NPORT-P false 0000823535 XXXXXXXX S000017666 C000048809 C000048811 C000048812 C000048810 Variable Insurance Products Fund V 811-05361 0000823535 S8GYVGVVOPTJ8G3T5C60 245 Summer Street Boston 02210 1-800-FIDELITY VIP Strategic Income Portfolio S000017666 2LHPYWL1SMRRXBXA3E96 2022-12-31 2022-06-30 N 1466893948.31 42514179.26 1424379769.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 20455882.83000000 0.00000000 0.00000000 4074841.80000000 EUR USD N RADIATE HOLDCO LLC / RADIATE FIN INC N/A 75026JAE0 1325000.00000000 PA USD 1024059.38000000 0.071895108471 Long DBT CORP US N 2 2028-09-15 Fixed 0.06500000 N N N N N N 1MDB GLOBAL INVESTMENTS LTD N/A N/A 4000000.00000000 PA USD 3878250.00000000 0.272276402983 Long DBT CORP VG N 2 2023-03-09 Fixed 0.04400000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAJ2 1575000.00000000 PA USD 1386000.00000000 0.097305510097 Long DBT NUSS NG N 2 2025-11-21 Fixed 0.07625000 N N N N N N UNIT CORP 549300XGK22FZCTN8B67 909218406 2069.00000000 NS USD 104774.16000000 0.007355774230 Long EC CORP US N 1 N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 88023U101 33400.00000000 NS USD 713758.00000000 0.050110091108 Long EC CORP US N 1 N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW89 340000.00000000 PA USD 200600.00000000 0.014083322745 Long DBT NUSS EG N 2 2049-03-01 Fixed 0.08700200 N N N N N N SOUTHERN NAT GAS CO LLC N/A 843452AZ6 335000.00000000 PA USD 391527.95000000 0.027487609590 Long DBT CORP US N 2 2032-03-01 Fixed 0.08000000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 475000.00000000 PA USD 412228.75000000 0.028940929866 Long DBT CORP US N 2 2029-03-15 Fixed 0.03750000 N N N N N N HILCORP ENERGY I LP/FIN CO N/A 431318AS3 590000.00000000 PA USD 556080.90000000 0.039040213297 Long DBT CORP US N 2 2028-11-01 Fixed 0.06250000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 695847AS2 730000.00000000 PA USD 489180.30000000 0.034343390058 Long DBT NUSS PK N 2 2026-04-08 Fixed 0.06000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69338CAH4 1646400.00000000 PA USD 1548439.20000000 0.108709715880 Long LON CORP US N 2 2025-06-23 Variable 0.04687500 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71645WAQ4 309000.00000000 PA USD 291387.00000000 0.020457114481 Long DBT CORP NL N 2 2040-01-20 Fixed 0.06875000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CP3 520000.00000000 PA USD 395947.50000000 0.027797888498 Long DBT NUSS TR N 2 2028-02-17 Fixed 0.05125000 N N N N N N NESTLE FINANCE INTL LTD 0KLLMNHINTFDRMU6DI05 N/A 1005000.00000000 PA 892135.97000000 0.062633294110 Long DBT CORP LU N 2 2035-03-29 Fixed 0.01500000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HS2 7000308.00000000 PA USD 1529567.30000000 0.107384795349 Long DBT NUSS AR N 2 2030-07-09 Variable 0.00500000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 300000.00000000 PA USD 236692.58000000 0.016617238263 Long DBT CORP US N 2 2029-07-01 Fixed 0.06125000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GF2 1455000.00000000 PA USD 1425561.49000000 0.100082963895 Long EP CORP US N 2 N N N ALLIANT HLDGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAJ4 639785.00000000 PA USD 593560.53000000 0.041671508041 Long LON CORP US N 2 2027-11-12 Variable 0.05009290 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N BAIDU INC 254900AL64IANZYI1E02 056752AT5 270000.00000000 PA USD 227461.50000000 0.015969161100 Long DBT CORP KY N 2 2030-10-09 Fixed 0.02375000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796U56 30000.00000000 PA USD 29887.55000000 0.002098285208 Long DBT UST US N 2 2022-09-22 Fixed 0.00000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 435000.00000000 PA USD 363225.00000000 0.025500572803 Long DBT CORP US N 2 2030-02-15 Fixed 0.04250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CB4 715000.00000000 PA USD 421760.63000000 0.029610124993 Long DBT NUSS TR N 2 2043-04-16 Fixed 0.04875000 N N N N N N C AND S GROUP ENTERPRISES LLC N/A 12467AAF5 510000.00000000 PA USD 378865.99000000 0.026598664080 Long DBT CORP US N 2 2028-12-15 Fixed 0.05000000 N N N N N N PROVINCE CORDOBA 5299006CLM2Z97AATT29 74408DAD6 515562.00000000 PA USD 332634.16000000 0.023352912420 Long DBT CORP AR N 2 2027-06-01 Variable 0.06990000 N N N N N N KOREA REPUBLIC OF 549300O0QCVSQGPGDT58 50064FAS3 590000.00000000 PA USD 492313.70000000 0.034563373525 Long DBT NUSS KR N 2 2030-09-16 Fixed 0.01000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAC7 765000.00000000 PA USD 702030.94000000 0.049286781183 Long DBT CORP KY N 2 2030-01-30 Fixed 0.03749500 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 140000.00000000 PA USD 129307.50000000 0.009078161794 Long DBT NUSS CO N 2 2037-09-18 Fixed 0.07375000 N N N N N N GRAHAM PACKAGING CO INC N/A 384701AA6 365000.00000000 PA USD 292912.50000000 0.020564213727 Long DBT CORP US N 2 2028-08-15 Fixed 0.07125000 N N N N N N PECF USS INTERMEDIATE HOLDING III CORP N/A 69291LAB2 104475.00000000 PA USD 94027.50000000 0.006601294264 Long LON CORP US N 2 2028-12-17 Variable 0.05916140 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 66995.35000000 0.004703475256 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 661166000.00000000 JPY 4942680.05000000 USD 2022-07-14 66995.35000000 N N N UST NOTES 254900HROIFWPRGM1V77 912828Z78 4595000.00000000 PA USD 4290222.29000000 0.301199327821 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 1495000.00000000 PA USD 1457879.15000000 0.102351857396 Long DBT CORP US N 2 2026-04-15 Fixed 0.08250000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CS2 370000.00000000 PA USD 330513.60000000 0.023204036394 Long DBT CORP US N 2 2029-08-15 Fixed 0.03500000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 59073XAB1 119924.00000000 PA USD 636796.44000000 0.044706928154 Long DBT CORP US Y 3 2023-07-15 Fixed 0.15000000 N N Y N N MESQUITE ENERGY INC USD XXXX N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAC9 235000.00000000 PA USD 230300.00000000 0.016168440819 Long DBT CORP NL N 2 2026-11-03 Fixed 0.04250000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AB6 1035000.00000000 PA USD 937463.17000000 0.065815535320 Long DBT CORP US N 2 2026-09-30 Fixed 0.06500000 N N N N N N ONEMAIN HLDGS INC 549300E3VEW8SMS5XW09 68268W103 29400.00000000 NS USD 1098972.00000000 0.077154423551 Long EC CORP US N 1 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 5882000.00000000 PA USD 6185040.64000000 0.434226936831 Long DBT CORP US N 2 2028-11-15 Fixed 0.06875000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 415000.00000000 PA USD 339852.95000000 0.023859714760 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020683 3650000.00000000 PA USD 3237360.20000000 0.227282096414 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 0.02000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 305000.00000000 PA USD 240114.74000000 0.016857494413 Long DBT CORP US N 2 2029-03-15 Fixed 0.03625000 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 N/A 200000.00000000 PA USD 199500.00000000 0.014006096150 Long EP CORP GE N 2 N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AJ6 750000.00000000 PA USD 645000.00000000 0.045282867253 Long DBT NUSS OM N 2 2048-01-17 Fixed 0.06750000 N N N N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 625000.00000000 PA USD 40937.50000000 0.002874057950 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.05800000 Y Y N N N N ALGOMA STEEL SCA N/A N/A 102200.00000000 PA USD 0.01000000 0.000000000702 Long DBT CORP LU N 3 2023-12-31 Fixed 0.00000000 N N N N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 526250AB1 485000.00000000 PA USD 413553.44000000 0.029033931047 Long DBT CORP HK N 2 2030-11-02 Fixed 0.03421000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAF7 920000.00000000 PA USD 714610.00000000 0.050169906616 Long DBT NUSS AE N 2 2049-09-30 Fixed 0.03125000 N N N N N N PILGRIMS PRIDE CORP NEW 549300ZSLGV64ZL3HD75 72147KAF5 1020000.00000000 PA USD 851169.60000000 0.059757209312 Long DBT CORP US N 2 2031-04-15 Fixed 0.04250000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AC1 795000.00000000 PA USD 757237.50000000 0.053162612700 Long DBT CORP US N 2 2026-02-15 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNWK5 698598.51800000 PA USD 674801.53000000 0.047375113341 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285N6 3162000.00000000 PA USD 3143102.12000000 0.220664614051 Long DBT UST US N 2 2025-11-30 Fixed 0.02875000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 798000.00000000 PA USD 488775.00000000 0.034314935568 Long DBT CORP MX N 2 2047-09-21 Fixed 0.06750000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAE5 280000.00000000 PA USD 221900.00000000 0.015578710455 Long DBT CORP US N 2 2032-01-15 Fixed 0.03750000 N N N N N N STILLWATER MINING COMPANY 6354007DPCY4ZN2MRR73 86074QAP7 820000.00000000 PA USD 680600.00000000 0.047782200701 Long DBT CORP US N 2 2026-11-16 Fixed 0.04000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 1450000.00000000 PA USD 1277696.50000000 0.089701955037 Long DBT CORP US N 2 2026-04-15 Fixed 0.04375000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 N/A 605000.00000000 PA USD 540634.05000000 0.037955751811 Long DBT CORP IL N 2 2032-02-22 Fixed 0.03750000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 360000.00000000 PA USD 263992.50000000 0.018533856330 Long DBT CORP GB N 2 2050-10-02 Fixed 0.04250000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAA9 1300000.00000000 PA USD 957125.00000000 0.067195913673 Long DBT CORP US N 2 2029-08-15 Fixed 0.05625000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAE8 180000.00000000 PA USD 168750.00000000 0.011847261781 Long EP CORP US N 2 N N N RUSSIA FEDN MINISTRY FINANCE 5493004EHVGF71PDBU58 N/A 600000.00000000 PA USD 150000.00000000 0.010530899361 Long DBT NUSS RU N 2 2035-03-28 Fixed 0.05100000 Y Y N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AC0 1610000.00000000 PA USD 1355217.50000000 0.095144394033 Long DBT CORP US N 2 2026-04-04 Fixed 0.07125000 N N N N N N CHAPARRAL ENERGY INC V5IUQSDP5WPR92NJWH73 15942R141 13.00000000 NS USD 21.61000000 0.000001517151 Long EC CORP US N 3 N N N UST NOTES 254900HROIFWPRGM1V77 91282CDL2 860000.00000000 PA USD 780920.32000000 0.054825288660 Long DBT UST US N 2 2028-11-30 Fixed 0.01500000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 N/A 1691.00000000 NS USD 137140.10000000 0.009628057276 Long EC CORP US Y 1 N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAC0 265000.00000000 PA USD 227900.00000000 0.015999946429 Long DBT CORP ID N 2 2052-04-14 Fixed 0.06200000 N N N N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 4300.00000000 NS USD 933057.00000000 0.065506195768 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A -5329.12000000 -0.00037413617 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 503409.75000000 USD 475000.00000000 EUR 2022-07-14 -5329.12000000 N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAJ8 560000.00000000 PA USD 489608.00000000 0.034373417162 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAA1 544000.00000000 PA USD 507459.52000000 0.035626700900 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AE7 120000.00000000 PA USD 116250.00000000 0.008161447004 Long DBT NUSS OM N 2 2027-03-08 Fixed 0.05375000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 N/A 200000.00000000 PA USD 177600.00000000 0.012468584843 Long DBT NUSS CL N 2 2034-01-31 Fixed 0.03500000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CG4 1485000.00000000 PA USD 1457156.25000000 0.102301105481 Long DBT CORP US N 2 2025-05-01 Fixed 0.06750000 N N N N N N PETRONAS CAP LTD 549300G7YFX3540OYR85 71675CAE8 295000.00000000 PA USD 222238.25000000 0.015602457633 Long DBT CORP MY N 2 2061-04-28 Fixed 0.03404000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAE7 1614806.06000000 PA USD 1500429.35000000 0.105339136556 Long LON CORP US N 2 2025-10-02 Variable 0.05416140 N N N N N N ABG INTERMEDIATE HLDGS 2 LLC 54930020NXD0RJB64985 00076VAZ3 250000.01000000 PA USD 233125.01000000 0.016366773459 Long LON CORP US N 2 2028-12-21 Variable 0.05275320 N N N N N N BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP N/A 11283YAD2 405000.00000000 PA USD 294232.50000000 0.020656885641 Long DBT CORP CA N 2 2030-02-15 Fixed 0.04875000 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 55916AAA2 685000.00000000 PA USD 538389.45000000 0.037798167433 Long DBT CORP US N 2 2028-05-01 Fixed 0.05250000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DY1 260000.00000000 PA USD 232050.00000000 0.016291301311 Long DBT NUSS CL N 2 2042-03-07 Fixed 0.04340000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 670000.00000000 PA USD 657981.88000000 0.046194273065 Long DBT NUSS MX N 2 2040-01-11 Fixed 0.06050000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAD8 505000.00000000 PA USD 396541.15000000 0.027839566288 Long DBT CORP US N 2 2029-12-01 Fixed 0.06000000 N N N N N N ABG INTERMEDIATE HLDGS 2 LLC 54930020NXD0RJB64985 00076VAY6 50000.00000000 PA USD 46000.00000000 0.003229475804 Long LON CORP US N 3 2029-12-20 Variable 0.07675320 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCB7 4800000.00000000 PA USD 4290432.00000000 0.301214050720 Long DBT CORP US N 2 2029-06-01 Fixed 0.05375000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 545000.00000000 PA USD 504037.80000000 0.035386475640 Long DBT CORP US N 2 2028-01-15 Fixed 0.06250000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 370000.00000000 PA USD 340544.30000000 0.023908251675 Long DBT CORP FR N 2 2027-02-01 Fixed 0.08125000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 670000.00000000 PA USD 546921.00000000 0.038397133396 Long DBT CORP US N 2 2030-09-01 Fixed 0.05000000 N N N N N N GAINWELL ACQUISITION CORP N/A 59909TAC8 974209.60000000 PA USD 919410.31000000 0.064548116308 Long LON CORP US N 2 2027-10-01 Variable 0.05006000 N N N N N N CAS CAPITAL NO 1 LTD 254900REJZW5L9QRTD85 N/A 800000.00000000 PA USD 677664.00000000 0.047576075898 Long EP CORP VG N 2 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AU6 110000.00000000 PA USD 27775.00000000 0.001949971531 Long DBT NUSS UA N 2 2027-09-01 Fixed 0.07750000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AA7 1415000.00000000 PA USD 1148711.15000000 0.080646410104 Long DBT CORP US N 2 2028-09-01 Fixed 0.05500000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AC0 300000.00000000 PA USD 266829.00000000 0.018732995637 Long DBT CORP CA N 2 2028-02-15 Fixed 0.03875000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 2516126.00000000 PA 2341560.99000000 0.164391620892 Long DBT NUSS DE N 2 2031-08-15 Fixed 0.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 1965000.00000000 PA USD 1342586.25000000 0.094257604549 Long DBT CORP MX N 2 2035-06-15 Fixed 0.06625000 N N N N N N PROVINCE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 1051837.00000000 PA USD 801565.53000000 0.056274706185 Long DBT CORP AR N 2 2025-12-10 Variable 0.06875000 N N N N N N CATALENT PHARMA SOLUTIONS 549300HALRZ339MSTH85 14879EAK4 280000.00000000 PA USD 228460.20000000 0.016039275828 Long DBT CORP US N 2 2030-04-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828R69 760000.00000000 PA USD 751331.25000000 0.052747958537 Long DBT UST US N 2 2023-05-31 Fixed 0.01625000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 195.00000000 NC USD -721782.75000000 -0.05067347667 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UNITED STATES TREASURY BOND UNITED STATES TREASURY BOND 0% 06/30/2040 2022-09-21 30818814.00000000 USD -721782.75000000 N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBX0 4665000.00000000 PA USD 4304395.50000000 0.302194372142 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AM8 205000.00000000 PA USD 158272.81000000 0.011111700224 Long DBT NUSS HU N 2 2031-09-22 Fixed 0.02125000 N N N N N N CALLON PETROLEUM CO DEL 549300EFOWPEB0WLZW21 13123XAT9 225000.00000000 PA USD 228465.00000000 0.016039612817 Long DBT CORP US N 2 2024-10-01 Fixed 0.06125000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AA6 300000.00000000 PA USD 259500.00000000 0.018218455894 Long DBT CORP US N 2 2029-10-15 Fixed 0.03875000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 430000.00000000 PA USD 364722.97000000 0.025605739278 Long DBT CORP NL N 2 2030-01-15 Fixed 0.04875000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 595000.00000000 PA USD 487453.75000000 0.034222175896 Long DBT CORP KY N 2 2026-11-29 Fixed 0.05625000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAL5 420000.00000000 PA USD 330750.00000000 0.023220633091 Long DBT CORP US N 2 2032-01-31 Fixed 0.03250000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AH0 295000.00000000 PA USD 273398.11000000 0.019194186546 Long DBT CORP US N 2 2027-10-15 Fixed 0.07375000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 1090000.00000000 PA USD 92650.00000000 0.006504585505 Long DBT NUSS VE N 2 2031-08-05 Fixed 0.11950000 Y Y N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4SH4 500000.00000000 PA USD 441815.95000000 0.031018128704 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 0.02127000 N N N N N N ERO COPPER CORP 549300KL8A21SEIO8I47 296006AA7 415000.00000000 PA USD 333037.50000000 0.023381229306 Long DBT CORP CA N 2 2030-02-15 Fixed 0.06500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AW2 370000.00000000 PA USD 90650.00000000 0.006364173513 Long DBT NUSS UA N 2 2040-05-31 Variable 0.01258000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 1492000.00000000 PA 1474725.99000000 0.103534606573 Long DBT CORP FR N 2 2043-03-10 Variable 0.04250000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 455000.00000000 PA USD 382632.74000000 0.026863112514 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286L9 3329000.00000000 PA USD 3234591.62000000 0.227087725498 Long DBT UST US N 2 2026-03-31 Fixed 0.02250000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 622425.82000000 0.043698024468 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 49312000.00000000 EUR 52330535.46000000 USD 2022-07-14 622425.82000000 N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AH3 515000.00000000 PA USD 511137.50000000 0.035884917148 Long DBT CORP US N 2 2025-05-01 Fixed 0.06250000 N N N N N N ENFRAGEN ENERGIA SUR SA N/A 29280LAA1 1020000.00000000 PA USD 688500.00000000 0.048336828067 Long DBT CORP ES N 2 2030-12-30 Fixed 0.05375000 N N N N N N WASH MULTIFAMILY ACQUISITION INC 549300AS7PRY5PHG6L12 93710WAA3 475000.00000000 PA USD 447687.50000000 0.031430346718 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QAZ5 170000.00000000 PA USD 105910.00000000 0.007435517008 Long DBT CORP MX N 2 2041-06-02 Fixed 0.06500000 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 350392AA4 310000.00000000 PA USD 227075.00000000 0.015942026482 Long DBT CORP US N 2 2029-03-01 Fixed 0.06000000 N N N N N N THAMES WATER UTILITY FINANCE PLC 213800ESMPQ4RQ7G8351 N/A 1370000.00000000 PA 1071419.86000000 0.075220098128 Long DBT CORP GB N 2 2032-01-31 Fixed 0.01250000 N N N N N N SINOPEC GROUP OVERSEAS DEV 2018 LTD 549300C6OZZ8LTVR8209 82939GAP3 220000.00000000 PA USD 200629.00000000 0.014085358719 Long DBT CORP VG N 2 2030-05-13 Fixed 0.02700000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 467600000.00000000 PA 3406091.04000000 0.239128013048 Long DBT NUSS JP N 2 2030-12-20 Fixed 0.00100000 N N N N N N ENDEAVOR ENERGY RES L P / EER FIN INC N/A 29260FAF7 335000.00000000 PA USD 336641.67000000 0.023634263650 Long DBT CORP US N 2 2025-07-15 Fixed 0.06625000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAK6 470000.00000000 PA USD 414422.50000000 0.029094944270 Long DBT NUSS RO N 2 2027-02-27 Fixed 0.03000000 N N N N N N AFFINITY GAMING LLC N/A 00842XAA7 250000.00000000 PA USD 210010.00000000 0.014743961165 Long DBT CORP US N 2 2027-12-15 Fixed 0.06875000 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 25257DAA6 335000.00000000 PA USD 267899.50000000 0.018808151156 Long DBT CORP NL N 2 2029-10-01 Fixed 0.04625000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAB5 390000.00000000 PA USD 312207.33000000 0.021918826480 Long DBT CORP US N 2 2029-01-15 Fixed 0.05625000 N N N N N N NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC N/A 667449AC6 235000.00000000 PA USD 168873.83000000 0.011855955389 Long DBT CORP US N 2 2028-02-15 Fixed 0.06000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 1495000.00000000 PA USD 1405688.70000000 0.098687774885 Long DBT CORP US N 2 2027-02-15 Fixed 0.05625000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2F1 355000.00000000 PA USD 314796.25000000 0.022100584186 Long DBT CORP SA N 2 2049-04-16 Fixed 0.04375000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAA6 300000.00000000 PA USD 256068.12000000 0.017977517342 Long DBT CORP US N 2 2028-09-01 Fixed 0.03250000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAT4 605000.00000000 PA USD 498691.71000000 0.035011148068 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BH6 780000.00000000 PA USD 637308.75000000 0.044742895388 Long DBT NUSS PA N 2 2050-04-16 Fixed 0.04500000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAA2 125000.00000000 PA USD 115252.50000000 0.008091416524 Long DBT CORP US N 2 2027-09-30 Fixed 0.05000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 1185000.00000000 PA USD 1136340.94000000 0.079777947194 Long DBT CORP US N 2 2029-08-06 Fixed 0.06625000 N N N N N N MAF GLOBAL SECURITIES 54930037VUDNYTS17017 N/A 600000.00000000 PA USD 598425.00000000 0.042013023001 Long EP CORP KY N 2 N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAH4 790000.00000000 PA USD 636376.60000000 0.044677452869 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 1125000.00000000 PA USD 973125.00000000 0.068319209605 Long DBT CORP US N 2 2028-07-15 Fixed 0.04000000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAA1 1805000.00000000 PA USD 1623475.66000000 0.113977725272 Long DBT CORP US N 2 2025-11-15 Fixed 0.07000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 12700000.00000000 PA USD 10451703.13000000 0.733772225434 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N CHINA PEOPLES REPUBLIC OF 300300CHN201808MOF68 16955EAC4 430000.00000000 PA USD 369563.50000000 0.025945573507 Long DBT NUSS CN N 2 2030-10-21 Fixed 0.01200000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 29280EAA7 550000.00000000 PA USD 485993.75000000 0.034119675142 Long DBT CORP GB N 2 2027-04-30 Fixed 0.06500000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 8.00000000 NC USD -7453.28000000 -0.00052326494 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2022-09-30 905453.28000000 USD -7453.28000000 N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 4225000.00000000 PA 4425374.96000000 0.310687855595 Long DBT NUSS DE N 2 2023-03-10 Fixed 0.00000000 N N N N N N WR GRACE HOLDING LLC N/A 92943HAB5 129350.00000000 PA USD 122429.78000000 0.008595304613 Long LON CORP US N 2 2028-09-22 Variable 0.06062500 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2H7 940000.00000000 PA USD 869382.50000000 0.061035864092 Long DBT CORP SA N 2 2025-11-24 Fixed 0.01625000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 922646AS3 2395000.00000000 PA USD 203575.00000000 0.014292185583 Long DBT NUSS VE N 2 2027-09-15 Fixed 0.09250000 Y Y N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AS1 75000.00000000 PA USD 25139.06000000 0.001764912739 Long DBT NUSS SV N 2 2027-01-18 Fixed 0.06375000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 855000.00000000 PA USD 701100.00000000 0.049221423614 Long DBT CORP PA N 2 2028-08-01 Fixed 0.04000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 1285000.00000000 PA USD 914868.60000000 0.064229261035 Long DBT CORP US N 2 2029-09-01 Fixed 0.05625000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAM2 570000.00000000 PA USD 478194.38000000 0.033572112605 Long DBT NUSS AE N 2 2031-03-02 Fixed 0.01700000 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12770RAA1 840000.00000000 PA USD 803300.40000000 0.056396504461 Long DBT CORP US N 2 2025-07-01 Fixed 0.05750000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N BOOZ ALLEN AND HAMILTON INC 549300D7XCH2480XU542 09951LAA1 620000.00000000 PA USD 548700.00000000 0.038522029863 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAC2 280000.00000000 PA USD 276500.00000000 0.019411957822 Long DBT CORP US N 2 2027-06-15 Fixed 0.06000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DU3 440000.00000000 PA USD 361020.00000000 0.025345768582 Long DBT NUSS PE N 2 2034-01-15 Fixed 0.03000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDJ4 780000.00000000 PA USD 794527.50000000 0.055780594281 Long DBT NUSS DO N 2 2026-01-29 Fixed 0.06875000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 885000.00000000 PA USD 763604.55000000 0.053609617785 Long DBT CORP US N 2 2031-04-30 Fixed 0.05125000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAN8 302712.50000000 PA USD 278646.86000000 0.019562680266 Long LON CORP US N 2 2028-06-04 Variable 0.04018710 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAP0 64675.00000000 PA USD 60902.51000000 0.004275721357 Long LON CORP US N 2 2027-02-15 Variable 0.05916140 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 610000.00000000 PA USD 504470.00000000 0.035416818671 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCP4 2400000.00000000 PA USD 2176500.00000000 0.152803349731 Long DBT UST US N 2 2026-07-31 Fixed 0.00625000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 3405000.00000000 PA USD 3159208.03000000 0.221795345500 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N DYNASTY ACQUISITION CO INC 549300L1RCRPOAUCB870 26812CAF3 73205.51000000 PA USD 67312.47000000 0.004725738982 Long LON CORP US N 2 2026-04-04 Variable 0.05166140 N N N N N N UC HOLDINGS INC N/A N/A 33750.00000000 NS USD 162000.00000000 0.011373371310 Long EC CORP US N 3 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2NB6 3388000.00000000 PA USD 3337330.43000000 0.234300605956 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.00919200 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 570000.00000000 PA USD 460022.85000000 0.032296362248 Long DBT CORP US N 2 2026-08-01 Fixed 0.06625000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AH0 1465000.00000000 PA USD 1406400.00000000 0.098737712410 Long DBT NUSS OM N 2 2028-01-17 Fixed 0.05625000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAB2 1085000.00000000 PA USD 1026734.69000000 0.072082931273 