0001752724-24-144497.txt : 20240625
0001752724-24-144497.hdr.sgml : 20240625
20240625154821
ACCESSION NUMBER: 0001752724-24-144497
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240625
DATE AS OF CHANGE: 20240625
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FS Credit Income Fund
CENTRAL INDEX KEY: 0001688897
ORGANIZATION NAME:
IRS NUMBER: 814285943
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23221
FILM NUMBER: 241068808
BUSINESS ADDRESS:
STREET 1: 201 ROUSE BOULEVARD
CITY: PHILADELPHIA
STATE: PA
ZIP: 19112
BUSINESS PHONE: 215-495-1150
MAIL ADDRESS:
STREET 1: 201 ROUSE BOULEVARD
CITY: PHILADELPHIA
STATE: PA
ZIP: 19112
FORMER COMPANY:
FORMER CONFORMED NAME: FS Diversified Income Fund
DATE OF NAME CHANGE: 20161031
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001688897
XXXXXXXX
FS Credit Income Fund
811-23221
0001688897
549300BXKIPDIJFNPT82
201 ROUSE BOULEVARD
PHILADELPHIA
19112
215-495-1150
FS Credit Income Fund
549300BXKIPDIJFNPT82
2024-10-31
2024-04-30
N
821427672.00
77376453.00
744051219.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
77376453.04000000
0.00000000
0.00000000
0.00000000
25482118.92000000
0.00000000
0.00000000
9133701.07000000
EUR
GBP
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio Without Derivatives
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
2088000.00000000
PA
USD
1823942.54000000
0.245136691322
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Sound Point EURO CLO Funding DAC
635400C9UNRNNADDDC68
Sound Point Euro CLO V Funding DAC
000000000
210000.00000000
PA
221958.62000000
0.029831094195
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-25
Floating
6.13000000
N
N
N
N
N
N
Avoca CLO
635400OUIIBSBWG9WH80
Avoca CLO XVII DAC
000000000
860000.00000000
PA
907410.41000000
0.121955369042
Long
ABS-CBDO
CORP
IE
Y
2
2032-10-15
Floating
6.06000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS331 CYS USD R V 00MSOFR SOFRRATE +0BPS / Short: XCUIRS331 CYS EUR P V 00MESTR ESTRON -24.75 BPS
000000000
1.00000000
NC
99916.18000000
0.013428669619
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4924000.00000000
EUR
5333184.40000000
USD
2026-03-31
99916.18000000
N
N
N
DIG HLDNG/DIG FIN/DIFL
5493007V023VOEW4FK27
Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US
000000000
4413383.00000000
PA
USD
4284140.17000000
0.575785653003
Long
DBT
CORP
XX
N
2
2027-05-25
Fixed
12.00000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
1054000.00000000
PA
USD
959606.51000000
0.128970490941
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2024-1 LLC
12327CAC8
620000.00000000
PA
USD
621366.48000000
0.083511250856
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
9.13000000
N
N
N
N
N
N
St Pauls CLO
549300JLC0F0KOP66P28
St Paul's Clo XI DAC
000000000
910000.00000000
PA
954372.78000000
0.128267081032
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-17
Floating
6.94000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XL2
1895000.00000000
PA
USD
1848668.69000000
0.248459869803
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13000000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2022 Extended Term Loan C
53226GAL5
209446.52000000
PA
USD
203163.12000000
0.027304991217
Long
LON
CORP
US
N
2
2027-01-29
Floating
11.08000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAN5
1130000.00000000
PA
USD
1127171.38000000
0.151491100507
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
8.04000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAK2
2088000.00000000
PA
USD
2083335.41000000
0.279998924375
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.63000000
N
N
N
N
N
N
Endure Digital Inc
549300UTQC2651SB0W88
Endure Digital Inc Term Loan
29279UAB2
1345219.63000000
PA
USD
1305286.79000000
0.175429695788
Long
LON
CORP
US
N
2
2028-02-10
Floating
8.94000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
471000.00000000
PA
USD
478527.26000000
0.064313752572
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
SPN NEW UN PE
N/A
SPN NEW UN PE
000000000
26721.00000000
NS
USD
1722676.15000000
0.231526554356
Long
EC
CORP
US
N
2
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
902000.00000000
PA
USD
892688.49000000
0.119976752568
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
Azurite Intermediate Holdings Inc
N/A
Azurite Intermediate Holdings Inc Term Loan
000000000
555591.67000000
PA
USD
547257.79000000
0.073551091111
Long
LON
CORP
US
N
3
2031-03-19
Floating
11.82000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-22950.64000000
-0.00308455109
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1266569.93000000
USD
995000.00000000
GBP
2024-06-20
-22950.64000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QA51
80000.00000000
PA
USD
21200.00000000
0.002849266214
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
7.00000000
Y
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
972000.00000000
PA
1053025.91000000
0.141525997553
Long
SN
CORP
GB
Y
2
2034-09-15
Floating
7.22000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1237000.00000000
PA
USD
1154751.14000000
0.155197802316
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Atrium CDO Corp
N/A
Atrium XIV LLC
04965LAN8
250000.00000000
PA
USD
250089.25000000
0.033611832574
Long
ABS-CBDO
CORP
US
N
2
2030-08-23
Floating
8.54000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2017-5 Ltd
14316AAG2
440000.00000000
PA
USD
439574.96000000
0.059078588781
Long
ABS-CBDO
CORP
US
N
2
2030-01-20
Floating
7.39000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6580.11000000
-0.00088436250
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1453000.00000000
GBP
1809479.02000000
USD
2024-06-20
-6580.11000000
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAR7
450000.00000000
PA
USD
450999.00000000
0.060613972329
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.69000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AZ6
731000.00000000
PA
USD
562809.40000000
0.075641217382
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.38000000
N
N
N
N
N
N
Jubilee CDO BV
635400EAATDD7VO6VC73
Jubilee CLO 2017-XIX DAC
000000000
580000.00000000
PA
596799.23000000
0.080209428431
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-25
Floating
5.63000000
N
N
N
N
N
N
Keycorp Student Loan Trust
254900QO9Y4JHZFBGC87
KeyCorp Student Loan Trust 2006-A
49327HAJ4
4118677.82000000
PA
USD
3489576.55000000
0.468996819155
Long
ABS-O
CORP
US
N
2
2042-03-27
Floating
6.72000000
N
N
N
N
N
N
THE BERKELEY GROUP PLC
2138001V85JLYR7AUB61
Berkeley Group PLC/The
000000000
821000.00000000
PA
781889.49000000
0.105085439017
Long
DBT
CORP
GB
Y
2
2031-08-11
Fixed
2.50000000
N
N
N
N
N
N
Casper BidCo SAS
969500OUD0VB2606MD53
Casper BidCo SAS 2024 EUR Term Loan B
000000000
985000.00000000
PA
1053089.95000000
0.141534604488
Long
LON
CORP
FR
N
2
2031-03-21
Floating
8.11000000
N
N
N
N
N
N
Greenway Health LLC
549300U56GIYUK0LTY73
Greenway Health LLC 2023 Term Loan
39678DAE0
1057000.00000000
PA
USD
960548.75000000
0.129097127384
Long
LON
CORP
US
N
2
2029-04-01
Floating
11.93000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
3011000.00000000
PA
USD
2611542.98000000
0.350989678306
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
2182000.00000000
PA
USD
1934271.87000000
0.259964881530
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TCA2
29000.00000000
PA
USD
18992.84000000
0.002552625345
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Fixed
0.00000000
N
N
N
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
1079000.00000000
PA
USD
1158586.06000000
0.155713213071
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.38000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAL6
1155000.00000000
PA
USD
973045.78000000
0.130776720090
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
6.70000000
N
N
N
N
N
N
Tikehau
54930064VZT4XX1Q1F93
Tikehau CLO III DAC
000000000
165000.00000000
PA
171696.64000000
0.023075916766
Long
ABS-CBDO
CORP
IE
Y
2
2030-12-01
Floating
5.79000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
2414000.00000000
PA
USD
2296979.23000000
0.308712514857
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
4391000.00000000
PA
USD
4377944.55000000
0.588392900677
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBY1
46000.00000000
PA
USD
35500.34000000
0.004771222611
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Fixed
2.40000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
960000.00000000
PA
1037386.54000000
0.139424076395
Long
DBT
US
N
2
2026-03-24
Fixed
2.50000000
N
N
N
N
N
N
Bausch Health Companies Inc
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc 2022 Term Loan B
000000000
2954760.41000000
PA
USD
2489385.65000000
0.334571812589
Long
LON
CORP
US
N
2
2027-02-01
Floating
10.67000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: 10071297 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: 10071297 CYS GBP P V 00MSONIO SONIO/N -4.40 BPS
000000000
1.00000000
NC
-6886.77000000
-0.00092557740
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2276000.00000000
GBP
2833620.00000000
USD
2027-04-26
-6886.77000000
N
N
N
CALDERYS FINANCING LLC
254900ZIKDM74XNEFV84
Calderys Financing LLC
128786AA8
1493000.00000000
PA
USD
1587100.80000000
0.213305315477
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
11.25000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2024-NQM1
10570FAE5
511000.00000000
PA
USD
509159.79000000
0.068430744685
Long
ABS-MBS
CORP
US
N
2
2063-12-01
Fixed
8.04000000
N
N
N
N
N
N
St Pauls CLO
549300JLC0F0KOP66P28
St Paul's Clo XI DAC
000000000
495000.00000000
PA
523769.51000000
0.070394281552
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-17
Floating
5.94000000
N
N
N
N
N
N
Capital Four CLO
213800PN6YNVO1EZOF27
Capital Four CLO I DAC
000000000
440000.00000000
PA
468522.51000000
0.062969120678
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-15
Floating
6.46000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAA6
1142000.00000000
PA
USD
1271475.39000000
0.170885465614
Long
DBT
CORP
CL
N
2
2027-10-15
Fixed
13.38000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAQ3
250000.00000000
PA
USD
248642.00000000
0.033417323115
Long
ABS-CBDO
CORP
US
N
2
2030-10-21
Floating
8.54000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300GJYHKO4BDEN716
Galaxy XXVII CLO Ltd
36320UAJ9
1290000.00000000
PA
USD
1290460.53000000
0.173437056085
Long
ABS-CBDO
CORP
US
N
2
2031-05-16
Floating
8.34000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
3756000.00000000
PA
USD
3761434.93000000
0.505534408646
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Santander Bank Mortgage Credit-Linked Notes
N/A
Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1
80290CBN3
554251.52000000
PA
USD
614335.82000000
0.082566334724
Long
ABS-MBS
CORP
US
N
2
2052-02-26
Floating
10.23000000
N
N
N
N
N
N
MATIV HOLDINGS INC
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541AA4
152000.00000000
PA
USD
150421.97000000
0.020216614953
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.88000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
1285000.00000000
PA
USD
1295975.19000000
0.174178222803
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.88000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
564000.00000000
PA
USD
553178.45000000
0.074346823965
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B0071129 IRS USD R V 00MSOFR 10071129_FLO CCPOIS / Short: B0071129 IRS USD P F 4.11000 10071129_FIX CCPOIS
000000000
17000.00000000
OU
Notional Amount
USD
268.62000000
0.000036102353
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-05-16
0.00000000
USD
0.00000000
USD
17000.00000000
USD
268.62000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
1588000.00000000
PA
USD
1440687.59000000
0.193627475261
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
200000.00000000
PA
USD
201767.77000000
0.027117457084
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-16072.58000000
-0.00216014430
N/A
DFE
GB
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1180950.15000000
USD
932000.00000000
GBP
2024-06-20
-16072.58000000
N
N
N
Rad CLO Ltd
N/A
Rad CLO 4 Ltd
749984AG5
1185000.00000000
PA
USD
1185000.00000000
0.159263229430
Long
ABS-CBDO
CORP
US
N
2
2032-04-25
Floating
8.58000000
N
N
N
N
N
N
Avoca CLO
635400ZMWQZGBPHKHU66
Avoca CLO XI DAC
000000000
210000.00000000
PA
223928.34000000
0.030095823282
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
8.91000000
N
N
N
N
N
N
BORR IHC LTD / BORR FIN
N/A
Borr IHC Ltd / Borr Finance LLC
100018AA8
2020000.00000000
PA
USD
2095380.34000000
0.281617755134
Long
DBT
CORP
XX
N
2
2028-11-15
Fixed
10.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
972000.00000000
PA
USD
961204.19000000
0.129185218094
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
Verus Securitization Trust
213800DTJD5UKJR53O34
Verus Securitization Trust 2023-8
92540DAE5
200000.00000000
PA
USD
201407.10000000
0.027068983271
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Fixed
8.15000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
1200000.00000000
PA
1375023.88000000
0.184802315336
Long
DBT
CORP
DE
Y
2
2027-12-01
Fixed
10.00000000
N
N
N
N
N
N
Steele Creek CLO Ltd
549300ZMV389HVGL0K94
Steele Creek CLO 2014-1 Ltd
85816WAG9
250000.00000000
PA
USD
249593.75000000
0.033545237696
Long
ABS-CBDO
CORP
US
N
2
2031-04-21
Floating
7.54000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
2664045.76000000
NS
USD
2664045.76000000
0.358046017797
Long
EC
RF
US
N
2
N
N
N
Atrium CDO Corp
549300UTF8S11AHH4P70
Atrium IX
04964KAU5
1195000.00000000
PA
USD
1198773.81000000
0.161114420538
Long
ABS-CBDO
CORP
US
N
2
2030-05-28
Floating
9.20000000
N
N
N
N
N
N
Harvest CLO
635400EXPHDZLGQCVU09
Harvest Clo XX DAC
000000000
520000.00000000
PA
543632.30000000
0.073063827612
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-20
Floating
9.20000000
N
N
N
N
N
N
Global Medical Response Inc
549300ZFWD4ZFCEJCQ87
Global Medical Response Inc 2020 Term Loan B
00169QAF6
4632089.04000000
PA
USD
4412064.81000000
0.592978641434
Long
LON
CORP
US
N
2
2025-10-02
Floating
9.81000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300A5WKMO0YA6UL92
Anchorage Credit Funding 2 Ltd
03329MAQ2
250000.00000000
PA
USD
224844.50000000
0.030218954590
Long
ABS-CBDO
CORP
US
N
2
2038-04-25
Fixed
7.04000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDS6
718000.00000000
PA
USD
715767.44000000
0.096198678494
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
SPN NEW RES PE
N/A
SPN NEW RES PE
000000000
1228.00000000
NS
USD
79167.93000000
0.010640118311
Long
EC
CORP
US
N
2
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
776000.00000000
PA
727163.36000000
0.097730282732
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.38000000
N
N
N
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
290000.00000000
PA
304235.08000000
0.040888996917
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
8.31000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
4431000.00000000
PA
USD
4807156.45000000
0.646078700934
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.38000000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2022 USD Term Loan B
88632NAV2
2036653.71000000
PA
USD
2039729.06000000
0.274138259290
Long
LON
CORP
US
N
2
2029-03-30
Floating
9.91000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
1609000.00000000
PA
USD
1556809.12000000
0.209234133382
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.01000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QLH3
15000.00000000
PA
USD
3937.50000000
0.000529197439
Long
DBT
MUN
US
N
2
2017-07-01
Floating
0.00000000
Y
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XX Ltd
55819TAW1
675000.00000000
PA
USD
674042.18000000
0.090590830683
Long
ABS-CBDO
CORP
US
N
2
2030-07-27
Floating
8.59000000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
1124000.00000000
PA
USD
993105.64000000
0.133472752229
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.88000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
425000.00000000
PA
442597.48000000
0.059484813504
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
5.51000000
N
N
N
N
N
N
VIBRANTZ TECH INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69357VAA3
3751000.00000000
PA
USD
3485987.72000000
0.468514482737
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
Apidos CLO Ltd
549300QCAOUF4OXOI275
Apidos CLO XXVIII
03767CAE0
835000.00000000
PA
USD
829073.17000000
0.111426894927
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
8.09000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP USD TERM LOAN B
58503UAC7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-10-23
None
0.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAF6
582000.00000000
PA
USD
574181.12000000
0.077169569155
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
7.13000000
N
N
N
N
N
N
Penta CLO S.A.
549300FTCSBBS0J25486
Penta Clo 9 DAC
000000000
335000.00000000
PA
355634.53000000
0.047797049573
Long
ABS-CBDO
CORP
IE
N
2
2036-07-25
Floating
6.98000000
N
N
N
N
N
N
Avoca CLO
54930020W4055CQVLI36
Avoca CLO XXVI DAC
000000000
355000.00000000
PA
374450.10000000
0.050325849946
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
5.66000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CL6
812000.00000000
PA
USD
604117.14000000
0.081192950777
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.50000000
N
N
N
N
N
N
Lockwood Grove CLO Ltd
5493002M81H40VJBI051
Lockwood Grove CLO LTD
54008PBC6
550000.00000000
PA
USD
549573.75000000
0.073862354629
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Floating
7.59000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900EL25PYQV3BT157
Wellfleet CLO 2017-2 Ltd
94951MAG8
395000.00000000
PA
USD
395596.06000000
0.053167853220
Long
ABS-CBDO
CORP
US
N
2
2029-10-20
Floating
8.99000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493008VFWRM4UWVV341
Anchorage Credit Funding 12 Ltd
03332DBA1
295000.00000000
PA
USD
272315.39000000
0.036599011337
Long
ABS-CBDO
CORP
US
N
2
2038-10-25
Fixed
5.93000000
N
N
N
N
N
N
Vesey Park CLO DAC
254900BUAP8ZM4HN9R42
Vesey Park CLO DAC
000000000
140000.00000000
PA
148199.63000000
0.019917933902
Long
ABS-CBDO
CORP
IE
Y
2
2032-11-16
Floating
6.22000000
N
N
N
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAU0
530000.00000000
PA
USD
533140.78000000
0.071653774146
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
8.69000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISM9M3KNO6J64
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGR4
520000.00000000
PA
USD
568578.76000000
0.076416615614
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Floating
8.48000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAC4
843000.00000000
PA
USD
939724.98000000
0.126298426237
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
11.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISM9M3KNO6J64
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFV6
633913.24000000
PA
USD
647482.53000000
0.087021230994
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Floating
7.38000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
REVERSE REPO BNP PARIBAS
000000000
-1336477.00000000
PA
USD
-1336477.00000000
-0.17962163973
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.03000000
2024-06-24
1517000.00000000
USD
1551655.02000000
USD
CDS
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAL9
1445000.00000000
PA
USD
1448600.94000000
0.194691024355
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
8.54000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
439000.00000000
PA
USD
396037.16000000
0.053227136773
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS327CLO IRS USD R V 00MSOFR IRS327CLO_FLO CCPOIS / Short: BRS327CLO IRS USD P F 3.27000 IRS327CLO_FIX CCPOIS
000000000
97000.00000000
OU
Notional Amount
USD
4870.47000000
0.000654588000
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-15
0.00000000
USD
0.00000000
USD
97000.00000000
USD
4870.47000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AB9
330000.00000000
PA
USD
346896.56000000
0.046622672087
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
8.43000000
N
N
N
N
N
N
Euro Galaxy CLO DAC
635400H1W7SGWXGQOB43
Euro-Galaxy III CLO DAC
000000000
955000.00000000
PA
1003541.34000000
0.134875303523
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-24
Floating
5.29000000
N
N
N
N
N
N
Barings 2018-1 B.V.
635400CCJ8QE5TOF7C57
Barings Euro CLO 2018-1 DAC
000000000
190000.00000000
PA
202869.34000000
0.027265507376
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
6.21000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAF2
105000.00000000
PA
USD
110605.49000000
0.014865305932
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
9.23000000
N
N
N
N
N
N
Harvest CLO
635400MYQ7BBH2H3RR48
Harvest CLO XXII DAC
000000000
235000.00000000
PA
247173.35000000
0.033219937510
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
6.21000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Long: 796265TR5 TRS USD R F 5.80000 RF TRS / Short: 796265TR5 TRS USD P V 00MSOFR PV TRS
000000000
688529.19000000
OU
Notional Amount
USD
-18949.12000000
-0.00254674940
N/A
DIR
US
N
2
BofA Securities, Inc.
549300HN4UKV1E2R3U73
San Antonio Housing Finance Corp.
San Antonio Housing Finance Corp.
