33000000 PA USD -601944.33000000 -0.10390943702 Short RA CORP US N 2 Reverse repurchase N 2.80000000 2049-12-31 864552.00000000 USD 654275.66256000 USD CDS N N N UNIQUE PUB FINANCE CO 213800FOMWLKHQTI5562 000000000 50000.00000000 PA 69678.39000000 0.012028092826 Long ABS-O CORP GB N 2 2032-03-30 Fixed 6.46000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 208000.00000000 PA USD 145600.00000000 0.025133909029 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1338240.00000000 PA USD -1338240.00000000 -0.23101100562 Short RA CORP US N 2 Reverse repurchase N 2.85000000 2049-12-31 1338240.00000000 USD 1338396.13000000 USD CDS N N N RIZAL COMMERCIAL BANKING CIKZWI6KV077KV2E2J69 000000000 200000.00000000 PA USD 185225.00000000 0.031974095466 Long DBT CORP PH N 2 2025-08-27 Fixed 6.50000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 470000.00000000 PA USD 429377.90000000 0.074120501907 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 84319.10000000 0.014555416132 Long DBT CORP JP N 2 2027-01-06 Fixed 2.88000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BF0 360000.00000000 PA USD 349042.50000000 0.060252764026 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.88000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -602000.00000000 PA USD -602000.00000000 -0.10391904694 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 602000.00000000 USD 602087.79000000 USD CDS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5N82 278464.79000000 PA USD 286096.42000000 0.049386822759 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 510000.00000000 PA USD 470403.60000000 0.081202481383 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N HERENS MIDCO SARL 222100BJH5XPZD1JHF79 000000000 100000.00000000 PA 71604.80000000 0.012360635503 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -379207.50000000 PA USD -379207.50000000 -0.06545993686 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 379207.50000000 USD 379270.70000000 USD CDS N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 569000.00000000 PA USD 448273.83000000 0.077382374061 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBA3 500000.00000000 PA USD 472004.55000000 0.081478842177 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N FOOD SERVICE PROJECT SL 95980020140005812514 000000000 100000.00000000 PA 87237.05000000 0.015059121419 Long DBT CORP ES N 2 2027-01-21 Fixed 5.50000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 846000.00000000 PA USD 762677.46000000 0.131655672378 Long DBT CORP US N 2 2028-11-15 Fixed 4.63000000 N N N N N N Quorum Health Corporation 549300PO3E4YREFT1I57 74909HAE9 299663.38000000 PA USD 188038.77000000 0.032459816889 Long LON CORP US N 2 2025-04-29 Floating 10.60000000 N N N N N N JERROLD FINCO PLC 213800F7AYNHLL1BPR31 000000000 100000.00000000 PA 101990.74000000 0.017605947671 Long DBT CORP GB N 2 2027-01-15 Fixed 5.25000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAQ0 75000.00000000 PA USD 74620.88000000 0.012881280285 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -1078735.00000000 PA USD -1078735.00000000 -0.18621447360 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 1078735.00000000 USD 1078794.93000000 USD CDS N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 578000.00000000 PA USD 536199.04000000 0.092560287725 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 261000.00000000 PA USD 232348.73000000 0.040108735184 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 45685EAG1 1090000.00000000 PA USD 1040950.00000000 0.179691913488 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAE3 331000.00000000 PA USD 317760.00000000 0.054852684980 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 50000.00000000 PA USD 48750.00000000 0.008415371326 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N HSBC SECURITIES USA, INC. CYYGQCGNHMHPSMRL3R97 000000000 -5306218.43000000 PA USD -5306218.43000000 -0.91597535239 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-08-11 5306218.43000000 USD 5310640.28000000 USD AMBS N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 900000.00000000 PA USD 860400.00000000 0.148524830554 Long DBT CORP US N 2 2025-02-10 Fixed 4.95000000 N N N N N N MAJORDRIVE HOLDINGS IV L N/A 56085RAA8 228000.00000000 PA USD 171891.48000000 0.029672423222 Long DBT CORP US N 2 2029-06-01 Fixed 6.38000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 177000.00000000 PA USD 117926.25000000 0.020356783239 Long DBT CORP MX N 2 2045-01-23 Fixed 6.38000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -951781.25000000 PA USD -951781.25000000 -0.16429933621 Short RA CORP US N 2 Reverse repurchase N 2.75000000 2049-12-31 951781.25000000 USD 951834.13000000 USD CDS N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 574000.00000000 PA USD 507507.84000000 0.087607526663 Long DBT CORP NL N 2 2031-07-15 Fixed 4.88000000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAD3 24000.00000000 PA USD 22980.00000000 0.003966876576 Long DBT CORP US N 2 2027-06-15 Fixed 4.88000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 421000.00000000 PA USD 375691.98000000 0.064853077254 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N RBC CAPITAL MARKETS LLC 549300LCO2FLSSVFFR64 000000000 -273575.00000000 PA USD -273575.00000000 -0.04722533765 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2049-12-31 273575.00000000 USD 273614.90000000 USD CDS N N N 2023-01-10 BlackRock Multi-Sector Income Trust Ann Frechette Ann Frechette Assistant Treasurer XXXX