NPORT-P false 0000822977 XXXXXXXX S000009342 C000161511 C000201720 C000025613 C000091959 C000025615 C000025617 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Income Builder Fund S000009342 J2WM8Q8H6QHKH0TBNJ23 2023-10-31 2023-07-31 N 2335308753.04 3927301.41 2331381451.63 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 661289.06000000 0.00000000 0.00000000 0.00000000 AUD CAD CHF CNY DKK EUR GBP JPY MXN SGD TWD USD N Russell 1000 Value Index (60%) and ICE BofAML BB to B U.S. High Yield Constrained Index (40%) CUGSINC0YD UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 1625000.00000000 PA USD 1539183.75000000 0.066020245160 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 48102.00000000 NS USD 9338041.26000000 0.400536825643 Long EC CORP US N 1 N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 000000000 350000.00000000 PA USD 330683.50000000 0.014184015222 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 750000.00000000 PA USD 653362.50000000 0.028024693236 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N Sigma Bidco B.V. 254900U4MHW4MZWGFU47 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2025-07-02 None 0.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 460000.00000000 PA USD 421866.00000000 0.018095108361 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAA2 780000.00000000 PA USD 713434.80000000 0.030601375828 Long DBT CORP GB N 2 2026-01-15 Fixed 3.37500000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 1795000.00000000 PA USD 1387858.10000000 0.059529430459 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 3795000.00000000 PA USD 3394551.60000000 0.145602582435 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 1160000.00000000 PA USD 1168050.40000000 0.050101213560 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 800000.00000000 PA 770107.66000000 0.033032246158 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -62.00000000 NC 101815.21000000 0.004367162221 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short CME 1 Year Mid-Curve 3 Month Eurodollar Option OEU3 Comdty 2023-09-07 -7276541.34000000 EUR 101815.21000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 3319000.00000000 PA USD 2505645.86000000 0.107474727408 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 96000.00000000 PA USD 85176.00000000 0.003653456191 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 000000000 790000.00000000 PA USD 725488.60000000 0.031118399757 Long DBT CORP PE N 2 2030-07-08 Fixed 4.00000000 N N N N N N ANADOLU EFES BIR 7890006LGARYVIPOJX03 000000000 950000.00000000 PA USD 780054.50000000 0.033458896203 Long DBT CORP TR N 2 2028-06-29 Fixed 3.37500000 N N N N N N ATP TOW / AND TELECOM N/A 00216DAA9 950000.00000000 PA USD 831848.50000000 0.035680497475 Long DBT CORP XX N 2 2026-04-27 Fixed 4.05000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -203.00000000 NC USD 281220.67000000 0.012062404880 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CBOT 5 Year U.S. Treasury Notes FVU3 Comdty 2023-09-29 -21976845.67000000 USD 281220.67000000 N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AU1 1000000.00000000 PA USD 891600.00000000 0.038243419985 Long DBT CORP US N 2 2025-07-01 Fixed 5.62500000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558R109 762575.00000000 NS USD 8685729.25000000 0.372557191099 Long EC CORP FI N 1 N N N Shell PLC 21380068P1DRHMJ8KU70 780259305 264022.00000000 NS USD 16271675.86000000 0.697941379289 Long EC CORP GB N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 243506.00000000 NS USD 12672052.24000000 0.543542637827 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 3450000.00000000 PA USD 3404287.50000000 0.146020184625 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 1832000.00000000 PA USD 1690679.52000000 0.072518356823 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAA9 1868000.00000000 PA USD 1628485.04000000 0.069850647514 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N MEITUAN 21380033K525E5JLIA77 000000000 480000.00000000 PA USD 384873.60000000 0.016508392469 Long DBT CORP KY N 2 2030-10-28 Fixed 3.05000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CL2 7375000.00000000 PA USD 6251050.00000000 0.268126436179 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 1035000.00000000 PA USD 1023997.95000000 0.043922368400 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 43339.00000000 NS USD 8212307.11000000 0.352250683999 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -442.27000000 -0.00001897029 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 812281.23000000 EUR 894882.92000000 USD 2023-09-19 -442.27000000 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 17380.00000000 NS USD 12841213.00000000 0.550798454325 Long EC CORP US N 1 N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 000000000 260000.00000000 PA USD 266169.80000000 0.011416827555 Long DBT CORP TR N 2 2024-01-15 Fixed 13.87500000 N N N N N N Allied Universal N/A 019576AA5 2557000.00000000 PA USD 2444773.27000000 0.104863717959 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 31393.00000000 NS USD 5874572.09000000 0.251978160240 Long EC CORP US N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 3975000.00000000 PA USD 3214463.25000000 0.137878048560 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 20266.00000000 NS USD 6411149.10000000 0.274993570679 Long EC CORP IE N 1 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 1880000.00000000 PA USD 1633945.60000000 0.070084867444 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 1020000.00000000 PA USD 917337.00000000 0.039347357737 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N TECHEM VERWALTUNGSGES 549300W2QKB8BC676O97 000000000 668190.40000000 PA 723897.92000000 0.031050170682 Long DBT CORP DE N 2 2026-07-30 Fixed 6.00000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AA7 2420000.00000000 PA USD 2190656.60000000 0.093963885595 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 590000.00000000 PA USD 613600.00000000 0.026319159379 Long DBT CORP MX N 2 2028-03-14 Fixed 9.12500000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 850000.00000000 PA USD 821278.50000000 0.035227118214 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 400000.00000000 PA USD 297756.00000000 0.012771655182 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.62500000 N N N N N N FIDELITY & GUARANTY LIFE 549300WCR5QBFH98VZ75 315786AC7 2850000.00000000 PA USD 2771539.50000000 0.118879709627 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 1000000.00000000 PA USD 839830.00000000 0.036022848144 Long DBT CORP US N 2 2026-09-15 Fixed 3.55000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 1075000.00000000 PA USD 1021131.75000000 0.043799428415 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N ARKO CORP N/A 041242AA6 1770000.00000000 PA USD 1472940.90000000 0.063178889021 Long DBT CORP US N 2 2029-11-15 Fixed 5.12500000 N N N N N N DNO ASA 5967007LIEEXZXH3K072 000000000 1430000.00000000 PA USD 1325729.12000000 0.056864530644 Long DBT CORP NO N 2 2026-09-09 Fixed 7.87500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 200000.00000000 PA USD 164600.00000000 0.007060191711 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 2170000.00000000 PA USD 1644946.80000000 0.070556742177 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 370000.00000000 PA USD 46250.00000000 0.001983802348 Long DBT CORP KY N 2 2023-07-09 Fixed 6.50000000 N Y N N N N AG TTMT ESCROW ISSUER N/A 00840KAA7 1025000.00000000 PA USD 1057154.25000000 0.045344542363 Long DBT CORP US N 2 2027-09-30 Fixed 8.62500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BS7 250000.00000000 PA USD 250720.00000000 0.010754138917 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 670000.00000000 PA USD 551229.10000000 0.023643882883 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Travelport Finance (Luxembourg) S.a.r.l. 2221005SGFWYZHL40F77 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP LU N 2 2025-02-28 Floating 14.50000000 N N Y N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 525000.00000000 PA USD 467570.25000000 0.020055501843 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N Hoya Corp 353800X4VR3BHEUCJB42 443251103 55624.00000000 NS USD 6452940.24000000 0.276786119040 Long EC CORP JP N 1 N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 3490000.00000000 PA USD 3353785.30000000 0.143853992561 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 2795000.00000000 PA USD 2782059.15000000 0.119330929224 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 1995000.00000000 PA USD 1951469.10000000 0.083704410474 Long DBT CORP US N 2 2028-02-15 Fixed 5.87500000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 767204100 254215.00000000 NS USD 16918008.25000000 0.725664529850 Long EC CORP GB N 1 N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 380000.00000000 PA USD 11400.00000000 0.000488980470 Long DBT CORP KY N 2 2023-09-29 None 0.00000000 Y N N N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 45992.00000000 NS USD 6780600.56000000 0.290840460931 Long EC CORP US N 1 N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 000000000 500000.00000000 PA USD 483750.00000000 0.020749500244 Long DBT CORP BR N 2 2023-12-12 Fixed 7.72100000 N N N N N N AppLovin Corporation 549300LLVXMUAOL3SQ07 03835EAC8 828316.30000000 PA USD 827537.68000000 0.035495593371 Long LON CORP US N 2 2025-08-15 Variable 8.66900000 N N N N N N Banff Merger Sub Inc 5493006T045HLTF7YX04 05988HAE7 4254718.69000000 PA USD 4242507.65000000 0.181973981436 Long LON CORP US N 2 2025-10-02 Variable 9.18300000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 158791.00000000 NS USD 8503258.05000000 0.364730449581 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -4060.00000000 NC -123339.63000000 -0.00529040968 N/A DE DE N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written EURO STOXX 50 Index SX5E INDEX 1.00000000 4510.11000000 EUR 2023-08-15 XXXX -35095.31000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 6580000.00000000 PA USD 5051531.80000000 0.216675473525 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAE2 4150000.00000000 PA USD 3945156.00000000 0.169219670047 Long DBT CORP FR N 2 2028-09-12 Fixed 4.62500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAN3 1000000.00000000 PA USD 932350.00000000 0.039991310703 Long DBT CORP US N 2 2067-06-01 Variable 8.27400000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 121128.00000000 NS USD 20292573.84000000 0.870409851884 Long EC CORP US N 1 N N N Samarco Mineracao SA 529900U8HKV15GJC4O60 000000000 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BR N 2 2022-11-01 None 0.00000000 Y N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1020000.00000000 OU Notional Amount USD -9509.26000000 -0.00040788091 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2043-09-20 20874.71000000 USD 0.00000000 USD 1020000.00000000 USD -30383.97000000 N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAK4 3650000.00000000 PA USD 3354131.00000000 0.143868820679 Long DBT CORP AU N 2 2028-11-28 Fixed 3.76300000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 2075000.00000000 PA USD 1974113.50000000 0.084675697261 Long DBT CORP CA N 2 2028-02-01 Fixed 5.37500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 40804.00000000 NS USD 11963732.80000000 0.513160675256 Long EC CORP US N 1 N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 2155000.00000000 PA USD 2035052.70000000 0.087289563815 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N EASTERN & SOUTHERN AFRIC 2138004HC83AB2ENIZ64 000000000 520000.00000000 PA USD 420695.60000000 0.018044906366 Long DBT NUSS XX N 2 2028-06-30 Fixed 4.12500000 N N N N N N LIMAK ISKENDERUN 5299001DUZ9PI7TCRC47 53263TAA5 898392.86000000 PA USD 802983.54000000 0.034442392060 Long DBT CORP TR N 2 2036-07-10 Fixed 9.50000000 N N N N N N RAYONIER AM PROD INC 549300ZGRDDK1QM6MM16 75508EAB4 281000.00000000 PA USD 250795.31000000 0.010757369190 Long DBT CORP US N 2 2026-01-15 Fixed 7.62500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BF1 3000000.00000000 PA USD 2881320.00000000 0.123588527222 Long DBT CORP US N 2 2027-09-15 Fixed 6.20000000 N N N N N N Aspect Software, Inc. 549300DDK3ZCQPZWVP70 000000000 194739.00000000 NS USD 1947.39000000 0.000083529445 N/A DE US N 3 N/A N/A Call Purchased ASPECT SOFTWARE INC ASPECT SOFTWARE INC 1.00000000 1.00000000 USD 2099-12-31 XXXX 1947.39000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDS6 2000000.00000000 PA USD 1962060.00000000 0.084158686199 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAA3 600000.00000000 PA USD 562638.00000000 0.024133245102 Long DBT US N 2 2026-05-15 Fixed 5.75000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 890000.00000000 PA USD 734258.90000000 0.031494584444 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 900000.00000000 PA USD 846342.00000000 0.036302167515 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92841HAA0 1295000.00000000 PA USD 1238343.75000000 0.053116307892 Long DBT CORP XX N 2 2028-06-01 Fixed 9.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EN0 4000000.00000000 PA USD 3981520.00000000 0.170779431963 Long DBT CORP US N 2 2025-03-17 Fixed 6.10000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAJ4 2300000.00000000 PA USD 2070828.00000000 0.088824074608 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A 98981BAA0 1450000.00000000 PA USD 1247188.50000000 0.053495685964 Long DBT CORP US N 2 2029-02-01 Fixed 3.87500000 N N N N N N METIS MERGER SUB LLC N/A 59155LAA0 717000.00000000 PA USD 608173.74000000 0.026086410680 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N DYCOM INDUSTRIES INC 549300F56EKTHQI3WT60 267475AD3 2764000.00000000 PA USD 2501198.88000000 0.107283982990 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 12000000.00000000 PA USD 11787120.00000000 0.505585218230 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 1893000.00000000 PA USD 1580711.79000000 0.067801508367 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 4010000.00000000 PA USD 4076646.20000000 0.174859682320 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N Inkia Energy Ltd N/A 000000000 400000.00000000 PA USD 382248.00000000 0.016395772546 Long DBT CORP BM N 2 2027-11-09 Fixed 5.87500000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 1855000.00000000 PA USD 1557847.55000000 0.066820791977 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 3100000.00000000 PA USD 2673192.00000000 0.114661287972 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 25000.00000000 0.001072325594 Long DBT CORP KY N 2 2024-08-03 Fixed 6.65000000 N Y N N N N ESC CB144A INTELSAT JA N/A 458ESCAB6 3000000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP LU N 3 2024-10-15 None 0.00000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 1300000.00000000 PA USD 1252992.00000000 0.053744615627 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAA5 3446000.00000000 PA USD 3290895.54000000 0.141156460591 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 2550000.00000000 PA USD 2674210.50000000 0.114704974517 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N Energuate Trust 549300RVM37LH8GY7E41 29277RAA3 470000.00000000 PA USD 430745.60000000 0.018475981255 Long DBT CORP KY N 2 2027-05-03 Fixed 5.87500000 N N N N N N MHP SE 213800D7DXFXGA292757 55302TAD7 550000.00000000 PA USD 370909.00000000 0.015909408550 Long DBT CORP CY N 2 2024-05-10 Fixed 7.75000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 460000.00000000 PA USD 408974.50000000 0.017542152946 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -8574.00000000 NC USD -291516.00000000 -0.01250400271 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written S&P 500 Index SPX INDEX 1.00000000 4554.96000000 USD 2023-07-31 XXXX -137012.52000000 N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 000000000 420000.00000000 PA USD 412755.00000000 0.017704310022 Long DBT CORP MU N 2 2026-10-13 Fixed 6.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 1856000.00000000 PA USD 1424442.88000000 0.061098662297 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 889110102 147372.00000000 NS USD 11058794.88000000 0.474345151552 Long EC CORP JP N 1 N N N PRA Health Sciences, Inc. 549300R1HR1VWWHIAK47 000000000 171843.79000000 PA USD 171902.22000000 0.007373406006 Long LON CORP US N 2 2028-07-03 Variable 7.75300000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 000000000 200000.00000000 PA USD 188692.00000000 0.008093570439 Long DBT CORP VG N 2 2025-07-15 Fixed 6.00000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 1020000.00000000 PA USD 847487.40000000 0.036351297185 Long DBT CORP US N 2 2030-03-01 Fixed 5.12500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 120000.00000000 PA USD 112566.00000000 0.004828296112 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 000000000 2975000.00000000 PA 2390325.94000000 0.102528307340 Long DBT CORP LU N 2 2029-08-15 Fixed 4.25000000 N N N N N N Noble Corp PLC 549300I3HBUNXO0OG954 000000000 2644.00000000 NS USD 66100.00000000 0.002835228870 N/A DE GB N 3 N/A N/A Call Purchased Noble Corp. PLC Noble Corp. PLC 1.00000000 19.27000000 USD 2028-02-04 XXXX 59490.00000000 N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YT4 1640000.00000000 PA USD 1472588.80000000 0.063163786388 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N Minejesa Capital BV 549300KS7ERCP10BKC35 000000000 260000.00000000 PA USD 237517.80000000 0.010187856638 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N NextEra Energy Inc N/A 65339F101 220229.00000000 NS USD 16142785.70000000 0.692412890593 Long EC CORP US N 1 N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 000000000 670000.00000000 PA USD 577272.00000000 0.024760941612 Long DBT NUSS XX N 2 2029-09-21 Fixed 3.99400000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAB9 2390000.00000000 PA USD 1907220.00000000 0.081806432776 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBE7 975000.00000000 PA USD 944628.75000000 0.040517983418 Long DBT CORP XX N 2 2027-06-01 Fixed 4.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLG2 1760000.00000000 PA USD 1747468.80000000 0.074954220759 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AW4 1500000.00000000 PA USD 1461930.00000000 0.062706598226 Long DBT CORP US N 2 2025-06-01 Fixed 6.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AF0 3000000.00000000 PA USD 2829270.00000000 0.121355945335 Long DBT CORP NL N 2 2025-04-16 Fixed 6.50000000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 775000.00000000 PA USD 576142.75000000 0.024712504665 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 79486.00000000 NS USD 5940783.64000000 0.254818173827 Long EC CORP US N 1 N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 220000.00000000 PA USD 209811.80000000 0.008999462522 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N CQP Holdco LP 549300LPL012JY5D4B69 12657QAB9 3283123.45000000 PA USD 3279709.00000000 0.140676636065 Long LON CORP US N 2 2028-06-05 Variable 8.91900000 N N N N N N CREDIT BANK OF MOSCOW (C 635400Y22HQLUDCVZX38 12504PAH3 260000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP IE N 3 2025-01-29 Fixed 4.70000000 N Y N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 460000.00000000 PA USD 431369.60000000 0.018502746502 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAA4 1055000.00000000 PA USD 1012567.90000000 0.043432098994 Long DBT CORP US N 2 2025-08-15 Fixed 5.00000000 N N N N N N ESC GCB INTELSAT JACKS N/A 458ESCAA8 708000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP LU N 3 2023-08-01 None 0.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 1848000.00000000 PA USD 1428966.00000000 0.061292672591 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N iHeartMedia Inc N/A 45174J509 355974.00000000 NS USD 1683757.02000000 0.072221429866 Long EC CORP US N 1 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 530000.00000000 PA USD 458905.80000000 0.019683857383 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 4130000.00000000 PA USD 3759539.00000000 0.161257995656 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AM8 450000.00000000 PA USD 438876.00000000 0.018824718695 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N BANCA TRANSILVANIA 549300RG3H390KEL8896 000000000 650000.00000000 PA 743262.26000000 0.031880765778 Long DBT CORP RO N 2 2027-04-27 Fixed 8.87500000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 2000000.00000000 PA USD 1941760.00000000 0.083287957817 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N CAP SA 54930079GPG23NTBB003 13911YAA4 200000.00000000 PA USD 148012.00000000 0.006348682232 Long DBT CORP CL N 2 2031-04-27 Fixed 3.90000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11371.43000000 -0.00048775501 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 20884797.67000000 EUR 23008593.63000000 USD 2023-09-19 -11371.43000000 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 450737101 169670.00000000 NS USD 8481463.96000000 0.363795635161 Long EC CORP ES N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 266000.00000000 PA USD 239418.62000000 0.010269388556 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAD5 1550000.00000000 PA USD 1598158.50000000 0.068549850513 Long DBT CORP US N 2 2026-08-01 Fixed 10.12500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 2300000.00000000 PA USD 2107927.00000000 0.090415362896 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Chamberlain Group Inc 25490092IFNOZBRVE539 15963CAC0 4358625.00000000 PA USD 4290238.17000000 0.184021287764 Long LON CORP US N 2 2028-11-03 Variable 8.66900000 N N N N N N SHAMARAN PETROLEUM CORP 529900227RVB89NZH924 000000000 804750.00000000 PA USD 759281.63000000 0.032567884996 Long DBT CORP CA N 2 2025-07-30 Fixed 12.00000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 690000.00000000 PA USD 673319.25000000 0.028880698588 Long DBT CORP MX N 2 2024-09-27 Fixed 6.75000000 N N N N N N VIVO ENERGY INVESTMENTS 724500P3OXMB2IERLM56 000000000 290000.00000000 PA USD 264433.60000000 0.011342356687 Long DBT CORP NL N 2 2027-09-24 Fixed 5.12500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 560000.00000000 PA USD 572110.00000000 0.024539527823 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762VAA9 2500000.00000000 PA USD 2380900.00000000 0.102124000271 Long DBT CORP US N 2 2026-09-15 Variable 5.87500000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 431571AE8 1349000.00000000 PA USD 1160598.66000000 0.049781585900 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 5743000.00000000 PA USD 4656424.40000000 0.199728122429 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N TOWNSQUARE MEDIA INC 549300XBA8C68H0DR538 892231AB7 2038000.00000000 PA USD 1964693.14000000 0.084271629536 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N NBK TIER 1 FINANCING 2 549300HMWSJFNREWT164 000000000 790000.00000000 PA USD 725670.30000000 0.031126193420 Long DBT CORP AE N 2 2025-08-27 Fixed 4.50000000 N N N N N N TIGER HOLDCO PTE LTD 9845003DRSBC69D06X98 000000000 171223.00000000 PA USD 173882.09000000 0.007458328617 Long DBT CORP SG N 2 2023-09-10 Fixed 13.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15.00000000 NC USD -22265.62000000 -0.00095503976 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Ultra 10-Year U.S. Treasury Notes Futures UXYU3 Comdty 2023-09-20 1778437.50000000 USD -22265.62000000 N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 2480000.00000000 PA USD 2377774.40000000 0.101989933836 Long DBT US N 2 2028-02-15 Fixed 4.75000000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 1700000.00000000 PA USD 1299004.00000000 0.055718209437 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 7530000.00000000 PA USD 7359897.30000000 0.315688249765 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N First Brands Group, LLC N/A 31935HAD9 3283556.69000000 PA USD 3241822.68000000 0.139051577241 Long LON CORP US N 2 2027-03-30 Variable 10.88100000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCS3 1975000.00000000 PA USD 1971148.75000000 0.084548530169 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N Getty Images, Inc. N/A 37427UAJ9 2654153.87000000 PA USD 2653331.08000000 0.113809393059 Long LON CORP US N 2 2026-02-19 Variable 9.91900000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 3723000.00000000 PA USD 3419091.51000000 0.146655173378 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAK6 1843000.00000000 PA USD 1923115.21000000 0.082488226397 Long DBT CORP US N 2 2033-07-15 Fixed 6.87500000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 340000.00000000 PA USD 291550.00000000 0.012505461077 Long DBT CORP MX N 2 2027-01-24 Fixed 5.87500000 N N N N N N Fiserv Investment Solutions, Inc. N/A 33774UAC2 630499.93000000 PA USD 614214.12000000 0.026345500843 Long LON CORP US N 2 2027-02-18 Variable 9.12900000 N N N N N N Syndigo LLC N/A 87167XAC7 2028312.50000000 PA USD 1896472.19000000 0.081345426707 Long LON CORP US N 2 2027-12-15 Variable 9.90600000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 1005000.00000000 PA USD 839175.00000000 0.035994753214 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N CIBANCO SA INS DE BANCA N/A 171653AA6 1630000.00000000 PA USD 1219908.30000000 0.052325555697 Long DBT MX N 2 2031-07-22 Fixed 4.37500000 N N N N N N ENDEAVOR MINING PLC 529900NI5MXQ91GHXR07 000000000 400000.00000000 PA USD 362004.00000000 0.015527446173 Long DBT CORP GB N 2 2026-10-14 Fixed 5.00000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BB9 930000.00000000 PA USD 692208.30000000 0.029690907059 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BQ6 3555000.00000000 PA USD 3551445.00000000 0.152332214769 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 000000000 670000.00000000 PA USD 613887.50000000 0.026331491123 Long DBT CORP BR N 2 2024-04-15 Fixed 6.25000000 N N N N N N GCC SAB DE CV 254900WY9XL8033CKX68 36165RAC9 860000.00000000 PA USD 731103.20000000 0.031359226929 Long DBT CORP MX N 2 2032-04-20 Fixed 3.61400000 N N N N N N SCRIPPS ESCROW INC N/A 81104PAA7 2320000.00000000 PA USD 1938035.20000000 0.083128189882 Long DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 5500000.00000000 PA USD 5471180.00000000 0.234675453739 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N SEPLAT ENERGY PL 029200711C4S4CB2E982 81733LAB3 630000.00000000 PA USD 561248.10000000 0.024073628088 Long DBT CORP NG N 2 2026-04-01 Fixed 7.75000000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 930000.00000000 PA USD 800962.50000000 0.034355703543 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 66983.00000000 NS USD 8877256.99000000 0.380772395001 Long EC CORP US N 1 N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 885000.00000000 PA USD 729301.95000000 0.031281965870 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N Cumulus Media New Holdings Inc. 5493001D9VBAVY1OKJ46 23108LAB2 602527.60000000 PA USD 475243.64000000 0.020384636742 Long LON CORP US N 2 2026-03-31 Floating 9.22600000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 2260000.00000000 PA USD 1769331.40000000 0.075891973780 Long DBT CORP US N 2 2031-09-01 Fixed 3.87500000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 71292.00000000 NS USD 7869923.88000000 0.337564831979 Long EC CORP US N 1 N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 540000.00000000 PA USD 483337.80000000 0.020731819739 Long DBT NUSS BH N 2 2034-05-18 Fixed 5.62500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KM2 1890000.00000000 PA USD 1875636.00000000 0.080451699514 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CA1 1875000.00000000 PA USD 1722281.25000000 0.073873850578 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00185PAA9 575000.00000000 PA USD 511876.50000000 0.021955930877 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N BRIGHT PATTERN HOLDCO N/A 000000000 194738.59000000 NS USD 1947.39000000 0.000083529445 Long EC CORP US N 3 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 809000.00000000 PA USD 705674.52000000 0.030268513953 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 1525000.00000000 PA 1572327.61000000 0.067441885535 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 315000.00000000 PA USD 281165.85000000 0.012060053484 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAK7 4485000.00000000 PA USD 3926931.45000000 0.168437963991 Long DBT CORP US N 2 2031-09-01 Fixed 6.00000000 N N N N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 89531.00000000 NS USD 5866966.43000000 0.251651930485 Long EC US N 1 N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 756255204 522262.00000000 NS USD 7891378.82000000 0.338485099230 Long EC CORP GB N 1 N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 260000.00000000 PA USD 21543.60000000 0.000924070146 Long DBT CORP KY N 2 2028-05-17 None 0.00000000 Y N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 000000000 840047.00000000 PA USD 748166.86000000 0.032091138902 Long DBT CORP LU N 2 2034-06-15 Fixed 5.19800000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 280000.00000000 PA USD 278079.20000000 0.011927657732 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 1283000.00000000 PA USD 1295560.57000000 0.055570510312 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 1250000.00000000 PA USD 1197625.00000000 0.051369757581 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 1150000.00000000 PA USD 1386106.50000000 0.059454299039 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 88808.00000000 NS USD 7514932.96000000 0.322338198013 Long EC CORP US N 1 N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 000000000 1630000.00000000 PA USD 1600382.90000000 0.068645261755 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAD9 600000.00000000 PA USD 599406.00000000 0.025710335800 Long DBT CORP US N 2 2030-07-27 Fixed 8.45000000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11135RAA3 2940000.00000000 PA USD 2621598.00000000 0.112448265304 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N SAGICOR FINANCIAL CO N/A 78669QAA8 790000.00000000 PA USD 742600.00000000 0.031852359444 Long DBT CORP BM N 2 2028-05-13 Fixed 5.30000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 680000.00000000 PA USD 628122.80000000 0.026942086185 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 165968.00000000 NS USD 10411172.64000000 0.446566675424 Long EC CORP US N 1 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 4605000.00000000 PA USD 3148576.65000000 0.135051973060 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAY4 982000.00000000 PA USD 869983.26000000 0.037316212642 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N CAS CAPITAL NO1 LTD 254900REJZW5L9QRTD85 000000000 204000.00000000 PA USD 168954.84000000 0.007246983966 Long DBT CORP VG N 2 2026-07-12 Fixed 4.00000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 000000000 1410000.00000000 PA USD 1138053.30000000 0.048814547237 Long DBT CORP KY N 2 2030-02-04 Fixed 4.37500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7030000.00000000 OU Notional Amount USD -54355.26000000 -0.00233146145 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-20 0.00000000 USD -70296.50000000 USD 7030000.00000000 USD 15941.24000000 N N N RED SUN PROPERTIES GRP 549300TYWIIKAOK07L47 000000000 230000.00000000 PA USD 15587.10000000 0.000668577850 Long DBT CORP KY N 2 2025-01-13 None 0.00000000 Y N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 3270000.00000000 PA USD 2865337.50000000 0.122902989469 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Icebox Holdco III, Inc. 254900DLB65AKI8CQ466 45114NAF4 625000.00000000 PA USD 546875.00000000 0.023457122369 Long LON CORP US N 2 2029-12-21 Variable 12.25300000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 1515000.00000000 PA USD 1230346.65000000 0.052773288092 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 139107.00000000 NS USD 6295982.82000000 0.270053740695 Long EC CORP US N 1 N N N Ceridian HCM Holding Inc. 549300T64GVCHFJ8L449 15677GAF1 2857500.00000000 PA USD 2853928.13000000 0.122413607091 Long LON CORP US N 2 2025-04-30 Floating 7.97600000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 1300000.00000000 PA USD 1167361.00000000 0.050071643110 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 2592000.00000000 PA USD 2199752.64000000 0.094354042255 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAM1 900000.00000000 PA USD 894753.00000000 0.038378661688 Long DBT CORP CA N 2 2028-02-15 Fixed 7.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 800000.00000000 PA USD 718136.00000000 0.030803024511 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 428000.00000000 PA USD 378972.60000000 0.016255280736 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAK6 3000000.00000000 PA USD 3112890.00000000 0.133521264734 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 1825000.00000000 PA USD 1767603.75000000 0.075817869648 Long DBT CORP NL N 2 2079-10-10 Fixed 5.87500000 N N N N N N MIDCAP FINANCIAL N/A 59590AAA7 810000.00000000 PA USD 648226.80000000 0.027804407534 Long DBT CORP US N 2 2030-01-15 Fixed 5.62500000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168EAN2 1871500.00000000 PA USD 1860271.00000000 0.079792648204 Long LON CORP US N 2 2028-10-29 Variable 10.41900000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAL5 2080000.00000000 PA USD 1538430.40000000 0.065987931701 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N Nokia of America Corp 529900BF8WCYOHYGIJ13 549463AE7 3000000.00000000 PA USD 2848740.00000000 0.122191072508 Long DBT CORP US N 2 2029-03-15 Fixed 6.45000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 7000000.00000000 PA USD 7701750.00000000 0.330351345748 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EL7 4400000.00000000 PA USD 4355648.00000000 0.186826913157 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N N CHINDATA GROUP HLDS LTD 655600DHYORMZZMVIW64 000000000 230000.00000000 PA USD 230653.20000000 0.009893413188 Long DBT CORP KY N 2 2026-02-23 Fixed 10.50000000 N N N N N N Anticimex International AB 54930005SBU6WYFBEB41 000000000 2943388.35000000 PA USD 2908450.33000000 0.124752229111 Long LON CORP SE N 2 2028-11-16 Floating 8.95000000 N N N N N N GENEL ENERGY FIN IV 213800H4JDISDH7KBK45 000000000 200000.00000000 PA USD 186812.50000000 0.008012953001 Long DBT CORP GB N 2 2025-10-14 Fixed 9.25000000 N N N N N N Nouryon Finance B.V. 549300K7VB5G6LULFT41 000000000 4621382.67000000 PA USD 4601187.23000000 0.197358833183 Long LON CORP US N 2 2028-04-03 Variable 9.31800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 2069000.00000000 PA USD 1693145.46000000 0.072624128446 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BA7 4350000.00000000 PA USD 3493224.00000000 0.149834940033 Long DBT CORP US N 2 2033-03-15 Fixed 2.37500000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAS0 200000.00000000 PA USD 202872.00000000 0.008701793516 Long DBT CORP CL N 2 2033-06-23 Fixed 6.12500000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AQ4 4636000.00000000 PA USD 4257841.48000000 0.182631695770 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 630000.00000000 PA USD 569047.50000000 0.024408167938 Long DBT CORP KY N 2 2027-07-17 Fixed 5.62500000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 904767704 172190.00000000 NS USD 9251768.70000000 0.396836334677 Long EC CORP GB N 1 N N N CIKARANG LISTRINDO PT 254900NPCIO562Z7FN53 000000000 200000.00000000 PA USD 189886.00000000 0.008144784709 Long DBT CORP ID N 2 2026-09-14 Fixed 4.95000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAT4 6970000.00000000 PA USD 6268330.10000000 0.268867631919 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 323230.00000000 NS USD 10737700.60000000 0.460572446970 Long EC CORP US N 1 N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AX4 3702000.00000000 PA USD 2998360.86000000 0.128608763611 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 3380000.00000000 PA USD 2910923.60000000 0.124858315140 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 35392.00000000 NS USD 6370560.00000000 0.273252581448 Long EC CORP US N 1 N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 16412EAA5 1268000.00000000 PA USD 1154615.44000000 0.049524947502 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 3600000.00000000 PA USD 2867868.00000000 0.123011530266 Long DBT CORP ES N 2 2032-11-22 Fixed 3.22500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 1405000.00000000 PA USD 999531.05000000 0.042872909077 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 5980000.00000000 PA USD 5397966.60000000 0.231535109633 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 138273.00000000 NS USD 7317407.16000000 0.313865719180 Long EC CORP US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 7070000.00000000 PA USD 5650414.70000000 0.242363371984 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Transocean Poseidon Ltd N/A 89383JAA6 845812.50000000 PA USD 844070.13000000 0.036204720141 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N OTP BANK NYRT 529900W3MOO00A18X956 000000000 780000.00000000 PA 851366.90000000 0.036517700670 Long DBT CORP HU N 2 2025-07-13 Fixed 5.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 4090000.00000000 PA USD 3779609.90000000 0.162118897246 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 1725000.00000000 PA USD 1739127.75000000 0.074596447903 Long DBT CORP US N 2 2030-08-01 Fixed 7.12500000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274409 157267.00000000 NS USD 10596650.46000000 0.454522379964 Long EC CORP GB N 1 N N First Brands Group, LLC N/A 31935HAF4 2900000.00000000 PA USD 2678875.00000000 0.114905049026 Long LON CORP US N 2 2028-03-30 Variable 14.38100000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 1695000.00000000 PA USD 1567790.25000000 0.067247264445 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 35892.00000000 NS USD 8532605.16000000 0.365989235868 Long EC CORP US N 1 N N N UNITED BANK FOR AFRICA P 0292002067E3RH4D8768 000000000 200000.00000000 PA USD 173754.00000000 0.007452834450 Long DBT CORP NG N 2 2026-11-19 Fixed 6.75000000 N N N N N N INTELSAT EMERGENCE SA N/A 000000000 35685.00000000 NS USD 725583.11000000 0.031122453577 Long EC CORP LU N 2 N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AU5 2055000.00000000 PA USD 2113320.90000000 0.090646723577 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N TRANSATLANTIC HOLDINGS RN37QJVS1BV19MNIC295 893521AB0 75000.00000000 PA USD 92582.25000000 0.003971132649 Long DBT CORP US N 2 2039-11-30 Fixed 8.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 2651000.00000000 PA USD 2403343.58000000 0.103086673282 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N BBVA BANCO CONTINENTAL 549300H1JNU0HLNFU552 000000000 190000.00000000 PA USD 185071.40000000 0.007938271957 Long DBT CORP PE N 2 2029-09-22 Fixed 5.25000000 N N N N N N INTL AIRPORT FINANCE SA 959800M9M5LP0KXUP789 000000000 661397.38000000 PA USD 630883.81000000 0.027060514252 Long DBT CORP ES N 2 2033-03-15 Fixed 12.00000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 3195000.00000000 PA USD 2809075.95000000 0.120489761468 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 12019.00000000 NS USD 8610531.79000000 0.369331744660 Long EC CORP NL N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 3111000.00000000 PA USD 2953458.96000000 0.126682785347 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 3295000.00000000 PA USD 2841640.95000000 0.121886572787 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 1000000.00000000 PA USD 945240.00000000 0.040544201779 Long DBT CORP US N 2 2025-09-01 Fixed 4.95000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 60905.00000000 NS USD 8414025.75000000 0.360903006417 Long EC CORP US N 1 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 1915000.00000000 PA USD 1658217.65000000 0.071125969061 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 650000.00000000 PA USD 446030.00000000 0.019131575387 Long DBT CORP CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -32.00000000 NC 74539.79000000 0.003197236983 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX 10 Year Euro BUND Futures RXU3 Comdty 2023-09-07 -4323474.24000000 EUR 74539.79000000 N N N Gainwell Acquisition Corp. N/A 59909TAC8 6239999.99000000 PA USD 6129239.99000000 0.262901636526 Long LON CORP US N 2 2027-10-01 Variable 9.34200000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAX7 2730000.00000000 PA USD 2864616.30000000 0.122872055021 Long DBT CORP US N 2 2035-10-15 Fixed 6.20000000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAA0 552000.00000000 PA USD 498870.00000000 0.021398042763 Long DBT CORP US N 2 2029-05-28 Fixed 11.50000000 N N N N N N Hertz Corporation, (The) 549300PD0C69OJ0NLB27 42804VBB6 2638705.51000000 PA USD 2634668.29000000 0.113008889564 Long LON CORP US N 2 2028-06-30 Variable 8.68300000 N N N N N N Icebox Holdco III, Inc. 254900DLB65AKI8CQ466 45114NAB3 2199094.64000000 PA USD 2154650.94000000 0.092419493965 Long LON CORP US N 2 2028-12-22 Variable 9.25300000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 820000.00000000 PA USD 707594.40000000 0.030350863412 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAA9 1308000.00000000 PA USD 1250029.44000000 0.053617542471 Long DBT CORP US N 2 2026-02-15 Fixed 4.50000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 3425000.00000000 PA USD 3012664.25000000 0.129222279258 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 830000.00000000 PA USD 754395.30000000 0.032358295527 Long DBT CORP BM N 2 2025-08-15 Fixed 2.62500000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 51574.00000000 NS USD 8061016.20000000 0.345761359401 Long EC CORP US N 1 N N N ALLEN MEDIA LLC/CO-ISSR N/A 01771YAA8 1575000.00000000 PA USD 893655.00000000 0.038331565148 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAC9 3900000.00000000 PA USD 3449823.00000000 0.147973339909 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N Verscend Holding Corp. N/A 92531HAD9 1337579.05000000 PA USD 1335345.29000000 0.057276997252 Long LON CORP US N 2 2025-08-27 Variable 9.43300000 N N N N N N UZBEK INDUSTRIAL AND CON 213800C2NIFPFTXYIU69 000000000 850000.00000000 PA USD 809667.50000000 0.034729087315 Long DBT CORP UZ N 2 2024-12-02 Fixed 5.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 2275000.00000000 PA USD 2167506.25000000 0.092970897082 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 871503AU2 4000000.00000000 PA USD 3943880.00000000 0.169164938549 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 350000.00000000 PA 298643.55000000 0.012809724886 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.87500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 2500000.00000000 PA USD 2418175.00000000 0.103722837732 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 2395000.00000000 PA USD 2074117.90000000 0.088965188367 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAH0 2135000.00000000 PA USD 2151738.40000000 0.092294566317 Long DBT CORP US N 2 2026-02-01 Fixed 7.12500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 2305000.00000000 PA USD 2053801.10000000 0.088093739382 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 41584.00000000 NS USD 9741883.68000000 0.417858848160 Long EC CORP US N 1 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 4448000.00000000 PA USD 4666975.04000000 0.200180671281 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 000000000 450000.00000000 PA USD 382765.50000000 0.016417969686 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1030000.00000000 PA USD 747265.00000000 0.032052455400 Long DBT NUSS RO N 2 2051-02-14 Fixed 4.00000000 N N N N N N INTERCORP FIN SER INC 5299004181WFTEWB1398 000000000 340000.00000000 PA USD 304752.20000000 0.013071743355 Long DBT CORP PA N 2 2027-10-19 Fixed 4.12500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 4980000.00000000 PA USD 4309990.80000000 0.184868537792 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N TUI CRUISES GMBH 529900SVD83QUUIZYY18 000000000 1100000.00000000 PA 1137596.98000000 0.048794974293 Long DBT CORP DE N 2 2026-05-15 Fixed 6.50000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAB7 1588125.00000000 PA USD 1585155.21000000 0.067992100086 Long LON CORP US N 2 2026-05-04 Variable 9.21900000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 1000000.00000000 PA USD 888210.00000000 0.038098012634 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N BIDVEST GROUP UK PLC 984500A80C777F496830 88332EAA1 1260000.00000000 PA USD 1132664.40000000 0.048583401022 Long DBT CORP GB N 2 2026-09-23 Fixed 3.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 4215000.00000000 PA USD 3457143.00000000 0.148287316843 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 2690000.00000000 PA USD 2475714.60000000 0.106190885162 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 8050000.00000000 PA USD 7807695.00000000 0.334895647151 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 1000000.00000000 PA USD 897060.00000000 0.038477615894 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N GREENKO WIND PROJECTS MU 254900MSUXE1FF83DP82 000000000 380000.00000000 PA USD 366795.00000000 0.015732946650 Long DBT CORP MU N 2 2025-04-06 Fixed 5.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 27484.00000000 NS USD 6419987.56000000 0.275372678954 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 25297.00000000 NS USD 8497768.24000000 0.364494975031 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 256.00000000 NC USD -573404.98000000 -0.02459507343 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CBOT 2 Year U.S. Treasury Notes Futures TUU3 Comdty 2023-09-29 52559404.85000000 USD -573404.98000000 N N N Summit Midstream Partners LP N/A 866142409 86915.00000000 NS USD 1395854.90000000 0.059872437392 Long EC CORP US N 1 N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BD8 3580000.00000000 PA USD 3389293.40000000 0.145377042338 Long DBT CORP US N 2 2026-03-15 Fixed 5.87500000 N N N N N N Albion Financing 3 SARL 259400QTZA08U7DIP580 00847NAB2 2992500.00000000 PA USD 2979422.78000000 0.127796452095 Long LON CORP LU N 2 2026-08-17 Variable 10.65100000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 80687P106 279403.00000000 NS USD 9946746.80000000 0.426646046833 Long EC CORP FR N 1 N N N ORGANON & CO/ORG N/A 68622TAB7 1950000.00000000 PA USD 1652625.00000000 0.070886083392 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N ICON Luxembourg S.A.R.L. 635400PUWMHSPI2DDA35 000000000 689718.43000000 PA USD 689952.93000000 0.029594167420 Long LON CORP LU N 2 2028-07-03 Variable 7.75300000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 38628.00000000 NS USD 7351294.68000000 0.315319257381 Long EC US N 1 N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 2585000.00000000 PA USD 2249363.60000000 0.096482006341 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 1666000.00000000 PA USD 1584449.30000000 0.067961821472 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAN8 1715000.00000000 PA USD 1726524.80000000 0.074055869269 Long DBT CORP US N 2 2030-07-25 Fixed 9.37500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAF6 2000000.00000000 PA USD 1755480.00000000 0.075297845351 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AL5 1620000.00000000 PA USD 1435563.00000000 0.061575637868 Long DBT CORP US N 2 2031-03-01 Fixed 4.87500000 N N N N N N NEWFOLD DIGITAL HLDGS GR 549300UTQC2651SB0W88 29279XAA8 3360000.00000000 PA USD 2479680.00000000 0.106360973158 Long DBT CORP US N 2 2029-02-15 Fixed 6.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 1910000.00000000 PA USD 1776853.90000000 0.076214636551 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1525000.00000000 PA USD 1328778.25000000 0.056995317049 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 3415000.00000000 PA USD 2397193.40000000 0.102822873465 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N DISH DBS CORP N/A 25470XBD6 4195000.00000000 PA USD 2114867.30000000 0.090713053349 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 3895000.00000000 PA USD 3895000.00000000 0.167068327547 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 3344485.19000000 PA USD 3342980.17000000 0.143390527863 Long LON CORP US N 2 2026-02-06 Variable 8.66600000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAR1 1000000.00000000 PA USD 960820.00000000 0.041212475089 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05552VAA0 2446000.00000000 PA USD 2333826.44000000 0.100104872944 Long DBT CORP US N 2 2027-05-01 Fixed 7.62500000 N N N N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 000000000 1709000.00000000 PA USD 1593420.33000000 0.068346616075 Long DBT CORP US N 2 2026-04-04 Fixed 7.12500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 8000000.00000000 PA USD 7807920.00000000 0.334905298081 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CJ6 3200000.00000000 PA USD 2793536.00000000 0.119823206024 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBE8 1440000.00000000 PA USD 1397822.40000000 0.059956829416 Long DBT CORP US N 2 2025-05-01 Fixed 4.12500000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 000000000 675000.00000000 PA 569624.76000000 0.024432928365 Long DBT CORP NL N 2 2030-02-28 Fixed 3.37500000 N N N N N N Packers Holdings, LLC 549300X0L6OJNRPME518 69519UAF9 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-03-09 Variable 8.60500000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 588000.00000000 PA USD 548004.24000000 0.023505558887 Long DBT CORP XX N 2 2026-04-15 Fixed 7.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 190.00000000 NC USD 2316538.22000000 0.099363328913 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESU3 Index 2023-09-15 41521211.78000000 USD 2316538.22000000 N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAL7 6500000.00000000 PA USD 6269835.00000000 0.268932181630 Long DBT CORP US N 2 2032-06-01 Fixed 4.40000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 2975000.00000000 PA USD 2446015.25000000 0.104916990237 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 3083000.00000000 PA USD 2808119.72000000 0.120448745872 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 3360000.00000000 PA USD 2977564.80000000 0.127716757715 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 2080000.00000000 PA USD 1885686.40000000 0.080882791560 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 1800000.00000000 PA USD 1795572.00000000 0.077017512460 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 000000000 490000.00000000 PA USD 435600.20000000 0.018684209728 Long DBT CORP CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZJ5 400000.00000000 PA USD 387120.00000000 0.016604747358 Long DBT CORP US N 2 2025-06-09 Fixed 4.68700000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 2000000.00000000 PA USD 1955900.00000000 0.083894465173 Long DBT CORP US N 2 2025-09-20 Fixed 4.70000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508TAU6 507788.37000000 PA USD 500989.08000000 0.021488936512 Long LON CORP US N 2 2026-10-10 Variable 7.81900000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAQ4 300000.00000000 PA USD 233589.00000000 0.010019338527 Long DBT US N 2 2050-07-01 Fixed 4.15000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 145729.00000000 NS USD 10448769.30000000 0.448179309854 Long EC CORP GB N 1 N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AE3 2020000.00000000 PA USD 2011819.00000000 0.086293000169 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 320000.00000000 PA USD 40000.00000000 0.001715720950 Long DBT CORP KY N 2 2026-01-26 Fixed 6.50000000 N Y N N N N ENDEAVOR MINING PLC 529900NI5MXQ91GHXR07 29261HAA3 200000.00000000 PA USD 181002.00000000 0.007763723086 Long DBT CORP GB N 2 2026-10-14 Fixed 5.00000000 N N N N N N Invesco QQQ Trust Series 1 549300VY6FEJBCIMET58 46090E103 120368.00000000 NS USD 46182794.24000000 1.980919690671 Long EC RF US N 1 N N N Brown Group Holding, LLC 25490094PF4HHK9QS109 11565HAD8 1191000.00000000 PA USD 1189261.14000000 0.051011006335 Long LON CORP US N 2 2029-07-02 Variable 9.11900000 N N N N N N ENFRAGEN ENERGIA SUR SA N/A 000000000 200000.00000000 PA USD 132000.00000000 0.005661879136 Long DBT CORP ES N 2 2030-12-30 Fixed 5.37500000 N N N N N N Qwest Corp 549300R2L4N683OO1509 74913G881 43276.00000000 NS USD 626636.48000000 0.026878333425 Long EP CORP US N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 4100000.00000000 PA USD 3348429.00000000 0.143624244657 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 47024.00000000 NS USD 7007516.48000000 0.300573570880 Long EC CORP US N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 750000.00000000 OU Notional Amount USD 2035.42000000 0.000087305318 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-09-20 582.00000000 USD 0.00000000 USD 750000.00000000 USD 1453.42000000 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 127823.00000000 NS USD 9547099.87000000 0.409503981569 Long EC CORP US N 1 N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 430000.00000000 PA USD 426680.40000000 0.018301612535 Long DBT CORP ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N IPOTEKA-BANK ATIB 213800UWVX5JSNXJS434 000000000 710000.00000000 PA USD 656828.10000000 0.028173343299 Long DBT CORP UZ N 2 2025-11-19 Fixed 5.50000000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 1210000.00000000 PA USD 1051139.10000000 0.045086534392 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N BRF GMBH 5299002S6DY5RA2IOQ11 000000000 1180000.00000000 PA USD 1086319.80000000 0.046595540993 Long DBT CORP AT N 2 2026-09-29 Fixed 4.35000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 33363.00000000 NS USD 13033923.21000000 0.559064377941 Long EC CORP IE N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 1445000.00000000 PA USD 1284836.20000000 0.055110509655 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 485000.00000000 PA USD 406948.95000000 0.017455270981 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N COCA-COLA ICECEK AS 789000WT80VVLUWJDK41 000000000 800000.00000000 PA USD 719192.00000000 0.030848319544 Long DBT CORP TR N 2 2029-01-20 Fixed 4.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 1200000.00000000 PA USD 1114008.00000000 0.047783171613 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 460000.00000000 PA USD 394450.00000000 0.016919153222 Long DBT CORP MX N 2 2027-01-24 Fixed 5.87500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 5020000.00000000 PA USD 4368755.40000000 0.187389129176 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 46442.00000000 NS USD 8750601.64000000 0.375339764064 Long EC CORP US N 1 N N N TURK SISE VE CAM FABRIKA 789000KWOK751Q6R8875 000000000 1030000.00000000 PA USD 1007865.30000000 0.043230390260 Long DBT CORP TR N 2 2026-03-14 Fixed 6.95000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 85111.00000000 NS USD 13605844.46000000 0.583595809707 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJW1 4000000.00000000 PA USD 3974920.00000000 0.170496338006 Long DBT CORP US N 2 2024-04-30 Fixed 6.12500000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 840000.00000000 PA USD 701937.60000000 0.030108226155 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GXZ2 1950000.00000000 PA USD 2192833.50000000 0.094057259418 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 1055000.00000000 PA USD 940785.70000000 0.040353143383 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 150737.00000000 NS USD 9335142.41000000 0.400412485201 Long EC CORP US N 1 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 320000.00000000 PA USD 250860.80000000 0.010760178255 Long DBT NUSS NG N 2 2051-09-28 Fixed 8.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 1950000.00000000 PA USD 1621951.50000000 0.069570404228 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N OXFORD FIN LLC/CO-ISS II N/A 69145LAC8 1365000.00000000 PA USD 1282267.35000000 0.055000323911 Long DBT CORP US N 2 2027-02-01 Fixed 6.37500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 3000000.00000000 PA USD 2630910.00000000 0.112847685142 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AW0 1210000.00000000 PA USD 1015093.20000000 0.043540416746 Long DBT CORP US N 2 2027-02-15 Fixed 5.12500000 N N N N N N DCert Buyer, Inc. 549300EF826JEEUCHZ67 24022KAB5 4551600.60000000 PA USD 4529570.85000000 0.194286990094 Long LON CORP US N 2 2026-10-16 Variable 9.26400000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 200000.00000000 PA USD 153000.00000000 0.006562632635 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25000000 N N N N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 5637000.00000000 PA USD 5209264.44000000 0.223441103400 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N Singapore Exchange Ltd 549300IQ650PPXM76X03 82929W105 51446.00000000 NS USD 5466651.96000000 0.234481232411 Long EC CORP SG N 1 N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 502000.00000000 PA USD 461794.82000000 0.019807776186 Long DBT CORP US N 2 2030-02-15 Fixed 4.87500000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAK8 3668809.33000000 PA USD 3190543.35000000 0.136852051721 Long LON CORP US N 2 2027-04-15 Floating 7.83600000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 171659.00000000 NS USD 18408711.16000000 0.789605285189 Long EC CORP US N 1 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 1440000.00000000 PA USD 493358.40000000 0.021161633573 Long DBT NUSS EC N 2 2035-07-31 Variable 3.50000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 170616.00000000 NS USD 10419519.12000000 0.446924681189 Long EC CORP US N 1 N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 3922000.00000000 PA USD 3675463.08000000 0.157651725221 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N DNO ASA 5967007LIEEXZXH3K072 000000000 196690.00000000 PA USD 195624.59000000 0.008390930187 Long DBT CORP NO N 2 2024-05-29 Fixed 8.37500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 2010000.00000000 PA USD 1947267.90000000 0.083524208303 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 2800000.00000000 PA USD 2470076.00000000 0.105949028558 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 310000.00000000 PA 347675.66000000 0.014912860345 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N DISH DBS CORP N/A 25470XBE4 1720000.00000000 PA USD 1410124.80000000 0.060484516551 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N New Era Cap Co., Inc. 2549002S11RAD1K2OF44 64428KAB1 1898437.50000000 PA USD 1879453.13000000 0.080615427762 Long LON CORP US N 2 2027-07-13 Variable 11.33600000 N N N N N N USI Inc/NY 2549006D7UF7072T7I27 91739VAA6 1850000.00000000 PA USD 1847280.50000000 0.079235446379 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 2075000.00000000 PA USD 1774436.25000000 0.076110936233 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 2000000.00000000 PA USD 1935280.00000000 0.083010011023 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N MV24 CAPITAL BV N/A 000000000 647254.30000000 PA USD 594907.61000000 0.025517386251 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 2237000.00000000 PA USD 1993010.41000000 0.085486242871 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 000000000 1040000.00000000 PA USD 841276.80000000 0.036084905771 Long DBT CORP PA N 2 2061-08-11 Fixed 5.12500000 N N N N N N Marvell Technology Inc N/A 573874104 135277.00000000 NS USD 8810591.01000000 0.377912889537 Long EC CORP US N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 260000.00000000 OU Notional Amount -3003.26000000 -0.00012881890 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-20 0.00000000 EUR -2420.75000000 EUR 260000.00000000 EUR -348.32000000 N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 2567000.00000000 PA USD 2266506.98000000 0.097217337746 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N ABSA GROUP LTD 2138006IPPRD4N6XLT30 000000000 960000.00000000 PA USD 887529.60000000 0.038068828221 Long DBT CORP ZA N 2 2026-05-27 Fixed 6.37500000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AH2 2560000.00000000 PA USD 2263782.40000000 0.097100472272 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Athenahealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 2382943.20000000 PA USD 2309381.74000000 0.099056365846 Long LON CORP US N 2 2029-02-15 Variable 8.80500000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAF3 3698000.00000000 PA USD 3120076.56000000 0.133829518023 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 26658NAL3 859687.50000000 PA 929630.50000000 0.039874663125 Long LON CORP US N 2 2028-05-21 Floating 7.34800000 N N N N N N EASTERN & SOUTHERN AFRIC 2138004HC83AB2ENIZ64 000000000 750000.00000000 PA USD 728467.50000000 0.031246173786 Long DBT NUSS XX N 2 2024-05-23 Fixed 4.87500000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 1912000.00000000 PA USD 1739709.68000000 0.074621408640 Long DBT CORP US N 2 2028-07-01 Fixed 4.62500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 5984000.00000000 PA USD 5274836.16000000 0.226253672744 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 89378TAD5 860000.00000000 PA USD 854908.80000000 0.036669623471 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123DF4 1130000.00000000 PA USD 1198421.50000000 0.051403921874 Long DBT NUSS TR N 2 2028-01-15 Fixed 9.87500000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AU5 1217000.00000000 PA USD 1097478.43000000 0.047074168374 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N SAN MIGUEL INDUSTRIAS N/A 79911QAA2 290000.00000000 PA USD 247007.50000000 0.010594898566 Long DBT CORP PE N 2 2028-08-02 Fixed 3.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CK6 2800000.00000000 PA USD 2727844.00000000 0.117005477507 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 76173FAW7 804756.99000000 PA USD 803533.76000000 0.034465992660 Long LON CORP US N 2 2026-02-05 Variable 8.68300000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 530000.00000000 PA USD 477596.25000000 0.020485547299 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 115000.00000000 PA USD 109515.65000000 0.004697457377 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 000000000 175000.00000000 PA USD 165096.75000000 0.007081498820 Long DBT CORP AR N 2 2025-03-23 Fixed 8.50000000 N N N N N N LABORATOIRE EIMER SELAS 969500DCZL54LLTFEM37 000000000 500000.00000000 PA 420839.27000000 0.018051068807 Long DBT CORP FR N 2 2029-02-01 Fixed 5.00000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 1345000.00000000 PA USD 1268967.15000000 0.054429838116 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BK7 1500000.00000000 PA USD 1447530.00000000 0.062088938684 Long DBT CORP US N 2 2052-09-01 Fixed 6.00000000 N N N N N N SEPLAT ENERGY PL 029200711C4S4CB2E982 000000000 820000.00000000 PA USD 730513.40000000 0.031333928623 Long DBT CORP NG N 2 2026-04-01 Fixed 7.75000000 N N N N N N Brown Group Holding, LLC 25490094PF4HHK9QS109 11565HAB2 975603.84000000 PA USD 966657.55000000 0.041462865260 Long LON CORP US N 2 2028-06-07 Variable 7.81900000 N N N N N N FIRST BNK NIGERIA (FBN F 213800WYQV2Q3TA9J649 302406AC7 200000.00000000 PA USD 188110.00000000 0.008068606699 Long DBT CORP NL N 2 2025-10-27 Fixed 8.62500000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 3245000.00000000 PA USD 3276281.80000000 0.140529633094 Long DBT CORP PR N 2 2028-03-13 Fixed 7.25000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 1462000.00000000 PA USD 1296399.26000000 0.055606484262 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 771195104 232140.00000000 NS USD 8983818.00000000 0.385343118935 Long EC CORP CH N 1 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 000000000 2937983.20000000 PA USD 2930226.92000000 0.125686292903 Long LON CORP LU N 2 2029-02-01 Floating 9.44300000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -4082.00000000 NC 0.00000000 0.000000 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written EURO STOXX 50 Index SX5E INDEX 1.00000000 4500.26910000 EUR 2023-07-31 XXXX 59764.07000000 N N N Amkor Technology Inc 529900VHLRTKPWZJBM84 031652BK5 1398000.00000000 PA USD 1399048.50000000 0.060009420552 Long DBT CORP US N 2 2027-09-15 Fixed 6.62500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 2637000.00000000 PA USD 2428967.07000000 0.104185742247 Long DBT US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 40923839.90000000 NS USD 40923839.90000000 1.755347237209 Long EC RF US N 1 N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 2540000.00000000 PA USD 2203272.20000000 0.094505006825 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 92837TAA0 2371000.00000000 PA USD 1991711.13000000 0.085430512823 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 2057000.00000000 PA USD 2062656.75000000 0.088473584987 Long DBT CORP US N 2 2023-09-15 Variable 8.88200000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 260000.00000000 PA USD 243968.40000000 0.010464542378 Long DBT CORP JP N 2 2027-09-19 Fixed 5.12500000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAF0 2230000.00000000 PA USD 1919807.00000000 0.082346327266 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 4260000.00000000 PA USD 3983142.60000000 0.170849030184 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 3525000.00000000 PA USD 2982996.00000000 0.127949718306 Long DBT CORP XX N 2 2030-02-01 Fixed 6.37500000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAL9 2700000.00000000 PA USD 2615922.00000000 0.112204804502 Long DBT US N 2 2025-03-15 Fixed 4.75000000 N N N N N N DirecTV Financing, LLC N/A 25460HAB8 2169437.50000000 PA USD 2153513.83000000 0.092370719879 Long LON CORP US N 2 2027-08-02 Variable 10.43300000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 2956000.00000000 PA USD 2652803.08000000 0.113786745542 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KBA6 1805000.00000000 PA USD 1842255.20000000 0.079019896066 Long DBT CORP US N 2 2030-07-15 Fixed 7.25000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 56617.00000000 NS USD 8555394.87000000 0.366966755441 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PC9 3000000.00000000 PA USD 3046860.00000000 0.130689038375 Long DBT CORP US N 2 2028-05-15 Fixed 7.37500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 702649.00000000 NS USD 10202463.48000000 0.437614508465 Long EC CORP US N 1 N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 730000.00000000 PA USD 466667.10000000 0.020016763008 Long DBT NUSS HU N 2 2051-09-21 Fixed 3.12500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 2635000.00000000 PA USD 1865553.65000000 0.080019237036 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 2850000.00000000 PA USD 2793655.50000000 0.119828331740 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 157850000.00000000 OU Notional Amount USD -1066829.22000000 -0.04575953108 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-20 401670.24000000 USD 0.00000000 USD 157850000.00000000 USD -1468499.46000000 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BL6 1700000.00000000 PA USD 1666765.00000000 0.071492590748 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 532693.00000000 NS USD 17046176.00000000 0.731162032196 Long EC CORP US N 1 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 600000.00000000 PA USD 541368.00000000 0.023220910487 Long DBT CORP NL N 2 2027-01-19 Fixed 3.25700000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 2275000.00000000 PA USD 1972265.75000000 0.084596441677 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 5925000.00000000 PA USD 4979370.00000000 0.213580235723 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAN2 1360000.00000000 PA USD 1361808.80000000 0.058412097215 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 3243000.00000000 PA USD 2751426.06000000 0.118016983367 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 500467501 273702.00000000 NS USD 9429033.90000000 0.404439775113 Long EC CORP NL N 1 N N N CAB 9695008EGX5O9K1MS743 000000000 1175000.00000000 PA 1101769.21000000 0.047258212903 Long DBT CORP FR N 2 2028-02-01 Fixed 3.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACJ4 4050000.00000000 PA USD 4031208.00000000 0.172910700528 Long DBT CORP US N 2 2030-06-26 Fixed 5.70000000 N N N N N N ACCESS BANK PLC 029200328C3N9YI2D660 00434G2B5 900000.00000000 PA USD 781326.00000000 0.033513434682 Long DBT CORP NG N 2 2026-09-21 Fixed 6.12500000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAR9 1800000.00000000 PA USD 1546398.00000000 0.066329686157 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 3289000.00000000 PA USD 3198026.26000000 0.137173016357 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 1927000.00000000 PA USD 1648355.80000000 0.070702964495 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 2827000.00000000 PA USD 1848801.46000000 0.079300684952 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 500000.00000000 PA USD 393675.00000000 0.016885911128 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N HUNT OIL CO OF PERU 549300SVO0550J3IKN50 000000000 973440.00000000 PA USD 932682.07000000 0.040005554189 Long DBT CORP PE N 2 2028-06-01 Fixed 6.37500000 N N N N N N Level 3 Financing Inc. 254900AE5FEFIJOXWL19 52729KAP1 1568484.97000000 PA USD 1471599.65000000 0.063121358753 Long LON CORP US N 2 2027-03-01 Variable 7.18300000 N N N N N N DELPHI FINANCIAL GROUP 5493001NGT0EEYMZG011 247131303 143849.00000000 NS USD 3164678.00000000 0.135742608648 Long EP CORP US N 2 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CD2 1170000.00000000 PA USD 886310.10000000 0.038016520178 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N ROBLOX CORP N/A 771049AA1 1975000.00000000 PA USD 1670336.50000000 0.071645783182 Long DBT CORP US N 2 2030-05-01 Fixed 3.87500000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAA5 4435000.00000000 PA USD 3734491.75000000 0.160183643366 Long DBT CORP US N 2 2029-06-01 Fixed 5.62500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 1526000.00000000 PA USD 1467905.18000000 0.062962891764 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N Noble Corp PLC 549300I3HBUNXO0OG954 000000000 63962.00000000 NS USD 3343293.74000000 0.143403977828 Long EC CORP GB N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 3625000.00000000 PA USD 3161290.00000000 0.135597287084 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N ANADOLU EFES BIR 7890006LGARYVIPOJX03 032523AB8 420000.00000000 PA USD 344866.20000000 0.014792354110 Long DBT CORP TR N 2 2028-06-29 Fixed 3.37500000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAS2 200000.00000000 PA USD 205064.00000000 0.008795815024 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 1717000.00000000 PA USD 1664339.61000000 0.071388558437 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAD8 3260000.00000000 PA USD 2962329.40000000 0.127063265341 Long DBT CORP US N 2 2025-04-15 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAA1 1000000.00000000 PA USD 1028330.00000000 0.044108183123 Long DBT CORP US N 2 2028-09-15 Fixed 7.62500000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 2401000.00000000 PA USD 2132712.26000000 0.091478477642 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 210000.00000000 PA 209341.03000000 0.008979269773 Long DBT CORP NL N 2 2027-05-09 Fixed 3.75000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 000000000 960000.00000000 PA USD 721267.20000000 0.030937331147 Long DBT CORP MA N 2 2051-06-23 Fixed 5.12500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 820000.00000000 PA USD 738729.80000000 0.031686354864 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 1225000.00000000 PA 1113169.24000000 0.047747194660 Long DBT CORP NL N 2 2028-08-15 Fixed 4.62500000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 68299.00000000 NS USD 7603727.67000000 0.326146871619 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 3726000.00000000 PA USD 2944247.94000000 0.126287696847 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Garrett LX I SARL 549300LKYJ4RR1ELO069 36649XAC2 2751000.00000000 PA USD 2700574.17000000 0.115835792041 Long LON CORP LU N 2 2028-04-30 Variable 8.88100000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 3525000.00000000 PA USD 3103128.00000000 0.133102543036 Long DBT CORP US N 2 2029-07-01 Fixed 6.12500000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 26658NAP4 1843057.17000000 PA USD 1829529.13000000 0.078474036443 Long LON CORP US N 2 2028-05-19 Floating 9.03800000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 1800000.00000000 PA USD 1683972.00000000 0.072230651008 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 470000.00000000 PA USD 372416.25000000 0.015974059060 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 3198000.00000000 PA USD 2821979.16000000 0.121043219162 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N PACTIV EVERGREEN GROUP N/A 76174LAA1 1410000.00000000 PA USD 1270776.60000000 0.054507450898 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAU4 200000.00000000 PA USD 202444.00000000 0.008683435302 Long DBT NUSS MX N 2 2028-02-09 Fixed 5.40000000 N N N N N N Getty Images Inc 5493005NV20IG4VEKZ40 374276AJ2 3720000.00000000 PA USD 3704487.60000000 0.158896674647 Long DBT CORP US N 2 2027-03-01 Fixed 9.75000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 3600000.00000000 PA USD 3736656.00000000 0.160276474593 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N RAND PARENT LLC N/A 753272AA1 2910000.00000000 PA USD 2734672.50000000 0.117298372520 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAJ5 2699000.00000000 PA USD 3136291.98000000 0.134525046418 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 1000000.00000000 PA USD 779240.00000000 0.033423959835 Long DBT CORP US N 2 2027-01-15 Fixed 3.70000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 3067000.00000000 PA USD 2534752.82000000 0.108723212935 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 1221000.00000000 PA USD 1102831.62000000 0.047303782880 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 1560000.00000000 PA USD 1606846.80000000 0.068922517972 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N Grinding Media Inc. 254900IYFJ03EGFQ8C34 39854KAB6 2628187.50000000 PA USD 2569053.28000000 0.110194463381 Long LON CORP US N 2 2028-10-12 Variable 9.53000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 280000.00000000 PA USD 11900.00000000 0.000510426982 Long DBT CORP KY N 2 2026-01-13 None 0.00000000 Y N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 6650000.00000000 PA USD 6021974.00000000 0.258300673868 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AA7 5193000.00000000 PA USD 4516196.31000000 0.193713315632 Long DBT CORP US N 2 2029-07-15 Fixed 4.12500000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBE1 2104000.00000000 PA USD 1956151.92000000 0.083905270784 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311RAA4 4000000.00000000 PA USD 4280440.00000000 0.183601014626 Long DBT CORP US N 2 2037-09-15 Fixed 6.75000000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AT7 153260.00000000 PA USD 148257.59000000 0.006359216330 Long DBT CORP AR N 2 2025-08-06 Fixed 8.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAB8 2750000.00000000 PA USD 2623280.00000000 0.112520411370 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 3475000.00000000 PA USD 2725129.75000000 0.116889055117 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 1470000.00000000 PA USD 951795.60000000 0.040825391286 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 4560000.00000000 PA USD 3863596.80000000 0.165721349344 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N UNIVERSE TREK LTD 894500DI8OJA4AZN9Q31 000000000 400000.00000000 PA USD 387400.00000000 0.016616757404 Long DBT CORP VG N 2 2026-06-15 None 0.00000000 N N N N N Far East Horizon Ltd USD XXXX N N N KOC Holding AS 7890005U0H950VH19H45 000000000 700000.00000000 PA USD 693616.00000000 0.029751287568 Long DBT CORP TR N 2 2025-03-11 Fixed 6.50000000 N N N N N N Energize HoldCo LLC 254900PXZ95ALUX12V67 29280KAB1 2295943.18000000 PA USD 2281593.54000000 0.097864445923 Long LON CORP US N 2 2028-12-08 Variable 9.18300000 N N N N N N Goldman Sachs MLP Energy Infrastructure Fund 549300QNI1STTSJRLK10 38150C887 1054073.41000000 NS USD 33118986.57000000 1.420573477877 Long EC RF US N 1 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 6980000.00000000 PA USD 6247030.20000000 0.267954014802 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 2250000.00000000 PA USD 2201062.50000000 0.094410226111 Long DBT CORP US N 2 2025-06-01 Fixed 5.37500000 N N N N N N CARGO AIRCRAFT MANAGEMEN 549300GH5J7LOMV44F11 14180LAA4 785000.00000000 PA USD 699089.60000000 0.029986066823 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 195971.00000000 NS USD 8750105.15000000 0.375318468107 Long EC CORP US N 1 N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 2480000.00000000 PA USD 2514298.40000000 0.107845861012 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 1835000.00000000 PA USD 1589807.30000000 0.068191642293 Long DBT CORP NL N 2 2029-07-15 Fixed 4.12500000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 49241.55000000 NS USD 49241.55000000 0.002112118974 Long STIV RF US N 1 N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 4775000.00000000 PA USD 4231079.75000000 0.181483804250 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 800000.00000000 PA USD 671120.00000000 0.028786366106 Long DBT CORP DE N 2 2025-10-30 Fixed 6.00000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 1628000.00000000 PA USD 1376864.72000000 0.059057891150 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAD2 1642000.00000000 PA USD 1338230.00000000 0.057400731187 Long DBT CORP CA N 2 2030-02-15 Fixed 4.87500000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 39152.00000000 NS USD 7386024.80000000 0.316808937243 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 900000.00000000 PA USD 880713.00000000 0.037776443635 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N AUTONATION INC N/A 05329WAQ5 961000.00000000 PA USD 904349.05000000 0.038790265289 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 2666000.00000000 PA USD 2290733.84000000 0.098256501028 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 060335AA4 1330000.00000000 PA USD 1305754.10000000 0.056007741636 Long DBT CORP FR N 2 2025-03-01 Fixed 5.37500000 N N N N N N Athenahealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAC7 293478.26000000 PA USD 284418.59000000 0.012199573338 Long LON CORP US N 2 2029-02-15 Fixed 3.50000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAA9 1445000.00000000 PA USD 1301020.20000000 0.055804690351 Long DBT CORP US N 2 2028-08-01 Fixed 6.12500000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AN6 1380000.00000000 PA USD 1173096.60000000 0.050317660337 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 24380000.00000000 OU Notional Amount USD 371534.13000000 0.015936222265 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-20 281140.94000000 USD 0.00000000 USD 24380000.00000000 USD 90393.19000000 N N N BANCO DAVIVIENDA SA 549300P161V4IPKAQS70 059501AD8 220000.00000000 PA USD 171754.00000000 0.007367048402 Long DBT CORP CO N 2 2031-04-22 Fixed 6.65000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAD9 740000.00000000 PA USD 663987.20000000 0.028480418746 Long DBT CORP FR N 2 2027-03-15 Fixed 3.12500000 N N N N N N Foot Locker Inc 549300X383CBNP6MTV94 344849104 169228.00000000 NS USD 4547156.36000000 0.195041285793 Long EC CORP US N 1 N N N BANCO CONTINENTAL S.A.E. 8945005Q0D60A6FCEM55 000000000 1210000.00000000 PA USD 1096272.10000000 0.047022425233 Long DBT CORP PY N 2 2025-12-10 Fixed 2.75000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 085770AB1 2000000.00000000 PA USD 1961660.00000000 0.084141528990 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 2285000.00000000 PA USD 2028942.90000000 0.087027496018 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146103 230078.00000000 NS USD 8296612.68000000 0.355866804816 Long EC CORP US N 1 N N N UNISYS CORP 549300T21W22FIJJOW08 909214BV9 1060000.00000000 PA USD 863762.20000000 0.037049372568 Long DBT CORP US N 2 2027-11-01 Fixed 6.87500000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 2250000.00000000 PA USD 2001690.00000000 0.085858536731 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 641069406 92101.00000000 NS USD 11319212.90000000 0.485515267872 Long EC CORP CH N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 2875000.00000000 PA USD 2571658.75000000 0.110306219868 Long DBT CORP US N 2 2026-06-01 Fixed 4.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 800000.00000000 PA USD 733680.00000000 0.031469753672 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 550000.00000000 PA USD 537968.75000000 0.023075106376 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 1161000.00000000 PA USD 1062512.37000000 0.045574368332 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N CoBank ACB P0J8I7M2E0A77CKF1705 19075QAC6 5350000.00000000 PA USD 5162696.50000000 0.221443663643 Long DBT CORP US N 2 2026-10-01 Fixed 6.25000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BU6 1506000.00000000 PA USD 1560125.64000000 0.066918506146 Long DBT CORP US N 2 2030-05-15 Fixed 10.50000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 26911.00000000 NS USD 7086204.52000000 0.303948738849 Long EC CORP US N 1 N N N VISTAJET MALTA/VM HOLDS N/A 92840JAD1 1230000.00000000 PA USD 1140984.90000000 0.048940292426 Long DBT CORP XX N 2 2027-05-01 Fixed 7.87500000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BK4 3335000.00000000 PA USD 3163114.10000000 0.135675528249 Long DBT CORP US N 2 2025-10-15 Fixed 4.87500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565A202 246989.00000000 NS USD 8160516.56000000 0.350029230707 Long EC CORP FR N 1 N N N COMPANIA GENERAL COMBUST 529900ZYULFIPN299C35 20448QAB6 71932.00000000 PA USD 71480.99000000 0.003066035802 Long DBT CORP AR N 2 2025-03-08 Fixed 9.50000000 N N N N N N INRETAIL CONSUMER N/A 000000000 400000.00000000 PA USD 344640.00000000 0.014782651708 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 2100000.00000000 PA USD 1634997.00000000 0.070129965169 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 4054000.00000000 PA USD 3271496.92000000 0.140324395122 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 815000.00000000 PA USD 845097.95000000 0.036248806449 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 58541.00000000 NS USD 6711140.24000000 0.287861097775 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 122771.00000000 NS USD 10517791.57000000 0.451139883722 Long EC CORP US N 1 N N N CT TRUST 213800MJB7WO427HQD34 000000000 1480000.00000000 PA USD 1223397.60000000 0.052475222325 Long DBT CORP GT N 2 2032-02-03 Fixed 5.12500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 2577000.00000000 PA USD 2492706.33000000 0.106919711841 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 94669.00000000 NS USD 11098046.87000000 0.476028788092 Long EC CORP US N 1 N N N Lamar Funding Ltd 549300TSXHL7X0727895 000000000 470000.00000000 PA USD 449320.00000000 0.019272693436 Long DBT CORP KY N 2 2025-05-07 Fixed 3.95800000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 766000.00000000 PA USD 711307.60000000 0.030510133787 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 250000.00000000 PA USD 229382.50000000 0.009838909022 Long DBT CORP MU N 2 2027-02-16 Fixed 7.37500000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 1700000.00000000 PA USD 1685533.00000000 0.072297607018 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 14856HAA6 2420000.00000000 PA USD 2232643.60000000 0.095764834983 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N Banco de Bogota SA 549300LYHE7LWSKDZT53 000000000 740000.00000000 PA USD 719724.00000000 0.030871138633 Long DBT CORP CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 710000.00000000 PA USD 614611.50000000 0.026362545673 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 220000.00000000 PA USD 226215.00000000 0.009703045370 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N INVERSIONES Y REPRESENTA 549300QJINFBX83IZ837 450047AH8 277787.30000000 PA USD 270962.07000000 0.011622382506 Long DBT CORP AR N 2 2028-06-22 Fixed 8.75000000 N N N N N N Anticimex International AB 54930005SBU6WYFBEB41 000000000 1973179.65000000 PA USD 1948514.90000000 0.083577695903 Long LON CORP SE N 2 2028-11-16 Floating 8.45000000 N N N N N N Sunac China Holdings Ltd 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 25000.00000000 0.001072325594 Long DBT CORP KY N 2 2023-10-11 None 0.00000000 Y N N N N N BENTELER INTERNATIONAL A 529900ZAFSOBVFCKF263 000000000 1165000.00000000 PA 1303334.02000000 0.055903937087 Long DBT CORP AT N 2 2028-05-15 Fixed 9.37500000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAC3 3509000.00000000 PA USD 3132133.40000000 0.134346672347 Long DBT CORP US N 2 2028-07-01 Fixed 3.87500000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 000000000 750000.00000000 PA USD 707077.50000000 0.030328692008 Long DBT CORP PY N 2 2027-04-15 Fixed 5.87500000 N N N N N N H-FOOD HOLDNG/HEARTHSIDE N/A 577088AA5 2820000.00000000 PA USD 1089422.40000000 0.046728620888 Long DBT CORP US N 2 2026-06-01 Fixed 8.50000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 725000.00000000 PA 723330.79000000 0.031025844762 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 2220000.00000000 PA USD 2051768.40000000 0.088006550732 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAG2 1747455.25000000 PA USD 1699941.94000000 0.072915650024 Long LON CORP US N 2 2029-02-01 Variable 12.97900000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBL3 1540000.00000000 PA USD 971447.40000000 0.041668316410 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AY2 1380000.00000000 PA USD 1121043.00000000 0.048084924035 Long DBT CORP US N 2 2046-04-01 Fixed 6.00000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AR2 929000.00000000 PA USD 842528.68000000 0.036138602690 Long DBT CORP US N 2 2027-12-01 Fixed 4.12500000 N N N N N N Noble Corp PLC 549300I3HBUNXO0OG954 000000000 2644.00000000 NS USD 60812.00000000 0.002608410560 N/A DE GB N 3 N/A N/A Call Purchased Noble Corp. PLC Noble Corp. PLC 1.00000000 23.13000000 USD 2028-02-04 XXXX 54202.00000000 N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 2185000.00000000 PA USD 2031765.95000000 0.087148585169 Long DBT CORP US N 2 2026-04-01 Fixed 3.37500000 N N N N N N Entercom Media Corp. 549300S5JUSXRHNCHD80 12506KAE9 4070000.00000000 PA USD 2183270.10000000 0.093647056275 Long LON CORP US N 2 2024-11-18 Floating 8.13100000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAA9 800000.00000000 PA USD 759104.00000000 0.032560265908 Long DBT CORP US N 2 2028-02-01 Fixed 5.75000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBF8 3000000.00000000 PA USD 2917530.00000000 0.125141683612 Long DBT CORP US N 2 2024-11-01 Fixed 3.60000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 550000.00000000 PA USD 422675.00000000 0.018129808818 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 990000.00000000 PA USD 930570.30000000 0.039914973988 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAH4 750000.00000000 PA USD 687030.00000000 0.029468794114 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 164654.00000000 NS USD 17254092.66000000 0.740080206434 Long EC CORP US N 1 N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 1205000.00000000 PA USD 1224328.20000000 0.052515138573 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 3100000.00000000 PA 2923905.78000000 0.125415160095 Long DBT CORP IT N 2 2028-02-15 Fixed 3.50000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BG1 1630000.00000000 PA USD 1478980.50000000 0.063437945728 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172442AT2 2942625.00000000 PA USD 2929147.78000000 0.125640005326 Long LON CORP US N 2 2030-05-24 Variable 9.06900000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 458000.00000000 PA USD 451642.96000000 0.019372332214 Long DBT CORP ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 76442.00000000 NS USD 8613484.56000000 0.369458397894 Long EC CORP US N 1 N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 1500000.00000000 PA USD 1412280.00000000 0.060576959596 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 598000.00000000 PA USD 595249.20000000 0.025532038079 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -309.00000000 NC USD 656831.06000000 0.028173470263 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Ultra 10-Year U.S. Treasury Notes Futures UXYU3 Comdty 2023-09-20 -36833971.69000000 USD 656831.06000000 N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 000000000 820000.00000000 PA USD 700919.60000000 0.030064561057 Long DBT CORP IL N 2 2032-01-21 Fixed 3.25500000 N N N N N N TRUST FIBRAUNO N/A 000000000 510000.00000000 PA USD 461167.50000000 0.019780868535 Long DBT MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 1301000.00000000 PA USD 1214600.59000000 0.052097891966 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N INTELSAT JACKSON HOLDINGS S A N/A 000000000 3735.00000000 NS USD 15175.31000000 0.000650914932 N/A DE LU N 2 N/A N/A INTELSAT EMERGENCE SA INTELSAT EMERGENCE SA 2025-12-05 XXXX 15175.31000000 N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-05-12 None 0.00000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 2540000.00000000 PA USD 1736318.60000000 0.074475954965 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAC6 200000.00000000 PA USD 200250.00000000 0.008589328008 Long DBT CORP US N 2 2028-08-28 Fixed 11.93000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 230000.00000000 OU Notional Amount -606.73000000 -0.00002602448 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-20 0.00000000 EUR -433.37000000 EUR 230000.00000000 EUR -132.24000000 N N N DELL INT LLC / EMC CORP N/A 24703TAG1 2475000.00000000 PA USD 2467550.25000000 0.105840691503 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 171.00000000 NC USD -330983.11000000 -0.01419686640 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CBOT U.S. Long Bond Futures USU3 Comdty 2023-09-20 21647201.86000000 USD -330983.11000000 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 1306000.00000000 PA USD 1263398.28000000 0.054190972443 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAE7 925000.00000000 PA USD 769489.00000000 0.033005709960 Long DBT CORP FR N 2 2030-03-15 Fixed 3.37500000 N N N N N N AES PANAMA GENERATION HL N/A 000000000 1427108.30000000 PA USD 1234448.68000000 0.052949236562 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 1896000.00000000 PA USD 1618994.40000000 0.069443565267 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAK6 6285000.00000000 PA USD 5351488.95000000 0.229541542687 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 6867000.00000000 PA USD 6030187.38000000 0.258652970571 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 360000.00000000 PA USD 373640.40000000 0.016026566555 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -713.00000000 NC USD 1717331.33000000 0.073661533542 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CBOT 10 Year U.S. Treasury Notes TYU3 Comdty 2023-09-20 -81183409.46000000 USD 1717331.33000000 N N N MOTION BONDCO DAC 635400KFD3IETNQLA755 61978XAA5 3250000.00000000 PA USD 3001115.00000000 0.128726897003 Long DBT CORP IE N 2 2027-11-15 Fixed 6.62500000 N N N N N N DCert Buyer, Inc. 549300EF826JEEUCHZ67 24022KAJ8 2700000.00000000 PA USD 2507625.00000000 0.107559618707 Long LON CORP US N 2 2029-02-19 Variable 12.26400000 N N N N N N Arcis Golf LLC 254900ZMGXNNIX4SXQ48 03958MAC1 1999687.50000000 PA USD 1999687.50000000 0.085772643451 Long LON CORP US N 2 2028-11-24 Variable 9.68300000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAK6 308000.00000000 PA USD 239202.04000000 0.010260098785 Long DBT CORP US N 2 2050-05-01 Fixed 3.80000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 3064000.00000000 PA USD 2864901.28000000 0.122884278675 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 4130000.00000000 PA USD 3592645.70000000 0.154099437373 Long DBT CORP US N 2 2031-06-15 Fixed 4.37500000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 3155000.00000000 PA USD 3224220.70000000 0.138296575094 Long DBT CORP US N 2 2028-07-15 Fixed 8.87500000 N N N N N N Clark Equipment Company 549300X1FKNY520VPF71 18143EAK5 345625.00000000 PA USD 345732.14000000 0.014829496895 Long LON CORP US N 2 2029-04-20 Variable 7.84200000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 4294000.00000000 PA USD 3822862.32000000 0.163974124325 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAH0 1122000.00000000 PA USD 1029390.12000000 0.044153654876 Long DBT CORP US N 2 2026-05-01 Fixed 7.62500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 2595000.00000000 PA USD 2459644.80000000 0.105501602849 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 448000.00000000 PA USD 370661.76000000 0.015898803678 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 1463000.00000000 PA USD 1196616.96000000 0.051326519697 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAB6 4000.00000000 PA USD 3863.84000000 0.000165731780 Long DBT CORP US N 2 2025-02-15 Fixed 3.62500000 N N N N N N MERSIN ULUSLARARASI LIMA 635400DAFN6NT43HM530 000000000 960000.00000000 PA USD 935539.20000000 0.040128105134 Long DBT CORP TR N 2 2024-11-15 Fixed 5.37500000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 927320101 246384.00000000 NS USD 7214123.52000000 0.309435571555 Long EC CORP FR N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAF7 3200000.00000000 PA USD 3244704.00000000 0.139175165768 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AQ9 7000000.00000000 PA USD 7670670.00000000 0.329018230570 Long DBT CORP US N 2 2033-08-15 Fixed 7.30000000 N N N N N N PULTEGROUP INC N/A 745867AM3 3000000.00000000 PA USD 3425460.00000000 0.146928337171 Long DBT CORP US N 2 2032-06-15 Fixed 7.87500000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AA2 1565000.00000000 PA USD 1514857.40000000 0.064976814452 Long DBT CORP US N 2 2027-01-15 Fixed 6.75000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 61803.00000000 NS USD 8508419.01000000 0.364951818761 Long EC CORP US N 1 N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 2388000.00000000 PA USD 2057691.84000000 0.088260624985 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 165610000.00000000 OU Notional Amount USD -2208773.69000000 -0.09474098236 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-20 85872.91000000 USD 0.00000000 USD 165610000.00000000 USD -2294646.60000000 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 6765000.00000000 PA USD 6181789.35000000 0.265155637473 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 57283.00000000 PA USD 16282.12000000 0.000698389360 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 3829000.00000000 PA USD 3268855.59000000 0.140211100492 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 2245000.00000000 PA USD 1929106.05000000 0.082745191639 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N BOYNE USA INC N/A 103557AC8 2706000.00000000 PA USD 2467736.70000000 0.105848688908 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAC6 1854000.00000000 PA USD 1755441.36000000 0.075296187964 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 4509000.00000000 PA USD 4203921.06000000 0.180318885914 Long DBT CORP DE N 2 2028-07-15 Fixed 7.62500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 1473000.00000000 PA USD 1503977.19000000 0.064510129346 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAK8 1750000.00000000 PA USD 1017922.50000000 0.043661773979 Long LON CORP US N 2 2028-11-02 Floating 14.13100000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1341.57000000 -0.00005754399 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 2463936.24000000 EUR 2714496.38000000 USD 2023-09-19 -1341.57000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J406 183597.00000000 NS USD 4593596.94000000 0.197033262694 Long EP CORP US N 2 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GF2 1325000.00000000 PA USD 1326987.50000000 0.056918506367 Long DBT CORP US N 2 2023-08-15 Variable 9.55100000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 700000.00000000 PA USD 627389.00000000 0.026910611284 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 558.00000000 NC USD -1371297.56000000 -0.05881909882 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Ultra Long Term U.S. Treasury Bond Futures WNU3 Comdty 2023-09-20 75341172.56000000 USD -1371297.56000000 N N N XPO ESCROW SUB LLC N/A 98379JAA3 1745000.00000000 PA USD 1804766.25000000 0.077411881643 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N LLPL Capital Pte Ltd 254900VXZ8FXTUQNON22 000000000 380466.00000000 PA USD 348354.67000000 0.014941985137 Long DBT CORP SG N 2 2039-02-04 Fixed 6.87500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 2250000.00000000 PA USD 2206327.50000000 0.094636057881 Long DBT CORP US N 2 2027-06-01 Fixed 5.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 2900000.00000000 PA USD 2407522.00000000 0.103265898350 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N CUMULUS MEDIA NEW HLDGS 5493001D9VBAVY1OKJ46 23110AAA4 2421000.00000000 PA USD 1822165.65000000 0.078158194521 Long DBT CORP US N 2 2026-07-01 Fixed 6.75000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 1170000.00000000 PA USD 1253573.10000000 0.053769540764 Long DBT CORP US N 2 2029-11-30 Fixed 9.37500000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 3225000.00000000 PA USD 2612798.25000000 0.112070817419 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 1855000.00000000 PA USD 1566380.55000000 0.067186798149 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 3242008.90000000 PA USD 3153275.12000000 0.135253504646 Long LON CORP US N 2 2026-12-23 Floating 8.78800000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 1230000.00000000 PA USD 1097479.80000000 0.047074227138 Long DBT CORP IL N 2 2031-01-29 Fixed 3.27500000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 29188.00000000 NS USD 7739781.96000000 0.331982651512 Long EC CORP US N 1 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 920000.00000000 PA USD 711215.20000000 0.030506170472 Long DBT CORP JE N 2 2040-09-30 Fixed 3.25000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 4387000.00000000 PA USD 3819453.81000000 0.163827923025 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 4695000.00000000 PA USD 3332557.95000000 0.142943487333 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AG2 2760000.00000000 PA USD 2397060.00000000 0.102817151535 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAB1 2000000.00000000 PA USD 2018640.00000000 0.086585573484 Long DBT CORP JE N 2 2028-04-15 Fixed 7.00000000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AM8 2000000.00000000 PA USD 1967760.00000000 0.084403176435 Long DBT CORP US N 2 2025-10-01 Fixed 5.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 3432000.00000000 PA USD 3403926.24000000 0.146004689091 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Insulet Corporation 549300TZTYD2PYN92D43 45784QAB5 4581068.00000000 PA USD 4585374.20000000 0.196680564512 Long LON CORP US N 2 2028-05-04 Variable 8.68300000 N N N N N N DISH DBS CORP N/A 25470XBB0 1700000.00000000 PA USD 955502.00000000 0.040984369989 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAR4 730000.00000000 PA USD 733577.00000000 0.031465335691 Long DBT CORP KY N 2 2033-06-12 Fixed 6.12500000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 4480000.00000000 PA USD 4437753.60000000 0.190348670608 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 2015000.00000000 PA USD 1948988.60000000 0.083598014329 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 000000000 470000.00000000 PA USD 352218.00000000 0.015107695042 Long DBT CORP IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 734000.00000000 PA USD 621081.44000000 0.026640060963 Long DBT CORP US N 2 2029-02-01 Fixed 4.12500000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HU0 3575000.00000000 PA USD 3383880.50000000 0.145144866689 Long DBT CORP US N 2 2032-11-15 Fixed 4.10000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10120000.00000000 OU Notional Amount USD -168304.71000000 -0.00721909792 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2053-09-20 154305.18000000 USD 0.00000000 USD 10120000.00000000 USD -322609.89000000 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 87854XAE1 3635000.00000000 PA USD 3594251.65000000 0.154168321425 Long DBT CORP GB N 2 2026-02-01 Fixed 6.50000000 N N N N N N ESC CB CHESAPEAKE ENER N/A 165ESCAC8 2000000.00000000 PA USD 40000.00000000 0.001715720950 Long DBT CORP US N 2 2026-09-15 None 0.00000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAK9 2179000.00000000 PA USD 1885423.33000000 0.080871507692 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 11321.00000000 NS USD 5818427.95000000 0.249569968309 Long EC CORP US N 1 N N N GO DADDY OPCO/FINCO N/A 38016LAA3 1305000.00000000 PA USD 1252878.30000000 0.053739738691 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 560000.00000000 PA USD 46200.00000000 0.001981657697 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 8572.00000000 NS USD 3814540.00000000 0.163617154856 Long EC CORP US N 1 N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 2470000.00000000 PA USD 2179058.70000000 0.093466416595 Long DBT CORP US N 2 2029-05-15 Fixed 3.87500000 N N N N N N CREDIT BANK OF MOSCOW (C 635400Y22HQLUDCVZX38 000000000 280000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP IE N 3 2027-10-05 Fixed 7.50000000 N Y N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BD6 2000000.00000000 PA USD 1852620.00000000 0.079464473679 Long DBT CORP US N 2 2027-05-15 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 1000000.00000000 PA USD 897430.00000000 0.038493486313 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 980000.00000000 PA USD 940408.00000000 0.040336942688 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N First Brands Group, LLC N/A 31935HAG2 696500.00000000 PA USD 687361.92000000 0.029483031166 Long LON CORP US N 2 2027-03-30 Variable 10.88100000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 4880000.00000000 PA USD 4408738.40000000 0.189104120945 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168AAB6 1750000.00000000 PA USD 1719322.50000000 0.073746940844 Long DBT CORP US N 2 2026-07-15 Fixed 6.75000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AF5 1950000.00000000 PA USD 1928004.00000000 0.082697921382 Long DBT CORP US N 2 2024-07-15 Fixed 5.37500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 500000.00000000 PA USD 498045.00000000 0.021362656018 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 850000.00000000 PA USD 780555.00000000 0.033480364161 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N Hertz Corporation, (The) 549300PD0C69OJ0NLB27 42804VBC4 507443.37000000 PA USD 506666.98000000 0.021732478811 Long LON CORP US N 2 2028-06-30 Variable 8.68300000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 670000.00000000 PA USD 586544.80000000 0.025158680043 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 1850000.00000000 PA USD 1873125.00000000 0.080343995131 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAB3 1390000.00000000 PA USD 1180916.20000000 0.050653066625 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 3325000.00000000 PA USD 2775344.25000000 0.119042906859 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 475000.00000000 PA 523004.68000000 0.022433252166 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 530000.00000000 OU Notional Amount -2189.05000000 -0.00009389497 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-20 0.00000000 EUR -1244.59000000 EUR 530000.00000000 EUR -824.90000000 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38148U619 9058301.89000000 NS USD 9058301.89000000 0.388537958199 Long EC RF US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 220000.00000000 PA USD 72490.00000000 0.003109315292 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N Y N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 3300000.00000000 PA USD 3124902.00000000 0.134036495735 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 4000000.00000000 PA USD 3717080.00000000 0.159436800760 Long DBT CORP CH N 2 2025-08-07 Fixed 6.87500000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 81990.00000000 NS USD 8129308.50000000 0.348690622648 Long EC CORP TW N 1 N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 54988LAB2 250000.00000000 PA USD 174832.50000000 0.007499094576 Long DBT CORP NL N 2 2030-05-06 Fixed 3.87500000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 1094000.00000000 PA USD 1035810.14000000 0.044429028946 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EH6 2062000.00000000 PA USD 1868646.26000000 0.080151888430 Long DBT CORP US N 2 2032-04-01 Fixed 3.75000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 98417EAR1 3000000.00000000 PA USD 2767050.00000000 0.118687141397 Long DBT CORP CA N 2 2042-10-25 Fixed 5.55000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 2680000.00000000 PA USD 1930028.80000000 0.082784771177 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 1150000.00000000 PA USD 1113257.50000000 0.047750980399 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 3513000.00000000 PA USD 3460375.26000000 0.148425958248 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N New York Times Co/The 529900J1WEMMIW7BOH57 650111107 138466.00000000 NS USD 5643874.16000000 0.242082828447 Long EC CORP US N 1 N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 1800000.00000000 PA USD 1673604.00000000 0.071785936137 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 285800.60000000 PA USD 262686.48000000 0.011267417428 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAJ6 2610000.00000000 PA USD 2286934.20000000 0.098093522979 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 71172.00000000 NS USD 8869454.64000000 0.380437728617 Long EC US N 1 N N N ACRISURE LLC / FIN INC N/A 00489LAH6 2490000.00000000 PA USD 2130792.60000000 0.091396137620 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAC2 523000.00000000 PA USD 515599.55000000 0.022115623749 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 1652000.00000000 PA USD 1661895.48000000 0.071283722311 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 3370000.00000000 PA USD 3317394.30000000 0.142293072533 Long SN CORP US N 2 2026-10-15 Variable 9.00000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 4286000.00000000 PA USD 3723248.20000000 0.159701373509 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 7000000.00000000 PA USD 5539100.00000000 0.237588747912 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N CHROME HOLDCO 9845000E49865VT3N679 000000000 2100000.00000000 PA 1784149.38000000 0.076527561748 Long DBT CORP FR N 2 2029-05-31 Fixed 5.00000000 N N N N N N GRUBHUB HOLDINGS INC N/A 40010PAA6 3400000.00000000 PA USD 2385882.00000000 0.102337693316 Long DBT CORP US N 2 2027-07-01 Fixed 5.50000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 1023000.00000000 PA USD 937313.52000000 0.040204211084 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 1320000.00000000 PA USD 1357923.60000000 0.058245449240 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 1450000.00000000 PA 1395820.14000000 0.059870946430 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 400000.00000000 PA USD 342900.00000000 0.014708017847 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N GTC AURORA LUXEM 549300UAWIR6P1PVC062 000000000 250000.00000000 PA 197910.07000000 0.008488961334 Long DBT CORP LU N 2 2026-06-23 Fixed 2.25000000 N N N N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 178296.00000000 NS USD 6450749.28000000 0.276692142141 Long EC CORP US N 1 N N N Virtusa Corporation C77OMXDER63WLJCSKT03 92828KAK8 1893546.51000000 PA USD 1882109.49000000 0.080729367074 Long LON CORP US N 2 2028-02-11 Floating 9.33100000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 4800000.00000000 PA USD 3976080.00000000 0.170546093914 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAF7 2095000.00000000 PA USD 2032443.30000000 0.087177638759 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 320000.00000000 PA USD 275987.20000000 0.011837925527 Long DBT CORP MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 730000.00000000 PA USD 710436.00000000 0.030472748228 Long DBT CORP CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 1602000.00000000 PA USD 1586460.60000000 0.068048092211 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N Triumph Group Inc 5493007L6S47Q14SL582 896818AP6 2885000.00000000 PA USD 2791987.60000000 0.119756790466 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N BANCO INDUSTRIAL SA 529900GF99QF67JEQU85 05991CAA1 930000.00000000 PA USD 865011.60000000 0.037102963112 Long DBT CORP GT N 2 2031-01-29 Fixed 4.87500000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 3020000.00000000 PA USD 2635554.00000000 0.113046880344 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 000000000 2648270.00000000 PA 2271183.63000000 0.097417933406 Long DBT CORP LU N 2 2027-06-30 Fixed 5.00000000 N N Y N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 2103000.00000000 PA USD 1731904.62000000 0.074286626016 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N CASTLE US HOLDING CORP 254900VXLMLPIE9ID612 14852LAA1 4104000.00000000 PA USD 2341332.00000000 0.100426809107 Long DBT CORP US N 2 2028-02-15 Fixed 9.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 4800000.00000000 PA USD 4400784.00000000 0.188762932677 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAR4 2700000.00000000 PA USD 2597238.00000000 0.111403391246 Long DBT CORP FR N 2 2026-05-12 Fixed 4.37500000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AM4 4550000.00000000 PA USD 3957135.00000000 0.169733485579 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 1058000.00000000 PA USD 945735.62000000 0.040565460419 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 2513000.00000000 PA USD 2274591.69000000 0.097564115405 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 4765000.00000000 PA USD 4039624.05000000 0.173271690360 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 2569000.00000000 PA USD 2478108.78000000 0.106293578782 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N Momentive Performance Materials Inc. 54930021ZH8MCUXACZ50 60877JAG7 4009950.00000000 PA USD 3963153.88000000 0.169991653542 Long LON CORP US N 2 2028-03-29 Variable 9.81900000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AQ1 1000000.00000000 PA USD 962020.00000000 0.041263946718 Long DBT CORP US N 2 2025-06-23 Fixed 6.12500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAU4 2125000.00000000 PA USD 1967410.00000000 0.084388163877 Long DBT US N 2 2029-03-15 Fixed 3.95000000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 000000000 1000000.00000000 PA USD 899400.00000000 0.038577985570 Long DBT CORP US N 2 2026-11-16 Fixed 4.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BP9 2000000.00000000 PA USD 1836880.00000000 0.078789337485 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 1306000.00000000 PA USD 1269771.56000000 0.054464341693 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N RegionalCare Hospital Partners Holdings, Inc. 549300G8ZVHRTBBBSZ90 75915TAD4 3200000.00000000 PA USD 3152992.00000000 0.135241360773 Long LON CORP US N 2 2025-11-16 Floating 9.11600000 N N N N N N Coca-Cola Europacific Partners PLC 549300LTH67W4GWMRF57 000000000 138306.00000000 NS USD 8767217.34000000 0.376052461679 Long EC CORP GB N 1 N N N ALFA BANK (ALFA BOND) 54930015QM0G7XTNYR27 000000000 360000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP IE N 3 2030-04-15 Fixed 5.95000000 N Y N N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 311605.00000000 NS USD 6802337.15000000 0.291772809003 Long EC US N 1 N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 1430000.00000000 PA USD 951750.80000000 0.040823469678 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167735 2490.00000000 NS USD 210006.60000000 0.009007818083 Long EC CORP US N 1 N N N NATIONAL CENTRAL COOLING 254900E7M1Y3DXGQ1283 000000000 820000.00000000 PA USD 729381.80000000 0.031285390878 Long DBT CORP AE N 2 2027-10-21 Fixed 2.50000000 N N N N N N Vertical US Newco Inc 549300C2AFWPAYWS5574 000000000 4641543.02000000 PA USD 4621259.48000000 0.198219792679 Long LON CORP US N 2 2027-07-30 Floating 9.38100000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAQ3 5375000.00000000 PA USD 4989182.50000000 0.214001123518 Long DBT CORP US N 2 2032-04-15 Fixed 4.05000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAD5 3156000.00000000 PA USD 2616702.72000000 0.112238291943 Long DBT CORP IE N 2 2029-07-15 Fixed 5.12500000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAL0 2303000.00000000 PA USD 2274097.35000000 0.097542911667 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 31577.00000000 NS USD 14353325.35000000 0.615657525282 Long EC CORP US N 1 N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 2160000.00000000 PA USD 1791028.80000000 0.076822640874 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N CONTINUUM ENERGY LEVANTE 254900MFSMO37F3WJ232 000000000 520800.00000000 PA USD 483042.00000000 0.020719131983 Long DBT CORP SG N 2 2027-02-09 Fixed 4.50000000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 36261NAA5 1160000.00000000 PA USD 1037388.00000000 0.044496708133 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 1947294.00000000 PA USD 1835344.07000000 0.078723456803 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 2400000.00000000 PA USD 2154984.00000000 0.092433779915 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 157862.00000000 NS USD 24935881.52000000 1.069575358531 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 7351000.00000000 PA USD 6755716.02000000 0.289773087766 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N ARDAGH METAL PACKAGING N/A 000000000 2531000.00000000 PA 2109918.03000000 0.090500764193 Long DBT CORP XX N 2 2029-09-01 Fixed 3.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 280000.00000000 PA USD 253170.40000000 0.010859243982 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AC2 1726000.00000000 PA USD 1619730.18000000 0.069475125096 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 970000.00000000 PA USD 765475.50000000 0.032833558809 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAM4 1650623.39000000 PA USD 1514859.62000000 0.064976909674 Long LON CORP US N 2 2028-01-18 Variable 9.72200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECA1 4810000.00000000 PA USD 4701486.40000000 0.201660967865 Long DBT CORP GB N 2 2033-08-09 Fixed 5.74600000 N N N N N N Energize HoldCo LLC 254900PXZ95ALUX12V67 29280KAE5 1250000.00000000 PA USD 1143750.00000000 0.049058895926 Long LON CORP US N 2 2029-12-07 Variable 12.18300000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 8500.00000000 0.000364590701 Long DBT CORP KY N 2 2023-10-25 None 0.00000000 Y N N N N N Metinvest BV 635400TMCKVEU87EJ582 000000000 200000.00000000 PA USD 133000.00000000 0.005704772160 Long DBT CORP NL N 2 2026-04-23 Fixed 8.50000000 N N N N N N MHP SE 213800D7DXFXGA292757 000000000 270000.00000000 PA USD 182082.60000000 0.007810073288 Long DBT CORP CY N 2 2024-05-10 Fixed 7.75000000 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 000000000 200000.00000000 PA USD 183506.00000000 0.007871127218 Long DBT CORP MU N 2 2027-02-16 Fixed 7.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAF6 2985000.00000000 PA USD 3091146.60000000 0.132588624561 Long DBT CORP US N 2 2036-10-15 Fixed 6.62500000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 1305000.00000000 PA USD 1130130.00000000 0.048474692942 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N NATIONAL BANK OF UZBEKIS 253400TZJ7T1YULTGN68 000000000 200000.00000000 PA USD 190232.00000000 0.008159625696 Long DBT NUSS UZ N 2 2025-10-21 Fixed 4.85000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AN1 2100000.00000000 PA USD 2049684.00000000 0.087917144513 Long DBT CORP US N 2 2024-10-15 Fixed 4.35000000 N N N N N N ADS Tactical, Inc. 549300N0X4211SRFZV95 00737BAD7 3557104.85000000 PA USD 3402975.50000000 0.145963908978 Long LON CORP US N 2 2026-03-19 Variable 11.18300000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAC0 3345000.00000000 PA USD 97071.90000000 0.004163707313 Long DBT CORP US N 2 2027-08-15 None 0.00000000 Y N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 799000.00000000 PA USD 681131.52000000 0.029215790471 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 266105.00000000 NS USD 16549069.95000000 0.709839650582 Long EC CORP US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BX7 4255000.00000000 PA USD 3289966.00000000 0.141116589809 Long DBT CORP GB N 2 2031-01-14 Fixed 4.75000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 4000000.00000000 PA USD 4237440.00000000 0.181756614604 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Loyalty Ventures Inc 549300Q3YKVWNY6JIJ44 54912FAD2 2451250.00000000 PA USD 245125.00000000 0.010514152449 Long LON CORP US N 3 2027-11-03 None 0.00000000 Y N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 1643000.00000000 PA USD 1292580.96000000 0.055442705829 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 46795.00000000 NS USD 7902739.60000000 0.338972397437 Long EC CORP US N 1 N N N INTELSAT JACKSON HOLDINGS S A N/A 000000000 3735.00000000 NS USD 21244.68000000 0.000911248564 N/A DE LU N 2 N/A N/A INTELSAT EMERGENCE SA INTELSAT EMERGENCE SA 2025-12-05 XXXX 21244.68000000 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 989825104 172542.00000000 NS USD 8323426.08000000 0.357016912619 Long EC CORP CH N 1 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CQ1 260000.00000000 PA USD 242034.00000000 0.010381570112 Long DBT NUSS TR N 2 2028-10-24 Fixed 6.12500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 1382000.00000000 PA USD 1344091.74000000 0.057652158940 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N Merrill Lynch Alternative Note Asset N/A 59024JAA4 124080.12000000 PA USD 105553.93000000 0.004527527227 Long ABS-MBS CORP US N 2 2047-07-25 Floating 5.60200000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 164676.00000000 NS USD 9651660.36000000 0.413988897151 Long EC CORP US N 1 N N N OEConnection LLC 5493008MJ5H6VV3E2654 67613NAH0 2512489.30000000 PA USD 2495555.12000000 0.107041905058 Long LON CORP US N 2 2026-09-25 Variable 9.41900000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 2305000.00000000 PA USD 2340773.60000000 0.100402857643 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6700000.00000000 OU Notional Amount USD 21322.08000000 0.000914568484 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-09-20 12163.76000000 USD 0.00000000 USD 6700000.00000000 USD 9158.32000000 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 53173.00000000 NS USD 10917480.36000000 0.468283744488 Long EC CORP IE N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 139620.00000000 NS USD 10630666.80000000 0.455981443644 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -8565.00000000 NC USD -245400.60000000 -0.01052597376 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written S&P 500 Index SPX INDEX 1.00000000 4613.55000000 USD 2023-08-15 XXXX -73672.35000000 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BL0 5975000.00000000 PA USD 6233777.25000000 0.267385555703 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N GNL Quintero SA 549300JJJIQXE6E1QY27 000000000 190620.00000000 PA USD 184093.17000000 0.007896312714 Long DBT CORP CL N 2 2029-07-31 Fixed 4.63400000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20.00000000 NC USD -27538.00000000 -0.00118118808 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CBOT 10 Year U.S. Treasury Notes TYU3 Comdty 2023-09-20 2256600.50000000 USD -27538.00000000 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 1735000.00000000 PA USD 1780075.30000000 0.076352812138 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 123543.00000000 NS USD 14543481.96000000 0.623813917273 Long EC CORP US N 1 N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 56085RAA8 3925000.00000000 PA USD 3217872.00000000 0.138024260154 Long DBT CORP US N 2 2029-06-01 Fixed 6.37500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 2000000.00000000 PA USD 2052580.00000000 0.088041362710 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N 2023-08-30 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President XXXX