Y
equity-performance leg
2024-06-01
0.00000000
USD
0.00000000
USD
688529.19000000
USD
-18949.12000000
N
N
N
SHELF DRILL NO SEA HOLD
391200HRLL06SMV8N585
Shelf Drilling North Sea Holdings Ltd
822541AA6
4916000.00000000
PA
USD
4988805.96000000
0.670492276957
Long
DBT
CORP
KY
N
2
2025-10-31
Fixed
10.25000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
944000.00000000
PA
USD
947293.62000000
0.127315646532
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QC83
5000.00000000
PA
USD
1312.50000000
0.000176399146
Long
DBT
MUN
US
N
2
2020-01-01
Fixed
5.40000000
Y
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629TAJ7
250000.00000000
PA
USD
249727.00000000
0.033563146410
Long
ABS-CBDO
CORP
US
N
2
2030-07-30
Floating
7.64000000
N
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAR0
1176000.00000000
PA
USD
1107510.11000000
0.148848638604
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Cordatus CLO PLC
549300HHKDR21JP15S93
CVC Cordatus Loan Fund XV DAC
000000000
1255000.00000000
PA
1313420.53000000
0.176522865155
Long
ABS-CBDO
CORP
IE
Y
2
2032-08-26
Floating
9.73000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR3205CLO IRS USD R V 00MSOFR IR3205CLO_FLO CCPOIS / Short: BR3205CLO IRS USD P F 3.20500 IR3205CLO_FIX CCPOIS
000000000
71000.00000000
OU
Notional Amount
USD
4702.10000000
0.000631959182
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-15
0.00000000
USD
0.00000000
USD
71000.00000000
USD
4702.10000000
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAN5
2070000.00000000
PA
USD
2062859.95000000
0.277247035865
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
8.03000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
12274.02000000
0.001649620306
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
698000.00000000
GBP
884682.33000000
USD
2024-06-20
12274.02000000
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
1441000.00000000
PA
USD
1138831.94000000
0.153058272188
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Euro Galaxy CLO BV
635400BJZBIZBMK5FC74
Euro-Galaxy V CLO DAC
000000000
440000.00000000
PA
465678.34000000
0.062586866079
Long
ABS-CBDO
CORP
IE
Y
2
2034-02-15
Floating
7.55000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QXQ0
5000.00000000
PA
USD
1325.00000000
0.000178079138
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO 2019-1 LTD
25257BAA0
529377.35000000
PA
USD
530310.11000000
0.071273333939
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Floating
13.64000000
N
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
482000.00000000
PA
USD
500845.07000000
0.067313251723
Long
DBT
CORP
AU
N
2
2026-05-15
Fixed
10.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
13564.16000000
0.001823014283
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
513000.00000000
GBP
654746.77000000
USD
2024-06-20
13564.16000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
1596000.00000000
PA
USD
1595211.74000000
0.214395420538
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR41475QM IRS USD R V 00MSOFR IR41475QM_FLO CCPOIS / Short: BR41475QM IRS USD P F 4.14750 IR41475QM_FIX CCPOIS
000000000
896000.00000000
OU
Notional Amount
USD
14298.63000000
0.001921726574
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-04-19
0.00000000
USD
0.00000000
USD
896000.00000000
USD
14298.63000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B091IRSGS IRS USD R V 00MSOFR 3091IRSGS_FLO CCPOIS / Short: B091IRSGS IRS USD P F 3.09100 3091IRSGS_FIX CCPOIS
000000000
255000.00000000
OU
Notional Amount
USD
23676.19000000
0.003182064540
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-07-18
0.00000000
USD
0.00000000
USD
255000.00000000
USD
23676.19000000
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAL8
1122000.00000000
PA
1062314.25000000
0.142774344409
Long
DBT
US
N
2
2028-06-05
Fixed
3.69000000
N
N
N
N
N
N
BNP PARIBAS PRIME BROKER
N/A
BNP PARIBAS PRIME BROKER
000000000
14962.42000000
NS
18696.29000000
0.002512769218
Long
STIV
CORP
GB
N
1
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 LP / TVI Inc
30015DAA9
3001000.00000000
PA
USD
3181942.44000000
0.427650994816
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
OZLM Funding Ltd
549300788AI08GTXXH35
OZLM Funding IV Ltd
67108FAU0
250000.00000000
PA
USD
250398.25000000
0.033653361973
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
8.94000000
N
N
N
N
N
N
LHS Borrower LLC
2549000R2CJY3YBDDU14
LHS Borrower LLC 2022 Term Loan B
50204EAB4
2598256.19000000
PA
USD
2511383.49000000
0.337528307980
Long
LON
CORP
US
N
2
2029-02-16
Floating
10.17000000
N
N
N
N
N
N
NORTHERN OIL & GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil & Gas Inc
665531AG4
332000.00000000
PA
USD
336192.46000000
0.045184048008
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.13000000
N
N
N
N
N
N
Providus CLO
6354008C72YCMAEWD258
Providus CLO V DAC
000000000
370000.00000000
PA
384168.73000000
0.051632027498
Long
ABS-CBDO
CORP
IE
Y
2
2035-02-15
Floating
6.85000000
N
N
N
N
N
N
Hanger Inc
254900ZJJJYVLHJXSZ60
Hanger Inc 2022 Delayed Draw Term Loan
000000000
181542.31000000
PA
USD
183357.73000000
0.024643159680
Long
LON
CORP
US
N
3
2028-10-03
Floating
11.57000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QLX8
25000.00000000
PA
USD
6625.00000000
0.000890395691
Long
DBT
MUN
US
N
2
2025-07-01
Floating
4.47000000
Y
N
N
N
N
N
Springs Windows Fashions LLC
5493000CMZKPQ7BKPB20
Springs Windows Fashions LLC 2021 Term Loan B
78489HAB4
1133037.29000000
PA
USD
964650.95000000
0.129648460397
Long
LON
CORP
US
N
2
2028-10-06
Floating
9.43000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I Sa rl
N/A
Endo Luxembourg Finance Company I Sa rl 2024 Term Loan B
000000000
5140000.00000000
PA
USD
5132932.50000000
0.689862790212
Long
LON
CORP
US
N
2
2031-04-09
Floating
9.83000000
N
N
N
N
N
N
Providus CLO
635400X4XZILCMFKAB72
Providus Clo III DAC
000000000
270000.00000000
PA
283979.03000000
0.038166596969
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-18
Floating
5.55000000
N
N
N
N
N
N
PMHC II Inc
549300GYZ1T3S8OPH343
PMHC II Inc 2022 Term Loan B
69346EAG2
2883879.90000000
PA
USD
2847196.95000000
0.382661418635
Long
LON
CORP
US
N
2
2029-04-23
Floating
9.71000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
635400EJNPATTHDUBC67
Carlyle Euro CLO 2018-2 DAC
000000000
255000.00000000
PA
271412.54000000
0.036477668884
Long
ABS-CBDO
CORP
IE
Y
2
2031-08-28
Floating
6.05000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1159000.00000000
PA
USD
1150121.03000000
0.154575518543
Long
DBT
CORP
JP
Y
2
2024-09-19
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
560000.00000000
PA
USD
572738.49000000
0.076975680621
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
7.73000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AS6
44000.00000000
PA
USD
31806.57000000
0.004274782325
Long
ABS-MBS
CORP
US
N
2
2050-11-29
Fixed
0.00000000
N
N
N
N
N
N
Cordatus CLO PLC
213800XV458LVR3TU384
CVC Cordatus Loan Fund III DAC
000000000
850000.00000000
PA
899389.08000000
0.120877307506
Long
ABS-CBDO
CORP
IE
Y
2
2032-08-15
Floating
6.45000000
N
N
N
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2024 Term Loan
68163YAF2
723187.50000000
PA
USD
727031.24000000
0.097712525889
Long
LON
CORP
US
N
2
2028-11-09
Floating
9.58000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QKT8
80000.00000000
PA
USD
21200.00000000
0.002849266214
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
N
N
N
N
N
CIFC Funding Ltd
2549009RG3XZEWMXDF59
CIFC Funding 2013-II Ltd
12549BAW8
625000.00000000
PA
USD
622930.63000000
0.083721471599
Long
ABS-CBDO
CORP
US
N
2
2030-10-18
Floating
8.64000000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AD7
3720000.00000000
PA
USD
3630252.77000000
0.487903611646
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2931AFF IRS USD R V 00MSOFR IR2931AFF_FLO CCPOIS / Short: BR2931AFF IRS USD P F 2.93100 IR2931AFF_FIX CCPOIS
000000000
6000.00000000
OU
Notional Amount
USD
489.58000000
0.000065799233
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-28
0.00000000
USD
0.00000000
USD
6000.00000000
USD
489.58000000
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd
27830TAJ4
250000.00000000
PA
USD
249442.25000000
0.033524876195
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.64000000
N
N
N
N
N
N
Avoca CLO
5493000BN1WPGQDK4X78
Avoca CLO XXII DAC
000000000
360000.00000000
PA
378396.66000000
0.050856265044
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
6.81000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QD90
18126.00000000
PA
USD
4758.08000000
0.000639482857
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
10.00000000
Y
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
131000.00000000
PA
USD
125177.44000000
0.016823766536
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11460.82000000
0.001540326755
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
295000.00000000
EUR
326911.74000000
USD
2024-06-20
11460.82000000
N
N
N
Elevation CLO Ltd
549300OBPZDY731NEI33
Elevation CLO 2017-8 Ltd
28622VAJ9
775000.00000000
PA
USD
762834.83000000
0.102524505103
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Floating
8.46000000
N
N
N
N
N
N
MKS CLO Ltd
5493003VGNSG059H2J98
MKS CLO 2017-1 Ltd
12661KAG5
665000.00000000
PA
USD
665404.32000000
0.089429907916
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
9.74000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-7588.70000000
-0.00101991634
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
418795.48000000
USD
329000.00000000
GBP
2024-06-20
-7588.70000000
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AE7
41000.00000000
PA
USD
30577.68000000
0.004109620308
Long
ABS-MBS
CORP
US
N
2
2050-11-29
Fixed
0.00000000
N
N
N
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300DDRF1LRKBXUN11
Houghton Mifflin Harcourt Publishing Company 2023 Term Loan B
44157YAG9
397000.00000000
PA
USD
407586.01000000
0.054779294703
Long
LON
CORP
US
N
2
2028-04-07
Floating
13.42000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
15158.56000000
0.002037300606
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
514000.00000000
GBP
657591.04000000
USD
2024-06-20
15158.56000000
N
N
N
CIFC European Funding CLO
5493000EF0244RPYUG32
CIFC European Funding CLO III DAC
000000000
355000.00000000
PA
382791.00000000
0.051446861482
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
7.51000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd
000000000
430000.00000000
PA
USD
423444.65000000
0.056910685606
Long
ABS-CBDO
CORP
US
Y
2
2032-07-20
Floating
8.99000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS2614HR IRS EUR R V 00MESTR IRS2614HR_FLO CCPOIS / Short: BRS2614HR IRS EUR P F 2.61400 IRS2614HR_FIX CCPOIS
000000000
535000.00000000
OU
Notional Amount
6291.94000000
0.000845632644
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-10-09
0.00000000
EUR
0.00000000
EUR
535000.00000000
EUR
6291.94000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753UAF7
455000.00000000
PA
USD
459402.08000000
0.061743340816
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
Floating
8.03000000
N
N
N
N
N
N
SVF II Finco Cayman LP
N/A
SVF II Finco Cayman LP Term Loan
000000000
2775841.50000000
PA
USD
2740588.31000000
0.368333286743
Long
LON
CORP
KY
N
3
2025-12-23
Floating
6.00000000
N
N
N
N
N
N
Cairn CLO
5493007C15B782HE7844
Cairn CLO XIV DAC
000000000
320000.00000000
PA
331565.72000000
0.044562217161
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-29
Floating
5.96000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
786000.00000000
PA
USD
604218.94000000
0.081206632631
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
1544000.00000000
PA
USD
1243154.12000000
0.167079105343
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
86401.32000000
0.011612281223
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2186000.00000000
EUR
2423946.10000000
USD
2024-06-20
86401.32000000
N
N
N
Arbour CLO
635400S59B1EE8UDJW07
Arbour Clo VII DAC
000000000
250000.00000000
PA
264855.16000000
0.035596361276
Long
ABS-CBDO
CORP
IE
N
2
2033-03-15
Floating
5.65000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
1144000.00000000
PA
USD
1138550.38000000
0.153020430707
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAZ5
139250.02000000
PA
USD
122833.10000000
0.016508688765
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
4.26000000
N
N
N
N
N
N
Multifamily Structured Credit Risk
529900NYZHC090WEXH18
Freddie Mac Mscr Trust Mn7
35563QAA5
1599955.45000000
PA
USD
1611540.81000000
0.216590036928
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Floating
8.93000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAH0
3659000.00000000
PA
USD
3623419.88000000
0.486985275673
Long
DBT
CORP
US
N
2
2024-06-21
Floating
9.70000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAY8
122259.79000000
PA
USD
107531.94000000
0.014452222811
Long
ABS-O
CORP
US
N
2
2037-05-25
Fixed
4.26000000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
Bausch & Lomb Corporation Term Loan
000000000
4549229.20000000
PA
USD
4527074.45000000
0.608435862262
Long
LON
CORP
CA
N
2
2027-05-10
Floating
8.67000000
N
N
N
N
N
N
CTEC II GMBH
98450044C9BACG3DA974
Ctec II GmbH
000000000
975000.00000000
PA
930714.41000000
0.125087411489
Long
DBT
CORP
DE
Y
2
2030-02-15
Fixed
5.25000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XIX Ltd
87165YAJ2
250000.00000000
PA
USD
247044.50000000
0.033202620154
Long
ABS-CBDO
CORP
US
N
2
2031-04-16
Floating
8.14000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
1021000.00000000
PA
USD
866506.98000000
0.116457974649
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
667000.00000000
PA
USD
665465.92000000
0.089438186916
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
Garrett Motion Inc
549300LKYJ4RR1ELO069
Garrett Motion Inc 2023 Term Loan B
36649XAE8
1240000.00000000
PA
USD
1246200.00000000
0.167488469634
Long
LON
CORP
LU
N
2
2028-04-30
Floating
9.83000000
N
N
N
N
N
N
STERLING ENTER.
N/A
STERLING ENTER.
000000000
813000.00000000
PA
USD
807552.90000000
0.108534584633
Long
DBT
CORP
US
N
3
2025-01-15
Fixed
10.25000000
N
N
N
N
N
N
Penta CLO S.A.
635400DZLHIMDJLTKF78
Penta CLO 7 DAC
000000000
100000.00000000
PA
105066.52000000
0.014120871966
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-25
Floating
6.98000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
137000.00000000
PA
USD
120031.85000000
0.016132202586
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.88000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZM7
60000.00000000
PA
USD
15750.00000000
0.002116789758
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.00000000
Y
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAJ4
765000.00000000
PA
USD
763098.55000000
0.102559948900
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.33000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
625000.00000000
PA
USD
566977.31000000
0.076201381776
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
Monroe Capital MML CLO VI LTD
254900SICWP7QQDX8T50
Monroe Capital MML CLO VI Ltd
61034LAA3
290000.00000000
PA
USD
277830.15000000
0.037340191495
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
12.49000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
1926000.00000000
PA
USD
1929541.91000000
0.259329177982
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAC7
1412000.00000000
PA
USD
1562608.16000000
0.210013520588
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.88000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
254900JAK6X5OPMD5925
Multifamily Connecticut Avenue Securities Trust 2023-01
62548NAA6
1945893.41000000
PA
USD
1979112.63000000
0.265991450515
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Floating
9.33000000
N
N
N
N
N
N
Galaxy CLO Ltd
5493000B2531UL3WQV87
Galaxy XIX CLO Ltd
36319QBS0
520000.00000000
PA
USD
520000.00000000
0.069887661860
Long
ABS-CBDO
CORP
US
N
2
2030-07-24
Floating
7.43000000
N
N
N
N
N
N
American Money Management Corporation
549300R4YQWFRASHVE93
AMMC CLO XIII Ltd
00176DAN9
540000.00000000
PA
USD
541129.68000000
0.072727477112
Long
ABS-CBDO
CORP
US
N
2
2029-07-24
Floating
9.18000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
159000.00000000
PA
USD
103350.00000000
0.013890172794
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
St Pauls CLO
635400TG25DYCKV8CW74
St Paul's CLO XII DAC
000000000
865000.00000000
PA
909925.89000000
0.122293447919
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-15
Floating
7.11000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
618000.00000000
PA
USD
614951.15000000
0.082649034676
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2023 Term Loan B
03167DAQ7
1546225.71000000
PA
USD
1549611.94000000
0.208266837071
Long
LON
CORP
US
N
2
2028-05-04
Floating
10.82000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAD7
1378000.00000000
PA
USD
1317551.12000000
0.177078013765
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
12.25000000
N
N
N
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK PLC
000000000
1030000.00000000
PA
1147994.30000000
0.154289687414
Long
DBT
CORP
GB
Y
2
2030-04-30
Fixed
7.25000000
N
N
N
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2023 Last Out PIK Term Loan
000000000
136954.53000000
PA
USD
136968.23000000
0.018408441045
Long
LON
CORP
US
N
3
2025-04-29
Floating
15.69000000
N
N
N
N
N
N
Jubilee CDO BV
635400ZFJLXF8EIW5950
Jubilee CLO 2014-XI DAC
000000000
305000.00000000
PA
326636.69000000
0.043899758734
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
7.21000000
N
N
N
N
N
N
CVC Cordatus Loan Fund
5493000ECZZ2KY8H5K38
CVC Cordatus Loan Fund XVIII DAC
000000000
310000.00000000
PA
327380.27000000
0.043999695402
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-29
Floating
6.08000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AE8
545000.00000000
PA
USD
544266.43000000
0.073149054272
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
7.39000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QC42
10000.00000000
PA
USD
2625.00000000
0.000352798293
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
10.00000000
Y
N
N
N
N
N
Bridgepoint CLO
549300718PL321JS4E33
Bridgepoint CLO 2 DAC
000000000
310000.00000000
PA
327854.68000000
0.044063455798
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
6.91000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
17900.46000000
0.002405810183
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
677000.00000000
GBP
864061.53000000
USD
2024-06-20
17900.46000000
N
N
N
Sound Point Euro CLO Funding
635400QLJRHTPJDQPY76
Sound Point Euro CLO I Funding DAC
000000000
215000.00000000
PA
226987.98000000
0.030507036908
Long
ABS-CBDO
CORP
IE
Y
2
2034-05-25
Floating
6.93000000
N
N
N
N
N
N
Avoca CLO
635400ZMWQZGBPHKHU66
Avoca CLO XI DAC
000000000
490000.00000000
PA
524124.73000000
0.070442022889
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
6.96000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
2491000.00000000
PA
USD
2038472.73000000
0.273969409355
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Penta CLO S.A.
635400CJ99MQCYBUGV50
Penta CLO 5 DAC
000000000
525000.00000000
PA
558287.09000000
0.075033421859
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-20
Floating
7.60000000
N
N
N
N
N
N
LCM Ltd Partnership
549300K6S4MWQOINB710
LCM XVII LP
50190AAT9
580000.00000000
PA
USD
575611.72000000
0.077361840865
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
7.69000000
N
N
N
N
N
N
Aqueduct European CLO
549300HY2YH2ENUCCU61
Aqueduct European CLO 4-2019 DAC
000000000
525000.00000000
PA
554682.61000000
0.074548982090
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
5.91000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAB7
275000.00000000
PA
USD
277578.48000000
0.037306367211
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.33000000
N
N
N
N
N
N
Apex Credit CLO LLC
N/A
Apex Credit Clo 2018-I Ltd
03755HAJ2
1375000.00000000
PA
USD
1359866.75000000
0.182765206920
Long
ABS-CBDO
CORP
US
N
2
2031-04-25
Floating
7.54000000
N
N
N
N
N
N
UTEX INDUSTRIES WARRANTS
N/A
UTEX INDUSTRIES WARRANTS
000000000
2245.00000000
NS
USD
1032.70000000
0.000138794208
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
UTEX INDUSTRIES COMMON EQUITY
UTEX INDUSTRIES COMMON EQUITY
1.00000000
1.00000000
USD
2099-12-31
XXXX
-1197.88000000
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAR8
1312000.00000000
PA
USD
1299489.28000000
0.174650514214
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.38000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CU4
6552000.00000000
PA
USD
7069103.50000000
0.950082913579
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
10.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
58352.84000000
0.007842583750
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1475000.00000000
EUR
1635607.44000000
USD
2024-06-20
58352.84000000
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
983793AK6
1090000.00000000
PA
USD
1097343.67000000
0.147482275679
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
7.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QLP5
110000.00000000
PA
USD
28875.00000000
0.003880781223
Long
DBT
MUN
US
N
2
2020-07-01
Floating
5.54000000
Y
N
N
N
N
N
Harvest CLO
635400FOHHRBPKDLBO13
Harvest CLO XVIII DAC
000000000
1100000.00000000
PA
1161373.10000000
0.156087789434
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
5.56000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300PKM3N9LK4JM015
Anchorage Capital CLO 8 Ltd
03329KBG7
250000.00000000
PA
USD
249103.00000000
0.033479281215
Long
ABS-CBDO
CORP
US
N
2
2034-10-27
Floating
9.19000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QUX8
80000.00000000
PA
USD
21000.00000000
0.002822386344
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5.50000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
15698.98000000
0.002109932703
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
705000.00000000
GBP
896856.37000000
USD
2024-06-20
15698.98000000
N
N
N
Neuberger Berman CLO Ltd
549300BLCSV170UP8R47
Neuberger Berman Loan Advisers CLO 29 Ltd
64130XAE6
1220000.00000000
PA
USD
1220452.62000000
0.164028038505
Long
ABS-CBDO
CORP
US
N
2
2031-10-19
Floating
7.74000000
N
N
N
N
N
N
VOYA EURO CLO
635400EFYWXM2GM8RL10
Voya Euro CLO I DAC
000000000
475000.00000000
PA
507930.56000000
0.068265536972
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
6.41000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S0071131 CDS USD R F 1.00000 10071131_FEE CCPCORPORATE / Short: S0071131 CDS USD P V 03MEVENT 10071131_PRO CCPCORPORATE
000000000
4830000.00000000
OU
Notional Amount
USD
-23907.82000000
-0.00321319546
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Petroleos Mexicanos
Petroleos Mexicanos
Y
sell protection
2025-03-20
0.00000000
USD
-71362.95000000
USD
4830000.00000000
USD
47455.13000000
N
N
N
Tikehau
7245006F3Z3L206H5J49
Tikehau CLO II BV
000000000
425000.00000000
PA
447580.05000000
0.060154467672
Long
ABS-CBDO
CORP
IE
Y
2
2035-09-07
Floating
7.20000000
N
N
N
N
N
N
PRHTA Custodial Trust
N/A
PRHTA SENIOR LIEN SER N (2039) CUSTODIAL TRUST
69379NAA5
595000.00000000
PA
USD
321772.25000000
0.043245981161
Long
DBT
MUN
US
N
2
2049-12-06
None
0.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAG8
3511000.00000000
PA
USD
3507875.21000000
0.471456147160
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
10.25000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton Orlando Trust 2018-ORL
432885AQ4
930000.00000000
PA
USD
920615.00000000
0.123730057352
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
9.27000000
N
N
N
N
N
N
Milltown Park CLO
549300WOFNX2UXMKR111
Milltown Park CLO DAC
000000000
260000.00000000
PA
276376.41000000
0.037144809784
Long
ABS-CBDO
CORP
IE
N
2
2031-01-15
Floating
5.71000000
N
N
N
N
N
N
Hexion Holdings Corporation
54930030FZF8HYAEHM46
Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan
42829JAB5
15665000.00000000
PA
USD
14067170.00000000
1.890618500552
Long
LON
CORP
US
N
2
2030-03-15
Floating
12.85000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QD66
69428.00000000
PA
USD
18224.85000000
0.002449407988
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
10.00000000
Y
N
N
N
N
N
Jubilee CDO BV
635400VJFOACD7V4YS84
Jubilee CLO 2018-XXI DAC
000000000
830000.00000000
PA
880351.65000000
0.118318689294
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
7.21000000
N
N
N
N
N
N
Jubilee CDO BV
635400JSFGFQPD2VOA16
Jubilee CLO 2016-XVII DAC
000000000
1050000.00000000
PA
1113076.35000000
0.149596737640
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
6.31000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAE1
445000.00000000
PA
USD
451492.55000000
0.060680305128
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2985AFF IRS USD R V 00MSOFR IR2985AFF_FLO CCPOIS / Short: BR2985AFF IRS USD P F 2.98500 IR2985AFF_FIX CCPOIS
000000000
11000.00000000
OU
Notional Amount
USD
1126.23000000
0.000151364579
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-28
0.00000000
USD
0.00000000
USD
11000.00000000
USD
1126.23000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS318AFF IRS USD R V 00MSOFR IRS318AFF_FLO CCPOIS / Short: BRS318AFF IRS USD P F 3.18000 IRS318AFF_FIX CCPOIS
000000000
9000.00000000
OU
Notional Amount
USD
785.34000000
0.000105549185
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-15
0.00000000
USD
0.00000000
USD
9000.00000000
USD
785.34000000
N
N
N
BlackRock European CLO DAC
635400HIECLCZDEHKS94
Blackrock European CLO X DAC
000000000
260000.00000000
PA
274285.65000000
0.036863813000
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
5.69000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
23572.93000000
0.003168186463
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1305000.00000000
EUR
1419042.25000000
USD
2024-06-20
23572.93000000
N
N
N
Bluemountain CLO Ltd
549300EY8WEC9D18YD37
BlueMountain Fuji US Clo III Ltd
09628FAJ8
250000.00000000
PA
USD
246883.25000000
0.033180948259
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
7.99000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
1189000.00000000
PA
1265107.44000000
0.170029617275
Long
DBT
CORP
NL
N
2
2025-03-01
Fixed
4.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
1033000.00000000
PA
USD
945190.40000000
0.127032975131
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
670000.00000000
PA
720029.54000000
0.096771501962
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6.00000000
N
N
N
N
N
N
EAGLE INT GLO/EAGLE US
N/A
Eagle Intermediate Global Holding BV/Eagle US Finance LLC
26963PAA2
1339000.00000000
PA
USD
851416.11000000
0.114429771534
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAD4
3259000.00000000
PA
USD
3366892.45000000
0.452508155893
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.88000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRI80KQJUNK40
Freddie Mac STACR REMIC Trust 2023-DNA2
35564KT66
270000.00000000
PA
USD
284916.99000000
0.038292658183
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
8.58000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
2489000.00000000
PA
USD
2085787.92000000
0.280328540124
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
DELIVERY HERO AG
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
1100000.00000000
PA
1045271.83000000
0.140483854243
Long
DBT
CORP
DE
Y
2
2026-04-30
Fixed
1.00000000
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
Madison Park Euro Funding
635400DWZPBUYDTIFB95
Madison Park Euro Funding XIII DAC
000000000
355000.00000000
PA
377740.47000000
0.050768073535
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
6.28000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BV8
957000.00000000
PA
USD
956569.32000000
0.128562294580
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.63000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
1948000.00000000
PA
USD
2081736.04000000
0.279783970087
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
913000.00000000
PA
USD
924566.36000000
0.124261117566
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
C&W SENIOR FINANCE LTD
5493009O8OIWZPZRY516
C&W Senior Finance Ltd
12674TAA4
784000.00000000
PA
USD
743271.20000000
0.099895165953
Long
DBT
CORP
KY
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
Harvest CLO
635400WYER82ULCNIT53
Harvest Clo XI DAC
000000000
465000.00000000
PA
499271.85000000
0.067101811978
Long
ABS-CBDO
CORP
IE
Y
2
2030-06-26
Floating
7.10000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QD82
18330.00000000
PA
USD
4811.63000000
0.000646679943
Long
DBT
MUN
US
N
2
2022-01-01
Fixed
10.00000000
Y
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
000000000
250000.00000000
PA
USD
249757.25000000
0.033567211990
Long
ABS-CBDO
CORP
US
Y
2
2030-04-20
Floating
7.44000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
359000.00000000
PA
USD
337934.13000000
0.045418127323
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705AA5
748000.00000000
PA
USD
773432.00000000
0.103948757860
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.38000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FFTJ3WPTJK8589
Madison Park Funding XXX LTD
55821TAE7
275000.00000000
PA
USD
275699.05000000
0.037053773041
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
7.29000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS316SOF IRS USD R V 00MSOFR IRS316SOF_FLO CCPOIS / Short: BRS316SOF IRS USD P F 3.16000 IRS316SOF_FIX CCPOIS
000000000
50000.00000000
OU
Notional Amount
USD
3481.43000000
0.000467901928
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-03
0.00000000
USD
0.00000000
USD
50000.00000000
USD
3481.43000000
N
N
N
St Pauls CLO
635400XUSSRWFBBTGN52
St Paul's CLO VIII DAC
000000000
330000.00000000
PA
344909.08000000
0.046355556068
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-17
Floating
6.34000000
N
N
N
N
N
N
Ozlme
635400BYCDHRFW4EII46
OZLME IV DAC
000000000
875000.00000000
PA
900637.49000000
0.121045092999
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-27
Floating
8.81000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
3279000.00000000
PA
4138329.68000000
0.556188817963
Long
DBT
CORP
GB
N
2
2027-09-27
Fixed
8.50000000
N
N
N
N
N
N
MIDWEST VETERINARY
N/A
MIDWEST VETERINARY
000000000
1765000.00000000
PA
USD
1648510.00000000
0.221558672024
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
12.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11925.28000000
0.001602749877
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1287000.00000000
EUR
1388146.75000000
USD
2024-06-20
11925.28000000
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAE2
855000.00000000
PA
USD
855295.83000000
0.114951203379
Long
ABS-CBDO
CORP
US
N
2
2031-01-28
Floating
7.44000000
N
N
N
N
N
N
Symphony CLO Ltd
5493004PWOYFPAFQVT02
Symphony CLO XVI Ltd
87165VAM1
590000.00000000
PA
USD
590171.69000000
0.079318691365
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
7.79000000
N
N
N
N
N
N
Coupa HoldingsLLC
N/A
Coupa HoldingsLLC Delayed Draw Term Loan
000000000
119546.28000000
PA
USD
121008.60000000
0.016263477151
Long
LON
CORP
US
N
3
2030-02-27
Fixed
1.50000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
1611000.00000000
PA
USD
1480371.24000000
0.198960932016
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
1119000.00000000
PA
948596.39000000
0.127490737972
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.88000000
N
N
N
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO 2019-1 Ltd
92917NAS7
250000.00000000
PA
USD
248322.25000000
0.033374348923
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
8.44000000
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
481000.00000000
PA
494489.68000000
0.066459091440
Long
DBT
CORP
GB
Y
2
2036-06-15
Floating
7.59000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
85607.81000000
0.011505633995
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2160000.00000000
EUR
2395350.14000000
USD
2024-06-20
85607.81000000
N
N
N
Black Diamond CLO
549300PKZ3LBLGCJNI86
Black Diamond CLO 2017-2 DAC
000000000
590000.00000000
PA
628551.77000000
0.084476949160
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
5.85000000
N
N
N
N
N
N
Euro Galaxy CLO BV
5493000DO5029DBEJL19
Euro-Galaxy VII CLO DAC
000000000
1210000.00000000
PA
1285238.33000000
0.172735195801
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-25
Floating
7.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
7382000.00000000
PA
USD
7247394.32000000
0.974045083850
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.37000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QWB4
15000.00000000
PA
USD
3975.00000000
0.000534237415
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.25000000
Y
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
4810000.00000000
PA
USD
4816657.86000000
0.647355684259
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AG2
60000.00000000
PA
USD
43926.20000000
0.005903652716
Long
ABS-MBS
CORP
US
N
2
2050-11-29
Fixed
0.00000000
N
N
N
N
N
N
Madison Park Euro Funding
635400IRITPTWQSADZ09
Madison Park Euro Funding IX DAC
000000000
315000.00000000
PA
332881.46000000
0.044739051761
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-15
Floating
7.11000000
N
N
N
N
N
N
Azurite Intermediate Holdings Inc
N/A
Azurite Intermediate Holdings Inc Delayed Draw Term Loan
000000000
1262708.33000000
PA
USD
1243767.71000000
0.167161571440
Long
LON
CORP
US
N
3
2031-03-19
Fixed
0.50000000
N
N
N
N
N
N
Charlotte Buyer Inc
N/A
Charlotte Buyer Inc 1st Lien Term Loan
12568YAD6
3643315.32000000
PA
USD
3664938.40000000
0.492565337763
Long
LON
CORP
US
N
2
2028-02-11
Floating
10.57000000
N
N
N
N
N
N
Cairn CLO
5493007C15B782HE7844
Cairn CLO XIV DAC
000000000
250000.00000000
PA
263872.54000000
0.035464297787
Long
ABS-CBDO
CORP
IE
N
2
2034-10-29
Floating
5.56000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
4905000.00000000
PA
USD
5210917.93000000
0.700343981292
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
23723.99000000
0.003188488829
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1288000.00000000
EUR
1401014.79000000
USD
2024-06-20
23723.99000000
N
N
N
CIFC Funding Ltd
549300QSQ98IRWUWDV20
CIFC Funding 2013-IV Ltd
12549FBR9
605000.00000000
PA
USD
603109.98000000
0.081057589128
Long
ABS-CBDO
CORP
US
N
2
2031-04-27
Floating
8.39000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
3639000.00000000
PA
USD
2726471.26000000
0.366435964403
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Ares Euro CLO
635400XCOLUI5RNVIZ11
Ares European CLO XII DAC
000000000
290000.00000000
PA
306389.25000000
0.041178515964
Long
ABS-CBDO
CORP
IE
Y
2
2032-04-20
Floating
6.90000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
001011AL9
410000.00000000
PA
USD
362313.31000000
0.048694673262
Long
ABS-CBDO
CORP
US
N
2
2039-01-28
Fixed
7.16000000
N
N
N
N
N
N
QUORUM LITIGATION TRUST UNITS
N/A
QUORUM LITIGATION TRUST UNITS
000000000
157000.00000000
NS
USD
0.00000000
0.000000
Long
STIV
CORP
US
N
3
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
803000.00000000
PA
USD
678463.28000000
0.091185023648
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.63000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
1280000.00000000
PA
USD
1215209.34000000
0.163323345082
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
1110000.00000000
PA
USD
962065.19000000
0.129300935934
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.88000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAU9
350000.00000000
PA
USD
350116.20000000
0.047055389610
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
7.44000000
N
N
N
N
N
N
Worldwide Express Operations LLC
254900XFGYPZZSG8I385
Worldwide Express Operations LLC 2021 1st Lien Term Loan
00435UAB4
893273.15000000
PA
USD
884590.53000000
0.118888392010
Long
LON
CORP
US
N
2
2028-07-26
Floating
9.57000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300QR0537E9AXFW42
Galaxy Xxviii Clo Ltd
36321JAJ3
250000.00000000
PA
USD
250526.75000000
0.033670632290
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
7.54000000
N
N
N
N
N
N
Marble Point CLO XXI Ltd.
N/A
Marble Point CLO XXI Ltd
56606KAL9
470000.00000000
PA
USD
454624.89000000
0.061101289587
Long
ABS-CBDO
CORP
US
N
2
2034-10-17
Floating
10.56000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
860000.00000000
PA
967995.72000000
0.130097995310
Long
DBT
CORP
IT
Y
2
2028-06-01
Fixed
7.13000000
N
N
N
N
N
N
Madison Park Euro Funding
635400TVNZYDPPOQEG75
Madison Park Euro Funding VI DAC
000000000
297000.00000000
PA
313781.06000000
0.042171970421
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
5.91000000
N
N
N
N
N
N
Bain Capital Euro CLO
5493009FIQULGQV8VN86
Bain Capital Euro CLO 2021-2 DAC
000000000
355000.00000000
PA
366562.31000000
0.049265736099
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-17
Floating
7.29000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DH5
632000.00000000
PA
USD
715992.03000000
0.096228863244
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
812000.00000000
PA
USD
820856.90000000
0.110322633582
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.63000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AA7
334000.00000000
PA
USD
299769.37000000
0.040288808397
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton Orlando Trust 2018-ORL
432885AN1
540000.00000000
PA
USD
536573.81000000
0.072115171146
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
8.27000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
1376000.00000000
PA
USD
1130836.35000000
0.151983670091
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
3168000.00000000
PA
USD
3172213.44000000
0.426343423543
Long
DBT
CORP
IT
Y
2
2024-06-03
Fixed
8.00000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAS3
570000.00000000
PA
USD
552016.44000000
0.074190650576
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
4.09000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
831000.00000000
PA
USD
805540.49000000
0.108264118037
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAS1
548270.59000000
PA
USD
533259.49000000
0.071669728693
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
8.69000000
N
N
N
N
N
N
WR Grace & Co-Conn
549300WNOVFRGYOAEB12
WR Grace & Co-Conn 2021 Term Loan B
92943HAB5
1438260.22000000
PA
USD
1442495.90000000
0.193870510949
Long
LON
CORP
US
N
2
2028-09-22
Floating
9.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKE0
-389000.00000000
PA
USD
-382481.21000000
-0.05140522590
Short
DBT
UST
US
N
2
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
Endo Inc
N/A
Endo Inc
29290D117
70625.00000000
NS
USD
2034882.81000000
0.273486926442
Long
EC
CORP
US
N
2
N
N
N
Fair Oaks Loan Funding
6354002R5DADYSJADR44
Fair Oaks Loan Funding III DAC
000000000
945000.00000000
PA
994493.27000000
0.133659248799
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
6.91000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV1
46591DBA6
396613.48000000
PA
USD
364155.35000000
0.048942242240
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Fixed
4.93000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXVR CLO Ltd
00192RAL2
250000.00000000
PA
USD
250530.00000000
0.033671069088
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.59000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
1642000.00000000
PA
USD
1321912.61000000
0.177664195184
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Newark BSL CLO 2 Ltd.
N/A
Newark BSL CLO 2 Ltd
65023PAS9
340000.00000000
PA
USD
337931.44000000
0.045417765789
Long
ABS-CBDO
CORP
US
N
2
2030-07-25
Floating
7.34000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZB1
1690000.00000000
PA
USD
447850.00000000
0.060190748776
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.40000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QKS0
20000.00000000
PA
USD
5300.00000000
0.000712316553
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Crown Finance US Inc
N/A
Crown Finance US Inc 2023 Exit Term Loan
22834KAP6
7737312.43000000
PA
USD
7887222.86000000
1.060037623565
Long
LON
CORP
US
N
2
2028-07-31
Floating
7.00000000
N
N
Y
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAE6
43000.00000000
PA
USD
40024.42000000
0.005379256021
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Fixed
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YCK6
435000.00000000
PA
USD
453673.55000000
0.060973430110
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.43000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-1968330.00000000
PA
USD
-1968330.00000000
-0.26454227205
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.02000000
2024-05-08
2184000.00000000
USD
2205098.66000000
USD
CDS
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVIII Ltd
55821AAJ7
705000.00000000
PA
USD
700665.66000000
0.094169009082
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.29000000
N
N
N
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
492144.00000000
NS
25210.38000000
0.003388258678
Long
EC
CORP
FR
N
1
N
N
N
Henley CLO
6354005DLDMILXS72B21
Henley CLO I DAC
000000000
425000.00000000
PA
451343.69000000
0.060660298441
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-25
Floating
6.88000000
N
N
N
N
N
N
Venture CDO Ltd
549300SNYYGJ2M6QEK53
Venture XVII CLO Ltd
92329YAS5
1330000.00000000
PA
USD
1336494.39000000
0.179623976934
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Floating
8.41000000
N
N
N
N
N
N
Knitwell Borrower LLC
N/A
Knitwell Borrower LLC Term Loan
000000000
4270312.50000000
PA
USD
4266042.19000000
0.573353296260
Long
LON
CORP
US
N
3
2027-07-28
Floating
13.48000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2024-WOLF
39152MAL9
580000.00000000
PA
USD
580520.72000000
0.078021607273
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
9.76000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAJ6
2294000.00000000
PA
USD
2336616.46000000
0.314039732794
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
Mallinckrodt International Finance SA
549300LMDE3RUP8Z3L60
Mallinckrodt International Finance SA 2023 2nd Out Term Loan
000000000
3982983.15000000
PA
USD
4356387.82000000
0.585495690183
Long
LON
CORP
IE
N
2
2028-11-14
Floating
14.82000000
N
N
N
N
N
N
NEWFOLD DIGITAL HLDGS GR
549300UTQC2651SB0W88
Newfold Digital Holdings Group Inc
29279XAA8
1564000.00000000
PA
USD
1174136.87000000
0.157803231822
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAC5
2312000.00000000
PA
USD
2379486.38000000
0.319801422165
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.38000000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Tranche 1 Delayed Draw Term Loan
000000000
277270.43000000
PA
USD
274442.27000000
0.036884862626
Long
LON
CORP
US
N
3
2031-02-13
Fixed
1.00000000
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME
54930043TEPI4UKGHU90
Tiaa Clo III Ltd
87272HAE0
360000.00000000
PA
USD
359294.04000000
0.048288885338
Long
ABS-CBDO
CORP
US
N
2
2031-01-16
Floating
7.34000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300EB3KHH9T7ICE44
BlueMountain CLO 2015-4 Ltd
09628NAU6
1080000.00000000
PA
USD
1079653.32000000
0.145104704142
Long
ABS-CBDO
CORP
US
N
2
2030-04-20
Floating
7.49000000
N
N
N
N
N
N
Vibrant CLO Ltd
549300WOQQ4NNX4VIU97
Vibrant Clo VI Ltd
92558EAG7
250000.00000000
PA
USD
251414.50000000
0.033789945312
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Floating
9.41000000
N
N
N
N
N
N
Ares Euro CLO
635400IKZCKH2JKELA27
Ares European CLO VI DAC
000000000
340000.00000000
PA
363259.48000000
0.048821837895
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
9.21000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Long: 25477PTR4 TRS USD R F 5.87500 RF TRS / Short: 25477PTR4 TRS USD P V 00MSOFR PV TRS
000000000
363051.50000000
OU
Notional Amount
USD
-14621.94000000
-0.00196517922
N/A
DIR
US
N
2
BofA Securities, Inc.
549300HN4UKV1E2R3U73
District of Columbia Housing Finance Agency
District of Columbia Housing Finance Agency
Y
equity-performance leg
2024-06-01
0.00000000
USD
0.00000000
USD
363051.50000000
USD
-14621.94000000
N
N
N
Jubilee CDO BV
635400VN4FYGLG4EXH69
Jubilee CLO 2014-XII DAC
000000000
155000.00000000
PA
165702.36000000
0.022270289432
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-15
Floating
6.81000000
N
N
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan A
64069JAF9
246475.88000000
PA
USD
230917.09000000
0.031035106737
Long
LON
CORP
US
N
2
2029-04-11
Floating
10.16000000
N
N
N
N
N
N
BORR IHC LTD / BORR FIN
N/A
Borr IHC Ltd / Borr Finance LLC
100018AB6
1562000.00000000
PA
USD
1627235.37000000
0.218699375586
Long
DBT
CORP
XX
N
2
2030-11-15
Fixed
10.38000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
200000.00000000
PA
USD
148850.89000000
0.020005462822
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
819000.00000000
PA
USD
329689.68000000
0.044310078604
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493009BD57D5LVN7Y80
Anchorage Credit Funding 6 Ltd
03330MAE6
570000.00000000
PA
USD
519099.00000000
0.069766568045
Long
ABS-CBDO
CORP
US
N
2
2036-07-25
Fixed
6.85000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
2937000.00000000
PA
USD
2502459.10000000
0.336328875767
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QAJ1
30000.00000000
PA
USD
7875.00000000
0.001058394879
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.50000000
Y
N
N
N
N
N
OZLM Ltd
549300SDDOLWC85Q9Q65
OZLM XXII Ltd
67111VAJ5
1952000.00000000
PA
USD
1944445.76000000
0.261332245730
Long
ABS-CBDO
CORP
US
N
2
2031-01-17
Floating
8.23000000
N
N
N
N
N
N
MALLINCKRODT FIN/SB
N/A
Mallinckrodt International Finance SA / Mallinckrodt CB LLC
561233AN7
737000.00000000
PA
USD
803826.00000000
0.108033691696
Long
DBT
CORP
LU
N
2
2028-11-14
Fixed
14.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
4607000.00000000
PA
USD
4587158.76000000
0.616511154455
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
Bilbao CLO
6354005WQLZBA5LJUW27
Bilbao CLO II DAC
000000000
495000.00000000
PA
521642.93000000
0.070108470583
Long
ABS-CBDO
CORP
IE
Y
2
2035-08-20
Floating
6.02000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAW3
250000.00000000
PA
USD
250213.75000000
0.033628565293
Long
ABS-CBDO
CORP
US
N
2
2036-10-22
Floating
7.64000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B526SOCLO IRS USD R V 12MSOFR 2526SOCLO_FLO CCPOIS / Short: B526SOCLO IRS USD P F 2.52600 2526SOCLO_FIX CCPOIS
000000000
88000.00000000
OU
Notional Amount
USD
8153.70000000
0.001095851977
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-18
0.00000000
USD
0.00000000
USD
88000.00000000
USD
8153.70000000
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AB6
769000.00000000
PA
USD
729863.30000000
0.098093152912
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Cordatus CLO PLC
549300L3U7O5MFVI3I18
CVC Cordatus Loan Fund X DAC
000000000
200000.00000000
PA
211009.13000000
0.028359489859
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-27
Floating
5.48000000
N
N
N
N
N
N
SMERALDA SPV SUB ABS NOTES CL
N/A
SMERALDA SPV SUB ABS NOTES CL
000000000
276244.00000000
PA
147969.58000000
0.019887015331
Long
ABS-O
CORP
IT
N
3
2033-12-22
Floating
8.86000000
N
N
N
N
N
N
Shackleton CLO LTD
549300S9WB2KLCOJR134
Shackleton 2013-III CLO Ltd
81881QAY2
1650000.00000000
PA
USD
1653288.45000000
0.222200892597
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.61000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAQ3
368470.59000000
PA
USD
367385.22000000
0.049376334668
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.77000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
1522000.00000000
PA
USD
1571757.22000000
0.211243148302
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QYT3
25000.00000000
PA
USD
6625.00000000
0.000890395691
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
Y
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
1500000.00000000
PA
USD
1416860.40000000
0.190425116419
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Disco Parent Inc
N/A
Disco Parent Inc Term Loan
000000000
5540368.72000000
PA
USD
5546463.13000000
0.745441037977
Long
LON
CORP
US
N
3
2029-03-30
Floating
12.84000000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAK0
250000.00000000
PA
USD
249302.50000000
0.033506093886
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.39000000
N
N
N
N
N
N
RIVERBED PROFIT RIGHTS
N/A
RIVERBED PROFIT RIGHTS
000000000
5651.75000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
N/A
N/A
Riverbed Profit Rights
Riverbed Profit Rights
2099-12-31
XXXX
0.00000000
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
3949000.00000000
PA
USD
3631415.22000000
0.488059844170
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
6605000.00000000
PA
USD
6586834.33000000
0.885266250736
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
Dryden Leveraged Loan CDO
635400ZKLU6BYCZWMN91
Dryden 59 Euro CLO 2017 DAC
000000000
365000.00000000
PA
379676.65000000
0.051028294867
Long
ABS-CBDO
CORP
IE
Y
2
2032-05-15
Floating
6.30000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
500000.00000000
PA
USD
391495.00000000
0.052616673422
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
222000.00000000
PA
USD
211720.95000000
0.028455158004
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
000000000
1120000.00000000
PA
1252125.75000000
0.168284886581
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.38000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QVX7
75000.00000000
PA
USD
19875.00000000
0.002671187075
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.25000000
Y
N
N
N
N
N
SOLOCAL GROUP
9695005U38X1SF184325
Solocal Group
000000000
114605.99000000
PA
26173.82000000
0.003517744387
Long
DBT
CORP
FR
N
2
2025-03-15
Floating
10.85000000
N
Y
N
N
N
N
Anchorage Capital CLO LTD
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd
03328LAG7
250000.00000000
PA
USD
247944.50000000
0.033323579569
Long
ABS-CBDO
CORP
US
N
2
2031-01-28
Floating
8.19000000
N
N
N
N
N
N
Penta CLO S.A.
549300PEHRLZ3HBP3Z85
Penta CLO 8 DAC
000000000
240000.00000000
PA
255381.15000000
0.034323060493
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
6.06000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS2907HR IRS EUR R V 00MESTR IRS2907HR_FLO CCPOIS / Short: BRS2907HR IRS EUR P F 2.90700 IRS2907HR_FIX CCPOIS
000000000
755000.00000000
OU
Notional Amount
5023.11000000
0.000675102717
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-10-09
0.00000000
EUR
0.00000000
EUR
755000.00000000
EUR
5023.11000000
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZJ5
438000.00000000
PA
USD
431288.33000000
0.057964871098
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.69000000
N
N
N
N
N
N
Bosphorus CLO
635400MHW87IZ2JWGW83
Bosphorus CLO V DAC
000000000
320000.00000000
PA
341825.99000000
0.045941190777
Long
ABS-CBDO
CORP
IE
N
2
2032-12-12
Floating
8.60000000
N
N
N
N
N
N
St Pauls CLO
635400REBCMBKKLQ8M86
St Paul's CLO VI DAC
000000000
305000.00000000
PA
324874.80000000
0.043662961863
Long
ABS-CBDO
CORP
IE
N
2
2034-05-20
Floating
6.52000000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBN6
250000.00000000
PA
USD
246497.00000000
0.033129036510
Long
ABS-CBDO
CORP
US
N
2
2031-02-14
Floating
7.32000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
REVERSE REPO BNP PARIBAS
000000000
-19232435.51000000
PA
USD
-19232435.51000000
-2.58482682628
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.10000000
2024-06-20
21660000.00000000
USD
22099225.95000000
USD
CDS
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
97073.03000000
0.013046552108
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2456000.00000000
EUR
2723335.60000000
USD
2024-06-20
97073.03000000
N
N
N
Accunia European CLO
549300FB5JAY5VLVX124
Accunia European CLO II DAC
000000000
670000.00000000
PA
715501.29000000
0.096162908107
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
6.91000000
N
N
N
N
N
N
BlueMountain EUR CLO
635400IYPG2G6NM3OV52
BlueMountain Fuji Eur CLO V DAC
000000000
865000.00000000
PA
920960.05000000
0.123776431848
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-15
Floating
6.36000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZZ8
440000.00000000
PA
USD
116600.00000000
0.015670964178
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Henley Funding Ltd.
635400YRMBLUNSYHHJ03
Henley CLO VI DAC
000000000
485000.00000000
PA
513394.08000000
0.068999830507
Long
ABS-CBDO
CORP
IE
Y
2
2034-06-10
Floating
7.03000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016269AD4
595000.00000000
PA
USD
596048.99000000
0.080108596663
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Floating
8.69000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
55452.00000000
0.007452712741
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3061000.00000000
EUR
3328656.29000000
USD
2024-06-20
55452.00000000
N
N
N
Harvest CLO
635400W3KBC8YPXZJO79
Harvest Clo XII DAC
000000000
595000.00000000
PA
633431.48000000
0.085132779011
Long
ABS-CBDO
CORP
IE
Y
2
2030-11-18
Floating
6.62000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 3 Ltd
09076UAA1
885000.00000000
PA
USD
857373.84000000
0.115230486572
Long
ABS-CBDO
CORP
US
N
2
2035-01-19
Floating
10.70000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
358000.00000000
PA
USD
154283.68000000
0.020735626266
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Augusta Sportswear Group Inc
N/A
Augusta Sportswear Group Inc 2023 Term Loan B
87815JAC4
2822000.00000000
PA
USD
2763203.63000000
0.371372771045
Long
LON
CORP
US
N
2
2029-11-21
Floating
11.80000000
N
N
N
N
N
N
U.S. Bank National Association
N/A
US Bank NA
90357PAW4
366628.24000000
PA
USD
368150.77000000
0.049479224090
Long
ABS-O
CORP
US
N
2
2032-08-25
Fixed
9.79000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AC0
606000.00000000
PA
USD
519844.56000000
0.069866770825
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.13000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
4301000.00000000
PA
USD
2733799.04000000
0.367420813270
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B0070770 IRS USD R V 00MSOFR 10070770_FLO CCPOIS / Short: B0070770 IRS USD P F 4.07000 10070770_FIX CCPOIS
000000000
739000.00000000
OU
Notional Amount
USD
13832.62000000
0.001859095133
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-04-25
0.00000000
USD
0.00000000
USD
739000.00000000
USD
13832.62000000
N
N
N
Freddie Mac - STACR
5493000ISMYB8CLVZD05
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
381112.91000000
PA
USD
391315.61000000
0.052592563523
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
7.58000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDB3
3029000.00000000
PA
USD
2933101.07000000
0.394206876502
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
MALLINCKRODT PVE
N/A
MALLINCKRODT PVE
000000000
7015.00000000
NS
USD
371795.00000000
0.049969006233
Long
EC
CORP
US
N
2
N
N
N
US Radiology Specialists Inc
254900QCDFUYXJEFMY06
US Radiology Specialists Inc 2020 Term Loan
90372AAJ7
2688295.49000000
PA
USD
2698094.33000000
0.362622123464
Long
LON
CORP
US
N
2
2027-12-15
Floating
10.70000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS38HNON IRS USD R V 00MSOFR IRS38HNON_FLO CCPOIS / Short: BRS38HNON IRS USD P F 3.80000 IRS38HNON_FIX CCPOIS
000000000
1151000.00000000
OU
Notional Amount
USD
32494.18000000
0.004367196662
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-02-26
0.00000000
USD
0.00000000
USD
1151000.00000000
USD
32494.18000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B018SOFR1 IRS USD R V 00MSOFR 3018SOFR1_FLO CCPOIS / Short: B018SOFR1 IRS USD P F 3.01800 3018SOFR1_FIX CCPOIS
000000000
224000.00000000
OU
Notional Amount
USD
17374.19000000
0.002335079838
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-02
0.00000000
USD
0.00000000
USD
224000.00000000
USD
17374.19000000
N
N
N
Cordatus CLO PLC
549300L3U7O5MFVI3I18
CVC Cordatus Loan Fund X DAC
000000000
190000.00000000
PA
199695.83000000
0.026838989695
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-27
Floating
6.38000000
N
N
N
N
N
N
DELIVERY HERO AG
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
800000.00000000
PA
707849.13000000
0.095134462779
Long
DBT
CORP
DE
Y
2
2027-01-23
Fixed
1.00000000
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
Mitchells & Butlers Finance PLC
000000000
719000.00000000
PA
828596.39000000
0.111362816005
Long
DBT
CORP
GB
Y
2
2030-09-15
Fixed
6.47000000
N
N
N
N
N
N
Catamaran CLO Ltd
549300C8Q7ISEHHDRH76
Catamaran CLO 2014-1 Ltd
14889DAS7
250000.00000000
PA
USD
243411.25000000
0.032714313717
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Floating
9.02000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS126 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: XCUIRS126 CYS EUR P V 00MESTR ESTRON -19.75 BPS
000000000
1.00000000
NC
-285120.87000000
-0.03832005952
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
26447000.00000000
EUR
27846046.30000000
USD
2026-01-09
-285120.85000000
N
N
N
Marathon CLO LTD
5493002F390212ZEF773
Marathon CLO VI Ltd
56576VBC0
590000.00000000
PA
USD
590043.07000000
0.079301404921
Long
ABS-CBDO
CORP
US
N
2
2028-05-13
Floating
9.07000000
N
N
N
N
N
N
Ellington CLO LTD
254900YE647HYXEP3N43
Ellington Clo II Ltd
28852EAG4
500000.00000000
PA
USD
496295.00000000
0.066701725274
Long
ABS-CBDO
CORP
US
N
2
2029-02-15
Floating
9.22000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
806000.00000000
PA
USD
767588.22000000
0.103163357629
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP1225 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: GBJP1225 CYS GBP P V 03MSONIO SONIO/N -18.3 BPS
000000000
1.00000000
NC
-72594.41000000
-0.00975664149
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3142000.00000000
GBP
3842666.00000000
USD
2025-12-06
-72594.41000000
N
N
N
Penta CLO S.A.
635400CJ99MQCYBUGV50
Penta CLO 5 DAC
000000000
100000.00000000
PA
106638.63000000
0.014332162528
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-20
Floating
6.30000000
N
N
N
N
N
N
East Valley Tourist Development Authority
N/A
East Valley Tourist Development Authority Term Loan B
27571VAD5
5451521.87000000
PA
USD
5346307.50000000
0.718540251460
Long
LON
CORP
US
N
3
2026-11-23
Floating
12.93000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
4186.37000000
0.000562645405
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
216000.00000000
GBP
274158.00000000
USD
2024-06-20
4186.37000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7081.24000000
0.000951714051
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
318000.00000000
GBP
404539.47000000
USD
2024-06-20
7081.24000000
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
1110000.00000000
PA
USD
909084.45000000
0.122180358930
Long
DBT
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Dartry Park CLO
549300EK539GMKPB1K76
Dartry Park CLO DAC
000000000
355000.00000000
PA
375320.71000000
0.050442859364
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-28
Floating
6.16000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVII Ltd
55820YAE7
250000.00000000
PA
USD
249198.25000000
0.033492082754
Long
ABS-CBDO
CORP
US
N
2
2030-04-20
Floating
8.19000000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Revolver
000000000
55454.09000000
PA
USD
54882.91000000
0.007376227415
Long
LON
CORP
US
N
3
2031-02-13
None
0.00000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd
27830TAG0
325000.00000000
PA
USD
325347.43000000
0.043726483028
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
7.69000000
N
N
N
N
N
N
Purple Finance CLO
635400S2OJYBXGEK3L19
Purple Finance CLO 2 DAC
000000000
440000.00000000
PA
460771.82000000
0.061927432982
Long
ABS-CBDO
CORP
IE
Y
2
2032-04-20
Floating
10.30000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1403000.00000000
PA
USD
1381604.25000000
0.185686712785
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
American Greetings Corporation
549300WMJOT8C9DNMF90
American Greetings Corporation 2023 Term Loan
02639DAM8
1054350.00000000
PA
USD
1056421.80000000
0.141982402961
Long
LON
CORP
US
N
2
2028-04-06
Floating
11.32000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2017-4 Ltd
14315BAG1
250000.00000000
PA
USD
249393.75000000
0.033518357826
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Floating
8.39000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BON4135GB IRS GBP R V 00MSONIA SON4135GB_FLO CCPOIS / Short: BON4135GB IRS GBP P F 4.13500 SON4135GB_FIX CCPOIS
000000000
3856000.00000000
OU
Notional Amount
36371.44000000
0.004888297884
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-02-17
0.00000000
GBP
0.00000000
GBP
3856000.00000000
GBP
36371.44000000
N
N
N
Fidelity Grand Harbour CLO
635400KPYNGCFZ6MDR25
Fidelity Grand Harbour CLO 2021-1 DAC
000000000
375000.00000000
PA
398634.62000000
0.053576233708
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
6.41000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZR6
25000.00000000
PA
USD
6625.00000000
0.000890395691
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.95000000
Y
N
N
N
N
N
Jubilee CDO BV
635400APBYBGXMTWEE61
Jubilee CLO 2021-XXV DAC
000000000
285000.00000000
PA
302332.42000000
0.040633280650
Long
ABS-CBDO
CORP
IE
N
2
2035-10-15
Floating
6.16000000
N
N
N
N
N
N
Capital Four CLO
549300BEUU8HXTZJGY22
Capital Four CLO III DAC
000000000
545000.00000000
PA
577379.03000000
0.077599366180
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
5.66000000
N
N
N
N
N
N
FRONTIER FLORIDA LLC
N/A
Frontier Florida LLC
362333AH9
1477000.00000000
PA
USD
1401544.07000000
0.188366611627
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.86000000
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO Ltd
54303PAW5
427770.81000000
PA
USD
428776.93000000
0.057627340571
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
10.09000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZL9
110000.00000000
PA
USD
28875.00000000
0.003880781223
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.00000000
Y
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
15105.14000000
0.002030120993
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
859000.00000000
GBP
1088742.30000000
USD
2024-06-20
15105.14000000
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-3 CLO Ltd
88432UAJ5
1090000.00000000
PA
USD
1068318.81000000
0.143581353369
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
8.54000000
N
N
N
N
N
N
Carlyle Global Market Strategies Ltd
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAS0
435000.00000000
PA
USD
436365.90000000
0.058647293204
Long
ABS-CBDO
CORP
US
N
2
2030-08-14
Floating
8.92000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QB84
10000.00000000
PA
USD
2625.00000000
0.000352798293
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
10.00000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QXP2
5000.00000000
PA
USD
1325.00000000
0.000178079138
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZY1
15000.00000000
PA
USD
3975.00000000
0.000534237415
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.05000000
Y
N
N
N
N
N
Preferred Term Securities XXIV Ltd/Preferred Term Securities XXIV Inc
549300BJ4B7IHHA4GP46
Preferred Term Securities XXIV Ltd/Preferred Term Securities XXIV Inc
74043CAB3
427660.88000000
PA
USD
339545.85000000
0.045634741443
Long
ABS-CBDO
CORP
US
N
2
2037-03-22
Floating
5.93000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
2007000.00000000
PA
USD
1276736.59000000
0.171592567473
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
Armada Euro CLO
549300236OBWCGBX8R96
Armada Euro CLO III DAC
000000000
880000.00000000
PA
939756.32000000
0.126302638313
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
7.21000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QA69
445000.00000000
PA
USD
117925.00000000
0.015849043317
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
6.75000000
Y
N
N
N
N
N
Zais CLO 5 LTD
5493001XJXUE8BZ0Q137
Zais CLO 5 Ltd
98875LAG4
510000.00000000
PA
USD
511463.19000000
0.068740320147
Long
ABS-CBDO
CORP
US
N
2
2028-10-15
Floating
10.09000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAW9
1104000.00000000
PA
USD
1176469.14000000
0.158116687394
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
11.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
6865000.00000000
PA
USD
5411394.60000000
0.727287915376
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
American Greetings Corporation
549300WMJOT8C9DNMF90
American Greetings Corporation 2024 Term Loan B
02639DAN6
1325000.00000000
PA
USD
1319209.75000000
0.177300932558
Long
LON
CORP
US
N
2
2029-10-23
Floating
11.07000000
N
N
N
N
N
N
Discovery Purchaser Corporation
2549001LSO1ZBIPA5D65
Discovery Purchaser Corporation Term Loan
25471NAC0
4015249.54000000
PA
USD
4017277.24000000
0.539919448744
Long
LON
CORP
US
N
2
2029-10-04
Floating
9.68000000
N
N
N
N
N
N
Ozlme
6354008AGMENPDXTDJ03
Sculptor European CLO V DAC
000000000
930000.00000000
PA
962438.76000000
0.129351143499
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-14
Floating
9.28000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QKR2
25000.00000000
PA
USD
6562.50000000
0.000881995732
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
Y
N
N
N
N
N
SCUR-Alpha 1503 GmbH
254900GAG6U7Z5TROP43
SCUR-Alpha 1503 GmbH USD Term Loan B1
000000000
4498839.29000000
PA
USD
4165925.18000000
0.559897635219
Long
LON
CORP
DE
N
2
2030-03-29
Floating
10.83000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-50892.75000000
-0.00683995250
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1418559.62000000
USD
1279000.00000000
EUR
2024-06-20
-50892.75000000
N
N
N
Harvest CLO
635400JXBOCTDLNBOU28
Harvest CLO XXVII DAC
000000000
285000.00000000
PA
304136.65000000
0.040875767989
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-15
Floating
7.31000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAU6
361056.24000000
PA
USD
351170.88000000
0.047197137916
Long
ABS-CBDO
CORP
US
N
2
2027-07-25
Floating
8.69000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2023-NQM7
10569HAE4
1195000.00000000
PA
USD
1189452.57000000
0.159861651943
Long
ABS-MBS
CORP
US
N
2
2063-09-25
Variable
8.02000000
N
N
N
N
N
N
Cuppa Bidco BV
254900C8AU9XL3CHKB72
Cuppa Bidco BV 2024 EUR Term Loan B
000000000
650000.00000000
PA
690791.18000000
0.092841885391
Long
LON
CORP
NL
N
2
2029-06-29
Floating
10.39000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2018-2 Ltd
14317PAG8
305000.00000000
PA
USD
304656.88000000
0.040945686563
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
8.49000000
N
N
N
N
N
N
Gordian Medical Inc
N/A
Gordian Medical Inc TERM LOAN B
74982RAB3
858833.10000000
PA
USD
296297.42000000
0.039822180574
Long
LON
CORP
US
N
2
2027-01-31
Floating
11.90000000
N
N
N
N
N
N
Evanston Hosp Corp
N/A
Evanston Hosp Corp Term Loan
000000000
120555.07000000
PA
USD
120555.07000000
0.016202523014
Long
LON
CORP
US
N
3
2025-04-29
Floating
16.65000000
N
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
04966HAG1
430000.00000000
PA
USD
429271.15000000
0.057693763418
Long
ABS-CBDO
CORP
US
N
2
2030-11-21
Floating
7.39000000
N
N
N
N
N
N
Tymon Park CLO Ltd
549300Y293DUMFBSH733
Tymon Park CLO DAC
000000000
340000.00000000
PA
359662.02000000
0.048338341610
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-21
Floating
7.10000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
8059000.00000000
PA
USD
7760738.26000000
1.043038175574
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244KAS5
250000.00000000
PA
USD
249738.50000000
0.033564692002
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
7.34000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2006-6
8815612U7
45389.00000000
PA
USD
17485.86000000
0.002350088213
Long
ABS-O
CORP
US
N
2
2037-07-25
Fixed
0.15000000
N
N
N
N
N
N
Cairn CLO BV
635400WFBG4QJAOM2S84
Cairn CLO XV DAC
000000000
410000.00000000
PA
431042.24000000
0.057931796762
Long
ABS-CBDO
CORP
IE
Y
2
2036-04-15
Floating
5.66000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
3064000.00000000
PA
USD
3098264.71000000
0.416404762317
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.00000000
N
N
N
N
N
N
Trinitas Euro CLO
635400LANDKVH6IVDD64
Trinitas Euro CLO II DAC
000000000
250000.00000000
PA
268859.01000000
0.036134476113
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
8.54000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-24591.49000000
-0.00330508026
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1799671.24000000
USD
1660000.00000000
EUR
2024-06-20
-24591.49000000
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners 48 LP
38177DAN8
250000.00000000
PA
USD
249465.75000000
0.033528034580
Long
ABS-CBDO
CORP
US
N
2
2033-04-17
Floating
9.38000000
N
N
N
N
N
N
St Pauls CLO
635400LOBVY9OW2EI809
St Paul's CLO V DAC
000000000
375000.00000000
PA
393217.63000000
0.052848193774
Long
ABS-CBDO
CORP
IE
Y
2
2030-02-20
Floating
6.92000000
N
N
N
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
Covetrus Inc Term Loan
22304EAC0
1224609.89000000
PA
USD
1228149.01000000
0.165062428316
Long
LON
CORP
US
N
2
2029-10-13
Floating
10.31000000
N
N
N
N
N
N
Global Blue Acquisition BV
549300L10EVYURBFIH66
Global Blue Acquisition BV 2023 EUR Term Loan B
000000000
1495000.00000000
PA
1604463.25000000
0.215638817466
Long
LON
CORP
NL
N
2
2030-12-05
Floating
8.85000000
N
N
N
N
N
N
Verus Securitization Trust
984500A3F1D749452747
Verus Securitization Trust 2024-1
92540EAE3
250000.00000000
PA
USD
249989.75000000
0.033598459839
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Fixed
7.91000000
N
N
N
N
N
N
Sound Point Euro CLO Funding
6354002JD5KEK1NGKT05
Sound Point Euro CLO II Funding DAC
000000000
605000.00000000
PA
645635.67000000
0.086773014211
Long
ABS-CBDO
CORP
IE
Y
2
2036-01-26
Floating
7.20000000
N
N
N
N
N
N
Sound Point EURO CLO Funding DAC
635400EKBHJAX4BIBT03
Sound Point Euro CLO VII Funding DAC
000000000
675000.00000000
PA
718346.24000000
0.096545267537
Long
ABS-CBDO
CORP
IE
Y
2
2035-01-25
Floating
7.08000000
N
N
N
N
N
N
Harvest CLO
635400NTEX2XHSDXIB23
Harvest CLO XV DAC
000000000
320000.00000000
PA
341170.19000000
0.045853051683
Long
ABS-CBDO
CORP
IE
Y
2
2030-11-22
Floating
6.69000000
N
N
N
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO IX 2018-1 Ltd
36361WAN6
250000.00000000
PA
USD
250216.25000000
0.033628901292
Long
ABS-CBDO
CORP
US
N
2
2028-01-21
Floating
8.69000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP08126 CYS USD R V 00MSOFR SOFRRATE +0BPS / Short: GBJP08126 CYS GBP P V 00MSONIO SONIO/N -15.875
000000000
1.00000000
NC
19529.33000000
0.002624729252
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1110000.00000000
GBP
1401708.00000000
USD
2026-08-29
19529.33000000
N
N
N
Zais Matrix CDO I
5493009PVOUOQ1A0UG08
Zais Clo 14 Ltd
98888BBC9
475000.00000000
PA
USD
476702.88000000
0.064068557086
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Floating
10.09000000
N
N
N
N
N
N
AP Core Holdings II LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II LLC High-Yield Term Loan B2
00187GAD1
7380992.06000000
PA
USD
7155871.80000000
0.961744516676
Long
LON
CORP
US
N
2
2027-09-01
Floating
10.93000000
N
N
N
N
N
N
Anchorage Capital Europe CLO
635400AT2Z7FXMVYD462
Anchorage Capital Europe CLO 3 DAC
000000000
745000.00000000
PA
795389.60000000
0.106899845022
Long
ABS-CBDO
CORP
IE
Y
2
2032-07-15
Floating
7.71000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300FU018PJDVE5C16
Anchorage Credit Funding 10 Ltd
03332BAA6
250000.00000000
PA
USD
220574.00000000
0.029645002167
Long
ABS-CBDO
CORP
US
N
2
2038-04-25
Fixed
7.08000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
1090000.00000000
PA
1125647.58000000
0.151286302778
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
6.31000000
N
N
N
N
N
N
Endure Digital Inc
549300UTQC2651SB0W88
Endure Digital Inc Revolver
29279UAC0
1060000.00000000
PA
USD
1021522.00000000
0.137291892535
Long
LON
CORP
US
N
3
2026-02-10
Floating
8.93000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90279XAA0
1282000.00000000
PA
USD
1285250.72000000
0.172736861009
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BONIRS388 IRS GBP R V 00MSONIA SONIRS388_FLO CCPOIS / Short: BONIRS388 IRS GBP P F 3.88500 SONIRS388_FIX CCPOIS
000000000
1144000.00000000
OU
Notional Amount
25344.94000000
0.003406343454
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-12-21
0.00000000
GBP
0.00000000
GBP
1144000.00000000
GBP
25344.94000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QYQ9
5000.00000000
PA
USD
1325.00000000
0.000178079138
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Avoca CLO
549300BLHZHHMT8XUI93
Avoca CLO XXIV DAC
000000000
165000.00000000
PA
173724.64000000
0.023348478648
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-15
Floating
6.91000000
N
N
N
N
N
N
ACProducts Inc
254900KTNXVUUHWHBF39
ACProducts Inc 2021 Term Loan B
00488YAB2
3439536.35000000
PA
USD
2995836.16000000
0.402638431803
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.81000000
N
N
N
N
N
N
Elevation CLO Ltd
5493005VN5WX000OV470
Elevation Clo 2021-15 Ltd
28623VAJ8
500000.00000000
PA
USD
495323.00000000
0.066571089106
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
8.06000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
254900N3E7Y6I5DRGW52
Golub Capital Partners CLO 50B-R Ltd
38178DAG2
310000.00000000
PA
USD
308307.09000000
0.041436272413
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
7.67000000
N
N
N
N
N
N
NEWFOLD DIGITAL HLDGS GR
549300UTQC2651SB0W88
Newfold Digital Holdings Group Inc
650929AA0
4040000.00000000
PA
USD
4344078.68000000
0.583841349771
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
11.75000000
N
N
N
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc Term Loan
000000000
4653487.00000000
PA
USD
4638130.49000000
0.623361721822
Long
LON
CORP
US
N
3
2028-10-19
Floating
12.56000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
4623.74000000
0.000621427649
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1271492.14000000
USD
1021000.00000000
GBP
2024-06-20
4623.74000000
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBE5
35000.00000000
PA
USD
32453.91000000
0.004361784400
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Fixed
0.00000000
N
N
N
N
N
N
Hexion Holdings Corporation
549300LBB370MUHGLV84
Hexion Holdings Corporation 2022 USD Term Loan
00217XAB2
1271998.72000000
PA
USD
1253020.50000000
0.168405140399
Long
LON
CORP
US
N
2
2029-03-15
Floating
9.98000000
N
N
N
N
N
N
PREFERRED TERM SECS XXVI
N/A
Preferred Term Securities XXVI Ltd / Preferred Term Securities XXVI Inc
74042QAB3
267143.63000000
PA
USD
217317.58000000
0.029207341437
Long
ABS-CBDO
CORP
XX
N
2
2037-09-22
Floating
5.92000000
N
N
N
N
N
N
ClubCorp Holdings Inc
549300XWSO7KBICXNW37
ClubCorp Holdings Inc 2023 Term Loan B2
18948TAF0
5155578.34000000
PA
USD
5173622.86000000
0.695331548136
Long
LON
CORP
US
N
2
2026-09-18
Floating
10.56000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS327 CYS USD R V 00MSOFR SOFFRATE +0BPS / Short: XCUIRS327 CYS EUR P V 00MESTR ESTRON -22.25 BPS
000000000
1.00000000
NC
274106.11000000
0.036839682941
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
10812000.00000000
EUR
11771024.40000000
USD
2026-03-27
274106.11000000
N
N
N
Voya CLO Ltd
549300BRUAMTEA33B077
Voya CLO 2016-1 Ltd
92915CAU8
499000.00000000
PA
USD
494333.85000000
0.066438147989
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
7.39000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Through Certificates
N/A
TBW Mortgage-Backed Trust 2006-6
87222PAE3
49773.96000000
PA
USD
33488.58000000
0.004500843375
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.42000000
N
N
N
N
N
N
Anchorage Capital Europe CLO
635400HYNZWTWNENDW97
Anchorage Capital Europe CLO 2 DAC
000000000
410000.00000000
PA
435732.88000000
0.058562215728
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
6.31000000
N
N
N
N
N
N
OZLM Ltd
5493002HF6D1C4B1AK86
OZLM XXI Ltd
67112AAG6
810000.00000000
PA
USD
810853.74000000
0.108978215382
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
8.26000000
N
N
N
N
N
N
TCI-Symphony CLO
N/A
TCI-Symphony CLO 2017-1 Ltd
87232BAE2
400000.00000000
PA
USD
400841.60000000
0.053872850385
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.99000000
N
N
N
N
N
N
Torrid LLC
N/A
Torrid LLC 2021 Term Loan B
89142DAB9
1565175.97000000
PA
USD
1367572.50000000
0.183800854709
Long
LON
CORP
US
N
2
2028-06-14
Floating
11.11000000
N
N
N
N
N
N
Oaktree CLO Ltd
549300BJ8TRWJ20BLC43
Oaktree CLO 2019-1 Ltd
67401XAJ0
575000.00000000
PA
USD
574349.68000000
0.077192223510
Long
ABS-CBDO
CORP
US
N
2
2030-04-22
Floating
9.39000000
N
N
N
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
400000.00000000
PA
408204.21000000
0.054862380381
Long
DBT
CORP
AT
Y
2
2025-05-14
Fixed
5.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
6632000.00000000
PA
USD
6647704.58000000
0.893447172754
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
8.00000000
N
N
N
N
N
N
Coupa HoldingsLLC
N/A
Coupa HoldingsLLC Revolver
000000000
91535.43000000
PA
USD
92359.30000000
0.012413029861
Long
LON
CORP
US
N
3
2029-02-27
Fixed
0.50000000
N
N
N
N
N
N
GAM DEPO SRS H
N/A
GAM DEPO SRS H
000000000
1.00000000
NS
USD
379198.39000000
0.050964017034
Long
EC
CORP
US
N
3
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QLL4
15000.00000000
PA
USD
3937.50000000
0.000529197439
Long
DBT
MUN
US
N
2
2018-07-01
Floating
0.00000000
Y
N
N
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
3650000.00000000
PA
USD
3347827.82000000
0.449945882018
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
Babson Euro CLO B.V.
549300EGZCEL8MUE5F06
Barings Euro CLO 2019-1 DAC
000000000
245000.00000000
PA
261672.13000000
0.035168564114
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
6.86000000
N
N
N
N
N
N
Ozlme
635400VVYCGBQEIQI426
Sculptor European CLO I DAC
000000000
300000.00000000
PA
315757.32000000
0.042437578480
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-18
Floating
5.50000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
16308NAA2
1822000.00000000
PA
USD
1847078.94000000
0.248246208437
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.13000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
2449000.00000000
PA
USD
2446979.33000000
0.328872430756
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
BlackRock European CLO DAC
635400RUFMRMBL1HMT43
Blackrock European CLO IV DAC
000000000
900000.00000000
PA
951890.15000000
0.127933417175
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
6.56000000
N
N
N
N
N
N
MKS CLO Ltd
549300JCIKT6NT8T1275
MKS CLO 2017-2 Ltd
12662CAG2
535000.00000000
PA
USD
535197.42000000
0.071930185225
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
8.24000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
1521000.00000000
PA
USD
1328574.18000000
0.178559505861
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
HLF Financing Sarl LLC
549300VKVJUV5OGV2R51
HLF Financing Sarl LLC 2024 8TH AMENDMENT TERM LOAN B
40421YAG7
345000.00000000
PA
USD
323485.80000000
0.043476281167
Long
LON
CORP
US
N
2
2029-04-05
Floating
12.07000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
1732000.00000000
PA
USD
1698247.30000000
0.228243332802
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO VC Ltd
14687MAE2
355000.00000000
PA
USD
353070.22000000
0.047452407977
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
7.79000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDQ0
693000.00000000
PA
USD
682014.77000000
0.091662341594
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
Providus CLO
635400JHNUBVSY8RBH70
Providus CLO IV DAC
000000000
420000.00000000
PA
444120.74000000
0.059689538657
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-20
Floating
7.15000000
N
N
N
N
N
N
PEDIATRIX MEDICAL GROUP
N/A
Pediatrix Medical Group Inc
58502BAE6
1059000.00000000
PA
USD
927678.71000000
0.124679415383
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.38000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZG0
5000.00000000
PA
USD
1312.50000000
0.000176399146
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
3.75000000
Y
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
813000.00000000
PA
USD
666754.58000000
0.089611381982
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.20000000
N
N
N
N
N
N
GOTO GROUP INC
549300D12V5KRBV00592
GoTo Group Inc
38349YAA3
3179566.00000000
PA
USD
2720754.63000000
0.365667653049
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAG2
610000.00000000
PA
USD
610777.14000000
0.082088050446
Long
ABS-CBDO
CORP
US
N
2
2029-07-17
Floating
9.73000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAV1
260000.00000000
PA
USD
271062.50000000
0.036430623736
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
9.88000000
N
N
N
N
N
N
Providus CLO
635400JHNUBVSY8RBH70
Providus CLO IV DAC
000000000
355000.00000000
PA
374838.43000000
0.050378041246
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-20
Floating
5.53000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAQ7
285000.00000000
PA
USD
274710.13000000
0.036920862836
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
4.09000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISUYHCRLRBE46
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
200000.00000000
PA
USD
222262.86000000
0.029871983853
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
8.83000000
N
N
N
N
N
N
BNP PARIBAS PRIME BROKER
N/A
BNP PARIBAS PRIME BROKER
000000000
50135.99000000
NS
53505.16000000
0.007191058711
Long
STIV
CORP
DE
N
1
N
N
N
Fair Oaks Loan Funding
635400GX6HQAODBDUR26
Fair Oaks Loan Funding I DAC
000000000
385000.00000000
PA
411751.07000000
0.055339076058
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
7.31000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2024-NQM3
10569LAF2
400000.00000000
PA
USD
394457.68000000
0.053014855688
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
8.41000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
1986000.00000000
PA
USD
1759190.16000000
0.236434013556
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
727000.00000000
PA
USD
537584.37000000
0.072250989753
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
573000.00000000
PA
USD
374943.12000000
0.050392111514
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.13000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QXT4
195000.00000000
PA
USD
51675.00000000
0.006945086397
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.13000000
Y
N
N
N
N
N
Delivery Hero SE
529900KR9IO53KSCSQ67
Delivery Hero SE 2024 Delayed Draw Term Loan
000000000
615290.08000000
PA
USD
617046.73000000
0.082930679265
Long
LON
CORP
US
N
2
2029-12-12
Fixed
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS3997ON IRS USD R V 00MSOFR IRS3997ON_FLO CCPOIS / Short: BRS3997ON IRS USD P F 3.99700 IRS3997ON_FIX CCPOIS
000000000
153000.00000000
OU
Notional Amount
USD
3271.59000000
0.000439699568
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-21
0.00000000
USD
0.00000000
USD
153000.00000000
USD
3271.59000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
2983000.00000000
PA
USD
2187866.44000000
0.294047826833
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO 2014-1 Ltd
13875LAS7
665000.00000000
PA
USD
663203.84000000
0.089134164834
Long
ABS-CBDO
CORP
US
N
2
2031-01-30
Floating
7.39000000
N
N
N
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300L3IA0HX4NLPQ61
Houghton Mifflin Harcourt Publishing Company 2022 Term Loan
44157YAE4
4979263.40000000
PA
USD
4884358.64000000
0.656454625067
Long
LON
CORP
US
N
2
2029-04-09
Floating
10.67000000
N
N
N
N
N
N
Coupa HoldingsLLC
N/A
Coupa HoldingsLLC Term Loan
000000000
1338918.29000000
PA
USD
1355296.26000000
0.182150936036
Long
LON
CORP
US
N
3
2030-02-27
Floating
10.83000000
N
N
N
N
N
N
Vibrant CLO Ltd
54930073XIEUISQCY218
Vibrant Clo III Ltd
92557UBC0
425000.00000000
PA
USD
421429.58000000
0.056639861509
Long
ABS-CBDO
CORP
US
N
2
2031-10-20
Floating
9.09000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDT4
1168000.00000000
PA
USD
1171776.25000000
0.157485966029
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
Cairn CLO BV
549300TJNM6WMNNV4384
Cairn CLO VII DAC
000000000
440000.00000000
PA
471484.55000000
0.063367216928
Long
ABS-CBDO
CORP
IE
Y
2
2030-01-31
Floating
10.22000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
2759759.00000000
PA
USD
2667480.17000000
0.358507600267
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
1055000.00000000
PA
USD
914477.59000000
0.122905193439
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
OZLM Ltd
5493008RJIODIVVGSK16
OZLM XV Ltd
67111DAY2
770000.00000000
PA
USD
754617.71000000
0.101420129519
Long
ABS-CBDO
CORP
US
N
2
2033-04-20
Floating
8.84000000
N
N
N
N
N
N
Ellington CLO LTD
254900TQC62LFRK4R517
Ellington Clo I Ltd
28851QAL7
410000.00000000
PA
USD
401047.65000000
0.053900543371
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
8.94000000
N
N
N
N
N
N
Capital Four CLO
549300MUYIMW1VRJ5K26
Capital Four CLO II DAC
000000000
290000.00000000
PA
308632.12000000
0.041479956234
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-15
Floating
6.61000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAL9
855000.00000000
PA
USD
852596.38000000
0.114588399054
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.68000000
N
N
N
N
N
N
Solocal Group
9695005U38X1SF184325
Solocal Group
000000000
357030.61000000
PA
81538.98000000
0.010958785889
Long
DBT
CORP
FR
N
2
2025-03-15
Floating
10.85000000
N
Y
N
N
N
N
AHP Health Partners Inc
549300QMM8MQ6SM5KX05
AHP Health Partners Inc 2021 Term Loan B
00130MAJ3
867774.94000000
PA
USD
871302.45000000
0.117102482698
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.93000000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAL1
2846000.00000000
PA
USD
3027798.10000000
0.406934095756
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
9.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
4300000.00000000
PA
USD
4139242.78000000
0.556311538009
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
635400EAUJUSP1LZTU42
Carlyle Global Market Strategies Euro CLO 2016-2 DAC
000000000
525000.00000000
PA
550745.41000000
0.074019824971
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
6.31000000
N
N
N
N
N
N
St Pauls CLO
549300IKOW2IAQAUBN56
St Paul's CLO III-R DAC
000000000
330000.00000000
PA
345348.54000000
0.046414619206
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
5.06000000
N
N
N
N
N
N
Steele Creek CLO Ltd
N/A
Steele Creek Clo 2017-1 Ltd
85816VAC0
250000.00000000
PA
USD
248034.50000000
0.033335675510
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.49000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
1645000.00000000
PA
USD
1607925.53000000
0.216104145647
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AG6
3707000.00000000
PA
USD
1390125.00000000
0.186831896044
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9365SOFR IRS USD R V 00MSOFR 39365SOFR_FLO CCPOIS / Short: B9365SOFR IRS USD P F 3.93650 39365SOFR_FIX CCPOIS
000000000
65000.00000000
OU
Notional Amount
USD
1720.01000000
0.000231168225
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-08
0.00000000
USD
0.00000000
USD
65000.00000000
USD
1720.01000000
N
N
N
Crewline Buyer Inc
N/A
Crewline Buyer Inc Revolver
000000000
233487.74000000
PA
USD
231082.82000000
0.031057380741
Long
LON
CORP
US
N
3
2030-11-08
Fixed
0.50000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View CLO 2017-1 LLC
62432HAG5
250000.00000000
PA
USD
250320.75000000
0.033642946024
Long
ABS-CBDO
CORP
US
N
2
2029-10-16
Floating
9.19000000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAL8
2070000.00000000
PA
USD
2070674.82000000
0.278297349311
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
8.24000000
N
N
N
N
N
N
HEIMSTADEN BOSTAD TRESRY
549300ORG6UYMJBCV938
Heimstaden Bostad Treasury BV
000000000
335000.00000000
PA
288974.24000000
0.038837949944
Long
DBT
CORP
NL
Y
2
2028-07-24
Fixed
1.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
61781.62000000
0.008303409553
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4756000.00000000
EUR
5147492.04000000
USD
2024-06-20
61781.62000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAB1
230000.00000000
PA
USD
238481.50000000
0.032051758522
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
8.03000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
193.81000000
0.000026047937
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
10000.00000000
GBP
12692.50000000
USD
2024-06-20
193.81000000
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
5727000.00000000
PA
6195895.60000000
0.832724339639
Long
DBT
CORP
DE
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAB4
1824000.00000000
PA
USD
2098167.26000000
0.281992315370
Long
DBT
CORP
CL
N
2
2029-10-15
Fixed
13.38000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AP6
1488000.00000000
PA
USD
1149157.10000000
0.154445966978
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
5.60000000
N
N
N
N
N
N
ADVANTAGE SALES & MARKET
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00775PAA5
1157000.00000000
PA
USD
1077758.92000000
0.144850098014
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
505000.00000000
PA
USD
494535.50000000
0.066465249618
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-3968914.03000000
PA
USD
-3968914.03000000
-0.53341946476
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.21620000
2024-05-17
4760000.00000000
USD
4761122.73000000
USD
ABS
N
N
N
QUORUM LITIGATION TRUST FUNDIN
N/A
QUORUM LITIGATION TRUST FUNDIN
000000000
3570.58000000
NS
USD
3570.58000000
0.000479883630
Long
EC
CORP
US
N
3
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI RETIREMENT SYS FUNDING TRUST 2005 COPS
25113PAM7
185461.80000000
PA
USD
190562.00000000
0.025611408883
Long
DBT
MUN
US
N
2
2049-06-15
Fixed
4.81000000
Y
N
N
N
N
N
OCP Euro CLO
635400KNK84TMOLEE581
OCP Euro CLO 2017-2 DAC
000000000
355000.00000000
PA
378840.28000000
0.050915887283
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-15
Floating
6.66000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
1953000.00000000
PA
USD
1881929.06000000
0.252930041903
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.63000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QA28
10000.00000000
PA
USD
2650.00000000
0.000356158276
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
Y
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
1368000.00000000
PA
USD
1146860.20000000
0.154137265112
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
3511000.00000000
PA
USD
3183340.84000000
0.427838938867
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park CLO Ltd
25211AAL3
1065000.00000000
PA
USD
1064990.42000000
0.143134019917
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
8.44000000
N
N
N
N
N
N
Harvest CLO
635400HU8ASOJYEX2I14
Harvest CLO XVI DAC
000000000
395000.00000000
PA
418052.15000000
0.056185937113
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
5.96000000
N
N
N
N
N
N
Bilbao CLO
635400HO2KGIJXCZSO48
Bilbao CLO I DAC
000000000
515000.00000000
PA
547111.91000000
0.073531484933
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-20
Floating
5.60000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-41075.22000000
-0.00552048285
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1996870.92000000
USD
1829000.00000000
EUR
2024-06-20
-41075.22000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QD74
69427.00000000
PA
USD
18224.59000000
0.002449373045
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
10.00000000
Y
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
1434000.00000000
PA
USD
1258264.02000000
0.169109866077
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.63000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCU7
937000.00000000
PA
USD
926318.77000000
0.124496640331
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.99000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QC75
20000.00000000
PA
USD
5250.00000000
0.000705596586
Long
DBT
MUN
US
N
2
2018-07-01
Fixed
5.40000000
Y
N
N
N
N
N
Jack Ohio Finance LLC
5493002ERZW63JFJI167
Jack Ohio Finance LLC Term Loan
46647KAG2
1274236.23000000
PA
USD
1277683.04000000
0.171719769738
Long
LON
CORP
US
N
2
2028-10-04
Floating
10.18000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP0823 CYS USD R V 00MSOFR SOFRRATE + 0 BPS / Short: EUJP0823 CYS EUR P V 00MESTR ESTRON - 24 BPS
000000000
1.00000000
NC
322784.01000000
0.043381961047
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
13028000.00000000
EUR
14151013.60000000
USD
2026-08-25
322784.01000000
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC 2022 Extended Term Loan B
53226GAK7
3719088.17000000
PA
USD
3607515.52000000
0.484847740031
Long
LON
CORP
US
N
2
2027-01-29
Floating
11.08000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
6354002X9OAWDIJSMW67
Carlyle Euro CLO 2017-3 DAC
000000000
160000.00000000
PA
166400.92000000
0.022364175442
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-15
Floating
6.41000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B0070743 IRS USD R V 00MSOFR 10070743_FLO CCPOIS / Short: B0070743 IRS USD P F 3.90200 10070743_FIX CCPOIS
000000000
17000.00000000
OU
Notional Amount
USD
562.01000000
0.000075533778
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-04-22
0.00000000
USD
0.00000000
USD
17000.00000000
USD
562.01000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS3526L IRS EUR R V 00MESTR IRS3526L_FLO CCPOIS / Short: BRS3526L IRS EUR P F 3.52600 IRS3526L_FIX CCPOIS
000000000
3253000.00000000
OU
Notional Amount
-8022.36000000
-0.00107819996
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-10-09
0.00000000
EUR
0.00000000
EUR
3253000.00000000
EUR
-8022.36000000
N
N
N
OZLM Ltd
N/A
OZLM VI Ltd
67108LBC6
330000.00000000
PA
USD
330345.51000000
0.044398221730
Long
ABS-CBDO
CORP
US
N
2
2031-04-17
Floating
8.71000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
97421.79000000
0.013093425225
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3644000.00000000
EUR
3994042.64000000
USD
2024-06-20
97421.79000000
N
N
N
LUX 2023-LION
N/A
LUX 2023-LION
55067LAE7
590000.00000000
PA
USD
603812.79000000
0.081152046335
Long
ABS-MBS
CORP
US
N
2
2040-08-15
Floating
9.26000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-3121370.01000000
PA
USD
-3121370.01000000
-0.41951009961
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.12000000
2024-07-02
4283000.00000000
USD
4084911.00000000
USD
CDS
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAJ4
1441000.00000000
PA
USD
1452915.63000000
0.195270915885
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAS5
435000.00000000
PA
USD
435484.59000000
0.058528845713
Long
ABS-CBDO
CORP
US
N
2
2030-08-15
Floating
8.72000000
N
N
N
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAG1
395000.00000000
PA
USD
392996.56000000
0.052818482110
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
7.34000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754BAB7
1460000.00000000
PA
USD
1502195.46000000
0.201894092992
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
8.33000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZK1
10000.00000000
PA
USD
2625.00000000
0.000352798293
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
5.00000000
Y
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
199000.00000000
PA
USD
168379.51000000
0.022630096651
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP0626 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: EUJP0626 CYS EUR P V 00MESTR ESTRON -25.25 BPS
000000000
1.00000000
NC
326996.43000000
0.043948107556
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
9601000.00000000
EUR
10518855.60000000
USD
2026-06-26
326996.44000000
N
N
N
Aurium CLO
549300V2IBKMYWMKX423
Aurium CLO VII DAC
000000000
380000.00000000
PA
404615.24000000
0.054380025147
Long
ABS-CBDO
CORP
IE
Y
2
2034-05-15
Floating
7.00000000
N
N
N
N
N
N
Alba Plc
2138008XOOHJFP498784
Alba 2007-1 PLC
000000000
477888.00000000
PA
560354.62000000
0.075311296546
Long
ABS-MBS
CORP
GB
Y
2
2039-03-17
Floating
5.64000000
N
N
N
N
N
N
Charlotte Buyer Inc
N/A
Charlotte Buyer Inc 2nd Lien Term Loan
12568YAF1
6549994.09000000
PA
USD
6529525.36000000
0.877563962434
Long
LON
CORP
US
N
2
2028-08-11
Floating
13.57000000
N
N
N
N
N
N
Azurite Intermediate Holdings Inc
N/A
Azurite Intermediate Holdings Inc Revolver
000000000
202350.00000000
PA
USD
199274.28000000
0.026782333650
Long
LON
CORP
US
N
3
2031-03-19
Fixed
0.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS3325L IRS EUR R V 00MESTR IRS3325L_FLO CCPOIS / Short: BRS3325L IRS EUR P F 3.32500 IRS3325L_FIX CCPOIS
000000000
1942000.00000000
OU
Notional Amount
-11443.99000000
-0.00153806481
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-10-09
0.00000000
EUR
0.00000000
EUR
1942000.00000000
EUR
-11443.99000000
N
N
N
Riverbed Technology Inc
XWT9B0BASIY6FJ5R7M02
Riverbed Technology Inc 2023 PIK Term Loan
000000000
214077.11000000
PA
USD
135403.77000000
0.018198178639
Long
LON
CORP
US
N
2
2028-07-01
Floating
9.81000000
N
N
Y
N
N
N
CIFC European Funding CLO
5493004XSET4KDEYQK74
CIFC European Funding CLO V DAC
000000000
520000.00000000
PA
550829.37000000
0.074031109140
Long
ABS-CBDO
CORP
IE
Y
2
2034-11-23
Floating
7.06000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754AAB9
183710.00000000
PA
USD
184667.02000000
0.024819127404
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
6.98000000
N
N
N
N
N
N
ELASTIC NV
2549003I48WHHH937I59
Elastic NV
28415LAA1
1083000.00000000
PA
USD
965478.90000000
0.129759736338
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
4.13000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BU5
957000.00000000
PA
USD
944049.23000000
0.126879602625
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
7208000.00000000
PA
USD
5382499.76000000
0.723404467670
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
960000.00000000
PA
USD
1000412.05000000
0.134454728982
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAB1
750000.00000000
PA
USD
767716.50000000
0.103180598377
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Fair Oaks Loan Funding
6354004U8KOSAQM2GV94
Fair Oaks Loan Funding II DAC
000000000
370000.00000000
PA
390176.38000000
0.052439451752
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
6.96000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
2340000.00000000
PA
2541378.18000000
0.341559574812
Long
DBT
CORP
IE
Y
2
2025-05-19
Fixed
7.50000000
N
N
N
N
N
N
Global Medical Response Inc
549300ZFWD4ZFCEJCQ87
Global Medical Response Inc 2017 Incremental Term Loan
00169QAD1
2090952.12000000
PA
USD
1989018.20000000
0.267322752682
Long
LON
CORP
US
N
2
2025-03-14
Floating
9.68000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AD5
585000.00000000
PA
USD
599872.46000000
0.080622468545
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
124459.68000000
0.016727300059
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3146000.00000000
EUR
3488556.61000000
USD
2024-06-20
124459.68000000
N
N
N
Avoca CLO
549300JQ57GOFHS3VT07
Avoca CLO XXIII DAC
000000000
285000.00000000
PA
304838.32000000
0.040970071981
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
6.96000000
N
N
N
N
N
N
Clover CLO
549300T7MAWQDFU61E82
Clover Credit Partners CLO III Ltd
22284HAG8
1710000.00000000
PA
USD
1711667.25000000
0.230046965355
Long
ABS-CBDO
CORP
US
N
2
2029-10-15
Floating
9.34000000
N
N
N
N
N
N
Ivanti Software Inc
254900GHAXAYKWDX9F60
Ivanti Software Inc 2021 Term Loan B
46583DAG4
1678834.53000000
PA
USD
1563943.49000000
0.210192988071
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.81000000
N
N
N
N
N
N
TI AUTOMOTIVE FINANCE
549300MZ54ZRN8UFQS35
TI Automotive Finance PLC
000000000
3880000.00000000
PA
3829168.30000000
0.514637729529
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Term Loan
000000000
800757.00000000
PA
USD
792509.20000000
0.106512721135
Long
LON
CORP
US
N
3
2031-02-13
Floating
11.32000000
N
N
N
N
N
N
Jubilee CDO BV
635400APBYBGXMTWEE61
Jubilee CLO 2021-XXV DAC
000000000
305000.00000000
PA
319605.02000000
0.042954706858
Long
ABS-CBDO
CORP
IE
Y
2
2035-10-15
Floating
7.11000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AL5
1162000.00000000
PA
USD
427035.00000000
0.057393226312
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
OZLM Ltd
549300EERMFPZ487P195
OZLM XVII Ltd
67111NAJ3
1840000.00000000
PA
USD
1844362.64000000
0.247881139483
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
9.05000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
N/A
Carlyle Global Market Strategies Euro CLO 2020-1 DAC
000000000
250000.00000000
PA
245358.72000000
0.032976052418
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-15
Floating
9.35000000
N
N
N
N
N
N
Venture CDO Ltd
549300EDZDHKTKE7JV77
Venture XXIV CLO Ltd
92330WAW7
530000.00000000
PA
USD
530276.13000000
0.071268767049
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Floating
9.64000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2024-NQM1
10570FAF2
220000.00000000
PA
USD
215717.15000000
0.028992244685
Long
ABS-MBS
CORP
US
N
2
2063-12-01
Fixed
8.22000000
N
N
N
N
N
N
FRONTIER NORTH INC
N/A
Frontier North Inc
362337AK3
5029000.00000000
PA
USD
4750644.35000000
0.638483511442
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.73000000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B
43283LAK7
1390000.00000000
PA
USD
1394489.70000000
0.187418508886
Long
LON
CORP
US
N
2
2031-01-17
Floating
8.07000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
1818000.00000000
PA
USD
1831436.20000000
0.246143834353
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QXV9
55000.00000000
PA
USD
14437.50000000
0.001940390611
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.25000000
Y
N
N
N
N
N
TIDEWATER INC
2549000JA5GRUPLMUH98
Tidewater Inc
000000000
1100000.00000000
PA
USD
1177000.00000000
0.158188034633
Long
DBT
CORP
US
Y
2
2028-07-03
Fixed
10.38000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
REVERSE REPO ROYAL BANK OF CAN
000000000
-3563205.00000000
PA
USD
-3563205.00000000
-0.47889243495
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.07000000
2024-07-16
4568000.00000000
USD
4461286.25000000
USD
CDS
N
N
N
Cairn CLO BV
54930016G03QMPTEMV89
Cairn Clo IX DAC
000000000
415000.00000000
PA
433051.24000000
0.058201805056
Long
ABS-CBDO
CORP
IE
Y
2
2032-04-25
Floating
5.38000000
N
N
N
N
N
N
Toro European CLO
635400SBMZDOVHEFNA56
Toro European CLO 6 DAC
000000000
400000.00000000
PA
424021.38000000
0.056988197743
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-12
Floating
6.36000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
401000.00000000
PA
USD
308022.62000000
0.041398039830
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
SOUND POINT CLO XXII LTD
83611KAS1
835000.00000000
PA
USD
835324.82000000
0.112267112621
Long
ABS-CBDO
CORP
US
N
2
2032-01-20
Floating
7.84000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
985000.00000000
PA
USD
993711.34000000
0.133554157916
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.13000000
N
N
N
N
N
N
Harvest CLO
635400H4BIBT9YC1IC52
Harvest CLO XXIII DAC
000000000
250000.00000000
PA
262203.48000000
0.035239977209
Long
ABS-CBDO
CORP
IE
N
2
2032-10-20
Floating
5.95000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
1977000.00000000
PA
USD
1667531.10000000
0.224115095495
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.88000000
N
N
N
N
N
N
Avoca CLO
549300K6K5XESJRIKM24
Avoca CLO XVIII DAC
000000000
195000.00000000
PA
208258.18000000
0.027989763968
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
8.51000000
N
N
N
N
N
N
Stratton Hawksmoor Plc
635400JRRWGMH8GFD869
Stratton Hawksmoor 2022-1 PLC
000000000
250000.00000000
PA
306437.50000000
0.041185000733
Long
ABS-MBS
CORP
GB
N
2
2053-02-25
Floating
7.23000000
N
N
N
N
N
N
SEADRILL FINANCE LTD
213800WMN3OHFUDHD642
Seadrill Finance Ltd
81172QAA2
3651000.00000000
PA
USD
3806481.49000000
0.511588637018
Long
DBT
CORP
BM
N
2
2030-08-01
Fixed
8.38000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QKP6
5000.00000000
PA
USD
1312.50000000
0.000176399146
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.00000000
Y
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2985CLO IRS USD R V 00MSOFR IR2985CLO_FLO CCPOIS / Short: BR2985CLO IRS USD P F 2.98500 IR2985CLO_FIX CCPOIS
000000000
18000.00000000
OU
Notional Amount
USD
1839.82000000
0.000247270611
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-20
0.00000000
USD
0.00000000
USD
18000.00000000
USD
1839.82000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QKV3
35000.00000000
PA
USD
9275.00000000
0.001246553968
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
Y
N
N
N
N
N
RRE Loan Management
549300IHUYG0ABIBLE53
RRE 7 Loan Management DAC
000000000
455000.00000000
PA
478546.57000000
0.064316347823
Long
ABS-CBDO
CORP
IE
N
2
2036-01-15
Floating
5.51000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP0421 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: GBJP0421 CYS GBP P V 00MSONIO SONIO/N -9 BPS
000000000
1.00000000
NC
-20117.62000000
-0.00270379504
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4913000.00000000
GBP
6109806.80000000
USD
2026-04-21
-20117.62000000
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAH9
1337000.00000000
PA
USD
1385472.94000000
0.186206662205
Long
DBT
CORP
LU
N
2
2031-02-15
Fixed
12.00000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43283QAC4
248000.00000000
PA
USD
244691.01000000
0.032886312628
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
6.63000000
N
N
N
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
3221000.00000000
PA
USD
2788857.53000000
0.374820638523
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
St Pauls CLO
549300IMSL8GGSOV5A04
St Paul's CLO IV DAC
000000000
365000.00000000
PA
384213.48000000
0.051638041869
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-25
Floating
6.58000000
N
N
N
N
N
N
NORTHERN OIL & GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil & Gas Inc
665530AB7
2755000.00000000
PA
USD
2901438.20000000
0.389951407364
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
8.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
3425000.00000000
PA
USD
3429600.22000000
0.460936039404
Long
DBT
CORP
US
N
2
2024-06-06
Floating
9.60000000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
802987.50000000
PA
USD
808339.41000000
0.108640291065
Long
LON
CORP
CA
N
2
2030-08-01
Floating
9.56000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
3030000.00000000
PA
USD
3006967.46000000
0.404134471285
Long
DBT
CORP
GB
N
2
2025-09-27
Fixed
7.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
381000.00000000
PA
USD
236053.82000000
0.031725479909
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
UTEX INDUSTRIES COMMON
N/A
UTEX INDUSTRIES COMMON
000000000
8041.00000000
NS
USD
414111.50000000
0.055656316316
Long
EC
CORP
US
N
2
N
N
N
Madison Park Euro Funding
635400YQDA4E9VNFPW67
Madison Park Euro Funding XI Designated Activity Co
000000000
850000.00000000
PA
887061.68000000
0.119220512963
Long
ABS-CBDO
CORP
IE
Y
2
2031-02-15
Floating
5.75000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
202000.00000000
PA
USD
193534.16000000
0.026010865254
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-3347070.00000000
PA
USD
-3347070.00000000
-0.44984403150
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2024-05-22
3658000.00000000
USD
3760923.94000000
USD
CDS
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd
03330EAS3
250000.00000000
PA
USD
229375.00000000
0.030827850844
Long
ABS-CBDO
CORP
US
N
2
2039-01-28
Fixed
5.82000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25461LAB8
5274000.00000000
PA
USD
5132649.94000000
0.689824814331
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.88000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QZT2
5000.00000000
PA
USD
1325.00000000
0.000178079138
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.25000000
Y
N
N
N
N
N
Ozlme
635400VVYCGBQEIQI426
Sculptor European CLO I DAC
000000000
475000.00000000
PA
502867.44000000
0.067585056936
Long
ABS-CBDO
CORP
IE
N
2
2034-04-18
Floating
7.40000000
N
N
N
N
N
N
Sculptor European CLO
635400LLV8UFATLHHM75
Sculptor European CLO VI DAC
000000000
590000.00000000
PA
621710.98000000
0.083557551432
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
6.21000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IT2BRJ2Q9YQ96
Freddie Mac STACR REMIC Trust 2020-HQA5
35565TBD0
310000.00000000
PA
USD
350766.74000000
0.047142821763
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Floating
9.33000000
N
N
N
N
N
N
Z Capital Credit Partners CLO
N/A
Z Capital Credit Partners CLO 2019-1 Ltd
98877GAW8
455000.00000000
PA
USD
455345.80000000
0.061198179422
Long
ABS-CBDO
CORP
US
N
2
2031-07-16
Floating
8.49000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B85
448000.00000000
PA
USD
435421.39000000
0.058520351674
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc 2023 Term Loan B
172442AT2
1084050.00000000
PA
USD
1090435.05000000
0.146553761643
Long
LON
CORP
US
N
2
2030-05-24
Floating
9.07000000
N
N
N
N
N
N
Regatta VIII Funding Ltd
2549002R0TTC87W9EH67
Regatta VIII Funding Ltd
75888KAG9
425000.00000000
PA
USD
425000.00000000
0.057119723635
Long
ABS-CBDO
CORP
US
N
2
2030-10-17
Floating
8.78000000
N
N
N
N
N
N
ENCINO ACQUISITION PARTN
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAB3
3041000.00000000
PA
USD
3098747.37000000
0.416469631507
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
735000.00000000
PA
USD
580387.02000000
0.078003638080
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy Inc
92763MAB1
706000.00000000
PA
USD
728348.43000000
0.097889555369
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.38000000
N
N
N
N
N
N
Sound Point EURO CLO Funding DAC
635400EKBHJAX4BIBT03
Sound Point Euro CLO VII Funding DAC
000000000
555000.00000000
PA
590640.25000000
0.079381665524
Long
ABS-CBDO
CORP
IE
N
2
2035-01-25
Floating
7.08000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP1026 CYS USD R V 00MSOFR SOFRRATE +0BPS / Short: GBJP1026 CYS GBP P V 00MSONIO SONIO/N -12BPS
000000000
1.00000000
NC
-67775.17000000
-0.00910893877
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1879000.00000000
GBP
2280918.10000000
USD
2026-10-20
-67775.15000000
N
N
N
BlackRock European CLO DAC
635400W1YWJZZ6DJ5Z34
BlackRock European CLO 1 DAC
000000000
300000.00000000
PA
317285.05000000
0.042642904399
Long
ABS-CBDO
CORP
IE
Y
2
2031-03-15
Floating
6.24000000
N
N
N
N
N
N
Aurium CLO
549300LCZQMYMASRK585
Aurium CLO IV DAC
000000000
305000.00000000
PA
317276.25000000
0.042641721685
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-16
Floating
6.22000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
2184000.00000000
PA
USD
2189577.70000000
0.294277819065
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC 2023 Term Loan B
87422LAV2
832892.05000000
PA
USD
836769.16000000
0.112461230978
Long
LON
CORP
US
N
2
2030-05-17
Floating
9.83000000
N
N
N
N
N
N
Erna Srl
8156000268F284900524
Erna Srl
000000000
164234.76000000
PA
174555.79000000
0.023460184667
Long
ABS-MBS
CORP
IT
Y
2
2031-07-25
Floating
6.20000000
N
N
N
N
N
N
Jubilee CDO BV
635400LOAYAU3RCPF891
Jubilee CLO 2020 XXIV DAC
000000000
475000.00000000
PA
504297.97000000
0.067777319238
Long
ABS-CBDO
CORP
IE
Y
2
2034-01-16
Floating
7.82000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
805000.00000000
PA
USD
713620.83000000
0.095910175506
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Speed Midco 3 Sa rl
N/A
Speed Midco 3 Sa rl EUR Term Loan B1
000000000
3920000.00000000
PA
4241994.13000000
0.570121252633
Long
LON
CORP
LU
N
3
2029-05-16
Floating
10.30000000
N
N
N
N
N
N
CATALYST HEALTH (MAN) FI
N/A
Catalyst Healthcare Manchester Financing PLC
000000000
232710.98000000
PA
534940.86000000
0.071895703728
Long
DBT
CORP
GB
N
2
2040-09-30
Fixed
2.41000000
N
N
N
N
N
N
Avoca CLO
63540019ZRWR9Z7GEY65
Avoca CLO XV DAC
000000000
360000.00000000
PA
372208.11000000
0.050024527948
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-15
Floating
8.04000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
Directv Financing LLC 2024 Term Loan
25460HAD4
3646649.06000000
PA
USD
3652976.00000000
0.490957598982
Long
LON
CORP
US
N
2
2029-08-02
Floating
10.69000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AE3
1556000.00000000
PA
USD
1633155.82000000
0.219495080217
Long
DBT
CORP
AU
N
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
9746.66000000
0.001309944766
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
365000.00000000
GBP
465948.71000000
USD
2024-06-20
9746.66000000
N
N
N
St Pauls CLO
549300IMSL8GGSOV5A04
St Paul's CLO IV DAC
000000000
360000.00000000
PA
378950.28000000
0.050930671212
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-25
Floating
6.58000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
3232000.00000000
PA
USD
2834524.96000000
0.380958311419
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-15754.05000000
-0.00211733407
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
869414.33000000
USD
683000.00000000
GBP
2024-06-20
-15754.05000000
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AN2
2532000.00000000
PA
USD
2514740.77000000
0.337979524229
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
13.00000000
N
N
Y
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
823000.00000000
PA
USD
781493.48000000
0.105032215530
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900Q2IOW6JYPYIV98
Madison Park Funding XIV Ltd
55818RBE5
919000.00000000
PA
USD
921038.34000000
0.123786953973
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
8.54000000
N
N
N
N
N
N
Elevation CLO Ltd
549300JPI8D017HI2768
Elevation CLO 2021-14 Ltd
28623RAY4
630000.00000000
PA
USD
598587.57000000
0.080449780164
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
10.61000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QYE6
120000.00000000
PA
USD
31800.00000000
0.004273899321
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
Y
N
N
N
N
N
RRE Loan Management
549300O0YBOSZ3WUET98
RRE 6 Loan Management DAC
000000000
505000.00000000
PA
529202.01000000
0.071124406020
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
5.31000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QC67
30000.00000000
PA
USD
7875.00000000
0.001058394879
Long
DBT
MUN
US
N
2
2018-01-01
Fixed
5.40000000
Y
N
N
N
N
N
SMERALDA SPV SRL
N/A
SMERALDA SPV SRL
000000000
2320834.69000000
PA
2051006.19000000
0.275653898229
Long
ABS-O
CORP
IT
N
3
2034-12-22
Floating
8.85000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS308 CYS USD R V 00MSOFR SOFRRATE +0BPS / Short: XCUIRS308 CYS EUR P V 00MESTR ESTRON -18.5
000000000
1.00000000
NC
54691.87000000
0.007350551763
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
14994000.00000000
EUR
16013592.00000000
USD
2026-03-08
54691.87000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
425046.05000000
0.057125912725
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
10744000.00000000
EUR
11913875.48000000
USD
2024-06-20
425046.05000000
N
N
N
Euro Galaxy CLO DAC
635400H1W7SGWXGQOB43
Euro-Galaxy III CLO DAC
000000000
230000.00000000
PA
243112.76000000
0.032674196855
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-24
Floating
7.14000000
N
N
N
N
N
N
Saranac CLO V Ltd.
N/A
Saranac CLO I Ltd
803165AE9
575000.00000000
PA
USD
575611.23000000
0.077361775009
Long
ABS-CBDO
CORP
JE
N
2
2029-07-26
Floating
8.44000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300WWWM7IDWOVIL36
Neuberger Berman Loan Advisers CLO 30 Ltd
64132MAY4
2160000.00000000
PA
USD
2159198.64000000
0.290194893155
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
8.44000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
987000.00000000
PA
USD
609439.50000000
0.081908272500
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.38000000
N
N
N
N
N
N
Ares Euro CLO
635400CHZGKV2SV7J547
Ares European CLO IX DAC
000000000
715000.00000000
PA
750351.27000000
0.100846722757
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-14
Floating
5.46000000
N
N
N
N
N
N
OCP CLO Ltd
254900NXH68CRC058O44
OCP CLO 2014-5 Ltd
67102SAQ7
385000.00000000
PA
USD
383227.08000000
0.051505470351
Long
ABS-CBDO
CORP
US
N
2
2031-04-26
Floating
7.39000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
1349000.00000000
PA
USD
1198561.27000000
0.161085855300
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
14451.97000000
0.001942335370
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
649000.00000000
GBP
825616.72000000
USD
2024-06-20
14451.97000000
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
1020000.00000000
PA
USD
921359.78000000
0.123830155300
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
1550000.00000000
PA
USD
1626255.35000000
0.218567661536
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.88000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
1174500.00000000
PA
USD
1173926.08000000
0.157774901784
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.37000000
N
N
N
N
N
N
Providus CLO
635400UJJ9PICJZIAS86
Providus CLO I DAC
000000000
225000.00000000
PA
235165.97000000
0.031606153446
Long
ABS-CBDO
CORP
IE
Y
2
2031-05-14
Floating
5.51000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
380000.00000000
PA
USD
297687.40000000
0.040008992983
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Oak Hill European Credit Partners PLC
635400IYJPIPZAGCXJ49
Oak Hill European Credit Partners IV Designated Activity Co
000000000
645000.00000000
PA
679420.72000000
0.091313702961
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
5.10000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503204
382761.00000000
NS
USD
9951786.00000000
1.337513567059
Long
EP
CORP
US
N
2
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-74248.51000000
-0.00997895146
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5433706.17000000
USD
5012000.00000000
EUR
2024-06-20
-74248.51000000
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542798AJ2
305000.00000000
PA
USD
301333.29000000
0.040498998228
Long
ABS-CBDO
CORP
US
N
2
2030-01-17
Floating
7.98000000
N
N
N
N
N
N
Cordatus CLO PLC
635400CLBI5JM6YQBR92
CVC Cordatus Loan Fund VII DAC
000000000
285000.00000000
PA
302816.02000000
0.040698276176
Long
ABS-CBDO
CORP
IE
Y
2
2031-09-15
Floating
6.75000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
472000.00000000
PA
USD
326147.28000000
0.043833982348
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-38915.69000000
-0.00523024343
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2195744.52000000
USD
2017000.00000000
EUR
2024-06-20
-38915.69000000
N
N
N
Carlyle Global Market Strategies Euro
635400MW8WPPOFDY2736
Carlyle Global Market Strategies Euro CLO 2015-3 DAC
000000000
275000.00000000
PA
293458.43000000
0.039440622165
Long
ABS-CBDO
CORP
IE
Y
2
2030-07-15
Floating
6.46000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
REVERSE REPO ROYAL BANK OF CAN
000000000
-1056265.00000000
PA
USD
-1056265.00000000
-0.14196132914
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.14000000
2024-05-31
1172000.00000000
USD
1273858.52000000
USD
CDS
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
1183000.00000000
PA
USD
1119995.31000000
0.150526641365
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
1529000.00000000
PA
USD
1618941.90000000
0.217584738611
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.63000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
0.01000000
PA
0.01000000
0.000000001343
Long
DBT
CORP
GB
Y
2
2027-06-30
Fixed
5.66000000
N
N
N
N
N
N
Harvest CLO
6354002INGXPTMEXNQ59
Harvest CLO XIX DAC
000000000
660000.00000000
PA
700244.12000000
0.094112354380
Long
ABS-CBDO
CORP
IE
Y
2
2031-04-14
Floating
6.46000000
N
N
N
N
N
N
MB2 Dental Solutions LLC
N/A
MB2 Dental Solutions LLC 2024 Tranche 2 Delayed Draw Term Loan
000000000
166362.26000000
PA
USD
164665.36000000
0.022130917307
Long
LON
CORP
US
N
3
2031-02-13
Fixed
1.00000000
N
N
N
N
N
N
ARES CLO Ltd
549300FI9E5EZIMPA581
Ares XLIX CLO Ltd
04017JAJ0
250000.00000000
PA
USD
250095.00000000
0.033612605370
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Floating
8.59000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
347000.00000000
PA
USD
305655.99000000
0.041079966297
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: GBJP0306 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: GBJP0306 CYS GBP P V 03MSONIO SONIO/N -9.25 BPS
000000000
1.00000000
NC
-144293.62000000
-0.01939296869
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2743000.00000000
GBP
3277885.00000000
USD
2026-03-06
-144293.60000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS318CLO IRS USD R V 00MSOFR IRS318CLO_FLO CCPOIS / Short: BRS318CLO IRS USD P F 3.18000 IRS318CLO_FIX CCPOIS
000000000
112000.00000000
OU
Notional Amount
USD
9773.06000000
0.001313492908
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-15
0.00000000
USD
0.00000000
USD
112000.00000000
USD
9773.06000000
N
N
N
St Pauls CLO
635400LOBVY9OW2EI809
St Paul's CLO V DAC
000000000
1672000.00000000
PA
1681057.32000000
0.225933010668
Long
ABS-CBDO
CORP
IE
Y
2
2030-02-20
Floating
9.07000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
1386000.00000000
PA
USD
1288467.60000000
0.173169207589
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
2172000.00000000
PA
USD
1835991.60000000
0.246756077151
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
64985.87000000
0.008734058669
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1896000.00000000
EUR
2092426.36000000
USD
2024-06-20
64985.87000000
N
N
N
VENTURE CDO LTD
5493005RF0X3GB54HH60
Venture 44 CLO Ltd
92332QAA6
630000.00000000
PA
USD
603195.39000000
0.081069068176
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
10.56000000
N
N
N
N
N
N
Man GLG Euro CLO
635400NDD1WGPZLEAH44
Man GLG Euro CLO I DAC
000000000
315000.00000000
PA
329418.64000000
0.044273651005
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
6.36000000
N
N
N
N
N
N
Bilbao CLO
635400FGLGYDZTTZLI81
Bilbao CLO III DAC
000000000
490000.00000000
PA
511817.09000000
0.068787884077
Long
ABS-CBDO
CORP
IE
Y
2
2034-05-17
Floating
5.92000000
N
N
N
N
N
N
VOYA EURO CLO
635400URG3IUW6R6W254
Voya Euro CLO II DAC
000000000
610000.00000000
PA
647499.11000000
0.087023459335
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-15
Floating
7.11000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QXH0
10000.00000000
PA
USD
2625.00000000
0.000352798293
Long
DBT
MUN
US
N
2
2019-07-01
Fixed
5.25000000
Y
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAH5
26309.16000000
PA
USD
25914.82000000
0.003482934956
Long
ABS-O
CORP
US
N
2
2037-05-25
Fixed
4.26000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
1573000.00000000
PA
USD
1410098.70000000
0.189516348336
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS327AFF IRS USD R V 00MSOFR IRS327AFF_FLO CCPOIS / Short: BRS327AFF IRS USD P F 3.27000 IRS327AFF_FIX CCPOIS
000000000
15000.00000000
OU
Notional Amount
USD
753.16000000
0.000101224214
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-15
0.00000000
USD
0.00000000
USD
15000.00000000
USD
753.16000000
N
N
N
BISHOPSGATE ASSET FIN
549300UV0QGTGUQX7R53
Bishopsgate Asset Finance Ltd
000000000
189764.37000000
PA
162567.79000000
0.021849005263
Long
DBT
CORP
KY
N
2
2044-08-14
Fixed
4.81000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900YXXBTCF4NGD347
Madison Park Funding XXII Ltd
55819XBE1
830000.00000000
PA
USD
830348.60000000
0.111598311889
Long
ABS-CBDO
CORP
US
N
2
2033-01-15
Floating
7.59000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP1225 CYS USD R V 00MSOFR SOFRRATE +0 BPS / Short: EUJP1225 CYS EUR P V 03MESTR ESTRON -25.5 BPS
000000000
1.00000000
NC
-188922.68000000
-0.02539108534
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
11312000.00000000
EUR
11843664.00000000
USD
2025-12-06
-188922.68000000
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2024-NQM3
10569LAE5
755000.00000000
PA
USD
753864.93000000
0.101318956376
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
8.10000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AW3
622000.00000000
PA
USD
409119.55000000
0.054985401482
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
Verus Securitization Trust
213800KSJFZ5H8FZ7C61
Verus Securitization Trust 2024-2
92539UAF7
245000.00000000
PA
USD
241841.75000000
0.032503373937
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Fixed
8.73000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QXS6
15000.00000000
PA
USD
3937.50000000
0.000529197439
Long
DBT
MUN
US
N
2
2017-07-01
Fixed
5.00000000
Y
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2944AFF IRS USD R V 00MSOFR IR2944AFF_FLO CCPOIS / Short: BR2944AFF IRS USD P F 2.94400 IR2944AFF_FIX CCPOIS
000000000
7000.00000000
OU
Notional Amount
USD
443.08000000
0.000059549663
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-28
0.00000000
USD
0.00000000
USD
7000.00000000
USD
443.08000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
1425000.00000000
PA
USD
934472.04000000
0.125592434517
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
555000.00000000
PA
USD
589439.08000000
0.079220229057
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
8.38000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
549300OG6D5MQUG20S28
Halcyon Loan Advisors Funding 2018-2 Ltd
40490AAJ9
1555000.00000000
PA
USD
1543138.46000000
0.207396805568
Long
ABS-CBDO
CORP
US
N
2
2031-01-22
Floating
8.99000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754QAB4
570000.00000000
PA
USD
607984.91000000
0.081712776550
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
8.88000000
N
N
N
N
N
N
Sculptor CLO Ltd
N/A
Sculptor CLO XXIX Ltd
81124GAE5
350000.00000000
PA
USD
337890.35000000
0.045412243320
Long
ABS-CBDO
CORP
US
N
2
2034-10-22
Floating
10.46000000
N
N
N
N
N
N
CD&R Firefly Bidco Limited
213800OAU5VX61DYZ558
CD&R Firefly Bidco Limited 2023 GBP Term Loan B5
000000000
1405000.00000000
PA
1763026.69000000
0.236949640694
Long
LON
CORP
GB
N
2
2028-06-21
Floating
11.20000000
N
N
N
N
N
N
Clover CLO
N/A
Clover CLO 2021-2 LLC
00142DAE0
625000.00000000
PA
USD
618816.88000000
0.083168586274
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
7.59000000
N
N
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan B
64069JAC6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2029-04-11
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
83489.18000000
0.011220891501
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2149000.00000000
EUR
2381468.93000000
USD
2024-06-20
83489.18000000
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC TERM LOAN B
50179JAB4
1440616.54000000
PA
USD
1444218.08000000
0.194101970821
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.17000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2931CLO IRS USD R V 00MSOFR IR2931CLO_FLO CCPOIS / Short: BR2931CLO IRS USD P F 2.93100 IR2931CLO_FIX CCPOIS
000000000
24000.00000000
OU
Notional Amount
USD
1958.31000000
0.000263195590
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-28
0.00000000
USD
0.00000000
USD
24000.00000000
USD
1958.31000000
N
N
N
Ellington CLO LTD
25490064KF1PM0300Z69
Ellington CLO IV Ltd
28853RAG4
585000.00000000
PA
USD
588034.40000000
0.079031440979
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Floating
11.09000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QVD1
380000.00000000
PA
USD
100700.00000000
0.013534014517
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.25000000
Y
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAP0
5382000.00000000
PA
USD
5553844.25000000
0.746433055706
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
547000.00000000
PA
USD
245498.14000000
0.032994790376
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
Avoca CLO
549300NGDD4R94T9WF80
Avoca CLO XIX DAC
000000000
840000.00000000
PA
898860.13000000
0.120806216970
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
7.11000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR3294BX1 IRS USD R V 00MSOFR IR3294BX1_FLO CCPOIS / Short: BR3294BX1 IRS USD P F 3.29400 IR3294BX1_FIX CCPOIS
000000000
338000.00000000
OU
Notional Amount
USD
21113.40000000
0.002837627230
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-25
0.00000000
USD
0.00000000
USD
338000.00000000
USD
21113.40000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-120606.67000000
-0.01620945802
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3361731.20000000
USD
3031000.00000000
EUR
2024-06-20
-120606.67000000
N
N
N
Polaris
635400AFQUEZX6I3O426
Polaris 2021-1 PLC
000000000
100000.00000000
PA
124079.58000000
0.016676214866
Long
ABS-MBS
CORP
GB
Y
2
2058-12-23
Floating
7.51000000
N
N
N
N
N
N
GOTO GROUP INC
549300D12V5KRBV00592
GoTo Group Inc
38349YAB1
117000.00000000
PA
USD
78543.62000000
0.010556211453
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
Accunia European CLO
549300OJ7ZYTOOMRGP60
Accunia European CLO III DAC
000000000
240000.00000000
PA
256381.40000000
0.034457493443
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-20
Floating
6.95000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
1130000.00000000
PA
USD
949174.86000000
0.127568483964
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
4.08000000
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
124166AJ8
250000.00000000
PA
USD
250448.75000000
0.033660149140
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
7.69000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
96638.25000000
0.012988117959
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2445000.00000000
EUR
2711138.25000000
USD
2024-06-20
96638.25000000
N
N
N
QUORUM LITIGATION TRUST
N/A
QUORUM LITIGATION TRUST
000000000
2398.93000000
NS
USD
2398.93000000
0.000322414632
Long
EC
CORP
US
N
3
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1331000.00000000
PA
1410500.83000000
0.189570394346
Long
DBT
CORP
JP
Y
2
2024-07-06
Fixed
2.13000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AL6
524000.00000000
PA
USD
513835.23000000
0.069059120780
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
12.00000000
N
N
Y
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO 2 Ltd
09077MAA8
605000.00000000
PA
USD
586404.12000000
0.078812332407
Long
ABS-CBDO
CORP
US
N
2
2034-10-19
Floating
10.55000000
N
N
N
N
N
N
HalseyPoint CLO II, Ltd.
549300PIQILNPH8UJT31
Halseypoint CLO II Ltd
40638TAJ1
680000.00000000
PA
USD
680229.16000000
0.091422356771
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Floating
8.59000000
N
N
N
N
N
N
Shackleton CLO LTD
5493001M7QWDUKGTDT57
Shackleton 2018-XII Clo Ltd
81881CAG2
1095000.00000000
PA
USD
1086659.39000000
0.146046315394
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Floating
8.74000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-36305.08000000
-0.00487937914
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1517320.41000000
USD
1385000.00000000
EUR
2024-06-20
-36305.08000000
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
2288000.00000000
PA
USD
2111623.59000000
0.283800837372
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QPG1
15000.00000000
PA
USD
3937.50000000
0.000529197439
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.50000000
Y
N
N
N
N
N
Polaris
635400AFQUEZX6I3O426
Polaris 2021-1 PLC
000000000
100000.00000000
PA
124402.84000000
0.016719660800
Long
ABS-MBS
CORP
GB
Y
2
2058-12-23
Floating
6.86000000
N
N
N
N
N
N
Spirit RR Holdings, Inc
N/A
SPIRIT RR HOLDINGS INC TERM LOAN
84860LAD8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-09-13
None
0.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
471000.00000000
PA
USD
487294.00000000
0.065491996727
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
OCP Euro CLO
635400MXEDIKLCXQGA14
OCP Euro CLO 2022-5 DAC
000000000
250000.00000000
PA
264700.29000000
0.035575546849
Long
ABS-CBDO
CORP
IE
N
2
2035-04-20
Floating
10.37000000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
Necessity Retail REIT Inc/The / American Finance Operating Partner LP
02608AAA7
1502000.00000000
PA
USD
1282584.07000000
0.172378464983
Long
DBT
US
N
2
2028-09-30
Fixed
4.50000000
N
N
N
N
N
N
GROUPON INC
5299005W5W1R5POQJL03
Groupon Inc
399473AF4
6209000.00000000
PA
USD
4839291.00000000
0.650397563558
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.13000000
N
N
N
N
Y
Groupon Inc
Groupon Inc
USD
XXXX
N
N
N
Atrium CDO Corp
549300UTF8S11AHH4P70
Atrium IX
55821CAE4
2520000.00000000
PA
USD
2516497.20000000
0.338215587279
Long
ABS-CBDO
CORP
US
N
2
2030-05-28
Floating
7.60000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2016-1K CLO Ltd
97314DAL2
915000.00000000
PA
USD
865070.28000000
0.116264883103
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
10.71000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-6
52524PAK8
166465.91000000
PA
USD
126068.20000000
0.016943484101
Long
ABS-O
CORP
US
N
2
2037-05-25
Fixed
4.26000000
N
N
N
N
N
N
Penta CLO S.A.
635400DZLHIMDJLTKF78
Penta CLO 7 DAC
000000000
205000.00000000
PA
217195.24000000
0.029190899020
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-25
Floating
5.53000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR3205AFF IRS USD R V 00MSOFR IR3205AFF_FLO CCPOIS / Short: BR3205AFF IRS USD P F 3.20500 IR3205AFF_FIX CCPOIS
000000000
10000.00000000
OU
Notional Amount
USD
662.27000000
0.000089008657
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-15
0.00000000
USD
0.00000000
USD
10000.00000000
USD
662.27000000
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software Inc
77314EAB4
1157000.00000000
PA
USD
1162443.69000000
0.156231676034
Long
DBT
CORP
US
N
2
2028-11-28
Fixed
9.00000000
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948214AU5
320000.00000000
PA
USD
318423.36000000
0.042795892523
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
7.39000000
N
N
N
N
N
N
SCUR-Alpha 1503 GmbH
254900GAG6U7Z5TROP43
SCUR-Alpha 1503 GmbH EUR Term Loan B1
000000000
780000.00000000
PA
778829.62000000
0.104674194479
Long
LON
CORP
DE
N
2
2030-03-29
Floating
9.37000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI RETIREMENT SYS FUNDING TRUST 2005 COPS
25113PAN5
646151.43000000
PA
USD
665535.97000000
0.089447601590
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
4.95000000
Y
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC 2023 Term Loan C
87422LAU4
648653.45000000
PA
USD
651672.93000000
0.087584418029
Long
LON
CORP
US
N
2
2030-05-17
Floating
9.83000000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
2581000.00000000
PA
USD
2614198.50000000
0.351346578467
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
Madison Park Euro Funding
635400TVNZYDPPOQEG75
Madison Park Euro Funding VI DAC
000000000
280000.00000000
PA
299082.09000000
0.040196438412
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
6.81000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOF254CLO IRS USD R V 12MSOFR SOF254CLO_FLO CCPOIS / Short: BOF254CLO IRS USD P F 2.54500 SOF254CLO_FIX CCPOIS
000000000
122000.00000000
OU
Notional Amount
USD
8190.90000000
0.001100851633
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
0.00000000
USD
0.00000000
USD
122000.00000000
USD
8190.90000000
N
N
N
SIGNAL PARENT INC
N/A
Signal Parent Inc
82666QAA3
1136000.00000000
PA
USD
873609.45000000
0.117412541998
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
CERDIA FINANZ GMBH
391200KURNDJSX9GX570
Cerdia Finanz GmbH
15679GAA0
506000.00000000
PA
USD
525031.20000000
0.070563851868
Long
DBT
CORP
DE
N
2
2027-02-15
Fixed
10.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
2811000.00000000
PA
USD
2429215.60000000
0.326484996995
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
215000.00000000
PA
USD
179556.11000000
0.024132224424
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QKN1
5000.00000000
PA
USD
1312.50000000
0.000176399146
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
5.00000000
Y
N
N
N
N
N
Madison Park Euro Funding
635400JUSH8DJJMKPH69
Madison Park Euro Funding X DAC
000000000
115000.00000000
PA
118913.18000000
0.015981854066
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-25
Floating
5.56000000
N
N
N
N
N
N
Barings Euro CLO 2018-3 BV
635400CANTVBJVDMUG70
Barings Euro CLO 2018-3 DAC
000000000
480000.00000000
PA
504918.63000000
0.067860735538
Long
ABS-CBDO
CORP
IE
N
2
2031-07-27
Floating
7.56000000
N
N
N
N
N
N
Jubilee CDO BV
635400BBCPLFS2KVKD27
Jubilee CLO 2018-XX DAC
000000000
780000.00000000
PA
826050.15000000
0.111020603005
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-19
Floating
6.65000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
2134000.00000000
PA
USD
2157104.43000000
0.289913432693
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Jubilee CDO BV
635400BEM2JFGBOYIE25
Jubilee CLO 2013-X DAC
000000000
175000.00000000
PA
186575.20000000
0.025075585555
Long
ABS-CBDO
CORP
IE
Y
2
2034-07-15
Floating
7.46000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAS5
34000.00000000
PA
USD
29576.05000000
0.003975001887
Long
ABS-MBS
CORP
US
N
2
2051-09-27
Fixed
0.00000000
N
N
N
N
N
N
KKR Financial CLO Ltd
5493004Y6G18HN4CQ515
KKR Clo 32 Ltd
48254HAD6
250000.00000000
PA
USD
250000.00000000
0.033599837432
Long
ABS-CBDO
CORP
US
N
2
2032-01-15
Floating
7.99000000
N
N
N
N
N
N
BlueMountain EUR CLO
635400IYPG2G6NM3OV52
BlueMountain Fuji Eur CLO V DAC
000000000
160000.00000000
PA
170828.93000000
0.022959297107
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-15
Floating
7.76000000
N
N
N
N
N
N
VERSCEND INTER HOLDING CORP
N/A
VERSCEND INTER HOLDING CORP
000000000
200.00000000
NS
USD
199952.00000000
0.026873418777
Long
EC
CORP
US
N
3
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
2346000.00000000
PA
USD
2281859.42000000
0.306680422225
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
BNPP AM Euro CLO
635400WQJ1JJCSE3HW15
BNPP AM Euro CLO 2017 DAC
000000000
380000.00000000
PA
399952.38000000
0.053753339795
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
5.46000000
N
N
N
N
N
N
MidOcean Credit CLO
549300T32RO3I7BJ4V26
Midocean Credit Clo VIII
59801MAJ7
250000.00000000
PA
USD
247547.00000000
0.033270155827
Long
ABS-CBDO
CORP
US
N
2
2031-02-20
Floating
8.48000000
N
N
N
N
N
N
PETERBORO PROGRES HEALTH
213800QDQMAUJLZ6A181
Peterborough Progress Health PLC
000000000
552990.00000000
PA
616364.56000000
0.082838996061
Long
DBT
CORP
GB
Y
2
2042-10-02
Fixed
5.58000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
188000.00000000
PA
USD
187635.30000000
0.025218062306
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
1932000.00000000
PA
USD
1297463.19000000
0.174378209035
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Whitehorse Ltd
549300UT33WDDDZEYN84
WhiteHorse X Ltd
96525XAA9
477665.66000000
PA
USD
478670.67000000
0.064333026783
Long
ABS-CBDO
CORP
US
N
2
2027-04-17
Floating
10.88000000
N
N
N
N
N
N
MONROE CAPITAL CLO LTD
549300P18F17MYF55L44
Monroe Capital CLO 2014-1 Ltd
000000000
44362.61000000
PA
USD
44083.17000000
0.005924749382
Long
ABS-CBDO
CORP
US
Y
2
2026-10-22
Floating
10.99000000
N
N
N
N
N
N
ENCINO ACQUISITION PARTN
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
1180000.00000000
PA
USD
1195535.88000000
0.160679244851
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR2944CLO IRS USD R V 00MSOFR IR2944CLO_FLO CCPOIS / Short: BR2944CLO IRS USD P F 2.94400 IR2944CLO_FIX CCPOIS
000000000
33000.00000000
OU
Notional Amount
USD
2088.83000000
0.000280737393
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-28
0.00000000
USD
0.00000000
USD
33000.00000000
USD
2088.83000000
N
N
N
Providus CLO
635400JFBYET5G2XFP83
Providus CLO II DAC
000000000
540000.00000000
PA
571692.97000000
0.076835163413
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-15
Floating
6.26000000
N
N
N
N
N
N
OZLM Ltd
549300Y1XB6AVMQY8652
OZLM XIV Ltd
67110HBW7
465000.00000000
PA
USD
462400.19000000
0.062146284851
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
8.98000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2024-WOLF
39152MAN5
900000.00000000
PA
USD
900840.92000000
0.121072433858
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
10.76000000
N
N
N
N
N
N
Bilbao CLO
635400HO2KGIJXCZSO48
Bilbao CLO I DAC
000000000
550000.00000000
PA
586945.04000000
0.078885031703
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-20
Floating
6.45000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2024-NQM1 Trust
36169HAE3
755000.00000000
PA
USD
750820.77000000
0.100909823252
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Fixed
7.98000000
N
N
N
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO IX 2018-1 Ltd
36361XAA2
1160000.00000000
PA
USD
1160000.00000000
0.155903245687
Long
ABS-CBDO
CORP
US
N
2
2028-01-21
Floating
11.06000000
N
N
N
N
N
N
Signal Parent Inc
N/A
Signal Parent Inc Term Loan B
82666KAB4
2333697.40000000
PA
USD
2128332.03000000
0.286046440843
Long
LON
CORP
US
N
2
2028-04-03
Floating
8.92000000
N
N
N
N
N
N
EP INFRASTRUCTURE AS
315700I4J1M1NKGWWY89
EP Infrastructure AS
000000000
4048000.00000000
PA
3459236.36000000
0.464919117349
Long
DBT
CORP
CZ
Y
2
2031-03-02
Fixed
1.82000000
N
N
N
N
N
N
GoTo Group Inc
549300D12V5KRBV00592
GoTo Group Inc 2024 2nd Out Term Loan
38349FAD8
616172.54000000
PA
USD
472527.32000000
0.063507364538
Long
LON
CORP
US
N
2
2028-04-30
Floating
10.17000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
1105000.00000000
PA
USD
1078788.45000000
0.144988466177
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Delivery Hero SE
529900KR9IO53KSCSQ67
Delivery Hero SE 2024 USD Term Loan B
000000000
2729692.59000000
PA
USD
2737485.86000000
0.367916319481
Long
LON
CORP
US
N
2
2029-12-12
Floating
10.33000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-11904.37000000
-0.00159993958
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1371016.64000000
USD
1271000.00000000
EUR
2024-06-20
-11904.37000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B526SOAFF IRS USD R V 12MSOFR 2526SOAFF_FLO CCPOIS / Short: B526SOAFF IRS USD P F 2.52600 2526SOAFF_FIX CCPOIS
000000000
12000.00000000
OU
Notional Amount
USD
1111.87000000
0.000149434604
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-18
0.00000000
USD
0.00000000
USD
12000.00000000
USD
1111.87000000
N
N
N
Venture CDO Ltd
549300SNYYGJ2M6QEK53
Venture XVII CLO Ltd
92329YAQ9
160000.00000000
PA
USD
160440.96000000
0.021563160694
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Floating
7.44000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754DAB3
260000.00000000
PA
USD
268781.81000000
0.036124100483
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
8.33000000
N
N
N
N
N
N
Cordatus CLO PLC
6354003WWBLW5OLHF232
CVC Cordatus Loan Fund XI DAC
000000000
420000.00000000
PA
440500.19000000
0.059202939092
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
5.81000000
N
N
N
N
N
N
Oak Hill European Credit Partners PLC
635400IYJPIPZAGCXJ49
Oak Hill European Credit Partners IV Designated Activity Co
000000000
540000.00000000
PA
571125.67000000
0.076758918662
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
6.40000000
N
N
N
N
N
N
Bridgepoint CLO
635400VOTGDBPOTECF34
Bridgepoint CLO 3 DAC
000000000
290000.00000000
PA
309625.75000000
0.041613499459
Long
ABS-CBDO
CORP
IE
Y
2
2036-01-15
Floating
7.31000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2012-1 R Ltd
13876JAJ1
795000.00000000
PA
USD
796525.61000000
0.107052524027
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.59000000
N
N
N
N
N
N
Bain Capital Euro CLO
635400CJJQJHYAMATG34
Bain Capital Euro Clo 2018-2 DAC
000000000
370000.00000000
PA
387415.82000000
0.052068434283
Long
ABS-CBDO
CORP
IE
Y
2
2032-01-20
Floating
7.10000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
761000.00000000
PA
USD
704328.83000000
0.094661336748
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAQ1
1090000.00000000
PA
USD
1085782.79000000
0.145928500924
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.59000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOF254AFF IRS USD R V 12MSOFR SOF254AFF_FLO CCPOIS / Short: BOF254AFF IRS USD P F 2.54500 SOF254AFF_FIX CCPOIS
000000000
18000.00000000
OU
Notional Amount
USD
1208.49000000
0.000162420270
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-18
0.00000000
USD
0.00000000
USD
18000.00000000
USD
1208.49000000
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
1280000.00000000
PA
1311040.00000000
0.176202923471
Long
DBT
CORP
DE
Y
2
2027-07-15
Fixed
4.38000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-2 Ltd
13876VAQ8
285000.00000000
PA
USD
285000.00000000
0.038303814673
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
7.79000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-26214.30000000
-0.00352318487
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1101955.40000000
USD
1006000.00000000
EUR
2024-06-20
-26214.30000000
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
3625000.00000000
PA
3175638.67000000
0.426803772227
Long
DBT
US
N
2
2026-10-15
Fixed
0.99000000
N
N
N
N
N
N
Hanger Inc
254900ZJJJYVLHJXSZ60
Hanger Inc 2022 Term Loan
000000000
2852807.69000000
PA
USD
2881335.77000000
0.387249653844
Long
LON
CORP
US
N
3
2028-10-03
Floating
11.57000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
5579.28000000
0.000749851603
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1534258.88000000
USD
1232000.00000000
GBP
2024-06-20
5579.28000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
313000.00000000
PA
USD
204331.25000000
0.027461987129
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300AYL7KYENHY1C67
Anchorage Capital Clo 20 Ltd
03331QAA4
455000.00000000
PA
USD
451656.21000000
0.060702300925
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
9.24000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: EUJP1226 CYS USD R V 00MSOFR SOFRRATE + 0 BPS / Short: EUJP1226 CYS EUR P V 00MESTR ESTRON -0.098 BPS
000000000
1.00000000
NC
371615.83000000
0.049944925901
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
10932000.00000000
EUR
12008802.00000000
USD
2026-12-27
371615.83000000
N
N
N
Cedar Funding Ltd
549300G87EGFMLOYN341
Cedar Funding VII Clo Ltd
15032FAJ5
250000.00000000
PA
USD
249687.50000000
0.033557837635
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
8.14000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
1955000.00000000
PA
USD
1656983.42000000
0.222697494162
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Providus CLO
635400OVFLV2AMKOP534
Providus Clo VI DAC
000000000
780000.00000000
PA
826344.70000000
0.111060190333
Long
ABS-CBDO
CORP
IE
Y
2
2034-05-20
Floating
7.12000000
N
N
N
N
N
N
CIFC Funding Ltd
635400A7PBKNR7KBOY58
CIFC Funding 2018-II Ltd
17180WAG0
325000.00000000
PA
USD
325119.60000000
0.043695862824
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Floating
8.44000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
907000.00000000
PA
USD
892995.83000000
0.120018058864
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
138000.00000000
PA
USD
142185.80000000
0.019109679060
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Euro Galaxy CLO BV
5493000DO5029DBEJL19
Euro-Galaxy VII CLO DAC
000000000
895000.00000000
PA
950920.84000000
0.127803142541
Long
ABS-CBDO
CORP
IE
Y
2
2035-07-25
Floating
6.28000000
N
N
N
N
N
N
Barings 2018-2 B.V.
635400PYOXL9KBJMGY89
Barings Euro CLO 2018-2 DAC
000000000
920000.00000000
PA
983308.97000000
0.132156086152
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
7.11000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AQ4
955000.00000000
PA
USD
942106.19000000
0.126618459313
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.13000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
REVERSE REPO ROYAL BANK OF CAN
000000000
-2056285.00000000
PA
USD
-2056285.00000000
-0.27636336686
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.78000000
2024-06-17
2156000.00000000
USD
2175981.27000000
USD
CDS
N
N
N
AI Silk Holdco 2 Limited
N/A
AI Silk Holdco 2 Limited PIK Term Loan
000000000
1610000.00000000
PA
1701010.96000000
0.228614766908
Long
LON
CORP
GG
N
3
2029-05-19
Floating
14.13000000
N
N
N
N
N
N
37 Capital CLO Ltd
549300GZ8MP9ZGVMJ424
37 Capital Clo 1 Ltd
88430TAG6
655000.00000000
PA
USD
654336.49000000
0.087942398761
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
9.11000000
N
N
N
N
N
N
Monroe Capital MML CLO
5493006UQZL8BZLQCE22
Monroe Capital Mml Clo 2017-1 Ltd
61033TAA7
525000.00000000
PA
USD
514249.58000000
0.069114809151
Long
ABS-CBDO
CORP
US
N
2
2029-04-22
Floating
12.94000000
N
N
N
N
N
N
Ares European CLO
635400SFL7VSI4HNPI68
Ares European CLO X DAC
000000000
795000.00000000
PA
836470.65000000
0.112421111428
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
5.81000000
N
N
N
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc Revolver
000000000
465348.00000000
PA
USD
463812.35000000
0.062336078237
Long
LON
CORP
US
N
3
2028-10-19
Fixed
0.50000000
N
N
N
N
N
N
QUORUM HEALTH CORP
N/A
QUORUM HEALTH CORP
000000000
103798.09000000
NS
USD
56074.43000000
0.007536366928
Long
EC
CORP
US
N
3
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
1315000.00000000
PA
USD
1242226.72000000
0.166954463386
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AH7
4847000.00000000
PA
USD
4591292.15000000
0.617066679384
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
9.63000000
N
N
N
N
N
N
Harvest CLO
635400EXPHDZLGQCVU09
Harvest Clo XX DAC
000000000
335000.00000000
PA
358048.45000000
0.048121478852
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-20
Floating
7.00000000
N
N
N
N
N
N
Man GLG Euro CLO
635400MYXY3VFWZIIW08
Man GLG Euro Clo III DAC
000000000
635000.00000000
PA
679263.99000000
0.091292638551
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
7.21000000
N
N
N
N
N
N
CIFC European Funding CLO
6354004PQUAJERUBIO61
CIFC European Funding CLO IV DAC
000000000
280000.00000000
PA
297709.04000000
0.040011901384
Long
ABS-CBDO
CORP
IE
Y
2
2035-08-18
Floating
7.00000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
2424000.00000000
PA
USD
2026902.38000000
0.272414361839
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Cordatus CLO PLC
549300CLF3QO0FAYZ343
CVC Cordatus Loan Fund XXII DAC
000000000
475000.00000000
PA
499861.40000000
0.067181047115
Long
ABS-CBDO
CORP
IE
Y
2
2034-12-15
Floating
7.00000000
N
N
N
N
N
N
Henley CLO
635400GBWJ33C3GSJK66
Henley CLO III DAC
000000000
280000.00000000
PA
297983.35000000
0.040048768470
Long
ABS-CBDO
CORP
IE
Y
2
2035-12-25
Floating
7.18000000
N
N
N
N
N
N
Shackleton CLO LTD
549300OH4RL7RZQLLL91
Shackleton 2021-XVI Clo Ltd
81883KAE7
1220000.00000000
PA
USD
1170006.84000000
0.157248158476
Long
ABS-CBDO
CORP
US
N
2
2034-10-20
Floating
10.54000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
1366000.00000000
PA
USD
1396335.94000000
0.187666642341
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Henley CLO
635400GBWJ33C3GSJK66
Henley CLO III DAC
000000000
400000.00000000
PA
425974.81000000
0.057250737465
Long
ABS-CBDO
CORP
IE
Y
2
2035-12-25
Floating
6.18000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300S1CAKZT00VQL17
Galaxy XX CLO Ltd
36320MAS7
982000.00000000
PA
USD
974625.18000000
0.130988990423
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Floating
8.19000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd
67113DBG8
295000.00000000
PA
USD
295699.15000000
0.039741773475
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Floating
7.94000000
N
N
N
N
N
N
Avoca CLO
635400SFFWCTHJHBZK84
Avoca Capital CLO X Ltd
000000000
1130000.00000000
PA
1200096.27000000
0.161292158302
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
7.01000000
N
N
N
N
N
N
Bridgepoint CLO
549300718PL321JS4E33
Bridgepoint CLO 2 DAC
000000000
300000.00000000
PA
312280.70000000
0.041970323013
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-15
Floating
5.91000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300CIOPBDYOSN3T91
Benefit Street Partners Clo XII Ltd
08179HAC4
400000.00000000
PA
USD
400657.60000000
0.053848120904
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.59000000
N
N
N
N
N
N
St Pauls CLO
635400814HPIBD5YSW07
St Paul's CLO X DAC
000000000
600000.00000000
PA
639907.32000000
0.086003127695
Long
ABS-CBDO
CORP
IE
Y
2
2035-04-22
Floating
7.65000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67402CAW6
650000.00000000
PA
USD
650468.00000000
0.087422476220
Long
ABS-CBDO
CORP
US
N
2
2032-10-20
Floating
7.84000000
N
N
N
N
N
N
Magenta Buyer LLC
254900F51KU7HIRXTS68
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
313196.93000000
PA
USD
159827.53000000
0.021480716101
Long
LON
CORP
US
N
2
2028-07-27
Floating
10.59000000
N
N
N
N
N
N
Euro Galaxy CLO BV
635400BJZBIZBMK5FC74
Euro-Galaxy V CLO DAC
000000000
345000.00000000
PA
363754.93000000
0.048888426053
Long
ABS-CBDO
CORP
IE
N
2
2034-02-15
Floating
6.30000000
N
N
N
N
N
N
Tikehau
54930064VZT4XX1Q1F93
Tikehau CLO III DAC
000000000
220000.00000000
PA
233910.11000000
0.031437366679
Long
ABS-CBDO
CORP
IE
Y
2
2030-12-01
Floating
6.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
000000000
245000.00000000
PA
USD
247405.51000000
0.033251139663
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Floating
7.83000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-295664.10000000
-0.03973706277
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
8777551.20000000
USD
7932000.00000000
EUR
2024-06-20
-295664.10000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754JAC8
337077.92000000
PA
USD
352132.70000000
0.047326405898
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
9.19000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
88632QAE3
1750000.00000000
PA
USD
1661123.35000000
0.223253898062
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
ENDO INC
N/A
ENDO INC
29290D109
27117.00000000
NS
USD
781308.56000000
0.105007362403
Long
EC
CORP
US
N
2
N
N
N
St Pauls CLO
635400REBCMBKKLQ8M86
St Paul's CLO VI DAC
000000000
520000.00000000
PA
544650.12000000
0.073200621958
Long
ABS-CBDO
CORP
IE
N
2
2034-05-20
Floating
7.22000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QYA4
355000.00000000
PA
USD
94075.00000000
0.012643618825
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.25000000
Y
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: XCUIRS411 CYS USD R V 00MSOFR SOFRRATE + 0BPS / Short: XCUIRS411 CYS EUR P V 00MESTR ESTRON - 21.5BPS
000000000
1.00000000
NC
104522.59000000
0.014047768128
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4000000.00000000
EUR
4358000.00000000
USD
2026-04-11
104522.60000000
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
502000.00000000
PA
USD
498836.04000000
0.067043239398
Long
DBT
CORP
US
N
2
2024-06-21
Floating
9.68000000
N
N
N
N
N
N
Crewline Buyer Inc
N/A
Crewline Buyer Inc Term Loan
000000000
2241482.32000000
PA
USD
2217946.76000000
0.298090602281
Long
LON
CORP
US
N
3
2030-11-08
Floating
12.06000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
2655000.00000000
PA
3022923.56000000
0.406278960749
Long
DBT
CORP
GB
N
2
2027-05-12
Fixed
5.13000000
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
REVERSE REPO BNP PARIBAS
000000000
-7486915.00000000
PA
USD
-7486915.00000000
-1.00623650748
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.07000000
2024-07-17
9759000.00000000
USD
8868961.57500000
USD
CDS
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QLZ3
110000.00000000
PA
USD
24200.00000000
0.003252464263
Long
DBT
MUN
US
N
2
2031-07-01
Floating
4.41000000
Y
N
N
N
N
N
HEIMSTADEN BOSTAD TRESRY
549300ORG6UYMJBCV938
Heimstaden Bostad Treasury BV
000000000
1375000.00000000
PA
1084944.77000000
0.145815871581
Long
DBT
CORP
NL
Y
2
2029-09-06
Fixed
0.75000000
N
N
N
N
N
N
Betony CLO 2, Ltd.
5493000QRX4XEMRJZO43
Betony CLO 2 Ltd
08763QAG7
595000.00000000
PA
USD
596227.49000000
0.080132586947
Long
ABS-CBDO
CORP
US
N
2
2031-04-30
Floating
8.49000000
N
N
N
N
N
N
Penta CLO S.A.
635400DZLHIMDJLTKF78
Penta CLO 7 DAC
000000000
890000.00000000
PA
905469.53000000
0.121694516033
Long
ABS-CBDO
CORP
IE
Y
2
2033-01-25
Floating
9.22000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2007-14H
52525LAS9
201550.01000000
PA
USD
185197.89000000
0.024890475987
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
6.23000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
20000.00000000
PA
USD
16839.56000000
0.002263225913
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Avoca CLO
635400WLVIIUQEHXT317
Avoca CLO XIII DAC
000000000
240000.00000000
PA
254900.25000000
0.034258427846
Long
ABS-CBDO
CORP
IE
Y
2
2034-04-15
Floating
10.13000000
N
N
N
N
N
N
Disco Parent Inc
N/A
Disco Parent Inc Revolver
000000000
554036.87000000
PA
USD
554646.31000000
0.074544103394
Long
LON
CORP
US
N
3
2029-03-30
Fixed
0.50000000
N
N
N
N
N
N
Knitwell Borrower LLC
N/A
Knitwell Borrower LLC Amendment No. 1 Term Loan
000000000
2183895.27000000
PA
USD
2181711.37000000
0.293220589428
Long
LON
CORP
US
N
3
2027-07-28
Floating
13.48000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AB5
639000.00000000
PA
USD
536916.11000000
0.072161176043
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AB5
1894000.00000000
PA
USD
1986463.19000000
0.266979361000
Long
DBT
CORP
US
N
2
2031-01-31
Fixed
8.63000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300TYZXFDHLTKDG17
Carlyle Global Market Strategies CLO 2013-4 Ltd
14310KBA8
690000.00000000
PA
USD
675377.52000000
0.090770299510
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Floating
8.24000000
N
N
N
N
N
N
Aurium CLO
6354002D4V5HQ68PCO11
Aurium CLO III DAC
000000000
300000.00000000
PA
318250.66000000
0.042772681755
Long
ABS-CBDO
CORP
IE
Y
2
2030-04-16
Floating
7.02000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-97212.80000000
-0.01306533710
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2886012.80000000
USD
2608000.00000000
EUR
2024-06-20
-97212.80000000
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 13-2018 Ltd
40437LAJ1
1015000.00000000
PA
USD
1017161.95000000
0.136705904650
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
7.74000000
N
N
N
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
1073653.55000000
PA
USD
749544.38000000
0.100738277266
Long
LON
CORP
US
N
2
2025-04-29
Floating
13.65000000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
2690000.00000000
PA
3206885.72000000
0.431003355428
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
5.25000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAC1
5447000.00000000
PA
USD
4689110.96000000
0.630213463839
Long
DBT
US
N
2
2026-01-15
Fixed
0.00000000
N
N
N
N
N
N
Black Diamond CLO Ltd
54930069GUF2V1O4MD77
Black Diamond Clo 2017-1 Ltd
09202VAN8
590000.00000000
PA
USD
591714.54000000
0.079526049402
Long
ABS-CBDO
CORP
US
N
2
2029-04-24
Floating
9.53000000
N
N
N
N
N
N
Contego CLO DAC
549300RF10WJ1D9VYK55
Contego Clo V DAC
000000000
275000.00000000
PA
290530.06000000
0.039047051141
Long
ABS-CBDO
CORP
IE
Y
2
2031-01-15
Floating
6.56000000
N
N
N
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings Inc
04683P100
1964.00000000
NS
USD
50082.00000000
0.006730988233
Long
EC
CORP
US
N
1
N
N
N
GoTo Group Inc
549300D12V5KRBV00592
GoTo Group Inc 2024 1st Out Term Loan
38349FAC0
3226424.14000000
PA
USD
3085268.08000000
0.414658023697
Long
LON
CORP
US
N
2
2028-04-30
Floating
10.17000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XL CLO Ltd
04016GBH0
350000.00000000
PA
USD
350590.10000000
0.047119081462
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Floating
7.39000000
N
N
N
N
N
N
Elevation CLO Ltd
549300BOE42FYBAXFR86
Elevation CLO 2018-9 Ltd
28622XAG1
865000.00000000
PA
USD
859719.18000000
0.115545698743
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
9.09000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
723000.00000000
PA
USD
677030.36000000
0.090992440132
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
1728000.00000000
PA
USD
1718025.47000000
0.230901505988
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
2024-05-28
FS Credit Income Fund
Edward T Gallivan Jr
Edward T Gallivan Jr
Chief Financial Officer