Long DBT CORP US N 2 2030-01-15 Fixed 0.05500000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AR6 1265000.00000000 PA USD 1163913.85000000 0.081713730796 Long DBT CORP CA N 2 2026-03-01 Fixed 0.06875000 N N N N N N GEORGIA REPUBLIC OF 254900MHQHBC58M2GR84 37311PAB6 480000.00000000 PA USD 397890.00000000 0.027934263645 Long DBT NUSS GE N 2 2026-04-22 Fixed 0.02750000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 685000.00000000 PA USD 531731.25000000 0.037330721873 Long DBT CORP GB N 2 2030-10-14 Fixed 0.02375000 N N N N N N TEINE ENERGY LTD 5493002EE80G6ER7SM91 879068AB0 445000.00000000 PA USD 413850.00000000 0.029054751337 Long DBT CORP CA N 2 2029-04-15 Fixed 0.06875000 N N N N N N CENTURY CMNTYS INC 5299002QMB2O7ZL1CA26 156504AM4 420000.00000000 PA USD 328524.00000000 0.023064354544 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1105000.00000000 PA USD 924476.15000000 0.064903768649 Long DBT CORP US N 2 2029-05-01 Fixed 0.04375000 N N N N N N FEL Energy VI Sarl N/A 30260LAA3 268438.19000000 PA USD 195087.45000000 0.013696308683 Long DBT CORP LU N 2 2040-12-01 Fixed 0.05750000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAE3 630000.00000000 PA USD 495258.75000000 0.034770133693 Long DBT CORP QA N 2 2041-07-12 Fixed 0.03125000 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 84302LAA0 985000.00000000 PA USD 966531.25000000 0.067856288821 Long DBT CORP AZ N 2 2026-03-24 Fixed 0.06875000 N N N N N N MODIVCARE ESCROW ISSUER INC N/A 60783XAA2 325000.00000000 PA USD 262515.88000000 0.018430188753 Long DBT CORP US N 2 2029-10-01 Fixed 0.05000000 N N N N N N TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 213800VIPIONINOCLD68 87251LAA4 275000.00000000 PA USD 63250.00000000 0.004440529230 Long EP CORP IE N 2 N N N UST NOTES 254900HROIFWPRGM1V77 91282CDD0 2000000.00000000 PA USD 1932812.50000000 0.135695026143 Long DBT UST US N 2 2023-10-31 Fixed 0.00375000 N N N N N N KAR AUCTION SVCS INC 5493004HKD20LBSG7D03 48238TAA7 525000.00000000 PA USD 499227.75000000 0.035048781290 Long DBT CORP US N 2 2025-06-01 Fixed 0.05125000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 1095000.00000000 PA USD 759944.45000000 0.053352656820 Long DBT CORP US N 2 2031-09-01 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDG3 1700000.00000000 PA USD 1566988.28000000 0.110011972512 Long DBT UST US N 2 2026-10-31 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXQ0 338391.04400000 PA USD 291892.93000000 0.020492633800 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 705000.00000000 PA USD 348225.94000000 0.024447548860 Long DBT NUSS EC N 2 2035-07-31 Variable 0.01000000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 570000.00000000 PA USD 503082.00000000 0.035319372749 Long DBT CORP IL N 2 2026-03-30 Fixed 0.04875000 N N N N N N NBK TIER 1 LTD 5493000G4QCCEE8YHF19 62879NAA5 230000.00000000 PA USD 206324.38000000 0.014485208543 Long EP CORP AE N 2 N N N AXTEL SAB DE CV 549300BVRDR8XTSXAD13 05462GAJ3 100000.00000000 PA USD 88050.00000000 0.006181637925 Long DBT CORP MX N 2 2024-11-14 Fixed 0.06375000 N N N N N N PAPA JOHNS INTERNATIONAL INC HZYLD3DK5XOX0WBVNB56 698813AA0 255000.00000000 PA USD 210349.50000000 0.014767796101 Long DBT CORP US N 2 2029-09-15 Fixed 0.03875000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 1320000.00000000 PA USD 864435.00000000 0.060688519928 Long DBT NUSS EC N 2 2030-07-31 Variable 0.05000000 N N N N N N CROWN CORK and SEAL INC 7HLDMDH0ZXNUH6PT7Z42 228255AJ4 160000.00000000 PA USD 160641.60000000 0.011278003485 Long DBT CORP US N 2 2096-12-15 Fixed 0.07500000 N N N N N N MONG DUONG FINANCE HOLDINGS B.V 549300995KGQFMWSV879 60935DAA3 655000.00000000 PA USD 526988.44000000 0.036997748174 Long DBT CORP NL N 2 2029-05-07 Fixed 0.05125000 N N N N N N SOTHEBY'S/BIDFAIR HOLDINGS INC N/A 83600GAA2 430000.00000000 PA USD 369077.14000000 0.025911428119 Long DBT CORP US N 2 2029-06-01 Fixed 0.05875000 N N N N N N CASCADES INC/USA INC N/A 14739LAB8 300000.00000000 PA USD 255019.58000000 0.017903903547 Long DBT CORP CA N 2 2028-01-15 Fixed 0.05375000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 685000.00000000 PA USD 583106.25000000 0.040937554904 Long DBT CORP US N 2 2030-10-01 Fixed 0.03750000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 1140000.00000000 PA USD 975589.20000000 0.068492211220 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 410000.00000000 PA USD 351842.13000000 0.024701427080 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 5125000.00000000 PA USD 4499911.03000000 0.315920734608 Long EP CORP US N 2 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -1926.41000000 -0.00013524553 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 928880.68000000 USD 884000.00000000 EUR 2022-07-14 -1926.41000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCF3 335000.00000000 PA USD 286173.75000000 0.020091113073 Long DBT NUSS DO N 2 2044-04-30 Fixed 0.07450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285Z9 630000.00000000 PA USD 625275.00000000 0.043898053987 Long DBT UST US N 2 2024-01-31 Fixed 0.02500000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807108 1826.00000000 NS USD 778149.90000000 0.054630788565 Long EC CORP US N 1 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AJ5 410000.00000000 PA USD 302899.80000000 0.021265382068 Long DBT CORP US N 2 2032-02-15 Fixed 0.04500000 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AC5 200000.00000000 PA USD 194500.00000000 0.013655066171 Long DBT CORP NL N 2 2028-05-15 Fixed 0.06125000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 290000.00000000 PA USD 210395.00000000 0.014770990474 Long DBT NUSS CO N 2 2032-04-22 Fixed 0.03250000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SAT3 300000.00000000 PA USD 84033.00000000 0.005899620440 Long DBT NUSS LK N 2 2027-05-11 Fixed 0.06200000 Y Y N N N N FOOT LOCKER INC 549300X383CBNP6MTV94 344849AA2 280000.00000000 PA USD 211762.60000000 0.014867004193 Long DBT CORP US N 2 2029-10-01 Fixed 0.04000000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05962GAJ8 210000.00000000 PA USD 195011.25000000 0.013690958987 Long EP CORP KY N 2 N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 1335000.00000000 PA USD 989935.88000000 0.069499434175 Long DBT CORP US N 2 2032-02-12 Fixed 0.03250000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 585000.00000000 PA USD 494662.04000000 0.034728241073 Long DBT CORP US N 2 2032-07-15 Fixed 0.05625000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513EGV8 1628000.00000000 PA USD 1683019.11000000 0.118158032469 Long DBT NUSS IL N 2 2023-12-04 Fixed 0.05500000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 36250LAP9 745025.67000000 PA USD 581842.70000000 0.040848846118 Long LON CORP US N 2 2025-05-31 Variable 0.08500000 N N N N N N CONNECT US FINCO LLC N/A N/A 474087.50000000 PA USD 434975.28000000 0.030537872655 Long LON CORP US N 2 2026-12-12 Variable 0.05170000 N N N N N N TMK CAPITAL SA 222100TBRQIOGYHYB529 N/A 400000.00000000 PA USD 60000.00000000 0.004212359744 Long DBT CORP LU N 2 2027-02-12 Fixed 0.04300000 N N N N N N GRAY ESCROW II INC N/A 389286AA3 850000.00000000 PA USD 681045.50000000 0.047813477472 Long DBT CORP US N 2 2031-11-15 Fixed 0.05375000 N N N N N N AXIS ENERGY SERVICES HOLDINGS LLC N/A N/A 394.53000000 NS USD 126.44000000 0.000008876846 Long EC CORP US N 3 N N N TRI POINTE GROUP INC/TRI POINTE HLDGS INC N/A 962178AN9 780000.00000000 PA USD 759010.93000000 0.053287118119 Long DBT CORP US N 2 2024-06-15 Fixed 0.05875000 N N N N N N WESTROCK CO N/A 96145D105 23900.00000000 NS USD 952176.00000000 0.066848464201 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAF7 860000.00000000 PA USD 880135.09000000 0.061790760380 Long DBT CORP US N 2 2027-06-01 Fixed 0.05500000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAD4 280000.00000000 PA USD 227465.00000000 0.015969406821 Long DBT CORP PA N 2 2041-08-11 Fixed 0.04000000 N N N N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 093645AJ8 410000.00000000 PA USD 346450.00000000 0.024322867224 Long DBT CORP US N 2 2028-03-01 Fixed 0.04875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032674 -200000.00000000 PA USD -192273.36000000 -0.01349874269 Short ABS-MBS USGA US N 2 2052-07-01 Fixed 0.03500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 890000.00000000 PA USD 812383.10000000 0.057034164458 Long DBT CORP US N 2 2027-02-15 Fixed 0.03875000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 400000.00000000 PA USD 390121.54000000 0.027388871175 Long DBT CORP US N 2 2025-05-15 Fixed 0.06000000 N N N N N N ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO N/A 045086AP0 410000.00000000 PA USD 301083.48000000 0.021137865514 Long DBT CORP US N 2 2030-04-01 Fixed 0.04625000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAK4 2755000.00000000 PA USD 2885862.50000000 0.202604850385 Long DBT CORP US N 2 2025-05-15 Fixed 0.09250000 N N N N N N NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC N/A 667449AA0 365000.00000000 PA USD 324773.35000000 0.022801036427 Long DBT CORP US N 2 2028-06-01 Fixed 0.10750000 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AG6 775000.00000000 PA USD 692958.50000000 0.048649841499 Long DBT CORP NL N 2 2029-03-31 Fixed 0.04125000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 2525000.00000000 PA USD 2045893.88000000 0.143634017026 Long DBT CORP US N 2 2030-11-13 Fixed 0.04000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 N/A 200000.00000000 PA USD 103170.00000000 0.007243152580 Long DBT CORP NL N 2 2026-04-23 Fixed 0.08500000 N N N N N N CASCADES INC/USA INC N/A 14739LAA0 300000.00000000 PA USD 273944.85000000 0.019232570972 Long DBT CORP CA N 2 2026-01-15 Fixed 0.05125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PT9 8126000.00000000 PA USD 9811827.60000000 0.688849126700 Long DBT UST US N 2 2037-02-15 Fixed 0.04750000 N N N N N N JAMES HARDIE INTL FIN LTD 635400G32A4Q1LVQ8M88 47032FAB5 455000.00000000 PA USD 404950.00000000 0.028429917975 Long DBT CORP IE N 2 2028-01-15 Fixed 0.05000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAB9 1308260.87000000 PA USD 1201153.55000000 0.084328181016 Long LON CORP US N 2 2029-02-15 Variable 0.05009140 N N N N N N CENTRAL PARENT INC/CENTRAL MERGER SUB INC N/A 15477CAA3 425000.00000000 PA USD 409062.50000000 0.028718640132 Long DBT CORP US N 2 2029-06-15 Fixed 0.07250000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -12259.92000000 -0.00086071989 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 2210106.24000000 USD 2096000.00000000 EUR 2022-07-14 -12259.92000000 N N N MTN MAURITIUS INVESTMENTS LTD 2549009PQD415OQIR074 55377XAA4 170000.00000000 PA USD 164985.00000000 0.011582936207 Long DBT CORP MU N 2 2024-11-11 Fixed 0.04755000 N N N N N N CLEAR CHANNEL INTERNATIONAL BV N/A 18452MAB2 965000.00000000 PA USD 897450.00000000 0.063006370878 Long DBT CORP NL N 2 2025-08-01 Fixed 0.06625000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL NL B.V. 549300RXQZBOJONY3Q97 N/A 593000.00000000 PA 542070.97000000 0.038056632211 Long DBT CORP NL N 2 2034-03-29 Fixed 0.02125000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BH9 960000.00000000 PA USD 905673.60000000 0.063583716904 Long DBT CORP US N 2 2027-03-15 Fixed 0.07500000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 380000.00000000 PA USD 306375.00000000 0.021509361945 Long DBT CORP CA N 2 2028-11-24 Fixed 0.05750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BJ4 305000.00000000 PA USD 296765.00000000 0.020834682326 Long DBT NUSS ID N 2 2042-01-17 Fixed 0.05250000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 90372UAR5 170000.00000000 PA USD 40800.00000000 0.002864404626 Long DBT NUSS UA N 2 2029-05-21 Fixed 0.06876000 N N N N N N NBK TIER 1 FINANCING 2 LTD 549300HMWSJFNREWT164 62878WAA6 455000.00000000 PA USD 423150.00000000 0.029707667097 Long EP CORP AE N 2 N N N UST NOTES 254900HROIFWPRGM1V77 912828B66 25768000.00000000 PA USD 25677409.50000000 1.802708102006 Long DBT UST US N 2 2024-02-15 Fixed 0.02750000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CX6 590000.00000000 PA USD 505666.88000000 0.035500846823 Long DBT NUSS TR N 2 2025-03-13 Fixed 0.04250000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAB2 521000.00000000 PA USD 424484.75000000 0.029801374550 Long DBT CORP US N 2 2026-04-15 Fixed 0.06000000 N N N N N N BARBADOS GOVT OF 529900UD1KUUS4SFD905 067070AH5 859000.00000000 PA USD 823995.75000000 0.057849442115 Long DBT NUSS BB N 2 2029-10-01 Fixed 0.06500000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAD5 360000.00000000 PA USD 252000.00000000 0.017691910926 Long DBT NUSS NG N 2 2030-02-23 Fixed 0.07143000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 317600.00000000 PA USD 292646.17000000 0.020545515764 Long LON CORP US N 2 2028-06-02 Variable 0.05666140 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 870000.00000000 PA USD 737994.90000000 0.051811666806 Long DBT CORP US N 2 2029-04-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLWK8 525979.88000000 PA USD 476153.23000000 0.033428811637 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N PITNEY-BOWES INC 549300N2O26NW4ST6W55 724479AQ3 295000.00000000 PA USD 223179.30000000 0.015668524985 Long DBT CORP US N 2 2029-03-15 Fixed 0.07250000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 1376.33000000 0.000096626618 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 815475.90000000 USD 779000.00000000 EUR 2022-07-14 1376.33000000 N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 620000.00000000 PA USD 557443.62000000 0.039135884411 Long DBT CORP US N 2 2027-10-15 Fixed 0.05875000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 420000.00000000 PA USD 264371.10000000 0.018560436320 Long DBT CORP US N 2 2028-10-01 Fixed 0.03375000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EH3 1410000.00000000 PA USD 1370520.00000000 0.096218721283 Long EP CORP US N 2 N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 28470RAK8 3360000.00000000 PA USD 3246600.00000000 0.227930785773 Long DBT CORP US N 2 2027-07-01 Fixed 0.08125000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2E6 395000.00000000 PA USD 279462.50000000 0.019619943084 Long DBT NUSS UZ N 2 2031-10-19 Fixed 0.03900000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAA7 322000.00000000 PA USD 326689.13000000 0.022935535669 Long DBT CORP BM N 2 2024-09-21 Fixed 0.06500000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189105 21400.00000000 NS USD 1076634.00000000 0.075586162019 Long EC CORP US N 1 N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 640000.00000000 PA USD 605504.00000000 0.042510011245 Long DBT CORP US N 2 2027-05-15 Fixed 0.05000000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 69346VAA7 475000.00000000 PA USD 439728.88000000 0.030871603876 Long DBT CORP US N 2 2027-10-15 Fixed 0.05500000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 185000.00000000 PA USD 160300.65000000 0.011254066751 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 585000.00000000 PA USD 508596.08000000 0.035706494226 Long DBT CORP US N 2 2030-07-15 Fixed 0.05250000 N N N N N N Studio City International Holdings Ltd N/A N/A 10083.00000000 NS USD 21678.45000000 0.001521957168 Long EC CORP KY N 1 N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2B2 215000.00000000 PA USD 204962.19000000 0.014389574638 Long DBT NUSS UZ N 2 2024-02-20 Fixed 0.04750000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 315000.00000000 PA USD 294273.00000000 0.020659728984 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N TUPY OVERSEAS SA 222100ZREIYU6AS2OO19 89990BAB6 445000.00000000 PA USD 341203.75000000 0.023954549019 Long DBT CORP LU N 2 2031-02-16 Fixed 0.04500000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -1288.51000000 -0.00009046112 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 376684.02000000 USD 358000.00000000 EUR 2022-07-14 -1288.51000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CAM3 1207000.00000000 PA USD 1102754.80000000 0.077419998792 Long DBT UST US N 2 2025-09-30 Fixed 0.00250000 N N N N N N H and E EQUIPMENT SERVICES INC 254900KVLRCDMQRYY541 404030AJ7 995000.00000000 PA USD 804706.25000000 0.056495203560 Long DBT CORP US N 2 2028-12-15 Fixed 0.03875000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AH3 25000.00000000 PA USD 23656.25000000 0.001660810586 Long DBT CORP US N 2 2028-03-15 Fixed 0.06950000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 425000.00000000 PA USD 325686.00000000 0.022865109929 Long DBT CORP US N 2 2029-06-30 Fixed 0.05875000 N N N N N N ALTUS MIDSTREAM LP 549300RD6AJIMYC0HY12 49461MAA8 425000.00000000 PA USD 404861.38000000 0.028423696320 Long DBT CORP US N 2 2030-06-15 Fixed 0.05875000 N N N N N N QWEST CORPORATION 549300R2L4N683OO1509 912920AK1 35000.00000000 PA USD 35999.18000000 0.002527358277 Long DBT CORP US N 2 2025-09-15 Fixed 0.07250000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 13054.83000000 0.000916527339 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1793667.12000000 USD 1723000.00000000 EUR 2022-07-14 13054.83000000 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RK6 17524000.00000000 PA USD 14862542.50000000 1.043439595460 Long DBT UST US N 2 2045-02-15 Fixed 0.02500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 1000000.00000000 PA USD 968750.00000000 0.068012058374 Long DBT CORP PA N 2 2027-08-01 Fixed 0.09875000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 280000.00000000 PA USD 209832.00000000 0.014731464498 Long DBT CORP CA N 2 2028-02-15 Fixed 0.06000000 N N N N N N ITAU UNIBANCO HOLDING SA CAYMAN ISLANDS BRANCH BZO2P8KHO2O10H5QQ663 46556UAB0 785000.00000000 PA USD 752422.50000000 0.052824570830 Long EP CORP KY N 2 N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AE4 275000.00000000 PA USD 239250.00000000 0.016796784481 Long DBT CORP US N 2 2032-01-31 Fixed 0.04375000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 630000.00000000 PA USD 560700.00000000 0.039364501812 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N COGENT COMMUNICATIONS GROUP INC 549300KFWFYF8Q1U0Y26 19240CAE3 280000.00000000 PA USD 268240.00000000 0.018832056297 Long DBT CORP US N 2 2027-06-15 Fixed 0.07000000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AG6 585000.00000000 PA USD 32175.00000000 0.002258877912 Long DBT CORP VE N 2 2024-05-16 Fixed 0.06000000 Y Y N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAG3 440000.00000000 PA USD 356682.18000000 0.025041227610 Long DBT CORP CA N 2 2029-10-01 Fixed 0.04500000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 300000.00000000 PA USD 257250.00000000 0.018060492404 Long DBT CORP US N 2 2029-10-31 Fixed 0.04375000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 16020000.00000000 PA 14749572.86000000 1.035508449396 Long DBT NUSS DE N 2 2032-02-15 Fixed 0.00000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 13074.00000000 NS USD 1060301.40000000 0.074439515572 Long EC CORP US N 1 N N N VONOVIA SE 5299005A2ZEP6AP7KM81 N/A 400000.00000000 PA 344125.82000000 0.024159695853 Long DBT CORP DE N 2 2032-03-25 Fixed 0.02375000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAE0 400000.00000000 PA USD 334000.00000000 0.023448802577 Long DBT CORP US N 2 2029-08-01 Fixed 0.04250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 6237000.00000000 PA USD 4679699.06000000 0.328542932277 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAB9 1260000.00000000 PA USD 1137465.00000000 0.079856862945 Long DBT CORP QA N 2 2026-09-12 Fixed 0.01375000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55276VAJ1 530000.00000000 PA USD 478755.63000000 0.033611515720 Long DBT CORP AE N 2 2029-11-07 Fixed 0.02875000 N N N N N N OIL AND GAS HOLDING CO BSCC/THE 549300OBH16L6TS6IW50 67778M2C3 855000.00000000 PA USD 879474.38000000 0.061744374576 Long DBT CORP BH N 2 2024-11-07 Fixed 0.07625000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 105452.00000000 NS USD 4059902.00000000 0.285029462522 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 535000.00000000 PA USD 396836.25000000 0.027860284077 Long DBT NUSS CO N 2 2031-04-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBT7 4704000.00000000 PA USD 4320513.74000000 0.303325969230 Long DBT UST US N 2 2026-03-31 Fixed 0.00750000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N GLATFELTER CORP 549300LDQLQBT38QDY28 377320AA4 415000.00000000 PA USD 290500.00000000 0.020394841762 Long DBT CORP US N 2 2029-11-15 Fixed 0.04750000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 1125000.00000000 PA USD 1051875.00000000 0.073847931770 Long DBT CORP US N 2 2027-01-15 Fixed 0.06625000 N N N N N N PROVINCIA DE BUENOS AIRES 549300L6AYROPOTQ4L07 N/A 550000.00000000 PA USD 167681.25000000 0.011772229123 Long DBT NUSS AR N 2 2037-09-01 Variable 0.03900000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AP7 566000.00000000 PA USD 305640.00000000 0.021457760538 Long DBT NUSS UA N 2 2022-09-01 Fixed 0.07750000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AR8 645000.00000000 PA USD 477300.00000000 0.033509321767 Long DBT CORP LU N 2 2031-04-27 Fixed 0.04500000 N N N N N N HTA GROUP LTD/MAURITIUS 213800WEFU8O8X6EPU13 40435WAB6 585000.00000000 PA USD 487853.44000000 0.034250236531 Long DBT CORP MU N 2 2025-12-18 Fixed 0.07000000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAA9 462000.00000000 PA USD 474136.74000000 0.033287241949 Long DBT CORP KY N 2 2025-09-20 Fixed 0.08000000 N N N N N N RADIATE HOLDCO LLC / RADIATE FIN INC N/A 75026JAC4 495000.00000000 PA USD 426828.60000000 0.029965926873 Long DBT CORP US N 2 2026-09-15 Fixed 0.04500000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 N/A 945000.00000000 PA 945669.45000000 0.066391665379 Long DBT CORP SE N 2 2033-06-01 Variable 0.03250000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAA4 810000.00000000 PA USD 727902.45000000 0.051103116304 Long DBT CORP US N 2 2024-10-15 Fixed 0.05875000 N N N N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674X106 12900.00000000 NS USD 395385.00000000 0.027758397626 Long EC CORP US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 912796K57 640000.00000000 PA USD 639753.81000000 0.044914553260 Long DBT UST US N 2 2022-07-14 Fixed 0.00000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BU9 825000.00000000 PA USD 787965.75000000 0.055319920088 Long DBT NUSS ID N 2 2045-01-15 Fixed 0.05125000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 740000.00000000 PA USD 610500.00000000 0.042860760400 Long DBT CORP PA N 2 2030-01-30 Fixed 0.04500000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 36251BAB1 445000.00000000 PA USD 375746.88000000 0.026379683857 Long DBT CORP NL N 2 2023-04-26 Fixed 0.07250000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 430000.00000000 PA USD 364425.00000000 0.025584819998 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G03U5 210000.00000000 PA USD 196371.76000000 0.013786474946 Long DBT USGSE US N 2 2025-04-22 Fixed 0.00625000 N N N N N N SEASPAN CORPORATION 5493007Z8Q1H45KT7W98 81254UAK2 425000.00000000 PA USD 339202.42000000 0.023814043653 Long DBT CORP MH N 2 2029-08-01 Fixed 0.05500000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 595000.00000000 PA USD 495349.63000000 0.034776514014 Long DBT CORP US N 2 2028-03-01 Fixed 0.04625000 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 295000.00000000 PA USD 247800.00000000 0.017397045744 Long DBT CORP US N 2 2030-04-15 Fixed 0.04750000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 230150000.00000000 PA 1305755.21000000 0.091671844712 Long DBT NUSS JP N 2 2056-03-20 Fixed 0.00400000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448C104 11700.00000000 NS USD 417222.00000000 0.029291485955 Long EC CORP US N 1 N N N SABERT CORPORATION 54930029JPYBTHDWT603 78516EAB8 401024.75000000 PA USD 379970.95000000 0.026676238897 Long LON CORP US N 3 2026-12-10 Variable 0.06187500 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266101 9200.00000000 NS USD 550160.00000000 0.038624530617 Long EC CORP US N 1 N N N CUSHMAN and WAKEFIELD US BORROWER LLC N/A 23166MAA1 650000.00000000 PA USD 603687.50000000 0.042382482054 Long DBT CORP US N 2 2028-05-15 Fixed 0.06750000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 2008.36000000 0.000140998913 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 611000.00000000 EUR 642697.34000000 USD 2022-07-14 2008.36000000 N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BN3 400000.00000000 PA USD 312700.00000000 0.021953414868 Long DBT NUSS PA N 2 2032-09-29 Fixed 0.02252000 N N N N N N METALSA S A DE C V 549300F2FONGJR575V67 59132VAB4 455000.00000000 PA USD 320206.25000000 0.022480398623 Long DBT CORP MX N 2 2031-05-04 Fixed 0.03750000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AK7 465000.00000000 PA USD 410362.50000000 0.028809907927 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796T41 20000.00000000 PA USD 19964.51000000 0.001401628304 Long DBT UST US N 2 2022-08-18 Fixed 0.00000000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 N/A 510000.00000000 PA 380732.02000000 0.026729670574 Long DBT NUSS BJ N 2 2032-01-19 Fixed 0.04875000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AM3 215000.00000000 PA USD 201186.25000000 0.014124481010 Long DBT CORP US N 2 2028-02-01 Fixed 0.04625000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934105 54800.00000000 NS 1039633.31000000 0.072988491734 Long EC CORP CA N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128282N9 9671000.00000000 PA USD 9501757.50000000 0.667080346580 Long DBT UST US N 2 2024-07-31 Fixed 0.02125000 N N N N N N CDI ESCROW ISSUER INC N/A 12511VAA6 280000.00000000 PA USD 254800.00000000 0.017888487714 Long DBT CORP US N 2 2030-04-01 Fixed 0.05750000 N N N N N N CELTIC RESOURCES HOLDINGS DAC 213800BMR8PHADXZAB66 15119CAA7 445000.00000000 PA USD 44027.19000000 0.003090972713 Long DBT CORP IE N 2 2024-10-09 Fixed 0.04125000 Y Y N N N N SEAWORLD PARKS and ENTERTAINMENT INC 549300UZV72O3371JJ53 81282UAG7 560000.00000000 PA USD 473866.40000000 0.033268262460 Long DBT CORP US N 2 2029-08-15 Fixed 0.05250000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 410000.00000000 PA USD 401544.37000000 0.028190822330 Long DBT CORP US N 2 2027-01-15 Fixed 0.06625000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 44832.63000000 0.003147519430 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 5055000.00000000 CAD 3971911.40000000 USD 2022-07-14 44832.63000000 N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAB6 940000.00000000 PA USD 773046.60000000 0.054272506307 Long DBT CORP US N 2 2028-04-15 Fixed 0.04750000 N N N N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAY4 335000.00000000 PA USD 284045.39000000 0.019941689440 Long DBT CORP US N 2 2028-10-01 Fixed 0.05000000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 205000.00000000 PA USD 203526.05000000 0.014288748999 Long LON CORP KY N 2 2027-10-20 Variable 0.04750000 N N N N N N PETRONAS CAP LTD 549300G7YFX3540OYR85 716743AP4 230000.00000000 PA USD 217327.00000000 0.015257658436 Long DBT CORP MY N 2 2030-04-21 Fixed 0.03500000 N N N N N N STEVENS HOLDING CO INC N/A 86024TAA5 155000.00000000 PA USD 149187.50000000 0.010473856989 Long DBT CORP US N 2 2026-10-01 Fixed 0.06125000 N N N N N N CAMELOT FIN S A N/A 13323AAB6 570000.00000000 PA USD 520005.41000000 0.036507497599 Long DBT CORP LU N 2 2026-11-01 Fixed 0.04500000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBT9 1840000.00000000 PA USD 1736500.00000000 0.121912711604 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020679 -3800000.00000000 PA USD -3297331.44000000 -0.23149243703 Short ABS-MBS USGA US N 2 2052-07-01 Fixed 0.02000000 N N N N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 690000.00000000 PA USD 596850.00000000 0.041902448558 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HN0 125000.00000000 PA USD 91290.87000000 0.006409166430 Long DBT CORP US N 2 2046-03-15 Fixed 0.04250000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 350000.00000000 PA USD 344750.00000000 0.024203517031 Long DBT CORP US N 2 2040-03-15 Fixed 0.06200000 N N N N N N MIWD HOLDCO II LLC / MIWD FINANCE CORP N/A 55337PAA0 185000.00000000 PA USD 148881.15000000 0.010452349382 Long DBT CORP US N 2 2030-02-01 Fixed 0.05500000 N N N N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 720000.00000000 PA USD 515160.00000000 0.036167320766 Long DBT NUSS AE N 2 2050-09-09 Fixed 0.03900000 N N N N N N ZIGGO BOND CO 213800JYI4P7V5QDOG59 98953GAD7 315000.00000000 PA USD 247089.44000000 0.017347160172 Long DBT CORP NL N 2 2030-02-28 Fixed 0.05125000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HT0 1857241.00000000 PA USD 388163.37000000 0.027251395901 Long DBT NUSS AR N 2 2035-07-09 Variable 0.01125000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAF6 330000.00000000 PA USD 305250.00000000 0.021430380200 Long DBT NUSS SA N 2 2047-10-04 Fixed 0.04625000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 480.00000000 NC USD -683133.00000000 -0.04796003248 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2022-09-21 57578133.00000000 USD -683133.00000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGD9 533896.42000000 PA USD 481067.42000000 0.033773817239 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N NEW COTAI LLC N/A N/A 287602.25000000 PA USD 244461.91000000 0.017162691812 Long DBT CORP US N 3 2027-02-24 Fixed 0.05000000 N N Y N N NEW COTAI LLC USD XXXX N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 325000.00000000 PA USD 234708.50000000 0.016477943951 Long DBT CORP US N 2 2028-12-01 Fixed 0.07000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 860000.00000000 PA USD 635806.60000000 0.044637435451 Long DBT CORP US N 2 2031-02-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6E7 3713304.68800000 PA USD 3583624.21000000 0.251591906025 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03500000 N N N N N N TRANSDIGM UK HOLDINGS PLC 549300JTYP71LZZSE903 89365DAB9 1805000.00000000 PA USD 1683162.50000000 0.118168099307 Long DBT CORP GB N 2 2026-05-15 Fixed 0.06875000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AK6 225000.00000000 PA USD 167315.63000000 0.011746560407 Long DBT NUSS PY N 2 2033-01-29 Fixed 0.02739000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAC0 355000.00000000 PA USD 317281.25000000 0.022275046086 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.06350000 N N N N N N DEVELOPMENT BANK OF MONGOLIA 254900HRWK3OKXS9UW60 25161AAA7 105000.00000000 PA USD 101377.50000000 0.007117308333 Long DBT CORP MN N 2 2023-10-23 Fixed 0.07250000 N N N N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 N/A 3000.00000000 NS USD 444090.00000000 0.031177780648 Long EC CORP NL N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 2950000.00000000 PA USD 2857901.00000000 0.200641785435 Long DBT CORP US N 2 2027-09-15 Fixed 0.07500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q123 3099.00000000 NS USD 31826.73000000 0.002234427270 Long EC CORP US N 1 N N N HESS MIDSTREAM PARTNERS LP N/A 428104AA1 595000.00000000 PA USD 534012.50000000 0.037490879300 Long DBT CORP US N 2 2028-06-15 Fixed 0.05125000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 875000.00000000 PA USD 817057.50000000 0.057362335365 Long DBT CORP US N 2 2028-02-15 Fixed 0.06125000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAD2 374735.40000000 PA USD 318525.09000000 0.022362371112 Long DBT CORP JE N 2 2034-03-31 Fixed 0.02160000 N N N N N N HORIZON THERAPEUTICS USA INC N/A 44055PAA4 650000.00000000 PA USD 626827.50000000 0.044007048795 Long DBT CORP US N 2 2027-08-01 Fixed 0.05500000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 12769G100 32600.00000000 NS USD 1248580.00000000 0.087657802162 Long EC CORP US N 1 N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 2690000.00000000 PA USD 2020243.80000000 0.141833227619 Long DBT CORP US N 2 2028-02-01 Fixed 0.09250000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48667QAP0 170000.00000000 PA USD 129200.00000000 0.009070614649 Long DBT CORP KZ N 2 2047-04-19 Fixed 0.05750000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 275000.00000000 PA USD 240528.75000000 0.016886560398 Long DBT CORP US N 2 2029-11-01 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDW8 2583000.00000000 PA USD 2381505.83000000 0.167195988158 Long DBT UST US N 2 2029-01-31 Fixed 0.01750000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661107 2900.00000000 NS USD 506543.00000000 0.035562355700 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AY8 845000.00000000 PA USD 845169.00000000 0.059335931214 Long DBT CORP LR N 2 2023-06-01 Fixed 0.10875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030678 -1250000.00000000 PA USD -1163378.13000000 -0.08167612004 Short ABS-MBS USGA US N 2 2052-07-01 Fixed 0.03000000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAD5 605000.00000000 PA USD 587576.33000000 0.041251381321 Long DBT CORP US N 2 2026-08-01 Fixed 0.10125000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAC9 115000.00000000 PA USD 113009.06000000 0.007933913585 Long DBT CORP MA N 2 2025-10-22 Fixed 0.04500000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 150000.00000000 PA USD 148400.92000000 0.010418634357 Long DBT CORP US N 2 2027-08-15 Fixed 0.04875000 N N N N N N CLARIVATE SCIENCE HLDGS CORP N/A 18064PAD1 475000.00000000 PA USD 389975.00000000 0.027378583189 Long DBT CORP US N 2 2029-07-01 Fixed 0.04875000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AE1 5365000.00000000 PA USD 4602311.60000000 0.323109868589 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N DISH DBS CORP N/A 25470XBE4 685000.00000000 PA USD 536930.40000000 0.037695733375 Long DBT CORP US N 2 2026-12-01 Fixed 0.05250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CR9 560000.00000000 PA USD 545055.00000000 0.038266129008 Long DBT NUSS TR N 2 2023-12-23 Fixed 0.07250000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AB6 245000.00000000 PA USD 241064.69000000 0.016924186599 Long DBT NUSS AM N 2 2025-03-26 Fixed 0.07150000 N N N N N N B2W DIGITAL LUX SARL 222100KMO43GQ28M6N31 05609AAA9 895000.00000000 PA USD 677850.63000000 0.047589178443 Long DBT CORP LU N 2 2030-12-20 Fixed 0.04375000 N N N N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 58405FAA3 105000.00000000 PA USD 95287.50000000 0.006689753819 Long DBT CORP SG N 2 2026-05-14 Fixed 0.07375000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CP0 150000.00000000 PA USD 139528.13000000 0.009795711300 Long DBT NUSS CR N 2 2031-02-19 Fixed 0.06125000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 590000.00000000 PA USD 566105.00000000 0.039743965219 Long DBT NUSS MX N 2 2028-01-11 Fixed 0.03750000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBB6 1060000.00000000 PA USD 1065300.00000000 0.074790447263 Long DBT NUSS QA N 2 2049-03-14 Fixed 0.04817000 N N N N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAJ0 735000.00000000 PA USD 551250.00000000 0.038701055152 Long DBT CORP US N 2 2031-10-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXQ1 791989.32000000 PA USD 766186.70000000 0.053790900197 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N ENDEAVOUR MINING PLC 529900NI5MXQ91GHXR07 29261HAA3 350000.00000000 PA USD 280656.25000000 0.019703751492 Long DBT CORP GB N 2 2026-10-14 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9FG4 1534647.90700000 PA USD 1417204.37000000 0.099496243964 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBA5 650000.00000000 PA USD 484575.00000000 0.034020070386 Long DBT CORP CL N 2 2050-01-30 Fixed 0.03700000 N N N N N N MEDCO PLATINUM ROAD PTE LTD 254900CW3HTAEZITE455 58406HAA8 485000.00000000 PA USD 449625.31000000 0.031566392599 Long DBT CORP SG N 2 2025-01-30 Fixed 0.06750000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 418097AJ0 110000.00000000 PA USD 80183.13000000 0.005629336483 Long DBT NUSS JO N 2 2047-10-10 Fixed 0.07375000 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GAW7 495000.00000000 PA USD 481654.80000000 0.033815054837 Long DBT CORP AU N 2 2024-05-15 Fixed 0.05125000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 330000.00000000 PA USD 244612.50000000 0.017173264133 Long DBT CORP US N 2 2030-09-15 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCR0 4418000.00000000 PA USD 3907341.32000000 0.274318788071 Long DBT UST US N 2 2028-07-31 Fixed 0.01000000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AF7 310000.00000000 PA USD 248000.00000000 0.017411086943 Long DBT NUSS AO N 2 2032-04-14 Fixed 0.08750000 N N N N N N QUEBECOR MEDIA INC 5493006O1E1TBNKPQW25 74819RAP1 790000.00000000 PA USD 790987.50000000 0.055532065056 Long DBT CORP CA N 2 2023-01-15 Fixed 0.05750000 N N N N N N NATIONAL BANK OF UZBEKISTAN 253400TZJ7T1YULTGN68 N/A 225000.00000000 PA USD 205776.56000000 0.014446748295 Long DBT NUSS UZ N 2 2025-10-21 Fixed 0.04850000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 545000.00000000 PA USD 335447.50000000 0.023550425756 Long DBT CORP MX N 2 2060-01-28 Fixed 0.06950000 N N N N N N FORBES ENERGY SVCS LTD 5493000KNGZL65YWY755 345143200 6562.00000000 NS USD 0.66000000 0.000000046335 Long EC CORP US N 3 N N N UST NOTES 254900HROIFWPRGM1V77 91282CCC3 73000.00000000 PA USD 69381.37000000 0.004870988166 Long DBT UST US N 2 2024-05-15 Fixed 0.00250000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAB7 308450.00000000 PA USD 285976.33000000 0.020077253006 Long LON CORP US N 2 2028-08-31 Variable 0.04824860 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDF5 3514000.00000000 PA USD 3168227.88000000 0.222428593050 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N SPAIN, KINGDOM OF 9598007A56S18711AH60 N/A 1130000.00000000 PA 891538.60000000 0.062591355154 Long DBT NUSS ES N 2 2052-10-31 Fixed 0.01900000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906EAQ3 262211.36000000 PA USD 244774.30000000 0.017184623463 Long LON CORP US N 2 2028-05-01 Variable 0.06062500 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 47973XAA9 825000.00000000 PA USD 805612.50000000 0.056558827744 Long DBT CORP GE N 2 2023-07-26 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CES6 1155000.00000000 PA USD 1132260.94000000 0.079491506731 Long DBT UST US N 2 2029-05-31 Fixed 0.02750000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 46635UAC3 460000.00000000 PA USD 369150.00000000 0.025916543327 Long DBT CORP IN N 2 2027-04-05 Fixed 0.03950000 N N N N N N TELENET FINANCE LUXEMBOURG NOTES SARL 2138007RI9GLJPCC3E25 N/A 600000.00000000 PA USD 529440.00000000 0.037169862385 Long DBT CORP LU N 2 2028-03-01 Fixed 0.05500000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AG9 55000.00000000 PA USD 45935.31000000 0.003224934178 Long DBT NUSS BM N 2 2030-08-20 Fixed 0.02375000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DA2 360000.00000000 PA USD 0.04000000 0.000000002808 Long DBT CORP US N 3 2024-10-01 Fixed 0.07000000 Y Y N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAW8 134627.14000000 PA USD 132420.60000000 0.009296720079 Long LON CORP US N 2 2026-09-19 Variable 0.04166140 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AF4 275000.00000000 PA USD 246812.50000000 0.017327717323 Long DBT CORP US N 2 2030-10-15 Fixed 0.05500000 N N N N N N FERTITTA ENTERTAINMENT LLC NV N/A N/A 174562.50000000 PA USD 160532.91000000 0.011270372795 Long LON CORP US N 2 2029-01-27 Variable 0.05534090 N N N N N N NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP N/A 62913TAP7 195000.00000000 PA USD 145817.03000000 0.010237229787 Long DBT CORP US N 2 2026-04-15 Fixed 0.07500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 595000.00000000 PA USD 479894.87000000 0.033691497199 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 N/A 700000.00000000 PA 611609.82000000 0.042938676418 Long DBT CORP DE N 2 2082-03-25 Variable 0.05375000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SBB1 235000.00000000 PA USD 65825.85000000 0.004621369344 Long DBT NUSS LK N 2 2030-03-28 Fixed 0.07550000 Y Y N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48126PAA0 335000.00000000 PA USD 239860.00000000 0.016839610138 Long DBT CORP KZ N 2 2033-04-14 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286F2 7215000.00000000 PA USD 7076336.72000000 0.496801265628 Long DBT UST US N 2 2026-02-28 Fixed 0.02500000 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD 549300BHXCDJ03WU7N77 74735K2A9 450000.00000000 PA USD 448875.00000000 0.031513716338 Long DBT CORP BM N 2 2023-02-21 Fixed 0.03250000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GD7 2675000.00000000 PA USD 2620965.00000000 0.184007457628 Long EP CORP US N 2 N N N UST NOTES 254900HROIFWPRGM1V77 91282CDQ1 2667000.00000000 PA USD 2465099.78000000 0.173064784656 Long DBT UST US N 2 2026-12-31 Fixed 0.01250000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780AX4 220000.00000000 PA USD 240047.50000000 0.016852773762 Long DBT NUSS ID N 2 2037-02-17 Fixed 0.06625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030678 3500000.00000000 PA USD 3257458.75000000 0.228693135130 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.03000000 N N N N N N ARRAY TECHNOLOGIES INC 549300JM5FECYJQ85V37 04271T100 300.00000000 NS USD 3303.00000000 0.000231890403 Long EC CORP US N 1 N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HU7 897304.00000000 PA USD 260218.16000000 0.018268875032 Long DBT NUSS AR N 2 2038-01-09 Variable 0.02000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 270000.00000000 PA USD 196425.00000000 0.013790212713 Long DBT CORP BM N 2 2028-03-15 Fixed 0.06125000 N N N N N N LIGHT and WONDER INC 529900JXALYBOHXKFM62 N/A 110000.00000000 PA USD 104225.00000000 0.007317219906 Long LON CORP US N 2 2029-04-07 Variable 0.04357700 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAC9 610000.00000000 PA USD 514284.90000000 0.036105883499 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 980000.00000000 PA USD 557233.06000000 0.039121101837 Long DBT CORP US N 2 2029-09-01 Fixed 0.04875000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDH2 520000.00000000 PA USD 483600.00000000 0.033951619540 Long DBT CORP MX N 2 2025-10-16 Fixed 0.06875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 220000.00000000 PA USD 132110.00000000 0.009274914097 Long DBT NUSS CO N 2 2051-05-15 Fixed 0.04125000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAH6 1125000.00000000 PA USD 902812.50000000 0.063382850530 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 N/A 400000.00000000 PA USD 311575.00000000 0.021874433123 Long DBT NUSS CI N 2 2033-06-15 Fixed 0.06125000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 08883CAE8 591233.49600000 PA USD 564627.99000000 0.039640270261 Long LON CORP US N 2 2027-01-15 Variable 0.05544290 N N N N N N C and W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAA4 2630000.00000000 PA USD 2360425.00000000 0.165715987497 Long DBT CORP IE N 2 2027-09-15 Fixed 0.06875000 N N N N N N MACYS RETAIL HOLDINGS LLC N/A 55617LAR3 280000.00000000 PA USD 233800.00000000 0.016414161804 Long DBT CORP US N 2 2032-03-15 Fixed 0.06125000 N N N N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 31606V708 1329514.69600000 NS USD 124854725.10000000 8.765550298658 Long EC RF US N 1 N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 825000.00000000 PA USD 626917.47000000 0.044013365229 Long DBT CORP US N 2 2030-05-15 Fixed 0.05250000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 126000.00000000 PA USD 144130.04000000 0.010118792974 Long DBT USGSE US N 2 2039-09-15 Fixed 0.05250000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AL5 500000.00000000 PA USD 415500.00000000 0.029170591230 Long DBT CORP US N 2 2031-05-01 Fixed 0.04000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 440000.00000000 PA USD 425493.20000000 0.029872173787 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864107 1800.00000000 NS USD 385146.00000000 0.027039558435 Long EC CORP US N 1 N N N SPARC EM SPC N/A 846502AC6 24804.74000000 PA USD 24398.56000000 0.001712925199 Long DBT CORP KY N 2 2022-12-05 Fixed 0.00000000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AD6 555000.00000000 PA USD 480385.80000000 0.033725963429 Long DBT CORP US N 2 2030-01-31 Fixed 0.04125000 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAA0 715000.00000000 PA USD 690555.94000000 0.048481167382 Long DBT CORP NL N 2 2025-06-15 Fixed 0.05050000 N N N N N N PITNEY-BOWES INC 549300N2O26NW4ST6W55 724479AP5 295000.00000000 PA USD 234293.03000000 0.016448775466 Long DBT CORP US N 2 2027-03-15 Fixed 0.06875000 N N N N N N TENNET HOLDING BV 724500LTUWK3JQG63903 N/A 1240000.00000000 PA 1212581.44000000 0.085130487412 Long DBT CORP NL N 2 2033-05-17 Fixed 0.02375000 N N N N N N TENNESSEE GAS PIPELINE CO N/A 880451AU3 50000.00000000 PA USD 55901.29000000 0.003924605727 Long DBT CORP US N 2 2037-04-01 Fixed 0.07625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAG6 5100000.00000000 PA USD 5087818.85000000 0.357195388515 Long DBT UST US N 2 2022-08-31 Fixed 0.00125000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 730000.00000000 PA USD 728576.50000000 0.051150438656 Long DBT CORP PA N 2 2026-02-01 Fixed 0.10500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEM9 3300000.00000000 PA USD 3261328.13000000 0.228964788805 Long DBT UST US N 2 2029-04-30 Fixed 0.02875000 N N N N N N RACKSPACE HOSTING INC 549300QTYCKLMFSE8I97 750098AA3 380000.00000000 PA USD 248318.60000000 0.017433454574 Long DBT CORP US N 2 2028-12-01 Fixed 0.05375000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CF5 260000.00000000 PA USD 240792.50000000 0.016905077229 Long DBT NUSS TR N 2 2024-03-22 Fixed 0.05750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 1515000.00000000 PA USD 1115633.21000000 0.078324140390 Long EP CORP US N 2 N N N CARGO AIRCRAFT MANAGEMENT INC 549300GH5J7LOMV44F11 14180LAA4 365000.00000000 PA USD 332150.00000000 0.023318921485 Long DBT CORP US N 2 2028-02-01 Fixed 0.04750000 N N N N N N JBS SA 529900RM0MTMZL9O5050 N/A 109400.00000000 NS 660357.13000000 0.046361029856 Long EC CORP BR N 1 N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAA6 125000.00000000 PA USD 107718.75000000 0.007562502103 Long DBT CORP MX N 2 2029-11-15 Fixed 0.07450000 N N N N N N CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP N/A 226373AP3 250000.00000000 PA USD 233750.00000000 0.016410651504 Long DBT CORP US N 2 2025-04-01 Fixed 0.05750000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2M6 460000.00000000 PA USD 323150.00000000 0.022687067523 Long DBT CORP SA N 2 2070-11-24 Fixed 0.03500000 N N N N N N MISC CAPITAL TWO LABUAN LIMITED 9845000ED8376T875113 60475DAA9 360000.00000000 PA USD 349682.40000000 0.024549801085 Long DBT CORP MY N 2 2025-04-06 Fixed 0.03625000 N N N N N N RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC N/A 76954LAA7 1395000.00000000 PA USD 1247130.00000000 0.087556003468 Long DBT CORP US N 2 2026-10-15 Variable 0.07176570 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAB2 75000.00000000 PA USD 63014.06000000 0.004423964828 Long DBT CORP ZA N 2 2025-02-11 Fixed 0.07125000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAC7 221739.13000000 PA USD 203585.35000000 0.014292912215 Long LON CORP US N 2 2029-02-15 Variable 0.03500000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BT3 1305000.00000000 PA USD 1213650.00000000 0.085205506731 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N GABONESE REPUBLIC N/A 362420AE1 455000.00000000 PA USD 328737.50000000 0.023079343525 Long DBT NUSS GA N 2 2031-11-24 Fixed 0.07000000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AJ0 330000.00000000 PA USD 279889.07000000 0.019649890856 Long DBT CORP US N 2 2029-05-01 Fixed 0.03750000 N N N N N N PENINSULA PACIFIC ENTERTAINMENT N/A 70715XAA4 665000.00000000 PA USD 698250.00000000 0.049021336526 Long DBT CORP US N 2 2027-11-15 Fixed 0.08500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 930000.00000000 PA USD 748668.60000000 0.052561024543 Long DBT CORP US N 2 2029-01-15 Fixed 0.04625000 N N N N N N SABIC CAPITAL II BV 2138005PCUTH59D4RJ83 78520LAA8 560000.00000000 PA USD 560700.00000000 0.039364501812 Long DBT CORP NL N 2 2023-10-10 Fixed 0.04000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AA8 560000.00000000 PA USD 438620.00000000 0.030793753852 Long DBT CORP US N 2 2028-10-01 Fixed 0.04250000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 385000.00000000 PA USD 376337.50000000 0.026421148922 Long DBT CORP US N 2 2030-06-30 Fixed 0.07375000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW55 385000.00000000 PA USD 217525.00000000 0.015271559223 Long DBT NUSS EG N 2 2048-02-21 Fixed 0.07903000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU56 338874.08100000 PA USD 292309.60000000 0.020521886532 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAB1 650000.00000000 PA USD 581070.75000000 0.040794650599 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N CAMELOT FIN S A N/A N/A 58500.00000000 PA USD 55233.95000000 0.003877754458 Long LON CORP LU N 2 2026-10-31 Variable 0.04666140 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 122000.00000000 PA USD 0.01000000 0.000000000702 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N RH 5493008MTS3OGGMHGK69 74967X103 1300.00000000 NS USD 275938.00000000 0.019372502052 Long EC CORP US N 1 N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAU2 485000.00000000 PA USD 430452.05000000 0.030220314789 Long DBT CORP US N 2 2027-09-01 Fixed 0.05750000 N N N N N N ATS AUTOMATION TOOLING SYSTEMS INC 5493005KP4RP3IU7HQ41 001940AC9 460000.00000000 PA USD 384100.00000000 0.026966122964 Long DBT CORP CA N 2 2028-12-15 Fixed 0.04125000 N N N N N N USIMINAS INTERNATIONAL SARL 529900KLYX6QPXVIVP43 91734JAA8 560000.00000000 PA USD 549080.00000000 0.038548708141 Long DBT CORP LU N 2 2026-07-18 Fixed 0.05875000 N N N N N N MEDCO LAUREL TREE PTE LTD 254900SX7FFGRREZD046 58406RAA6 640000.00000000 PA USD 531200.00000000 0.037293424937 Long DBT CORP SG N 2 2028-11-12 Fixed 0.06950000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 18400.00000000 NS USD 702328.00000000 0.049307636577 Long EC CORP US N 1 N N N DAE FDG LLC 635400SZTPQL3Y1P2C76 23371DAJ3 650000.00000000 PA USD 606125.00000000 0.042553609168 Long DBT CORP US N 2 2024-08-01 Fixed 0.01550000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 900000.00000000 PA USD 744669.90000000 0.052280291828 Long DBT CORP CO N 2 2027-07-14 Fixed 0.04000000 N N N N N N ACCESS BANK NIGERIA PLC 029200328C3N9YI2D660 00434G2B5 630000.00000000 PA USD 507071.25000000 0.035599442018 Long DBT CORP NG N 2 2026-09-21 Fixed 0.06125000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123BJ8 165000.00000000 PA USD 104496.56000000 0.007336285046 Long DBT NUSS TR N 2 2041-01-14 Fixed 0.06000000 N N N N N N STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC 2549002HARR1VE257O76 N/A 400000.00000000 PA USD 378420.00000000 0.026567352908 Long DBT CORP AZ N 2 2030-03-18 Fixed 0.06950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 19356000.00000000 PA USD 14959314.80000000 1.050233591142 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N LIQUID TELECOMMUNICATIONS FINANCING PLC 635400MXAVJRJJCWVI87 536333AB3 605000.00000000 PA USD 529375.00000000 0.037165298995 Long DBT CORP GB N 2 2026-09-04 Fixed 0.05500000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 260.00000000 NC USD -276622.36000000 -0.01942054822 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2022-09-30 54880684.86000000 USD -276622.36000000 N N N CAMPOSOL SA RGS 5493008B0STMH3JFSW17 134638AE5 225000.00000000 PA USD 189042.19000000 0.013271895186 Long DBT CORP PE N 2 2027-02-03 Fixed 0.06000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 715000.00000000 PA USD 598812.50000000 0.042040227824 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BK9 440000.00000000 PA USD 391957.50000000 0.027517766575 Long DBT NUSS PA N 2 2030-01-23 Fixed 0.03160000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 400000.00000000 PA USD 402670.00000000 0.028269848305 Long EP CORP US N 2 N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBB3 280000.00000000 PA USD 244615.00000000 0.017173439648 Long DBT CORP CL N 2 2030-01-14 Fixed 0.03150000 N N N N N N VOLCAN CIA MINERA SAA 549300XKJ91C4SZLG750 92863UAB2 185000.00000000 PA USD 161042.50000000 0.011306149069 Long DBT CORP PE N 2 2026-02-11 Fixed 0.04375000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 355000.00000000 PA USD 303354.60000000 0.021297311755 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 375000.00000000 PA USD 373743.75000000 0.026239052120 Long DBT CORP US N 2 2030-06-15 Fixed 0.06000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 420000.00000000 PA USD 334777.80000000 0.023503408801 Long DBT CORP US N 2 2033-08-15 Fixed 0.03250000 N N N N N N SHRIRAM TRANSPORT FINANCE CO LTD 335800TM2YO24B76XL26 825547AE2 500000.00000000 PA USD 437125.00000000 0.030688795888 Long DBT CORP IN N 2 2025-07-18 Fixed 0.04150000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 1550000.00000000 PA USD 1472004.00000000 0.103343506555 Long EP CORP US N 2 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 705000.00000000 PA USD 748710.00000000 0.052563931071 Long DBT CORP US N 2 2046-03-15 Fixed 0.06600000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 320000.00000000 PA USD 232000.00000000 0.016287791011 Long DBT CORP NL N 2 2028-07-15 Fixed 0.06375000 N N N N N N CITGO HLDG INC 549300NYHOALWZ2BSL72 17302WAB4 2195000.00000000 PA USD 2123662.50000000 0.149093840431 Long DBT CORP US N 2 2024-08-01 Fixed 0.09250000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AQ2 230000.00000000 PA USD 209702.50000000 0.014722372821 Long DBT NUSS GT N 2 2030-06-01 Fixed 0.04900000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAA3 670000.00000000 PA USD 678978.00000000 0.047668326576 Long DBT CORP MA N 2 2024-04-25 Fixed 0.05625000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 310000.00000000 PA USD 292330.00000000 0.020523318735 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DS8 360000.00000000 PA USD 271080.00000000 0.019031441325 Long DBT NUSS PE N 2 2041-03-11 Fixed 0.03300000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 270000.00000000 PA USD 184241.25000000 0.012934840412 Long DBT NUSS DO N 2 2060-01-30 Fixed 0.05875000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 570000.00000000 PA USD 477103.13000000 0.033495500312 Long DBT CORP US N 2 2029-05-01 Fixed 0.04500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 605000.00000000 PA USD 474313.95000000 0.033299683153 Long DBT CORP US N 2 2031-02-15 Fixed 0.03625000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 1140000.00000000 PA USD 881453.70000000 0.061883334708 Long DBT CORP US N 2 2029-07-15 Fixed 0.03750000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 510000.00000000 PA USD 419566.80000000 0.029456104974 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAR4 545000.00000000 PA USD 385008.44000000 0.027029900899 Long DBT NUSS NG N 2 2028-09-28 Fixed 0.06125000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 310000.00000000 PA USD 235941.00000000 0.016564472841 Long DBT CORP US N 2 2029-05-01 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNQ47 588380.38300000 PA USD 567418.51000000 0.039836181496 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 465000.00000000 PA USD 434561.73000000 0.030508838965 Long DBT CORP US N 2 2028-10-15 Fixed 0.06750000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AE3 180000.00000000 PA USD 148500.00000000 0.010425590367 Long DBT CORP GB N 2 2025-03-01 Fixed 0.07000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 820000.00000000 PA USD 774354.70000000 0.054364342770 Long DBT CORP US N 2 2026-09-01 Fixed 0.05500000 N N N N N N ROBLOX CORP N/A 771049AA1 410000.00000000 PA USD 332313.20000000 0.023330379103 Long DBT CORP US N 2 2030-05-01 Fixed 0.03875000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBG6 750000.00000000 PA USD 735937.50000000 0.051667224990 Long DBT CORP MX N 2 2023-01-30 Fixed 0.03500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 7825000.00000000 PA USD 6651250.00000000 0.466957629174 Long DBT CORP US N 2 2027-11-15 Fixed 0.05500000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875BZ4 290000.00000000 PA USD 88051.25000000 0.006181725682 Long DBT NUSS SV N 2 2050-01-20 Fixed 0.07124600 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 975000.00000000 PA USD 877500.00000000 0.061605761263 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAA0 495000.00000000 PA USD 456246.45000000 0.032031236325 Long DBT CORP US N 2 2027-06-15 Fixed 0.05875000 N N N N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04650YAA8 285000.00000000 PA USD 206625.00000000 0.014506313870 Long DBT CORP US N 2 2028-07-15 Fixed 0.04875000 N N N N N N TELEFONICA CELULAR DEL PARAGUAY SA 254900R8A8IKGF4THL54 87936VAB3 455000.00000000 PA USD 410637.50000000 0.028829214576 Long DBT CORP PY N 2 2027-04-15 Fixed 0.05875000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBR3 1225000.00000000 PA USD 1195244.75000000 0.083913347828 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N BANCO DE RESERVAS DE LA REPUBLICA DOMINICANA 549300CKQT0JZ2EGNC56 059566AA7 90000.00000000 PA USD 89887.50000000 0.006310641442 Long DBT CORP DO N 2 2023-02-01 Fixed 0.07000000 N N N N N N INDONESIA ASAHAN ALUMINIUM TBK PT 2549008P48EB9SN2OI80 74445PAF9 460000.00000000 PA USD 429611.25000000 0.030161285587 Long DBT CORP ID N 2 2030-05-15 Fixed 0.05450000 N N N N N N IHEARTMEDIA INC N/A 45174J509 5655.00000000 NS USD 44617.95000000 0.003132447607 Long EC CORP US N 1 N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 N/A 988000.00000000 PA 1006423.45000000 0.070656960444 Long DBT CORP DK N 2 2033-06-14 Fixed 0.02875000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAA1 525000.00000000 PA USD 501473.44000000 0.035206442193 Long DBT CORP LU N 2 2028-01-18 Fixed 0.06500000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAB7 855000.00000000 PA USD 828281.25000000 0.058150309910 Long DBT CORP GB N 2 2025-10-30 Fixed 0.08500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AC5 110000.00000000 PA USD 6050.00000000 0.000424746274 Long DBT CORP VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAB6 1080000.00000000 PA USD 872977.50000000 0.061288254647 Long DBT CORP JE N 2 2036-03-31 Fixed 0.02625000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 N/A 480000.00000000 PA USD 26400.00000000 0.001853438287 Long DBT CORP VE N 2 2027-04-12 Fixed 0.05375000 Y Y N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 385000.00000000 PA USD 349387.50000000 0.024529097337 Long DBT CORP ID N 2 2032-04-14 Fixed 0.05315000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC N/A 23344MAC2 99003.28000000 PA USD 92289.87000000 0.006479302220 Long LON CORP US N 2 2028-03-31 Variable 0.05416140 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BB3 354112.50000000 PA USD 330209.91000000 0.023182715535 Long LON CORP US N 2 2029-01-31 Variable 0.04916140 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 840000.00000000 PA USD 703132.50000000 0.049364117300 Long DBT NUSS MX N 2 2110-10-12 Fixed 0.05750000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAE2 205000.00000000 PA USD 161347.81000000 0.011327583661 Long DBT CORP PA N 2 2061-08-11 Fixed 0.05125000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1590000.00000000 PA USD 1239980.58000000 0.087054071318 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AG8 991000.00000000 PA USD 946405.00000000 0.066443305399 Long DBT CORP GB N 2 2026-05-15 Fixed 0.10250000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AT9 200000.00000000 PA USD 50500.00000000 0.003545402784 Long DBT NUSS UA N 2 2026-09-01 Fixed 0.07750000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCK7 1005000.00000000 PA USD 819075.00000000 0.057503975961 Long DBT CORP US N 2 2031-02-01 Fixed 0.04250000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAL4 330000.00000000 PA USD 311850.00000000 0.021893739771 Long DBT CORP US N 2 2025-06-01 Fixed 0.05625000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 425000.00000000 PA USD 345831.00000000 0.024279409713 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAL8 420000.00000000 PA USD 346500.00000000 0.024326377524 Long DBT CORP CA N 2 2028-08-01 Fixed 0.04000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AD0 305000.00000000 PA USD 298900.00000000 0.020984572127 Long DBT CORP US N 2 2027-05-01 Fixed 0.05625000 N N N N N N GCM MINING CORP 5493001GJ5TILX6L1F82 38501DAR6 655000.00000000 PA USD 510081.25000000 0.035810762065 Long DBT CORP CA N 2 2026-08-09 Fixed 0.06875000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 175000.00000000 PA USD 136062.50000000 0.009552403295 Long DBT CORP US N 2 2030-04-01 Fixed 0.04375000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAE2 205000.00000000 PA USD 175277.05000000 0.012305499825 Long DBT CORP US N 2 2026-12-31 Fixed 0.05000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 430000.00000000 PA USD 346487.55000000 0.024325503459 Long DBT CORP US N 2 2031-03-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB5W4 957065.60500000 PA USD 940684.37000000 0.066041682874 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03000000 N N N N N N CATALENT PHARMA SOLUTIONS 549300HALRZ339MSTH85 14879EAE8 205000.00000000 PA USD 192972.65000000 0.013547837044 Long DBT CORP US N 2 2027-07-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECB4 442460.35600000 PA USD 426178.61000000 0.029920293678 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 79970YAE5 1063000.00000000 PA USD 0.11000000 0.000000007722 Long DBT CORP US N 3 2023-02-15 Fixed 0.07250000 Y Y N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BA9 675000.00000000 PA USD 677025.00000000 0.047531214266 Long DBT NUSS UY N 2 2050-06-18 Fixed 0.05100000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331C108 56566.00000000 NS USD 564528.68000000 0.039633298103 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38144GAC5 420000.00000000 PA USD 355528.59000000 0.024960238675 Long EP CORP US N 2 N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 607.08000000 0.000042620655 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 192974.96000000 USD 159000.00000000 GBP 2022-07-14 607.08000000 N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AK8 730000.00000000 PA USD 513190.00000000 0.036029014954 Long DBT NUSS SV N 2 2023-01-24 Fixed 0.07750000 N N N N N N HOLLY EN PART LP/ HOL FIN CORP N/A 435765AH5 400000.00000000 PA USD 342576.00000000 0.024050889197 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N TOWNSQUARE MEDIA INC 549300XBA8C68H0DR538 892231AB7 325000.00000000 PA USD 289490.70000000 0.020323982851 Long DBT CORP US N 2 2026-02-01 Fixed 0.06875000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BR4 445000.00000000 PA USD 381365.00000000 0.026774109565 Long DBT NUSS PA N 2 2033-01-19 Fixed 0.03298000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 93369PAF1 958169.96000000 PA USD 887504.93000000 0.062308167336 Long LON CORP US N 2 2026-02-05 Variable 0.04666140 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAC7 225000.00000000 PA USD 170437.50000000 0.011965734399 Long DBT NUSS NG N 2 2027-11-28 Fixed 0.06500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCX6 1850000.00000000 PA USD 1702767.75000000 0.119544505405 Long DBT CORP US N 2 2027-02-01 Fixed 0.06250000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BW5 350000.00000000 PA USD 364831.25000000 0.025613341183 Long DBT NUSS ID N 2 2046-01-08 Fixed 0.05950000 N N N N N N Studio City International Holdings Ltd N/A 86389T106 11100.00000000 NS USD 23865.00000000 0.001675466088 Long EC CORP KY N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 N/A 150000.00000000 PA USD 112715.63000000 0.007913313039 Long DBT NUSS DO N 2 2048-02-15 Fixed 0.06500000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBD2 1875000.00000000 PA USD 1856250.00000000 0.130319879594 Long DBT NUSS QA N 2 2030-04-16 Fixed 0.03750000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 776000.00000000 PA USD 701310.00000000 0.049236166873 Long DBT CORP CA N 2 2025-03-15 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAF8 374000.00000000 PA USD 362195.63000000 0.025428304857 Long DBT UST US N 2 2023-08-15 Fixed 0.00125000 N N N N N N BENGAL DEBT MERGER SUB LLC 549300Y5TU1XQ1KVLJ64 62984CAD5 105000.00000000 PA USD 97518.75000000 0.006846400947 Long LON CORP US N 2 2029-01-24 Variable 0.05403120 N N N N N N NAGACORP LTD 549300MMNKN0RBJELS20 N/A 1000000.00000000 PA USD 896750.00000000 0.062957226681 Long DBT CORP KY N 2 2024-07-06 Fixed 0.07950000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAB6 210000.00000000 PA USD 209514.38000000 0.014709165670 Long DBT NUSS RO N 2 2023-08-22 Fixed 0.04375000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 143000.00000000 PA USD 138531.25000000 0.009725724347 Long DBT CORP US N 2 2027-03-01 Fixed 0.05750000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 625000.00000000 PA USD 500781.25000000 0.035157846304 Long DBT CORP GT N 2 2032-02-03 Fixed 0.05125000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017104 11800.00000000 NS USD 685344.00000000 0.048115257945 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC N/A 573874104 15400.00000000 NS USD 670362.00000000 0.047063431717 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 550000.00000000 PA USD 461222.43000000 0.032380579956 Long DBT CORP US N 2 2032-05-15 Fixed 0.03875000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040DA4 230000.00000000 PA USD 192298.40000000 0.013500500651 Long DBT CORP US N 2 2026-12-01 Fixed 0.04625000 N N N N N N RWE AG 529900GB7KCA94ACC940 N/A 900000.00000000 PA 688663.49000000 0.048348306046 Long DBT CORP DE N 2 2033-11-26 Fixed 0.01000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSJ4 675202.92100000 PA USD 609921.47000000 0.042820144125 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 345000.00000000 PA USD 311765.21000000 0.021887787005 Long DBT CORP US N 2 2028-02-15 Fixed 0.04000000 N N N N N N CGG SA 969500FCVQ5SLAAUJV59 12531TAF6 590000.00000000 PA USD 501500.00000000 0.035208306864 Long DBT CORP FR N 2 2027-04-01 Fixed 0.08750000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 37443GAL5 560000.00000000 PA USD 275730.00000000 0.019357899205 Long DBT NUSS GH N 2 2029-04-07 Fixed 0.07750000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 560000.00000000 PA USD 515200.00000000 0.036170129005 Long DBT CORP US N 2 2030-03-15 Fixed 0.05375000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AR1 80000.00000000 PA USD 57000.00000000 0.004001741757 Long DBT CORP US N 2 2044-01-15 Fixed 0.05000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 3773000.00000000 PA USD 2518477.50000000 0.176812220639 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 625000.00000000 PA USD 590625.00000000 0.041465416234 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N SUMMIT MIDSTREAM PARTNERS LP N/A 866142AA0 148000.00000000 PA USD 106122.85000000 0.007450460355 Long EP CORP US N 2 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAH9 430000.00000000 PA USD 385090.80000000 0.027035683064 Long DBT CORP US N 2 2029-06-15 Fixed 0.05375000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 1171000.00000000 PA USD 1200275.00000000 0.084266501538 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N BLACKSTONE HLDGS FIN L L C 549300D2L6J4NC1QVZ22 N/A 1204000.00000000 PA 1176274.71000000 0.082581537280 Long DBT CORP US N 2 2034-06-01 Fixed 0.03500000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAK7 910000.00000000 PA USD 773773.00000000 0.054323503942 Long DBT CORP US N 2 2031-03-01 Fixed 0.04000000 N N N N N N BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH QE0Q0253K88YAGNPE356 05958AAK4 560000.00000000 PA USD 494200.00000000 0.034695803095 Long EP CORP KY N 2 N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HX1 738798.00000000 PA USD 172509.33000000 0.012111189287 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.01000000 N N N N N N NEW COTAI LLC / NEW COTAI CAP CORP N/A N/A 247076.00000000 NS USD 2.47000000 0.000000173408 Long EC CORP US Y 3 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 15491000.00000000 PA USD 14761833.83000000 1.036369243003 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 1260000.00000000 PA USD 1036350.00000000 0.072757983686 Long DBT CORP US N 2 2029-08-15 Fixed 0.04500000 N N N N N N TRITON WATER HOLDINGS 5493005IYCEL7QJFZZ63 89680EAA7 315000.00000000 PA USD 223650.00000000 0.015701570947 Long DBT CORP US N 2 2029-04-01 Fixed 0.06250000 N N N N N N HIGHTOWER HOLDING LLC N/A 43118DAA8 285000.00000000 PA USD 214288.65000000 0.015044348049 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AP1 295000.00000000 PA USD 293925.40000000 0.020635325380 Long DBT NUSS HU N 2 2029-06-16 Fixed 0.05250000 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 N/A 1045000.00000000 PA USD 896745.85000000 0.062956935326 Long LON CORP US N 2 2029-02-25 Variable 0.04841690 N N N N N N MTN MAURITIUS INVESTMENTS LTD 2549009PQD415OQIR074 55377XAB2 315000.00000000 PA USD 309349.69000000 0.021718203018 Long DBT CORP MU N 2 2026-10-13 Fixed 0.06500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAF7 345000.00000000 PA USD 334995.00000000 0.023518657543 Long DBT NUSS MX N 2 2029-04-22 Fixed 0.04500000 N N N N N N CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP N/A 226373AR9 1685000.00000000 PA USD 1470297.30000000 0.103223685982 Long DBT CORP US N 2 2029-02-01 Fixed 0.06000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2E4 1260000.00000000 PA USD 1163610.00000000 0.081692398704 Long DBT CORP SA N 2 2039-04-16 Fixed 0.04250000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780AZ9 730000.00000000 PA USD 869521.25000000 0.061045605174 Long DBT NUSS ID N 2 2038-01-17 Fixed 0.07750000 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 240000.00000000 PA USD 190588.80000000 0.013380476481 Long DBT CORP US N 2 2029-11-15 Fixed 0.04125000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412ACD2 385000.00000000 PA USD 377300.00000000 0.026488722193 Long DBT NUSS NG N 2 2023-07-12 Fixed 0.06375000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 485000.00000000 PA USD 401783.70000000 0.028207624731 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N INTELSAT JACKSON HLDGS S A 8XJ8KF85PBKK1TLMFN29 45824TBC8 1160000.00000000 PA USD 957000.00000000 0.067187137924 Long DBT CORP LU N 2 2030-03-15 Fixed 0.06500000 N N N N N N PENHALL ACQUISITION COMPANY N/A N/A 107.00000000 NS USD 14785.26000000 0.001038013900 Long EC CORP US N 3 N N N NATURA COSMETICOS SA N/A 63883KAB1 670000.00000000 PA USD 552817.00000000 0.038811067947 Long DBT CORP BR N 2 2028-05-03 Fixed 0.04125000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597BT3 200000.00000000 PA USD 150537.50000000 0.010568635083 Long DBT NUSS CR N 2 2043-04-30 Fixed 0.05625000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 N/A 245000.00000000 PA 251259.77000000 0.017639942342 Long DBT NUSS BJ N 2 2026-03-26 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YG9 4153000.00000000 PA USD 3917609.25000000 0.275039658321 Long DBT UST US N 2 2026-09-30 Fixed 0.01625000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 410000.00000000 PA USD 319800.00000000 0.022451877438 Long DBT CORP US N 2 2031-12-01 Fixed 0.04625000 N N N N N N GENM CAPITAL LABUAN LTD 254900DWSHIWTSE0YG58 37231BAA6 595000.00000000 PA USD 475367.81000000 0.033373670444 Long DBT CORP MY N 2 2031-04-19 Fixed 0.03882000 N N N N N N VERITAS US INC / VERITAS BERMUDA LTD N/A 92346LAE3 1165000.00000000 PA USD 866468.75000000 0.060831301372 Long DBT CORP US N 2 2025-09-01 Fixed 0.07500000 N N N N N N PROVINCE OF SANTA FE N/A 74409AAC3 367500.00000000 PA USD 341775.00000000 0.023994654194 Long DBT NUSS AR N 2 2023-03-23 Fixed 0.07000000 N N N N N N MACYS RETAIL HOLDINGS LLC N/A 55617LAQ5 290000.00000000 PA USD 243322.95000000 0.017082729991 Long DBT CORP US N 2 2030-03-15 Fixed 0.05875000 N N N N N N CROWN CORK and SEAL INC 7HLDMDH0ZXNUH6PT7Z42 228255AH8 1210000.00000000 PA USD 1236027.10000000 0.086776513318 Long DBT CORP US N 2 2026-12-15 Fixed 0.07375000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 430000.00000000 PA USD 360125.00000000 0.025282934216 Long DBT CORP US N 2 2031-06-15 Fixed 0.04375000 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBA4 485000.00000000 PA USD 432862.50000000 0.030389542831 Long DBT CORP AU N 2 2027-09-15 Fixed 0.04500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38144GAB7 710000.00000000 PA USD 639234.53000000 0.044878096690 Long EP CORP US N 2 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AF1 580000.00000000 PA USD 513787.20000000 0.036070941975 Long DBT CORP US N 2 2028-06-15 Fixed 0.04000000 N N N N N N AIR CANADA INC 4B4HI3CGXMBDC0G6BM51 N/A 425000.00000000 PA USD 389937.50000000 0.027375950464 Long LON CORP CA N 2 2028-08-11 Variable 0.04250000 N N N N N N STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC 213800X3YF17XQS13O34 N/A 80000.00000000 PA USD 44000.00000000 0.003089063812 Long DBT CORP GB N 2 2023-03-10 Variable 0.09375000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 358273.68000000 PA USD 355883.99000000 0.024985189886 Long LON CORP US N 2 2026-05-25 Variable 0.09180770 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B69 740000.00000000 PA USD 573500.00000000 0.040263138557 Long DBT CORP US N 2 2031-06-17 Fixed 0.03625000 N N N N N N UNISYS CORP 549300T21W22FIJJOW08 909214BV9 365000.00000000 PA USD 318693.06000000 0.022374163613 Long DBT CORP US N 2 2027-11-01 Fixed 0.06875000 N N N N N N BASF SE 529900PM64WH8AF1E917 N/A 1300000.00000000 PA 1329521.80000000 0.093340401828 Long DBT CORP DE N 2 2032-06-29 Fixed 0.03750000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAV1 665000.00000000 PA USD 551950.00000000 0.038750199349 Long DBT NUSS SA N 2 2033-02-02 Fixed 0.02250000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AA1 620000.00000000 PA USD 459497.50000000 0.032259479528 Long DBT CORP CL N 2 2028-01-15 Fixed 0.05125000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AM8 490000.00000000 PA USD 433129.38000000 0.030408279407 Long DBT NUSS CI N 2 2028-03-03 Fixed 0.06375000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304101 12300.00000000 NS USD 611925.00000000 0.042960803944 Long EC CORP US N 1 N N N CLYDESDALE ACQUISITION HOLDINGS INC N/A 18972EAB1 700000.00000000 PA USD 603799.00000000 0.042390310022 Long DBT CORP US N 2 2030-04-15 Fixed 0.08750000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 5273000.00000000 PA USD 5861807.91000000 0.411534061166 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 590000.00000000 PA USD 500367.20000000 0.035128777512 Long DBT CORP NL N 2 2029-04-15 Fixed 0.04000000 N N N N N N YPF SA 5493003N7447U18U5U53 984245AK6 1102500.00000000 PA USD 894265.31000000 0.062782786545 Long DBT CORP AR N 2 2024-04-04 Fixed 0.08750000 N N N N N N TERMOCANDELARIA POWER LTD 549300YDORW43JL6G659 880879AA9 488750.00000000 PA USD 437522.89000000 0.030716730152 Long DBT CORP KY N 2 2029-01-30 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCD1 3800000.00000000 PA USD 3705890.64000000 0.260175742489 Long DBT UST US N 2 2023-05-31 Fixed 0.00125000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCE1 4690000.00000000 PA USD 3894004.48000000 0.273382461939 Long DBT CORP US N 2 2030-08-15 Fixed 0.04500000 N N N N N N COLOMBIA TELECOMUNICACIONES S A ESP 549300CK4YN0V1C3MN55 19533PAC4 210000.00000000 PA USD 161936.25000000 0.011368895677 Long DBT CORP CO N 2 2030-07-17 Fixed 0.04950000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 41809JAA3 320000.00000000 PA USD 299160.00000000 0.021002825685 Long DBT NUSS JO N 2 2028-01-15 Fixed 0.07750000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 430000.00000000 PA USD 363522.00000000 0.025521423983 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191U102 10500.00000000 NS USD 947625.00000000 0.066528956714 Long EC CORP US N 1 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 3732.78000000 0.000262063536 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 752000.00000000 EUR 792273.06000000 USD 2022-07-14 3732.78000000 N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAD5 625000.00000000 PA USD 483710.94000000 0.033959408193 Long DBT CORP QA N 2 2051-07-12 Fixed 0.03300000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 595000.00000000 PA USD 505006.25000000 0.035454466636 Long EP CORP MX N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 270000.00000000 PA USD 251982.90000000 0.017690710404 Long EP CORP US N 2 N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087H72 715000.00000000 PA 434143.65000000 0.030479487243 Long DBT NUSS CA N 2 2051-12-01 Fixed 0.02000000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 8042141.00000000 NS USD 2715.83000000 0.000190667549 Long EP CORP LU Y 3 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 1.00000000 NC N/A -5200.43000000 -0.00036510136 N/A DFE CORP US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 426733.93000000 USD 402000.00000000 EUR 2022-07-14 -5200.43000000 N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AB6 610000.00000000 PA USD 506300.00000000 0.035545295643 Long DBT NUSS AO N 2 2028-05-09 Fixed 0.08250000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAL3 380000.00000000 PA USD 379532.60000000 0.026645464099 Long DBT CORP US N 2 2025-05-15 Fixed 0.06250000 N N N N N N IRAQ REPUBLIC OF N/A N/A 225000.00000000 PA USD 202050.00000000 0.014185121439 Long DBT NUSS IQ N 2 2028-01-15 Fixed 0.05800000 N N N N N N GANNETT HOLDINGS LLC N/A 36474GAA3 400000.00000000 PA USD 335000.00000000 0.023519008573 Long DBT CORP US N 2 2026-11-01 Fixed 0.06000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAC0 315000.00000000 PA USD 264757.50000000 0.018587563917 Long EP CORP MU N 2 N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAE6 850000.00000000 PA USD 776874.50000000 0.054541247838 Long DBT CORP KY N 2 2030-01-14 Fixed 0.03375000 N N N N N N CHOBANI LLC/FINANCE CORP INC N/A 17027NAB8 375000.00000000 PA USD 316875.00000000 0.022246524900 Long DBT CORP US N 2 2028-11-15 Fixed 0.04625000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 430000.00000000 PA USD 349375.00000000 0.024528219762 Long DBT CORP US N 2 2035-11-01 Fixed 0.06875000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABF4 1165000.00000000 PA USD 990250.00000000 0.069521487282 Long DBT CORP US N 2 2028-05-01 Fixed 0.05000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 300000.00000000 PA USD 259515.00000000 0.018219508984 Long DBT CORP US N 2 2030-02-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMUA0 566883.86100000 PA USD 511189.39000000 0.035888560137 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851108 42600.00000000 NS USD 1364052.00000000 0.095764628902 Long EC CORP US N 1 N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CZ0 575000.00000000 PA USD 33781.25000000 0.002371646293 Long DBT CORP US N 3 2028-01-15 Fixed 0.06000000 Y Y N N N N TKC HOLDINGS INC N/A 87256YAC7 635000.00000000 PA USD 543896.75000000 0.038184812914 Long DBT CORP US N 2 2028-05-15 Fixed 0.06875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNWJ8 673831.16600000 PA USD 650456.70000000 0.045665960310 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746RG8 3065000.00000000 PA USD 2771373.00000000 0.194567001035 Long EP CORP US N 2 N N N BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV 724500ULW6PWKDAI7I46 08861JAB5 594000.00000000 PA USD 605991.38000000 0.042544228243 Long DBT CORP NL N 2 2024-05-20 Fixed 0.05350000 N N N N N N PENHALL ACQUISITION COMPANY N/A N/A 321.00000000 NS USD 44355.78000000 0.003114041701 Long EC CORP US N 3 N N N UST NOTES 254900HROIFWPRGM1V77 91282CCW9 3400000.00000000 PA USD 3094796.89000000 0.217273297279 Long DBT UST US N 2 2026-08-31 Fixed 0.00750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJW1 850000.00000000 PA USD 805434.50000000 0.056546331076 Long EP CORP US N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 1625000.00000000 PA USD 1495000.00000000 0.104957963633 Long DBT CORP US N 2 2026-01-01 Fixed 0.04875000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBA8 580000.00000000 PA USD 585800.00000000 0.041126672305 Long DBT NUSS QA N 2 2029-03-14 Fixed 0.04000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAK7 420000.00000000 PA USD 346500.00000000 0.024326377524 Long DBT CORP US N 2 2031-09-01 Fixed 0.06000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 N/A 600000.00000000 PA USD 555000.00000000 0.038964327636 Long DBT CORP KY N 2 2029-07-18 Fixed 0.03875000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AD5 360000.00000000 PA USD 306000.00000000 0.021483034696 Long DBT NUSS GH N 2 2030-10-14 Fixed 0.10750000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 250000.00000000 PA USD 235840.63000000 0.016557426265 Long DBT CORP US N 2 2026-09-15 Fixed 0.06750000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DP0 1355000.00000000 PA USD 1154968.13000000 0.081085687616 Long DBT NUSS CL N 2 2031-01-31 Fixed 0.02450000 N N N N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 549300ITBBGKJ651R879 04916WAA2 370000.00000000 PA USD 322189.00000000 0.022619599561 Long DBT CORP GB N 2 2028-06-15 Fixed 0.04125000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 845000.00000000 PA USD 779580.10000000 0.054731197180 Long DBT CORP US N 2 2030-06-15 Fixed 0.06125000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AD9 669000.00000000 PA USD 391365.00000000 0.027476169523 Long DBT CORP NL N 2 2023-04-23 Fixed 0.07750000 N N N N N N NIELSEN FINANCE LLC/ NIELSEN FINANCE CO N/A 65409QBK7 285000.00000000 PA USD 256379.52000000 0.017999379489 Long DBT CORP US N 2 2031-07-15 Fixed 0.04750000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAC9 635000.00000000 PA USD 553389.80000000 0.038851281942 Long DBT CORP US N 2 2026-09-18 Fixed 0.04375000 N N N N N N SEG HLD LLC/SEG FIN CORP N/A 78397KAA0 665000.00000000 PA USD 595906.50000000 0.041836209201 Long DBT CORP US N 2 2028-10-15 Fixed 0.05625000 N N N N N N PENSON WORLDWIDE INC N/A N/A 314563.00000000 NS USD 3.15000000 0.000000221148 Long EC CORP US N 3 N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAH4 495000.00000000 PA USD 479048.31000000 0.033632063611 Long DBT CORP US N 2 2025-10-01 Fixed 0.07500000 N N N N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 65336K103 6300.00000000 NS USD 1026144.00000000 0.072041461294 Long EC CORP US N 1 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW40 332253.29600000 PA USD 286598.57000000 0.020120937984 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 65000.00000000 PA USD 69875.00000000 0.004905643952 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N RUSSIA FEDN MINISTRY FINANCE 5493004EHVGF71PDBU58 N/A 200000.00000000 PA USD 52000.00000000 0.003650711778 Long DBT NUSS RU N 2 2029-03-21 Fixed 0.04375000 Y Y N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAX9 4000000.00000000 PA USD 3963281.24000000 0.278246105857 Long DBT UST US N 2 2022-11-30 Fixed 0.00125000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DW5 200000.00000000 PA USD 165700.00000000 0.011633133494 Long DBT NUSS CL N 2 2052-01-31 Fixed 0.04000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 N/A 1800000.00000000 PA 1803976.34000000 0.126649955243 Long DBT CORP DE N 2 2052-07-05 Variable 0.04252000 N N N N N N FORBES ENERGY SERVICES LLC N/A N/A 61482.25000000 PA USD 0.01000000 0.000000000702 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CV0 270000.00000000 PA USD 249210.00000000 0.017496036198 Long DBT NUSS TR N 2 2024-08-10 Fixed 0.06350000 N N N N N N MURRAY ENERGY CORP 549300WM5IIFYHZYTT63 62704PAM5 548100.00000000 PA USD 0.05000000 0.000000003510 Long DBT CORP US N 3 2024-04-15 Variable 0.12000000 Y Y Y N N N UST NOTES 254900HROIFWPRGM1V77 91282CCY5 2930000.00000000 PA USD 2624295.70000000 0.184241292738 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAB1 95000.00000000 PA USD 78867.81000000 0.005536993132 Long DBT CORP MA N 2 2044-04-25 Fixed 0.06875000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAM1 2320000.00000000 PA USD 1861800.00000000 0.130709522871 Long DBT CORP CA N 2 2030-10-15 Fixed 0.04000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 3805000.00000000 PA USD 3091562.50000000 0.217046223709 Long EP CORP US N 2 N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 810000.00000000 PA USD 676171.80000000 0.047471314511 Long DBT CORP NL N 2 2029-07-15 Fixed 0.04125000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAH4 4805000.00000000 PA USD 3958118.75000000 0.277883668106 Long EP CORP US N 2 N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 595000.00000000 PA USD 371428.75000000 0.026076525240 Long DBT CORP NL N 2 2050-08-03 Fixed 0.04027000 N N N N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919VAA3 900000.00000000 PA USD 746631.00000000 0.052417972806 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N REDDY ICE HOLDINGS INC 7Z0MRIY211ZHEWECBM22 N/A 2286.00000000 NS USD 126.39000000 0.000008873335 Long EC CORP US N 3 N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 N/A 35000.00000000 PA USD 33279.05000000 0.002336388842 Long LON CORP US N 2 2029-06-10 Variable 0.06254340 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HL4 315000.00000000 PA USD 229009.55000000 0.016077843492 Long DBT CORP US N 2 2045-03-15 Fixed 0.04300000 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAA7 325000.00000000 PA USD 268937.50000000 0.018881024979 Long DBT CORP US N 2 2027-09-15 Fixed 0.03875000 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 N/A 550000.00000000 PA USD 82500.00000000 0.005791994648 Long DBT CORP GB N 2 2199-12-31 Variable 0.04598500 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 1.00000000 NC N/A -163.62000000 -0.00001148710 N/A DFE CORP US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 290000.00000000 EUR 303927.71000000 USD 2022-07-14 -163.62000000 N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AF8 995000.00000000 PA USD 792348.35000000 0.055627604885 Long DBT CORP US N 2 2028-06-15 Fixed 0.06125000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 590000.00000000 PA USD 380748.89000000 0.026730854949 Long DBT CORP US N 2 2027-04-15 Fixed 0.05500000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 05502FAA6 765000.00000000 PA USD 578435.63000000 0.040609649376 Long DBT CORP US N 2 2024-10-26 Fixed 0.05875000 N N N N N N MELCO RESORTS FIN LTD N/A 58547DAE9 335000.00000000 PA USD 214400.00000000 0.015052165486 Long DBT CORP KY N 2 2028-07-21 Fixed 0.05750000 N N N N N N BRINKS CO XFP140TFNOQMIVFTVQ13 109696AA2 620000.00000000 PA USD 550928.53000000 0.038678486030 Long DBT CORP US N 2 2027-10-15 Fixed 0.04625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 960000.00000000 PA USD 906750.00000000 0.063659286638 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 823000.00000000 PA USD 900514.91000000 0.063221545936 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 1575000.00000000 PA USD 1259842.50000000 0.088448497189 Long DBT CORP US N 2 2036-07-01 Fixed 0.06750000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 1340000.00000000 PA USD 1296450.00000000 0.091018563178 Long DBT CORP US N 2 2025-06-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282D1 500000.00000000 PA USD 490761.72000000 0.034454415224 Long DBT UST US N 2 2023-08-31 Fixed 0.01375000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CY3 620000.00000000 PA USD 35650.00000000 0.002502843748 Long DBT CORP US N 3 2026-08-01 Fixed 0.07125000 Y Y N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 3850000.00000000 PA USD 3248514.50000000 0.228065195152 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 1375000.00000000 PA 602660.13000000 0.042310354520 Long DBT NUSS AU N 2 2051-06-21 Fixed 0.01750000 N N N N N N SEGRO CAPITAL SARL 549300HY425AKJLQVX75 N/A 1114000.00000000 PA 1019077.38000000 0.071545342200 Long DBT CORP LU N 2 2030-03-23 Fixed 0.01875000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 1220000.00000000 PA USD 1109114.20000000 0.077866466801 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AR0 225000.00000000 PA USD 188690.63000000 0.013247213566 Long DBT NUSS GT N 2 2050-06-01 Fixed 0.06125000 N N N N N N OIL AND GAS HOLDING CO BSCC/THE 549300OBH16L6TS6IW50 67778M2D1 180000.00000000 PA USD 189933.75000000 0.013334488043 Long DBT CORP BH N 2 2028-11-07 Fixed 0.08375000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AE8 1700000.00000000 PA USD 1495751.82000000 0.105010745905 Long DBT CORP US N 2 2027-05-15 Fixed 0.05375000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AC4 85000.00000000 PA USD 62050.00000000 0.004356282035 Long DBT NUSS AO N 2 2048-05-08 Fixed 0.09375000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 138950.00000000 PA USD 126212.45000000 0.008860870727 Long LON CORP US N 2 2028-06-21 Variable 0.04524430 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DB3 980000.00000000 PA USD 808500.00000000 0.056761547556 Long DBT NUSS TR N 2 2026-01-26 Fixed 0.04750000 N N N N N N INDIKA ENERGY CAPITAL III PTE LTD 254900QWI3R1VQN4X672 45569FAA2 256000.00000000 PA USD 248608.00000000 0.017453772189 Long DBT CORP SG N 2 2024-11-09 Fixed 0.05875000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AR5 500000.00000000 PA USD 455028.26000000 0.031945712083 Long DBT CORP US N 2 2029-06-15 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEC1 27200000.00000000 PA USD 25818750.00000000 1.812631052547 Long DBT UST US N 2 2027-02-28 Fixed 0.01875000 N N N N N N LINDE PLC 8945002PAZHZLBGKGF02 N/A 800000.00000000 PA 737237.02000000 0.051758459086 Long DBT CORP IE N 2 2031-03-31 Fixed 0.01375000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AV6 184000.00000000 PA USD 151294.00000000 0.010621745919 Long DBT CORP US N 2 2030-03-01 Fixed 0.04750000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 355000.00000000 PA USD 310527.38000000 0.021800883917 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AC7 75000.00000000 PA USD 53803.13000000 0.003777302315 Long DBT NUSS GH N 2 2026-01-18 Fixed 0.08125000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 605000.00000000 PA USD 515730.99000000 0.036207407687 Long DBT CORP US N 2 2031-03-15 Fixed 0.04000000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AW4 450000.00000000 PA USD 371812.50000000 0.026103466791 Long DBT CORP US N 2 2029-11-15 Fixed 0.04625000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 N/A 210000.00000000 PA 152398.13000000 0.010699262465 Long DBT CORP NL N 2 2032-08-03 Fixed 0.02031000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAC3 640000.00000000 PA USD 583200.00000000 0.040944136716 Long DBT NUSS SA N 2 2046-10-26 Fixed 0.04500000 N N N N N N ADTALEM GLOBAL EDUCATION INC 549300Z467EZLMODV621 00737WAA7 420000.00000000 PA USD 374850.00000000 0.026316717503 Long DBT CORP US N 2 2028-03-01 Fixed 0.05500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4R36 1400000.00000000 PA USD 1241113.16000000 0.087133585225 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 0.02154000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N II-VI INC 549300O5C25A0MMHHU33 902104AC2 435000.00000000 PA USD 379537.50000000 0.026645808108 Long DBT CORP US N 2 2029-12-15 Fixed 0.05000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BB5 1045000.00000000 PA USD 1132714.69000000 0.079523362702 Long DBT NUSS BR N 2 2034-01-20 Fixed 0.08250000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DZ2 302000.00000000 PA USD 376189.89000000 0.026410785815 Long DBT USGSE US N 2 2056-04-01 Fixed 0.05375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040677 1600000.00000000 PA USD 1577249.28000000 0.110732356234 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.04000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167CU9 180000.00000000 PA USD 0.02000000 0.000000001404 Long DBT CORP US N 3 2025-01-15 Fixed 0.08000000 Y Y N N N N SUPERIOR ENERGY SERVICES INC N/A N/A 5560.00000000 NS USD 142339.50000000 0.009993086330 Long EC CORP US N 3 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 2060000.00000000 PA USD 1926100.00000000 0.135223768397 Long DBT CORP US N 2 2026-06-15 Fixed 0.06375000 N N N N N N INFRABUILD AUSTRALIA PTY LTD 549300W2CPB5W6GFH859 45682RAA8 570000.00000000 PA USD 541500.00000000 0.038016546693 Long DBT CORP AU N 2 2024-10-01 Fixed 0.12000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 295000.00000000 PA USD 258125.00000000 0.018121922650 Long DBT CORP US N 2 2029-10-01 Fixed 0.04500000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAL9 665000.00000000 PA USD 571948.15000000 0.040154189383 Long DBT CORP US N 2 2029-02-15 Fixed 0.03875000 N N N N N N PROMIGAS SA ESP/GASES DEL PACIFICO SAC N/A 74348DAA5 335000.00000000 PA USD 268209.38000000 0.018829906590 Long DBT CORP CO N 2 2029-10-16 Fixed 0.03750000 N N N N N N FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC N/A 337120AA7 425000.00000000 PA USD 339910.44000000 0.023863750903 Long DBT CORP US N 2 2029-07-31 Fixed 0.04000000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05962GAH2 960000.00000000 PA USD 952980.00000000 0.066904909821 Long EP CORP KY N 2 N N N UST NOTES 254900HROIFWPRGM1V77 91282CEF4 900000.00000000 PA USD 878097.65000000 0.061647719876 Long DBT UST US N 2 2027-03-31 Fixed 0.02500000 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 2365000.00000000 PA USD 2231110.26000000 0.156637317412 Long DBT CORP US N 2 2028-10-20 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSK1 637074.50200000 PA USD 574284.95000000 0.040318246754 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 420000.00000000 PA USD 235874.40000000 0.016559797121 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DF6 1775000.00000000 PA USD 1510746.88000000 0.106063489023 Long DBT NUSS PE N 2 2031-01-23 Fixed 0.02783000 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAD4 534600.00000000 PA USD 513050.27000000 0.036019205070 Long LON CORP US N 2 2028-02-27 Variable 0.03648570 N N N N N N UZBEKNEFTEGAZ JSC N/A 91825MAB9 200000.00000000 PA USD 156250.00000000 0.010969686834 Long DBT CORP UZ N 2 2028-11-16 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCV1 54982000.00000000 PA USD 48931832.40000000 3.435308017091 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 71567PAU4 345000.00000000 PA USD 342412.50000000 0.024039410516 Long DBT NUSS ID N 2 2027-06-06 Fixed 0.04400000 N N N N N N LAMAR FDG LTD 549300TSXHL7X0727895 513063AA5 600000.00000000 PA USD 569737.50000000 0.039998988498 Long DBT CORP KY N 2 2025-05-07 Fixed 0.03958000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 595000.00000000 PA USD 599212.60000000 0.042068317243 Long DBT CORP CA N 2 2027-02-01 Fixed 0.07125000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 955000.00000000 PA USD 920381.25000000 0.064616282117 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N INTERCEMENT FINANCIAL OPERATIONS BV 213800IVMAMWIHPCZJ07 17186LAA1 370000.00000000 PA USD 279766.25000000 0.019641268156 Long DBT CORP NL N 2 2024-07-17 Fixed 0.05750000 N N N N N N MEGLOBAL CANADA INC 635400MHHHT7LMKMQL03 58518N2B7 445000.00000000 PA USD 448003.75000000 0.031452549364 Long DBT CORP CA N 2 2025-05-18 Fixed 0.05000000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAY7 370000.00000000 PA USD 387112.50000000 0.027177618526 Long DBT NUSS QA N 2 2048-04-23 Fixed 0.05103000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 1346000.00000000 PA USD 1619884.08000000 0.113725574821 Long DBT CORP US N 2 2032-03-15 Fixed 0.08750000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAU3 225000.00000000 PA USD 207000.00000000 0.014532641118 Long DBT NUSS SA N 2 2060-04-22 Fixed 0.04500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BK5 565000.00000000 PA USD 561927.81000000 0.039450701435 Long DBT NUSS BR N 2 2037-01-20 Fixed 0.07125000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAB2 260000.00000000 PA USD 249600.00000000 0.017523416537 Long DBT CORP GB N 2 2032-05-13 Fixed 0.05625000 N N N N N N TENNET HOLDING BV 724500LTUWK3JQG63903 N/A 1135000.00000000 PA 1061883.77000000 0.074550607434 Long DBT CORP NL N 2 2042-05-17 Fixed 0.02750000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAG6 95000.00000000 PA USD 99292.81000000 0.006970950596 Long DBT CORP AE N 2 2030-04-23 Fixed 0.04875000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 59073XAE5 208674.00000000 PA USD 1009982.16000000 0.070906803223 Long DBT CORP US Y 3 2023-07-15 Fixed 0.15000000 N N Y N N MESQUITE ENERGY INC USD XXXX N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAV0 485000.00000000 PA USD 419456.34000000 0.029448350019 Long DBT CORP US N 2 2029-09-01 Fixed 0.06125000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AM1 580000.00000000 PA USD 340750.00000000 0.023922693048 Long DBT NUSS EG N 2 2047-01-31 Fixed 0.08500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 700000.00000000 PA USD 555998.10000000 0.039034400240 Long DBT CORP US N 2 2032-02-15 Fixed 0.03875000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HA8 555000.00000000 PA USD 375121.39000000 0.026335770708 Long DBT CORP US N 2 2042-08-15 Fixed 0.03750000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAP6 555000.00000000 PA USD 474151.02000000 0.033288244490 Long DBT CORP NL N 2 2027-05-09 Fixed 0.04750000 N N N N N N ELDORADO GOLD CORP NEW 5493004PWQ01YDD1IH62 284902AF0 420000.00000000 PA USD 338493.75000000 0.023764290770 Long DBT CORP CA N 2 2029-09-01 Fixed 0.06250000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 200447AH3 130000.00000000 PA USD 99515.00000000 0.006986549666 Long DBT CORP MX N 2 2031-02-09 Fixed 0.03348000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 510000.00000000 PA USD 438600.00000000 0.030792349732 Long DBT CORP BM N 2 2028-01-15 Fixed 0.07500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 995000.00000000 PA USD 847968.85000000 0.059532497471 Long DBT CORP US N 2 2028-11-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFVZ1 389141.92600000 PA USD 363068.44000000 0.025489581352 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBD2 3400000.00000000 PA USD 3359359.39000000 0.235847171028 Long DBT UST US N 2 2022-12-31 Fixed 0.00125000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 340000.00000000 PA USD 301352.20000000 0.021156731269 Long DBT CORP US N 2 2029-11-15 Fixed 0.04000000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAD5 415000.00000000 PA USD 344371.15000000 0.024176919490 Long DBT CORP US N 2 2029-11-01 Fixed 0.05875000 N N N N N N COSAN OVERSEAS LTD 222100V5GTJGKUH55655 N/A 1685000.00000000 PA USD 1676890.94000000 0.117727798192 Long EP CORP KY N 2 N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 530000.00000000 PA USD 516750.00000000 0.036278948299 Long DBT CORP US N 2 2025-04-15 Fixed 0.05000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48126HAA8 6524000.00000000 PA USD 6116054.28000000 0.429383680735 Long EP CORP US N 2 N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 8580000.00000000 PA 9764501.38000000 0.685526542300 Long DBT NUSS GB N 2 2026-10-22 Fixed 0.00375000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAA8 1965000.00000000 PA USD 1439362.50000000 0.101051877545 Long DBT CORP US N 2 2029-02-15 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBU4 3000000.00000000 PA USD 2941757.82000000 0.206529036983 Long DBT UST US N 2 2023-03-31 Fixed 0.00125000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 905000.00000000 PA USD 840518.75000000 0.059009455783 Long DBT CORP US N 2 2025-04-15 Fixed 0.07500000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAF5 340000.00000000 PA USD 288320.00000000 0.020241792692 Long EP CORP US N 2 N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 540000.00000000 PA USD 568958.31000000 0.039944284688 Long DBT CORP US N 2 2026-03-01 Fixed 0.07625000 N N N N N N SCIH SALT HLDGS INC N/A 78433BAA6 375000.00000000 PA USD 311295.00000000 0.021854775444 Long DBT CORP US N 2 2028-05-01 Fixed 0.04875000 N N N N N N WINDSTREAM ESCROW LLC N/A 97382WAA1 2470000.00000000 PA USD 1988350.00000000 0.139594091632 Long DBT CORP US N 2 2028-08-15 Fixed 0.07750000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 360000.00000000 PA USD 301240.80000000 0.021148910321 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAD7 525000.00000000 PA USD 396375.00000000 0.027827901561 Long DBT CORP MA N 2 2031-06-23 Fixed 0.03750000 N N N N N N INDIKA ENERGY CAPITAL IV PTE LTD 254900LQ197HY24XVH34 45569GAA0 345000.00000000 PA USD 333787.50000000 0.023433883803 Long DBT CORP SG N 2 2025-10-22 Fixed 0.08250000 N N N N N N BIDVEST GROUP UK PLC/THE 984500A80C777F496830 88332EAA1 335000.00000000 PA USD 294025.31000000 0.020642339661 Long DBT CORP GB N 2 2026-09-23 Fixed 0.03625000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 4260000.00000000 PA USD 4240830.00000000 0.297731692919 Long DBT CORP US N 2 2026-11-01 Fixed 0.08000000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 N/A 84.00000000 NS USD 54600.00000000 0.003833247367 Long EC CORP US N 3 N N N ALGOMA STEEL SCA N/A N/A 10220.00000000 NS USD 0.10000000 0.000000007020 Long EC CORP LU N 3 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H13Y0 600000.00000000 PA USD 594640.26000000 0.041747311561 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 0.00939200 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD 549300BHXCDJ03WU7N77 74733LAE2 230000.00000000 PA USD 235649.38000000 0.016543999368 Long DBT CORP BM N 2 2025-10-19 Fixed 0.05000000 N N N N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 12300.00000000 NS USD 1054479.00000000 0.074030748183 Long EC CORP US N 1 N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BL7 715000.00000000 PA USD 507337.19000000 0.035618112600 Long DBT NUSS PA N 2 2060-07-23 Fixed 0.03870000 N N N N N N GRIFOLS ESCROW ISSUER SA 959800HLB3PGTGSLVV62 39843UAA0 280000.00000000 PA USD 242900.00000000 0.017053036365 Long DBT CORP ES N 2 2028-10-15 Fixed 0.04750000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 468075.00000000 PA USD 379813.61000000 0.026665192686 Long DBT CORP LU N 2 2034-06-15 Fixed 0.05198000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 1215000.00000000 PA USD 993687.75000000 0.069762837944 Long DBT CORP US N 2 2031-09-15 Fixed 0.04500000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AU8 184000.00000000 PA USD 159620.00000000 0.011206281040 Long DBT CORP US N 2 2028-03-01 Fixed 0.04500000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 225000.00000000 PA USD 215437.50000000 0.015125004207 Long DBT CORP ID N 2 2027-04-14 Fixed 0.04763000 N N N N N N CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC N/A 12657NAA8 1265000.00000000 PA USD 1077198.10000000 0.075625765221 Long DBT CORP US N 2 2031-06-15 Fixed 0.05500000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 N/A 500000.00000000 PA 409453.71000000 0.028746105420 Long DBT NUSS CI N 2 2031-10-17 Fixed 0.05875000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 2685000.00000000 PA USD 2212325.24000000 0.155318496377 Long DBT CORP CA N 2 2027-04-15 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAT8 1700000.00000000 PA USD 1549125.00000000 0.108757863152 Long DBT UST US N 2 2025-10-31 Fixed 0.00250000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAA3 1140000.00000000 PA USD 1041173.40000000 0.073096615286 Long DBT CORP US N 2 2026-12-01 Fixed 0.04250000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 1435000.00000000 PA USD 1106600.25000000 0.077689972438 Long DBT CORP US N 2 2031-11-15 Fixed 0.04500000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 535000.00000000 PA USD 441879.60000000 0.031022597315 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N BELLRING BRANDS INC N/A 07831CAA1 685000.00000000 PA USD 645612.50000000 0.045325868425 Long DBT CORP US N 2 2030-03-15 Fixed 0.07000000 N N N N N N SHRIRAM TRANSPORT FINANCE CO LTD 335800TM2YO24B76XL26 825547AC6 120000.00000000 PA USD 115200.00000000 0.008087730709 Long DBT CORP IN N 2 2023-07-16 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHSA5 461102.05000000 PA USD 448096.90000000 0.031459089053 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBL3 1145000.00000000 PA USD 698450.00000000 0.049035377725 Long DBT CORP US N 2 2030-04-01 Fixed 0.06125000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 715000.00000000 PA USD 604189.30000000 0.042417711422 Long DBT CORP US N 2 2031-06-15 Fixed 0.04750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 1740000.00000000 PA USD 1581538.20000000 0.111033464133 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AE4 540000.00000000 PA USD 453600.00000000 0.031845439668 Long DBT NUSS KE N 2 2024-06-24 Fixed 0.06875000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAU1 555000.00000000 PA USD 448097.85000000 0.031459155748 Long DBT CORP US N 2 2030-04-30 Fixed 0.04500000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAS2 425000.00000000 PA USD 410656.25000000 0.028830530938 Long DBT NUSS OM N 2 2031-01-25 Fixed 0.06250000 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAB6 350000.00000000 PA USD 331023.34000000 0.023239823198 Long DBT CORP US N 2 2025-02-15 Fixed 0.03625000 N N N N N N CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP N/A 226373AQ1 960000.00000000 PA USD 854400.00000000 0.059984002761 Long DBT CORP US N 2 2027-05-01 Fixed 0.05625000 N N N N N N WEEKLEY HOMES LLC / WEEKLEY FIN CORP N/A 948565AD8 300000.00000000 PA USD 236575.39000000 0.016609010822 Long DBT CORP US N 2 2028-09-15 Fixed 0.04875000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 690000.00000000 PA USD 607570.23000000 0.042655072979 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 59408UAB3 267300.00000000 PA USD 219482.70000000 0.015409001501 Long LON CORP US N 2 2028-04-15 Variable 0.06500430 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 1105000.00000000 PA USD 917150.00000000 0.064389428994 Long DBT CORP NL N 2 2032-01-15 Fixed 0.05000000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 350000.00000000 PA USD 284193.00000000 0.019952052547 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAC2 305000.00000000 PA USD 304908.50000000 0.021406404852 Long DBT CORP US N 2 2022-09-30 Fixed 0.06750000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -1331.00000000 -0.00009344418 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 362046.24000000 USD 344000.00000000 EUR 2022-07-14 -1331.00000000 N N N ENERGO-PRO AS 315700IQCL9IX158RO36 N/A 245000.00000000 PA USD 231525.00000000 0.016254443164 Long DBT CORP CZ N 2 2027-02-04 Fixed 0.08500000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 1.00000000 NC N/A 46.78000000 0.000003284236 N/A DFE CORP AU N 2 NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 487547.94000000 USD 465000.00000000 EUR 2022-07-14 46.78000000 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 570000.00000000 PA USD 453862.50000000 0.031863868742 Long DBT CORP US N 2 2031-09-01 Fixed 0.03875000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2C0 270000.00000000 PA USD 193387.50000000 0.013576962001 Long DBT NUSS UZ N 2 2030-11-25 Fixed 0.03700000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAF8 1660000.00000000 PA USD 1464950.00000000 0.102848273461 Long EP CORP US N 2 N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AY6 1160000.00000000 PA USD 879082.80000000 0.061716883313 Long DBT CORP US N 2 2031-08-01 Fixed 0.04250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CM0 375000.00000000 PA USD 230460.94000000 0.016179739772 Long DBT NUSS TR N 2 2047-05-11 Fixed 0.05750000 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAA0 920000.00000000 PA USD 887708.00000000 0.062322424067 Long DBT CORP US N 2 2025-02-15 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YM6 280000.00000000 PA USD 270517.19000000 0.018991928689 Long DBT UST US N 2 2024-10-31 Fixed 0.01500000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AF1 360000.00000000 PA USD 359617.50000000 0.025247304673 Long DBT NUSS BM N 2 2029-02-15 Fixed 0.04750000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBA8 695000.00000000 PA USD 545498.55000000 0.038297268878 Long DBT CORP BM N 2 2026-03-15 Fixed 0.05875000 N N N N N N MAPFRE SA 95980020140005693107 N/A 200000.00000000 PA 185193.72000000 0.013001709517 Long DBT CORP ES N 2 2030-04-13 Fixed 0.02875000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAB7 1365000.00000000 PA USD 1246245.00000000 0.087493871162 Long DBT CORP KY N 2 2026-06-17 Fixed 0.01602000 N N N N N N JAMAICA GOVT OF 529900Y93KNSXZI8KK56 470160CB6 160000.00000000 PA USD 169120.00000000 0.011873237999 Long DBT NUSS JM N 2 2045-07-28 Fixed 0.07875000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 1345000.00000000 PA USD 1135018.60000000 0.079685110997 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 200447AL4 565000.00000000 PA USD 505780.94000000 0.035508854519 Long DBT CORP MX N 2 2029-05-15 Fixed 0.04688000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AS7 460000.00000000 PA USD 420216.90000000 0.029501745891 Long DBT CORP KY N 2 2026-04-09 Fixed 0.01720000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAB6 995000.00000000 PA USD 803810.75000000 0.056432334091 Long DBT CORP GB N 2 2031-07-15 Fixed 0.04750000 N N N N N N NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC N/A 667449AD4 280000.00000000 PA USD 230594.55000000 0.016189119995 Long DBT CORP US N 2 2027-04-30 Fixed 0.04750000 N N N N N N BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC N/A 094234AA9 270000.00000000 PA USD 229080.37000000 0.016082815480 Long DBT CORP US N 2 2029-04-15 Fixed 0.05125000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAD3 595000.00000000 PA USD 559538.00000000 0.039282922445 Long DBT CORP US N 2 2026-05-01 Fixed 0.07000000 N N N N N N PURE WEST ENERGY N/A N/A 901.00000000 NS USD 10816.69000000 0.000759396492 Long EC CORP US N 3 N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 1352000.00000000 PA USD 1233429.60000000 0.086594153244 Long DBT CORP KY N 2 2027-09-07 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6K3 2683833.72000000 PA USD 2307501.46000000 0.162000437673 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.01500000 N N N N N N MOROCCO KINGDOM OF 529900F3MBW9XY5K1X07 617726AG9 70000.00000000 PA USD 50872.50000000 0.003571554518 Long DBT NUSS MA N 2 2042-12-11 Fixed 0.05500000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AC7 210000.00000000 PA USD 142275.00000000 0.009988558044 Long DBT CORP CL N 2 2029-04-15 Fixed 0.04375000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CE4 300000.00000000 PA USD 261408.00000000 0.018352408934 Long DBT NUSS ID N 2 2048-01-11 Fixed 0.04350000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBE0 550000.00000000 PA USD 470250.00000000 0.033014369497 Long DBT CORP BM N 2 2027-02-15 Fixed 0.05875000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35908MAD2 280000.00000000 PA USD 283077.20000000 0.019873716697 Long DBT CORP US N 2 2030-05-15 Fixed 0.08750000 N N N N N N ALGOMA STEEL GROUP INC N/A 015658107 21960.00000000 NS USD 197200.80000000 0.013844678524 Long EC CORP CA N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AN9 680000.00000000 PA USD 693600.00000000 0.048694878646 Long DBT CORP US N 2 2027-10-01 Fixed 0.07750000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 500000.00000000 PA USD 386250.00000000 0.027117065855 Long DBT CORP PA N 2 2026-03-01 Fixed 0.07625000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AF9 525000.00000000 PA USD 382593.75000000 0.026860375183 Long DBT NUSS RS N 2 2030-12-01 Fixed 0.02125000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BM3 285000.00000000 PA USD 69825.00000000 0.004902133652 Long DBT NUSS UA N 2 2032-09-25 Fixed 0.07375000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 05502FAC2 265000.00000000 PA USD 184059.06000000 0.012922049582 Long DBT CORP US N 2 2026-06-15 Fixed 0.07250000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAQ4 550000.00000000 PA USD 407000.00000000 0.028573840266 Long DBT CORP US N 2 2030-04-15 Fixed 0.05250000 N N N N N N UAE INTERNATIONAL GOVERNMENT BOND N/A 31424EAD4 440000.00000000 PA USD 442750.00000000 0.031083704614 Long DBT CORP AE N 2 2032-07-07 Fixed 0.04050000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAJ7 1445000.00000000 PA USD 1224709.75000000 0.085981967492 Long DBT CORP US N 2 2028-02-15 Fixed 0.06000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAH3 4050000.00000000 PA USD 3035854.20000000 0.213135167036 Long EP CORP US N 2 N N N COMPASS GROUP DIVERSIFIED HOLDINGS LLC 549300I6PTUQPX21TE93 20451RAC6 275000.00000000 PA USD 212321.92000000 0.014906271811 Long DBT CORP US N 2 2032-01-15 Fixed 0.05000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 360000.00000000 PA USD 333630.00000000 0.023422826359 Long DBT NUSS DO N 2 2028-07-19 Fixed 0.06000000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AE7 460000.00000000 PA USD 385233.90000000 0.027045729542 Long DBT CORP US N 2 2030-02-15 Fixed 0.04250000 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAA7 1175000.00000000 PA USD 1001687.50000000 0.070324468359 Long DBT CORP US N 2 2029-01-15 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAB7 1221000.00000000 PA USD 1121078.32000000 0.078706419759 Long DBT UST US N 2 2025-07-31 Fixed 0.00250000 N N N N N N ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3003009YZ3S5V395NR77 268733AA0 620000.00000000 PA USD 562191.20000000 0.039469192993 Long DBT CORP VG N 2 2026-05-12 Fixed 0.03375000 N N N N N N PORTLAND GENERAL ELECTRIC CO GJOUP9M7C39GLSK9R870 736508847 140.00000000 NS USD 6766.20000000 0.000475027808 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EC5 670000.00000000 PA USD 678375.00000000 0.047625992361 Long DBT CORP US N 2 2028-09-01 Fixed 0.06375000 N N N N N N KLOECKNER PENTAPLAST OF AMERICA INC 529900H8J1B7UA1CG794 49865NAT7 79000.00000000 PA USD 66557.50000000 0.004672735561 Long LON CORP US N 2 2026-02-09 Variable 0.05554430 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810EQ7 2249000.00000000 PA USD 2333952.47000000 0.163857457169 Long DBT UST US N 2 2023-08-15 Fixed 0.06250000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 250142.38000000 0.017561494865 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 8084000.00000000 GBP 10092388.96000000 USD 2022-07-14 250142.38000000 N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 370000.00000000 PA USD 333484.70000000 0.023412625428 Long DBT CORP US N 2 2029-09-15 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEA5 29600000.00000000 PA USD 28902781.18000000 2.029148532436 Long DBT UST US N 2 2024-02-29 Fixed 0.01500000 N N N N N N TEVA PHARMACEUTICAL FIN CO BV 549300Q840R30TDKVK53 88165FAG7 250000.00000000 PA USD 246250.00000000 0.017288226451 Long DBT CORP CW N 2 2022-12-18 Fixed 0.02950000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 3800.00000000 NS USD 627152.00000000 0.044029830641 Long EC CORP US N 1 N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 810000.00000000 PA USD 53055.00000000 0.003724779104 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.06375000 Y Y N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 225000.00000000 PA USD 179550.00000000 0.012605486535 Long DBT NUSS DO N 2 2030-01-30 Fixed 0.04500000 N N N N N N SAGICOR FINANCIAL CO LTD N/A 78669QAA8 345000.00000000 PA USD 315847.50000000 0.022174388239 Long DBT CORP BM N 2 2028-05-13 Fixed 0.05300000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 1.00000000 NC N/A 836.09000000 0.000058698530 N/A DFE CORP AU N 2 NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 179000.00000000 EUR 188533.84000000 USD 2022-07-14 836.09000000 N N N LIONS GATE CAPITAL HOLDINGS LLC 549300MWJHNLR35C0837 53627NAE1 445000.00000000 PA USD 347100.00000000 0.024368501121 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WBA3 200000.00000000 PA USD 172078.00000000 0.012080907335 Long DBT CORP KY N 2 2031-04-22 Fixed 0.02880000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 960000.00000000 PA USD 895228.80000000 0.062850429320 Long DBT CORP US N 2 2027-06-01 Fixed 0.05875000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CS6 650000.00000000 PA USD 812.50000000 0.000057042371 Long DBT CORP US N 3 2024-10-15 Fixed 0.05500000 Y Y N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 115481374.52300000 NS USD 115504470.80000000 8.109106385092 Long STIV RF US N 1 N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAG6 100000.00000000 PA USD 99319.50000000 0.006972824394 Long DBT CORP US N 2 2024-09-15 Fixed 0.06125000 N N N N N N MOROCCO KINGDOM OF 529900F3MBW9XY5K1X07 617726AK0 520000.00000000 PA USD 423540.00000000 0.029735047436 Long DBT NUSS MA N 2 2027-12-15 Fixed 0.02375000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BZ9 2150000.00000000 PA USD 1902750.00000000 0.133584458396 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 210000.00000000 PA USD 150567.90000000 0.010570769346 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AR3 1505000.00000000 PA USD 376250.00000000 0.026415005897 Long DBT NUSS UA N 2 2024-09-01 Fixed 0.07750000 N N N N N N JBS FINANCE LUXEMBOURG SARL N/A 46592QAB5 250000.00000000 PA USD 216935.00000000 0.015230137686 Long DBT CORP LU N 2 2027-01-15 Fixed 0.02500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 220000.00000000 PA USD 189954.60000000 0.013335951838 Long DBT CORP US N 2 2031-04-15 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505ED2 3717000.00000000 PA USD 3447517.50000000 0.242036398923 Long EP CORP US N 2 N N N AYDEM YENILENEBILIR ENERJI AS 9845009C50EDA74OA532 054644AA7 245000.00000000 PA USD 174072.50000000 0.012220933193 Long DBT CORP TR N 2 2027-02-02 Fixed 0.07750000 N N N N N N SINOPEC GROUP OVERSEAS DEV 2018 LTD 549300C6OZZ8LTVR8209 82939GAR9 355000.00000000 PA USD 328641.25000000 0.023072586197 Long DBT CORP VG N 2 2026-01-08 Fixed 0.01450000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AL9 1330000.00000000 PA USD 1261006.25000000 0.088530199417 Long DBT CORP CA N 2 2025-04-01 Fixed 0.07500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 1124.90000000 0.000078974724 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 220000.00000000 EUR 231814.88000000 USD 2022-07-14 1124.90000000 N N N EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP 549300SUVC37AAD0DT62 30227KAE9 575000.00000000 PA USD 544812.50000000 0.038249104054 Long DBT CORP US N 2 2025-05-01 Fixed 0.08125000 N N N N N N ELAH HOLDINGS INC 549300QGHCFUEGYWKU13 28413L105 14.00000000 NS USD 966.00000000 0.000067818991 Long EC CORP US N 1 N N N VICTORIA'S SECRET and CO 5493006T3O70U3UWVF17 926400AA0 1065000.00000000 PA USD 802488.15000000 0.056339479641 Long DBT CORP US N 2 2029-07-15 Fixed 0.04625000 N N N N N N TURK SISE VE CAM FABRIKALARI 789000KWOK751Q6R8875 90016AAB6 445000.00000000 PA USD 394742.81000000 0.027713312037 Long DBT CORP TR N 2 2026-03-14 Fixed 0.06950000 N N N N N N BERRY GLOBAL GROUP INC 549300G6KKUMMXM8NH73 08579W103 21000.00000000 NS USD 1147440.00000000 0.080557167753 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 640000.00000000 PA USD 547059.20000000 0.038406835865 Long DBT CORP US N 2 2030-11-15 Fixed 0.03875000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 3270000.00000000 PA USD 2977956.30000000 0.209070387315 Long DBT CORP US N 2 2026-03-15 Fixed 0.08000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAB9 510000.00000000 PA USD 459280.50000000 0.032244244827 Long DBT CORP KY N 2 2025-10-28 Fixed 0.02125000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABG2 745000.00000000 PA USD 612762.50000000 0.043019601465 Long DBT CORP US N 2 2029-05-01 Fixed 0.06750000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EB7 670000.00000000 PA USD 667085.50000000 0.046833401772 Long DBT CORP US N 2 2025-09-01 Fixed 0.05875000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 280000.00000000 PA USD 198171.65000000 0.013912838015 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N NOSTRUM OIL and GAS FINANCE BV 213800SGF6UKA42KSB50 66978CAB8 2620000.00000000 PA USD 643210.00000000 0.045157198520 Long DBT CORP NL N 2 2049-12-31 Fixed 0.08000000 Y Y N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 470000.00000000 PA USD 433889.90000000 0.030461672471 Long DBT CORP US N 2 2026-06-15 Fixed 0.06375000 N N N N N N CANO HEALTH LLC N/A 13782CAA8 185000.00000000 PA USD 151292.32000000 0.010621627973 Long DBT CORP US N 2 2028-10-01 Fixed 0.06250000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 605000.00000000 PA USD 483358.70000000 0.033934678833 Long DBT CORP US N 2 2029-09-01 Fixed 0.04000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC N/A 18972EAA3 330000.00000000 PA USD 310077.90000000 0.021769327726 Long DBT CORP US N 2 2029-04-15 Fixed 0.06625000 N N N N N N INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC N/A 45827MAA5 255000.00000000 PA USD 211089.00000000 0.014819713435 Long DBT CORP CA N 2 2028-09-15 Fixed 0.06000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -3319.72000000 -0.00023306424 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 345160.32000000 USD 326000.00000000 EUR 2022-07-14 -3319.72000000 N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221602AC9 60000.00000000 PA USD 51517.50000000 0.003616837385 Long DBT NUSS CR N 2 2044-04-04 Fixed 0.07000000 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAB5 260000.00000000 PA USD 203387.60000000 0.014279028979 Long DBT CORP US N 2 2028-09-15 Fixed 0.05625000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087M84 3000000.00000000 PA 2144095.71000000 0.150528374285 Long DBT NUSS CA N 2 2027-03-01 Fixed 0.01250000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 3835000.00000000 PA USD 2895425.00000000 0.203276195219 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AD8 300000.00000000 PA USD 252495.00000000 0.017726662894 Long DBT CORP CA N 2 2029-12-01 Fixed 0.03875000 N N N N N N GPD COS INC N/A 64051NAA1 790000.00000000 PA USD 752775.20000000 0.052849332485 Long DBT CORP US N 2 2026-04-01 Fixed 0.10125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUN7 196283.43700000 PA USD 169312.25000000 0.011886735102 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 1385000.00000000 PA USD 1097612.50000000 0.077058978500 Long DBT CORP GB N 2 2030-07-15 Fixed 0.05000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BQ9 2785000.00000000 PA USD 2632688.35000000 0.184830507088 Long DBT CORP US N 2 2025-12-15 Fixed 0.06375000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746RN3 2600000.00000000 PA USD 2534740.00000000 0.177953945645 Long EP CORP US N 2 N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 1090000.00000000 PA USD 934675.00000000 0.065619789069 Long DBT CORP LU N 2 2036-08-31 Fixed 0.03545000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAB4 895000.00000000 PA USD 822872.02000000 0.057770549531 Long DBT CORP US N 2 2025-02-15 Fixed 0.05250000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 418097AK7 575000.00000000 PA USD 518146.88000000 0.036377017650 Long DBT NUSS JO N 2 2025-07-07 Fixed 0.04950000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150AL8 650000.00000000 PA USD 557072.21000000 0.039109809202 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVZ2 327956.92600000 PA USD 282892.56000000 0.019860753862 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.01500000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AP0 610000.00000000 PA USD 588078.13000000 0.041286610690 Long DBT CORP CA N 2 2024-03-01 Fixed 0.06500000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAH4 593000.00000000 PA USD 531031.50000000 0.037281595227 Long DBT CORP AE N 2 2049-10-03 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU42 321930.38400000 PA USD 277694.12000000 0.019495792206 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AE6 145000.00000000 PA USD 145000.00000000 0.010179869382 Long DBT CORP US N 2 2022-07-01 Fixed 0.05750000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 500000.00000000 PA USD 423414.23000000 0.029726217628 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N ACURIS FINANCE US INC 213800PHEXJH1L7ZN896 00510DAB0 60937.50000000 PA USD 57281.25000000 0.004021487193 Long LON CORP US N 2 2028-02-16 Variable 0.06204440 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BG8 250000.00000000 PA USD 206453.13000000 0.014494247565 Long DBT NUSS PA N 2 2047-05-15 Fixed 0.04500000 N N N N N N DIGICEL LTD N/A 25380QAH2 270000.00000000 PA USD 162000.00000000 0.011373371310 Long DBT CORP BM N 2 2023-03-01 Fixed 0.06750000 N N N N N N HOLLY EN PART LP/ HOL FIN CORP N/A 435765AJ1 280000.00000000 PA USD 263552.80000000 0.018502986754 Long DBT CORP US N 2 2027-04-15 Fixed 0.06375000 N N N N N N DYNASTY ACQUISITION CO INC 549300L1RCRPOAUCB870 26812CAE6 136162.29000000 PA USD 125201.23000000 0.008789877020 Long LON CORP US N 2 2026-04-08 Variable 0.05166140 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AQ9 305000.00000000 PA USD 295892.09000000 0.020773398810 Long DBT NUSS HU N 2 2034-06-16 Fixed 0.05500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BM6 40000.00000000 PA USD 31345.00000000 0.002200606936 Long DBT NUSS CO N 2 2041-01-18 Fixed 0.06125000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAB0 280000.00000000 PA USD 273439.60000000 0.019197099393 Long DBT CORP US N 2 2030-06-15 Fixed 0.06375000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAA3 690000.00000000 PA USD 673612.50000000 0.047291636306 Long DBT CORP US N 2 2024-03-27 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CET4 2000000.00000000 PA USD 1962187.50000000 0.137757327268 Long DBT UST US N 2 2027-05-31 Fixed 0.02625000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAA6 630000.00000000 PA USD 558061.88000000 0.039179289970 Long DBT CORP MX N 2 2026-05-11 Fixed 0.01875000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 1585000.00000000 PA USD 1427244.95000000 0.100201152881 Long DBT CORP US N 2 2025-11-13 Fixed 0.03375000 N N N N N N KEHE DISTRS LLC / KEHE FIN CORP N/A 487526AB1 420000.00000000 PA USD 419737.03000000 0.029468056140 Long DBT CORP US N 2 2026-10-15 Fixed 0.08625000 N N N N N N NINE ENERGY SERVICE INC 549300KRLJCZBPZMKT65 65441VAA9 300000.00000000 PA USD 190038.61000000 0.013341849844 Long DBT CORP US N 2 2023-11-01 Fixed 0.08750000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2D6 2130000.00000000 PA USD 2031487.50000000 0.142622602773 Long DBT CORP SA N 2 2029-04-16 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TC2 5645000.00000000 PA USD 4483364.84000000 0.314759092863 Long DBT UST US N 2 2041-11-15 Fixed 0.02000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -16460.85000000 -0.00115565036 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2026000.00000000 EUR 2107984.12000000 USD 2022-07-14 -16460.85000000 N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 210000.00000000 PA USD 206850.00000000 0.014522110219 Long DBT CORP AU N 2 2030-05-01 Fixed 0.08500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDY4 12060000.00000000 PA USD 10911473.14000000 0.766050836798 Long DBT UST US N 2 2032-02-15 Fixed 0.01875000 N N N N N N WILLIAMS-SONOMA INC 549300IARG6YWVTZ1I92 969904101 3900.00000000 NS USD 432705.00000000 0.030378485387 Long EC CORP US N 1 N N N PURE WEST ENERGY N/A N/A 543.00000000 NS USD 0.01000000 0.000000000702 Long EC CORP US N 3 N N N DELEK OVERRIDING ROYALTY LEVIATHAN LTD 894500UTDMYAFMZ5VY86 N/A 870000.00000000 PA USD 870000.00000000 0.061079216294 Long DBT CORP IL N 2 2023-12-30 Fixed 0.07494000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAD9 355000.00000000 PA USD 300881.02000000 0.021123651608 Long DBT CORP US N 2 2030-02-01 Fixed 0.03750000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040DB2 450000.00000000 PA USD 346500.00000000 0.024326377524 Long DBT CORP US N 2 2029-12-01 Fixed 0.05000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 465000.00000000 PA USD 416384.25000000 0.029232670882 Long DBT CORP US N 2 2028-08-15 Fixed 0.05250000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAB4 340000.00000000 PA USD 271851.25000000 0.019085587699 Long DBT CORP MX N 2 2031-05-11 Fixed 0.02875000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BA1 235000.00000000 PA USD 200601.88000000 0.014083454732 Long DBT NUSS ZA N 2 2029-09-30 Fixed 0.04850000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 510000.00000000 PA USD 419730.00000000 0.029467562592 Long DBT NUSS MX N 2 2031-05-24 Fixed 0.02659000 N N N N N N CHAPARRAL ENERGY INC V5IUQSDP5WPR92NJWH73 15942R133 13.00000000 NS USD 21.61000000 0.000001517151 Long EC CORP US N 3 N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAQ4 275000.00000000 PA USD 226531.25000000 0.015903851972 Long DBT CORP NL N 2 2029-05-09 Fixed 0.05125000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAH6 425000.00000000 PA USD 332685.71000000 0.023356531539 Long DBT CORP US N 2 2029-08-01 Fixed 0.06000000 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD 549300BHXCDJ03WU7N77 74735KAA0 460000.00000000 PA USD 397900.00000000 0.027934965705 Long DBT CORP BM N 2 2031-04-08 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBH3 2100000.00000000 PA USD 1909523.45000000 0.134059995198 Long DBT UST US N 2 2026-01-31 Fixed 0.00375000 N N N N N N SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP N/A 82088KAG3 475000.00000000 PA USD 372366.75000000 0.026142378464 Long DBT CORP US N 2 2029-04-01 Fixed 0.04750000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 N/A 340000.00000000 PA USD 282710.00000000 0.019847937056 Long DBT NUSS IL N 2 2060-05-13 Fixed 0.03800000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 245000.00000000 PA USD 202851.62000000 0.014241399969 Long DBT CORP US N 2 2031-12-01 Fixed 0.04125000 N N N N N N DCP MIDSTREAM LP 52990024YYS3MLGW0E91 23311PAA8 775000.00000000 PA USD 680848.20000000 0.047799625829 Long EP CORP US N 2 N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AH3 445000.00000000 PA USD 344124.06000000 0.024159572290 Long DBT NUSS PY N 2 2050-03-30 Fixed 0.05400000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CF1 665000.00000000 PA USD 653279.38000000 0.045864129370 Long DBT NUSS ID N 2 2028-04-24 Fixed 0.04100000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 370000.00000000 PA USD 364569.88000000 0.025594991442 Long DBT CORP IL N 2 2023-06-30 Fixed 0.05750000 N N N N N N OEC FIN LTD N/A 67614CAD2 367028.00000000 PA USD 10827.33000000 0.000760143483 Long DBT CORP KY N 2 2029-10-25 Fixed 0.04375000 N N Y N N N SCRIPPS ESCROW II INC N/A 81105DAA3 165000.00000000 PA USD 138276.60000000 0.009707846390 Long DBT CORP US N 2 2029-01-15 Fixed 0.03875000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CN7 670000.00000000 PA USD 837.50000000 0.000058797521 Long DBT CORP US N 3 2022-10-15 Fixed 0.06250000 Y Y N N N N ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 049362AA4 683000.00000000 PA USD 552691.54000000 0.038802259903 Long DBT CORP LU N 2 2028-06-01 Fixed 0.04625000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 821000.00000000 PA USD 621907.50000000 0.043661635296 Long DBT CORP MX N 2 2032-02-16 Fixed 0.06700000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 955000.00000000 PA USD 826075.00000000 0.057995417932 Long DBT CORP MU N 2 2026-10-31 Fixed 0.05375000 N N N N N N ULTIMATE SOFTWARE GROUP INC 529900FKHWSTQ1GXK240 N/A 659996.01000000 PA USD 616687.07000000 0.043295129810 Long LON CORP US N 2 2026-05-03 Variable 0.04211570 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 N/A 1172000.00000000 PA 1050993.08000000 0.073786015698 Long DBT CORP US N 2 2034-03-18 Fixed 0.02000000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 28470RAH5 2520000.00000000 PA USD 2428599.60000000 0.170502253175 Long DBT CORP US N 2 2025-07-01 Fixed 0.06250000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAA4 570000.00000000 PA USD 527535.00000000 0.037036119963 Long EP CORP MU N 2 N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 502160AN4 960000.00000000 PA USD 847200.00000000 0.059478519592 Long DBT CORP US N 2 2028-10-15 Fixed 0.06250000 N N N N N N SOUTHERN NAT GAS CO LLC N/A 843452AY9 175000.00000000 PA USD 195627.87000000 0.013734249408 Long DBT CORP US N 2 2031-02-15 Fixed 0.07350000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEB0 160000.00000000 PA USD 118980.00000000 0.008353109373 Long DBT NUSS DO N 2 2049-06-05 Fixed 0.06400000 N N N N N N ADECOAGRO SA 529900Q00UR5LFELO811 00676LAA4 785000.00000000 PA USD 716950.31000000 0.050334210410 Long DBT CORP LU N 2 2027-09-21 Fixed 0.06000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDT2 445000.00000000 PA USD 424919.38000000 0.029831888182 Long DBT NUSS DO N 2 2027-01-25 Fixed 0.05950000 N N N N N N ADANI ELECTRICITY MUMBAI LTD 335800AIC1B5EBFVUC38 00654GAB9 325000.00000000 PA USD 255771.75000000 0.017956710391 Long DBT CORP IN N 2 2031-07-22 Fixed 0.03867000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 455000.00000000 PA USD 374769.85000000 0.026311090493 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAU0 295000.00000000 PA USD 247855.31000000 0.017400928838 Long DBT CORP KY N 2 2030-06-03 Fixed 0.02390000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAB9 450000.00000000 PA USD 432562.50000000 0.030368481032 Long DBT NUSS OM N 2 2029-08-01 Fixed 0.06000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 500000.00000000 PA USD 405180.00000000 0.028446065354 Long DBT CORP US N 2 2029-11-15 Fixed 0.05375000 N N N N N N PBF LOGISTICS LP/PBF LOGISTICS FIN CORP N/A 69318UAB1 435000.00000000 PA USD 428475.00000000 0.030081514025 Long DBT CORP US N 2 2023-05-15 Fixed 0.06875000 N N N N N N ROLLER BEARING CO OF AMERICA N/A 775631AD6 200000.00000000 PA USD 170183.22000000 0.011947882418 Long DBT CORP US N 2 2029-10-15 Fixed 0.04375000 N N N N N N ENDEAVOR ENERGY RES L P / EER FIN INC N/A 29260FAE0 880000.00000000 PA USD 838332.00000000 0.058855932821 Long DBT CORP US N 2 2028-01-30 Fixed 0.05750000 N N N N N N ARKO CORP N/A 041242AA6 415000.00000000 PA USD 314373.78000000 0.022070924259 Long DBT CORP US N 2 2029-11-15 Fixed 0.05125000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAH3 715000.00000000 PA USD 679384.06000000 0.047696834423 Long DBT NUSS AE N 2 2030-04-16 Fixed 0.03125000 N N N N N N SCIL IV LLC / SCIL USA HOLDINGS LLC N/A 78397UAA8 640000.00000000 PA USD 512000.00000000 0.035945469819 Long DBT CORP US N 2 2026-11-01 Fixed 0.05375000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAJ9 620000.00000000 PA USD 551528.75000000 0.038720625073 Long DBT NUSS AE N 2 2050-04-16 Fixed 0.03875000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 305000.00000000 PA USD 245955.05000000 0.017267519192 Long DBT CORP US N 2 2029-02-15 Fixed 0.03375000 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAA4 375000.00000000 PA USD 352751.25000000 0.024765252755 Long DBT CORP NL N 2 2026-08-15 Fixed 0.05500000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBG3 430000.00000000 PA USD 371950.00000000 0.026113120115 Long DBT CORP NL N 2 2050-06-03 Fixed 0.06750000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 435000.00000000 PA USD 321760.50000000 0.022589516292 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020679 3800000.00000000 PA USD 3297331.44000000 0.231492437034 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.02000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CZ1 720000.00000000 PA USD 635760.00000000 0.044634163852 Long DBT NUSS TR N 2 2025-10-14 Fixed 0.06375000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAD2 385000.00000000 PA USD 270462.50000000 0.018988089123 Long DBT NUSS EG N 2 2027-09-30 Fixed 0.05800000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 900.00000000 NS USD 287172.00000000 0.020161196209 Long EC CORP US N 1 N N N EP ENERGY CORP 549300Z6HPQS1H5IYQ07 N/A 52316.00000000 NS USD 486015.64000000 0.034121211952 Long EC CORP US N 3 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CH2 665000.00000000 PA USD 559231.75000000 0.039261421858 Long DBT CORP US N 2 2028-10-15 Fixed 0.04750000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 415000.00000000 PA USD 352150.02000000 0.024723042804 Long DBT CORP US N 2 2029-04-15 Fixed 0.04375000 N N N N N N MELCO RESORTS FIN LTD N/A 58547DAB5 620000.00000000 PA USD 437100.00000000 0.030687040738 Long DBT CORP KY N 2 2026-04-26 Fixed 0.05250000 N N N N N N AIR CANADA INC 4B4HI3CGXMBDC0G6BM51 008911BK4 425000.00000000 PA USD 359503.25000000 0.025239283638 Long DBT CORP CA N 2 2026-08-15 Fixed 0.03875000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48667QAR6 105000.00000000 PA USD 98129.06000000 0.006889248368 Long DBT CORP KZ N 2 2025-04-24 Fixed 0.04750000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 240000.00000000 PA USD 207180.00000000 0.014545278197 Long DBT CORP MX N 2 2027-03-13 Fixed 0.06500000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 190000.00000000 PA USD 16387.50000000 0.001150500755 Long DBT NUSS VE N 2 2022-08-23 Fixed 0.12750000 Y Y N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAH9 885000.00000000 PA USD 743530.89000000 0.052200326496 Long DBT CORP US N 2 2043-05-21 Variable 0.05850000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AJ3 475000.00000000 PA USD 349125.00000000 0.024510668263 Long DBT NUSS KE N 2 2027-05-22 Fixed 0.07000000 N N N N N N TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN N/A 87612BBS0 625000.00000000 PA USD 569751.56000000 0.039999975594 Long DBT CORP US N 2 2031-02-01 Fixed 0.04875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 3245000.00000000 PA USD 2855600.00000000 0.200480241439 Long EP CORP US N 2 N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AC5 1310000.00000000 PA USD 1170249.20000000 0.082158510351 Long DBT CORP US N 2 2027-01-15 Fixed 0.04625000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 230000.00000000 PA USD 173236.00000000 0.012162205878 Long DBT CORP MX N 2 2031-07-11 Fixed 0.03875000 N N N N N N SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP N/A 86614WAE6 415000.00000000 PA USD 372595.30000000 0.026158424045 Long DBT CORP US N 2 2026-10-15 Fixed 0.08500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 395000.00000000 PA USD 351550.00000000 0.024680917802 Long DBT CORP US N 2 2029-11-15 Fixed 0.04500000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCD3 4810000.00000000 PA USD 4113752.50000000 0.288810090495 Long DBT CORP US N 2 2030-03-01 Fixed 0.04750000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAC7 335000.00000000 PA USD 249042.35000000 0.017484266163 Long DBT CORP KY N 2 2030-10-28 Fixed 0.03050000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AF8 930000.00000000 PA USD 51150.00000000 0.003591036682 Long DBT CORP VE N 2 2026-11-15 Fixed 0.06000000 Y Y N N N N VS BUYER LLC N/A 91834WAC4 122187.50000000 PA USD 114703.52000000 0.008052874836 Long LON CORP US N 2 2027-02-28 Variable 0.04666140 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 590000.00000000 PA USD 518851.90000000 0.036426514281 Long DBT CORP US N 2 2032-01-31 Fixed 0.04625000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 650000.00000000 PA USD 624000.00000000 0.043808541342 Long DBT CORP US N 2 2024-09-01 Fixed 0.04625000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 2320000.00000000 PA USD 2068747.78000000 0.145238497832 Long DBT CORP US N 2 2028-02-15 Fixed 0.05750000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 N/A 187.00000000 NS USD 174050.25000000 0.012219371110 Long EP CORP US N 3 N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 185000.00000000 PA USD 166187.44000000 0.011667354704 Long DBT CORP US N 2 2028-05-01 Fixed 0.04250000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 585000.00000000 PA USD 143325.00000000 0.010062274339 Long DBT NUSS UA N 2 2033-03-15 Fixed 0.07253000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 840000.00000000 PA USD 771540.00000000 0.054166733954 Long LON CORP US N 2 2028-03-04 Variable 0.05610710 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAH2 570000.00000000 PA USD 494714.40000000 0.034731917059 Long DBT CORP CA N 2 2028-01-15 Fixed 0.03875000 N N N N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919XAB7 409763.16000000 PA USD 376617.42000000 0.026440800984 Long LON CORP US N 2 2027-03-09 Variable 0.04666140 N N N N N N BASF SE 529900PM64WH8AF1E917 N/A 200000.00000000 PA 176289.50000000 0.012376579886 Long DBT CORP DE N 2 2031-03-17 Fixed 0.01500000 N N N N N N CAMEROON REPUBLIC OF 54930021BO6NHYGBBV24 N/A 585000.00000000 PA 452814.62000000 0.031790301283 Long DBT NUSS CM N 2 2032-07-07 Fixed 0.05950000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05971PAA6 350000.00000000 PA USD 328562.50000000 0.023067057475 Long EP CORP KY N 2 N N N CDW CORP 9845001B052ABF0B6755 12514G108 5000.00000000 NS USD 787800.00000000 0.055308283445 Long EC CORP US N 1 N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N MIDAS INTER HOLDCO II LLC 549300O5UULN1EULDF23 59562TAN2 50895.97000000 PA USD 46527.57000000 0.003266514381 Long LON CORP US N 2 2025-12-16 Variable 0.08500000 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAC3 1100000.00000000 PA USD 844250.00000000 0.059271411904 Long DBT CORP US N 2 2030-01-15 Fixed 0.06750000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AF4 420000.00000000 PA USD 390600.00000000 0.027422461936 Long DBT CORP US N 2 2029-06-01 Fixed 0.05875000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051404 124905.00000000 NS USD 1.25000000 0.000000087757 Long EC CORP US N 3 N N N SCOTTS MIRACLE GRO CO (THE) 2TH9E0JTOUXOEGI2R879 810186AX4 595000.00000000 PA USD 444762.50000000 0.031224994180 Long DBT CORP US N 2 2031-04-01 Fixed 0.04000000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 1135000.00000000 PA USD 970425.00000000 0.068129653417 Long DBT CORP QA N 2 2031-07-12 Fixed 0.02250000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 485000.00000000 PA USD 455269.50000000 0.031962648578 Long DBT CORP IL N 2 2025-06-30 Fixed 0.06125000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAR0 255000.00000000 PA USD 208781.25000000 0.014657695548 Long DBT NUSS SA N 2 2055-01-21 Fixed 0.03750000 N N N N N N HUNTER US BIDCO INC 549300KXGY77REE4ZR63 12509YAE6 530775.00000000 PA USD 502909.31000000 0.035307248876 Long LON CORP US N 2 2028-08-19 Variable 0.06500430 N N N N N N VIDEOTRON LTD 549300BBCGA0CYX8IL74 92660FAK0 615000.00000000 PA USD 572355.90000000 0.040182815877 Long DBT CORP CA N 2 2027-04-15 Fixed 0.05125000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BAZ1 105000.00000000 PA USD 91632.19000000 0.006433129140 Long DBT CORP CL N 2 2029-09-30 Fixed 0.03000000 N N N N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 50050MAB1 230000.00000000 PA USD 69402.50000000 0.004872471619 Long DBT CORP GB N 2 2026-11-08 Fixed 0.07625000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 N/A 625000.00000000 PA USD 625000.00000000 0.043878747338 Long EP CORP AE N 2 N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 N/A 200000.00000000 PA USD 205834.00000000 0.014450780927 Long DBT CORP HK N 2 2025-04-24 Fixed 0.05875000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167CZ8 115000.00000000 PA USD 0.01000000 0.000000000702 Long DBT CORP US N 3 2027-06-15 Fixed 0.08000000 Y Y N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCZ2 16300000.00000000 PA USD 14886484.38000000 1.045120458986 Long DBT UST US N 2 2026-09-30 Fixed 0.00875000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 570000.00000000 PA USD 584144.41000000 0.041010439960 Long DBT CORP BM N 2 2025-05-15 Fixed 0.13000000 N N N N N N KAZAKHSTAN TEMIR ZHOLY FIN BV 724500NSQCZ1PR6DVD13 48667DAD6 120000.00000000 PA USD 107610.00000000 0.007554867201 Long DBT CORP NL N 2 2042-07-10 Fixed 0.06950000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 12769GAA8 835000.00000000 PA USD 649212.50000000 0.045578610010 Long DBT CORP US N 2 2029-10-15 Fixed 0.04625000 N N N N N N ANGI GROUP LLC N/A 001846AA2 335000.00000000 PA USD 255068.43000000 0.017907333110 Long DBT CORP US N 2 2028-08-15 Fixed 0.03875000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 650000.00000000 PA USD 585845.00000000 0.041129831575 Long DBT CORP GB N 2 2027-10-15 Fixed 0.05750000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AH7 165000.00000000 PA USD 120016.88000000 0.008425904566 Long DBT NUSS BM N 2 2050-08-20 Fixed 0.03375000 N N N N N N PETKIM PETROKIMYA HLDG AS 529900XZCVZOEYWNBQ67 71638YAA4 725000.00000000 PA USD 708687.50000000 0.049754111606 Long DBT CORP TR N 2 2023-01-26 Fixed 0.05875000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCN1 665000.00000000 PA USD 538450.50000000 0.037802453509 Long DBT CORP US N 2 2032-05-01 Fixed 0.04500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SAZ9 415000.00000000 PA USD 116245.65000000 0.008161141608 Long DBT NUSS LK N 2 2029-03-14 Fixed 0.07850000 Y Y N N N N FNMA/FHLG TBA ISSUER N/A 01F030686 1250000.00000000 PA USD 1161913.25000000 0.081573276681 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 0.03000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CD0 1165000.00000000 PA USD 1098595.00000000 0.077127955891 Long DBT NUSS BR N 2 2025-06-06 Fixed 0.02875000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940X102 12100.00000000 NS USD 1338744.00000000 0.093987855562 Long EC CORP US N 1 N N N NEW FORTRESS ENERGY INC N/A 644393AA8 950000.00000000 PA USD 897750.00000000 0.063027432676 Long DBT CORP US N 2 2025-09-15 Fixed 0.06750000 N N N N N N DEUTSCHE BOERSE AG 529900G3SW56SHYNPR95 N/A 700000.00000000 PA 657296.25000000 0.046146137728 Long DBT CORP DE N 2 2032-04-04 Fixed 0.01500000 N N N N N N SERVICE CORP INTERNATIONAL INC 549300RKVM2ME20JHZ15 817565CG7 570000.00000000 PA USD 486637.50000000 0.034164870252 Long DBT CORP US N 2 2031-05-15 Fixed 0.04000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AL5 465000.00000000 PA USD 409976.09000000 0.028782779628 Long DBT CORP US N 2 2031-03-01 Fixed 0.04875000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAM6 665000.00000000 PA USD 518700.00000000 0.036415849991 Long DBT CORP US N 2 2031-03-15 Fixed 0.03500000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBE0 520000.00000000 PA USD 498550.00000000 0.035001199176 Long DBT NUSS QA N 2 2050-04-16 Fixed 0.04400000 N N N N N N TV AZTECA SAB DE CV 549300H2ZXE4KL0NUV88 N/A 1500000.00000000 PA USD 720000.00000000 0.050548316933 Long DBT CORP MX N 2 2024-08-09 Fixed 0.08250000 Y Y N N N N JAMAICA GOVT OF 529900Y93KNSXZI8KK56 470160CA8 255000.00000000 PA USD 262697.81000000 0.018442961330 Long DBT NUSS JM N 2 2028-04-28 Fixed 0.06750000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 390000.00000000 PA USD 288171.00000000 0.020231331998 Long DBT CORP GB N 2 2026-08-01 Fixed 0.07500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 1085000.00000000 PA USD 969968.30000000 0.068097590339 Long DBT CORP US N 2 2029-12-15 Fixed 0.05500000 N N N N N N OIL AND GAS HOLDING CO BSCC/THE 549300OBH16L6TS6IW50 67778M2A7 665000.00000000 PA USD 669488.75000000 0.047002124331 Long DBT CORP BH N 2 2027-10-25 Fixed 0.07500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 1320000.00000000 PA USD 1188198.00000000 0.083418623727 Long DBT CORP US N 2 2029-02-01 Fixed 0.06500000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051BC0 185848.00000000 PA USD 83631.60000000 0.005871439753 Long DBT CORP US N 3 2024-10-31 Variable 0.11000000 Y Y N N N N DP WORLD SALAAM 549300SUYBT9X88E9435 N/A 600000.00000000 PA USD 601687.50000000 0.042242070062 Long EP CORP KY N 2 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 1185000.00000000 PA USD 1019100.00000000 0.071546930260 Long DBT CORP US N 2 2030-01-15 Fixed 0.05875000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 665000.00000000 PA USD 556937.50000000 0.039100351753 Long DBT CORP US N 2 2028-11-01 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDM0 12900000.00000000 PA USD 12461601.50000000 0.874879141839 Long DBT UST US N 2 2023-11-30 Fixed 0.00500000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A -909.02000000 -0.00006381865 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 186599.06000000 USD 269000.00000000 AUD 2022-07-14 -909.02000000 N N N OEC FIN LTD N/A 67614CAG5 1822.00000000 PA USD 27.33000000 0.000001918729 Long EP CORP KY N 2 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 630000.00000000 PA USD 557982.66000000 0.039173728251 Long DBT CORP US N 2 2028-07-15 Fixed 0.05000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A -3322.32000000 -0.00023324678 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 524000.00000000 EUR 546139.26000000 USD 2022-07-14 -3322.32000000 N N N DISH DBS CORP N/A 25470XBF1 685000.00000000 PA USD 507180.85000000 0.035607136595 Long DBT CORP US N 2 2028-12-01 Fixed 0.05750000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 9936726.33400000 NS USD 9937720.01000000 0.697687528700 Long STIV RF US N 1 N N STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC 2549002HARR1VE257O76 N/A 200000.00000000 PA USD 199162.50000000 0.013982401626 Long DBT CORP AZ N 2 2023-03-13 Fixed 0.04750000 N N N N N N COMPASS MINERALS INTL INC 2549008X9G8XP7YJGC47 20451NAG6 1305000.00000000 PA USD 1181025.00000000 0.082915036120 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35908MAB6 555000.00000000 PA USD 427044.75000000 0.029981101899 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW71 500000.00000000 PA USD 363750.00000000 0.025537430950 Long DBT NUSS EG N 2 2029-03-01 Fixed 0.07600300 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 860000.00000000 PA USD 661017.50000000 0.046407391789 Long DBT NUSS DO N 2 2032-09-23 Fixed 0.04875000 N N N N N N INVESTMENT ENERGY RESOURCES LTD 254900A71Y7WHN7L5K89 46143NAB6 485000.00000000 PA USD 411280.00000000 0.028874321928 Long DBT CORP BM N 2 2029-04-26 Fixed 0.06250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CQ1 365000.00000000 PA USD 286479.38000000 0.020112570132 Long DBT NUSS TR N 2 2028-10-24 Fixed 0.06125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RM2 1800000.00000000 PA USD 1669640.62000000 0.117218782257 Long DBT UST US N 2 2045-05-15 Fixed 0.03000000 N N N N N N ACURIS FIN US/ACURIS FIN N/A 00511BAA5 430000.00000000 PA USD 356822.60000000 0.025051085936 Long DBT CORP US N 2 2028-05-01 Fixed 0.05000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAL4 470000.00000000 PA USD 366981.88000000 0.025764328304 Long DBT NUSS RO N 2 2032-03-27 Fixed 0.03625000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AA8 1105000.00000000 PA USD 1015218.75000000 0.071274443239 Long DBT NUSS AO N 2 2025-11-12 Fixed 0.09500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 2150000.00000000 PA USD 2004875.00000000 0.140754245711 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N TRI POINTE HOMES INC N/A 87265HAG4 865000.00000000 PA USD 746481.77000000 0.052407495965 Long DBT CORP US N 2 2028-06-15 Fixed 0.05700000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48127FAA1 2145000.00000000 PA USD 2005575.00000000 0.140803389908 Long EP CORP US N 2 N N N SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP N/A 86614RAN7 645000.00000000 PA USD 562762.50000000 0.039509301678 Long DBT CORP US N 2 2029-01-15 Fixed 0.05250000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336YAN3 1335000.00000000 PA USD 1144762.50000000 0.080369191199 Long DBT CORP US N 2 2028-11-01 Fixed 0.04750000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAG3 1145000.00000000 PA USD 1070288.75000000 0.075140687424 Long DBT CORP US N 2 2025-06-15 Fixed 0.07250000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 365000.00000000 PA USD 328383.81000000 0.023054512366 Long DBT CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -3380.24000000 -0.00023731311 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 179900.61000000 USD 23937000.00000000 JPY 2022-07-14 -3380.24000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 385000.00000000 PA USD 344097.60000000 0.024157714640 Long DBT CORP US N 2 2028-01-15 Fixed 0.06625000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AC1 815000.00000000 PA USD 591829.80000000 0.041550000418 Long DBT CORP US N 2 2029-06-01 Fixed 0.06000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 200000.00000000 PA USD 175000.00000000 0.012286049254 Long DBT CORP NL N 2 2027-01-19 Fixed 0.03257000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828TY6 3584000.00000000 PA USD 3574760.02000000 0.250969586740 Long DBT UST US N 2 2022-11-15 Fixed 0.01625000 N N N N N N JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP N/A N/A 15708.00000000 NS USD 1023376.20000000 0.071847145139 Long EC CORP US N 3 N N N SECURUS TECHNOLOGIES HOLDINGS INC 549300EBCNNXVCJ2FW66 78410QAB8 412442.17000000 PA USD 374035.56000000 0.026259538932 Long LON CORP US N 2 2024-11-01 Variable 0.06750430 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CK4 650000.00000000 PA USD 519715.63000000 0.036487153306 Long DBT NUSS TR N 2 2026-10-09 Fixed 0.04875000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102CC9 630000.00000000 PA USD 509140.80000000 0.035744736836 Long DBT CORP US N 2 2029-02-01 Fixed 0.04375000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAB9 665000.00000000 PA USD 575604.35000000 0.040410876544 Long DBT CORP US N 2 2027-10-15 Fixed 0.04250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032674 200000.00000000 PA USD 192273.36000000 0.013498742693 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.03500000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 1275000.00000000 PA USD 1163437.50000000 0.081680288170 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 2580000.00000000 PA USD 2445220.80000000 0.171669161071 Long DBT CORP US N 2 2025-03-15 Fixed 0.06875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DQ5 650000.00000000 PA USD 441715.63000000 0.031011085638 Long DBT NUSS CO N 2 2049-05-15 Fixed 0.05200000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 800000.00000000 PA USD 742016.00000000 0.052093972136 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 525000.00000000 PA USD 488250.00000000 0.034278077420 Long DBT CORP MU N 2 2027-02-16 Fixed 0.07375000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BC4 250000.00000000 PA USD 247656.25000000 0.017386953632 Long DBT CORP MX N 2 2023-12-01 Variable 0.08625000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191UAA0 510000.00000000 PA USD 441813.00000000 0.031017921596 Long DBT CORP US N 2 2028-05-15 Fixed 0.04625000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 570000.00000000 PA USD 464550.00000000 0.032614195321 Long DBT CORP CA N 2 2026-06-15 Fixed 0.07125000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 1190000.00000000 PA USD 943075.00000000 0.066209519433 Long DBT CORP FR N 2 2028-01-15 Fixed 0.05500000 N N N N N N SUEK SECURITIES DESIGNATED ACTIVITY CO 635400WACQ1BCYSYZS41 78486MAA8 890000.00000000 PA USD 44500.00000000 0.003124166810 Long DBT CORP IE N 2 2026-09-15 Fixed 0.03375000 Y Y N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXP3 392265.65000000 PA USD 378750.33000000 0.026590544055 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N VIETNAM SOCIALIST REPUBLIC OF 5493008AE7RS4XK4BZ08 N/A 1762999.98550000 PA USD 1746802.42000000 0.122636003259 Long DBT NUSS VN N 2 2028-03-12 Variable 0.05500000 N N N N N N CITGO HLDG INC 549300NYHOALWZ2BSL72 17304YAD4 72399.22000000 PA USD 71328.44000000 0.005007684154 Long LON CORP US N 2 2023-08-01 Variable 0.08666140 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 N/A 1840000.00000000 PA 1619572.69000000 0.113703713376 Long DBT CORP CH N 2 2032-04-02 Variable 0.02875000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBH4 1750000.00000000 PA USD 1702750.00000000 0.119543259248 Long DBT CORP MX N 2 2024-01-18 Fixed 0.04875000 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 89469AAD6 220000.00000000 PA USD 179242.80000000 0.012583919253 Long DBT CORP US N 2 2028-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DT93 319073.02200000 PA USD 275229.39000000 0.019322753382 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.01500000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 283417.10000000 PA USD 0.03000000 0.000000002106 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 855000.00000000 PA USD 572208.75000000 0.040172485065 Long DBT NUSS CO N 2 2045-06-15 Fixed 0.05000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAH3 600000.00000000 PA USD 461550.00000000 0.032403577334 Long DBT NUSS RO N 2 2031-02-14 Fixed 0.03000000 N N N N N N AMERICAN MEDICAL SYSTEMS EUROPE BV 549300AA2JE6ZQ5D2493 N/A 772000.00000000 PA 672422.90000000 0.047208119253 Long DBT CORP NL N 2 2034-03-08 Fixed 0.01875000 N N N N N N RP ESCROW ISSUER LLC N/A 74969PAA6 615000.00000000 PA USD 531562.05000000 0.037318843018 Long DBT CORP US N 2 2025-12-15 Fixed 0.05250000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAX0 300000.00000000 PA USD 247707.00000000 0.017390516587 Long DBT CORP KY N 2 2031-02-09 Fixed 0.02125000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAE1 295000.00000000 PA USD 407468.75000000 0.028606749327 Long DBT NUSS QA N 2 2030-06-15 Fixed 0.09750000 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAF3 2455000.00000000 PA USD 613750.00000000 0.043088929886 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 1300000.00000000 PA USD 1104909.00000000 0.077571236548 Long DBT CORP US N 2 2029-09-15 Fixed 0.04875000 N N N N N N ION TRADING TECHNOLOGIES SARL 5493009ZVXOKZLQ6QJ12 46205YAA9 575000.00000000 PA USD 459879.25000000 0.032286280667 Long DBT CORP LU N 2 2028-05-15 Fixed 0.05750000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 280000.00000000 PA USD 273000.00000000 0.019166236837 Long DBT CORP AU N 2 2027-11-01 Fixed 0.08000000 N N N N N N OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC N/A 687785AB1 420000.00000000 PA USD 332907.23000000 0.023372083571 Long DBT CORP US N 2 2030-04-15 Fixed 0.09500000 N N N N N N MC BRAZIL DOWNSTREAM TRADING SARL 213800T2A7R9TYNXZI63 55292WAA8 625000.00000000 PA USD 500000.00000000 0.035102997870 Long DBT CORP LU N 2 2031-06-30 Fixed 0.07250000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AF8 975000.00000000 PA USD 881156.25000000 0.061862451934 Long DBT CORP US N 2 2030-01-15 Fixed 0.04875000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 300000.00000000 PA USD 238462.50000000 0.016741497259 Long DBT NUSS DO N 2 2045-01-27 Fixed 0.06850000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AL3 14000.00000000 PA USD 13830.46000000 0.000970981215 Long DBT CORP US N 2 2025-01-23 Variable 0.05950000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JM0 3929000.00000000 PA USD 3491038.42000000 0.245091828447 Long DBT CORP US N 2 2030-07-01 Fixed 0.04550000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAA7 245000.00000000 PA USD 230119.99000000 0.016155803037 Long DBT CORP US N 2 2025-08-15 Fixed 0.07000000 N N N N N N ADARO INDONESIA PT 2549009Z0YED3S2BID40 69368KAB2 790000.00000000 PA USD 746451.25000000 0.052405353278 Long DBT CORP ID N 2 2024-10-31 Fixed 0.04250000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AL3 2485000.00000000 PA USD 1932087.50000000 0.135644126796 Long DBT NUSS EG N 2 2027-01-31 Fixed 0.07500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAJ3 970000.00000000 PA USD 851175.00000000 0.059757588425 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 485000.00000000 PA USD 446200.00000000 0.031325915299 Long DBT CORP US N 2 2025-11-15 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YH7 1995000.00000000 PA USD 1929850.78000000 0.135487095642 Long DBT UST US N 2 2024-09-30 Fixed 0.01500000 N N N N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 N/A 655000.00000000 PA USD 494525.00000000 0.034718620043 Long DBT CORP GB N 2 2022-07-19 Fixed 0.07375000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 395000.00000000 PA USD 334025.01000000 0.023450558429 Long DBT CORP US N 2 2029-02-15 Fixed 0.06750000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 465000.00000000 PA USD 415371.00000000 0.029161534657 Long DBT CORP US N 2 2028-06-15 Fixed 0.04375000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAE9 315000.00000000 PA USD 310275.00000000 0.021783165328 Long DBT NUSS SA N 2 2028-03-04 Fixed 0.03625000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148BAD0 2951000.00000000 PA USD 2508350.00000000 0.176101209417 Long EP CORP US N 2 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZR7 610000.00000000 PA USD 546849.14000000 0.038392088394 Long DBT CORP US N 2 2029-05-03 Fixed 0.05113000 N N N N N N YPF SA 5493003N7447U18U5U53 984245AT7 469500.00000000 PA USD 363070.22000000 0.025489706319 Long DBT CORP AR N 2 2025-03-23 Fixed 0.08500000 N N N N N N SIBUR SECS DAC 635400EHVYJXNYBPWI41 825795AC1 225000.00000000 PA USD 67500.00000000 0.004738904712 Long DBT CORP IE N 2 2025-07-08 Fixed 0.02950000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 330000.00000000 PA USD 285034.20000000 0.020011109831 Long DBT CORP US N 2 2030-10-01 Fixed 0.06625000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAF3 955000.00000000 PA USD 869451.10000000 0.061040680223 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUY3 333434.43200000 PA USD 287617.41000000 0.020192466661 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAD5 1370000.00000000 PA USD 1143950.00000000 0.080312148828 Long DBT CORP IE N 2 2029-07-15 Fixed 0.05125000 N N N N N N ALLEGHENY TECHNOLOGIES INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 280000.00000000 PA USD 223297.26000000 0.015676806484 Long DBT CORP US N 2 2029-10-01 Fixed 0.04875000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1225000.00000000 PA USD 1034747.04000000 0.072645446283 Long EP CORP US N 2 N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAN6 180000.00000000 PA USD 170884.80000000 0.011997137541 Long DBT CORP KY N 2 2029-04-11 Fixed 0.03975000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 4580000.00000000 PA USD 4528475.00000000 0.317926096564 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAD8 570000.00000000 PA USD 409864.20000000 0.028774924279 Long DBT CORP US N 2 2029-06-01 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBN0 7200000.00000000 PA USD 7077656.23000000 0.496893903142 Long DBT UST US N 2 2023-02-28 Fixed 0.00125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032670 1450000.00000000 PA USD 1408308.44000000 0.098871696341 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.03500000 N N N N N N LANXESS AG 529900PTLRE72EMYIJ77 N/A 1100000.00000000 PA 1032193.23000000 0.072466153509 Long DBT CORP DE N 2 2028-03-22 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAP6 280000.00000000 PA USD 269937.50000000 0.018951230975 Long DBT UST US N 2 2023-10-15 Fixed 0.00125000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 695847AK9 95000.00000000 PA USD 73494.38000000 0.005159746129 Long DBT NUSS PK N 2 2024-04-15 Fixed 0.08250000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDW5 65000.00000000 PA USD 48843.44000000 0.003429102340 Long DBT NUSS DO N 2 2048-02-15 Fixed 0.06500000 N N N N N N ACPRODUCTS HOLDINGS INC N/A 00488YAB2 1128600.00000000 PA USD 869022.00000000 0.061010554831 Long LON CORP US N 2 2028-05-17 Variable 0.06062210 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAF2 640000.00000000 PA USD 598400.00000000 0.042011267851 Long DBT CORP US N 2 2026-06-01 Fixed 0.06000000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 635000.00000000 PA USD 527358.23000000 0.037023709649 Long DBT CORP US N 2 2030-08-01 Fixed 0.05125000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 1015000.00000000 PA USD 898275.00000000 0.063064290824 Long DBT CORP US N 2 2028-04-30 Fixed 0.04125000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 875000.00000000 PA USD 1100750.00000000 0.077279249812 Long DBT NUSS ID N 2 2035-10-12 Fixed 0.08500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 1400.00000000 NS USD 719082.00000000 0.050483867829 Long EC CORP US N 1 N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 370000.00000000 PA USD 295375.63000000 0.020737140221 Long DBT CORP NL N 2 2030-01-21 Fixed 0.03680000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 N/A 660000.00000000 PA USD 418192.50000000 0.029359620874 Long DBT NUSS MX N 2 2071-04-19 Fixed 0.03750000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 400000.00000000 PA USD 373450.00000000 0.026218429109 Long DBT CORP AE N 2 2048-09-25 Fixed 0.05625000 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 695000.00000000 PA USD 480801.00000000 0.033755112958 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286R6 9144000.00000000 PA USD 9024699.33000000 0.633588002729 Long DBT UST US N 2 2024-04-30 Fixed 0.02250000 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 50118YAB5 305000.00000000 PA USD 291784.35000000 0.020485010833 Long LON CORP US N 2 2025-08-22 Variable 0.10500430 N N N N N N HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP N/A 432891AK5 435000.00000000 PA USD 409828.73000000 0.028772434073 Long DBT CORP US N 2 2027-04-01 Fixed 0.04875000 N N N N N N GEMS MENASA KY LTD/GEMS N/A 36166LAA5 1130000.00000000 PA USD 1060293.13000000 0.074438934969 Long DBT CORP AE N 2 2026-07-31 Fixed 0.07125000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAD7 275000.00000000 PA USD 242687.50000000 0.017038117591 Long DBT CORP NL N 2 2028-04-28 Fixed 0.02625000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BR6 330000.00000000 PA USD 377473.80000000 0.026500923995 Long DBT NUSS ID N 2 2044-01-15 Fixed 0.06750000 N N N N N N MOROCCO KINGDOM OF 529900F3MBW9XY5K1X07 617726AM6 200000.00000000 PA USD 121000.00000000 0.008494925484 Long DBT NUSS MA N 2 2050-12-15 Fixed 0.04000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 2045000.00000000 PA USD 2009826.00000000 0.141101835596 Long DBT CORP US N 2 2027-06-20 Fixed 0.06500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BK7 415000.00000000 PA USD 301651.05000000 0.021177712331 Long DBT CORP LR N 2 2027-07-15 Fixed 0.05375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 600000.00000000 PA USD 585562.50000000 0.041109998381 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAA4 293000.00000000 PA USD 294758.00000000 0.020693778892 Long DBT CORP US N 2 2029-04-15 Fixed 0.06500000 N N N N N N SOUTHEASTERN GROCERS INC N/A 84169Q103 40826.00000000 NS USD 996154.40000000 0.069936011564 Long EC CORP US Y 3 N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AG6 525000.00000000 PA USD 424889.85000000 0.029829814999 Long DBT CORP US N 2 2029-03-15 Fixed 0.03500000 N N N N N N ZIGGO BOND CO 213800JYI4P7V5QDOG59 98954UAB9 635000.00000000 PA USD 561975.00000000 0.039454014456 Long DBT CORP NL N 2 2027-01-15 Fixed 0.06000000 N N N N N N MURRAY ENERGY CORP 549300WM5IIFYHZYTT63 62704PAF0 490000.00000000 PA USD 0.05000000 0.000000003510 Long DBT CORP US N 3 2049-12-31 Fixed 0.11250000 Y Y N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AQ5 1345000.00000000 PA USD 416950.00000000 0.029272389924 Long DBT NUSS UA N 2 2023-09-01 Fixed 0.07750000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 1190000.00000000 PA USD 1029350.00000000 0.072266541716 Long DBT CORP US N 2 2028-02-01 Fixed 0.05375000 N N N N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 25271C201 5989.00000000 NS USD 35275.21000000 0.002476531243 Long EC CORP US N 1 N N N BOOZ ALLEN AND HAMILTON INC 549300D7XCH2480XU542 09951LAB9 280000.00000000 PA USD 244140.32000000 0.017140114266 Long DBT CORP US N 2 2029-07-01 Fixed 0.04000000 N N N N N N CROWNROCK L P / CROWNROCK FIN INC N/A 228701AG3 245000.00000000 PA USD 219724.23000000 0.015425958355 Long DBT CORP US N 2 2029-05-01 Fixed 0.05000000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAF0 2250000.00000000 PA USD 1813140.00000000 0.127293299118 Long DBT CORP LU N 2 2028-01-15 Fixed 0.05000000 N N N N N N CIA DE MINAS BUENAVENTURA SAA 529900WQB1ZU9KB6EL71 204448AA2 245000.00000000 PA USD 220941.00000000 0.015511382905 Long DBT CORP PE N 2 2026-07-23 Fixed 0.05500000 N N N N N N SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP N/A 86614WAD8 285000.00000000 PA USD 223012.50000000 0.015656814625 Long DBT CORP US N 2 2025-04-15 Fixed 0.05750000 N N N N N N MERLIN ENTERTAINMENTS PLC 549300ZTI0VEFO6WV007 59010QAB2 395000.00000000 PA USD 360439.02000000 0.025304980303 Long DBT CORP GB N 2 2026-06-15 Fixed 0.05750000 N N N N N N VOLKSWAGEN INTL FINANCE NV 5299004PWNHKYTR23649 N/A 1800000.00000000 PA 1513492.15000000 0.106256223437 Long EP CORP NL N 2 N N N SABIC CAPITAL I BV 213800LBMMAIG1FQP389 N/A 400000.00000000 PA USD 338000.00000000 0.023729626560 Long DBT CORP NL N 2 2030-09-14 Fixed 0.02150000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888H103 3070.00000000 NS USD 160530.30000000 0.011270189558 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 425000.00000000 PA USD 379197.75000000 0.026621955621 Long DBT CORP US N 2 2026-09-01 Fixed 0.03125000 N N N N N N BOUYGUES SA 969500MOCLNQFNZN0D63 N/A 400000.00000000 PA 383411.37000000 0.026917777009 Long DBT CORP FR N 2 2037-06-30 Fixed 0.03250000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AQ5 90000.00000000 PA USD 27916.88000000 0.001959932358 Long DBT NUSS SV N 2 2041-02-01 Fixed 0.07625000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAA1 965000.00000000 PA USD 856321.70000000 0.060118917623 Long DBT CORP US N 2 2027-10-15 Fixed 0.06750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CS3 330000.00000000 PA USD 313355.63000000 0.021999444025 Long DBT NUSS ID N 2 2030-10-15 Fixed 0.03850000 N N N N N N ENN ENERGY HLDGS LTD 549300V7BXPWT6WIPR03 29336EAA1 640000.00000000 PA USD 643968.00000000 0.045210414665 Long DBT CORP KY N 2 2027-05-17 Fixed 0.04625000 N N N N N N ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP N/A 29413XAD9 595000.00000000 PA USD 574918.75000000 0.040362743314 Long DBT CORP US N 2 2026-01-15 Fixed 0.06500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AZ5 734000.00000000 PA USD 754185.00000000 0.052948308898 Long DBT CORP LR N 2 2025-06-01 Fixed 0.11500000 N N N N N N IAA INC 549300PZCOPC5178W747 449253AB9 250000.00000000 PA USD 232860.00000000 0.016348168168 Long DBT CORP US N 2 2027-06-15 Fixed 0.05500000 N N N N N N MISC CAPITAL TWO LABUAN LIMITED 9845000ED8376T875113 60475DAB7 570000.00000000 PA USD 536050.80000000 0.037633980181 Long DBT CORP MY N 2 2027-04-06 Fixed 0.03750000 N N N N N N DELTA AIRLINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 164000.00000000 PA USD 165998.93000000 0.011654120172 Long DBT CORP US N 2 2025-05-01 Fixed 0.07000000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36159RAG8 695000.00000000 PA USD 656086.76000000 0.046061224278 Long DBT CORP US N 2 2023-04-01 Fixed 0.05125000 N N N N N N PECF USS INTERMEDIATE HOLDING III CORP N/A 69291HAA3 250000.00000000 PA USD 198125.00000000 0.013909562906 Long DBT CORP US N 2 2029-11-15 Fixed 0.08000000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 15321.56130000 NS USD 955299.35000000 0.067067742097 Long EC CORP US N 3 N N N NABORS INDUSTRIES LTD N/A 629571AA8 595000.00000000 PA USD 527675.75000000 0.037046001457 Long DBT CORP BM N 2 2026-01-15 Fixed 0.07250000 N N N N N N LINDE PLC 8945002PAZHZLBGKGF02 N/A 1100000.00000000 PA 955717.82000000 0.067097121200 Long DBT CORP IE N 2 2035-03-31 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBC4 8019000.00000000 PA USD 7308253.50000000 0.513083214097 Long DBT UST US N 2 2025-12-31 Fixed 0.00375000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HY6 2880000.00000000 PA USD 1994906.48000000 0.140054395839 Long DBT CORP US N 2 2047-12-01 Fixed 0.03950000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 1860000.00000000 PA USD 1701286.20000000 0.119440491712 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC N/A 877249AD4 65000.00000000 PA USD 63195.55000000 0.004436706514 Long DBT CORP US N 2 2024-03-01 Fixed 0.05625000 N N N N N N IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC N/A 46285MAA8 415000.00000000 PA USD 334951.77000000 0.023515622538 Long DBT CORP US N 2 2032-07-15 Fixed 0.05000000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAA4 1840000.00000000 PA USD 1673020.00000000 0.117456034995 Long DBT CORP ZA N 2 2023-08-06 Fixed 0.06750000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAL5 850000.00000000 PA USD 649187.50000000 0.045576854860 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N INDONESIA ASAHAN ALUMINIUM TBK PT 2549008P48EB9SN2OI80 74445PAE2 125000.00000000 PA USD 123920.00000000 0.008699926992 Long DBT CORP ID N 2 2025-05-15 Fixed 0.04750000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAT3 240000.00000000 PA USD 221670.00000000 0.015562563075 Long DBT CORP KY N 2 2026-01-26 Fixed 0.01810000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AD6 645000.00000000 PA USD 622142.81000000 0.043678155469 Long DBT NUSS BM N 2 2027-01-25 Fixed 0.03717000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11135RAA3 725000.00000000 PA USD 567246.78000000 0.039824125020 Long DBT CORP US N 2 2029-04-15 Fixed 0.05875000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AS8 380000.00000000 PA USD 349908.75000000 0.024565692212 Long DBT NUSS GT N 2 2032-04-24 Fixed 0.05375000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 18.62000000 0.000001307235 Long EC CORP LU Y 3 N N N PTT TREASURY CENTER CO LTD 254900FBQLIN5XACCX50 74446T2C6 230000.00000000 PA USD 160885.00000000 0.011295091624 Long DBT CORP TH N 2 2070-07-16 Fixed 0.03700000 N N N N N N MONGOLIA GOVERNMENT OF N/A 60937LAC9 480000.00000000 PA USD 427252.80000000 0.029995708257 Long DBT NUSS MN N 2 2026-04-07 Fixed 0.05125000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 545000.00000000 PA USD 437912.95000000 0.030744114702 Long DBT CORP BM N 2 2028-02-15 Fixed 0.05000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 465000.00000000 PA USD 409141.88000000 0.028724213084 Long DBT CORP VG N 2 2029-04-27 Fixed 0.05250000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 1340000.00000000 PA USD 1380200.00000000 0.096898315322 Long DBT CORP US N 2 2030-09-01 Fixed 0.06625000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAC9 665000.00000000 PA USD 536938.97000000 0.037696335041 Long DBT CORP US N 2 2028-11-01 Fixed 0.05875000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 68163YAB1 169575.00000000 PA USD 157545.35000000 0.011060628171 Long LON CORP US N 2 2028-11-09 Variable 0.06062500 N N N N N N CLARIVATE SCIENCE HLDGS CORP N/A 18064PAC3 500000.00000000 PA USD 417754.19000000 0.029328848884 Long DBT CORP US N 2 2028-07-01 Fixed 0.03875000 N N N N N N SUBURBAN PROPANE LP/ENGY FIN C N/A 864486AL9 570000.00000000 PA USD 484713.75000000 0.034029811468 Long DBT CORP US N 2 2031-06-01 Fixed 0.05000000 N N N N N N MINERVA MERGER SUB INC N/A 60337JAA4 555000.00000000 PA USD 461532.45000000 0.032402345219 Long DBT CORP US N 2 2030-02-15 Fixed 0.06500000 N N N N N N TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 5493001VEV2XTJIBZH31 88034QAC1 650000.00000000 PA USD 479375.00000000 0.033654999208 Long DBT CORP BM N 2 2030-08-15 Fixed 0.03250000 N N N N N N OEC FIN LTD N/A 67614CAE0 336672.00000000 PA USD 10436.83000000 0.000732728042 Long DBT CORP KY N 2 2033-12-27 Fixed 0.05250000 N N Y N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020675 6750000.00000000 PA USD 5992963.88000000 0.420741996637 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.02000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 1025000.00000000 PA USD 781114.06000000 0.054838890369 Long DBT NUSS CO N 2 2030-01-30 Fixed 0.03000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796L64 640000.00000000 PA USD 639061.56000000 0.044865953159 Long DBT UST US N 2 2022-08-11 Fixed 0.00000000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BF0 555000.00000000 PA USD 529782.19000000 0.037193886174 Long DBT NUSS PA N 2 2028-03-17 Fixed 0.03875000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AX2 485000.00000000 PA USD 396487.50000000 0.027835799736 Long DBT CORP US N 2 2032-02-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU80 343838.88500000 PA USD 296162.39000000 0.020792375491 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N ZAMBIA REPUBLIC 213800DMLAZ6LGMMD849 988895AF5 335000.00000000 PA USD 194676.88000000 0.013667484208 Long DBT NUSS ZM N 2 2027-07-30 Fixed 0.08970000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DX3 310000.00000000 PA USD 289850.00000000 0.020349207865 Long DBT NUSS CL N 2 2027-01-31 Fixed 0.02750000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AJ9 480000.00000000 PA USD 442890.00000000 0.031093533453 Long DBT NUSS PY N 2 2031-04-28 Fixed 0.04950000 N N N N N N ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019579AA9 1032000.00000000 PA USD 851093.04000000 0.059751834341 Long DBT CORP LU N 2 2028-06-01 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020675 -3150000.00000000 PA USD -2796716.48000000 -0.19634626528 Short ABS-MBS USGA US N 2 2052-07-01 Fixed 0.02000000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 1150000.00000000 PA USD 841970.53000000 0.059111379443 Long DBT CORP US N 2 2031-02-15 Fixed 0.04750000 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAA5 225000.00000000 PA USD 199122.75000000 0.013979610938 Long DBT CORP US N 2 2026-11-01 Fixed 0.04625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040677 -1600000.00000000 PA USD -1577249.28000000 -0.11073235623 Short ABS-MBS USGA US N 2 2052-07-01 Fixed 0.04000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CJ7 215000.00000000 PA USD 172779.38000000 0.012130148416 Long DBT NUSS TR N 2 2026-04-14 Fixed 0.04250000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 405000.00000000 PA USD 350879.85000000 0.024633869254 Long DBT CORP US N 2 2029-06-15 Fixed 0.03625000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 N/A 1344000.00000000 PA 1335743.70000000 0.093777216513 Long DBT CORP FI N 2 2029-05-23 Fixed 0.02500000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 1325000.00000000 PA USD 1193255.25000000 0.083773672999 Long DBT CORP US N 2 2028-10-15 Fixed 0.04625000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051305 2115.00000000 NS USD 2115.00000000 0.000148485680 Long EC CORP US N 3 N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 740840AC7 130000.00000000 PA USD 87408.75000000 0.006136618330 Long DBT NUSS PK N 2 2027-12-05 Fixed 0.06875000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 2810000.00000000 PA USD 2146278.00000000 0.150681584127 Long DBT CORP FR N 2 2029-10-15 Fixed 0.05500000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 595000.00000000 PA USD 491501.40000000 0.034506345195 Long DBT CORP US N 2 2029-12-01 Fixed 0.05625000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 615000.00000000 PA USD 574084.05000000 0.040304142369 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N SS and C TECHNOLOGIES HLDGS INC 529900POY8H7NPPNKK71 78467J100 15008.00000000 NS USD 871514.56000000 0.061185547487 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 1580000.00000000 PA USD 1583271.09000000 0.111155123401 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CC2 830000.00000000 PA USD 695540.00000000 0.048831078277 Long DBT NUSS BR N 2 2030-06-12 Fixed 0.03875000 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAC8 329175.00000000 PA USD 308436.98000000 0.021654125304 Long LON CORP US N 2 2028-11-15 Variable 0.04963140 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBC0 445000.00000000 PA USD 360913.37000000 0.025338282517 Long DBT CORP AU N 2 2031-04-01 Fixed 0.04375000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513EFF4 5395000.00000000 PA USD 5554341.59000000 0.389948082013 Long DBT NUSS IL N 2 2023-09-18 Fixed 0.05500000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 170000.00000000 PA 105309.81000000 0.007393380072 Long DBT NUSS RO N 2 2050-01-28 Fixed 0.03375000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051BA4 384000.00000000 PA USD 0.04000000 0.000000002808 Long DBT CORP US N 3 2024-10-31 Variable 0.11000000 Y Y N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 2160000.00000000 PA USD 1706421.60000000 0.119801027582 Long DBT CORP US N 2 2027-12-15 Fixed 0.08875000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 25304.89000000 0.001776554999 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 1100000.00000000 AUD 784632.20000000 USD 2022-07-14 25304.89000000 N N N NIELSEN FINANCE LLC/ NIELSEN FINANCE CO N/A 65409QBH4 285000.00000000 PA USD 257464.80000000 0.018075572652 Long DBT CORP US N 2 2029-07-15 Fixed 0.04500000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBG4 400000.00000000 PA USD 338548.00000000 0.023768099446 Long DBT CORP US N 2 2027-03-15 Fixed 0.05625000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DT9 240000.00000000 PA USD 247200.00000000 0.017354922147 Long DBT CORP US N 2 2029-03-15 Fixed 0.07200000 N N N N N N GOLD FIELDS OROGEN HLDG BVI LTD 213800CLGJ2E9KGU2F20 38060AAB0 160000.00000000 PA USD 160180.00000000 0.011245596397 Long DBT CORP VG N 2 2024-05-15 Fixed 0.05125000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC N/A 18972FAC6 420000.00000000 PA USD 391847.40000000 0.027510036895 Long LON CORP US N 2 2029-03-30 Variable 0.05875320 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 620000.00000000 PA USD 545328.75000000 0.038285347900 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 550000.00000000 PA USD 481250.00000000 0.033786635450 Long DBT CORP US N 2 2028-07-01 Fixed 0.04625000 N N N N N N PRIVATE EXPORT FUNDING CORP CYQE6SAYPFKNQJ6FMH60 742651DX7 1030000.00000000 PA USD 993906.20000000 0.069778174444 Long DBT USGSE US N 2 2024-11-15 Fixed 0.01750000 N N N N N N COLGATE ENERGY PARTNERS III LLC 549300QRLZK0B17DH791 19416MAB5 405000.00000000 PA USD 354881.25000000 0.024914791526 Long DBT CORP US N 2 2029-07-01 Fixed 0.05875000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AM5 570000.00000000 PA USD 454210.20000000 0.031888279366 Long DBT CORP US N 2 2031-06-01 Fixed 0.03500000 N N N N N N STUDIO CITY FIN LTD 254900D6R731QAUIG324 86389QAG7 320000.00000000 PA USD 159560.00000000 0.011202068680 Long DBT CORP VG N 2 2029-01-15 Fixed 0.05000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411R208 8900.00000000 NS USD 1183967.00000000 0.083121582159 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 126000.00000000 PA USD 120925.98000000 0.008489728836 Long DBT CORP US N 2 2024-07-15 Fixed 0.04625000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796R68 620000.00000000 PA USD 619922.50000000 0.043522276394 Long DBT UST US N 2 2022-07-07 Fixed 0.00000000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 308450.00000000 PA USD 284415.58000000 0.019967678998 Long LON CORP US N 2 2028-04-22 Variable 0.04309570 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWCH5 424673.36500000 PA USD 417404.61000000 0.029304306272 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JX21 280000.00000000 PA USD 179200.00000000 0.012580914436 Long DBT NUSS EG N 2 2032-01-15 Fixed 0.07052900 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AA1 960000.00000000 PA USD 933757.56000000 0.065555379280 Long DBT CORP AU N 2 2027-05-01 Fixed 0.08125000 N N N N N N ALLEGHENY TECHNOLOGIES INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 245000.00000000 PA USD 187680.24000000 0.013176278130 Long DBT CORP US N 2 2031-10-01 Fixed 0.05125000 N N N N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAZ1 335000.00000000 PA USD 288937.50000000 0.020285144894 Long DBT CORP US N 2 2030-10-01 Fixed 0.05250000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAA3 500000.00000000 PA USD 457500.00000000 0.032119243051 Long DBT CORP US N 2 2027-12-01 Fixed 0.05250000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HR1 1315000.00000000 PA USD 922345.59000000 0.064754190563 Long DBT CORP US N 2 2046-12-01 Fixed 0.04000000 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 N/A 27222.00000000 NS USD 27222.00000000 0.001911147616 Long EC CORP US N 3 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 1030000.00000000 PA USD 922292.90000000 0.064750491409 Long DBT CORP US N 2 2029-03-01 Fixed 0.06750000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1200000.00000000 PA 1150020.33000000 0.080738322390 Long DBT CORP DE N 2 2032-06-24 Variable 0.04000000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAN4 575000.00000000 PA USD 475812.50000000 0.033404890348 Long DBT CORP CA N 2 2029-06-15 Fixed 0.04750000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087M27 1925000.00000000 PA 1297296.26000000 0.091077975704 Long DBT NUSS CA N 2 2031-06-01 Fixed 0.01500000 N N N N N N NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC N/A 63938NAF1 215000.00000000 PA USD 200084.38000000 0.014047123130 Long DBT CORP UY N 2 2025-07-01 Fixed 0.10750000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAL2 550000.00000000 PA USD 446177.88000000 0.031324362343 Long DBT CORP CA N 2 2030-05-01 Fixed 0.04625000 N N N N N N RWANDA REPUBLIC OF 213800AKFASSQE52AZ88 78347YAL7 595000.00000000 PA USD 467186.56000000 0.032799297641 Long DBT NUSS RW N 2 2031-08-09 Fixed 0.05500000 N N N N N N 2022-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer