NPORT-P false 0000822977 XXXXXXXX S000067093 C000215835 C000215840 C000215834 C000215837 C000215838 C000215839 C000215836 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Income Fund S000067093 549300MB2RPKSBYMCT85 2022-03-31 2021-06-30 N 111830323.00 5222958.86 106607364.14 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2496675.47000000 0.00000000 0.00000000 2712239.34000000 AUD CAD EUR GBP JPY NOK NZD SEK USD N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 165000.00000000 PA USD 170775.00000000 0.160190622268 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CA3 215000.00000000 PA USD 213387.50000000 0.200162063588 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N INTELLIGENT PACKAGING N/A 45827MAA5 228000.00000000 PA USD 237120.00000000 0.222423658921 Long DBT CORP CA N 2 2028-09-15 Fixed 6.00000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 230000.00000000 PA USD 234312.50000000 0.219790163550 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 180000.00000000 PA USD 209392.20000000 0.196414386275 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 100000.00000000 PA USD 115792.00000000 0.108615385938 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 125000.00000000 PA 152385.20000000 0.142940594422 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 225000.00000000 PA USD 244147.50000000 0.229015605037 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 50000.00000000 PA USD 54939.50000000 0.051534432394 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAF6 25000.00000000 PA USD 27255.75000000 0.025566479595 Long DBT US N 2 2028-01-15 Fixed 3.40000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 200000.00000000 PA USD 189475.00000000 0.177731624384 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 10000.00000000 PA USD 1233.13000000 0.001156702456 Long DBT NUSS LB N 2 2027-11-29 None 0.00000000 Y N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 175000.00000000 PA USD 215356.75000000 0.202009262434 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 400000.00000000 PA USD 408416.00000000 0.383102990393 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Idera, Inc. 549300VQ6S3PWR8NUC48 45168RAS2 45000.00000000 PA USD 44662.50000000 0.041894385402 Long LON CORP US N 2 2029-03-02 Floating 7.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BD9 100000.00000000 PA USD 100302.00000000 0.094085432848 Long DBT CORP US N 2 2026-04-27 Fixed 1.62500000 N N N N N N TURKIYE VAKIFLAR BANKASI 789000KAIHOLSQKQ9858 000000000 210000.00000000 PA USD 214370.63000000 0.201084260669 Long DBT CORP TR N 2 2022-11-01 Fixed 6.00000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AA7 220000.00000000 PA USD 228800.00000000 0.214619320012 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAA6 250000.00000000 PA USD 243555.00000000 0.228459827296 Long DBT CORP NL N 2 2030-11-23 Fixed 2.20000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1950000.00000000 OU Notional Amount USD 38979.14000000 0.036563271509 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S33.V1 2I65BYDV4 Y sell protection 2024-12-20 30893.48000000 USD 0.00000000 USD 1950000.00000000 USD 8085.66000000 N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAD0 60000.00000000 PA USD 66685.20000000 0.062552151568 Long DBT US N 2 2029-07-15 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 225000.00000000 PA USD 247893.75000000 0.232529668095 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 240000.00000000 PA USD 240000.00000000 0.225125160851 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 120000.00000000 PA USD 121200.00000000 0.113688206230 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 200000.00000000 PA 246828.71000000 0.231530637673 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 00164DAQ6 190.84000000 PA USD 178.87000000 0.000167783906 Long LON CORP US N 2 2026-04-22 Floating 3.08600000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 50000.00000000 PA USD 52000.00000000 0.048777118184 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N HILLMAN GROUP INC THE BDPO7HREUXNPHVMSIT54 43162TAT7 16877.64000000 PA USD 16827.68000000 0.015784725694 Long LON CORP US N 2 2028-02-24 None 0.00000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 110000.00000000 PA USD 13701.88000000 0.012852658079 Long DBT NUSS LB N 2 2030-02-26 None 0.00000000 Y N N N N N INDOFOOD CBP SUKSES MAKM 254900YKZW9GRKZZN285 000000000 250000.00000000 PA USD 253074.38000000 0.237389210437 Long DBT CORP ID N 2 2031-06-09 Fixed 3.39800000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 000000000 200000.00000000 PA USD 202537.50000000 0.189984530275 Long DBT CORP BR N 2 2022-12-12 Fixed 6.12500000 N N N N N N AppLovin Corporation 549300LLVXMUAOL3SQ07 03835EAC8 124362.24000000 PA USD 124137.14000000 0.116443306709 Long LON CORP US N 2 2025-08-15 Floating 3.35400000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1650.09000000 0.001547819902 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 92203164.00000000 JPY 832142.00000000 USD 2021-09-15 1650.09000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 140000.00000000 PA USD 145950.00000000 0.136904238442 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 50000.00000000 PA USD 51122.00000000 0.047953535304 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 240000.00000000 PA USD 247200.00000000 0.231878915677 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 000000000 175000.00000000 PA 220267.91000000 0.206616036121 Long DBT CORP IT N 2 2026-01-28 Fixed 2.87500000 N N N N N N RAYONIER AM PROD INC 549300ZGRDDK1QM6MM16 75508EAB4 30000.00000000 PA USD 31200.00000000 0.029266270910 Long DBT CORP US N 2 2026-01-15 Fixed 7.62500000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAJ4 50000.00000000 PA USD 51875.00000000 0.048659865496 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N MINISTRY OF FINANCE OF T N/A 07737JAE3 200000.00000000 PA USD 184500.00000000 0.173064967404 Long DBT NUSS BY N 2 2026-02-24 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 275000.00000000 PA USD 283087.75000000 0.265542396891 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 60000.00000000 PA USD 68788.20000000 0.064524810790 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 210000.00000000 PA USD 202387.50000000 0.189843827049 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 600000.00000000 PA USD 628500.00000000 0.589546514980 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD 23226.03000000 0.021786515582 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU1 Comdty 2021-09-21 1100273.97000000 USD 23226.03000000 N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 250000.00000000 PA USD 243750.00000000 0.228642741490 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 150000.00000000 PA USD 165763.50000000 0.155489727503 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N AMDOCS LTD 549300HQV672RJ7RQV66 02342TAE9 75000.00000000 PA USD 75176.25000000 0.070516939056 Long DBT CORP GG N 2 2030-06-15 Fixed 2.53800000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CB4 200000.00000000 PA USD 159162.50000000 0.149297847558 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 215000.00000000 PA USD 224675.00000000 0.210749981309 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 60000.00000000 PA USD 63810.00000000 0.059855152141 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -2290.49000000 -0.00214852887 N/A DFE SE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 626374.62000000 EUR 6342218.45000000 SEK 2021-09-15 -2290.49000000 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAE2 60000.00000000 PA USD 65243.40000000 0.061199712164 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCU3 200000.00000000 PA USD 235194.00000000 0.220617029505 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAR2 150000.00000000 PA USD 161112.00000000 0.151126520479 Long DBT US N 2 2030-07-01 Fixed 3.30000000 N N N N N N Camelot U.S. Acquisition 1 Co. N/A 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2026-10-30 Floating 3.09600000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 200000.00000000 PA USD 208125.00000000 0.195225725426 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22048.97000000 0.020682407991 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1031505.15000000 CAD 854149.54000000 USD 2021-09-15 22048.97000000 N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 360000.00000000 PA USD 373500.00000000 0.350351031575 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABZ7 25000.00000000 PA USD 25175.00000000 0.023614691351 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 400000.00000000 PA USD 450825.00000000 0.422883544337 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.62500000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 200000.00000000 PA USD 241500.00000000 0.226532193107 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 265000.00000000 PA USD 284875.00000000 0.267218875823 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAD5 60000.00000000 PA USD 67650.00000000 0.063457154715 Long DBT CORP US N 2 2026-08-01 Fixed 10.12500000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 175000.00000000 PA USD 208446.00000000 0.195526830328 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381VAF7 223904.50000000 PA USD 29524.20000000 0.027694334475 Long ABS-MBS USGA US N 2 2049-04-20 Floating 5.95700000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 150000.00000000 PA USD 155512.50000000 0.145874069070 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AB2 79000.00000000 PA USD 125511.25000000 0.117732251437 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N Y Burlington Stores Inc USD XXXX N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAA7 55000.00000000 PA USD 63483.20000000 0.059548606714 Long DBT US N 2 2026-06-01 Fixed 4.87500000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 431571AE8 154000.00000000 PA USD 152460.00000000 0.143010758431 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N TOWNSQUARE MEDIA INC 549300XBA8C68H0DR538 892231AB7 210000.00000000 PA USD 224175.00000000 0.210280970558 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CC1 150000.00000000 PA USD 154026.00000000 0.144479700105 Long DBT CORP DE N 2 2024-09-18 Fixed 2.22200000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 170000.00000000 PA USD 171912.50000000 0.161257621728 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 225000.00000000 PA USD 237674.25000000 0.222943557339 Long DBT CORP GB N 2 2026-05-07 Fixed 2.85200000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 100000.00000000 PA USD 109014.00000000 0.102257476187 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N First Brands Group, LLC N/A 31935HAD9 210949.23000000 PA USD 213147.32000000 0.199936769583 Long LON CORP US N 2 2027-03-30 Floating 6.00000000 N N N N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 984848AN1 270000.00000000 PA USD 278015.63000000 0.260784639262 Long DBT CORP TR N 2 2031-01-22 Fixed 7.87500000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AD7 25000.00000000 PA USD 27575.50000000 0.025866411971 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N MedAssets Software Intermediate Holdings, Inc. N/A 58404KAC9 150000.00000000 PA USD 149812.50000000 0.140527346500 Long LON CORP US N 2 2028-01-28 Floating 4.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCS3 150000.00000000 PA USD 182821.50000000 0.171490498311 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAK6 113000.00000000 PA USD 144075.00000000 0.135145448123 Long DBT CORP US N 2 2033-07-15 Fixed 6.87500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 21368.31000000 0.020043934274 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 851602.93000000 AUD 660236.68000000 USD 2021-09-15 21368.31000000 N N N Syndigo LLC N/A 87167XAC7 224437.50000000 PA USD 222754.22000000 0.208948248366 Long LON CORP US N 2 2027-12-15 Floating 5.25000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 200000.00000000 PA USD 207709.00000000 0.194835508480 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 48248.23000000 0.045257877248 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5348836.08000000 EUR 6399973.30000000 USD 2021-09-10 48248.23000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EML8 475314.50000000 PA USD 81323.84000000 0.076283510671 Long ABS-MBS USGA US N 2 2050-04-20 Floating 5.95700000 N N N N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 000000000 400000.00000000 PA USD 409400.00000000 0.384026003552 Long DBT CORP BR N 2 2024-04-15 Fixed 6.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 175000.00000000 PA USD 206715.25000000 0.193903349611 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N SCRIPPS ESCROW INC N/A 81104PAA7 115000.00000000 PA USD 119025.00000000 0.111648009459 Long DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2895.34000000 -0.00271589118 N/A DFE NZ N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 569360.00000000 USD 810584.18000000 NZD 2021-09-15 -2895.34000000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 120000.00000000 PA 145624.94000000 0.136599325173 Long DBT CORP NL N 2 2032-08-03 Fixed 2.03100000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DX2 300000.00000000 PA USD 292626.00000000 0.274489480497 Long DBT CORP US N 2 2028-04-15 Fixed 1.30000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHA3 25000.00000000 PA USD 32023.50000000 0.030038731618 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 1000000.00000000 PA USD 1065966.80000000 0.999899780469 Long ABS-MBS USGA US N 2 2051-07-21 Fixed 4.50000000 N N N N N N Mitchell International, Inc. 5493002RDNIGEM7SSV41 60662WAP7 148875.00000000 PA USD 149352.89000000 0.140096222437 Long LON CORP US N 2 2024-11-29 Floating 4.75000000 N N N N N N CALRIV SCI HLD CORP N/A 18064PAB5 204000.00000000 PA USD 209355.00000000 0.196379491875 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BUQ4 793225.35000000 PA USD 106139.82000000 0.099561433542 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.00000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 000000000 400000.00000000 PA USD 419700.00000000 0.393687625039 Long DBT CORP VG N 2 2023-07-02 Fixed 6.75000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 140000.00000000 PA USD 146650.00000000 0.137560853495 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 125000.00000000 PA USD 190000.00000000 0.178224085674 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DBZ1 150024.55000000 PA USD 15041.37000000 0.014109128502 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 60000.00000000 PA USD 63205.80000000 0.059288399549 Long DBT US N 2 2029-09-15 Fixed 2.95000000 N N N N N N TURKIYE VAKIFLAR BANKASI 789000KAIHOLSQKQ9858 000000000 200000.00000000 PA USD 216725.00000000 0.203292710356 Long DBT CORP TR N 2 2024-03-28 Fixed 8.12500000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11135RAA3 300000.00000000 PA USD 304818.60000000 0.285926401481 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DJV2 306160.78000000 PA USD 50737.03000000 0.047592425166 Long ABS-MBS USGA US N 2 2050-02-20 Floating 5.95700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBD0 60000.00000000 PA USD 65125.80000000 0.061089400835 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AY7 50000.00000000 PA USD 49456.00000000 0.046390791479 Long DBT CORP US N 2 2030-06-15 Fixed 1.95000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBR2 160000.00000000 PA USD 173200.00000000 0.162465324414 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N ALARM.COM HLDGS INC 549300HIH92U1EKIHZ32 011642AA3 15000.00000000 PA USD 13742.42000000 0.012890685470 Long DBT CORP US N 2 2026-01-15 None 0.00000000 N N N N Y Alarm.com Holdings Inc USD XXXX N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 145000.00000000 PA USD 157325.00000000 0.147574233045 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 57000.00000000 PA USD 60847.50000000 0.057076263437 Long DBT CORP US N 2 2025-11-15 Fixed 5.87500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAN1 375000.00000000 PA USD 408138.75000000 0.382842923931 Long DBT CORP US N 2 2026-09-15 Fixed 3.45900000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 55000.00000000 PA USD 64575.50000000 0.060573207602 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 75000.00000000 PA USD 74998.50000000 0.070350205733 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YBE6 25000.00000000 PA USD 24064.25000000 0.022572783966 Long DBT US N 2 2030-07-01 Fixed 1.75000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAL5 225000.00000000 PA USD 235125.00000000 0.220552306021 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N Apergy Corporation N/A 15872EAB8 389743.59000000 PA USD 397051.28000000 0.372442638651 Long LON CORP US N 2 2027-06-03 None 0.00000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 26658NAC3 149612.40000000 PA USD 149387.98000000 0.140129137611 Long LON CORP US N 2 2024-07-19 Floating 4.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAK1 150000.00000000 PA USD 163357.50000000 0.153232847766 Long DBT CORP IE N 2 2024-01-16 Fixed 4.87500000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAQ7 50000.00000000 PA USD 51594.00000000 0.048396281454 Long LON CORP US N 2 2028-07-31 Floating 8.75000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAJ6 75000.00000000 PA USD 86437.50000000 0.081080233713 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 87000.00000000 PA USD 92080.80000000 0.086373770463 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 300000.00000000 PA USD 341856.00000000 0.320668279117 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Pactiv LLC 549300O4WTC6DL4JIE57 880394AE1 285000.00000000 PA USD 327750.00000000 0.307436547788 Long DBT CORP US N 2 2027-04-15 Fixed 8.37500000 N N N N N N Bain Capital Credit CLO, Limited 549300B0VI605XM3L529 05683VAY0 175000.00000000 PA USD 175924.53000000 0.165020992141 Long ABS-CBDO CORP KY N 2 2034-04-19 Variable 2.18400000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAB7 75000.00000000 PA USD 75096.75000000 0.070442366346 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 30.00000000 NC USD -10523.10000000 -0.00987089408 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUU1 Comdty 2021-09-30 6620366.88000000 USD -10523.10000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 31587.17000000 0.029629444696 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6454881.11000000 NOK 781504.23000000 USD 2021-09-15 31587.17000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 25000.00000000 PA USD 24285.75000000 0.022780555729 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBT8 415000.00000000 PA USD 425893.75000000 0.399497495727 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 105000.00000000 PA USD 106968.75000000 0.100338987707 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 290000.00000000 PA 381112.70000000 0.357491907875 Long DBT NUSS RO N 2 2029-03-11 Fixed 2.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 250000.00000000 PA USD 253332.50000000 0.237631332547 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Sorenson Communications, LLC 549300H02Z2SUR0GB419 83583KAH9 97500.00000000 PA USD 98139.60000000 0.092057055149 Long LON CORP US N 2 2026-03-12 Floating 6.25000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 387000.00000000 PA USD 371036.25000000 0.348039981096 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Transocean Poseidon Ltd N/A 89383JAA6 80000.00000000 PA USD 80400.00000000 0.075416928885 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N Kronos Acquisition Holdings Inc. N/A 49387TAW6 149250.00000000 PA USD 148067.94000000 0.138890911706 Long LON CORP US N 2 2026-12-22 Floating 4.25000000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AH3 3000.00000000 PA USD 3183.75000000 0.002986425961 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX62 200000.00000000 PA USD 215475.00000000 0.202120183477 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAB2 340000.00000000 PA USD 369593.60000000 0.346686744374 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N Gray Television Inc 529900TM5726KDN7UU35 389284AA8 180000.00000000 PA USD 194850.00000000 0.182773489966 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N N FIRST BRANDS GROUP, LLC N/A 31935HAF4 250000.00000000 PA USD 251875.00000000 0.236264166206 Long LON CORP US N 2 2028-03-30 Floating 9.50000000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 315000.00000000 PA USD 327600.00000000 0.307295844562 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 100000.00000000 PA USD 103021.00000000 0.096635913317 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 295000.00000000 PA USD 296303.02000000 0.277938604326 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 000000000 250000.00000000 PA 292204.40000000 0.274094010631 Long DBT CORP GB N 2 2025-02-07 Fixed 4.37500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 210000.00000000 OU Notional Amount 2006.58000000 0.001882215188 N/A DIR ER N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-09-15 1491.34000000 EUR 0.00000000 EUR 210000.00000000 EUR 191.56000000 N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 340000.00000000 PA USD 339150.00000000 0.318129992928 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2C7 200000.00000000 PA USD 225475.00000000 0.211500398512 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.37500000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 21925DAA7 167000.00000000 PA USD 179107.50000000 0.168006686446 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 225000.00000000 PA USD 235125.00000000 0.220552306021 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 50000.00000000 PA USD 64667.50000000 0.060659505580 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Idera, Inc. 549300VQ6S3PWR8NUC48 45168RAQ6 249989.03000000 PA USD 249834.04000000 0.234349701838 Long LON CORP US N 2 2028-03-02 Floating 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EQP5 1177644.87000000 PA USD 146212.27000000 0.137150253342 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 400000.00000000 PA USD 406950.00000000 0.381727850869 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N HERTZ CORPORATION N/A 000000000 252427.18000000 PA USD 252111.65000000 0.236486148995 Long LON CORP US N 2 2028-06-14 None 0.00000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 227475.00000000 0.213376441519 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 70000.00000000 PA USD 71050.00000000 0.066646427827 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N REAL HERO MERGER SUB 2 N/A 75602BAA7 40000.00000000 PA USD 41500.00000000 0.038927892397 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N Edelman Financial Center, LLC 549300Z31KZXNP05U733 27943UAK2 375000.00000000 PA USD 375258.75000000 0.352000776894 Long LON CORP US N 2 2028-04-07 Floating 4.50000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AU3 150000.00000000 PA USD 167296.50000000 0.156927714468 Long DBT CORP US N 2 2025-02-15 Fixed 2.00000000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CT5 200000.00000000 PA USD 218600.00000000 0.205051500675 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N Jazz Financing Lux S.a.r.l. N/A 000000000 250000.00000000 PA USD 250702.50000000 0.235164335993 Long LON CORP LU N 2 2028-04-21 Floating 4.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 400000.00000000 PA USD 427500.00000000 0.401004192767 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAC9 185000.00000000 PA USD 199337.50000000 0.186982861463 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N CORE & MAIN HOLDING LP N/A 21871MAA1 147000.00000000 PA USD 150123.75000000 0.140819305693 Long DBT CORP US N 2 2024-09-15 Variable 8.62500000 N N Y N N N DISH DBS CORP N/A 25470XBC8 200000.00000000 PA USD 197250.00000000 0.185024741575 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 150000.00000000 PA USD 155308.50000000 0.145682712683 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAB1 130000.00000000 PA USD 129512.50000000 0.121485509978 Long DBT CORP US N 2 2031-01-15 Fixed 5.37500000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 91823N2A0 410000.00000000 PA USD 412460.00000000 0.386896349353 Long DBT CORP NL N 2 2027-11-25 Fixed 3.37500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 13000.00000000 PA USD 13715.00000000 0.012864964921 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AW6 38000.00000000 PA USD 42322.50000000 0.039699415083 Long DBT CORP US N 2 2026-04-01 Fixed 4.70000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 915000.00000000 PA USD 974475.00000000 0.914078504670 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 96000.00000000 PA USD 102000.00000000 0.095678193361 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 180000.00000000 PA 222345.94000000 0.208565272946 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75000000 N N N N N N TUI CRUISES GMBH 529900SVD83QUUIZYY18 000000000 125000.00000000 PA 154154.93000000 0.144600639218 Long DBT CORP DE N 2 2026-05-15 Fixed 6.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 100000.00000000 PA 115758.86000000 0.108584299906 Long DBT CORP FR N 2 2025-02-15 Fixed 2.12500000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 175000.00000000 PA USD 180687.50000000 0.169488760422 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AU6 105000.00000000 PA USD 108412.50000000 0.101693256253 Long DBT CORP LR N 2 2022-11-15 Fixed 5.25000000 N N N N N N AMBIENCE MERGER N/A 04650YAA8 210000.00000000 PA USD 210525.00000000 0.197476977034 Long DBT CORP US N 2 2028-07-15 Fixed 4.87500000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAF6 85000.00000000 PA USD 115269.35000000 0.108125129000 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 415000.00000000 PA USD 394250.00000000 0.369814977774 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 301000.00000000 PA USD 305891.25000000 0.286932570247 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 150000.00000000 PA USD 183970.50000000 0.172568285018 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 975000.00000000 PA USD 1105533.00000000 1.037013726883 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988MAA3 343000.00000000 PA USD 355005.00000000 0.333002323867 Long DBT CORP US N 2 2026-02-15 Fixed 6.75000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AK7 220000.00000000 PA USD 265100.00000000 0.248669500590 Long DBT CORP US N 2 2037-02-01 Fixed 5.95000000 N N N N N N Summit Midstream Partners LP N/A 866142409 1890.00000000 NS USD 57418.20000000 0.053859506295 Long EC CORP US N 1 N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAD3 212000.00000000 PA USD 219420.00000000 0.205820678308 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2540.21000000 -0.00238277160 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 569214.00000000 USD 755368.53000000 AUD 2021-09-15 -2540.21000000 N N N ORGANON & CO/ORG N/A 68622TAB7 210000.00000000 PA USD 216300.00000000 0.202894051217 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 119000.00000000 PA USD 124950.00000000 0.117205786868 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAH8 50000.00000000 PA USD 52354.00000000 0.049109177796 Long DBT CORP LU N 2 2029-11-15 Fixed 2.60000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 710000.00000000 OU Notional Amount 11577.90000000 0.010860319165 N/A DIR ER N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-15 8973.96000000 EUR 0.00000000 EUR 710000.00000000 EUR 656.16000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 100000.00000000 PA 116084.94000000 0.108890169958 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AL5 185000.00000000 PA USD 194250.00000000 0.182210677064 Long DBT CORP US N 2 2031-03-01 Fixed 4.87500000 N N N N N N ENDURE DIGITAL INC N/A 29279XAA8 574000.00000000 PA USD 568260.00000000 0.533040099606 Long DBT CORP US N 2 2029-02-15 Fixed 6.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3452.65000000 0.003238659944 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 93126.04000000 GBP 132286.94000000 USD 2021-08-05 3452.65000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 125000.00000000 PA USD 131588.75000000 0.123433077125 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BJ2 225000.00000000 PA USD 248348.25000000 0.232955998868 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 295000.00000000 PA USD 299425.00000000 0.280867088700 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 25000.00000000 PA USD 24910.00000000 0.023366115653 Long DBT US N 2 2031-02-01 Fixed 2.40000000 N N N N N N WOLVERINE ESCROW LLC N/A 97789LAC0 371000.00000000 PA USD 359870.00000000 0.337565798482 Long DBT CORP US N 2 2024-11-15 Fixed 8.50000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAG4 50000.00000000 PA USD 52291.00000000 0.049050082442 Long DBT US N 2 2032-12-15 Fixed 2.85000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 40000.00000000 PA USD 43050.00000000 0.040381825727 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N HILLMAN GROUP INC THE BDPO7HREUXNPHVMSIT54 43162TAR1 83122.37000000 PA USD 82876.33000000 0.077739779675 Long LON CORP US N 2 2028-02-24 None 0.00000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 310000.00000000 PA USD 235600.00000000 0.220997866236 Long DBT CORP VG N 2 2023-02-24 Fixed 2.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2D5 200000.00000000 PA USD 214844.00000000 0.201528291908 Long DBT CORP FR N 2 2025-01-09 Fixed 3.37500000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05552VAA0 246000.00000000 PA USD 249690.00000000 0.234214589221 Long DBT CORP US N 2 2027-05-01 Fixed 7.62500000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 25000.00000000 PA USD 26182.25000000 0.024559513511 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 000000000 100000.00000000 PA 116797.57000000 0.109558632222 Long DBT CORP NL N 2 2030-02-28 Fixed 3.37500000 N N N N N N Packers Holdings, LLC 549300X0L6OJNRPME518 69519UAF9 225000.00000000 PA USD 223641.00000000 0.209780067075 Long LON CORP US N 2 2028-03-09 Floating 4.00000000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 401000.00000000 PA USD 415536.25000000 0.389781938004 Long DBT CORP XX N 2 2026-04-15 Fixed 7.75000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AD2 330000.00000000 PA USD 310880.63000000 0.291612715976 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N Truck Hero, Inc. 54930007KT5CX7XNSD31 89778PAG2 149625.00000000 PA USD 149550.19000000 0.140281294079 Long LON CORP US N 2 2028-01-31 Floating 4.50000000 N N N N N N DISH DBS Corp N/A 25470XAY1 133000.00000000 PA USD 150290.00000000 0.140975251768 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N KRATON POLYMERS LLC/CAP N/A 50076XAC5 85000.00000000 PA USD 86487.50000000 0.081127134788 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AG3 75000.00000000 PA USD 82772.25000000 0.077642150397 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 71000.00000000 PA USD 73840.00000000 0.069263507822 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 75000.00000000 PA USD 80112.75000000 0.075147482208 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 662000.00000000 PA USD 697582.50000000 0.654347385499 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 210000.00000000 PA USD 217350.00000000 0.203878973796 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABD3 50000.00000000 PA USD 55694.50000000 0.052242638629 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 110000.00000000 PA USD 118112.50000000 0.110792064837 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBH7 75000.00000000 PA USD 76305.00000000 0.071575730828 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 763.70000000 0.000716367022 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 175000.00000000 GBP 242865.70000000 USD 2021-08-05 763.70000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380Y2Z7 241455.35000000 PA USD 43068.41000000 0.040399094703 Long ABS-MBS USGA US N 2 2048-09-20 Floating 6.10700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 200000.00000000 PA USD 194066.00000000 0.182038081107 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 425000.00000000 OU Notional Amount USD 6379.21000000 0.005983836155 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S34.V1 2I65BYDW2 Y sell protection 2023-06-20 3584.39000000 USD 0.00000000 USD 425000.00000000 USD 2794.82000000 N N N Virtusa Corporation C77OMXDER63WLJCSKT03 92828KAJ1 379050.00000000 PA USD 380187.15000000 0.356623722073 Long LON CORP US N 2 2028-02-11 None 0.00000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 158000.00000000 PA USD 173997.50000000 0.163213396563 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567RAH9 550000.00000000 PA USD 615931.25000000 0.577756757207 Long DBT NUSS ID N 2 2027-03-29 Fixed 4.15000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAB9 50000.00000000 PA USD 49576.00000000 0.046503354059 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 13920.00000000 PA USD 5268.72000000 0.004942172656 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 95000.00000000 PA USD 98800.00000000 0.092676524550 Long DBT CORP US N 2 2027-02-01 Fixed 5.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBA3 500000.00000000 PA USD 556735.00000000 0.522229401778 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N TURKIYE VAKIFLAR BANKASI 789000KAIHOLSQKQ9858 90015WAK9 200000.00000000 PA USD 204250.00000000 0.191590892099 Long DBT CORP TR N 2 2026-01-08 Fixed 6.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAA6 165000.00000000 PA USD 182694.60000000 0.171371463382 Long DBT CORP XX N 2 2026-06-18 Fixed 3.87500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 50000.00000000 PA USD 46913.00000000 0.044005402795 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N ARCHES BUYER INC N/A 039524AB9 77000.00000000 PA USD 79598.75000000 0.074665339155 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 176000.00000000 PA USD 190701.28000000 0.178881901394 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 200000.00000000 PA USD 225000.00000000 0.211054838298 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 000000000 400000.00000000 PA USD 418700.00000000 0.392749603535 Long DBT CORP BR N 2 2030-01-24 Fixed 4.87500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 625000.00000000 OU Notional Amount USD 4810.56000000 0.004512408724 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S28.V1 2I65BYDN2 Y sell protection 2022-06-20 4192.62000000 USD 0.00000000 USD 625000.00000000 USD 617.94000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 105000.00000000 PA USD 104868.75000000 0.098369142550 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 269000.00000000 PA USD 289175.00000000 0.271252368288 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 20000.00000000 PA USD 2472.50000000 0.002319258167 Long DBT NUSS LB N 2 2029-05-25 None 0.00000000 Y N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CR9 200000.00000000 PA USD 215787.50000000 0.202413315197 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 200000.00000000 PA USD 220725.00000000 0.207044796370 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAB5 70000.00000000 PA USD 70087.50000000 0.065743582129 Long DBT CORP US N 2 2029-01-15 Fixed 5.62500000 N N N N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 000000000 100000.00000000 PA 119003.07000000 0.111627438648 Long DBT CORP LU N 2 2026-03-01 Fixed 4.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD -27002.15000000 -0.02532859734 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNU1 Comdty 2021-09-21 -742997.85000000 USD -27002.15000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 100000.00000000 PA USD 114924.00000000 0.107801183273 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 345000.00000000 PA USD 370012.50000000 0.347079681581 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 275000.00000000 PA USD 296601.25000000 0.278218350479 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAH8 322000.00000000 PA USD 337295.00000000 0.316389963039 Long DBT CORP US N 2 2025-02-01 Fixed 9.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 100000.00000000 PA USD 123225.60000000 0.115588262587 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DK0 175000.00000000 PA USD 201069.75000000 0.188607749213 Long DBT CORP US N 2 2028-04-01 Fixed 4.20000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BB2 70000.00000000 PA USD 72450.00000000 0.067959657932 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N LD HOLDINGS GROUP LLC N/A 521088AC8 185000.00000000 PA USD 183843.75000000 0.172449390793 Long DBT CORP US N 2 2028-04-01 Fixed 6.12500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 205000.00000000 PA USD 210893.75000000 0.197822872464 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N LaserShip, Inc. N/A 000000000 200000.00000000 PA USD 199750.00000000 0.187369795333 Long LON CORP US N 2 2028-04-30 Floating 5.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGA1 175000.00000000 PA USD 189829.50000000 0.178064153007 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N MV24 CAPITAL BV N/A 000000000 747016.00000000 PA USD 827320.22000000 0.776044156680 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 316000.00000000 PA USD 356406.92000000 0.334317354973 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 64.00000000 NC USD -8151.67000000 -0.00764644174 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU1 Comdty 2021-09-30 7905151.67000000 USD -8151.67000000 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 50000.00000000 PA USD 54215.50000000 0.050855304825 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 200000.00000000 PA USD 208750.00000000 0.195811988865 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 200000.00000000 PA USD 200750.00000000 0.188307816837 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AH2 255000.00000000 PA USD 253406.25000000 0.237700511633 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAF3 315000.00000000 PA USD 316575.00000000 0.296954157486 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 26658NAL3 75000.00000000 PA 88797.86000000 0.083294302149 Long LON CORP US N 2 2028-05-05 Floating 3.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 175000.00000000 PA USD 207163.25000000 0.194323583245 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 22000.00000000 PA USD 22330.00000000 0.020946020174 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 260000.00000000 PA 307813.32000000 0.288735513238 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.87500000 N N N N N N PAKISTAN WATER & POWER 213800UA74QOTK6IES10 000000000 200000.00000000 PA USD 199250.00000000 0.186900784582 Long DBT NUSS PK N 2 2031-06-04 Fixed 7.50000000 N N N N N N LABORATOIRE EIMER SELAS 969500DCZL54LLTFEM37 000000000 100000.00000000 PA 120711.73000000 0.113230198470 Long DBT CORP FR N 2 2029-02-01 Fixed 5.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 40000.00000000 PA USD 34300.00000000 0.032174137571 Long DBT NUSS EC N 2 2030-07-31 Variable 0.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 400000.00000000 PA USD 396436.00000000 0.371865492780 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 60000.00000000 PA USD 63970.80000000 0.060005985999 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -42168.01000000 -0.03955450014 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1636208.81000000 USD 1342203.22000000 EUR 2021-09-15 -42168.01000000 N N N SUMMIT MID HLDS LLC / FI N/A 86614WAC0 225000.00000000 PA USD 221625.00000000 0.207889015724 Long DBT CORP US N 2 2022-08-15 Fixed 5.50000000 N N N N N N CITY BREWING COMPANY, LLC N/A 17776EAB1 150000.00000000 PA USD 150562.50000000 0.141230862628 Long LON CORP US N 2 2028-04-05 Floating 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 100000.00000000 PA USD 96193.00000000 0.090231102490 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N MHP Lux SA 222100RHC7R1WZ1J3M44 000000000 200000.00000000 PA USD 212037.50000000 0.198895734558 Long DBT CORP LU N 2 2026-04-03 Fixed 6.95000000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 4567919.00000000 NS USD 4567919.00000000 4.284806248470 Long EC RF US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 300000.00000000 PA USD 310464.00000000 0.291221908077 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 95000.00000000 PA USD 93812.50000000 0.087998142301 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AB6 200000.00000000 PA USD 208475.00000000 0.195554032952 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N AUSTIN BIDCO INC N/A 92837TAA0 62000.00000000 PA USD 63317.50000000 0.059393176550 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N NE PROPERTY BV 7245006AG9J70KOIJH36 000000000 200000.00000000 PA 261680.23000000 0.245461682793 Long DBT CORP NL N 2 2027-07-14 Fixed 3.37500000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 742000.00000000 PA USD 726588.66000000 0.681555787314 Long DBT CORP US N 2 2021-09-15 Variable 3.44900000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAF0 250000.00000000 PA USD 246875.00000000 0.231574058688 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAJ6 115000.00000000 PA USD 130525.00000000 0.122435256750 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 127000.00000000 PA USD 137160.00000000 0.128659029426 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 260000.00000000 PA USD 252850.00000000 0.237178737172 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 72000.00000000 PA USD 86130.72000000 0.080792467476 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 120000.00000000 PA USD 130182.00000000 0.122113515375 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 75000.00000000 PA USD 75807.75000000 0.071109299635 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 275000.00000000 PA USD 307912.00000000 0.288828077200 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 455900.00000000 PA USD 163440.15000000 0.153310375243 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUUT9 685259.80000000 PA USD 92258.03000000 0.086540016015 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 5.00000000 N N N N N N CAB 9695008EGX5O9K1MS743 000000000 150000.00000000 PA 176994.55000000 0.166024693910 Long DBT CORP FR N 2 2028-02-01 Fixed 3.37500000 N N N N N N EXPEDIA GROUP INC N/A 30212PAJ4 100000.00000000 PA USD 109530.00000000 0.102741495283 Long DBT CORP US N 2 2024-08-15 Fixed 4.50000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 83000.00000000 PA USD 85490.00000000 0.080191458338 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 25000.00000000 PA USD 29316.75000000 0.027499741914 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LNX5 853864.26000000 PA USD 58686.77000000 0.055049452233 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AN1 25000.00000000 PA USD 25147.00000000 0.023588426749 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N CALRIV SCI HLD CORP N/A 18064PAA7 226000.00000000 PA USD 227412.50000000 0.213317815175 Long DBT CORP US N 2 2028-06-30 Fixed 3.87500000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAA5 265000.00000000 PA USD 274937.50000000 0.257897287132 Long DBT CORP US N 2 2029-06-01 Fixed 5.62500000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAS2 320000.00000000 PA USD 342300.00000000 0.321084760664 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 181000.00000000 PA USD 195706.25000000 0.183576670878 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N Neuberger Berman CLO Ltd 5493007OZE2103TZO049 64132JAU9 600000.00000000 PA USD 600232.80000000 0.563031273535 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.44000000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAD8 265000.00000000 PA USD 241150.00000000 0.226203885580 Long DBT CORP US N 2 2025-04-15 Fixed 5.75000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CG5 50000.00000000 PA USD 59538.50000000 0.055848393289 Long DBT CORP US N 2 2030-03-25 Fixed 4.49700000 N N N N N N DCert Buyer, Inc. 549300EF826JEEUCHZ67 000000000 325000.00000000 PA USD 327236.00000000 0.306954404735 Long LON CORP US N 2 2029-02-16 Floating 7.10400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 125000.00000000 PA USD 143857.50000000 0.134941428446 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Grab Holdings Inc N/A 000000000 349125.00000000 PA USD 354072.10000000 0.332127243606 Long LON CORP KY N 2 2026-01-29 Floating 5.50000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAT9 50000.00000000 PA USD 54751.00000000 0.051357615340 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N GARRETT LX I SARL 549300LKYJ4RR1ELO069 36649XAC2 300000.00000000 PA USD 300375.00000000 0.281758209128 Long LON CORP LU N 3 2028-04-30 Floating 3.75000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 000000000 200000.00000000 PA USD 207725.00000000 0.194850516824 Long DBT CORP NL N 2 2025-03-18 Fixed 7.12500000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 100000.00000000 PA USD 103000.00000000 0.096616214865 Long DBT CORP US N 2 2029-07-01 Fixed 6.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMF6 202000.00000000 PA USD 200206.24000000 0.187797758264 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 213000.00000000 PA USD 212467.50000000 0.199299083805 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 76174LAA1 88000.00000000 PA USD 87340.00000000 0.081926798119 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 60000.00000000 PA USD 66574.80000000 0.062448593994 Long DBT US N 2 2029-07-15 Fixed 3.85000000 N N N N N N Getty Images Inc 5493005NV20IG4VEKZ40 374276AJ2 358000.00000000 PA USD 383955.00000000 0.360158046395 Long DBT CORP US N 2 2027-03-01 Fixed 9.75000000 N N N N N N HUNTER FAN COMPANY 549300LNHMRYBCSXQE39 44568FAT5 300000.00000000 PA USD 300126.00000000 0.281524641774 Long LON CORP US N 2 2028-04-09 Floating 5.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DP7 200000.00000000 PA USD 217662.50000000 0.204172105516 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 125000.00000000 PA USD 126562.50000000 0.118718346542 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379EWA6 947727.57000000 PA USD 167923.11000000 0.157515488122 Long ABS-MBS USGA US N 2 2044-08-20 Floating 5.50700000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 225000.00000000 PA USD 244203.75000000 0.229068368747 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 400000.00000000 PA USD 451700.00000000 0.423704313153 Long DBT CORP MX N 2 2028-01-10 Fixed 7.62500000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AA7 240000.00000000 PA USD 238800.00000000 0.223999535047 Long DBT CORP US N 2 2029-07-15 Fixed 4.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 25000.00000000 PA USD 26127.25000000 0.024507922328 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JC6 125000.00000000 PA USD 141226.25000000 0.132473259365 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A 48850PAA2 190000.00000000 PA USD 193800.00000000 0.181788567387 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAB8 320000.00000000 PA USD 350019.20000000 0.328325536255 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 242000.00000000 PA USD 239277.50000000 0.224447440315 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N CARGO AIRCRAFT MANAGEMEN 549300GH5J7LOMV44F11 14180LAA4 80000.00000000 PA USD 81700.00000000 0.076636356839 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 455000.00000000 PA USD 471493.75000000 0.442271276288 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DY0 225000.00000000 PA USD 215835.75000000 0.202458574734 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1230000.00000000 OU Notional Amount 56124.07000000 0.052645584526 N/A DIR ER N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-15 47451.94000000 EUR 0.00000000 EUR 1230000.00000000 EUR -1627.31000000 N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 215000.00000000 PA USD 220106.25000000 0.206464395565 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC -985.81000000 -0.00092471097 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXU1 Comdty 2021-09-08 -171708.62000000 EUR -985.81000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 50000.00000000 PA USD 52549.50000000 0.049292561000 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAW9 225000.00000000 PA USD 256209.75000000 0.240330254918 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAA9 65000.00000000 PA USD 69062.50000000 0.064782110088 Long DBT CORP US N 2 2028-08-01 Fixed 6.12500000 N N N N N N UNISYS CORP 549300T21W22FIJJOW08 909214BV9 80000.00000000 PA USD 87400.00000000 0.081983079410 Long DBT CORP US N 2 2027-11-01 Fixed 6.87500000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 25000.00000000 PA USD 27422.00000000 0.025722425670 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAN4 124062.50000000 PA USD 123871.44000000 0.116194074395 Long LON CORP US N 2 2027-07-30 Floating 4.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5366.82000000 -0.00503419256 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 700751.00000000 USD 862026.04000000 CAD 2021-09-15 -5366.82000000 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 200000.00000000 PA USD 200680.00000000 0.188242155332 Long DBT CORP NL N 2 2026-07-01 Fixed 1.40000000 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 71000.00000000 PA USD 71000.00000000 0.066599526751 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 175000.00000000 PA USD 205192.75000000 0.192475211872 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 48000.00000000 PA USD 53050.56000000 0.049762566055 Long DBT CORP XX N 2 2027-01-15 Fixed 3.87500000 N N N N N N HUSKY III HOLDING LTD N/A 44810RAA6 30000.00000000 PA USD 32475.00000000 0.030462248327 Long DBT CORP CA N 2 2025-02-15 Variable 13.00000000 N N Y N N N American Express Co R4PP93JZOLY261QX3811 025816BL2 25000.00000000 PA USD 25156.25000000 0.023597103448 Long DBT CORP US N 2 2021-09-15 Variable 3.40400000 N N N N N N AMBIENCE MERGER N/A 04650YAB6 205000.00000000 PA USD 207050.00000000 0.194217352309 Long DBT CORP US N 2 2029-07-15 Fixed 7.12500000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 450000.00000000 PA USD 257625.00000000 0.241657789851 Long DBT CORP LU N 2 2023-08-01 None 0.00000000 Y N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AR9 200000.00000000 PA USD 211500.00000000 0.198391548000 Long DBT CORP CH N 2 2027-02-11 Fixed 5.25000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 325000.00000000 PA USD 336787.75000000 0.315914151631 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 46000.00000000 OU Notional Amount USD 4539.49000000 0.004258139235 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S34.V1 2I65BRTL4 Y sell protection 2025-06-20 0.00000000 USD -1450.22000000 USD 46000.00000000 USD 5989.71000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 275000.00000000 PA USD 265375.00000000 0.248927456504 Long DBT CORP BM N 2 2024-12-15 Fixed 3.62500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AM3 2000.00000000 PA USD 2175.00000000 0.002040196770 Long DBT CORP US N 2 2025-04-01 Fixed 7.75000000 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 000000000 350000.00000000 PA USD 350437.50000000 0.328717910649 Long LON CORP US N 2 2028-03-31 None 0.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -14074.51000000 -0.01320219303 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 922940.75000000 USD 100904466.00000000 JPY 2021-09-15 -14074.51000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HKK5 40000.00000000 PA USD 40109.60000000 0.037623667298 Long DBT CORP US N 2 2021-08-01 Variable 3.97600000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 125000.00000000 PA USD 117286.25000000 0.110017024570 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BJ4 175000.00000000 PA USD 187976.25000000 0.176325764656 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382FW34 438813.41000000 PA USD 65959.76000000 0.061871673248 Long ABS-MBS USGA US N 2 2050-06-20 Floating 6.05700000 N N N N N N Banco de Bogota SA 549300LYHE7LWSKDZT53 000000000 700000.00000000 PA USD 768250.00000000 0.720635020101 Long DBT CORP CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 60000.00000000 PA USD 60750.00000000 0.056984806340 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 75000.00000000 PA USD 76149.75000000 0.071430102989 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAR8 135000.00000000 PA USD 137362.50000000 0.128848978781 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 90000.00000000 PA USD 92925.00000000 0.087165648217 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N H-FOOD HOLDNG/HEARTHSIDE N/A 577088AA5 280000.00000000 PA USD 292950.00000000 0.274793399464 Long DBT CORP US N 2 2026-06-01 Fixed 8.50000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 125000.00000000 PA 148740.50000000 0.139521787448 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AV1 50000.00000000 PA USD 55500.00000000 0.052060193446 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 000000000 200000.00000000 PA USD 217187.50000000 0.203726545302 Long DBT CORP NL N 2 2027-09-18 Fixed 8.00000000 N N N N N N SUMMIT MIDSTREAM PARTNER N/A 866142AA0 312000.00000000 PA USD 247260.00000000 0.231935196967 Long DBT CORP US N 2 2022-12-15 Fixed 9.50000000 N Y N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AY2 120000.00000000 PA USD 151350.00000000 0.141969554562 Long DBT CORP US N 2 2046-04-01 Fixed 6.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAF7 540000.00000000 PA USD 610638.75000000 0.572792278400 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 490000.00000000 OU Notional Amount 7055.76000000 0.006618454603 N/A DIR ER N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-15 5390.87000000 EUR 0.00000000 EUR 490000.00000000 EUR 494.80000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 200000.00000000 PA USD 229725.00000000 0.215486989902 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N BRUNELLO BIDCO SPA 8156000BE2F1A5658E76 000000000 350000.00000000 PA 414543.58000000 0.388850792198 Long DBT CORP IT N 2 2028-02-15 Fixed 3.50000000 N N N N N N MATCH GROUP HLD II LLC N/A 57665RAL0 3000.00000000 PA USD 3045.00000000 0.002856275478 Long DBT CORP US N 2 2030-08-01 Fixed 4.12500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 15350000.00000000 OU Notional Amount USD 314386.42000000 0.294901222383 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S34.V1 2I65BYDW2 Y sell protection 2025-06-20 151174.47000000 USD 0.00000000 USD 15350000.00000000 USD 163211.95000000 N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAE2 366000.00000000 PA USD 393907.50000000 0.369493705409 Long DBT CORP US N 2 2025-08-01 Fixed 9.50000000 N N N N N N NOBLE FINANCE CO 5493003DTPH8AMMK4P51 65505JAC5 36761.00000000 PA USD 40437.10000000 0.037930869341 Long DBT CORP KY N 2 2028-02-15 Fixed 11.00000000 N N Y N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AL8 310000.00000000 PA USD 299150.00000000 0.280609132786 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382ET31 355515.35000000 PA USD 38122.84000000 0.035760043696 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 5.00000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 28000.00000000 PA USD 31710.00000000 0.029744661877 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N TRUST FIBRAUNO N/A 000000000 200000.00000000 PA USD 220160.00000000 0.206514814221 Long DBT MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 250000.00000000 PA USD 279072.50000000 0.261776006049 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 63000.00000000 PA USD 68118.75000000 0.063896852294 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 01957TAH0 150000.00000000 PA USD 150375.00000000 0.141054983596 Long LON CORP US N 2 2028-05-12 Floating 4.25000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAR0 400000.00000000 PA USD 438824.00000000 0.411626348273 Long DBT CORP XX N 2 2028-01-15 Fixed 3.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 130000.00000000 PA USD 138148.27000000 0.129586047938 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 100000.00000000 PA USD 108746.00000000 0.102006086424 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N LD HOLDINGS GROUP LLC N/A 521088AA2 215000.00000000 PA USD 219300.00000000 0.205708115728 Long DBT CORP US N 2 2025-11-01 Fixed 6.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 90000.00000000 PA USD 92925.00000000 0.087165648217 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 215000.00000000 PA USD 256925.00000000 0.241001174799 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N AES PANAMA GENERATION HL N/A 000000000 400000.00000000 PA USD 416080.00000000 0.390291987196 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 55000.00000000 PA USD 58300.00000000 0.054686653656 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382FV84 447552.10000000 PA USD 53535.91000000 0.050217834792 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 4.00000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 184000.00000000 PA USD 189290.00000000 0.177558090406 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N MOTION BONDCO DAC 635400KFD3IETNQLA755 61978XAA5 400000.00000000 PA USD 407000.00000000 0.381774751944 Long DBT CORP IE N 2 2027-11-15 Fixed 6.62500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 88000.00000000 PA USD 94930.00000000 0.089046381331 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 60000.00000000 OU Notional Amount USD 5343.58000000 0.005012392945 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 TRANSOCEAN INC TRANSOCEAN INC Y buy protection 2022-12-20 8702.83000000 USD 0.00000000 USD 60000.00000000 USD -3359.25000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 275000.00000000 PA USD 319632.50000000 0.299822158233 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 390000.00000000 PA USD 396825.00000000 0.372230383145 Long DBT CORP US N 2 2031-06-15 Fixed 4.37500000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAF4 315000.00000000 PA USD 327993.75000000 0.307665190529 Long DBT CORP US N 2 2026-05-01 Fixed 7.62500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 75000.00000000 PA USD 78881.25000000 0.073992308726 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 000000000 10453.14000000 PA USD 10511.99000000 0.009860472665 Long LON CORP LU N 2 2022-07-13 Floating 6.50000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 46400.00000000 PA USD 28710.00000000 0.026930597366 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N Yapi ve Kredi Bankasi AS B85ZYWEZ5IZCZ2WNIO12 984848AL5 200000.00000000 PA USD 228437.50000000 0.214279287216 Long DBT CORP TR N 2 2024-01-15 Fixed 13.87500000 N N N N N N ALLIED UNIVERSAL N/A 000000000 170000.00000000 PA USD 187000.00000000 0.175410021163 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 49.00000000 NC USD 22038.11000000 0.020672221077 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYU1 Comdty 2021-09-21 6465868.14000000 USD 22038.11000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 66000.00000000 PA USD 64597.50000000 0.060593844075 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N MERSIN ULUSLARARASI LIMA 635400DAFN6NT43HM530 000000000 400000.00000000 PA USD 422325.00000000 0.396149931486 Long DBT CORP TR N 2 2024-11-15 Fixed 5.37500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAF7 155000.00000000 PA USD 167206.25000000 0.156843058027 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N WHEEL PROS INC N/A 96289WAA7 145000.00000000 PA USD 146450.00000000 0.137373249194 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 175000.00000000 PA USD 196140.00000000 0.183983537706 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 100000.00000000 PA USD 112106.00000000 0.105157838676 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 34036.00000000 PA USD 18794.25000000 0.017629410643 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 61000.00000000 PA USD 63275.91000000 0.059354164236 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 210000.00000000 PA USD 214987.50000000 0.201662897994 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N BOYNE USA INC N/A 103557AC8 125000.00000000 PA USD 129218.75000000 0.121209966161 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 640000.00000000 PA USD 703920.00000000 0.660292096778 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N TRUGREEN LIMITED PARTNERSHIP 549300QNRP2MNHR3QM19 89787RAK8 310000.00000000 PA USD 316200.00000000 0.296602399422 Long LON CORP US N 2 2028-11-02 Floating 9.25000000 N N N N N N Syncapay Inc N/A 65230LAC2 222187.50000000 PA USD 223716.15000000 0.209850559391 Long LON CORP US N 2 2027-12-10 Floating 7.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -2705.02000000 -0.00253736692 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 552948.70000000 EUR 5629222.36000000 NOK 2021-09-15 -2705.02000000 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 250000.00000000 PA USD 282922.50000000 0.265387388837 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 75000.00000000 PA USD 77969.25000000 0.073136833115 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 200000.00000000 PA USD 202674.00000000 0.190112570210 Long DBT CORP GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBVP4 447714.27000000 PA USD 44931.13000000 0.042146366118 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 50000.00000000 PA USD 53511.00000000 0.050194468676 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AG2 280000.00000000 PA USD 277200.00000000 0.260019560783 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N CENTURION PIPELINE COMPANY LLC 54930040AX5IIFI80J88 15643YAD8 89550.00000000 PA USD 87982.88000000 0.082529833384 Long LON CORP US N 2 2025-09-28 Floating 4.09500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 90000.00000000 PA USD 106654.50000000 0.100044214450 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 200000.00000000 PA USD 218162.50000000 0.204641116268 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784QAB5 150000.00000000 PA USD 150094.50000000 0.140791868564 Long LON CORP US N 2 2028-05-04 Floating 3.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 101000.00000000 PA USD 131741.37000000 0.123576237967 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3354.44000000 -0.00314653685 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 142785.02000000 USD 100785.42000000 GBP 2021-08-05 -3354.44000000 N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 10000.00000000 PA USD 1217.50000000 0.001142041180 Long DBT NUSS LB N 2 2025-02-26 None 0.00000000 Y N N N N N DISH DBS CORP N/A 25470XBB0 180000.00000000 PA USD 193050.00000000 0.181085051260 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 275000.00000000 PA USD 273506.75000000 0.256555212865 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 100000.00000000 PA USD 106072.00000000 0.099497816924 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYTL7 238212.25000000 PA USD 44011.98000000 0.041284183653 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 6.05900000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 223000.00000000 PA USD 233592.50000000 0.219114788067 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 87854XAE1 315000.00000000 PA USD 340200.00000000 0.319114915507 Long DBT CORP GB N 2 2026-02-01 Fixed 6.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 25000.00000000 PA USD 25413.50000000 0.023838409480 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 25000.00000000 PA USD 25073.00000000 0.023519013158 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 75000.00000000 PA USD 74442.00000000 0.069828196767 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAK9 189000.00000000 PA USD 189472.50000000 0.177729279331 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 237000.00000000 PA USD 228705.00000000 0.214530207969 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N PARK RIVER HOLDINGS INC N/A 70082LAA5 80000.00000000 PA USD 77600.00000000 0.072790468675 Long DBT CORP US N 2 2029-02-01 Fixed 5.62500000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 000000000 200000.00000000 PA USD 226162.50000000 0.212145288296 Long DBT NUSS PY N 2 2027-03-27 Fixed 4.70000000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 08860HAC8 360000.00000000 PA USD 356292.00000000 0.334209557542 Long DBT CORP IN N 2 2031-06-03 Fixed 3.25000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAR7 330000.00000000 PA USD 472033.32000000 0.442777404551 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 200000.00000000 PA USD 199124.00000000 0.186782593872 Long DBT CORP AU N 2 2036-03-03 Fixed 3.05200000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 200000.00000000 PA USD 195287.50000000 0.183183874374 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 325000.00000000 PA USD 389788.75000000 0.365630229341 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 200000.00000000 PA 237935.59000000 0.223188699879 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.62500000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 150000.00000000 PA USD 160639.50000000 0.150683305319 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N PUNCH FINANCE PL 2138006IJRIU1Q5DN388 000000000 175000.00000000 PA 245328.60000000 0.230123502235 Long DBT CORP GB N 2 2026-06-30 Fixed 6.12500000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 398000.00000000 PA USD 400985.00000000 0.376132552600 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YWG5 616849.60000000 PA USD 106965.24000000 0.100335695252 Long ABS-MBS USGA US N 2 2049-09-20 Floating 5.95700000 N N N N N N RENT-A-CENTER INC 529900QUHE15UQNCCJ63 76009NAL4 95000.00000000 PA USD 101768.75000000 0.095461275889 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N HERTZ CORPORATION N/A 42804VBC4 47572.82000000 PA USD 47513.35000000 0.044568544005 Long LON CORP US N 2 2028-06-14 None 0.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 29467.55000000 0.027641195556 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7165936.32000000 SEK 867397.65000000 USD 2021-09-15 29467.55000000 N N N DNO ASA 5967007LIEEXZXH3K072 000000000 100000.00000000 PA USD 103250.00000000 0.096850720241 Long DBT CORP NO N 2 2023-05-31 Fixed 8.75000000 N N N N N N FREEDOM MORTGAGE 549300LYRWPSYPK6S325 35640YAG2 220000.00000000 PA USD 221375.00000000 0.207654510348 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 10000.00000000 PA USD 1223.75000000 0.001147903814 Long DBT NUSS LB N 2 2034-05-17 None 0.00000000 Y N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 500000.00000000 PA 591318.77000000 0.554669721712 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 674.83000000 0.000633005051 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 74812.50000000 EUR 89514.43000000 USD 2021-09-10 674.83000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DY8 95000.00000000 PA USD 113406.25000000 0.106377501136 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 190000.00000000 PA USD 204725.00000000 0.192036452314 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AA1 25000.00000000 PA USD 26089.00000000 0.024472043006 Long DBT US N 2 2030-10-01 Fixed 2.90000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 11000.00000000 PA USD 12746.25000000 0.011956256589 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N Envision Healthcare Corporation 549300OL60X0LPKY8N60 29373UAC5 49194.81000000 PA USD 41995.15000000 0.039392353744 Long LON CORP US N 2 2025-10-10 Floating 3.85400000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 130000.00000000 PA USD 135687.50000000 0.127277792762 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N KLEOPATRA HOLDINGS 2 222100ALG258IKQWWE73 000000000 100000.00000000 PA 115340.29000000 0.108191672245 Long DBT CORP LU N 2 2026-09-01 Fixed 6.50000000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 110000.00000000 PA USD 117975.00000000 0.110663086881 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KVX8 912476.73000000 PA USD 91909.49000000 0.086213078000 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAA9 99000.00000000 PA USD 100608.75000000 0.094373170945 Long DBT CORP US N 2 2024-09-15 Fixed 5.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KU4 275000.00000000 PA USD 310112.00000000 0.290891724508 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 90000.00000000 PA USD 121436.10000000 0.113909673107 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Nabors Industries Ltd N/A 000000000 811.00000000 NS USD 92648.64000000 0.086906416594 Long EC CORP BM N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUAM6 484200.91000000 PA USD 88177.49000000 0.082712381748 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 6.00900000 N N N N N N Cathedral Lake LTD N/A 14919HAJ2 200000.00000000 PA USD 196145.00000000 0.183988227813 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 4.47200000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRX0 500000.00000000 PA USD 549290.00000000 0.515245831684 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N CHROME HOLDCO 9845000E49865VT3N679 000000000 200000.00000000 PA 240538.90000000 0.225630660640 Long DBT CORP FR N 2 2029-05-31 Fixed 5.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 50000.00000000 PA USD 52750.00000000 0.049480634312 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2C0 200000.00000000 PA USD 199237.50000000 0.186889059313 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAA1 349000.00000000 PA USD 359470.00000000 0.337190589880 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 200000.00000000 PA 243885.09000000 0.228769458814 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 100000.00000000 PA USD 107489.00000000 0.100826993394 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BN6 270000.00000000 PA USD 272700.00000000 0.255798464017 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 360000.00000000 PA USD 271800.00000000 0.254954244664 Long DBT CORP VG N 2 2023-09-30 Fixed 2.12500000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 400000.00000000 PA USD 403075.00000000 0.378093017543 Long DBT CORP MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BM8 40000.00000000 PA USD 40050.00000000 0.037567761217 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N Triumph Group Inc 5493007L6S47Q14SL582 896818AP6 367000.00000000 PA USD 377092.50000000 0.353720873827 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD -20266.65000000 -0.01901055350 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU1 Comdty 2021-09-21 -1303155.23000000 USD -20266.65000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 190000.00000000 OU Notional Amount 21823.74000000 0.020471137407 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2041-09-15 18036.99000000 EUR 0.00000000 EUR 190000.00000000 EUR -128.19000000 N N N Syndigo LLC N/A 87167XAE3 160000.00000000 PA USD 158400.00000000 0.148582606162 Long LON CORP US N 2 2028-12-15 Floating 8.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 135000.00000000 PA USD 150961.05000000 0.141604711098 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 000000000 480000.00000000 PA 595460.95000000 0.558555175623 Long DBT NUSS XX N 2 2033-01-22 Fixed 2.75000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 235000.00000000 PA USD 240875.00000000 0.225945929667 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N CASTLE US HOLDING CORP N/A 14852LAA1 277000.00000000 PA USD 289465.00000000 0.271524394524 Long DBT CORP US N 2 2028-02-15 Fixed 9.50000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 185000.00000000 PA USD 203500.00000000 0.190887375972 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AG1 55000.00000000 PA USD 59262.50000000 0.055589499354 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 200000.00000000 PA USD 221250.00000000 0.207537257660 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20492.24000000 0.019222161775 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 916103.16000000 NZD 660697.26000000 USD 2021-09-15 20492.24000000 N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAS8 80000.00000000 PA USD 91524.00000000 0.085851480090 Long DBT CORP CA N 2 2025-07-15 Fixed 5.37500000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 200000.00000000 PA USD 215250.00000000 0.201909128638 Long DBT CORP KY N 2 2030-01-30 Fixed 3.75000000 N N N N N N TRINIDAD & TOBAGO N/A 000000000 400000.00000000 PA USD 417325.00000000 0.391459823968 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAL0 115000.00000000 PA USD 139842.19000000 0.131174981323 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050676 1000000.00000000 PA USD 1095492.10000000 1.027595146768 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 5.00000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 300000.00000000 PA USD 310500.00000000 0.291255676851 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N ADEVINTA ASA 529900W8V3YLHRSZH763 000000000 100000.00000000 PA 122682.45000000 0.115078776208 Long DBT CORP NO N 2 2027-11-15 Fixed 3.00000000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 36261NAA5 115000.00000000 PA USD 115429.07000000 0.108274949794 Long DBT CORP US N 2 2029-05-01 Fixed 4.62500000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 91273.00000000 PA USD 91729.37000000 0.086044121567 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 000000000 200000.00000000 PA 233222.23000000 0.218767466845 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.37500000 N N N N N N DRW Holdings, LLC 549300W696CUHX8SLK40 23343HAD2 375000.00000000 PA USD 374062.50000000 0.350878668671 Long LON CORP US N 2 2028-03-01 Floating 3.85400000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 200000.00000000 PA USD 223238.00000000 0.209402044409 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BW8 175000.00000000 PA USD 194524.75000000 0.182468398472 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 50000.00000000 PA USD 49671.00000000 0.046592466102 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Wind River CLO Ltd 254900W8N6WOFX1LSH24 97315TAJ1 600000.00000000 PA USD 598569.00000000 0.561470593357 Long ABS-CBDO CORP KY N 2 2036-04-18 Floating 3.91000000 N N N N N N Conservice Midco, LLC N/A 20848PAB4 198500.00000000 PA USD 198087.12000000 0.185809978136 Long LON CORP US N 2 2027-05-13 Floating 4.35400000 N N N N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 38381CAB8 200000.00000000 PA USD 183750.00000000 0.172361451277 Long DBT NUSS AE N 2 2050-07-28 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 830000.00000000 OU Notional Amount 3785.33000000 0.003550720938 N/A DIR ER N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-09-15 2696.49000000 EUR 0.00000000 EUR 830000.00000000 EUR 503.55000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 30000.00000000 PA 35216.78000000 0.033034096925 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.62500000 N N N N N N Metinvest BV 635400TMCKVEU87EJ582 000000000 200000.00000000 PA USD 227350.00000000 0.213259188831 Long DBT CORP NL N 2 2026-04-23 Fixed 8.50000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 200000.00000000 PA USD 206585.00000000 0.193781172310 Long DBT CORP MX N 2 2022-07-06 Fixed 6.87500000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 125000.00000000 PA USD 124375.00000000 0.116666424503 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AA4 75000.00000000 PA USD 71566.50000000 0.067130915933 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N ADS TACTICAL, INC. 549300N0X4211SRFZV95 00737BAD7 300000.00000000 PA USD 300750.00000000 0.282109967192 Long LON CORP US N 2 2026-03-19 Floating 6.75000000 N N N N N N ATKORE INC 52990002TI38AM4RPV48 047649AA6 89000.00000000 PA USD 89890.00000000 0.084318752954 Long DBT CORP US N 2 2031-06-01 Fixed 4.25000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742BG9 25000.00000000 PA USD 27001.25000000 0.025327753122 Long DBT CORP CA N 2 2030-07-15 Fixed 3.90000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 164000.00000000 PA USD 162565.00000000 0.152489465724 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 20000.00000000 OU Notional Amount 3313.81000000 0.003108425038 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2051-09-15 2786.70000000 EUR 0.00000000 EUR 20000.00000000 EUR -77.73000000 N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAB7 175000.00000000 PA USD 197562.75000000 0.185318107800 Long DBT US N 2 2026-02-15 Fixed 4.45000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CQ1 200000.00000000 PA USD 203475.00000000 0.190863925434 Long DBT NUSS TR N 2 2028-10-24 Fixed 6.12500000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBK0 167000.00000000 PA USD 188693.30000000 0.176998372975 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G3P7 125000.00000000 PA USD 170238.75000000 0.159687608237 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAE9 75000.00000000 PA USD 84310.50000000 0.079085061974 Long DBT US N 2 2026-10-01 Fixed 4.25000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 260000.00000000 PA USD 272350.00000000 0.255470156491 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N AG ISSUER LLC N/A 00119LAA9 228000.00000000 PA USD 240255.00000000 0.225364356335 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DH7 50000.00000000 PA USD 55815.50000000 0.052356139231 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAJ9 200000.00000000 PA USD 230850.00000000 0.216542264094 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 000000000 400000.00000000 PA USD 429125.00000000 0.402528477710 Long DBT CORP PA N 2 2036-05-18 Fixed 5.62500000 N N N N N N Government of Jamaica 529900Y93KNSXZI8KK56 470160CB6 400000.00000000 PA USD 558875.00000000 0.524236767795 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.87500000 N N N N N N 2021-07-30 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President XXXX