NPORT-P false 0000764624 XXXXXXXX S000008972 C000024375 C000024374 C000118995 C000024372 C000081533 Legg Mason Partners Income Trust 811-04254 0000764624 549300Y1U2UCLTK83X35 620 Eighth Avenue 47th Floor New York 10018 1-877-656-3863 Western Asset Income Fund S000008972 5493007PBU5GQOUDIO10 2023-07-31 2023-07-31 N 1184257770.42 15949665.73 1168308104.69 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2864682.13000000 0.00000000 0.00000000 34812924.36000000 EUR GBP USD N Sotera Health Holdings LLC 549300OVT7MBXFLOFU20 83601MAB6 1730000.00000000 PA USD 1732162.50000000 0.148262474003 Long LON CORP US N 3 2026-12-11 Floating 8.81570000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBG6 18168345.53000000 PA USD 722162.67000000 0.061812690257 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.00198200 N N N N N N LRS Holdings LLC 2549000MQSLNQZB32779 000000000 3073200.00000000 PA USD 3042468.00000000 0.260416579135 Long LON CORP US N 3 2028-08-31 Floating 9.68313000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -77.00000000 NC USD 173062.27000000 0.014813067657 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-20 -9754749.77000000 USD 173062.27000000 N N N SWIRE PACIFIC MTN FIN 549300B8O4ENACYK5559 000000000 530000.00000000 PA USD 528731.39000000 0.045256160415 Long DBT CORP KY N 2 2023-10-09 Fixed 4.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 1230000.00000000 PA USD 1176221.78000000 0.100677362014 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAG8 1570000.00000000 PA USD 1211346.22000000 0.103683798403 Long ABS-MBS CORP US N 2 2038-05-15 Floating 7.73648000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CD6 2130000.00000000 PA USD 2012782.61000000 0.172281832328 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N TSTAT 2022-2, Ltd. N/A 87300FAG5 1820000.00000000 PA USD 1841508.32000000 0.157621804779 Long ABS-CBDO CORP BM N 2 2031-01-20 Floating 10.12614000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 1000000.00000000 PA USD 953553.60000000 0.081618333055 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 570000.00000000 PA USD 523513.65000000 0.044809553909 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N Extended Stay America Trust N/A 30227FAN0 2584615.25000000 PA USD 2488936.67000000 0.213037696135 Long ABS-MBS CORP US N 2 2038-07-15 Floating 9.03648000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 62548QAD3 1790000.00000000 PA USD 1726861.51000000 0.147808741809 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.93349000 N N N N N N Ocean Trails CLO 254900TWRKR5CRS1OX19 67515JAA3 2450000.00000000 PA USD 2460988.40000000 0.210645495834 Long ABS-CBDO CORP JE N 2 2035-01-20 Floating 7.32614000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAG4 2715625.00000000 PA USD 2721843.78000000 0.232973114632 Long LON CORP US N 2 2029-03-19 Floating 8.43313000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 6560000.00000000 PA USD 5598180.02000000 0.479169835211 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Freddie Mac - SCRT N/A 35563PRE1 3890000.00000000 PA USD 3353622.29000000 0.287049475779 Long ABS-MBS CORP US N 2 2059-11-25 Variable 4.25000000 N N N N N N EyeCare Partners LLC 254900ZAACWK09RJ8W93 30233PAK6 1740000.00000000 PA USD 1026600.00000000 0.087870656368 Long LON CORP US N 2 2029-11-15 Floating 12.25348000 N N N N N N Madison Park Funding Ltd N/A 55819LAE8 1600000.00000000 PA USD 1538404.91000000 0.131678014029 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 11.68775000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 000000000 1600000.00000000 PA 1761787.78000000 0.150798216063 Long DBT CORP ES N 2 N/A Fixed 5.87500000 N N N N N N RR Ltd 54930003V8ISBLDELD80 749737AA0 3090000.00000000 PA USD 2948020.20000000 0.252332427393 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 11.81957000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 470000.00000000 PA USD 439728.11000000 0.037638026153 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 2560000.00000000 PA USD 1930914.30000000 0.165274407688 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Ocean Trails CLO 549300RX29DPTX81VW10 67515EAX4 1770000.00000000 PA USD 1580761.67000000 0.135303492602 Long ABS-CBDO CORP KY N 2 2031-10-13 Floating 9.01270000 N N N N N N Pulsar Funding I, Ltd. N/A 74585PAE2 2500000.00000000 PA USD 2378613.59000000 0.203594717904 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 10.38775000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HBD6 2620000.00000000 PA USD 2622893.27000000 0.224503558562 Long ABS-MBS CORP US N 2 2050-01-25 Floating 7.48349000 N N N N N N Natixis Commercial Mortgage Se N/A 63873VAN3 660000.00000000 PA USD 355139.66000000 0.030397774232 Long ABS-MBS CORP US N 2 2036-08-15 Variable 4.39750000 N N N N N N LifePoint Health Inc 549300G8ZVHRTBBBSZ90 75915TAD4 2050000.00000000 PA USD 2026291.75000000 0.173438131762 Long LON CORP US N 2 2025-11-16 Floating 9.37720000 N N N N N N United AirLines Inc K1OQBWM7XEOO08LDNP29 90932RAJ3 615655.71000000 PA USD 617579.63000000 0.052861024204 Long LON CORP US N 2 2028-04-21 Floating 9.29186000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 14300.86000000 0.001224065804 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -6060000.00000000 AUD 4095953.34000000 USD 2023-10-20 14300.86000000 N N N Harbor Freight Tools USA Inc 549300Y48HLCFTTB4249 41151PAP0 3471076.92000000 PA USD 3445547.15000000 0.294917679349 Long LON CORP US N 2 2027-10-19 Floating 8.18313000 N N N N N N DCert Buyer Inc 549300EF826JEEUCHZ67 24022KAJ8 1580000.00000000 PA USD 1479772.70000000 0.126659456872 Long LON CORP US N 2 2029-02-19 Floating 12.26374000 N N N N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 2850000.00000000 PA USD 2499903.44000000 0.213976384308 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 2410000.00000000 PA 2490767.55000000 0.213194408221 Long DBT CORP GB N 2 N/A Fixed 4.94700000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAB4 982652.49000000 PA USD 962000.57000000 0.082341341820 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.61400000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BQ6 2820000.00000000 PA USD 2819515.24000000 0.241333191876 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 3600000.00000000 PA USD 3054764.88000000 0.261469116557 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12699.76000000 0.001087021475 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTERNATIONAL FINANCE NV Y Default Event 2024-12-20 5937.02000000 USD 0.00000000 USD 1790000.00000000 EUR 6762.74000000 N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAN5 450000.00000000 PA USD 397382.99000000 0.034013543893 Long DBT CORP KY N 2 2027-03-08 Variable 2.80000000 N N N N N N TCI-Symphony CLO 5493005WLG3H3B8NI222 87229WAW1 480000.00000000 PA USD 459584.51000000 0.039337612069 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 8.66270000 N N N N N N Neptune Bidco Us Inc. 549300VG15T3VCYZ4531 64069JAF9 3132150.00000000 PA USD 2750419.22000000 0.235418996834 Long LON CORP US N 2 2028-10-11 Floating 10.14847000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 4310000.00000000 PA USD 4346538.03000000 0.372036966323 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAD1 2460000.00000000 PA USD 2283956.25000000 0.195492630824 Long DBT CORP N/A N 2 2027-05-01 Fixed 7.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JA4J4 577849.15000000 PA USD 491955.97000000 0.042108410275 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.78900000 N N N N N N American Money Management Corp 549300LDRXVT7PCHV066 00177CAA8 241098.45000000 PA USD 241985.20000000 0.020712447258 Long ABS-CBDO CORP KY N 2 2029-04-17 Floating 11.37957000 N N N N N N JP Morgan Chase Commercial Mor N/A 46645WAN3 2640000.00000000 PA USD 2125900.66000000 0.181964042829 Long ABS-MBS CORP US N 2 2033-07-05 Floating 8.40688000 N N N N N N Apollo Commercial Real Estate Finance Inc 549300E0AN7M2AQHSY29 03768DAC1 846072.26000000 PA USD 799538.29000000 0.068435568219 Long LON CORP US N 3 2028-03-11 Floating 8.93313000 N N N N N N CP Atlas Buyer Inc 2549006ZZ07G0NDDCR36 12658HAG7 239494.80400000 PA USD 228397.81000000 0.019549450105 Long LON CORP US N 2 2027-11-23 Floating 9.16865000 N N N N N N BX Trust N/A 05609BAK5 2390000.00000000 PA USD 2266059.86000000 0.193960809730 Long ABS-MBS CORP US N 2 2036-02-15 Floating 6.93648000 N N N N N N Mercury Borrower Inc N/A 03836BAB5 2330500.00000000 PA USD 2299912.19000000 0.196858361314 Long LON CORP US N 2 2028-08-02 Floating 8.93313000 N N N N N N Golub Capital Partners CLO, LT 254900DPK2EA9C8DGV68 38178CAA7 1630000.00000000 PA USD 1517179.84000000 0.129861278365 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 12.28775000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 53373.99852800 PA USD 18054.97000000 0.001545394569 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Battalion CLO LTD 549300O0R7FIDPTPCK50 07132LAS8 2150000.00000000 PA USD 2067222.13000000 0.176941520965 Long ABS-CBDO CORP KY N 2 2034-04-24 Floating 9.25718000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 1260000.00000000 PA USD 1141258.61000000 0.097684729346 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 96941000000.00000000 PA 6641872.76000000 0.568503525169 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Bluemountain CLO Ltd 549300O2Y407FNHQWX93 095765AE3 400000.00000000 PA USD 352206.38000000 0.030146703475 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 13.16914000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 2100000.00000000 PA USD 1723345.97000000 0.147507833171 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 4890000.00000000 PA USD 4841026.65000000 0.414362155887 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 4121000.00000000 PA USD 3626727.59000000 0.310425612511 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 1140000.00000000 PA USD 1012957.55000000 0.086702946417 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 225470UJ0 177638.84000000 PA USD 157644.90000000 0.013493435453 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.75641500 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548JAJ1 2770000.00000000 PA USD 2694669.93000000 0.230647199928 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 9.23775000 N N N N N N AthenaHealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 353028.64000000 PA USD 343498.63000000 0.029401373543 Long LON CORP US N 2 2029-02-15 Floating 8.80538000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 3176000.00000000 PA USD 3178681.81000000 0.272075644878 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 1520000.00000000 PA USD 1565296.00000000 0.133979726214 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N Delta Air Lines Inc 2549008L7P4I8VB90936 24736CBS2 1028500.00000000 PA USD 1070750.78000000 0.091649692037 Long LON CORP US N 2 2027-10-20 Floating 9.07614000 N N N N N N Fanatics Commerce Intermediate Holdco, LLC 254900YDIRBC66RGAG10 30709UAB0 2866350.00000000 PA USD 2868729.07000000 0.245545593536 Long LON CORP US N 2 2028-11-24 Floating 8.60635000 N N N N N N Alterra Mountain Company 549300C5O4FSVNUEI843 46124CAJ6 3773260.54250000 PA USD 3777977.12000000 0.323371643561 Long LON CORP US N 2 2028-08-17 Floating 8.81306500 N N N N N N Magenta Buyer LLC N/A 55910RAB9 1937071.07000000 PA USD 1474866.54000000 0.126239519701 Long LON CORP US N 2 2028-07-27 Floating 10.45536500 N N N N N N Freddie Mac - STACR 5493000IT1PBTE7DAT80 35564KBE8 2110000.00000000 PA USD 2042997.37000000 0.174868030256 Long ABS-MBS CORP US N 2 2051-01-25 Floating 9.81901000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQWS0 93822.69000000 PA USD 96635.75000000 0.008271426827 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.50000000 N N N N N N WHEEL BIDCO LTD 213800GGDN5YSVU1G348 000000000 2490000.00000000 PA 2596281.60000000 0.222225763013 Long DBT CORP JE N 2 2026-07-15 Fixed 6.75000000 N N N N N N Benefit Street Partners CLO Lt 5493002BNZCV0YE1MG83 08180FBN0 390000.00000000 PA USD 383163.38000000 0.032796432590 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 9.18775000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 26930000.00000000 NC USD 1928.76000000 0.000165090012 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A USD 2023-09-01 26930000.00000000 USD 1.16000000 USD 2023-09-01 XXXX -98816.37000000 N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2L4 1770000.00000000 PA USD 1810683.87000000 0.154983421131 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N Hunter Douglas Holding BV 529900811T142NS3H544 000000000 3752100.00000000 PA USD 3584193.53000000 0.306784958146 Long LON CORP US N 2 2029-02-26 Floating 8.66617000 N N N N N N MRI Software LLC 549300LNQ2G4DKR9QR85 000000000 446800.79000000 PA USD 438981.78000000 0.037574144888 Long LON CORP US N 3 2026-02-10 Variable 10.84187000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 2600000.00000000 PA USD 2582983.00000000 0.221087484511 Long DBT CORP US N 2 2028-03-01 Fixed 8.12500000 N N N N N N NewRez Warehouse Securitizatio N/A 65246PAF8 2712666.67000000 PA USD 2704532.47000000 0.231491372793 Long ABS-MBS CORP US N 2 2055-05-25 Floating 10.66247000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BRQ4 639500.30000000 PA USD 6.40000000 0.000000547800 Long ABS-MBS USGA US N 2 2052-04-16 Variable 0.01000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 1040000.00000000 PA USD 372356.70000000 0.031871447138 Long DBT CORP KY N 2 2024-01-27 Fixed 8.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PWQ8 2560000.00000000 PA USD 2220568.32000000 0.190067013237 Long ABS-MBS CORP US N 2 2060-09-25 Fixed 4.25000000 N N N N N N EMRLD Borrower LP 98450099EE3A0ZD5F786 000000000 1320000.00000000 PA USD 1322481.60000000 0.113196304527 Long LON CORP US N 2 2030-05-31 Floating 0.00000000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 220000.00000000 PA USD 204848.60000000 0.017533782328 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9102.50000000 0.000779118107 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2371185.68000000 USD 24070000.00000000 NOK 2023-10-20 9102.50000000 N N N Catskill Park CLO, LTD. 549300QY7L9WFVGWC115 149421AA7 1300000.00000000 PA USD 1112925.78000000 0.095259613070 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 11.58775000 N N N N N N THE VANGUARD GROUP INC N/A 000000000 1330000.00000000 PA USD 822886.16000000 0.070434002528 Long DBT CORP US N 2 2050-08-22 Fixed 3.05000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -14262.89000000 -0.00122081580 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -19740000.00000000 CNY 2768670.24000000 USD 2023-10-20 -14262.89000000 N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAA7 2560000.00000000 PA USD 2445989.35000000 0.209361669253 Long DBT CORP KY N 2 2025-06-06 Fixed 4.87500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AX4 390000.00000000 PA USD 339331.63000000 0.029044703930 Long DBT CORP US N 2 2036-04-01 Variable 5.87500000 N N N N N N Radnor Re LTD N/A 75279YAC5 2710000.00000000 PA USD 2754174.63000000 0.235740436871 Long ABS-MBS CORP BM N 2 2033-12-27 Floating 7.76901000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 500000.00000000 PA USD 409460.15000000 0.035047274632 Long DBT CORP N/A N 2 2029-09-01 Fixed 4.00000000 N N N N N N Carlyle Global Market Strategi 549300VC6J79YJCFU884 14315JAJ8 660000.00000000 PA USD 637080.27000000 0.054530159248 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 9.28775000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 800000.00000000 PA USD 575338.00000000 0.049245400052 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N National Collegiate Student Lo 635400WAVVCUCCIGH375 63543TAJ7 3000000.00000000 PA USD 2216795.70000000 0.189744100130 Long ABS-O CORP US N 2 2037-07-27 Floating 5.91247000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 250000.00000000 PA USD 225140.80000000 0.019270670048 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N UST Global Inc 984500398691E4511Z04 90355HAB0 3900600.00000000 PA USD 3850223.75000000 0.329555511473 Long LON CORP US N 2 2028-11-20 Floating 8.81865000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598S8 450000.00000000 PA USD 468174.46000000 0.040072859044 Long DBT CORP CA N 2 2082-10-27 Fixed 8.62500000 N N N N N N Waikiki Beach Hotel Trust N/A 93065PAG6 1310000.00000000 PA USD 1266908.07000000 0.108439551597 Long ABS-MBS CORP US N 2 2033-12-15 Floating 7.36648000 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AZ6 2410000.00000000 PA USD 1371109.25000000 0.117358532778 Long DBT CORP US N 2 2028-09-01 Fixed 4.37500000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAB3 2580000.00000000 PA USD 2257290.50000000 0.193210206360 Long ABS-MBS CORP US N 2 2061-04-25 Variable 3.50000000 N N N N N N Empire Today LLC 254900NVZEWAL7SJT856 29210RAB1 552464.09000000 PA USD 454401.71000000 0.038893996213 Long LON CORP US N 2 2028-04-03 Floating 10.36905000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 164570.51000000 PA USD 165088.94000000 0.014130599568 Long ABS-MBS CORP US N 2 2031-04-25 Floating 7.58349000 N N N N N N AB BSL CLO 4 Ltd N/A 00037VAA6 580000.00000000 PA USD 580263.83000000 0.049667020854 Long ABS-CBDO CORP JE N 2 2036-04-20 Floating 6.95662000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAB6 230000.00000000 PA USD 234887.50000000 0.020104927720 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Golub Capital Partners CLO, LT N/A 38179MAA4 570000.00000000 PA USD 569061.14000000 0.048708139378 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 6.92592000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 4770000.00000000 PA USD 4822261.69000000 0.412755990533 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N SMB Private Education Loan Tru N/A 78448YAF8 1002524.73000000 PA USD 912152.04000000 0.078074613737 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N Bristol Park CLO, Ltd. 549300XRS6MFERKEPO61 11015DAE1 500000.00000000 PA USD 463186.27000000 0.039645900609 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 12.56957000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AF5 4730000.00000000 PA USD 4057676.14000000 0.347312162237 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 1510000.00000000 PA USD 1285304.45000000 0.110014168765 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAD1 1170000.00000000 PA USD 1000335.61000000 0.085622585855 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N Planview Parent Inc 549300SEALM1D9FKMA32 72751PAC8 2121252.98000000 PA USD 2052757.72000000 0.175703456285 Long LON CORP US N 2 2027-12-17 Floating 9.50348000 N N N N N N Triton Water Holdings Inc 5493005IYCEL7QJFZZ63 89678QAB2 3459406.57540000 PA USD 3353081.71000000 0.287003205450 Long LON CORP US N 2 2028-03-31 Floating 8.75348000 N N N N N N GS Mortgage Securities Trust N/A 36264YAJ9 1300000.00000000 PA USD 923376.09000000 0.079035323498 Long ABS-MBS CORP US N 2 2026-05-15 Floating 7.83648000 N N N N N N MASTR Asset Backed Securities N/A 57646LAN3 1743954.19000000 PA USD 1444050.22000000 0.123601831931 Long ABS-MBS CORP US N 2 2037-08-25 Floating 6.56247000 N N N N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 26142RAB0 2400000.00000000 PA USD 1869600.00000000 0.160026280096 Long DBT CORP US N 2 2028-03-15 None 0.00000000 N N N N Y DraftKings Inc USD XXXX N N N Fannie Mae - CAS N/A 20753QAF6 1060000.00000000 PA USD 1125933.70000000 0.096373011150 Long ABS-MBS CORP US N 2 2031-04-25 Floating 9.53349000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAN9 1490000.00000000 PA USD 1326840.23000000 0.113569376491 Long DBT CORP NL N 2 2115-06-05 Fixed 6.85000000 N N N N N N ARES CLO Ltd N/A 04016NAX1 2750000.00000000 PA USD 2662183.52000000 0.227866562708 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.96957000 N N N N N N Citigroup Commercial Mortgage N/A 17324DAY0 958000.00000000 PA USD 835603.14000000 0.071522497930 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.36837400 N N N N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 48668NAA9 1350000.00000000 PA USD 1262213.55000000 0.108037729510 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N Structured Asset Mortgage Inve N/A 86360JAE1 117149.97000000 PA USD 79320.51000000 0.006789348604 Long ABS-MBS CORP US N 2 2046-05-25 Floating 5.83247000 N N N N N N NEPTUNE ENERGY BONDCO 549300CPMT8I2QBRYF88 64073KAA1 2690000.00000000 PA USD 2672722.13000000 0.228768603014 Long DBT CORP GB N 2 2025-05-15 Fixed 6.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2361.00000000 NC USD -5116937.91000000 -0.43797846556 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 268147094.16000000 USD -5116937.91000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -70.00000000 NC USD 123328.00000000 0.010556119529 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2023-09-19 -16706328.00000000 USD 123328.00000000 N N N EG ACQUISITION CORP-A N/A 26846A118 53943.00000000 NS USD 16128.96000000 0.001380539939 Long EC CORP US N 2 N N N Impac CMB Trust N/A 45254NPU5 51173.37000000 PA USD 46911.00000000 0.004015293552 Long ABS-MBS CORP US N 2 2035-08-25 Floating 6.05247000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 52.00000000 NC USD 99450.00000000 0.008512309347 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 50.00000000 4100.00000000 USD 2023-12-15 XXXX -113209.20000000 N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 2850000.00000000 PA USD 2647365.86000000 0.226598261997 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N Parallel Ltd N/A 69915XAS5 1000000.00000000 PA USD 979152.75000000 0.083809463109 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 7.58775000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 805744.23000000 0.068966758577 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2048-05-15 0.00000000 USD -13367.31000000 USD -13874000.00000000 USD 819111.54000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 43786000000.00000000 PA 3348264.32000000 0.286590866446 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N BX Trust N/A 12433XAJ8 3335000.00000000 PA USD 2566915.48000000 0.219712203458 Long ABS-MBS CORP US N 2 2044-03-11 Variable 3.54875000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -98.00000000 NC USD -13720.00000000 -0.00117434775 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 0.00000000 USD 50.00000000 3700.00000000 USD 2023-09-15 XXXX 58674.20000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DH5 5420000.00000000 PA USD 6185231.59000000 0.529417844930 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 860000.00000000 PA USD 865370.70000000 0.074070418284 Long ABS-MBS CORP US N 2 2041-10-25 Floating 8.46901000 N N N N N N Fannie Mae - CAS N/A 20753MAE8 540000.00000000 PA USD 566840.16000000 0.048518037127 Long ABS-MBS CORP US N 2 2031-09-25 Floating 9.28349000 N N N N N N GEO GROUP INC/THE 54930024XOXET7NQVZ63 36162JAC0 3000000.00000000 PA USD 3011895.00000000 0.257799718063 Long DBT CORP US N 2 2028-06-30 Fixed 10.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWG95 996437.36000000 PA USD 70882.77000000 0.006067129870 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.32564700 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 1780000.00000000 PA USD 1616771.86000000 0.138385743752 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BS0 170000.00000000 PA USD 180044.28000000 0.015410684842 Long DBT CORP PA N 2 2030-06-01 Fixed 10.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 2060000.00000000 PA USD 2145580.35000000 0.183648503454 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N TRANSALTA CORP GJZNVO2UY6DNFNIYH321 89346DAE7 3880000.00000000 PA USD 3733361.14000000 0.319552789629 Long DBT CORP CA N 2 2040-03-15 Fixed 6.50000000 N N N N N N PDS Holdco Inc 549300S5KZ5QHE321375 74049LAP6 4422650.00000000 PA USD 3820063.94000000 0.326974016927 Long LON CORP US N 2 2028-08-18 Floating 9.81306500 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 73685.23000000 0.006307003238 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -25949957.63000000 GBP 33383824.31000000 USD 2023-10-20 73685.23000000 N N N AKUMIN ESCROW INC N/A 01021FAB5 1880000.00000000 PA USD 1396689.02000000 0.119548004023 Long DBT CORP CA N 2 2028-08-01 Fixed 7.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XYW8 1370000.00000000 PA USD 1443495.57000000 0.123554357297 Long ABS-MBS CORP US N 2 2030-07-25 Floating 8.73349000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 1750000.00000000 PA USD 1421807.98000000 0.121698032761 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N Countrywide Alternative Loan T N/A 02147FAQ9 232099.25000000 PA USD 199358.47000000 0.017063860911 Long ABS-MBS CORP US N 2 2036-07-25 Floating 6.95012000 N N N N N N Resolute Investment Managers Inc 5493000DRVCSZDWGPC49 04635WAH7 1230635.55340000 PA USD 769147.22000000 0.065834279237 Long LON CORP US N 3 2024-04-30 Floating 9.78786000 N N N N N N SOHO Trust 2021-SOHO N/A 83410JAG3 6190000.00000000 PA USD 3935983.92000000 0.336896055432 Long ABS-MBS CORP US N 2 2038-08-10 Variable 2.69658900 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -88636.17000000 -0.00758671189 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -68603286.55000000 MXN 3947436.39000000 USD 2023-10-20 -88636.17000000 N N N GSMPS Mortgage Loan Trust N/A 36298XAA0 1433086.77000000 PA USD 1173541.71000000 0.100447964478 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.81247000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -6027.44000000 -0.00051591185 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -22370000.00000000 NOK 2206147.32000000 USD 2023-10-20 -6027.44000000 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 1330000.00000000 PA USD 1372719.60000000 0.117496368850 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 1650000.00000000 PA USD 1639624.04000000 0.140341750041 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N UFC Holdings LLC 549300JEOTH7UMZ3C491 90266UAJ2 1829219.66690000 PA USD 1829466.61000000 0.156591108343 Long LON CORP US N 2 2026-04-29 Floating 8.36899700 N N N N N N CD Commercial Mortgage Trust N/A 12515HAZ8 1210000.00000000 PA USD 1106968.98000000 0.094749747567 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.43100000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -286245.05000000 -0.02450081864 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-07-18 28978.82000000 USD 0.00000000 USD 113420000.00000000 MXN -315223.87000000 N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAD9 1190000.00000000 PA USD 1101451.23000000 0.094277462047 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 52470G494 672320.54000000 NS USD 672320.54000000 0.057546509974 Long STIV RF US N 1 N N N BIG Commercial Mortgage Trust N/A 05551UAF2 2900000.00000000 PA USD 2756059.37000000 0.235901759042 Long ABS-MBS CORP US N 2 2039-02-15 Floating 10.65724000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAQ8 2278550.00000000 PA USD 2294693.53000000 0.196411676062 Long LON CORP US N 2 2027-02-15 Floating 10.82270000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBL3 4030000.00000000 PA USD 2544672.57000000 0.217808346940 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 98980BAA1 860000.00000000 PA USD 733941.20000000 0.062820860101 Long DBT CORP US N 2 2030-01-15 Fixed 5.00000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAC3 410000.00000000 PA USD 373401.77000000 0.031960898713 Long DBT CORP US N 2 2030-04-15 Fixed 6.87500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 56370000.00000000 PA 3068900.29000000 0.262679020857 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Symphony CLO Ltd N/A 87166DAA6 250000.00000000 PA USD 215211.88000000 0.018420815462 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 10.76957000 N N N N N N Helios Issuer, LLC N/A 86745LAC6 1816773.58000000 PA USD 1281406.20000000 0.109680502502 Long ABS-O CORP US N 2 2046-06-20 Fixed 5.32000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 531706.65000000 PA USD 459570.27000000 0.039336393212 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44300000 N N N N N N Education Funding LLC N/A 28140XAC3 2104244.18000000 PA USD 1461363.92000000 0.125083778340 Long ABS-O CORP US N 2 2033-04-25 Floating 5.96282000 N N N N N N Knight Health Holdings LLC 2549008OACTDEJGJC870 49902TAB8 2570850.00000000 PA USD 1041194.25000000 0.089119834555 Long LON CORP US N 2 2028-12-23 Floating 10.44300000 N N N N N N BX Trust N/A 05606KAA0 3552223.99000000 PA USD 3485583.91000000 0.298344580167 Long ABS-MBS CORP US N 2 2036-08-15 Floating 6.26600000 N N N N N N FAGE INTL / FAGE USA N/A 30257WAA4 2956000.00000000 PA USD 2788163.14000000 0.238649644627 Long DBT CORP LU N 2 2026-08-15 Fixed 5.62500000 N N N N N N Whitehorse Ltd N/A 96525YAJ8 790000.00000000 PA USD 731970.22000000 0.062652156315 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 9.21957000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 689903.93000000 0.059051540191 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -13565506.42000000 USD 144153859.40000000 NOK 2023-10-20 689903.93000000 N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 1880000.00000000 PA USD 1682880.12000000 0.144044204884 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 49178.87000000 0.004209409299 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3760000.00000000 AUD 2581689.32000000 USD 2023-10-20 49178.87000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 98.00000000 NC USD 35525.00000000 0.003040721865 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 0.00000000 USD 50.00000000 4100.00000000 USD 2023-09-15 XXXX -159780.80000000 N N N EyeCare Partners LLC 254900ZAACWK09RJ8W93 30233PAB6 1085359.48370000 PA USD 879293.13000000 0.075262092804 Long LON CORP US N 2 2027-02-18 Floating 9.25348000 N N N N N N Mountain View CLO Ltd 549300URXZ1TS31FK720 62432BAU7 1000000.00000000 PA USD 880060.63000000 0.075327786092 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 8.68957000 N N N N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 26245BAC9 2610000.00000000 PA USD 2388205.80000000 0.204415752181 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 11.98775000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 990000.00000000 PA USD 816759.60000000 0.069909606611 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 847.00000000 NC USD -1576007.03000000 -0.13489652461 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-29 92052809.60000000 USD -1576007.03000000 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 1800000.00000000 PA USD 1608663.60000000 0.137691726483 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 1000000.00000000 PA USD 448460.96000000 0.038385504491 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 2370000.00000000 PA USD 2209527.42000000 0.189121979992 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 91.00000000 NC -107074.85000000 -0.00916494968 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2023-09-15 7134912.87000000 USD -107074.85000000 N N N GEO Group Inc (The) 54930024XOXET7NQVZ63 37252KAR3 1605795.62000000 PA USD 1634603.59000000 0.139912030348 Long LON CORP US N 2 2027-03-23 Floating 12.44365000 N N N N N N DISH DBS CORP N/A 25470XBF1 1950000.00000000 PA USD 1504217.52000000 0.128751783366 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N RVR Dealership Holdings LLC N/A 75001CAB0 1293.09000000 PA USD 1217.93000000 0.000104247329 Long LON CORP US N 2 2028-02-08 Floating 9.24557000 N N N N N N BX Trust N/A 05608BAQ3 1950000.00000000 PA USD 1904251.05000000 0.162992197208 Long ABS-MBS CORP US N 2 2034-04-15 Floating 8.23648000 N N N N N N First Brands Group LLC N/A 31935HAF4 830000.00000000 PA USD 771381.25000000 0.066025498488 Long LON CORP US N 2 2028-03-30 Floating 13.60229000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TBN3 8950769.89000000 PA USD 500355.20000000 0.042827332789 Long ABS-MBS CORP US N 2 2054-10-15 Variable 1.09666600 N N N N N N CALATLANTIC GROUP N/A 128195AN4 250000.00000000 PA USD 234916.97000000 0.020107450171 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 191503.57000000 0.016391529702 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -20632013.91000000 USD 30916526.20000000 AUD 2023-10-20 191503.57000000 N N N HalseyPoint CLO I, Ltd. 549300POBLM5RW6LD816 40638CAC3 290000.00000000 PA USD 248715.50000000 0.021288519612 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 13.78775000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 3670000.00000000 PA USD 3467590.10000000 0.296804420518 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 2740000.00000000 PA USD 2808500.00000000 0.240390354969 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 N N N N N N Whitebox CLO IV Ltd 549300SN372GTCE2YI66 96467KAA7 2920000.00000000 PA USD 2933870.00000000 0.251121257160 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 6.92970000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAC7 1340000.00000000 PA USD 1364254.00000000 0.116771765472 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N Ocean Trails CLO 635400RMMLHBGDGXBC03 67516BAE1 2320000.00000000 PA USD 2163970.42000000 0.185222580525 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 13.13957000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514KC7 1738744.64000000 PA USD 1678804.37000000 0.143695345710 Long ABS-O CORP US N 2 2035-02-25 Floating 6.68747000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 763113.42000000 0.065317823007 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2048-02-15 335686.55000000 USD 0.00000000 USD -9627000.00000000 USD 427426.87000000 N N N SEALED AIR/SEALED AIR US N/A 812127AA6 730000.00000000 PA USD 727378.28000000 0.062259114447 Long DBT CORP US N 2 2028-02-01 Fixed 6.12500000 N N N N N N Morgan Stanley Capital Inc N/A 61744CBJ4 1585106.54000000 PA USD 1543716.40000000 0.132132644959 Long ABS-MBS CORP US N 2 2033-12-25 Floating 6.23747000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 3330000.00000000 PA USD 2718156.79000000 0.232657530927 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N RSCIBI TL DD3 1L USD N/A 000000000 1410000.00000000 PA USD 1395900.00000000 0.119480468756 Long LON CORP US N 3 2026-11-01 Floating 0.01000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656DAA1 1190000.00000000 PA USD 1003193.92000000 0.085867239641 Long ABS-MBS CORP US N 2 2041-12-15 Fixed 3.15950000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAX9 870000.00000000 PA USD 799395.15000000 0.068423316314 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 200.00000000 NC USD -376320.00000000 -0.03221068128 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-03-18 48311320.00000000 USD -376320.00000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 16863000000.00000000 PA 1126410.38000000 0.096413812031 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N EyeCare Partners LLC 254900ZAACWK09RJ8W93 30233PAH3 1856500.00000000 PA USD 1469419.75000000 0.125773307922 Long LON CORP US N 2 2028-11-15 Floating 9.25348000 N N N N N N One Call Corporation 549300WUCCV86ZQHG041 68235XAB7 2773000.00000000 PA USD 2090148.75000000 0.178903898861 Long LON CORP US N 2 2027-04-22 Floating 11.11282000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 2413049.97460000 PA USD 2377457.49000000 0.203495762843 Long LON CORP US N 2 2027-10-01 Floating 9.34187000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 24.00000000 NC USD 150.00000000 0.000012839078 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 0.00000000 USD 2500.00000000 99.25000000 USD 2023-12-15 XXXX -1050.00000000 N N N AMERICAN NEWS COMPANY N/A 02862PAA5 1595314.00000000 PA USD 1809724.20000000 0.154901279271 Long DBT CORP US N 2 2026-09-01 Fixed 8.50000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 1410000.00000000 PA USD 1454062.50000000 0.124458821621 Long DBT NUSS KZ N 2 2025-07-21 Fixed 5.12500000 N N N N N N Credit Suisse Mortgage Trust N/A 12651QAU3 2900000.00000000 PA USD 2660011.95000000 0.227680689650 Long ABS-MBS CORP US N 2 2032-07-15 Floating 12.54400000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 1330000.00000000 PA USD 1361255.00000000 0.116515069486 Long DBT CORP US N 2 2028-07-15 Fixed 8.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 250000.00000000 PA USD 115291.74000000 0.009868265018 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N 19th Holdings Golf, LLC 549300INS30LLUJP0S18 68250XAB7 3861000.00000000 PA USD 3832042.50000000 0.327999308112 Long LON CORP US N 3 2029-02-07 Floating 8.49078000 N N N N N N CB Poly US Holdings Inc 254900TSH6NNRZ0GUN05 12511PAB7 2699600.00000000 PA USD 2565186.92000000 0.219564249336 Long LON CORP US N 2 2029-05-18 Floating 10.81865000 N N N N N N Towd Point Mortgage Trust N/A 89171DAG2 1230000.00000000 PA USD 1110197.02000000 0.095026047969 Long ABS-MBS CORP US N 2 2053-10-25 Variable 4.18232400 N N N N N N Nomura Resecuritization Trust N/A 65541AAP1 1416548.90000000 PA USD 1234355.21000000 0.105653226665 Long ABS-MBS CORP US N 2 2047-11-25 Variable 0.01000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 295.00000000 NC -712813.78000000 -0.06101248267 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2024-03-19 86280649.70000000 USD -712813.78000000 N N N ARDAGH METAL PACKAGING N/A 03969YAC2 650000.00000000 PA USD 642098.15000000 0.054959658965 Long DBT CORP N/A N 2 2027-06-15 Fixed 6.00000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 591671.40000000 PA USD 499962.33000000 0.042793705529 Long DBT NUSS AR N 2 2025-12-10 Variable 6.87500000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 1890000.00000000 PA USD 1434113.10000000 0.122751275476 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -26005.79000000 -0.00222593594 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -5625040.27000000 CAD 4244353.39000000 USD 2023-10-20 -26005.79000000 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 1110000.00000000 PA USD 1092378.20000000 0.093500866390 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N BX Trust N/A 12434CAQ7 710000.00000000 PA USD 665682.87000000 0.056978366179 Long ABS-MBS CORP US N 2 2034-09-15 Floating 7.27348000 N N N N N N XPO ESCROW SUB LLC N/A 98379JAA3 550000.00000000 PA USD 569087.75000000 0.048710417030 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Mavis Tire Express Services Topco Corp 254900NVDM4GTLBL9E56 57777YAB2 1386463.10000000 PA USD 1385700.55000000 0.118607458463 Long LON CORP US N 2 2028-05-04 Floating 9.43313000 N N N N N N PECF USS INTERMEDIATE HO 254900DIL842DEXPYJ91 69291HAA3 1602000.00000000 PA USD 887035.41000000 0.075924784433 Long DBT CORP US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Octagon Investment Partners 35 549300EBYXJ9QVMC7X31 67591TAA8 1218191.87000000 PA USD 1217296.70000000 0.104193122953 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.64775000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 1950000.00000000 PA USD 1978005.90000000 0.169305159491 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 3890000.00000000 PA USD 3417112.15000000 0.292483817948 Long LON CORP US N 2 2029-01-20 Floating 10.57505000 N N N N N N Banc of America Funding Corpor 54930023UHZHF7UJ8596 05990QAB9 2949471.49000000 PA USD 2270343.00000000 0.194327420214 Long ABS-MBS CORP US N 2 2036-03-27 Variable 3.20600000 N N N N N N Pioneer Aircraft Finance Limit N/A 72353PAA4 1532264.42000000 PA USD 1337238.11000000 0.114459371173 Long ABS-O CORP KY N 2 2044-06-15 Fixed 3.96700000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAK9 1590000.00000000 PA USD 1698859.35000000 0.145411928855 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N Buckhorn Park CLO, Ltd. N/A 118382AQ3 3190000.00000000 PA USD 3174668.98000000 0.271732171270 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 6.69150000 N N N N N N Z Capital Credit Partners CLO N/A 98878FAS8 1810000.00000000 PA USD 1714036.96000000 0.146711039076 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 9.76957000 N N N N N N Citigroup Commercial Mortgage N/A 17326DAJ1 21131777.11000000 PA USD 576242.43000000 0.049322813706 Long ABS-MBS CORP US N 2 2050-09-15 Variable 0.86886000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 79.00000000 NC -105579.95000000 -0.00903699542 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long UNITED KINGDOM GILT United Kingdom Gilt 2023-09-27 9536180.60000000 USD -105579.95000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 4590000.00000000 PA USD 4444837.67000000 0.380450811918 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 2700000.00000000 PA USD 2716482.96000000 0.232514261357 Long ABS-MBS CORP US N 2 2039-10-25 Floating 8.58349000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 300000.00000000 PA USD 286070.56000000 0.024485883377 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N Flatiron CLO Ltd 5493008L4GGS612L9S27 33883GAE7 1700000.00000000 PA USD 1633637.87000000 0.139829370646 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 7.26957000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 170000.00000000 PA 152133.86000000 0.013021724268 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N MKS CLO Ltd 549300JCIKT6NT8T1275 12662CAG2 700000.00000000 PA USD 658983.40000000 0.056404932684 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.23775000 N N N N N N Pacific Bells LLC 549300VGOQXINYVBJF37 69403HAL4 1428287.37000000 PA USD 1405970.38000000 0.120342431449 Long LON CORP US N 2 2028-11-10 Floating 10.00348000 N N N N N N Thermostat Purchaser III Inc 254900K7OD47ERJZN242 88366MAC8 1051664.76000000 PA USD 1030631.46000000 0.088215724590 Long LON CORP US N 3 2028-08-31 Floating 9.91374000 N N N N N N Leslies Poolmart Inc 549300MZRH1GJYUMRM83 52706YAJ2 3347825.41960000 PA USD 3264732.39000000 0.279441046149 Long LON CORP US N 2 2028-03-09 Floating 8.18313000 N N N N N N CARRIAGE PURCHASER INC N/A 14445LAA5 830000.00000000 PA USD 654612.70000000 0.056030827602 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 1960000.00000000 PA USD 1763882.40000000 0.150977502674 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N B3 SA-BRASIL BOLSA BALCA 4GTK5S46E6H318LMDS44 11778EAA4 1390000.00000000 PA USD 1190187.50000000 0.101872741892 Long DBT CORP BR N 2 2031-09-20 Fixed 4.12500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46654PAQ9 2880000.00000000 PA USD 2709588.82000000 0.231924165305 Long ABS-MBS CORP US N 2 2038-11-15 Floating 9.60148000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHD6 6350000.00000000 PA USD 6270500.98000000 0.536716381135 Long DBT UST US N 2 2025-05-31 Fixed 4.25000000 N N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAD8 265419.51000000 PA USD 265447.38000000 0.022720665801 Long LON CORP US N 2 2029-07-02 Floating 8.99511666 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 1050000.00000000 PA USD 1014275.54000000 0.086815758268 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N Thermostat Purchaser III Inc 254900K7OD47ERJZN242 88366MAD6 270361.02000000 PA USD 264953.80000000 0.022678418384 Long LON CORP US N 3 2028-08-31 Floating 8.91737000 N N N N N N BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 000000000 12200000.00000000 NC USD 26647.36000000 0.002280850393 N/A DFE CORP CH N 2 BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 Call Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP FR US N/A USD N/A CAD 2023-08-21 12200000.00000000 USD 1.33000000 USD 2023-08-21 XXXX -44356.64000000 N N N Structured Asset Securities Co N/A 86359DEX1 1394566.18000000 PA USD 1202621.30000000 0.102936998825 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.76247000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 2046000.00000000 PA USD 1808225.30000000 0.154772982635 Long DBT CORP US N 2 2029-10-31 Fixed 4.37500000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 939336X57 856690.60000000 PA USD 805216.35000000 0.068921575290 Long ABS-MBS CORP US N 2 2045-01-25 Floating 6.19247000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XUW2 2440000.00000000 PA USD 2613447.89000000 0.223695092031 Long ABS-MBS CORP US N 2 2030-05-25 Floating 9.18349000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -662814.52000000 -0.05673285303 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 GENERAL MOTORS CO General Motors Co Y Default Event 2026-06-20 0.00000000 USD -668158.16000000 USD -5930000.00000000 USD 5343.64000000 N N N CIM Trust N/A 12569UAA9 543288.02000000 PA USD 531756.84000000 0.045515120357 Long ABS-MBS CORP US N 2 2062-05-25 Variable 5.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 1175000.00000000 PA USD 1122122.06000000 0.096046758170 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Adtalem Global Education Inc 549300Z467EZLMODV621 00737RAE0 397409.79000000 PA USD 398496.71000000 0.034108871486 Long LON CORP US N 2 2028-08-12 Floating 9.31306500 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 2910000.00000000 PA USD 2707471.57000000 0.231742941706 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N Greywolf CLO Ltd 5493008JNE27URH1VF66 39809TAQ0 1520000.00000000 PA USD 1490250.70000000 0.127556309334 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 9.21796000 N N N N N N Apollo Commercial Real Estate Finance Inc 549300E0AN7M2AQHSY29 03768DAB3 796410.40920000 PA USD 758580.91000000 0.064929867982 Long LON CORP US N 3 2026-05-15 Floating 8.18313000 N N N N N N MHC Commercial Mortgage Trust N/A 55293AAN7 2600000.00000000 PA USD 2529956.00000000 0.216548698912 Long ABS-MBS CORP US N 2 2038-05-15 Floating 7.28648000 N N N N N N TCI-Symphony CLO 5493005WLG3H3B8NI222 87230XAD8 2830000.00000000 PA USD 2636545.24000000 0.225672083367 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 12.31270000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AQ9 1210000.00000000 PA USD 1172117.68000000 0.100326076254 Long DBT CORP US N 2 2024-12-01 Fixed 4.00000000 N N N N N N Towd Point Mortgage Trust N/A 89176UAN4 619515.05000000 PA USD 535770.24000000 0.045858642754 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.63600000 N N N N N N ARES CLO Ltd N/A 04017EAN2 1000000.00000000 PA USD 938993.41000000 0.080372070195 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 8.22071000 N N N N N N Jay Park CLO, Ltd. N/A 47206WAE2 2230000.00000000 PA USD 2182686.67000000 0.186824576602 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 10.78775000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 3010000.00000000 PA USD 2364507.13000000 0.202387291546 Long DBT CORP NL N 2 2031-07-13 Fixed 3.06100000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 1260000.00000000 PA USD 1157768.89000000 0.099097907936 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAB7 1590000.00000000 PA USD 1605335.55000000 0.137406865839 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -83.00000000 NC USD -7885.00000000 -0.00067490758 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 0.00000000 USD 50.00000000 3500.00000000 USD 2023-09-15 XXXX 167778.20000000 N N N CSEMC 2020-1OTF A N/A 000000000 934673.37000000 PA USD 903399.20000000 0.077325424378 Long DBT CORP US N 2 2024-08-09 Fixed 7.38970700 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 1700000.00000000 PA USD 1474257.00000000 0.126187346820 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Topgolf Callaway Brands Corp. 5493005UB0KFRKBPCU72 89071LAB6 1655850.00000000 PA USD 1655551.95000000 0.141705081335 Long LON CORP US N 2 2030-03-15 Floating 8.81057000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 75885.03000000 0.006495292611 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-03-01 0.00000000 USD 0.00000000 USD 39245000.00000000 MXN 75885.03000000 N N N STONEMOR INC N/A 86184WAA4 2060000.00000000 PA USD 1742986.60000000 0.149188950500 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N Trugreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAK8 320000.00000000 PA USD 196534.40000000 0.016822137859 Long LON CORP US N 2 2028-11-02 Floating 14.13073000 N N N N N N Canyon Capital CLO Ltd N/A 13877FAA7 2370000.00000000 PA USD 2197322.10000000 0.188077279544 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 11.97957000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -355.00000000 NC USD 478404.50000000 0.040948487653 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 -84458092.00000000 USD 478404.50000000 N N N Extended Stay America Trust N/A 30227FAL4 1614183.50000000 PA USD 1577469.54000000 0.135021706488 Long ABS-MBS CORP US N 2 2038-07-15 Floating 8.18648000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 1470000.00000000 PA USD 1407069.30000000 0.120436492253 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABK4 100000.00000000 PA USD 92000.00000000 0.007874635092 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 890000.00000000 PA USD 750852.95000000 0.064268402058 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAB5 4200000.00000000 PA USD 4006675.26000000 0.342946800070 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 00165CBA1 1140000.00000000 PA USD 782268.00000000 0.066957337440 Long DBT CORP US N 2 2029-02-15 Fixed 7.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PLU1 1560000.00000000 PA USD 1408508.24000000 0.120559656681 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.75000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 4745702.00000000 PA USD 4478542.71000000 0.383335756383 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 41809JAA3 2740000.00000000 PA USD 2832475.00000000 0.242442467755 Long DBT NUSS JO N 2 2028-01-15 Fixed 7.75000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAQ8 730000.00000000 PA USD 628892.71000000 0.053829354386 Long DBT CORP KY N 2 2029-03-08 Variable 3.35000000 N N N N N N First Brands Group LLC N/A 31935HAG2 1665814.54000000 PA USD 1649164.72000000 0.141158373666 Long LON CORP US N 2 2027-03-30 Floating 10.88109000 N N N N N N Structured Asset Securities Co N/A 86358LAA8 3108979.55000000 PA USD 69383.10000000 0.005938767326 Long ABS-O CORP US N 2 2036-02-25 Floating 5.63247000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 733878.35000000 PA USD 254894.16000000 0.021817374969 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N THE MCCLATCHY CO LLC N/A 78433CAA4 1596000.00000000 PA USD 1755600.00000000 0.150268580090 Long DBT CORP US N 2 2027-07-15 Fixed 11.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2F7 250000.00000000 PA USD 249813.50000000 0.021382501670 Long DBT CORP CH N 2 2023-08-09 Fixed 0.52000000 N N N N N N Bank N/A 06540KBQ1 1240000.00000000 PA USD 715056.42000000 0.061204438891 Long ABS-MBS CORP US N 2 2032-11-15 Variable 4.00000000 N N N N N N HIGHLAND HOLDINGS BOND N/A 43103QAA6 3443000.00000000 PA USD 3224438.36000000 0.275992124599 Long DBT CORP N/A N 2 2025-10-15 Fixed 7.62500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 3260000.00000000 PA USD 2864625.90000000 0.245194387379 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 2800000.00000000 PA USD 2787444.80000000 0.238588159134 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XJ62 1660000.00000000 PA USD 1772435.12000000 0.151709562989 Long ABS-MBS CORP US N 2 2030-10-25 Floating 8.93349000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGU9 12440000.00000000 PA USD 12201890.69000000 1.044406919802 Long DBT UST US N 2 2025-03-31 Fixed 3.87500000 N N N N N N Focus Financial Partners LLC 5493007L0E0VKRC2CP39 34416DAU2 2147208.51250000 PA USD 2141840.49000000 0.183328394402 Long LON CORP US N 2 2028-06-30 Floating 7.81865000 N N N N N N BRAVO Residential Funding Trus N/A 10568PAA5 2744185.54000000 PA USD 2459702.14000000 0.210535399876 Long ABS-MBS CORP US N 2 2070-01-29 Variable 3.12500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 1060000.00000000 PA USD 1031821.28000000 0.088317565876 Long DBT CORP CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N MRI Software LLC 549300LNQ2G4DKR9QR85 000000000 1716892.99000000 PA USD 1686847.36000000 0.144383776268 Long LON CORP US N 3 2026-02-10 Floating 10.84187000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 1390000.00000000 PA USD 1220799.89000000 0.104492974507 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N ABERCROMBIE & FITCH MANA 5493003QMCFDA98NPT74 003000AA4 2500000.00000000 PA USD 2538325.00000000 0.217265033924 Long DBT CORP US N 2 2025-07-15 Fixed 8.75000000 N N N N N N Origen Manufactured Housing 549300IF0XI4ZS5JC782 68620BAB8 241610.38200000 PA USD 210981.90000000 0.018058755147 Long ABS-O CORP US N 2 2037-10-15 Variable 6.67380000 N N N N N N First Franklin Mtg Loan Asset N/A 32027NDU2 449694.10000000 PA USD 428750.45000000 0.036698405863 Long ABS-O CORP US N 2 2033-10-25 Floating 7.02748000 N N N N N N AMER AIRLINE 17-1B PTT N/A 02378WAA7 1269675.00000000 PA USD 1232474.67000000 0.105492263988 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 1590000.00000000 PA USD 1614854.82000000 0.138221656900 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 3445000.00000000 PA USD 3088180.68000000 0.264329303854 Long DBT CORP GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N Arctic Canadian Diamond Company Ltd N/A 000000000 1373005.79000000 PA USD 1197645.85000000 0.102511130855 Long DBT CORP US N 3 2027-12-31 Floating 17.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 4550000.00000000 PA 4614005.92000000 0.394930575374 Long DBT CORP GB N 2 N/A Fixed 4.50000000 N N N N N N ATS CORP 5493005KP4RP3IU7HQ41 001940AC9 480000.00000000 PA USD 429805.46000000 0.036788708241 Long DBT CORP CA N 2 2028-12-15 Fixed 4.12500000 N N N N N N MED Trust N/A 58403YAU0 2030256.32000000 PA USD 1924951.19000000 0.164764002087 Long ABS-MBS CORP US N 2 2038-11-15 Floating 8.48648000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1603.50000000 -0.00013724975 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -42803932322.00000000 IDR 2835448.62000000 USD 2023-10-20 -1603.50000000 N N N Access CIG LLC 5493002EU9Z6IQMPAN35 00435CAH1 907571.41000000 PA USD 906908.88000000 0.077625831436 Long LON CORP US N 2 2025-02-27 Floating 9.00981000 N N N N N N Residential Mortgage Loan Trus N/A 76123MAB9 600000.00000000 PA USD 563202.60000000 0.048206684327 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.50800000 N N N N N N Great Outdoors Group LLC 549300IYLDI2E8I2AU46 07014QAN1 4042629.61080000 PA USD 4038829.54000000 0.345699009001 Long LON CORP US N 2 2028-03-06 Floating 9.06306500 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 5300000.00000000 PA USD 5233405.50000000 0.447947376123 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N Cinemark USA Inc 54930008H2137JSCPQ09 172442AT2 3391500.00000000 PA USD 3388685.06000000 0.290050633595 Long LON CORP US N 2 2030-05-24 Floating 11.52445500 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAU1 1270000.00000000 PA USD 1245990.65000000 0.106649148884 Long LON CORP US N 2 2028-05-12 Floating 9.88052000 N N N N N N ALLEN MEDIA LLC/CO-ISSR N/A 01771YAA8 3120000.00000000 PA USD 1774156.80000000 0.151856928226 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WHQ6 292.33000000 PA USD 294.00000000 0.000025164594 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 1700000.00000000 PA USD 1673667.00000000 0.143255618383 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 000000000 1200000.00000000 PA 1164640.12000000 0.099686043033 Long DBT CORP GB N 2 2026-07-15 Fixed 5.50000000 N N N N N N STICHTING AK RABOBANK N/A 000000000 1180000.00000000 PA 1225909.73000000 0.104930345435 Long DBT CORP NL N 2 N/A Variable 6.50000000 N N N N N N Greenwood Park CLO, Ltd N/A 39729TAA2 1820000.00000000 PA USD 1473539.39000000 0.126125923811 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 10.51957000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376G5P1 84946.01000000 PA USD 48.67000000 0.000004165853 Long ABS-MBS USGA US N 2 2047-03-16 Variable 0.14191000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 1500000.00000000 PA USD 1220527.50000000 0.104469659595 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 1000000.00000000 PA USD 974746.46000000 0.083432311740 Long DBT CORP KY N 2 2028-08-08 Variable 5.90000000 N N N N N N FIVE POINT OP CO LP/FIVE N/A 33834YAA6 1025000.00000000 PA USD 969967.75000000 0.083023283507 Long DBT CORP US N 2 2025-11-15 Fixed 7.87500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 940000.00000000 PA USD 847751.22000000 0.072562298985 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N MSWF Commercial Mortgage Trust N/A 55376CAD5 820000.00000000 PA USD 826167.22000000 0.070714841117 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 5.47200000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 2060000.00000000 PA USD 795582.30000000 0.068096959766 Long DBT CORP US N 2 2028-02-01 Fixed 9.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 41380.69000000 0.003541932974 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2741552.44000000 USD 19740000.00000000 CNY 2023-10-20 41380.69000000 N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAC0 3900000.00000000 PA USD 3806010.00000000 0.325771085959 Long DBT CORP KY N 2 2024-10-01 Fixed 4.87500000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AL2 2500000.00000000 PA USD 2521587.50000000 0.215832406697 Long DBT CORP US N 2 2030-09-30 Fixed 7.12500000 N N N N N N LTR Intermediate Holdings Inc 549300J0IFHJE2TQGX07 50219UAB1 2699576.64000000 PA USD 2486984.98000000 0.212870643455 Long LON CORP US N 2 2028-05-05 Floating 9.93313000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -35507.05000000 -0.00303918545 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -51540000.00000000 NOK 5061296.13000000 USD 2023-10-20 -35507.05000000 N N N Fannie Mae - CAS N/A 20754RAF3 1630000.00000000 PA USD 1641195.17000000 0.140476229122 Long ABS-MBS CORP US N 2 2041-10-25 Floating 8.16901000 N N N N N N HalseyPoint CLO I, Ltd. 549300POBLM5RW6LD816 40638CAA7 350000.00000000 PA USD 341003.99000000 0.029187847677 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 13.28775000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AP2 1090000.00000000 PA USD 716937.76000000 0.061365470043 Long DBT CORP CA N 2 2027-02-01 Fixed 6.12500000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 31944TAA8 2190000.00000000 PA USD 2023349.32000000 0.173186277821 Long DBT CORP US N 2 2030-01-01 Fixed 5.62500000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 1475833.34000000 PA USD 1455152.63000000 0.124552130055 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 1450000.00000000 PA USD 2907.25000000 0.000248842748 Long ABS-MBS CORP US N 2 2027-11-15 Floating 8.25000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 1260000.00000000 PA USD 1297359.00000000 0.111045964227 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 785.00000000 NC USD -2151074.12000000 -0.18411873643 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 105942792.87000000 USD -2151074.12000000 N N N WINNEBAGO INDUSTRIES 549300B7OYKYJLTE3G11 974637AC4 1850000.00000000 PA USD 1796685.09000000 0.153785211519 Long DBT CORP US N 2 2028-07-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298YSP7 206.20000000 PA USD 210.64000000 0.000018029490 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 8433871.00335100 PA USD 3299752.03000000 0.282438512302 Long DBT NUSS AR N 2 2037-09-01 Variable 5.25000000 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 000000000 1857010.58000000 PA USD 1854113.64000000 0.158700742771 Long LON CORP CA N 2 2029-02-01 Floating 9.54134000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 5260000.00000000 PA USD 2232122.55000000 0.191055984379 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 1341999.00000000 PA USD 1354909.03000000 0.115971893421 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 3000000.00000000 PA USD 2974659.60000000 0.254612596459 Long ABS-MBS CORP US N 2 2050-12-25 Floating 8.06901000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 4030000.00000000 PA USD 3622495.83000000 0.310063399839 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KFG9 2280000.00000000 PA USD 2353220.83000000 0.201421253567 Long ABS-MBS CORP US N 2 2033-10-25 Floating 8.56901000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92841HAA0 1000000.00000000 PA USD 956270.00000000 0.081850840215 Long DBT CORP N/A N 2 2028-06-01 Fixed 9.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 1120000.00000000 PA USD 996808.96000000 0.085320726270 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Neuberger Berman CLO Ltd 549300FCSYYS3J0RKL34 64128YAF5 1000000.00000000 PA USD 906988.83000000 0.077632674665 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 11.51513000 N N N N N N UBS Commercial Mortgage Trust N/A 90353DAV7 103885.37000000 PA USD 103582.70000000 0.008866043091 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.15190000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 890000.00000000 PA USD 783913.01000000 0.067098140195 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N Global Medical Response Inc 549300ZFWD4ZFCEJCQ87 00169QAF6 1484882.15980000 PA USD 917382.47000000 0.078522306429 Long LON CORP US N 2 2025-10-02 Floating 9.78035000 N N N N N N Option One Mortgage Loan Trust N/A 68389FHV9 1050000.00000000 PA USD 828478.46000000 0.070912669070 Long ABS-MBS CORP US N 2 2035-08-25 Floating 6.34247000 N N N N N N IIP OPERATING PARTNER N/A 44988FAD2 1280000.00000000 PA USD 1128867.24000000 0.096624104161 Long DBT CORP US N 2 2026-05-25 Fixed 5.50000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAA0 1290000.00000000 PA USD 1278566.60000000 0.109437450178 Long DBT CORP US N 2 2028-06-01 Fixed 6.25000000 N N N N N N PROSPEROUS RAY LTD N/A 000000000 690000.00000000 PA USD 687505.65000000 0.058846262149 Long DBT CORP VG N 2 2023-11-12 Fixed 4.62500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAS8 1840000.00000000 PA USD 698732.46000000 0.059807208149 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37330000 N N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAB2 4027577.88000000 PA USD 3998619.60000000 0.342257285038 Long LON CORP US N 2 2028-06-07 Floating 7.70249000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HTB4 1561.38000000 PA USD 1596.87000000 0.000136682266 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 83.00000000 NC USD 17845.00000000 0.001527422426 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-09-15 0.00000000 USD 50.00000000 3900.00000000 USD 2023-09-15 XXXX -382241.80000000 N N N AthenaHealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAC7 43478.24000000 PA USD 42304.54000000 0.003621008861 Long LON CORP US N 2 2029-02-15 Floating 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VLK6 112.05000000 PA USD 112.75000000 0.000009650707 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 420000.00000000 PA USD 403013.35000000 0.034495468137 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N Nomura Resecuritization Trust N/A 65540WBJ7 1581822.35000000 PA USD 1344936.54000000 0.115118309511 Long ABS-MBS CORP US N 2 2036-10-26 Floating 3.08467800 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 958.00000000 NC USD -2923884.68000000 -0.25026657508 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-29 197427822.18000000 USD -2923884.68000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 1150000.00000000 PA USD 1073544.90000000 0.091888851552 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 2090000.00000000 PA USD 1845214.08000000 0.157938995081 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N Magenta Buyer LLC N/A 55910RAE3 3620000.00000000 PA USD 2303225.00000000 0.197141917509 Long LON CORP US N 2 2029-07-27 Floating 13.70536500 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EAZ4 1944007.19060000 PA USD 1939895.62000000 0.166043153532 Long LON CORP US N 2 2027-02-08 Floating 7.55932500 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 460000.00000000 PA USD 474251.72000000 0.040593035184 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 1930000.00000000 PA USD 1880978.39000000 0.161000200413 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BSPH9 94738.90000000 PA USD 96359.41000000 0.008247773820 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N NCL Corporation Ltd UNZWILHE4KMRP9K2L524 000000000 3876335.67000000 PA USD 3837572.31000000 0.328472625893 Long LON CORP BM N 2 2025-01-02 Floating 7.59187000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 1510000.00000000 PA USD 1553378.43000000 0.132959655399 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 000000000 379000.00000000 PA USD 361069.51000000 0.030905332981 Long DBT NUSS AR N 2 2027-06-01 Fixed 7.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PFX2 3771237.96000000 PA USD 1128392.86000000 0.096583500146 Long ABS-MBS CORP US N 2 2057-11-25 Variable 4.02626400 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAE3 5138100.00000000 PA USD 4983957.00000000 0.426596116212 Long LON CORP US N 2 2029-02-15 Floating 9.22164000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AX3 1890000.00000000 PA USD 1797395.86000000 0.153846049067 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N Impac Secured Assets Corp. N/A 45255RAZ0 1138029.93000000 PA USD 879708.63000000 0.075297657053 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.95247000 N N N N N N Lakeshore Learning Materials N/A 51207KAB5 2629950.00000000 PA USD 2628306.28000000 0.224966878980 Long LON CORP US N 2 2028-09-29 Floating 8.93313000 N N N N N N Morgan Stanley Mortgage Loan T 549300M91PFQR7JLJ570 61745M4G5 912704.62000000 PA USD 694413.42000000 0.059437524845 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.91247000 N N N N N N Citigroup Commercial Mortgage N/A 17322VAX4 1074981.00000000 PA USD 990011.60000000 0.084738913992 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.42283600 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G1CG0 628918.12000000 PA USD 408447.10000000 0.034960563772 Long ABS-MBS CORP US N 2 2047-09-25 Variable 4.11794600 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -505017.70000000 -0.04322641416 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-07-20 61631.79000000 USD 0.00000000 USD 198820000.00000000 MXN -566649.49000000 N N N MOHEGAN TRIBAL GAMING AU 549300UB083Z2NRDHC48 608328BJ8 3600000.00000000 PA USD 3826645.20000000 0.327537332373 Long DBT CORP US N 2 2027-12-15 Fixed 13.25000000 N N N N N N Freddie Mac - SCRT N/A 35563PAE9 1869613.03000000 PA USD 1641882.57000000 0.140535066341 Long ABS-MBS CORP US N 2 2055-09-25 Variable 3.75000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 2070000.00000000 PA USD 1808066.59000000 0.154759398033 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 056732AH3 720000.00000000 PA USD 711900.00000000 0.060934268720 Long DBT NUSS BS N 2 2024-01-16 Fixed 5.75000000 N N N N N N Sycamore Tree CLO Ltd N/A 87122CAA1 2780000.00000000 PA USD 2799192.69000000 0.239593706383 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.65614000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 1240000.00000000 PA USD 1278715.23000000 0.109450171993 Long DBT CORP US N 2 2034-05-19 Fixed 5.85300000 N N N N N N New Residential Mortgage Loan N/A 64828NBD6 875319.42000000 PA USD 793368.95000000 0.067907510597 Long ABS-MBS CORP US N 2 2057-06-25 Variable 5.33600700 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 3000000.00000000 PA USD 2993206.80000000 0.256200122894 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DR3 1490000.00000000 PA USD 1569119.00000000 0.134306951539 Long DBT CORP US N 2 2028-05-15 Fixed 7.15000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AK5 1100000.00000000 PA USD 1103866.50000000 0.094484194329 Long DBT CORP US N 2 2030-08-01 Fixed 6.50000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 1300000.00000000 PA USD 1129211.72000000 0.096653589534 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CA1 250000.00000000 PA USD 209723.85000000 0.017951073792 Long DBT CORP US N 2 2032-03-03 Fixed 2.90000000 N N N N N N BOYNE USA INC N/A 103557AC8 2950000.00000000 PA USD 2696203.54000000 0.230778467527 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAZ8 1810000.00000000 PA USD 1668110.66000000 0.142780029797 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.95900000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AL2 2830000.00000000 PA USD 2811204.13000000 0.240621811893 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 2960000.00000000 PA USD 2702828.10000000 0.231345489186 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46591JAN6 2340000.00000000 PA USD 1895524.25000000 0.162245236713 Long ABS-MBS CORP US N 2 2029-09-15 Floating 8.18648000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 290000.00000000 PA USD 289664.30000000 0.024793485454 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 190000.00000000 PA USD 176710.93000000 0.015125370549 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N LEHMAN SWAP RECEIPT LEHSWAP RECEIPT N/A 000000000 166922.35000000 PA USD 208.65000000 0.000017859158 Long DBT CORP US N 3 2022-12-31 Fixed 1.00000000 Y N N N N N GATWICK AIRPORT FINANCE 213800BDRHDHRGTQ1D63 000000000 2640000.00000000 PA 3097678.47000000 0.265142256358 Long DBT CORP GB N 2 2026-04-07 Fixed 4.37500000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 1660000.00000000 PA USD 1661867.50000000 0.142245653636 Long LON CORP CA N 2 2030-05-06 Floating 9.06865000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 3630000.00000000 PA USD 3561960.73000000 0.304881966982 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 543060.00000000 PA USD 524622.62000000 0.044904474932 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N HIG Finance 2 Limited 213800R6D9EVRN5D3117 000000000 458850.00000000 PA USD 458565.51000000 0.039250391926 Long LON CORP LU N 2 2030-04-18 Floating 9.31865000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 7420000.00000000 PA USD 7237833.21000000 0.619514080313 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 1200000.00000000 PA USD 1081620.00000000 0.092580030529 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AW3 240000.00000000 PA USD 117883.20000000 0.010090078081 Long DBT CORP US N 2 2034-08-15 Fixed 5.45000000 N N N N N N Tharaldson Hotel Portfolio Tru N/A 88327HAN3 2276325.54000000 PA USD 2198620.66000000 0.188188428307 Long ABS-MBS CORP US N 2 2034-11-11 Floating 8.74048000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 247644.92000000 0.021196884538 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.40.V1 Y Default Event 2028-06-20 0.00000000 USD -18157.75000000 USD 6045000.00000000 USD 265802.67000000 N N N Jump Financial LLC N/A 000000000 2778221.55730000 PA USD 2708766.02000000 0.231853738677 Long LON CORP US N 3 2028-08-07 Floating 10.00348000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AB5 2300000.00000000 PA USD 1542978.00000000 0.132069442453 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N BX Trust N/A 12433XAG4 1280000.00000000 PA USD 1020570.37000000 0.087354557064 Long ABS-MBS CORP US N 2 2044-03-11 Variable 3.54875000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -52.00000000 NC USD -48100.00000000 -0.00411706465 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 50.00000000 3700.00000000 USD 2023-12-15 XXXX 50590.80000000 N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAM7 2680000.00000000 PA USD 2234798.67000000 0.191285043819 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.34500000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 1470000.00000000 PA USD 1242178.96000000 0.106322891625 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N National Collegiate Student Lo 635400VQIBXGEB9ZUC59 63543LAD7 539180.78000000 PA USD 498742.22000000 0.042689271605 Long ABS-O CORP US N 2 2033-01-25 Floating 5.70247000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 3600000.00000000 PA USD 3061385.28000000 0.262035782146 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N ML-CFC Commercial Mortgage Tru N/A 60688CAJ5 16410.75000000 PA USD 15851.76000000 0.001356813321 Long ABS-MBS CORP US N 2 2049-09-12 Variable 6.19300000 N N N N N N Symphony CLO Ltd N/A 87166XAA2 2250000.00000000 PA USD 2064030.19000000 0.176668310500 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 11.85957000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 2000000.00000000 PA USD 1908541.60000000 0.163359441943 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N STONEX GROUP INC 549300JUF07L8VF02M60 46116VAE5 3143000.00000000 PA USD 3170281.24000000 0.271356607668 Long DBT CORP US N 2 2025-06-15 Fixed 8.62500000 N N N N N N Focus Financial Partners LLC 5493007L0E0VKRC2CP39 34416DAW8 2373567.74000000 PA USD 2372333.48000000 0.203057179050 Long LON CORP US N 2 2028-06-30 Floating 8.56865000 N N N N N N Fannie Mae - CAS N/A 20754HAD0 504408.59000000 PA USD 516818.86000000 0.044236520993 Long ABS-MBS CORP US N 2 2039-07-25 Floating 9.28349000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92925CDB5 351203.91000000 PA USD 312138.87000000 0.026717170645 Long ABS-MBS CORP US N 2 2046-02-25 Floating 5.21396000 N N N N N N Sculptor CLO Ltd N/A 81125HAA0 1820000.00000000 PA USD 1718269.52000000 0.147073320222 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 12.83775000 N N N N N N GS Mortgage Securities Trust N/A 36255TAL6 1112930.61000000 PA USD 427868.73000000 0.036622936045 Long ABS-MBS CORP US N 2 2031-09-15 Floating 9.58648000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 000000000 330000.00000000 PA USD 257400.00000000 0.022031859486 Long DBT NUSS AR N 2 2027-06-01 Variable 6.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31281AX49 1852.50000000 PA USD 1840.65000000 0.000157548337 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.00000000 N N N N N N Cardinal Parent Inc 5493009YXQNPN3HQQH84 14153EAC9 972123.73000000 PA USD 862759.81000000 0.073846942132 Long LON CORP US N 2 2027-11-12 Floating 9.89187000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 1987962.49620000 PA USD 1943233.34000000 0.166328841869 Long LON CORP US N 3 2027-01-29 Floating 9.32505000 N N N N N N Natixis Commercial Mortgage Se N/A 63873VAL7 1750000.00000000 PA USD 1124538.10000000 0.096253556359 Long ABS-MBS CORP US N 2 2036-08-15 Variable 4.39750000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 1290000.00000000 PA USD 77400.00000000 0.006624964740 Long DBT CORP CH N 2 N/A Fixed 7.25000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 2400000.00000000 PA USD 1927196.16000000 0.164956157734 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 770000.00000000 PA USD 678046.60000000 0.058036625550 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 2860000.00000000 PA USD 2806661.00000000 0.240232947861 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAH3 890000.00000000 PA USD 806566.62000000 0.069037150111 Long DBT CORP US N 2 N/A Floating 9.34871000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311RAA4 1020000.00000000 PA USD 1088222.70000000 0.093145181106 Long DBT CORP US N 2 2037-09-15 Fixed 6.75000000 N N N N N N BX Trust N/A 05610HAN3 1790253.50000000 PA USD 1707823.43000000 0.146179199060 Long ABS-MBS CORP US N 2 2039-02-15 Floating 9.32744000 N N N N N N AKUMIN INC N/A 01021FAA7 1160000.00000000 PA USD 998922.40000000 0.085501623757 Long DBT CORP US N 2 2025-11-01 Fixed 7.00000000 N N N N N N RR Donnelley & Sons Company SU4X0P4WWRGOQDTSV032 000000000 2571075.59000000 PA USD 2569880.04000000 0.219965951591 Long LON CORP US N 2 2028-03-17 Floating 12.56057000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 1730000.00000000 PA USD 1573997.94000000 0.134724558845 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N WAMU Asset-Backed Certificates N/A 93363XAA1 4491376.52000000 PA USD 3109958.00000000 0.266193308726 Long ABS-MBS CORP US N 2 2047-07-25 Floating 5.58247000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 1280000.00000000 PA USD 1240458.88000000 0.106175663339 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N GS Mortgage Securities Trust N/A 36258BAU2 3740000.00000000 PA USD 3500287.69000000 0.299603133449 Long ABS-MBS CORP US N 2 2036-12-15 Floating 8.58448000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 1620000.00000000 PA USD 1520370.00000000 0.130134336473 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N CANPACK SA/CANPACK US N/A 13806CAA0 690000.00000000 PA USD 555150.34000000 0.047517460314 Long DBT CORP N/A N 2 2029-11-15 Fixed 3.87500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 2960000.00000000 PA USD 2875116.08000000 0.246092282374 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N KNDR Trust 2021-KIND N/A 482606AN0 2482061.30000000 PA USD 2322048.02000000 0.198753052442 Long ABS-MBS CORP US N 2 2038-08-15 Floating 7.63648000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 1320000.00000000 PA USD 1273112.83000000 0.108970640954 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -21736.58000000 -0.00186051777 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 DAIMLER AG DAIMLER AG Y Default Event 2024-12-20 0.00000000 USD -11326.67000000 USD -1790000.00000000 EUR -10409.91000000 N N N Peraton Corp 549300EQPCK07ZW63836 71360HAG2 1077597.41000000 PA USD 1053685.52000000 0.090189010567 Long LON CORP US N 2 2029-02-01 Floating 12.97936000 N N N N N N 8th Avenue Food & Provisions Inc 549300PBCACU45IZ2V05 28253PAD1 260000.00000000 PA USD 174525.00000000 0.014938268364 Long LON CORP US N 2 2026-10-01 Floating 13.18313000 N N N N N N Allen Media LLC 549300ERNJNM4RN5JP79 01771JAG8 3652136.92600000 PA USD 3173360.04000000 0.271620134043 Long LON CORP US N 2 2027-02-10 Floating 10.89187000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -20.00000000 NC 32090.01000000 0.002746707813 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2023-09-07 -2518668.03000000 USD 32090.01000000 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 1980000.00000000 PA USD 1988383.32000000 0.170193402923 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAE9 1470000.00000000 PA USD 1486537.50000000 0.127238482214 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AA2 1460000.00000000 PA USD 1409679.73000000 0.120659929032 Long DBT CORP US N 2 2027-01-15 Fixed 6.75000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAD6 637561.00000000 PA USD 497297.58000000 0.042565619292 Long DBT NUSS AR N 2 2027-06-01 Variable 6.99000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276WAR8 681888.06000000 PA USD 635483.46000000 0.054393482117 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.41800000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 3120000.00000000 PA USD 3053615.45000000 0.261370732407 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 540000.00000000 PA USD 399186.92000000 0.034167949224 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N NMI HOLDINGS 529900KNNGFXJX1C3Z08 629209AA5 1700000.00000000 PA USD 1718332.75000000 0.147078732322 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 1220000.00000000 PA USD 941372.86000000 0.080575736504 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Hudson River Trading LLC 549300SMOBUC8O5UOE10 44413EAF5 3581318.43760000 PA USD 3521438.79000000 0.301413537735 Long LON CORP US N 2 2028-03-20 Floating 8.63073000 N N N N N N DISH DBS CORP N/A 25470XAW5 3370000.00000000 PA USD 3081171.79000000 0.263729385906 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 564696.56000000 0.048334558130 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 FORD MOTOR COMPANY Ford Motor Co Y Default Event 2026-06-20 497122.71000000 USD 0.00000000 USD 5930000.00000000 USD 67573.85000000 N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 2600000.00000000 PA USD 2609809.80000000 0.223383693866 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N Lids Holdings, Inc. N/A 000000000 3583125.00000000 PA USD 3395010.94000000 0.290592090080 Long LON CORP US N 3 2026-12-14 Floating 10.86811000 N N N N N N Bank N/A 06540XBG5 660000.00000000 PA USD 574821.19000000 0.049201164289 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.97800000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 3480000.00000000 PA USD 3095240.41000000 0.264933573393 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAC9 1860000.00000000 PA USD 1810245.19000000 0.154945872816 Long DBT CORP US N 2 2025-04-29 Fixed 4.75000000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAP0 1635100.00000000 PA USD 1626245.93000000 0.139196665971 Long LON CORP US N 2 2027-02-15 Floating 9.56306500 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 3347000.00000000 PA USD 3024429.09000000 0.258872559204 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Apidos CLO Ltd 549300M5NMLBQJXUO195 03764DAH4 249266.91000000 PA USD 248337.33000000 0.021256150582 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.64957000 N N N N N N GS Mortgage Securities Trust N/A 36256AAS1 2030000.00000000 PA USD 1946386.94000000 0.166598770665 Long ABS-MBS CORP US N 2 2032-11-15 Floating 9.71864000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 1950000.00000000 PA USD 1981400.85000000 0.169595746365 Long DBT CORP CA N 2 2030-05-18 Fixed 5.87500000 N N N N N N SMB Private Education Loan Tru 549300GD7VLLBVPDNJ81 78448R106 1092.00000000 PA USD 345803.26000000 0.029598635720 Long ABS-O CORP US N 2 2046-09-18 None 0.00000000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 1280000.00000000 PA USD 1224165.12000000 0.104781017531 Long DBT CORP AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -2.00000000 NC 8221.62000000 0.000703720188 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2023-09-07 -296873.64000000 USD 8221.62000000 N N N MVW Owner Trust N/A 55389TAD3 558722.61000000 PA USD 497670.49000000 0.042597538098 Long ABS-O CORP US N 2 2041-01-22 Fixed 3.17000000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 880394AE1 1620000.00000000 PA USD 1640616.93000000 0.140426735328 Long DBT CORP US N 2 2027-04-15 Fixed 8.37500000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAU8 1575000.00000000 PA USD 1468300.56000000 0.125677512131 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.46957000 N N N N N N ACCELERATE360 HOLD LLC N/A 00456LAA0 5203050.00000000 PA USD 5419184.70000000 0.463848934903 Long DBT CORP US N 2 2028-03-01 Fixed 8.00000000 N N N N N N TITAN INTERNATIONAL INC 254900CXRGBE7C4B5A06 88830MAM4 6043000.00000000 PA USD 5827929.63000000 0.498834991095 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 1564000.00000000 PA USD 1499242.58000000 0.128325959049 Long LON CORP US N 2 2027-07-31 Floating 8.78786000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 7380000.00000000 PA USD 5841519.52000000 0.499998202233 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Freddie Mac - STACR 5493000ITGOA1OPGRQ72 35565WBD3 957875.98000000 PA USD 1030525.22000000 0.088206631098 Long ABS-MBS CORP US N 2 2050-06-25 Floating 10.28349000 N N N N N N CtC Holdings, LP 549300C1QWYMULTJ4V04 12658UAB9 2131511.31000000 PA USD 2088881.08000000 0.178795394092 Long LON CORP US N 3 2029-02-20 Floating 10.34376000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAW0 660000.00000000 PA USD 584074.79000000 0.049993215629 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.26100000 N N N N N N Arctic Canadian Diamonds Holding Units N/A 000000000 1388.00000000 NS USD 289148.16000000 0.024749307039 Long EC CORP US N 3 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 2170000.00000000 PA USD 2160135.22000000 0.184894310955 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N Pecf Uss Intermediate Holding Iii Corporation 254900DIL842DEXPYJ91 69291LAB2 2314750.00000000 PA USD 1868593.51000000 0.159940130732 Long LON CORP US N 2 2028-12-15 Floating 9.69552333 N N N N N N WP CPP Holdings LLC 549300HT8KGOLU7VM426 92937JAM5 1668416.79220000 PA USD 1558234.55000000 0.133375309453 Long LON CORP US N 2 2025-04-30 Floating 9.15000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBB3 1240000.00000000 PA USD 1071482.83000000 0.091712351022 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N PAYSAFE FIN PLC/PAYSAFE N/A 70452AAA1 1640000.00000000 PA USD 1336351.41000000 0.114383475098 Long DBT CORP N/A N 2 2029-06-15 Fixed 4.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 1180000.00000000 PA USD 917003.20000000 0.078489843245 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N Verscend Holding Corp N/A 92531HAD9 4883222.04640000 PA USD 4886786.80000000 0.418278943746 Long LON CORP US N 2 2025-08-27 Floating 9.43313000 N N N N N N DOMAN BUILDING MATERIALS 529900HEUBRUITK08D78 13874XAD5 1560000.00000000 PA 1076555.57000000 0.092146546418 Long DBT CORP CA N 2 2026-05-15 Fixed 5.25000000 N N N N N N Tharaldson Hotel Portfolio Tru N/A 88327HAQ6 1126011.56000000 PA USD 1082729.25000000 0.092674975518 Long ABS-MBS CORP US N 2 2034-11-11 Floating 9.51295600 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAS4 210000.00000000 PA USD 176318.14000000 0.015091750137 Long DBT CORP KY N 2 2031-08-08 Variable 3.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 1080000.00000000 PA USD 1122260.40000000 0.096058599225 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N Jane Street Group LLC 5493002N1IVX6KHGYO08 47077DAG5 4391003.34640000 PA USD 4386875.80000000 0.375489631749 Long LON CORP US N 2 2028-01-26 Floating 8.18313000 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 2550000.00000000 PA USD 2450333.25000000 0.209733480420 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 2120000.00000000 PA USD 1513128.80000000 0.129514534216 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503AE5 2230000.00000000 PA USD 2027131.08000000 0.173509973256 Long DBT CORP US N 2 N/A Floating 9.43071000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 1450000.00000000 PA USD 1399491.90000000 0.119787913340 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 3170000.00000000 PA USD 2815208.88000000 0.240964593902 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 3000000.00000000 PA USD 3020398.92000000 0.258527601398 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N VERICAST CORP 549300J73P7FL8TVF308 92348BAA1 800000.00000000 PA USD 843000.00000000 0.072155623727 Long DBT CORP US N 2 2026-09-15 Fixed 11.00000000 N N N N N N Froneri Lux Finco Sarl N/A 000000000 470000.00000000 PA 509385.60000000 0.043600279579 Long LON CORP LU N 2 2027-01-29 Floating 6.09700000 N N N N N N Neuberger Berman CLO Ltd 549300HMTDFWN3B2DI35 64134EAA2 1990000.00000000 PA USD 1861402.04000000 0.159324585058 Long ABS-CBDO CORP KY N 2 2034-10-16 Floating 11.56957000 N N N N N N PDS Holdco Inc 549300S5KZ5QHE321375 74049LAQ4 453629.00000000 PA USD 391822.05000000 0.033537561575 Long LON CORP US N 2 2028-08-18 Floating 9.81306500 N N N N N N RR DONNELLEY & SONS CO SU4X0P4WWRGOQDTSV032 257867BG5 930000.00000000 PA USD 941248.72000000 0.080565110883 Long DBT CORP US N 2 2028-07-31 Fixed 9.75000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABJ7 4955000.00000000 PA USD 5160260.88000000 0.441686645781 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PSM6 1748906.54000000 PA USD 1602113.47000000 0.137131075575 Long ABS-MBS CORP US N 2 2035-06-20 Floating 6.26905000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AA1 2584000.00000000 PA USD 1528214.96000000 0.130805816878 Long DBT CORP CL N 2 2028-01-15 Fixed 5.12500000 N N N N N N Deerfield Dakota Holding LLC 549300FDREJLOIGXY104 24440EAB3 368600.00000000 PA USD 355641.87000000 0.030440760324 Long LON CORP US N 2 2027-04-09 Floating 8.99187000 N N N N N N FOOT LOCKER INC 549300X383CBNP6MTV94 344849AA2 2880000.00000000 PA USD 2241733.68000000 0.191878638092 Long DBT CORP US N 2 2029-10-01 Fixed 4.00000000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAD4 161816.90330000 PA USD 161154.26000000 0.013793815120 Long LON CORP US N 2 2028-02-02 Floating 7.71697000 N N N N N N Banc of America Merrill Lynch N/A 059427AA2 463472.46000000 PA USD 101143.59000000 0.008657270252 Long ABS-MBS CORP US N 2 2045-08-10 Variable 5.62548400 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAU7 750000.00000000 PA USD 728784.15000000 0.062379448287 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 8.97150000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 1710000.00000000 PA 1928441.92000000 0.165062787141 Long DBT CORP LU N 2 2028-04-01 Fixed 6.25000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBB6 920000.00000000 PA USD 886502.80000000 0.075879196287 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N GANNETT HOLDINGS LLC N/A 36474GAA3 140000.00000000 PA USD 120664.60000000 0.010328148843 Long DBT CORP US N 2 2026-11-01 Fixed 6.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 710000.00000000 PA USD 592025.69000000 0.050673763849 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 21397000.00000000 NC USD 284639.41000000 0.024363385724 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-06-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 21397000.00000000 USD 102.00000000 USD 2023-09-20 XXXX 145558.91000000 N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAB1 1150000.00000000 PA USD 1056739.95000000 0.090450451020 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N BX Trust N/A 12433RAA0 1700000.00000000 PA USD 1672409.00000000 0.143147941308 Long ABS-MBS CORP US N 2 2037-05-15 Floating 11.00650700 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2J9 1300000.00000000 PA USD 1279455.52000000 0.109513536272 Long DBT CORP CH N 2 2024-08-09 Fixed 4.75000000 N N N N N N Babson CLO Ltd 549300Q89L7I93JSRH83 06762DAA4 1500000.00000000 PA USD 1343138.93000000 0.114964445132 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 11.26775000 N N N N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 90011QAC4 2820000.00000000 PA USD 2744649.60000000 0.234925152789 Long DBT CORP TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAL9 512775.00000000 PA USD 500958.10000000 0.042878937327 Long LON CORP US N 2 2027-02-15 Floating 8.81306500 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22546QAP2 740000.00000000 PA USD 718649.09000000 0.061511949383 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REL4 5000000.00000000 PA USD 4315711.00000000 0.369398361842 Long ABS-O CORP US N 2 2027-08-20 Fixed 3.71000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 1810000.00000000 PA USD 1689485.31000000 0.144609568590 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Barings CLO Ltd. 2016-II 549300Z33CTC4YAKLT16 06761DAC1 500000.00000000 PA USD 463471.38000000 0.039670304274 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 12.08775000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 1480000.00000000 PA USD 1302170.01000000 0.111457757142 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -106985000.00000000 NC USD -322845.04000000 -0.02763355305 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-06-20 0.00000000 USD 0.00000000 USD 0.00000000 USD -106985000.00000000 USD 70.00000000 USD 2023-09-20 XXXX -183764.54000000 N N N Greystone Select Holdings LLC N/A 39808KAB3 2275200.00090000 PA USD 2161440.00000000 0.185005992111 Long LON CORP US N 2 2028-06-16 Floating 10.58173000 N N N N N N Phoenix Guarantor Inc 254900JIOIDL3GSUFE55 71913BAE2 1532191.84170000 PA USD 1523450.69000000 0.130398024620 Long LON CORP US N 2 2026-03-05 Floating 8.68313000 N N N N N N Fortress Credit BSL Limited N/A 34963GAE8 1000000.00000000 PA USD 859925.55000000 0.073604346879 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 12.69957000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 1010000.00000000 PA USD 1076184.29000000 0.092114767130 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N REPUBLIC OF GABON N/A 362420AE1 2260000.00000000 PA USD 1920864.40000000 0.164414197957 Long DBT NUSS GA N 2 2031-11-24 Fixed 7.00000000 N N N N N N Aimco N/A 00140LAK0 1450000.00000000 PA USD 1409371.77000000 0.120633569547 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 8.20796000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 990000.00000000 PA USD 977308.20000000 0.083651580955 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AJ7 610000.00000000 PA USD 36600.00000000 0.003132735265 Long DBT CORP CH N 2 N/A Variable 7.50000000 N N N N N N Popular ABS Mortgage Pass-Thro N/A 73316PCL2 1232539.22000000 PA USD 906532.60000000 0.077593624178 Long ABS-O CORP US N 2 2035-04-25 Variable 6.21700000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABF7 3060000.00000000 PA USD 3074154.83000000 0.263128777217 Long DBT CORP DK N 2 2026-01-09 Fixed 6.46600000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 453556.00000000 PA USD 428419.93000000 0.036670115381 Long DBT NUSS CI N 2 2032-12-31 Variable 5.75000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAG1 740000.00000000 PA USD 701851.37000000 0.060074167694 Long DBT CORP US N 2 2027-12-15 Fixed 5.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 790000.00000000 PA USD 787920.57000000 0.067441162723 Long DBT CORP KY N 2 2023-10-01 Fixed 5.12500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 790000.00000000 PA USD 767173.27000000 0.065665321238 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AU5 4500000.00000000 PA USD 4627728.99000000 0.396105185902 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N VT Topco Inc 5493007T812R37X02Y38 39355YAK0 701.30000000 PA USD 702.18000000 0.000060102296 Long LON CORP US N 2 2025-08-01 Floating 8.59030000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AG4 1040000.00000000 PA USD 1014436.80000000 0.086829561134 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 74339VAB4 3189625.00000000 PA USD 3119198.08000000 0.266984202838 Long LON CORP US N 2 2028-10-08 Floating 9.16865000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 1100000.00000000 PA USD 1054889.00000000 0.090292021065 Long DBT CORP CA N 2 2029-04-01 Fixed 6.12500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BL5 1190000.00000000 PA USD 1300456.99000000 0.111311133148 Long DBT CORP LR N 2 2027-08-15 Fixed 11.62500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 3800000.00000000 PA USD 3261271.72000000 0.279144834047 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -110.95000000 -0.00000949663 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -115640.59000000 NZD 71717.98000000 USD 2023-10-20 -110.95000000 N N N Apidos CLO Ltd 5493003SQW0Q40KVFQ19 03766AAE5 1000000.00000000 PA USD 932886.72000000 0.079849375028 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 12.33775000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 2140000.00000000 PA USD 1976186.60000000 0.169149438582 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 3830000.00000000 PA USD 3347454.47000000 0.286521548259 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 1916230.18000000 PA USD 1912091.12000000 0.163663259060 Long LON CORP US N 2 2028-02-24 Floating 9.06865000 N N N N N N Hayward Industries Inc 549300NV8ZMMEDUHQ091 421300AM6 1061975.00000000 PA USD 1051355.25000000 0.089989553764 Long LON CORP US N 3 2028-05-30 Floating 8.56865000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 1280000.00000000 PA USD 1202651.20000000 0.102939558081 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N XPO CNW INC N/A 12612WAB0 2425000.00000000 PA USD 2399295.00000000 0.205364919610 Long DBT CORP US N 2 2034-05-01 Fixed 6.70000000 N N N N N N SPX Flow, Inc. 5493003YXEKRBINIEM78 000000000 3180657.61000000 PA USD 3154814.77000000 0.270032772805 Long LON CORP US N 2 2029-04-05 Floating 9.81865000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 1020000.00000000 PA USD 860898.77000000 0.073687648535 Long DBT CORP US N 2 2029-06-15 Fixed 4.75000000 N N N N N N Freddie Mac - SCRT N/A 35563PMX4 2570000.00000000 PA USD 2166451.15000000 0.185434915781 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.50000000 N N N N N N National Collegiate Student Lo 635400YFCYTJSI5XDJ17 63543PBK1 1371679.31000000 PA USD 1203719.10000000 0.103030963764 Long ABS-O CORP US N 2 2035-03-26 Floating 5.79247000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AL4 2860000.00000000 PA USD 2688544.26000000 0.230122880189 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 3540000.00000000 PA USD 3489976.26000000 0.298720538357 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6802.43000000 0.000582246239 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -207950.15000000 USD 1029103.70000000 BRL 2023-10-20 6802.43000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 1640000.00000000 PA USD 1663619.02000000 0.142395572993 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N Berry Corp N/A 08579X101 44473.00000000 NS USD 346889.40000000 0.029691602635 Long EC CORP US N 1 N N N Voya CLO Ltd N/A 92916PAF1 2750000.00000000 PA USD 2582238.61000000 0.221023769298 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 12.53775000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 1152000.00000000 PA USD 917717.76000000 0.078551005194 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N Carval CLO LTD 254900KRTGHP264UWC15 14686BAA5 2790000.00000000 PA USD 2806570.71000000 0.240225219591 Long ABS-CBDO CORP JE N 2 2035-01-20 Floating 7.52614000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 400000.00000000 PA USD 204769.92000000 0.017527047803 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37330000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 780000.00000000 PA USD 684754.93000000 0.058610817407 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N NIDDA BONDCO GMBH 391200JPUEK6AMI9PQ76 000000000 1200000.00000000 PA 1311087.78000000 0.112221063496 Long DBT CORP DE N 2 2025-09-30 Fixed 5.00000000 N N N N N N Marathon CLO LTD N/A 56578HAJ5 460000.00000000 PA USD 460632.58000000 0.039427320426 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 8.88775000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AX6 3480000.00000000 PA USD 208800.00000000 0.017871997905 Long DBT CORP CH N 2 N/A Fixed 9.75000000 N N N N N N NCMF Trust N/A 628870AN7 750000.00000000 PA USD 717008.85000000 0.061371554911 Long ABS-MBS CORP US N 2 2039-03-15 Floating 10.34964000 N N N N N N College Ave Student Loans N/A 193938AD9 560000.00000000 PA USD 546912.18000000 0.046812324403 Long ABS-O CORP US N 2 2055-05-25 Fixed 6.06000000 N N N N N N KKR Financial CLO Ltd 549300I0HBY0ZQ3YIB77 48251GAC3 2270000.00000000 PA USD 2139770.39000000 0.183151206553 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 12.95957000 N N N N N N Bluemountain CLO Ltd N/A 09631DAA7 1380000.00000000 PA USD 1268209.10000000 0.108550911776 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 12.11173000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KDX4 660000.00000000 PA USD 674165.05000000 0.057704388704 Long ABS-MBS CORP US N 2 2033-08-25 Floating 8.46901000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 7930000.00000000 PA USD 7741352.75000000 0.662612261176 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46650BAA9 2750000.00000000 PA USD 27.50000000 0.000002353831 Long ABS-MBS CORP US N 2 2035-06-15 Floating 13.84413000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XQW7 2050000.00000000 PA USD 2198843.53000000 0.188207504610 Long ABS-MBS CORP US N 2 2030-02-25 Floating 9.33349000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 4150000.00000000 PA USD 4108018.19000000 0.351621132602 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 1736898.55000000 PA USD 1726451.11000000 0.147773614089 Long LON CORP US N 2 2028-02-01 Floating 9.16865000 N N N N N N Waterfall Commercial Mortgage N/A 94132LAA5 17177.35000000 PA USD 16413.72000000 0.001404913646 Long ABS-MBS CORP US N 2 2022-09-14 Variable 4.10370000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 169.00000000 NC USD -474697.54000000 -0.04063119463 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 20245057.76000000 USD -474697.54000000 N N N Saranac CLO LTD 5493000LWP4BVD5LGS13 803169AW1 605000.00000000 PA USD 505115.24000000 0.043234762985 Long ABS-CBDO CORP JE N 2 2030-06-22 Floating 8.77029000 N N N N N N TKC HOLDINGS INC N/A 87256YAC7 760000.00000000 PA USD 669931.59000000 0.057342030523 Long DBT CORP US N 2 2028-05-15 Fixed 6.87500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAN2 1660000.00000000 PA USD 1657691.77000000 0.141888236788 Long DBT CORP US N 2 2030-04-15 Fixed 8.87500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 1200000.00000000 PA USD 1021905.65000000 0.087468848833 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 2715000.00000000 PA USD 2852786.25000000 0.244180986038 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69690CAJ2 2550000.00000000 PA USD 2578427.30000000 0.220697544564 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 10.70796000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 1160000.00000000 PA USD 1002521.30000000 0.085809667499 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N Precision Medicine Group LLC 5493005RG0LYTBKL8W81 74028HAE5 1172033.24150000 PA USD 1148592.58000000 0.098312472145 Long LON CORP US N 3 2027-11-18 Floating 8.34187000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 2560000.00000000 PA USD 2058297.34000000 0.176177613742 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N ML-CFC Commercial Mortgage Tru N/A 55312YAH5 54616.05000000 PA USD 13946.77000000 0.001193757874 Long ABS-MBS CORP US N 2 2048-08-12 Variable 5.45000000 N N N N N N Bravo Mortgage Asset Trust N/A 105667AD1 2454579.49000000 PA USD 2086977.49000000 0.178632458477 Long ABS-O CORP US N 2 2036-07-25 Floating 6.01247000 N N N N N N Citigroup Commercial Mortgage N/A 17291NAA9 1970000.00000000 PA USD 1953951.00000000 0.167246207755 Long ABS-MBS CORP US N 2 2028-06-10 Variable 5.81960500 N N N N N N Wind River CLO Ltd N/A 97316MAA4 1190000.00000000 PA USD 1112460.25000000 0.095219766561 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 12.61957000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 07335BAA4 1720000.00000000 PA USD 627800.00000000 0.053735825120 Long DBT CORP US N 2 2027-07-15 Fixed 10.62500000 N N N N N N Credit Suisse Mortgage Trust N/A 12663TAA7 575273.75000000 PA USD 527686.76000000 0.045166746501 Long ABS-MBS CORP US N 2 2062-04-25 Variable 3.90435000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 1610000.00000000 PA USD 1625077.30000000 0.139096638418 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 74339VAE8 520000.00000000 PA USD 490318.40000000 0.041968244338 Long LON CORP US N 2 2029-10-08 Floating 11.41865000 N N N N N N GSMPS Mortgage Loan Trust N/A 3623413E7 572754.35000000 PA USD 499436.01000000 0.042748655769 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 500000.00000000 PA USD 396100.00000000 0.033903727827 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 600000.00000000 PA USD 591979.36000000 0.050669798285 Long DBT CORP KY N 2 2025-08-08 Variable 5.62500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 1510000.00000000 PA USD 1434702.51000000 0.122801725353 Long DBT CORP US N 2 2026-04-01 Variable 4.70000000 N N N N N N VT Topco Inc 5493007T812R37X02Y38 39355YAJ3 1608426.49000000 PA USD 1610437.02000000 0.137843520346 Long LON CORP US N 2 2025-08-01 Floating 9.18313000 N N N N N N Peace Park CLO, Ltd. 549300XHXTUZ93V6SK42 70470NAA1 1250000.00000000 PA USD 1146574.03000000 0.098139696660 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 11.58775000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 2010000.00000000 PA USD 1748214.36000000 0.149636414656 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BX Trust N/A 123918AA2 660000.00000000 PA USD 659922.25000000 0.056485292479 Long ABS-MBS CORP US N 2 2040-06-15 Floating 7.50264000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 455.00000000 NC -1364654.28000000 -0.11680602698 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2023-12-19 133184746.92000000 USD -1364654.28000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 430000.00000000 PA USD 449157.62000000 0.038445134309 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 440000.00000000 PA USD 364107.48000000 0.031165364559 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 5440000.00000000 PA USD 5152537.89000000 0.441025605259 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 2540000.00000000 PA USD 2237768.52000000 0.191539244743 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BM1 540000.00000000 PA USD 638653.69000000 0.054664834339 Long DBT CORP US N 2 2032-03-15 Variable 8.75000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12768EAG1 837900.00000000 PA USD 839471.06000000 0.071853568132 Long LON CORP US N 2 2030-02-06 Floating 8.66865000 N N N N N N Agiliti Health Inc 25490002CCQ55NKGNB14 00847YAE2 1700000.00000000 PA USD 1698946.00000000 0.145419345563 Long LON CORP US N 2 2030-05-01 Floating 8.24665000 N N N N N N Dryden Senior Loan Fund 254900JFO9XUH2EREJ70 26252KAJ4 1450000.00000000 PA USD 1357025.37000000 0.116153039130 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 12.16957000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4401.17000000 0.000376713127 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -15390883.70000000 EUR 16993690.33000000 USD 2023-10-20 4401.17000000 N N N ALLIED UNIVERSAL N/A 019576AA5 1350000.00000000 PA USD 1290377.93000000 0.110448427501 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N Symphony CLO Ltd 54930094HTRXFLXUBV36 87169VAA3 2510000.00000000 PA USD 2524697.41000000 0.216098595898 Long ABS-CBDO CORP JE N 2 2034-10-20 Floating 7.62614000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92925CBA9 28743.01000000 PA USD 27441.06000000 0.002348786239 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.95247000 N N N N N N Morgan Stanley Capital Inc N/A 61744CCH7 1768089.04000000 PA USD 1729865.43000000 0.148065858916 Long ABS-MBS CORP US N 2 2034-04-25 Floating 6.22247000 N N N N N N CO-OP GRP HLDS 213800TAO69X5H284Q39 000000000 1650000.00000000 PA 2012531.76000000 0.172260361108 Long DBT CORP GB N 2 2026-07-08 Variable 7.50000000 N N N N N N Multifamily Trust N/A 62547L103 387166.87000000 PA USD 386186.18000000 0.033055165709 Long ABS-MBS CORP US N 2 2046-04-25 Variable 0.01000000 N N N N N N DCert Buyer Inc 549300EF826JEEUCHZ67 24022KAB5 4358665.28340000 PA USD 4347768.62000000 0.372142297271 Long LON CORP US N 2 2026-10-16 Floating 9.26374000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AP4 3060000.00000000 PA USD 3181751.74000000 0.272338412035 Long DBT CORP US N 2 2028-09-15 Fixed 8.37500000 N N N N N N MASTR Reperforming Loan Trust N/A 576436AT6 17304.59000000 PA USD 12726.65000000 0.001089323094 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 7.00000000 N N N N N N TRANSALTA CORP GJZNVO2UY6DNFNIYH321 89346DAH0 1010000.00000000 PA USD 1049006.20000000 0.089788489507 Long DBT CORP CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 1940000.00000000 PA USD 1996454.00000000 0.170884203574 Long DBT CORP BM N 2 2031-07-15 Fixed 9.12500000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 1200000.00000000 PA USD 1180407.73000000 0.101035653631 Long DBT CORP US N 2 2026-10-15 Variable 9.00000000 N N N N N N Bain Capital Credit CLO, Limit 549300OV3LSQ8RJ1DY13 05685NAA8 2630000.00000000 PA USD 2622408.19000000 0.224462038692 Long ABS-CBDO CORP JE N 2 2036-04-16 Floating 6.57285000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 3600000.00000000 PA 3673514.38000000 0.314430274450 Long DBT CORP NL N 2 N/A Fixed 4.62500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 102.00000000 NC USD 156825.00000000 0.013423257047 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 50.00000000 4300.00000000 USD 2023-10-20 XXXX -66514.20000000 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 1890000.00000000 PA USD 1695969.39000000 0.145164566024 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163VAL1 2571000.00000000 PA USD 1817417.79000000 0.155559803334 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 4.00000000 N N N N N N VT Topco Inc 5493007T812R37X02Y38 91838LAE0 1340000.00000000 PA USD 1346700.00000000 0.115269250858 Long LON CORP US N 3 2026-07-31 Floating 12.18313000 N N N N N N Towd Point Mortgage Trust N/A 89171YAG6 2540000.00000000 PA USD 2133353.87000000 0.182601991840 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.57383500 N N N N N N MAGNOLIA FINANCE X DAC 2019-1 213800FNSN9L4EI3LC40 55960WAB7 930000.00000000 PA USD 900849.42000000 0.077107178866 Long ABS-O CORP IE N 2 2024-08-09 Floating 8.53073000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 3180000.00000000 PA USD 3372676.20000000 0.288680373478 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 4610000.00000000 PA USD 2832528.71000000 0.242447065001 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N WP CPP HOLDINGS LLC 549300HT8KGOLU7VM426 000000000 1460000.00000000 PA USD 1168000.00000000 0.099973628130 Long LON CORP US N 2 2026-04-30 Floating 0.01000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 760000.00000000 PA USD 394346.60000000 0.033753647553 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N Equinox Holdings Inc 549300W05QKLNGQIIA73 29446CAR5 388000.00000000 PA USD 366660.00000000 0.031383844597 Long LON CORP US N 2 2024-03-08 Floating 14.63443000 N N N N N N BERRY PETROLEUM CO LLC DQ2XTZKV7SILNNV77403 08580BAA4 6340000.00000000 PA USD 6046022.06000000 0.517502363950 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N Vertex Aerospace Services Corp 549300YOTFEWSPUJ2D47 92532MAE5 3028034.09000000 PA USD 3037496.70000000 0.259991066381 Long LON CORP US N 2 2028-12-06 Floating 9.06865000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 1044000.00000000 PA USD 956043.00000000 0.081831410409 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 3900000.00000000 PA USD 3925291.50000000 0.335980849935 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336V308 302326.00000000 NS USD 10052339.50000000 0.860418536826 Long EP CORP US N 3 N N N U.S. Renal Care Inc 54930058SS5MF69JGN89 90290PAN4 3583297.32320000 PA USD 1823378.76000000 0.156070025764 Long LON CORP US N 2 2026-06-26 Floating 10.18800000 N N N N N N Home Equity Asset Trust N/A 437084NG7 1190000.00000000 PA USD 1092923.49000000 0.093547539866 Long ABS-MBS CORP US N 2 2035-12-25 Floating 6.35747000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 5010000.00000000 PA USD 4638811.00000000 0.397053737911 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 3640000.00000000 PA USD 3620762.60000000 0.309915045993 Long DBT CORP US N 2 2025-12-01 Fixed 5.62500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -102.00000000 NC USD -72675.00000000 -0.00622053375 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 50.00000000 4000.00000000 USD 2023-10-20 XXXX 32935.80000000 N N N EARTHSTONE ENERGY HOL 549300HGVO86L8G72J25 27034RAC7 1920000.00000000 PA USD 1984158.41000000 0.169831776569 Long DBT CORP US N 2 2031-07-15 Fixed 9.87500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17330VAA4 1215999.01000000 PA USD 1209445.38000000 0.103521098171 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.17000000 N N N N N N HERO FUNDING TRUST 2016-1 N/A 000000000 2276042.95000000 PA USD 298714.70000000 0.025568144122 Long DBT CORP US N 2 2041-09-20 None 0.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 1140000.00000000 PA USD 705616.91000000 0.060396474796 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 16100000.00000000 NC USD 132459.76000000 0.011337742113 N/A DFE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A GBP 2023-10-12 16100000.00000000 USD 1.26400000 USD 2023-10-12 XXXX 20564.76000000 N N N Multifamily Connecticut Avenue 549300HG8ZEWVWVSN227 62547NAB5 1995991.21000000 PA USD 1968688.65000000 0.168507660102 Long ABS-MBS USGA US N 2 2049-10-25 Floating 8.43349000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 3120000.00000000 PA USD 2803699.70000000 0.239979478764 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N COMERICA BANK 70WY0ID1N53Q4254VH70 20034DJA8 3410000.00000000 PA USD 3255721.27000000 0.278669749608 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PES4 2160843.14000000 PA USD 1992720.25000000 0.170564617501 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.75000000 N N N N N N Towd Point Mortgage Trust N/A 89178BBA1 2570000.00000000 PA USD 1836693.68000000 0.157209701159 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAB4 2820000.00000000 PA USD 2560390.80000000 0.219153730914 Long DBT CORP MX N 2 N/A Fixed 7.50000000 N N N N N N Global Tel Link Corp 549300YI0BNF11FDQE44 37959JAB7 210841.87100000 PA USD 198701.60000000 0.017007636872 Long LON CORP US N 2 2025-11-29 Floating 9.61080500 N N N N N N Freddie Mac - SCRT N/A 35563PPH6 4080000.00000000 PA USD 3487049.52000000 0.298470027384 Long ABS-MBS CORP US N 2 2059-08-25 Variable 4.25000000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283EAH6 2129246.24000000 PA USD 2133249.22000000 0.182593034443 Long LON CORP US N 2 2029-04-02 Floating 9.66865000 N N N N N N Redstone Holdco 2 LP N/A 75774EAG0 2293245.97000000 PA USD 1768310.50000000 0.151356520844 Long LON CORP US N 2 2028-04-27 Floating 10.16247000 N N N N N N Oaktree CLO Ltd 549300BJ8TRWJ20BLC43 67401XAJ0 500000.00000000 PA USD 455785.90000000 0.039012474378 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 9.40718000 N N N N N N CFK Trust N/A 12529AAJ3 2030000.00000000 PA USD 1591613.79000000 0.136232367438 Long ABS-MBS CORP US N 2 2039-03-15 Variable 3.45750000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AN4 1150000.00000000 PA USD 1096681.98000000 0.093869243532 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N LEGENDS HOSPITALITY HOLD N/A 52473NAA6 2000000.00000000 PA USD 1878050.00000000 0.160749548210 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJA8 2350000.00000000 PA USD 2360140.25000000 0.202013513432 Long ABS-MBS CORP US N 2 2034-01-25 Floating 8.11901000 N N N N N N Freddie Mac - SCRT N/A 35563PTU3 2150000.00000000 PA USD 1839184.39000000 0.157422890641 Long ABS-MBS CORP US N 2 2060-05-25 Variable 4.25000000 N N N N N N CGDB Commercial Mortgage Trust N/A 125284AA7 1200000.00000000 PA USD 1182664.68000000 0.101228834692 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.28612000 N N N N N N Marble Point CLO Ltd. 254900N4UCG37B1HFL93 56608KAG8 1400000.00000000 PA USD 1292706.71000000 0.110647756769 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 9.11775000 N N N N N N Deerfield Dakota Holding LLC 549300FDREJLOIGXY104 24440EAG2 1180000.00000000 PA USD 1109200.00000000 0.094940709179 Long LON CORP US N 2 2028-04-07 Floating 12.28786000 N N N N N N WWEX Uni Topco Holdings LLC 254900XFGYPZZSG8I385 00435UAB4 2803966.66000000 PA USD 2700570.39000000 0.231152243073 Long LON CORP US N 2 2028-07-26 Floating 9.50348000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -42192.60000000 -0.00361142748 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -3478006.53000000 USD 2676625.00000000 GBP 2023-10-16 -42192.60000000 N N N Cook Park CLO, Ltd N/A 21623RAA1 1500000.00000000 PA USD 1224452.30000000 0.104805598376 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 10.96957000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 1270000.00000000 PA USD 1268984.00000000 0.108617238458 Long DBT CORP GB N 2 N/A Fixed 7.75000000 N N N N N N Option Care Health Inc 549300DI3Q5ACSYJRI17 68404YAB0 2824283.85000000 PA USD 2828266.09000000 0.242082210903 Long LON CORP US N 2 2028-10-27 Floating 8.18313000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 1500000.00000000 PA USD 1522005.00000000 0.130274282433 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N GS Mortgage-Backed Securities N/A 36261WAB3 2520000.00000000 PA USD 2005256.23000000 0.171637620414 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.00000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 1570000.00000000 PA USD 1555630.73000000 0.133152438449 Long DBT CORP US N 2 2030-06-15 Fixed 6.37500000 N N N N N N VERICAST CORP 549300J73P7FL8TVF308 92342NAK9 750000.00000000 PA USD 848403.75000000 0.072618151547 Long DBT CORP US N 2 2027-12-15 Fixed 12.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -7889.85000000 -0.00067532271 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -649704.75000000 USD 500000.00000000 GBP 2023-10-20 -7889.85000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 84.00000000 NC -240937.31000000 -0.02062275430 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2023-09-19 24372644.46000000 USD -240937.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -90776.92000000 -0.00776994695 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11312245.86000000 USD 1576322999.00000000 JPY 2023-10-20 -90776.92000000 N N N ML-CFC Commercial Mortgage Tru N/A 55312YAR3 10730.07000000 PA USD 2740.02000000 0.000234528887 Long ABS-MBS CORP US N 2 2048-08-12 Variable 5.45000000 N N N N N N 2023-09-19 Legg Mason Partners Income Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer