NPORT-P false 0000810893 XXXXXXXX S000029813 C000091652 C000091653 C000091649 C000200463 C000091648 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO High Yield Spectrum Fund S000029813 XCZ3FIMJ83Q4C0RCNL56 2026-03-31 2025-09-30 N 523613134.840000 18813378.060000 504799756.780000 0.000000 0.000000 1900177.560000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 600000.000000 0.000000 0.000000 7827807.900000 EUR USD TRY CAD ZAR AUD GBP N ICE DevMkts High Yield Constrained Hedged USD Index HYDC NIELSEN (NEPTUNE BIDCO US INC) 549300VG15T3VCYZ4531 64069JAC6 650001.410000 PA USD 620429.600000 0.122906 Long LON CORP US N 2 2029-04-11 Floating 9.4294 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AP1 400000.000000 PA USD 396631.080000 0.078572 Long DBT CORP US N 2 2033-08-15 Fixed 7.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 55754.270000 0.0110448 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2028-06-20 44773.920000 USD 0.000000 USD 550000.000000 USD 10980.350000 N N N MOSS CREEK RESOURCES HOLDINGS INC 54930037SLMSPWKYIX36 61965RAC9 325000.000000 PA USD 318707.480000 0.0631354 Long DBT CORP US N 2 2031-09-01 Fixed 8.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 2324.420000 0.0004605 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOFTBANK GROUP CORP SOFTBANK GROUP CORP SR UNSEC Y Single Leg Swap 2026-06-20 0.000000 USD -17004.000000 USD 2000000.000000 USD 19328.420000 N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57164PAH9 175000.000000 PA USD 168988.100000 0.0334763 Long DBT CORP US N 2 2029-06-15 Fixed 4.5 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92840JAB5 450000.000000 PA USD 438990.080000 0.0869632 Long DBT CORP MT N 2 2030-02-01 Fixed 6.375 N N N N N N N/A N/A 000000000 1.000000 NC -123.810000 -0.0000245 N/A DFE SG N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 82083.680000 USD 105447.980000 SGD 2025-11-04 -123.810000 N N N EUC (MODENA BUYER LLC) 254900B0G2IU0VBDOY26 60753DAC8 204147.320000 PA USD 201887.410000 0.0399936 Long LON CORP US N 2 2031-07-01 Floating 8.8079 N N N N N N WEATHERFORD INTERNATIONAL LTD 549300A2JKMG5PGOGF82 947075AW7 1300000.000000 PA USD 1301716.790000 0.257868 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 550000.000000 PA USD 568702.200000 0.112659 Long DBT CORP US N 2 2030-06-01 Fixed 9.25 N N N N N N N/A N/A 000000000 1.000000 NC -291.150000 -0.0000577 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 33086.000000 AUD 21601.850000 USD 2025-10-02 -291.150000 N N N FREEDOM MORTGAGE HOLDINGS LLC 254900ROJ91RGM43S156 35641AAC2 750000.000000 PA USD 786735.000000 0.155851 Long DBT CORP US N 2 2032-04-01 Fixed 8.375 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC N/A ACI1W6764 800000.000000 PA 898828.980000 0.178057 Long DBT CORP US N 2 2028-09-01 Fixed 2 N N N N N N MELCO RESORTS FINANCE LIMITED 5493000FQDBWKDBZEF60 58547DAH2 325000.000000 PA USD 340954.700000 0.0675426 Long DBT CORP KY N 2 2032-04-17 Fixed 7.625 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 1050000.000000 PA USD 1030980.580000 0.204236 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCN1 725000.000000 PA USD 660251.120000 0.130795 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N CLEARWATER ANALYTICS LLC 894500N8DN2JO5ZDRQ11 18512EAF9 800000.000000 PA USD 803000.000000 0.159073 Long LON CORP US N 2 2032-04-21 Floating 6.4605 N N N N N N NOVELIS CORPORATION 549300G5F3W3B52WYL23 670001AL0 575000.000000 PA USD 596737.300000 0.118213 Long DBT CORP US N 2 2030-01-30 Fixed 6.875 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAB9 800000.000000 PA USD 755618.480000 0.149687 Long DBT CORP US N 2 2031-08-15 Fixed 4.125 N N N N N N JANE STREET GROUP / JSG FINANCE INC N/A 47077WAE8 1600000.000000 PA USD 1663062.900000 0.32945 Long DBT CORP US N 2 2033-05-01 Fixed 6.75 N N N N N N GREYSTAR REAL ESTATE PARTNERS LLC 254900HGC806SXAS4M46 39807UAD8 300000.000000 PA USD 317373.000000 0.0628711 Long DBT CORP US N 2 2030-09-01 Fixed 7.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -67358.490000 -0.0133436 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-12-17 0.000000 USD -85176.000000 USD 4100000.000000 USD 17817.510000 N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAB6 150000.000000 PA USD 152987.250000 0.0303065 Long DBT CORP US N 2 2030-09-15 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC USD 43450.310000 0.0086074 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2027-12-20 50001.580000 USD 0.000000 USD 500000.000000 USD -6551.270000 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 900000.000000 PA USD 886899.380000 0.175693 Long DBT CORP US N 2 2029-04-15 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC 3445.380000 0.0006825 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 109180.000000 USD 373046.220000 ILS 2025-10-15 3445.380000 N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 9000.000000 PA USD 7838.330000 0.0015528 Long DBT CORP US N 2 2029-02-15 Fixed 4.25 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 300000.000000 PA USD 282290.220000 0.0559212 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 400000.000000 PA USD 421787.600000 0.0835554 Long DBT CORP US N 2 2029-11-30 Fixed 9.375 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307BA4 1125000.000000 PA USD 429648.860000 0.0851127 Long DBT CORP US N 2 2030-01-15 Fixed 5.75 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAS4 1100000.000000 PA USD 1099208.060000 0.217751 Long DBT CORP SG N 2 2034-12-01 Fixed 5.75 N N N N N N ONEMAIN FINANCE CORPORATION 5493008I795YYBFWFU90 85172FAR0 1000000.000000 PA USD 989492.700000 0.196017 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N N/A N/A 000000000 1.000000 NC -2985.890000 -0.0005915 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 345808.680000 USD 292000.000000 EUR 2025-10-02 -2985.890000 N N N N/A N/A 000000000 1.000000 NC -822.940000 -0.000163 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 191639.000000 USD 693739.310000 PLN 2025-10-22 -822.940000 N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAF3 1900000.000000 PA USD 1849578.560000 0.366399 Long DBT CORP US N 2 2027-08-31 Fixed 3.375 N N N N N N IQVIA INC 549300PLWY28YB00C717 ACI1DMVN6 1500000.000000 PA 1724914.510000 0.341703 Long DBT CORP US N 2 2028-01-15 Fixed 2.25 N N N N N N NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC) 254900QKSDYFR3K5YD98 18972EAC9 300000.000000 PA USD 308117.760000 0.0610376 Long DBT CORP US N 2 2030-01-15 Fixed 6.875 N N N N N N CLUB CAR (MAJORDRIVE HOLDINGS IV LLC) 25490044R1FR5N8FIT62 56085RAA8 75000.000000 PA USD 61835.510000 0.0122495 Long DBT CORP US N 2 2029-06-01 Fixed 6.375 N N N N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 280000.000000 PA USD 289775.920000 0.0574041 Long DBT CORP US N 2 2031-06-15 Fixed 7.5 N N N N N N SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMONS PET FOOD INC/SIMMONS FEED N/A 82873MAA1 1450000.000000 PA USD 1392273.180000 0.275807 Long DBT CORP US N 2 2029-03-01 Fixed 4.625 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 071734AQ0 289000.000000 PA USD 300831.420000 0.0595942 Long DBT CORP CA N 2 2028-09-30 Fixed 11 N N N N N N ROSSINI SARL 549300EC5JCCW6F83R11 ACI2Q1YD5 100000.000000 PA 124102.180000 0.0245844 Long DBT CORP LU N 2 2029-12-31 Fixed 6.75 N N N N N N DREAM FINDERS HOMES INC N/A 26154DAB6 400000.000000 PA USD 402756.000000 0.0797853 Long DBT CORP US N 2 2030-09-15 Fixed 6.875 N N N N N N N/A N/A 000000000 1.000000 NC -3393.160000 -0.0006722 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 372855.160000 ILS 109180.000000 USD 2025-11-13 -3393.160000 N N N HAWAIIAN ELECTRIC COMPANY 549300PQE8D806LWQV52 419866AV0 500000.000000 PA USD 504658.630000 0.099972 Long DBT CORP US N 2 2033-10-01 Fixed 6 N N N N N N NOVELIS CORPORATION 549300G5F3W3B52WYL23 670001AN6 800000.000000 PA USD 808856.560000 0.160233 Long DBT CORP US N 2 2033-08-15 Fixed 6.375 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 29279UAB2 494832.040000 PA USD 358753.230000 0.0710684 Long LON CORP US N 3 2028-02-10 Floating 7.8375 N N N N N N CMA CGM SA 969500BZJ49IICIBZZ08 ACI2Y8R15 750000.000000 PA 896753.070000 0.177645 Long DBT CORP FR N 2 2031-01-15 Fixed 5 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BG6 450000.000000 PA USD 458848.770000 0.0908972 Long DBT CORP LR N 2 2028-04-01 Fixed 5.5 N N N N N N NATURE COAST RE LTD N/A 63901CAE1 250000.000000 PA USD 261537.500000 0.0518101 Long DBT CORP BM N 2 2033-04-10 Floating 13.6798 N N N N N N N/A N/A 000000000 1.000000 NC 4646.650000 0.0009205 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 750000.000000 GBP 1013321.250000 USD 2025-10-02 4646.650000 N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307AQ0 375000.000000 PA USD 356247.470000 0.070572 Long DBT CORP US N 2 2027-04-15 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -578.670000 -0.0001146 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 193864.300000 ILS 57950.380000 USD 2025-10-15 -578.670000 N N N INCORA INTERMEDIATE II LLC N/A 955PRK007 164189.440000 PA USD 265636.370000 0.0526221 Long DBT CORP US Y 3 2033-01-30 Fixed 6 N N Y Y N INCORA TOP HOLDCO LLC USD XXXX N N N AETHON UNITED BR LP / AETHON UNITED FINANCE CORP N/A 00810GAD6 525000.000000 PA USD 547911.530000 0.10854 Long DBT CORP US N 2 2029-10-01 Fixed 7.5 N N N N N N ULTIMATE KRONOS GROUP INC 529900FKHWSTQ1GXK240 89841EAB1 346500.000000 PA USD 346546.780000 0.0686503 Long LON CORP US N 2 2031-02-10 Floating 6.81 N N N N N N TRANSOCEAN INTERNATIONAL LIMITED DOL4HJ22ADYSIWES4H94 893830BX6 375000.000000 PA USD 394851.010000 0.0782193 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75 N N N N N N N/A N/A 000000000 1.000000 NC -1097.230000 -0.0002174 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 243000.000000 EUR 284197.080000 USD 2025-10-02 -1097.230000 N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 ACI1NZ8Z5 500000.000000 PA 579165.580000 0.114732 Long DBT CORP FR N 2 2027-07-23 Fixed 3.25 N N N N N N TRUIST INSURANCE HOLDINGS LLC / PANTHER CO-ISSUER INC N/A 69867RAA5 1400000.000000 PA USD 1457145.200000 0.288658 Long DBT CORP US N 2 2031-06-01 Fixed 7.125 N N N N N N INTELSAT SA 549300YV2L21F4K80V46 000000000 28420.000000 NS USD 0.030000 0 Long EC CORP LU Y 3 N N N N/A N/A 000000000 1.000000 NC -1383.780000 -0.0002741 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1517793.590000 ZAR 86201.000000 USD 2025-11-20 -1383.780000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 100000.000000 PA USD 110569.400000 0.0219036 Long DBT CORP CH N 2 2028-11-13 Floating 9.25 N N N N Y UBS GROUP AG CHF XXXX N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAC7 1850000.000000 PA USD 1668218.720000 0.330471 Long DBT CORP US N 2 2033-11-01 Fixed 3.875 N N N N N N N/A N/A 000000000 1.000000 NC 7.950000 0.0000016 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 21791.290000 USD 376472.860000 ZAR 2025-10-02 7.950000 N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP N/A 91740PAH1 600000.000000 PA USD 602670.130000 0.119388 Long DBT CORP US N 2 2033-10-01 Fixed 6.25 N N N N N N AMSURG LLC N/A 949ABFII9 414499.760000 PA USD 426934.750000 0.0845751 Long LON CORP US N 3 2028-09-15 Fixed 12.2297 N N Y N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAF3 400000.000000 PA USD 413275.200000 0.0818691 Long DBT CORP US N 2 2030-01-31 Fixed 8.875 N N N N N N AMEX GBT (GBT US III LLC) N/A 36154HAC4 398000.000000 PA USD 399333.300000 0.0791073 Long LON CORP US N 2 2031-07-25 Floating 6.8138 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AM9 300000.000000 PA USD 320617.670000 0.0635138 Long DBT CORP US N 2 2028-12-12 Fixed 7.2 N N N N N N PICARD GROUPE SAS 969500C0PA29TV19CT55 ACI2PTF79 400000.000000 PA 492715.130000 0.0976061 Long DBT CORP FR N 2 2029-07-01 Fixed 6.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RM1 1400000.000000 PA USD 1394706.570000 0.276289 Long DBT UST US N 2 2025-11-04 None 0 N N N N N N ONEMAIN FINANCE CORPORATION 5493008I795YYBFWFU90 682691AL4 500000.000000 PA USD 506722.500000 0.100381 Long DBT CORP US N 2 2030-05-15 Fixed 6.125 N N N N N N KIOXIA HOLDINGS CORPORATION 35380080RTKRARNH4R73 49726JAB4 1100000.000000 PA USD 1132070.500000 0.224261 Long DBT CORP JP N 2 2033-07-24 Fixed 6.625 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAG3 475000.000000 PA USD 488960.730000 0.0968623 Long DBT CORP US N 2 2032-06-01 Fixed 6.25 N N N N N N PRESIDIO (FORTRESS INTERMEDIATE 3 INC) 254900NLAZ3JQJW5JP75 34966LAD6 893250.000000 PA USD 898832.810000 0.178057 Long LON CORP US N 2 2031-06-27 Floating 7.2549 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 071734AH0 300000.000000 PA USD 257724.000000 0.0510547 Long DBT CORP CA N 2 2028-01-30 Fixed 5 N N N N N N NCR VOYIX CORPORATION 549300YKTY8JX1DV2R67 62886EAZ1 200000.000000 PA USD 191000.000000 0.0378368 Long DBT CORP US N 2 2030-10-01 Fixed 5.25 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 ACI1SYX10 1400000.000000 PA 1615198.680000 0.319968 Long DBT CORP DE N 2 2027-05-25 Fixed 2.75 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1FYG47 1250000.000000 PA 1567522.740000 0.310524 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI0ZY1X9 750000.000000 PA 965553.940000 0.191275 Long DBT CORP IT N 2 2028-01-18 Floating 7.708 N N N N N N AMERICAN AXLE & MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406PBC3 400000.000000 PA USD 399574.630000 0.0791551 Long DBT CORP US N 2 2032-10-15 Fixed 6.375 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAD4 350000.000000 PA USD 355680.500000 0.0704597 Long DBT CORP US N 2 2029-06-15 Fixed 8.375 N N N N N N N/A N/A 000000000 1.000000 NC -865.170000 -0.0001714 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2780614.440000 USD 3868390.810000 CAD 2025-10-02 -865.170000 N N N STEPSTONE GROUP MIDCO 2 GMBH 894500DB5T5ENCFFQU61 BA000BNR8 525000.000000 PA 607901.420000 0.120424 Long LON CORP US N 2 2032-04-26 Floating 6.673 N N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 ACI0VFC12 825000.000000 PA 1087034.680000 0.21534 Long DBT CORP GB N 2 2027-03-01 Variable 3.875 N N N N N N N/A N/A 000000000 1.000000 NC -110.190000 -0.0000218 N/A DFE AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 44078.000000 AUD 29056.220000 USD 2025-10-02 -110.190000 N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAD7 1300000.000000 PA USD 1194307.530000 0.23659 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N ALTICE FRANCE 5493001ZMCICV4N02J21 02156LAA9 1050000.000000 PA USD 1004550.980000 0.199 Long DBT CORP FR N 2 2027-02-01 Fixed 8.125 N N N N N N GERMANY GOVT 529900AQBND3S6YJLY83 ACI2MH298 11200000.000000 PA 13126356.030000 2.60031 Long DBT NUSS DE N 2 2029-04-12 Fixed 2.1 N N N N N N N/A N/A 000000000 1.000000 NC -23899.040000 -0.0047344 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2056-03-18 0.000000 EUR -22331.630000 EUR 1300000.000000 EUR -1567.410000 N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414HAG8 725000.000000 PA USD 755716.800000 0.149706 Long DBT CORP US N 2 2028-08-28 Variable 6.65 N N N N N N ESSENDI SA 2221000MD2YP7WLTNC52 ACI2RWNX4 400000.000000 PA 484288.600000 0.0959368 Long DBT CORP LU N 2 2031-11-15 Fixed 5.5 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307AY3 400000.000000 PA USD 290024.800000 0.0574534 Long DBT CORP US N 2 2028-04-01 Fixed 7.5 N N N N N N TRANSNET 378900B07CD6F01EA796 BA000FR04 13571428.570000 PA 776557.460000 0.153835 Long LON CORP ZA N 3 2028-03-02 Floating 11.125 N N N N N N SCIL IV LLC / SCIL USA HOLDINGS LLC N/A ACI2H3TZ8 300000.000000 PA 370865.010000 0.0734677 Long DBT CORP US N 2 2028-07-15 Fixed 9.5 N N N N N N VALARIS LIMITED N/A 91889FAC5 2150000.000000 PA USD 2232880.930000 0.44233 Long DBT CORP BM N 2 2030-04-30 Fixed 8.375 N N N N N N COTIVITI INC 254900YAQHVRTG4IFI64 22164MAB3 888766.920000 PA USD 874693.300000 0.173275 Long LON CORP US N 2 2031-05-01 Floating 6.8843 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AD6 1150000.000000 PA USD 1173230.440000 0.232415 Long DBT CORP US N 2 2034-01-15 Fixed 6.625 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAG7 600000.000000 PA USD 611393.500000 0.121116 Long DBT CORP US N 2 2033-08-15 Fixed 6.625 N N N N N N NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC) 254900QKSDYFR3K5YD98 18972EAB1 850000.000000 PA USD 873964.050000 0.173131 Long DBT CORP US N 2 2030-04-15 Fixed 8.75 N N N N N N N/A N/A 000000000 1.000000 NC 633.540000 0.0001255 N/A DFE PL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 203013.000000 USD 740317.360000 PLN 2025-10-15 633.540000 N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 425000.000000 PA USD 425299.330000 0.0842511 Long DBT CORP CA N 2 2029-02-01 Fixed 5.875 N N N N N N VISTRA ZERO OPERATING COMPANY LLC N/A 92841DAB7 447750.000000 PA USD 443693.390000 0.0878949 Long LON CORP US N 2 2031-04-30 Floating 6.1634 N N N N N N VNOM SUB INC 5299009LINL232255G03 92763MAA3 350000.000000 PA USD 350280.000000 0.0693899 Long DBT CORP US N 2 2027-11-01 Fixed 5.375 N N N N N N DYE & DURHAM LIMITED N/A 267486AA6 500000.000000 PA USD 494873.700000 0.0980337 Long DBT CORP CA N 2 2029-04-15 Fixed 8.625 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 681639AA8 1250000.000000 PA USD 1203111.250000 0.238334 Long DBT CORP US N 2 2028-10-01 Fixed 4.25 N N N N N N CARNIVAL PLC 4DR1VPDQMHD3N3QW8W95 ACI1GB6W5 1000000.000000 PA 1064987.010000 0.210972 Long DBT CORP GB N 2 2029-10-28 Fixed 1 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 1475000.000000 PA USD 1527791.730000 0.302653 Long DBT CORP US N 2 2032-05-15 Fixed 6.5 N N N N N N N/A N/A 000000000 5412.000000 NC USD 2056.560000 0.0004074 N/A DE US N 2 None N/A Call Purchased SPIRIT AVIATION HOLDINGS INC SPIRIT AVIATION HOLDINGS INC N/A 0.000000 USD 2099-12-31 XXXX -78513.940000 N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307BB2 800000.000000 PA USD 524532.000000 0.103909 Long DBT CORP US N 2 2030-12-01 Fixed 4.125 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 25461LAA0 369000.000000 PA USD 368864.580000 0.0730715 Long DBT CORP US N 2 2027-08-15 Fixed 5.875 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AG1 400000.000000 PA USD 404107.600000 0.080053 Long DBT CORP US N 2 2032-04-15 Fixed 6.5 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAE4 400000.000000 PA USD 410952.510000 0.081409 Long DBT CORP US N 2 2035-10-01 Fixed 6.75 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 ACI11P5J0 1125000.000000 PA 1360647.500000 0.269542 Long DBT CORP JP N 2 2028-04-15 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC 41060.800000 0.0081341 N/A DCR NL N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ZF EUROPE FINANCE BV ZF EUROPE FINANCE BV CO GTD SR UNSEC SMR Y Single Leg Swap 2030-06-20 13873.860000 EUR 0.000000 EUR 675000.000000 EUR 27186.940000 N N N JEFFERSON CAPITAL HOLDINGS LLC N/A 472481AC4 500000.000000 PA USD 523347.500000 0.103674 Long DBT CORP US N 2 2030-05-15 Fixed 8.25 N N N N N N CREDIT ACCEPTANCE CORPORATION N/A 225310AQ4 225000.000000 PA USD 236673.230000 0.0468846 Long DBT CORP US N 2 2028-12-15 Fixed 9.25 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBD6 375000.000000 PA USD 388176.880000 0.0768972 Long DBT CORP US N 2 2030-07-01 Fixed 6.5 N N N N N N INSTALLED BUILDING PRODUCTS INC 549300I95Y9P9YM5FI86 45780RAA9 800000.000000 PA USD 799379.360000 0.158356 Long DBT CORP US N 2 2028-02-01 Fixed 5.75 N N N N N N ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL N/A 019579AA9 1100000.000000 PA USD 1079141.250000 0.213776 Long DBT CORP US N 2 2028-06-01 Fixed 4.625 N N N N N N BAYER AKTIENGESELLSCHAFT 549300J4U55H3WP1XT59 ACI24JL69 600000.000000 PA 724186.550000 0.14346 Long DBT CORP DE N 2 2082-03-25 Floating 5.375 N N N N N N AMSURG (AMBULATORY TOPCO LLC) N/A 902RDL901 3438.000000 NS USD 155214.240000 0.0307477 Long EC CORP US Y 3 N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAC6 400000.000000 PA USD 424743.350000 0.084141 Long DBT CORP US N 2 2032-06-30 Fixed 8.25 N N N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 92858RAB6 2225000.000000 PA USD 2095663.640000 0.415148 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75 N N N N N N TGS ASA 549300NUPLAXPB0WYH90 87243KAA7 700000.000000 PA USD 721684.640000 0.142964 Long DBT CORP NO N 2 2030-01-15 Fixed 8.5 N N N N N N SLM CORP (SALLIE MAE) N/A 78442PGF7 975000.000000 PA USD 1016800.580000 0.201427 Long DBT CORP US N 2 2030-01-31 Fixed 6.5 N N N N N N ULTIMATE KRONOS GROUP INC 529900FKHWSTQ1GXK240 90279XAA0 1275000.000000 PA USD 1316552.250000 0.260807 Long DBT CORP US N 2 2031-02-01 Fixed 6.875 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 500000.000000 PA USD 506954.000000 0.100427 Long DBT CORP US N 2 2030-08-15 Fixed 5.625 N N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 ACI1GVJ64 200000.000000 PA 250749.730000 0.0496731 Long DBT CORP GB N 2 2029-09-01 Variable 4.125 N N N N N N GRAHAM PACKAGING COMPANY INC 549300YS0ZFT826HIK72 384701AA6 800000.000000 PA USD 802801.600000 0.159034 Long DBT CORP US N 2 2028-08-15 Fixed 7.125 N N N N N N ALTICE FRANCE 5493001ZMCICV4N02J21 F6628DAN4 694683.550000 PA USD 673843.040000 0.133487 Long LON CORP FR N 3 2028-08-15 Floating 9.48731 N N N N N N MEDIAPRO (SUBCALIDORA 2 SARL) N/A BA0007DG2 1000000.000000 PA 1179920.920000 0.23374 Long LON CORP ES N 3 2029-08-14 Floating 7.75 N N N N N N SYNLAB (EPHIOS SUBCO 3 SARL) 213800E4EG6VFUFVEH64 ACI2M2689 700000.000000 PA 878681.810000 0.174065 Long DBT CORP LU N 2 2031-01-31 Fixed 7.875 N N N N N N N/A N/A 000000000 1.000000 NC 290.900000 0.0000576 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 21612.440000 USD 33086.000000 AUD 2025-11-04 290.900000 N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 1125000.000000 PA USD 1158218.400000 0.229441 Long DBT CORP US N 2 2030-03-15 Fixed 6.125 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 200000.000000 PA USD 197754.050000 0.0391748 Long DBT CORP US N 2 2029-06-30 Fixed 5.875 N N N N N N SYNEOS HEALTH INC (STAR PARENT INC) 254900GRGCJYRMDRWT73 855170AA4 450000.000000 PA USD 476299.350000 0.0943541 Long DBT CORP US N 2 2030-10-01 Fixed 9 N N N N N N N/A N/A 000000000 1.000000 NC -289.050000 -0.0000573 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 190994.000000 USD 693335.340000 PLN 2025-10-22 -289.050000 N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAA4 325000.000000 PA USD 312952.970000 0.0619955 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 024747AG2 700000.000000 PA USD 664790.980000 0.131694 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AN1 1550000.000000 PA USD 1420040.720000 0.281308 Long DBT CORP US N 2 2032-02-15 Fixed 3.625 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC N/A ACI1DMVK2 200000.000000 PA 230966.420000 0.0457541 Long DBT CORP IE N 2 2026-08-15 Fixed 2.125 N N N N N N AVIS BUDGET FINANCE PLC 549300W3BJJPGKCIOI13 ACI2N08F4 200000.000000 PA 241826.310000 0.0479054 Long DBT CORP JE N 2 2029-02-28 Fixed 7 N N N N N N PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC 213800QSH7EDGMUDJW25 69828QAD9 800000.000000 PA USD 602940.000000 0.119441 Long DBT CORP GB N 2 2032-04-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -2871.090000 -0.0005688 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1692000.000000 EUR 1983622.630000 USD 2025-10-02 -2871.090000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797QP5 2900000.000000 PA USD 2888349.250000 0.572177 Long DBT UST US N 2 2025-11-06 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 3252.980000 0.0006444 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 484000.000000 EUR 571493.500000 USD 2025-10-02 3252.980000 N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 74825NAA5 1400000.000000 PA USD 1453054.670000 0.287848 Long DBT CORP US N 2 2032-04-30 Fixed 6.75 N N N N N N LOARRE INVESTMENTS SARL 549300VE6QY38GTUE732 ACI25QKY2 1350000.000000 PA 1638924.370000 0.324668 Long DBT CORP LU N 2 2029-05-15 Fixed 6.5 N N N N N N NCR VOYIX CORPORATION 549300YKTY8JX1DV2R67 62886EBA5 775000.000000 PA USD 763460.480000 0.15124 Long DBT CORP US N 2 2029-04-15 Fixed 5.125 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 275000.000000 PA USD 269067.230000 0.0533018 Long DBT CORP US N 2 2030-06-01 Fixed 4.625 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AC1 100000.000000 PA USD 98395.890000 0.0194921 Long DBT CORP US N 2 2029-06-01 Fixed 6 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658CA8 1000000.000000 PA USD 1018928.000000 0.201848 Long DBT CORP PA N 2 2032-08-01 Fixed 5.75 N N N N N N MAHLE GMBH 52990098TR1QJBWIYG58 ACI1XP2H2 700000.000000 PA 784044.150000 0.155318 Long DBT CORP DE N 2 2028-05-14 Fixed 2.375 N N N N N N INTELSAT SA 549300YV2L21F4K80V46 000000000 28420.000000 NS USD 338219.340000 0.0670007 Long EC CORP LU N 3 N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102CJ4 300000.000000 PA USD 289520.310000 0.0573535 Long DBT CORP US N 2 2030-06-15 Fixed 9 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 37960BAD7 700000.000000 PA USD 720954.500000 0.14282 Long DBT CORP US N 2 2032-10-01 Fixed 7.375 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 600000.000000 PA USD 606493.800000 0.120145 Long DBT CORP US N 2 2034-10-15 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC 32.710000 0.0000065 N/A DFE CH N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 36612.740000 USD 29055.780000 CHF 2025-11-04 32.710000 N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 1000000.000000 PA USD 362191.680000 0.0717496 Long DBT CORP LU N 2 2028-02-15 Fixed 6 N N N N N N KASEYA INC 254900MISXMLRZ63NH46 48578AAB4 796000.000000 PA USD 798081.540000 0.158099 Long LON CORP US N 2 2032-03-20 Floating 7.4134 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAK2 1900000.000000 PA USD 1956254.800000 0.387531 Long DBT CORP US N 2 2030-08-01 Fixed 7 N N N N N N CLARIVATE SCIENCE HOLDINGS CORPORATION N/A 18064PAC3 500000.000000 PA USD 481631.350000 0.0954104 Long DBT CORP US N 2 2028-07-01 Fixed 3.875 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAN8 300000.000000 PA USD 331823.700000 0.0657337 Long DBT CORP US N 2 2030-07-25 Fixed 9.375 N N N N N N PAYSAFE FINANCE PLC / PAYSAFE HOLDINGS US CORP N/A ACI1YK5K2 400000.000000 PA 451603.930000 0.089462 Long DBT CORP GB N 2 2029-06-15 Fixed 3 N N N N N N ASTON MARTIN CAPITAL HOLDINGS LIMITED 213800H4GKEF3CJ8C774 04625HAJ8 725000.000000 PA USD 710496.960000 0.140748 Long DBT CORP JE N 2 2029-03-31 Fixed 10 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 25461LAD4 650000.000000 PA USD 649533.300000 0.128671 Long DBT CORP US N 2 2031-02-15 Fixed 10 N N N N N N CHURCHILL DOWNS INCORPORATED 529900FODTBQC8MIS994 12511VAA6 650000.000000 PA USD 649859.210000 0.128736 Long DBT CORP US N 2 2030-04-01 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC 86.410000 0.0000171 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 35476.140000 USD 1555735.170000 TRY 2025-12-04 86.410000 N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDM9 700000.000000 PA USD 684215.210000 0.135542 Long DBT CORP US N 2 2029-06-01 Fixed 4.25 N N N N N N ADLER GROUP SA 391200OYYFJ3DWAMEC69 ACI2RMKR2 173624.000000 NS 0.200000 0 Long EP CORP LU N 3 N N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 603051AE3 400000.000000 PA USD 419623.600000 0.0831267 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AH9 450000.000000 PA USD 453239.550000 0.089786 Long DBT CORP US N 2 2033-04-15 Fixed 6.25 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 1400000.000000 PA USD 1317781.090000 0.26105 Long DBT CORP US N 2 2032-02-01 Fixed 4.25 N N N N N N ALSTRIA OFFICE REIT (ALEXANDRITE LAKE LUX HOLDINGS SARL) 213800RY78YHYF5J8L55 ACI2Z2HH3 200000.000000 PA 240483.030000 0.0476393 Long DBT CORP LU N 2 2030-07-30 Fixed 6.75 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AD5 400000.000000 PA USD 369140.700000 0.0731262 Long DBT CORP US N 2 2030-09-15 Fixed 3.75 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAW9 450000.000000 PA USD 496533.150000 0.0983624 Long DBT CORP US N 2 2030-10-15 Fixed 11 N N N N N N JANE STREET GROUP / JSG FINANCE INC N/A 47077WAC2 1500000.000000 PA USD 1574515.880000 0.311909 Long DBT CORP US N 2 2031-04-30 Fixed 7.125 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCA0 938125.000000 PA USD 938720.710000 0.185959 Long LON CORP US N 2 2031-02-14 Floating 6.5015 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 300000.000000 PA USD 283419.540000 0.0561449 Long DBT CORP NL N 2 2030-01-15 Fixed 4.875 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBQ2 1100000.000000 PA USD 1128325.000000 0.223519 Long DBT CORP US N 2 2034-01-15 Fixed 9.75 N N N N N N N/A N/A 000000000 1.000000 NC -1454.820000 -0.0002882 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3214831.480000 USD 2737000.000000 EUR 2025-10-02 -1454.820000 N N N STANDARD INDUSTRIES INC N/A 853496AH0 1000000.000000 PA USD 906438.030000 0.179564 Long DBT CORP US N 2 2031-01-15 Fixed 3.375 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BQ4 1400000.000000 PA USD 1380890.840000 0.273552 Long DBT CORP PA N 2 2028-08-01 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC -551.070000 -0.0001092 N/A DFE CH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 162788.300000 CHF 203944.000000 USD 2025-10-02 -551.070000 N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAB3 1000000.000000 PA USD 1034606.000000 0.204954 Long DBT CORP US N 2 2032-08-15 Fixed 6.75 N N N N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 BPG839II9 1200000.000000 PA 1427397.180000 0.282765 Long DBT CORP FR N 2 2028-12-08 Fixed 4.875 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 600000.000000 PA USD 605326.070000 0.119914 Long DBT CORP US N 2 2032-08-15 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC 2627.380000 0.0005205 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 712369.470000 USD 609000.000000 EUR 2025-10-02 2627.380000 N N N CYBERSWIFT BV 9845008473F79E3H9069 BA000Q199 500000.000000 PA USD 500312.500000 0.0991111 Long LON CORP US N 2 2032-09-23 Floating 8.1265 N N N N N N ROCKPOINT GAS STORAGE PARTNERS LP 549300ZXM0KTRM0NMI59 BA000GQC7 395258.760000 PA USD 397094.740000 0.0786638 Long LON CORP US N 2 2031-09-18 Floating 7.0015 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 650000.000000 PA USD 689153.400000 0.13652 Long DBT CORP US N 2 2028-06-01 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC -6356.090000 -0.0012591 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2030-09-17 0.000000 GBP -5587.930000 GBP 1100000.000000 GBP -768.160000 N N N ELLUCIAN/DATATEL (SOPHIA LP) 549300RP8NIJ7FY7OS79 289178AA3 1200000.000000 PA USD 1222101.600000 0.242096 Long DBT CORP US N 2 2029-12-01 Fixed 6.5 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 681639AD2 500000.000000 PA USD 507205.000000 0.100477 Long DBT CORP US N 2 2031-06-15 Fixed 7.25 N N N N N N AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC) 254900TJV3VAFZD0GU41 861932AA9 1325000.000000 PA USD 1396360.530000 0.276617 Long DBT CORP US N 2 2032-03-15 Fixed 7.25 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 725000.000000 PA USD 691692.850000 0.137023 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 071734AN7 75000.000000 PA USD 67190.630000 0.0133104 Long DBT CORP CA N 2 2028-06-01 Fixed 4.875 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 1100000.000000 PA USD 1067177.980000 0.211406 Long DBT CORP US N 2 2028-09-15 Fixed 8 N N N N N N PRIMESOURCE BUILDING PRODUCTS (PARK RIVER HOLDINGS INC) 254900PGY077KWCROT75 70082LAB3 200000.000000 PA USD 198258.880000 0.0392748 Long DBT CORP US N 2 2029-08-01 Fixed 6.75 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 ACI2PNX31 600000.000000 PA 705602.950000 0.139779 Long DBT CORP NL N 2 2029-07-02 Fixed 6.875 N N N N N N PEBBLEBROOK HOTEL LP / PEB FINANCE CORP N/A 70510LAA7 875000.000000 PA USD 888776.000000 0.176065 Long DBT CORP US N 2 2029-10-15 Fixed 6.375 N N N N N N US LBM (LBM ACQUISITION LLC) 549300FAEB3VWZL4NI86 52109SAB5 600000.000000 PA USD 631241.260000 0.125048 Long DBT CORP US N 2 2031-06-15 Fixed 9.5 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 46150DAA0 500000.000000 PA USD 492869.340000 0.0976366 Long DBT CORP US N 2 2032-08-01 Fixed 6.75 N N N N N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 603051AF0 425000.000000 PA USD 430765.560000 0.0853339 Long DBT CORP AU N 2 2031-04-01 Fixed 7 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAD5 475000.000000 PA USD 502078.380000 0.0994609 Long DBT CORP US N 2 2033-06-15 Fixed 9.625 N N N N N N LUMMUS TECHNOLOGY (ILLUMINATE BUYER LLC / ILLUMINATE HOLDINGS IV INC) N/A 45232TAA9 400000.000000 PA USD 401624.000000 0.0795611 Long DBT CORP US N 2 2028-07-01 Fixed 9 N N N N N N MILLROSE PROPERTIES INC N/A 601137AA0 450000.000000 PA USD 457992.000000 0.0907275 Long DBT CORP US N 2 2030-08-01 Fixed 6.375 N N N N N N AMSURG LLC N/A 949ABEII2 102043.160000 PA USD 102043.160000 0.0202146 Long LON CORP US N 3 2026-11-03 Floating 12.2297 N N N N N N N/A N/A 000000000 1.000000 NC USD 75876.230000 0.015031 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOMBARDIER INC BOMBARDIER INC SR UNSEC REGS Y Single Leg Swap 2027-12-20 0.000000 USD -6033.000000 USD 800000.000000 USD 81909.230000 N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 29279XAA8 750000.000000 PA USD 468750.000000 0.0928586 Long DBT CORP US N 3 2029-02-15 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -5480.650000 -0.0010857 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1623000.000000 EUR 1900003.580000 USD 2025-10-02 -5480.650000 N N N T-MOBILE NL (WP/AP TELECOM HOLDINGS III BV) 724500FOAL1MNGOJKP07 ACI22C119 200000.000000 PA 236803.880000 0.0469105 Long DBT CORP NL N 2 2030-01-15 Fixed 5.5 N N N N N N YINSON PRODUCTION FINANCIAL SERVICES PTE LTD 254900TYMSC94RS33U73 ACI2NT341 1200000.000000 PA USD 1270729.570000 0.251729 Long DBT CORP SG N 2 2029-05-03 Fixed 9.625 N N N N N N ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A ACI1X1236 650000.000000 PA 745253.230000 0.147633 Long DBT CORP US N 2 2028-04-30 Fixed 2.875 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB/STOCKHOLM BRANCH 636700JPED0N9T4ET363 ACI2STCP9 450000.000000 PA 407011.290000 0.0806283 Long DBT CORP SE N 2 2029-09-26 Fixed 1.125 N N N N N N HUSKY INJECTION MOLDING SYSTEMS LTD / TITAN CO-BORROWER LLC N/A 44805RAA3 300000.000000 PA USD 313932.290000 0.0621895 Long DBT CORP CA N 2 2029-02-15 Fixed 9 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBE4 600000.000000 PA USD 621280.200000 0.123075 Long DBT CORP US N 2 2030-10-15 Fixed 6.5 N N N N N N MEDLINE (MEDLINE BORROWER LP) 254900QT3R363TVK6F09 62482BAA0 1500000.000000 PA USD 1447768.470000 0.286801 Long DBT CORP US N 2 2029-04-01 Fixed 3.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMM0 7275000.000000 PA USD 7562021.450000 1.49802 Long DBT UST US N 2 2035-02-15 Fixed 4.625 N N N N N N OCS GROUP HOLDINGS LIMITED 54930002RKY3Y4LURL90 BA000BQB0 1000000.000000 PA 1345457.600000 0.266533 Long LON CORP GB N 2 2031-11-28 Floating 9.9614 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER N/A 01883LAF0 1850000.000000 PA USD 1912933.780000 0.378949 Long DBT CORP US N 2 2031-01-15 Fixed 7 N N N N N N ALLWYN ENTERTAINMENT FINANCING (UK) PLC 315700J7ZTIN8XGCX365 02007VAA8 854000.000000 PA USD 886748.530000 0.175663 Long DBT CORP GB N 2 2029-04-30 Fixed 7.875 N N N N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 57763RAD9 700000.000000 PA USD 707737.100000 0.140202 Long DBT CORP US N 2 2027-04-15 Fixed 7.875 N N N N N N ZIGGO (VZ SECURED FINANCING BV) 549300MG611MYCOWY949 91845AAA3 2175000.000000 PA USD 1969273.710000 0.39011 Long DBT CORP NL N 2 2032-01-15 Fixed 5 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 300000.000000 PA USD 307304.610000 0.0608765 Long DBT CORP KY N 2 2027-02-15 Fixed 8 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 1725000.000000 PA USD 1655316.830000 0.327916 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC) N/A 154915AA0 400000.000000 PA USD 353002.440000 0.0699292 Long DBT CORP US N 2 2029-06-15 Fixed 8 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAC3 750000.000000 PA USD 704330.870000 0.139527 Long DBT CORP US N 2 2030-01-15 Fixed 6.75 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CH4 475000.000000 PA USD 410761.000000 0.0813711 Long DBT CORP US N 2 2031-04-15 Fixed 4 N N N N N N GREENGROVE RE LTD 254900WH3CK41D9L7T70 39526JAA9 250000.000000 PA USD 250100.000000 0.0495444 Long DBT CORP BM N 2 2032-04-08 Floating 11.7134 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 125000.000000 PA USD 124240.750000 0.0246119 Long DBT CORP US N 2 2028-05-01 Fixed 6.5 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BJ3 1000000.000000 PA USD 1007014.310000 0.199488 Long DBT CORP US N 2 2027-11-15 Fixed 4.875 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 325000.000000 PA USD 350051.650000 0.0693447 Long DBT CORP AT N 2 2029-03-30 Fixed 12.25 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 425000.000000 PA USD 424725.280000 0.0841374 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N DIVERSIFIED GAS & OIL CORPORATION 5493008O08WU7K5XC271 ACI2W1Q54 250000.000000 PA USD 248109.510000 0.0491501 Long DBT CORP US N 2 2029-04-09 Fixed 9.75 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 1700000.000000 PA USD 1744419.300000 0.345567 Long DBT CORP US N 2 2031-02-01 Fixed 9 N N N N N N N/A N/A 000000000 1.000000 NC -59.920000 -0.0000119 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 376490.340000 ZAR 21740.330000 USD 2025-10-02 -59.920000 N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 975000.000000 PA USD 930202.800000 0.184272 Long DBT CORP US N 2 2029-02-15 Fixed 3 N N N N N N BAYER AKTIENGESELLSCHAFT 549300J4U55H3WP1XT59 ACI2K0610 100000.000000 PA 128884.150000 0.0255317 Long DBT CORP DE N 2 2083-09-25 Floating 7 N N N N N N Q-PARK HOLDING I BV 2549003839B7HE3NDP48 ACI1JYT72 1000000.000000 PA 1161894.120000 0.230169 Long DBT CORP NL N 2 2027-03-01 Fixed 2 N N N N N N SPIRIT AIRLINES INC (LOYALTY) N/A 84859BAC5 254358.000000 PA USD 108259.850000 0.0214461 Long DBT CORP KY N 2 2030-03-12 Fixed 12 N N Y N N N OPELLA (OPAL BIDCO SAS) 969500R96XT7XY2UJ564 68348BAA1 700000.000000 PA USD 717938.200000 0.142222 Long DBT CORP FR N 2 2032-03-31 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC 19487.020000 0.0038603 N/A DFE CA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3863941.820000 CAD 2796039.330000 USD 2025-10-02 19487.020000 N N N LOTTOMATICA GROUP SPA 549300R72LKEGT4EX026 ACI2WR089 300000.000000 PA 363358.540000 0.0719807 Long DBT CORP IT N 2 2031-01-31 Fixed 4.875 N N N N N N UBISOFT ENTERTAINMENT 969500I7C8V1LBIMSM05 ACI1SYQ75 1000000.000000 PA 1096509.560000 0.217217 Long DBT CORP FR N 2 2027-11-24 Fixed 0.878 N N N N N N COMMSCOPE TECHNOLOGIES LLC (AKA: ANDREW CORP) M4TWC4QDOKW45N7T6Y12 20338HAB9 175000.000000 PA USD 173775.250000 0.0344246 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 275768.000000 PA USD 279754.230000 0.0554189 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC -151411.140000 -0.0299943 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 91343603.100000 USD 77673131.890000 EUR 2025-10-02 -151411.140000 N N N ATS CORPORATION 5493005KP4RP3IU7HQ41 001940AC9 525000.000000 PA USD 503490.960000 0.0997407 Long DBT CORP CA N 2 2028-12-15 Fixed 4.125 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BZ9 300000.000000 PA USD 295119.360000 0.0584627 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N CZECHOSLOVAK GROUP AS 315700SWFD7G70AVG768 ACI2Y9LD3 700000.000000 PA USD 723550.460000 0.143334 Long DBT CORP CZ N 2 2031-01-10 Fixed 6.5 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBM9 400000.000000 PA USD 362762.920000 0.0718627 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 98877DAH8 600000.000000 PA USD 596289.850000 0.118124 Long DBT CORP US N 2 2031-03-24 Fixed 7.5 N N N N N N MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINANCE CORP N/A 59833DAB6 500000.000000 PA USD 486385.200000 0.0963521 Long DBT CORP US N 2 2029-05-01 Fixed 4.875 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 300000.000000 PA USD 298130.850000 0.0590592 Long DBT CORP US N 2 2029-09-01 Fixed 10.75 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 800000.000000 PA USD 677206.100000 0.134153 Long DBT CORP IT N 2 2042-06-01 Floating 4.95 N N N N N N GOAT HOLDCO LLC N/A 38021CAC2 497500.000000 PA USD 498656.690000 0.0987831 Long LON CORP US N 2 2032-01-27 Floating 6.9134 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AG6 1025000.000000 PA USD 972807.800000 0.192712 Long DBT CORP US N 2 2029-03-15 Fixed 3.5 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 800000.000000 PA USD 781690.160000 0.154852 Long DBT CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAF6 1100000.000000 PA USD 1092572.790000 0.216437 Long DBT CORP US N 2 2031-03-15 Fixed 5.625 N N N N N N SPECIALTY BUILDING PRODUCTS HOLDINGS LLC 549300ICFD46O3KMJC06 84748EAF7 544995.070000 PA USD 526601.490000 0.104319 Long LON CORP US N 2 2028-10-15 Floating 8.0134 N N N N N N TRANSALTA CORPORATION 984500EE2ADD850F1C96 89346DAE7 100000.000000 PA USD 99832.810000 0.0197767 Long DBT CORP CA N 2 2040-03-15 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 319401.090000 0.0632728 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2035-06-18 467268.280000 USD 0.000000 USD 8900000.000000 USD -147867.190000 N N N CERVED GROUP SPA 8156005E0EF91772E207 ACI23M8W1 50000.000000 PA 53120.800000 0.0105231 Long DBT CORP IT N 2 2029-02-15 Fixed 6 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AS2 200000.000000 PA USD 217256.930000 0.0430382 Long DBT CORP US N 2 2029-04-12 Fixed 8.875 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 31772YAD8 1300000.000000 PA USD 1296054.500000 0.256746 Long LON CORP US N 2 2032-07-30 Floating 8.0378 N N N N N N GAP INC T2ZG1WRWZ4BUCMQL9224 364760AP3 200000.000000 PA USD 187382.300000 0.0371201 Long DBT CORP US N 2 2029-10-01 Fixed 3.625 N N N N N N YINSON BORONIA PRODUCTION BV 5493007X12FTT746N678 98584XAA3 318854.250000 PA USD 355411.730000 0.0704065 Long DBT CORP NL N 2 2042-07-31 Fixed 8.947 N N N N N N ONEMAIN FINANCE CORPORATION 5493008I795YYBFWFU90 682691AA8 500000.000000 PA USD 465193.080000 0.092154 Long DBT CORP US N 2 2030-09-15 Fixed 4 N N N N N N CLOVER HOLDINGS 2 LLC N/A 18914DAD0 197940.000000 PA USD 197391.710000 0.039103 Long LON CORP US N 2 2029-12-10 Floating 0.235204 N N N N N N INTRALOT CAPITAL LUXEMBOURG SA 549300QF747C7UWZYB38 ACI30N7J0 1700000.000000 PA 2014740.350000 0.399117 Long DBT CORP LU N 2 2031-10-15 Fixed 6.75 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 ACI2TKLW2 725000.000000 PA 819074.410000 0.162257 Long DBT CORP GB N 2 2030-08-15 Fixed 5.625 N N N N N N N/A N/A 000000000 1.000000 NC 130.450000 0.0000258 N/A DFE SG N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 105715.570000 SGD 82083.680000 USD 2025-10-02 130.450000 N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 500000.000000 PA USD 485785.000000 0.0962332 Long DBT CORP US N 2 2029-01-15 Fixed 6 N N N N N N ALTICE FRANCE 5493001ZMCICV4N02J21 02156LAE1 500000.000000 PA USD 430312.500000 0.0852442 Long DBT CORP FR N 2 2029-01-15 Fixed 5.125 N N N N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498AW6 2450000.000000 PA USD 2227386.680000 0.441242 Long DBT CORP US N 2 2030-08-15 Fixed 2.875 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBN9 200000.000000 PA USD 212069.400000 0.0420106 Long DBT CORP US N 2 2032-01-15 Fixed 10.875 N N N N N N INFOPRO DIGITAL (IPD 3 BV) 724500RBP2J59JMQB629 ACI2PJR03 400000.000000 PA 471704.860000 0.093444 Long DBT CORP NL N 2 2031-06-15 Floating 5.389 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HZ9 500000.000000 PA USD 497382.460000 0.0985306 Long DBT CORP US N 2 2034-06-01 Fixed 5.2 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74737SAB9 600000.000000 PA USD 600750.000000 0.119008 Long LON CORP US N 2 2032-08-12 Floating 6.1265 N N N N N N ADVANZ PHARMA (CIDRON AIDA FINCO SARL) 98450036A07991DEBF10 ACI2W4C20 400000.000000 PA 479117.650000 0.0949124 Long DBT CORP LU N 2 2031-10-27 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC -2457.930000 -0.0004869 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2036-03-18 1050.280000 AUD 0.000000 AUD 800000.000000 AUD -3508.210000 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 375000.000000 PA USD 389174.630000 0.0770949 Long DBT CORP US N 2 2028-07-01 Fixed 8.375 N N N N N N HILCORP ENERGY I LP/HILCORP FINANCE CO N/A 431318BE3 375000.000000 PA USD 361796.030000 0.0716712 Long DBT CORP US N 2 2034-05-15 Fixed 6.875 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 ACI20T684 800000.000000 PA 922482.810000 0.182742 Long DBT CORP ES N 2 2028-10-15 Fixed 3.875 N N N N N N COTIVITI INC 254900YAQHVRTG4IFI64 22164MAF4 299250.000000 PA USD 294387.190000 0.0583176 Long LON CORP US N 2 2032-03-26 Floating 6.8843 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 ACI2Y3PG5 200000.000000 PA 238450.950000 0.0472367 Long DBT CORP IT N 2 2031-07-01 Fixed 5 N N N N N N MILLER HOMES (CASTLE UK FINCO PLC) 98450057058CDE2E9650 ACI25BHK9 625000.000000 PA 848227.400000 0.168033 Long DBT CORP GB N 2 2029-05-15 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC 147.600000 0.0000292 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 405000.000000 EUR 475638.120000 USD 2025-10-02 147.600000 N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 BMVM6ZII7 900000.000000 PA 1013058.970000 0.200685 Long DBT CORP AT N 2 2027-11-03 Fixed 2.125 N N N Y N AMS-OSRAM AG CHF XXXX N N N GRIFOLS SA 959800HSSNXWRKBK4N60 ACI2NXCB6 750000.000000 PA 930312.790000 0.184293 Long DBT CORP ES Y 2 2030-05-01 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC 22339.390000 0.0044254 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2031-03-18 24006.210000 EUR 0.000000 EUR 7400000.000000 EUR -1666.820000 N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAC1 300000.000000 PA USD 297646.550000 0.0589633 Long DBT CORP US N 2 2031-09-15 Fixed 5.75 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAH2 1000000.000000 PA USD 977433.600000 0.193628 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC N/A ACI1MXCC7 200000.000000 PA 229446.120000 0.0454529 Long DBT CORP IE N 2 2026-08-15 Fixed 2.125 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 58064LAA2 600000.000000 PA USD 623888.400000 0.123591 Long DBT CORP US N 2 2031-09-01 Fixed 7.375 N N N N N N VEON MIDCO BV 213800GOFSH7EPKBRE50 ACI2P9MH3 1100000.000000 PA USD 1033609.420000 0.204756 Long DBT CORP NL N 2 2027-11-25 Fixed 3.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 1531797.840000 0.303447 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.43 Y Single Leg Swap 2029-12-20 1541479.800000 USD 0.000000 USD 20000000.000000 USD -9681.960000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2R3GV0 13000000.000000 PA 304863.600000 0.060393 Long DBT NUSS TR N 2 2028-09-06 Fixed 46.96 N N N N N N N/A N/A 000000000 1.000000 NC -631950.570000 -0.125188 N/A DFE N/A N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 82043131.890000 EUR 95690842.790000 USD 2025-10-02 -631950.570000 N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 750000.000000 PA USD 565001.250000 0.111926 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75 N N N N N N HEALOGICS INC (AKA: NATIONAL HEALING CORP) 549300TJ71E81VILCC76 937WQA909 44931.000000 NS USD 924158.510000 0.183074 Long EC CORP US N 3 N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A 55342UAQ7 375000.000000 PA USD 398747.630000 0.0789912 Long DBT CORP US N 2 2032-02-15 Fixed 8.5 N N N N N N MARICOPA COUNTY INDUSTRIAL DEV N/A 56681NJD0 400000.000000 PA USD 419814.360000 0.0831645 Long DBT MUN US N 2 2029-10-01 Fixed 7.375 N N N N N N GFL ES US LLC 254900PGDQWC19PRP053 36257SAB8 925000.000000 PA USD 925925.000000 0.183424 Long LON CORP CA N 2 2032-03-03 Floating 6.6711 N N N N N N MODULAIRE (BCP V MODULAR SERVICES FINANCE PLC) 213800K8U94KVZL98H64 ACI210XM5 925000.000000 PA 820365.870000 0.162513 Long DBT CORP GB N 2 2029-11-30 Fixed 6.75 N N N N N N INCORA INTERMEDIATE II LLC N/A 45338XAA3 228431.000000 PA USD 228431.000000 0.0452518 Long DBT CORP US N 3 2030-01-31 Fixed 12.39 N N Y N N N BOISE CASCADE LLC 549300Z8B8LSRHC7XA55 09739DAD2 725000.000000 PA USD 710732.730000 0.140795 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 700000.000000 PA USD 735846.300000 0.14577 Long DBT CORP US N 2 2032-06-01 Fixed 10 N N N N N N PURE GYM LTD (PINNACLE BIDCO PLC) 2138006Z5V8OBL2A2Q06 ACI2K5J98 1600000.000000 PA 1968795.590000 0.390015 Long DBT CORP GB N 2 2028-10-11 Fixed 8.25 N N N N N N N/A N/A 000000000 1.000000 NC 35612.230000 0.0070547 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2030-06-18 39801.530000 AUD 0.000000 AUD 7700000.000000 AUD -4189.300000 N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 ACI2YGVB0 500000.000000 PA USD 515552.560000 0.10213 Long DBT CORP JP N 2 2032-07-10 Fixed 7.25 N N N N N N AMERICAN AXLE & MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406MBB2 500000.000000 PA USD 498125.000000 0.0986777 Long LON CORP US N 3 2032-02-24 Floating 7.4068 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 375000.000000 PA USD 361443.900000 0.0716014 Long DBT CORP US N 2 2030-01-15 Fixed 5.875 N N N N N N GRUPO ANTOLIN IRAUSA SA 213800OILC5Q9AR63B63 ACI1YMMS2 400000.000000 PA 361183.990000 0.07155 Long DBT CORP ES N 2 2028-04-30 Fixed 3.5 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 650929AA0 400000.000000 PA USD 284000.000000 0.0562599 Long DBT CORP US N 3 2028-10-15 Fixed 11.75 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 ACI1RBSR0 300000.000000 PA 341509.750000 0.0676525 Long DBT CORP DE N 2 2028-09-21 Fixed 3.75 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 825000.000000 PA USD 852614.400000 0.168902 Long DBT CORP US N 2 2031-07-31 Fixed 8.5 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 725000.000000 PA USD 684541.300000 0.135606 Long DBT CORP US N 2 2031-12-01 Fixed 4.625 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 600000.000000 PA USD 558881.040000 0.110713 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAB5 175000.000000 PA USD 172298.840000 0.0341321 Long DBT CORP US N 2 2028-09-15 Fixed 5.625 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCB7 400000.000000 PA USD 397634.640000 0.0787708 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 1000000.000000 PA USD 999618.780000 0.198023 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N VERITIV OPERATING COMPANY 5493004G8OK5L1UTIY12 92338TAB2 521052.630000 PA USD 516529.890000 0.102324 Long LON CORP US N 2 2030-11-30 Floating 8.0015 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1N5SP1 575000.000000 PA 708497.650000 0.140352 Long DBT CORP GB N 2 2030-08-15 Fixed 4.125 N N N N N N N/A N/A 000000000 1.000000 NC 552.220000 0.0001094 N/A DFE CH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 203944.000000 USD 162142.820000 CHF 2025-11-04 552.220000 N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAF6 100000.000000 PA USD 104671.800000 0.0207353 Long DBT CORP US N 2 2032-02-01 Fixed 7.125 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 345188.000000 PA USD 361396.990000 0.0715921 Long DBT CORP US N 2 2030-06-01 Fixed 9 N N Y N N N CENTURY COMMUNITIES INC 5299002QMB2O7ZL1CA26 156504AN2 300000.000000 PA USD 302851.270000 0.0599943 Long DBT CORP US N 2 2033-09-15 Fixed 6.625 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CD1 500000.000000 PA USD 499101.260000 0.0988711 Long DBT CORP US N 2 2026-09-01 Fixed 4.625 N N N N N N DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC N/A 25260WAD3 1750000.000000 PA USD 1855763.000000 0.367624 Long DBT CORP KY N 2 2030-10-01 Fixed 8.5 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 1800000.000000 PA USD 1864447.200000 0.369344 Long DBT CORP US N 2 2030-04-15 Fixed 8 N N N N N N ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP N/A 04364VAX1 100000.000000 PA USD 102124.200000 0.0202306 Long DBT CORP US N 2 2032-10-15 Fixed 6.625 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 1477000.000000 PA USD 1427515.480000 0.282789 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N PATTERSON CO (PARADIGM PARENT LLC) 254900EDT9YE5UFH3458 69902BAB5 700000.000000 PA USD 629891.500000 0.124781 Long LON CORP US N 2 2032-04-16 Floating 8.8224 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 400000.000000 PA USD 404785.200000 0.0801873 Long DBT CORP US N 2 2033-12-15 Fixed 6 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G72 1175000.000000 PA USD 1195354.800000 0.236798 Long DBT CORP US N 2 2028-03-20 Fixed 5.918 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 ACI2L69P0 600000.000000 PA 753263.950000 0.14922 Long DBT CORP AT N 2 2029-03-30 Fixed 10.5 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAD9 400000.000000 PA USD 400417.600000 0.0793221 Long DBT CORP BM N 2 2027-09-15 Fixed 5.875 N N N N N N FRONERI LUX FINCO SA RL 9845005YBZ75E5AA3B94 ACI2YW771 400000.000000 PA 474398.970000 0.0939777 Long DBT CORP LU N 2 2032-08-01 Fixed 4.75 N N N N N N GERMANY GOVT 529900AQBND3S6YJLY83 ACI2PX134 925000.000000 PA 1083303.590000 0.214601 Long DBT NUSS DE N 2 2034-08-15 Fixed 2.6 N N N N N N CERAMTEC (CTEC II GMBH) 98450044C9BACG3DA974 ACI231W67 575000.000000 PA 628990.930000 0.124602 Long DBT CORP DE N 2 2030-02-15 Fixed 5.25 N N N N N N ESSENDI SA 2221000MD2YP7WLTNC52 ACI2X1PR6 300000.000000 PA 363615.570000 0.0720316 Long DBT CORP LU N 2 2030-05-15 Fixed 5.375 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GAV2 325000.000000 PA USD 353566.850000 0.070041 Long DBT CORP US N 2 2031-11-15 Fixed 6.875 N N N N N N N/A N/A 000000000 3087.000000 NC USD 0.000000 0 N/A DE US N 3 None N/A Call Purchased REVLON GROUP HOLDINGS LLC REVLON GROUP HOLDINGS LLC N/A 51.590000 USD 2028-05-03 XXXX -200000.000000 N N N N/A N/A 000000000 1.000000 NC 1765.170000 0.0003497 N/A DFE CH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 239340.340000 USD 191932.040000 CHF 2025-10-02 1765.170000 N N N N/A N/A 000000000 1.000000 NC 2329.020000 0.0004614 N/A DFE N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 473161.500000 USD 405000.000000 EUR 2025-10-02 2329.020000 N N N WEPA HYGIENEPRODUKTE GMBH 529900KQ44OJDIDU6J81 BL6VPYII9 500000.000000 PA 584959.330000 0.11588 Long DBT CORP DE N 2 2027-12-15 Fixed 2.875 N N N N N N UNITED KINGDOM GOVT ECTRVYYCEF89VWYS6K36 BQC82CII5 2800000.000000 PA 3661860.000000 0.725408 Long DBT NUSS GB N 2 2034-07-31 Fixed 4.25 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BW1 600000.000000 PA USD 612237.900000 0.121283 Long DBT CORP LR N 2 2031-09-30 Fixed 5.625 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906EAU4 298501.870000 PA USD 299185.440000 0.0592681 Long LON CORP US N 2 2031-07-01 Floating 6.6502 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 1075000.000000 PA USD 1043690.840000 0.206753 Long DBT CORP US N 2 2029-10-01 Fixed 4.5 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 2750000.000000 PA USD 2561439.930000 0.507417 Long DBT CORP US N 2 2031-06-01 Fixed 3.5 N N N N N N AVIS BUDGET CAR RENTAL LLC/ AVIS BUDGET FINANCE INC N/A 053773BG1 400000.000000 PA USD 387973.200000 0.0768569 Long DBT CORP US N 2 2028-04-01 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC 1722.720000 0.0003413 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 85621.670000 USD 132000.000000 AUD 2025-10-02 1722.720000 N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 800000.000000 PA USD 811705.140000 0.160798 Long DBT CORP US N 2 2034-03-15 Fixed 6.875 N N N N N N BAUSCH + LOMB CORPORATION 549300NY6OZM39SO6475 071705AA5 700000.000000 PA USD 730406.250000 0.144692 Long DBT CORP CA N 2 2028-10-01 Fixed 8.375 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAK4 575000.000000 PA USD 647084.760000 0.128186 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75 N N N N N N ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP N/A 04364VAU7 400000.000000 PA USD 399486.600000 0.0791376 Long DBT CORP US N 2 2029-06-30 Fixed 5.875 N N N N N N N/A N/A 000000000 1.000000 NC 362.630000 0.0000718 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 10946.620000 USD 37459.330000 ILS 2025-10-15 362.630000 N N N N/A N/A 000000000 1.000000 NC -468.420000 -0.0000928 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1617552.790000 ZAR 92873.000000 USD 2025-11-20 -468.420000 N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215AN8 1375000.000000 PA USD 1393993.840000 0.276148 Long DBT CORP US N 2 2033-03-15 Fixed 6.75 N N N N N N SLM CORP (SALLIE MAE) N/A 78442PGE0 1050000.000000 PA USD 1029520.170000 0.203946 Long DBT CORP US N 2 2026-11-02 Fixed 3.125 N N N N N N INTERNET BRANDS INC (MH SUB I LLC) 2549005VFKP807SR8N49 45567YAP0 992500.000000 PA USD 915581.250000 0.181375 Long LON CORP US N 2 2031-12-31 Floating 8.4134 N N N N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320BD7 300000.000000 PA USD 302616.670000 0.0599479 Long DBT CORP US N 2 2030-06-15 Fixed 6.125 N N N N N N MERLIN ENTERTAINMENTS GROUP US HOLDINGS INC 549300HBQPPKS1187K54 59010UAA5 675000.000000 PA USD 582249.670000 0.115343 Long DBT CORP US N 2 2031-02-15 Fixed 7.375 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAC9 184346.750000 PA USD 176742.450000 0.0350124 Long DBT CORP US N 2 2030-03-09 Fixed 9.25 N N Y N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPBT9 2000000.000000 PA USD 1988159.400000 0.393851 Long DBT CORP US N 2 2027-05-01 Fixed 5.125 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 300000.000000 PA USD 292522.890000 0.0579483 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC -305.170000 -0.0000605 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 216669.730000 ILS 65109.000000 USD 2025-10-15 -305.170000 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 1000000.000000 PA USD 1034674.030000 0.204967 Long DBT CORP US N 2 2034-01-31 Fixed 6.75 N N N N N N ENERGIZER GAMMA ACQUISITION BV 5493002SUYZDHEQ3JN34 ACI1YJ6M0 650000.000000 PA 753260.950000 0.14922 Long DBT CORP NL N 2 2029-06-30 Fixed 3.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RE9 2400000.000000 PA USD 2392728.720000 0.473996 Long DBT UST US N 2 2025-10-28 None 0 N N N N N N TEKNI-PLEX (TRIDENT TPI HOLDINGS INC) 549300TPLK304J3RNC85 00216EAL3 198500.000000 PA USD 195295.220000 0.0386877 Long LON CORP US N 2 2028-09-15 Floating 7.7515 N N N N N N N/A N/A 000000000 -524986.500000 PA -616549.700000 -0.122138 Short RA GB N 2 Reverse repurchase N 0.400000 2027-09-03 575000.000000 EUR 535744.280000 EUR CDS N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504KAA5 500000.000000 PA USD 580111.500000 0.114919 Long DBT CORP FR N 2 2033-03-15 Floating 9.125 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAG4 700000.000000 PA USD 713195.000000 0.141283 Long DBT CORP US N 2 2033-07-15 Fixed 7.5 N N N N N N SURGERY PARTNERS (SURGERY CENTER HOLDINGS INC) 54930054EVI5HWPPW113 86881WAF9 600000.000000 PA USD 617097.600000 0.122246 Long DBT CORP US N 2 2032-04-15 Fixed 7.25 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBB0 325000.000000 PA USD 341670.950000 0.0676845 Long DBT CORP US N 2 2029-04-01 Fixed 7.25 N N N N N N UWM HOLDINGS LLC N/A 903522AB6 800000.000000 PA USD 796689.900000 0.157823 Long DBT CORP US N 2 2031-03-15 Fixed 6.25 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 900000.000000 PA USD 932193.000000 0.184666 Long DBT CORP US N 2 2028-06-01 Fixed 8.125 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 900000.000000 PA USD 851301.650000 0.168642 Long DBT CORP IT N 2 2032-06-01 Floating 4.198 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 1550000.000000 PA USD 1463296.260000 0.289877 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AS1 300000.000000 PA USD 242339.010000 0.048007 Long DBT CORP US N 2 2030-01-15 Fixed 12.75 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAC7 500000.000000 PA USD 487895.800000 0.0966514 Long DBT CORP US N 2 2029-05-15 Fixed 4.875 N N N N N N SVF II FINCO (CAYMAN) LP N/A 944YFGII6 798822.740000 PA USD 798822.740000 0.158246 Long LON CORP GB N 3 2025-12-21 Fixed 6 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 1075000.000000 PA USD 1065091.300000 0.210993 Long DBT CORP US N 2 2030-03-01 Fixed 5 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BP8 2600000.000000 PA USD 2410515.120000 0.477519 Long DBT CORP US N 2 2032-01-15 Fixed 3.75 N N N N N N CHEPLAPHARM ARZNEIMITTEL GMBH 529900ONXKBELT7EW052 ACI1S21J6 1650000.000000 PA 1927733.030000 0.381881 Long DBT CORP DE N 2 2028-01-15 Fixed 4.375 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AP1 600000.000000 PA USD 589266.630000 0.116733 Long DBT CORP US N 2 2029-06-15 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -37979.260000 -0.0075236 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-18 0.000000 USD -52290.000000 USD 5900000.000000 USD 14310.740000 N N N ONEMAIN FINANCE CORPORATION 5493008I795YYBFWFU90 682691AF7 475000.000000 PA USD 496964.860000 0.0984479 Long DBT CORP US N 2 2031-05-15 Fixed 7.5 N N N N N N CABB INTERNATIONAL (MONITCHEM HOLDCO 3 SA) 222100SJHJ1CNJMSW162 ACI2FJPP1 900000.000000 PA 1059876.500000 0.20996 Long DBT CORP LU N 2 2028-05-01 Fixed 8.75 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 749571AG0 1100000.000000 PA USD 1079708.630000 0.213889 Long DBT CORP US N 2 2029-02-15 Fixed 4.5 N N N N N N ASTON MARTIN CAPITAL HOLDINGS LIMITED 213800H4GKEF3CJ8C774 ACI2N9Q99 300000.000000 PA 394256.800000 0.0781016 Long DBT CORP JE N 2 2029-03-31 Fixed 10.375 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 470443.000000 PA USD 532996.860000 0.105586 Long DBT CORP US N 2 2031-06-01 Fixed 9 N N Y N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 400000.000000 PA USD 407520.340000 0.0807291 Long DBT CORP US N 2 2033-10-01 Fixed 6.5 N N N N N N PETSMART LLC / PETSMART FINANCE CORP N/A 71677KAC2 500000.000000 PA USD 501993.140000 0.099444 Long DBT CORP US N 2 2032-09-15 Fixed 7.5 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 ACI2RJMF3 50000.000000 PA 60397.030000 0.0119646 Long DBT CORP GB N 2 2029-10-15 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC -588.830000 -0.0001166 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1939246.050000 ZAR 111316.000000 USD 2025-11-20 -588.830000 N N N TRANSOCEAN AQUILA LIMITED N/A 893790AA3 361538.470000 PA USD 372159.020000 0.0737241 Long DBT CORP KY N 2 2028-09-30 Fixed 8 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453H106 51501.000000 NS USD 81371.580000 0.0161196 Long EC CORP US N 1 N N N WR GRACE HOLDINGS LLC 549300WNOVFRGYOAEB12 92943GAA9 600000.000000 PA USD 558172.680000 0.110573 Long DBT CORP US N 2 2029-08-15 Fixed 5.625 N N N N N N BKV UPSTREAM MIDSTREAM LLC 254900LG75NBYHBBAU18 05619CAA3 1000000.000000 PA USD 1000040.830000 0.198106 Long DBT CORP US N 2 2030-10-15 Fixed 7.5 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 600000.000000 PA USD 622978.200000 0.123411 Long DBT CORP US N 2 2033-02-01 Fixed 7 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BT5 625000.000000 PA USD 586907.130000 0.116265 Long DBT CORP US N 2 2028-03-09 Fixed 2.75 N N N N N N TELECOM ITALIA SPA (AKA: TIM SPA) 549300W384M3RI3VXU42 ACI2HCMW2 100000.000000 PA 131283.430000 0.026007 Long DBT CORP IT N 2 2028-07-31 Fixed 7.875 N N N N N N TK ELEVATOR MIDCO GMBH (VERTICAL MIDCO) 254900K869UN2ZWVB351 ACI1NM9X8 541000.000000 PA 636348.560000 0.12606 Long DBT CORP DE N 2 2027-07-15 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC -7666.090000 -0.0015186 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2650454.130000 USD 2251000.000000 EUR 2025-10-02 -7666.090000 N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 1000000.000000 PA USD 992672.970000 0.196647 Long DBT CORP US N 2 2030-02-15 Fixed 6.5 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP N/A 91740PAG3 350000.000000 PA USD 361208.400000 0.0715548 Long DBT CORP US N 2 2029-03-15 Fixed 7.125 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 31772YAB2 200000.000000 PA USD 199550.000000 0.0395305 Long LON CORP US N 2 2033-09-15 Floating 11.0378 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654922AD5 1800000.000000 PA USD 1933416.000000 0.383007 Long DBT CORP JP N 2 2035-07-17 Fixed 8.125 N N N N N N ASDA (BELLIS ACQUISITION COMPANY PLC) 259400CYE2267UB4A481 ACI2NZKL0 600000.000000 PA 773238.300000 0.153177 Long DBT CORP GB N 2 2030-05-14 Fixed 8.125 N N N N N N ERAMET SA 549300LUH78PG2MP6N64 ACI2G0NB4 300000.000000 PA 355523.640000 0.0704286 Long DBT CORP FR N 2 2028-05-22 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC 692.830000 0.0001372 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 39230.430000 USD 1709465.990000 TRY 2025-11-07 692.830000 N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 553283AG7 134810.000000 PA USD 117821.640000 0.0233403 Long DBT CORP US N 2 2030-12-31 Fixed 5.75 N N N N N N SPIRIT AVIATION HOLDINGS INC N/A 84863V101 8196.000000 NS USD 3114.480000 0.000617 Long EC CORP US N 1 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAK8 296263.120000 PA USD 296094.250000 0.0586558 Long LON CORP US N 2 2031-05-19 Floating 8.0675 N N N N N N BOPARAN FINANCE PLC 213800GQSQIOBR3DHN70 ACI2S09Y7 850000.000000 PA 1196019.720000 0.236929 Long DBT CORP GB N 2 2029-11-07 Fixed 9.375 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 475000.000000 PA USD 464086.160000 0.0919347 Long DBT CORP US N 2 2028-06-30 Fixed 4.125 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 553283AF9 72166.000000 PA USD 75567.540000 0.0149698 Long DBT CORP US N 2 2030-12-31 Fixed 11.5 N N Y N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 ACI2QDHC0 300000.000000 PA 403185.230000 0.0798703 Long DBT CORP GB N 2 2029-08-08 Fixed 10.5 N N N N N N MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC) 213800227GGD6UI7PI97 ACI210QC5 700000.000000 PA 789445.400000 0.156388 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75 N N N N N N SUNRISE FINCO I BV 213800MNFBDEQRS6HZ22 90320BAA7 600000.000000 PA USD 572022.000000 0.113317 Long DBT CORP NL N 2 2031-07-15 Fixed 4.875 N N N N N N SHEARERS FOODS (FIESTA PURCHASER INC) N/A 31659AAB2 100000.000000 PA USD 108209.200000 0.0214361 Long DBT CORP US N 2 2032-09-15 Fixed 9.625 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 800000.000000 PA USD 741785.770000 0.146947 Long DBT CORP US N 2 2028-10-12 Fixed 3.125 N N N N N N BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL N/A 11284DAA3 261000.000000 PA USD 260496.300000 0.0516039 Long DBT CORP US N 2 2026-05-15 Fixed 5.75 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAD1 500000.000000 PA USD 506900.000000 0.100416 Long DBT CORP US N 2 2030-12-15 Fixed 5.125 N N N N N N FTAI AVIATION INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAD3 1450000.000000 PA USD 1451506.620000 0.287541 Long DBT CORP US N 2 2028-05-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -2104.420000 -0.0004169 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 711460.440000 PLN 193604.160000 USD 2025-10-15 -2104.420000 N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307BH9 400000.000000 PA USD 260456.140000 0.0515959 Long DBT CORP US N 2 2031-11-15 Fixed 4.5 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBW2 1125000.000000 PA USD 898813.130000 0.178053 Long DBT CORP US N 2 2042-03-15 Fixed 5.05 N N N N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215AQ1 600000.000000 PA USD 596197.370000 0.118106 Long DBT CORP US N 2 2030-10-01 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 510.120000 0.0001011 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 183319.000000 USD 668337.260000 PLN 2025-10-22 510.120000 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 625000.000000 PA USD 648143.750000 0.128396 Long DBT CORP US N 2 2030-12-15 Fixed 6.875 N N N N N N USI INC/NY 2549006D7UF7072T7I27 90346KAB5 600000.000000 PA USD 629957.020000 0.124793 Long DBT CORP US N 2 2032-01-15 Fixed 7.5 N N N N N N INCORA TOP HOLDCO LLC N/A 955PRF008 7427.000000 NS USD 298113.530000 0.0590558 Long EC CORP US Y 3 N N N CANADA GOVT 4BFD7AQU0A75QLAHK410 135087R89 3900000.000000 PA 2891638.650000 0.572829 Long DBT NUSS CA N 2 2029-09-01 Fixed 3.5 N N N N N N VEON AMSTERDAM BV 549300EPG4HR574L4660 BA000HL48 900000.000000 PA USD 899360.080000 0.178162 Long LON CORP NL N 3 2027-03-25 Floating 8.2065 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 250000.000000 PA USD 258385.160000 0.0511857 Long DBT CORP US N 2 2029-10-31 Fixed 7.25 N N N N N N FORGITALGROUP (EFESTO BIDCO SPA/EFESTO US LLC) N/A 28201XAB1 1200000.000000 PA USD 1222110.000000 0.242098 Long DBT CORP IT N 2 2032-02-15 Fixed 7.5 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 700000.000000 PA USD 728314.100000 0.144278 Long DBT CORP US N 2 2033-03-01 Fixed 6.75 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 1200000.000000 PA USD 1275355.200000 0.252646 Long DBT CORP US N 2 2030-05-15 Fixed 8.5 N N N N N N X CORPORATION N/A 90184NAG3 992346.960000 PA USD 974841.960000 0.193115 Long LON CORP US N 2 2029-10-26 Floating 10.9579 N N N N N N ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 800000.000000 PA USD 773585.940000 0.153246 Long DBT CORP US N 2 2028-04-30 Fixed 4.125 N N N N N N DISH DBS CORPORATION N/A 25470XAY1 400000.000000 PA USD 396728.550000 0.0785913 Long DBT CORP US N 2 2026-07-01 Fixed 7.75 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 ACI2CMK31 400000.000000 PA 507551.730000 0.100545 Long DBT CORP NL N 2 2030-02-03 Floating 6.135 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 750000.000000 PA USD 751047.750000 0.148781 Long DBT CORP US N 2 2028-05-01 Fixed 6.625 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1HZW02 100000.000000 PA 91088.380000 0.0180445 Long DBT CORP LU N 2 2028-01-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RR0 4100000.000000 PA USD 4072532.300000 0.806762 Long DBT UST US N 2 2025-12-02 None 0 N N N N N N PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC N/A 74168RAB9 1325000.000000 PA USD 1287095.650000 0.254972 Long DBT CORP US N 2 2029-04-30 Fixed 4.375 N N N N N N TIDEWATER INC 2549000JA5GRUPLMUH98 88642RAE9 725000.000000 PA USD 778019.050000 0.154124 Long DBT CORP US N 2 2030-07-15 Fixed 9.125 N N N N N N GARDA WORLD SECURITY CORPORATION 549300ZF1NDXLMCHNO20 36485MAL3 825000.000000 PA USD 818692.050000 0.162182 Long DBT CORP CA N 2 2029-06-01 Fixed 6 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 ACI2PNX49 700000.000000 PA 823203.440000 0.163075 Long DBT CORP NL N 2 2029-07-02 Fixed 6.875 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 475000.000000 PA USD 451429.270000 0.0894274 Long DBT CORP US N 2 2031-01-15 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC -31.020000 -0.0000061 N/A DFE AU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 25851.000000 AUD 17074.590000 USD 2025-10-02 -31.020000 N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAG4 400000.000000 PA USD 411691.200000 0.0815553 Long DBT CORP US N 2 2029-08-01 Fixed 6.5 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BY7 700000.000000 PA USD 715159.200000 0.141672 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258LAA5 800000.000000 PA USD 778799.680000 0.154279 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAE0 1225000.000000 PA USD 1191277.590000 0.23599 Long DBT CORP US N 2 2029-08-01 Fixed 4.25 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 71424VAB6 250000.000000 PA USD 254842.500000 0.0504839 Long DBT CORP US N 2 2033-02-01 Fixed 6.25 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 400000.000000 PA USD 383679.560000 0.0760063 Long DBT CORP US N 2 2030-06-01 Fixed 4.625 N N N N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAK0 350000.000000 PA USD 369410.650000 0.0731796 Long DBT CORP US N 2 2032-01-15 Fixed 8.25 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 500000.000000 PA USD 518179.500000 0.102651 Long DBT CORP US N 2 2030-10-01 Fixed 6.375 N N N N N N ALTICE FRANCE 5493001ZMCICV4N02J21 ACI1X3WT2 350000.000000 PA 355324.670000 0.0703892 Long DBT CORP FR N 2 2029-07-15 Fixed 4 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAH5 950000.000000 PA USD 930806.110000 0.184391 Long DBT CORP US N 2 2029-05-01 Fixed 4.375 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAN5 553000.000000 PA USD 513286.640000 0.101681 Long DBT CORP SG N 2 2031-01-15 Fixed 4.125 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CR5 400000.000000 PA USD 381256.560000 0.0755263 Long DBT CORP US N 2 2031-03-01 Fixed 3.75 N N N N N N TRANSOCEAN TITAN FINANCING LIMITED N/A 89386MAA6 404761.910000 PA USD 415812.720000 0.0823718 Long DBT CORP KY N 2 2028-02-01 Fixed 8.375 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER N/A 01883LAH6 350000.000000 PA USD 361088.840000 0.0715311 Long DBT CORP US N 2 2032-10-01 Fixed 7.375 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 100000.000000 PA USD 114045.200000 0.0225922 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N NEWMARK GROUP INC N/A 65158NAD4 650000.000000 PA USD 697769.150000 0.138227 Long DBT CORP US N 2 2029-01-12 Fixed 7.5 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 ACI2RK2X3 1900000.000000 PA 2368464.240000 0.469189 Long DBT CORP DE N 2 2029-11-15 Fixed 6.75 N N Y N N N RAVEN ACQUISITION HOLDINGS LLC N/A 75420NAA1 1575000.000000 PA USD 1622514.600000 0.321418 Long DBT CORP US N 2 2031-11-15 Fixed 6.875 N N N N N N N/A N/A 000000000 1.000000 NC 2969.780000 0.0005883 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 614580.870000 USD 526000.000000 EUR 2025-10-02 2969.780000 N N N N/A N/A 000000000 1.000000 NC -7.900000 -0.0000016 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 376650.900000 ZAR 21791.290000 USD 2025-10-09 -7.900000 N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 ACI1YSZV8 1400000.000000 PA 1729760.860000 0.342663 Long DBT CORP GB N 2 2031-07-15 Fixed 4.5 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAG2 750000.000000 PA USD 777736.510000 0.154068 Long DBT CORP US N 2 2032-05-15 Fixed 6.875 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBF1 400000.000000 PA USD 400365.840000 0.0793118 Long DBT CORP US N 2 2028-10-15 Fixed 5.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797QS9 324000.000000 PA USD 321757.700000 0.0637397 Long DBT UST US N 2 2025-12-04 None 0 N N N N N N IMA INDUSTRIA MACCHINE AUTOMATICHE SPA IN SIGLA IMA SPA 815600D86992FDA7B908 ACI1TGP33 300000.000000 PA 351791.730000 0.0696894 Long DBT CORP IT N 2 2028-01-15 Fixed 3.75 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AL7 156000.000000 PA USD 162479.550000 0.0321869 Long DBT CORP US N 2 2027-06-15 Fixed 8 N N N N N N N/A N/A 000000000 1.000000 NC 58.930000 0.0000117 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 19129.490000 USD 28985.000000 AUD 2025-11-04 58.930000 N N N N/A N/A 000000000 1.000000 NC 2083.640000 0.0004128 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 297476.230000 USD 12969963.630000 TRY 2025-11-21 2083.640000 N N N WORLDPAY (BOOST NEWCO BORROWER LLC) 254900S8RE1OL7TTCU64 36268NAA8 1300000.000000 PA USD 1380130.700000 0.273402 Long DBT CORP US N 2 2031-01-15 Fixed 7.5 N N N N N N ONEMAIN FINANCE CORPORATION 5493008I795YYBFWFU90 682691AC4 500000.000000 PA USD 480956.100000 0.0952766 Long DBT CORP US N 2 2028-09-15 Fixed 3.875 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 900000.000000 PA USD 916271.180000 0.181512 Long DBT CORP US N 2 2034-03-31 Fixed 7 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 800000.000000 PA USD 791892.000000 0.156873 Long DBT CORP US N 2 2028-09-30 Fixed 4.75 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 L26915AA3 900000.000000 PA USD 881596.440000 0.174643 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -10697.950000 -0.0021192 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-18 0.000000 USD -1587.840000 USD 1200000.000000 USD -9110.110000 N N N FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC N/A 337120AA7 1250000.000000 PA USD 1190011.500000 0.235739 Long DBT CORP US N 2 2029-07-31 Fixed 4 N N N N N N STONEPEAK BAYOU HOLDINGS LP N/A 86185AAB9 500000.000000 PA USD 500000.000000 0.0990492 Long LON CORP US N 3 2032-09-24 Floating 6.89693 N N N N N N N/A N/A 000000000 1.000000 NC 583.680000 0.0001156 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 67000.000000 GBP 90691.940000 USD 2025-10-02 583.680000 N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 D9000BAJ1 447752.820000 PA USD 449371.450000 0.0890197 Long LON CORP DE N 2 2030-04-30 Floating 7.1971 N N N N N N MERLIN ENTERTAINMENTS (MOTION FINCO SARL) 2549002L1LBQZKA7UN30 61980LAB5 400000.000000 PA USD 346246.840000 0.0685909 Long DBT CORP LU N 2 2032-02-15 Fixed 8.375 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAH8 800000.000000 PA USD 796510.250000 0.157787 Long DBT CORP US N 2 2029-09-15 Fixed 5 N N N N N N BIOGROUP (CAB SELAS) 9695008EGX5O9K1MS743 ACI1VH241 1025000.000000 PA 1131674.630000 0.224183 Long DBT CORP FR N 2 2028-02-01 Fixed 3.375 N N N N N N AXALTA COATING SYSTEMS LLC 549300G80QONCHILSF69 05453GAC9 1525000.000000 PA USD 1446118.310000 0.286474 Long DBT CORP US N 2 2029-02-15 Fixed 3.375 N N N N N N N/A N/A 000000000 -933957.000000 PA -1096557.840000 -0.217226 Short RA GB N 2 Reverse repurchase N 1.500000 2027-09-30 900000.000000 EUR 881158.240000 EUR CDS N N N ATLAS (RAND PARENT LLC) N/A 753272AA1 900000.000000 PA USD 935973.000000 0.185415 Long DBT CORP US N 2 2030-02-15 Fixed 8.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1875000.000000 PA USD 1891145.960000 0.374633 Long DBT CORP IT N 2 2035-06-30 Floating 5.459 N N N N N N DISH DBS CORPORATION N/A 25470XBD6 100000.000000 PA USD 85601.490000 0.0169575 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL N/A ACI1XMKM8 600000.000000 PA 700040.430000 0.138677 Long DBT CORP US N 2 2028-06-01 Fixed 3.625 N N N N N N N/A N/A 000000000 1.000000 NC -108.840000 -0.0000216 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 108687.120000 USD 3304632.000000 TWD 2025-10-20 -108.840000 N N N CMA CGM 969500BZJ49IICIBZZ08 ACI2PV2P8 450000.000000 PA 550294.950000 0.109013 Long DBT CORP FR N 2 2029-07-15 Fixed 5.5 N N N N N N DISH DBS CORPORATION N/A 25470XBB0 200000.000000 PA USD 184500.000000 0.0365491 Long DBT CORP US N 2 2028-07-01 Fixed 7.375 N N N N N N THE ADT SECURITY CORPORATION 5493009JEEDYLVRA0J13 74166NAA2 400000.000000 PA USD 387896.630000 0.0768417 Long DBT CORP US N 2 2032-07-15 Fixed 4.875 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 811054AH8 500000.000000 PA USD 469781.540000 0.0930629 Long DBT CORP US N 2 2030-08-15 Fixed 9.875 N N N N N N KRAKEN OIL & GAS PARTNERS LLC 549300DR5HSL4YAU3X12 50076PAA6 1325000.000000 PA USD 1314395.100000 0.260379 Long DBT CORP US N 2 2029-08-15 Fixed 7.625 N N N N N N N/A N/A 000000000 1.000000 NC 870.970000 0.0001725 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 3862273.460000 CAD 2780614.440000 USD 2025-11-04 870.970000 N N N N/A N/A 000000000 -159294.000000 PA -187070.020000 -0.0370583 Short RA LU N 2 Reverse repurchase N 1.400000 2027-09-24 200000.000000 EUR 159952.250000 EUR CDS N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 1800000.000000 PA USD 1759867.970000 0.348627 Long DBT CORP US N 2 2028-11-15 Fixed 4.125 N N N N N N JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP N/A 476920AA1 1775000.000000 PA USD 1801850.430000 0.356944 Long DBT CORP US N 2 2031-09-20 Fixed 9.875 N N N N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 98980BAA1 600000.000000 PA USD 483575.460000 0.0957955 Long DBT CORP US N 2 2030-01-15 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC 36349.090000 0.0072007 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 12049961.540000 GBP 16242335.960000 USD 2025-10-02 36349.090000 N N N ATRIUM FINANCE PLC 254900S97VONWYW91C97 ACI1VJGW0 375000.000000 PA 418274.810000 0.0828596 Long DBT CORP CY N 2 2027-09-05 Fixed 2.625 N N N N N N TITANIUM 2L BONDCO SA RL 636700S4QMU2DWYOSF67 ACI2R0R44 970800.000000 PA 299513.600000 0.0593332 Long DBT CORP LU N 2 2031-01-14 Fixed 6.25 N N Y N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 375000.000000 PA USD 236487.780000 0.0468478 Long DBT CORP US N 2 2061-02-01 Fixed 4.3 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AR2 325000.000000 PA USD 326745.070000 0.0647277 Long DBT CORP US N 2 2032-04-01 Fixed 5.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 2636399.800000 0.522266 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.44 Y Single Leg Swap 2030-06-20 1949573.000000 USD 0.000000 USD 32500000.000000 USD 686826.800000 N N N N/A N/A 000000000 1.000000 NC 631.040000 0.000125 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB SONIO (03/18/26) LCH N/A N/A 2031-03-18 0.000000 GBP 0.000000 GBP N/A GBP Y 2031-03-18 403.070000 GBP 0.000000 GBP 100000.000000 GBP 227.970000 N N N AMERICAN BATH (CP ATLAS BUYER INC) 2549006ZZ07G0NDDCR36 12597YAC3 250000.000000 PA USD 262063.750000 0.0519144 Long DBT CORP US N 2 2030-07-15 Fixed 9.75 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 1800000.000000 PA USD 1737301.320000 0.344156 Long DBT CORP US N 2 2030-04-15 Fixed 4.625 N N N N N N VIAVI SOLUTIONS INC (AKA: JDS UNIPHASE CORP) 5493006K3E3N1QOBF092 925550AF2 275000.000000 PA USD 260232.420000 0.0515516 Long DBT CORP US N 2 2029-10-01 Fixed 3.75 N N N N N N VALLOUREC 969500P2Q1B47H4MCJ34 92023RAA8 540000.000000 PA USD 576026.100000 0.11411 Long DBT CORP FR N 2 2032-04-15 Fixed 7.5 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AC8 225000.000000 PA USD 233728.880000 0.0463013 Long DBT CORP US N 2 2032-07-15 Fixed 7.375 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AR1 300000.000000 PA USD 221882.250000 0.0439545 Long DBT CORP US N 2 2044-01-15 Fixed 5 N N N N N N INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688CAB3 1625000.000000 PA USD 1562849.930000 0.309598 Long DBT CORP US N 2 2028-11-01 Fixed 3.875 N N N N N N CONTOURGLOBAL POWER HOLDINGS SA 549300O5AGIFK0PQ1516 21220LAB9 525000.000000 PA USD 545994.750000 0.108161 Long DBT CORP LU N 2 2030-02-28 Fixed 6.75 N N N N N N DIRECT CHASSISLINK (DCLI BIDCO LLC) 2549007UUVJTHHNK9T70 233104AA6 875000.000000 PA USD 910631.750000 0.180395 Long DBT CORP US N 2 2029-11-15 Fixed 7.75 N N N N N N SEADRILL FINANCE LIMITED 213800WMN3OHFUDHD642 81172QAA2 800000.000000 PA USD 831211.200000 0.164662 Long DBT CORP BM N 2 2030-08-01 Fixed 8.375 N N N N N N PETCO HEALTH AND WELLNESS COMPANY INC 2549007TYGV6RVSE9M61 71601HAB2 500000.000000 PA USD 488150.000000 0.0967017 Long LON CORP US N 2 2028-03-03 Floating 7.5131 N N N N N N CROSSCOUNTRY INTERMEDIATE HOLDCO LLC N/A 22757VAA8 500000.000000 PA USD 502464.850000 0.0995375 Long DBT CORP US N 2 2030-10-01 Fixed 6.5 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AC0 1875000.000000 PA USD 2064281.250000 0.408931 Long DBT CORP US N 2 2029-11-30 Fixed 10.75 N N N N N N N/A N/A 000000000 1.000000 NC -882.560000 -0.0001748 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 358968.010000 USD 305000.000000 EUR 2025-10-02 -882.560000 N N N WYNN RESORTS CAPITAL CORP N/A 983133AC3 300000.000000 PA USD 323151.220000 0.0640157 Long DBT CORP US N 2 2031-02-15 Fixed 7.125 N N N N N N EQUINITI (ARMOR HOLDCO INC) 254900X6HLK0YPTHHF09 04625PAA9 600000.000000 PA USD 599199.600000 0.118701 Long DBT CORP US N 2 2029-11-15 Fixed 8.5 N N N N N N CELANESE US HOLDINGS LLC (AKA: BCP CRYSTAL US HOLDINGS CORP) CD30XVRLT4QO00B1C706 15089QAZ7 700000.000000 PA USD 705154.680000 0.13969 Long DBT CORP US N 2 2030-04-15 Fixed 6.5 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 200000.000000 PA USD 190686.000000 0.0377746 Long DBT CORP US N 2 2029-01-15 Fixed 5.375 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AX7 1700000.000000 PA USD 1662866.560000 0.329411 Long DBT CORP US N 2 2028-01-15 Fixed 3.75 N N N N N N VIRGIN MEDIA VENDOR FINANCING NOTES III DESIGNATED ACTIVITY COMPANY 635400SSKC2QCGEPIQ43 ACI1MVKC2 500000.000000 PA 657594.490000 0.130268 Long DBT CORP IE N 2 2028-07-15 Fixed 4.875 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 750000.000000 PA USD 725324.500000 0.143686 Long DBT CORP US N 2 2028-07-15 Fixed 4 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 ACI2Q4434 400000.000000 PA 472099.600000 0.0935222 Long DBT CORP IT N 2 2031-07-31 Floating 5.526 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 ACI07MK15 1700000.000000 PA 2009868.010000 0.398151 Long DBT CORP FR N 2 2026-01-22 Floating 5 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAM1 4650000.000000 PA USD 4387128.060000 0.869083 Long DBT CORP CA N 2 2030-10-15 Fixed 4 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 675000.000000 PA USD 619452.060000 0.122712 Long DBT CORP US N 2 2031-06-15 Fixed 3.625 N N N N N N BEACON MOBILITY CORP 254900EBTYFG24UQEM31 073644AA4 1400000.000000 PA USD 1456565.600000 0.288543 Long DBT CORP US N 2 2030-08-01 Fixed 7.25 N N N N N N YINSON BORONIA PRODUCTION BV 5493007X12FTT746N678 N9733XAA5 294327.000000 PA USD 328072.360000 0.0649906 Long DBT CORP NL N 2 2042-07-31 Fixed 8.947 N N N N N N N/A N/A 000000000 1.000000 NC -1.330000 -0.0000003 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 271.780000 USD 8751.220000 THB 2025-10-20 -1.330000 N N N PRIME HEALTHCARE SERVICES INC N/A 74165HAC2 350000.000000 PA USD 364360.500000 0.0721792 Long DBT CORP US N 2 2029-09-01 Fixed 9.375 N N N N N N CONTOURGLOBAL POWER HOLDINGS SA 549300O5AGIFK0PQ1516 ACI2TGPB3 700000.000000 PA 844029.190000 0.167201 Long DBT CORP LU N 2 2030-02-28 Fixed 5 N N N N N N HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC N/A 43284MAA6 500000.000000 PA USD 481198.140000 0.0953246 Long DBT CORP US N 2 2029-06-01 Fixed 5 N N N N N N GERMANY GOVT 529900AQBND3S6YJLY83 ACI2T2708 5700000.000000 PA 6599068.740000 1.30726 Long DBT NUSS DE N 2 2035-02-15 Fixed 2.5 N N N N N N DAVID LLOYD LEISURE (DEUCE FINCO PLC) 9845007DA2BC863E8437 ACI1YG075 600000.000000 PA 807047.700000 0.159875 Long DBT CORP GB N 2 2027-06-15 Fixed 5.5 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454LAX8 450000.000000 PA USD 452507.850000 0.0896411 Long DBT CORP US N 2 2029-08-01 Fixed 6.75 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 ACI1GR2C8 317498.000000 PA 11274.490000 0.0022335 Long DBT CORP LU N 2 2027-06-30 Fixed 5 N N Y N N N VIRIDIEN 969500FCVQ5SLAAUJV59 ACI2VMJW8 600000.000000 PA 731770.290000 0.144962 Long DBT CORP FR N 2 2030-10-15 Fixed 8.5 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAS7 475000.000000 PA USD 478830.880000 0.0948556 Long DBT CORP US N 2 2026-07-31 Fixed 6.625 N N N N N N QUIDELORTHO CORPORATION 549300YU8CMO9HF53113 74840YAH7 1000000.000000 PA USD 996045.000000 0.197315 Long LON CORP US N 2 2032-08-20 Floating 8.0015 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389286AA3 575000.000000 PA USD 432332.460000 0.0856443 Long DBT CORP US N 2 2031-11-15 Fixed 5.375 N N N N N N N/A N/A 000000000 3904.000000 NC USD 1483.520000 0.0002939 N/A DE US N 2 None N/A Call Purchased SPIRIT AIRLINES LLC SPIRIT AIRLINES LLC N/A 0.000000 USD 2099-12-31 XXXX -32676.480000 N N N STADA (NIDDA HEALTHCARE HOLDING GMBH) 549300Q89C4WAO6L0L19 ACI2RMSJ2 800000.000000 PA 967396.080000 0.19164 Long DBT CORP DE N 2 2030-02-21 Fixed 5.625 N N N N N N CASTELLUM AB 549300GU5OHTR1T5IY68 ACI2033V3 1100000.000000 PA 1280595.850000 0.253684 Long DBT CORP SE N 2 2026-12-02 Floating 3.125 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 400000.000000 PA USD 383298.480000 0.0759308 Long DBT CORP US N 2 2030-02-15 Fixed 4 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AC0 2250000.000000 PA USD 2369885.400000 0.46947 Long DBT CORP US N 2 2034-01-15 Fixed 6.5 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 1275000.000000 PA USD 1103459.210000 0.218594 Long DBT CORP US N 2 2031-02-15 Fixed 4.75 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 37956SAB0 500000.000000 PA USD 500715.000000 0.0991908 Long LON CORP US N 2 2032-10-01 Floating 7.6336 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAF9 800000.000000 PA USD 706224.230000 0.139902 Long DBT CORP US N 2 2027-09-30 None 0 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAB7 900000.000000 PA USD 904117.830000 0.179104 Long DBT CORP US N 2 2029-04-20 Fixed 5.75 N N N N N N ATLEOS (NCR ATLEOS LLC) 9845005FC3S0VA714741 638962AA8 250000.000000 PA USD 270814.250000 0.0536479 Long DBT CORP US N 2 2029-04-01 Fixed 9.5 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AJ6 900000.000000 PA USD 912748.500000 0.180814 Long DBT CORP CA N 2 2029-07-01 Fixed 7.625 N N N N N N NOVELIS SHEET INGOT GMBH 9845005E95899E77AY49 ACI1WQS75 450000.000000 PA 515795.370000 0.102178 Long DBT CORP DE N 2 2029-04-15 Fixed 3.375 N N N N N N N/A N/A 000000000 1.000000 NC -1791.750000 -0.0003549 N/A DFE PL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1195531.080000 PLN 327075.000000 USD 2025-10-15 -1791.750000 N N N SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB/STOCKHOLM BRANCH 636700JPED0N9T4ET363 ACI2STC95 1300000.000000 PA 1220648.300000 0.241808 Long DBT CORP SE N 2 2028-11-14 Fixed 0.75 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 210000.000000 PA USD 183750.000000 0.0364006 Long DBT CORP US N 2 2028-06-28 Fixed 10.625 N N N N N N N/A N/A 000000000 1.000000 NC 152144.670000 0.0301396 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 77673131.890000 EUR 91526834.020000 USD 2025-11-04 152144.670000 N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCE1 2350000.000000 PA USD 2220972.550000 0.439971 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC -536.650000 -0.0001063 N/A DFE SG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 82508.970000 USD 105740.200000 SGD 2025-10-02 -536.650000 N N N GOLDEN STATE FOODS LLC N/A 38121NAC7 470261.820000 PA USD 472008.840000 0.0935042 Long LON CORP US N 2 2031-12-04 Floating 8.01304 N N N N N N N/A N/A 000000000 1.000000 NC -32.290000 -0.0000064 N/A DFE CH N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 29171.280000 CHF 36612.740000 USD 2025-10-02 -32.290000 N N N N/A N/A 000000000 1.000000 NC USD 502735.260000 0.099591 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2055-06-18 582880.670000 USD 0.000000 USD 4050000.000000 USD -80145.410000 N N N N/A N/A 000000000 1.000000 NC -1615.790000 -0.0003201 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1650987.800000 ZAR 93655.000000 USD 2025-11-20 -1615.790000 N N N MUNDYS SPA 8156008DEC771409C487 ACI0W51G2 1000000.000000 PA 1161609.660000 0.230113 Long DBT CORP IT N 2 2027-07-13 Fixed 1.875 N N N N N N RFNA LP 2549002A4GSOTYKKHR45 74984AAA0 500000.000000 PA USD 509872.160000 0.101005 Long DBT CORP US N 2 2030-02-15 Fixed 7.875 N N N N N N TRONOX INCORPORATED 549300EPZ4YXC7E5P181 897051AD0 525000.000000 PA USD 514682.850000 0.101958 Long DBT CORP US N 2 2030-09-30 Fixed 9.125 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525PAE7 600000.000000 PA USD 610547.720000 0.120949 Long DBT CORP US N 2 2030-10-15 Fixed 7.25 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 89469AAD6 125000.000000 PA USD 121828.930000 0.0241341 Long DBT CORP US N 2 2028-09-01 Fixed 4 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 425000.000000 PA USD 425548.680000 0.0843005 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N XENIA HOTELS & RESORTS (XHR LP) 549300M88BPT83ZL2164 98372MAE5 300000.000000 PA USD 308616.900000 0.0611365 Long DBT CORP US N 2 2030-05-15 Fixed 6.625 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBX7 500000.000000 PA USD 394870.950000 0.0782233 Long DBT CORP GB N 2 2081-06-04 Floating 5.125 N N N N N N FREEDOM MORTGAGE HOLDINGS LLC 254900ROJ91RGM43S156 35641AAB4 900000.000000 PA USD 958321.800000 0.189842 Long DBT CORP US N 2 2031-05-15 Fixed 9.125 N N N N N N CHC GROUP LLC N/A 12550E405 3887.000000 NS USD 0.780000 0.0000002 Long EC CORP KY N 3 N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307BN6 975000.000000 PA USD 820529.870000 0.162546 Long DBT CORP US N 2 2029-01-31 Fixed 11.75 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AN7 425000.000000 PA USD 427460.330000 0.0846792 Long DBT CORP CA N 2 2030-10-01 Fixed 7.375 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 200000.000000 PA USD 200235.200000 0.0396663 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMC2 5450000.000000 PA USD 5640004.880000 1.11728 Long DBT UST US N 2 2031-12-31 Fixed 4.5 N N N N N N CONSOLIDATED COMMUNICATIONS INC 549300WW675Y48HDVX34 20903XAH6 225000.000000 PA USD 227812.500000 0.0451293 Long DBT CORP US N 2 2028-10-01 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC -1706.060000 -0.000338 N/A DFE PL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1074214.800000 PLN 293789.000000 USD 2025-10-15 -1706.060000 N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAG9 600000.000000 PA USD 561793.020000 0.11129 Long DBT CORP US N 2 2029-02-01 Fixed 3.125 N N N N N N COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC N/A 19240WAA7 300000.000000 PA USD 299453.610000 0.0593213 Long DBT CORP US N 2 2027-06-15 Fixed 7 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AH0 1000000.000000 PA USD 1044385.000000 0.206891 Long DBT CORP CA N 2 2028-12-01 Fixed 9.25 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 500000.000000 PA USD 511256.500000 0.101279 Long DBT CORP US N 2 2032-07-15 Fixed 9.625 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABG2 300000.000000 PA USD 303244.500000 0.0600722 Long DBT CORP US N 2 2029-05-01 Fixed 6.75 N N N N N N N/A N/A 000000000 1.000000 NC 31.130000 0.0000062 N/A DFE AU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 17082.550000 USD 25851.000000 AUD 2025-11-04 31.130000 N N N COMMSCOPE LLC 549300Z6K4JXMFE8QY54 203372AX5 200000.000000 PA USD 198966.000000 0.0394148 Long DBT CORP US N 2 2029-09-01 Fixed 4.75 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 2700000.000000 PA USD 2795823.540000 0.553848 Long DBT CORP US N 2 2030-01-15 Fixed 7 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632QAE3 700000.000000 PA USD 707084.220000 0.140072 Long DBT CORP US N 2 2029-03-31 Fixed 6.5 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 1175000.000000 PA USD 1088197.700000 0.21557 Long DBT CORP US N 2 2030-11-15 Fixed 3.875 N N N N N N CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP N/A 126458AE8 200000.000000 PA USD 194690.140000 0.0385678 Long DBT CORP US N 2 2028-06-30 Fixed 3.875 N N N N N N MUNDYS SPA 8156008DEC771409C487 ACI1VSC04 200000.000000 PA 229740.820000 0.0455113 Long DBT CORP IT N 2 2028-02-12 Fixed 1.875 N N N N N N N/A N/A 000000000 1.000000 NC -93912.220000 -0.0186039 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 12866961.540000 GBP 17213897.230000 USD 2025-11-04 -93912.220000 N N N PRIMO BRANDS CORPORATION 254900J0WS4AXV2LAX55 89678QAD8 491287.500000 PA USD 491759.140000 0.0974167 Long LON CORP US N 2 2028-03-31 Floating 6.2515 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 1400000.000000 PA USD 507748.720000 0.100584 Long DBT CORP LU N 2 2027-05-15 Fixed 10.5 N N N N N N VIKING OCEAN CRUISES (VOC ESCROW LTD) N/A 91832VAA2 700000.000000 PA USD 698610.080000 0.138394 Long DBT CORP BM N 2 2028-02-15 Fixed 5 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AH4 300000.000000 PA USD 315602.100000 0.0625203 Long DBT CORP NL N 2 2031-03-15 Fixed 7.125 N N N N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 15679GAC6 1850000.000000 PA USD 1963312.500000 0.388929 Long DBT CORP DE N 2 2031-10-03 Fixed 9.375 N N N N N N CALIBER COLLISION (WAND NEWCO 3 INC) 549300Y3VZEWMSQW8494 933940AA6 250000.000000 PA USD 263600.000000 0.0522187 Long DBT CORP US N 2 2032-01-30 Fixed 7.625 N N N N N N N/A N/A 000000000 1.000000 NC USD -73290.160000 -0.0145187 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-18 0.000000 USD -77807.000000 USD 12475000.000000 USD 4516.840000 N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AK2 250000.000000 PA USD 242855.580000 0.0481093 Long DBT CORP US N 2 2032-04-15 Fixed 7.875 N N N N N N N/A N/A 000000000 1.000000 NC -58.750000 -0.0000116 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 28985.000000 AUD 19120.620000 USD 2025-10-02 -58.750000 N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 024747AF4 700000.000000 PA USD 686572.250000 0.136009 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAD5 900000.000000 PA USD 894400.380000 0.177179 Long DBT CORP US N 2 2032-04-01 Fixed 7.625 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBY6 500000.000000 PA USD 500341.270000 0.0991168 Long DBT CORP BM N 2 2031-01-15 Fixed 5.875 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 57906HAF4 797989.950000 PA USD 764574.120000 0.151461 Long LON CORP US N 2 2029-03-01 Floating 7.2231 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 35039KAB2 49611.410000 PA USD 49729.490000 0.0098513 Long LON CORP US N 2 2028-01-31 Floating 7.8195 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBJ8 450000.000000 PA USD 358164.000000 0.0709517 Long DBT CORP US N 2 2029-04-15 Fixed 6.875 N N N N N N US ACUTE CARE SOLUTIONS LLC N/A 90367UAD3 125000.000000 PA USD 128154.040000 0.0253871 Long DBT CORP US N 2 2029-05-15 Fixed 9.75 N N N N N N N/A N/A 000000000 1.000000 NC -1653.050000 -0.0003275 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1628065.340000 ZAR 92295.000000 USD 2025-11-20 -1653.050000 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBQ2 950000.000000 PA USD 1004938.830000 0.199077 Long DBT CORP GB N 2 2079-04-04 Floating 7 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAB9 296221.380000 PA USD 296005.140000 0.0586381 Long LON CORP US N 2 2029-02-15 Floating 6.9134 N N N N N N CAMELOT US ACQUISITION LLC 549300U6VBJHQP2SFL81 L2000AAG5 400000.000000 PA USD 400062.000000 0.0792516 Long LON CORP US N 2 2031-01-31 Floating 7.4134 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECN3 700000.000000 PA USD 795950.400000 0.157677 Long DBT CORP GB N 2 2029-12-15 Floating 9.625 N N N N Y BARCLAYS PLC GBP XXXX N N N N/A N/A 000000000 1.000000 NC -118.800000 -0.0000235 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 168174.000000 USD 610988.920000 PLN 2025-10-22 -118.800000 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 ACI2L31Q3 300000.000000 PA 391830.560000 0.077621 Long DBT CORP NO N 2 2083-11-15 Floating 7.862 N N N N N N PICARD GROUPE SAS (LION/POLARIS LUX 4 SA) 984500BFD3F99A7UB874 ACI2PTGT0 600000.000000 PA 714440.520000 0.14153 Long DBT CORP LU N 2 2029-07-01 Floating 5.641 N N N N N N FTAI AVIATION INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAF8 350000.000000 PA USD 366440.550000 0.0725913 Long DBT CORP US N 2 2031-05-01 Fixed 7 N N N N N N FAURECIA SE 969500F0VMZLK2IULV85 ACI302WH2 300000.000000 PA 359465.370000 0.0712095 Long DBT CORP FR N 2 2031-03-15 Fixed 5.375 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCE2 500000.000000 PA USD 500025.000000 0.0990541 Long LON CORP US N 2 2032-08-19 Floating 6.6634 N N N N N N WINDSTREAM SERVICES LLC 549300KT9GVEBYCD2N29 97381AAA0 550000.000000 PA USD 570158.260000 0.112947 Long DBT CORP US N 2 2031-10-01 Fixed 8.25 N N N N N N DISH DBS CORPORATION N/A 25470XBE4 1000000.000000 PA USD 983434.300000 0.194817 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBG9 600000.000000 PA USD 600376.730000 0.118934 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N ESSENDI SA 2221000MD2YP7WLTNC52 ACI2R9531 100000.000000 PA 124135.710000 0.0245911 Long DBT CORP LU N 2 2029-10-15 Fixed 6.375 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 ACI1XW6C4 750000.000000 PA 967995.820000 0.191758 Long DBT CORP US N 2 2028-06-01 Fixed 4.25 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAR6 357600.000000 PA USD 405359.270000 0.080301 Long DBT CORP SG N 2 2032-12-01 Fixed 9.625 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 ACI30LWW7 600000.000000 PA 704307.150000 0.139522 Long DBT CORP GB N 2 2031-03-31 Fixed 7.25 N N N N N N TGNR INTERMEDIATE HOLDINGS LLC 5493007AZNVKZ5HEMT23 77289KAA3 25000.000000 PA USD 24482.990000 0.00485 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC N/A 01330AAA4 1825000.000000 PA USD 1892160.000000 0.374834 Long DBT CORP LU N 2 2030-05-21 Fixed 7 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAD9 600000.000000 PA USD 637195.200000 0.126227 Long DBT CORP US N 2 2029-12-15 Fixed 7.875 N N N N N N CIRSA FINANCE INTERNATIONAL SARL 254900KUJN6DHWH2K029 ACI20HRH7 225000.000000 PA 264840.990000 0.0524646 Long DBT CORP LU N 2 2027-03-15 Fixed 4.5 N N N N N N MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC N/A 60672JAA7 250000.000000 PA USD 256969.500000 0.0509052 Long DBT CORP US N 2 2032-04-01 Fixed 6.75 N N N N N N ROBLOX CORPORATION N/A 771049AA1 200000.000000 PA USD 190946.970000 0.0378263 Long DBT CORP US N 2 2030-05-01 Fixed 3.875 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAE3 500000.000000 PA USD 487232.260000 0.0965199 Long DBT CORP US N 2 2033-01-15 Fixed 7.375 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAC0 300000.000000 PA USD 299721.480000 0.0593743 Long DBT CORP US N 2 2028-04-15 Fixed 7.75 N N N N N N INEOS US PETROCHEM LLC N/A G4770MAL8 198488.660000 PA USD 180293.200000 0.0357158 Long LON CORP US N 2 2029-03-09 Floating 8.5134 N N N N N N FMG RESOURCES (AUGUST 2006) PTY LTD 549300EFD6S2NFE9D745 30251GBC0 950000.000000 PA USD 907660.880000 0.179806 Long DBT CORP AU N 2 2031-04-01 Fixed 4.375 N N N N N N CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC N/A 12657NAA8 1400000.000000 PA USD 1387903.020000 0.274941 Long DBT CORP US N 2 2031-06-15 Fixed 5.5 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAB6 650000.000000 PA USD 667661.800000 0.132263 Long DBT CORP US N 2 2028-12-15 Fixed 6.625 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 71424VAA8 450000.000000 PA USD 467049.600000 0.0925218 Long DBT CORP US N 2 2032-01-15 Fixed 7 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAR1 525000.000000 PA USD 578048.100000 0.11451 Long DBT CORP US N 2 2030-11-15 Fixed 9.75 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAD8 1450000.000000 PA USD 1548018.550000 0.30666 Long DBT CORP NL N 2 2030-07-15 Fixed 8.25 N N N N N N GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP N/A 37185LAQ5 825000.000000 PA USD 861096.860000 0.170582 Long DBT CORP US N 2 2032-05-15 Fixed 7.875 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AQ5 500000.000000 PA USD 528205.000000 0.104636 Long DBT CORP US N 2 2029-04-01 Fixed 9.25 N N N N N N ASPIRE BAKERIES HOLDINGS LLC 549300MWN7R72KAKOD18 BA000LL56 496243.720000 PA USD 499809.230000 0.0990114 Long LON CORP US N 2 2030-12-23 Floating 7.6634 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 1450000.000000 PA USD 1503104.800000 0.297763 Long DBT CORP US N 2 2032-03-01 Fixed 6.375 N N N N N N TERRAFORM POWER OPERATING LLC 5493000S2OLR3UT5BE13 88104LAE3 300000.000000 PA USD 298058.400000 0.0590449 Long DBT CORP US N 2 2028-01-31 Fixed 5 N N N N N N ITALMATCH CHEMICALS SPA 815600E7294ACCE76074 ACI2CNJ56 500000.000000 PA 619757.500000 0.122773 Long DBT CORP IT N 2 2028-02-06 Fixed 10 N N N N N N N/A N/A 000000000 1.000000 NC 466809.170000 0.0924741 N/A DCR ES N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CELLNEX TELECOM SA CELLNEX TELECOM SAU SR UNSEC Y Single Leg Swap 2030-12-20 303510.810000 EUR 0.000000 EUR 1900000.000000 EUR 163298.360000 N N N FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE N/A 05974EAA8 198101.480000 PA USD 211849.720000 0.0419671 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25 N N N N N N CLARIVATE (CAMELOT FINANCE SA) N/A 13323AAB6 122000.000000 PA USD 121657.940000 0.0241002 Long DBT CORP LU N 2 2026-11-01 Fixed 4.5 N N N N N N ROCKET COMPANIES INC N/A 77311WAA9 2075000.000000 PA USD 2131139.130000 0.422175 Long DBT CORP US N 2 2030-08-01 Fixed 6.125 N N N N N N CITGO PETROLEUM CORPORATION YX52P86PXMLYDOTUQ225 17302XAN6 400000.000000 PA USD 416676.800000 0.082543 Long DBT CORP US N 2 2029-01-15 Fixed 8.375 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AD3 350000.000000 PA USD 389611.120000 0.0771813 Long DBT CORP US N 2 2037-11-15 Fixed 6.875 N N N N N N STAGWELL (MIDAS OPCO HOLDINGS LLC) 984500904E015Z0C1F82 59565JAA9 1050000.000000 PA USD 1020866.490000 0.202232 Long DBT CORP US N 2 2029-08-15 Fixed 5.625 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AJ2 500000.000000 PA USD 499747.500000 0.0989992 Long DBT CORP US N 2 2030-10-01 Fixed 5.5 N N N N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565CF9 1000000.000000 PA USD 927507.210000 0.183738 Long DBT CORP US N 2 2030-08-15 Fixed 3.375 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAS3 791898.750000 PA USD 758120.310000 0.150182 Long LON CORP US N 2 2028-06-28 Floating 9.2779 N N N N N N CLOVER HOLDINGS 2 LLC N/A 18914DAB4 1396500.000000 PA USD 1399558.340000 0.27725 Long LON CORP US N 2 2031-12-09 Floating 7.9422 N N N N N N AMER SPORTS COMPANY 549300NRKH9WF70VFC95 02352NAA7 875000.000000 PA USD 910548.630000 0.180378 Long DBT CORP US N 2 2031-02-16 Fixed 6.75 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAB7 825000.000000 PA USD 779731.760000 0.154464 Long DBT CORP US N 2 2029-09-15 Fixed 4 N N N N N N NORTHRIVER MIDSTREAM FINANCE LP 549300SOLNLY3BL6GF18 66679NAB6 600000.000000 PA USD 613965.480000 0.121626 Long DBT CORP CA N 2 2032-07-15 Fixed 6.75 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAC3 1100000.000000 PA USD 1106675.310000 0.219231 Long DBT CORP US N 2 2030-04-15 Fixed 6.875 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAD8 400000.000000 PA USD 371794.640000 0.0736519 Long DBT CORP US N 2 2029-10-01 Fixed 5 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 ACI20N2N8 500000.000000 PA 560397.870000 0.111014 Long DBT CORP US N 2 2029-10-01 Fixed 5.375 N N N N N N VISTA MANAGEMENT HOLDING INC 5299005VABKD28UWHI65 92842EAB4 445500.000000 PA USD 449213.240000 0.0889884 Long LON CORP US N 2 2031-04-01 Floating 7.73724 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AA4 525000.000000 PA USD 580458.380000 0.114988 Long DBT CORP US N 2 2033-05-01 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC 46923.890000 0.0092955 N/A DCR NL N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ZF EUROPE FINANCE BV ZF EUROPE FINANCE BV CO GTD SR UNSEC SMR Y Single Leg Swap 2029-12-20 54407.410000 EUR 0.000000 EUR 700000.000000 EUR -7483.520000 N N N N/A N/A 000000000 1.000000 NC 93921.980000 0.0186058 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 17210847.760000 USD 12866961.540000 GBP 2025-10-02 93921.980000 N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A B01RQ2907 294527.000000 NS 16.080000 0.0000032 Long EC CORP MX N 3 N N N RAISING CANES RESTAURANTS LLC 254900V6ADXFWHYOED66 75103AAA3 1000000.000000 PA USD 1050994.000000 0.2082 Long DBT CORP US N 2 2029-05-01 Fixed 9.375 N N N N N N QUALITYTECH LP 549300GWD2FYVWRWCZ90 BA0009MM5 995000.000000 PA USD 997487.500000 0.197601 Long LON CORP US N 3 2031-10-30 Floating 7.7231 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 250000.000000 PA USD 229388.130000 0.0454414 Long DBT CORP US N 2 2031-08-15 Fixed 4.125 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 2125000.000000 PA USD 1949687.500000 0.38623 Long DBT CORP US N 2 2032-03-15 Fixed 4.279 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 500000.000000 PA USD 499790.650000 0.0990077 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 937HEJII7 1600000.000000 PA 1886793.340000 0.373771 Long LON CORP SE N 2 2028-03-27 Floating 5 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAA0 700000.000000 PA USD 726838.980000 0.143986 Long DBT CORP US N 2 2029-09-30 Fixed 9 N N N N N N WYNN RESORTS CAPITAL CORP N/A 983133AA7 600000.000000 PA USD 602659.200000 0.119386 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N GRUPO ANTOLIN IRAUSA SA 213800OILC5Q9AR63B63 ACI2Q4D67 600000.000000 PA 540369.360000 0.107046 Long DBT CORP ES N 2 2030-01-30 Fixed 10.375 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 5989.540000 PA USD 58332.110000 0.0115555 Long STIV RF US N 1 N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAJ6 600000.000000 PA USD 599174.400000 0.118696 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57667JAC6 525000.000000 PA USD 530024.250000 0.104997 Long DBT CORP US N 2 2033-09-15 Fixed 6.125 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 55328HAP6 44559.080000 PA USD 44559.080000 0.0088271 Long LON CORP US N 2 2030-12-31 Floating 8.0579 N N N N N N MANUCHAR GROUP BV 2549001MEFA4EOZSYR71 ACI2YDMC5 1300000.000000 PA 1509381.290000 0.299006 Long DBT CORP BE N 2 2032-07-07 Floating 7.014 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AQ0 900000.000000 PA USD 892108.820000 0.176725 Long DBT CORP US N 2 2031-01-15 Fixed 6.125 N N N N N N STANDARD INDUSTRIES INC N/A ACI1GX0P8 366453.150000 PA 428128.900000 0.0848116 Long DBT CORP US N 2 2026-11-21 Fixed 2.25 N N N N N N N/A N/A 000000000 1.000000 NC 725.020000 0.0001436 N/A DFE MX N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 27440.320000 USD 519999.550000 MXN 2025-12-17 725.020000 N N N ERAMET SA 549300LUH78PG2MP6N64 ACI2P8GL3 900000.000000 PA 1034524.420000 0.204938 Long DBT CORP FR N 2 2029-11-30 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 35944.900000 0.0071206 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ROYAL CARIBBEAN CRUISES LTD ROYAL CARIBBEAN CRUISES Y Single Leg Swap 2028-06-20 0.000000 USD -7362.330000 USD 300000.000000 USD 43307.230000 N N N N/A N/A 000000000 1.000000 NC -1525.550000 -0.0003022 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1725898.730000 ZAR 98068.000000 USD 2025-11-20 -1525.550000 N N N AADVANTAGE LOYALTY IP LTD N/A 02376CBS3 259350.000000 PA USD 259260.520000 0.0513591 Long LON CORP US N 2 2028-04-20 Floating 6.5755 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNX5 2500000.000000 PA USD 2487500.000000 0.49277 Long DBT UST US N 2 2030-08-31 Fixed 3.625 N N N N N N COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC N/A 19240WAB5 1000000.000000 PA USD 972735.500000 0.192697 Long DBT CORP US N 2 2032-07-01 Fixed 6.5 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1DBG64 200000.000000 PA 292572.430000 0.0579581 Long DBT CORP IT N 2 2029-07-23 Fixed 10.5 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAA1 300000.000000 PA USD 287754.160000 0.0570036 Long DBT CORP US N 2 2029-08-15 Fixed 3.875 N N N N N N NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC) 254900QKSDYFR3K5YD98 18972EAD7 550000.000000 PA USD 564627.250000 0.111852 Long DBT CORP US N 2 2032-04-15 Fixed 6.75 N N N N N N ALTICE FRANCE 5493001ZMCICV4N02J21 02156LAF8 1550000.000000 PA USD 1331527.500000 0.263773 Long DBT CORP FR N 2 2029-07-15 Fixed 5.125 N N N N N N BAUSCH HEALTH COS (1261229 BC LTD) N/A 68288AAA5 1700000.000000 PA USD 1743931.470000 0.34547 Long DBT CORP CA N 2 2032-04-15 Fixed 10 N N N N N N EXCELERATE ENERGY LIMITED PARTNERSHIP LGL4IE90TNTFYJ55BK06 30069UAA6 475000.000000 PA USD 505990.900000 0.100236 Long DBT CORP US N 2 2030-05-15 Fixed 8 N N N N N N N/A N/A 000000000 1.000000 NC 110.600000 0.0000219 N/A DFE AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 29069.570000 USD 44078.000000 AUD 2025-11-04 110.600000 N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AJ0 525000.000000 PA USD 505419.910000 0.100123 Long DBT CORP US N 2 2029-05-01 Fixed 3.75 N N N N N N PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC N/A 74168RAC7 500000.000000 PA USD 500314.450000 0.0991115 Long DBT CORP US N 2 2029-04-01 Fixed 6.25 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 425000.000000 PA USD 418146.830000 0.0828342 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AM8 300000.000000 PA USD 324624.350000 0.0643075 Long DBT CORP US N 2 2029-07-15 Fixed 10.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 525826.250000 0.104165 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.45 Y Single Leg Swap 2030-12-20 512550.000000 USD 0.000000 USD 6700000.000000 USD 13276.250000 N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCL5 500000.000000 PA USD 444842.880000 0.0881226 Long DBT CORP US N 2 2033-06-01 Fixed 4.5 N N N N N N MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC N/A 58506DAA6 400000.000000 PA USD 410661.860000 0.0813514 Long DBT CORP US N 2 2029-04-01 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC -357.470000 -0.0000708 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 37440.450000 ILS 10946.620000 USD 2025-11-13 -357.470000 N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBG2 800000.000000 PA USD 750879.660000 0.148748 Long DBT CORP US N 2 2030-07-01 Fixed 4.125 N N N N N N NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC) 254900QKSDYFR3K5YD98 18972EAA3 300000.000000 PA USD 303655.800000 0.0601537 Long DBT CORP US N 2 2029-04-15 Fixed 6.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMU2 3375000.000000 PA USD 3414155.270000 0.676338 Long DBT UST US N 2 2030-03-31 Fixed 4 N N N N N N ALTICE FRANCE 5493001ZMCICV4N02J21 02156LAC5 800000.000000 PA USD 708000.000000 0.140254 Long DBT CORP FR N 2 2028-01-15 Fixed 5.5 N N N N N N ASHLAND SERVICES BV 549300S52OPXPKGJS029 ACI1J0K83 1000000.000000 PA 1143570.840000 0.22654 Long DBT CORP NL N 2 2028-01-30 Fixed 2 N N N N N N IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC) N/A 89157UAA5 1300000.000000 PA USD 1274689.000000 0.252514 Long DBT CORP JE N 2 2030-05-15 Fixed 9.5 N N N N N N WILDFIRE INTERMEDIATE HOLDINGS LLC 5493003RHEMQJZEXIR02 96812HAA6 180000.000000 PA USD 182317.500000 0.0361168 Long DBT CORP US N 2 2029-10-15 Fixed 7.5 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 1650000.000000 PA USD 1688286.010000 0.334447 Long DBT CORP US N 2 2033-03-01 Fixed 6.875 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 400000.000000 PA USD 400052.400000 0.0792497 Long DBT CORP US N 2 2027-10-15 Fixed 5.875 N N N N N N TEVA PHARMACEUTICALS FINANCE NETHERLANDS BV 5493004T21MOAFINJP35 88167AAT8 425000.000000 PA USD 442939.680000 0.0877456 Long DBT CORP NL N 2 2032-12-01 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -2329.650000 -0.0004615 N/A DFE N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 405000.000000 EUR 474112.440000 USD 2025-11-04 -2329.650000 N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 475000.000000 PA USD 439207.380000 0.0870063 Long DBT CORP US N 2 2031-01-30 Fixed 3.75 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1FYMM0 800000.000000 PA 1003214.550000 0.198735 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 ACI1GSPP2 100000.000000 PA 115689.670000 0.0229179 Long DBT CORP ES N 2 2027-11-15 Fixed 2.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 69848.210000 0.0138368 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CALPINE CORPORATION CALPINE CORP SR UNSEC 144A Y Single Leg Swap 2028-12-20 38555.600000 USD 0.000000 USD 500000.000000 USD 31292.610000 N N N ILIAD 969500FZ9BTRZS3JNB97 ACI2RWH78 1600000.000000 PA 1923267.550000 0.380996 Long DBT CORP FR N 2 2029-12-15 Fixed 4.25 N N N N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AC5 250000.000000 PA USD 259700.000000 0.0514461 Long DBT CORP BM N 2 2028-02-21 Floating 10.4298 N N N N N N 2025-11-26 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer