0001752724-20-087926.txt : 20200513 0001752724-20-087926.hdr.sgml : 20200513 20200513131829 ACCESSION NUMBER: 0001752724-20-087926 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200513 PERIOD START: 20200930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AB BOND FUND, INC. CENTRAL INDEX KEY: 0000003794 IRS NUMBER: 132754393 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02383 FILM NUMBER: 20872217 BUSINESS ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 2129691000 MAIL ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN BOND FUND INC DATE OF NAME CHANGE: 20030319 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCE BOND FUND INC DATE OF NAME CHANGE: 19920703 0000003794 S000034979 AB Limited Duration High Income Portfolio C000107580 Advisor Class ALHYX C000107583 Class A ALHAX C000107584 Class C ALHCX C000107585 Class I ALHIX C000107586 Class K ALHKX C000107587 Class R ALHRX NPORT-P 1 primary_doc.xml NPORT-P false 0000003794 XXXXXXXX S000034979 C000107585 C000107583 C000107580 C000107587 C000107586 C000107584 AB BOND FUND, INC. 811-02383 0000003794 549300RYJMGGIS1UBQ97 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Limited Duration High Income Portfolio S000034979 549300UNJBS27T422D80 2020-09-30 2020-03-31 N 241375238.39 16043090.78 225332147.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 399250.00000000 0.00000000 0.00000000 3783775.05000000 USD EUR N SOLERA LLC / SOLERA FINA N/A Solera LLC / Solera Finance Inc 83422AAA1 195000.00000000 PA USD 191000.55000000 0.084764003727 Long DBT CORP US N 2 2024-03-01 Fixed 10.50000000 N N N N N N Samsonite Finco Sarl 222100JLR1QL2IJ49Q65 Samsonite Finco Sarl 000000000 115000.00000000 PA 82606.61000000 0.036659931073 Long DBT CORP LU N 2 2026-05-15 Fixed 3.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT CAPITAL CORP COMPANY GUAR 04/27 4.7 05526DBP9 199000.00000000 PA USD 200914.38000000 0.089163655577 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AG2 545000.00000000 PA USD 492189.50000000 0.218428442288 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAL4 185000.00000000 PA USD 53381.75000000 0.023690250399 Long DBT CORP US N 2 2025-06-01 Fixed 5.63000000 N N N N N N BRF GMBH 5299002S6DY5RA2IOQ11 BRF GmbH 000000000 286000.00000000 PA USD 242787.20000000 0.107746365787 Long DBT CORP AT N 2 2026-09-29 Fixed 4.35000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AJ8 191000.00000000 PA USD 177026.44000000 0.078562442988 Long DBT US N 2 2025-06-01 Fixed 5.25000000 N N N N N N CEMIG GERACAO E TRANSM 529900ZT0AVI5W1VFB58 Cemig Geracao e Transmissao SA 000000000 200000.00000000 PA USD 191718.76000000 0.085082737653 Long DBT CORP BR N 2 2024-12-05 Fixed 9.25000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XBM5 340721.67000000 PA USD 325351.78000000 0.144387644395 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 7.70000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 Ziggo BV 98954NAA7 527000.00000000 PA USD 526889.33000000 0.233827856161 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 3537620.00000000 PA 201343.71000000 0.089354187645 Long DBT NUSS ZA N 2 2023-02-28 Fixed 7.75000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XX25 62841.30000000 PA USD 62446.00000000 0.027712867720 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 1.67000000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 Banijay Entertainment SASU 060335AA4 295000.00000000 PA USD 274565.35000000 0.121849169287 Long DBT CORP FR N 2 2025-03-01 Fixed 5.38000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RAT0 400000.00000000 PA USD 424968.00000000 0.188596258681 Long DBT US N 2 2024-06-15 Fixed 3.75000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAB9 367000.00000000 PA USD 347204.02000000 0.154085435071 Long DBT CORP GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc. 2018 Term Loan B5 80875AAP6 514747.48000000 PA USD 413512.09000000 0.183512248201 Long LON CORP US N 2 2024-08-14 Floating 4.37000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BJ9 26000.00000000 PA USD 19500.00000000 0.008653891691 Long DBT CORP CA N 2 2022-10-15 Fixed 6.00000000 N N N N N N FRONT RANGE BIDCO INC N/A Front Range BidCo Inc 98919VAA3 140000.00000000 PA USD 135226.00000000 0.060011854249 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Radnor Re LTD N/A Mortgage Insurance-Linked Notes Series 2020-1 750493AB4 962000.00000000 PA USD 880057.99000000 0.390560334747 Long ABS-MBS CORP US N 2 2030-02-25 Floating 2.40000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 PDC Energy Inc 69327RAJ0 304000.00000000 PA USD 155544.64000000 0.069029049627 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 Spirit Realty LP 84861TAC2 303000.00000000 PA USD 286780.41000000 0.127270082427 Long DBT US N 2 2026-09-15 Fixed 4.45000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 26468.06000000 0.011746242283 N/A DFE XX N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 749975.93000000 USD 703882.20000000 EUR 2020-04-08 26468.06000000 N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAC9 435000.00000000 PA USD 405955.05000000 0.180158514577 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N BRASKEM NETHERLANDS N/A Braskem Netherlands Finance BV 000000000 240000.00000000 PA USD 189525.00000000 0.084109170400 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -11323.76000000 -0.00502536372 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 849089.56000000 USD 759473.24000000 EUR 2020-04-08 -11323.76000000 N N N APX GROUP INC 549300OMQVKPRU98OE64 APX Group Inc 00213MAV6 147000.00000000 PA USD 124927.95000000 0.055441689667 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 DNB Bank ASA 000000000 200000.00000000 PA USD 181830.00000000 0.080694211602 Long DBT CORP NO N 2 2022-03-26 Variable 6.50000000 N N N N Y DNB Bank ASA DNB Bank ASA USD XXXX N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAA0 923000.00000000 PA USD 844545.00000000 0.374800049153 Long DBT CORP US N 2 2023-04-15 Fixed 5.38000000 N N N N N N NFP Corp VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAA8 239000.00000000 PA USD 235144.93000000 0.104354807999 Long DBT CORP US N 2 2025-07-15 Fixed 6.88000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAA0 195000.00000000 PA USD 181217.40000000 0.080422346266 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAJ5 954000.00000000 PA USD 982610.46000000 0.436072025417 Long DBT CORP US N 2 2022-02-15 Fixed 5.50000000 N N N N N N Truck Hero Inc 54930007KT5CX7XNSD31 Truck Hero Inc 897787AA5 184000.00000000 PA USD 166536.56000000 0.073907146302 Long DBT CORP US N 2 2024-04-21 Fixed 8.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AC1 1182000.00000000 PA USD 517822.38000000 0.229804040609 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX 46637WAQ6 100000.00000000 PA USD 84450.04000000 0.037478025614 Long ABS-MBS CORP US N 2 2045-06-15 Variable 5.13000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A Fannie Mae Connecticut Avenue Securities 30711XJX3 22000.00000000 PA USD 19480.79000000 0.008645366498 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 3.95000000 N N N N N N PMT Credit Risk Transfer Trust N/A PMT Credit Risk Transfer Trust 2019-1R 73021CAA3 354490.65000000 PA USD 340622.30000000 0.151164538044 Long ABS-MBS CORP US N 2 2024-03-27 Floating 3.61000000 N N N N N N Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) 549300V3UCT773B1KR38 Caesars Resort Collection, LLC 2017 1st Lien Term Loan B 12769LAB5 430127.10000000 PA USD 345822.19000000 0.153472193678 Long LON CORP US N 2 2024-12-23 Floating 3.74000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AS3 102000.00000000 PA USD 87090.66000000 0.038649904562 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -4179.46000000 -0.00185479970 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 362456.20000000 USD 324794.35000000 EUR 2020-04-08 -4179.46000000 N N N Ballyrock Ltd N/A Ballyrock CLO 2019-2 Ltd 05875MAA0 454300.00000000 PA USD 439497.54000000 0.195044313322 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 3.15000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 868954.91000000 0.385632906452 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15950000.00000000 BRL 3937299.43000000 USD 2020-04-08 868954.91000000 N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAC8 405000.00000000 PA USD 408037.50000000 0.181082683641 Long DBT CORP CA N 2 2022-05-01 Fixed 5.63000000 N N N N N N Chobani, LLC (Chobani Idaho, LLC) 549300ISVDMZ91KNTR38 Chobani, LLC 2017 Term Loan B 17026YAD1 290499.88000000 PA USD 257818.64000000 0.114417158285 Long LON CORP US N 2 2023-10-10 Floating 4.50000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 000000000 106000.00000000 PA 104855.36000000 0.046533688651 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BM4 137000.00000000 PA USD 143548.60000000 0.063705335222 Long DBT CORP US N 2 2026-02-06 Fixed 4.98000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A NGL Energy Partners LP / NGL Energy Finance Corp 62913TAJ1 1060000.00000000 PA USD 368530.20000000 0.163549765938 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XWX8 14355.60000000 PA USD 12387.29000000 0.005497346974 Long ABS-MBS USGSE US N 2 2030-05-25 Floating 3.45000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AF5 300000.00000000 PA USD 284622.00000000 0.126312203127 Long DBT CORP US N 2 2023-05-30 Fixed 4.13000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BA1 200000.00000000 PA USD 163000.00000000 0.072337658753 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AK1 210000.00000000 PA USD 172200.00000000 0.076420520474 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N Marlette Funding Trust 549300ZOVOBV0NZDYW87 Marlette Funding Trust 2018-2 57109EAC3 880000.00000000 PA USD 813989.62000000 0.361239897916 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.37000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 CenturyLink Inc 156700BA3 372000.00000000 PA USD 407302.80000000 0.180756631630 Long DBT CORP US N 2 2024-04-01 Fixed 7.50000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 IRB Holding Corp 2020 Term Loan B 44988LAF4 480658.52000000 PA USD 369208.23000000 0.163850668409 Long LON CORP US N 2 2025-02-05 Floating 3.95000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XBF0 102054.47000000 PA USD 100905.15000000 0.044780627651 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 6.65000000 N N N N N N ALGECO GLOBAL FINANCE 5493000PLZTCKZAJDO03 Algeco Global Finance PLC 000000000 109000.00000000 PA 89027.19000000 0.039509315889 Long DBT CORP GB N 2 2023-02-15 Fixed 6.50000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 Science Applications International Corp 808625AA5 28000.00000000 PA USD 26881.12000000 0.011929553898 Long DBT CORP US N 2 2028-04-01 Fixed 4.88000000 N N N N N N VIRGOLINO DE OLIVEIRA FI N/A Virgolino de Oliveira Finance SA 92824BAA4 425000.00000000 PA USD 7713.75000000 0.003423279847 Long DBT CORP LU N 2 2018-01-28 Fixed 10.50000000 Y Y N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 Triumph Group Inc 896818AQ4 491000.00000000 PA USD 437058.74000000 0.193961999934 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. Term Loan B 18452RAD7 83580.00000000 PA USD 70207.20000000 0.031157205372 Long LON CORP US N 3 2026-08-21 Floating 4.49000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 341.82000000 0.000151696064 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 644208.00000000 USD 584314.06000000 EUR 2020-04-08 341.82000000 N N N Air Medical Group Holdings, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc. 2018 Term Loan B1 00169QAE9 1454760.93000000 PA USD 1342016.96000000 0.595572790759 Long LON CORP US N 3 2022-04-28 Floating 4.93000000 N N N N N N GENESIS ENERGY LP/GENESI N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAF9 108000.00000000 PA USD 75211.20000000 0.033377927116 Long DBT CORP US N 2 2024-06-15 Fixed 5.63000000 N N N N N N GLENCORE FINANCE EUROPE 213800WHKNIC1JQQG433 Glencore Finance Europe Ltd 000000000 290000.00000000 PA 299281.46000000 0.132817914875 Long DBT CORP JE N 2 2023-09-13 Fixed 1.88000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 VMware Inc 928563AC9 818000.00000000 PA USD 807881.34000000 0.358529108504 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 Bahrain Government International Bond 000000000 570000.00000000 PA USD 520659.38000000 0.231063070903 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N VERITAS US INC/BERMUDA L N/A Veritas US Inc / Veritas Bermuda Ltd 92346LAB9 558000.00000000 PA USD 502451.10000000 0.222982430749 Long DBT CORP US N 2 2023-02-01 Fixed 7.50000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 253000.00000000 PA USD 69575.00000000 0.030876641765 Long DBT NUSS EC N 2 2029-01-31 Fixed 10.75000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A Clear Channel Worldwide Holdings Inc 18453HAA4 159000.00000000 PA USD 152277.48000000 0.067579118920 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AH8 491000.00000000 PA USD 440672.50000000 0.195565748018 Long DBT CORP CA N 2 2022-05-15 Fixed 7.25000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 Mosaic Co/The 61945CAF0 1130000.00000000 PA USD 1181222.90000000 0.524214104613 Long DBT CORP US N 2 2022-11-15 Fixed 3.25000000 N N N N N N Dana Inc KVWHW7YLZPFJM8QYNJ51 Dana Inc 235825AE6 844000.00000000 PA USD 747927.48000000 0.331922225893 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS214V8 TRS USD R F 1.00000 IS214V8 IBOXXTRS / Short: IS214V8 TRS USD P V 03MLIBOR IS214W9 IBOXXTRS 000000000 5466000.00000000 OU Notional Amount USD 499663.04000000 0.221745119504 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit iBoxx USD Liquid High Yield Index Markit iBoxx USD Liquid High Yield Index Y equity-performance leg 2020-06-20 0.00000000 USD 0.00000000 USD 5466000.00000000 USD 499663.04000000 N N N Adani Transmission Ltd 549300PLH866JQ6LXE52 Adani Transmission Ltd 000000000 273000.00000000 PA USD 241243.28000000 0.107061190584 Long DBT CORP IN N 2 2026-08-03 Fixed 4.00000000 N N N N N N Ellie Mae, Inc. 529900FJBZR4PG0LO239 Ellie Mae, Inc. Term Loan 28849TAC6 45770.00000000 PA USD 39877.11000000 0.017697035431 Long LON CORP US N 3 2026-04-17 Floating 5.20000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAL5 39000.00000000 PA USD 38480.52000000 0.017077243708 Long DBT CORP KY N 2 2025-01-01 Fixed 4.75000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAL9 188000.00000000 PA USD 188000.00000000 0.083432391691 Long DBT CORP US N 2 2028-02-01 Fixed 7.25000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 Synchrony Financial 87165B202 275.00000000 NS USD 4691.50000000 0.002082037583 Long EP CORP US N 1 N N N Tonon Luxembourg SA 5493002IITPO16CQU448 Tonon Luxembourg SA 89031RAG1 100614.02000000 PA USD 3028.48000000 0.001344007072 Long DBT CORP LU N 3 2024-10-31 Fixed 6.50000000 N N Y N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 2019-2 30167LAJ8 270000.00000000 PA USD 172409.82000000 0.076513636349 Long ABS-O CORP US N 2 2026-05-15 Fixed 4.68000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 000000000 260000.00000000 PA USD 168117.74000000 0.074608857095 Long DBT NUSS LK N 2 2022-07-25 Fixed 5.88000000 N N N N N N Eldorado Gold Corp 5493004PWQ01YDD1IH62 Eldorado Gold Corp 284902AE3 684000.00000000 PA USD 669047.76000000 0.296916248789 Long DBT CORP CA N 2 2024-06-01 Fixed 9.50000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 iHeartCommunications Inc 45174HBC0 508000.00000000 PA USD 484174.80000000 0.214871604045 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAF1 64000.00000000 PA USD 62801.92000000 0.027870821214 Long DBT CORP CA N 2 2026-12-15 Fixed 5.13000000 N N N N N N DISH DBS Corp N/A DISH DBS Corp 25470XAL9 291000.00000000 PA USD 278783.82000000 0.123721281209 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 Boardwalk Pipelines LP 096630AE8 513000.00000000 PA USD 465998.94000000 0.206805351541 Long DBT CORP US N 2 2026-06-01 Fixed 5.95000000 N N N N N N MEDNAX Inc N/A MEDNAX Inc 58502BAA4 496000.00000000 PA USD 403778.72000000 0.179192682572 Long DBT CORP US N 2 2023-12-01 Fixed 5.25000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS1V2L5 CDS USD R F 5.00000 IS1V2L5 CMBX / Short: IS1V2L5 CDS USD P V 01MEVENT IS1V2M6 CMBX 000000000 786000.00000000 OU Notional Amount USD -306356.60000000 -0.13595778642 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -149535.88000000 USD 786000.00000000 USD -156820.72000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAN1 537000.00000000 PA USD 545216.10000000 0.241961080912 Long DBT CORP US N 2 2025-01-15 Fixed 4.75000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 Gold Fields Orogen Holdings BVI Ltd 000000000 242000.00000000 PA USD 235042.50000000 0.104309350659 Long DBT CORP VG N 2 2020-10-07 Fixed 4.88000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 51000.00000000 PA USD 9180.00000000 0.004073985934 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAT8 536000.00000000 PA USD 535394.32000000 0.237602279869 Long DBT CORP KY N 2 2024-03-01 Fixed 4.88000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 210000.00000000 PA USD 38850.00000000 0.017241214985 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 300000.00000000 PA USD 292406.25000000 0.129766770121 Long DBT NUSS SV N 2 2023-01-24 Fixed 7.75000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAY5 178000.00000000 PA USD 133453.72000000 0.059225335317 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAE7 208000.00000000 PA USD 100776.00000000 0.044723312260 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N GRINDING MED/MOLY-COP N/A Grinding Media Inc / Moly-Cop AltaSteel Ltd 398545AA1 329000.00000000 PA USD 307236.65000000 0.136348343216 Long DBT CORP US N 2 2023-12-15 Fixed 7.38000000 N N N N N N Chesapeake Energy Corporation X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corporation 2019 Last Out Term Loan 16516FAH2 571000.00000000 PA USD 219835.00000000 0.097560424613 Long LON CORP US N 2 2024-06-24 Floating 9.00000000 N N N N N N Meritor Inc 5LTG829X630QFHTFBO82 Meritor Inc 59001KAD2 400000.00000000 PA USD 379592.00000000 0.168458874610 Long DBT CORP US N 2 2024-02-15 Fixed 6.25000000 N N N N N N Sound Point CLO LTD 5493001QI7ZD0IPL4A34 SOUND POINT CLO XIX Ltd 83610JAA4 550000.00000000 PA USD 503955.65000000 0.223650133966 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.83000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAF5 117000.00000000 PA USD 114505.56000000 0.050816344323 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 BBVA Bancomer SA/Texas 05533UAB4 520000.00000000 PA USD 521248.00000000 0.231324294171 Long DBT CORP MX N 2 2021-03-10 Fixed 6.50000000 N N N N N N Ply Gem Midco, Inc. 549300IW41QEWQ6T0H29 NCI Building Systems, Inc. 2018 Term Loan 72431HAB6 129017.62000000 PA USD 109019.89000000 0.048381862577 Long LON CORP US N 3 2025-04-12 Floating 4.56000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAG6 392000.00000000 PA USD 345136.40000000 0.153167847402 Long DBT CORP US N 2 2025-02-01 Variable 4.60000000 N N N N N N DISH DBS Corp N/A DISH DBS Corp 25470XAQ8 144000.00000000 PA USD 143674.56000000 0.063761234925 Long DBT CORP US N 2 2020-05-01 Fixed 5.13000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 TJX COS INC SR UNSECURED 04/25 3.5 872540AR0 167000.00000000 PA USD 170694.04000000 0.075752191513 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A CLNY Trust 2019-IKPR 12564NAN2 415000.00000000 PA USD 281364.27000000 0.124866457353 Long ABS-MBS CORP US N 2 2038-11-15 Floating 3.43000000 N N N N N N SUNOCO LP/FINANCE CORP N/A Sunoco LP / Sunoco Finance Corp 86765LAJ6 1150000.00000000 PA USD 1104023.00000000 0.489953613680 Long DBT CORP US N 2 2023-01-15 Fixed 4.88000000 N N N N N N Kayne CLO N/A Kayne CLO 7 Ltd 48661CAE2 250000.00000000 PA USD 115000.00000000 0.051035771513 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 3.41000000 N N N N N N GLP Capital LP / GLP Financing II Inc 5493006GWRDBCZYWTM57 GLP Capital LP / GLP Financing II Inc 361841AN9 13000.00000000 PA USD 11513.19000000 0.005109430732 Long DBT US N 2 2024-09-01 Fixed 3.35000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAJ4 235000.00000000 PA USD 238600.20000000 0.105888219914 Long DBT CORP US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Enel Americas SA 549300LKH11TFCJLZK20 Enel Americas SA 29274FAF1 745000.00000000 PA USD 696807.81000000 0.309235862432 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N NABORS INDUSTRIES LTD N/A Nabors Industries Ltd 629571AA8 356000.00000000 PA USD 120488.20000000 0.053471376045 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XGQ1 415000.00000000 PA USD 257655.86000000 0.114344918260 Long ABS-MBS USGSE US N 2 2029-09-25 Floating 6.45000000 N N N N N N Bass Pro Group, LLC N/A Bass Pro Group, LLC Term Loan B 07014QAK7 130928.58000000 PA USD 109325.36000000 0.048517426900 Long LON CORP US N 3 2024-09-25 Floating 6.07000000 N N N N N N Jefferies Finance LLC 549300SKVB18YSSIDT75 Jefferies Finance LLC 2019 Term Loan 47232UAB0 200235.63000000 PA USD 165528.79000000 0.073459908741 Long LON CORP US N 2 2026-06-03 Floating 4.25000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XEC4 153721.21000000 PA USD 146563.43000000 0.065043284571 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 5.30000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 Core & Main LP 2017 Term Loan B 40416VAB1 61760.27000000 PA USD 54194.64000000 0.024051002298 Long LON CORP US N 3 2024-08-01 Floating 4.33000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 000000000 500000.00000000 PA USD 496090.00000000 0.220159442521 Long DBT CORP FR N 2 2025-11-24 Fixed 4.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886EAU2 309000.00000000 PA USD 283374.63000000 0.125758633646 Long DBT CORP US N 2 2027-09-01 Fixed 5.75000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAB9 1087000.00000000 PA USD 1098522.20000000 0.487512417403 Long DBT CORP US N 2 2024-03-01 Fixed 5.50000000 N N N N N N Ingram Micro Inc 549300KJMEWPKRQZHX63 Ingram Micro Inc 457153AG9 89000.00000000 PA USD 72739.70000000 0.032281101818 Long DBT CORP US N 2 2024-12-15 Fixed 5.45000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 Ball Corp 058498AS5 700000.00000000 PA USD 705663.00000000 0.313165701159 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HAP6 891000.00000000 PA USD 569144.07000000 0.252580058387 Long DBT CORP BM N 2 2024-12-15 Fixed 3.63000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AD3 397000.00000000 PA USD 391398.33000000 0.173698397743 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XBB9 518591.71000000 PA USD 499431.72000000 0.221642462159 Long ABS-MBS USGSE US N 2 2025-07-25 Floating 5.95000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R03 20753MAF5 65006.85000000 PA USD 53222.32000000 0.023619497068 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 3.10000000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 thyssenkrupp AG 000000000 343000.00000000 PA 334627.96000000 0.148504313986 Long DBT CORP DE N 2 2024-02-22 Fixed 2.88000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0MD8 950000.00000000 PA USD 835998.67000000 0.371007279195 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 4.20000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 11000.00000000 PA USD 1980.00000000 0.000878702848 Long DBT NUSS LB N 2 2027-03-23 Fixed 6.85000000 Y N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 Enable Midstream Partners LP 292480AH3 1564000.00000000 PA USD 867425.68000000 0.384954250514 Long DBT CORP US N 2 2024-05-15 Fixed 3.90000000 N N N N N N CONNECT FINCO SARL/CONNE N/A Connect Finco SARL / Connect US Finco LLC 20752TAA2 279000.00000000 PA USD 231525.36000000 0.102748481499 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Commonwealth of Bahamas 549300W13SXC7EKNJC20 Bahamas Government International Bond 000000000 250000.00000000 PA USD 279062.50000000 0.123844956416 Long DBT NUSS BS N 2 2028-11-21 Fixed 6.00000000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 Rite Aid Corp 767754CK8 145000.00000000 PA USD 140332.45000000 0.062278042209 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 91911KAJ1 439000.00000000 PA USD 443227.57000000 0.196699660790 Long DBT CORP CA N 2 2022-03-15 Fixed 6.50000000 N N N N N N Freddie Mac - STACR 54930047IR7X5WWFY307 Freddie Mac Stacr Trust 2019-HQA1 35563MAH9 276606.87000000 PA USD 233502.70000000 0.103626003868 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 3.30000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 03969AAM2 888000.00000000 PA USD 887440.56000000 0.393836640449 Long DBT CORP XX N 2 2022-09-15 Fixed 4.25000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 Societe Generale SA 000000000 386000.00000000 PA USD 355120.00000000 0.157598462432 Long DBT CORP FR N 2 2025-09-29 Variable 8.00000000 N N N N Y Societe Generale SA Societe Generale SA USD XXXX N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings SA 45824TAS4 182000.00000000 PA USD 185640.00000000 0.082385048901 Long DBT CORP LU N 2 2022-09-30 Fixed 9.50000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A Jefferies Finance LLC / JFIN Co-Issuer Corp 47232MAE2 223000.00000000 PA USD 208364.51000000 0.092469943685 Long DBT CORP US N 2 2026-06-03 Fixed 6.25000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 3111.69000000 0.001380934781 N/A DFE XX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 729229.75000000 USD 663901.21000000 EUR 2020-04-08 3111.69000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 4246.32000000 0.001884471454 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 225053.44000000 EUR 252500.06000000 USD 2020-04-08 4246.32000000 N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2011-GC5 36191YAL2 235630.00000000 PA USD 224040.92000000 0.099426966980 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.39000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Inc 40414LAK5 58000.00000000 PA USD 55261.24000000 0.024524347984 Long DBT US N 2 2024-03-01 Fixed 4.20000000 N N N N N N HILTON GRAND VACA LLC/IN N/A Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 43283QAB6 743000.00000000 PA USD 673039.12000000 0.298687571719 Long DBT CORP US N 2 2024-12-01 Fixed 6.13000000 N N N N N N Allied Universal N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AA5 120000.00000000 PA USD 118207.20000000 0.052459092612 Long DBT CORP US N 2 2026-07-15 Fixed 6.63000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAD9 132000.00000000 PA USD 78971.64000000 0.035046770217 Long DBT CORP BM N 2 2027-09-15 Fixed 5.88000000 N N N N N N BRASKEM NETHERLANDS N/A Braskem Netherlands Finance BV 10554TAD7 517000.00000000 PA USD 400998.13000000 0.177958686433 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884UAE9 128000.00000000 PA USD 116257.28000000 0.051593738946 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 Mattamy Group Corp 57701RAJ1 695000.00000000 PA USD 646433.40000000 0.286880237399 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 MGM China Holdings Ltd 55300RAB7 216000.00000000 PA USD 179752.50000000 0.079772239294 Long DBT CORP KY N 2 2026-05-15 Fixed 5.88000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBJ0 520000.00000000 PA USD 419286.40000000 0.186074825295 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 Staples Inc 855030AN2 389000.00000000 PA USD 343487.00000000 0.152435861302 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 67054KAA7 580000.00000000 PA USD 579779.60000000 0.257299992987 Long DBT CORP FR N 2 2026-05-01 Fixed 7.38000000 N N N N N N Intrum AB 549300UNCO2FCUWXX470 Intrum AB 000000000 84881.13000000 PA 78681.83000000 0.034918155635 Long DBT CORP SE N 2 2022-07-15 Fixed 2.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCY4 678000.00000000 PA USD 646906.92000000 0.287090380516 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -15833.59000000 -0.00702677809 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 406847.25000000 USD 354471.87000000 EUR 2020-04-08 -15833.59000000 N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XDK7 150010.36000000 PA USD 143166.21000000 0.063535634625 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 5.40000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Long: IS1AI58 CDS USD R F 3.00000 IS1AI58 CMBX-BBB--399385 / Short: IS1AI58 CDS USD P V 00MEVENT IS1AI69 CMBX-BBB--399385 000000000 315000.00000000 OU Notional Amount USD -69525.75000000 -0.03085478514 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -20771.87000000 USD 315000.00000000 USD -48753.88000000 N N N FIVE POINT OP CO LP/FIVE N/A Five Point Operating Co LP / Five Point Capital Corp 33834YAA6 460000.00000000 PA USD 395572.40000000 0.175550805420 Long DBT CORP US N 2 2025-11-15 Fixed 7.88000000 N N N N N N GMAC Capital Trust I N/A GMAC Capital Trust I 361860208 100.00000000 NS USD 2051.00000000 0.000910211890 Long EP CORP US N 1 N N N Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, Inc. 2019 Term Loan B 81527CAM9 367781.50000000 PA USD 329624.17000000 0.146283685437 Long LON CORP US N 2 2026-09-03 Floating 4.99000000 N N N N N N Granite Generation LLC 549300ERB8DGZI3MXK42 GRANITE GENERATION LLC TERM LOAN B 38750BAB3 621442.50000000 PA USD 515020.47000000 0.228560582882 Long LON CORP US N 2 2026-11-09 Floating 5.20000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container Inc 690872AA4 503000.00000000 PA USD 507436.46000000 0.225194880261 Long DBT CORP US N 2 2022-01-15 Fixed 5.00000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0LJ6 927936.00000000 PA USD 860543.63000000 0.381900070241 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 4.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CW3 1125000.00000000 PA USD 618468.75000000 0.274469824461 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N SLM Corp 4K8SLPBF5DXXGPW03H93 SLM Corp 78442PGC4 449000.00000000 PA USD 386952.69000000 0.171725470202 Long DBT CORP US N 2 2022-04-05 Fixed 5.13000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 William Carter Co/The 96926JAC1 547000.00000000 PA USD 528637.21000000 0.234603546634 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAF0 343000.00000000 PA USD 320169.92000000 0.142087990282 Long DBT CORP CH N 2 2024-01-31 Variable 7.00000000 N N N N Y UBS Group AG UBS Group AG USD XXXX N N N KAR Auction Services Inc 5493004HKD20LBSG7D03 KAR Auction Services Inc 48238TAA7 679000.00000000 PA USD 656131.28000000 0.291184052945 Long DBT CORP US N 2 2025-06-01 Fixed 5.13000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 000000000 200000.00000000 PA 186390.00000000 0.082717890889 Long DBT CORP ES N 2 2023-09-24 Variable 5.88000000 N N N N Y Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA EUR XXXX N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCZ3 273000.00000000 PA USD 188370.00000000 0.083596593738 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N SMURFIT KAPPA ACQUISITIO 6354002XN4LUSDRPTR29 Smurfit Kappa Acquisitions ULC 000000000 334000.00000000 PA 362014.05000000 0.160657968177 Long DBT CORP IE N 2 2026-01-15 Fixed 2.88000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 Valvoline Inc 92047WAD3 187000.00000000 PA USD 175432.18000000 0.077854927430 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N MGM GROWTH/MGM FINANCE N/A MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc 55303XAJ4 200000.00000000 PA USD 179836.00000000 0.079809295703 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N MGM GROWTH/MGM FINANCE N/A MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc 55303XAC9 696000.00000000 PA USD 668187.84000000 0.296534625479 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Stacr Remic Trust 2020-HQA2 35565LAH9 83000.00000000 PA USD 53409.12000000 0.023702396913 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 3.91000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 Long: IS1RMP7 CDS USD R F 5.00000 IS1RMP7 CORPORATE / Short: IS1RMP7 CDS USD P V 03MEVENT IS1RMQ8 CORPORATE 000000000 200000.00000000 OU Notional Amount USD -22289.45000000 -0.00989181980 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Avis Budget Group, Inc. Avis Budget Group, Inc. Y sell protection 2023-12-20 14984.59000000 USD 0.00000000 USD 200000.00000000 USD -37274.04000000 N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 GFL Environmental Inc. Effective Date Incremental Term Loan 000000000 307559.22000000 PA USD 296794.65000000 0.131714295162 Long LON CORP CA N 2 2025-05-30 Floating 4.00000000 N N N N N N PANTHER BF AGGREGATOR 2 N/A Panther BF Aggregator 2 LP / Panther Finance Co Inc 69867DAC2 254000.00000000 PA USD 221594.68000000 0.098341351800 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N POLARIS INTERMEDIATE N/A Polaris Intermediate Corp 73107GAA1 270000.00000000 PA USD 213205.50000000 0.094618323333 Long DBT CORP US N 2 2022-12-01 Fixed 8.50000000 N N Y N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0NE5 450000.00000000 PA USD 353439.77000000 0.156852794307 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) JUN20 XCBT 20200630 000000000 415.00000000 NC USD 457218.97000000 0.202908894647 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVM0 Comdty 2020-06-30 51566921.66000000 USD 457218.97000000 N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 Performance Food Group Inc 69346VAA7 190000.00000000 PA USD 176204.10000000 0.078197497280 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 Senegal Government International Bond 000000000 240000.00000000 PA USD 235875.00000000 0.104678805266 Long DBT NUSS SN N 2 2021-05-13 Fixed 8.75000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long: IS1AJ44 CDS USD R F 3.00000 IS1AJ44 CMBX-BBB--399474 / Short: IS1AJ44 CDS USD P V 00MEVENT IS1AJ55 CMBX-BBB--399474 000000000 46000.00000000 OU Notional Amount USD -10152.97000000 -0.00450577962 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -3030.54000000 USD 46000.00000000 USD -7122.43000000 N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAL6 680000.00000000 PA USD 476047.60000000 0.211264839504 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DAU9 88000.00000000 PA USD 84971.92000000 0.037709630383 Long DBT CORP US N 2 2022-03-01 Fixed 3.55000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 Oaktown Re III Ltd 67400KAC4 270000.00000000 PA USD 221495.58000000 0.098297372278 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BS7 373000.00000000 PA USD 392336.32000000 0.174114667685 Long DBT CORP US N 2 2026-02-15 Fixed 5.88000000 N N N N N N Nouryon Finance B.V. (aka AkzoNobel) 549300K7VB5G6LULFT41 Starfruit Finco B.V 2018 USD Term Loan B 000000000 94053.80000000 PA USD 83707.88000000 0.037148662935 Long LON CORP NL N 3 2025-10-01 Floating 3.86000000 N N N N N N DKT Finance ApS 529900CPZ2SMDPG5RV48 DKT Finance ApS 255882AA0 200000.00000000 PA USD 190740.00000000 0.084648374421 Long DBT CORP DK N 2 2023-06-17 Fixed 9.38000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CK6 171000.00000000 PA USD 169113.87000000 0.075050928948 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 Callon Petroleum Co 144577AJ2 125000.00000000 PA USD 22477.50000000 0.009975274384 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBZ5 614000.00000000 PA USD 612913.22000000 0.272004339594 Long DBT CORP US N 2 2023-03-01 Fixed 4.00000000 N N N N N N CITGO Petroleum Corp YX52P86PXMLYDOTUQ225 CITGO Petroleum Corp 17302XAJ5 370000.00000000 PA USD 335072.00000000 0.148701374195 Long DBT CORP US N 2 2022-08-15 Fixed 6.25000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -25977.56000000 -0.01152856362 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 931539.31000000 USD 820933.39000000 EUR 2020-04-08 -25977.56000000 N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAM7 731000.00000000 PA USD 734918.16000000 0.326148828649 Long DBT CORP US N 2 2023-03-01 Fixed 6.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AF6 1024000.00000000 PA USD 934225.92000000 0.414599483433 Long DBT US N 2 2023-11-01 Fixed 5.38000000 N N N N N N ALGECO GLOBAL FINANCE 5493000PLZTCKZAJDO03 Algeco Global Finance PLC 01551UAC8 806000.00000000 PA USD 606297.38000000 0.269068300475 Long DBT CORP GB N 2 2023-02-15 Fixed 8.00000000 N N N N N N Veritas US Inc. 549300RFUWCPWS8FQ104 Veritas Bermuda Ltd. USD Repriced Term Loan B 000000000 98417.35000000 PA USD 83654.75000000 0.037125084408 Long LON CORP US N 2 2023-01-27 Floating 5.95000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 Antero Resources Corp 03674XAC0 651000.00000000 PA USD 350895.51000000 0.155723678898 Long DBT CORP US N 2 2022-12-01 Fixed 5.13000000 N N N N N N Navistar, Inc. 4EW4JDYTYMZ6D6T42H76 Navistar International Corporation 2017 1st Lien Term Loan B 63937YAE1 280539.96000000 PA USD 241264.37000000 0.107070550100 Long LON CORP US N 2 2024-11-06 Floating 4.28000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty Ltd 30251GAW7 205000.00000000 PA USD 203232.90000000 0.090192589985 Long DBT CORP AU N 2 2024-05-15 Fixed 5.13000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 Glencore Finance Canada Ltd 98417EAT7 610000.00000000 PA USD 596061.50000000 0.264525726276 Long DBT CORP CA N 2 2022-10-25 Fixed 4.25000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 WPX Energy Inc 98212BAL7 531000.00000000 PA USD 287802.00000000 0.127723453156 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Motion Acquisition Limited N/A Motion Finco Sarl Delayed Draw Term Loan B2 000000000 19774.26000000 PA USD 15819.41000000 0.007020485167 Long LON CORP GB N 2 2026-11-04 Floating 4.70000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long: IS14VD9 CDS USD R F 5.00000 IS14VD9 CMBX-BB-318623 / Short: IS14VD9 CDS USD P V 00MEVENT IS14VE0 CMBX-BB-318623 000000000 1026271.00000000 OU Notional Amount USD -399863.69000000 -0.17745523408 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -119403.02000000 USD 1026271.00000000 USD -280460.67000000 N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 Forestar Group Inc 346232AE1 303000.00000000 PA USD 251517.27000000 0.111620677594 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N Presidio, Inc. N/A Presidio, Inc. 2020 Term Loan B 74101YAD0 111250.00000000 PA USD 103462.50000000 0.045915552262 Long LON CORP US N 3 2027-01-22 Floating 5.28000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: BS1SM50 CDS USD R V 03MEVENT IS1SM61 CCPCDX / Short: BS1SM50 CDS USD R V 03MEVENT IS1SM61 CCPCDX 000000000 2752150.00000000 OU Notional Amount USD 108709.52000000 0.048244123687 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.31.V4 2I65BRRE2 Y buy protection 2023-12-20 0.00000000 USD -183868.85000000 USD 2752150.00000000 USD 292578.37000000 N N N Arconic Rolled Products Corp 549300B4YFWH3U74B152 ARCONIC ROLLED PRODUTS CORPRTN TERM LOAN B 000000000 150000.00000000 PA USD 135000.00000000 0.059911557863 Long LON CORP US N 3 2027-02-04 None 0.00000000 N N N N N N Acadia Healthcare Company, Inc. 5493005CW985Y9D0NC11 Acadia Healthcare Company, Inc. 2018 Term Loan B4 00404DAG8 297629.30000000 PA USD 270247.40000000 0.119932909203 Long LON CORP US N 2 2023-02-16 Floating 3.50000000 N N N N N N XPO Logistics Inc 54930096DB9LCLPN7H13 XPO Logistics Inc 983793AF7 1311000.00000000 PA USD 1269428.19000000 0.563358670062 Long DBT CORP US N 2 2023-09-01 Fixed 6.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED GBP / SOLD USD 000000000 1.00000000 NC 21804.44000000 0.009676577546 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 303452.67000000 USD 261632.61000000 GBP 2020-05-15 21804.44000000 N N N Honeywell Technologies Sarl (aka Garrett Motion Inc.) 549300YP11GTX4YFND06 Garrett LX III S.a r.l. 2018 USD Term Loan B 36641DAD2 289629.81000000 PA USD 237496.44000000 0.105398383017 Long LON CORP CH N 3 2025-09-27 Floating 3.77000000 N N N N N N PANTHER BF AGGREGATOR 2 N/A Panther BF Aggregator 2 LP / Panther Finance Co Inc 000000000 110000.00000000 PA 100756.59000000 0.044714698310 Long DBT CORP XX N 2 2026-05-15 Fixed 4.38000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 Long: IS1BNJ0 CDS USD R V 00MEVENT IS1BNK1 CMBX-BB-406145 / Short: IS1BNJ0 CDS USD P F 5.00000 IS1BNJ0 CMBX-BB-406145 000000000 540000.00000000 OU Notional Amount USD 210399.00000000 0.093372828613 N/A DCR US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.BB.6 137BEMAE8 Y buy protection 2063-05-11 66409.49000000 USD 0.00000000 USD 540000.00000000 USD 143989.51000000 N N N HONDURAS GOVERNMENT N/A Honduras Government International Bond 000000000 380000.00000000 PA USD 400900.00000000 0.177915137388 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AS1 76000.00000000 PA USD 64786.20000000 0.028751423481 Long DBT CORP US N 2 2025-02-15 Fixed 5.13000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 120111BM0 295000.00000000 PA USD 284701.55000000 0.126347506567 Long DBT CORP US N 2 2024-11-15 Fixed 5.38000000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 Newfield Exploration Co 651290AP3 319000.00000000 PA USD 216511.68000000 0.096085570699 Long DBT CORP US N 2 2022-01-30 Fixed 5.75000000 N N N N N N BELLEMEADE RE LT 254900I4ZKD8IMM1O953 Bellemeade Re 2019-2 Ltd 07877BAE0 341511.00000000 PA USD 303749.14000000 0.134800623533 Long ABS-MBS CORP BM N 2 2029-04-25 Floating 2.95000000 N N N N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 Bellemeade Re 2019-1 Ltd 07876RAC0 184988.00000000 PA USD 144595.46000000 0.064169920507 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 3.65000000 N N N N N N Aldevron, L.L.C. 254900EZVEZ2H0CZ0E75 Aldevron, L.L.C. 2019 Term Loan B 01438KAG0 793571.43000000 PA USD 738021.43000000 0.327526026724 Long LON CORP US N 3 2026-10-12 Floating 5.70000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 AIB Group PLC 00135TAB0 614000.00000000 PA USD 589587.36000000 0.261652572104 Long DBT CORP IE N 2 2025-04-10 Variable 4.26000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2012-C1 90269GAN1 140000.00000000 PA USD 130347.28000000 0.057846730429 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.57000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 Carnival Corp 000000000 785000.00000000 PA 623367.41000000 0.276643797439 Long DBT CORP PA N 2 2022-11-07 Fixed 1.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)JUN20 XCBT 20200619 000000000 28.00000000 NC USD 173508.23000000 0.077001098973 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYM0 Comdty 2020-06-19 3709741.77000000 USD 173508.23000000 N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAU3 12000.00000000 PA USD 8583.12000000 0.003809096966 Long DBT CORP US N 2 2022-07-01 Fixed 5.88000000 N N N N N N Radnor Re LTD 549300ED4YNDE7SVU538 Radnor Re 2018-1 Ltd 750496AB7 150000.00000000 PA USD 151218.09000000 0.067108972955 Long ABS-MBS CORP BM N 2 2028-03-25 Floating 3.65000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2017-C4 17326FAF4 3201783.74000000 PA USD 174776.73000000 0.077564045722 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.11000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 Silgan Holdings Inc 000000000 412000.00000000 PA 403929.50000000 0.179259597125 Long DBT CORP US N 2 2028-06-01 Fixed 2.25000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 720000.00000000 PA USD 554400.00000000 0.246036797625 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.63000000 N N N N N N Dana Incorporated KVWHW7YLZPFJM8QYNJ51 Dana Incorporated 2018 New Term B Advance 23582LAK7 409346.67000000 PA USD 372505.47000000 0.165313948298 Long LON CORP US N 3 2026-02-27 Floating 3.24000000 N N N N N N Intertrust Group BV 724500E2H60ZHP192G28 Intertrust Group BV 000000000 156000.00000000 PA 165614.11000000 0.073497772846 Long DBT CORP NL N 2 2025-11-15 Fixed 3.38000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 91911KAE2 173000.00000000 PA USD 170842.69000000 0.075818160795 Long DBT CORP CA N 2 2023-03-01 Fixed 5.50000000 N N N N N N NIELSEN FINANCE LLC/CO N/A Nielsen Finance LLC / Nielsen Finance Co 65409QBA9 560000.00000000 PA USD 551432.00000000 0.244719630930 Long DBT CORP US N 2 2020-10-01 Fixed 4.50000000 N N N N N N DISH DBS Corp N/A DISH DBS Corp 25470XAE5 391000.00000000 PA USD 396403.62000000 0.175919691976 Long DBT CORP US N 2 2021-06-01 Fixed 6.75000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 (US) LLC Term B-3 Loan 05400KAE0 182760.25000000 PA USD 162048.03000000 0.071915184636 Long LON CORP US N 2 2025-01-15 Floating 2.52288000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PAK4 601333.33000000 PA USD 602836.66000000 0.267532469908 Long DBT NUSS DO N 2 2021-05-06 Fixed 7.50000000 N N N N N N Par Pharmaceutical Inc 549300KK5WR4MGN4YT97 Par Pharmaceutical Inc 69888XAA7 272000.00000000 PA USD 270514.88000000 0.120051613970 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAB8 166000.00000000 PA USD 152715.02000000 0.067773294498 Long DBT CORP US N 2 2023-11-15 Fixed 5.25000000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 Bellemeade Re 2019-4 Ltd 07876LAD1 884000.00000000 PA USD 541988.00000000 0.240528484616 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 3.80000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165BAD5 1070000.00000000 PA USD 1038905.80000000 0.461055295935 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AA9 185000.00000000 PA USD 199602.05000000 0.088581257542 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N Transocean Phoenix 2 Ltd N/A Transocean Phoenix 2 Ltd 893828AA1 238000.00000000 PA USD 211267.84000000 0.093758410524 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 530000.00000000 PA USD 508800.00000000 0.225800004747 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAE1 193000.00000000 PA USD 166719.19000000 0.073988195545 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Government of Jamaica N/A Jamaica Government International Bond 470160CA8 240000.00000000 PA USD 252600.00000000 0.112101181602 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 Marlette Funding Trust 2018-4 57109GAC8 752000.00000000 PA USD 696711.23000000 0.309193001260 Long ABS-O CORP US N 2 2028-12-15 Fixed 4.91000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NAY6 136000.00000000 PA USD 134150.40000000 0.059534514459 Long DBT CORP US N 2 2022-02-13 Fixed 4.13000000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 Freddie Mac Stacr Remic Trust 2020-DNA1 35565HAH8 1821157.00000000 PA USD 1174643.90000000 0.521294414693 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 2.65000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 Gates Global LLC Initial B-2 Dollar Term Loan 36740UAP7 354577.36000000 PA USD 305645.68000000 0.135642287725 Long LON CORP US N 2 2024-04-01 Floating 3.75000000 N N N N N N Boxer Parent Company Inc. (aka BMC Software, Inc.) N/A 05988HAB3T/L BANFF MERGER SUB INC ZCP TERM LOAN 05988HAB3 1027795.96000000 PA USD 848188.62000000 0.376417048786 Long LON CORP US N 2 2025-10-02 Floating 5.24000000 N N N N N N Carlson Travel Inc 5493002YB4LSO97BF704 Carlson Travel Inc 14282LAA1 816000.00000000 PA USD 557866.56000000 0.247575219921 Long DBT CORP US N 2 2023-12-15 Fixed 6.75000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp 81211KAU4 305000.00000000 PA USD 312460.30000000 0.138666543284 Long DBT CORP US N 2 2023-04-01 Fixed 5.25000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty Ltd 30251GAU1 980000.00000000 PA USD 979500.20000000 0.434691725254 Long DBT CORP AU N 2 2022-05-15 Fixed 4.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAS0 20000.00000000 PA USD 20088.80000000 0.008915194841 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LifePoint Health Inc 53219LAS8 147000.00000000 PA USD 140171.85000000 0.062206769645 Long DBT CORP US N 2 2027-02-15 Fixed 4.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD RUB 000000000 1.00000000 NC 40518.06000000 0.017981482194 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 39050777.92000000 RUB 537297.44000000 USD 2020-05-20 40518.06000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 000000000 400000.00000000 PA USD 331875.00000000 0.147282579747 Long DBT NUSS OM N 2 2023-01-17 Fixed 4.13000000 N N N N N N GARRET LX I / BORROWING N/A Garrett LX I Sarl / Garrett Borrowing LLC 000000000 256000.00000000 PA 177875.62000000 0.078939300000 Long DBT CORP XX N 2 2026-10-15 Fixed 5.13000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAD7 511000.00000000 PA USD 448433.16000000 0.199009846023 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A PMT Credit Risk Transfer Trust 2019-2R 69345WAA6 362842.89000000 PA USD 338594.24000000 0.150264506681 Long ABS-MBS CORP US N 2 2023-05-27 Floating 4.36000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MK4 292000.00000000 PA USD 247306.48000000 0.109751973974 Long DBT CORP US N 2 2025-01-30 Variable 4.70000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R05 20754HAE8 442537.00000000 PA USD 373848.00000000 0.165909748770 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 2.95000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 Ghana Government International Bond 000000000 545000.00000000 PA USD 395806.25000000 0.175654585552 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.88000000 N N N N N N BROOKFIELD PPTY REIT INC N/A Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 11284DAA3 236000.00000000 PA USD 191414.88000000 0.084947878955 Long DBT US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Triangle Re 2019-1 Ltd. N/A Mortgage Insurance-Linked Notes Series 2019-1 89600TAB9 905000.00000000 PA USD 760154.03000000 0.337348238173 Long ABS-MBS CORP BM N 2 2029-11-26 Floating 3.85000000 N N N N N N Elevation CLO Ltd N/A Elevation CLO 2020-11 Ltd 28621YAG0 282100.00000000 PA USD 170347.21000000 0.075598272064 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 5.17000000 N N N N N N Lamar Media Corp N/A Lamar Media Corp 513075BE0 671000.00000000 PA USD 666980.71000000 0.295998914080 Long DBT CORP US N 2 2023-05-01 Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPAY9 936000.00000000 PA USD 942991.92000000 0.418489740590 Long DBT CORP US N 2 2022-09-30 Fixed 5.25000000 N N N N N N APX Group Inc 549300OMQVKPRU98OE64 APX Group Inc 00213MAK0 415000.00000000 PA USD 395233.55000000 0.175400427409 Long DBT CORP US N 2 2022-12-01 Fixed 7.88000000 N N N N N N Acadia Healthcare Company, Inc. 5493005CW985Y9D0NC11 Acadia Healthcare Company, Inc. Tranche B-3 Term Loan 00404DAF0 77575.12000000 PA USD 70438.21000000 0.031259725142 Long LON CORP US N 2 2022-02-11 Floating 3.50000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BF7 1150000.00000000 PA USD 810577.50000000 0.359725635510 Long DBT CORP CA N 2 2023-01-15 Fixed 6.13000000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 Apex Tool Group, LLC 2019 Term Loan B 03759DAF5 932175.24000000 PA USD 712722.54000000 0.316298649597 Long LON CORP US N 2 2024-08-01 Floating 6.50000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 000000000 285000.00000000 PA USD 236327.36000000 0.104879557802 Long DBT CORP BR N 2 2030-01-24 Fixed 4.88000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 100.16000000 0.000044449938 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 623468.57000000 USD 565293.74000000 EUR 2020-04-08 100.16000000 N N N Welbilt, Inc. (fka Manitowoc Foodservice, Inc.) 549300UR3W71YLZWI068 Welbilt, Inc. 2018 Term Loan B 56356XAE9 57925.25000000 PA USD 44481.96000000 0.019740618669 Long LON CORP US N 2 2025-10-23 Floating 3.49000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 000000000 427000.00000000 PA 442681.77000000 0.196457440580 Long DBT CORP IT N 2 2022-06-03 Variable 9.25000000 N N N N Y UniCredit SpA UniCredit SpA EUR XXXX N N N RITCHIE BROS AUCTIONEERS 5493002H8U24DJXQ4886 Ritchie Bros Auctioneers Inc 767744AA3 85000.00000000 PA USD 85582.25000000 0.037980488318 Long DBT CORP CA N 2 2025-01-15 Fixed 5.38000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87299ATP9 235000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2024-01-15 Fixed 6.50000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953BX8 96000.00000000 PA USD 96332.16000000 0.042751183540 Long DBT CORP US N 2 2022-03-15 Fixed 7.75000000 N N N N N N eDreams ODIGEO SA 959800Y8LQ5MR2YZ4N96 eDreams ODIGEO SA 000000000 169000.00000000 PA 104536.83000000 0.046392328439 Long DBT CORP LU N 2 2023-09-01 Fixed 5.50000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 Sabra Health Care LP 78572XAF8 371000.00000000 PA USD 354520.18000000 0.157332268724 Long DBT US N 2 2024-06-01 Fixed 4.80000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC 119180.46000000 0.052891015003 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9494569.79000000 ZAR 649543.33000000 USD 2020-04-08 119180.46000000 N N N TPRO ACQUISITION CORP N/A TPro Acquisition Corp 89238QAB5 177000.00000000 PA USD 161884.20000000 0.071842478633 Long DBT CORP US N 2 2024-10-15 Fixed 11.00000000 N N N N N N Level 3 Financing Inc N/A Level 3 Financing Inc 527298BF9 322000.00000000 PA USD 319630.08000000 0.141848415057 Long DBT CORP US N 2 2023-05-01 Fixed 5.13000000 N N N N N N Team Health Holdings, Inc. 549300PVTQ4UDTTMQT11 Team Health Holdings, Inc. 1st Lien Term Loan 87817JAE8 534489.80000000 PA USD 334056.13000000 0.148250541941 Long LON CORP US N 2 2024-02-06 Floating 3.75000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 Xerox Corp 984121CQ4 798000.00000000 PA USD 796547.64000000 0.353499333516 Long DBT CORP US N 2 2023-03-15 Fixed 4.13000000 N N N N N N Acadia Healthcare Co Inc 5493005CW985Y9D0NC11 Acadia Healthcare Co Inc 00404AAJ8 578000.00000000 PA USD 550203.98000000 0.244174648773 Long DBT CORP US N 2 2023-02-15 Fixed 5.63000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BP1 225000.00000000 PA USD 224844.75000000 0.099783698147 Long DBT CORP US N 2 2025-04-01 Fixed 5.65000000 N N N N N N PulteGroup Inc N/A PulteGroup Inc 745867AW1 748000.00000000 PA USD 745150.12000000 0.330689663194 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A COMM 2012-CCRE3 Mortgage Trust 12624PAS4 100000.00000000 PA USD 89670.48000000 0.039794801119 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 000000000 309000.00000000 PA 326433.37000000 0.144867642483 Long DBT CORP GB N 2 2025-06-15 Variable 7.13000000 N N N N Y Barclays PLC Barclays PLC GBP XXXX N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -16180.88000000 -0.00718090169 N/A DFE XX N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 670658.73000000 USD 593314.28000000 EUR 2020-04-08 -16180.88000000 N N N Nine Energy Service Inc 549300KRLJCZBPZMKT65 Nine Energy Service Inc 65441VAA9 283000.00000000 PA USD 70778.30000000 0.031410653451 Long DBT CORP US N 2 2023-11-01 Fixed 8.75000000 N N N N N N Marriott Ownership Resorts, Inc. BW4532OH033VURR0IT68 Marriott Ownership Resorts, Inc. 2019 Refinancing Term Loan 57163KAH1 354464.29000000 PA USD 308383.93000000 0.136857493824 Long LON CORP US N 3 2025-08-29 Floating 2.73938000 N N N N N N Lincoln Financing SARL 222100831I4WRVCLV609 Lincoln Financing SARL 000000000 327000.00000000 PA 298656.30000000 0.132540475545 Long DBT CORP LU N 2 2024-04-01 Fixed 3.63000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BD5 156000.00000000 PA USD 151259.16000000 0.067127199382 Long DBT CORP US N 2 2025-07-15 Fixed 5.50000000 N N N N N N Infor US Inc CIOT8TLNSHRE7MIBDR09 Infor US Inc 45672NAG6 253000.00000000 PA USD 248296.73000000 0.110191436345 Long DBT CORP US N 2 2022-05-15 Fixed 6.50000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAA4 232000.00000000 PA USD 231375.92000000 0.102682161624 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 61332.20000000 0.027218575179 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1426748.11000000 GBP 1835040.62000000 USD 2020-05-15 61332.20000000 N N N Cleaver-Brooks Inc 549300TRZDD68CZBS255 Cleaver-Brooks Inc 185401AG1 72000.00000000 PA USD 59649.12000000 0.026471642254 Long DBT CORP US N 2 2023-03-01 Fixed 7.88000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311VAB3 1011000.00000000 PA USD 832295.64000000 0.369363914038 Long DBT CORP US N 2 2022-04-01 Fixed 4.95000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 AMC Networks Inc 00164VAC7 599000.00000000 PA USD 580317.19000000 0.257538569687 Long DBT CORP US N 2 2022-12-15 Fixed 4.75000000 N N N N N N CITGO Petroleum Corporation YX52P86PXMLYDOTUQ225 Citgo Petroleum Corporation 2019 Term Loan B 17302UAM4 298218.25000000 PA USD 259449.88000000 0.115141085172 Long LON CORP US N 3 2024-03-28 Floating 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007OD9MH69ES1S63 Wells Fargo Commercial Mortgage Trust 2016-LC24 95000HBJ0 2626918.45000000 PA USD 203456.41000000 0.090291781336 Long ABS-MBS CORP US N 2 2049-10-15 Variable 1.67000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 000000000 410000.00000000 PA 428375.16000000 0.190108319892 Long DBT CORP GB N 2 2023-06-27 Variable 7.63000000 N N N N Y Lloyds Banking Group PLC Lloyds Banking Group PLC GBP XXXX N N N STARS GRP HLDS/STARS GRP N/A Stars Group Holdings BV / Stars Group US Co-Borrower LLC 85572NAA6 355000.00000000 PA USD 336319.90000000 0.149255178884 Long DBT CORP NL N 2 2026-07-15 Fixed 7.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 202987.87000000 0.090083848289 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 13157942.33000000 EUR 14717355.87000000 USD 2020-04-08 202987.87000000 N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 Bellemeade Re 2019-3 Ltd 07877GAC3 853000.00000000 PA USD 633406.75000000 0.281099149286 Long ABS-MBS CORP BM N 2 2029-07-25 Floating 2.90000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. 2017 Term Loan B5 000000000 90146.75000000 PA USD 83160.38000000 0.036905688283 Long LON CORP LU N 2 2024-01-02 Fixed 6.63000000 N N N N N N SHEA HOMES LP/FNDG CP N/A Shea Homes LP / Shea Homes Funding Corp 82088KAE8 445000.00000000 PA USD 382984.80000000 0.169964563007 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Rockwood Service Corporation 549300PFYAJBMVGJ7074 Rockwood Service Corporation 2020 Term Loan 000000000 37083.00000000 PA USD 31149.72000000 0.013823912979 Long LON CORP US N 3 2027-01-23 Floating 5.70000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 Univision Communications Inc. Term Loan C5 914908AX6 285165.14000000 PA USD 240251.63000000 0.106621106907 Long LON CORP US N 2 2024-03-15 Floating 3.75000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 78442FEQ7 506000.00000000 PA USD 467296.06000000 0.207380999540 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 HUB INTERNATIONAL LIMITED 2019 INCREMENTAL TERM LOAN B 44332EAT3 727500.00000000 PA USD 682031.25000000 0.302678182955 Long LON CORP US N 3 2025-04-25 Floating 5.69000000 N N N N N N Playtika Holding Corp N/A Playtika Holding Corp Term Loan B 72814CAE8 1112912.50000000 PA USD 1033150.06000000 0.458500960008 Long LON CORP US N 2 2024-12-10 Floating 7.07000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AC5 285000.00000000 PA USD 283463.85000000 0.125798228529 Long DBT CORP US N 2 2027-01-15 Fixed 4.63000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCR5 837000.00000000 PA USD 766474.38000000 0.340153141986 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long: IS14NO4 CDS USD R F 5.00000 IS14NO4 CMBX-BB-314317 / Short: IS14NO4 CDS USD P V 00MEVENT IS14NP5 CMBX-BB-314317 000000000 836000.00000000 OU Notional Amount USD -325728.82000000 -0.14455497071 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -104906.21000000 USD 836000.00000000 USD -220822.61000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 Long: IS1FK02 CDS EUR R F 5.00000 IS1FK02 CORPORATE / Short: IS1FK02 CDS EUR P V 03MEVENT IS1FK13 CORPORATE 000000000 410000.00000000 OU Notional Amount -44443.64000000 -0.01972361266 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 International Game Technology PLC International Game Technology PLC Y sell protection 2022-06-20 18547.57000000 EUR 0.00000000 EUR 410000.00000000 EUR -64361.91000000 N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group PLC 780097BB6 1050000.00000000 PA USD 1040098.50000000 0.461584603453 Long DBT CORP GB N 2 2021-08-15 Variable 8.63000000 N N N N Y Royal Bank of Scotland Group PLC Royal Bank of Scotland Group PLC USD XXXX N N N Comstock Resources Inc I03QQGEA4SS774AURI46 Comstock Resources Inc 22304LAA8 68000.00000000 PA USD 43341.16000000 0.019234343816 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N WEATHERFORD INTL LTD 549300A2JKMG5PGOGF82 Weatherford International Ltd 947075AP2 109000.00000000 PA USD 65297.54000000 0.028978350711 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 Radnor RE 2019-1 Ltd 75049SAB9 271893.24000000 PA USD 270913.39000000 0.120228468451 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 2.90000000 N N N N N N KB Home 549300LGUCWQURMWLG09 KB Home 48666KAT6 144000.00000000 PA USD 143017.92000000 0.063469825107 Long DBT CORP US N 2 2021-12-15 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS1V431 CDS USD R F 5.00000 IS1V431 CMBX / Short: IS1V431 CDS USD P V 01MEVENT IS1V442 CMBX 000000000 84000.00000000 OU Notional Amount USD -32740.40000000 -0.01452983977 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -16421.57000000 USD 84000.00000000 USD -16318.83000000 N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AN8 195000.00000000 PA USD 183514.50000000 0.081441774707 Long DBT CORP US N 2 2026-06-01 Fixed 4.75000000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 KAR Auction Services, Inc. Tranche B-6 Term Loan 48562RAL3 107238.90000000 PA USD 98659.79000000 0.043784160869 Long LON CORP US N 3 2026-09-19 Floating 3.18750000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565ACA9 383000.00000000 PA USD 350747.57000000 0.155658024707 Long DBT CORP FR N 2 2022-03-14 Variable 6.75000000 N N N N Y BNP Paribas SA BNP Paribas SA USD XXXX N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680AW3 323000.00000000 PA USD 263700.43000000 0.117027433855 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 CNH Industrial NV 12594KAA0 854000.00000000 PA USD 868039.76000000 0.385226772658 Long DBT CORP NL N 2 2023-08-15 Fixed 4.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 387.92000000 0.000172154752 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 416212.72000000 EUR 459507.17000000 USD 2020-04-08 387.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -6069.64000000 -0.00269364139 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1339823.96000000 USD 1209109.65000000 EUR 2020-04-08 -6069.64000000 N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21685WDF1 250000.00000000 PA USD 254007.50000000 0.112725815066 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 CSN Resources SA 000000000 366000.00000000 PA USD 238357.50000000 0.105780512247 Long DBT CORP LU N 2 2026-04-17 Fixed 7.63000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAY5 326000.00000000 PA USD 315731.00000000 0.140118045005 Long DBT CORP NL N 2 2028-01-27 Fixed 6.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A Hess Midstream Operations LP 428102AC1 195000.00000000 PA USD 139871.55000000 0.062073499713 Long DBT CORP US N 2 2026-02-15 Fixed 5.63000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 000000000 100000.00000000 PA 100776.33000000 0.044723458711 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co 78454LAK6 115000.00000000 PA USD 50154.95000000 0.022258231030 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 MPH Acquisition Holdings LLC Initial Term Loan 55328HAE1 532486.26000000 PA USD 469029.87000000 0.208150445897 Long LON CORP US N 2 2023-06-07 Floating 4.20013000 N N N N N N FIAT CHRYSLER AUTOMOBILE 549300LKT9PW7ZIBDF31 Fiat Chrysler Automobiles NV 31562QAC1 456000.00000000 PA USD 454463.28000000 0.201685948862 Long DBT CORP NL N 2 2020-04-15 Fixed 4.50000000 N N N N N N Arbor Pharmaceuticals, LLC 549300KF2BE7P33CQW43 Arbor Pharmaceuticals, Inc. Term Loan B 03879RAB8 385875.00000000 PA USD 275418.28000000 0.122227690509 Long LON CORP US N 2 2023-07-05 Floating 6.00000000 N N N N N N Citigroup Capital XVIII N/A Citigroup Capital XVIII 000000000 643000.00000000 PA 745710.62000000 0.330938407106 Long DBT CORP US N 2 2067-06-28 Variable 1.44000000 N N N N N N MEDNAX Inc N/A MEDNAX Inc 58502BAC0 427000.00000000 PA USD 342970.67000000 0.152206719563 Long DBT CORP US N 2 2027-01-15 Fixed 6.25000000 N N N N N N California Resources Corporation 5493003Q8F0T4F4YMR48 California Resources Corporation Second Out Term Loan 000000000 545894.82000000 PA USD 25733.48000000 0.011420243526 Long LON CORP US N 2 2021-12-31 Floating 11.99000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XYX6 738000.00000000 PA USD 637273.92000000 0.282815358021 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 3.20000000 N N N N N N BFLD Trust N/A BFLD 2019-DPLO 054970AN8 160000.00000000 PA USD 117382.93000000 0.052093290391 Long ABS-MBS CORP US N 2 2034-10-15 Floating 2.94000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205AU8 208000.00000000 PA USD 169520.00000000 0.075231165103 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAM1 830000.00000000 PA USD 403089.50000000 0.178886814098 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAB2 271000.00000000 PA USD 272341.45000000 0.120862226224 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XBU7 127414.65000000 PA USD 127265.72000000 0.056479167020 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 7.90000000 N N N N N N Elevation CLO Ltd N/A Elevation CLO 2020-11 Ltd 28621YAE5 250000.00000000 PA USD 172449.25000000 0.076531134961 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 3.52000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: SS1WDT3 CDS EUR R F 5.00000 IS1WDT3 CCPITRAXX / Short: SS1WDT3 CDS EUR P V 03MEVENT IS1WDU4 CCPITRAXX 000000000 3928000.00000000 OU Notional Amount -80207.75000000 -0.03559534263 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y sell protection 2024-12-20 322862.63000000 EUR 0.00000000 EUR 3928000.00000000 EUR -439721.63000000 N N N HighPoint Operating Corp XE2KCQGOGYZ847CKN141 HighPoint Operating Corp 06846NAD6 231000.00000000 PA USD 120307.11000000 0.053391010238 Long DBT CORP US N 2 2022-10-15 Fixed 7.00000000 N N N N N N NOBLE HOLDING INTL LTD 549300GNEZBJHMST9U32 Noble Holding International Ltd 65504LAP2 45000.00000000 PA USD 4632.30000000 0.002055765255 Long DBT CORP KY N 2 2024-01-15 Fixed 7.75000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 78 CLO Ltd 26253LAE2 250000.00000000 PA USD 159500.00000000 0.070784396142 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 3.22000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556HAA5 782000.00000000 PA USD 780553.30000000 0.346401216284 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 AIB Group PLC 000000000 290000.00000000 PA USD 286018.30000000 0.126931866151 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 78 CLO Ltd 26253LAG7 443226.00000000 PA USD 246876.88000000 0.109561322083 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 4.27000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 Newell Brands Inc 651229AV8 205000.00000000 PA USD 208079.10000000 0.092343281776 Long DBT CORP US N 2 2023-04-01 Variable 3.85000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 4192404.29000000 NS USD 4192404.29000000 1.860544238568 Long STIV RF US N 1 N N N Samsonite Finco Sarl 222100JLR1QL2IJ49Q65 Samsonite Finco Sarl 000000000 100000.00000000 PA 71831.84000000 0.031878203248 Long DBT CORP LU N 2 2026-05-15 Fixed 3.50000000 N N N N N N Amentum Government Services Holdings LLC N/A Amentum Government Services Holdings LLC Term Loan B 57776DAB9 60000.00000000 PA USD 55200.00000000 0.024497170326 Long LON CORP US N 3 2027-02-01 Floating 4.99000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAU7 359000.00000000 PA USD 359071.80000000 0.159352229057 Long DBT CORP US N 2 2021-06-15 Fixed 5.88000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 Kenya Government International Bond 000000000 572000.00000000 PA USD 544830.00000000 0.241789733856 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.88000000 N N N N N N Forestar Group Inc 549300BC2UB0GHV60V70 Forestar Group Inc 346232AD3 258000.00000000 PA USD 259251.30000000 0.115052957489 Long DBT CORP US N 2 2024-04-15 Fixed 8.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long: IS14NQ6 CDS USD R F 5.00000 IS14NQ6 CMBX-BB-314349 / Short: IS14NQ6 CDS USD P V 00MEVENT IS14NR7 CMBX-BB-314349 000000000 837000.00000000 OU Notional Amount USD -326118.45000000 -0.14472788435 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -102288.71000000 USD 837000.00000000 USD -223829.74000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC 186597.87000000 0.082810141375 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 21258027.39000000 MXN 1080019.68000000 USD 2020-04-23 186597.87000000 N N N Peabody Energy Corp EJCO258LNNVSKAR2JX59 Peabody Energy Corp 70457LAA2 1430000.00000000 PA USD 995523.10000000 0.441802517110 Long DBT CORP US N 2 2022-03-31 Fixed 6.00000000 N N N N N N Octagon Investment Partners 29, Ltd. 5493003U22XL00FIHD56 Octagon Investment Partners 29 Ltd 67591JAS1 520985.00000000 PA USD 323687.98000000 0.143649267729 Long ABS-CBDO CORP KY N 2 2033-01-24 Floating 4.90000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAB8 932000.00000000 PA USD 803840.68000000 0.356735906760 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: SS1WSP4 CDS USD R F 5.00000 IS1WSP4 CCPCDX / Short: SS1WSP4 CDS USD R F 5.00000 IS1WSP4 CCPCDX 000000000 22319500.00000000 OU Notional Amount USD -1136982.69000000 -0.50458077201 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 Y sell protection 2024-12-20 1282411.88000000 USD 0.00000000 USD 22319500.00000000 USD -2419394.57000000 N N N Tenneco Inc 549300U0EXXFAQFAD785 Tenneco Inc 000000000 230000.00000000 PA 169033.45000000 0.075015239411 Long DBT CORP US N 2 2024-07-15 Fixed 5.00000000 N N N N N N KB Home 549300LGUCWQURMWLG09 KB Home 48666KAV1 355000.00000000 PA USD 358592.60000000 0.159139565216 Long DBT CORP US N 2 2023-05-15 Fixed 7.63000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585ABC5 1656000.00000000 PA USD 1621108.08000000 0.719430448426 Long DBT CORP US N 2 2026-12-15 Fixed 5.13000000 N N N N N N GLOBAL PART/GLP FINANCE N/A Global Partners LP / GLP Finance Corp 37954FAD6 417000.00000000 PA USD 341181.06000000 0.151412509763 Long DBT CORP US N 2 2023-06-15 Fixed 7.00000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAW3 671000.00000000 PA USD 692700.14000000 0.307412922366 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 Allison Transmission Inc 019736AD9 930000.00000000 PA USD 898063.80000000 0.398551120878 Long DBT CORP US N 2 2024-10-01 Fixed 5.00000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 Terraform Global Operating LLC 88104UAC7 268000.00000000 PA USD 263318.04000000 0.116857733258 Long DBT CORP US N 2 2026-03-01 Fixed 6.13000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A Avis Budget Car Rental LLC / Avis Budget Finance Inc 053773BC0 69000.00000000 PA USD 54821.19000000 0.024329058494 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N N Marlette Funding Trust 549300ICATMFOKQ20083 Marlette Funding Trust 2018-3 57109FAC0 756000.00000000 PA USD 631952.65000000 0.280453835239 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.63000000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 Newfield Exploration Co 651290AQ1 1029000.00000000 PA USD 512431.71000000 0.227411718849 Long DBT CORP US N 2 2024-07-01 Fixed 5.63000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0TH2 462000.00000000 PA USD 378839.49000000 0.168124918711 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 2.75000000 N N N N N N COSTA RICA GOVERNMENT N/A Costa Rica Government International Bond 000000000 1054000.00000000 PA USD 866256.25000000 0.384435269972 Long DBT NUSS CR N 2 2025-04-30 Fixed 4.38000000 N N N N N N 1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons) 549300RHSHNRWI5LLA86 1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons) Term B-4 Loan 000000000 1648613.14000000 PA USD 1516724.09000000 0.673105948745 Long LON CORP CA N 3 2026-11-19 Floating 2.73938000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 240000.00000000 PA USD 75000.00000000 0.033284198812 Long DBT NUSS EC N 2 2022-03-28 Fixed 10.75000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 ZF North America Capital Inc 98877DAB1 907000.00000000 PA USD 850448.55000000 0.377419981578 Long DBT CORP US N 2 2022-04-29 Fixed 4.50000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 goeasy Ltd 380355AD9 852000.00000000 PA USD 793024.56000000 0.351935828247 Long DBT CORP CA N 2 2024-12-01 Fixed 5.38000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936BJ8 325000.00000000 PA USD 324031.50000000 0.143801718235 Long DBT US N 2 2023-08-01 Fixed 4.38000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 2014-C24 46643GAL4 225000.00000000 PA USD 194963.33000000 0.086522643159 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.41000000 N N N N N N CD Commercial Mortgage Trust N/A CD 2016-CD1 Mortgage Trust 12514MBD6 4505864.58000000 PA USD 287972.06000000 0.127798923968 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.40000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A PMT Credit Risk Transfer Trust 2020-1R 730151AA5 650598.55000000 PA USD 487664.28000000 0.216420197993 Long ABS-MBS CORP US N 2 2023-02-27 Floating 4.00000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00080QAD7 200000.00000000 PA USD 215232.00000000 0.095517662385 Long DBT CORP NL N 2 2023-05-15 Fixed 7.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCQ3 329000.00000000 PA USD 242637.50000000 0.107679930526 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 CIT Group Inc 125581884 700.00000000 NS USD 12334.00000000 0.005473697442 Long EP CORP US N 1 N N N SPX FLOW Inc 5493003YXEKRBINIEM78 SPX FLOW Inc 78469XAE7 264000.00000000 PA USD 253410.96000000 0.112461076986 Long DBT CORP US N 2 2026-08-15 Fixed 5.88000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AE1 589432.50000000 PA USD 567069.43000000 0.251659355318 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.63000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 000000000 600000.00000000 PA 595565.68000000 0.264305686657 Long DBT CORP ES N 2 2022-04-25 Variable 6.75000000 N N N N Y Banco Santander SA Banco Santander SA EUR XXXX N N N GTL TRADE FIN / GERDAU N/A GTL Trade Finance Inc / Gerdau Holdings Inc 36249SAA1 254000.00000000 PA USD 251460.00000000 0.111595261780 Long DBT CORP VG N 2 2024-04-29 Fixed 5.89000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 000000000 135000.00000000 PA 113157.48000000 0.050218080819 Long DBT CORP GB N 2 2024-07-15 Fixed 3.50000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC -4994.82000000 -0.00221664775 N/A DFE ZA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 35831.72000000 USD 552043.01000000 ZAR 2020-04-08 -4994.82000000 N N N Group 1 Automotive Inc 549300US8QAZJLWYAF63 Group 1 Automotive Inc 398905AK5 1377000.00000000 PA USD 1259128.80000000 0.558787910804 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XC36 328978.96000000 PA USD 271792.02000000 0.120618395059 Long ABS-MBS USGSE US N 2 2030-08-25 Floating 3.15000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BP7 108000.00000000 PA USD 109636.20000000 0.048655374371 Long DBT CORP US N 2 2027-02-15 Fixed 4.19000000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 MGM China Holdings Ltd 55300RAA9 214000.00000000 PA USD 195007.50000000 0.086542245333 Long DBT CORP KY N 2 2024-05-15 Fixed 5.38000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group Inc 000000000 860000.00000000 PA 920038.69000000 0.408303342314 Long DBT CORP US N 2 2027-06-15 Fixed 2.20000000 N N N N N N NIELSEN FINANCE LLC/CO N/A Nielsen Finance LLC / Nielsen Finance Co 65409QBB7 680000.00000000 PA USD 632692.40000000 0.280782128387 Long DBT CORP US N 2 2022-04-15 Fixed 5.00000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057BZ6 258000.00000000 PA USD 248683.62000000 0.110363133994 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N Solera, LLC (Solera Finance, Inc.) 549300F7JH48O4IYRX29 Solera, LLC USD Term Loan B 83421MAB4 672000.00000000 PA USD 626640.00000000 0.278096137921 Long LON CORP US N 2 2023-03-03 Floating 4.36000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R01 20754FAK8 600961.07000000 PA USD 498031.16000000 0.221020908593 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 3.40000000 N N N N N N Titan International Inc 54930043H7SFLNS88586 Titan International Inc 88830MAK8 285000.00000000 PA USD 129828.90000000 0.057616678923 Long DBT CORP US N 2 2023-11-30 Fixed 6.50000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 Cheplapharm Arzneimittel GmbH 000000000 106000.00000000 PA 107795.58000000 0.047838526878 Long DBT CORP DE N 2 2027-02-11 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2018-R07 20753QAE9 699511.20000000 PA USD 598034.51000000 0.265401327037 Long ABS-MBS USGSE US N 2 2031-04-25 Floating 3.35000000 N N N N N N SoFi Consumer Loan Program Trust N/A SoFi Consumer Loan Program 2019-3 Trust 83405TAD5 503000.00000000 PA USD 415459.64000000 0.184376550086 Long ABS-O CORP US N 2 2028-05-25 Fixed 3.89000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 85208NAD2 1385000.00000000 PA USD 1405276.40000000 0.623646654463 Long DBT CORP US N 2 2025-03-20 Fixed 4.74000000 N N N N N N RR Donnelley & Sons Co SU4X0P4WWRGOQDTSV032 RR Donnelley & Sons Co 257867AZ4 19000.00000000 PA USD 18781.88000000 0.008335197706 Long DBT CORP US N 2 2022-02-15 Fixed 7.00000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance Inc 00489LAC7 396000.00000000 PA USD 388939.32000000 0.172607115374 Long DBT CORP US N 2 2024-02-15 Fixed 8.13000000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 Banijay Entertainment SASU 000000000 110000.00000000 PA 109354.46000000 0.048530341169 Long DBT CORP FR N 2 2025-03-01 Fixed 3.50000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAJ8 30000.00000000 PA USD 15941.70000000 0.007074756162 Long DBT CORP CA N 2 2023-09-15 Fixed 3.80000000 N N N N N N Goldentree Loan Opportunities IX Ltd 549300IOBSI2NBFBJX90 GoldenTree Loan Opportunities IX Ltd 38123HAW4 520000.00000000 PA USD 402765.48000000 0.178743017484 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 4.77000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 68205LAA1 276000.00000000 PA USD 211485.00000000 0.093854783812 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.88000000 N N N N N N Eldorado Resorts Inc 5299000BKFWWVND5L441 Eldorado Resorts Inc 28470RAF9 252000.00000000 PA USD 225862.56000000 0.100235391352 Long DBT CORP US N 2 2025-04-01 Fixed 6.00000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NAY4 850000.00000000 PA USD 846855.00000000 0.375825202476 Long DBT CORP US N 2 2022-08-01 Fixed 3.88000000 N N N N N N Wendy's Funding LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 95058XAD0 372427.50000000 PA USD 339892.23000000 0.150840540777 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.57000000 N N N N N N Intertrust Group BV 724500E2H60ZHP192G28 Intertrust Group BV 000000000 400000.00000000 PA 424651.57000000 0.188455830428 Long DBT CORP NL N 2 2025-11-15 Fixed 3.38000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CE3 312000.00000000 PA USD 188438.64000000 0.083627055437 Long DBT CORP US N 2 2023-02-15 Fixed 2.70000000 N N N N N N USIMINAS INTERNATIONAL 529900KLYX6QPXVIVP43 Usiminas International Sarl 91734JAA8 545000.00000000 PA USD 416414.06000000 0.184800111487 Long DBT CORP LU N 2 2026-07-18 Fixed 5.88000000 N N N N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAU2 537000.00000000 PA USD 542020.95000000 0.240543107474 Long DBT CORP NL N 2 2021-06-01 Fixed 4.13000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 Angolan Government International Bond 000000000 710000.00000000 PA USD 280450.00000000 0.124460714094 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group PLC 780097AU5 900000.00000000 PA USD 751383.00000000 0.333455748755 Long DBT CORP GB N 2 2027-09-30 Variable 3.77000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AJ1 1562000.00000000 PA USD 1544146.34000000 0.685275650357 Long DBT CORP US N 2 2024-05-15 Fixed 4.63000000 N N N N N N ADAMS HOMES INC N/A Adams Homes Inc 00623PAA9 435000.00000000 PA USD 415372.80000000 0.184338011422 Long DBT CORP US N 2 2025-02-15 Fixed 7.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAC7 360000.00000000 PA USD 355784.40000000 0.157893316055 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N Dealer Tire, LLC N/A Dealer Tire, LLC 2020 Term Loan B 24228HAM0 129675.00000000 PA USD 105036.75000000 0.046614187595 Long LON CORP US N 2 2025-12-12 Floating 5.24000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AP3 506000.00000000 PA USD 478615.28000000 0.212404348459 Long DBT CORP US N 2 2025-04-01 Fixed 5.00000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 983130AV7 670000.00000000 PA USD 623414.90000000 0.276664872994 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AF4 346000.00000000 PA USD 359580.50000000 0.159577984683 Long DBT CORP US N 2 2021-11-15 Fixed 6.75000000 N N N N N N West Corporation 5493005Z5DB0O5S30R71 West Corporation 2017 Term Loan 68162RAC5 511353.86000000 PA USD 381342.14000000 0.169235568046 Long LON CORP US N 2 2024-10-10 Floating 5.45000000 N N N N N N VF UKRAINE (VFU FUNDING) N/A VF Ukraine PAT via VFU Funding PLC 918212AA9 206000.00000000 PA USD 173040.00000000 0.076793303501 Long DBT CORP UA N 2 2025-02-11 Fixed 6.20000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 Celulosa Arauco y Constitucion SA 151191AZ6 399000.00000000 PA USD 375060.00000000 0.166447621423 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N TOLL BROS FINANCE CORP N/A Toll Brothers Finance Corp 88947EAN0 867000.00000000 PA USD 848186.10000000 0.376415930437 Long DBT CORP US N 2 2023-04-15 Fixed 4.38000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 000000000 472000.00000000 PA 442202.14000000 0.196244585910 Long DBT CORP US N 2 2024-04-01 Fixed 2.20000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AB9 501000.00000000 PA USD 463154.46000000 0.205543001703 Long DBT CORP GB N 2 2022-02-15 Fixed 6.25000000 N N N N N N Envision Healthcare Corp 549300OL60X0LPKY8N60 Envision Healthcare Corp 29373TAA2 147000.00000000 PA USD 36375.15000000 0.016142902992 Long DBT CORP US N 2 2026-10-15 Fixed 8.75000000 N N N N N N TOLL BROS FINANCE CORP N/A Toll Brothers Finance Corp 88947EAK6 237000.00000000 PA USD 231698.31000000 0.102825234862 Long DBT CORP US N 2 2022-02-15 Fixed 5.88000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 Marlette Funding Trust 2019-2 57109HAC6 245000.00000000 PA USD 181474.78000000 0.080536568760 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.11000000 N N N N N N PENSKE AUTO GROUP INC 549300W7UTQ0M4C7LB15 Penske Automotive Group Inc 70959WAE3 1393000.00000000 PA USD 1287870.29000000 0.571543077035 Long DBT CORP US N 2 2022-10-01 Fixed 5.75000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 000000000 506000.00000000 PA USD 500439.06000000 0.222089508890 Long DBT CORP GB N 2 2024-01-26 Fixed 5.20000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 OCI NV 67091GAC7 475000.00000000 PA USD 449516.25000000 0.199490509795 Long DBT CORP NL N 2 2024-11-01 Fixed 5.25000000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 Intrum AB 000000000 115000.00000000 PA 91350.51000000 0.040540380486 Long DBT CORP SE N 2 2026-07-15 Fixed 3.50000000 N N N N N N WR Grace & Co-Conn 549300GJVOEHHLSO6K25 WR Grace & Co-Conn 383909AE8 1381000.00000000 PA USD 1398069.16000000 0.620448158342 Long DBT CORP US N 2 2021-10-01 Fixed 5.13000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAT4 914000.00000000 PA USD 888060.68000000 0.394111843081 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XYS7 149874.83000000 PA USD 148834.94000000 0.066051356443 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 1.55000000 N N N N N N ARES CLO Ltd 549300VDFIIXSFET0S73 Ares XXXIV CLO Ltd 04015GAT6 643832.00000000 PA USD 508622.13000000 0.225721067941 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 2.78000000 N N N N N N FRONT RANGE BIDCO INC N/A Front Range BidCo Inc 98919VAB1 59000.00000000 PA USD 56077.14000000 0.024886435688 Long DBT CORP US N 2 2028-03-01 Fixed 6.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC -64894.87000000 -0.02879965006 N/A DFE ZA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 345797.35000000 USD 5028723.37000000 ZAR 2020-04-08 -64894.87000000 N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953CC3 302000.00000000 PA USD 289165.00000000 0.128328337996 Long DBT CORP US N 2 2023-03-15 Fixed 6.00000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 Virgin Media Secured Finance PLC 92769XAM7 860000.00000000 PA USD 873785.80000000 0.387776803828 Long DBT CORP GB N 2 2026-08-15 Fixed 5.50000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAA0 528000.00000000 PA USD 544162.08000000 0.241493318095 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 Bellemeade Re 2019-4 Ltd 07876LAC3 464864.00000000 PA USD 351521.56000000 0.156001513201 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 3.45000000 N N N N N N Diamond Sports Group, LLC N/A Diamond Sports Group, LLC Term Loan 25277BAB4 117677.89000000 PA USD 90611.98000000 0.040212628762 Long LON CORP US N 3 2026-08-24 Floating 4.18000000 N N N N N N NORDIC AVIATION CAPITAL N/A NORDIC AVIATION CAPITAL 000000000 750000.00000000 PA USD 705416.63000000 0.313056364785 Long DBT CORP US N 2 2023-02-27 Fixed 3.79000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long: IS1AAX0 CDS USD R F 3.00000 IS1AAX0 CMBX-BBB--398730 / Short: IS1AAX0 CDS USD P V 00MEVENT IS1AAY1 CMBX-BBB--398730 000000000 592000.00000000 OU Notional Amount USD -130664.27000000 -0.05798740720 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -41224.51000000 USD 592000.00000000 USD -89439.76000000 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 085790BA0 323000.00000000 PA USD 323684.76000000 0.143647838727 Long DBT CORP US N 2 2022-10-15 Fixed 6.00000000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 GREYWOLF CLO VI Ltd 39809GAA3 550000.00000000 PA USD 519130.70000000 0.230384659049 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 2.82000000 N N N N N N Brookfield WEC Holdings Inc. 5493002M6GRSU1IWMG57 Brookfield WEC Holdings Inc. 2020 Term Loan 11284EAL7 363639.37000000 PA USD 341821.01000000 0.151696512737 Long LON CORP US N 3 2025-08-01 Floating 3.99000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 CB T-MOBILE USA INC REGD 87299ATB0 731000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2023-03-01 Fixed 6.00000000 N N N N N N Specialty Building Products Holdings, LLC 549300ICFD46O3KMJC06 Specialty Building Products Holdings, LLC 2018 Term Loan B 84748EAD2 297753.95000000 PA USD 249121.80000000 0.110557593597 Long LON CORP US N 2 2025-10-01 Floating 6.74000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 401000.00000000 PA USD 387482.29000000 0.171960501024 Long DBT CORP CH N 2 2025-02-19 Variable 7.00000000 N N N N Y UBS Group AG UBS Group AG USD XXXX N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 85227SAY2 656000.00000000 PA USD 388338.88000000 0.172340646516 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABA6 543000.00000000 PA USD 396400.86000000 0.175918467118 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AS9 1323000.00000000 PA USD 1243659.69000000 0.551922885034 Long DBT CORP GB N 2 2024-09-11 Fixed 3.63000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013093AB5 257000.00000000 PA USD 261016.91000000 0.115836516346 Long DBT CORP US N 2 2024-06-15 Fixed 6.63000000 N N N N N N Envision Healthcare Corporation 549300OL60X0LPKY8N60 Envision Healthcare Corporation 2018 1st Lien Term Loan 29373UAC5 275089.28000000 PA USD 138920.09000000 0.061651251928 Long LON CORP US N 2 2025-10-10 Floating 4.74000000 N N N N N N UPC Holding BV 213800G1DU7LKI6ZCD69 UPC Holding BV 90320LAG2 322000.00000000 PA USD 305310.74000000 0.135493644931 Long DBT CORP NL N 2 2028-01-15 Fixed 5.50000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A F-Brasile SpA / F-Brasile US LLC 30191BAB7 268000.00000000 PA USD 259957.32000000 0.115366281623 Long DBT CORP IT N 2 2026-08-15 Fixed 7.38000000 N N N N N N Golden Nugget, Inc. (aka Landry's Inc.) N/A Golden Nugget, Inc. (aka Landry's Inc.) Initial B Term Loan 51508PAG9 1136656.62000000 PA USD 880908.88000000 0.390937950640 Long LON CORP US N 3 2023-10-04 Floating 3.69513000 N N N N N N Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC) N/A Allied Universal Holdco LLC 2019 Term Loan B 01957TAC1 578015.89000000 PA USD 531774.62000000 0.235995895676 Long LON CORP US N 3 2026-07-10 Floating 5.24000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 2020 Term Loan F 89364MBR4 674467.10000000 PA USD 612078.89000000 0.271634072852 Long LON CORP US N 2 2025-12-09 Floating 3.24000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 700000.00000000 PA USD 539000.00000000 0.239202442135 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.63000000 N N N N N N Tervita Corp N/A Tervita Corp 88158UAA6 1031000.00000000 PA USD 722040.23000000 0.320433740883 Long DBT CORP CA N 2 2021-12-01 Fixed 7.63000000 N N N N N N Stars Group Holdings B.V. 549300RNFXC8F8RT6R13 Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan 000000000 165316.44000000 PA USD 157187.83000000 0.069758279795 Long LON CORP NL N 2 2025-07-10 Floating 4.95000000 N N N N N N Meredith Corp 549300YC8BC386CCTS24 Meredith Corp 589433AB7 715000.00000000 PA USD 628356.30000000 0.278857813527 Long DBT CORP US N 2 2026-02-01 Fixed 6.88000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -56850.56000000 -0.02522967122 N/A DFE BR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 3125810.30000000 USD 15953198.03000000 BRL 2020-04-08 -56850.56000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1030.69000000 0.000457409211 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 88092.71000000 EUR 98204.70000000 USD 2020-04-08 1030.69000000 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 Adani Ports & Special Economic Zone Ltd 00652MAC6 546000.00000000 PA USD 504538.13000000 0.223908632368 Long DBT CORP IN N 2 2022-01-19 Fixed 3.95000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XR63 1078137.60000000 PA USD 883716.29000000 0.392183849208 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 3.50000000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A Diamond Sports Group LLC / Diamond Sports Finance Co 25277LAA4 217000.00000000 PA USD 176247.40000000 0.078216713358 Long DBT CORP US N 2 2026-08-15 Fixed 5.38000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 OCI NV 000000000 300000.00000000 PA 311153.29000000 0.138086506208 Long DBT CORP NL N 2 2023-04-15 Fixed 5.00000000 N N N N N N HECLA MINING CO 5493009Y6HOBZD1QD537 Hecla Mining Co 422704AH9 298000.00000000 PA USD 262266.82000000 0.116391213052 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 Callon Petroleum Co 144577AH6 273000.00000000 PA USD 65238.81000000 0.028952286964 Long DBT CORP US N 2 2023-04-15 Fixed 6.25000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long: IS1BNH8 CDS USD R V 00MEVENT IS1BNI9 CMBX-BB-406092 / Short: IS1BNH8 CDS USD P F 5.00000 IS1BNH8 CMBX-BB-406092 000000000 1190000.00000000 OU Notional Amount USD 463657.06000000 0.205766050214 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CMBX.NA.BB.6 137BEMAE8 Y buy protection 2063-05-11 148137.09000000 USD 0.00000000 USD 1190000.00000000 USD 315519.97000000 N N N Level 3 Financing Inc N/A Level 3 Financing Inc 527298BD4 742000.00000000 PA USD 745650.64000000 0.330911788623 Long DBT CORP US N 2 2022-08-15 Fixed 5.38000000 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 Hilcorp Energy I LP / Hilcorp Finance Co 431318AN4 469000.00000000 PA USD 218910.44000000 0.097150114762 Long DBT CORP US N 2 2024-12-01 Fixed 5.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/VA 00130HBZ7 829000.00000000 PA USD 821364.91000000 0.364512972832 Long DBT CORP US N 2 2021-03-15 Fixed 4.00000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 Western Digital Corp 958102AM7 460000.00000000 PA USD 466605.60000000 0.207074580768 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N EUROPCAR MOBILITY 969500XCGTMV08D76N87 Europcar Mobility Group 000000000 400000.00000000 PA 198521.89000000 0.088101894073 Long DBT CORP FR N 2 2026-04-30 Fixed 4.00000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Security Corp/The 00101JAH9 539000.00000000 PA USD 527088.10000000 0.233916068164 Long DBT CORP US N 2 2023-06-15 Fixed 4.13000000 N N N N N N Freddie Mac - STACR 5493007222WHFWMBOC78 Freddie Mac STACR Trust 2019-DNA1 35563KAH3 355952.00000000 PA USD 313167.28000000 0.138980293456 Long ABS-MBS USGSE US N 2 2049-01-25 Floating 3.60000000 N N N N N N U.S. Renal Care, Inc. 54930058SS5MF69JGN89 U.S. Renal Care, Inc. 2019 Term Loan B 90290PAN4 831820.00000000 PA USD 718933.71000000 0.319055100492 Long LON CORP US N 2 2026-06-26 Floating 6.00000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XBH6 131394.66000000 PA USD 121680.77000000 0.054000625871 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 6.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: SS1RLD8 CDS USD R F 5.00000 IS1RLD8 CCPCDX / Short: SS1RLD8 CDS USD P V 03MEVENT IS1RLE9 CCPCDX 000000000 2752150.00000000 OU Notional Amount USD -108709.52000000 -0.04824412368 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S31.V3 2I65BRQY9 Y sell protection 2023-12-20 80677.52000000 USD 0.00000000 USD 2752150.00000000 USD -189387.04000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAH2 161000.00000000 PA USD 123986.10000000 0.055023706699 Long DBT CORP US N 2 2025-02-01 Fixed 6.13000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AH2 79000.00000000 PA USD 70754.77000000 0.031400211088 Long DBT US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Parexel International Corporation 549300GCZVUYB6P2OA17 Parexel International Corporation Term Loan B 69946EAT8 297253.23000000 PA USD 252293.68000000 0.111965240058 Long LON CORP US N 2 2024-09-27 Floating 3.74000000 N N N N N N KOC Holding AS 7890005U0H950VH19H45 KOC Holding AS 49989AAC3 200000.00000000 PA USD 184375.00000000 0.081823655415 Long DBT CORP TR N 2 2025-03-11 Fixed 6.50000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAG6 224000.00000000 PA USD 163100.00000000 0.072382037685 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.38000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0EW5 250000.00000000 PA USD 239979.25000000 0.106500227573 Long ABS-MBS USGSE US N 2 2027-10-25 Floating 4.25000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA Inc 80282KAP1 230000.00000000 PA USD 219792.60000000 0.097541607946 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N Terex Corp YAWJZJYEQ7M1SYMOS462 Terex Corp 880779AZ6 929000.00000000 PA USD 873129.94000000 0.387485740166 Long DBT CORP US N 2 2025-02-01 Fixed 5.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 000000000 383000.00000000 PA USD 373681.61000000 0.165835906666 Long DBT CORP FR N 2 2021-03-30 Variable 7.63000000 N N N N Y BNP Paribas SA BNP Paribas SA USD XXXX N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: SS21GL2 CDS EUR R F 5.00000 IS21GL2 CCPITRAXX / Short: SS21GL2 CDS EUR P V 03MEVENT IS21GM3 CCPITRAXX 000000000 2179000.00000000 OU Notional Amount -68068.24000000 -0.03020795777 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S33.V1 2I667KHL5 Y sell protection 2025-06-20 0.00000000 EUR -62206.05000000 EUR 2179000.00000000 EUR 678.51000000 N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAB6 122000.00000000 PA USD 113649.10000000 0.050436256524 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CR4 87000.00000000 PA USD 41907.03000000 0.018597892242 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AL5 534000.00000000 PA USD 296172.42000000 0.131438156135 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A Fannie Mae Connecticut Avenue Securities 30711XEP5 416923.81000000 PA USD 381405.49000000 0.169263682100 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 4.50000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R07 20753WAF3 970000.00000000 PA USD 781561.30000000 0.346848555916 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 3.05000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AQ4 231000.00000000 PA USD 189068.88000000 0.083906749216 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAE8 137000.00000000 PA USD 134276.44000000 0.059590449664 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 QEP Resources Inc 74733VAC4 588000.00000000 PA USD 229178.88000000 0.101707138741 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAG9 530000.00000000 PA USD 526279.40000000 0.233557175743 Long DBT US N 2 2026-08-01 Fixed 5.25000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAA1 285000.00000000 PA USD 277168.20000000 0.123004286312 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 Universal Health Services Inc 913903AR1 480000.00000000 PA USD 476942.40000000 0.211661942185 Long DBT CORP US N 2 2022-08-01 Fixed 4.75000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498AM3 200000.00000000 PA USD 210626.00000000 0.093473568789 Long DBT CORP US N 2 2025-04-01 Fixed 7.75000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corp 00912X500 1775.00000000 NS USD 27636.75000000 0.012264894420 Long EP CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAB7 294000.00000000 PA USD 295034.88000000 0.130933328035 Long DBT US N 2 2021-06-01 Fixed 4.38000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 761735AT6 1433000.00000000 PA USD 1419658.77000000 0.630029396629 Long DBT CORP US N 2 2023-07-15 Fixed 5.13000000 N N N N N N Denbury Resources Inc 549300KCWA5W52MS5559 Denbury Resources Inc 247916AF6 165000.00000000 PA USD 48274.05000000 0.021423507702 Long DBT CORP US N 2 2021-05-15 Fixed 9.00000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA Inc 000000000 248000.00000000 PA 267039.39000000 0.118509228635 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N Qwest Corp 549300R2L4N683OO1509 Qwest Corp 74913GAX3 265000.00000000 PA USD 267917.65000000 0.118898991041 Long DBT CORP US N 2 2021-12-01 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS1V3P6 CDS USD R F 5.00000 IS1V3P6 CMBX / Short: IS1V3P6 CDS USD P V 01MEVENT IS1V3Q7 CMBX 000000000 126000.00000000 OU Notional Amount USD -49110.60000000 -0.02179475965 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -24477.18000000 USD 126000.00000000 USD -24633.42000000 N N N CROWN EURO HOLDINGS SA 85OKW2SW05RZFQS1W718 Crown European Holdings SA 000000000 116000.00000000 PA 125410.87000000 0.055656004405 Long DBT CORP FR N 2 2023-02-01 Fixed 2.25000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 ARD Finance SA 000000000 251000.00000000 PA 214502.75000000 0.095194029025 Long DBT CORP LU N 2 2027-06-30 Variable 5.00000000 N N Y N N N Pitney Bowes Inc. 549300N2O26NW4ST6W55 Pitney Bowes Inc. Term Loan B 000000000 296000.00000000 PA USD 251600.00000000 0.111657392284 Long LON CORP US N 3 2025-01-17 Floating 6.49000000 N N N N N N Marlette Funding Trust 549300FK0U6W6777SM18 Marlette Funding Trust 2019-1 57109XAC1 344000.00000000 PA USD 303480.21000000 0.134681275272 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.42000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2011-C4 92936CAY5 25353.00000000 PA USD 23239.51000000 0.010313446282 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.22000000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc. Consenting Term Loan 71677HAG0 524228.44000000 PA USD 501361.60000000 0.222498922287 Long LON CORP US N 2 2022-03-11 Floating 5.00000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A Realogy Group LLC / Realogy Co-Issuer Corp 75606DAG6 285000.00000000 PA USD 240380.40000000 0.106678253657 Long DBT US N 2 2027-04-01 Fixed 9.38000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 DaVita Inc 23918KAQ1 790000.00000000 PA USD 788064.50000000 0.349734606605 Long DBT CORP US N 2 2024-07-15 Fixed 5.13000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBE7 267000.00000000 PA USD 270863.49000000 0.120206323364 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N Colfax Corp 635400OP2DYYYMOIYL17 Colfax Corp 15723RAA2 278000.00000000 PA USD 268670.32000000 0.119233017946 Long DBT CORP US N 2 2024-02-15 Fixed 6.00000000 N N N N N N MONGOLIA INTL BOND N/A Mongolia Government International Bond 60937FAB4 260000.00000000 PA USD 232212.50000000 0.103053426891 Long DBT NUSS MN N 2 2022-12-05 Fixed 5.13000000 N N N N N N CIT Group Inc N8O96ZZJQRFYQUJY7K79 CIT Group Inc 125581GQ5 108000.00000000 PA USD 106276.32000000 0.047164295519 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 Consolidated Energy Finance SA 20914UAD8 205000.00000000 PA USD 177634.55000000 0.078832315709 Long DBT CORP LU N 2 2025-06-15 Fixed 6.88000000 N N N N N N Avaya Inc. J6LB5QIFSP2MFEFG4U76 Avaya, Inc. 2018 Term Loan B 05349UBC5 252526.42000000 PA USD 214016.14000000 0.094978076705 Long LON CORP US N 2 2024-12-15 Floating 4.95000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. 2017 Term Loan B4 000000000 53750.00000000 PA USD 49127.50000000 0.021802259695 Long LON CORP LU N 2 2024-01-02 Floating 6.43000000 N N N N N N DISH DBS Corp N/A DISH DBS Corp 25470XAY1 145000.00000000 PA USD 149062.90000000 0.066152522656 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284PAQ7 521000.00000000 PA USD 523657.10000000 0.232393427016 Long DBT US N 2 2023-08-15 Fixed 6.00000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAF4 249000.00000000 PA USD 122246.55000000 0.054251712991 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AB3 424000.00000000 PA USD 407866.80000000 0.181006928805 Long DBT CORP US N 2 2023-02-15 Fixed 5.50000000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 Hertz Corp/The 428040CN7 145000.00000000 PA USD 101569.60000000 0.045075503463 Long DBT CORP US N 2 2022-10-15 Fixed 6.25000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAC4 204000.00000000 PA USD 113570.88000000 0.050401543323 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PBP2 19200000.00000000 PA 390697.67000000 0.173387452320 Long DBT NUSS DO N 2 2022-02-04 Fixed 16.95000000 N N N N N N Transocean Sentry Ltd N/A Transocean Sentry Ltd 89385AAA3 530000.00000000 PA USD 445597.50000000 0.197751410407 Long DBT CORP KY N 2 2023-05-15 Fixed 5.38000000 N N N N N N MTS Systems Corporation 549300E7ZL4ZDETLML64 MTS Systems Corporation 2017 Term Loan B 55377VAK6 159684.50000000 PA USD 143716.05000000 0.063779647744 Long LON CORP US N 3 2023-07-05 Floating 4.24000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R02 20753KAB8 231651.33000000 PA USD 191703.98000000 0.085076178447 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 3.25000000 N N N N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 QEP Resources Inc 74733VAB6 328000.00000000 PA USD 148092.00000000 0.065721647608 Long DBT CORP US N 2 2022-10-01 Fixed 5.38000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R06 20754JAB0 708787.00000000 PA USD 547985.77000000 0.243190230871 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 3.05000000 N N N N N N Freddie Mac - STACR 5493005RUXPCBST1N217 Freddie Mac Stacr Trust 2018-HQA2 35563XAH5 602036.00000000 PA USD 490783.78000000 0.217804598769 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 3.25000000 N N N N N N Townsquare Media, Inc. 549300XBA8C68H0DR538 Townsquare Media, Inc. Additional Term B Loan 89223EAD5 396888.80000000 PA USD 339339.92000000 0.150595431499 Long LON CORP US N 3 2022-04-01 Floating 4.00000000 N N N N N N Geopark Ltd 529900ZR5QI19AH4KZ07 Geopark Ltd 000000000 304000.00000000 PA USD 172520.00000000 0.076562533056 Long DBT CORP BM N 2 2024-09-21 Fixed 6.50000000 N N N N N N KB Home 549300LGUCWQURMWLG09 KB Home 48666KAR0 363000.00000000 PA USD 360353.73000000 0.159921135897 Long DBT CORP US N 2 2022-09-15 Fixed 7.50000000 N N N N N N PANTHER BF AGGREGATOR 2 N/A Panther BF Aggregator 2 LP / Panther Finance Co Inc 69867DAA6 282000.00000000 PA USD 264499.08000000 0.117381866194 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N ALLIANCE DATA SYSTEMS CO 549300G8S4PO686J7H97 Alliance Data Systems Corp 018581AK4 1075000.00000000 PA USD 811732.50000000 0.360238212172 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing Inc 02406PAR1 70000.00000000 PA USD 56798.70000000 0.025206656308 Long DBT CORP US N 2 2025-04-01 Fixed 6.25000000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CJ3 62000.00000000 PA USD 58864.04000000 0.026123232137 Long DBT CORP US N 2 2024-02-01 Fixed 5.50000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 CenturyLink Inc 156700AR7 464000.00000000 PA USD 470960.00000000 0.209007016972 Long DBT CORP US N 2 2021-06-15 Fixed 6.45000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 CenturyLink Inc 156700AS5 260000.00000000 PA USD 263166.80000000 0.116790614562 Long DBT CORP US N 2 2022-03-15 Fixed 5.80000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS211R3 TRS USD R F 1.00000 IS211R3 IBOXXTRS / Short: IS211R3 TRS USD P V 03MLIBOR IS211S4 IBOXXTRS 000000000 1784000.00000000 OU Notional Amount USD 100173.07000000 0.044455738367 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit iBoxx USD Liquid High Yield Index Markit iBoxx USD Liquid High Yield Index Y equity-performance leg 2020-06-20 0.00000000 USD 0.00000000 USD 1784000.00000000 USD 100173.07000000 N N N athenahealth, Inc. 549300Z86PUW4ENZCD61 Athenahealth, Inc. 2019 Term Loan B 04685YAK5 534329.85000000 PA USD 496926.76000000 0.220530787670 Long LON CORP US N 3 2026-02-11 Floating 5.28000000 N N N N N N Oasis Petroleum Inc 529900FA4V2YNIKZ0M71 Oasis Petroleum Inc 674215AG3 173000.00000000 PA USD 34380.29000000 0.015257605434 Long DBT CORP US N 2 2022-03-15 Fixed 6.88000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAB2 583000.00000000 PA USD 571573.20000000 0.253658080332 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0UD9 237935.85000000 PA USD 200389.45000000 0.088930697250 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 3.25000000 N N N N N N GATES GLOBAL/GATES CORP N/A Gates Global LLC / Gates Corp 36740LAA0 1143000.00000000 PA USD 1011555.00000000 0.448917303069 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAE9 152000.00000000 PA USD 126772.56000000 0.056260307880 Long DBT CORP US N 2 2022-10-01 Fixed 3.00000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AR3 362000.00000000 PA USD 317068.56000000 0.140711639845 Long DBT CORP US N 2 2023-05-15 Fixed 5.13000000 N N N N N N TEGNA Inc 549300YC5EDBGX85AO10 TEGNA Inc 364725BB6 1398000.00000000 PA USD 1370040.00000000 0.608009116555 Long DBT CORP US N 2 2021-09-15 Fixed 4.88000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A Diversified Healthcare Trust 81721MAG4 250000.00000000 PA USD 261622.50000000 0.116105270719 Long DBT US N 2 2021-12-15 Fixed 6.75000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -4433.37000000 -0.00196748224 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 309796.70000000 EUR 337299.65000000 USD 2020-04-08 -4433.37000000 N N N DIAMOND SPORTS GR/DIAMON N/A Diamond Sports Group LLC / Diamond Sports Finance Co 25277LAC0 58000.00000000 PA USD 38731.82000000 0.017188767963 Long DBT CORP US N 2 2027-08-15 Fixed 6.63000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME 54930002F1MQXJG7J014 TIAA CLO II Ltd 87271RAA7 500000.00000000 PA USD 477174.50000000 0.211764945686 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 3.10000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBF5 173000.00000000 PA USD 154402.50000000 0.068522180096 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BM2 26000.00000000 PA USD 18594.68000000 0.008252120346 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAQ4 169000.00000000 PA USD 165635.21000000 0.073507136800 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N HARSCO CORP KAO98FK89NPNNPQGUZ43 Harsco Corp 415864AM9 379000.00000000 PA USD 350518.15000000 0.155556210561 Long DBT CORP US N 2 2027-07-31 Fixed 5.75000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938C405 100.00000000 NS USD 1730.00000000 0.000767755519 Long EP CORP US N 1 N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2011-GC5 36191YAJ7 210000.00000000 PA USD 203254.17000000 0.090202029384 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.39000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 ZF North America Capital Inc 98877DAC9 400000.00000000 PA USD 335244.00000000 0.148777705957 Long DBT CORP US N 2 2025-04-29 Fixed 4.75000000 N N N N N N Panther BF Aggregator 2 L P 549300474L1ZLXZY2P98 Panther BF Aggregator 2 LP USD Term Loan B 000000000 129350.00000000 PA USD 117708.50000000 0.052237774879 Long LON CORP CA N 3 2026-04-30 Floating 4.44000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AJ5 387000.00000000 PA USD 359093.43000000 0.159361828220 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty Ltd 30251GAY3 135000.00000000 PA USD 134730.00000000 0.059791734747 Long DBT CORP AU N 2 2023-03-15 Fixed 5.13000000 N N N N N N BWay Holding Company 549300DNGHXL0OMHW304 BWAY Holding Company 2017 Term Loan B 05604XAP1 796649.87000000 PA USD 645788.28000000 0.286593940034 Long LON CORP US N 2 2024-04-03 Floating 5.08000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JPMCC Commercial Mortgage Securities Trust 2017-JP7 465968AG0 1122140.09000000 PA USD 60908.08000000 0.027030355253 Long ABS-MBS CORP US N 2 2050-09-15 Variable 1.07000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568AX8 1127000.00000000 PA USD 1008394.52000000 0.447514715807 Long DBT CORP US N 2 2026-08-15 Fixed 3.25000000 N N N N N N Alphabet Holding Company, Inc. (aka Nature's Bounty) 5493000J3OND4HN47659 Alphabet Holding Company, Inc. 2017 2nd Lien Term Loan 18913EAD9 455222.22000000 PA USD 330036.11000000 0.146466500009 Long LON CORP US N 2 2025-09-26 Floating 8.74000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 18945700.00000000 PA 908201.63000000 0.403050181535 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 520000.00000000 PA USD 515937.50000000 0.228967551000 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.88000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom Inc 11135FAE1 390000.00000000 PA USD 385526.70000000 0.171092631073 Long DBT CORP US N 2 2026-04-15 Fixed 4.25000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 000000000 787000.00000000 PA USD 815780.59000000 0.362034711270 Long DBT CORP NL N 2 2022-04-27 Fixed 6.25000000 N N N N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 Gulfport Energy Corp 402635AH9 400000.00000000 PA USD 97244.00000000 0.043155848391 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 Hertz Corp/The 428040CS6 350000.00000000 PA USD 192146.50000000 0.085272564096 Long DBT CORP US N 2 2024-10-15 Fixed 5.50000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 44106MAZ5 1392000.00000000 PA USD 1021755.84000000 0.453444326891 Long DBT US N 2 2024-10-01 Fixed 4.35000000 N N N N N N Regionalcare Hospital Partners Holdings, Inc. 549300G8ZVHRTBBBSZ90 RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B 75915TAD4 672348.05000000 PA USD 620664.66000000 0.275444345861 Long LON CORP US N 2 2025-11-17 Floating 4.74000000 N N N N N N BI-LO, LLC N/A BI-LO Holding LLC Exit Term Loan B 088612AM8 905804.02000000 PA USD 722831.61000000 0.320784946873 Long LON CORP US N 2 2024-05-31 Floating 9.74000000 N N N N N N MARRIOTT OWNERSHIP/ILG N/A Marriott Ownership Resorts Inc / ILG LLC 57165PAB1 380000.00000000 PA USD 327430.80000000 0.145310291262 Long DBT CORP US N 2 2026-09-15 Fixed 6.50000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 IHO Verwaltungs GmbH 000000000 280752.00000000 PA 241563.50000000 0.107203300799 Long DBT CORP DE N 2 2025-05-15 Fixed 3.63000000 N N Y N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC -16781.82000000 -0.00744759244 N/A DFE ZA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 90020.83000000 USD 1311126.71000000 ZAR 2020-04-08 -16781.82000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED RUB / SOLD USD 000000000 1.00000000 NC 9404.71000000 0.004173709832 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 382630.51000000 USD 30817061.02000000 RUB 2020-05-20 9404.71000000 N N N EMPRESA ELECTRICA COCHRA 5493000S11JF8TJHYT07 Empresa Electrica Cochrane SpA 29246XAB6 274000.00000000 PA USD 243431.88000000 0.108032467884 Long DBT CORP CL N 2 2027-05-14 Fixed 5.50000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884UAA7 650000.00000000 PA USD 603629.00000000 0.267884101936 Long DBT US N 2 2023-07-15 Fixed 5.25000000 N N N N N N Motion Acquisition Limited N/A Motion Finco Sarl USD Term Loan B1 000000000 206403.07000000 PA USD 165122.46000000 0.073279583828 Long LON CORP GB N 2 2026-11-13 Floating 4.70000000 N N N N N N Equate Petrochemical BV 635400Y3Z5R4NJSMQ630 Equate Petrochemical BV 29441WAB1 505000.00000000 PA USD 483221.88000000 0.214448708329 Long DBT CORP NL N 2 2022-03-03 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XDA9 788204.15000000 PA USD 740804.23000000 0.328761003637 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 5.20000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 000000000 485000.00000000 PA USD 434075.00000000 0.192637847996 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.50000000 N N N N N N LPL Holdings Inc 549300Z5YF8CCRMYUL26 LPL Holdings Inc 50212YAB0 385000.00000000 PA USD 369711.65000000 0.164074080827 Long DBT CORP US N 2 2025-09-15 Fixed 5.75000000 N N N N N N Garda World Security Corporation N/A Garda World Security Corporation 2019 1st Lien Term Loan B 000000000 194783.03000000 PA USD 183096.05000000 0.081256071067 Long LON CORP CA N 3 2026-10-30 Floating 6.39000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397XZ1 792000.00000000 PA USD 704880.00000000 0.312818214123 Long DBT CORP US N 2 2023-05-04 Fixed 3.10000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BOBL FUTURE JUN20 XEUR 20200608 000000000 -39.00000000 NC 43787.50000000 0.019432424740 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bobl (FGBM) OEM0 Comdty 2020-06-08 -5312892.17000000 EUR 43787.50000000 N N N Seaworld Parks & Entertainment, Inc. (f/k/a SW Acquisitions Co., Inc.) 549300UZV72O3371JJ53 SeaWorld Parks & Entertainment, Inc. Term Loan B5 78488CAG5 1017193.47000000 PA USD 828382.02000000 0.367627091290 Long LON CORP US N 2 2024-03-31 Floating 3.99000000 N N N N N N PI UK Holdco II Limited 549300N8UN7DUDH51357 PI UK Holdco II Limited Facility B1 000000000 400923.42000000 PA USD 335272.21000000 0.148790225254 Long LON CORP GB N 2 2025-01-03 Floating 4.70013000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057BN3 650000.00000000 PA USD 639600.00000000 0.283847647476 Long DBT CORP US N 2 2022-11-15 Fixed 4.75000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NAL2 130000.00000000 PA USD 130141.70000000 0.057755496222 Long DBT CORP US N 2 2023-05-15 Fixed 4.63000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBF6 357000.00000000 PA USD 334537.56000000 0.148464195432 Long DBT CORP US N 2 2025-02-15 Fixed 6.63000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply LLC 87422VAF5 394000.00000000 PA USD 350459.06000000 0.155529987051 Long DBT CORP US N 2 2027-05-15 Fixed 7.25000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 Axalta Coating Systems LLC 05453GAA3 300000.00000000 PA USD 281277.00000000 0.124827727860 Long DBT CORP US N 2 2024-08-15 Fixed 4.88000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Long: IS1AH40 CDS USD R F 3.00000 IS1AH40 CMBX-BBB--399299 / Short: IS1AH40 CDS USD P V 00MEVENT IS1AH51 CMBX-BBB--399299 000000000 1052000.00000000 OU Notional Amount USD -232193.93000000 -0.10304518572 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -71217.33000000 USD 1052000.00000000 USD -160976.60000000 N N N Intrum AB 549300UNCO2FCUWXX470 Intrum AB 000000000 224714.20000000 PA 208302.17000000 0.092442277859 Long DBT CORP SE N 2 2022-07-15 Fixed 2.75000000 N N N N N N Whatabrands LLC 254900HMMX4HTWIP0085 WHATABRANDS LLC 2020 TERM LOAN B 96244UAD9 206655.15000000 PA USD 169544.02000000 0.075241824923 Long LON CORP US N 3 2026-08-02 Floating 3.77000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 Westlake Chemical Corp 960413AT9 843000.00000000 PA USD 765949.80000000 0.339920338985 Long DBT CORP US N 2 2026-08-15 Fixed 3.60000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 AMC Networks Inc 00164VAD5 711000.00000000 PA USD 691810.11000000 0.307017936560 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 MTN Mauritius Investments Ltd 55377XAC0 408000.00000000 PA USD 381990.00000000 0.169523081394 Long DBT CORP MU N 2 2022-02-13 Fixed 5.37000000 N N N N N N Granite US Holdings Corporation N/A Granite Holdings US Acquisition Co. Term Loan B 38740TAB7 553220.00000000 PA USD 387254.00000000 0.171859188361 Long LON CORP US N 3 2026-09-30 Floating 6.32000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government International Bond 03846JW63 380000.00000000 PA USD 350550.00000000 0.155570345251 Long DBT NUSS EG N 2 2024-03-01 Fixed 6.20000000 N N N N N N CIT Group Inc N8O96ZZJQRFYQUJY7K79 CIT Group Inc 125581GW2 746000.00000000 PA USD 727081.44000000 0.322670976028 Long DBT CORP US N 2 2025-03-07 Fixed 5.25000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing Inc 02406PAU4 211000.00000000 PA USD 161864.43000000 0.071833704918 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAC4 155000.00000000 PA USD 129186.30000000 0.057331499908 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N NEPTUNE ENERGY BONDCO 549300CPMT8I2QBRYF88 Neptune Energy Bondco PLC 64073KAA1 235000.00000000 PA USD 131957.20000000 0.058561195728 Long DBT CORP GB N 2 2025-05-15 Fixed 6.63000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 17184.80000000 0.007626430663 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 576723.28000000 USD 538405.00000000 EUR 2020-04-08 17184.80000000 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAL7 509000.00000000 PA USD 458013.47000000 0.203261485259 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N 2020-04-28 AB BOND FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer