NPORT-P/A false 0001752724-23-047092 0000003794 XXXXXXXX S000034979 C000107584 C000107580 C000107585 C000107586 C000107583 C000107587 AB BOND FUND, INC. 811-02383 0000003794 549300RYJMGGIS1UBQ97 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Limited Duration High Income Portfolio S000034979 549300UNJBS27T422D80 2023-09-30 2022-12-31 N 357277003.58 11147338.08 346129665.50 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 946544.62000000 EUR USD N Bloomberg US High Yield 2% Issuer Cap BBUH2ICTRR UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 395000.00000000 PA USD 367891.15000000 0.106287090263 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 353000.00000000 PA USD 338770.57000000 0.097873890557 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 179000.00000000 0.051714723654 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.50000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 263000.00000000 PA USD 218257.13000000 0.063056464601 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 822779.17000000 NS USD 822779.17000000 0.237708365392 Long STIV RF US N 1 N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAA2 1073000.00000000 PA USD 970539.23000000 0.280397587013 Long DBT CORP GB N 2 2026-01-15 Fixed 3.37500000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAP7 770000.00000000 PA USD 684930.40000000 0.197882605355 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N Elevation CLO Ltd N/A 28621YAG0 282100.00000000 PA USD 251685.39000000 0.072714192132 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 7.92900000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 422000.00000000 PA USD 366350.86000000 0.105842086511 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 50000.00000000 PA USD 50361.00000000 0.014549749709 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAE7 306000.00000000 PA USD 291428.28000000 0.084196273549 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 363000.00000000 PA USD 341510.40000000 0.098665452297 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 719000.00000000 PA USD 518931.06000000 0.149923890300 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Rockwood Service Corporation 549300PFYAJBMVGJ7074 77447JAH0 35138.60000000 PA USD 34589.74000000 0.009993289639 Long LON CORP US N 2 2027-01-23 Floating 8.63400000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 1127000.00000000 PA USD 1028951.00000000 0.297273277201 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N Radnor Re LTD 254900YVLP8CB4GC2O97 750493AB4 962000.00000000 PA USD 953671.20000000 0.275524260141 Long ABS-MBS CORP BM N 2 2030-01-25 Floating 5.83900000 N N N N N N Endurance International Group Holdings, Inc. 549300UTQC2651SB0W88 29279UAB2 620550.00000000 PA USD 556167.94000000 0.160681962696 Long LON CORP US N 2 2028-02-10 Floating 7.88400000 N N N N N N Flatiron CLO Ltd N/A 33883PAJ6 375000.00000000 PA USD 345493.50000000 0.099816206016 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 7.12700000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAD5 284000.00000000 PA USD 266289.76000000 0.076933527097 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 227000.00000000 PA USD 182710.03000000 0.052786584974 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AA9 185000.00000000 PA USD 189386.35000000 0.054715434381 Long DBT CORP US N 2 2026-03-15 Fixed 7.50000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 1156000.00000000 PA USD 1089229.44000000 0.314688265285 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAZ8 521000.00000000 PA USD 519937.16000000 0.150214561716 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BH1 29000.00000000 PA USD 28872.69000000 0.008341582036 Long DBT CORP US N 2 2023-03-15 Fixed 3.45000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 36912.50000000 0.010664356072 Long DBT KY N 2 2024-06-04 Fixed 5.55000000 Y N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 523000.00000000 PA USD 453378.24000000 0.130985085992 Long DBT CORP IE N 2 2026-08-15 Fixed 4.12500000 N N N N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 000000000 466000.00000000 PA 485111.65000000 0.140153155985 Long DBT CORP GB N 2 2028-02-15 Floating 5.88700000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -811290.31000000 -0.23438912952 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 43287920.36000000 EUR 45695378.05000000 USD 2023-02-27 -811290.31000000 N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 513000.00000000 PA USD 447884.91000000 0.129398013126 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAA9 556000.00000000 PA USD 464104.32000000 0.134083947797 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 000000000 187000.00000000 PA 171891.46000000 0.049661001969 Long DBT CORP US N 2 2026-11-01 Fixed 4.37500000 N N N N N N HUARONG FINANCE II 549300BHVD63HE2GHX17 000000000 685000.00000000 PA USD 607937.50000000 0.175638658166 Long DBT CORP VG N 2 2026-06-03 Fixed 4.62500000 N N N N N N CONTOURGLOBAL POWER HLDG 549300O5AGIFK0PQ1516 000000000 120000.00000000 PA 105722.73000000 0.030544255675 Long DBT CORP LU N 2 2028-01-01 Fixed 3.12500000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 337000.00000000 PA USD 320790.30000000 0.092679227461 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 100000.00000000 PA 100454.19000000 0.029022126680 Long DBT CORP GB N 2 2024-11-15 Fixed 5.87500000 N N N N N N Allied Universal N/A 019576AA5 597000.00000000 PA USD 547466.91000000 0.158168156205 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 000000000 850000.00000000 PA USD 813169.50000000 0.234932044563 Long LON CORP US N 2 2029-08-31 Floating 10.98500000 N N N N N N MOTION BONDCO DAC 635400KFD3IETNQLA755 000000000 239000.00000000 PA 207589.05000000 0.059974359522 Long DBT CORP IE N 2 2027-11-15 Fixed 4.50000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAE8 1073081.00000000 PA USD 943656.70000000 0.272630980253 Long DBT CORP DE N 2 2027-05-15 Fixed 6.00000000 N N Y N N N PICARD GROUPE SA 969500C0PA29TV19CT55 000000000 310000.00000000 PA 282524.70000000 0.081623948525 Long DBT CORP FR N 2 2026-07-01 Fixed 3.87500000 N N N N N N Transocean Sentry Ltd N/A 89385AAA3 350612.08000000 PA USD 347828.22000000 0.100490727802 Long DBT CORP KY N 2 2023-05-15 Fixed 5.37500000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAH4 200000.00000000 PA USD 183460.00000000 0.053003258109 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 785000.00000000 PA USD 761607.00000000 0.220035170605 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAD0 662000.00000000 PA USD 558827.30000000 0.161450275922 Long DBT CORP DE N 2 2029-05-15 Fixed 6.37500000 N N Y N N N FENIX POWER PERU SA 549300VBTI7WLU4G4642 000000000 368300.00000000 PA USD 338490.72000000 0.097793039354 Long DBT CORP PE N 2 2027-09-20 Fixed 4.31700000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 639000.00000000 PA USD 409758.75000000 0.118383019672 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.62500000 N N N N N N INEOS QUATTRO FINANCE 1 213800QO23X11QXPVT49 000000000 100000.00000000 PA 87984.53000000 0.025419528797 Long DBT CORP GB N 2 2026-07-15 Fixed 3.75000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 232000.00000000 PA USD 216862.00000000 0.062653398889 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 135000.00000000 PA 120815.27000000 0.034904627381 Long DBT CORP SE N 2 2026-07-15 Fixed 3.50000000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAD0 393000.00000000 PA USD 341689.92000000 0.098717317253 Long DBT US N 2 2029-07-15 Fixed 4.00000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 317000.00000000 PA USD 295729.30000000 0.085438877240 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 12000.00000000 PA USD 10318.50000000 0.002981108245 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 49000.00000000 PA USD 44424.87000000 0.012834747907 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N Samsonite Finco Sarl 222100JLR1QL2IJ49Q65 000000000 100000.00000000 PA 98921.31000000 0.028579263744 Long DBT CORP LU N 2 2026-05-15 Fixed 3.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 320000.00000000 PA USD 319091.20000000 0.092188342059 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAL5 428000.00000000 PA USD 361698.52000000 0.104497983285 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N American Tire Distributors, Inc. HZ8T88YVE2JVXJ0BTQ24 03021BAL8 1132708.00000000 PA USD 1030764.28000000 0.297797150241 Long LON CORP US N 2 2028-10-20 Floating 10.60800000 N N N N N N AG TTMT ESCROW ISSUER N/A 00840KAA7 824000.00000000 PA USD 831704.40000000 0.240286945297 Long DBT CORP US N 2 2027-09-30 Fixed 8.62500000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 839000.00000000 PA 802791.02000000 0.231933607551 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 483000.00000000 PA USD 339247.13000000 0.098011573064 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 5139900.00000000 PA USD 4693371.19000000 1.355957508935 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N FIVE POINT OP CO LP/FIVE N/A 33834YAA6 1125000.00000000 PA USD 944257.50000000 0.272804556822 Long DBT CORP US N 2 2025-11-15 Fixed 7.87500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CL2 561000.00000000 PA USD 578682.72000000 0.167186686863 Long DBT CORP GB N 2 2025-11-16 Fixed 7.77600000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 000000000 110000.00000000 PA 110889.36000000 0.032036941947 Long DBT CORP FR N 2 2025-03-01 Fixed 3.50000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 58599.77000000 PA USD 57183.41000000 0.016520805842 Long LON CORP US N 2 2027-01-29 Floating 8.38400000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 499000.00000000 PA 460708.08000000 0.133102743255 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 000000000 320000.00000000 PA 287178.48000000 0.082968467780 Long DBT CORP LU N 2 2028-10-15 Fixed 5.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 526000.00000000 PA USD 420174.06000000 0.121392097205 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Boxer Parent Company Inc. (aka BMC Software, Inc.) 5493006T045HLTF7YX04 05988HAE7 989236.07000000 PA USD 945511.84000000 0.273166947026 Long LON CORP US N 2 2025-10-02 Floating 8.13400000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 702000.00000000 PA USD 623537.46000000 0.180145628112 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAH3 347000.00000000 PA USD 333618.81000000 0.096385500363 Long DBT CORP TR N 2 2026-02-06 Fixed 6.80000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AH3 1564000.00000000 PA USD 1524118.00000000 0.440331515011 Long DBT CORP US N 2 2024-05-15 Fixed 3.90000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 57109GAC8 68213.70000000 PA USD 68058.93000000 0.019662842218 Long ABS-O CORP US N 2 2028-12-15 Fixed 4.91000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 1711136.00000000 PA USD 1548218.74000000 0.447294437407 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 352000.00000000 PA USD 328458.24000000 0.094894564880 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N SIG PLC 213800VDC1BKJEZ8PV53 000000000 958000.00000000 PA 845537.52000000 0.244283459141 Long DBT CORP GB N 2 2026-11-30 Fixed 5.25000000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAA3 1011000.00000000 PA USD 931353.42000000 0.269076451061 Long DBT US N 2 2026-05-15 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 154000.00000000 PA USD 131637.66000000 0.038031314019 Long DBT CORP US N 2 2026-02-18 Fixed 3.87500000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 101000.00000000 PA USD 67570.01000000 0.019521588796 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Dryden Senior Loan Fund N/A 26248CAA8 250000.00000000 PA USD 215775.25000000 0.062339426956 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 10.36300000 N N N N N N Nexa Resources SA 549300QRMRHM7GAU7L47 000000000 346000.00000000 PA USD 324331.75000000 0.093702384489 Long DBT CORP LU N 2 2027-05-04 Fixed 5.37500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAH6 31000.00000000 PA USD 29203.86000000 0.008437260053 Long DBT CORP US N 2 2025-10-01 Fixed 4.87500000 N N N N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 112000.00000000 PA 120726.14000000 0.034878876916 Long DBT CORP GB N 2 2025-07-13 Fixed 8.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 147000.00000000 PA USD 122405.43000000 0.035364039029 Long DBT CORP US N 2 2025-01-30 Fixed 4.70000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 000000000 182000.00000000 PA 157127.68000000 0.045395612009 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AM6 183000.00000000 PA USD 177206.22000000 0.051196484341 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 358000.00000000 PA USD 334755.06000000 0.096713773295 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N PT BANK TABUNGAN NEGARA 2549009BLYOGL9ZLAW17 000000000 452000.00000000 PA USD 411369.72000000 0.118848443517 Long DBT CORP ID N 2 2025-01-23 Fixed 4.20000000 N N N N Y Bank Tabungan Negara Persero Tbk PT USD XXXX N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAA4 392000.00000000 PA USD 379823.50000000 0.109734454413 Long DBT CORP LU N 2 2027-01-20 Fixed 5.30000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 852000.00000000 PA USD 805216.68000000 0.232634402727 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 785000.00000000 PA USD 750405.05000000 0.216798825641 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 357000.00000000 PA USD 286749.54000000 0.082844543123 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N VIA CELERE DESARROLLOS 9598003HCBBUMJ9HTD63 000000000 806000.00000000 PA 772190.15000000 0.223092738637 Long DBT ES N 2 2026-04-01 Fixed 5.25000000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 148000.00000000 PA USD 112530.32000000 0.032511030176 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N KAIXO BONDCO TELECOM SA 959800ULWB3MZHZ69055 000000000 590000.00000000 PA 536925.16000000 0.155122549009 Long DBT CORP ES N 2 2029-09-30 Fixed 5.12500000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 227000.00000000 PA USD 182800.83000000 0.052812817917 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 41500.00000000 0.011989726433 Long DBT KY N 2 2024-04-26 Fixed 5.95000000 Y N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 000000000 185000.00000000 PA 176257.43000000 0.050922370304 Long DBT CORP GB N 2 2026-03-31 Fixed 3.37500000 N N N N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 000000000 343000.00000000 PA USD 320554.94000000 0.092611229822 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 1078000.00000000 PA USD 871218.04000000 0.251702794310 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 58000.00000000 PA USD 36699.50000000 0.010602818440 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 59000.00000000 PA USD 58372.24000000 0.016864269612 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 284902AF0 544000.00000000 PA USD 477530.00000000 0.137962748529 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N TRUST FIBRAUNO N/A 898339AA4 211000.00000000 PA USD 180972.06000000 0.052284469676 Long DBT MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 000000000 192360.18000000 PA USD 192306.32000000 0.055559040200 Long LON CORP CA N 2 2025-05-30 Floating 7.41500000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 545000.00000000 PA USD 483834.65000000 0.139784219102 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAC6 78605.64000000 PA USD 78012.25000000 0.022538446650 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.11000000 N N N N N N CULLINAN HOLDCO 549300F81ZP47K818173 000000000 190000.00000000 PA 178747.30000000 0.051641716332 Long DBT CORP LU N 2 2026-10-15 Fixed 4.62500000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 200000.00000000 PA USD 5000.00000000 0.001444545353 Long DBT KY N 2 2024-09-10 Fixed 7.10000000 Y N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 882000.00000000 PA USD 737607.78000000 0.213101578258 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAC8 643000.00000000 PA USD 654329.66000000 0.189041773999 Long DBT CORP IE N 2 2026-10-14 Fixed 7.58300000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 376000.00000000 PA USD 367543.76000000 0.106186726141 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N Chariot Buyer LLC 25490092IFNOZBRVE539 15963CAC0 99000.00000000 PA USD 93142.17000000 0.026909617777 Long LON CORP US N 2 2028-11-03 Floating 7.63400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 253000.00000000 PA USD 246890.05000000 0.071328774909 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 200000.00000000 PA USD 174806.00000000 0.050503039012 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 563000.00000000 PA USD 551649.92000000 0.159376665736 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 56000.00000000 PA USD 45968.72000000 0.013280780176 Long DBT CORP US N 2 2028-03-15 Fixed 4.87500000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAJ3 293000.00000000 PA USD 272422.61000000 0.078705363091 Long DBT CORP GB N 2 2025-10-15 Fixed 7.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CET4 8591300.00000000 PA USD 8108039.38000000 2.342486122444 Long DBT UST US N 2 2027-05-31 Fixed 2.62500000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 144577AJ2 125000.00000000 PA USD 124653.75000000 0.036013599071 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAA9 214000.00000000 PA USD 205440.00000000 0.059353479483 Long DBT CORP KY N 2 2024-05-15 Fixed 5.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 149000.00000000 PA USD 133486.12000000 0.038565350880 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N CWT TRAVEL GROUP INC N/A 12670RAA2 994188.00000000 PA USD 845477.36000000 0.244266078372 Long DBT CORP US N 2 2026-11-19 Fixed 8.50000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAE5 318000.00000000 PA USD 298630.62000000 0.086277094905 Long DBT CORP KY N 2 2028-08-08 Fixed 5.90000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAR5 320000.00000000 PA USD 319830.40000000 0.092401903644 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAE0 688000.00000000 PA USD 585763.20000000 0.169232301760 Long DBT CORP US N 2 2028-08-15 Fixed 4.87500000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AW3 323000.00000000 PA USD 299517.90000000 0.086533438145 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N AEDAS HOMES OPCO SLU 959800NRD7BJBYEDBG71 000000000 826000.00000000 PA 744568.64000000 0.215112633851 Long DBT ES N 2 2026-08-15 Fixed 4.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAH1 607000.00000000 PA USD 583496.96000000 0.168577564467 Long DBT CORP US N 2 2025-06-25 Fixed 6.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 96000.00000000 PA USD 84002.88000000 0.024269193996 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAP9 38181.11000000 PA USD 39174.83000000 0.011317963729 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 9.28900000 N N N N N N Restoration Hardware, Inc. 5493008MTS3OGGMHGK69 76133MAC5 628425.00000000 PA USD 586201.12000000 0.169358820820 Long LON CORP US N 2 2028-10-20 Floating 7.67300000 N N N N N N COMM Mortgage Trust N/A 12624PAS4 100000.00000000 PA USD 72869.59000000 0.021052685528 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.72700000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 10604.47000000 0.003063727572 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 378816.54000000 GBP 468743.31000000 USD 2023-01-18 10604.47000000 N N N UBS Commercial Mortgage Trust N/A 90269GAN1 19588.92000000 PA USD 17805.51000000 0.005144173347 Long ABS-MBS CORP US N 2 2045-05-10 Variable 6.44600000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAH5 292000.00000000 PA USD 300535.16000000 0.086827333787 Long DBT CORP US N 2 2027-12-15 Fixed 11.25000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAD7 200000.00000000 PA USD 200642.00000000 0.057967293762 Long DBT CORP NL N 2 2023-05-15 Fixed 7.75000000 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 000000000 357000.00000000 PA USD 320407.50000000 0.092568633069 Long DBT CORP SG N 2 2027-01-30 Fixed 6.37500000 N N N N N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 46143NAB6 247000.00000000 PA USD 231145.69000000 0.066780086493 Long DBT CORP BM N 2 2029-04-26 Fixed 6.25000000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 325000.00000000 PA 310973.87000000 0.089843171792 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBF0 53465.01000000 PA USD 56397.60000000 0.016293778205 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 10.08900000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AK4 1128000.00000000 PA USD 998133.36000000 0.288369781468 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 1313000.00000000 PA USD 1289155.92000000 0.372448838829 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAA8 714000.00000000 PA USD 600980.94000000 0.173628844881 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N ELIOR GROUP SA 969500LYSYS0E800SQ95 000000000 200000.00000000 PA 180071.01000000 0.052024148158 Long DBT CORP FR N 2 2026-07-15 Fixed 3.75000000 N N N N N N CPUK FINANCE LTD 6354003CVDDPNXREIR29 000000000 400000.00000000 PA 401966.24000000 0.116131692849 Long DBT CORP JE N 2 2027-08-28 Fixed 4.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6690000.00000000 OU Notional Amount USD -49356.12000000 -0.01425943076 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 191932.92000000 USD 0.00000000 USD 6690000.00000000 USD -241289.04000000 N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 271620.00000000 PA USD 264753.45000000 0.076489673203 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 320000.00000000 PA 285893.94000000 0.082597352523 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N DUFRY ONE BV 7245003K5MN9U7XW0808 000000000 571000.00000000 PA 499225.49000000 0.144230772383 Long DBT CORP NL N 2 2027-02-15 Fixed 2.00000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAA9 731000.00000000 PA USD 648769.81000000 0.187435482902 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809GAA3 550000.00000000 PA USD 541661.45000000 0.156490906151 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 5.33600000 N N N N N N IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 549300HVW4WNWYBXN830 44988LAF4 465981.92000000 PA USD 461247.54000000 0.133258598142 Long LON CORP US N 2 2025-02-05 Floating 7.13400000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 387000.00000000 PA USD 387135.45000000 0.111846943093 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 195000.00000000 PA USD 187656.30000000 0.054215607243 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 965000.00000000 PA USD 779362.95000000 0.225165025619 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 58000.00000000 PA USD 54186.50000000 0.015654971359 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 000000000 251000.00000000 PA 179641.34000000 0.051900012598 Long DBT CORP LU N 2 2027-06-30 Fixed 5.00000000 N N Y N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 000000000 907000.00000000 PA 871982.63000000 0.251923691296 Long DBT CORP DE N 2 2028-05-15 Fixed 4.12500000 N N N N N N INDUSTRIAS PENOLES SAB D 549300WA2HB7776CB324 000000000 395000.00000000 PA USD 369399.06000000 0.106722739140 Long DBT CORP MX N 2 2049-09-12 Fixed 5.65000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 588000.00000000 PA USD 563120.25000000 0.162690548117 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N AERCAP GLOBAL AVIATION T 635400FBSV8LXXNRV758 00773HAA5 291000.00000000 PA USD 276447.09000000 0.079868071868 Long DBT CORP US N 2 2045-06-15 Fixed 6.50000000 N N N N N N DISH DBS CORP N/A 25470XBF1 754000.00000000 PA USD 602272.58000000 0.174002011393 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N NEINOR HOMES SLU 959800FW4JL65YWSQ217 000000000 821000.00000000 PA 746784.68000000 0.215752867908 Long DBT ES N 2 2026-10-15 Fixed 4.50000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 369198.93000000 OU Notional Amount USD 140896.57000000 0.040706297102 N/A DCR US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 CMBX.NA.BB.6 137BEMAE8 Y buy protection 2063-05-11 42506.18000000 USD 0.00000000 USD 369198.93000000 USD 98390.39000000 N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 07876RAC0 184988.00000000 PA USD 183584.31000000 0.053039172396 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 7.08900000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 544000.00000000 PA USD 438442.24000000 0.126669940112 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 813605.07000000 OU Notional Amount USD 310494.30000000 0.089704619669 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 CMBX.NA.BB.6 137BEMAE8 Y buy protection 2063-05-11 94816.80000000 USD 0.00000000 USD 813605.07000000 USD 215677.50000000 N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 221000.00000000 PA USD 209275.95000000 0.060461720233 Long DBT CORP US N 2 2025-11-15 Fixed 5.87500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 119000.00000000 PA USD 103668.04000000 0.029950637097 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 210000.00000000 PA USD 158025.55000000 0.045655014796 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15400000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AA8 271000.00000000 PA USD 256539.44000000 0.074116571207 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N EA7RQ24 NORDIC AVIATION N/A 000000000 6250.00000000 NS USD 125000.00000000 0.036113633837 Long EC CORP US N 3 N N N SYNTHOMER PLC 213800EHT3TI1KPQQJ56 000000000 200000.00000000 PA 195639.63000000 0.056522063694 Long DBT CORP GB N 2 2025-07-01 Fixed 3.87500000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAB2 583000.00000000 PA USD 573374.67000000 0.165653143070 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 356000.00000000 PA USD 318171.44000000 0.091922615052 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 302000.00000000 PA USD 273666.36000000 0.079064693748 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Granite Generation LLC 549300ERB8DGZI3MXK42 38750BAB3 536225.16000000 PA USD 519720.15000000 0.150151865558 Long LON CORP US N 2 2026-11-09 Floating 8.13400000 N N N N N N CIA DE MINAS BUENAVENTUR 529900WQB1ZU9KB6EL71 204448AA2 719000.00000000 PA USD 615104.50000000 0.177709269476 Long DBT CORP PE N 2 2026-07-23 Fixed 5.50000000 N N N N N N Parkway Generation, LLC 254900ATQHHVKF65MT32 000000000 61789.86000000 PA USD 60914.30000000 0.017598693805 Long LON CORP US N 2 2029-02-18 Floating 9.07300000 N N N N N N HECLA MINING CO 5493009Y6HOBZD1QD537 422704AH9 298000.00000000 PA USD 294054.48000000 0.084955006550 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 254000.00000000 PA USD 220573.60000000 0.063725713796 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 199581.35000000 OU Notional Amount USD -48820.93000000 -0.01410480951 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -12315.72000000 USD 199581.35000000 USD -36505.21000000 N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 1020000.00000000 PA USD 883830.00000000 0.255346503953 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 157000.00000000 PA 120877.57000000 0.034922626416 Long DBT CORP NL N 2 2030-02-01 Fixed 5.25000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 000000000 346000.00000000 PA 348667.81000000 0.100733292968 Long DBT CORP US N 2 2025-11-01 Fixed 2.62500000 N N N N N N Zacapa S.a r.l. 213800VIVQIJLORBU468 000000000 901453.31000000 PA USD 864457.67000000 0.249749662095 Long LON CORP LU N 2 2029-03-22 Floating 8.83000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AU8 208000.00000000 PA USD 184769.00000000 0.053381440083 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 79000.00000000 PA USD 77897.95000000 0.022505424343 Long DBT US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Tonon Luxembourg SA 5493002IITPO16CQU448 89031RAG1 101622.68000000 PA USD 10.16000000 0.000002935316 Long DBT CORP LU N 2 2024-10-31 Fixed 6.50000000 Y N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAU2 319000.00000000 PA USD 305758.31000000 0.088336349199 Long DBT CORP US N 2 2027-09-01 Fixed 5.75000000 N N N N N N NAC AVIATION 29 DAC 213800F6E89RCASJ7E83 62877CAA1 354299.00000000 PA USD 288711.17000000 0.083411275824 Long DBT CORP IE N 2 2026-06-30 Fixed 4.75000000 N N N N N N Presidio Holdings Inc. N/A 74101YAD0 108468.75000000 PA USD 106232.12000000 0.030691423067 Long LON CORP US N 2 2027-01-22 Floating 7.92000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAF1 954000.00000000 PA USD 726948.00000000 0.210021871124 Long DBT CORP GB N 2 2027-10-01 Fixed 4.50000000 N N N N N N SMURFIT KAPPA ACQUISITIO 6354002XN4LUSDRPTR29 000000000 334000.00000000 PA 346514.63000000 0.100111219735 Long DBT CORP IE N 2 2026-01-15 Fixed 2.87500000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 330000.00000000 PA 337308.00000000 0.097451340818 Long DBT CORP NL N 2 2025-03-01 Fixed 4.50000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 200000.00000000 PA 196898.48000000 0.056885756878 Long DBT CORP DE N 2 2025-09-21 Fixed 3.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 820000.00000000 PA USD 668045.80000000 0.193004491260 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 605000.00000000 PA USD 542545.85000000 0.156746417333 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N RENEW POWER PVT LTD 335800BITJZHVZ1CN475 000000000 200000.00000000 PA USD 191100.00000000 0.055210523410 Long DBT CORP IN N 2 2027-03-05 Fixed 5.87500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBZ5 614000.00000000 PA USD 612016.78000000 0.176817199160 Long DBT CORP US N 2 2023-03-01 Fixed 4.00000000 N N N N N N Kronos Acquisition Holdings Inc. N/A 49387TAW6 548800.00000000 PA USD 520674.00000000 0.150427441475 Long LON CORP US N 2 2026-12-22 Floating 8.48500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 244000.00000000 PA USD 205286.96000000 0.059309264839 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 200000.00000000 OU Notional Amount USD 6974.48000000 0.002014990535 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 AVIS BUDGET CAR/FINANCE AVIS BUDGET CAR/FINANCE Y sell protection 2023-12-20 3895.12000000 USD 0.00000000 USD 200000.00000000 USD 3079.36000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 378000.00000000 PA USD 388515.96000000 0.112245784954 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 317000.00000000 PA 292260.29000000 0.084436648785 Long DBT CORP NL N 2 2029-02-01 Floating 6.51600000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 208000.00000000 PA USD 192634.00000000 0.055653709924 Long DBT CORP IE N 2 2027-09-15 Fixed 6.87500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 7645.63000000 0.002208891858 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 484067.57000000 USD 457681.50000000 EUR 2023-02-27 7645.63000000 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 363000.00000000 PA USD 341492.25000000 0.098660208597 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N CAB 9695008EGX5O9K1MS743 000000000 659000.00000000 PA 566873.45000000 0.163774881641 Long DBT CORP FR N 2 2028-02-01 Fixed 3.37500000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 36740UAT9 283143.91000000 PA USD 276676.90000000 0.079934466062 Long LON CORP US N 2 2027-03-31 Floating 6.88400000 N N N N N N POWERLONG REAL ESTATE 549300R3K12EPXCGDP22 000000000 200000.00000000 PA USD 54000.00000000 0.015601089817 Long DBT KY N 2 2026-05-13 Fixed 4.90000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBC1 200000.00000000 PA USD 180475.00000000 0.052140864533 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 000000000 610000.00000000 PA 565789.08000000 0.163461597312 Long DBT CORP GB N 2 2025-02-07 Fixed 4.37500000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 52656.21000000 PA USD 52525.43000000 0.015175073169 Long ABS-MBS USGSE US N 2 2031-04-25 Floating 6.78900000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AY6 431000.00000000 PA USD 301704.31000000 0.087165111827 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N GOHL CAPITAL LTD 254900TF7OK6KSDZA888 000000000 347000.00000000 PA USD 308461.31000000 0.089117270417 Long DBT CORP IM N 2 2027-01-24 Fixed 4.25000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 482000.00000000 PA USD 426623.02000000 0.123255260245 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888H103 3453.00000000 NS USD 200032.29000000 0.057791143013 Long EC CORP US N 1 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BN0 419000.00000000 PA USD 349508.85000000 0.100976277053 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 246000.00000000 PA USD 229768.92000000 0.066382325152 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 521000.00000000 PA USD 392891.31000000 0.113509863256 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 386000.00000000 PA USD 388126.86000000 0.112133370434 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 Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -105.00000000 NC USD 63214.46000000 0.018263230893 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year US Treasury Note Future TYH3 Comdty 2023-03-22 -11854386.34000000 USD 63214.46000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 200000.00000000 PA USD 203814.00000000 0.058883713334 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 426000.00000000 PA USD 374824.62000000 0.108290232638 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAF2 696000.00000000 PA USD 691274.16000000 0.199715375161 Long DBT US N 2 2024-05-01 Fixed 5.62500000 N N N N N N Milano Acquisition Corp. N/A 59909TAC8 392000.00000000 PA USD 367010.00000000 0.106032518036 Long LON CORP US N 3 2027-10-01 Floating 8.73000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAS4 1683000.00000000 PA USD 1706225.40000000 0.492943994712 Long DBT CORP GB N 2 2026-11-21 Fixed 6.83300000 N N N N N N EMPRESA ELECTRICA COCHRA 5493000S11JF8TJHYT07 29246XAB6 286675.20000000 PA USD 263974.11000000 0.076264514807 Long DBT CORP CL N 2 2027-05-14 Fixed 5.50000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 341000.00000000 PA USD 305258.94000000 0.088192076677 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N STYROLUTION 5299003M4PGUGL48LS74 000000000 280000.00000000 PA 243059.69000000 0.070222149161 Long DBT CORP DE N 2 2027-01-16 Fixed 2.25000000 N N N N N N Q-PARK HOLDING BV 2549003839B7HE3NDP48 000000000 221000.00000000 PA 197147.42000000 0.056957677902 Long DBT CORP NL N 2 2027-03-01 Fixed 2.00000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAH6 246000.00000000 PA USD 181410.24000000 0.052411063853 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Cross Financial Corp. 2549008J3I495E70LU05 22750JAD6 412665.75000000 PA USD 405101.59000000 0.117037523904 Long LON CORP US N 2 2027-09-15 Floating 8.43800000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 430000.00000000 PA 392869.52000000 0.113503567928 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N GIP II Blue Holding, L.P. N/A 31575AAB3 925351.42000000 PA USD 915903.58000000 0.264612852145 Long LON CORP US N 2 2028-09-29 Floating 9.23000000 N N N N N N SUMMER (BC) BIDC 213800CCW2O2WZ7YV169 865632AA1 350000.00000000 PA USD 283475.50000000 0.081898643270 Long DBT CORP US N 2 2026-10-31 Fixed 5.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 879000.00000000 PA USD 785597.46000000 0.226966232109 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 331000.00000000 PA USD 296201.97000000 0.085575435891 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAC9 608000.00000000 PA USD 514057.92000000 0.148515995951 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N RITCHIE BROS AUCTIONEERS 5493002H8U24DJXQ4886 767744AA3 85000.00000000 PA USD 83813.40000000 0.024214451505 Long DBT CORP CA N 2 2025-01-15 Fixed 5.37500000 N N N N N N WEATHERFORD INTL LTD 549300A2JKMG5PGOGF82 947075AP2 5000.00000000 PA USD 5137.20000000 0.001484183677 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 000000000 280752.00000000 PA 274048.05000000 0.079174967451 Long DBT CORP DE N 2 2025-05-15 Fixed 3.62500000 N N Y N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 89364MBR4 655872.77000000 PA USD 647070.96000000 0.186944669728 Long LON CORP US N 2 2025-12-09 Floating 6.98000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 1143000.00000000 PA USD 1102995.00000000 0.318665260432 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 000000000 318000.00000000 PA USD 316867.13000000 0.091545788062 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAE6 719000.00000000 PA USD 631749.35000000 0.182518117621 Long DBT CORP US N 2 2030-04-15 Fixed 3.90000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 000000000 472000.00000000 PA 495222.91000000 0.143074390715 Long DBT CORP US N 2 2024-04-01 Fixed 2.20000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 000000000 472000.00000000 PA 435795.15000000 0.125905171800 Long DBT CORP GB N 2 2026-05-01 Fixed 2.87500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 20000.00000000 PA USD 18339.00000000 0.005298303447 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAC9 1042000.00000000 PA USD 880958.90000000 0.254517017120 Long DBT US N 2 2027-04-01 Fixed 4.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 572258.35000000 OU Notional Amount USD -218389.68000000 -0.06309475949 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -65471.05000000 USD 572258.35000000 USD -152918.63000000 N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AW6 1190000.00000000 PA USD 1126001.80000000 0.325312133640 Long DBT CORP US N 2 2026-04-01 Fixed 4.45000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 760000.00000000 PA USD 735300.00000000 0.212434839682 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 343000.00000000 PA USD 280402.50000000 0.081010825695 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 000000000 205000.00000000 PA USD 182578.13000000 0.052748477867 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) 549300V3UCT773B1KR38 12769LAB5 319722.28000000 PA USD 318708.76000000 0.092077851674 Long LON CORP US N 2 2024-12-23 Floating 7.13400000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GD7 195000.00000000 PA USD 193599.90000000 0.055932767195 Long DBT CORP US N 2 2023-01-30 Fixed 5.95000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 1182000.00000000 PA USD 1035337.44000000 0.299118377647 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAB9 185432.48000000 PA USD 183303.77000000 0.052958121845 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 6.33900000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BC7 859000.00000000 PA USD 717866.30000000 0.207398085617 Long DBT CORP US N 2 2047-02-12 Floating 6.73100000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 656000.00000000 PA USD 695373.12000000 0.200899601886 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N BIDVEST GROUP UK PLC 984500A80C777F496830 88332EAA1 377000.00000000 PA USD 337603.50000000 0.097536713448 Long DBT CORP GB N 2 2026-09-23 Fixed 3.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 878000.00000000 PA USD 769698.70000000 0.222372936133 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 791000.00000000 PA USD 736895.60000000 0.212895822996 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAG6 334000.00000000 PA USD 277731.02000000 0.080239010891 Long DBT US N 2 2029-10-15 Fixed 3.90000000 N N N N N N Granite US Holdings Corporation N/A 38740TAE1 538484.43000000 PA USD 537811.32000000 0.155378568671 Long LON CORP US N 3 2026-09-30 Floating 8.75000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 1048000.00000000 PA USD 964002.80000000 0.278509153096 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N ALLWYN INTERNATIONAL AS 3157001WZJ5O35EAL536 000000000 325000.00000000 PA 312671.61000000 0.090333664278 Long DBT CORP CZ N 2 2027-02-15 Fixed 3.87500000 N N N N N N UGI INTERNATIONAL LLC 5493001JFF8MQO00ZQ21 000000000 433000.00000000 PA 353088.56000000 0.102010487743 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 195000.00000000 PA USD 189265.05000000 0.054680389710 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 741000.00000000 PA USD 670701.33000000 0.193771697965 Long DBT CORP MU N 2 2026-10-31 Fixed 5.37500000 N N N N N N Kallpa Generacion SA 549300NG1PWEI5BZG095 000000000 710000.00000000 PA USD 649783.13000000 0.187728240242 Long DBT CORP PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAE0 543000.00000000 PA USD 495411.48000000 0.143128870299 Long DBT CORP US N 2 2027-02-01 Fixed 4.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCG9 376000.00000000 PA USD 343946.00000000 0.099369119229 Long DBT CORP US N 2 2028-01-05 Fixed 3.85000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CD0 547000.00000000 PA USD 515821.00000000 0.149025365755 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.87500000 N N N N N N NATURA &CO LUX HLD SARL 54930074AZRQQPMINM11 63884WAA6 274000.00000000 PA USD 239116.38000000 0.069082891134 Long DBT CORP LU N 2 2029-04-19 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 386000.00000000 PA USD 351267.72000000 0.101484430550 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AL0 743000.00000000 PA USD 704520.03000000 0.203542227154 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N Magnetite CLO Ltd 549300WFCL37N4TDUR08 55955GAD5 250000.00000000 PA USD 235361.75000000 0.067998144469 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 7.65800000 N N N N N N INDIKA ENERGY CAPITAL IV 254900LQ197HY24XVH34 000000000 337000.00000000 PA USD 331945.00000000 0.095901921472 Long DBT CORP SG N 2 2025-10-22 Fixed 8.25000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 347000.00000000 PA USD 334365.73000000 0.096601292326 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 200000.00000000 PA USD 159975.00000000 0.046218228584 Long DBT CORP US N 2 2028-03-01 Fixed 7.50000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 730151AA5 116589.89000000 PA USD 110282.05000000 0.031861484579 Long ABS-MBS CORP US N 2 2023-02-27 Floating 6.73700000 N N N N N N Flutter Entertainment plc 549300RNFXC8F8RT6R13 000000000 79264.60000000 PA USD 78042.34000000 0.022547139924 Long LON CORP NL N 2 2026-07-21 Floating 6.98000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 1375000.00000000 PA USD 1229030.00000000 0.355077915157 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAK1 437000.00000000 PA USD 399855.00000000 0.115521736463 Long DBT CORP KY N 2 2026-01-08 Fixed 4.30000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 110000.00000000 PA 107975.06000000 0.031194974242 Long DBT CORP XX N 2 2026-05-15 Fixed 4.37500000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 269000.00000000 PA 213383.14000000 0.061648324679 Long DBT CORP NL N 2 2027-11-15 Fixed 4.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 389000.00000000 PA USD 342214.97000000 0.098869008961 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N NH HOTEL GROUP SA 959800LM1RW3PKJ4A296 000000000 817000.00000000 PA 803097.16000000 0.232022054174 Long DBT CORP ES N 2 2026-07-02 Fixed 4.00000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 147000.00000000 PA 113516.67000000 0.032795995638 Long DBT CORP NL N 2 2028-02-15 Fixed 3.62500000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 1328000.00000000 PA USD 1112664.80000000 0.321458953364 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAS8 404000.00000000 PA USD 385643.25000000 0.111415832977 Long DBT NUSS SA N 2 2025-10-22 Fixed 2.90000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 975000.00000000 PA 871083.09000000 0.251663806031 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N Freddie Mac - STACR N/A 35565LAH9 34511.88000000 PA USD 34990.32000000 0.010109020834 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 7.48900000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAG9 530000.00000000 PA USD 483890.00000000 0.139800210219 Long DBT US N 2 2026-08-01 Fixed 5.25000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 000000000 318000.00000000 PA 323757.23000000 0.093536400450 Long DBT CORP US N 2 2026-11-01 Floating 6.01600000 N N N N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 000000000 379000.00000000 PA USD 321747.31000000 0.092955716331 Long DBT CORP US N 2 2026-04-04 Fixed 7.12500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 914000.00000000 PA USD 882540.12000000 0.254973845921 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBE8 999000.00000000 PA USD 971577.45000000 0.280697538188 Long DBT CORP US N 2 2025-05-01 Fixed 4.12500000 N N N N N N ANGI GROUP LLC N/A 001846AA2 969000.00000000 PA USD 730441.89000000 0.211031287637 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N PAPREC HOLDING S 969500ASAFSVN9KVC873 000000000 260000.00000000 PA 239984.29000000 0.069333638205 Long DBT CORP FR N 2 2028-07-01 Fixed 3.50000000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 145000.00000000 PA 141075.07000000 0.040757867372 Long DBT CORP SE N 2 2025-08-15 Fixed 4.87500000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 51000.00000000 PA USD 2894.25000000 0.000836175077 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 246000.00000000 PA USD 175518.54000000 0.050708898281 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 406000.00000000 PA USD 348400.78000000 0.100656145579 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N DISH DBS Corp N/A 25470XAY1 145000.00000000 PA USD 117016.45000000 0.033807113825 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BA1 238000.00000000 PA USD 231119.42000000 0.066772496852 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAA7 400000.00000000 PA USD 394940.00000000 0.114101748380 Long DBT CORP ES N 2 2025-11-19 Fixed 5.17900000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 355000.00000000 PA USD 335254.90000000 0.096858181605 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N Marriott Ownership Resorts, Inc. BW4532OH033VURR0IT68 57163KAH1 311237.11000000 PA USD 307191.03000000 0.088750275003 Long LON CORP US N 2 2025-08-29 Floating 6.13400000 N N N N N N Dealer Tire, LLC 894500QBE5Z2XQWCJ779 24228HAM0 126425.00000000 PA USD 124591.84000000 0.035995712710 Long LON CORP US N 2 2025-12-12 None 0.00000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 1110000.00000000 PA USD 1006004.10000000 0.290643709647 Long DBT CORP JP N 2 2027-09-17 Fixed 4.34500000 N N N N N N OFFICE PPTY INCOME TRST N/A 81618TAC4 279000.00000000 PA USD 252642.87000000 0.072990816789 Long DBT US N 2 2025-02-01 Fixed 4.50000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 234000.00000000 PA USD 220203.36000000 0.063618748101 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BD6 370000.00000000 PA USD 378972.50000000 0.109488592794 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.12500000 N N N N N N CURO GROUP HOLDINGS CORP 54930007KH8KCGJ4YE72 23131LAC1 1013000.00000000 PA USD 469373.55000000 0.135606276139 Long DBT CORP US N 2 2028-08-01 Fixed 7.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 483000.00000000 PA USD 469630.56000000 0.135680528660 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAS0 5000.00000000 PA USD 4707.40000000 0.001360010559 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 333000.00000000 PA USD 271353.38000000 0.078396452846 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 254000.00000000 PA USD 52070.00000000 0.015043495311 Long DBT KY N 2 2026-01-26 Fixed 6.50000000 Y Y N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 372000.00000000 PA USD 335218.50000000 0.096847665315 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Samsonite Finco Sarl 222100JLR1QL2IJ49Q65 000000000 585000.00000000 PA 578689.65000000 0.167188689003 Long DBT CORP LU N 2 2026-05-15 Fixed 3.50000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AD3 352000.00000000 PA USD 339697.60000000 0.098141717933 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 381000.00000000 PA USD 335232.38000000 0.096851675373 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 1000864.50000000 PA USD 997211.34000000 0.288103401527 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 141000.00000000 PA USD 141338.40000000 0.040833945797 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 368000.00000000 PA USD 383191.04000000 0.110707367265 Long DBT CORP GB N 2 2026-11-10 Fixed 7.47200000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 000000000 212000.00000000 PA USD 172372.96000000 0.049800111686 Long DBT CORP US N 2 2027-05-23 Fixed 7.75000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 397000.00000000 PA USD 406428.75000000 0.117420952466 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 1054000.00000000 PA USD 1073330.36000000 0.310094876857 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N MELCO RESORTS FINANCE N/A 58547DAD1 428000.00000000 PA USD 333840.00000000 0.096449404161 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N PCF GMBH 5299001ZMR76CCHGY076 000000000 520000.00000000 PA 462301.02000000 0.133562958070 Long DBT CORP DE N 2 2026-04-15 Fixed 4.75000000 N N N N N N Goldentree Loan Opportunities IX Ltd 549300IOBSI2NBFBJX90 38123HAW4 520000.00000000 PA USD 487050.20000000 0.140713220664 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 7.41500000 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 000000000 456718.98000000 PA USD 443245.77000000 0.128057723500 Long LON CORP CA N 2 2026-10-30 Floating 8.93000000 N N N N N N US Radiology Specialists, Inc. N/A 90372AAJ7 531930.38000000 PA USD 479152.25000000 0.138431431269 Long LON CORP US N 2 2027-12-15 Floating 9.98000000 N N N N N N TPRO ACQUISITION CORP N/A 89238QAB5 177000.00000000 PA USD 176127.39000000 0.050884800569 Long DBT CORP US N 2 2024-10-15 Fixed 11.00000000 N N N N N N Palmer Square CLO Ltd N/A 69688FAG5 500000.00000000 PA USD 468810.00000000 0.135443461433 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 7.02900000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 464000.00000000 PA USD 412560.96000000 0.119192603559 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N VERITAS US INC/BERMUDA L N/A 92346LAE3 1857000.00000000 PA USD 1273289.19000000 0.367864796610 Long DBT CORP US N 2 2025-09-01 Fixed 7.50000000 N N N N N N BRF GMBH 5299002S6DY5RA2IOQ11 000000000 285000.00000000 PA USD 257622.19000000 0.074429387503 Long DBT CORP AT N 2 2026-09-29 Fixed 4.35000000 N N N N N N Padagis LLC N/A 69526PAC8 235294.12000000 PA USD 207451.77000000 0.059934698084 Long LON CORP US N 2 2028-07-06 Floating 9.53800000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 972000.00000000 PA USD 843822.36000000 0.243787933860 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Fannie Mae - CAS N/A 20753WAF3 59885.05000000 PA USD 59735.71000000 0.017258188463 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 6.48900000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 1186000.00000000 PA USD 1114211.42000000 0.321905785911 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 231000.00000000 PA USD 195195.00000000 0.056393606054 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 000000000 238000.00000000 PA USD 169575.00000000 0.048991755663 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 248000.00000000 PA USD 225804.00000000 0.065236823799 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 BRF SA 254900MTXR9LUVQFU480 000000000 285000.00000000 PA USD 239987.81000000 0.069334655165 Long DBT CORP BR N 2 2030-01-24 Fixed 4.87500000 N N N N N N SIERRACOL ENRGY ANDINA N/A 82653LAA9 209000.00000000 PA USD 160707.94000000 0.046429981598 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 545000.00000000 PA USD 515112.20000000 0.148820587006 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 210000.00000000 PA USD 176715.00000000 0.051054566428 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 000000000 160000.00000000 PA 135580.56000000 0.039170453594 Long DBT CORP XX N 2 2028-06-01 Fixed 3.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DQ9 804000.00000000 PA USD 836200.20000000 0.241585822697 Long DBT CORP GB N 2 2026-11-03 Fixed 7.33600000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 242000.00000000 PA USD 171638.50000000 0.049587919530 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25000000 N N N N N N PINEWOOD FINANCE CO LTD N/A 000000000 200000.00000000 PA 212782.47000000 0.061474785668 Long DBT CORP GB N 2 2027-11-15 Fixed 3.62500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 330000.00000000 PA USD 321063.60000000 0.092758186310 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N ATLANTIA SPA 8156008DEC771409C487 000000000 573000.00000000 PA 509720.71000000 0.147262936640 Long DBT CORP IT N 2 2028-02-12 Fixed 1.87500000 N N N N N N GENESIS ENERGY LP/GENESI N/A 37185LAF9 108000.00000000 PA USD 104937.12000000 0.030317285820 Long DBT CORP US N 2 2024-06-15 Fixed 5.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFM8 3232200.00000000 PA USD 3248361.00000000 0.938480957795 Long DBT UST US N 2 2027-09-30 Fixed 4.12500000 N N N N N N Veritas US Inc. 549300RFUWCPWS8FQ104 000000000 95959.91000000 PA USD 67274.61000000 0.019436245056 Long LON CORP US N 2 2025-09-01 Floating 9.73000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 654188.00000000 PA USD 299209.24000000 0.086444263472 Long DBT NUSS EC N 2 2035-07-31 Variable 2.50000000 N N N N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 000000000 920000.00000000 PA 766086.45000000 0.221329324342 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 250000.00000000 PA USD 235349.75000000 0.067994677561 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 6.02900000 N N N N N N USIMINAS INTERNATIONAL 529900KLYX6QPXVIVP43 91734JAA8 545000.00000000 PA USD 525345.94000000 0.151777207319 Long DBT CORP LU N 2 2026-07-18 Fixed 5.87500000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 000000000 106000.00000000 PA 104252.94000000 0.030119620012 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AQ3 91000.00000000 PA USD 85599.15000000 0.024730370878 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 680000.00000000 PA USD 626572.40000000 0.181022449807 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 491000.00000000 PA USD 464137.39000000 0.134093502020 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N DISH DBS CORP N/A 25470XBE4 725000.00000000 PA USD 611559.25000000 0.176685014593 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Rockford Tower CLO Ltd N/A 77341LAG4 250000.00000000 PA USD 218738.25000000 0.063195464533 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.49300000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABK2 771000.00000000 PA USD 773906.67000000 0.223588656835 Long DBT CORP US N 2 2025-04-07 Fixed 5.87500000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 710000.00000000 PA USD 731300.00000000 0.211279203400 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 100000.00000000 PA 86665.73000000 0.025038515515 Long DBT CORP US N 2 2028-10-01 Fixed 3.87500000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 35000.00000000 PA USD 28645.75000000 0.008276017011 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 681000.00000000 PA USD 666814.77000000 0.192648835527 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N West Corporation 5493005Z5DB0O5S30R71 68162RAC5 441956.87000000 PA USD 406047.87000000 0.117310912779 Long LON CORP US N 2 2024-10-10 Floating 8.41500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 1090000.00000000 PA USD 1012250.30000000 0.292448293484 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 757000.00000000 PA USD 603139.75000000 0.174252544672 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 735000.00000000 PA USD 611733.15000000 0.176735255880 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 343000.00000000 PA 360507.49000000 0.104153883914 Long DBT CORP DE N 2 2024-02-22 Fixed 2.87500000 N N N N N N GULFPORT ENERGY CORP N/A 000000000 1.00000000 NS USD 5000.00000000 0.001444545353 Long EC CORP US N 3 N N N LSB INDUSTRIES 5493001H215A0HG0MI71 502160AN4 319000.00000000 PA USD 290669.61000000 0.083977086904 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N SABIC Capital II BV 2138005PCUTH59D4RJ83 000000000 319000.00000000 PA USD 312779.50000000 0.090364834677 Long DBT CORP NL N 2 2028-10-10 Fixed 4.50000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 678000.00000000 PA USD 599602.86000000 0.173230705069 Long DBT CORP CA N 2 2027-02-15 Fixed 4.62500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 666538.36000000 OU Notional Amount USD -163046.40000000 -0.04710558390 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -42225.11000000 USD 666538.36000000 USD -120821.29000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AW9 647000.00000000 PA USD 685690.60000000 0.198102234031 Long DBT CORP GB N 2 2033-11-15 Fixed 7.95300000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 461000.00000000 PA USD 458455.28000000 0.132451888900 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 220000.00000000 PA USD 208560.00000000 0.060254875784 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 748000.00000000 PA USD 476154.36000000 0.137565313655 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 154000.00000000 PA USD 128519.16000000 0.037130351082 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 509000.00000000 PA USD 454664.25000000 0.131356625946 Long DBT CORP US N 2 2028-07-01 Fixed 4.62500000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1586000.00000000 PA USD 1467985.74000000 0.424114395938 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 68000.00000000 PA USD 67524.00000000 0.019508296089 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 132000.00000000 PA USD 107743.68000000 0.031128126462 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AJ1 607000.00000000 PA USD 588929.61000000 0.170147106330 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 248000.00000000 PA USD 176700.00000000 0.051050232792 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635AR7 64081.00000000 PA USD 63474.15000000 0.018338257689 Long DBT CORP US N 2 2026-05-17 Fixed 8.00000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAA1 467000.00000000 PA USD 443547.26000000 0.128144826696 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 119817.00000000 PA USD 76218.59000000 0.022020242006 Long DBT NUSS EC N 2 2030-07-31 Variable 5.50000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 11000.00000000 PA USD 620.81000000 0.000179357640 Long DBT NUSS LB N 2 2027-03-23 Fixed 6.85000000 Y N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 407000.00000000 PA USD 374028.93000000 0.108060350579 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N ECO MATERIAL TECH INC N/A 27900QAA4 1011000.00000000 PA USD 966323.91000000 0.279179742829 Long DBT CORP US N 2 2027-01-31 Fixed 7.87500000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 86146.42000000 OU Notional Amount USD -32875.87000000 -0.00949813705 N/A DCR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -15666.89000000 USD 86146.42000000 USD -17208.98000000 N N N GOTO GROUP INC 549300D12V5KRBV00592 541056AA5 423000.00000000 PA USD 228314.25000000 0.065962057794 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N PVH CORP 123WALMHY1GZXG2YDL90 693656AC4 246000.00000000 PA USD 237554.82000000 0.068631742285 Long DBT CORP US N 2 2025-07-10 Fixed 4.62500000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 228000.00000000 PA USD 216875.88000000 0.062657408947 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3103.24000000 0.000896554184 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 399157.31000000 USD 374419.91000000 EUR 2023-02-27 3103.24000000 N N N SHEA HOMES LP/FNDG CP N/A 82088KAK4 445000.00000000 PA USD 388858.80000000 0.112344834540 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 165000.00000000 PA USD 163821.90000000 0.047329632888 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 122000.00000000 PA USD 119021.98000000 0.034386529634 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAH1 346000.00000000 PA USD 281972.70000000 0.081464470718 Long DBT US N 2 2028-03-15 Fixed 2.10000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DB3 86000.00000000 PA USD 79962.80000000 0.023101978238 Long DBT CORP US N 2 2025-09-30 Fixed 4.50000000 N N N N N N ACProducts Holdings, Inc. 254900KTNXVUUHWHBF39 00488YAB2 664875.00000000 PA USD 494952.90000000 0.142996382377 Long LON CORP US N 2 2028-05-17 Floating 8.98000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAA8 396000.00000000 PA USD 359278.92000000 0.103798938897 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AF3 1294000.00000000 PA USD 1278627.28000000 0.369407019231 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 92837TAA0 269000.00000000 PA USD 206379.49000000 0.059624906666 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 939000.00000000 PA USD 844423.92000000 0.243961730000 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AW4 1474000.00000000 PA USD 1382508.82000000 0.399419338415 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N DIRECTV Financing, LLC N/A 25460HAB8 301750.00000000 PA USD 293138.06000000 0.084690244500 Long LON CORP US N 2 2027-08-02 Floating 9.38400000 N N N N N N MONITCHEM HOLDCO 3 S.A. 222100SJHJ1CNJMSW162 000000000 209000.00000000 PA 214745.90000000 0.062042038404 Long DBT CORP LU N 2 2025-03-15 Fixed 5.25000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 116000.00000000 PA USD 93535.44000000 0.027023237047 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N PulteGroup Inc N/A 745867AW1 345000.00000000 PA USD 346449.00000000 0.100092258633 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N BANCO BTG PACTUAL/CAYMAN 2549002JHJ73KGETOK78 05971BAE9 355000.00000000 PA USD 341754.06000000 0.098735847881 Long DBT CORP BR N 2 2025-01-10 Fixed 4.50000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 195000.00000000 PA USD 188685.90000000 0.054513068022 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 490000.00000000 PA USD 425136.25000000 0.122825718906 Long DBT CORP US N 2 2026-10-01 Fixed 3.15000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAF8 308000.00000000 PA USD 300577.20000000 0.086839479524 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 1378000.00000000 PA USD 802202.70000000 0.231763636567 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 16308NAA2 453000.00000000 PA USD 431976.27000000 0.124801862728 Long DBT CORP US N 2 2027-10-01 Fixed 7.12500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 391000.00000000 PA USD 338883.61000000 0.097906548839 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 701000.00000000 PA USD 641162.64000000 0.185237702487 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 341000.00000000 PA USD 312505.19000000 0.090285584030 Long DBT CORP IN N 2 2029-06-18 Fixed 4.50000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAK5 452000.00000000 PA USD 449730.96000000 0.129931353716 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 357000.00000000 PA USD 266179.20000000 0.076901585310 Long DBT CORP GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 105000.00000000 PA USD 103011.30000000 0.029760898954 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N PetSmart LLC N/A 71677HAL9 711000.00000000 PA USD 694334.16000000 0.200599436918 Long LON CORP US N 2 2028-02-11 Floating 8.13000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 526000.00000000 PA USD 477250.32000000 0.137881946440 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N CENTURION BIDCO SPA 815600440B4998FCA515 000000000 1450000.00000000 PA 1335999.11000000 0.385982261321 Long DBT CORP IT N 2 2026-09-30 Fixed 5.87500000 N N N N N N ADANI TRANS STEP-ONE LTD 335800Z8CGS7O7D72N41 000000000 956000.00000000 PA USD 849941.36000000 0.245555768463 Long DBT CORP IN N 2 2026-08-03 Fixed 4.00000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00101JAH9 539000.00000000 PA USD 535528.84000000 0.154719139495 Long DBT CORP US N 2 2023-06-15 Fixed 4.12500000 N N N N N N HUNT OIL CO OF PERU 549300SVO0550J3IKN50 000000000 174800.00000000 PA USD 165655.78000000 0.047859457455 Long DBT CORP PE N 2 2028-06-01 Fixed 6.37500000 N N N N N N IQVIA INC 549300PLWY28YB00C717 000000000 798000.00000000 PA 782079.93000000 0.225949985786 Long DBT CORP US N 2 2026-03-15 Fixed 1.75000000 N N N N N N GLENCORE FINANCE EUROPE 213800WHKNIC1JQQG433 000000000 290000.00000000 PA 307372.61000000 0.088802735112 Long DBT CORP JE N 2 2023-09-13 Fixed 1.87500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 309000.00000000 PA USD 307030.13000000 0.088703789534 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 363000.00000000 PA USD 389916.45000000 0.112650399218 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N 1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons) 549300RHSHNRWI5LLA86 000000000 1603162.65000000 PA USD 1573103.35000000 0.454483826957 Long LON CORP CA N 2 2026-11-19 Floating 6.16500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796YV5 1666800.00000000 PA USD 1643364.79000000 0.474782994293 Long STIV UST US N 2 2023-04-27 None 0.00000000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 22860EAE2 504863.00000000 PA USD 491398.30000000 0.141969426194 Long LON CORP US N 2 2027-04-27 Floating 9.11900000 N N N N N N SIERRACOL ENRGY ANDINA N/A 000000000 369000.00000000 PA USD 283737.94000000 0.081974464566 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 922000.00000000 PA USD 773825.38000000 0.223565171416 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 285000.00000000 PA USD 281702.55000000 0.081386421933 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 049362AA4 300000.00000000 PA USD 251211.00000000 0.072577136558 Long DBT CORP XX N 2 2028-06-01 Fixed 4.62500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -24.00000000 NC 96743.71000000 0.027950135351 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short CME 1 Year Mid-Curve 3 Month Eurodollar Option OEH2 Comdty 2023-03-08 -2868376.72000000 EUR 96743.71000000 N N N RP ESCROW ISSUER LLC N/A 74969PAA6 570000.00000000 PA USD 435924.60000000 0.125942571079 Long DBT CORP US N 2 2025-12-15 Fixed 5.25000000 N N N N N N Elmwood CLO VII Ltd. N/A 29002QAG4 300000.00000000 PA USD 291271.50000000 0.084150978385 Long ABS-CBDO CORP KY N 2 2034-01-17 Floating 7.67900000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 000000000 1136000.00000000 PA 1165772.08000000 0.336802128276 Long DBT CORP US N 2 2027-05-15 Fixed 3.62500000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 1024000.00000000 PA USD 926771.20000000 0.267752606140 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 482000.00000000 PA 444786.89000000 0.128502967047 Long DBT CORP NL N 2 2027-05-09 Fixed 3.75000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 3797610.68000000 PA USD 134978.48000000 0.038996507220 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.36700000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAB7 716432.00000000 PA USD 713895.83000000 0.206250980819 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N CASTLE UK FINCO PLC 98450057058CDE2E9650 000000000 276000.00000000 PA 232040.95000000 0.067038735227 Long DBT CORP GB N 2 2029-05-15 Fixed 7.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 674000.00000000 PA USD 570749.94000000 0.164894834765 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 670000.00000000 PA 732164.00000000 0.211528820837 Long DBT CORP GB N 2 2025-07-31 Fixed 8.25000000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 56577.73000000 PA USD 56434.18000000 0.016304346499 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 6.83900000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 736000.00000000 PA USD 653479.68000000 0.188796207067 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BM1 440000.00000000 PA USD 340203.60000000 0.098287905923 Long DBT US N 2 2031-02-01 Fixed 3.37500000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 39000.00000000 PA USD 31912.92000000 0.009219932060 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 092174AA9 438000.00000000 PA USD 381936.00000000 0.110344774825 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N CT INVESTMENT GMBH 529900VYBTC7HKBCNB72 000000000 360000.00000000 PA 340918.04000000 0.098494314119 Long DBT CORP DE N 2 2026-04-15 Fixed 5.50000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 1228000.00000000 PA USD 766222.88000000 0.221368740206 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N VIRGOLINO DE OLIVEIRA FI N/A 92824BAA4 425000.00000000 PA USD 42.50000000 0.000012278635 Long DBT CORP LU N 3 2018-01-28 Fixed 10.50000000 Y Y N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 449000.00000000 PA USD 422580.84000000 0.122087437778 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 29145.22000000 OU Notional Amount USD -7129.41000000 -0.00205975121 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1796.81000000 USD 29145.22000000 USD -5332.60000000 N N N VIA CELERE DESARROLLOS 9598003HCBBUMJ9HTD63 000000000 313000.00000000 PA 299870.37000000 0.086635269926 Long DBT ES N 2 2026-04-01 Fixed 5.25000000 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 000000000 404000.00000000 PA 395274.22000000 0.114198307570 Long DBT CORP FR N 2 2027-02-15 Fixed 4.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAA1 326000.00000000 PA USD 318929.88000000 0.092141735248 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.87500000 N N N N N N FINThrive Software Intermediate Holdings, Inc. N/A 000000000 240000.00000000 PA USD 180974.40000000 0.052285145723 Long LON CORP US N 2 2029-12-17 Floating 11.13400000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 754355.00000000 PA USD 735637.57000000 0.212532366717 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 000000000 748000.00000000 PA 775330.16000000 0.223999916008 Long DBT CORP NL N 2 2024-10-15 Fixed 2.50000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAA3 684000.00000000 PA USD 666900.00000000 0.192673459247 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N Playtika Holding Corp. 254900E35Z4TKA4UFG64 72814CAF5 794895.00000000 PA USD 757224.93000000 0.218769150834 Long LON CORP US N 2 2028-03-13 Floating 7.13400000 N N N N N N Dryden Senior Loan Fund N/A 26253LAG7 443226.00000000 PA USD 406784.40000000 0.117523702977 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 7.07900000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 275000.00000000 PA USD 278575.00000000 0.080482844369 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 345000.00000000 PA USD 339952.65000000 0.098215404192 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N EC FINANCE PLC 213800NKPB53RHYDQE45 000000000 322000.00000000 PA 311729.43000000 0.090061459929 Long DBT CORP GB N 2 2026-10-15 Fixed 3.00000000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 07876LAC3 405504.59000000 PA USD 404907.77000000 0.116981527548 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 6.88900000 N N N N N N ALBION FINANCING 1SARL / N/A 000000000 253000.00000000 PA 236464.32000000 0.068316686944 Long DBT CORP LU N 2 2026-10-15 Fixed 5.25000000 N N N N N N UMBS, TBA N/A 01F030611 1782941.00000000 PA USD 1566341.48000000 0.452530261379 Long ABS-MBS USGSE US N 2 2053-01-15 Fixed 3.00000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 348000.00000000 PA USD 291189.00000000 0.084127143386 Long DBT CORP IN N 2 2029-07-03 Fixed 4.37500000 N N N N N N Rad CLO Ltd N/A 48661CAE2 250000.00000000 PA USD 237184.50000000 0.068524753478 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 6.07900000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAF4 582000.00000000 PA USD 550147.14000000 0.158942498963 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635601 13.00000000 NS USD 65000.00000000 0.018779089595 Long EP CORP US N 3 N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914908AX6 47947.25000000 PA USD 47837.45000000 0.013820673223 Long LON CORP US N 2 2024-03-15 Floating 7.13400000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 191000.00000000 PA USD 188058.60000000 0.054331835362 Long DBT US N 2 2025-06-01 Fixed 5.25000000 N N N N N N ADAMS HOMES INC N/A 00623PAA9 354000.00000000 PA USD 300457.50000000 0.086804897108 Long DBT CORP US N 2 2025-02-15 Fixed 7.50000000 N N N N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 000000000 269000.00000000 PA USD 211635.75000000 0.061143487858 Long DBT CORP HK N 2 2030-11-02 Fixed 3.42100000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 000000000 440000.00000000 PA 429451.06000000 0.124072306654 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 44332EAU0 705820.51000000 PA USD 698599.97000000 0.201831868121 Long LON CORP US N 2 2025-04-25 Floating 7.52800000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 244182.00000000 PA USD 111682.74000000 0.032266156626 Long DBT NUSS EC N 2 2035-07-31 Variable 2.50000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 489000.00000000 PA USD 425420.22000000 0.122907760415 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 57430.94000000 OU Notional Amount USD -21917.24000000 -0.00633208944 N/A DCR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -10510.81000000 USD 57430.94000000 USD -11406.43000000 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 165000.00000000 PA USD 162856.65000000 0.047050763408 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 406000.00000000 PA USD 397944.96000000 0.114969908581 Long DBT CORP US N 2 2025-06-01 Fixed 5.37500000 N N N N N N GLP Capital LP / GLP Financing II Inc 5493006GWRDBCZYWTM57 361841AN9 13000.00000000 PA USD 12448.02000000 0.003596345890 Long DBT US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 81270.00000000 PA USD 73868.74000000 0.021341349026 Long LON CORP US N 2 2026-08-21 Floating 7.91500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 441000.00000000 PA USD 385720.65000000 0.111438194539 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAE8 82000.00000000 PA USD 82306.68000000 0.023779146430 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBL5 57000.00000000 PA USD 54802.65000000 0.015832982683 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 2707743.70000000 PA USD 92829.85000000 0.026819385696 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.04000000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 000000000 300000.00000000 PA 276182.39000000 0.079791597637 Long DBT CORP NL N 2 2026-02-23 Fixed 2.00000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 475000.00000000 PA USD 432487.50000000 0.124949561712 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 060335AA4 999000.00000000 PA USD 942736.32000000 0.272365074122 Long DBT CORP FR N 2 2025-03-01 Fixed 5.37500000 N N N N N N APCOA PARKING HOLDINGS G 529900H8FIYAOV5FUW68 000000000 210000.00000000 PA 192783.67000000 0.055696950945 Long DBT CORP DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 000000000 493000.00000000 PA 466641.39000000 0.134816930333 Long DBT CORP US N 2 2027-03-15 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZF9 5128100.00000000 PA USD 5036469.42000000 1.455081699722 Long STIV UST US N 2 2023-05-25 None 0.00000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 511000.00000000 PA USD 500018.61000000 0.144459911945 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAD9 862000.00000000 PA USD 745923.08000000 0.215503943853 Long DBT CORP FR N 2 2027-03-15 Fixed 3.12500000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAT6 840000.00000000 PA USD 790255.20000000 0.228311895444 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAL2 235630.00000000 PA USD 97575.09000000 0.028190328575 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15400000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AD4 1555000.00000000 PA USD 1213568.65000000 0.350610990897 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 299000.00000000 PA USD 243233.51000000 0.070272367336 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N INEOS Finance PLC 2138002D68XDR4LZCG32 000000000 200000.00000000 PA 193192.58000000 0.055815088753 Long DBT CORP GB N 2 2025-11-15 Fixed 2.12500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 400000.00000000 PA USD 370716.00000000 0.107103215052 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBG4 1413000.00000000 PA USD 1212382.26000000 0.350268232065 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 1639000.00000000 PA USD 1321165.12000000 0.381696587055 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N COMETA ENERGIA SA 5493007L8UH7TYXKI505 000000000 187683.00000000 PA USD 177630.23000000 0.051318984676 Long DBT CORP MX N 2 2035-04-24 Fixed 6.37500000 N N N N N N AHLSTROM-MUNKSJO HLDG 3 743700UEY0YM039XN974 000000000 310000.00000000 PA 279485.05000000 0.080745766068 Long DBT CORP FI N 2 2028-02-04 Fixed 3.62500000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 551000.00000000 PA USD 467088.21000000 0.134946020684 Long DBT CORP US N 2 2026-11-01 Fixed 5.37500000 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AK3 839000.00000000 PA USD 710733.68000000 0.205337407001 Long DBT US N 2 2026-06-01 Fixed 2.15000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 540000.00000000 PA USD 510907.50000000 0.147605811036 Long DBT NUSS US N 2 2027-09-27 Fixed 4.85000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBF9 345000.00000000 PA USD 321898.80000000 0.092999483166 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AP3 506000.00000000 PA USD 494741.50000000 0.142935306999 Long DBT CORP US N 2 2025-04-01 Fixed 5.00000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 475000.00000000 PA USD 424369.75000000 0.122604270104 Long DBT CORP LU N 2 2026-10-15 Fixed 6.12500000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 266000.00000000 PA USD 262974.25000000 0.075975646184 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 360000.00000000 PA 363215.07000000 0.104936128336 Long DBT CORP LU N 2 2025-05-22 Fixed 4.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 891000.00000000 PA USD 763052.40000000 0.220452759776 Long DBT CORP BM N 2 2024-12-15 Fixed 3.62500000 N N N N N N Great Outdoors Group, LLC 549300IYLDI2E8I2AU46 07014QAN1 127335.20000000 PA USD 122082.62000000 0.035270776292 Long LON CORP US N 2 2028-03-06 Floating 8.13400000 N N N N N N Lamar Funding Ltd 549300TSXHL7X0727895 000000000 631000.00000000 PA USD 595427.38000000 0.172024371022 Long DBT CORP KY N 2 2025-05-07 Fixed 3.95800000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 375086.24000000 OU Notional Amount USD -91752.35000000 -0.02650808617 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -24442.22000000 USD 375086.24000000 USD -67310.13000000 N N N Q-PARK HOLDING BV 2549003839B7HE3NDP48 000000000 170000.00000000 PA 166384.67000000 0.048070040387 Long DBT CORP NL N 2 2025-03-01 Fixed 1.50000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 382000.00000000 PA USD 339571.26000000 0.098105217161 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Denbury Inc 549300KCWA5W52MS5559 24790A101 1216.00000000 NS USD 105816.32000000 0.030571294675 Long EC CORP US N 1 N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 94620.92000000 PA USD 91652.19000000 0.026479149040 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 262000.00000000 PA USD 265584.16000000 0.076729672857 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 14856HAA6 748000.00000000 PA USD 649062.04000000 0.187519910800 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 25000.00000000 PA USD 24164.00000000 0.006981198784 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 139000.00000000 PA USD 115667.46000000 0.033417378378 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 653000.00000000 PA USD 649545.63000000 0.187659624338 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 320000.00000000 PA USD 309520.00000000 0.089423135561 Long LON CORP US N 2 2029-10-15 Floating 7.31800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 507000.00000000 PA USD 385558.29000000 0.111391287263 Long DBT CORP CH N 2 2031-02-10 Fixed 4.37500000 N N N N Y UBS Group AG USD XXXX N N N CHILE ELEC PEC SPA N/A 000000000 460000.00000000 PA USD 328986.25000000 0.095047111759 Long DBT CORP CL N 2 2028-01-25 None 0.00000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAC3 1039000.00000000 PA USD 901342.89000000 0.260406136728 Long DBT CORP US N 2 2028-07-01 Fixed 3.87500000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AE7 1061000.00000000 PA USD 976300.37000000 0.282062032617 Long DBT CORP US N 2 2028-05-01 Fixed 4.25000000 N N N N N N MELCO RESORTS FINANCE N/A 58547DAE9 428000.00000000 PA USD 353100.00000000 0.102013792862 Long DBT CORP KY N 2 2028-07-21 Fixed 5.75000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 638000.00000000 PA 592661.21000000 0.171225199418 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 200000.00000000 PA USD 177537.50000000 0.051292194138 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 1100000.00000000 PA USD 1013551.00000000 0.292824077513 Long DBT CORP US N 2 2026-04-01 Fixed 3.37500000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 963000.00000000 PA USD 826831.80000000 0.238879206960 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 39843UAA0 1124000.00000000 PA USD 972484.80000000 0.280959679834 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 420000.00000000 PA 330519.69000000 0.095490136484 Long DBT CORP NL N 2 2028-08-15 Fixed 4.62500000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABC5 1656000.00000000 PA USD 1649525.04000000 0.476562746396 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 252000.00000000 PA USD 230045.76000000 0.066462306739 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 200000.00000000 PA USD 194820.00000000 0.056285265153 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BG1 418000.00000000 PA USD 354271.72000000 0.102352313399 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N CNTL AMR BOTTLING CORP N/A 000000000 55000.00000000 PA USD 51383.75000000 0.014845231461 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AN0 50000.00000000 PA USD 49182.00000000 0.014209125914 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N Home Re Ltd N/A 43731WAD7 440000.00000000 PA USD 443761.78000000 0.128206803470 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 9.63900000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 000000000 338000.00000000 PA USD 333775.00000000 0.096430625071 Long DBT CORP IN N 2 2024-04-18 Fixed 5.95000000 N N N N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 07877GAC3 853000.00000000 PA USD 845205.46000000 0.244187523995 Long ABS-MBS CORP BM N 2 2029-07-25 Floating 6.33900000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 345000.00000000 PA USD 291487.05000000 0.084213252735 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 115000.00000000 PA 102916.71000000 0.029733571045 Long DBT CORP SE N 2 2026-07-15 Fixed 3.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 1119000.00000000 PA USD 1095881.46000000 0.316610094201 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 000000000 200000.00000000 PA 194586.31000000 0.056217749992 Long DBT CORP SE N 2 2025-08-15 Fixed 4.87500000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 000000000 289000.00000000 PA USD 234686.06000000 0.067802931499 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 353000.00000000 PA USD 335526.50000000 0.096936649308 Long DBT CORP CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC) 98450038B4549046D794 01957TAH0 565068.48000000 PA USD 535758.38000000 0.154785455683 Long LON CORP US N 2 2028-05-12 Floating 8.17300000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -33648.40000000 -0.00972132797 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1982521.51000000 GBP 2364003.26000000 USD 2023-01-18 -33648.40000000 N N N DKT Finance ApS 529900CPZ2SMDPG5RV48 255882AA0 200000.00000000 PA USD 197892.00000000 0.057172793818 Long DBT CORP DK N 2 2023-06-17 Fixed 9.37500000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 218000.00000000 PA USD 209031.48000000 0.060391090633 Long DBT CORP ID N 2 2027-04-14 Fixed 4.76300000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 702000.00000000 PA 665797.13000000 0.192354830100 Long DBT CORP GB N 2 2026-11-15 Fixed 6.87500000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 106000.00000000 PA 99186.61000000 0.028655911320 Long DBT CORP DE N 2 2027-02-11 Fixed 3.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 602000.00000000 PA USD 578919.32000000 0.167255042749 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 000000000 210000.00000000 PA 172732.01000000 0.049903844488 Long DBT CORP GB N 2 2030-07-15 Fixed 3.75000000 N N N N N N CBB INTL SUKUK PRGM SPC 5493006IRJ2IWXTNIM16 05675M2B9 305000.00000000 PA USD 307668.75000000 0.088888292644 Long DBT NUSS BH N 2 2024-11-14 Fixed 6.25000000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 000000000 481000.00000000 PA 431402.56000000 0.124636112705 Long DBT CORP ES N 2 2028-10-15 Fixed 3.87500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546NAA3 340000.00000000 PA USD 340000.00000000 0.098229084036 Long ABS-O CORP US N 3 2030-05-15 Fixed 11.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 85271.00000000 PA USD 34524.10000000 0.009974325647 Long DBT NUSS EC N 2 2040-07-31 Variable 1.50000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 528000.00000000 PA USD 509308.80000000 0.147143932105 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 694000.00000000 PA USD 645815.58000000 0.186581979058 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAD3 3000.00000000 PA USD 2787.90000000 0.000805449598 Long DBT CORP US N 2 2025-08-01 Fixed 4.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAT6 20000.00000000 PA USD 18911.60000000 0.005463732781 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 570000.00000000 PA USD 570819.38000000 0.164914896611 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N Seaworld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 78488CAH3 1354934.06000000 PA USD 1328797.38000000 0.383901616199 Long LON CORP US N 2 2028-08-25 Floating 7.43800000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 850000.00000000 PA USD 662096.88000000 0.191285794311 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N INDIA CLEAN ENERGY HLDG 254900XQFJ9593DCY022 45409MAA1 200000.00000000 PA USD 158475.00000000 0.045784864978 Long DBT CORP MU N 2 2027-04-18 Fixed 4.50000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAE1 275000.00000000 PA USD 257090.63000000 0.074275814998 Long DBT CORP KY N 2 2025-06-18 Fixed 5.25000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 543000.00000000 PA USD 397258.80000000 0.114771670733 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 222000.00000000 PA USD 189052.98000000 0.054619120764 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD 642.29000000 0.000185563407 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note Future FVH3 Comdty 2023-03-31 -1835446.99000000 USD 642.29000000 N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 808000.00000000 PA USD 659837.04000000 0.190632906037 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAL3 1353000.00000000 PA USD 1355651.88000000 0.391660124838 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N BOYNE USA INC N/A 103557AC8 197000.00000000 PA USD 176383.95000000 0.050958923080 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 787000.00000000 PA USD 578397.78000000 0.167104365112 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 000000000 200000.00000000 PA 179126.88000000 0.051751380437 Long DBT CORP XX N 2 2026-08-15 Fixed 2.12500000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 847000.00000000 PA USD 753440.38000000 0.217675760010 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AF9 714000.00000000 PA USD 666454.74000000 0.192544819594 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBU0 200000.00000000 PA USD 204274.00000000 0.059016611507 Long DBT CORP IT N 2 2025-11-21 Fixed 7.00000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 320000.00000000 PA 314109.27000000 0.090749017292 Long DBT CORP US N 2 2026-05-15 Fixed 4.37500000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 497000.00000000 PA USD 440053.74000000 0.127135517079 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 147000.00000000 PA USD 124423.74000000 0.035947147095 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N Elevation CLO Ltd N/A 28621YAE5 250000.00000000 PA USD 227667.25000000 0.065775133625 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.27900000 N N N N N N Playtech Plc 21380068TTB6Z9ZEU548 000000000 130000.00000000 PA 130907.73000000 0.037820430621 Long DBT CORP IM N 2 2026-03-07 Fixed 4.25000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 178000.00000000 PA USD 154676.66000000 0.044687490098 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 401000.00000000 PA USD 396468.70000000 0.114543403677 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 SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 437226.00000000 PA USD 439044.86000000 0.126844042496 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855030AN2 739000.00000000 PA USD 636153.37000000 0.183790478946 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 104834.14000000 PA USD 100326.59000000 0.028985261883 Long ABS-MBS CORP US N 2 2023-05-27 Floating 7.13700000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 652000.00000000 PA USD 612397.52000000 0.176927198399 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 6071.45000000 0.001754096977 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 475397.53000000 USD 448146.29000000 EUR 2023-02-27 6071.45000000 N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 109877.03000000 PA USD 107450.95000000 0.031043554109 Long LON CORP CA N 2 2026-04-30 Floating 7.63400000 N N N N N N MELCO RESORTS FINANCE N/A 58547DAC3 356000.00000000 PA USD 302221.75000000 0.087314604936 Long DBT CORP KY N 2 2027-07-17 Fixed 5.62500000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 190881.00000000 PA USD 169383.03000000 0.048936293789 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 701663.27000000 OU Notional Amount USD -267774.20000000 -0.07736239527 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -76425.25000000 USD 701663.27000000 USD -191348.95000000 N N N NEW FORTRESS ENERGY INC N/A 644393AA8 380000.00000000 PA USD 360259.00000000 0.104082092899 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 571574.65000000 OU Notional Amount USD -218128.76000000 -0.06301937734 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -67146.42000000 USD 571574.65000000 USD -150982.34000000 N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 320000.00000000 PA USD 273145.60000000 0.078914241460 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAY5 25353.00000000 PA USD 20388.91000000 0.005890541040 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.84400000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAA0 588000.00000000 PA USD 516022.92000000 0.149083702275 Long DBT CORP US N 2 2026-02-15 Fixed 3.30000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 384000.00000000 PA USD 80712.00000000 0.023318428914 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N Y N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 983000.00000000 PA USD 1022457.62000000 0.295397280820 Long DBT CORP GB N 2 2028-11-02 Fixed 7.38500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 1214000.00000000 PA USD 1024288.22000000 0.295926157765 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N EMERGENT BIOSOLUTIONS 549300YW6TUOX8BE5103 29089QAC9 1030000.00000000 PA USD 508717.00000000 0.146972955717 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N BFLD Trust N/A 054970AN8 160000.00000000 PA USD 151137.97000000 0.043665130459 Long ABS-MBS CORP US N 2 2034-10-15 Floating 6.55800000 N N N N N N Pinewood Finance Co Ltd N/A 000000000 420000.00000000 PA 467524.22000000 0.135071987928 Long DBT CORP GB N 2 2025-09-30 Fixed 3.25000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 304000.00000000 PA USD 293600.16000000 0.084823749381 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N UMBS, TBA N/A 01F020612 6683716.00000000 PA USD 5455374.65000000 1.576107220431 Long ABS-MBS USGSE US N 2 2053-01-15 Fixed 2.00000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 140000.00000000 PA USD 103755.40000000 0.029975876193 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 019579AA9 302000.00000000 PA USD 249590.92000000 0.072109080751 Long DBT CORP US N 2 2028-06-01 Fixed 4.62500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AS1 357000.00000000 PA USD 340099.62000000 0.098257865158 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N N ULKER BISKUVI SANAYI AS 7890009HEU9BS7J3DA93 000000000 341000.00000000 PA USD 283946.44000000 0.082034702107 Long DBT CORP TR N 2 2025-10-30 Fixed 6.95000000 N N N N N N Crown Point CLO Ltd N/A 22845JAG6 250000.00000000 PA USD 236474.00000000 0.068319483583 Long ABS-CBDO CORP KY N 2 2034-01-17 Floating 7.67900000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 000000000 274000.00000000 PA USD 272253.25000000 0.078656433451 Long DBT CORP LU N 2 2026-04-17 Fixed 7.62500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 000000000 300000.00000000 PA 305004.24000000 0.088118491536 Long DBT CORP GB N 2 2026-06-15 Fixed 3.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 000000000 200000.00000000 PA 195971.47000000 0.056617935280 Long DBT CORP ES N 2 2027-10-09 Fixed 5.87500000 N N N N Y CaixaBank SA EUR XXXX N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 000000000 427000.00000000 PA USD 338210.69000000 0.097712136147 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2B7 248000.00000000 PA USD 242931.50000000 0.070185113907 Long DBT CORP CA N 2 2025-05-18 Fixed 5.00000000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 000000000 250000.00000000 PA 252021.28000000 0.072811233800 Long DBT CORP FR N 2 2025-03-01 Fixed 3.50000000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AT9 843000.00000000 PA USD 792352.56000000 0.228917841773 Long DBT CORP US N 2 2026-08-15 Fixed 3.60000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 191000.00000000 PA USD 121644.08000000 0.035144078108 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAF9 371000.00000000 PA USD 353910.81000000 0.102248043226 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 207000.00000000 PA USD 180559.89000000 0.052165390024 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAC3 290000.00000000 PA USD 288741.40000000 0.083420009545 Long DBT CORP IE N 2 2026-09-16 Fixed 6.25300000 N N N N N N CASTLE UK FINCO PLC 98450057058CDE2E9650 000000000 194000.00000000 PA 153619.74000000 0.044382136323 Long DBT CORP GB N 2 2028-05-15 Floating 7.38200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 942000.00000000 PA USD 965267.40000000 0.278874507507 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N Fannie Mae - CAS N/A 20753MAF5 2869.56000000 PA USD 2862.56000000 0.000827019549 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 6.53900000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1324330.27000000 OU Notional Amount USD 505401.22000000 0.146014996798 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.BB.6 137BEMAE8 Y buy protection 2063-05-11 591321.73000000 USD 0.00000000 USD 1324330.27000000 USD -85920.51000000 N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AG6 294000.00000000 PA USD 295190.70000000 0.085283270815 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N N STATE AGE ROADS 254900FGEO8P5USHG994 857329AA4 653000.00000000 PA USD 113173.06000000 0.032696723592 Long DBT CORP UA Y 2 2030-06-24 Fixed 6.25000000 N Y N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 506000.00000000 PA USD 505068.96000000 0.145919003871 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BC0 69000.00000000 PA USD 62665.11000000 0.018104518695 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 37960BAA3 108000.00000000 PA USD 78740.64000000 0.022748885128 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 000000000 257000.00000000 PA 233539.83000000 0.067471775255 Long DBT CORP GB N 2 2026-01-15 Fixed 2.50000000 N N N N N N CWT TRAVEL EQUITY N/A 000000000 24836.00000000 NS USD 151499.60000000 0.043769608646 Long EC CORP US N 2 N N N ARES CLO Ltd 549300VDFIIXSFET0S73 04015GAT6 643832.00000000 PA USD 602137.44000000 0.173962968221 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 6.07900000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 753000.00000000 PA USD 687571.83000000 0.198645738442 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 145000.00000000 PA 132479.26000000 0.038274459893 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 221000.00000000 PA USD 201538.74000000 0.058226370082 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 210000.00000000 PA USD 12075.00000000 0.003488577028 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 329000.00000000 PA USD 310296.35000000 0.089647430118 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 000000000 200000.00000000 PA 216090.16000000 0.062430407312 Long DBT CORP GB N 2 2027-04-15 Fixed 5.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBU7 45697.14000000 PA USD 48546.76000000 0.014025599316 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 11.33900000 N N N N N N RCS & RDS SA 3157008PTGOXBWZDVF10 000000000 200000.00000000 PA 170308.51000000 0.049203673355 Long DBT CORP RO N 2 2028-02-05 Fixed 3.25000000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 200000.00000000 PA USD 15500.00000000 0.004478090595 Long DBT KY N 2 2027-03-01 Fixed 5.88000000 Y Y N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 000000000 115000.00000000 PA USD 98885.63000000 0.028568955468 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAB6 1400000.00000000 PA USD 1246546.00000000 0.360138446440 Long DBT CORP US N 2 2026-12-01 Fixed 4.12500000 N N N N N N Transocean Phoenix 2 Ltd N/A 893828AA1 135999.42000000 PA USD 134886.94000000 0.038970060484 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 547000.00000000 PA USD 525902.21000000 0.151937918768 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAC5 323000.00000000 PA USD 297441.01000000 0.085933405786 Long DBT US N 2 2027-09-15 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEP2 4877700.00000000 PA USD 4510348.22000000 1.303080512756 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 338000.00000000 PA USD 75796.50000000 0.021898296377 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N Y N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 230000.00000000 PA USD 37777.50000000 0.010914262418 Long DBT KY N 2 2025-07-08 Fixed 6.75000000 Y N N N N N Sound Point CLO LTD 5493001QI7ZD0IPL4A34 83610JAA4 550000.00000000 PA USD 537554.60000000 0.155304399934 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.07900000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 794000.00000000 PA USD 745605.70000000 0.215412249892 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N VOC Escrow Ltd N/A 91832VAA2 831000.00000000 PA USD 713687.73000000 0.206190858841 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 585000.00000000 PA USD 560728.35000000 0.161999506511 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 321000.00000000 PA USD 276856.08000000 0.079986232789 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 1039000.00000000 PA USD 1011539.23000000 0.292242858912 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 193000.00000000 PA USD 173703.86000000 0.050184620768 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Enova International Inc 549300O8XOCQSB49UO63 29357KAF0 1290000.00000000 PA USD 1192050.30000000 0.344394144396 Long DBT CORP US N 2 2025-09-15 Fixed 8.50000000 N N N N N N Fannie Mae - CAS N/A 20754JAB0 6568.00000000 PA USD 6559.04000000 0.001894966151 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 6.48900000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 614000.00000000 PA 549295.12000000 0.158696342657 Long DBT CORP IT N 2 2028-02-15 Fixed 3.50000000 N N N N N N RENK AG FRANKFURT 894500DAJJ2W78HOJY11 000000000 931000.00000000 PA 925073.29000000 0.267262064539 Long DBT CORP DE N 2 2025-07-15 Fixed 5.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CF6 267000.00000000 PA USD 248171.16000000 0.071698899209 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAC2 324000.00000000 PA USD 317445.48000000 0.091712878623 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 745000.00000000 PA USD 707355.15000000 0.204361319038 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 291000.00000000 PA USD 250951.13000000 0.072502057758 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007OD9MH69ES1S63 95000HBJ0 2228127.96000000 PA USD 101394.97000000 0.029293926555 Long ABS-MBS CORP US N 2 2049-10-15 Variable 1.60600000 N N N N N N BELDEN INC 68BKYO1JC791TTJHUE82 000000000 693000.00000000 PA 616698.47000000 0.178169781867 Long DBT CORP US N 2 2031-07-15 Fixed 3.37500000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GAW7 632000.00000000 PA USD 623550.16000000 0.180149297258 Long DBT CORP AU N 2 2024-05-15 Fixed 5.12500000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAN0 867000.00000000 PA USD 862734.36000000 0.249251782205 Long DBT CORP US N 2 2023-04-15 Fixed 4.37500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 112000.00000000 PA USD 113184.96000000 0.032700161610 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAP6 6000.00000000 PA USD 5975.34000000 0.001726329926 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 250000.00000000 PA USD 232743.25000000 0.067241636068 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.17900000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 469000.00000000 PA USD 385611.80000000 0.111406746787 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N GREENKO WIND PROJECTS MU 254900MSUXE1FF83DP82 39531JAA2 200000.00000000 PA USD 186350.00000000 0.053838205324 Long DBT CORP MU N 2 2025-04-06 Fixed 5.50000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAT8 218000.00000000 PA USD 214030.22000000 0.061835271961 Long DBT CORP KY N 2 2024-03-01 Fixed 4.87500000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 176000.00000000 PA USD 168769.92000000 0.048759160748 Long DBT US N 2 2025-06-15 Fixed 9.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 64000.00000000 PA USD 61512.32000000 0.017771467207 Long DBT CORP CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 180000.00000000 PA 170800.06000000 0.049345686609 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 70000.00000000 PA USD 66857.00000000 0.019315593739 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 703000.00000000 PA USD 715267.35000000 0.206647225387 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 165000.00000000 PA USD 152293.35000000 0.043998930221 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CQ4 72000.00000000 PA USD 71812.08000000 0.020747161297 Long DBT CORP US N 2 2023-03-15 Fixed 4.62500000 N N N N N N TECHEM VERWALTUNGSGESELL 529900N0M7FQHNAV1A41 000000000 200000.00000000 PA 196376.10000000 0.056734836557 Long DBT CORP DE N 2 2025-07-15 Fixed 2.00000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AQ1 399000.00000000 PA USD 388143.21000000 0.112138094098 Long DBT CORP US N 2 2025-06-23 Fixed 6.12500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 200000.00000000 PA USD 149588.00000000 0.043217330067 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N PREMIER FOODS FINANCE 2138003G41QDLK9DB177 000000000 200000.00000000 PA 211445.37000000 0.061088485349 Long DBT CORP GB N 2 2026-10-15 Fixed 3.50000000 N N N N N N YANGO JUSTICE INTL 3003007ELD2HAYCXPT77 000000000 200000.00000000 PA USD 3000.00000000 0.000866727212 Long DBT HK N 2 2025-02-17 Fixed 7.50000000 Y N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 000000000 424000.00000000 PA USD 389232.00000000 0.112452655405 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 321000.00000000 PA USD 304508.63000000 0.087975305312 Long DBT CORP NL N 2 2027-07-06 Fixed 4.85000000 N N N N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 1120000.00000000 PA 1140181.14000000 0.329408673582 Long DBT CORP DE N 2 2026-08-21 Fixed 7.50000000 N N N N N N LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) 549300G8ZVHRTBBBSZ90 75915TAD4 693935.72000000 PA USD 652646.54000000 0.188555505364 Long LON CORP US N 2 2025-11-16 Floating 8.16500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AR1 1323000.00000000 PA USD 1270741.50000000 0.367128745860 Long DBT CORP GB N 2 2027-04-10 Fixed 4.75000000 N N N N N N KAPLA HOLDING SAS 894500PJ28XTH66K4X83 000000000 716000.00000000 PA 679404.70000000 0.196286180503 Long DBT CORP FR N 2 2026-12-15 Fixed 3.37500000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LBA2 796000.00000000 PA USD 711337.44000000 0.205511838741 Long DBT CORP US N 2 2027-02-14 Fixed 3.05000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 356000.00000000 PA USD 342208.56000000 0.098867157053 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAL4 225000.00000000 PA USD 190451.84000000 0.055023264106 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.38300000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 900000.00000000 PA 751513.35000000 0.217119023564 Long DBT LU N 2 2024-08-08 Fixed 3.00000000 N N N N N N Banff Guarantor Inc. 5493006T045HLTF7YX04 000000000 120000.00000000 PA USD 110100.00000000 0.031808888683 Long LON CORP US N 2 2026-02-27 Floating 9.88400000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 616000.00000000 PA USD 325426.64000000 0.094018708142 Long DBT CORP US N 2 2028-10-01 Fixed 3.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 13418400.00000000 PA USD 12126879.00000000 3.503565342335 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 560000.00000000 PA USD 491680.00000000 0.142050811879 Long DBT CORP CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N BFLD Trust N/A 05554BAA2 690000.00000000 PA USD 658123.66000000 0.190137895013 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.91800000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 537389.57000000 OU Notional Amount USD -205082.79000000 -0.05925027827 N/A DCR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -95712.12000000 USD 537389.57000000 USD -109370.67000000 N N N Parkway Generation, LLC 254900ATQHHVKF65MT32 000000000 505093.16000000 PA USD 495370.12000000 0.143116921019 Long LON CORP US N 2 2029-02-18 Floating 9.07300000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 519000.00000000 PA 502262.54000000 0.145108203676 Long DBT CORP SE N 2 2026-07-15 Fixed 3.87500000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 07876LAD1 884000.00000000 PA USD 844671.81000000 0.244033347670 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 7.23900000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAD3 200000.00000000 PA USD 173412.50000000 0.050100444222 Long DBT CORP GB N 2 2024-01-21 Fixed 13.87500000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAB7 216000.00000000 PA USD 200043.00000000 0.057794237229 Long DBT CORP KY N 2 2026-05-15 Fixed 5.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 372000.00000000 PA USD 328476.00000000 0.094899695906 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N INEOS QUATTRO FINANCE 1 213800QO23X11QXPVT49 000000000 200000.00000000 PA 175969.05000000 0.050839054706 Long DBT CORP GB N 2 2026-07-15 Fixed 3.75000000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 8900.78000000 PA USD 8889.73000000 0.002568323633 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 6.68900000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 994000.00000000 PA USD 774027.80000000 0.223623652391 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 225000.00000000 PA USD 216807.75000000 0.062637725572 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N ESC GCB GULFPORT ENERG N/A 402ESCAQ0 400000.00000000 PA USD 252.00000000 0.000072805085 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 100000.00000000 PA 78309.80000000 0.022624411544 Long DBT LU N 2 2025-11-01 Fixed 3.50000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 452000.00000000 PA USD 304688.68000000 0.088027323390 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 000000000 492000.00000000 PA 524233.24000000 0.151455738196 Long DBT CORP LU N 2 2025-05-15 Fixed 7.00000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAV6 523000.00000000 PA USD 503832.05000000 0.145561649352 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 855000.00000000 PA USD 737565.75000000 0.213089435409 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAM6 300000.00000000 PA USD 256125.00000000 0.073996835732 Long LON CORP US N 2 2029-12-10 Floating 10.13400000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 03759DAK4 713592.16000000 PA USD 609115.13000000 0.175978886155 Long LON CORP US N 2 2029-02-08 Floating 9.66700000 N N N N N N GUALA CLOSURES S 81560014151D1C625F49 000000000 716000.00000000 PA 658603.47000000 0.190276516475 Long DBT CORP IT N 2 2028-06-15 Fixed 3.25000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 346000.00000000 PA USD 300976.75000000 0.086954913143 Long DBT CORP IN N 2 2027-07-30 Fixed 4.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XWX8 7625.79000000 PA USD 7683.11000000 0.002219720170 Long ABS-MBS USGSE US N 2 2030-05-25 Floating 6.88900000 N N N N N N Orbit Private Holdings I Ltd 254900X6HLK0YPTHHF09 04225VAD4 108900.00000000 PA USD 107765.26000000 0.031134361119 Long LON CORP US N 2 2028-12-11 Floating 9.54100000 N N N N N N Octagon Investment Partners 29, Ltd. 5493003U22XL00FIHD56 67591JAS1 520985.00000000 PA USD 469694.03000000 0.135698865718 Long ABS-CBDO CORP KY N 2 2033-01-24 Floating 7.42500000 N N N N N N Loyalty Ventures Inc. 549300Q3YKVWNY6JIJ44 54912FAD2 594907.91000000 PA USD 236475.89000000 0.068320029621 Long LON CORP US N 2 2027-11-03 Floating 8.88400000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAC9 1233000.00000000 PA USD 1172422.71000000 0.338723555609 Long DBT CORP US N 2 2025-04-29 Fixed 4.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AY4 445000.00000000 PA USD 417810.50000000 0.120709243282 Long DBT CORP CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N Regatta XIX Funding Ltd N/A 75888EAL2 377081.00000000 PA USD 341620.30000000 0.098697203403 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.26300000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 000000000 412000.00000000 PA 373790.90000000 0.107991581553 Long DBT CORP US N 2 2028-06-01 Fixed 2.25000000 N N N N N N Balboa Bay Loan Funding Ltd 549300MALKZHG9DP8554 05766BAQ1 250000.00000000 PA USD 224154.75000000 0.064760340514 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 7.39300000 N N N N N N Lincoln Financing SARL 222100831I4WRVCLV609 000000000 327000.00000000 PA 344411.89000000 0.099503719076 Long DBT CORP LU N 2 2024-04-01 Fixed 3.62500000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 108000.00000000 PA USD 100564.20000000 0.029053909567 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 000000000 617000.00000000 PA 521207.80000000 0.150581661137 Long DBT CORP FR N 2 2029-07-15 Fixed 3.12500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BQ5 862000.00000000 PA USD 679445.64000000 0.196298008441 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 852000.00000000 PA USD 816684.60000000 0.235947588837 Long DBT CORP CA N 2 2024-12-01 Fixed 5.37500000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AC7 142000.00000000 PA USD 139726.58000000 0.040368276379 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 1078000.00000000 PA USD 1037909.18000000 0.299861376660 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 312000.00000000 PA USD 277901.52000000 0.080288269888 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N AG ISSUER LLC N/A 00119LAA9 144000.00000000 PA USD 132681.60000000 0.038332917754 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N RIMINI BIDCO SPA 815600E0EAFAEE1B3F69 000000000 995000.00000000 PA 952548.42000000 0.275199878815 Long DBT CORP IT N 2 2026-12-14 Floating 7.29600000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 800000.00000000 PA USD 568424.00000000 0.164222849601 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAE3 791000.00000000 PA USD 607139.96000000 0.175408241626 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 23000.00000000 PA USD 22839.92000000 0.006598660061 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 000000000 300000.00000000 PA USD 301245.00000000 0.087032413001 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAD3 1037000.00000000 PA USD 918667.93000000 0.265411497934 Long DBT CORP US N 2 2027-06-15 Fixed 4.87500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AG6 105000.00000000 PA USD 104094.90000000 0.030073960823 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AD3 397000.00000000 PA USD 394673.58000000 0.114024777226 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N 2023-06-20 AB BOND FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX