NPORT-P false 0000003794 XXXXXXXX S000051302 C000161785 C000161779 C000161781 C000161780 AB BOND FUND, INC. 811-02383 0000003794 549300RYJMGGIS1UBQ97 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Income Fund S000051302 J4DGJCPMXNWU97A1BX15 2021-10-31 2021-10-31 N 6330768745.50 1693754455.39 4637014290.11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 24466797.37000000 0.00000000 0.00000000 23979512.90000000 AUD BRL CAD EUR USD N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 620000.00000000 PA USD 666500.00000000 0.014373473064 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.87500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 6064000.00000000 PA USD 6278135.00000000 0.135391754418 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 7959000.00000000 PA USD 7940773.89000000 0.171247561322 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N Countrywide Home Loans N/A 12543RBF5 516651.83000000 PA USD 353174.36000000 0.007616417330 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91831AAC5 363000.00000000 PA USD 369980.49000000 0.007978851624 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N INTELLIGENT PACKAGING N/A 45827MAA5 626000.00000000 PA USD 644567.16000000 0.013900478188 Long DBT CORP CA N 2 2028-09-15 Fixed 6.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -22.00000000 NC 52113.21000000 0.001123852693 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Future OEZ1 Comdty 2021-12-08 -2987800.64000000 EUR 52113.21000000 N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAD5 75000.00000000 PA USD 91488.75000000 0.001973009878 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N Elevation CLO Ltd N/A 28621YAG0 4490000.00000000 PA USD 4500915.19000000 0.097064941110 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 3.97400000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 682000.00000000 PA USD 696001.46000000 0.015009689780 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 708000.00000000 PA USD 808734.24000000 0.017440839932 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Jones DesLauriers Insurance Management Inc. N/A 000000000 592600.00000000 PA 480927.27000000 0.010371485613 Long LON CORP CA N 3 2029-03-26 Floating 1.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 8786000.00000000 PA USD 8623371.14000000 0.185968181258 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 1490000.00000000 PA USD 1639089.40000000 0.035347947999 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N Rockwood Service Corporation 549300PFYAJBMVGJ7074 77447JAH0 175760.43000000 PA USD 175321.03000000 0.003780903379 Long LON CORP US N 3 2027-01-23 Floating 4.08700000 N N N N N N SoFi Consumer Loan Program Trust 549300O6TO32N91PEI50 83405L100 16719.00000000 PA USD 351099.00000000 0.007571660944 Long ABS-O CORP US N 3 2026-09-25 None 0.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 120958800000.00000000 PA 29390624.14000000 0.633826473269 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 1455000.00000000 PA USD 1545064.50000000 0.033320244522 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N KAIXO BONDCO TELECOM SA 959800ULWB3MZHZ69055 000000000 3266000.00000000 PA 3744725.29000000 0.080757251449 Long DBT CORP ES N 2 2029-09-30 Fixed 5.12500000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 1376000.00000000 PA USD 1370537.28000000 0.029556460132 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AD5 209000.00000000 PA USD 209757.63000000 0.004523549354 Long DBT CORP CL N 2 2030-03-06 Fixed 3.15000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAF6 2588000.00000000 PA USD 2777907.44000000 0.059907243458 Long DBT US N 2 2028-01-15 Fixed 3.40000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 1146000.00000000 OU Notional Amount USD -317919.50000000 -0.00685612508 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -176687.51000000 USD 1146000.00000000 USD -141231.99000000 N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 308000.00000000 PA USD 132440.00000000 0.002856148196 Long DBT KY N 2 2024-10-30 Fixed 8.37500000 N N N N N N PANAMA NOTAS DEL TESORO 549300SHS4T08CL0LP14 000000000 5330000.00000000 PA USD 5654130.63000000 0.121934725154 Long DBT NUSS PA N 2 2026-04-17 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 33089700.00000000 PA USD 27960796.50000000 0.602991380889 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 1313000.00000000 PA USD 1112767.50000000 0.023997499907 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95000000 N N N N N N LB-UBS Commercial Mortgage Trust N/A 50179MAH4 632133.23000000 PA USD 285481.48000000 0.006156579689 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.45200000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 234000.00000000 PA USD 183690.00000000 0.003961385247 Long DBT KY N 2 2024-06-04 Fixed 5.55000000 N N N N N N Consumer Loan Underlying Bond (CLUB) Certificate N/A 21055AAA5 393481.80000000 PA USD 389196.98000000 0.008393266780 Long ABS-O CORP US N 2 2044-11-15 Variable 5.99700000 N N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AU1 8000000.00000000 PA USD 8878880.00000000 0.191478383384 Long DBT CORP US N 2 2025-07-01 Fixed 5.62500000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 614000.00000000 PA USD 628809.68000000 0.013560658662 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Enova International Inc 549300O8XOCQSB49UO63 29357KAD5 3418000.00000000 PA USD 3477336.48000000 0.074990851061 Long DBT CORP US N 2 2024-09-01 Fixed 8.50000000 N N N N N N Balboa Bay Loan Funding Ltd 549300MALKZHG9DP8554 05766BAG3 1900000.00000000 PA USD 1903505.50000000 0.041050240109 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 4.13200000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8084.46000000 -0.00017434623 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 23322999614.00000000 IDR 1616487.13000000 USD 2022-01-27 -8084.46000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828YS3 78385000.00000000 PA USD 80148662.50000000 1.728454075954 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 1121000.00000000 PA USD 1244310.00000000 0.026834292977 Long DBT CORP US N 2 2025-09-01 Fixed 5.87500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48127FAA1 1561000.00000000 PA USD 1565308.36000000 0.033756815529 Long DBT CORP US N 2 2022-01-01 Variable 3.45100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 9944000.00000000 PA USD 10748842.50000000 0.231805248539 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAA9 1784000.00000000 PA USD 1836949.12000000 0.039614911774 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N L Street Securities N/A 46643HAB4 499017.05000000 PA USD 483294.12000000 0.010422528156 Long ABS-MBS CORP US N 2 2024-11-25 Floating 4.33900000 N N N N N N INDIKA ENERGY CAPITAL IV 254900LQ197HY24XVH34 45569GAA0 4123000.00000000 PA USD 4370380.00000000 0.094249871287 Long DBT CORP SG N 2 2025-10-22 Fixed 8.25000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05550MAV6 10866439.70000000 PA USD 919092.16000000 0.019820774802 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.34100000 N N N N N N ACE Capital Trust II N/A 00440FAA2 750000.00000000 PA USD 1120470.00000000 0.024163608949 Long DBT CORP US N 2 2030-04-01 Fixed 9.70000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 13500000.00000000 OU Notional Amount USD -3745125.00000000 -0.08076587143 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1153389.54000000 USD 13500000.00000000 USD -2591735.46000000 N N N Vantage Drilling International 549300T9QN1134QR7185 000000000 16001.00000000 NS USD 84005.25000000 0.001811623703 Long EC CORP KY N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11920000.00000000 OU Notional Amount USD -640219.02000000 -0.01380670793 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-04-26 0.00000000 USD 0.00000000 USD 11920000.00000000 USD -640219.02000000 N N N Proofpoint, Inc. 529900C5FODDK0WSR085 000000000 6000000.00000000 PA USD 6120000.00000000 0.131981478104 Long LON CORP US N 3 2029-08-31 Floating 6.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 3961000.00000000 PA USD 4314004.32000000 0.093034095866 Long DBT CORP CH N 2 2026-08-21 Fixed 6.37500000 N N N N Y Credit Suisse Group AG USD XXXX N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BK0 790000.00000000 PA USD 975798.13000000 0.021043673125 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAH5 2100000.00000000 PA USD 2247630.00000000 0.048471491769 Long DBT CORP AT N 2 2030-01-15 Fixed 5.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 11909000.00000000 OU Notional Amount USD -3303755.08000000 -0.07124746384 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1333964.80000000 USD 11909000.00000000 USD -1969790.28000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 645000.00000000 PA USD 672896.25000000 0.014511412040 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAA1 4241000.00000000 PA USD 4289517.04000000 0.092506012956 Long DBT CORP US N 2 2025-11-15 Fixed 7.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 3847954.00000000 OU Notional Amount USD -1686280.33000000 -0.03636564876 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -568002.50000000 USD 3847954.00000000 USD -1118277.83000000 N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 2963000.00000000 PA USD 2753367.75000000 0.059378030295 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.62500000 N N N N N N Golden Nugget Online Gaming, Inc. N/A 51509HAC5 110985.91000000 PA USD 119309.85000000 0.002572988620 Long LON CORP US N 3 2023-10-04 Floating 13.00000000 N N N N N N INEOS QUATTRO FINANCE 1 213800QO23X11QXPVT49 000000000 107000.00000000 PA 124849.74000000 0.002692459677 Long DBT CORP GB N 2 2026-07-15 Fixed 3.75000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 0.00000000 PA 0.00000000 0.000000 Long DBT CORP IT N 2 2029-02-20 Fixed 4.87500000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 62528000.00000000 PA 44966613.42000000 0.969732043222 Long DBT NUSS AU N 2 2025-11-21 Fixed 0.25000000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 497000.00000000 PA 573222.00000000 0.012361876934 Long DBT CORP SE N 2 2026-07-15 Fixed 3.50000000 N N N N N N SEAZEN GROUP LTD 5493006M8GRAQRCSCD67 000000000 945000.00000000 PA USD 791437.50000000 0.017067825339 Long DBT KY N 2 2025-07-13 Fixed 4.45000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 1480000.00000000 PA USD 1601789.20000000 0.034543546769 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 667000.00000000 PA USD 649616.31000000 0.014009366142 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 864000.00000000 PA USD 810702.00000000 0.017483275859 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N ARKO CORP N/A 041242AA6 2345000.00000000 PA USD 2286468.80000000 0.049309073833 Long DBT CORP US N 2 2029-11-15 Fixed 5.12500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5872000.00000000 OU Notional Amount USD 57124.09000000 0.001231915332 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Russian Federation Russian Federation Y sell protection 2026-12-20 46164.09000000 USD 0.00000000 USD 5872000.00000000 USD 10960.00000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875BZ4 628000.00000000 PA USD 446390.25000000 0.009626674020 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 2381000.00000000 PA USD 2335427.66000000 0.050364901073 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAL5 4367000.00000000 PA USD 4284551.04000000 0.092398918181 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 8350000.00000000 PA USD 8828538.50000000 0.190392738681 Long DBT CORP US N 2 2028-08-09 Fixed 4.68200000 N N N N N N AMERICAN TIRE DIST HOLDING INC HZ8T88YVE2JVXJ0BTQ24 03021BAL8 3368900.00000000 PA USD 3376480.03000000 0.072815821102 Long LON CORP US N 2 2028-10-08 None 0.00000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AE8 1798000.00000000 PA USD 2088412.96000000 0.045037880613 Long DBT CORP US N 2 2026-06-01 Fixed 5.95000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAA6 1092000.00000000 PA USD 667332.12000000 0.014391418232 Long DBT CORP US N 2 2025-06-01 Fixed 6.50000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 81720TAC9 608000.00000000 PA USD 626354.00000000 0.013507700447 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 000000000 879000.00000000 PA USD 935651.55000000 0.020177887999 Long DBT CORP CH N 2 2023-07-17 Fixed 7.50000000 N N N N Y Credit Suisse Group AG USD XXXX N N N ADAPTHEALTH LLC N/A 00653VAC5 241000.00000000 PA USD 238688.81000000 0.005147467639 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225436AA2 640000.00000000 PA USD 690726.40000000 0.014895929940 Long DBT CORP CH N 2 2024-12-18 Fixed 6.25000000 N N N N Y Credit Suisse Group AG USD XXXX N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 30184000.00000000 OU Notional Amount USD -8373544.67000000 -0.18058052328 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -4058276.31000000 USD 30184000.00000000 USD -4315268.36000000 N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 6453000.00000000 PA USD 6399762.75000000 0.138014729944 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 000000000 600000.00000000 PA 693377.97000000 0.014953112641 Long DBT CORP FR N 2 2025-03-01 Fixed 3.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BM6 3473000.00000000 PA USD 3843742.75000000 0.082892622483 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 444375.00000000 PA USD 441784.29000000 0.009527343725 Long LON CORP US N 2 2027-01-29 Floating 3.58700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AAW33 7029169.60000000 PA USD 1308833.49000000 0.028225780817 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 6.46000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 200000.00000000 PA USD 221154.00000000 0.004769318922 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N Y Australia & New Zealand Bankin USD XXXX N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XGQ1 4031000.00000000 PA USD 4435657.58000000 0.095657621531 Long ABS-MBS USGSE US N 2 2029-09-25 Floating 5.58900000 N N N N N N DIG INTL FIN/DIG INTL HL N/A 25381XAA1 339033.00000000 PA USD 351810.31000000 0.007587000772 Long DBT CORP XX N 2 2024-05-25 Fixed 8.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AT6 1942000.00000000 PA USD 2115575.96000000 0.045623667033 Long DBT CORP GB N 2 2025-03-30 Fixed 6.37500000 N N N N Y HSBC Holdings PLC USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 3117000.00000000 PA USD 3167807.10000000 0.068315663955 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0UX5 4520000.00000000 PA USD 4715621.98000000 0.101695222075 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 4.43900000 N N N N N N Boxer Parent Company Inc. (aka BMC Software, Inc.) 5493006T045HLTF7YX04 05988HAE7 3422887.00000000 PA USD 3397489.18000000 0.073268896049 Long LON CORP US N 2 2025-10-02 Floating 3.88200000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387508 12942.00000000 NS USD 842912.46000000 0.018177913788 Long EC CORP US N 1 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XWW0 4275500.00000000 PA USD 4467244.20000000 0.096338805975 Long ABS-MBS USGSE US N 2 2030-05-25 Floating 4.53900000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XJW5 7080000.00000000 PA USD 7647493.86000000 0.164922801215 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 4.93900000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 3361000.00000000 PA USD 3414145.81000000 0.073628106285 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371H2F4 7034.89000000 PA USD 8098.56000000 0.000174650313 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.50000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 57109GAC8 502634.61000000 PA USD 503377.71000000 0.010855642844 Long ABS-O CORP US N 2 2028-12-15 Fixed 4.91000000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAE8 2453000.00000000 PA USD 2584677.04000000 0.055740113751 Long DBT US N 2 2027-01-15 Fixed 3.20000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 2469599.00000000 PA USD 2593078.95000000 0.055921305990 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAT7 15697849.36000000 PA USD 1105445.69000000 0.023839600674 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.78900000 N N N N N N RKPF OVERSEAS 2020 A LTD 254900LKOLISWWIE7W36 000000000 218000.00000000 PA USD 185300.00000000 0.003996105864 Long DBT VG N 2 2026-07-26 Fixed 5.12500000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAA3 621000.00000000 PA USD 642207.15000000 0.013849583154 Long DBT US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AY0 2797000.00000000 PA USD 3064987.56000000 0.066098298781 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 3286000.00000000 PA USD 3324939.10000000 0.071704309971 Long DBT CORP US N 2 2026-02-18 Fixed 3.87500000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 2417000.00000000 PA USD 2429060.83000000 0.052384156658 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N PEABODY ENERGY CORP EJCO258LNNVSKAR2JX59 704551AB6 1037769.00000000 PA USD 977069.89000000 0.021071099394 Long DBT CORP US N 2 2024-12-31 Fixed 8.50000000 N N Y N N N ENERGY TECHNOLOGY N/A 000000000 497.00000000 NS USD 1018850.00000000 0.021972112576 Long EC CORP US N 3 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 247000.00000000 PA USD 251446.00000000 0.005422584108 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 690874.45000000 0.014899122728 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 735623947.16000000 MXN 36025914.07000000 USD 2022-01-13 690874.45000000 N N N Nexa Resources SA 549300QRMRHM7GAU7L47 000000000 5600000.00000000 PA USD 5942300.00000000 0.128149270807 Long DBT CORP LU N 2 2027-05-04 Fixed 5.37500000 N N N N N N GENERATION BDGE AQSTN LLC 25490066N7XDZZBNGZ02 000000000 50000.00000000 PA USD 50125.00000000 0.001080975749 Long LON CORP US N 3 2028-08-05 None 0.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAH6 1315000.00000000 PA USD 1437939.35000000 0.031010026280 Long DBT CORP US N 2 2025-10-01 Fixed 4.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 1811000.00000000 PA USD 1845119.24000000 0.039791105322 Long DBT CORP US N 2 2025-01-30 Fixed 4.70000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -79247.81000000 -0.00170902665 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6186152.35000000 USD 34466147.83000000 BRL 2021-11-03 -79247.81000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AY8 2193000.00000000 PA USD 2455063.50000000 0.052944919864 Long DBT CORP LR N 2 2023-06-01 Fixed 10.87500000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270YAL3 781890.00000000 PA USD 776577.29000000 0.016747355979 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.08000000 N N N N N N ADVISOR GROUP HOLDINGS I N/A 00791GAA5 4330000.00000000 PA USD 4810153.70000000 0.103733855430 Long DBT CORP US N 2 2027-08-01 Fixed 10.75000000 N N N N N N BELLEMEADE RE LT 254900I4ZKD8IMM1O953 07877BAE0 9029137.00000000 PA USD 9051624.97000000 0.195203732481 Long ABS-MBS CORP BM N 2 2029-04-25 Floating 2.08900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 2540000.00000000 PA USD 2625471.00000000 0.056619860016 Long DBT CORP US N 2 2024-09-12 Fixed 5.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000.00000000 PA USD 210178.00000000 0.004532614886 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AS4 1764000.00000000 PA USD 1928651.76000000 0.041592534319 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 1880000.00000000 PA USD 1937095.60000000 0.041774630803 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 333000.00000000 PA 502931.63000000 0.010846022861 Long DBT CORP GB N 2 2025-06-15 Fixed 7.12500000 N N N N Y Barclays PLC GBP XXXX N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 801000.00000000 PA USD 762095.43000000 0.016435045965 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAA4 2218000.00000000 PA USD 2429819.00000000 0.052400507050 Long DBT CORP LU N 2 2027-01-20 Fixed 5.30000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83406CAD1 1000000.00000000 PA USD 1025262.40000000 0.022110399836 Long ABS-O CORP US N 2 2028-04-25 Fixed 4.20000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAE6 4940000.00000000 PA USD 5632291.60000000 0.121463753346 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 667000.00000000 PA USD 675791.06000000 0.014573840357 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBG0 146000.00000000 PA USD 165201.92000000 0.003562678690 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 480000.00000000 PA USD 134400.00000000 0.002898416774 Long DBT KY N 2 2024-06-30 Fixed 9.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002MAY5 19386933.93000000 PA USD 1872599.46000000 0.040383732782 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.59400000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 1365000.00000000 PA USD 1421497.35000000 0.030655444669 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1280000.00000000 PA USD 371200.00000000 0.008005151090 Long DBT KY N 2 2025-07-23 Fixed 9.95000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAB0 1445000.00000000 PA USD 1538744.38000000 0.033183947336 Long DBT CORP VG N 2 2024-05-15 Fixed 5.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AE4 207000.00000000 PA USD 218107.62000000 0.004703621907 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N Triangle Re 2019-1 Ltd. N/A 89600TAB9 10015338.93000000 PA USD 10017504.25000000 0.216033499645 Long ABS-MBS CORP BM N 2 2029-11-26 Floating 2.98900000 N N N N N N HUARONG FINANCE 2017 CO 5493006V07LYI3HE6G83 000000000 400000.00000000 PA USD 390125.00000000 0.008413280089 Long DBT CORP VG N 2 2027-04-27 Fixed 4.75000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 74442PSF3 6915000.00000000 PA USD 7321997.54000000 0.157903277451 Long DBT MUN US N 2 2041-07-25 Fixed 5.75000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 1286000.00000000 PA USD 1293278.76000000 0.027890333716 Long DBT CORP US N 2 2030-03-01 Fixed 5.12500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 4658000.00000000 PA USD 5368345.00000000 0.115771586286 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 1509000.00000000 PA USD 1573585.20000000 0.033935310558 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 47409.45000000 0.001022413282 N/A DFE BR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 11011089.14000000 USD 62411954.36000000 BRL 2021-11-03 47409.45000000 N N N CENOVUS ENERGY INC 549300NKHFE6ZRF37I48 448055AP8 2000000.00000000 PA USD 2240480.00000000 0.048317297722 Long DBT CORP CA N 2 2029-04-15 Fixed 4.40000000 N N N N N N Home Re Ltd 254900GFKVQN72ENGJ20 43731AAC7 2000000.00000000 PA USD 2060317.40000000 0.044431982976 Long ABS-MBS CORP BM N 2 2029-05-25 Floating 4.43900000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 293047.00000000 OU Notional Amount USD -29366.57000000 -0.00063330773 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Markit CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -11606.40000000 USD 293047.00000000 USD -17760.17000000 N N N CHAMBERLAIN GROUP INC N/A 000000000 230000.00000000 PA USD 229521.60000000 0.004949771245 Long LON CORP US N 2 2028-11-03 None 0.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AF0 6341000.00000000 PA USD 6968949.23000000 0.150289578465 Long DBT CORP NL N 2 2025-04-16 Fixed 6.50000000 N N N N Y ING Groep NV USD XXXX N N N UNIFRAX ESCROW ISS CORP N/A 90473LAA0 360000.00000000 PA USD 360162.00000000 0.007767109986 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N ALLIANCE DATA SYSTEMS CO 549300G8S4PO686J7H97 018581AL2 824000.00000000 PA USD 874832.56000000 0.018866289928 Long DBT CORP US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEJ9 1187892.12000000 PA USD 1276043.10000000 0.027518636350 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 9.58900000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 588000.00000000 PA USD 426300.00000000 0.009193415705 Long DBT KY N 2 2024-04-26 Fixed 5.95000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 1180000.00000000 PA USD 1646123.60000000 0.035499644750 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 5393000.00000000 PA USD 5648574.27000000 0.121814898911 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 13543000.00000000 OU Notional Amount USD -3757053.92000000 -0.08102312576 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1123231.40000000 USD 13543000.00000000 USD -2633822.52000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 46860000.00000000 OU Notional Amount USD -2387771.32000000 -0.05149372356 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-04-02 0.00000000 USD 0.00000000 USD 46860000.00000000 USD -2387771.32000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHA1 3123000.00000000 PA USD 3134211.57000000 0.067591156160 Long DBT CORP US N 2 2022-01-30 Variable 3.59900000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 111172520.63000000 NS USD 111172520.63000000 2.397502221787 Long STIV RF US N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAP6 7500000.00000000 PA USD 6463932.00000000 0.139398578386 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.36300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BDA55 3519205.34000000 PA USD 713688.86000000 0.015391129191 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 6.01000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FM5 122902500.00000000 PA USD 169835892.19000000 3.662613086015 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 2079000.00000000 PA USD 2138604.93000000 0.046120300611 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 4846000.00000000 PA USD 4283864.00000000 0.092384101751 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 567000.00000000 OU Notional Amount USD -56819.70000000 -0.00122535097 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -21669.66000000 USD 567000.00000000 USD -35150.04000000 N N N iHeartMedia Inc N/A 45174J509 14385.00000000 NS USD 278781.30000000 0.006012086281 Long EC CORP US N 1 N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 1716000.00000000 PA USD 1816849.32000000 0.039181447507 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 284902AF0 2385000.00000000 PA USD 2423637.00000000 0.052267188504 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 85227SAT3 285000.00000000 PA USD 178534.69000000 0.003850207888 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 2348000.00000000 PA USD 2452204.24000000 0.052883258204 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N TRUST FIBRAUNO N/A 898339AA4 4814000.00000000 PA USD 5139847.63000000 0.110843903176 Long DBT MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N Flagship Credit Auto Trust N/A 33843QAJ3 1000000.00000000 PA USD 1006915.20000000 0.021714731441 Long ABS-O CORP US N 2 2023-12-15 Fixed 6.46000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0JU4 3977697.75000000 PA USD 4124982.35000000 0.088957723481 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 4.73900000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AM8 1377000.00000000 PA USD 1501188.19000000 0.032374025527 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N SUGAR HSP GMNG PROP/FIN N/A 865033AC8 688000.00000000 PA USD 682482.24000000 0.014718139675 Long DBT CORP US N 2 2025-05-15 Fixed 5.87500000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 5423000.00000000 PA USD 5891750.56000000 0.127059141753 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.62500000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 1846000.00000000 PA USD 1926744.04000000 0.041551393190 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAC6 2692000.00000000 PA USD 2724087.56000000 0.058746585401 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.11000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EH3 6520000.00000000 PA USD 7123491.20000000 0.153622368928 Long DBT CORP US N 2 2024-09-05 Fixed 6.25000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 233000.00000000 PA USD 139800.00000000 0.003014871019 Long DBT KY N 2 2024-09-10 Fixed 7.10000000 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAE3 605287.00000000 PA USD 603381.56000000 0.013012285972 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.42200000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAC2 1010000.00000000 PA USD 1117605.40000000 0.024101832128 Long DBT US N 2 2026-09-15 Fixed 4.45000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAD5 831000.00000000 PA USD 924678.63000000 0.019941250385 Long DBT CORP US N 2 2026-08-01 Fixed 10.12500000 N N N N N N Tenneco Inc 549300U0EXXFAQFAD785 880349AR6 680000.00000000 PA USD 663108.80000000 0.014300339798 Long DBT CORP US N 2 2026-07-15 Fixed 5.00000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 2517000.00000000 PA USD 2574639.30000000 0.055523643856 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N MetLife Capital Trust IV N/A 591560AA5 4117000.00000000 PA USD 5727364.55000000 0.123514058652 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 2880000.00000000 PA USD 2965622.40000000 0.063955429387 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAG6 1800000.00000000 PA USD 1933218.00000000 0.041691008029 Long DBT CORP ES N 2 2025-03-05 Fixed 6.50000000 N N N N Y Banco Bilbao Vizcaya Argentaria SA USD XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A3U46 4606000.00000000 PA USD 6433246.26000000 0.138736821961 Long DBT USGSE US N 2 2029-09-15 Fixed 6.75000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAA7 459000.00000000 PA USD 518849.01000000 0.011189290727 Long DBT US N 2 2026-06-01 Fixed 4.87500000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 1258000.00000000 PA USD 1238979.04000000 0.026719327620 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAJ3 1661000.00000000 PA USD 1793298.65000000 0.038673563155 Long DBT CORP GB N 2 2025-10-15 Fixed 7.75000000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAA9 569000.00000000 PA USD 568573.25000000 0.012261623847 Long DBT CORP KY N 2 2024-05-15 Fixed 5.37500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 532000.00000000 PA USD 536655.00000000 0.011573287603 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N ROLLER BEARING CO OF AME N/A 775631AD6 667000.00000000 PA USD 680119.89000000 0.014667194178 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 1651700.00000000 PA USD 1653500.35000000 0.035658728797 Long LON CORP US N 2 2028-02-01 Floating 4.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 800000.00000000 PA USD 876640.00000000 0.018905268458 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 3804000.00000000 PA USD 3836809.50000000 0.082743102780 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N UNIFRAX ESCROW ISS CORP N/A 90473LAC6 280000.00000000 PA USD 278378.80000000 0.006003406126 Long DBT CORP US N 2 2029-09-30 Fixed 7.50000000 N N N N N N Monitronics International Inc SCAKOG18M6QWWML8YF46 609453105 34103.00000000 NS USD 204618.00000000 0.004412710144 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AW3 3952000.00000000 PA USD 4398536.48000000 0.094857082700 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 1278000.00000000 PA USD 1314678.60000000 0.028351834127 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N Jones DesLauriers Insurance Management Inc. N/A 000000000 5923000.00000000 PA 4806838.03000000 0.103662351014 Long LON CORP CA N 3 2029-03-26 Floating 8.00000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAE2 2044000.00000000 PA USD 2190146.00000000 0.047231814762 Long DBT CORP ID N 2 2025-05-15 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJQ4 2998000.00000000 PA USD 3270188.42000000 0.070523578652 Long DBT CORP US N 2 2024-02-01 Fixed 6.75000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 3586000.00000000 PA USD 3690890.50000000 0.079596271848 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 1437000.00000000 PA USD 1498949.07000000 0.032325737559 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4809942.50000000 OU Notional Amount USD -2107850.42000000 -0.04545706112 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -114953.63000000 USD 4809942.50000000 USD -1992896.79000000 N N N Ballyrock Ltd N/A 05875TAG2 2750000.00000000 PA USD 2750437.25000000 0.059314832302 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.22400000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAP9 3307001.94000000 PA USD 3440055.19000000 0.074186857636 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 4.98900000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83405BAD4 3000000.00000000 PA USD 3045629.40000000 0.065680828426 Long ABS-O CORP US N 2 2028-08-25 Fixed 3.48000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 95515000.00000000 PA 65705025.33000000 1.416968359794 Long DBT NUSS AU N 2 2031-11-21 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXHL2 2262817.88000000 PA USD 527654.28000000 0.011379181667 Long ABS-MBS USGSE US N 2 2047-07-25 Floating 6.06100000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 400000.00000000 PA USD 302000.00000000 0.006512811501 Long DBT KY N 2 2026-08-14 Fixed 6.00000000 N N N N N N Great Wolf Trust N/A 39152TAL4 5005000.00000000 PA USD 4954697.75000000 0.106851034739 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.02300000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 5343000.00000000 PA USD 5809844.63000000 0.125292791147 Long DBT CORP MX N 2 2034-09-13 Fixed 5.87500000 N N N N Y BBVA Bancomer SA/Texas USD XXXX N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740AV1 225000.00000000 PA USD 225875.25000000 0.004871135516 Long DBT CORP US N 2 2022-01-13 Fixed 2.80000000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809GAC9 5300000.00000000 PA USD 5300646.60000000 0.114311629604 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 1.75500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286X3 274370200.00000000 PA USD 286588247.97000000 6.180447806280 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N SEPLAT ENERGY PL 029200711C4S4CB2E982 81733LAB3 2065000.00000000 PA USD 2115179.50000000 0.045615117134 Long DBT CORP NG N 2 2026-04-01 Fixed 7.75000000 N N N N N N L Street Securities N/A 46645DAB1 892727.50000000 PA USD 899578.02000000 0.019399940645 Long ABS-MBS CORP US N 2 2025-10-25 Floating 5.58900000 N N N N N N UBS Commercial Mortgage Trust N/A 90269GAN1 2000000.00000000 PA USD 1892500.80000000 0.040812917140 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.53600000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -227223750.00000000 PA USD -227223750.00000000 -4.90021672964 Short RA CORP US N 1 Reverse repurchase N 0.11000000 2023-09-29 172629629.60000000 USD 227223750.00000000 USD UST N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XNW0 7280000.00000000 PA USD 7611719.02000000 0.164151295290 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 3.68900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EZ7 106821700.00000000 PA USD 136264431.06000000 2.938624350384 Long DBT UST US N 2 2027-02-15 Fixed 6.62500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 4529000.00000000 PA USD 4588556.35000000 0.098954975398 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 83001WAC8 820000.00000000 PA USD 872086.40000000 0.018807067337 Long DBT CORP US N 2 2025-07-01 Fixed 7.00000000 N N N N N N TRITON WATER HOLDINGS IN N/A 89680EAA7 1264000.00000000 PA USD 1263140.48000000 0.027240383595 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KM2 1388000.00000000 PA USD 1602557.04000000 0.034560105700 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 46143NAB6 1306000.00000000 PA USD 1390890.00000000 0.029995378771 Long DBT CORP BM N 2 2029-04-26 Fixed 6.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAC2 760000.00000000 PA USD 833811.20000000 0.017981639646 Long DBT CORP US N 2 2026-11-10 Fixed 5.30000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAG2 1133000.00000000 PA USD 1124230.58000000 0.024244708117 Long DBT CORP BR N 2 2030-01-24 Fixed 4.87500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBF0 3255047.43000000 PA USD 3443889.33000000 0.074269543170 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 5.78900000 N N N N N N ALLIANCE DATA SYSTEMS CO 549300G8S4PO686J7H97 018581AK4 4513000.00000000 PA USD 4618423.68000000 0.099599082320 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAK6 2706000.00000000 PA USD 3041374.88000000 0.065589077145 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 2392000.00000000 PA USD 2436850.00000000 0.052552134790 Long DBT CORP US N 2 2029-09-01 Fixed 5.62500000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAB8 277000.00000000 PA USD 301029.75000000 0.006491887476 Long DBT CORP ID N 2 2023-11-15 Fixed 5.71000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 9557000.00000000 OU Notional Amount USD -2651271.08000000 -0.05717625424 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -932343.55000000 USD 9557000.00000000 USD -1718927.53000000 N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAK0 546000.00000000 PA USD 544449.36000000 0.011741377661 Long DBT CORP GB N 2 2028-01-15 Fixed 5.87500000 N N N N N N Consumer Loan Underlying Bond (CLUB) Certificate N/A 21055KAA3 889736.58000000 PA USD 895322.97000000 0.019308177934 Long ABS-O CORP US N 2 2044-10-17 Variable 12.98500000 N N N N N N MAV ACQUISITION CORP N/A 57767XAA8 4782000.00000000 PA USD 4704818.52000000 0.101462238967 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 1741250.00000000 PA USD 1840065.94000000 0.039682127871 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 161051100.00000000 PA USD 163567523.44000000 3.527431946648 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N YANGO JUSTICE INTL 3003007ELD2HAYCXPT77 000000000 400000.00000000 PA USD 80000.00000000 0.001725248079 Long DBT HK N 2 2023-11-25 Fixed 8.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBJ8 1497000.00000000 PA USD 1706969.22000000 0.036811817113 Long DBT CORP US N 2 2025-05-01 Fixed 5.80000000 N N N N N N FlexPath Capital, Inc. N/A 000000000 17195.00000000 NS USD 0.02000000 0.000000000431 N/A DE US N 3 N/A N/A Call Purchased Flexpath Capital Inc Flexpath Capital Inc 1.00000000 1.00000000 USD 2031-04-15 XXXX 0.02000000 N N N US ACUTE CARE SOLUTIONS N/A 90367UAA9 656000.00000000 PA USD 680475.36000000 0.014674860102 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 2194000.00000000 PA USD 2202995.40000000 0.047508919795 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N Elmwood CLO XII Ltd. N/A 29002YAG7 4850000.00000000 PA USD 4850000.00000000 0.104593164837 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 0.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 5000000.00000000 OU Notional Amount USD -1387083.33000000 -0.02991328564 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -494684.98000000 USD 5000000.00000000 USD -892398.35000000 N N N ODEBRECHT HOLDCO FIN LTD N/A 67577TAA6 5578350.00000000 PA USD 13945.88000000 0.000300751283 Long DBT CORP KY N 2 2058-09-10 None 0.00000000 N N N N N N IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 549300HVW4WNWYBXN830 44988LAF4 555423.23000000 PA USD 553801.39000000 0.011943059808 Long LON CORP US N 2 2025-02-05 Floating 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EV6 66713900.00000000 PA USD 81265869.44000000 1.752547315054 Long DBT UST US N 2 2025-08-15 Fixed 6.87500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 2159000.00000000 PA USD 2182360.38000000 0.047063913187 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XY32 6873000.00000000 PA USD 7229918.33000000 0.155917533948 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 4.33900000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AR9 225000.00000000 PA USD 234562.50000000 0.005058481283 Long DBT CORP KY N 2 2030-04-07 Fixed 3.42500000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 147447.00000000 PA USD 157031.06000000 0.003386469184 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BR5 1372000.00000000 PA USD 1446859.75000000 0.031202400067 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N INDUSTRIAS PENOLES SAB D 549300WA2HB7776CB324 000000000 970000.00000000 PA USD 1175700.63000000 0.025354690679 Long DBT CORP MX N 2 2049-09-12 Fixed 5.65000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 4430000.00000000 PA USD 4622705.00000000 0.099691411558 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N ATHABASCA OIL CORP 549300STK2KBVO6WED71 04682RAE7 3771000.00000000 PA USD 3799093.95000000 0.081929744277 Long DBT CORP CA Y 2 2026-11-01 Fixed 9.75000000 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 2965000.00000000 PA USD 3212547.85000000 0.069280525118 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5017.45000000 0.000108204324 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 3161476.47000000 EUR 3660109.28000000 USD 2021-11-08 5017.45000000 N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 07876RAC0 1340439.00000000 PA USD 1345392.32000000 0.029014193958 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 2.78900000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 9543000.00000000 OU Notional Amount USD -2647387.25000000 -0.05709249711 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1038836.81000000 USD 9543000.00000000 USD -1608550.44000000 N N N CSAIL Commercial Mortgage Trust N/A 22945DAS2 960141.00000000 PA USD 1071831.51000000 0.023114690681 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.47600000 N N N N N N MOZART DEBT MERGER SUB N/A 62482BAA0 1420000.00000000 PA USD 1413169.80000000 0.030475856048 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -25200000.00000000 NC USD -62024.51000000 -0.00133759583 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 25200000.00000000 OU Notional Amount N/A -62024.51000000 0.00000000 DIR US N/A N/A 2031-11-03 0.00000000 N/A 0.00000000 N/A 25200000.00000000 USD 1.00000000 0.01564000 USD 2021-11-01 XXXX 143985.49000000 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0BK4 1120573.00000000 PA USD 1147812.78000000 0.024753272433 Long ABS-MBS USGSE US N 2 2024-08-25 Floating 4.08900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9TC9 14504240.10000000 PA USD 15048510.26000000 0.324530167873 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F4W73 7986945.79000000 PA USD 1411008.99000000 0.030429256882 Long ABS-MBS USGSE US N 2 2048-04-15 Floating 6.11000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 000000000 623000.00000000 PA 736860.27000000 0.015890834573 Long DBT CORP DE N 2 2027-05-15 Fixed 3.87500000 N N Y N N N FORTERRA FIN LLC/FRTA FI N/A 34962WAA2 1383000.00000000 PA USD 1473517.35000000 0.031777287232 Long DBT CORP US N 2 2025-07-15 Fixed 6.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 1442000.00000000 PA USD 1425258.38000000 0.030736553541 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAJ7 375000.00000000 PA USD 319687.50000000 0.006894253068 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15900000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 1294000.00000000 PA USD 1262012.32000000 0.027216054146 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 13220000.00000000 OU Notional Amount 1790009.20000000 0.038602624188 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S36.V1 2I667KJO7 Y sell protection 2026-12-20 1561882.65000000 EUR 0.00000000 EUR 13220000.00000000 EUR -42376.46000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6010000.00000000 OU Notional Amount USD -362459.42000000 -0.00781665522 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-06-09 0.00000000 USD 0.00000000 USD 6010000.00000000 USD -362459.42000000 N N N First Horizon Alternative Mortgage Securities 549300PO80CHJL6XUB79 32053LAK8 366932.13000000 PA USD 98163.41000000 0.002116952932 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.33900000 N N N N N N Genworth Mortgage Insurance Corporation N/A 89600HAA7 8174158.00000000 PA USD 8194093.14000000 0.176710543193 Long ABS-MBS CORP BM N 2 2034-02-25 Floating 1.94900000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5929.60000000 0.000127875387 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1203934.94000000 GBP 1653589.59000000 USD 2021-11-10 5929.60000000 N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 4206000.00000000 PA USD 4462061.28000000 0.096227033190 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDK7 3625607.78000000 PA USD 3774003.18000000 0.081388646742 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 4.53900000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 1566000.00000000 PA USD 1598463.18000000 0.034471819148 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N Credit Suisse Mortgage Trust N/A 22942KAW0 360307.00000000 PA USD 217880.27000000 0.004698718968 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25000000 N N N N N N Granite Generation LLC 549300ERB8DGZI3MXK42 38750BAB3 3865770.25000000 PA USD 3796186.39000000 0.081867040998 Long LON CORP US N 2 2026-11-09 Floating 4.75000000 N N N N N N CITGO Petroleum Corporation YX52P86PXMLYDOTUQ225 17302UAM4 1586616.16000000 PA USD 1586949.35000000 0.034223516485 Long LON CORP US N 2 2024-03-28 Floating 7.25000000 N N N N N N Bank N/A 06539WBC9 65723375.63000000 PA USD 4075854.86000000 0.087898259634 Long ABS-MBS CORP US N 2 2063-01-15 Variable 0.88500000 N N N N N N Bonanza Creek Energy Inc IIVIHPH28S64K95M2381 097793400 5127.00000000 NS USD 287829.78000000 0.006207222190 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810EW4 30902700.00000000 PA USD 37257067.69000000 0.803471056137 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 400000.00000000 PA USD 232000.00000000 0.005003219431 Long DBT KY N 2 2026-08-04 Fixed 6.70000000 N N N N N N DIAMOND FRGN/DIAMOND FIN N/A 25260WAA9 86885.00000000 PA USD 87678.26000000 0.001890834371 Long DBT CORP KY N 2 2027-04-22 Fixed 9.00000000 N N Y N N N Texas Transportation Commission State Highway Fund N/A 88283LHU3 2560000.00000000 PA USD 3109272.32000000 0.067053326245 Long DBT MUN US N 2 2030-04-01 Fixed 5.17800000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3133XGAY0 8695000.00000000 PA USD 12672455.23000000 0.273289113148 Long DBT USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 643000.00000000 OU Notional Amount USD -178378.92000000 -0.00384684861 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -70157.35000000 USD 643000.00000000 USD -108221.57000000 N N N HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 000000000 -266925000.00000000 PA USD -266925000.00000000 -5.75639804624 Short RA CORP US N 1 Reverse repurchase N 0.08000000 2023-09-29 230000000.00000000 USD 266925000.00000000 USD UST N N N Republic of South Africa 378900AAFB4F17004C49 836205AU8 425000.00000000 PA USD 428134.38000000 0.009232975212 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 283000.00000000 PA USD 319422.10000000 0.006888529558 Long DBT US N 2 2026-04-15 Fixed 5.37500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 1713000.00000000 PA USD 1723226.61000000 0.037162417499 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAG7 2551000.00000000 PA USD 2653722.14000000 0.057229112829 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.02000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EL4 2072000.00000000 PA USD 2298697.52000000 0.049572793530 Long DBT CORP US N 2 2024-10-23 Fixed 6.50000000 N N N N N N Tonon Luxembourg SA 5493002IITPO16CQU448 89031RAG1 866939.64000000 PA USD 8929.48000000 0.000192569602 Long DBT CORP LU N 3 2024-10-31 Fixed 6.50000000 Y N Y N N N TARGA RESOURCES PARTNERS N/A 87612BBT8 4769000.00000000 PA USD 4919318.88000000 0.106088068145 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAU2 473000.00000000 PA USD 497052.05000000 0.010719226185 Long DBT CORP US N 2 2027-09-01 Fixed 5.75000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 3258000.00000000 PA USD 3266210.16000000 0.070437785084 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N L Street Securities 549300T6W1U156OOG754 949771AC3 312875.20000000 PA USD 300787.39000000 0.006486660837 Long ABS-MBS CORP US N 2 2025-11-25 Floating 5.33900000 N N N N N N Presidio Holdings Inc. N/A 74101YAD0 1627153.10000000 PA USD 1623085.22000000 0.035002808239 Long LON CORP US N 2 2027-01-22 Floating 3.63000000 N N N N N N EXIDE TECHNOLOGIES N/A 000000000 2272904.00000000 PA USD 0.02000000 0.000000000431 Long DBT CORP US N 3 2024-10-31 Fixed 11.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 000000000 200000.00000000 PA USD 203484.00000000 0.004388254753 Long DBT CORP SE N 2 2022-03-17 Fixed 6.00000000 N N N N Y Swedbank AB USD XXXX N N N CFCRE Commercial Mortgage Trust N/A 12531YAQ1 13503029.17000000 PA USD 808260.27000000 0.017430618484 Long ABS-MBS CORP US N 2 2058-05-10 Variable 1.63600000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AY1 1378000.00000000 PA USD 1504707.10000000 0.032449912936 Long DBT CORP US N 2 2027-09-15 Fixed 3.80000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 3341000.00000000 PA USD 3338861.76000000 0.072004560501 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 549300L8K4CLYS7FCQ06 35563TAV3 7000000.00000000 PA USD 7287527.10000000 0.157159901696 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 3.78900000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 1068000.00000000 PA USD 427200.00000000 0.009212824746 Long DBT KY N 2 2027-01-13 Fixed 6.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ES3 20000000.00000000 PA USD 24031250.00000000 0.518248348970 Long DBT UST US N 2 2024-11-15 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36260JAF4 15678817.24000000 PA USD 1005429.24000000 0.021682685821 Long ABS-MBS CORP US N 2 2052-05-10 Variable 1.13500000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2312371.75000000 0.049867686518 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 71571487.20000000 EUR 85058632.96000000 USD 2021-11-08 2312371.75000000 N N N UBS-Barclays Commercial Mortgage Trust N/A 90270YAG4 2414357.00000000 PA USD 2438798.98000000 0.052594165715 Long ABS-MBS CORP US N 2 2046-03-10 Variable 3.64900000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 162252.00000000 OU Notional Amount USD -45011.41000000 -0.00097069810 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -9881.95000000 USD 162252.00000000 USD -35129.46000000 N N N VIRGOLINO DE OLIVEIRA FI N/A 000000000 1690000.00000000 PA USD 8471.13000000 0.000182685009 Long DBT CORP LU N 2 2022-02-09 None 0.00000000 Y Y N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0SE0 9090000.00000000 PA USD 9605466.63000000 0.207147660736 Long ABS-MBS USGSE US N 2 2030-04-25 Floating 4.53900000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAK1 628000.00000000 PA USD 675954.08000000 0.014577355981 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 547000.00000000 OU Notional Amount USD -151746.92000000 -0.00327251352 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -43997.70000000 USD 547000.00000000 USD -107749.22000000 N N N Kronos Acquisition Holdings Inc. N/A 49387TAW6 1895675.00000000 PA USD 1837117.60000000 0.039618545146 Long LON CORP US N 2 2026-12-22 Floating 4.25000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAF9 998000.00000000 PA USD 958391.88000000 0.020668296883 Long DBT CORP VG N 2 2028-01-15 Fixed 6.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 1582000.00000000 PA USD 1613181.22000000 0.034789222527 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 13.00000000 NC -63884.14000000 -0.00137769987 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Future G Z1 Comdty 2021-12-29 1670640.14000000 GBP -63884.14000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 5000000.00000000 OU Notional Amount USD -1387083.33000000 -0.02991328564 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -487528.81000000 USD 5000000.00000000 USD -899554.52000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 1508000.00000000 PA USD 1737985.08000000 0.037480692774 Long DBT CORP PA N 2 2027-08-01 Fixed 9.87500000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 247000.00000000 PA USD 260273.78000000 0.005612960489 Long DBT CORP IE N 2 2027-09-15 Fixed 6.87500000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 3860000.00000000 PA USD 4019032.00000000 0.086672840507 Long DBT CORP US N 2 2028-09-15 Fixed 6.12500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0HZ5 2220624.98000000 PA USD 2479727.72000000 0.053476818591 Long ABS-MBS USGSE US N 2 2028-07-25 Floating 10.08600000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAT6 3774000.00000000 PA USD 4013649.00000000 0.086556752877 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 2227000.00000000 OU Notional Amount USD -617806.92000000 -0.01332337753 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -536787.70000000 USD 2227000.00000000 USD -81019.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30755000.00000000 OU Notional Amount USD -1147434.20000000 -0.02474510812 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-10 0.00000000 USD 0.00000000 USD 30755000.00000000 USD -1147434.20000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1A61 4478276.35000000 PA USD 1029988.78000000 0.022212327061 Long ABS-MBS USGSE US N 2 2048-05-25 Floating 6.11100000 N N N N N N BELLEMEADE RE LT 2549009SOTYJD2MZFC61 07877TAB7 944098.05000000 PA USD 944097.77000000 0.020360035810 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 1.93900000 N N N N N N POWERLONG REAL ESTATE 549300R3K12EPXCGDP22 000000000 200000.00000000 PA USD 173000.00000000 0.003730848972 Long DBT KY N 2 2026-05-13 Fixed 4.90000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBC1 212000.00000000 PA USD 224932.00000000 0.004850793763 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAD4 2057000.00000000 PA USD 2069599.13000000 0.044632149062 Long DBT CORP PA N 2 2041-08-11 Fixed 4.00000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405TAD5 5378000.00000000 PA USD 5501929.56000000 0.118652417607 Long ABS-O CORP US N 2 2028-05-25 Fixed 3.89000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AY6 2251000.00000000 PA USD 2152653.81000000 0.046423273152 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 13000000.00000000 OU Notional Amount USD -3606416.67000000 -0.07777454293 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1272222.01000000 USD 13000000.00000000 USD -2334194.66000000 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 4320000.00000000 PA USD 4344926.40000000 0.093700949105 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2C7 1961000.00000000 PA USD 2181367.38000000 0.047042498545 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.37500000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 486000.00000000 PA USD 567001.62000000 0.012227730701 Long DBT CORP FR N 2 2025-09-29 Fixed 8.00000000 N N N N Y Societe Generale SA USD XXXX N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 10721000.00000000 PA USD 11664662.42000000 0.251555455519 Long DBT CORP US N 2 2025-09-01 Fixed 4.95000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 200000.00000000 PA USD 118000.00000000 0.002544740917 Long DBT KY N 2 2025-02-05 Fixed 7.35000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBM5 1902292.54000000 PA USD 2008108.51000000 0.043306066886 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 6.83900000 N N N N N N CBAM CLO Management 2549002XHTMWO4GGPF51 12482JAC4 1996000.00000000 PA USD 1996662.67000000 0.043059230467 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.73200000 N N N N N N MONEYGRAM INTERNATIONAL 5299002DLX0Q04KC4156 60935YAA7 1284000.00000000 PA USD 1290342.96000000 0.027827021425 Long DBT CORP US N 2 2026-08-01 Fixed 5.37500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BJ7 576000.00000000 PA USD 576000.00000000 0.012421786174 Long DBT CORP US N 2 2021-11-15 Variable 3.55300000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 1880000.00000000 PA USD 2390100.40000000 0.051543951570 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAA5 1032000.00000000 PA USD 1117016.16000000 0.024089124814 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 644000.00000000 PA USD 276920.00000000 0.005971946228 Long DBT KY N 2 2023-02-19 Fixed 7.95000000 N N N N N N EMPRESA ELECTRICA COCHRA 5493000S11JF8TJHYT07 29246XAB6 884168.40000000 PA USD 901851.77000000 0.019448975430 Long DBT CORP CL N 2 2027-05-14 Fixed 5.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 719000.00000000 PA USD 717786.69000000 0.015479501357 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N ENERGY TECHNOLOGY N/A 000000000 3093.00000000 NS USD 2497597.50000000 0.053862191137 Long EP CORP US N 3 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 9564000.00000000 OU Notional Amount USD -2653213.00000000 -0.05721813291 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -579608.20000000 USD 9564000.00000000 USD -2073604.80000000 N N N Zacapa S.A R.L. 213800VIVQIJLORBU468 000000000 3315816.32000000 PA USD 3319961.09000000 0.071596956194 Long LON CORP LU N 2 2025-07-02 Floating 4.63200000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 22546DAB2 2150000.00000000 PA USD 2347155.00000000 0.050617808209 Long DBT CORP CH N 2 2023-12-11 Fixed 7.50000000 N N N N Y Credit Suisse Group AG USD XXXX N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 2513000.00000000 PA USD 1921389.54000000 0.041435920180 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AJ4 4972000.00000000 PA USD 5968040.76000000 0.128704385766 Long DBT CORP FR N 2 2025-12-23 Fixed 8.12500000 N N N N Y Credit Agricole SA USD XXXX N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAC7 1386000.00000000 PA USD 1442188.44000000 0.031101660460 Long DBT CORP CA N 2 2025-12-15 Fixed 7.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBD0 7273000.00000000 PA USD 7624685.92000000 0.164430934281 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 2340000.00000000 PA USD 2408866.20000000 0.051948647325 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 000000000 478000.00000000 PA USD 598599.40000000 0.012909155817 Long DBT CORP AT N 2 2047-03-16 Fixed 7.00000000 N N N N N N Vizient Inc 5493007V6T3HZ7777P70 92856JAB6 561000.00000000 PA USD 587030.40000000 0.012659663379 Long DBT CORP US N 2 2027-05-15 Fixed 6.25000000 N N N N N N Voya CLO Ltd 549300KSCKXTOBY0IP86 92917NAS7 4595303.00000000 PA USD 4502064.30000000 0.097089722358 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.97400000 N N N N N N Advantage Sales & Marketing Inc. 549300T4O24KQDED1182 00769EAY6 1290250.00000000 PA USD 1297243.16000000 0.027975828385 Long LON CORP US N 2 2027-10-28 Floating 5.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000JAY4 17972138.20000000 PA USD 632831.34000000 0.013647388177 Long ABS-MBS CORP US N 2 2059-12-15 Variable 0.85600000 N N N N N N LOYALTY VENTURES INC N/A 000000000 4738470.00000000 PA USD 4708854.56000000 0.101549278595 Long LON CORP US N 3 2027-11-03 None 0.00000000 N N N N N N SUMMER (BC) BIDC 213800CCW2O2WZ7YV169 865632AA1 876000.00000000 PA USD 890708.04000000 0.019208654195 Long DBT CORP US N 2 2026-10-31 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A8R66 25111215.51000000 PA USD 25967191.56000000 0.559998092207 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F0326B5 13428784.00000000 PA USD 14190448.51000000 0.306025550541 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 3.50000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 718000.00000000 PA USD 704408.26000000 0.015190987474 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FE3 161400000.00000000 PA USD 203817937.50000000 4.395456316248 Long DBT UST US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Verscend Holding Corp. N/A 92531HAD9 1940106.79000000 PA USD 1942531.92000000 0.041891868311 Long LON CORP US N 2 2025-08-27 Floating 4.08700000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 000000000 559927.00000000 PA 657275.94000000 0.014174550667 Long DBT CORP DE N 2 2025-05-15 Fixed 3.62500000 N N Y N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 1047000.00000000 PA USD 1082336.25000000 0.023341231712 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 15000000.00000000 OU Notional Amount USD -1503166.67000000 -0.03241669263 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -408721.47000000 USD 15000000.00000000 USD -1094445.20000000 N N N Citigroup Commercial Mortgage Trust N/A 17321JAH7 516418.00000000 PA USD 533753.53000000 0.011510715658 Long ABS-MBS CORP US N 2 2046-09-10 Variable 5.17900000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAB1 2163000.00000000 PA USD 2120864.76000000 0.045737723183 Long DBT CORP US N 2 2031-01-15 Fixed 5.37500000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAB3 318000.00000000 PA USD 332319.54000000 0.007166670603 Long DBT CORP US N 2 2024-04-01 Fixed 4.40000000 N N N N N N HUARONG FINANCE II 549300BHVD63HE2GHX17 000000000 7507000.00000000 PA USD 7546880.94000000 0.162753023127 Long DBT CORP VG N 2 2025-01-16 Fixed 5.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 1047000.00000000 PA USD 1108678.77000000 0.023909323988 Long DBT US N 2 2029-08-01 Fixed 4.62500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 33000.00000000 PA USD 34469.82000000 0.000743362384 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAC9 1488000.00000000 PA USD 1451990.40000000 0.031313045618 Long DBT US N 2 2027-04-01 Fixed 4.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 5224000.00000000 PA USD 5321297.00000000 0.114756967890 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 1267000.00000000 PA USD 1252746.25000000 0.027016225778 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) 549300V3UCT773B1KR38 12769LAB5 4517857.17000000 PA USD 4494816.10000000 0.096933410569 Long LON CORP US N 2 2024-12-23 Floating 2.83700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2XN7 4313732.82000000 PA USD 785378.04000000 0.016937149442 Long ABS-MBS USGSE US N 2 2048-08-25 Floating 6.11100000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAD1 1286000.00000000 PA USD 1434082.90000000 0.030926859618 Long DBT US N 2 2025-11-01 Fixed 4.62500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GD7 2055000.00000000 PA USD 2136234.15000000 0.046069173316 Long DBT CORP US N 2 2023-01-30 Fixed 5.95000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 000000000 668000.00000000 PA USD 722609.00000000 0.015583497371 Long DBT CORP BH N 2 2024-11-07 Fixed 7.62500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 1254000.00000000 PA USD 1374409.08000000 0.029639957826 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBD2 1810000.00000000 PA USD 2019055.00000000 0.043542134521 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAB9 2673302.57000000 PA USD 2675016.42000000 0.057688336775 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 2.03900000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BC7 3275000.00000000 PA USD 3157001.75000000 0.068082640088 Long DBT CORP US N 2 2047-02-12 Floating 2.25000000 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 1931058.00000000 PA USD 1931187.38000000 0.041647216488 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.32200000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 75000.00000000 PA USD 96080.25000000 0.002072028335 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPSH9 3266412.78000000 PA USD 677317.15000000 0.014606751405 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 5.96100000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAG0 1000000.00000000 PA USD 998461.00000000 0.021532411537 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 3.13200000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 1888000.00000000 PA USD 2164573.12000000 0.046680320235 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N Fidelity Bank PLC 029200298A5K5WI0F567 000000000 575000.00000000 PA USD 602959.38000000 0.013003181406 Long DBT CORP NG N 2 2022-10-16 Fixed 10.50000000 N N N N N N BIDVEST GROUP UK PLC 984500A80C777F496830 88332EAA1 1667000.00000000 PA USD 1669000.40000000 0.035992996690 Long DBT CORP GB N 2 2026-09-23 Fixed 3.62500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBD5 145197.93000000 PA USD 146342.42000000 0.003155962238 Long ABS-MBS USGSE US N 2 2025-07-25 Floating 5.08900000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10000000.00000000 OU Notional Amount USD -589191.28000000 -0.01270626405 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-11 0.00000000 USD 0.00000000 USD 10000000.00000000 USD -589191.28000000 N N N GUSAP III LP 549300WY05UJ7WTHIN64 36258GAA5 1491000.00000000 PA USD 1565736.38000000 0.033766046038 Long DBT CORP US N 2 2030-01-21 Fixed 4.25000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 3990000.00000000 PA USD 4038598.20000000 0.087094797370 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N American Tire Distributors, Inc. HZ8T88YVE2JVXJ0BTQ24 03021BAJ3 292043.55000000 PA USD 292700.65000000 0.006312265429 Long LON CORP US N 2 2023-09-01 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7808000.00000000 OU Notional Amount USD -2166069.33000000 -0.04671258690 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -464046.09000000 USD 7808000.00000000 USD -1702023.24000000 N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 1823000.00000000 PA USD 1890268.70000000 0.040764780562 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 639931.28000000 0.013800502650 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 335677135.08000000 BRL 59773166.14000000 USD 2021-12-02 639931.28000000 N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988MAA3 1031000.00000000 PA USD 1055104.78000000 0.022753968695 Long DBT CORP US N 2 2026-02-15 Fixed 6.75000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0MD8 2413777.42000000 PA USD 2489035.62000000 0.053677549049 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.33900000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAV0 366000.00000000 PA USD 393409.74000000 0.008484117481 Long DBT CORP US N 2 2029-09-01 Fixed 6.12500000 N N N N N N Granite US Holdings Corporation N/A 38740TAE1 3562254.16000000 PA USD 3553348.52000000 0.076630096387 Long LON CORP US N 3 2026-09-30 Floating 4.13200000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 350.00000000 PA USD 366.66000000 0.000007907243 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N SOLARIS MIDSTREAM HOLDIN 5493007AWQW8ZKCHVV46 83419MAA0 1727000.00000000 PA USD 1821967.73000000 0.039291829095 Long DBT CORP US N 2 2026-04-01 Fixed 7.62500000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAJ2 3305000.00000000 PA USD 3590675.94000000 0.077435084633 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.62500000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -117162500.00000000 PA USD -117162500.00000000 -2.52667972686 Short RA CORP US N 1 Reverse repurchase N 0.12000000 2023-09-30 103663845.22000000 USD 117162500.00000000 USD UST N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0FZ7 1483168.41000000 PA USD 1598974.20000000 0.034482839602 Long ABS-MBS USGSE US N 2 2027-12-25 Floating 7.63900000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0AD1 1713230.09000000 PA USD 1766531.42000000 0.038096311753 Long ABS-MBS USGSE US N 2 2023-11-25 Floating 4.33900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1724.00000000 NC USD 3873165.86000000 0.083527149533 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYZ1 Comdty 2021-12-21 -253907040.86000000 USD 3873165.86000000 N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AK6 8139000.00000000 PA USD 8897961.75000000 0.191889892791 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 2739000.00000000 PA USD 2836070.16000000 0.061161557471 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N ORGANON & CO/ORG N/A 68622TAB7 1527000.00000000 PA USD 1574947.80000000 0.033964695846 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N RENEWABLE ENERGY GROUP I 549300HPU3BD8ZI0X358 75972AAD5 550000.00000000 PA USD 578358.00000000 0.012472637861 Long DBT CORP US N 2 2028-06-01 Fixed 5.87500000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAC7 6105940.00000000 PA USD 6160431.85000000 0.132853415249 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 3.28900000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 1397000.00000000 PA USD 1433671.25000000 0.030917982139 Long DBT CORP MU N 2 2026-10-31 Fixed 5.37500000 N N N N N N Kallpa Generacion SA 549300NG1PWEI5BZG095 000000000 2562000.00000000 PA USD 2655352.88000000 0.057264280717 Long DBT CORP PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAE0 165000.00000000 PA USD 168403.95000000 0.003631732392 Long DBT CORP US N 2 2027-02-01 Fixed 4.87500000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21051TAC4 1494727.74000000 PA USD 1513710.03000000 0.032644066532 Long ABS-O CORP US N 2 2025-07-15 Fixed 5.21000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 2948000.00000000 PA USD 3049823.92000000 0.065771285771 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N GENERATION BRIDGE AQC LLC 25490066N7XDZZBNGZ02 000000000 2990000.00000000 PA USD 2997475.00000000 0.064642349849 Long LON CORP US N 3 2028-08-05 None 0.00000000 N N N N N N GTL TRADE FIN / GERDAU N/A 36249SAA1 328000.00000000 PA USD 356761.50000000 0.007693776160 Long DBT CORP VG N 2 2024-04-29 Fixed 5.89300000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAE2 1088000.00000000 PA USD 1055632.00000000 0.022765338512 Long DBT CORP VG N 2 2025-07-15 Fixed 6.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61763XAL0 4408334.00000000 PA USD 4529024.93000000 0.097671144547 Long ABS-MBS CORP US N 2 2047-10-15 Variable 4.50000000 N N N N N N Lehman XS Trust N/A 525237AV5 264370.39000000 PA USD 46177.36000000 0.000995842520 Long ABS-MBS CORP US N 2 2037-07-25 Floating 6.91800000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 3046000.00000000 PA USD 3038537.30000000 0.065527883027 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AL5 962000.00000000 PA USD 1002702.22000000 0.021623875995 Long DBT CORP US N 2 2031-03-01 Fixed 4.87500000 N N N N N N Magnetite CLO Ltd 549300WFCL37N4TDUR08 55955GAD5 3000000.00000000 PA USD 3003849.00000000 0.064779808990 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 3.42400000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 1388000.00000000 PA USD 1353300.00000000 0.029184727829 Long DBT CORP US N 2 2028-03-01 Fixed 7.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 3721933.51000000 OU Notional Amount USD -1631054.65000000 -0.03517467378 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 -686556.24000000 USD 3721933.51000000 USD -944498.41000000 N N N PMT CREDIT RISK TRANSFER TRUST N/A 730151AA5 3048561.97000000 PA USD 3048564.71000000 0.065744130150 Long ABS-MBS CORP US N 2 2023-02-27 Floating 2.43800000 N N N N N N DIAMOND FRGN/DIAMOND FIN N/A 25260WAC5 76291.00000000 PA USD 76680.08000000 0.001653652009 Long DBT CORP KY N 2 2027-04-22 Fixed 9.00000000 N N Y N N N Nouryon Finance B.V. (aka AkzoNobel) 549300K7VB5G6LULFT41 000000000 139272.40000000 PA USD 138141.51000000 0.002979104685 Long LON CORP US N 2 2025-10-01 Floating 2.83900000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 4689000.00000000 PA USD 4766075.44000000 0.102783281262 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAF5 5315000.00000000 PA USD 5134954.38000000 0.110738377299 Long DBT CORP CO N 2 2031-02-15 Fixed 4.37500000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 360000.00000000 PA 425898.10000000 0.009184748490 Long DBT CORP XX N 2 2026-05-15 Fixed 4.37500000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 7170000.00000000 PA USD 7061446.20000000 0.152284331214 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 84000.00000000 0.001811510483 Long DBT KY N 2 2025-02-20 Fixed 7.70000000 N N N N N N MODULAIRE GLOBAL FINANCE 5493000PLZTCKZAJDO03 01551UAC8 1258000.00000000 PA USD 1281939.74000000 0.027645800935 Long DBT CORP GB N 2 2023-02-15 Fixed 8.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ACA9 418000.00000000 PA USD 425678.66000000 0.009180016134 Long DBT CORP FR N 2 2022-03-14 Fixed 6.75000000 N N N N Y BNP Paribas SA USD XXXX N N N Parexel International Corporation 549300GCZVUYB6P2OA17 69946EAT8 2659918.55000000 PA USD 2658269.40000000 0.057327177224 Long LON CORP US N 2 2024-09-27 Floating 2.83700000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 205000.00000000 PA USD 209551.00000000 0.004519093254 Long DBT CORP GB N 2 2022-03-15 Fixed 7.87500000 N N N N Y Barclays PLC USD XXXX N N N PARK INTERMED HOLDINGS N/A 70052LAC7 1270000.00000000 PA USD 1289278.60000000 0.027804067862 Long DBT US N 2 2029-05-15 Fixed 4.87500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 5227000.00000000 PA USD 5420921.70000000 0.116905434420 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21051CAJ6 302243.49000000 PA USD 303162.94000000 0.006537891001 Long ABS-O CORP US N 2 2024-01-15 Fixed 4.91000000 N N N N N N CARS.COM INC 5493002G6J07LNGX4M98 14575EAA3 2427000.00000000 PA USD 2537161.53000000 0.054715413222 Long DBT CORP US N 2 2028-11-01 Fixed 6.37500000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 1372000.00000000 PA USD 1314965.96000000 0.028358031218 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 515000.00000000 PA USD 527236.40000000 0.011370169833 Long DBT CORP NL N 2 2022-04-16 Fixed 6.87500000 N N N N Y ING Groep NV USD XXXX N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAS8 3031000.00000000 PA USD 3199220.50000000 0.068993112805 Long DBT NUSS SA N 2 2025-10-22 Fixed 2.90000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 264000.00000000 PA 305177.86000000 0.006581343962 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AF1 3058000.00000000 PA USD 3312639.66000000 0.071439065155 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1454.00000000 NC USD -2506463.11000000 -0.05405338334 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term US Treasury Bond Future WNZ1 Comdty 2021-12-21 288081150.61000000 USD -2506463.11000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 999000.00000000 PA USD 1076702.22000000 0.023219730469 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N ANGI GROUP LLC N/A 001846AA2 458000.00000000 PA USD 448093.46000000 0.009663404767 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 000000000 -236573750.00000000 PA USD -236573750.00000000 -5.10185509897 Short RA CORP US N 1 Reverse repurchase N 0.08000000 2023-09-28 172000000.00000000 USD 236573750.00000000 USD UST N N N Citigroup Commercial Mortgage Trust N/A 17325GAJ5 34321473.23000000 PA USD 1430635.70000000 0.030852518678 Long ABS-MBS CORP US N 2 2049-11-15 Variable 1.09300000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 11206000.00000000 OU Notional Amount USD -3108731.17000000 -0.06704165602 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -674207.37000000 USD 11206000.00000000 USD -2434523.80000000 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 3205000.00000000 PA USD 3653155.15000000 0.078782486346 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 1284000.00000000 PA USD 192998.04000000 0.004162118723 Long DBT NUSS LB N 2 2026-11-27 None 0.00000000 Y N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 6142000.00000000 PA USD 6249485.00000000 0.134773899949 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBB9 1367148.18000000 PA USD 1406809.70000000 0.030338696669 Long ABS-MBS USGSE US N 2 2025-07-25 Floating 5.08900000 N N N N N N DISH DBS Corp N/A 25470XAY1 45000.00000000 PA USD 50088.15000000 0.001080181057 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAA9 8725000.00000000 PA USD 9962379.50000000 0.214844701282 Long DBT CORP FI N 2 2026-03-26 Fixed 6.62500000 N N N N Y Nordea Bank Abp USD XXXX N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAA7 4000000.00000000 PA USD 4489320.00000000 0.096814883869 Long DBT CORP ES N 2 2025-11-19 Fixed 5.17900000 N N N N N N Dealer Tire, LLC 549300XTS06OMOCRSE50 24228HAM0 1306725.00000000 PA USD 1306071.64000000 0.028166219862 Long LON CORP US N 2 2025-12-12 Floating 4.33700000 N N N N N N CIFC Funding Ltd N/A 12562RAG0 300000.00000000 PA USD 301009.50000000 0.006491450773 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 3.52400000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 460000.00000000 PA USD 461955.00000000 0.009962337208 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 2285000.00000000 PA USD 2323525.10000000 0.050108215214 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 767000.00000000 PA USD 790961.08000000 0.017057551055 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAB3 2000000.00000000 PA USD 2227020.00000000 0.048027024733 Long DBT CORP GB N 2 2029-03-08 Fixed 4.30200000 N N N N N N Ladder Capital Commercial Mortgage Securities LLC N/A 50190DAL0 44472301.40000000 PA USD 2499298.87000000 0.053898882203 Long ABS-MBS CORP US N 2 2050-07-12 Variable 1.41200000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 992000.00000000 PA USD 1079821.76000000 0.023287005224 Long DBT CORP US N 2 2025-09-20 Fixed 4.70000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 4615000.00000000 PA USD 5003306.10000000 0.107899303020 Long DBT CORP JP N 2 2027-09-17 Fixed 4.34500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 878000.00000000 PA USD 894128.86000000 0.019282426235 Long DBT CORP FR N 2 2022-03-14 Fixed 6.75000000 N N N N Y BNP Paribas SA USD XXXX N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 797000.00000000 PA USD 827588.86000000 0.017847451144 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 710000.00000000 PA USD 774120.10000000 0.016694365200 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N CURO GROUP HOLDINGS CORP 54930007KH8KCGJ4YE72 23131LAC1 3140000.00000000 PA USD 3190805.20000000 0.068811631803 Long DBT CORP US N 2 2028-08-01 Fixed 7.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 775000.00000000 PA USD 833132.75000000 0.017967008464 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAS0 163000.00000000 PA USD 176683.85000000 0.003810293411 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 2828000.00000000 PA USD 2799154.40000000 0.060365446920 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 305000.00000000 PA USD 213500.00000000 0.004604255812 Long DBT KY N 2 2026-01-26 Fixed 6.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0LJ6 4419132.04000000 PA USD 4569067.89000000 0.098534695046 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 3.88900000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405R107 37041.00000000 PA USD 861203.25000000 0.018572365667 Long ABS-O CORP US N 3 2027-02-25 None 0.00000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AD3 4574000.00000000 PA USD 4734547.40000000 0.102103360131 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 3250000.00000000 OU Notional Amount USD -901604.17000000 -0.01944363578 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -324074.27000000 USD 3250000.00000000 USD -577529.90000000 N N N Morgan Stanley BAML Trust N/A 61690FAN3 11891292.69000000 PA USD 314655.50000000 0.006785734964 Long ABS-MBS CORP US N 2 2048-04-15 Variable 1.02200000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 8738523.00000000 PA USD 9508124.72000000 0.205048423945 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828D56 33381000.00000000 PA USD 34909223.91000000 0.752838393973 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 000000000 1998000.00000000 PA USD 1855662.48000000 0.040018476629 Long DBT CORP US N 2 2027-05-23 Fixed 7.75000000 N N N N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 05351X119 2936.00000000 NS USD 4110.40000000 0.000088643246 N/A DE US N 1 N/A N/A Call Purchased Avaya Holdings Corp Avaya Holdings Corp 1.00000000 25.55000000 USD 2022-12-15 XXXX 4110.40000000 N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 1479000.00000000 PA USD 1629739.68000000 0.035146315668 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4014043.24000000 0.086565254900 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 467032351.04000000 BRL 86765443.19000000 USD 2021-11-03 4014043.24000000 N N N Peru LNG Srl 254900F70J1LOALV5K70 000000000 4293000.00000000 PA USD 3598070.63000000 0.077594555567 Long DBT CORP PE N 2 2030-03-22 Fixed 5.37500000 N N N N N N Rockford Tower CLO Ltd N/A 77341NAJ4 8550000.00000000 PA USD 8551282.50000000 0.184413546411 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 3.37000000 N N N N N N MELCO RESORTS FINANCE N/A 58547DAD1 200000.00000000 PA USD 196412.50000000 0.004235753605 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N Marble Point CLO XI Ltd 549300DBVCVH5X7MO467 56607FAA3 2400177.00000000 PA USD 2398808.90000000 0.051731755606 Long ABS-CBDO CORP KY N 2 2030-12-18 Floating 1.30200000 N N N N N N Goldentree Loan Opportunities IX Ltd 549300IOBSI2NBFBJX90 38123HAW4 2815000.00000000 PA USD 2811126.56000000 0.060623633746 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 3.12900000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AA8 505000.00000000 PA USD 545021.25000000 0.011753710812 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 1169000.00000000 PA USD 1212545.25000000 0.026149267052 Long DBT CORP ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4KX1 10400000.00000000 PA USD 14977352.00000000 0.322995597230 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1613441.37000000 -0.03479483281 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 3986167025.28000000 RUB 54092996.77000000 USD 2021-12-15 -1613441.37000000 N N N US Radiology Specialists, Inc. N/A 90372AAJ7 4297525.00000000 PA USD 4308268.81000000 0.092910406146 Long LON CORP US N 2 2027-12-15 Floating 6.25000000 N N N N N N TPRO ACQUISITION CORP N/A 89238QAB5 1216000.00000000 PA USD 1323944.32000000 0.028551654947 Long DBT CORP US N 2 2024-10-15 Fixed 11.00000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAG6 2979000.00000000 PA USD 3258489.78000000 0.070271290449 Long DBT US N 2 2027-04-01 Fixed 9.37500000 N N N N N N VERITAS US INC/BERMUDA L N/A 92346LAE3 6350000.00000000 PA USD 6581838.50000000 0.141941302920 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N BRF GMBH 5299002S6DY5RA2IOQ11 000000000 941000.00000000 PA USD 950292.38000000 0.020493626297 Long DBT CORP AT N 2 2026-09-29 Fixed 4.35000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 3460000.00000000 PA USD 3434050.00000000 0.074057352105 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XYW8 8575000.00000000 PA USD 8844616.87000000 0.190739478393 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 3.63900000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 1350000.00000000 PA 1945075.27000000 0.041946717182 Long DBT CORP GB N 2 2023-03-15 Fixed 7.25000000 N N N N Y Barclays PLC GBP XXXX N N N Padagis LLC N/A 69526PAC8 1420000.00000000 PA USD 1421775.00000000 0.030661432358 Long LON CORP US N 3 2028-07-06 Floating 5.25000000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAJ2 3510000.00000000 PA USD 4105647.00000000 0.088540745038 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 1093000.00000000 PA USD 1100355.89000000 0.023729836078 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N NATIONAL CINEMEDIA LLC 7LJEQIVQVLNGS4X6T547 63530QAJ8 2267000.00000000 PA USD 2100942.25000000 0.045308082282 Long DBT CORP US N 2 2028-04-15 Fixed 5.87500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAR6 768000.00000000 PA USD 843984.00000000 0.018201022192 Long DBT CORP KZ N 2 2025-04-24 Fixed 4.75000000 N N N N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 80007P125 1080.00000000 NS USD 51.84000000 0.000001117960 N/A DE US N 1 N/A N/A Call Purchased SandRidge Energy Inc SandRidge Energy Inc 1.00000000 42.03000000 USD 2022-10-04 XXXX 50.84000000 N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 879000.00000000 PA USD 888897.54000000 0.019169609675 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N MAGNETATION LLC/FIN CORP N/A 559417AA8 1407000.00000000 PA USD 0.01000000 0.000000000215 Long DBT CORP US N 3 2018-05-15 None 0.00000000 Y Y N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 2912000.00000000 PA USD 2940566.72000000 0.063415088589 Long DBT CORP US N 2 2029-10-31 Fixed 4.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 10390000.00000000 PA USD 9901670.00000000 0.213535464428 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N OZLM Ltd 5493002SZMQH8ZTTHX49 67112GAC2 5450000.00000000 PA USD 5447209.60000000 0.117472348783 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.67400000 N N N N N N Radnor Re LTD 549300ED4YNDE7SVU538 750496AB7 720787.00000000 PA USD 725505.56000000 0.015645963428 Long ABS-MBS CORP BM N 2 2028-03-25 Floating 2.78900000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX54 5226000.00000000 PA USD 5043090.00000000 0.108757266734 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 753000.00000000 PA USD 794497.83000000 0.017133823195 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAG6 13133000.00000000 PA USD 11688370.00000000 0.252066723730 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CR4 771000.00000000 PA USD 783713.79000000 0.016901258891 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAA1 1061000.00000000 PA USD 1081275.71000000 0.023318360530 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 3765000.00000000 PA USD 3723773.25000000 0.080305408114 Long DBT CORP PE N 2 2030-07-01 Fixed 3.12500000 N N N N Y Banco de Credito del Peru USD XXXX N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 12000000.00000000 OU Notional Amount USD -3329000.00000000 -0.07179188572 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1468359.82000000 USD 12000000.00000000 USD -1860640.18000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AQVH0 16936624.59000000 PA USD 3988514.12000000 0.086014704084 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 6.06100000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAR5 311334.83000000 PA USD 316783.06000000 0.006831617074 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.08900000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48562RAL3 198177.74000000 PA USD 192232.41000000 0.004145607452 Long LON CORP US N 3 2026-09-19 Floating 2.37500000 N N N N N N BRF SA 254900MTXR9LUVQFU480 000000000 3268000.00000000 PA USD 3242705.68000000 0.069930896847 Long DBT CORP BR N 2 2030-01-24 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A14D1 4702319.04000000 PA USD 5183804.06000000 0.111791850006 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 47870000.00000000 PA 8021417.32000000 0.172986685357 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N SIERRACOL ENRGY ANDINA N/A 82653LAA9 602000.00000000 PA USD 591201.63000000 0.012749618461 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AR4Q8 467348.19000000 PA USD 79077.65000000 0.001705357047 Long ABS-MBS USGSE US N 2 2046-05-25 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 7425000.00000000 PA USD 8601714.00000000 0.185501132018 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAE8 6486000.00000000 PA USD 4293926.58000000 0.092601107336 Long DBT CORP US N 2 2026-01-15 Fixed 10.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 75000.00000000 PA USD 78933.00000000 0.001702237583 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Meredith Corp 549300YC8BC386CCTS24 589433AB7 293000.00000000 PA USD 303729.66000000 0.006550112658 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAM7 373000.00000000 PA USD 386304.91000000 0.008330897552 Long DBT CORP IE N 2 2024-08-14 Fixed 2.87500000 N N N N N N Madison Park Funding Ltd N/A 55821GAL9 3650000.00000000 PA USD 3650324.85000000 0.078721449226 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 3.20000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AJ7 4210000.00000000 PA USD 4481334.50000000 0.096642671763 Long DBT CORP CH N 2 2023-07-17 Fixed 7.50000000 N N N N Y Credit Suisse Group AG USD XXXX N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 5300000.00000000 OU Notional Amount USD -1470308.33000000 -0.03170808278 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -320479.63000000 USD 5300000.00000000 USD -1149828.70000000 N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 2682000.00000000 PA USD 2803119.12000000 0.060450948490 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 82000.00000000 PA USD 87881.86000000 0.001895225127 Long DBT CORP US N 2 2030-02-15 Fixed 4.87500000 N N N N N N Gulfport Energy Operating Corp 549300FJX18IDUFPHD40 402635502 35393.00000000 NS USD 2903641.72000000 0.062618778773 Long EC CORP US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AM4 2868000.00000000 PA USD 3017680.92000000 0.065078102658 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAD0 4293000.00000000 PA USD 4211433.00000000 0.090822083705 Long DBT CORP LU N 2 2031-06-10 Fixed 4.62500000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAB5 3179000.00000000 PA USD 3164789.87000000 0.068250595577 Long DBT CORP US N 2 2029-01-15 Fixed 5.62500000 N N N N N N Kayne CLO N/A 48661CAA0 2662611.00000000 PA USD 2668154.56000000 0.057540356640 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 1.32200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDA9 2372000.00000000 PA USD 2489766.00000000 0.053693300133 Long ABS-O CORP US N 2 2024-09-20 Fixed 4.73000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BR1 1316000.00000000 PA USD 1369903.36000000 0.029542789266 Long DBT CORP CA N 2 2024-12-01 Fixed 7.50000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAN6 655000.00000000 PA USD 737150.10000000 0.015897084931 Long DBT CORP US N 2 2026-07-15 Fixed 8.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFXQ2 1308788.99000000 PA USD 35735.57000000 0.000770659044 Long ABS-MBS USGSE US N 2 2037-12-25 Fixed 3.00000000 N N N N N N Veritas US Inc. 549300RFUWCPWS8FQ104 000000000 5703125.09000000 PA USD 5717382.90000000 0.123298798371 Long LON CORP US N 2 2025-09-01 Floating 6.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBH6 1619095.81000000 PA USD 1697961.48000000 0.036617559786 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 5.63900000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 3026338000.00000000 PA 41822563.31000000 0.901928713034 Long DBT NUSS RU N 2 2024-07-17 Fixed 7.40000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 9272530.00000000 PA USD 6108279.14000000 0.131728710714 Long DBT NUSS EC N 2 2035-07-31 Variable 1.00000000 N N N N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 000000000 2779000.00000000 PA 3081420.55000000 0.066452686086 Long DBT CORP LU N 2 2026-03-01 Fixed 4.25000000 N N N N N N Dryden Senior Loan Fund N/A 26253LAE2 1480000.00000000 PA USD 1482021.68000000 0.031960688220 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 2.07200000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AN4 252000.00000000 PA USD 271902.96000000 0.005863750745 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BD4 7452000.00000000 PA USD 8671296.24000000 0.187001714842 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 1924000.00000000 PA USD 1993148.56000000 0.042983446573 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F4V25 6076219.61000000 PA USD 1048618.18000000 0.022614081268 Long ABS-MBS USGSE US N 2 2048-02-15 Floating 6.11000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAF5 71000.00000000 PA USD 72995.10000000 0.001574183201 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 2287000.00000000 PA USD 2423934.13000000 0.052273596291 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEC4 473969.31000000 PA USD 494218.04000000 0.010658109056 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 4.43900000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 4346000.00000000 PA USD 4299975.86000000 0.092731563695 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 1309000.00000000 PA USD 1307704.09000000 0.028201424627 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N Rockford Tower CLO Ltd N/A 77341LAG4 950000.00000000 PA USD 951103.90000000 0.020511127214 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 3.36300000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 3751000.00000000 PA USD 4048266.75000000 0.087303305461 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N JOSEPH T RYERSON & SON I 54930086XMNNXPXPWJ34 48088LAB3 1808000.00000000 PA USD 2019228.64000000 0.043545879172 Long DBT CORP US N 2 2028-08-01 Fixed 8.50000000 N N N N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 231000.00000000 PA USD 97092.19000000 0.002093851429 Long DBT KY N 2 2023-06-09 Fixed 8.10000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AC6 4123000.00000000 PA USD 3761041.83000000 0.081109127440 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 9029000.00000000 OU Notional Amount USD -2504795.08000000 -0.05401741127 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -749037.74000000 USD 9029000.00000000 USD -1755757.34000000 N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 1896000.00000000 PA USD 1890084.48000000 0.040760807747 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N AG TRACKER 34GMG1 N/A 000000000 79682.00000000 NS USD 0.08000000 0.000000001725 Long EC CORP US N 3 N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 1940000.00000000 PA USD 2274824.60000000 0.049057959662 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -2774557.50000000 PA USD -2774557.50000000 -0.05983499998 Short RA CORP US N 1 Reverse repurchase N -0.50000000 2022-09-03 2587000.00000000 USD 2768090.00000000 USD CDS N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AL4 452000.00000000 PA USD 505507.76000000 0.010901578653 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 3902000.00000000 PA USD 4284396.00000000 0.092395574651 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N Kite Realty Group LP 549300X6R2GYI8Y3OD81 49803XAA1 515000.00000000 PA USD 548428.65000000 0.011827193441 Long DBT US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 238000.00000000 PA USD 199920.00000000 0.004311394951 Long DBT NUSS GH N 2 2049-06-16 Fixed 8.62700000 N N N N N N Cleaver-Brooks Inc 549300TRZDD68CZBS255 185401AG1 1258000.00000000 PA USD 1241608.26000000 0.026776028330 Long DBT CORP US N 2 2023-03-01 Fixed 7.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 39000000.00000000 PA USD 43399687.50000000 0.935940344039 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N Black Diamond CLO Ltd 549300K8V8PYC7UZSI28 09203WAQ8 5300000.00000000 PA USD 5281937.60000000 0.113908158775 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 1.87500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 2924000.00000000 PA USD 3294266.12000000 0.071042828723 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N GULFPORT ENERGY CORP N/A 000000000 5.00000000 NS USD 29250.00000000 0.000630793829 Long EC CORP US N 3 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254AA8 300000.00000000 PA USD 288888.00000000 0.006230043340 Long DBT CORP GB N 2 2027-01-30 Variable 1.63900000 N N N N N N LSB INDUSTRIES 5493001H215A0HG0MI71 502160AN4 1035000.00000000 PA USD 1045888.20000000 0.022555207609 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N athenahealth, Inc. 5493004JZ4RQIZBHP241 04685YAM1 4935113.14000000 PA USD 4947450.92000000 0.106694752495 Long LON CORP US N 2 2026-02-11 Floating 4.37700000 N N N N N N WF-RBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAL1 133916.00000000 PA USD 139439.47000000 0.003007095973 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.34400000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 9557000.00000000 OU Notional Amount USD -2651271.08000000 -0.05717625424 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -922960.12000000 USD 9557000.00000000 USD -1728310.96000000 N N N Morgan Stanley Capital I Trust N/A 61769GAL1 1651000.00000000 PA USD 1379828.37000000 0.029756828072 Long ABS-MBS CORP US N 2 2036-05-15 Floating 4.09000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 2775000.00000000 PA USD 2577586.50000000 0.055587201995 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 1231000.00000000 PA USD 1305709.39000000 0.028158407723 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 9557000.00000000 OU Notional Amount USD -2651271.08000000 -0.05717625424 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -922960.12000000 USD 9557000.00000000 USD -1728310.96000000 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 000000000 3302000.00000000 PA 3891010.85000000 0.083911987467 Long DBT CORP DK N 2 2022-04-06 Fixed 5.87500000 N N N N Y Danske Bank A/S EUR XXXX N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 3319000.00000000 PA USD 3373763.50000000 0.072757237500 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N MONITRONICS INTERNATIONAL, INC N/A 609ESCAB4 1835000.00000000 PA USD 0.02000000 0.000000000431 Long DBT CORP US N 3 2022-04-01 Fixed 9.12500000 N N N N N N EXIDE GLOBAL HLDG NETH C V N/A 30205XAA5 1124053.00000000 PA USD 1102695.99000000 0.023780301741 Long DBT CORP NL N 3 2024-06-30 Fixed 10.75000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AK0 3420000.00000000 PA USD 3693600.00000000 0.079654703844 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 1290000.00000000 PA USD 1495303.50000000 0.032247118651 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CC4 23000.00000000 PA USD 23904.82000000 0.000515521810 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N SoFi Consumer Loan Program Trust N/A 78471DAB3 761494.43000000 PA USD 639503.02000000 0.013791266965 Long ABS-O CORP US N 3 2025-08-25 None 0.00000000 N N N N N N CPS Auto Trust N/A 12594TAE3 4200000.00000000 PA USD 4250048.04000000 0.091654840250 Long ABS-O CORP US N 2 2024-04-15 Fixed 7.07000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 7597000.00000000 PA USD 7974494.93000000 0.171974775816 Long DBT CORP US N 2 2026-10-15 Fixed 8.00000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 4992000.00000000 PA USD 5153616.00000000 0.111140826350 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 1057000.00000000 PA USD 1025015.18000000 0.022105068388 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAR4 5399000.00000000 PA USD 5351758.75000000 0.115413893837 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A8LX3 6560207.08000000 PA USD 6783827.48000000 0.146297316669 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 507000.00000000 PA USD 74782.50000000 0.001612729556 Long DBT NUSS LB N 2 2024-04-22 None 0.00000000 Y N N N N N iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) 54930076J6KDZL504O62 45174UAF5 221774.33000000 PA USD 220071.10000000 0.004745965533 Long LON CORP US N 2 2026-05-01 Floating 3.08700000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83012FAG3 2400000.00000000 PA USD 2390752.80000000 0.051558020968 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 3.28200000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAG1 810000.00000000 PA USD 850743.00000000 0.018346784089 Long DBT CORP US N 2 2025-09-15 Fixed 6.12500000 N N N N N N UBS Commercial Mortgage Trust N/A 90278PBB5 44174852.74000000 PA USD 2769551.23000000 0.059727036768 Long ABS-MBS CORP US N 2 2052-12-15 Variable 1.03500000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 245000.00000000 PA USD 250099.06000000 0.005393536537 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 2058000.00000000 PA USD 2104922.40000000 0.045393916609 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N GULFPORT ENERGY OP CORP 549300FJX18IDUFPHD40 402635AR7 942660.00000000 PA USD 1043534.05000000 0.022504438949 Long DBT CORP US N 2 2026-05-17 Fixed 8.00000000 N N N N N N INDEPENDENCE ENERGY FIN 54930061FUL6DBLFUW14 45344LAA1 2362000.00000000 PA USD 2458865.62000000 0.053026914867 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 2144361.00000000 PA USD 1771778.28000000 0.038209463442 Long DBT NUSS EC N 2 2030-07-31 Variable 5.00000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 1053000.00000000 PA USD 158497.56000000 0.003418095138 Long DBT NUSS LB N 2 2027-03-23 None 0.00000000 Y N N N N N BONANZA CREEK ENERGY INC IIVIHPH28S64K95M2381 097793AE3 2069000.00000000 PA USD 2089772.76000000 0.045067205517 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N INEOS Group Holdings SA 213800WOJR3Q33H3EB73 000000000 3215000.00000000 PA 3718435.02000000 0.080190285976 Long DBT CORP LU N 2 2024-08-01 Fixed 5.37500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 645000000.00000000 PA 33198874.95000000 0.715953690736 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4VV5 647396.71000000 PA USD 102430.01000000 0.002208964725 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.96000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -24617000.00000000 NC USD -91050.90000000 -0.00196356737 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 24617000.00000000 OU Notional Amount N/A -91050.90000000 0.00000000 DIR US N/A N/A 2031-11-24 0.00000000 N/A 0.00000000 N/A 24617000.00000000 USD 1.00000000 1.67500000 USD 2021-11-22 XXXX 114501.05000000 N N N DP WORLD PLC 549300M3U2DNF4QVSS04 000000000 696000.00000000 PA USD 845640.00000000 0.018236734827 Long DBT CORP AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBS9 46938025.52000000 PA USD 2341911.76000000 0.050504734587 Long ABS-MBS CORP US N 2 2059-11-15 Variable 1.24500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -3971.00000000 NC USD 6521227.73000000 0.140634195238 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note FVZ1 Comdty 2021-12-31 -489990477.73000000 USD 6521227.73000000 N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 6529000.00000000 PA USD 6563734.28000000 0.141550874535 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 2485000.00000000 PA USD 2592631.56000000 0.055911657756 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.87500000 N N N N N N York CLO Ltd 25490036G9JNQQPHIX69 98625DAA8 4400000.00000000 PA USD 4401689.60000000 0.094925081628 Long ABS-CBDO CORP KY N 2 2033-01-22 Floating 1.49800000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AF3 9553000.00000000 PA USD 9935024.47000000 0.214254773619 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 693000.00000000 PA USD 800415.00000000 0.017261430522 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N Endurance International Group Holdings, Inc. 549300UTQC2651SB0W88 000000000 9735600.00000000 PA USD 9561138.05000000 0.206191688267 Long LON CORP US N 2 2028-02-10 Floating 4.25000000 N N N N N N OCP CLO Ltd N/A 671000AJ6 4750000.00000000 PA USD 4738571.50000000 0.102190142266 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 3.12600000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 1143000.00000000 PA USD 1106744.04000000 0.023867600372 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N AUSTIN BIDCO INC N/A 92837TAA0 947000.00000000 PA USD 977834.32000000 0.021087584786 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 1203000.00000000 PA USD 1172949.06000000 0.025295351418 Long DBT CORP US N 2 2021-12-15 Variable 3.44600000 N N N N N N DIRECTV Financing, LLC N/A 25460HAB8 2280000.00000000 PA USD 2281094.40000000 0.049193171667 Long LON CORP US N 2 2027-08-02 Floating 5.75000000 N N N N N N HighTower Holdings LLC N/A 43117LAG8 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-04-21 None 0.00000000 N N N N N N ESC GCB GULFPORT ENERG N/A 402ESCAS6 1351000.00000000 PA USD 74305.00000000 0.001602431982 Long DBT CORP US N 2 2025-05-15 Fixed 6.37500000 N N N N N N MEDCO PLATINUM ROAD PTE 254900CW3HTAEZITE455 58406HAA8 1532000.00000000 PA USD 1595482.25000000 0.034407533602 Long DBT CORP SG N 2 2025-01-30 Fixed 6.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -665203.79000000 -0.01434551951 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 134121321571.22000000 COP 34927427.49000000 USD 2021-11-12 -665203.79000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 3000000.00000000 OU Notional Amount USD -832250.00000000 -0.01794797143 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -182714.83000000 USD 3000000.00000000 USD -649535.17000000 N N N ULKER BISKUVI SANAYI AS 7890009HEU9BS7J3DA93 903742AA2 609000.00000000 PA USD 638802.94000000 0.013776169320 Long DBT CORP TR N 2 2025-10-30 Fixed 6.95000000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865BB0 855000.00000000 PA USD 910771.65000000 0.019641338003 Long DBT CORP US N 2 2030-05-30 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2A44 10415205.92000000 PA USD 1922080.43000000 0.041450819638 Long ABS-MBS USGSE US N 2 2048-08-25 Floating 6.11100000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 1529000.00000000 OU Notional Amount USD -424170.08000000 -0.00914748270 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -150026.26000000 USD 1529000.00000000 USD -274143.82000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAF8 1694000.00000000 PA USD 1798096.30000000 0.038777027360 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 00135TAB0 5750000.00000000 PA USD 6116102.50000000 0.131897426174 Long DBT CORP IE N 2 2025-04-10 Fixed 4.26300000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 2852000.00000000 PA USD 2966507.80000000 0.063974523570 Long DBT CORP US N 2 2030-01-15 Fixed 5.87500000 N N N N N N ESC CB GULFPORT ENERGY N/A 402ESCAP2 236000.00000000 PA USD 12980.00000000 0.000279921500 Long DBT CORP US N 2 2023-05-01 Fixed 6.62500000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 94986KAA4 719387.04000000 PA USD 719938.95000000 0.015525916138 Long ABS-MBS CORP US N 2 2037-12-28 Variable 2.71600000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAX6 3499000.00000000 PA USD 3996076.69000000 0.086177795451 Long DBT CORP XX N 2 2026-03-01 Fixed 5.35000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BD1 336000.00000000 PA USD 363216.00000000 0.007832971331 Long DBT US N 2 2025-01-15 Fixed 4.50000000 N N N N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 80007P869 105.00000000 NS USD 1344.00000000 0.000028984167 Long EC CORP US N 1 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 1325000.00000000 PA USD 1372488.00000000 0.029598528581 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 20000000.00000000 OU Notional Amount USD -5548333.33000000 -0.11965314279 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 -2787400.80000000 USD 20000000.00000000 USD -2760932.53000000 N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 1990000.00000000 PA USD 2246431.40000000 0.048445643240 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 157000.00000000 PA USD 163243.89000000 0.003520452597 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 878000.00000000 PA USD 386320.00000000 0.008331222977 Long DBT KY N 2 2024-08-13 Fixed 7.25000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 2058000.00000000 PA USD 2280264.00000000 0.049175263592 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 6471000.00000000 PA USD 6466729.14000000 0.139458900391 Long DBT CORP GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 4722000.00000000 PA USD 5246283.66000000 0.113139260131 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N PetSmart LLC N/A 71677HAL9 4359075.00000000 PA USD 4360644.27000000 0.094039914418 Long LON CORP US N 2 2028-02-11 Floating 4.50000000 N N N N N N MALLINCKRODT FIN/SB N/A 561233AD9 107000.00000000 PA USD 48026.95000000 0.001035730040 Long DBT CORP LU N 2 2023-10-15 None 0.00000000 Y N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAJ1 1441000.00000000 PA USD 1390147.11000000 0.029979357902 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N BONANZA CREEK ENERGY INC IIVIHPH28S64K95M2381 097793AD5 55052.00000000 PA USD 55711.52000000 0.001201452411 Long DBT CORP US N 2 2026-04-30 Fixed 7.50000000 N N N N N N CEDAR FAIR LP 549300TUVLNQQ6BVKH61 150190AE6 996000.00000000 PA USD 1032214.56000000 0.022260327344 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N Adani Transmission Ltd 549300PLH866JQ6LXE52 000000000 3064000.00000000 PA USD 3229264.50000000 0.069641029722 Long DBT CORP IN N 2 2026-08-03 Fixed 4.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1000000.00000000 PA USD 977500.00000000 0.021080374975 Long DBT NUSS EG N 2 2028-02-21 Fixed 6.58800000 N N N N N N HUNT OIL CO OF PERU 549300SVO0550J3IKN50 000000000 1143000.00000000 PA USD 1123211.81000000 0.024222737730 Long DBT CORP PE N 2 2028-06-01 Fixed 6.37500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 1304000.00000000 PA USD 1300740.00000000 0.028051239841 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0GM5 1571366.68000000 PA USD 1674662.51000000 0.036115103496 Long ABS-MBS USGSE US N 2 2028-03-25 Floating 8.88900000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 297000.00000000 PA USD 298485.00000000 0.006437008413 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.12500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 3605532.91000000 OU Notional Amount USD -1580044.67000000 -0.03407461291 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 -674834.82000000 USD 3605532.91000000 USD -905209.85000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810EY0 39144000.00000000 PA USD 49248045.00000000 1.062063688374 Long DBT UST US N 2 2026-11-15 Fixed 6.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 2358000.00000000 PA USD 2684417.94000000 0.057891086204 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 8612000.00000000 PA USD 8039302.00000000 0.173372379230 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46638UAT3 2102999.00000000 PA USD 1882478.52000000 0.040596780648 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.67200000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 22860EAE2 3966780.80000000 PA USD 3994865.61000000 0.086151677783 Long LON CORP US N 2 2027-04-27 Floating 5.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 3281000.00000000 PA USD 3330575.91000000 0.071825871166 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 1765000.00000000 PA USD 1853320.60000000 0.039967972579 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAS2 2630000.00000000 PA USD 2841221.88000000 0.061272657409 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A 30191BAB7 2778000.00000000 PA USD 2819725.56000000 0.060809076349 Long DBT CORP IT N 2 2026-08-15 Fixed 7.37500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AL8 2210000.00000000 PA USD 2684398.60000000 0.057890669125 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 10000000.00000000 OU Notional Amount USD -2774166.67000000 -0.05982657150 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 -1529010.78000000 USD 10000000.00000000 USD -1245155.89000000 N N N Elmwood CLO VII Ltd. N/A 29002QAG4 4200000.00000000 PA USD 4223759.40000000 0.091087909929 Long ABS-CBDO CORP KY N 2 2034-01-17 Floating 3.72200000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597CP0 4214000.00000000 PA USD 4320140.13000000 0.093166418296 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.12500000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 1485000.00000000 PA USD 1507289.85000000 0.032505611492 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087L93 225418000.00000000 PA 177882778.89000000 3.836149033859 Long DBT NUSS CA N 2 2026-09-01 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FB9 398326900.00000000 PA USD 509236046.22000000 10.98198138630 Long DBT UST US N 2 2027-11-15 Fixed 6.12500000 N N N N N N Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -3108865.50000000 PA USD -3108865.50000000 -0.06704455292 Short RA CORP US N 1 Reverse repurchase N -0.25000000 2023-09-29 2797000.00000000 USD 3108865.50000000 USD N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 250527000.00000000 PA 43394903.49000000 0.935837173988 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 109350000.00000000 OU Notional Amount USD -3899309.15000000 -0.08409094529 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-04-20 0.00000000 USD 0.00000000 USD 109350000.00000000 USD -3899309.15000000 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 204000.00000000 PA USD 104040.00000000 0.002243685127 Long DBT KY N 2 2023-11-07 Fixed 7.90000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 1242000.00000000 PA USD 1251252.90000000 0.026984020788 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 4309000.00000000 PA USD 4246045.51000000 0.091568523285 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N DBWF Mortgage Trust N/A 23307GAN6 1993895.00000000 PA USD 1983873.88000000 0.042783432525 Long ABS-MBS CORP US N 2 2030-12-19 Floating 3.09800000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DZ5 891000.00000000 PA USD 1113937.11000000 0.024022723250 Long DBT CORP US N 2 2027-07-15 Fixed 8.50000000 N N N N N N VIRGOLINO DE OLIVEIRA FI N/A 92824BAA4 4738000.00000000 PA USD 47498.45000000 0.001024332620 Long DBT CORP LU N 2 2018-01-28 None 0.00000000 Y Y N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 1356000.00000000 PA USD 1362861.36000000 0.029390924304 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 548000.00000000 PA USD 563694.72000000 0.012156415415 Long DBT CORP US N 2 2029-07-01 Fixed 6.12500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 1135000.00000000 PA USD 1126487.50000000 0.024293379953 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N OEC FINANCE LTD N/A 67614CAE0 1129994.00000000 PA USD 87913.53000000 0.001895908110 Long DBT CORP KY N 2 2033-12-27 Fixed 5.25000000 N N Y N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775PAA5 5620000.00000000 PA USD 5863121.20000000 0.126441732398 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N EXIDE TECHNOLOGIES N/A 000000000 932856.00000000 PA USD 0.01000000 0.000000000215 Long DBT CORP US N 3 2024-10-31 Fixed 11.00000000 N N N N N N PICAU HOLD LLC/HOLD CORP N/A 69291BAA6 1158000.00000000 PA USD 1185120.36000000 0.025557832817 Long DBT CORP US N 2 2024-12-31 Fixed 10.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FJ2 47418000.00000000 PA USD 63725346.56000000 1.374275397337 Long DBT UST US N 2 2029-08-15 Fixed 6.12500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 1654000.00000000 PA USD 1737527.00000000 0.037470814004 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N Golden Energy Offshore Services AS 5967007LIEEXZXGIQ006 000000000 1497659.00000000 NS 144484.68000000 0.003115898959 Long EC CORP NO N 1 N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAG5 2587000.00000000 PA USD 2700828.00000000 0.058244979010 Long DBT NUSS AE N 2 2025-04-16 Fixed 2.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAA1 886000.00000000 PA USD 924374.88000000 0.019934699834 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.87500000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAL5 2161000.00000000 PA USD 1912485.00000000 0.041243888423 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 1762772.00000000 PA USD 1895861.29000000 0.040885388126 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 000000000 1810000.00000000 PA 2061790.39000000 0.044463748891 Long DBT CORP NL N 2 2024-10-15 Fixed 2.50000000 N N N N N N CHINA SCE GRP HLDGS LTD 549300Q8UEI2ERAP6P49 000000000 468000.00000000 PA USD 379080.00000000 0.008175088026 Long DBT KY N 2 2024-09-29 Fixed 5.95000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 200000.00000000 PA USD 169000.00000000 0.003644586568 Long DBT KY N 2 2028-01-13 Fixed 4.50000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAA3 1467000.00000000 PA USD 1545117.75000000 0.033321392890 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17311WAA5 116559.25000000 PA USD 117225.56000000 0.002528039653 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.18000000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AB7 2591000.00000000 PA USD 2593539.18000000 0.055931231127 Long DBT CORP GB N 2 2026-10-15 Fixed 5.50000000 N N N N N N Dryden Senior Loan Fund N/A 26253LAG7 6823635.00000000 PA USD 6834177.52000000 0.147383145542 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 3.12200000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 48128KAV3 10580338.54000000 PA USD 467087.03000000 0.010073012520 Long ABS-MBS CORP US N 2 2050-07-15 Variable 1.12800000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAD7 150000.00000000 PA USD 154207.50000000 0.003325577415 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N EC FINANCE PLC 213800NKPB53RHYDQE45 000000000 869000.00000000 PA 1015794.91000000 0.021906227724 Long DBT CORP GB N 2 2026-10-15 Fixed 3.00000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 428000.00000000 PA USD 175480.00000000 0.003784331663 Long DBT KY N 2 2026-01-13 Fixed 7.37500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 2188000.00000000 PA USD 2226486.92000000 0.048015528542 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAU4 1832000.00000000 PA USD 2257445.36000000 0.048683165907 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300240JJHXVLBXB20 40538TAC7 1825866.00000000 PA USD 1825944.51000000 0.039377590746 Long ABS-CBDO CORP KY N 2 2031-07-21 Floating 1.93200000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XJ62 7250000.00000000 PA USD 7560254.33000000 0.163041428320 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 3.83900000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0RJ0 4550000.00000000 PA USD 4836057.14000000 0.104292478682 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 4.53900000 N N N N N N GULFPORT ENERGY CORP 549300FJX18IDUFPHD40 402635601 108.00000000 NS USD 631800.00000000 0.013625146710 Long EP CORP US N 3 N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914908AX6 920231.06000000 PA USD 919274.02000000 0.019824696722 Long LON CORP US N 2 2024-03-15 Floating 3.75000000 N N N N N N ERP IRON ORE LLC N/A 26886EAB9 118241.55000000 PA USD 89745.34000000 0.001935412193 Long ABS-O CORP US N 3 2019-12-31 None 0.00000000 Y Y Y N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 886000.00000000 PA USD 983858.70000000 0.021217504162 Long DBT US N 2 2025-06-01 Fixed 5.25000000 N N N N N N Verscend Escrow Corp N/A 92535WAA8 4000000.00000000 PA USD 4238160.00000000 0.091398467523 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N ADAMS HOMES INC N/A 00623PAA9 2232000.00000000 PA USD 2334002.40000000 0.050334164485 Long DBT CORP US N 2 2025-02-15 Fixed 7.50000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 1525000.00000000 PA USD 1570887.25000000 0.033877127645 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 2227000.00000000 OU Notional Amount USD -617806.92000000 -0.01332337753 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -531419.83000000 USD 2227000.00000000 USD -86387.09000000 N N N Staples Inc XQM2JINI1UL7642TU573 855030AP7 1108000.00000000 PA USD 1057707.88000000 0.022810106111 Long DBT CORP US N 2 2027-04-15 Fixed 10.75000000 N N N N N N ESC CB GULFPORT ENERGY N/A 402ESCAT4 1194000.00000000 PA USD 65670.00000000 0.001416213017 Long DBT CORP US N 2 2026-01-15 Fixed 6.37500000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 000000000 100000.00000000 PA 116235.79000000 0.002506694668 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9SC0 29899812.38000000 PA USD 30926494.20000000 0.666948434167 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 44332EAU0 2840869.98000000 PA USD 2837318.89000000 0.061188487084 Long LON CORP US N 2 2025-04-25 Floating 4.00000000 N N N N N N PMT Credit Risk Transfer Trust N/A 69349MAA4 635760.58000000 PA USD 635942.47000000 0.013714481565 Long ABS-MBS CORP US N 2 2022-10-27 Floating 2.78800000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 3879188.00000000 PA USD 2555415.10000000 0.055109062429 Long DBT NUSS EC N 2 2035-07-31 Variable 1.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 2642000.00000000 PA USD 2580362.14000000 0.055647060340 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 3775000.00000000 PA USD 3668356.25000000 0.079110307204 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 6567000.00000000 PA USD 7228953.60000000 0.155896728966 Long DBT CORP US N 2 2025-06-01 Fixed 5.37500000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAB9 4272000.00000000 PA USD 4574511.00000000 0.098652078984 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AD2 844000.00000000 PA USD 846413.84000000 0.018253423152 Long DBT CORP US N 2 2021-12-20 Variable 3.54200000 N N N N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 77340GAQ4 4444250.00000000 PA USD 4444907.75000000 0.095857107006 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 2.97400000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 377736.44000000 PA USD 402643.44000000 0.008683247771 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAD2 937000.00000000 PA USD 939782.89000000 0.020266982829 Long DBT CORP CA N 2 2030-02-15 Fixed 4.87500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -7734316.14000000 -0.16679517586 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 290541322.98000000 CAD 227024800.93000000 USD 2021-11-19 -7734316.14000000 N N N PLAINS ALL AMER PIPELINE N/A 72650RBL5 1287000.00000000 PA USD 1418544.27000000 0.030591759724 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2D5 7434000.00000000 PA USD 7259765.63000000 0.156561208911 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 00169QAD1 1143139.10000000 PA USD 1137103.33000000 0.024522316707 Long LON CORP US N 2 2025-03-14 Floating 5.25000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 2168000.00000000 PA USD 2041714.00000000 0.044030789474 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Balboa Bay Loan Funding Ltd 549300G0EX8VHFWPJW18 05765XAJ0 2750000.00000000 PA USD 2750236.50000000 0.059310503007 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 3.19700000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 060335AA4 1955000.00000000 PA USD 2012261.95000000 0.043395638316 Long DBT CORP FR N 2 2025-03-01 Fixed 5.37500000 N N N N N N Marlette Funding Trust 549300W2612MGSLICQ35 57109MAC5 4413000.00000000 PA USD 4469272.37000000 0.096382544680 Long ABS-O CORP US N 2 2029-09-17 Fixed 3.79000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 3816000.00000000 PA USD 3859349.76000000 0.083229197033 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.37500000 N N N N N N ADAPTHEALTH LLC N/A 00653VAA9 1265000.00000000 PA USD 1341671.65000000 0.028933955473 Long DBT CORP US N 2 2028-08-01 Fixed 6.12500000 N N N N N N Eagle Re 2018-1 Ltd. 549300BLEDGL5R7YKU33 269826AA1 513162.91000000 PA USD 513671.92000000 0.011077643670 Long ABS-MBS CORP US N 2 2028-11-25 Floating 1.78900000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -238365.97000000 -0.00514050540 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 14424185.39000000 USD 12270043.12000000 EUR 2021-11-08 -238365.97000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 1187000.00000000 OU Notional Amount USD -329293.58000000 -0.00710141395 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -308998.82000000 USD 1187000.00000000 USD -20294.76000000 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 222000.00000000 PA USD 99900.00000000 0.002154403539 Long DBT KY N 2 2024-05-24 Fixed 7.75000000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 1513000.00000000 PA USD 1632920.38000000 0.035214909375 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N MOZART DEBT MERGER SUB N/A 62482BAB8 2874000.00000000 PA USD 2921104.86000000 0.062995381882 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAL2 14024530.00000000 PA USD 6731774.40000000 0.145174760715 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15900000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AK1 1247000.00000000 PA USD 1251314.62000000 0.026985351817 Long DBT CORP US N 2 2022-02-01 Variable 3.81000000 N N N N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 1355000.00000000 PA USD 542423.44000000 0.011697687478 Long DBT KY N 2 2025-01-25 Fixed 7.10000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AD7 5333000.00000000 PA USD 5880645.77000000 0.126819660283 Long DBT CORP US N 2 2025-05-15 Fixed 4.50000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 1729000.00000000 PA USD 1656922.31000000 0.035732525421 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AD4 1698000.00000000 PA USD 1687370.52000000 0.036389159369 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 2796000.00000000 PA USD 2885539.10000000 0.062228384893 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAF5 850000.00000000 PA USD 814070.50000000 0.017555919586 Long DBT CORP US N 2 2027-05-15 Fixed 7.25000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 2310000.00000000 PA USD 2476464.38000000 0.053406442703 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 15872810.28000000 OU Notional Amount USD -6955906.37000000 -0.15000830135 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -3460671.51000000 USD 15872810.28000000 USD -3495234.86000000 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 861000.00000000 PA USD 997675.14000000 0.021515463994 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAM6 4207000.00000000 PA USD 4059460.51000000 0.087544705623 Long DBT CORP GB N 2 2029-07-15 Fixed 5.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBN4 5400000.00000000 PA USD 6121710.00000000 0.132018355282 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N Sunshine Mid BV 724500YPEUZJGV4VB176 000000000 2077000.00000000 PA 2471265.33000000 0.053294322065 Long DBT CORP NL N 2 2026-05-15 Fixed 6.50000000 N N N N N N YANGO JUSTICE INTL 3003007ELD2HAYCXPT77 000000000 215000.00000000 PA USD 53750.00000000 0.001159151053 Long DBT HK N 2 2022-03-18 Fixed 10.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 14594800.00000000 PA USD 14777235.00000000 0.318679953855 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAZ7 140609.56000000 PA USD 141158.47000000 0.003044167241 Long ABS-MBS USGSE US N 2 2025-05-25 Floating 4.08900000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 6500000.00000000 OU Notional Amount USD -651372.22000000 -0.01404723339 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -338648.43000000 USD 6500000.00000000 USD -312723.79000000 N N N Countrywide Home Loans N/A 17025RAA3 188682.45000000 PA USD 181683.78000000 0.003918119907 Long ABS-MBS CORP US N 2 2047-09-25 Variable 2.90100000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 3282000.00000000 PA USD 3317412.78000000 0.071542000357 Long DBT CORP US N 2 2026-11-01 Fixed 5.37500000 N N N N N N ITHACA ENERGY NORTH 213800BMMUN3AKWBIO91 46567TAB0 2194000.00000000 PA USD 2261662.96000000 0.048774120986 Long DBT CORP GB N 2 2026-07-15 Fixed 9.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973833 187450.00000000 NS USD 4757481.00000000 0.102597936998 Long EP CORP US N 1 N N N MEDCO PLATINUM ROAD PTE 254900CW3HTAEZITE455 000000000 2299000.00000000 PA USD 2394264.81000000 0.051633759574 Long DBT CORP SG N 2 2025-01-30 Fixed 6.75000000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 447000.00000000 PA USD 335250.00000000 0.007229867734 Long DBT KY N 2 2025-08-10 Fixed 5.95000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 1459000.00000000 PA USD 1586487.42000000 0.034213554687 Long DBT CORP DK N 2 2024-01-12 Fixed 5.37500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAD6 2438981.73000000 PA USD 2517358.41000000 0.054288347037 Long ABS-MBS USGSE US N 2 2024-01-25 Floating 4.48900000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 4941000.00000000 PA USD 2494216.80000000 0.053789284309 Long DBT CORP LU N 2 2023-08-01 None 0.00000000 Y N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 2342000.00000000 PA USD 2363101.42000000 0.050961702340 Long DBT CORP LU N 2 2026-10-15 Fixed 6.12500000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 75000.00000000 PA USD 76302.75000000 0.001645514661 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 4659000.00000000 PA USD 5450610.69000000 0.117545695332 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 3998000.00000000 PA USD 4415990.90000000 0.095233497757 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 293000.00000000 PA USD 167010.00000000 0.003601671022 Long DBT KY N 2 2023-04-24 Fixed 7.25000000 N N N N N N U.S. Renal Care, Inc. 54930058SS5MF69JGN89 90290PAN4 5931463.54000000 PA USD 5888460.43000000 0.126988188122 Long LON CORP US N 2 2026-06-26 Floating 5.12500000 N N N N N N PBF HOLDING CO LLC N/A 69318FAK4 2420000.00000000 PA USD 2348150.20000000 0.050639270295 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N Lamar Funding Ltd 549300TSXHL7X0727895 000000000 3297000.00000000 PA USD 3284224.13000000 0.070826267173 Long DBT CORP KY N 2 2025-05-07 Fixed 3.95800000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AN2 4029000.00000000 PA USD 4294390.23000000 0.092611106227 Long DBT CORP US N 2 2044-03-15 Fixed 5.20000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAC6 4017000.00000000 PA USD 4302448.02000000 0.092784877311 Long DBT CORP US N 2 2025-05-01 Fixed 8.75000000 N N N N N N GRAHAM PACKAGING/GPC CAP N/A 384701AA6 454000.00000000 PA USD 467075.20000000 0.010072757399 Long DBT CORP US N 2 2028-08-15 Fixed 7.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 891000.00000000 PA USD 1208338.56000000 0.026058547254 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 25257DAA6 1004000.00000000 PA USD 1011811.12000000 0.021820314898 Long DBT CORP NL N 2 2029-10-01 Fixed 4.62500000 N N N N N N VIRGOLINO DE OLIVEIRA FI N/A 92824DAB8 750000.00000000 PA USD 93750.00000000 0.002021775093 Long DBT CORP LU N 2 2020-01-13 None 0.00000000 Y Y N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1271.00000000 NC USD 1180054.87000000 0.025448592481 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year US Treasury Note Future TUZ1 Comdty 2021-12-31 -279846804.87000000 USD 1180054.87000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HKK5 2673000.00000000 PA USD 2689545.87000000 0.058001673096 Long DBT CORP US N 2 2022-02-01 Variable 3.93200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4ZB7 4122927.47000000 PA USD 837410.27000000 0.018059255753 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 5.96100000 N N N N N N Denbury Inc 549300KCWA5W52MS5559 24790A101 13032.00000000 NS USD 1103289.12000000 0.023793092946 Long EC CORP US N 1 N N N KAR Auction Services Inc 5493004HKD20LBSG7D03 48238TAA7 75000.00000000 PA USD 75352.50000000 0.001625021949 Long DBT CORP US N 2 2025-06-01 Fixed 5.12500000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 1671616.70000000 PA USD 1925702.44000000 0.041528930460 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N N CASTLELAKE AVIATION FIN N/A 14856HAA6 3299000.00000000 PA USD 3290488.58000000 0.070961363802 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054MAK9 372000.00000000 PA USD 402805.58000000 0.008686744417 Long ABS-MBS CORP US N 2 2049-07-15 Variable 4.85300000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 678000.00000000 PA USD 716279.88000000 0.015447006094 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N Flagship Credit Auto Trust N/A 33844PAG0 670000.00000000 PA USD 696708.75000000 0.015024942913 Long ABS-O CORP US N 2 2024-12-16 Fixed 4.15000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 2125000.00000000 PA USD 2284290.00000000 0.049262086702 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N Coral-US Co-Borrower LLC N/A 000000000 1550000.00000000 PA USD 1538654.00000000 0.033181998237 Long LON CORP US N 2 2029-10-15 Floating 3.13500000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 9220000.00000000 OU Notional Amount USD -2557781.67000000 -0.05516009893 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1075675.54000000 USD 9220000.00000000 USD -1482106.13000000 N N N GLATFELTER 549300LDQLQBT38QDY28 377320AA4 1687000.00000000 PA USD 1718614.38000000 0.037062951987 Long DBT CORP US N 2 2029-11-15 Fixed 4.75000000 N N N N N N CHILE ELEC PEC SPA N/A 000000000 3169000.00000000 PA USD 2577387.31000000 0.055582906343 Long DBT CORP CL N 2 2028-01-25 None 0.00000000 N N N N N N PMT Credit Risk Transfer Trust N/A 73021CAA3 1327729.12000000 PA USD 1327841.58000000 0.028635701702 Long ABS-MBS CORP US N 2 2024-03-27 Floating 2.08800000 N N N N N N OZLM Ltd N/A 67108WBL2 1000000.00000000 PA USD 985173.00000000 0.021245847831 Long ABS-CBDO CORP KY N 2 2029-07-17 Floating 3.12200000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0KE8 6209700.52000000 PA USD 6444750.73000000 0.138984922771 Long ABS-MBS USGSE US N 2 2028-11-25 Floating 5.23900000 N N N N N N CB OFFSHORE GROUP INVT N/A 676ESCAM8 3068000.00000000 PA USD 0.03000000 0.000000000646 Long DBT CORP US N 3 2023-04-01 Fixed 7.12500000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBC4 1074000.00000000 PA USD 1147367.63000000 0.024743672505 Long DBT NUSS QA N 2 2025-04-16 Fixed 3.40000000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83012QAG9 3250000.00000000 PA USD 3250585.00000000 0.070100819118 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 3.18200000 N N N N N N HSBC HOLDINGS PLC N/A 000000000 558000.00000000 PA 696522.75000000 0.015020931712 Long DBT CORP GB N 2 2023-09-29 Fixed 6.00000000 N N N N Y HSBC Holdings PLC EUR XXXX N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EU4 2526000.00000000 PA USD 2907754.38000000 0.062707470757 Long DBT CORP US N 2 2026-03-10 Fixed 6.30000000 N N N N N N CD Commercial Mortgage Trust N/A 12515GAJ6 14120673.04000000 PA USD 621343.50000000 0.013399646003 Long ABS-MBS CORP US N 2 2050-02-10 Variable 0.97700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TAT6 2910.99000000 PA USD 3155.66000000 0.000068053704 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 8.00000000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAA9 846000.00000000 PA USD 887868.54000000 0.019147418671 Long DBT CORP US N 2 2028-02-01 Fixed 5.75000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAV5 1700000.00000000 PA USD 1849566.00000000 0.039887002374 Long DBT US N 2 2027-02-01 Fixed 3.60000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 250000.00000000 PA USD 102500.00000000 0.002210474102 Long DBT KY N 2 2026-08-12 Fixed 7.85000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAK8 1149000.00000000 PA USD 1112588.19000000 0.023993632980 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Great Outdoors Group, LLC 549300IYLDI2E8I2AU46 07014QAM3 1201371.84000000 PA USD 1204122.98000000 0.025967635738 Long LON CORP US N 2 2028-03-06 Floating 5.00000000 N N N N N N COMM Mortgage Trust N/A 12591RBB5 33647797.75000000 PA USD 494710.11000000 0.010668720841 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.71100000 N N N N N N COMM Mortgage Trust N/A 12635QBH2 6384709.07000000 PA USD 201491.84000000 0.004345292625 Long ABS-MBS CORP US N 2 2048-10-10 Variable 0.91300000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 39843UAA0 1399000.00000000 PA USD 1421719.76000000 0.030660241074 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 205000.00000000 PA USD 143500.00000000 0.003094663743 Long DBT KY N 2 2025-07-09 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACFU0 2266820.79000000 PA USD 441469.02000000 0.009520544738 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 6.06100000 N N N N N N Home Re Ltd N/A 43731WAD7 4734000.00000000 PA USD 4887529.77000000 0.105402516882 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 5.33900000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 56000.00000000 0.001207673655 Long DBT KY N 2 2026-06-01 Fixed 11.65000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 13565000.00000000 PA USD 13314047.50000000 0.287125436046 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 07877GAC3 15567000.00000000 PA USD 15566993.77000000 0.335711576373 Long ABS-MBS CORP BM N 2 2029-07-25 Floating 2.03900000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 1919000.00000000 PA USD 1774364.97000000 0.038265246966 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N Paysafe Ltd N/A 000000000 100908.00000000 NS USD 787082.40000000 0.016973904990 Long EC CORP BM N 1 N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 543000.00000000 PA 626276.76000000 0.013506034720 Long DBT CORP SE N 2 2026-07-15 Fixed 3.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 403000.00000000 PA USD 418626.33000000 0.009027928399 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 2404000.00000000 PA USD 2683753.48000000 0.057876756725 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 000000000 6432000.00000000 PA USD 6427176.00000000 0.138605913156 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N POWERLONG REAL ESTATE 549300R3K12EPXCGDP22 000000000 403000.00000000 PA USD 360685.00000000 0.007778388795 Long DBT KY N 2 2025-04-30 Fixed 5.95000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 2496000.00000000 PA USD 2438791.68000000 0.052594008286 Long DBT CORP US N 2 2028-03-01 Fixed 6.12500000 N N N N N N Marlette Funding Trust 549300ICATMFOKQ20083 57109FAC0 2168853.84000000 PA USD 2171945.32000000 0.046839306159 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.63000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AR5 236000.00000000 PA USD 266646.96000000 0.005750401946 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N LLPL Capital Pte Ltd 254900VXZ8FXTUQNON22 50201PAA4 1102941.00000000 PA USD 1265142.26000000 0.027283553184 Long DBT CORP SG N 2 2039-02-04 Fixed 6.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282N9 304188100.00000000 PA USD 315975388.88000000 6.814199161601 Long DBT UST US N 2 2024-07-31 Fixed 2.12500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAJ9 1205000.00000000 PA USD 1305768.13000000 0.028159674486 Long DBT NUSS MX N 2 2025-04-27 Fixed 3.90000000 N N N N N N CHINA SCE GRP HLDGS LTD 549300Q8UEI2ERAP6P49 000000000 1319000.00000000 PA USD 1009035.00000000 0.021760446202 Long DBT KY N 2 2026-02-04 Fixed 6.00000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 717000.00000000 PA USD 743385.60000000 0.016031557236 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N MONITRONICS N/A 000000000 34245.00000000 NS USD 205470.00000000 0.004431084036 Long EC CORP US N 1 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 2501000.00000000 PA USD 2996047.94000000 0.064611574443 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N AES PANAMA GENERATION HL N/A 000000000 1380000.00000000 PA USD 1417346.25000000 0.030565923702 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 2215000.00000000 PA USD 2445537.20000000 0.052739479479 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0DZ9 2034552.80000000 PA USD 2072635.56000000 0.044697631500 Long ABS-MBS USGSE US N 2 2025-01-25 Floating 11.58900000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAZ4 4399000.00000000 PA USD 4643144.50000000 0.100132201660 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.37500000 N N N N N N CBB INTL SUKUK PRGM SPC 5493006IRJ2IWXTNIM16 05675M2B9 2362000.00000000 PA USD 2556569.75000000 0.055133963150 Long DBT CORP BH N 2 2024-11-14 Fixed 6.25000000 N N N N N N ComEd Financing III N/A 20035AAA2 3462000.00000000 PA USD 4251405.24000000 0.091684109084 Long DBT CORP US N 2 2033-03-15 Fixed 6.35000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 459000.00000000 PA USD 417901.14000000 0.009012289241 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0NX3 1168083.00000000 PA USD 1205661.52000000 0.026000815278 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 3.53900000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 8827000.00000000 OU Notional Amount USD -2448756.92000000 -0.05280891467 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1400833.57000000 USD 8827000.00000000 USD -1047923.35000000 N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 2392000.00000000 PA USD 2439911.76000000 0.052618163485 Long DBT CORP US N 2 2031-09-01 Fixed 5.87500000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 296000.00000000 PA USD 314592.50000000 0.006784376331 Long DBT CORP KY N 2 2029-07-18 Fixed 3.87500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4773726.68000000 -0.10294828485 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 150951850.22000000 AUD 108783601.81000000 USD 2021-11-09 -4773726.68000000 N N N HESS MIDSTREAM OPERATION N/A 428102AE7 636000.00000000 PA USD 636343.44000000 0.013723128724 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 1113751.00000000 PA USD 665466.22000000 0.014351178977 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 799000.00000000 PA USD 835977.72000000 0.018028361952 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N Bluemountain CLO Ltd N/A 09629HAA2 3300000.00000000 PA USD 3256377.30000000 0.070225733548 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.28200000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAR2 830721.00000000 PA USD 634662.54000000 0.013686879105 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.36300000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAD3 1592000.00000000 PA USD 1700383.36000000 0.036669789084 Long DBT CORP US N 2 2025-08-01 Fixed 4.12500000 N N N N N N Northwoods Capital Ltd 549300R06FSYRU75ZW78 66858CAE7 1350000.00000000 PA USD 1323842.40000000 0.028549456981 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 1.96600000 N N N N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 000000000 1031000.00000000 PA USD 1102203.44000000 0.023769679605 Long DBT CORP SG N 2 2026-05-14 Fixed 7.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4AA2 4000000.00000000 PA USD 5759400.00000000 0.124204922384 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 819000.00000000 PA USD 896037.19000000 0.019323580518 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AH4 1555000.00000000 PA USD 1623808.75000000 0.035018411598 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 11122000.00000000 PA USD 10818230.38000000 0.233301639873 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 9442000.00000000 PA USD 9541141.00000000 0.205760439866 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAE1 895000.00000000 PA USD 881183.44000000 0.019003250472 Long DBT CORP KY N 2 2025-06-18 Fixed 5.25000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 48129RBC8 37175840.83000000 PA USD 2232758.69000000 0.048150783032 Long ABS-MBS CORP US N 2 2052-11-13 Variable 0.93800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 37957600.00000000 PA USD 32750291.75000000 0.706279724430 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 217000.00000000 PA USD 217271.25000000 0.004685585085 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2ER9 3138469.70000000 PA USD 760926.06000000 0.016409827798 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.11100000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AU8 185000.00000000 PA USD 230260.25000000 0.004965700677 Long DBT CORP US N 2 2025-07-01 Fixed 9.37500000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 17343000.00000000 OU Notional Amount USD -4811237.25000000 -0.10375722283 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -2073306.63000000 USD 17343000.00000000 USD -2737930.62000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX47 6333000.00000000 PA USD 6515073.75000000 0.140501480961 Long DBT NUSS EG N 2 2024-05-29 Fixed 5.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW63 4724000.00000000 PA USD 4918865.00000000 0.106078279950 Long DBT NUSS EG N 2 2024-03-01 Fixed 6.20000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 626132.00000000 PA USD 333415.29000000 0.007190301110 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAA1 4360000.00000000 PA USD 4745031.60000000 0.102329458205 Long DBT CORP GB N 2 2024-11-04 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36251PAF1 30474749.16000000 PA USD 1472616.07000000 0.031757850588 Long ABS-MBS CORP US N 2 2049-10-10 Variable 1.21500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373MVE7 149007.29000000 PA USD 338.37000000 0.000007297152 Long ABS-MBS USGA US N 2 2045-11-16 Variable 0.11300000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 578000.00000000 PA USD 586259.62000000 0.012643041045 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2436.00000000 NC USD -3872213.85000000 -0.08350661886 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year US Treasury Note TYZ1 Comdty 2021-12-21 322265026.35000000 USD -3872213.85000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6120000.00000000 OU Notional Amount USD 577574.05000000 0.012455731508 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S37.V1 2I65BRYQ7 Y sell protection 2026-12-20 563347.13000000 USD 0.00000000 USD 6120000.00000000 USD 14226.92000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBR9 8825000.00000000 PA USD 9665493.00000000 0.208442165481 Long DBT CORP FR N 2 2025-11-24 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 17631000.00000000 PA USD 24220586.25000000 0.522331498991 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 6323000.00000000 OU Notional Amount USD -1754105.58000000 -0.03782834104 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -989218.01000000 USD 6323000.00000000 USD -764887.57000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX21 2597000.00000000 PA USD 2424948.75000000 0.052295477181 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.05300000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 1042000.00000000 PA USD 1079522.42000000 0.023280549777 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 582000.00000000 PA USD 623979.66000000 0.013456496378 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2VX7 11002455.19000000 PA USD 1996965.42000000 0.043065759453 Long ABS-MBS USGSE US N 2 2048-08-25 Floating 6.11100000 N N N N N N VERTICAL HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 1008000.00000000 PA USD 1068802.56000000 0.023049369554 Long DBT CORP DE N 2 2028-07-15 Fixed 7.62500000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1136000.00000000 OU Notional Amount USD -113839.82000000 -0.00245502413 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -44239.11000000 USD 1136000.00000000 USD -69600.71000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A8R25 26447649.39000000 PA USD 27440094.79000000 0.591762135573 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B6WF6 3770010.36000000 PA USD 793422.43000000 0.017110631547 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.96100000 N N N N N N LLPL Capital Pte Ltd 254900VXZ8FXTUQNON22 000000000 2026542.00000000 PA USD 2324570.33000000 0.050130756227 Long DBT CORP SG N 2 2039-02-04 Fixed 6.87500000 N N N N N N HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 000000000 -117700000.00000000 PA USD -117700000.00000000 -2.53827123740 Short RA CORP US N 1 Reverse repurchase N 0.08000000 2023-08-18 110000000.00000000 USD 117700000.00000000 USD UST N N N RONSHINE CHINA 549300GNBBT32SFSEC47 000000000 470000.00000000 PA USD 192846.88000000 0.004158858867 Long DBT KY N 2 2024-08-05 Fixed 6.75000000 N N N N N N Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 549300BIN4DWJG5VWF64 81527CAM9 2231025.94000000 PA USD 2224890.62000000 0.047981103373 Long LON CORP US N 2 2026-09-03 Floating 3.83700000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 211000.00000000 PA USD 237362.34000000 0.005118861516 Long DBT CORP CH N 2 2025-02-19 Fixed 7.00000000 N N N N Y UBS Group AG USD XXXX N N N WR GRACE HOLDING LLC N/A 92943GAA9 1194000.00000000 PA USD 1204077.36000000 0.025966651915 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N SoFi Consumer Loan Program Trust N/A 78471WAD7 1400000.00000000 PA USD 1420447.14000000 0.030632796259 Long ABS-O CORP US N 2 2027-04-26 Fixed 4.25000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 449121.00000000 PA USD 502777.49000000 0.010842698739 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N OEC FINANCE LTD N/A 67614CAD2 3647634.00000000 PA USD 278022.66000000 0.005995725753 Long DBT CORP KY N 2 2029-10-25 Fixed 4.37500000 N N Y N N N HIGHLAND HOLDINGS BOND N/A 43103QAA6 1938321.00000000 PA USD 2051693.40000000 0.044246001233 Long DBT CORP XX N 2 2025-10-15 Fixed 7.62500000 N N Y N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JQK8 724000.00000000 PA USD 727366.60000000 0.015686097874 Long DBT CORP US N 2 2022-01-15 Variable 3.73400000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855030AN2 1173000.00000000 PA USD 1187932.29000000 0.025618473778 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69345WAA6 1961662.13000000 PA USD 1942660.29000000 0.041894636687 Long ABS-MBS CORP US N 2 2023-05-27 Floating 2.83800000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 2415000.00000000 PA USD 2221800.00000000 0.047914452296 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.87500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 14291000.00000000 OU Notional Amount USD -3964561.58000000 -0.08549815316 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1603825.02000000 USD 14291000.00000000 USD -2360736.56000000 N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 346535.44000000 PA USD 344224.05000000 0.007423398516 Long LON CORP CA N 2 2026-04-30 Floating 3.33700000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 478000.00000000 PA USD 481933.94000000 0.010393195057 Long DBT CORP DK N 2 2022-01-12 Fixed 5.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 284000.00000000 PA USD 285420.00000000 0.006155253836 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.12500000 N N N N N N NORDIC AVIATION CAPITAL N/A 000000000 12727341.05000000 PA USD 9354595.67000000 0.201737477711 Long DBT CORP US N 3 2024-02-27 Variable 5.04000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 8904000.00000000 PA USD 9704380.56000000 0.209280799084 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -55.00000000 NC 263685.42000000 0.005686534556 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Future RXZ1 Comdty 2021-12-08 -9474701.60000000 EUR 263685.42000000 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BH2 265000.00000000 PA USD 283605.65000000 0.006116126288 Long DBT CORP GB N 2 2023-04-02 Fixed 7.75000000 N N N N Y Standard Chartered PLC USD XXXX N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 3229000.00000000 PA USD 3253346.66000000 0.070160375975 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 9029000.00000000 OU Notional Amount USD -2504795.08000000 -0.05401741127 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -752630.76000000 USD 9029000.00000000 USD -1752164.32000000 N N N NEW FORTRESS ENERGY INC N/A 644393AA8 3422000.00000000 PA USD 3334533.68000000 0.071911222855 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAY5 489238.00000000 PA USD 367838.24000000 0.007932652715 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.88700000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -16.00000000 NC 1093.48000000 0.000023581553 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Future UBZ1 Comdty 2021-12-08 -3344625.92000000 EUR 1093.48000000 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0CH0 580200.67000000 PA USD 599519.26000000 0.012928993151 Long ABS-MBS USGSE US N 2 2024-09-25 Floating 3.83900000 N N N N N N LIGHT SERVICOS ENERGIA N/A 000000000 400000.00000000 PA USD 390325.00000000 0.008417593209 Long DBT CORP BR N 2 2026-06-18 Fixed 4.37500000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 403000.00000000 PA USD 173290.00000000 0.003737102996 Long DBT KY N 2 2025-07-14 Fixed 7.50000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AG9 1639000.00000000 PA USD 1757827.50000000 0.037908606487 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AZ7 2368000.00000000 PA USD 2431344.00000000 0.052433394591 Long DBT NUSS ZA N 2 2048-06-22 Fixed 6.30000000 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 000000000 445000.00000000 PA USD 472033.75000000 0.010179691509 Long DBT CORP KY N 2 2028-01-28 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HSF7 1158680.85000000 PA USD 283386.45000000 0.006111399108 Long ABS-MBS USGSE US N 2 2036-02-15 Floating 7.11000000 N N N N N N Countrywide Alternative Loan Trust N/A 02146TAQ0 973303.12000000 PA USD 742372.06000000 0.016009699637 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 5.75000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAH3 4640000.00000000 PA USD 4997280.00000000 0.107769346552 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.12500000 N N N N N N EMERGENT BIOSOLUTIONS 549300YW6TUOX8BE5103 29089QAC9 642000.00000000 PA USD 619292.46000000 0.013355414093 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAE7 154000.00000000 PA USD 161142.52000000 0.003475135290 Long DBT CORP US N 2 2025-05-15 Fixed 5.50000000 N N N N N N BFLD Trust N/A 054970AN8 11227000.00000000 PA USD 11086030.42000000 0.239076908683 Long ABS-MBS CORP US N 2 2034-10-15 Floating 2.33000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 10000.00000000 PA USD 10822.50000000 0.000233393716 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAJ1 179000.00000000 PA USD 176350.80000000 0.003803110988 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 307000.00000000 PA USD 328179.93000000 0.007077397425 Long DBT CORP NL N 2 2028-07-15 Fixed 6.37500000 N N N N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -339071250.00000000 PA USD -339071250.00000000 -7.31227528720 Short RA CORP US N 1 Reverse repurchase N 0.12000000 2023-09-28 337000000.00000000 USD 339071250.00000000 USD UST N N N NXP BV/NXP FUNDING LLC N/A 62947QAY4 1130000.00000000 PA USD 1363350.65000000 0.029401476137 Long DBT CORP XX N 2 2028-12-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K3DL3 9023318.67000000 PA USD 9896488.07000000 0.213423712993 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F0306B9 110846690.00000000 PA USD 115628061.97000000 2.493588648553 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 3.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -104028.64000000 -0.00224344014 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6212876.18000000 USD 34477113.77000000 BRL 2021-11-03 -104028.64000000 N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 1640000.00000000 PA USD 1822597.60000000 0.039305412620 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -188440.83000000 -0.00406383975 N/A DFE XX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 26688704.07000000 USD 22921437.46000000 EUR 2021-11-08 -188440.83000000 N N N LIGHT SERVICOS ENERGIA N/A 53227QAB4 1845000.00000000 PA USD 1800374.06000000 0.038826148624 Long DBT CORP BR N 2 2026-06-18 Fixed 4.37500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAF4 7284962.16000000 PA USD 493423.60000000 0.010640976480 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.52800000 N N N N N N RKPF OVERSEAS 2019 A LTD 254900P8BXRCW5458103 000000000 275000.00000000 PA USD 250250.00000000 0.005396791649 Long DBT VG N 2 2025-03-05 Fixed 5.90000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 000000000 1967000.00000000 PA USD 2071251.00000000 0.044667772631 Long DBT CORP LU N 2 2026-04-17 Fixed 7.62500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 000000000 2400000.00000000 PA 3170334.27000000 0.068370163895 Long DBT CORP ES N 2 2027-10-09 Fixed 5.87500000 N N N N Y CaixaBank SA EUR XXXX N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0GZ6 2463629.20000000 PA USD 2673674.78000000 0.057659403502 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 9.43900000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 1952000.00000000 PA USD 1988112.00000000 0.042874830130 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N GOLO Mobile Inc N/A 381721109 30264.00000000 NS 733.61000000 0.000015820740 Long EC CORP CA N 3 N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 1969000.00000000 PA USD 2230561.96000000 0.048103409229 Long DBT CORP IT N 2 2029-05-09 Fixed 4.25000000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2B7 1988000.00000000 PA USD 2174747.75000000 0.046899742246 Long DBT CORP CA N 2 2025-05-18 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FA1 45300400.00000000 PA USD 58140232.13000000 1.253829048014 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 1123000.00000000 PA USD 1050005.00000000 0.022643988875 Long DBT CORP NL N 2 2050-08-03 Fixed 4.02700000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381YAC5 84240.00000000 PA USD 76658.40000000 0.001653184467 Long DBT CORP BM N 2 2021-11-15 Fixed 7.00000000 N N Y N N Digicel Group One Ltd USD XXXX N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAY1 7173000.00000000 PA USD 7565363.10000000 0.163151602015 Long DBT CORP US N 2 2025-06-08 Fixed 3.35000000 N N N N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 80007P117 2566.00000000 NS USD 128.30000000 0.000002766866 N/A DE US N 1 N/A N/A Call Purchased SandRidge Energy Inc SandRidge Energy Inc 1.00000000 41.34000000 USD 2022-10-04 XXXX 126.27000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 10176000.00000000 PA USD 8967600.00000000 0.193391683504 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 1847000.00000000 PA USD 1826960.05000000 0.039399491476 Long DBT CORP US N 2 2028-09-15 Fixed 5.62500000 N N N N N N ARDONAGH MIDCO 2 PLC 9845003AD1386OH58D80 03985RAA1 2520831.00000000 PA USD 2764065.98000000 0.059608744055 Long DBT CORP GB N 2 2027-01-15 Fixed 11.50000000 N N Y N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BNRK2 1569402.51000000 PA USD 361451.13000000 0.007794910849 Long ABS-MBS USGSE US N 2 2046-04-15 Floating 5.91000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -647718.19000000 -0.01396843204 N/A DFE BR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 60124867.47000000 USD 335677135.08000000 BRL 2021-11-03 -647718.19000000 N N N KONDOR FINANCE PLC (NAK) 213800PUC1T9GI6EIO63 50050MAB1 2168000.00000000 PA USD 2145886.40000000 0.046277329888 Long DBT CORP GB N 2 2026-11-08 Fixed 7.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 2865000.00000000 PA USD 2920781.55000000 0.062988409508 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N Berry Corp N/A 08579X101 137884.00000000 NS USD 1325065.24000000 0.028575828261 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 192513900.00000000 PA USD 201838792.03000000 4.352774854726 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 3358000.00000000 PA USD 3642859.14000000 0.078560446703 Long DBT CORP CH N 2 2024-01-31 Fixed 7.00000000 N N N N Y UBS Group AG USD XXXX N N N CSAIL Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281AL8 670000.00000000 PA USD 495911.35000000 0.010694626304 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.76200000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 1800000.00000000 PA USD 1896048.00000000 0.040889414640 Long DBT US N 2 2030-01-15 Fixed 3.40000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368JFA3 1529000.00000000 PA USD 1783838.43000000 0.038469547825 Long DBT CORP FR N 2 2025-09-29 Fixed 8.00000000 N N N N Y Societe Generale SA USD XXXX N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AM6 704000.00000000 PA USD 845567.36000000 0.018235168302 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N STATE AGE ROADS 254900FGEO8P5USHG994 857329AA4 7856000.00000000 PA USD 7701335.00000000 0.166083917757 Long DBT CORP UA N 2 2028-06-24 Fixed 6.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 9846000.00000000 PA USD 10084765.50000000 0.217484028925 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Consumer Loan Underlying Bond (CLUB) Certificate N/A 21052PAA5 444128.53000000 PA USD 445405.75000000 0.009605442686 Long ABS-O CORP US N 2 2043-11-16 Variable 11.98100000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06738CAG4 656000.00000000 PA USD 886754.56000000 0.019123395023 Long DBT CORP GB N 2 2032-06-15 Fixed 6.86000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BC0 787000.00000000 PA USD 822714.06000000 0.017742323152 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 2825000.00000000 PA USD 2898676.00000000 0.062511690036 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 8898000.00000000 PA USD 11977241.88000000 0.258296419434 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 36257BAA7 3358000.00000000 PA USD 3623584.22000000 0.078144771469 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N ARES CLO Ltd 549300VDFIIXSFET0S73 04015GAT6 9437029.00000000 PA USD 9443229.13000000 0.203648911545 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 2.12200000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 473000.00000000 PA USD 484910.14000000 0.010457378598 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AC3 281000.00000000 PA USD 301295.23000000 0.006497612712 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AJ3 1680000.00000000 PA USD 1774500.00000000 0.038268158969 Long DBT NUSS KE N 2 2027-05-22 Fixed 7.00000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 496000.00000000 PA 564717.96000000 0.012178482201 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 3739000.00000000 PA USD 4030978.51000000 0.086930474175 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 2839000.00000000 OU Notional Amount USD -284499.34000000 -0.00613539925 N/A DCR GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Markit CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -108501.15000000 USD 2839000.00000000 USD -175998.19000000 N N N DIGICEL GROUP HOLDINGS N/A 25381YAD3 6051026.00000000 PA USD 6073717.35000000 0.130983364941 Long DBT CORP BM N 2 2024-04-01 Fixed 10.00000000 N N Y N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBU7 733635.28000000 PA USD 778241.11000000 0.016783237258 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 7.03900000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 1299000.00000000 PA USD 493620.00000000 0.010645211964 Long DBT KY N 2 2027-03-01 Fixed 5.88000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162DAF5 44285817.52000000 PA USD 3023472.48000000 0.065203001130 Long ABS-MBS CORP US N 2 2057-08-15 Variable 1.12800000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 997000.00000000 PA USD 578260.00000000 0.012470524432 Long DBT KY N 2 2026-01-07 Fixed 6.63000000 N N N N N N DIAMOND OFFSHORE DRILLING INC N/A 25271C201 107934.00000000 NS USD 593637.00000000 0.012802138679 Long EC CORP US N 2 N N N IVORY COAST 254900ICW11T82O6H590 000000000 1195000.00000000 PA 1350596.91000000 0.029126434069 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAW1 861000.00000000 PA USD 902597.06000000 0.019465048057 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.87500000 N N N N N N Transocean Phoenix 2 Ltd N/A 893828AA1 399998.64000000 PA USD 407122.62000000 0.008779843979 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N GTL Trade Finance Inc 549300PSJEHGXCQ8J374 000000000 274000.00000000 PA USD 363786.38000000 0.007845271919 Long DBT CORP VG N 2 2044-04-16 Fixed 7.25000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAC5 75000.00000000 PA USD 77339.25000000 0.001667867406 Long DBT US N 2 2027-09-15 Fixed 4.87500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DY8 1755000.00000000 PA USD 2076024.60000000 0.044770718184 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N FAIRFAX FINANCIAL HLDGS GLS7OQD0WOEDI8YAP031 303901AB8 5000000.00000000 PA USD 6116800.00000000 0.131912468181 Long DBT CORP CA N 2 2026-04-15 Fixed 8.30000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 415000.00000000 PA USD 454035.94000000 0.009791557920 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 153000.00000000 0.003299536952 Long DBT KY N 2 2025-07-08 Fixed 6.75000000 N N N N N N ASSICURAZIONI GENERALI 549300X5UKJVE386ZB61 000000000 6630000.00000000 PA 9274544.19000000 0.200011119434 Long DBT CORP IT N 2 2047-10-27 Fixed 5.50000000 N N N N N N Sound Point CLO LTD 5493001QI7ZD0IPL4A34 83610JAA4 7931000.00000000 PA USD 7939311.69000000 0.171216028100 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.12400000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 410000.00000000 PA USD 422812.50000000 0.009118205671 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 20783.35000000 0.000448205433 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2096773.67000000 EUR 2444935.60000000 USD 2021-11-08 20783.35000000 N N N VOC Escrow Ltd N/A 91832VAA2 75000.00000000 PA USD 74594.25000000 0.001608669832 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 5000000.00000000 OU Notional Amount USD -1387083.33000000 -0.02991328564 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -586901.38000000 USD 5000000.00000000 USD -800181.95000000 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865BA2 545000.00000000 PA USD 608661.45000000 0.013126149973 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 7640000.00000000 PA USD 6060907.50000000 0.130707112827 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 1946000.00000000 PA USD 2023781.62000000 0.043644066922 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 1252000.00000000 PA USD 1295794.96000000 0.027944597081 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 1673315.84000000 PA USD 1725920.71000000 0.037220517385 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N DIAMOND OFFSHORE DRILLING INC N/A 25271C300 22730.00000000 NS USD 125015.00000000 0.002696023608 Long EC CORP US N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 3139.36000000 0.000067702185 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 556125.59000000 EUR 646095.31000000 USD 2021-11-08 3139.36000000 N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 000000000 3912000.00000000 PA USD 4510536.00000000 0.097272419660 Long DBT CORP BH N 2 2028-11-07 Fixed 8.37500000 N N N N N N ENCINO ACQUISITION PARTN 549300BUKUEKT2UE4T49 29254BAA5 1100000.00000000 PA USD 1149841.00000000 0.024797012216 Long DBT CORP US N 2 2028-05-01 Fixed 8.50000000 N N N N N N AES GENER SA 549300IF4IFG0FS0RM26 00105DAG0 1816000.00000000 PA USD 1889775.00000000 0.040754133624 Long DBT CORP CL N 2 2079-10-07 Fixed 6.35000000 N N N N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 000000000 1084000.00000000 PA USD 1246600.00000000 0.026883678203 Long DBT CORP AT N 2 2049-04-03 Fixed 7.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDA9 421464.66000000 PA USD 436216.01000000 0.009407260420 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 4.33900000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 3960000.00000000 PA USD 4731705.00000000 0.102042062067 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 1560000.00000000 PA USD 1570405.20000000 0.033866731947 Long DBT CORP US N 2 2026-10-15 Fixed 8.50000000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 1094000.00000000 PA USD 1123606.38000000 0.024231246869 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 5817000.00000000 PA USD 5766043.08000000 0.124348184397 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300W6NRTMFPYUPG47 94989EAH0 8027396.36000000 PA USD 267104.39000000 0.005760266699 Long ABS-MBS CORP US N 2 2050-04-15 Variable 1.30800000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 6780000.00000000 PA USD 6715590.00000000 0.144825734402 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 1011000.00000000 PA USD 990780.00000000 0.021366766156 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007OD9MH69ES1S63 95000HBJ0 29346839.15000000 PA USD 1874564.57000000 0.040426111560 Long ABS-MBS CORP US N 2 2049-10-15 Variable 1.61600000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 03759DAF5 4778481.02000000 PA USD 4778481.02000000 0.103050815051 Long LON CORP US N 2 2024-08-01 Floating 6.50000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAA1 426000.00000000 PA USD 432336.75000000 0.009323601847 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 2969000.00000000 OU Notional Amount USD -823650.08000000 -0.01776250898 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -708480.22000000 USD 2969000.00000000 USD -115169.86000000 N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB34 7916000.00000000 PA USD 8356327.50000000 0.180209224669 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0226B2 78250000.00000000 PA USD 80432439.45000000 1.734573896430 Long ABS-MBS USGA US N 2 2051-11-18 Fixed 2.50000000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 245000.00000000 PA USD 183750.00000000 0.003962679183 Long DBT KY N 2 2027-01-13 Fixed 7.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 118567400.00000000 PA USD 110249155.84000000 2.377589305151 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N BCP V MODULAR SERVICES 213800K8U94KVZL98H64 000000000 1991000.00000000 PA 2253308.26000000 0.048593946859 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YQ7 249722300.00000000 PA USD 255145956.20000000 5.502375887522 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N MALLINCKRODT FIN/SB N/A 561233AC1 548000.00000000 PA USD 246682.20000000 0.005319849898 Long DBT CORP LU N 2 2025-04-15 None 0.00000000 Y N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 1526000.00000000 PA USD 1729827.82000000 0.037304776560 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAE2 1569000.00000000 PA USD 1634996.06000000 0.035259672662 Long DBT CORP PA N 2 2061-08-11 Fixed 5.12500000 N N N N N N Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 -590620.00000000 PA USD -590620.00000000 -0.01273707526 Short RA CORP US N 1 Reverse repurchase N -2.00000000 2022-10-18 600000.00000000 USD 590620.00200000 USD CDS N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAP6 140000.00000000 PA USD 147810.60000000 0.003187624422 Long DBT CORP BM N 2 2023-04-01 Fixed 5.00000000 N N N N N N Regatta XX Funding Ltd N/A 75884YAG3 3500000.00000000 PA USD 3500241.50000000 0.075484811583 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 3.18400000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 9941000.00000000 PA USD 11144059.82000000 0.240328347569 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05674RAG9 873000.00000000 PA USD 955116.56000000 0.020597662639 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCAM6 7904055.20000000 PA USD 1871233.69000000 0.040354279131 Long ABS-MBS USGSE US N 2 2047-12-15 Floating 6.11000000 N N N N N N CREDIT AGRICOLE ASSRNCES 969500K2MUPSI57XK083 000000000 3200000.00000000 PA 4456462.73000000 0.096106297095 Long DBT CORP FR N 2 2048-09-27 Fixed 4.75000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 1389000.00000000 PA USD 1508829.03000000 0.032538804834 Long DBT US N 2 2025-06-15 Fixed 9.75000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAF7 1836000.00000000 PA USD 1955119.68000000 0.042163330921 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 273000.00000000 PA USD 285877.41000000 0.006165118158 Long DBT CORP CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N Triumph Group Inc 5493007L6S47Q14SL582 896818AP6 362000.00000000 PA USD 367922.32000000 0.007934465951 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -77655.63000000 -0.00167469033 N/A DFE CA N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 42827772.24000000 USD 52908170.69000000 CAD 2021-11-19 -77655.63000000 N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 1514000.00000000 PA USD 1597648.50000000 0.034454250085 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -297.00000000 NC 112592.82000000 0.002428131831 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Future DUZ1 Comdty 2021-12-08 -33349518.64000000 EUR 112592.82000000 N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CQ4 27000.00000000 PA USD 27880.74000000 0.000601264914 Long DBT CORP US N 2 2023-03-15 Fixed 4.37500000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381YAB7 341930.00000000 PA USD 328851.18000000 0.007091873335 Long DBT CORP BM N 2 2025-04-01 Fixed 8.00000000 N N Y N N N Connecticut Avenue Securities N/A 30711XDN1 2741589.75000000 PA USD 2956725.86000000 0.063763570155 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 11.24400000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 3294000.00000000 PA USD 3492825.84000000 0.075324888419 Long DBT CORP US N 2 2028-02-01 Fixed 9.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZT0 48082900.00000000 PA USD 46910879.31000000 1.011661305639 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 775797.50000000 PA USD 865886.98000000 0.018673373119 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AQ1 2197000.00000000 PA USD 2453038.38000000 0.052901246934 Long DBT CORP US N 2 2025-06-23 Fixed 6.12500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 1446000.00000000 PA USD 1408100.34000000 0.030366530096 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N YANGO JUSTICE INTL 3003007ELD2HAYCXPT77 000000000 898000.00000000 PA USD 179600.00000000 0.003873181939 Long DBT HK N 2 2025-02-17 Fixed 7.50000000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121AB6 1143000.00000000 PA USD 1289441.16000000 0.027807573566 Long DBT US N 2 2029-03-15 Fixed 4.62500000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAP1 463000.00000000 PA USD 515212.51000000 0.011110867419 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 223000.00000000 PA USD 237300.99000000 0.005117538466 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46638UAK2 2411374.00000000 PA USD 2441622.52000000 0.052655057052 Long ABS-MBS CORP US N 2 2045-10-15 Variable 3.97700000 N N N N N N LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) 549300G8ZVHRTBBBSZ90 75915TAD4 1018126.70000000 PA USD 1015194.50000000 0.021893279521 Long LON CORP US N 2 2025-11-16 Floating 3.83700000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 4514000.00000000 OU Notional Amount USD -1252258.83000000 -0.02700571427 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -374382.83000000 USD 4514000.00000000 USD -877876.00000000 N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 2060000.00000000 PA USD 2364365.00000000 0.050988952202 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 458000.00000000 PA USD 201520.00000000 0.004345899913 Long DBT KY N 2 2024-07-16 Fixed 7.25000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 4550000.00000000 PA USD 4766978.13000000 0.102802748315 Long DBT NUSS OM N 2 2027-03-08 Fixed 5.37500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAL4 5868760.00000000 PA USD 5706593.25000000 0.123066113084 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.40300000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46642EBD7 1598762.00000000 PA USD 1684851.18000000 0.036334828287 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.34100000 N N N N N N Banff Guarantor Inc. 5493006T045HLTF7YX04 000000000 1050000.00000000 PA USD 1061812.50000000 0.022898624709 Long LON CORP US N 2 2026-02-27 None 0.00000000 N N N N N N Venture CDO Ltd 549300JZGSLL2771YV05 92331RAD9 1591438.00000000 PA USD 1592076.17000000 0.034334079439 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 4.13200000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 1169000.00000000 PA USD 1194791.06000000 0.025766387275 Long DBT CORP CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 3024000.00000000 PA USD 3276655.20000000 0.070663038649 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N GLOBO COMMUNICACOES PART 52990054HEKS017PVR75 37959DAB0 996000.00000000 PA USD 961140.00000000 0.020727561742 Long DBT CORP BR N 2 2030-01-22 Fixed 4.87500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05674RAJ3 1709000.00000000 PA USD 1843370.13000000 0.039753384714 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AX2 2762000.00000000 PA USD 2614060.38000000 0.056373783138 Long DBT NUSS US N 2 2047-09-27 Fixed 5.65000000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 200000.00000000 PA USD 92000.00000000 0.001984035291 Long DBT KY N 2 2022-09-13 Fixed 5.37500000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAD3 4716000.00000000 PA USD 5099175.00000000 0.109966773466 Long DBT CORP GB N 2 2024-01-21 Fixed 13.87500000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300240JJHXVLBXB20 40538TAG8 2000000.00000000 PA USD 1900714.00000000 0.040990039734 Long ABS-CBDO CORP KY N 2 2031-07-21 Floating 3.33200000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CD4 75000.00000000 PA USD 85523.25000000 0.001844360285 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 3383000.00000000 PA USD 3681008.47000000 0.079383159932 Long DBT CORP NL N 2 2024-04-16 Fixed 6.75000000 N N N N Y ING Groep NV USD XXXX N N N Southeastern Grocers Inc N/A 84169Q103 71086.00000000 NS USD 1626092.25000000 0.035067656648 Long EC CORP US N 3 N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAP6 2544090.90000000 PA USD 2532235.44000000 0.054609179130 Long LON CORP US N 2 2024-08-14 Floating 2.83700000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BF5 1061000.00000000 PA USD 855261.49000000 0.018444228041 Long DBT CORP KY N 2 2026-01-15 Fixed 7.50000000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAB7 598000.00000000 PA USD 596990.88000000 0.012874467117 Long DBT CORP KY N 2 2026-05-15 Fixed 5.87500000 N N N N N N Flagship Credit Auto Trust N/A 33845FAJ5 2970000.00000000 PA USD 3098463.19000000 0.066820220860 Long ABS-O CORP US N 2 2027-03-15 Fixed 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F3PH1 11577827.93000000 PA USD 2544230.00000000 0.054867849025 Long ABS-MBS USGSE US N 2 2048-03-15 Floating 6.91000000 N N N N N N CBB INTL SUKUK PRGM SPC 5493006IRJ2IWXTNIM16 12482TAA6 1087000.00000000 PA USD 1140874.44000000 0.024603642961 Long DBT CORP BH N 2 2027-03-30 Fixed 4.50000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 956000.00000000 PA USD 937597.00000000 0.020219842798 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 2470000.00000000 PA USD 2407904.20000000 0.051927901217 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAM3 1769000.00000000 PA USD 1547875.00000000 0.033380854643 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.62500000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAD7 200000.00000000 PA USD 212725.00000000 0.004587542472 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 17302WAB4 737000.00000000 PA USD 752661.25000000 0.016231592203 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N N ESC GCB GULFPORT ENERG N/A 402ESCAQ0 438000.00000000 PA USD 24090.00000000 0.000519515328 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 4169.48000000 0.000089917342 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1022374.11000000 ZAR 70924.01000000 USD 2021-11-24 4169.48000000 N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 2398000.00000000 PA USD 2341647.00000000 0.050499024878 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 800000.00000000 PA USD 596000.00000000 0.012853098194 Long DBT KY N 2 2026-05-17 Fixed 5.50000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAV6 3506000.00000000 PA USD 3709838.84000000 0.080004904188 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N STONECO LTD 549300O1A9LEF0XZCR35 861787AA7 736000.00000000 PA USD 656328.00000000 0.014154107771 Long DBT CORP KY N 2 2028-06-16 Fixed 3.95000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 2282000.00000000 PA USD 2287956.02000000 0.049341146627 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AMAH2 1933644.43000000 PA USD 424701.60000000 0.009158945248 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 6.06100000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AH9 2577000.00000000 PA USD 2774810.52000000 0.059840456517 Long DBT CORP AU N 2 2024-03-19 Fixed 4.50000000 N N N N Y Australia & New Zealand Bankin USD XXXX N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEQ3 11578840.00000000 PA USD 12775185.43000000 0.275504551651 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 5.83900000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 4585000.00000000 PA USD 4722183.20000000 0.101836718728 Long DBT CORP IN N 2 2027-07-30 Fixed 4.00000000 N N N N N N Team Health Holdings, Inc. 549300PVTQ4UDTTMQT11 87817JAE8 2621377.60000000 PA USD 2496862.16000000 0.053846333088 Long LON CORP US N 2 2024-02-06 Floating 3.75000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 4469000.00000000 PA 1131288.42000000 0.024396914678 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N Octagon Investment Partners 29, Ltd. 5493003U22XL00FIHD56 67591JAS1 6570803.00000000 PA USD 6548481.98000000 0.141221949519 Long ABS-CBDO CORP KY N 2 2033-01-24 Floating 3.22400000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 75000.00000000 PA USD 107376.75000000 0.002315644146 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAG6 680000.00000000 PA USD 627447.36000000 0.013531279412 Long ABS-MBS CORP US N 2 2046-05-15 Variable 4.10900000 N N N N N N eDreams ODIGEO SA 959800Y8LQ5MR2YZ4N96 000000000 1227000.00000000 PA 1410156.68000000 0.030410876304 Long DBT CORP LU N 2 2023-09-01 Fixed 5.50000000 N N N N N N Encore Automotive Acceptance N/A 000000000 12.31000000 NS USD 0.00000000 0.000000 N/A DE US N 3 N/A N/A Call Purchased Emcore Automotive Emcore Automotive 1.00000000 1.00000000 USD 2099-12-31 XXXX 0.00000000 N N N Regionalcare/Lifepoint N/A 53219LAR0 4840000.00000000 PA USD 5107119.60000000 0.110138103539 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAJ0 500000.00000000 PA USD 536275.00000000 0.011565092674 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N YANGO JUSTICE INTL 3003007ELD2HAYCXPT77 000000000 569000.00000000 PA USD 113800.00000000 0.002454165393 Long DBT HK N 2 2024-09-04 Fixed 7.87500000 N N N N N N Lincoln Financing SARL 222100831I4WRVCLV609 000000000 759000.00000000 PA 881720.73000000 0.019014837454 Long DBT CORP LU N 2 2024-04-01 Fixed 3.62500000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 289000.00000000 PA USD 296184.54000000 0.006387397611 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 7500000.00000000 PA USD 7222200.00000000 0.155751083523 Long DBT CORP GB N 2 2027-01-30 Variable 1.63900000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 1490000.00000000 PA 1666081.58000000 0.035930050583 Long DBT CORP SE N 2 2027-09-15 Fixed 3.00000000 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581HA9 1568000.00000000 PA USD 1631660.80000000 0.035187745775 Long DBT CORP US N 2 2024-06-19 Fixed 3.92900000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 2145000.00000000 PA USD 2205767.85000000 0.047568709346 Long DBT CORP CA N 2 2024-12-01 Fixed 5.37500000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 5846000.00000000 PA USD 6476198.80000000 0.139663119300 Long DBT CORP BM N 2 2025-08-11 Fixed 5.25000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 6150000.00000000 PA USD 6243664.50000000 0.134648377368 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 887000.00000000 PA USD 643075.00000000 0.013868298861 Long DBT KY N 2 2027-01-14 Fixed 5.75000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 000000000 8600000.00000000 PA USD 9246204.00000000 0.199399946205 Long DBT CORP SE N 2 2024-09-17 Fixed 5.62500000 N N N N Y Swedbank AB USD XXXX N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 23700000.00000000 OU Notional Amount USD -2375003.33000000 -0.05121837418 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Markit CMBX.NA.A.6 137BEOAF1 Y sell protection 2063-05-11 0.00000000 USD -1001641.08000000 USD 23700000.00000000 USD -1373362.25000000 N N N Voya Financial Inc 549300T065Z4KJ686G75 45685EAG1 12065000.00000000 PA USD 12669094.55000000 0.273216638064 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 1359000.00000000 PA USD 1394266.05000000 0.030068185318 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCB8 4702843.45000000 PA USD 4918876.56000000 0.106078529248 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 6.08900000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 4550000.00000000 PA USD 4687353.13000000 0.101085587335 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N ATD New Holdings Inc 5493001F45YR8KICVO87 04683P100 29486.00000000 NS USD 2034534.00000000 0.043875948459 Long EC CORP US N 3 N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 000000000 2459000.00000000 PA USD 2594982.70000000 0.055962361503 Long DBT CORP MX N 2 2029-11-15 Fixed 7.45000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276YAF0 16760593.64000000 PA USD 1476428.96000000 0.031840077852 Long ABS-MBS CORP US N 2 2052-04-15 Variable 1.55200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATB86 25803105.31000000 PA USD 4125635.29000000 0.088971804525 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 6.01100000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0PR4 5177555.00000000 PA USD 5660792.26000000 0.122078387208 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 5.23900000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AG6 314000.00000000 PA USD 327637.02000000 0.007065689245 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N 2021-11-23 AB BOND FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer